| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SEADRILL LIMITED | 4,765,800 | 28,339,000 | 10.18% | Put | |
| 2 | TESLA MTRS INC | 9,000,000 | 17,769,000 | 6.38% | PRN | |
| 3 | MERITAGE HOMES CORP | 16,529,000 | 16,281,000 | 5.85% | PRN | |
| 4 | UNITED STATES STL CORP NEW | 3,622,600 | 13,488,000 | 4.84% | Put | |
| 5 | CHESAPEAKE ENERGY CORP | 3,834,700 | 11,003,000 | 3.95% | Put | |
| 6 | NAVISTAR INTL CORP NEW | 3,063,600 | 10,925,000 | 3.92% | Put | |
| 7 | YY Inc. | 9,500,000 | 9,191,000 | 3.30% | PRN | |
| 8 | RYLAND GROUP INC | 10,000,000 | 8,994,000 | 3.23% | PRN | |
| 9 | NAVISTAR INTL CORP NEW | 17,500,000 | 8,717,000 | 3.13% | PRN | |
| 10 | AMERICAN RLTY CAP PPTYS INC | 8,000,000 | 7,430,000 | 2.67% | PRN | |
| 11 | PROSPECT CAP 5 375 17 | 7,259,000 | 7,195,000 | 2.58% | PRN | |
| 12 | PRICELINE GRP INC | 5,000,000 | 7,134,000 | 2.56% | PRN | |
| 13 | SINA CORP | 7,293,000 | 7,083,000 | 2.54% | PRN | |
| 14 | COBALT INTL ENERGY INC | 1,845,700 | 6,868,000 | 2.47% | Put | |
| 15 | J.C. Penney Company, Inc. | 5,672,000 | 6,265,000 | 2.25% | Put | |
| 16 | YANDEX NV | 6,000,000 | 5,209,000 | 1.87% | PRN | |
| 17 | NUANCE COMMUNICATIONS INC | 5,000,000 | 5,047,000 | 1.81% | PRN | |
| 18 | WEB COM GROUP INC | 5,000,000 | 4,694,000 | 1.69% | PRN | |
| 19 | InvenSense Inc | 5,000,000 | 4,684,000 | 1.68% | PRN | |
| 20 | TWITTER INC | 5,000,000 | 4,272,000 | 1.53% | PRN | |
| 21 | SEADRILL LIMITED | 1,252,500 | 4,246,000 | 1.52% | ||
| 22 | MBIA INC | 625,000 | 4,050,000 | 1.45% | ||
| 23 | COBALT INTL ENERGY INC | 7,000,000 | 3,994,000 | 1.43% | PRN | |
| 24 | YY INC | 60,000 | 3,748,000 | 1.35% | ||
| 25 | VALEANT PHARMACEUTICALS INTL | 508,500 | 3,492,000 | 1.25% | Put | |
| 26 | COBALT INTL ENERGY INC | 600,000 | 3,240,000 | 1.16% | ||
| 27 | ARCELORMITTAL SA LUXEMBOURG | 2,683,900 | 3,134,000 | 1.13% | Put | |
| 28 | CLIFFS NATURAL RESOURCES INC N/C 8/25/17 185899101 | 1,994,600 | 2,999,000 | 1.08% | Put | |
| 29 | AMERICAN AIRLS GROUP INC | 888,200 | 2,873,000 | 1.03% | Put | |
| 30 | UNITED CONTINENTAL H | 845,700 | 2,773,000 | 1.00% | Put | |
| 31 | PETROLEO BRASILEIRO SA PETRO | 4,587,500 | 2,699,000 | 0.97% | Put | |
| 32 | UNITED CONTINENTAL H | 45,000 | 2,579,000 | 0.93% | ||
| 33 | FREEPORT-MCMORAN INC | 2,525,300 | 2,441,000 | 0.88% | Put | |
| 34 | BROADSOFT INC | 2,000,000 | 2,193,000 | 0.79% | PRN | |
| 35 | SERVICESOURCE INTL INC | 2,500,000 | 2,136,000 | 0.77% | PRN | |
| 36 | IAC INTERACTIVECORP | 465,300 | 2,071,000 | 0.74% | Put | |
| 37 | SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750 8/1 | 2,000,000 | 2,020,000 | 0.73% | PRN | |
| 38 | CEMEX SAB DE CV NOTE 3.750 3/1 | 2,000,000 | 1,876,000 | 0.67% | PRN | |
| 39 | LUMEN TECHNOLOGIES INC | 762,100 | 1,802,000 | 0.65% | Put | |
| 40 | MBIA INC | 674,400 | 1,724,000 | 0.62% | Put | |
| 41 | WEATHERFORD INTL PLC | 205,000 | 1,720,000 | 0.62% | ||
| 42 | MGM RESORTS INTERNATIONAL | 75,000 | 1,704,000 | 0.61% | ||
| 43 | CATERPILLAR INC | 20,000 | 1,359,000 | 0.49% | ||
| 44 | SOLARCITY CORP | 1,394,000 | 1,350,000 | 0.48% | PRN | |
| 45 | CIT GROUP INC | 1,042,200 | 1,310,000 | 0.47% | Put | |
| 46 | YELP INC | 45,000 | 1,296,000 | 0.47% | ||
| 47 | FIRST DATA CORP CL A | 912,500 | 1,186,000 | 0.43% | Put | |
| 48 | ARCELORMITTAL SA LUXEMBOURG | 275,000 | 1,161,000 | 0.42% | ||
| 49 | ALLY FINANCIAL | 882,800 | 1,131,000 | 0.41% | Put | |
| 50 | KB HOME | 900,100 | 970,000 | 0.35% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001565772-16-000006, filed 2016.02.16).
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.
