| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SALIX PHARMACEUTICALS INC | 1,300,000 | 224,653,000 | 5.97% | Call | |
| 2 | ALIBABA GROUP HLDG LTD | 2,678,700 | 222,975,000 | 5.92% | Put | |
| 3 | RADIAN GROUP INC. | 140,904,000 | 216,149,000 | 5.74% | PRN | |
| 4 | MICRON TECHNOLOGY INC NOTE | 65,059,000 | 182,596,000 | 4.85% | PRN | |
| 5 | SPDR S&P 500 ETF TR PUT | 715,000 | 147,597,000 | 3.92% | Put | |
| 6 | YAHOO INC | 3,251,160 | 144,465,000 | 3.84% | ||
| 7 | PHH CORP | 69,838,000 | 138,351,000 | 3.68% | PRN | |
| 8 | MGIC INVT CORP WIS | 92,060,000 | 135,375,000 | 3.60% | PRN | |
| 9 | ALIBABA GROUP HLDG LTD | 1,480,017 | 123,197,000 | 3.27% | ||
| 10 | Electronic Arts, Inc. | 62,545,000 | 115,952,000 | 3.08% | PRN | |
| 11 | MICRON TECHNOLOGY INC | 40,215,000 | 100,189,000 | 2.66% | PRN | |
| 12 | ANADARKO PETE CORP | 1,150,000 | 95,232,000 | 2.53% | Call | |
| 13 | PHARMACYCLICS INC | 322,800 | 82,621,000 | 2.19% | Call | |
| 14 | TIME WARNER CABLE INC | 500,000 | 74,940,000 | 1.99% | Put | |
| 15 | CHESAPEAKE ENERGY CORP | 73,600,000 | 70,564,000 | 1.87% | PRN | |
| 16 | SunEdison Inc | 38,178,000 | 65,641,000 | 1.74% | PRN | |
| 17 | SUNEDISON INC | 33,000,000 | 57,667,000 | 1.53% | PRN | |
| 18 | RITE AID CORP | 16,498,000 | 55,795,000 | 1.48% | PRN | |
| 19 | SPDR S&P 500 ETF TR | 265,000 | 54,704,000 | 1.45% | Call | |
| 20 | ALLERGAN PLC | 161,829 | 48,164,000 | 1.28% | ||
| 21 | STAPLES INC | 2,843,100 | 46,300,000 | 1.23% | Call | |
| 22 | CHESAPEAKE ENERGY CORP | 47,525,000 | 45,662,000 | 1.21% | PRN | |
| 23 | DirectTV Com | 505,000 | 42,976,000 | 1.14% | ||
| 24 | STARWOOD PPTY TR INC | 39,500,000 | 41,282,000 | 1.10% | PRN | |
| 25 | MGIC INVT CORP WIS | 35,871,000 | 39,902,000 | 1.06% | PRN | |
| 26 | JETBLUE AIRWAYS CORP | 1,832,669 | 35,279,000 | 0.94% | ||
| 27 | ISHARES TR | 275,000 | 34,196,000 | 0.91% | Put | |
| 28 | ANADARKO PETR | 384,706 | 31,858,000 | 0.85% | ||
| 29 | ACTAVIS PLC | 100,000 | 29,762,000 | 0.79% | Call | |
| 30 | MERITOR INC | 19,127,000 | 28,657,000 | 0.76% | PRN | |
| 31 | DISH NETWORK A | 399,787 | 28,009,000 | 0.74% | ||
| 32 | OFFICE DEPOT INC | 2,909,987 | 26,772,000 | 0.71% | ||
| 33 | ZOETIS INC | 567,125 | 26,252,000 | 0.70% | ||
| 34 | AMAG PHARMACEUTICALS INC | 12,500,000 | 25,974,000 | 0.69% | PRN | |
| 35 | Hertz Global Holdings, Inc. | 1,026,573 | 22,256,000 | 0.59% | ||
| 36 | SPDR S&P BIOTECH ETF | 400,000 | 20,664,000 | 0.55% | Put | |
| 37 | MOLSON COORS BREWING CO | 275,000 | 20,474,000 | 0.54% | ||
| 38 | INTERDIGITAL INC | 18,500,000 | 20,016,000 | 0.53% | PRN | |
| 39 | SIGMA ALDRICH | 140,235 | 19,387,000 | 0.52% | ||
| 40 | BIOMARIN | 155,000 | 19,316,000 | 0.51% | ||
| 41 | TEVA PHARMACEUTICAL INDS LTD | 300,000 | 18,690,000 | 0.50% | ||
| 42 | ENVISION HEALTHCARE HLDGS INC | 477,050 | 18,295,000 | 0.49% | ||
| 43 | CHESAPEAKE ENERGY CORP | 18,219,000 | 18,280,000 | 0.49% | PRN | |
| 44 | APPLE INC | 141,000 | 17,545,000 | 0.47% | ||
| 45 | ISHARES TR | 185,000 | 16,763,000 | 0.45% | Put | |
| 46 | ENDO INTL | 174,000 | 15,608,000 | 0.41% | ||
| 47 | SELECT SECTOR SPDR TR | 634,071 | 15,287,000 | 0.41% | ||
| 48 | BIOMARIN PHARMACEUTICAL INC CALL | 120,000 | 14,954,000 | 0.40% | Call | |
| 49 | ISHARES TR | 144,000 | 14,844,000 | 0.39% | ||
| 50 | TERRAPIN 3 ACQUISITION CORP | 1,500,000 | 14,835,000 | 0.39% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-15-005689, filed 2015.05.13).
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.
