| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 5,926,000 | 1,135,362,000 | 28.02% | Put | |
| 2 | ISHARES TR | 10,949,200 | 358,915,000 | 8.86% | Put | |
| 3 | ISHARES TR | 4,022,000 | 230,541,000 | 5.69% | Put | |
| 4 | ISHARES TR | 690,000 | 75,362,000 | 1.86% | Put | |
| 5 | ISHARES RUSSELL 3000 ETF | 502,589 | 57,240,000 | 1.41% | ||
| 6 | APPLE INC | 494,366 | 54,529,000 | 1.35% | ||
| 7 | HORNBECK OFFSHORE SVCS INC N | 43,150,000 | 32,012,000 | 0.79% | PRN | |
| 8 | CITRIX SYS INC | 30,000,000 | 31,631,000 | 0.78% | PRN | |
| 9 | MICRON TECHNOLOGY INC | 35,040,000 | 29,456,000 | 0.73% | PRN | |
| 10 | Anadarko Petroleum Corp | 720,000 | 26,950,000 | 0.67% | ||
| 11 | ARVINMERITOR INC | 25,000,000 | 24,703,000 | 0.61% | PRN | |
| 12 | GENERAL ELECTRIC CO | 965,762 | 24,357,000 | 0.60% | ||
| 13 | AMGEN INC. | 30,000,000 | 23,888,000 | 0.59% | PRN | |
| 14 | CHESAPEAKE ENERGY CORP | 26,000,000 | 22,750,000 | 0.56% | PRN | |
| 15 | MERITOR INC | 16,547,000 | 22,442,000 | 0.55% | PRN | |
| 16 | TCP CAP CORP | 1,603,372 | 21,742,000 | 0.54% | ||
| 17 | SANDISK CORP | 19,769,000 | 19,139,000 | 0.47% | PRN | |
| 18 | AMAZON COM INC | 37,257 | 19,071,000 | 0.47% | ||
| 19 | CITIGROUP INC | 383,221 | 19,012,000 | 0.47% | ||
| 20 | EXXON MOBIL CORP | 245,036 | 18,218,000 | 0.45% | ||
| 21 | GILEAD SCIENCES INC | 183,702 | 18,038,000 | 0.45% | ||
| 22 | CHESAPEAKE ENERGY CORP | 19,885,000 | 17,101,000 | 0.42% | PRN | |
| 23 | JPMORGAN CHASE & CO | 263,914 | 16,091,000 | 0.40% | ||
| 24 | SMUCKER J M CO | 139,649 | 15,933,000 | 0.39% | ||
| 25 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 20,000,000 | 15,900,000 | 0.39% | PRN | |
| 26 | VERIZON COMMUNICATIONS INC | 357,187 | 15,541,000 | 0.38% | ||
| 27 | BANK AMER CORP | 992,513 | 15,463,000 | 0.38% | ||
| 28 | DISNEY WALT CO | 151,144 | 15,447,000 | 0.38% | ||
| 29 | Intel Corp | 10,100,000 | 15,238,000 | 0.38% | PRN | |
| 30 | HOME DEPOT INC | 128,617 | 14,854,000 | 0.37% | ||
| 31 | WELLS FARGO & CO NEW | 282,490 | 14,506,000 | 0.36% | ||
| 32 | AMGEN INC | 104,746 | 14,488,000 | 0.36% | ||
| 33 | PFIZER INC | 459,140 | 14,422,000 | 0.36% | ||
| 34 | ALLERGAN PLC | 14,500 | 13,639,000 | 0.34% | ||
| 35 | ALLERGAN PLC | 14,500 | 13,639,000 | 0.34% | ||
| 36 | ISHARES NASDAQ BIOTECHNOLOGY ETF | 21,053 | 13,440,000 | 0.33% | ||
| 37 | ANTHEM INC | 7,100,000 | 13,375,000 | 0.33% | PRN | |
| 38 | MICROSOFT CORP | 298,196 | 13,198,000 | 0.33% | ||
| 39 | JOHNSON & JOHNSON | 139,171 | 12,992,000 | 0.32% | ||
| 40 | PEPSICO INC | 129,175 | 12,181,000 | 0.30% | ||
| 41 | GOOGLE INC | 19,646 | 11,953,000 | 0.29% | ||
| 42 | UNITEDHEALTH GROUP INC | 102,155 | 11,851,000 | 0.29% | ||
| 43 | ZOETIS INC | 283,797 | 11,687,000 | 0.29% | ||
| 44 | MERCK & CO INC | 233,740 | 11,544,000 | 0.28% | ||
| 45 | PEP BOYS MANNY MOE & JACK | 927,695 | 11,309,000 | 0.28% | ||
| 46 | VISA INC | 161,892 | 11,277,000 | 0.28% | ||
| 47 | AT&T INC | 343,065 | 11,177,000 | 0.28% | ||
| 48 | SOUTHWESTERN ENERGY CO | 350,000 | 10,883,000 | 0.27% | ||
| 49 | CISCO SYS INC | 390,566 | 10,252,000 | 0.25% | ||
| 50 | CVS HEALTH CORP | 105,827 | 10,210,000 | 0.25% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000009015-15-000012, filed 2015.11.02).
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.
