| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 1,640,000 | 338,545,000 | 55.52% | Put | |
| 2 | AEGEAN MARINE PETE NETWORK I | 34,715,000 | 41,583,000 | 6.82% | PRN | |
| 3 | SHIP FINANCE INTERNATIONAL L | 41,300,000 | 41,253,000 | 6.77% | PRN | |
| 4 | SHUTTERFLY INC NOTE | 38,722,000 | 38,335,000 | 6.29% | PRN | |
| 5 | JDS UNIPHASE CORP DBCV 0.625 8/1 | 35,935,000 | 37,148,000 | 6.09% | PRN | |
| 6 | SERVICESOURCE INTL INC | 46,623,000 | 34,443,000 | 5.65% | PRN | |
| 7 | YAHOO INC | 14,000,000 | 15,124,000 | 2.48% | PRN | |
| 8 | HOLOGIC INC | 11,500,000 | 14,203,000 | 2.33% | PRN | |
| 9 | ALPHA NATURAL RESOURCES | 34,600,000 | 12,889,000 | 2.11% | PRN | |
| 10 | UNITED STATES | 680,000 | 11,451,000 | 1.88% | Put | |
| 11 | EMERGENT BIOSOLUTIONS INC NOTE | 7,845,000 | 9,120,000 | 1.50% | PRN | |
| 12 | AAR CORP | 8,500,000 | 8,861,000 | 1.45% | PRN | |
| 13 | BRISTOW GROUP INC | 3,708,000 | 3,722,000 | 0.61% | PRN | |
| 14 | FINISAR CORP | 3,000,000 | 3,079,000 | 0.50% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-15-001149, filed 2015.05.15).
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.
