| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 8,423,400 | 1,659,578,000 | 35.96% | Put | |
| 2 | BABSON CAP GLOBAL INV FD 2 PLC | 1,008,031 | 102,466,000 | 2.22% | ||
| 3 | CHESAPEAKE ENERGY CORP | 72,017,174 | 72,017,000 | 1.56% | PRN | |
| 4 | SPDR S&P 500 ETF TR | 361,600 | 71,242,000 | 1.54% | Call | |
| 5 | ISHARES RUSSELL 3000 ETF | 587,289 | 68,589,000 | 1.49% | ||
| 6 | ISHARES TR | 800,000 | 51,296,000 | 1.11% | Put | |
| 7 | APPLE INC | 436,886 | 44,016,000 | 0.95% | ||
| 8 | AMGEN INC. | 47,142,857 | 37,538,000 | 0.81% | PRN | |
| 9 | MICROSOFT CORP | 784,096 | 36,351,000 | 0.79% | ||
| 10 | Intel Corp | 20,000,000 | 33,538,000 | 0.73% | PRN | |
| 11 | MERITOR INC | 20,267,000 | 29,298,000 | 0.63% | PRN | |
| 12 | EXXON MOBIL CORP | 309,846 | 29,141,000 | 0.63% | ||
| 13 | ARCHSTONE-SMITH TRUST | 30,000,000 | 28,650,000 | 0.62% | PRN | |
| 14 | MANOR CARE, INC. | 20,833,333 | 28,069,000 | 0.61% | PRN | |
| 15 | ADVANCED MICRO DEVICES INC | 25,000,000 | 26,250,000 | 0.57% | PRN | |
| 16 | TCP CAP CORP | 1,603,372 | 25,766,000 | 0.56% | ||
| 17 | ARVINMERITOR INC | 25,000,000 | 25,656,000 | 0.56% | PRN | |
| 18 | JOHNSON & JOHNSON | 238,780 | 25,452,000 | 0.55% | ||
| 19 | ISHARES TR | 590,000 | 24,520,000 | 0.53% | Put | |
| 20 | ANTHEM INC | 14,200,000 | 23,386,000 | 0.51% | PRN | |
| 21 | GENERAL ELECTRIC CO | 871,501 | 22,328,000 | 0.48% | ||
| 22 | MICRON TECHNOLOGY INC | 7,000,000 | 21,993,000 | 0.48% | PRN | |
| 23 | WELLS FARGO & CO NEW | 409,780 | 21,255,000 | 0.46% | ||
| 24 | CHESAPEAKE ENERGY CORP | 19,885,000 | 20,047,000 | 0.43% | PRN | |
| 25 | HORNBECK OFFSHORE SVCS IN | 606,514 | 19,851,000 | 0.43% | ||
| 26 | BERKSHIRE HATHAWAY INC DEL | 143,049 | 19,761,000 | 0.43% | ||
| 27 | CHEVRON CORP NEW | 162,716 | 19,415,000 | 0.42% | ||
| 28 | PFIZER INC | 620,986 | 18,363,000 | 0.40% | ||
| 29 | INTEL CORP | 521,634 | 18,163,000 | 0.39% | ||
| 30 | ROCK-TENN COMPANY | 381,630 | 18,158,000 | 0.39% | ||
| 31 | XSTRATA CAPITAL CORPORATION A.V.V. | 17,733,000 | 17,733,000 | 0.38% | PRN | |
| 32 | MELCO CROWN SPV LTD | 17,142,857 | 17,562,000 | 0.38% | PRN | |
| 33 | JPMORGAN CHASE & CO | 286,143 | 17,237,000 | 0.37% | ||
| 34 | GRAPHIC PACKAGING HLDG CO | 1,379,705 | 17,150,000 | 0.37% | ||
| 35 | HORNBECK OFFSHORE SVCS INC N | 17,500,000 | 17,128,000 | 0.37% | PRN | |
| 36 | INTERNATIONAL BUSINESS MACHS | 88,240 | 16,751,000 | 0.36% | ||
| 37 | CITIGROUP INC | 322,732 | 16,724,000 | 0.36% | ||
| 38 | ALERE INC | 412,047 | 15,979,000 | 0.35% | ||
| 39 | GILEAD SCIENCES INC | 148,272 | 15,784,000 | 0.34% | ||
| 40 | VERIZON COMMUNICATIONS INC | 315,087 | 15,751,000 | 0.34% | ||
| 41 | MERCK & CO INC | 259,583 | 15,388,000 | 0.33% | ||
| 42 | DISNEY WALT CO | 171,341 | 15,254,000 | 0.33% | ||
| 43 | TAMINCO CORP | 565,105 | 14,749,000 | 0.32% | ||
| 44 | AMGEN INC | 104,206 | 14,637,000 | 0.32% | ||
| 45 | UNION PAC CORP | 134,878 | 14,623,000 | 0.32% | ||
| 46 | QUALCOMM INC | 191,278 | 14,302,000 | 0.31% | ||
| 47 | OCEAN RIG UDW INC | 870,407 | 14,031,000 | 0.30% | ||
| 48 | ORACLE CORP | 351,645 | 13,461,000 | 0.29% | ||
| 49 | HOME DEPOT INC | 145,317 | 13,331,000 | 0.29% | ||
| 50 | LYONDELLBASELL INDUSTRIES N | 119,567 | 12,992,000 | 0.28% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000009015-14-000017, filed 2014.11.14).
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.
