| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TESLA MTRS INC | 9,000,000 | 16,763,000 | 9.45% | PRN | |
| 2 | INTEROIL CORP | 15,100,000 | 15,270,000 | 8.61% | PRN | |
| 3 | RITE AID CORP | 5,000,000 | 14,628,000 | 8.24% | PRN | |
| 4 | CADENCE DESIGN SYSTEM INC | 5,000,000 | 12,556,000 | 7.08% | PRN | |
| 5 | MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV | 11,900,000 | 11,469,000 | 6.46% | PRN | |
| 6 | CEMEX SAB DE CV 4 7/8% | 11,000,000 | 11,323,000 | 6.38% | PRN | |
| 7 | ANNALY CAP MGMT INC | 9,500,000 | 9,559,000 | 5.39% | PRN | |
| 8 | Terex Corp New 06/01/2015 4.000% | 5,000,000 | 8,744,000 | 4.93% | PRN | |
| 9 | WEBMD HEALTH CORP | 7,000,000 | 7,057,000 | 3.98% | PRN | |
| 10 | PRICELINE GRP INC | 5,000,000 | 6,669,000 | 3.76% | PRN | |
| 11 | SEADRILL LIMITED | 1,637,900 | 6,525,000 | 3.68% | Put | |
| 12 | COBALT INTL ENERGY INC | 10,000,000 | 6,050,000 | 3.41% | PRN | |
| 13 | ALPHA NATURAL RESOURCES INC | 4,109,000 | 3,947,000 | 2.22% | PRN | |
| 14 | J.C. Penney Company, Inc. | 5,055,000 | 3,914,000 | 2.21% | Put | |
| 15 | COBALT INTL ENERGY INC | 1,223,700 | 3,698,000 | 2.08% | Put | |
| 16 | COOPER STD HLDGS INC COM | 54,821 | 3,173,000 | 1.79% | ||
| 17 | OMNICARE INC | 2,860,000 | 3,089,000 | 1.74% | PRN | |
| 18 | SEADRILL LIMITED | 250,000 | 2,985,000 | 1.68% | ||
| 19 | COBALT INTL ENERGY INC | 300,517 | 2,672,000 | 1.51% | ||
| 20 | WYNN RESORTS LTD | 15,000 | 2,231,000 | 1.26% | ||
| 21 | WEIGHT WATCHERS INTL INC | 885,200 | 1,876,000 | 1.06% | Put | |
| 22 | PEABODY ENERGY CORP | 785,100 | 1,677,000 | 0.95% | Put | |
| 23 | CLIFFS NATURAL RESOURCES INC N/C 8/25/17 185899101 | 220,000 | 1,571,000 | 0.89% | ||
| 24 | CLIFFS NATURAL RESOURCES INC N/C 8/25/17 185899101 | 309,700 | 1,456,000 | 0.82% | Put | |
| 25 | MGM RESORTS INTERNATIONAL | 1,693,500 | 1,427,000 | 0.80% | Put | |
| 26 | ALPHA NATURAL RESOURCES | 430,900 | 1,417,000 | 0.80% | Put | |
| 27 | MBIA INC | 2,638,800 | 1,052,000 | 0.59% | Put | |
| 28 | WYNN RESORTS LTD | 70,600 | 956,000 | 0.54% | Put | |
| 29 | MBIA INC | 100,000 | 954,000 | 0.54% | ||
| 30 | INTEROIL CORP | 1,177,400 | 944,000 | 0.53% | Put | |
| 31 | PEABODY ENERGY CORP | 115,000 | 890,000 | 0.50% | ||
| 32 | WEIGHT WATCHERS INTL INC | 35,000 | 869,000 | 0.49% | ||
| 33 | ZYNGA INC | 288,500 | 767,000 | 0.43% | ||
| 34 | WEATHERFORD INTL PLC | 65,000 | 744,000 | 0.42% | ||
| 35 | CHESAPEAKE ENERGY CORP | 1,346,500 | 727,000 | 0.41% | Put | |
| 36 | SANOFI CONTGNT VAL RT | 799,076 | 631,000 | 0.36% | ||
| 37 | INTEROIL CORP | 10,900 | 532,000 | 0.30% | ||
| 38 | TOLL BROTHERS INC | 15,430 | 529,000 | 0.30% | ||
| 39 | WebMD Health Corp | 155,500 | 411,000 | 0.23% | Put | |
| 40 | CIT GROUP INC | 513,100 | 409,000 | 0.23% | Put | |
| 41 | Adt Corp | 286,700 | 388,000 | 0.22% | Put | |
| 42 | LUMEN TECHNOLOGIES INC | 292,200 | 327,000 | 0.18% | Put | |
| 43 | ZYNGA INC | 810,000 | 312,000 | 0.18% | Put | |
| 44 | ALPHA NATURAL RESOURCES | 162,800 | 272,000 | 0.15% | ||
| 45 | CATERPILLAR INC | 192,100 | 268,000 | 0.15% | Put | |
| 46 | ETRADE GROUP | 1,209,500 | 259,000 | 0.15% | Put | |
| 47 | USG Corp | 163,000 | 257,000 | 0.14% | Put | |
| 48 | CONSTELLATION BRANDS INC | 607,900 | 222,000 | 0.13% | Put | |
| 49 | LENNAR | 172,400 | 204,000 | 0.11% | Put | |
| 50 | ANNALY CAPITAL MANAGEMENT INC COM | 6,228,000 | 196,000 | 0.11% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001565772-15-000002, filed 2015.02.13).
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.
