| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 1,262,600 | 173,578,000 | 4.34% | Put | |
| 2 | SELECT SECTOR SPDR TR | 7,181,300 | 170,406,000 | 4.26% | Call | |
| 3 | ISHARES TR | 3,607,200 | 142,084,000 | 3.55% | Call | |
| 4 | ISHARES TR | 3,388,200 | 133,458,000 | 3.34% | Put | |
| 5 | SELECT SECTOR SPDR TR | 5,501,700 | 130,552,000 | 3.27% | Put | |
| 6 | ISHARES 20 YEAR TREASURY BOND ETF | 1,069,900 | 129,134,000 | 3.23% | Put | |
| 7 | ISHARES 20 YEAR TREASURY BOND ETF | 889,700 | 107,387,000 | 2.69% | Call | |
| 8 | ISHARES TR | 1,367,100 | 85,155,000 | 2.13% | Put | |
| 9 | ISHARES TR | 1,105,900 | 68,884,000 | 1.72% | Call | |
| 10 | NXP SEMICONDUCTORS N V | 543,559 | 56,258,000 | 1.41% | ||
| 11 | SPDR S&P 500 ETF TR | 238,568 | 56,240,000 | 1.41% | ||
| 12 | LEVEL 3 COMM | 781,931 | 44,742,000 | 1.12% | ||
| 13 | SYNGENTA AG | 504,200 | 44,621,000 | 1.12% | Call | |
| 14 | REYNOLDS AMERICAN INC | 700,000 | 44,114,000 | 1.10% | ||
| 15 | INTEL CORP JR SB CONV DB 35 | 31,500,000 | 42,958,000 | 1.07% | ||
| 16 | VCA INCORPORATED | 450,000 | 41,175,000 | 1.03% | ||
| 17 | VANECK ETF TRUST | 1,735,700 | 39,588,000 | 0.99% | Call | |
| 18 | SPDR GOLD TR | 331,600 | 39,365,000 | 0.98% | Put | |
| 19 | MOBILEYE N V AMSTELVEEN | 634,000 | 38,926,000 | 0.97% | Put | |
| 20 | MEDICINES CO SR GLBL CV NT 22 | 23,970,000 | 37,902,000 | 0.95% | ||
| 21 | MOBILEYE N V AMSTELVEEN | 609,421 | 37,418,000 | 0.94% | ||
| 22 | BROCADE COMMUNICATIONS SYS I | 36,901,000 | 37,408,000 | 0.94% | ||
| 23 | INTEL CORP JR SB CONV DB 39 | 20,000,000 | 34,975,000 | 0.88% | ||
| 24 | ALLIED WRLD ASSUR COM HLDG A | 643,553 | 34,172,000 | 0.85% | ||
| 25 | SPDR GOLD TR | 276,100 | 32,778,000 | 0.82% | Call | |
| 26 | VANECK ETF TRUST | 1,433,300 | 32,690,000 | 0.82% | Put | |
| 27 | NXP SEMICONDUCTORS N V | 313,600 | 32,457,000 | 0.81% | Call | |
| 28 | SPDR S&P 500 ETF TR | 135,000 | 31,821,000 | 0.80% | Put | |
| 29 | TESLA INC SR CV NT 0.25 19 | 31,500,000 | 31,618,000 | 0.79% | ||
| 30 | UNITED STATES STL CORP NEW | 898,300 | 30,363,000 | 0.76% | Put | |
| 31 | DOUBLE EAGLE ACQUISITION COR | 2,996,000 | 29,960,000 | 0.75% | ||
| 32 | B/E AEROSPACE INC | 450,000 | 28,849,000 | 0.72% | ||
| 33 | CEMEX SAB DE CV NOTE 3.750 3/1 | 24,403,000 | 28,597,000 | 0.72% | ||
| 34 | DU PONT E I DE NEMOURS & CO | 336,400 | 27,022,000 | 0.68% | Put | |
| 35 | WHITING PETE CORP NEW | 29,500,000 | 25,849,000 | 0.65% | ||
| 36 | TOTAL S A | 500,000 | 25,210,000 | 0.63% | Put | |
| 37 | NAVISTAR INTL CORP NEW SR SB CONV NT 19 | 26,000,000 | 25,057,000 | 0.63% | ||
| 38 | TWO HBRS INVT CORP | 24,000,000 | 24,674,000 | 0.62% | ||
| 39 | DU PONT E I DE NEMOURS & CO | 300,000 | 24,099,000 | 0.60% | ||
| 40 | GOLDMAN SACHS GROUP INC | 102,200 | 23,473,000 | 0.59% | Put | |
| 41 | BOULEVARD ACQUISITION | 2,325,000 | 23,296,000 | 0.58% | ||
| 42 | BROOKDALE SR LIVING INC | 20,013,000 | 19,762,000 | 0.49% | ||
| 43 | VALSPAR CORP | 170,000 | 18,859,000 | 0.47% | Call | |
| 44 | HERBALIFE LTD | 324,200 | 18,848,000 | 0.47% | ||
| 45 | NXP SEMICONDUCTORS N V | 16,000,000 | 18,600,000 | 0.47% | ||
| 46 | MEAD JOHNSON NUTRITI | 208,594 | 18,581,000 | 0.46% | ||
| 47 | POWERSHARES QQQ TRUST | 140,000 | 18,532,000 | 0.46% | Put | |
| 48 | ISHARES TR | 132,800 | 18,257,000 | 0.46% | Call | |
| 49 | SANOFI | 400,000 | 18,100,000 | 0.45% | Put | |
| 50 | STARWOOD PPTY TR INC NOTE 4.375 4/0 ADDED | 17,500,000 | 17,521,000 | 0.44% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-17-001108, filed 2017.05.15).
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.
