| 1 |
STARWOOD PPTY TR INC |
32,608,000 |
32,792 |
0.04% |
|
PRN |
| 2 |
SPDR S&P 500 ETF TR |
25,339,857 |
5,208,861 |
5.85% |
|
|
| 3 |
SPDR S&P 500 ETF TR |
22,210,200 |
4,565,529 |
5.13% |
Put |
|
| 4 |
SELECT SECTOR SPDR TR |
18,330,869 |
412,628 |
0.46% |
|
|
| 5 |
A123 SYS INC |
18,280,000 |
366 |
0.00% |
|
PRN |
| 6 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
18,135,000 |
33,901 |
0.04% |
|
PRN |
| 7 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
15,959,800 |
16,628 |
0.02% |
|
PRN |
| 8 |
SPDR S&P 500 ETF TR |
15,269,200 |
3,138,737 |
3.53% |
Put |
|
| 9 |
ISHARES TR |
14,682,933 |
1,624,226 |
1.82% |
|
|
| 10 |
SELECT SECTOR SPDR TR |
13,726,281 |
608,898 |
0.68% |
|
|
| 11 |
iPath S&P 500 VIX Short-Term F |
13,356,900 |
235,215 |
0.26% |
Put |
|
| 12 |
ISHARES TR |
13,309,500 |
455,850 |
0.51% |
Call |
|
| 13 |
ISHARES TR |
13,289,200 |
455,155 |
0.51% |
Put |
|
| 14 |
SPDR GOLD TR |
12,881,800 |
1,514,900 |
1.70% |
Call |
|
| 15 |
TD AMERITRADE HLDG CORP |
12,317,932 |
388,384 |
0.44% |
|
|
| 16 |
INTEGRA LIFESCIENCES HLDGS C |
11,862,000 |
15,346 |
0.02% |
|
PRN |
| 17 |
SOUFUN HLDGS LTD |
11,000,000 |
10,670 |
0.01% |
|
PRN |
| 18 |
COBALT INTL ENERGY INC |
10,981,000 |
5,477 |
0.01% |
|
PRN |
| 19 |
ISHARES TR |
10,414,400 |
1,152,041 |
1.29% |
Put |
|
| 20 |
SUNEDISON INC |
9,926,000 |
385 |
0.00% |
|
PRN |
| 21 |
SPDR S&P 500 ETF TR |
9,582,900 |
1,969,861 |
2.21% |
Call |
|
| 22 |
SUNEDISON INC |
9,435,000 |
324 |
0.00% |
|
PRN |
| 23 |
SHIP FINANCE INTERNATIONAL L |
9,370,000 |
8,990 |
0.01% |
|
PRN |
| 24 |
AEGERION PHARMACEUTICALS INC |
8,747,000 |
4,445 |
0.00% |
|
PRN |
| 25 |
FLUIDIGM CORP DEL |
8,649,000 |
4,714 |
0.01% |
|
PRN |
| 26 |
MICROCHIP TECHNOLOGY INC |
8,500,000 |
16,910 |
0.02% |
|
PRN |
| 27 |
ALON USA ENERGY INC |
7,892,000 |
7,626 |
0.01% |
|
PRN |
| 28 |
BANK AMER CORP |
7,840,331 |
106,001 |
0.12% |
|
|
| 29 |
NEW RESIDENTIAL INVT CORP COM NEW |
7,719,748 |
89,781 |
0.10% |
|
|
| 30 |
ING GROEP N V |
7,629,000 |
7,000 |
0.01% |
|
PRN |
| 31 |
BANCO BILBAO VIZCAYA FDIC TL |
7,400,000 |
7,585 |
0.01% |
|
PRN |
| 32 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
7,283,000 |
55 |
0.00% |
|
PRN |
| 33 |
Alcoa |
6,883,500 |
65,944 |
0.07% |
Call |
|
| 34 |
PROTALIX BIOTHERAPEUTICS INC |
6,673,000 |
4,521 |
0.01% |
|
PRN |
| 35 |
iPath S&P 500 VIX Short-Term F |
6,627,300 |
116,707 |
0.13% |
Call |
|
| 36 |
SELECT SECTOR SPDR TR |
6,469,000 |
145,617 |
0.16% |
Put |
|
| 37 |
SPECTRANETICS CORP |
6,436,000 |
5,097 |
0.01% |
|
PRN |
| 38 |
TECO ENERGY INC COM |
6,308,048 |
173,661 |
0.20% |
|
|
| 39 |
JARDEN CORP |
6,272,000 |
11,784 |
0.01% |
|
PRN |
| 40 |
KLA-TENCOR CORP |
6,121,471 |
445,704 |
0.50% |
|
|
| 41 |
DEUTSCHE BANK AG |
6,083,300 |
103,720 |
0.12% |
Put |
|
| 42 |
CHESAPEAKE ENERGY CORP |
6,076,000 |
2,500 |
0.00% |
|
PRN |
| 43 |
CTRIP COM INTL LTD |
6,055,000 |
7,773 |
0.01% |
|
PRN |
| 44 |
SPDR SERIES TRUST |
6,035,300 |
278,710 |
0.31% |
|
|
| 45 |
Vaneck Vectors Gold |
5,914,797 |
118,178 |
0.13% |
|
|
| 46 |
ENERGY TRANSFER PRTNRS L P |
5,912,568 |
191,212 |
0.21% |
|
|
| 47 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
5,848,000 |
6,016 |
0.01% |
|
PRN |
| 48 |
BANK AMER CORP |
5,785,300 |
78,217 |
0.09% |
Put |
|
| 49 |
EXCO RESOURCES INC |
5,716,219 |
5,654 |
0.01% |
|
|
| 50 |
ISHARES TR |
5,620,400 |
192,499 |
0.22% |
Call |
|
