| 1 |
MICROCHIP TECHNOLOGY INC |
40,000,000 |
74,196 |
1.20% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC |
20,000,000 |
69,988 |
1.13% |
|
PRN |
| 3 |
WESCO INTL INC |
10,790,000 |
30,038 |
0.49% |
|
PRN |
| 4 |
OMNICARE INC |
16,101,000 |
25,245 |
0.41% |
|
PRN |
| 5 |
MTZ 4.25 14 |
9,000,000 |
17,832 |
0.29% |
|
PRN |
| 6 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
17,000,000 |
17,064 |
0.28% |
|
PRN |
| 7 |
COBALT INTL ENERGY INC |
20,000,000 |
16,512 |
0.27% |
|
PRN |
| 8 |
AMTRUST FINL SVCS INC |
5,000,000 |
7,983 |
0.13% |
|
PRN |
| 9 |
SPDR S&P 500 ETF TR |
4,424,000 |
871,616 |
14.08% |
Call |
|
| 10 |
SPDR S&P 500 ETF TR |
2,500,000 |
492,550 |
7.95% |
Put |
|
| 11 |
NRG ENERGY INC |
5,390,000 |
164,287 |
2.65% |
Put |
|
| 12 |
TWENTY FIRST CENTY FOX INC |
4,000,000 |
137,160 |
2.22% |
Put |
|
| 13 |
TWENTY FIRST CENTY FOX INC |
4,088,700 |
136,195 |
2.20% |
|
|
| 14 |
ANADARKO PETE CORP |
1,200,000 |
121,728 |
1.97% |
Call |
|
| 15 |
AMERICAN CAP LTD |
7,092,254 |
100,426 |
1.62% |
|
|
| 16 |
Walgreens |
1,500,000 |
88,905 |
1.44% |
Call |
|
| 17 |
ATHLON ENERGY INC |
1,452,531 |
84,581 |
1.37% |
|
|
| 18 |
AMERICAN CAP LTD |
5,000,000 |
70,800 |
1.14% |
Put |
|
| 19 |
iPath S&P 500 VIX Short-Term F |
1,947,099 |
60,691 |
0.98% |
|
|
| 20 |
VANGUARD INDEX FDS |
830,000 |
59,635 |
0.96% |
Put |
|
| 21 |
LOWES COS INC |
1,100,000 |
58,212 |
0.94% |
Put |
|
| 22 |
ALLEGION PUB LTD CO |
1,152,100 |
54,886 |
0.89% |
|
|
| 23 |
LOWES COS INC |
1,023,600 |
54,169 |
0.87% |
|
|
| 24 |
Ashland Inc New |
472,820 |
49,221 |
0.79% |
|
|
| 25 |
HSN Inc |
759,511 |
46,611 |
0.75% |
|
|
| 26 |
ZOETIS INC |
1,250,000 |
46,188 |
0.75% |
Put |
|
| 27 |
LUMEN TECHNOLOGIES INC |
1,117,500 |
45,695 |
0.74% |
Call |
|
| 28 |
SPDR SERIES TRUST |
525,000 |
44,930 |
0.73% |
Put |
|
| 29 |
NETFLIX INC |
91,000 |
41,057 |
0.66% |
|
|
| 30 |
DELTA AIRLINES INC DEL |
1,122,700 |
40,586 |
0.66% |
|
|
| 31 |
CBS CORP NEW |
719,800 |
38,509 |
0.62% |
|
|
| 32 |
APACHE CORP |
400,000 |
37,548 |
0.61% |
Call |
|
| 33 |
Adt Corp |
1,000,000 |
35,460 |
0.57% |
Call |
|
| 34 |
NRG ENERGY INC |
1,153,000 |
35,143 |
0.57% |
Call |
|
| 35 |
VALERO ENERGY CORP NEW |
755,600 |
34,962 |
0.56% |
|
|
| 36 |
WPX ENERGY INC |
1,342,022 |
32,289 |
0.52% |
|
|
| 37 |
BIG LOTS INC |
750,000 |
32,287 |
0.52% |
Call |
|
| 38 |
MGM RESORTS INTERNATIONAL |
1,400,000 |
31,892 |
0.52% |
Put |
|
| 39 |
LAS VEGAS SANDS CORP |
500,000 |
31,105 |
0.50% |
Put |
|
| 40 |
Walgreens |
509,000 |
30,168 |
0.49% |
|
|
| 41 |
SEADRILL LIMITED |
1,100,000 |
29,436 |
0.48% |
Put |
|
| 42 |
iPath S&P 500 VIX Short-Term F |
900,000 |
28,061 |
0.45% |
Put |
|
| 43 |
TEVA PHARMACEUTICAL INDS LTD |
503,741 |
27,076 |
0.44% |
|
|
| 44 |
SELECT SECTOR SPDR TR |
500,000 |
26,575 |
0.43% |
Call |
|
| 45 |
Ashland Inc New |
250,000 |
26,025 |
0.42% |
Put |
|
| 46 |
DARDEN RESTAURANTS INC |
500,000 |
25,730 |
0.42% |
Call |
|
| 47 |
UNITED CONTL HLDGS INC |
545,000 |
25,501 |
0.41% |
|
|
| 48 |
MARATHON PETE CORP |
296,700 |
25,122 |
0.41% |
|
|
| 49 |
HELIX ENERGY SOLUTIONS GRP INC COM |
1,070,161 |
23,608 |
0.38% |
|
|
| 50 |
Alcoa |
1,406,900 |
22,637 |
0.37% |
|
|
