| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 460,000 | 38,962,000 | 3.73% | Put | |
| 2 | ISHARES TR | 178,578 | 37,593,000 | 3.60% | ||
| 3 | Intel Corp | 20,860,000 | 33,913,000 | 3.25% | PRN | |
| 4 | ALLERGAN PLC | 32,431 | 26,967,000 | 2.58% | ||
| 5 | Priceline Group Inc/The | 20,588,000 | 24,142,000 | 2.31% | PRN | |
| 6 | WELLS FARGO & CO NEW | 18,156 | 23,590,000 | 2.26% | ||
| 7 | BANK AMER CORP | 16,759 | 20,026,000 | 1.92% | ||
| 8 | FRONTIER COMMUNICATIONS CORP | 175,355 | 16,592,000 | 1.59% | ||
| 9 | ISHARES TR | 132,661 | 14,940,000 | 1.43% | ||
| 10 | Nvidia Corp | 6,105,000 | 14,224,000 | 1.36% | PRN | |
| 11 | HOLOGIC INC | 11,449,000 | 13,892,000 | 1.33% | PRN | |
| 12 | CITRIX SYS INC | 12,442,000 | 13,838,000 | 1.33% | PRN | |
| 13 | Old Republic International Corp | 10,475,000 | 13,474,000 | 1.29% | PRN | |
| 14 | Red Hat Inc | 11,035,000 | 13,378,000 | 1.28% | PRN | |
| 15 | PRICELINE GRP INC | 9,131,000 | 12,675,000 | 1.21% | PRN | |
| 16 | SPDR S&P 500 ETF TR | 54,168 | 11,346,000 | 1.09% | ||
| 17 | VERISIGN INC | 4,193,000 | 10,556,000 | 1.01% | PRN | |
| 18 | ILLUMINA INC | 10,778,000 | 10,496,000 | 1.01% | PRN | |
| 19 | SALESFORCE COM | 7,545,000 | 9,745,000 | 0.93% | PRN | |
| 20 | STARWOOD WAYPOINT RESIDENTL | 8,779,000 | 9,679,000 | 0.93% | PRN | |
| 21 | WEBMD HEALTH CORP NOTE | 8,359,000 | 9,185,000 | 0.88% | PRN | |
| 22 | Dominion Resources Inc/VA | 175,880 | 9,069,000 | 0.87% | ||
| 23 | Anthem Inc | 202,227 | 9,045,000 | 0.87% | ||
| 24 | TESLA MTRS INC | 10,209,000 | 9,034,000 | 0.87% | PRN | |
| 25 | AMERICAN TOWER CORP NEW PFD CONV SER A | 79,097 | 8,852,000 | 0.85% | ||
| 26 | SPIRIT RLTY CAP INC NEW | 7,855,000 | 8,476,000 | 0.81% | PRN | |
| 27 | CROWN CASTLE INTL CORP NEW | 68,895 | 8,344,000 | 0.80% | ||
| 28 | Xilinx Inc | 4,991,000 | 8,032,000 | 0.77% | PRN | |
| 29 | WPX ENERGY INC | 170,667 | 7,893,000 | 0.76% | ||
| 30 | EURONET WORLDWIDE INC | 6,693,000 | 7,675,000 | 0.74% | PRN | |
| 31 | Microchip Technology Inc | 6,725,000 | 7,442,000 | 0.71% | PRN | |
| 32 | CHENIERE ENERGY INC | 12,973,000 | 7,330,000 | 0.70% | PRN | |
| 33 | ELECTRONICS FOR IMAGING INC | 6,644,000 | 7,118,000 | 0.68% | PRN | |
| 34 | NEXTERA ENERGY INC | 104,005 | 6,937,000 | 0.66% | ||
| 35 | ANTHEM INC | 3,776,000 | 6,874,000 | 0.66% | PRN | |
| 36 | Newmont Mining Corp | 5,988,000 | 6,696,000 | 0.64% | PRN | |
| 37 | SOUTHWESTERN ENERGY CO | 222,240 | 6,648,000 | 0.64% | ||
| 38 | RPM International Inc | 5,691,000 | 6,601,000 | 0.63% | PRN | |
| 39 | Welltower Inc | 96,501 | 6,541,000 | 0.63% | ||
| 40 | PENNYMAC CORP | 6,967,000 | 6,536,000 | 0.63% | PRN | |
| 41 | WRIGHT MED GROUP INC | 7,000,000 | 6,396,000 | 0.61% | PRN | |
| 42 | ISHARES TR | 59,650 | 6,160,000 | 0.59% | ||
| 43 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 7,676,000 | 6,141,000 | 0.59% | PRN | |
| 44 | WEATHERFORD INTL LTD | 5,565,000 | 6,047,000 | 0.58% | PRN | |
| 45 | ENDOLOGIX INC | 4,626,000 | 6,015,000 | 0.58% | PRN | |
| 46 | WABASH NATL CORP | 4,824,000 | 6,013,000 | 0.58% | PRN | |
| 47 | REDWOOD TR INC | 5,926,000 | 5,856,000 | 0.56% | PRN | |
| 48 | KeyCorp NEW | 44,471 | 5,776,000 | 0.55% | ||
| 49 | NATIONAL HEALTH INVS INC | 5,234,000 | 5,776,000 | 0.55% | PRN | |
| 50 | T MOBILE US INC | 76,858 | 5,628,000 | 0.54% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-16-003678, filed 2016.08.09).
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.
