| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR PUT | 1,560,000 | 307,351,000 | 8.68% | Put | |
| 2 | MICRON TECHNOLOGY INC NOTE | 69,197,000 | 242,321,000 | 6.84% | PRN | |
| 3 | RADIAN GROUP INC. | 114,507,000 | 158,767,000 | 4.48% | PRN | |
| 4 | SHIRE PLC | 558,335 | 144,637,000 | 4.09% | ||
| 5 | PHH CORP | 63,338,000 | 120,818,000 | 3.41% | PRN | |
| 6 | MICRON TECHNOLOGY INC | 37,630,000 | 118,532,000 | 3.35% | PRN | |
| 7 | MGIC INVT CORP WIS | 88,575,000 | 117,474,000 | 3.32% | PRN | |
| 8 | ANADARKO PETE CORP | 1,030,500 | 104,534,000 | 2.95% | Call | |
| 9 | FAMILY DLR STORES INC | 1,197,600 | 92,503,000 | 2.61% | Call | |
| 10 | Allergan plc | 518,994 | 92,480,000 | 2.61% | ||
| 11 | ALLERGAN PLC | 343,585 | 82,900,000 | 2.34% | ||
| 12 | TARGA RES CORP | 521,197 | 70,971,000 | 2.00% | ||
| 13 | DISH NETWORK A | 1,053,203 | 68,016,000 | 1.92% | ||
| 14 | ISHARES TR | 610,000 | 66,704,000 | 1.88% | Put | |
| 15 | SALIX PHARMACEUTICALS INC | 403,177 | 62,992,000 | 1.78% | PRN | |
| 16 | Family Dollar Stores Inc | 730,083 | 56,392,000 | 1.59% | ||
| 17 | POWERSHARES QQQ TRUST | 550,000 | 54,335,000 | 1.53% | Put | |
| 18 | DOLLAR GEN CORP NEW | 857,000 | 52,371,000 | 1.48% | Call | |
| 19 | SALIX PHARMACEUTICALS INC | 18,191,000 | 43,965,000 | 1.24% | PRN | |
| 20 | DISH NETWORK CORP | 677,000 | 43,721,000 | 1.23% | Call | |
| 21 | COMCAST CORP NEW | 782,460 | 42,081,000 | 1.19% | ||
| 22 | CHESAPEAKE ENERGY CORP | 41,005,000 | 40,942,000 | 1.16% | PRN | |
| 23 | T-MOBILE | 1,259,593 | 36,364,000 | 1.03% | ||
| 24 | ACTAVIS PLC | 150,000 | 36,192,000 | 1.02% | Put | |
| 25 | YAHOO INC | 882,400 | 35,958,000 | 1.02% | ||
| 26 | SALIX PHARMACEUTICALS INC | 219,000 | 34,217,000 | 0.97% | Put | |
| 27 | HESS CORP | 355,000 | 33,484,000 | 0.95% | Call | |
| 28 | RITE AID CORP | 16,498,000 | 31,532,000 | 0.89% | PRN | |
| 29 | Developers Diversified Realty Corp | 24,500,000 | 28,267,000 | 0.80% | PRN | |
| 30 | MOLSON COORS BREWING CO | 370,000 | 27,543,000 | 0.78% | ||
| 31 | BANK AMER CORP | 1,613,568 | 27,511,000 | 0.78% | ||
| 32 | ANADARKO PETR | 263,500 | 26,729,000 | 0.75% | ||
| 33 | JUNIPER NETWORKS INC | 1,100,000 | 24,365,000 | 0.69% | Call | |
| 34 | Mylan Inc | 533,547 | 24,271,000 | 0.69% | PRN | |
| 35 | GLOBALSTAR INC | 6,386,305 | 23,374,000 | 0.66% | ||
| 36 | Continental Airls Inc | 9,300,000 | 23,030,000 | 0.65% | PRN | |
| 37 | ISHARES TR | 217,000 | 21,720,000 | 0.61% | ||
| 38 | COVIDIEN PLC | 250,000 | 21,628,000 | 0.61% | Call | |
| 39 | DOLLAR GEN CORP NEW | 343,337 | 20,981,000 | 0.59% | ||
| 40 | ALPHA NAT RES INC NOTE 4.875%12/1 DELETED | 34,640,000 | 20,833,000 | 0.59% | PRN | |
| 41 | Bank of America Corporation Put Opt 01/17 15.0 | 1,205,600 | 20,555,000 | 0.58% | Put | |
| 42 | ATHLON ENERGY INC | 350,000 | 20,381,000 | 0.58% | ||
| 43 | INTERMUNE INC | 69,400 | 19,647,000 | 0.55% | Call | |
| 44 | RIVERBED TECHNOLOGY INC | 1,048,613 | 19,447,000 | 0.55% | ||
| 45 | HESS CORP | 193,901 | 18,289,000 | 0.52% | ||
| 46 | ISHARES TR | 185,000 | 17,011,000 | 0.48% | Put | |
| 47 | Hertz Global Holdings, Inc. | 653,092 | 16,582,000 | 0.47% | ||
| 48 | CBS CORP NEW | 302,000 | 16,157,000 | 0.46% | Call | |
| 49 | TIME WARNER INC | 210,000 | 15,794,000 | 0.45% | ||
| 50 | SALIX PHARMACEUTICALS INC | 100,400 | 15,686,000 | 0.44% | Call |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-14-012073, filed 2014.11.14).
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.
