| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 3,420,000 | 322,813,000 | 4.89% | Put | |
| 2 | SPDR S&P 500 ETF TR | 1,680,000 | 314,177,000 | 4.76% | Put | |
| 3 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 2,000,000 | 188,780,000 | 2.86% | Call | |
| 4 | ANNALY CAP MGMT INC | 164,435,000 | 168,564,000 | 2.56% | PRN | |
| 5 | AMERICAN CAP LIMITED | 10,038,569 | 158,561,000 | 2.40% | ||
| 6 | SPDR S&P 500 ETF TR | 660,096 | 123,445,000 | 1.87% | ||
| 7 | SELECT SECTOR SPDR TR | 5,503,700 | 122,955,000 | 1.86% | Put | |
| 8 | INTUITIVE SURGICAL INC | 265,817 | 116,424,000 | 1.77% | ||
| 9 | Safeway Inc - Safeway PDC LLC CVR | 2,841,600 | 104,968,000 | 1.59% | Call | |
| 10 | SPDR S&P 500 ETF TR | 500,000 | 93,505,000 | 1.42% | Call | |
| 11 | AMERICAN CAPITAL AGENCY CORP | 4,229,489 | 90,893,000 | 1.38% | ||
| 12 | TESLA MTRS INC | 48,950,000 | 87,886,000 | 1.33% | PRN | |
| 13 | ISHARES TR | 1,065,270 | 71,586,000 | 1.09% | ||
| 14 | REDWOOD TR INC | 62,950,000 | 67,356,000 | 1.02% | PRN | |
| 15 | ISHARES TR | 1,000,000 | 67,200,000 | 1.02% | Call | |
| 16 | INTUITIVE SURGICAL INC | 135,200 | 59,216,000 | 0.90% | Call | |
| 17 | SIRIUS XM HOLDINGS INC | 17,300,000 | 55,359,000 | 0.84% | Call | |
| 18 | ANADARKO PETR | 631,300 | 53,508,000 | 0.81% | ||
| 19 | VISA INC | 240,634 | 51,944,000 | 0.79% | ||
| 20 | KNIGHT CAP GROUP INC | 51,000,000 | 51,192,000 | 0.78% | PRN | |
| 21 | AMERICAN INTL GROUP INC | 964,048 | 48,212,000 | 0.73% | ||
| 22 | AMTRUST FINL SVCS INC | 31,900,000 | 47,250,000 | 0.72% | PRN | |
| 23 | JOHNSON & JOHNSON | 475,200 | 46,678,000 | 0.71% | Call | |
| 24 | EMC | 1,622,978 | 44,485,000 | 0.67% | ||
| 25 | VERIZON COMMUNICATIONS INC | 902,640 | 42,939,000 | 0.65% | ||
| 26 | EXXON MOBIL CORP | 416,600 | 40,694,000 | 0.62% | Call | |
| 27 | WALTER INVESTMENT MGMT CORP | 1,355,392 | 40,430,000 | 0.61% | ||
| 28 | BOEING CO | 315,100 | 39,542,000 | 0.60% | Call | |
| 29 | LINCOLN NATL CORP IND | 778,083 | 39,425,000 | 0.60% | ||
| 30 | PHH CORP | 17,834,000 | 38,699,000 | 0.59% | PRN | |
| 31 | VERIFONE SYS INC | 1,123,582 | 38,000,000 | 0.58% | ||
| 32 | Anthem, Inc. | 373,726 | 37,205,000 | 0.56% | ||
| 33 | LIBERTY MEDIA CORP | 69,264,000 | 36,840,000 | 0.56% | PRN | |
| 34 | SANTANDER CONSUMER USA HDG I COM | 1,511,758 | 36,402,000 | 0.55% | ||
| 35 | AUTODESK | 705,306 | 34,687,000 | 0.53% | ||
| 36 | SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE | 34,680,000 | 34,593,000 | 0.52% | PRN | |
| 37 | VMWARE A | 304,435 | 32,885,000 | 0.50% | ||
| 38 | MTGE INVT CORP | 1,744,034 | 32,735,000 | 0.50% | ||
| 39 | KB HOME | 1,923,191 | 32,674,000 | 0.50% | ||
| 40 | WELLS FARGO & CO NEW | 655,400 | 32,601,000 | 0.49% | Call | |
| 41 | FACEBOOK INC | 515,358 | 31,045,000 | 0.47% | ||
| 42 | PRINCIPAL FINL GROUP INC | 666,705 | 30,662,000 | 0.46% | ||
| 43 | RAIT FINANCIAL TRUST | 21,852,000 | 30,212,000 | 0.46% | PRN | |
| 44 | CHEVRON CORP NEW | 249,981 | 29,726,000 | 0.45% | ||
| 45 | INTERNATIONAL BUSINESS MACHS | 153,400 | 29,527,000 | 0.45% | Put | |
| 46 | MICROSOFT CORP | 696,500 | 28,548,000 | 0.43% | Call | |
| 47 | CIT GROUP INC | 563,192 | 27,608,000 | 0.42% | ||
| 48 | SPRINT CORP | 3,000,000 | 27,569,000 | 0.42% | Call | |
| 49 | Northstar Realty Eur | 1,695,274 | 27,361,000 | 0.41% | ||
| 50 | COGNIZANT TECHNOLOGY SOLUTIO | 538,906 | 27,268,000 | 0.41% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001288136-14-000068, filed 2014.05.15), New Holdings filing (0001288136-14-000085, filed 2014.08.12), New Holdings filing (0001288136-14-000093, filed 2014.08.12), New Holdings filing (0001288136-14-000104, filed 2014.11.14). and New Holdings filing (0001288136-15-000026, filed 2015.02.13).
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.
