| 1 |
COBALT INTL ENERGY INC |
69,776,000 |
27,387 |
0.03% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
15,440,000 |
27,223 |
0.03% |
|
PRN |
| 3 |
COBALT INTL ENERGY INC |
86,281,000 |
24,159 |
0.02% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
20,058,000 |
19,920 |
0.02% |
|
PRN |
| 5 |
WHITING PETE CORP NEW |
2,580,000 |
2,264 |
0.00% |
|
PRN |
| 6 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
935,000 |
1,107 |
0.00% |
|
PRN |
| 7 |
TELEFLEX INC |
260,000 |
679 |
0.00% |
|
PRN |
| 8 |
MICROCHIP TECHNOLOGY INC |
175,000 |
470 |
0.00% |
|
PRN |
| 9 |
OASIS PETE INC NEW |
285,000 |
396 |
0.00% |
|
PRN |
| 10 |
XILINX INC SR NT CV2.625 17 |
160,000 |
336 |
0.00% |
|
PRN |
| 11 |
INTEL CORP JR SB CONV DB 35 |
247,000 |
334 |
0.00% |
|
PRN |
| 12 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
164,000 |
259 |
0.00% |
|
PRN |
| 13 |
INTERDIGITAL INC |
158,000 |
214 |
0.00% |
|
PRN |
| 14 |
YAHOO INC SR CV ZERO NT 18 |
141,000 |
139 |
0.00% |
|
PRN |
| 15 |
CHENIERE ENERGY INC |
200,000 |
121 |
0.00% |
|
PRN |
| 16 |
THERAVANCE INC NOTE 2.125 1/1 |
80,000 |
68 |
0.00% |
|
PRN |
| 17 |
SANDRIDGE ENERGY INC |
22,591 |
28 |
0.00% |
|
PRN |
| 18 |
SPDR S&P 500 ETF TR |
14,117,600 |
3,155,707 |
3.20% |
Call |
|
| 19 |
BANK AMER CORP |
86,070,919 |
1,902,167 |
1.93% |
|
|
| 20 |
JPMORGAN CHASE & CO |
20,965,094 |
1,809,078 |
1.83% |
|
|
| 21 |
PFIZER INC |
52,302,614 |
1,698,789 |
1.72% |
|
|
| 22 |
APPLE INC |
12,590,301 |
1,458,209 |
1.48% |
|
|
| 23 |
CITIGROUPINC |
24,071,636 |
1,430,577 |
1.45% |
|
|
| 24 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
14,006,752 |
1,212,284 |
1.23% |
|
|
| 25 |
MICROSOFT CORP |
18,729,123 |
1,163,828 |
1.18% |
|
|
| 26 |
UNITEDHEALTH GROUP INC |
7,139,572 |
1,142,617 |
1.16% |
|
|
| 27 |
SPDR GOLD TR |
10,130,906 |
1,110,449 |
1.12% |
|
|
| 28 |
COMCAST CORP NEW |
14,166,996 |
978,231 |
0.99% |
|
|
| 29 |
WELLS FARGO & CO NEW |
17,509,352 |
964,940 |
0.98% |
|
|
| 30 |
AETNA INC NEW |
6,683,434 |
828,813 |
0.84% |
|
|
| 31 |
AMAZON COM INC |
1,087,857 |
815,751 |
0.83% |
|
|
| 32 |
MERCK & CO INC |
12,473,411 |
734,310 |
0.74% |
|
|
| 33 |
MARATHON PETE CORP |
13,951,822 |
702,474 |
0.71% |
|
|
| 34 |
JOHNSON & JOHNSON |
5,835,154 |
672,268 |
0.68% |
|
|
| 35 |
ALPHABET INC |
868,631 |
670,427 |
0.68% |
|
|
| 36 |
MORGAN STANLEY |
15,732,948 |
664,717 |
0.67% |
|
|
| 37 |
ANTHEM INC |
4,605,333 |
662,109 |
0.67% |
|
|
| 38 |
ISHARES TR |
4,850,400 |
654,077 |
0.66% |
Put |
|
| 39 |
QUALCOMM INC |
9,989,990 |
651,347 |
0.66% |
|
|
| 40 |
GENERAL ELECTRIC CO |
20,361,876 |
643,435 |
0.65% |
|
|
| 41 |
POWERSHARES QQQ TRUST |
5,342,400 |
632,968 |
0.64% |
Call |
|
| 42 |
VERIZON COMMUNICATIONS INC |
11,463,754 |
611,935 |
0.62% |
|
|
| 43 |
HOME DEPOT INC |
4,540,268 |
608,759 |
0.62% |
|
|
| 44 |
GILEAD SCIENCES INC |
8,423,536 |
603,209 |
0.61% |
|
|
| 45 |
FACEBOOK INC |
5,172,947 |
595,148 |
0.60% |
|
|
| 46 |
GOLDMAN SACHS GROUP INC |
2,481,675 |
594,237 |
0.60% |
|
|
| 47 |
ALPHABET INC |
734,515 |
582,066 |
0.59% |
|
|
| 48 |
CHEVRON CORP NEW |
4,936,134 |
580,983 |
0.59% |
|
|
| 49 |
ISHARES TR |
2,517,658 |
566,448 |
0.57% |
|
|
| 50 |
US BANCORP DEL |
10,865,382 |
558,155 |
0.57% |
|
|
