| 1 |
BANK AMER CORP |
90,617,869 |
1,394,609 |
1.35% |
|
|
| 2 |
STANDARD CHARTERED PLC |
81,010,000 |
81,693 |
0.08% |
|
PRN |
| 3 |
TURQUOISE HILL RES LTD |
51,007,337 |
159,083 |
0.15% |
|
|
| 4 |
STANDARD CHARTERED PLC |
44,850,000 |
45,228 |
0.04% |
|
PRN |
| 5 |
CEMEX SAB DE CV |
44,261,000 |
49,656 |
0.05% |
|
PRN |
| 6 |
LIBERTY INTERACTIVE LLC |
39,527,000 |
55,165 |
0.05% |
|
PRN |
| 7 |
SANDISK CORP |
36,500,000 |
49,709 |
0.05% |
|
PRN |
| 8 |
STARWOOD PPTY TR INC |
30,350,000 |
34,940 |
0.03% |
|
PRN |
| 9 |
SALIX PHARMACEUTICALS INC |
30,051,000 |
79,879 |
0.08% |
|
PRN |
| 10 |
SPDR S&P 500 ETF TR |
26,517,836 |
5,474,077 |
5.29% |
|
|
| 11 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
21,011,000 |
42,363 |
0.04% |
|
PRN |
| 12 |
SPDR S&P 500 ETF TR |
19,953,600 |
4,119,022 |
3.98% |
Put |
|
| 13 |
MGM RESORTS INTERNATIONAL |
18,036,000 |
20,538 |
0.02% |
|
PRN |
| 14 |
ISHARES TR |
16,357,458 |
2,034,050 |
1.97% |
|
|
| 15 |
Developers Diversified Realty Corp |
16,345,000 |
20,615 |
0.02% |
|
PRN |
| 16 |
WEBMD HEALTH CORP |
16,050,000 |
16,080 |
0.02% |
|
PRN |
| 17 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
15,490,000 |
1,084 |
0.00% |
|
PRN |
| 18 |
ISHARES TR |
15,162,100 |
608,455 |
0.59% |
Put |
|
| 19 |
SPDR S&P 500 ETF TR |
14,059,400 |
2,902,282 |
2.81% |
Put |
|
| 20 |
Vaneck Vectors Gold |
13,644,071 |
248,868 |
0.24% |
|
|
| 21 |
ENERSYS |
13,479,000 |
21,634 |
0.02% |
|
PRN |
| 22 |
SPDR S&P 500 ETF TR |
12,335,700 |
2,546,459 |
2.46% |
Put |
|
| 23 |
GOLDMAN SACHS GROUP INC |
12,133,192 |
2,280,676 |
2.20% |
|
|
| 24 |
BRISTOW GROUP INC |
11,269,000 |
11,297 |
0.01% |
|
PRN |
| 25 |
Exelexis |
10,592,000 |
8,063 |
0.01% |
|
PRN |
| 26 |
RTI INTL METALS INC SR CV NT1.625 19 |
10,541,000 |
12,122 |
0.01% |
|
PRN |
| 27 |
Salix Pharmaceuticals Inc 05/15/2015 2.750% |
10,369,000 |
38,501 |
0.04% |
|
PRN |
| 28 |
Electronic Arts, Inc. |
10,047,000 |
18,625 |
0.02% |
|
PRN |
| 29 |
CARDTRONICS INC NOTE 1.00012/0 |
10,000,000 |
9,894 |
0.01% |
|
PRN |
| 30 |
SUNEDISON INC |
10,000,000 |
17,463 |
0.02% |
|
PRN |
| 31 |
PFIZER INC |
9,934,800 |
345,632 |
0.33% |
Call |
|
| 32 |
PHH CORP |
9,770,000 |
19,332 |
0.02% |
|
PRN |
| 33 |
STARWOOD PPTY TR INC |
9,584,000 |
10,524 |
0.01% |
|
PRN |
| 34 |
EBAY INC |
9,552,377 |
550,981 |
0.53% |
|
|
| 35 |
ANNALY CAP MGMT INC |
9,240,230 |
96,098 |
0.09% |
|
|
| 36 |
FOREST CITY ENTERPRISES INC NOTE 3.625 8/1 |
9,020,000 |
10,497 |
0.01% |
|
PRN |
| 37 |
ENERGY TRANSFER L P |
8,960,232 |
567,720 |
0.55% |
|
|
| 38 |
Market Vectors Semiconductor E |
8,583,571 |
474,671 |
0.46% |
|
|
| 39 |
SPDR S&P 500 ETF TR |
8,543,900 |
1,763,717 |
1.70% |
Call |
|
| 40 |
TD AMERITRADE HLDG CORP |
8,002,598 |
298,177 |
0.29% |
|
|
| 41 |
TALISMAN ENERGY INC. |
7,834,235 |
60,063 |
0.06% |
|
|
| 42 |
ENERGY XXI BERMUDA |
7,691,000 |
2,211 |
0.00% |
|
PRN |
| 43 |
SPDR S&P 500 ETF TR |
7,533,700 |
1,555,182 |
1.50% |
Call |
|
| 44 |
SPIRIT RLTY CAP INC NEW |
7,212,000 |
7,222 |
0.01% |
|
PRN |
| 45 |
RTI INTL METALS INC |
7,057,000 |
7,727 |
0.01% |
|
PRN |
| 46 |
FORTRESS INVESTMENT GROUP LL |
6,895,169 |
55,644 |
0.05% |
|
|
| 47 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
6,772,000 |
7,894 |
0.01% |
|
PRN |
| 48 |
EXCO RESOURCES INC |
6,620,233 |
12,115 |
0.01% |
|
|
| 49 |
ISHARES TR |
6,562,950 |
520,573 |
0.50% |
|
|
| 50 |
ALPS ETF TR |
6,526,647 |
108,147 |
0.10% |
|
|
