| 1 |
GENERAL MTRS CO |
3,571,300 |
122,924 |
6.20% |
Put |
|
| 2 |
AMERICAN AIRLS GROUP INC |
2,810,705 |
102,872 |
5.19% |
|
|
| 3 |
AMERICAN AIRLS GROUP INC |
1,539,900 |
56,359 |
2.84% |
Put |
|
| 4 |
GENERAL MTRS CO |
1,598,277 |
55,013 |
2.77% |
|
|
| 5 |
GY 4.0625 12/31/39 |
19,912,000 |
40,495 |
2.04% |
|
PRN |
| 6 |
GT ADV TECHNOLOGIES INC |
15,450,000 |
35,502 |
1.79% |
|
PRN |
| 7 |
SPDR S&P 500 ETF TR |
181,500 |
33,942 |
1.71% |
Put |
|
| 8 |
OMNICARE CAP TR II |
452,057 |
33,110 |
1.67% |
|
|
| 9 |
ZIONS BANCORPORATION |
4,995,153 |
32,219 |
1.62% |
|
|
| 10 |
UNITED RENTALS INC |
3,660,000 |
31,037 |
1.56% |
|
PRN |
| 11 |
CACI INTL INC SRNT CV |
20,269,000 |
27,663 |
1.39% |
|
PRN |
| 12 |
COMERICA INC |
1,204,755 |
26,987 |
1.36% |
|
|
| 13 |
HARTFORD FINL SVCS GROUP INC WT EXP 062619 |
1,002,256 |
26,720 |
1.35% |
|
|
| 14 |
D.R. HORTON INC |
15,800,000 |
26,230 |
1.32% |
|
PRN |
| 15 |
OMNICARE INC |
9,856,000 |
22,434 |
1.13% |
|
PRN |
| 16 |
SPDR S&P 500 ETF TR |
119,300 |
22,310 |
1.12% |
Call |
|
| 17 |
SUNPOWER CORP |
17,822,000 |
21,791 |
1.10% |
|
PRN |
| 18 |
XPO LOGISTICS INC |
11,606,000 |
21,757 |
1.10% |
|
PRN |
| 19 |
EXTERRAN HLDGS INC |
11,182,000 |
21,290 |
1.07% |
|
PRN |
| 20 |
CEMEX SAB DE CV |
15,380,000 |
21,139 |
1.07% |
|
PRN |
| 21 |
LINEAR TECHNOLOGY CORP |
16,851,000 |
20,091 |
1.01% |
|
PRN |
| 22 |
TESLA INC |
91,500 |
19,071 |
0.96% |
Put |
|
| 23 |
SUNTRUST BKS INC |
3,362,004 |
18,827 |
0.95% |
|
|
| 24 |
CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. |
496,388 |
17,547 |
0.88% |
|
|
| 25 |
Terex Corp New 06/01/2015 4.000% |
6,278,000 |
17,240 |
0.87% |
|
PRN |
| 26 |
PNC Financial Services Group Warrants Exp 12/31/18 |
716,100 |
16,900 |
0.85% |
|
|
| 27 |
COVANTA HLDG CORP |
14,343,000 |
16,764 |
0.84% |
|
PRN |
| 28 |
MICRON TECHNOLOGY INC |
7,375,000 |
16,425 |
0.83% |
|
PRN |
| 29 |
MASTEC INC |
5,950,000 |
16,387 |
0.83% |
|
PRN |
| 30 |
LINCOLN NATL CORP IND |
387,500 |
16,089 |
0.81% |
|
|
| 31 |
CTRIP COM INTL LTD |
315,400 |
15,902 |
0.80% |
Put |
|
| 32 |
MGM RESORTS INTERNATIONAL |
10,750,000 |
15,701 |
0.79% |
|
PRN |
| 33 |
TESLA INC |
8,505,000 |
15,265 |
0.77% |
|
PRN |
| 34 |
SUNPOWER CORP |
471,800 |
15,219 |
0.77% |
Put |
|
| 35 |
GOODYEAR TIRE |
208,969 |
15,181 |
0.77% |
|
|
| 36 |
AMERICAN AIRLS GROUP INC |
467,362 |
12,899 |
0.65% |
|
|
| 37 |
CEMEX SAB DE CV 4 7/8% |
10,516,000 |
12,894 |
0.65% |
|
PRN |
| 38 |
Horsehead Holding |
9,330,000 |
12,225 |
0.62% |
|
PRN |
| 39 |
OMNICOM GROUP INC |
9,158,000 |
12,216 |
0.62% |
|
PRN |
| 40 |
MICRON TECHNOLOGY INC |
4,868,000 |
12,114 |
0.61% |
|
PRN |
| 41 |
SALESFORCE COM INC |
4,400,000 |
11,720 |
0.59% |
|
PRN |
| 42 |
LIONS GATE ENTMT INC |
3,500,000 |
11,334 |
0.57% |
|
PRN |
| 43 |
TESLA INC |
11,500,000 |
10,484 |
0.53% |
|
PRN |
| 44 |
VIPSHOP HLDGS LTD |
65,000 |
9,704 |
0.49% |
Put |
|
| 45 |
VIPSHOP HLDGS LTD |
9,500,000 |
9,664 |
0.49% |
|
PRN |
| 46 |
MICRON TECHNOLOGY INC |
3,679,000 |
9,249 |
0.47% |
|
PRN |
| 47 |
GENERAL MTRS CO |
267,800 |
9,217 |
0.46% |
Call |
|
| 48 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
10,230,000 |
8,766 |
0.44% |
|
PRN |
| 49 |
Welltower Inc |
149,318 |
8,292 |
0.42% |
|
|
| 50 |
SCHLUMBERGER LTD |
84,700 |
8,258 |
0.42% |
Put |
|
