| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 184,600 | 41,264,000 | 3.56% | Call | |
| 2 | TESARO INC | 8,500,000 | 32,959,000 | 2.84% | PRN | |
| 3 | SPDR S&P 500 ETF TR | 130,100 | 29,081,000 | 2.51% | Put | |
| 4 | GENERAL MTRS CO | 1,440,000 | 24,667,000 | 2.13% | ||
| 5 | LIONS GATE ENTMNT CORP CL B NON VTG | 971,500 | 23,841,000 | 2.06% | Put | |
| 6 | YAHOO INC | 17,500,000 | 17,380,000 | 1.50% | PRN | |
| 7 | PG&E CORP | 189,299 | 11,504,000 | 0.99% | ||
| 8 | PROSHARES TR | 268,700 | 10,968,000 | 0.95% | Put | |
| 9 | BARCLAYS BK PLC | 399,100 | 10,181,000 | 0.88% | Put | |
| 10 | ON SEMICONDUCTOR CORP | 8,286,000 | 10,059,000 | 0.87% | PRN | |
| 11 | SUNCOR ENERGY INC NEW | 305,103 | 9,974,000 | 0.86% | ||
| 12 | EXELON CORP | 275,813 | 9,789,000 | 0.84% | ||
| 13 | SILVER STD RES INC | 10,035,000 | 9,314,000 | 0.80% | PRN | |
| 14 | AMERICAN ELEC P | 132,181 | 8,322,000 | 0.72% | ||
| 15 | 51JOB INC | 7,000,000 | 7,398,000 | 0.64% | PRN | |
| 16 | Palo Alto Networks Inc | 5,500,000 | 7,002,000 | 0.60% | PRN | |
| 17 | THERAVANCE BIOPHARMA INC | 6,000,000 | 6,851,000 | 0.59% | PRN | |
| 18 | SUCAMPO PHARMACEUTICALS INC | 6,050,000 | 6,474,000 | 0.56% | PRN | |
| 19 | PINNACLE WEST | 80,895 | 6,312,000 | 0.54% | ||
| 20 | NAVISTAR INTL CORP NEW | 200,000 | 6,274,000 | 0.54% | Put | |
| 21 | MEDTRONIC PLC | 81,596 | 5,812,000 | 0.50% | ||
| 22 | DTE ENERGY CO | 51,884 | 5,111,000 | 0.44% | ||
| 23 | ANTHEM INC | 33,947 | 4,881,000 | 0.42% | ||
| 24 | CTRIP COM INTL LTD | 4,200,000 | 4,872,000 | 0.42% | PRN | |
| 25 | FORD MTR CO DEL | 400,000 | 4,852,000 | 0.42% | Call | |
| 26 | TRINA SOLAR LIMITED | 5,000,000 | 4,788,000 | 0.41% | PRN | |
| 27 | REPLIGEN CORP | 4,000,000 | 4,748,000 | 0.41% | PRN | |
| 28 | LIGAND PHARMACEUTICALS INC | 3,200,000 | 4,636,000 | 0.40% | PRN | |
| 29 | SPDR GOLD TR | 41,800 | 4,582,000 | 0.40% | Call | |
| 30 | NEXTERA ENERGY INC | 37,500 | 4,480,000 | 0.39% | ||
| 31 | ISHARES TR | 33,200 | 4,477,000 | 0.39% | Put | |
| 32 | CLOVIS ONCOLOGY INC NOTE | 4,326,000 | 4,467,000 | 0.39% | PRN | |
| 33 | PACIRA PHARMACEUTICALS INC | 3,160,000 | 4,452,000 | 0.38% | PRN | |
| 34 | NISOURCE | 196,954 | 4,361,000 | 0.38% | ||
| 35 | SUNCOR ENERGY INC NEW | 125,700 | 4,109,000 | 0.35% | Call | |
| 36 | MGIC INVT CORP WIS | 2,750,000 | 4,091,000 | 0.35% | PRN | |
| 37 | CITRIX SYS INC | 3,500,000 | 4,069,000 | 0.35% | PRN | |
| 38 | ISHARES TR | 30,158 | 4,067,000 | 0.35% | ||
| 39 | CARDINAL HEALTH INC | 55,448 | 3,991,000 | 0.34% | ||
| 40 | AIR PRODS & CHEMS INC | 27,139 | 3,903,000 | 0.34% | ||
| 41 | PPG INDS INC | 38,750 | 3,672,000 | 0.32% | ||
| 42 | RED HAT INC | 52,162 | 3,636,000 | 0.31% | ||
| 43 | ICONIX BRAND GROUP INC | 380,000 | 3,549,000 | 0.31% | Put | |
| 44 | MCKESSON CORP | 24,817 | 3,486,000 | 0.30% | ||
| 45 | EASTMAN CHEM CO | 46,054 | 3,464,000 | 0.30% | ||
| 46 | SPDR GOLD TR | 31,200 | 3,420,000 | 0.29% | Put | |
| 47 | ATMOS ENERGY CORP | 45,651 | 3,385,000 | 0.29% | ||
| 48 | INTERNATIONAL BUSINESS MACHS | 19,700 | 3,270,000 | 0.28% | Put | |
| 49 | DELTA AIRLINES INC DEL | 64,582 | 3,177,000 | 0.27% | ||
| 50 | CONSOLIDATED EDISON INC | 42,500 | 3,131,000 | 0.27% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454027-17-000002, filed 2017.02.14).
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.
