| 1 |
GOLDCORP INC NEW |
85,000,000 |
85,098 |
1.86% |
|
PRN |
| 2 |
MICROCHIP TECHNOLOGY INC |
40,000,000 |
76,405 |
1.67% |
|
PRN |
| 3 |
MTZ 4.25 14 |
17,098,000 |
34,224 |
0.75% |
|
PRN |
| 4 |
WESCO INTL INC |
10,790,000 |
33,071 |
0.72% |
|
PRN |
| 5 |
OMNICARE INC |
16,101,000 |
26,788 |
0.59% |
|
PRN |
| 6 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
17,000,000 |
17,085 |
0.37% |
|
PRN |
| 7 |
COBALT INTL ENERGY INC |
15,000,000 |
13,910 |
0.30% |
|
PRN |
| 8 |
Royal Gold Inc |
10,500,000 |
11,305 |
0.25% |
|
PRN |
| 9 |
AMTRUST FINL SVCS INC |
5,000,000 |
8,268 |
0.18% |
|
PRN |
| 10 |
VIPSHOP HLDGS LTD |
5,000,000 |
5,908 |
0.13% |
|
PRN |
| 11 |
SPDR S&P 500 ETF TR |
2,500,000 |
489,300 |
10.70% |
Put |
|
| 12 |
SPDR S&P 500 ETF TR |
1,000,000 |
195,720 |
4.28% |
Call |
|
| 13 |
NRG ENERGY INC |
2,700,000 |
100,440 |
2.20% |
Put |
|
| 14 |
MICROSOFT CORP |
2,000,000 |
83,400 |
1.82% |
Call |
|
| 15 |
MICROSOFT CORP |
2,000,000 |
83,400 |
1.82% |
|
|
| 16 |
MICROSOFT CORP |
2,000,000 |
83,400 |
1.82% |
Put |
|
| 17 |
AMERICAN CAP LTD |
4,715,800 |
72,105 |
1.58% |
|
|
| 18 |
ALLEGION PUB LTD CO |
1,080,700 |
61,254 |
1.34% |
|
|
| 19 |
LOWES COS INC |
1,134,080 |
54,424 |
1.19% |
|
|
| 20 |
LOWES COS INC |
1,100,000 |
52,789 |
1.15% |
Put |
|
| 21 |
AMERICAN CAP LTD |
3,000,000 |
45,870 |
1.00% |
Put |
|
| 22 |
LUMEN TECHNOLOGIES INC |
1,117,500 |
40,454 |
0.88% |
Call |
|
| 23 |
ZOETIS INC |
1,250,000 |
40,338 |
0.88% |
Put |
|
| 24 |
ZOETIS INC |
1,250,000 |
40,338 |
0.88% |
|
|
| 25 |
WEYERHAEUSER CO |
1,172,000 |
38,781 |
0.85% |
Call |
|
| 26 |
NETFLIX INC |
86,300 |
38,024 |
0.83% |
|
|
| 27 |
APPLE INC |
406,548 |
37,781 |
0.83% |
|
|
| 28 |
Adt Corp |
1,000,000 |
34,940 |
0.76% |
Call |
|
| 29 |
VALERO ENERGY CORP NEW |
678,900 |
34,013 |
0.74% |
|
|
| 30 |
SELECT SECTOR SPDR TR |
600,000 |
32,436 |
0.71% |
Call |
|
| 31 |
SPDR SERIES TRUST |
350,000 |
30,380 |
0.66% |
Put |
|
| 32 |
HSN Inc |
504,200 |
29,869 |
0.65% |
|
|
| 33 |
iPath S&P 500 VIX Short-Term F |
1,040,849 |
29,768 |
0.65% |
|
|
| 34 |
HELIX ENERGY SOLUTIONS GRP INC COM |
1,128,030 |
29,678 |
0.65% |
|
|
| 35 |
NRG ENERGY INC |
790,000 |
29,388 |
0.64% |
Call |
|
| 36 |
iPath S&P 500 VIX Short-Term F |
1,000,000 |
28,600 |
0.63% |
Put |
|
| 37 |
Ashland Inc New |
260,800 |
28,359 |
0.62% |
|
|
| 38 |
Ashland Inc New |
250,000 |
27,185 |
0.59% |
Put |
|
| 39 |
COMCAST CORP NEW |
500,000 |
26,840 |
0.59% |
Put |
|
| 40 |
TEVA PHARMACEUTICAL INDS LTD |
499,393 |
26,178 |
0.57% |
|
|
| 41 |
DARDEN RESTAURANTS INC |
500,000 |
23,135 |
0.51% |
Call |
|
| 42 |
DELTA AIRLINES INC DEL |
596,900 |
23,112 |
0.51% |
|
|
| 43 |
CBS CORP NEW |
343,400 |
21,339 |
0.47% |
|
|
| 44 |
CHESAPEAKE ENERGY CORP |
699,400 |
20,562 |
0.45% |
|
|
| 45 |
COACH INC |
600,000 |
20,514 |
0.45% |
Call |
|
| 46 |
DOLLAR GEN CORP NEW |
357,490 |
20,506 |
0.45% |
|
|
| 47 |
FACEBOOK INC |
301,006 |
20,255 |
0.44% |
|
|
| 48 |
AMAZON COM INC |
62,000 |
20,136 |
0.44% |
|
|
| 49 |
SEADRILL LIMITED |
500,000 |
19,975 |
0.44% |
Put |
|
| 50 |
BIOGEN INC |
62,511 |
19,710 |
0.43% |
|
|
