| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR PUT | 3,540,000 | 721,771,000 | 19.68% | Put | |
| 2 | SPDR S&P 500 ETF TR | 3,000,000 | 611,670,000 | 16.68% | Call | |
| 3 | ISHARES TR | 1,750,000 | 196,893,000 | 5.37% | Put | |
| 4 | PAR PACIFIC HOLDINGS INC | 8,178,905 | 192,531,000 | 5.25% | ||
| 5 | iShares MSCI EAFE Call Opt 06/17 65 | 1,000,000 | 112,510,000 | 3.07% | Call | |
| 6 | TESLA MTRS INC | 51,956,000 | 101,671,000 | 2.77% | PRN | |
| 7 | CURRENCYSHARES EURO TR | 900,000 | 95,760,000 | 2.61% | Put | |
| 8 | YAHOO INC | 2,542,252 | 84,555,000 | 2.31% | ||
| 9 | TELEFLEX INC | 39,547,000 | 84,383,000 | 2.30% | PRN | |
| 10 | PACIRA PHARMACEUTICALS INC | 21,904,000 | 68,327,000 | 1.86% | PRN | |
| 11 | AMERICAN CAP LIMITED | 4,839,321 | 66,734,000 | 1.82% | ||
| 12 | AMERICAN CAPITAL AGENCY CORP | 3,387,021 | 58,731,000 | 1.60% | ||
| 13 | Bank of America Corporation Put Opt 01/17 15.0 | 3,000,000 | 50,490,000 | 1.38% | Put | |
| 14 | HUMANA | 250,507 | 44,718,000 | 1.22% | ||
| 15 | AMERICAN AIRLS GROUP INC | 1,000,000 | 42,350,000 | 1.15% | Call | |
| 16 | OCWEN FINL CORP | 5,674,070 | 39,548,000 | 1.08% | ||
| 17 | EMC | 1,527,856 | 39,235,000 | 1.07% | ||
| 18 | TIME WARNER INC NEW | 211,320 | 39,219,000 | 1.07% | ||
| 19 | HERBALIFE LTD | 45,940,000 | 38,446,000 | 1.05% | PRN | |
| 20 | CIGNA CORPORATION | 248,563 | 36,372,000 | 0.99% | ||
| 21 | ISIS PHARMACEUTICALS INC DEL | 9,246,000 | 34,551,000 | 0.94% | PRN | |
| 22 | BROADCOM CORP CL A | 566,800 | 32,772,000 | 0.89% | ||
| 23 | ENCORE CAP GROUP INC | 28,681,000 | 30,151,000 | 0.82% | PRN | |
| 24 | OFFICE DEPOT INC | 5,339,250 | 30,113,000 | 0.82% | ||
| 25 | ISTAR FINL INC | 27,000,000 | 29,042,000 | 0.79% | PRN | |
| 26 | HYCROFT MNG CORP | 28,825,760 | 28,826,000 | 0.79% | PRN | |
| 27 | TWO HBRS INVT CORP | 3,164,718 | 25,634,000 | 0.70% | ||
| 28 | ENCORE CAP GROUP INC | 28,180,000 | 24,023,000 | 0.66% | PRN | |
| 29 | ALLY FINANCIAL | 1,134,935 | 21,155,000 | 0.58% | ||
| 30 | RYANAIR HLDGS PLC | 227,921 | 19,706,000 | 0.54% | ||
| 31 | CORSICANTO LTD | 21,710,000 | 19,648,000 | 0.54% | PRN | |
| 32 | JAZZ TECHNOLOGIES INC NEW | 11,779,000 | 18,324,000 | 0.50% | PRN | |
| 33 | CORE LABORATORIES NV | 24,000,000 | 18,180,000 | 0.50% | PRN | |
| 34 | MTGE INVT CORP | 1,210,855 | 16,904,000 | 0.46% | ||
| 35 | PRECISION CASTPARTS | 65,000 | 15,081,000 | 0.41% | ||
| 36 | INTEGRA LIFESCIENCES HLDGS C | 10,757,000 | 13,998,000 | 0.38% | PRN | |
| 37 | LIBERTY MEDIA CORP | 22,907,000 | 12,971,000 | 0.35% | PRN | |
| 38 | COWEN GROUP INC NEW | 13,500,000 | 12,968,000 | 0.35% | PRN | |
| 39 | VERISIGN INC | 4,850,000 | 12,419,000 | 0.34% | PRN | |
| 40 | PHOTRONICS INC | 10,000,000 | 12,150,000 | 0.33% | PRN | |
| 41 | ALTISOURCE PORTFOLIO SOLNS S REG SHS | 435,852 | 12,121,000 | 0.33% | ||
| 42 | PDL BIOPHARMA INC | 14,716,000 | 11,782,000 | 0.32% | PRN | |
| 43 | ALLERGAN PLC | 36,860 | 11,519,000 | 0.31% | ||
| 44 | ALERE INC | 10,986,000 | 11,302,000 | 0.31% | PRN | |
| 45 | SPDR S&P 500 ETF TR | 54,000 | 11,010,000 | 0.30% | ||
| 46 | CHENIERE ENERGY INC | 21,120,000 | 10,982,000 | 0.30% | PRN | |
| 47 | TITAN MACHY INC | 16,750,000 | 10,793,000 | 0.29% | PRN | |
| 48 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 12,045,000 | 10,720,000 | 0.29% | PRN | |
| 49 | Chubb Corporation | 80,000 | 10,611,000 | 0.29% | ||
| 50 | GREEN PLAINS INC | 8,000,000 | 10,150,000 | 0.28% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-013905, filed 2016.02.10).
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.
