| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 500,000 | 102,760,000 | 14.03% | Put | |
| 2 | Actavis PLC | 40,000,000 | 36,720,000 | 5.01% | PRN | |
| 3 | PROOFPOINT INC NOTE 1.25012/1 | 25,014,000 | 36,630,000 | 5.00% | PRN | |
| 4 | Nvidia Corp | 19,500,000 | 34,832,000 | 4.75% | PRN | |
| 5 | Fiat Chrysler Automobiles | 46,000,000 | 33,580,000 | 4.58% | PRN | |
| 6 | WESCO INTL INC | 16,860,000 | 32,392,000 | 4.42% | PRN | |
| 7 | AFFYMETRIX INC | 12,500,000 | 30,144,000 | 4.11% | PRN | |
| 8 | OCLARO INC | 9,112,000 | 26,311,000 | 3.59% | PRN | |
| 9 | ANTHEM INC | 12,068,000 | 23,041,000 | 3.14% | PRN | |
| 10 | MERRIMACK PHARMACEUTI | 13,780,000 | 20,739,000 | 2.83% | PRN | |
| 11 | Microchip Technology Inc | 17,000,000 | 17,383,000 | 2.37% | PRN | |
| 12 | EMERGENT BIOSOLUTIONS INC NOTE | 13,000,000 | 16,952,000 | 2.31% | PRN | |
| 13 | SERVICESOURCE INTL INC | 18,349,000 | 14,954,000 | 2.04% | PRN | |
| 14 | TTM TECHNOLOGIES INC | 16,100,000 | 14,329,000 | 1.96% | PRN | |
| 15 | INVACARE CORP | 14,000,000 | 14,280,000 | 1.95% | PRN | |
| 16 | DEPOMED INC | 14,750,000 | 13,791,000 | 1.88% | PRN | |
| 17 | MENTOR GRAPHICS CORP | 12,767,000 | 13,453,000 | 1.84% | PRN | |
| 18 | TESLA MTRS INC | 15,300,000 | 13,120,000 | 1.79% | PRN | |
| 19 | Exelexis | 12,000,000 | 11,970,000 | 1.63% | PRN | |
| 20 | iStar Financial Inc | 11,250,000 | 11,081,000 | 1.51% | PRN | |
| 21 | INTEGRA LIFESCIENCES HLDGS C | 8,500,000 | 11,050,000 | 1.51% | PRN | |
| 22 | JAZZ US HLDGS INC | 7,420,000 | 10,444,000 | 1.43% | PRN | |
| 23 | VECTOR GROUP LTD | 9,200,000 | 10,212,000 | 1.39% | PRN | |
| 24 | APOLLO COML REAL EST FIN INC | 9,675,000 | 9,796,000 | 1.34% | PRN | |
| 25 | GENERAL CABLE CORP DEL NEW FRNT | 17,303,000 | 9,592,000 | 1.31% | PRN | |
| 26 | GPT Property Tr LP/Gramercy Property Tr | 7,980,000 | 9,388,000 | 1.28% | PRN | |
| 27 | SCORPIO TANKERS INC | 11,154,000 | 9,244,000 | 1.26% | PRN | |
| 28 | AMAG PHARMACEUTICALS INC | 8,500,000 | 9,212,000 | 1.26% | PRN | |
| 29 | ARIAD PHARMACEUTICALS INC | 9,500,000 | 9,179,000 | 1.25% | PRN | |
| 30 | MONSTER WORLDWIDE 3.5% CB 10/15/2019-REGISTERED | 10,000,000 | 9,169,000 | 1.25% | PRN | |
| 31 | SPECTRANETICS CORP | 11,374,000 | 9,028,000 | 1.23% | PRN | |
| 32 | OREXIGEN THERAPEUTICS INC | 20,909,000 | 8,991,000 | 1.23% | PRN | |
| 33 | Blucora Inc | 11,464,000 | 8,598,000 | 1.17% | PRN | |
| 34 | TITAN MACHY INC | 9,800,000 | 7,644,000 | 1.04% | PRN | |
| 35 | STARWOOD PPTY TR INC | 7,000,000 | 6,930,000 | 0.95% | PRN | |
| 36 | Interactive Intelligence Inc | 7,220,000 | 6,214,000 | 0.85% | PRN | |
| 37 | ISTAR FINL INC | 6,000,000 | 6,180,000 | 0.84% | PRN | |
| 38 | LAM RESEARCH CORP | 4,500,000 | 6,030,000 | 0.82% | PRN | |
| 39 | Golar Lng Ltd | 5,500,000 | 5,253,000 | 0.72% | PRN | |
| 40 | VIOLIN MEMORY INC | 14,750,000 | 5,015,000 | 0.68% | PRN | |
| 41 | ENCORE CAP GROUP INC | 7,090,000 | 4,963,000 | 0.68% | PRN | |
| 42 | KEYW HLDG CORP | 6,285,000 | 4,799,000 | 0.66% | PRN | |
| 43 | CARRIAGE SVCS INC NOTE | 4,340,000 | 4,796,000 | 0.65% | PRN | |
| 44 | WL ROSS HOLDING CORP | 452,300 | 4,537,000 | 0.62% | ||
| 45 | SOLAZYME INC | 8,150,000 | 4,075,000 | 0.56% | PRN | |
| 46 | FLUIDIGM CORP DEL | 6,500,000 | 3,575,000 | 0.49% | PRN | |
| 47 | PANDORA MEDIA INC | 4,000,000 | 3,455,000 | 0.47% | PRN | |
| 48 | BROADSOFT INC | 2,200,000 | 2,507,000 | 0.34% | PRN | |
| 49 | HORNBECK OFFSHORE SVCS INC N | 4,000,000 | 2,480,000 | 0.34% | PRN | |
| 50 | SPDR S&P 500 ETF TR | 7,768 | 1,596,000 | 0.22% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001398344-16-013467, filed 2016.05.16).
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.
