| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICRON TECHNOLOGY INC | 250,000 | 2,000 | 0.00% | Call | |
| 2 | HORMEL FOODS CORP | 30,000 | 3,000 | 0.00% | Put | |
| 3 | MOSAIC CO NEW | 50,000 | 3,000 | 0.00% | Call | |
| 4 | GENCO SHIPPING & TRADING LTD | 50,000 | 75,000 | 0.01% | ||
| 5 | AT&T INC | 75,000 | 83,000 | 0.01% | Put | |
| 6 | POWERSHARES QQQ TRUST | 100,000 | 155,000 | 0.01% | Put | |
| 7 | ROYAL BK CDA MONTREAL QUE | 50,000 | 213,000 | 0.02% | Put | |
| 8 | ISHARES TR | 50,000 | 254,000 | 0.02% | Put | |
| 9 | SPDR S&P 500 ETF TR | 100,000 | 259,000 | 0.02% | Put | |
| 10 | PAN AMERN SILVER CORP | 55,000 | 358,000 | 0.03% | ||
| 11 | LEAPFROG ENTERPRISES INC | 700,000 | 497,000 | 0.05% | ||
| 12 | PHOTRONICS INC | 384,000 | 512,000 | 0.05% | PRN | |
| 13 | WYNN RESORTS LTD | 10,000 | 692,000 | 0.07% | ||
| 14 | MOSAIC CO NEW | 35,000 | 966,000 | 0.09% | ||
| 15 | ARCELORMITTAL SA LUXEMBOURG | 250,000 | 1,055,000 | 0.10% | ||
| 16 | GOLDMAN SACHS BDC INC | 63,207 | 1,201,000 | 0.12% | ||
| 17 | CONSOL ENERGY INC | 155,000 | 1,225,000 | 0.12% | ||
| 18 | MICRON TECHNOLOGY INC | 200,000 | 2,832,000 | 0.27% | ||
| 19 | FIFTH STR SR FLOATNG RATE CO | 332,445 | 2,849,000 | 0.27% | ||
| 20 | FIFTH STREET FINANCE CORP | 451,442 | 2,880,000 | 0.28% | ||
| 21 | STARWOOD WAYPOINT 4.5 15OCT17 | 3,000,000 | 2,995,000 | 0.29% | PRN | |
| 22 | Ares Capital Corp | 3,034,000 | 3,034,000 | 0.29% | PRN | |
| 23 | AEGEAN MARINE PETE NETWORK I | 5,150,000 | 4,442,000 | 0.43% | PRN | |
| 24 | WEBMD HEALTH CORP | 4,700,000 | 4,706,000 | 0.45% | PRN | |
| 25 | ALTRA INDL MOTION CORP | 5,125,000 | 5,561,000 | 0.53% | PRN | |
| 26 | INVENSENSE INC 1.75 PERCENT 18 CONV BONDS DUE 11/01/18 | 6,325,000 | 5,908,000 | 0.57% | PRN | |
| 27 | VIPSHOP HLDGS LTD | 6,000,000 | 6,338,000 | 0.61% | PRN | |
| 28 | RUDOLPH TECHNOLOGIES INC | 5,835,000 | 6,718,000 | 0.65% | PRN | |
| 29 | Ares Capital Corp | 9,489,000 | 9,513,000 | 0.91% | PRN | |
| 30 | STILLWATER MNG CO | 10,500,000 | 10,034,000 | 0.97% | PRN | |
| 31 | SERVICESOURCE INTL INC | 11,957,000 | 10,134,000 | 0.97% | PRN | |
| 32 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 9,500,000 | 10,391,000 | 1.00% | PRN | |
| 33 | PHOTRONICS INC | 8,605,000 | 10,435,000 | 1.00% | PRN | |
| 34 | NEW MTN FIN CORP | 10,750,000 | 10,536,000 | 1.01% | PRN | |
| 35 | QUIDEL CORP | 11,000,000 | 10,718,000 | 1.03% | PRN | |
| 36 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 6,530,000 | 10,889,000 | 1.05% | PRN | |
| 37 | TRULIA INC | 10,000,000 | 12,163,000 | 1.17% | PRN | |
| 38 | TPG Specialty Lending Inc | 13,580,000 | 13,436,000 | 1.29% | PRN | |
| 39 | Workday Inc | 12,000,000 | 14,272,000 | 1.37% | PRN | |
| 40 | SHUTTERFLY INC | 15,202,000 | 14,670,000 | 1.41% | PRN | |
| 41 | APOLLO INVT CORP 5.75% 01/15/2016 | 15,682,000 | 15,702,000 | 1.51% | PRN | |
| 42 | TESLA INC SR CV NT 0.25 19 | 17,000,000 | 16,033,000 | 1.54% | PRN | |
| 43 | INTEGRATED DEVICE TECHNOLOGY | 16,500,000 | 16,974,000 | 1.63% | PRN | |
| 44 | BLUCORA INC | 23,100,000 | 19,260,000 | 1.85% | PRN | |
| 45 | SPIRIT RLTY CAP INC NEW | 20,192,000 | 19,359,000 | 1.86% | PRN | |
| 46 | ARES CAP CORP | 20,958,000 | 20,984,000 | 2.02% | PRN | |
| 47 | LEVEL 3 COMM | 415,000 | 22,559,000 | 2.17% | ||
| 48 | ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 | 24,000,000 | 23,700,000 | 2.28% | PRN | |
| 49 | TCP CAP CORP NOTE 5.25012/1 | 24,029,000 | 23,729,000 | 2.28% | PRN | |
| 50 | MERCADOLIBRE INC | 21,500,000 | 24,107,000 | 2.32% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001133521-16-000040, filed 2016.02.12).
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.
