| # | % | |||||
|---|---|---|---|---|---|---|
| 51 | VERISIGN INC JR SB CONV DB 37 | 4,850,000 | 12,540,000 | 0.37% | PRN | |
| 52 | LIBERTY MEDIA CORP | 22,907,000 | 12,942,000 | 0.38% | PRN | |
| 53 | RYANAIR HLDGS PLC | 156,033 | 13,391,000 | 0.39% | ||
| 54 | INTEGRA LIFESCIENCES HLDGS C | 10,657,000 | 13,787,000 | 0.40% | PRN | |
| 55 | COWEN GROUP INC NEW | 16,000,000 | 14,840,000 | 0.43% | PRN | |
| 56 | Adt Corp | 372,000 | 15,349,000 | 0.45% | ||
| 57 | CONOCOPHILLIPS | 400,000 | 16,108,000 | 0.47% | Put | |
| 58 | JAZZ US HLDGS INC | 11,779,000 | 16,549,000 | 0.48% | PRN | |
| 59 | XILINX INC SR NT CV2.625 17 | 10,470,000 | 17,210,000 | 0.50% | PRN | |
| 60 | TIME WARNER INC NEW | 86,765 | 17,754,000 | 0.52% | ||
| 61 | PDL BIOPHARMA INC | 19,730,000 | 17,819,000 | 0.52% | PRN | |
| 62 | ALLERGAN PLC | 69,200 | 18,548,000 | 0.54% | ||
| 63 | CORSICANTO LTD | 23,370,000 | 19,183,000 | 0.56% | PRN | |
| 64 | American Capital Agency | 1,049,763 | 19,557,000 | 0.57% | ||
| 65 | ALLY FINL INC | 1,050,711 | 19,669,000 | 0.57% | ||
| 66 | BAXALTA INC COM | 500,000 | 20,200,000 | 0.59% | ||
| 67 | CORE LABORATORIES NV | 29,125,000 | 22,681,000 | 0.66% | PRN | |
| 68 | FACEBOOK INC | 200,000 | 22,820,000 | 0.67% | Call | |
| 69 | ENCORE CAP GROUP INC | 30,450,000 | 23,466,000 | 0.68% | PRN | |
| 70 | MTGE INVT CORP | 1,621,576 | 23,805,000 | 0.69% | ||
| 71 | PACIRA PHARMACEUTICALS INC | 12,194,000 | 26,949,000 | 0.79% | PRN | |
| 72 | ISIS PHARMACEUTICALS INC DEL | 11,246,000 | 28,045,000 | 0.82% | PRN | |
| 73 | ENCORE CAP GROUP INC | 30,776,000 | 30,430,000 | 0.89% | PRN | |
| 74 | HUMANA INC | 175,507 | 32,109,000 | 0.94% | ||
| 75 | BANK AMER CORP | 3,000,000 | 40,560,000 | 1.18% | Put | |
| 76 | E M C CORP MASS COM | 1,527,856 | 40,717,000 | 1.19% | ||
| 77 | SANDISK CORP | 26,748,000 | 42,178,000 | 1.23% | PRN | |
| 78 | ISHARES TR | 500,000 | 55,310,000 | 1.61% | Call | |
| 79 | AMERICAN CAP LTD | 3,868,667 | 58,958,000 | 1.72% | ||
| 80 | TWO HBRS INVT CORP | 9,064,748 | 71,974,000 | 2.10% | ||
| 81 | YAHOO INC | 2,105,162 | 77,491,000 | 2.26% | ||
| 82 | CURRENCYSHARES EURO TRUST | 900,000 | 100,062,000 | 2.92% | Put | |
| 83 | TESLA INC | 61,483,000 | 112,975,000 | 3.30% | PRN | |
| 84 | TELEFLEX INC | 50,273,000 | 128,367,000 | 3.75% | PRN | |
| 85 | PAR PACIFIC HOLDINGS INC COM NEW | 7,846,023 | 147,191,000 | 4.30% | ||
| 86 | ISHARES TR | 1,700,000 | 188,054,000 | 5.49% | Put | |
| 87 | SPDR S&P 500 ETF Call Opt 09/17 260.0 | 3,850,000 | 791,406,000 | 23.10% | Call | |
| 88 | SPDR S&P 500 ETF TR PUT | 4,100,000 | 842,796,000 | 24.60% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-016154, filed 2016.05.03).
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.
