| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ALERE INC | 208,775 | 66,286,000 | 12.53% | ||
| 2 | SPDR SERIES TRUST | 1,003,272 | 38,736,000 | 7.32% | ||
| 3 | SUNPOWER CORP | 32,723,000 | 38,440,000 | 7.27% | PRN | |
| 4 | STARWOOD PPTY TR INC | 36,863,000 | 37,507,000 | 7.09% | PRN | |
| 5 | APOLLO COML REAL EST FIN INC | 37,480,000 | 37,125,000 | 7.02% | PRN | |
| 6 | VECTOR GROUP LTD | 34,195,000 | 36,340,000 | 6.87% | PRN | |
| 7 | DEPOMED INC | 32,845,000 | 35,711,000 | 6.75% | PRN | |
| 8 | PENNYMAC CORP | 29,787,000 | 28,471,000 | 5.38% | PRN | |
| 9 | QUIDEL CORP | 24,000,000 | 26,816,000 | 5.07% | PRN | |
| 10 | SPECTRANETICS CORP | 15,126,000 | 19,480,000 | 3.68% | PRN | |
| 11 | SINA CORP | 15,997,000 | 14,785,000 | 2.79% | PRN | |
| 12 | INSULET CORP 2 06/15/2019 | 11,768,000 | 13,972,000 | 2.64% | PRN | |
| 13 | VIPSHOP HLDGS LTD | 11,683,000 | 13,952,000 | 2.64% | PRN | |
| 14 | ACORDA THERAPEUTICS INC | 9,910,000 | 11,427,000 | 2.16% | PRN | |
| 15 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 125,002 | 11,200,000 | 2.12% | ||
| 16 | NXP SEMICONDUCTORS N V | 134,550 | 10,280,000 | 1.94% | ||
| 17 | IRIDIUM COMMUNICATIONS INC | 28,000 | 10,158,000 | 1.92% | ||
| 18 | SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750 8/1 | 7,088,000 | 7,505,000 | 1.42% | PRN | |
| 19 | COLONY CAP INC | 5,644,000 | 5,772,000 | 1.09% | PRN | |
| 20 | ISHARES | 200,000 | 5,772,000 | 1.09% | Put | |
| 21 | SUNPOWER CORP | 4,604,000 | 5,635,000 | 1.07% | PRN | |
| 22 | CITIGROUP INC | 100,000 | 5,411,000 | 1.02% | Call | |
| 23 | FINISAR CORP COM NEW | 200,000 | 3,882,000 | 0.73% | Call | |
| 24 | BANK AMER CORP | 201,300 | 3,601,000 | 0.68% | Call | |
| 25 | NETSUITE INC | 3,000,000 | 3,369,000 | 0.64% | PRN | |
| 26 | AMERICAN RLTY CAP PPTYS INC | 3,500,000 | 3,233,000 | 0.61% | PRN | |
| 27 | Neo Performance Materials | 3,519,638 | 3,100,000 | 0.59% | ||
| 28 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 3,336,000 | 3,077,000 | 0.58% | PRN | |
| 29 | FXCM INC | 2,600,000 | 2,743,000 | 0.52% | PRN | |
| 30 | PDL BIOPHARMA INC | 2,743,000 | 2,658,000 | 0.50% | PRN | |
| 31 | HERBALIFE LTD | 69,500 | 2,620,000 | 0.50% | ||
| 32 | AMERICAN RLTY CAP PPTYS INC | 2,500,000 | 2,305,000 | 0.44% | PRN | |
| 33 | ALERE INC | 1,865,000 | 1,950,000 | 0.37% | PRN | |
| 34 | OMNICARE INC | 1,700,000 | 1,828,000 | 0.35% | PRN | |
| 35 | GENERAL MTRS CO | 49,965 | 1,745,000 | 0.33% | ||
| 36 | PROTALIX BIOTHERAPEUTICS INC | 2,000,000 | 1,519,000 | 0.29% | PRN | |
| 37 | RENEWABLE ENERGY | 127,242 | 1,236,000 | 0.23% | ||
| 38 | MERCADOLIBRE INC | 9,672 | 1,235,000 | 0.23% | ||
| 39 | NAVIOS MARITIME ACQUIS CORP SHS | 332,289 | 1,206,000 | 0.23% | ||
| 40 | 51JOB INC SP ADR REP COM | 31,731 | 1,138,000 | 0.22% | ||
| 41 | COLONY CAP INC 5 04/15/2023 | 1,000,000 | 1,071,000 | 0.20% | PRN | |
| 42 | MEDIDATA SOLUTIONS INC | 22,100 | 1,056,000 | 0.20% | ||
| 43 | FINISAR CORP COM NEW | 53,400 | 1,037,000 | 0.20% | ||
| 44 | National Bank of Greece - ADR | 500,000 | 895,000 | 0.17% | Call | |
| 45 | PROS HOLDINGS INC | 15,825 | 435,000 | 0.08% | ||
| 46 | GENWORTH FINL INC | 50,000 | 425,000 | 0.08% | ||
| 47 | DIANA SHIPPING INC | 61,800 | 415,000 | 0.08% | ||
| 48 | Scorpio Bulkers Inc. | 120,000 | 236,000 | 0.04% | ||
| 49 | GENERAL MTRS CO | 174,950 | 194,000 | 0.04% | ||
| 50 | DRYSHIPS INC | 75,563 | 80,000 | 0.02% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-15-002382, filed 2015.02.17).
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.
