| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 6,500,000 | 523,770,000 | 13.04% | Put | |
| 2 | JPMORGAN CHASE & CO | 4,400,000 | 127,468,000 | 3.17% | Call | |
| 3 | PRECISION CASTPARTS | 505,433 | 117,266,000 | 2.92% | ||
| 4 | ISHARES TR | 992,950 | 113,206,000 | 2.82% | ||
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 1,317,726 | 106,182,000 | 2.64% | ||
| 6 | SPDR S&P 500 ETF TR | 400,000 | 81,556,000 | 2.03% | Put | |
| 7 | SELECT SECTOR SPDR TR | 1,500,000 | 79,515,000 | 1.98% | Put | |
| 8 | BARCLAYS BK PLC IPATH S&P500 VIX | 3,298,000 | 66,422,000 | 1.65% | Call | |
| 9 | BIOMED REALTY TRUST INC | 2,789,751 | 66,089,000 | 1.65% | ||
| 10 | SPDR SERIES TRUST | 1,897,885 | 64,357,000 | 1.60% | ||
| 11 | KING DIGITAL ENTMT PLC | 2,992,580 | 53,507,000 | 1.33% | ||
| 12 | VALSPAR CORP | 583,979 | 48,441,000 | 1.21% | ||
| 13 | HEALTH NET INC | 706,068 | 48,337,000 | 1.20% | ||
| 14 | PNC FINL SVCS GROUP INC | 500,000 | 47,655,000 | 1.19% | ||
| 15 | CAMERON INTERNATIONAL COMPANY | 752,770 | 47,575,000 | 1.18% | ||
| 16 | WELLS FARGO & CO NEW | 850,000 | 46,206,000 | 1.15% | ||
| 17 | EMC | 1,576,826 | 40,493,000 | 1.01% | ||
| 18 | DR PEPPER SNAPPLE GROUP INC | 400,000 | 37,280,000 | 0.93% | ||
| 19 | CITIZENS FINL GROUP INC | 1,400,000 | 36,666,000 | 0.91% | ||
| 20 | HEARTLAND PMT SYS INC | 376,501 | 35,700,000 | 0.89% | ||
| 21 | BANK MONTREAL QUE | 625,000 | 35,270,000 | 0.88% | ||
| 22 | Nvidia Corp | 20,500,000 | 34,056,000 | 0.85% | PRN | |
| 23 | VALSPAR CORP | 408,000 | 33,844,000 | 0.84% | Call | |
| 24 | CHENIERE ENERGY INC | 906,637 | 33,772,000 | 0.84% | ||
| 25 | ENERGY TRANSFER L P | 2,000,000 | 27,480,000 | 0.68% | Call | |
| 26 | NAVIENT | 2,374,200 | 27,185,000 | 0.68% | ||
| 27 | BANK AMER CORP | 1,554,000 | 26,154,000 | 0.65% | ||
| 28 | FIFTH THIRD BANCORP | 1,250,000 | 25,125,000 | 0.63% | ||
| 29 | PMC-SIERRA INC | 2,101,177 | 24,416,000 | 0.61% | ||
| 30 | ALIBABA GROUP HLDG LTD | 300,000 | 24,381,000 | 0.61% | Call | |
| 31 | POST HLDGS INC | 382,903 | 23,625,000 | 0.59% | ||
| 32 | JARDEN CORP | 12,500,000 | 22,773,000 | 0.57% | PRN | |
| 33 | PEPSICO INC | 225,000 | 22,482,000 | 0.56% | ||
| 34 | STERLING BANCORP DEL COM | 1,375,000 | 22,303,000 | 0.56% | ||
| 35 | MASTEC INC | 1,263,812 | 21,965,000 | 0.55% | ||
| 36 | SELECT SECTOR SPDR TR | 500,000 | 21,710,000 | 0.54% | Put | |
| 37 | PLAINS ALL AMERN PIPELINE L | 920,500 | 21,264,000 | 0.53% | Call | |
| 38 | MERIDIAN BANCORP INC MD COM | 1,400,300 | 19,744,000 | 0.49% | ||
| 39 | PFIZER INC | 600,000 | 19,368,000 | 0.48% | ||
| 40 | SUNTRUST BKS INC | 450,000 | 19,278,000 | 0.48% | ||
| 41 | LULULEMON ATHLETICA | 350,000 | 18,365,000 | 0.46% | ||
| 42 | Former Charter Communication (Del 5/18/2016) | 100,000 | 18,310,000 | 0.46% | ||
| 43 | AMAG PHARMACEUTICALS INC | 14,250,000 | 18,044,000 | 0.45% | PRN | |
| 44 | SYNGENTA AG | 228,061 | 17,955,000 | 0.45% | ||
| 45 | BOULDER BRANDS INC | 1,629,900 | 17,896,000 | 0.45% | ||
| 46 | GORES HLDGS INC | 1,810,000 | 17,512,000 | 0.44% | ||
| 47 | INTERCONTINENTAL EXCHANGE IN | 65,000 | 16,657,000 | 0.41% | ||
| 48 | MGM RESORTS INTERNATIONAL | 675,000 | 15,336,000 | 0.38% | ||
| 49 | DOUBLE EAGLE ACQUISITION COR | 1,600,000 | 15,296,000 | 0.38% | ||
| 50 | BOULEVARD ACQUISITION | 1,547,000 | 15,238,000 | 0.38% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-003208, filed 2016.02.16).
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.
