| 1 |
CHENIERE ENERGY INC |
70,986,000 |
45,431 |
0.94% |
|
PRN |
| 2 |
WEATHERFORD INTL LTD |
17,500,000 |
19,677 |
0.41% |
|
PRN |
| 3 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
13,000,000 |
18,346 |
0.38% |
|
PRN |
| 4 |
HERBALIFE LTD |
18,000,000 |
17,843 |
0.37% |
|
PRN |
| 5 |
ROYAL BK SCOTLAND GROUP PLC |
10,000,000 |
9,950 |
0.20% |
|
PRN |
| 6 |
MOLINA HEALTHCARE INC |
6,500,000 |
9,876 |
0.20% |
|
PRN |
| 7 |
PDC ENERGY INC SR GLBL CV NT 21 |
9,000,000 |
9,497 |
0.20% |
|
PRN |
| 8 |
TESLA INC |
5,000,000 |
8,106 |
0.17% |
|
PRN |
| 9 |
TESLA INC |
9,045,000 |
7,779 |
0.16% |
|
PRN |
| 10 |
GENERAL CABLE CORP DEL NEW |
11,383,000 |
7,627 |
0.16% |
|
PRN |
| 11 |
COBALT INTL ENERGY INC |
19,378,000 |
7,461 |
0.15% |
|
PRN |
| 12 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
5,000,000 |
5,978 |
0.12% |
|
PRN |
| 13 |
COBALT INTL ENERGY INC |
6,449,000 |
3,265 |
0.07% |
|
PRN |
| 14 |
PATTERN ENERGY GROUP INC NOTE 4.000 7/1 |
2,500,000 |
2,538 |
0.05% |
|
PRN |
| 15 |
TESLA INC SR CV NT 0.25 19 |
2,000,000 |
1,811 |
0.04% |
|
PRN |
| 16 |
WHITING PETE CORP NEW |
500,000 |
417 |
0.01% |
|
PRN |
| 17 |
PROCTER AND GAMBLE CO |
12,900,399 |
1,159,336 |
23.88% |
|
|
| 18 |
PROCTER AND GAMBLE CO |
11,095,000 |
995,776 |
20.51% |
Put |
|
| 19 |
ISHARES TR |
1,162,500 |
143,197 |
2.95% |
Put |
|
| 20 |
PRIVATEBANCORP INC |
2,404,489 |
110,414 |
2.27% |
|
|
| 21 |
Intuit Inc |
515,384 |
98,500 |
2.03% |
|
|
| 22 |
KINDER MORGAN INC DEL |
2,408,126 |
55,700 |
1.15% |
|
|
| 23 |
COLGATE PALMOLIVE CO |
600,000 |
44,484 |
0.92% |
Call |
|
| 24 |
ROYAL DUTCH SHELL PLC |
875,000 |
43,811 |
0.90% |
|
|
| 25 |
SPDR S&P 500 ETF TR |
200,000 |
43,260 |
0.89% |
Put |
|
| 26 |
HUNTINGTON BANCSHARES INC |
4,200,000 |
41,412 |
0.85% |
|
|
| 27 |
AVG Technologies NV |
1,548,600 |
38,730 |
0.80% |
Put |
|
| 28 |
ALLIANCE DATA SYSTEMS CORP |
179,700 |
38,551 |
0.79% |
|
|
| 29 |
WESTERN REFNG INC |
1,300,000 |
34,398 |
0.71% |
|
|
| 30 |
SLM CORP |
4,600,000 |
34,362 |
0.71% |
|
|
| 31 |
BARCLAYS BK PLC |
1,000,000 |
34,070 |
0.70% |
Call |
|
| 32 |
FIFTH THIRD BANCORP |
1,600,000 |
32,736 |
0.67% |
|
|
| 33 |
SPDR S&P 500 ETF TR |
145,808 |
31,538 |
0.65% |
|
|
| 34 |
DEPHEID |
567,925 |
29,924 |
0.62% |
|
|
| 35 |
PARSLEY ENERGY CLA A |
889,000 |
29,790 |
0.61% |
|
|
| 36 |
ENVISION HEALTHCARE HLDGS INC |
1,235,423 |
27,513 |
0.57% |
|
|
| 37 |
RACKSPACE HOSTING INC |
867,510 |
27,491 |
0.57% |
|
|
| 38 |
SYNGENTA AG |
286,580 |
25,104 |
0.52% |
|
|
| 39 |
JOY GLOBAL INCORPORATED |
891,083 |
24,719 |
0.51% |
|
|
| 40 |
CST BRANDS INC |
490,239 |
23,576 |
0.49% |
|
|
| 41 |
CHEMTURA CORP |
715,770 |
23,484 |
0.48% |
|
|
| 42 |
CF CORP |
2,250,000 |
22,050 |
0.45% |
|
|
| 43 |
MONDELEZ INTL INC |
500,000 |
21,950 |
0.45% |
Call |
|
| 44 |
WINTRUST FINL CORP COM |
370,000 |
20,561 |
0.42% |
|
|
| 45 |
ISHARES TR |
250,000 |
20,160 |
0.42% |
|
|
| 46 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
230,000 |
20,070 |
0.41% |
Put |
|
| 47 |
ALIBABA GROUP HLDG LTD |
185,000 |
19,571 |
0.40% |
|
|
| 48 |
ASTORIA FINL CORPORATION |
1,295,838 |
18,919 |
0.39% |
|
|
| 49 |
PLAYA HOTELS & R |
1,824,200 |
17,950 |
0.37% |
|
|
| 50 |
DYNEGY INCORPORATED NEW D |
1,400,000 |
17,346 |
0.36% |
|
|
