| 101 |
GT ADV TECHNOLOGIES INC |
115,000 |
263 |
0.00% |
|
PRN |
| 102 |
RYLAND GROUP INC |
181,000 |
257 |
0.00% |
|
PRN |
| 103 |
APOLLO COML REAL EST FIN INC |
250,000 |
255 |
0.00% |
|
PRN |
| 104 |
LIBERTY MEDIA CORP |
490,000 |
254 |
0.00% |
|
PRN |
| 105 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
250,000 |
250 |
0.00% |
|
PRN |
| 106 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
185,000 |
229 |
0.00% |
|
PRN |
| 107 |
LINEAR TECHNOLOGY CORP |
189,000 |
225 |
0.00% |
|
PRN |
| 108 |
L-3 Communi Hldg |
155,000 |
206 |
0.00% |
|
PRN |
| 109 |
ON SEMICONDUCTOR CORP |
136,000 |
166 |
0.00% |
|
PRN |
| 110 |
INTEL CORP JR SB CONV DB 35 |
140,000 |
164 |
0.00% |
|
PRN |
| 111 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
112,000 |
141 |
0.00% |
|
PRN |
| 112 |
STEEL DYNAMICS INC |
129,000 |
139 |
0.00% |
|
PRN |
| 113 |
IXIA |
131,000 |
138 |
0.00% |
|
PRN |
| 114 |
UNITED STATES STL CORP NEW |
105,000 |
135 |
0.00% |
|
PRN |
| 115 |
NUVASIVE INC |
100,000 |
118 |
0.00% |
|
PRN |
| 116 |
BROADSOFT INC |
100,000 |
104 |
0.00% |
|
PRN |
| 117 |
Allegion PLC |
100,000 |
102 |
0.00% |
|
PRN |
| 118 |
CIENA CORP SR NT CV 17 |
100,000 |
101 |
0.00% |
|
PRN |
| 119 |
JANUS CAP GROUP INC |
100,000 |
100 |
0.00% |
|
PRN |
| 120 |
CEMEX SAB DE CV 4 7/8% |
79,000 |
96 |
0.00% |
|
PRN |
| 121 |
RYLAND GROUP INC SR NT CV 0.25 19 |
100,000 |
94 |
0.00% |
|
PRN |
| 122 |
Terex Corp New 06/01/2015 4.000% |
34,000 |
93 |
0.00% |
|
PRN |
| 123 |
HOLOGIC INC |
47,000 |
50 |
0.00% |
|
PRN |
| 124 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
32,000 |
39 |
0.00% |
|
PRN |
| 125 |
PRICELINE GRP INC |
8,000 |
31 |
0.00% |
|
PRN |
| 126 |
OMNICARE INC |
13,000 |
29 |
0.00% |
|
PRN |
| 127 |
LEAP WIRELESS INTL |
21,000 |
21 |
0.00% |
|
PRN |
| 128 |
ALLIANT TECHSYSTEMS INC |
11,000 |
20 |
0.00% |
|
PRN |
| 129 |
THERAVANCE INC |
15,000 |
19 |
0.00% |
|
PRN |
| 130 |
RAIT FINANCIAL TRUST |
11,000 |
15 |
0.00% |
|
PRN |
| 131 |
Wright Medical Conv Sr Notes |
15,000 |
15 |
0.00% |
|
PRN |
| 132 |
EQUINIX INC |
6,000 |
14 |
0.00% |
|
PRN |
| 133 |
LIBERTY MEDIA CORP |
22,000 |
13 |
0.00% |
|
PRN |
| 134 |
RESOURCE CAP CORP |
9,000 |
9 |
0.00% |
|
PRN |
| 135 |
ALZA Corp |
6,000 |
8 |
0.00% |
|
PRN |
| 136 |
AGCO CORP |
2,000 |
3 |
0.00% |
|
PRN |
| 137 |
PEABODY ENERGY C 4.75 percent 66 CONV BONDS DUE 12/15/66 |
4,000 |
3 |
0.00% |
|
PRN |
| 138 |
HEALTH CARE REIT INC |
1,000 |
1 |
0.00% |
|
PRN |
| 139 |
ARCELORMITTAL SA LUXEMBOURG |
1,000 |
1 |
0.00% |
|
PRN |
| 140 |
SPDR S&P 500 ETF TR |
26,645,594 |
4,982,727 |
5.64% |
|
|
| 141 |
SPDR S&P 500 ETF TR |
20,590,220 |
3,850,372 |
4.36% |
Put |
|
| 142 |
ISHARES TR |
14,189,200 |
1,645,947 |
1.86% |
Put |
|
| 143 |
SPDR S&P 500 ETF TR |
8,202,730 |
1,533,911 |
1.74% |
Call |
|
| 144 |
ISHARES TR |
11,293,700 |
1,310,069 |
1.48% |
Call |
|
| 145 |
BARCLAYS BK PLC |
16,402,900 |
984,174 |
1.11% |
|
|
| 146 |
SELECT SECTOR SPDR TR |
10,638,129 |
946,794 |
1.07% |
|
|
| 147 |
iPath S&P 500 VIX Short-Term F |
17,432,790 |
732,178 |
0.83% |
|
|
| 148 |
ISHARES TR |
17,501,000 |
717,541 |
0.81% |
Call |
|
| 149 |
APPLE INC |
1,230,540 |
659,569 |
0.75% |
Call |
|
| 150 |
iPath S&P 500 VIX Short-Term F |
15,615,175 |
655,838 |
0.74% |
Call |
|
