| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 2,522,500 | 518,475,000 | 16.49% | Put | |
| 2 | SPDR S&P 500 ETF TR | 1,210,000 | 248,703,000 | 7.91% | Call | |
| 3 | ISHARES TR | 1,551,900 | 185,638,000 | 5.90% | ||
| 4 | SPDR S&P 500 ETF TR | 834,904 | 171,606,000 | 5.46% | ||
| 5 | ISHARES TR | 460,000 | 55,025,000 | 1.75% | Put | |
| 6 | CEMEX SAB DE CV NOTE 3.750 3/1 | 33,451,000 | 46,639,000 | 1.48% | PRN | |
| 7 | MOLINA HEALTHCARE INC | 19,750,000 | 26,754,000 | 0.85% | PRN | |
| 8 | JARDEN CORP | 15,500,000 | 24,417,000 | 0.78% | PRN | |
| 9 | TESARO INC | 18,018,000 | 23,150,000 | 0.74% | PRN | |
| 10 | SPIRIT RLTY CAP INC NEW | 21,885,000 | 21,899,000 | 0.70% | PRN | |
| 11 | YAHOO INC | 16,000,000 | 19,858,000 | 0.63% | PRN | |
| 12 | ROCKWOOD HOLDINGS INC | 251,148 | 19,790,000 | 0.63% | ||
| 13 | ISHARES TR | 500,000 | 19,645,000 | 0.62% | Call | |
| 14 | COVANCE INC | 188,847 | 19,610,000 | 0.62% | ||
| 15 | VORNADO RLTY TR | 165,000 | 19,422,000 | 0.62% | ||
| 16 | Family Dollar Stores Inc | 243,296 | 19,271,000 | 0.61% | ||
| 17 | CareFusion | 311,488 | 18,484,000 | 0.59% | ||
| 18 | SELECT SECTOR SPDR TR | 249,226 | 17,982,000 | 0.57% | ||
| 19 | T MOBILE US INC | 331,591 | 17,571,000 | 0.56% | ||
| 20 | ISHARES TR | 228,460 | 17,555,000 | 0.56% | ||
| 21 | TRW AUTOMOTIVE HLDGS CORP | 164,018 | 16,869,000 | 0.54% | ||
| 22 | C.H. ROBINSON WORLDW | 214,285 | 16,048,000 | 0.51% | ||
| 23 | SPDR SER TR | 392,777 | 15,986,000 | 0.51% | ||
| 24 | Education Realty Trust Inc | 433,512 | 15,862,000 | 0.50% | ||
| 25 | SIGMA ALDRICH | 115,177 | 15,810,000 | 0.50% | ||
| 26 | ISHARES | 430,500 | 15,743,000 | 0.50% | Call | |
| 27 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 12,000,000 | 15,651,000 | 0.50% | PRN | |
| 28 | TESLA MTRS INC | 16,900,000 | 15,627,000 | 0.50% | PRN | |
| 29 | TTM TECHNOLOGIES INC | 17,744,000 | 15,265,000 | 0.49% | PRN | |
| 30 | MARKET VECTORS ETF TR | 585,398 | 14,009,000 | 0.45% | ||
| 31 | CUBIST PHARMACEUTI | 125,778 | 12,660,000 | 0.40% | ||
| 32 | TESLA MTRS INC | 6,750,000 | 12,518,000 | 0.40% | PRN | |
| 33 | Hewlett Packard Co | 302,927 | 12,156,000 | 0.39% | ||
| 34 | COMPASS MINERALS INTL INC | 137,489 | 11,938,000 | 0.38% | ||
| 35 | CIENA CORP COM NEW | 600,000 | 11,646,000 | 0.37% | Call | |
| 36 | STARWOOD PPTY TR INC | 7,960,000 | 11,217,000 | 0.36% | PRN | |
| 37 | PIONEER NAT RES CO | 72,782 | 10,834,000 | 0.34% | ||
| 38 | AMERICAN HOMES 4 RENT CL A | 633,388 | 10,787,000 | 0.34% | ||
| 39 | ICONIX BRAND GROUP INC | 8,824,000 | 10,522,000 | 0.33% | PRN | |
| 40 | Allergan plc | 49,196 | 10,459,000 | 0.33% | ||
| 41 | PETSMART | 125,447 | 10,198,000 | 0.32% | ||
| 42 | UNITED STATES | 500,000 | 10,180,000 | 0.32% | Call | |
| 43 | QUALCOMM INC | 136,796 | 10,168,000 | 0.32% | ||
| 44 | CADENCE DESIGN SYSTEM INC | 4,000,000 | 10,079,000 | 0.32% | PRN | |
| 45 | ESSEX PPTY TR INC | 48,740 | 10,070,000 | 0.32% | ||
| 46 | SYNERGY RES CORP | 802,774 | 10,067,000 | 0.32% | ||
| 47 | LIBERTY GLOBAL PLC | 200,000 | 10,041,000 | 0.32% | Call | |
| 48 | TE CONNECTIVITY LTD | 156,524 | 9,900,000 | 0.31% | ||
| 49 | YAHOO INC | 194,662 | 9,832,000 | 0.31% | ||
| 50 | EMPIRE STATE | 550,000 | 9,669,000 | 0.31% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-15-007343, filed 2015.02.17).
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.
