| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 4,345,000 | 1,024,292,000 | 20.27% | Put | |
| 2 | ALLERGAN PLC | 3,899,400 | 931,644,000 | 18.43% | Put | |
| 3 | ALLERGAN PLC | 2,560,900 | 611,850,000 | 12.11% | Call | |
| 4 | LEVEL 3 COMM | 6,445,025 | 368,783,000 | 7.30% | ||
| 5 | REYNOLDS AMERICAN INC | 4,795,181 | 302,194,000 | 5.98% | ||
| 6 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 3,250,000 | 285,285,000 | 5.64% | Put | |
| 7 | MEAD JOHNSON NUTRITI | 2,369,948 | 211,115,000 | 4.18% | ||
| 8 | VCA INCORPORATED | 2,145,000 | 196,267,000 | 3.88% | ||
| 9 | SPDR SERIES TRUST | 1,300,000 | 48,673,000 | 0.96% | Put | |
| 10 | RESOURCE CAP CORP | 46,693,000 | 47,215,000 | 0.93% | PRN | |
| 11 | VERIZON COMMUNICATIONS INC | 889,926 | 43,382,000 | 0.86% | ||
| 12 | SOLARCITY CORP | 40,171,000 | 36,000,000 | 0.71% | PRN | |
| 13 | ALPHABET INC | 40,065 | 33,237,000 | 0.66% | ||
| 14 | REDWOOD TR INC | 32,325,000 | 32,516,000 | 0.64% | PRN | |
| 15 | RESOURCE CAP CORP | 30,630,000 | 30,652,000 | 0.61% | PRN | |
| 16 | RAIT Financial | 32,136,000 | 30,516,000 | 0.60% | PRN | |
| 17 | APOLLO COML REAL EST FIN INC | 26,500,000 | 29,124,000 | 0.58% | PRN | |
| 18 | HALLIBURTON CO | 533,462 | 26,252,000 | 0.52% | ||
| 19 | ISHARES TR | 659,900 | 25,994,000 | 0.51% | Put | |
| 20 | HP INC | 1,315,444 | 23,519,000 | 0.47% | ||
| 21 | ANADARKO PETE CORP | 374,716 | 23,233,000 | 0.46% | ||
| 22 | MIDSTATES PETE CO INC COM PAR | 1,258,350 | 23,217,000 | 0.46% | ||
| 23 | PENNYMAC CORP | 23,423,000 | 22,812,000 | 0.45% | PRN | |
| 24 | Patterson UTI Energy Inc Com | 930,712 | 22,589,000 | 0.45% | ||
| 25 | KINDER MORGAN INC DEL | 995,425 | 21,641,000 | 0.43% | ||
| 26 | CONCHO RESOURCES | 166,855 | 21,416,000 | 0.42% | ||
| 27 | AVID TECHNOLOGY INC | 30,130,000 | 21,206,000 | 0.42% | PRN | |
| 28 | PIONEER NAT RES CO | 94,909 | 17,675,000 | 0.35% | ||
| 29 | COWEN GROUP INC NEW | 17,270,000 | 17,407,000 | 0.34% | PRN | |
| 30 | WEATHERFORD INTL PLC | 2,200,000 | 14,630,000 | 0.29% | ||
| 31 | ARBOR RLTY TR INC | 13,853,000 | 14,451,000 | 0.29% | PRN | |
| 32 | COGNIZANT TECHNOLOGY SOLUTIO | 240,791 | 14,332,000 | 0.28% | ||
| 33 | CIMAREX ENERGY | 115,000 | 13,741,000 | 0.27% | ||
| 34 | TABLEAU SOFTWARE INC | 269,719 | 13,365,000 | 0.26% | ||
| 35 | GSV CAP CORP | 13,328,000 | 13,115,000 | 0.26% | PRN | |
| 36 | NEWS CORP CL A | 1,000,000 | 12,999,000 | 0.26% | Put | |
| 37 | ENERNOC | 14,592,000 | 12,535,000 | 0.25% | PRN | |
| 38 | RTW HLDGS INC | 11,589,000 | 11,919,000 | 0.24% | PRN | |
| 39 | DEVON ENERGY CORP NEW | 284,426 | 11,866,000 | 0.23% | ||
| 40 | RPC INC | 647,000 | 11,847,000 | 0.23% | ||
| 41 | PARSLEY ENERGY CLA A | 350,000 | 11,379,000 | 0.23% | ||
| 42 | MODUSLINK GLOBAL SOLUTIONS I | 12,020,000 | 11,206,000 | 0.22% | PRN | |
| 43 | TECHNIPFMC PLC | 333,947 | 10,853,000 | 0.21% | ||
| 44 | ALLIED WRLD ASSUR COM HLDG A | 200,025 | 10,621,000 | 0.21% | ||
| 45 | FORTINET INC | 262,749 | 10,076,000 | 0.20% | ||
| 46 | DOLLAR GEN CORP NEW | 134,459 | 9,376,000 | 0.19% | ||
| 47 | MICROSOFT CORP | 137,264 | 9,040,000 | 0.18% | ||
| 48 | SINCLAIR BROADCAST GROUP INC | 220,000 | 8,910,000 | 0.18% | ||
| 49 | Prospect Capital Corp | 8,625,000 | 8,837,000 | 0.17% | PRN | |
| 50 | RSP PERMIAN INC COM | 209,000 | 8,659,000 | 0.17% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001288136-17-000045, filed 2017.05.15), New Holdings filing (0001288136-17-000056, filed 2017.11.14). and New Holdings filing (0001288136-17-000050, filed 2017.08.14).
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.
