| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 227,330 | 47,632,000 | 6.08% | ||
| 2 | YAHOO INC | 18,000,000 | 17,955,000 | 2.29% | PRN | |
| 3 | PG&E CORP | 159,382 | 10,188,000 | 1.30% | ||
| 4 | TESARO INC | 4,000,000 | 10,028,000 | 1.28% | PRN | |
| 5 | PINNACLE WEST | 92,199 | 7,474,000 | 0.95% | ||
| 6 | SPDR S&P 500 ETF TR | 35,000 | 7,334,000 | 0.94% | Put | |
| 7 | 51JOB INC | 7,000,000 | 7,175,000 | 0.92% | PRN | |
| 8 | Palo Alto Networks Inc | 5,500,000 | 7,037,000 | 0.90% | PRN | |
| 9 | FEDEX CORP | 45,004 | 6,831,000 | 0.87% | ||
| 10 | BLACK HILLS CORP | 105,889 | 6,675,000 | 0.85% | ||
| 11 | CARDINAL HEALTH INC | 83,103 | 6,483,000 | 0.83% | ||
| 12 | SPDR FTSE SP OILGAS EXP ETF | 185,000 | 6,440,000 | 0.82% | Call | |
| 13 | ACCURAY INC | 6,287,000 | 6,295,000 | 0.80% | PRN | |
| 14 | GENERAL MTRS CO | 594,023 | 6,202,000 | 0.79% | ||
| 15 | RED HAT INC | 85,405 | 6,200,000 | 0.79% | ||
| 16 | ATMOS ENERGY CORP | 74,000 | 6,018,000 | 0.77% | ||
| 17 | RUDOLPH TECHNOLOGIES INC | 5,150,000 | 5,990,000 | 0.76% | PRN | |
| 18 | INFINERA CORP SENIOR DEBENTURE CONVERTIBLE | 4,974,000 | 5,776,000 | 0.74% | PRN | |
| 19 | XCEL ENERGY INC | 128,713 | 5,764,000 | 0.74% | ||
| 20 | ON SEMICONDUCTOR CORP | 5,412,000 | 5,642,000 | 0.72% | PRN | |
| 21 | LIGAND PHARMACEUTICALS INC | 3,200,000 | 5,352,000 | 0.68% | PRN | |
| 22 | ANTHEM INC | 38,886 | 5,107,000 | 0.65% | ||
| 23 | ISIS PHARMACEUTICALS INC DEL | 7,000,000 | 4,966,000 | 0.63% | PRN | |
| 24 | VIPSHOP HLDGS LTD | 5,000,000 | 4,938,000 | 0.63% | PRN | |
| 25 | SUNCOR ENERGY INC NEW | 170,000 | 4,714,000 | 0.60% | Call | |
| 26 | AVANGRID INC COM | 101,000 | 4,652,000 | 0.59% | ||
| 27 | ALBANY MOLECULAR RESH INC | 4,500,000 | 4,632,000 | 0.59% | PRN | |
| 28 | SOUTHWEST GAS HLDGS INC | 53,200 | 4,187,000 | 0.53% | ||
| 29 | ZIMMER BIOMET HLDGS INC | 32,919 | 3,963,000 | 0.51% | ||
| 30 | INSULET CORP 2 06/15/2019 | 4,000,000 | 3,810,000 | 0.49% | PRN | |
| 31 | YANDEX NV | 4,000,000 | 3,748,000 | 0.48% | PRN | |
| 32 | CIGNA CORPORATION | 28,316 | 3,624,000 | 0.46% | ||
| 33 | AMERICAN WTR WKS CO INC NEW | 42,757 | 3,613,000 | 0.46% | ||
| 34 | LAM RESEARCH CORP | 42,776 | 3,596,000 | 0.46% | ||
| 35 | Cornerstone OnDemand Inc | 3,500,000 | 3,589,000 | 0.46% | PRN | |
| 36 | NEWMONT CORP | 90,000 | 3,521,000 | 0.45% | Call | |
| 37 | LGIH | 2,240,000 | 3,483,000 | 0.44% | PRN | |
| 38 | UNITED PARCEL SERVICE INC | 30,000 | 3,232,000 | 0.41% | Put | |
| 39 | PACIRA PHARMACEUTICALS INC | 2,160,000 | 3,212,000 | 0.41% | PRN | |
| 40 | CHEVRON CORP NEW | 30,000 | 3,145,000 | 0.40% | Put | |
| 41 | NXP SEMICONDUCTORS N V | 39,964 | 3,131,000 | 0.40% | ||
| 42 | MOHAWK INDS | 16,438 | 3,119,000 | 0.40% | ||
| 43 | ALLETE INC COM NEW | 46,405 | 2,999,000 | 0.38% | ||
| 44 | BERRY PLASTICS GROUP INC | 76,315 | 2,965,000 | 0.38% | ||
| 45 | ENTERGY CORP NEW | 36,380 | 2,960,000 | 0.38% | ||
| 46 | NEVRO CORP | 2,750,000 | 2,900,000 | 0.37% | PRN | |
| 47 | MURPHY USA INC COM | 38,898 | 2,885,000 | 0.37% | ||
| 48 | GLOBAL EAGLE ENTERTAINMENT INC SENIOR NOTE CLBL CONVERTIBLE | 3,750,000 | 2,770,000 | 0.35% | PRN | |
| 49 | Allegheny Technologies Inc | 2,563,000 | 2,717,000 | 0.35% | PRN | |
| 50 | CONOCOPHILLIPS | 60,000 | 2,616,000 | 0.33% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454027-16-000014, filed 2016.08.15).
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.
