| 1951 |
MGIC INVT CORP WIS |
987,000 |
1,019 |
0.00% |
|
PRN |
| 1952 |
AMAG PHARMACEUTICALS INC |
1,000,000 |
1,106 |
0.01% |
|
PRN |
| 1953 |
Prospect Capital Corp |
1,000,000 |
1,005 |
0.00% |
|
PRN |
| 1954 |
BROOKDALE SR LIVING INC |
1,000,000 |
980 |
0.00% |
|
PRN |
| 1955 |
NEWCASTLE INVT CORP |
1,000,000 |
4,590 |
0.02% |
|
|
| 1956 |
WRIGHT MEDICAL GROUP INC |
1,002,000 |
1,020 |
0.00% |
|
PRN |
| 1957 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
1,012,000 |
990 |
0.00% |
|
PRN |
| 1958 |
E M C CORP MASS COM |
1,026,900 |
27,901 |
0.13% |
Put |
|
| 1959 |
SOUTHWESTERN ENERGY CO |
1,046,300 |
13,162 |
0.06% |
Call |
|
| 1960 |
CIENA CORP SR NT CV 17 |
1,048,000 |
1,039 |
0.00% |
|
PRN |
| 1961 |
YAHOO INC |
1,059,900 |
39,810 |
0.18% |
Call |
|
| 1962 |
SPDR GOLD TR |
1,073,200 |
135,728 |
0.62% |
Put |
|
| 1963 |
REPLIGEN CORP |
1,074,000 |
1,160 |
0.01% |
|
PRN |
| 1964 |
COTY INC |
1,082,466 |
28,133 |
0.13% |
|
|
| 1965 |
RANGE RES CORP |
1,086,800 |
46,885 |
0.21% |
Put |
|
| 1966 |
CHESAPEAKE ENERGY CORP |
1,103,000 |
893 |
0.00% |
|
PRN |
| 1967 |
CHESAPEAKE ENERGY CORP |
1,114,300 |
4,769 |
0.02% |
Put |
|
| 1968 |
VALE S A |
1,128,900 |
5,712 |
0.03% |
Call |
|
| 1969 |
ISHARES TR |
1,130,900 |
93,175 |
0.42% |
Put |
|
| 1970 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
1,150,300 |
97,430 |
0.44% |
Put |
|
| 1971 |
RANGE RES CORP |
1,156,600 |
49,896 |
0.23% |
Call |
|
| 1972 |
TRANSOCEAN LTD |
1,159,900 |
13,791 |
0.06% |
Put |
|
| 1973 |
WEBMD HEALTH CORP |
1,180,000 |
1,300 |
0.01% |
|
PRN |
| 1974 |
SELECT SECTOR SPDR TR |
1,194,300 |
66,893 |
0.30% |
Put |
|
| 1975 |
VMWARE INC |
1,213,300 |
69,425 |
0.32% |
Call |
|
| 1976 |
ON SEMICONDUCTOR CORP |
1,238,000 |
1,284 |
0.01% |
|
PRN |
| 1977 |
UNITED STATES OIL FUND LP |
1,252,300 |
14,489 |
0.07% |
Call |
|
| 1978 |
AVID TECHNOLOGY |
1,287,148 |
7,478 |
0.03% |
|
|
| 1979 |
OPKO HEALTH INC |
1,318,300 |
12,313 |
0.06% |
Call |
|
| 1980 |
VALEANT PHARMACEUTICALS INTL |
1,361,700 |
27,425 |
0.12% |
Call |
|
| 1981 |
LAYNE CHRISTENSEN CO |
1,384,000 |
1,197 |
0.01% |
|
PRN |
| 1982 |
UNITED STATES OIL FUND LP |
1,411,500 |
16,331 |
0.07% |
Put |
|
| 1983 |
PALO ALTO NETWORKS INC |
1,428,000 |
1,827 |
0.01% |
|
PRN |
| 1984 |
MICRON TECHNOLOGY INC |
1,438,400 |
19,792 |
0.09% |
Call |
|
| 1985 |
iPath S&P 500 VIX Short-Term F |
1,452,700 |
20,062 |
0.09% |
Call |
|
| 1986 |
PENNEY J C |
1,480,600 |
13,148 |
0.06% |
Put |
|
| 1987 |
AMERICAN AIRLS GROUP INC |
1,499,500 |
42,451 |
0.19% |
Call |
|
| 1988 |
MERCADOLIBRE INC |
1,506,000 |
1,904 |
0.01% |
|
PRN |
| 1989 |
ALLSCRIPTS HEALTHCARE SOLUTN |
1,529,000 |
1,536 |
0.01% |
|
PRN |
| 1990 |
Mizuho Financial Group |
1,540,934 |
4,392 |
0.02% |
|
|
| 1991 |
NOKIA CORP |
1,589,876 |
9,008 |
0.04% |
|
|
| 1992 |
UNITED STATES STL CORP NEW |
1,593,400 |
26,865 |
0.12% |
Put |
|
| 1993 |
SELECT SECTOR SPDR TR |
1,624,200 |
37,121 |
0.17% |
Put |
|
| 1994 |
PLAINS ALL AMERN PIPELINE L |
1,654,208 |
45,474 |
0.21% |
|
|
| 1995 |
POWERSHARES QQQ TRUST |
1,720,700 |
185,044 |
0.84% |
Call |
|
| 1996 |
LAYNE CHRISTENSEN CO |
1,724,000 |
1,817 |
0.01% |
|
PRN |
| 1997 |
SPDR SERIES TRUST |
1,729,100 |
60,190 |
0.27% |
Put |
|
| 1998 |
ALTRA INDL MOTION CORP |
1,761,000 |
2,009 |
0.01% |
|
PRN |
| 1999 |
BAXTER INTL INC |
1,776,500 |
80,333 |
0.37% |
Put |
|
| 2000 |
BAXTER INTL INC |
1,783,596 |
80,654 |
0.37% |
|
|
