| 1 |
0 |
111,727,000 |
94,409 |
0.99% |
|
PRN |
| 2 |
Alcoa |
77,600,000 |
743,408 |
7.80% |
|
|
| 3 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
75,859,000 |
44,378 |
0.47% |
|
PRN |
| 4 |
E M C CORP MASS COM |
42,000,000 |
1,119,300 |
11.75% |
|
|
| 5 |
SANOFI |
20,454,561 |
2,332 |
0.02% |
|
|
| 6 |
HESS CORP |
18,800,000 |
989,820 |
10.39% |
|
|
| 7 |
COMPANHIA DE SANEAMENTO BASI |
15,894,959 |
104,907 |
1.10% |
|
|
| 8 |
INTERPUBLIC GROUP COS INC |
15,671,426 |
359,659 |
3.78% |
|
|
| 9 |
CENTERPOINT ENERGY INC |
13,570,118 |
283,887 |
2.98% |
|
|
| 10 |
TIM PARTICIPACOES S A |
12,944,930 |
143,171 |
1.50% |
|
|
| 11 |
AMERICAN CAP LTD |
12,475,000 |
190,119 |
2.00% |
|
|
| 12 |
MITEL NETWORKS CORP |
11,768,719 |
96,268 |
1.01% |
|
|
| 13 |
SYMANTEC CORP |
11,527,275 |
211,871 |
2.22% |
|
|
| 14 |
Alcoa |
9,600,000 |
91,968 |
0.97% |
Call |
|
| 15 |
POLYCOM INC |
8,850,892 |
98,687 |
1.04% |
|
|
| 16 |
CDK GLOBAL INC |
8,110,000 |
377,521 |
3.96% |
|
|
| 17 |
VERISIGN INC JR SB CONV DB 37 |
7,500,000 |
19,413 |
0.20% |
|
PRN |
| 18 |
CITRIX SYS INC |
6,706,544 |
527,000 |
5.53% |
|
|
| 19 |
SPDR SERIES TRUST |
6,500,000 |
132,990 |
1.40% |
Put |
|
| 20 |
CABELAS INC |
6,046,496 |
294,404 |
3.09% |
|
|
| 21 |
VANGUARD INDEX FDS |
5,200,000 |
435,760 |
4.57% |
Put |
|
| 22 |
OPUS BK IRVINE CALIF COM |
5,051,279 |
171,743 |
1.80% |
|
|
| 23 |
MICROCHIP TECHNOLOGY INC |
5,000,000 |
9,943 |
0.10% |
|
PRN |
| 24 |
ANTHEM INC |
5,000,000 |
9,542 |
0.10% |
|
PRN |
| 25 |
Electronic Arts, Inc. |
5,000,000 |
10,372 |
0.11% |
|
PRN |
| 26 |
NVIDIA CORP SR CONV NT 1 18 |
5,000,000 |
8,930 |
0.09% |
|
PRN |
| 27 |
QLIK TECHNOLOGIES INC COM |
4,634,933 |
134,042 |
1.41% |
|
|
| 28 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
4,076,000 |
31 |
0.00% |
|
PRN |
| 29 |
PFIZER INC |
3,925,482 |
116,351 |
1.22% |
|
|
| 30 |
POWERSHARES QQQ TRUST |
3,500,000 |
382,200 |
4.01% |
Put |
|
| 31 |
SPDR SERIES TRUST |
3,000,000 |
138,540 |
1.45% |
Put |
|
| 32 |
COVISINT CORP |
2,952,357 |
5,905 |
0.06% |
|
|
| 33 |
NAVISTAR INTL CORP NEW |
2,862,000 |
1,774 |
0.02% |
|
PRN |
| 34 |
NATIONAL BANK |
2,802,835 |
57,150 |
0.60% |
|
|
| 35 |
OFFICE DEPOT INC |
2,521,426 |
17,902 |
0.19% |
|
|
| 36 |
BAXALTA INC COM |
2,500,000 |
101,000 |
1.06% |
|
|
| 37 |
ALLERGAN PLC |
2,497,051 |
669,285 |
7.03% |
|
|
| 38 |
B. RILEY FINANCIAL INC |
2,306,450 |
24,218 |
0.25% |
|
|
| 39 |
SPDR SER TR |
2,250,000 |
84,690 |
0.89% |
Put |
|
| 40 |
OI S A SPONSORED ADR NE |
1,907,349 |
2,708 |
0.03% |
|
|
| 41 |
ROADRUNNER TRANSHOLDINGS INC |
1,875,000 |
23,363 |
0.25% |
|
|
| 42 |
SPDR SERIES TRUST |
1,875,000 |
86,588 |
0.91% |
Call |
|
| 43 |
POWERSHARES QQQ TRUST |
1,870,000 |
204,204 |
2.14% |
Call |
|
| 44 |
SPDR SERIES TRUST |
1,750,000 |
53,113 |
0.56% |
Put |
|
| 45 |
CORMEDIX INCORPORATED |
1,500,200 |
3,976 |
0.04% |
|
|
| 46 |
PLATFORM SPECIALTY PRODS COR |
1,446,500 |
12,440 |
0.13% |
|
|
| 47 |
FORTRESS BIOTECH INC |
1,436,084 |
4,452 |
0.05% |
|
|
| 48 |
FCB FINL HLDGS INC CL A |
1,333,165 |
44,341 |
0.47% |
|
|
| 49 |
VMWARE INC |
1,250,000 |
65,388 |
0.69% |
Put |
|
| 50 |
SELECT SECTOR SPDR TR |
1,250,000 |
77,363 |
0.81% |
Put |
|
