| 1 |
0 |
111,727,000 |
96,644 |
0.83% |
|
PRN |
| 2 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
75,859,000 |
44,567 |
0.38% |
|
PRN |
| 3 |
NVIDIA CORP SR CONV NT 1 18 |
17,500,000 |
40,800 |
0.35% |
|
PRN |
| 4 |
VERISIGN INC JR SB CONV DB 37 |
10,000,000 |
25,236 |
0.22% |
|
PRN |
| 5 |
Electronic Arts, Inc. |
5,000,000 |
11,763 |
0.10% |
|
PRN |
| 6 |
MICROCHIP TECHNOLOGY INC |
5,000,000 |
10,505 |
0.09% |
|
PRN |
| 7 |
ANTHEM INC |
5,000,000 |
9,163 |
0.08% |
|
PRN |
| 8 |
XILINX INC SR NT CV2.625 17 |
5,000,000 |
8,027 |
0.07% |
|
PRN |
| 9 |
HORIZON PHARMA INVT LTD |
3,500,000 |
3,194 |
0.03% |
|
PRN |
| 10 |
NAVISTAR INTL CORP NEW |
2,862,000 |
1,860 |
0.02% |
|
PRN |
| 11 |
E M C CORP MASS COM |
42,000,000 |
1,141,140 |
9.81% |
|
|
| 12 |
HESS CORP |
18,800,000 |
1,129,880 |
9.72% |
|
|
| 13 |
Alcoa |
77,600,000 |
719,352 |
6.19% |
|
|
| 14 |
ALLERGAN PLC |
3,000,300 |
693,339 |
5.96% |
Call |
|
| 15 |
ALLERGAN PLC |
2,735,000 |
632,031 |
5.43% |
|
|
| 16 |
CITRIX SYS INC |
6,706,544 |
537,127 |
4.62% |
|
|
| 17 |
POWERSHARES QQQ TRUST |
4,450,000 |
478,553 |
4.12% |
Call |
|
| 18 |
VANGUARD INDEX FDS |
5,150,000 |
456,651 |
3.93% |
Call |
|
| 19 |
CDK GLOBAL INC |
8,110,000 |
450,024 |
3.87% |
|
|
| 20 |
POWERSHARES QQQ TRUST |
3,750,000 |
403,275 |
3.47% |
Put |
|
| 21 |
CABELAS INC |
6,371,496 |
318,957 |
2.74% |
|
|
| 22 |
CENTERPOINT ENERGY INC |
11,703,958 |
280,895 |
2.42% |
|
|
| 23 |
ISHARES TR |
2,350,000 |
270,203 |
2.32% |
Put |
|
| 24 |
INTERPUBLIC GROUP COS INC |
11,439,957 |
264,263 |
2.27% |
|
|
| 25 |
SYMANTEC CORP |
11,527,275 |
236,770 |
2.04% |
|
|
| 26 |
SELECT SECTOR SPDR TR |
3,000,000 |
215,115 |
1.85% |
Call |
|
| 27 |
AMERICAN CAP LTD |
12,475,000 |
197,479 |
1.70% |
|
|
| 28 |
VANGUARD INDEX FDS |
2,075,000 |
183,990 |
1.58% |
Put |
|
| 29 |
OPUS BK IRVINE CALIF COM |
5,051,279 |
170,733 |
1.47% |
|
|
| 30 |
SPDR SERIES TRUST |
4,000,000 |
167,840 |
1.44% |
Call |
|
| 31 |
MONSANTO CO NEW |
1,361,453 |
140,788 |
1.21% |
|
|
| 32 |
TIM PARTICIPACOES S A |
12,944,930 |
136,569 |
1.17% |
|
|
| 33 |
Alcoa |
14,100,000 |
130,707 |
1.12% |
Call |
|
| 34 |
LIFELOCK ORD |
7,150,000 |
113,042 |
0.97% |
|
|
| 35 |
INTERNATIONAL BUSINESS MACHS |
700,000 |
106,246 |
0.91% |
Call |
|
| 36 |
IMPERVA INC |
2,329,527 |
100,193 |
0.86% |
|
|
| 37 |
POLYCOM INC |
8,850,892 |
99,573 |
0.86% |
|
|
| 38 |
PULTE GROUP INC |
5,000,000 |
97,450 |
0.84% |
|
|
| 39 |
AMERIPRISE FINANCIAL, INC. |
4,334,731 |
92,156 |
0.79% |
|
|
| 40 |
FORTINET INC |
2,749,516 |
86,857 |
0.75% |
|
|
| 41 |
SPDR SERIES TRUST |
3,500,000 |
85,435 |
0.73% |
Call |
|
| 42 |
E M C CORP MASS COM |
2,813,200 |
76,435 |
0.66% |
Call |
|
| 43 |
MITEL NETWORKS CORP |
11,768,719 |
74,025 |
0.64% |
|
|
| 44 |
COMPANHIA DE SANEAMENTO BASI |
8,102,584 |
72,599 |
0.62% |
|
|
| 45 |
APPLE INC |
726,000 |
69,406 |
0.60% |
Put |
|
| 46 |
ISHARES TR |
2,000,000 |
68,720 |
0.59% |
Put |
|
| 47 |
RYANAIR HLDGS PLC |
983,861 |
68,418 |
0.59% |
|
|
| 48 |
ISHARES TR |
650,000 |
68,361 |
0.59% |
Put |
|
| 49 |
SELECT SECTOR SPDR TR |
1,000,000 |
68,240 |
0.59% |
Put |
|
| 50 |
SPDR SERIES TRUST |
1,500,000 |
62,940 |
0.54% |
Put |
|
