| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 5,655,000 | 1,223,180,000 | 22.99% | Put | |
| 2 | PROCTER AND GAMBLE CO | 7,007,980 | 628,966,000 | 11.82% | ||
| 3 | PROCTER AND GAMBLE CO | 7,000,000 | 628,250,000 | 11.81% | Put | |
| 4 | ITC HOLDINGS ORD | 6,845,959 | 318,200,000 | 5.98% | ||
| 5 | SPDR FTSE SP OILGAS EXP ETF | 2,500,000 | 96,150,000 | 1.81% | Put | |
| 6 | SPDR S&P 500 ETF TR | 438,600 | 94,869,000 | 1.78% | ||
| 7 | COTY INC-CL A | 3,314,826 | 76,904,000 | 1.45% | ||
| 8 | CEPHEID | 1,414,326 | 74,521,000 | 1.40% | ||
| 9 | WHITEWAVE FOODS | 1,364,929 | 74,292,000 | 1.40% | ||
| 10 | ISHARES TR | 1,864,300 | 69,819,000 | 1.31% | Put | |
| 11 | ISHARES TR | 526,000 | 65,334,000 | 1.23% | Put | |
| 12 | VERIZON COMMUNICATIONS INC | 1,173,321 | 60,990,000 | 1.15% | ||
| 13 | POWERSHARES QQQ TRUST | 500,000 | 59,360,000 | 1.12% | Put | |
| 14 | ALPHABET INC | 76,015 | 59,086,000 | 1.11% | ||
| 15 | REDWOOD TR INC | 52,784,000 | 52,982,000 | 1.00% | PRN | |
| 16 | FACEBOOK INC | 386,016 | 49,513,000 | 0.93% | ||
| 17 | LIBERTY MEDIA CORP | 82,000,000 | 42,845,000 | 0.81% | PRN | |
| 18 | MONSTER WORLDWIDE 3.5% CB 10/15/2019-REGISTERED | 42,943,000 | 42,651,000 | 0.80% | PRN | |
| 19 | HP INC | 2,742,883 | 42,598,000 | 0.80% | ||
| 20 | PENNYMAC CORP | 38,415,000 | 36,856,000 | 0.69% | PRN | |
| 21 | SPLUNK | 595,592 | 34,950,000 | 0.66% | ||
| 22 | TABLEAU SOFTWARE INC CL A | 615,798 | 34,036,000 | 0.64% | ||
| 23 | COWEN GROUP INC NEW | 33,500,000 | 32,557,000 | 0.61% | PRN | |
| 24 | COTY INC-CL A | 1,375,000 | 32,313,000 | 0.61% | Put | |
| 25 | RTW HLDGS INC | 30,089,000 | 30,430,000 | 0.57% | PRN | |
| 26 | AVID TECHNOLOGY INC | 36,300,000 | 29,586,000 | 0.56% | PRN | |
| 27 | GSV CAPITAL CORP SENIOR NOTE CONVERTIBLE | 32,262,000 | 29,560,000 | 0.56% | PRN | |
| 28 | RAIT Financial | 31,887,000 | 29,336,000 | 0.55% | PRN | |
| 29 | RESOURCE CAP CORP | 27,330,000 | 26,782,000 | 0.50% | PRN | |
| 30 | DELPHI AUTOMOTIVE PLC | 375,278 | 26,765,000 | 0.50% | ||
| 31 | SINA CORP | 26,500,000 | 26,434,000 | 0.50% | PRN | |
| 32 | AUTODESK | 324,394 | 23,463,000 | 0.44% | ||
| 33 | HALLIBURTON | 502,521 | 22,553,000 | 0.42% | ||
| 34 | Prospect Capital Corp | 20,317,000 | 20,849,000 | 0.39% | PRN | |
| 35 | TICC CAPITAL CORP | 20,458,000 | 20,740,000 | 0.39% | PRN | |
| 36 | WORKDAY INC | 15,550,000 | 19,125,000 | 0.36% | PRN | |
| 37 | NOBLE ENERGY INC | 518,566 | 18,532,000 | 0.35% | ||
| 38 | ENERGEN CORP COM | 320,040 | 18,472,000 | 0.35% | ||
| 39 | VALERO ENERGY CORP NEW | 345,554 | 18,315,000 | 0.34% | ||
| 40 | ILLUMINA INC | 99,510 | 18,077,000 | 0.34% | ||
| 41 | MOLSON COORS BREWING CO | 162,954 | 17,891,000 | 0.34% | ||
| 42 | COMSTOCK RESOURCES INC | 24,220,000 | 17,560,000 | 0.33% | PRN | |
| 43 | SOUFUN HLDGS LTD | 17,000,000 | 16,915,000 | 0.32% | PRN | |
| 44 | AMTRUST FINANCIAL SERVICES INC SR NOTE CLBL VAR CONVERTIBLE | 19,079,000 | 16,508,000 | 0.31% | PRN | |
| 45 | PIONEER NAT RES CO | 86,200 | 16,005,000 | 0.30% | ||
| 46 | JD COM INC ADR | 611,000 | 15,941,000 | 0.30% | ||
| 47 | CONSTELLIUM HOLDCO | 2,200,000 | 15,840,000 | 0.30% | ||
| 48 | KINDER MORGAN INC DEL | 647,391 | 14,974,000 | 0.28% | ||
| 49 | COGNIZANT TECHNOLOGY SOLUTIO | 296,766 | 14,160,000 | 0.27% | ||
| 50 | VIMPELCOM LTD | 4,000,000 | 13,920,000 | 0.26% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001288136-17-000003, filed 2017.01.11).
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.
