| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | INFINERA CORP SENIOR DEBENTURE CONVERTIBLE | 47,750,000 | 78,279,000 | 8.26% | PRN | |
| 2 | Palo Alto Networks Inc | 38,800,000 | 63,244,000 | 6.68% | PRN | |
| 3 | RESOLUTE FOREST | 6,949,656 | 57,752,000 | 6.10% | ||
| 4 | AMERICAN RLTY CAP PPTYS INC | 52,500,000 | 49,941,000 | 5.27% | PRN | |
| 5 | GLOBALSTAR INC | 30,585,743 | 48,020,000 | 5.07% | ||
| 6 | SERVICENOW INC | 38,757,000 | 43,795,000 | 4.62% | PRN | |
| 7 | ARES CAP CORP | 42,608,000 | 42,981,000 | 4.54% | PRN | |
| 8 | WORKDAY INC | 37,338,000 | 40,325,000 | 4.26% | PRN | |
| 9 | WEBMD HEALTH CORP NOTE | 36,222,000 | 36,448,000 | 3.85% | PRN | |
| 10 | FINISAR CORP | 36,517,000 | 32,639,000 | 3.45% | PRN | |
| 11 | RAMBUS INC DEL NOTE | 25,544,000 | 29,950,000 | 3.16% | PRN | |
| 12 | LEVEL 3 COMM | 683,500 | 29,862,000 | 3.15% | ||
| 13 | INTERDIGITAL INC | 28,619,000 | 29,728,000 | 3.14% | PRN | |
| 14 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 26,556,000 | 26,855,000 | 2.84% | PRN | |
| 15 | ALASKA COMM SYS GR | 24,000,000 | 24,090,000 | 2.54% | PRN | |
| 16 | TCP CAP CORP NOTE 5.25012/1 | 23,529,000 | 23,558,000 | 2.49% | PRN | |
| 17 | MERCADOLIBRE INC | 23,500,000 | 23,118,000 | 2.44% | PRN | |
| 18 | TESLA MTRS INC | 22,000,000 | 21,203,000 | 2.24% | PRN | |
| 19 | PHOTRONICS INC | 19,355,000 | 20,057,000 | 2.12% | PRN | |
| 20 | ARES CAP CORP | 18,441,000 | 18,971,000 | 2.00% | PRN | |
| 21 | APOLLO INVT CORP 5.75% 01/15/2016 | 18,682,000 | 18,857,000 | 1.99% | PRN | |
| 22 | SHUTTERFLY INC NOTE | 20,202,000 | 18,662,000 | 1.97% | PRN | |
| 23 | Blucora Inc | 19,500,000 | 18,549,000 | 1.96% | PRN | |
| 24 | SPIRIT RLTY CAP INC NEW | 17,192,000 | 16,075,000 | 1.70% | PRN | |
| 25 | TRULIA INC | 10,000,000 | 13,437,000 | 1.42% | PRN | |
| 26 | Workday Inc | 12,000,000 | 13,320,000 | 1.41% | PRN | |
| 27 | STILLWATER MNG CO | 10,500,000 | 10,684,000 | 1.13% | PRN | |
| 28 | QUIDEL CORP | 11,000,000 | 10,271,000 | 1.08% | PRN | |
| 29 | SERVICESOURCE INTL INC | 11,957,000 | 10,238,000 | 1.08% | PRN | |
| 30 | NEW MTN FIN CORP | 9,750,000 | 9,629,000 | 1.02% | PRN | |
| 31 | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | 9,297,000 | 0.98% | PRN | |
| 32 | VIPSHOP HLDGS LTD | 8,000,000 | 8,770,000 | 0.93% | PRN | |
| 33 | FXCM INC | 8,056,000 | 5,961,000 | 0.63% | PRN | |
| 34 | ALTRA INDL MOTION CORP | 5,125,000 | 5,329,000 | 0.56% | PRN | |
| 35 | TSLX | 5,165,000 | 5,062,000 | 0.53% | PRN | |
| 36 | AEGEAN MARINE PETE NETWORK I | 5,150,000 | 4,332,000 | 0.46% | PRN | |
| 37 | RESTORATION HARDWARE HOLDINGS INC | 3,500,000 | 3,413,000 | 0.36% | PRN | |
| 38 | InvenSense Inc | 3,588,000 | 3,279,000 | 0.35% | PRN | |
| 39 | FIFTH STR SR FLOATNG RATE CO | 343,581 | 2,999,000 | 0.32% | ||
| 40 | MICRON TECHNOLOGY INC | 185,000 | 2,771,000 | 0.29% | ||
| 41 | ENVESTNET INC | 3,000,000 | 2,670,000 | 0.28% | PRN | |
| 42 | FIFTH STREET | 399,767 | 2,467,000 | 0.26% | ||
| 43 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 20,000 | 1,666,000 | 0.18% | ||
| 44 | POWERSHARES QQQ TRUST | 250,000 | 1,663,000 | 0.18% | Put | |
| 45 | RAYONIER ADVANCED MATLS INC COM | 170,200 | 1,042,000 | 0.11% | ||
| 46 | APOLLO COML REAL EST FIN INC | 1,000,000 | 989,000 | 0.10% | PRN | |
| 47 | ISHARES TR | 150,000 | 890,000 | 0.09% | Put | |
| 48 | SPDR S&P 500 ETF TR | 200,000 | 741,000 | 0.08% | Put | |
| 49 | LEAP FROG ENTERPRISE | 875,000 | 624,000 | 0.07% | ||
| 50 | MOSAIC CO NEW | 20,000 | 622,000 | 0.07% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001344676-15-000012, filed 2015.11.16).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
