| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FIVE OAKS INVT CORPORATION REIT | 11,900 | 67,000 | 0.00% | ||
| 2 | AG MTG INVT TR INC | 18,709 | 245,000 | 0.01% | ||
| 3 | USA TECHNOLOGIES INC | 16,997 | 291,000 | 0.01% | ||
| 4 | LIGHT & WONDER INC COM | 38,460 | 363,000 | 0.01% | ||
| 5 | RETRACTABLE TECHNOLOGIES INC | 170,801 | 367,000 | 0.01% | ||
| 6 | AMBAC FINL GROUP INC | 74,756 | 524,000 | 0.02% | ||
| 7 | GOGO INC | 81,776 | 900,000 | 0.03% | ||
| 8 | Former Charter Communication (Del 5/18/2016) | 4,476 | 906,000 | 0.03% | ||
| 9 | AES CORP | 51,267 | 989,000 | 0.03% | ||
| 10 | STONEGATE MTG CORP | 221,123 | 1,269,000 | 0.04% | ||
| 11 | CASTLE A M & CO | 3,855,000 | 1,773,000 | 0.05% | PRN | |
| 12 | SANOFI | 16,160,449 | 1,842,000 | 0.05% | ||
| 13 | MYLAN N V | 45,000 | 2,086,000 | 0.06% | Call | |
| 14 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 2,000,000 | 2,191,000 | 0.06% | PRN | |
| 15 | TETRALOGIC PHARMACEUTICALS C | 10,804,000 | 2,323,000 | 0.07% | PRN | |
| 16 | SUNPOWER CORP SR CV DEB0.75 18 | 2,500,000 | 2,753,000 | 0.08% | PRN | |
| 17 | AEGERION PHARMACEUTICALS INC | 5,910,000 | 3,003,000 | 0.09% | PRN | |
| 18 | ALTISOURCE PORTFOLIO SOLNS S | 130,000 | 3,140,000 | 0.09% | ||
| 19 | JINKOSOLAR HLDG CO LTD | 3,600,000 | 3,173,000 | 0.09% | PRN | |
| 20 | COMPANHIA BRASILEIRA DE DIST | 241,680 | 3,362,000 | 0.10% | ||
| 21 | AMBAC FINL GROUP INC | 242,569 | 3,833,000 | 0.11% | ||
| 22 | CHENIERE ENERGY INC | 7,390,000 | 3,852,000 | 0.11% | PRN | |
| 23 | GOL LINHAS AEREAS INTLG S A | 546,290 | 4,114,000 | 0.12% | ||
| 24 | TWITTER INC | 5,000,000 | 4,378,000 | 0.13% | PRN | |
| 25 | TRINA SOLAR LTD | 5,000,000 | 4,478,000 | 0.13% | PRN | |
| 26 | ALERE INC | 12,800 | 4,797,000 | 0.14% | ||
| 27 | WHITING PETROLEUM CORP 5% CB 03/15/2019 | 6,000,000 | 5,036,000 | 0.15% | PRN | |
| 28 | NATIONSTAR MTG HLDGS INCORPORATED | 544,146 | 5,387,000 | 0.16% | ||
| 29 | IMPERIAL HLDGS INC 8.5 PERCENT 2/19 | 6,300,000 | 5,493,000 | 0.16% | PRN | |
| 30 | ENERNOC | 8,000,000 | 5,645,000 | 0.16% | PRN | |
| 31 | OFFICE DEPOT INC | 910,054 | 6,461,000 | 0.19% | ||
| 32 | OCWEN FINL CORP | 2,998,500 | 7,406,000 | 0.22% | ||
| 33 | GSV CAP CORP | 8,245,000 | 7,549,000 | 0.22% | PRN | |
| 34 | LAYNE CHRISTENSEN CO | 7,700,000 | 7,623,000 | 0.22% | PRN | |
| 35 | SAFEGUARD SCIENTIFICS IN | 7,316,000 | 7,874,000 | 0.23% | PRN | |
| 36 | GREEN PLAINS INC | 8,000,000 | 7,935,000 | 0.23% | PRN | |
| 37 | BANK AMER CORP | 591,400 | 7,996,000 | 0.23% | ||
| 38 | Apollo Residentail Mtg Inc | 599,074 | 8,040,000 | 0.23% | ||
| 39 | COBALT INTL ENERGY INC | 16,375,000 | 8,167,000 | 0.24% | PRN | |
| 40 | ENCORE CAP GROUP INC | 12,212,000 | 8,411,000 | 0.25% | PRN | |
| 41 | NVIDIA CORP SR CONV NT 1 18 | 4,850,000 | 8,654,000 | 0.25% | PRN | |
| 42 | NII HLDGS INC COM PAR 0.001 | 1,601,157 | 8,854,000 | 0.26% | ||
| 43 | HERBALIFE LTD | 9,440,000 | 9,080,000 | 0.27% | PRN | |
| 44 | INVESCO MORTGAGE CAPITAL INC | 787,644 | 9,594,000 | 0.28% | ||
| 45 | Charter Communications, Inc. | 48,400 | 9,798,000 | 0.29% | Put | |
| 46 | HATTERAS FINL CORP | 687,098 | 9,826,000 | 0.29% | ||
| 47 | TITAN MACHY INC | 13,008,000 | 10,049,000 | 0.29% | PRN | |
| 48 | CIGNA CORPORATION | 73,563 | 10,096,000 | 0.29% | ||
| 49 | AMERICAN AIRLS GROUP INC | 250,000 | 10,253,000 | 0.30% | Call | |
| 50 | RITE AID CORP | 1,264,756 | 10,308,000 | 0.30% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-016154, filed 2016.05.03).
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.
