| 1 |
LIBERTY MEDIA CORP |
109,064,000 |
56,850 |
0.67% |
|
PRN |
| 2 |
REDWOOD TR INC |
68,950,000 |
66,282 |
0.78% |
|
PRN |
| 3 |
TESLA INC |
53,050,000 |
115,595 |
1.36% |
|
PRN |
| 4 |
TESLA INC |
43,522,000 |
42,605 |
0.50% |
|
PRN |
| 5 |
PENNYMAC CORP |
42,985,000 |
40,406 |
0.47% |
|
PRN |
| 6 |
TESLA INC SR CV NT 0.25 19 |
34,728,000 |
34,339 |
0.40% |
|
PRN |
| 7 |
ANNALY CAP MGMT INC |
32,560,191 |
299,227 |
3.51% |
|
|
| 8 |
GSV CAP CORP |
31,355,000 |
30,219 |
0.35% |
|
PRN |
| 9 |
RESOURCE CAP CORP |
29,544,000 |
27,089 |
0.32% |
|
PRN |
| 10 |
VIPSHOP HLDGS LTD |
28,500,000 |
36,154 |
0.42% |
|
PRN |
| 11 |
Hologic, Inc. |
27,500,000 |
46,064 |
0.54% |
|
PRN |
| 12 |
QIHOO 360 TECHNOLOGY CO LTD |
26,000,000 |
25,479 |
0.30% |
|
PRN |
| 13 |
Scorpio Bulkers Inc. |
24,668,179 |
40,210 |
0.47% |
|
|
| 14 |
RAIT FINANCIAL TRUST |
23,594,000 |
25,506 |
0.30% |
|
PRN |
| 15 |
Prospect Capital Corp |
23,500,000 |
23,736 |
0.28% |
|
PRN |
| 16 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
21,671,000 |
3,643 |
0.04% |
|
PRN |
| 17 |
APOLLO COML REAL EST FIN INC |
21,250,000 |
21,211 |
0.25% |
|
PRN |
| 18 |
ICONIX BRAND GROUP INC |
17,500,000 |
17,894 |
0.21% |
|
PRN |
| 19 |
MEADOWBROOK INSURANCE GROUP 5% CB 03/15/2020-REGIS |
17,500,000 |
20,290 |
0.24% |
|
PRN |
| 20 |
GAIN CAP HLDGS INC |
17,250,000 |
18,319 |
0.21% |
|
PRN |
| 21 |
WORKDAY INC |
16,560,000 |
18,733 |
0.22% |
|
PRN |
| 22 |
AMTRUST FINL SVCS INC |
14,157,000 |
13,680 |
0.16% |
|
PRN |
| 23 |
RTI INTL METALS INC |
14,000,000 |
14,344 |
0.17% |
|
PRN |
| 24 |
SOUFUN HLDGS LTD |
14,000,000 |
13,267 |
0.16% |
|
PRN |
| 25 |
HCI GROUP INC |
13,500,000 |
13,066 |
0.15% |
|
PRN |
| 26 |
AMERICAN CAP LTD |
13,406,586 |
181,661 |
2.13% |
|
|
| 27 |
RAIT Financial |
12,509,000 |
10,530 |
0.12% |
|
PRN |
| 28 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
9,632 |
0.11% |
|
PRN |
| 29 |
SEACOR HOLDINGS INC |
10,000,000 |
10,218 |
0.12% |
|
PRN |
| 30 |
PROSPECT CAPITAL COR |
9,998,000 |
10,136 |
0.12% |
|
PRN |
| 31 |
SINA CORP |
9,500,000 |
9,057 |
0.11% |
|
PRN |
| 32 |
WRIGHT MEDICAL GROUP INC |
9,275,000 |
11,021 |
0.13% |
|
PRN |
| 33 |
ARMOUR RESIDENTIAL REIT |
8,475,755 |
23,816 |
0.28% |
|
|
| 34 |
ARES COML REAL ESTATE CORP |
7,975,000 |
8,058 |
0.09% |
|
PRN |
| 35 |
LAYNE CHRISTENSEN CO |
7,711,000 |
6,044 |
0.07% |
|
PRN |
| 36 |
SAFEGUARD SCIENTIFICS IN |
6,000,000 |
7,577 |
0.09% |
|
PRN |
| 37 |
SPDR S&P 500 ETF TR |
5,867,900 |
1,207,910 |
14.17% |
Put |
|
| 38 |
COMMUNITY HEALTH SYS INC NEW |
5,460,347 |
76 |
0.00% |
|
|
| 39 |
HALCON RESOURCES CORP |
5,424,346 |
6,293 |
0.07% |
|
|
| 40 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
5,000,000 |
5,038 |
0.06% |
|
PRN |
| 41 |
DirectTV Com |
4,479,273 |
415,632 |
4.88% |
|
|
| 42 |
CATAMARAN CORP COM |
4,398,461 |
268,658 |
3.15% |
|
|
| 43 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
4,330,000 |
384,504 |
4.51% |
Put |
|
| 44 |
TSAKOS ENERGY NAVIGATION LTD |
3,925,880 |
37,413 |
0.44% |
|
|
| 45 |
SANDISK CORP |
3,551,000 |
4,591 |
0.05% |
|
PRN |
| 46 |
PLATFORM SPECIALTY PRODS COR |
3,277,567 |
83,840 |
0.98% |
|
|
| 47 |
MORGANS HOTEL GROUP CO |
3,139,668 |
21,161 |
0.25% |
|
|
| 48 |
CONSTELLIUM NV CL A |
3,135,580 |
37,094 |
0.44% |
|
|
| 49 |
STARWOOD PPTY TR INC |
3,000,000 |
3,120 |
0.04% |
|
PRN |
| 50 |
MIDSTATES PETE CO INC |
2,688,335 |
2,500 |
0.03% |
|
|
