| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 2,524,300 | 313,543,000 | 9.73% | Put | |
| 2 | SPDR S&P 500 ETF TR | 1,275,000 | 275,782,000 | 8.56% | Put | |
| 3 | SPDR S&P 500 ETF TR | 600,000 | 129,780,000 | 4.03% | Call | |
| 4 | Intel Corp | 63,500,000 | 116,280,000 | 3.61% | PRN | |
| 5 | Fidelity National Financial Inc | 52,774,000 | 108,695,000 | 3.37% | PRN | |
| 6 | VERISIGN INC | 40,000,000 | 91,576,000 | 2.84% | PRN | |
| 7 | MICRON TECHNOLOGY INC | 47,500,000 | 90,360,000 | 2.80% | PRN | |
| 8 | ALIBABA GROUP HLDG LTD | 730,400 | 77,269,000 | 2.40% | Put | |
| 9 | POWERSHARES QQQ TRUST | 375,000 | 44,520,000 | 1.38% | Put | |
| 10 | Workday Inc | 30,000,000 | 39,011,000 | 1.21% | PRN | |
| 11 | NXP SEMICONDUCTORS N V | 30,000,000 | 35,718,000 | 1.11% | PRN | |
| 12 | PATTERN ENERGY GROUP INC NOTE 4.000 7/1 | 33,750,000 | 34,090,000 | 1.06% | PRN | |
| 13 | ALPHABET INC | 42,986 | 33,413,000 | 1.04% | ||
| 14 | NOVANTA INC COM | 1,889,056 | 32,775,000 | 1.02% | ||
| 15 | DOMINION RES INC VA NEW UNIT 08/15/2019 | 650,000 | 32,766,000 | 1.02% | ||
| 16 | MERCADOLIBRE INC | 20,000,000 | 31,231,000 | 0.97% | PRN | |
| 17 | BIO RAD LABS INC CL A | 188,578 | 30,891,000 | 0.96% | ||
| 18 | INCONTACT INC | 25,000,000 | 30,178,000 | 0.94% | PRN | |
| 19 | FACEBOOK INC | 227,721 | 29,210,000 | 0.91% | ||
| 20 | INTERACTIVE INTELLIGENCE GRO | 25,000,000 | 28,850,000 | 0.90% | PRN | |
| 21 | DST SYSTEMS INC | 238,440 | 28,117,000 | 0.87% | ||
| 22 | ALLERGAN PLC | 32,000 | 26,265,000 | 0.82% | ||
| 23 | QUINPARIO ACQUISITION CORP 2 | 2,649,290 | 26,254,000 | 0.81% | ||
| 24 | CTRIP COM INTL LTD | 20,000,000 | 25,833,000 | 0.80% | PRN | |
| 25 | AR CAP ACQUISITION CORP | 2,348,685 | 23,369,000 | 0.73% | ||
| 26 | J2 GLOBAL INC | 20,000,000 | 23,235,000 | 0.72% | PRN | |
| 27 | NEXTERA ENERGY INC UNIT 09/01/2019 | 450,000 | 22,292,000 | 0.69% | ||
| 28 | CSRA INC | 824,899 | 22,190,000 | 0.69% | ||
| 29 | IRONWOOD PHARMACEUTICALS INC | 17,500,000 | 20,890,000 | 0.65% | PRN | |
| 30 | EXXON MOBIL CORP | 230,000 | 20,074,000 | 0.62% | Call | |
| 31 | CORELOGIC INC | 509,327 | 19,976,000 | 0.62% | ||
| 32 | LINKEDIN CORP | 20,000,000 | 19,819,000 | 0.62% | PRN | |
| 33 | DELL TECHNOLOGIES INC | 408,313 | 19,517,000 | 0.61% | ||
| 34 | ACTUA CORP | 1,499,275 | 19,416,000 | 0.60% | ||
| 35 | GP INVTS ACQUISITION COR | 1,946,609 | 19,077,000 | 0.59% | ||
| 36 | EASTMAN CHEM CO | 275,922 | 18,674,000 | 0.58% | ||
| 37 | VCA INCORPORATED | 258,596 | 18,097,000 | 0.56% | ||
| 38 | HENNESSY CAP ACQUISITION COR | 1,831,737 | 17,951,000 | 0.56% | ||
| 39 | ZIMMER BIOMET HLDGS INC | 137,763 | 17,912,000 | 0.56% | ||
| 40 | BLACK HILLS CORP | 250,000 | 17,179,000 | 0.53% | ||
| 41 | ADVISORY BRD CO COM | 366,244 | 16,386,000 | 0.51% | ||
| 42 | COACH INC | 446,517 | 16,325,000 | 0.51% | ||
| 43 | APPLIED MATLS INC | 540,914 | 16,309,000 | 0.51% | ||
| 44 | LAS VEGAS SANDS CORP | 282,000 | 16,226,000 | 0.50% | ||
| 45 | MONDELEZ INTL INC | 368,400 | 16,173,000 | 0.50% | ||
| 46 | PEPSICO INC | 146,903 | 15,979,000 | 0.50% | ||
| 47 | KAR AUCTION SVCS INC | 369,920 | 15,966,000 | 0.50% | ||
| 48 | CARDINAL HEALTH INC | 201,400 | 15,649,000 | 0.49% | ||
| 49 | MEDICINES CO | 12,000,000 | 15,501,000 | 0.48% | PRN | |
| 50 | LAS VEGAS SANDS CORP | 268,500 | 15,449,000 | 0.48% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001062993-16-012314, filed 2016.11.14).
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.
