| 1 |
MICRON TECHNOLOGY INC |
12,500,000 |
43,094 |
1.38% |
|
PRN |
| 2 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
16,800,000 |
24,091 |
0.77% |
|
PRN |
| 3 |
Chesapeake Energy Corp |
22,500,000 |
23,839 |
0.76% |
|
PRN |
| 4 |
TESLA MOTORS INC |
10,000,000 |
20,224 |
0.65% |
|
PRN |
| 5 |
MGM RESORTS INTERNATIONAL |
11,000,000 |
16,203 |
0.52% |
|
PRN |
| 6 |
HEALTH CARE REIT INC |
12,037,000 |
14,881 |
0.48% |
|
PRN |
| 7 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
10,000,000 |
14,492 |
0.46% |
|
PRN |
| 8 |
VIPSHOP HLDGS LTD |
10,000,000 |
11,770 |
0.38% |
|
PRN |
| 9 |
J2 GLOBAL INC SR CV NT 3.25 29 |
10,000,000 |
10,198 |
0.33% |
|
PRN |
| 10 |
INSULET CORP 2 06/15/2019 |
9,167,000 |
10,168 |
0.33% |
|
PRN |
| 11 |
GY 4.0625 12/31/39 |
4,600,000 |
9,783 |
0.31% |
|
PRN |
| 12 |
INSULET CORP 2 06/15/2019 |
333,000 |
369 |
0.01% |
|
PRN |
| 13 |
HAWAIIAN HOLDINGS INC |
200,000 |
361 |
0.01% |
|
PRN |
| 14 |
SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 |
150,000 |
307 |
0.01% |
|
PRN |
| 15 |
MGM RESORTS INTERNATIONAL |
200,000 |
295 |
0.01% |
|
PRN |
| 16 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
200,000 |
290 |
0.01% |
|
PRN |
| 17 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
200,000 |
287 |
0.01% |
|
PRN |
| 18 |
HEALTH CARE REIT INC |
213,000 |
263 |
0.01% |
|
PRN |
| 19 |
Mentor Graphics Corp |
200,000 |
246 |
0.01% |
|
PRN |
| 20 |
STARWOOD PPTY TR INC |
200,000 |
229 |
0.01% |
|
PRN |
| 21 |
TESLA MOTORS INC |
100,000 |
202 |
0.01% |
|
PRN |
| 22 |
TESLA INC |
150,000 |
145 |
0.00% |
|
PRN |
| 23 |
Chesapeake Energy Corp |
100,000 |
106 |
0.00% |
|
PRN |
| 24 |
SELECT SECTOR SPDR TR |
16,708,800 |
379,958 |
12.18% |
Put |
|
| 25 |
ARCELORMITTAL SA LUXEMBOURG |
6,075,930 |
136,693 |
4.38% |
|
|
| 26 |
APPLE INC |
1,015,000 |
94,324 |
3.02% |
Put |
|
| 27 |
APPLE INC |
945,000 |
87,819 |
2.82% |
Call |
|
| 28 |
LIN MEDIA LLC CLASS A COM |
2,590,223 |
70,584 |
2.26% |
|
|
| 29 |
AMERICAN INTL GROUP INC |
1,223,792 |
66,795 |
2.14% |
|
|
| 30 |
ENPRO INDS INC COM |
883,726 |
64,653 |
2.07% |
|
|
| 31 |
Rackspace Hosting |
1,868,692 |
62,900 |
2.02% |
|
|
| 32 |
BERRY GLOBAL GROUP INC |
2,427,143 |
62,620 |
2.01% |
|
|
| 33 |
AIR PRODS & CHEMS INC |
476,275 |
61,258 |
1.96% |
|
|
| 34 |
Mylan Laboratories Inc |
1,161,100 |
59,866 |
1.92% |
|
|
| 35 |
UNITED PARCEL SERVICE INC |
554,500 |
56,925 |
1.83% |
Call |
|
| 36 |
Allergan plc |
297,326 |
50,314 |
1.61% |
|
|
| 37 |
GENCORP INC |
2,588,402 |
49,438 |
1.58% |
|
|
| 38 |
COMCAST CORP NEW |
858,673 |
45,793 |
1.47% |
|
|
| 39 |
AMERICAN AIRLS GROUP INC |
992,505 |
42,638 |
1.37% |
|
|
| 40 |
QEP RES INC |
1,234,367 |
42,586 |
1.37% |
|
|
| 41 |
MICROSOFT CORP |
1,000,000 |
41,700 |
1.34% |
Call |
|
| 42 |
OSI SYSTEMS INC COM |
604,424 |
40,345 |
1.29% |
|
|
| 43 |
COMCAST CORP NEW |
750,000 |
40,260 |
1.29% |
Call |
|
| 44 |
MICRON TECHNOLOGY INC |
1,200,000 |
39,540 |
1.27% |
Put |
|
| 45 |
SELECT SECTOR SPDR TR |
1,610,735 |
36,628 |
1.17% |
|
|
| 46 |
DIGITALGLOBE INC |
1,310,327 |
36,427 |
1.17% |
|
|
| 47 |
SPDR S&P 500 ETF TR |
175,000 |
34,251 |
1.10% |
Put |
|
| 48 |
DirectTV Com |
390,500 |
33,196 |
1.06% |
Call |
|
| 49 |
OCEAN RIG UDW INC |
1,659,867 |
31,421 |
1.01% |
|
|
| 50 |
HUBBELL INC CLASS B |
242,825 |
29,904 |
0.96% |
|
|
