| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR TR UNIT | 1,125,000 | 231,626,000 | 31.61% | Put | |
| 2 | KINDER MORGAN INC DEL | 1,937,986 | 74,397,000 | 10.15% | ||
| 3 | SUNEDISON INC | 23,688,000 | 50,189,000 | 6.85% | PRN | |
| 4 | MERRIMACK PHARMACEUTICALS INC | 16,729,000 | 35,081,000 | 4.79% | PRN | |
| 5 | UNITED STATES STL CORP NEW | 28,000,000 | 30,975,000 | 4.23% | PRN | |
| 6 | AFFYMETRIX INC | 12,500,000 | 24,166,000 | 3.30% | PRN | |
| 7 | RTI INTL METALS INC | 14,997,000 | 16,290,000 | 2.22% | PRN | |
| 8 | STARWOOD PPTY TR INC | 16,000,000 | 16,104,000 | 2.20% | PRN | |
| 9 | MENTOR GRAPHICS CORP | 11,667,000 | 15,762,000 | 2.15% | PRN | |
| 10 | SERVICESOURCE INTL INC | 18,500,000 | 15,725,000 | 2.15% | PRN | |
| 11 | SPIRIT RLTY CAP INC NEW | 16,200,000 | 15,309,000 | 2.09% | PRN | |
| 12 | APOLLO COML REAL EST FIN INC | 14,500,000 | 14,554,000 | 1.99% | PRN | |
| 13 | FRONTIER COMMUNICATIONS CORP | 14,000,000 | 13,944,000 | 1.90% | PRN | |
| 14 | OREXIGEN THERAPEUTICS INC | 14,000,000 | 13,055,000 | 1.78% | PRN | |
| 15 | PDL BIOPHARMA INC | 12,879,000 | 12,219,000 | 1.67% | PRN | |
| 16 | ANTHEM INC | 5,317,000 | 11,681,000 | 1.59% | PRN | |
| 17 | Electronic Arts, Inc. | 5,000,000 | 10,455,000 | 1.43% | PRN | |
| 18 | VECTOR GROUP LTD | 7,000,000 | 10,353,000 | 1.41% | PRN | |
| 19 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 10,000,000 | 10,275,000 | 1.40% | PRN | |
| 20 | VECTOR GROUP LTD | 9,200,000 | 10,132,000 | 1.38% | PRN | |
| 21 | JAZZ TECHNOLOGIES INC NEW | 5,755,000 | 9,575,000 | 1.31% | PRN | |
| 22 | CHESAPEAKE ENERGY CORP | 10,000,000 | 9,475,000 | 1.29% | PRN | |
| 23 | CITIGROUP INC WRNT BEXP 10/28/2018 | 158,539 | 8,758,000 | 1.20% | ||
| 24 | SHUTTERFLY INC | 8,000,000 | 8,104,000 | 1.11% | PRN | |
| 25 | AK STL CORP | 7,500,000 | 7,568,000 | 1.03% | PRN | |
| 26 | ENERGY XXI BERMUDA | 29,228,000 | 7,088,000 | 0.97% | PRN | |
| 27 | AMERICAN RLTY CAP PPTYS INC | 7,500,000 | 7,050,000 | 0.96% | PRN | |
| 28 | PRICELINE COM INC | 6,000 | 6,908,000 | 0.94% | Call | |
| 29 | SOLAZYME INC | 9,650,000 | 5,694,000 | 0.78% | PRN | |
| 30 | CIENA CORPORATION | 230,594 | 5,460,000 | 0.75% | ||
| 31 | KEYW HLDG CORP | 5,695,000 | 4,955,000 | 0.68% | PRN | |
| 32 | CARRIAGE SVCS INC | 3,215,000 | 3,850,000 | 0.53% | PRN | |
| 33 | COBALT INTERNATIONAL ENERGY INC | 5,000,000 | 3,650,000 | 0.50% | PRN | |
| 34 | PRICELINE GRP INC | 2,000,000 | 2,662,000 | 0.36% | PRN | |
| 35 | CALATLANTIC GROUP INC | 1,000,000 | 1,514,000 | 0.21% | PRN | |
| 36 | CENTRUS ENERGY CORP | 328,536 | 1,357,000 | 0.19% | ||
| 37 | Orexigen Therapeutics, Inc. | 268,665 | 1,330,000 | 0.18% | ||
| 38 | Gulf Coast Ultra Deep Royalty | 1,802,700 | 1,262,000 | 0.17% | ||
| 39 | ECHO GLOBAL LOGISTICS INC | 1,000,000 | 1,080,000 | 0.15% | PRN | |
| 40 | SANOFI | 1,026,400 | 718,000 | 0.10% | ||
| 41 | KEYW HLDG CORP | 72,128 | 672,000 | 0.09% | ||
| 42 | Fuelcell Energy Inc | 630,800 | 616,000 | 0.08% | ||
| 43 | KLX INC | 12,000 | 530,000 | 0.07% | ||
| 44 | MEDICAL TRANSCRIPTION BLG CO | 192,857 | 363,000 | 0.05% | ||
| 45 | ALPHA NAT RES INC NOTE 4.875%12/1 DELETED | 3,000,000 | 206,000 | 0.03% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001398344-15-005221, filed 2015.08.13).
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.
