| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 211,362 | 45,983,000 | 4.07% | ||
| 2 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 460,000 | 40,140,000 | 3.55% | Put | |
| 3 | Intel Corp | 18,584,000 | 33,987,000 | 3.01% | PRN | |
| 4 | ALLERGAN PLC | 32,797 | 26,916,000 | 2.38% | ||
| 5 | Priceline Group Inc/The | 20,534,000 | 26,281,000 | 2.33% | PRN | |
| 6 | WELLS FARGO & CO NEW | 17,608 | 23,042,000 | 2.04% | ||
| 7 | BANK AMER CORP | 15,097 | 18,431,000 | 1.63% | ||
| 8 | Nvidia Corp | 4,961,000 | 16,885,000 | 1.49% | PRN | |
| 9 | Novellus Systems Inc | 5,954,000 | 16,585,000 | 1.47% | PRN | |
| 10 | PRICELINE GRP INC | 10,106,000 | 15,992,000 | 1.42% | PRN | |
| 11 | ISHARES TR | 135,106 | 15,189,000 | 1.34% | ||
| 12 | FRONTIER COMMUNICATIONS CORP | 174,422 | 14,609,000 | 1.29% | ||
| 13 | HOLOGIC INC | 11,153,000 | 13,674,000 | 1.21% | PRN | |
| 14 | CITRIX SYS INC | 11,967,000 | 13,534,000 | 1.20% | PRN | |
| 15 | SPIRIT RLTY CAP INC NEW | 11,573,000 | 12,780,000 | 1.13% | PRN | |
| 16 | LAM RESEARCH CORP | 7,992,000 | 12,724,000 | 1.13% | PRN | |
| 17 | Red Hat Inc | 9,737,000 | 12,324,000 | 1.09% | PRN | |
| 18 | SPDR S&P 500 ETF TR | 55,278 | 11,955,000 | 1.06% | ||
| 19 | SOUTHWESTERN ENERGY CO | 351,115 | 11,126,000 | 0.98% | ||
| 20 | ILLUMINA INC | 10,476,000 | 10,843,000 | 0.96% | PRN | |
| 21 | Old Republic International Corp | 8,533,000 | 10,241,000 | 0.91% | PRN | |
| 22 | Microchip Technology Inc | 7,980,000 | 10,178,000 | 0.90% | PRN | |
| 23 | Anthem Inc | 227,407 | 9,886,000 | 0.87% | ||
| 24 | STARWOOD WAYPOINT RESIDENTL | 8,767,000 | 9,499,000 | 0.84% | PRN | |
| 25 | CEMEX SAB DE CV NOTE 3.750 3/1 | 8,223,000 | 9,231,000 | 0.82% | PRN | |
| 26 | Xilinx Inc | 4,878,000 | 9,179,000 | 0.81% | PRN | |
| 27 | AMERICAN TOWER CORP NEW PFD CONV SER A | 78,684 | 8,696,000 | 0.77% | ||
| 28 | WPX ENERGY INC | 139,870 | 8,587,000 | 0.76% | ||
| 29 | WRIGHT MED GROUP INC | 7,985,000 | 8,529,000 | 0.75% | PRN | |
| 30 | Dominion Resources Inc/VA | 170,295 | 8,501,000 | 0.75% | ||
| 31 | CHENIERE ENERGY INC | 12,973,000 | 8,229,000 | 0.73% | PRN | |
| 32 | ISHARES TR | 155,431 | 7,889,000 | 0.70% | ||
| 33 | INTEL CORP | 5,467,000 | 7,546,000 | 0.67% | PRN | |
| 34 | WEATHERFORD INTL LTD | 6,558,000 | 7,356,000 | 0.65% | PRN | |
| 35 | Newmont Mining Corp | 6,654,000 | 7,250,000 | 0.64% | PRN | |
| 36 | VERISIGN INC | 3,119,000 | 7,149,000 | 0.63% | PRN | |
| 37 | STARWOOD PPTY TR INC | 6,340,000 | 6,951,000 | 0.62% | PRN | |
| 38 | TESLA MTRS INC | 7,624,000 | 6,842,000 | 0.61% | PRN | |
| 39 | PENNYMAC CORP | 6,967,000 | 6,680,000 | 0.59% | PRN | |
| 40 | RPM International Inc | 5,540,000 | 6,638,000 | 0.59% | PRN | |
| 41 | SALESFORCE COM | 5,486,000 | 6,556,000 | 0.58% | PRN | |
| 42 | NextEra Energy Inc | 110,070 | 6,515,000 | 0.58% | ||
| 43 | Welltower Inc | 97,866 | 6,512,000 | 0.58% | ||
| 44 | WABASH NATL CORP | 4,816,000 | 6,437,000 | 0.57% | PRN | |
| 45 | ISHARES TR | 60,761 | 6,420,000 | 0.57% | ||
| 46 | ANTHEM INC | 3,657,000 | 6,407,000 | 0.57% | PRN | |
| 47 | WEBMD HEALTH CORP NOTE | 6,064,000 | 6,293,000 | 0.56% | PRN | |
| 48 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 7,661,000 | 6,204,000 | 0.55% | PRN | |
| 49 | ENDOLOGIX INC | 4,626,000 | 6,126,000 | 0.54% | PRN | |
| 50 | Macquarie Infrastructure Corp | 5,206,000 | 6,102,000 | 0.54% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-16-004266, filed 2016.11.14).
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.
