| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ANNALY CAP MGMT INC | 40,500,000 | 41,462,000 | 19.13% | PRN | |
| 2 | TESLA MTRS INC | 9,000,000 | 18,270,000 | 8.43% | PRN | |
| 3 | INTEROIL CORP | 17,100,000 | 17,346,000 | 8.00% | PRN | |
| 4 | RITE AID CORP | 5,000,000 | 14,156,000 | 6.53% | PRN | |
| 5 | CEMEX SAB DE CV 4 7/8% | 11,000,000 | 13,798,000 | 6.37% | PRN | |
| 6 | Terex Corp New 06/01/2015 4.000% | 5,000,000 | 12,797,000 | 5.91% | PRN | |
| 7 | MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV | 11,900,000 | 12,131,000 | 5.60% | PRN | |
| 8 | CADENCE DESIGN SYSTEM INC | 5,000,000 | 11,631,000 | 5.37% | PRN | |
| 9 | COBALT INTL ENERGY INC | 10,000,000 | 9,238,000 | 4.26% | PRN | |
| 10 | PRICELINE GRP INC | 5,000,000 | 7,109,000 | 3.28% | PRN | |
| 11 | WEYERHAEUSER CO | 194,200 | 6,426,000 | 2.97% | ||
| 12 | ALPHA NATURAL RESOURCES INC | 6,359,000 | 6,311,000 | 2.91% | PRN | |
| 13 | TRI POINTE HOMES INC COM | 428,400 | 6,233,000 | 2.88% | Put | |
| 14 | COOPER STD HLDGS INC COM | 64,107 | 4,241,000 | 1.96% | ||
| 15 | CBS OUTDOOR AMERICAS INC | 100,000 | 3,268,000 | 1.51% | ||
| 16 | WEBMD HEALTH CORP | 3,000,000 | 3,099,000 | 1.43% | PRN | |
| 17 | OMNICARE INC | 2,860,000 | 3,057,000 | 1.41% | PRN | |
| 18 | J.C. Penney Company, Inc. | 6,102,300 | 2,691,000 | 1.24% | Put | |
| 19 | ALPHA NATURAL RESOURCES | 1,425,900 | 2,236,000 | 1.03% | Put | |
| 20 | WEIGHT WATCHERS INTL INC | 470,100 | 1,875,000 | 0.87% | Put | |
| 21 | ALPHA NATURAL RESOURCES | 459,400 | 1,704,000 | 0.79% | ||
| 22 | ANNALY CAPITAL MANAGEMENT INC COM | 149,000 | 1,703,000 | 0.79% | ||
| 23 | WEATHERFORDI | 61,800 | 1,421,000 | 0.66% | ||
| 24 | CBS OUTDOOR AMERICAS INC | 100,000 | 1,345,000 | 0.62% | Put | |
| 25 | INTEROIL CORP | 1,134,000 | 1,063,000 | 0.49% | Put | |
| 26 | INTEROIL CORP | 13,400 | 857,000 | 0.40% | ||
| 27 | WEIGHT WATCHERS INTL INC | 35,000 | 706,000 | 0.33% | ||
| 28 | ANNALY CAPITAL MANAGEMENT INC COM | 5,625,000 | 686,000 | 0.32% | Put | |
| 29 | UNITED STATES STL CORP NEW | 23,550 | 613,000 | 0.28% | ||
| 30 | TOLL BROTHERS INC | 15,430 | 569,000 | 0.26% | ||
| 31 | SANOFI CONTGNT VAL RT | 1,049,076 | 525,000 | 0.24% | ||
| 32 | COBALT INTL ENERGY INC | 639,800 | 488,000 | 0.23% | Put | |
| 33 | MBIA INC | 2,182,700 | 473,000 | 0.22% | Put | |
| 34 | COBALT INTL ENERGY INC | 25,700 | 472,000 | 0.22% | ||
| 35 | ETRADE GROUP | 1,182,500 | 454,000 | 0.21% | Put | |
| 36 | MADISON SQUARE GARDEN | 110,000 | 433,000 | 0.20% | Call | |
| 37 | ROSETTA STONE INC COM | 44,379 | 431,000 | 0.20% | ||
| 38 | LEXMARK INTL INC | 7,817 | 376,000 | 0.17% | ||
| 39 | ZYNGA INC | 810,000 | 369,000 | 0.17% | Put | |
| 40 | EXPEDIA INC DEL | 4,360 | 343,000 | 0.16% | ||
| 41 | WYNN RESORTS LTD | 50,600 | 300,000 | 0.14% | Put | |
| 42 | CLIFFS NATURAL RESOURCES INC N/C 8/25/17 185899101 | 133,300 | 271,000 | 0.13% | Put | |
| 43 | CATERPILLAR INC | 192,100 | 217,000 | 0.10% | Put | |
| 44 | INTERNATIONAL BUSINESS MACHS | 86,400 | 203,000 | 0.09% | Put | |
| 45 | UNITED STATES STL CORP NEW | 2,856,400 | 195,000 | 0.09% | Put | |
| 46 | CONSTELLATION BRANDS INC | 600,000 | 192,000 | 0.09% | Put | |
| 47 | FRONTIER COMM | 30,000 | 175,000 | 0.08% | ||
| 48 | GULF COAST ULTRA DEEP RTY TR ROYALTY TR UNT | 56,250 | 165,000 | 0.08% | ||
| 49 | Sunesis Pharmaceuticals I | 25,000 | 163,000 | 0.08% | ||
| 50 | AMAZON COM INC | 30,000 | 147,000 | 0.07% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001565772-14-000005, filed 2014.08.14).
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.
