| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | RITE AID CORP | 5,000,000 | 16,806,000 | 9.12% | PRN | |
| 2 | INTEROIL CORP | 15,100,000 | 14,987,000 | 8.13% | PRN | |
| 3 | TESLA MTRS INC | 9,000,000 | 14,490,000 | 7.86% | PRN | |
| 4 | WEIGHT WATCHERS INTL INC | 2,662,300 | 12,925,000 | 7.01% | Put | |
| 5 | CADENCE DESIGN SYSTEM INC | 5,000,000 | 12,200,000 | 6.62% | PRN | |
| 6 | MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV | 11,900,000 | 11,573,000 | 6.28% | PRN | |
| 7 | SEADRILL LIMITED | 2,376,200 | 10,292,000 | 5.58% | Put | |
| 8 | ANNALY CAP MGMT INC | 9,500,000 | 9,536,000 | 5.17% | PRN | |
| 9 | Terex Corp New 06/01/2015 4.000% | 5,000,000 | 8,234,000 | 4.47% | PRN | |
| 10 | WEBMD HEALTH CORP | 7,000,000 | 7,048,000 | 3.82% | PRN | |
| 11 | PRICELINE GRP INC | 5,000,000 | 6,697,000 | 3.63% | PRN | |
| 12 | WEIGHT WATCHERS INTL INC | 900,000 | 6,291,000 | 3.41% | ||
| 13 | COBALT INTL ENERGY INC | 7,000,000 | 5,097,000 | 2.76% | PRN | |
| 14 | ALPHA NATURAL RESOURCES INC | 4,109,000 | 4,083,000 | 2.21% | PRN | |
| 15 | PROSPECT CAP 5 375 17 | 3,259,000 | 3,324,000 | 1.80% | PRN | |
| 16 | OMNICARE INC | 2,860,000 | 3,139,000 | 1.70% | PRN | |
| 17 | COBALT INTL ENERGY INC | 1,319,600 | 3,129,000 | 1.70% | Put | |
| 18 | SEADRILL LIMITED | 270,000 | 2,525,000 | 1.37% | ||
| 19 | NUANCE COMMUNICATIONS INC | 2,500,000 | 2,494,000 | 1.35% | PRN | |
| 20 | WEB COM GROUP INC | 2,500,000 | 2,316,000 | 1.26% | PRN | |
| 21 | SERVICESOURCE INTL INC | 2,500,000 | 1,852,000 | 1.00% | PRN | |
| 22 | COBALT INTL ENERGY INC | 195,017 | 1,835,000 | 1.00% | ||
| 23 | J.C. Penney Company, Inc. | 4,043,900 | 1,800,000 | 0.98% | Put | |
| 24 | BROADSOFT INC | 1,500,000 | 1,598,000 | 0.87% | PRN | |
| 25 | WYNN RESORTS LTD | 12,500 | 1,574,000 | 0.85% | ||
| 26 | MGM RESORTS INTERNATIONAL | 1,788,600 | 1,316,000 | 0.71% | Put | |
| 27 | WYNN RESORTS LTD | 66,100 | 1,269,000 | 0.69% | Put | |
| 28 | CHESAPEAKE ENERGY CORP | 436,400 | 1,236,000 | 0.67% | Put | |
| 29 | PETROLEO BRASILEIRO SA PETRO | 1,576,700 | 1,032,000 | 0.56% | Put | |
| 30 | INTEROIL CORP | 1,170,400 | 1,004,000 | 0.54% | Put | |
| 31 | UNITED CONTINENTAL H | 176,400 | 988,000 | 0.54% | Put | |
| 32 | MBIA INC | 100,000 | 930,000 | 0.50% | ||
| 33 | MBIA INC | 683,600 | 912,000 | 0.49% | Put | |
| 34 | INTEROIL CORP | 18,400 | 849,000 | 0.46% | ||
| 35 | WEATHERFORD INTL PLC | 65,000 | 800,000 | 0.43% | ||
| 36 | KB HOME | 40,000 | 625,000 | 0.34% | ||
| 37 | TOLL BROTHERS INC | 15,430 | 607,000 | 0.33% | ||
| 38 | Adt Corp | 365,700 | 554,000 | 0.30% | Put | |
| 39 | SANOFI CONTGNT VAL RT | 799,076 | 542,000 | 0.29% | PRN | |
| 40 | LUMEN TECHNOLOGIES INC | 292,200 | 473,000 | 0.26% | Put | |
| 41 | CIT GROUP INC | 426,600 | 441,000 | 0.24% | Put | |
| 42 | CATERPILLAR INC | 81,100 | 405,000 | 0.22% | Put | |
| 43 | UNITED STATES STL CORP NEW | 15,000 | 366,000 | 0.20% | ||
| 44 | UNITED STATES STL CORP NEW | 147,400 | 315,000 | 0.17% | Put | |
| 45 | USG Corp | 174,400 | 235,000 | 0.13% | Put | |
| 46 | ETRADE GROUP | 1,209,500 | 234,000 | 0.13% | Put | |
| 47 | AMERICAN RLTY CAP PPTYS INC | 579,200 | 227,000 | 0.12% | Put | |
| 48 | TESORO CORP | 122,300 | 191,000 | 0.10% | Put | |
| 49 | YRC WORLDWIDE INC COM PAR $.01 | 68,500 | 190,000 | 0.10% | Put | |
| 50 | WebMD Health Corp | 155,500 | 178,000 | 0.10% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001565772-15-000003, 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.
