| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TESARO INC | 8,500,000 | 37,708,000 | 3.52% | PRN | |
| 2 | XCEL ENERGY INC | 432,500 | 19,225,000 | 1.79% | ||
| 3 | AMERICAN ELEC PWR INC | 279,830 | 18,785,000 | 1.75% | ||
| 4 | PINNACLE WEST | 164,945 | 13,753,000 | 1.28% | ||
| 5 | GREAT PLAINS ENERGY INC | 458,226 | 13,389,000 | 1.25% | ||
| 6 | SEMPRA ENERGY | 116,893 | 12,917,000 | 1.20% | ||
| 7 | VIPSHOP HLDGS LTD | 12,000,000 | 12,143,000 | 1.13% | PRN | |
| 8 | SCANA | 147,000 | 9,606,000 | 0.90% | Put | |
| 9 | NISOURCE | 393,369 | 9,358,000 | 0.87% | ||
| 10 | SPDR S&P 500 ETF TR | 38,800 | 9,147,000 | 0.85% | Put | |
| 11 | THERAVANCE BIOPHARMA INC | 7,000,000 | 8,864,000 | 0.83% | PRN | |
| 12 | MGIC INVT CORP WIS SR CONV NT 2 20 | 5,750,000 | 8,381,000 | 0.78% | PRN | |
| 13 | RAMBUS INC DEL NOTE 1.125 8/1 | 6,780,000 | 8,140,000 | 0.76% | PRN | |
| 14 | NRG ENERGY INC | 364,660 | 6,819,000 | 0.64% | ||
| 15 | PALO ALTO NETWORKS INC | 5,500,000 | 6,573,000 | 0.61% | PRN | |
| 16 | SPDR S&P 500 ETF TR | 27,800 | 6,554,000 | 0.61% | Call | |
| 17 | Pandora Media Inc | 6,500,000 | 6,549,000 | 0.61% | PRN | |
| 18 | TESORO CORP | 80,000 | 6,485,000 | 0.60% | Call | |
| 19 | ENVESTNET INC | 6,700,000 | 6,260,000 | 0.58% | PRN | |
| 20 | WESTROCK CO | 120,000 | 6,244,000 | 0.58% | Call | |
| 21 | PACKAGING CORP AMER | 65,000 | 5,955,000 | 0.56% | Call | |
| 22 | TIME INC NEW | 306,900 | 5,939,000 | 0.55% | Put | |
| 23 | EXELON CORP | 153,659 | 5,529,000 | 0.52% | ||
| 24 | TESLA INC SR CV NT 0.25 19 | 5,500,000 | 5,521,000 | 0.51% | PRN | |
| 25 | 51JOB INC | 5,000,000 | 5,366,000 | 0.50% | PRN | |
| 26 | REPLIGEN CORP | 4,000,000 | 5,125,000 | 0.48% | PRN | |
| 27 | DTE ENERGY CO | 50,000 | 5,106,000 | 0.48% | ||
| 28 | MEDTRONIC PLC | 62,288 | 5,018,000 | 0.47% | ||
| 29 | ANTHEM INC | 29,506 | 4,880,000 | 0.45% | ||
| 30 | CTRIP COM INTL LTD | 3,700,000 | 4,863,000 | 0.45% | PRN | |
| 31 | LIGAND PHARMACEUTICALS INC | 3,200,000 | 4,784,000 | 0.45% | PRN | |
| 32 | DELTA AIRLINES INC DEL | 96,769 | 4,448,000 | 0.41% | ||
| 33 | NCR CORP NEW | 95,960 | 4,383,000 | 0.41% | ||
| 34 | NETAPP INC | 100,604 | 4,210,000 | 0.39% | ||
| 35 | RED HAT INC | 46,166 | 3,993,000 | 0.37% | ||
| 36 | HERBALIFE LTD | 4,000,000 | 3,840,000 | 0.36% | PRN | |
| 37 | THERMO FISHER SCIENTIFIC INC | 24,628 | 3,783,000 | 0.35% | ||
| 38 | WESTERN DIGITAL CORP | 45,467 | 3,752,000 | 0.35% | ||
| 39 | NAVISTAR INTL CORP NEW | 150,000 | 3,693,000 | 0.34% | Put | |
| 40 | SELECT SECTOR SPDR TR | 67,300 | 3,588,000 | 0.33% | Put | |
| 41 | PPG INDS INC | 31,000 | 3,257,000 | 0.30% | ||
| 42 | SPIRE INC COM | 48,000 | 3,240,000 | 0.30% | ||
| 43 | MONSTER BEVERAGE CORP NEW | 69,805 | 3,223,000 | 0.30% | ||
| 44 | TEVA PHARMACEUTICAL INDS LTD | 99,187 | 3,183,000 | 0.30% | ||
| 45 | PPG INDS INC | 30,000 | 3,152,000 | 0.29% | Put | |
| 46 | YAHOO INC SR CV ZERO NT 18 | 3,000,000 | 3,124,000 | 0.29% | PRN | |
| 47 | LEAR CORP | 21,978 | 3,112,000 | 0.29% | ||
| 48 | ZIMMER BIOMET HLDGS INC | 25,397 | 3,101,000 | 0.29% | ||
| 49 | NORWEGIAN CRUISE LINE HLDG L | 60,336 | 3,061,000 | 0.29% | ||
| 50 | XEROX CORP | 409,868 | 3,008,000 | 0.28% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454027-17-000004, filed 2017.05.15).
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.
