| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 8,655 | 100,000,000 | 6.37% | Put | |
| 2 | WELLS FARGO & CO NEW | 1,532,001 | 84,429,000 | 5.38% | ||
| 3 | SPDR S&P 500 ETF TR | 18,173 | 81,300,000 | 5.18% | Put | |
| 4 | MYLAN N V | 2,960 | 77,600,000 | 4.95% | Put | |
| 5 | CHEVRON CORP NEW | 529,662 | 62,341,000 | 3.97% | ||
| 6 | APPLE INC | 388,118 | 44,952,000 | 2.86% | ||
| 7 | MICROSOFT CORP | 588,675 | 36,580,000 | 2.33% | ||
| 8 | FACEBOOK INC CL A | 253,037 | 29,112,000 | 1.86% | ||
| 9 | HUMANA | 4,631 | 22,700,000 | 1.45% | Call | |
| 10 | AMAZON COM INC | 28,011 | 21,005,000 | 1.34% | ||
| 11 | Exxon Mobil Corp | 219,922 | 19,850,000 | 1.27% | ||
| 12 | ALPHABET INC | 21,655 | 16,714,000 | 1.07% | ||
| 13 | ALAPHABET INC | 19,548 | 15,491,000 | 0.99% | ||
| 14 | INTEL CORP | 423,999 | 15,378,000 | 0.98% | ||
| 15 | KELLOGG CO | 184,083 | 13,569,000 | 0.86% | ||
| 16 | PROCTER AND GAMBLE CO | 154,754 | 13,012,000 | 0.83% | ||
| 17 | DOW CHEM CO | 222,968 | 12,758,000 | 0.81% | ||
| 18 | COMCAST CORP NEW | 178,525 | 12,327,000 | 0.79% | ||
| 19 | JPMorgan Chase & Co | 140,064 | 12,086,000 | 0.77% | ||
| 20 | Cisco Systems Inc | 370,568 | 11,199,000 | 0.71% | ||
| 21 | QUALCOMM INC | 168,295 | 10,973,000 | 0.70% | ||
| 22 | CELGENE CORP | 89,994 | 10,417,000 | 0.66% | ||
| 23 | GILEAD SCIENCES INC | 137,969 | 9,880,000 | 0.63% | ||
| 24 | FORD MTR CO DEL | 756,032 | 9,171,000 | 0.58% | ||
| 25 | AMGEN INC | 59,643 | 8,720,000 | 0.56% | ||
| 26 | JOHNSON & JOHNSON | 73,221 | 8,436,000 | 0.54% | ||
| 27 | TEXAS INSTRS INC | 112,815 | 8,232,000 | 0.52% | ||
| 28 | AT&T Inc New | 188,447 | 8,015,000 | 0.51% | ||
| 29 | WALGREENS BOOTS ALLIANCE INC | 96,335 | 7,973,000 | 0.51% | ||
| 30 | KRAFT HEINZ CO | 80,511 | 7,030,000 | 0.45% | ||
| 31 | SCHLUMBERGER LTD | 83,650 | 7,022,000 | 0.45% | ||
| 32 | BANK AMER CORP | 300,683 | 6,645,000 | 0.42% | ||
| 33 | AbbVie Inc | 105,931 | 6,633,000 | 0.42% | ||
| 34 | GENERAL ELECTRIC CO | 202,455 | 6,398,000 | 0.41% | ||
| 35 | COSTCO WHSL CORP NEW | 38,990 | 6,243,000 | 0.40% | ||
| 36 | UNITED PARCEL SERVICE INC | 54,458 | 6,243,000 | 0.40% | ||
| 37 | CHENIERE ENERGY INC | 249 | 6,000,000 | 0.38% | Call | |
| 38 | AUTOMATIC DATA PROCESSING IN | 58,193 | 5,981,000 | 0.38% | ||
| 39 | ADOBE SYS INC | 58,046 | 5,976,000 | 0.38% | ||
| 40 | BP PLC | 365,274 | 5,886,000 | 0.38% | ||
| 41 | PPG INDS INC | 61,602 | 5,837,000 | 0.37% | ||
| 42 | APPLIED MATLS INC | 180,204 | 5,815,000 | 0.37% | ||
| 43 | INTERNATIONAL BUSINESS MACHS | 34,921 | 5,797,000 | 0.37% | ||
| 44 | MCDONALDS CORP | 47,336 | 5,762,000 | 0.37% | ||
| 45 | PRICELINE GRP INC | 3,841 | 5,631,000 | 0.36% | ||
| 46 | UNITED TECHNOLOGIES CORP | 51,155 | 5,608,000 | 0.36% | ||
| 47 | STARBUCKS CORP | 98,935 | 5,493,000 | 0.35% | ||
| 48 | ABBOTT LABS | 139,040 | 5,341,000 | 0.34% | ||
| 49 | VERIZON COMMUNICATIONS | 99,670 | 5,320,000 | 0.34% | ||
| 50 | PFIZER INC | 157,946 | 5,130,000 | 0.33% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001398344-17-015480, filed 2017.12.04).
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.
