| 1 |
MICRON TECHNOLOGY INC |
31,000,000 |
110,584 |
0.14% |
|
PRN |
| 2 |
CEMEX SAB DE CV |
50,000,000 |
58,130 |
0.07% |
|
PRN |
| 3 |
CADENCE DESIGN SYSTEM INC |
15,900,000 |
39,951 |
0.05% |
|
PRN |
| 4 |
DEALERTRACK TECHNOLOGIES INC |
24,850,000 |
32,364 |
0.04% |
|
PRN |
| 5 |
YAHOO INC SR CV ZERO NT 18 |
26,500,000 |
30,078 |
0.04% |
|
PRN |
| 6 |
HAWAIIAN HOLDINGS INC |
8,892,000 |
29,622 |
0.04% |
|
PRN |
| 7 |
SANDISK CORP |
13,285,000 |
25,522 |
0.03% |
|
PRN |
| 8 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
17,039,000 |
23,907 |
0.03% |
|
PRN |
| 9 |
GREENBRIER COS INC |
15,500,000 |
23,428 |
0.03% |
|
PRN |
| 10 |
UNITED STATES STL CORP NEW |
15,500,000 |
19,296 |
0.02% |
|
PRN |
| 11 |
WRIGHT MEDICAL GROUP INC |
14,500,000 |
17,608 |
0.02% |
|
PRN |
| 12 |
PHH CORP |
8,590,000 |
16,986 |
0.02% |
|
PRN |
| 13 |
QIHOO 360 TECHNOLOGY CO LTD |
17,500,000 |
16,964 |
0.02% |
|
PRN |
| 14 |
AFFYMETRIX INC |
7,410,000 |
13,254 |
0.02% |
|
PRN |
| 15 |
INTERDIGITAL INC |
11,700,000 |
13,030 |
0.02% |
|
PRN |
| 16 |
TAKE-TWO INTERACTIVE SOFTWAR |
8,000,000 |
12,136 |
0.02% |
|
PRN |
| 17 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
10,800,000 |
11,988 |
0.02% |
|
PRN |
| 18 |
NEWPARK RES INC SR NT CV 4 17 |
10,000,000 |
11,251 |
0.01% |
|
PRN |
| 19 |
SHUTTERFLY INC |
10,929,000 |
10,381 |
0.01% |
|
PRN |
| 20 |
Forest City Ent FCE 5% 10/15/16 |
4,068,000 |
6,640 |
0.01% |
|
PRN |
| 21 |
Mentor Graphics Corp |
5,000,000 |
5,950 |
0.01% |
|
PRN |
| 22 |
MEADOWBROOK INSURANCE GROUP 5% CB 03/15/2020-REGIS |
5,000,000 |
5,688 |
0.01% |
|
PRN |
| 23 |
GENERAL CABLE CORP DEL NEW |
5,000,000 |
3,490 |
0.00% |
|
PRN |
| 24 |
AIR LEASE CORP SR CV NT3.875 18 |
2,500,000 |
3,408 |
0.00% |
|
PRN |
| 25 |
NUVASIVE INC |
2,500,000 |
3,192 |
0.00% |
|
PRN |
| 26 |
THERAVANCE INC NOTE 2.125 1/1 |
4,000,000 |
3,140 |
0.00% |
|
PRN |
| 27 |
OMNICARE CAP TR II |
13,500 |
1,208 |
0.00% |
|
PRN |
| 28 |
APPLE INC |
16,463,900 |
1,817,285 |
2.34% |
Put |
|
| 29 |
MARATHON PETE CORP |
9,552,486 |
862,207 |
1.11% |
|
|
| 30 |
PHILLIPS 66 |
10,494,100 |
752,427 |
0.97% |
|
|
| 31 |
BERKSHIRE HATHAWAY INC DEL |
4,456,000 |
669,068 |
0.86% |
|
|
| 32 |
VALERO ENERGY CORP NEW |
12,700,000 |
628,650 |
0.81% |
|
|
| 33 |
LYONDELLBASELL INDUSTRIES N |
7,825,000 |
621,227 |
0.80% |
|
|
| 34 |
FACEBOOK INC |
7,482,400 |
583,777 |
0.75% |
Put |
|
| 35 |
APPLE INC |
5,254,800 |
580,025 |
0.75% |
Call |
|
| 36 |
YAHOO INC |
10,508,647 |
530,792 |
0.68% |
|
|
| 37 |
TESORO CORP |
6,940,000 |
515,989 |
0.66% |
|
|
| 38 |
DOW CHEM CO |
10,675,000 |
486,887 |
0.63% |
|
|
| 39 |
CF INDS HLDGS INC |
1,730,300 |
471,576 |
0.61% |
|
|
| 40 |
PRICELINE GRP INC |
377,200 |
430,087 |
0.55% |
Put |
|
| 41 |
TIME WARNER INC NEW |
2,780,065 |
422,737 |
0.54% |
|
|
| 42 |
JOHNSON & JOHNSON |
3,635,600 |
380,175 |
0.49% |
Put |
|
| 43 |
EBAY INC |
6,536,149 |
366,809 |
0.47% |
|
|
| 44 |
INTL PAPER CO |
6,524,100 |
349,561 |
0.45% |
|
|
| 45 |
CITIGROUPINC |
6,053,151 |
327,536 |
0.42% |
|
|
| 46 |
GILEAD SCIENCES INC |
3,448,400 |
325,046 |
0.42% |
Put |
|
| 47 |
TESLA INC |
1,446,200 |
321,649 |
0.41% |
Call |
|
| 48 |
INTERNATIONAL BUSINESS MACHS |
1,994,107 |
319,935 |
0.41% |
|
|
| 49 |
JAMES RIVER GROUP HOLDINGS |
14,047,238 |
319,715 |
0.41% |
|
|
| 50 |
APPLE INC |
2,885,600 |
318,513 |
0.41% |
|
|
