| 1 |
B |
13,391,000 |
18,162 |
0.74% |
|
PRN |
| 2 |
GY 4.0625 12/31/39 |
7,810,000 |
16,619 |
0.68% |
|
PRN |
| 3 |
VECTOR GROUP LTD FRNT 11/1 |
7,500,000 |
11,817 |
0.48% |
|
PRN |
| 4 |
MGM RESORTS INTERNATIONAL |
6,500,000 |
9,562 |
0.39% |
|
PRN |
| 5 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
6,500,000 |
9,321 |
0.38% |
|
PRN |
| 6 |
ALLIANT TECHSYSTEMS INC |
5,000,000 |
8,954 |
0.37% |
|
PRN |
| 7 |
VECTOR GROUP LTD |
5,810,000 |
7,796 |
0.32% |
|
PRN |
| 8 |
ENDO HEALTH SOLUTIONS INC |
3,000,000 |
7,221 |
0.30% |
|
PRN |
| 9 |
CADENCE DESIGN SYSTEM INC |
2,939,000 |
6,834 |
0.28% |
|
PRN |
| 10 |
VEREIT Inc |
6,432,000 |
6,723 |
0.28% |
|
PRN |
| 11 |
RAIT Financial |
6,102,000 |
5,979 |
0.25% |
|
PRN |
| 12 |
AGCO CORP |
4,031,000 |
5,555 |
0.23% |
|
PRN |
| 13 |
SUNPOWER CORP |
3,000,000 |
5,519 |
0.23% |
|
PRN |
| 14 |
MGIC INVT CORP WIS |
4,500,000 |
5,278 |
0.22% |
|
PRN |
| 15 |
SANDISK CORP |
2,500,000 |
5,117 |
0.21% |
|
PRN |
| 16 |
AK STL CORP |
3,066,000 |
5,092 |
0.21% |
|
PRN |
| 17 |
CEMEX SAB DE CV |
1,500,000 |
2,181 |
0.09% |
|
PRN |
| 18 |
GOLDCORP INC NEW |
2,073,000 |
2,078 |
0.09% |
|
PRN |
| 19 |
LIBERTY MEDIA CORP |
3,500,000 |
1,935 |
0.08% |
|
PRN |
| 20 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
1,000,000 |
1,448 |
0.06% |
|
PRN |
| 21 |
VIPSHOP HLDGS LTD |
500,000 |
591 |
0.02% |
|
PRN |
| 22 |
ANNALY CAP MGMT INC |
500,000 |
530 |
0.02% |
|
PRN |
| 23 |
SPDR S&P 500 ETF TR |
1,035,000 |
202,570 |
8.31% |
Put |
|
| 24 |
SPDR S&P 500 ETF TR |
406,200 |
79,501 |
3.26% |
Put |
|
| 25 |
POWERSHARES QQQ TRUST |
575,000 |
53,998 |
2.21% |
Put |
|
| 26 |
SPDR GOLD TR |
375,000 |
48,015 |
1.97% |
Call |
|
| 27 |
SELECT SECTOR SPDR TR |
786,000 |
30,143 |
1.24% |
|
|
| 28 |
FOREST LABS INC COM |
300,000 |
29,700 |
1.22% |
|
|
| 29 |
SELECT SECTOR SPDR TR |
496,500 |
26,841 |
1.10% |
|
|
| 30 |
HILLSHIRE BRANDS COMPANY |
383,549 |
23,895 |
0.98% |
|
|
| 31 |
TIME WARNER INC NEW |
150,000 |
22,095 |
0.91% |
|
|
| 32 |
COVIDIEN PLC |
215,000 |
19,389 |
0.79% |
|
|
| 33 |
ISHARES TR |
275,000 |
18,802 |
0.77% |
Put |
|
| 34 |
ISHARES TR |
150,000 |
17,822 |
0.73% |
Put |
|
| 35 |
ISHARES SILVER TR |
800,000 |
16,200 |
0.66% |
Call |
|
| 36 |
DirectTV Com |
190,000 |
16,152 |
0.66% |
|
|
| 37 |
ISHARES TR |
130,600 |
15,517 |
0.64% |
Put |
|
| 38 |
MASTERCARD INCORPORATED |
210,567 |
15,470 |
0.63% |
|
|
| 39 |
LIBERTY GLOBAL PLC |
346,500 |
15,322 |
0.63% |
|
|
| 40 |
Northstar Realty Eur |
903,052 |
15,171 |
0.62% |
|
|
| 41 |
ACUITY BRANDS INC |
109,051 |
15,076 |
0.62% |
|
|
| 42 |
DELPHI AUTOMOTIVE PLC |
219,288 |
15,074 |
0.62% |
|
|
| 43 |
PFIZER INC |
501,456 |
14,883 |
0.61% |
|
|
| 44 |
EXXON MOBIL CORP |
147,157 |
14,816 |
0.61% |
|
|
| 45 |
GENERAL ELECTRIC CO |
562,680 |
14,787 |
0.61% |
|
|
| 46 |
SunEdison Inc |
646,458 |
14,610 |
0.60% |
|
|
| 47 |
FOSTER WHEELER LIMITED |
425,000 |
14,480 |
0.59% |
|
|
| 48 |
PROSPECT CAPITAL CORPORATION |
1,343,222 |
14,272 |
0.59% |
|
|
| 49 |
HAWAIIAN TELCOM HOLDCO INC COM |
440,193 |
12,594 |
0.52% |
|
|
| 50 |
KATE SPADE & CO |
322,923 |
12,316 |
0.50% |
|
|
