| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LENNAR | 239,000 | 12,383,000 | 3.23% | Put | |
| 2 | NUVEEN MORTGAGE AND INCOME F | 509,620 | 11,869,000 | 3.10% | ||
| 3 | COMMUNITYONE BANCORP COM | 1,051,563 | 10,347,000 | 2.70% | ||
| 4 | CISCO SYS INC | 298,200 | 8,207,000 | 2.14% | Put | |
| 5 | GOLDMAN SACHS GROUP INC | 36,600 | 6,880,000 | 1.80% | Call | |
| 6 | PULTEGROUP | 303,400 | 6,745,000 | 1.76% | Put | |
| 7 | GOLDMAN SACHS GROUP INC | 33,300 | 6,259,000 | 1.63% | Put | |
| 8 | D R HORTON INC | 210,600 | 5,999,000 | 1.57% | Put | |
| 9 | FREEPORT-MCMORAN INC | 262,000 | 4,967,000 | 1.30% | Call | |
| 10 | WALGREENS BOOTS ALLIANCE INC | 55,800 | 4,726,000 | 1.23% | Put | |
| 11 | NUVEEN QUALITY MUN FUND INC | 346,283 | 4,637,000 | 1.21% | ||
| 12 | NUVEEN PREM INCOME MUN FD | 318,774 | 4,469,000 | 1.17% | ||
| 13 | INVESCO HIGH INCOME TR II | 295,313 | 4,465,000 | 1.17% | ||
| 14 | NUVEEN AMT FREE MUN CR INC F | 307,336 | 4,459,000 | 1.16% | ||
| 15 | NUVEEN MUN MKT OPPORTUNITY F | 323,717 | 4,435,000 | 1.16% | ||
| 16 | NUVEEN MTG OPPTY TERM FD 2 | 194,074 | 4,391,000 | 1.15% | ||
| 17 | Nuveen Municipal Advanta | 318,806 | 4,387,000 | 1.15% | ||
| 18 | DEUTSCHE MULTI-MKT INCOME TR | 517,242 | 4,376,000 | 1.14% | ||
| 19 | NEW AMER HIGH INCOME FD INC | 482,503 | 4,367,000 | 1.14% | ||
| 20 | ALTERA CORPORATION | 101,100 | 4,338,000 | 1.13% | Put | |
| 21 | ISHARES TR | 94,900 | 4,214,000 | 1.10% | Put | |
| 22 | BED BATH & BEYOND INC | 54,300 | 4,169,000 | 1.09% | Put | |
| 23 | MANAGED HIGH YIELD PLUS FUND INC | 2,169,336 | 4,165,000 | 1.09% | ||
| 24 | CREDIT SUISSE ASSET MGMT INC | 1,273,335 | 4,087,000 | 1.07% | ||
| 25 | LENNAR | 77,100 | 3,995,000 | 1.04% | Call | |
| 26 | NUVEEN DIV ADVANTAGE MUN FD | 273,638 | 3,880,000 | 1.01% | ||
| 27 | NEUBERGER BERMAN HIGH YIELD | 311,685 | 3,846,000 | 1.00% | ||
| 28 | BROADCOM CORP CL A | 84,800 | 3,672,000 | 0.96% | Put | |
| 29 | XILINX INC | 83,200 | 3,520,000 | 0.92% | Call | |
| 30 | ALTERA CORPORATION | 80,200 | 3,442,000 | 0.90% | Call | |
| 31 | PULTEGROUP | 154,000 | 3,424,000 | 0.89% | Call | |
| 32 | NUVEEN SELECT QUALITY MUN FD | 242,231 | 3,413,000 | 0.89% | ||
| 33 | APACHE CORP | 56,100 | 3,383,000 | 0.88% | Call | |
| 34 | AMAZON COM INC | 8,900 | 3,312,000 | 0.86% | Put | |
| 35 | ALLIANCEBERNSTEIN GLOBAL HIG | 257,369 | 3,235,000 | 0.84% | ||
| 36 | LINKEDIN CORP COM CL A | 12,900 | 3,224,000 | 0.84% | Put | |
| 37 | MORGAN STANLEY | 90,000 | 3,212,000 | 0.84% | Call | |
| 38 | Hewlett Packard Co | 102,800 | 3,203,000 | 0.84% | Call | |
| 39 | YUM BRANDS INC | 38,700 | 3,045,000 | 0.79% | Put | |
| 40 | ALLEGHENY TECHNOLOGIES INC | 101,400 | 3,042,000 | 0.79% | Put | |
| 41 | D R HORTON INC | 104,700 | 2,982,000 | 0.78% | Call | |
| 42 | RSX - Market Vectors Russia ETF | 172,300 | 2,934,000 | 0.77% | Call | |
| 43 | WESTERN ASSET HIGH INCOME OP | 538,836 | 2,867,000 | 0.75% | ||
| 44 | BLACKROCK CORPOR HI YLD FD I | 252,199 | 2,815,000 | 0.73% | ||
| 45 | GENERAL MTRS CO | 74,900 | 2,808,000 | 0.73% | Put | |
| 46 | Hewlett Packard Co | 89,000 | 2,773,000 | 0.72% | Put | |
| 47 | EATON VANCE MUN INCOME 2028 | 152,933 | 2,725,000 | 0.71% | ||
| 48 | FACEBOOK INC | 32,700 | 2,689,000 | 0.70% | Put | |
| 49 | WESTERN ASSET MGD HI INCM FD | 505,954 | 2,616,000 | 0.68% | ||
| 50 | CHIPOTLE MEXICAN GRILL INC | 4,000 | 2,602,000 | 0.68% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-15-001815, filed 2015.10.16).
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.
