| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CENVEO INC | 200,000 | 420,000 | 0.01% | ||
| 2 | ADVANCED EMISSIONS SOLUTS IN | 22,559 | 514,000 | 0.01% | ||
| 3 | LEE ENTERPRISES INC | 200,000 | 736,000 | 0.01% | ||
| 4 | MIDSTATES PETE CO INC | 500,000 | 755,000 | 0.01% | Call | |
| 5 | RELM WIRELESS CORP | 188,971 | 907,000 | 0.01% | ||
| 6 | MOLYCORP INC (MCP) - 83.3333 c | 3,650,000 | 1,104,000 | 0.02% | PRN | |
| 7 | RADIO ONE INC CL D NON VTG | 713,577 | 1,192,000 | 0.02% | ||
| 8 | Neo Performance Materials | 1,403,100 | 1,236,000 | 0.02% | Put | |
| 9 | NORTHERN OIL & GAS INC NEV | 225,000 | 1,271,000 | 0.02% | Put | |
| 10 | Old Republic International Corp | 1,300,000 | 1,513,000 | 0.02% | PRN | |
| 11 | APOLLO SR FLOATING RATE FD INC COM | 100,000 | 1,663,000 | 0.03% | ||
| 12 | E M C CORP MASS COM | 70,225 | 2,088,000 | 0.03% | ||
| 13 | CLIFFS NAT RES INC | 300,000 | 2,142,000 | 0.03% | Put | |
| 14 | QUIKSILVER INC COM | 1,000,000 | 2,210,000 | 0.03% | Put | |
| 15 | Apollo Residentail Mtg Inc | 185,085 | 2,919,000 | 0.05% | ||
| 16 | OCEAN RIG UDW INC | 354,700 | 3,292,000 | 0.05% | Put | |
| 17 | PROLOGIS | 3,000,000 | 3,341,000 | 0.05% | PRN | |
| 18 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 1,150,000 | 3,372,000 | 0.05% | PRN | |
| 19 | ROUSE PPTYS INC | 200,000 | 3,704,000 | 0.06% | Put | |
| 20 | PROSPECT CAPITAL CORPORATION | 3,800,000 | 3,800,000 | 0.06% | PRN | |
| 21 | PEABODY ENERGY CORP | 500,000 | 3,870,000 | 0.06% | Call | |
| 22 | LORAL SPACE & COMMUNICATIONS | 50,000 | 3,936,000 | 0.06% | Call | |
| 23 | ISTAR INC COM | 300,000 | 4,095,000 | 0.06% | Call | |
| 24 | GAMESTOP CORP NEW | 121,600 | 4,110,000 | 0.06% | Put | |
| 25 | JEFFERIES GROUP INC NEW SR DB CV3.875 29 | 4,100,000 | 4,251,000 | 0.07% | PRN | |
| 26 | NEWMONT MINING CORP SR NT CV1.625 17 | 4,350,000 | 4,429,000 | 0.07% | PRN | |
| 27 | MOLYCORP INC DEL NOTE 5.500% 2/0 | 14,842,000 | 4,508,000 | 0.07% | PRN | |
| 28 | ARES CAP CORP | 4,500,000 | 4,655,000 | 0.07% | PRN | |
| 29 | BGC PARTNERS INC | 4,400,000 | 4,697,000 | 0.07% | PRN | |
| 30 | SEADRILL LIMITED | 520,000 | 4,826,000 | 0.08% | Put | |
| 31 | ELIZABETH ARDEN INC | 230,300 | 4,926,000 | 0.08% | Put | |
| 32 | WEIGHT WATCHERS INTL INC NEW | 200,000 | 4,968,000 | 0.08% | Put | |
| 33 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 3,800,000 | 5,211,000 | 0.08% | PRN | |
| 34 | SINCLAIR BROADCAST GROUP INC | 200,000 | 5,472,000 | 0.09% | Call | |
| 35 | Neustar Inc CL A | 200,000 | 5,560,000 | 0.09% | Put | |
| 36 | HEALTH CARE REIT INC | 3,800,000 | 5,707,000 | 0.09% | PRN | |
| 37 | TRIPLE-S MGMT CORP | 239,700 | 5,731,000 | 0.09% | Put | |
| 38 | UNITED STATES STL CORP NEW | 250,000 | 6,685,000 | 0.11% | Put | |
| 39 | ISTAR INC COM | 508,467 | 6,941,000 | 0.11% | ||
| 40 | XILINX INC SR NT CV2.625 17 | 5,000,000 | 7,550,000 | 0.12% | PRN | |
| 41 | WALTER INVT MGMT CORP | 500,000 | 8,255,000 | 0.13% | Put | |
| 42 | PARSLEY ENERGY CLA A | 520,000 | 8,299,000 | 0.13% | Put | |
| 43 | BALTIC TRADING LIMITED | 3,420,330 | 8,585,000 | 0.14% | ||
| 44 | FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 | 4,600,000 | 8,691,000 | 0.14% | PRN | |
| 45 | INTEL CORP JR SB CONV DB 35 | 7,000,000 | 9,214,000 | 0.15% | PRN | |
| 46 | PRICELINE GRP INC SR CONV NT 1 18 | 7,100,000 | 9,470,000 | 0.15% | PRN | |
| 47 | LORAL SPACE & COMMUNICATIONS | 121,300 | 9,548,000 | 0.15% | ||
| 48 | MARKETAXESS HLDGS INC | 135,100 | 9,688,000 | 0.15% | Put | |
| 49 | CHESAPEAKE ENERGY CORP | 500,000 | 9,785,000 | 0.15% | Put | |
| 50 | APOLLO COML REAL EST FIN INC | 601,309 | 9,837,000 | 0.16% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0000950123-15-004315, filed 2015.04.09).
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.
