| 1 |
MGM RESORTS INTERNATIONAL |
11,500,000 |
13,574 |
0.58% |
|
PRN |
| 2 |
JANUS CAP GROUP INC NOTE 0.750 7/1 |
5,000,000 |
7,598 |
0.33% |
|
PRN |
| 3 |
ENDO HEALTH SOLUTIONS INC |
3,000,000 |
7,436 |
0.32% |
|
PRN |
| 4 |
Developers Diversified Realty Corp |
6,000,000 |
7,432 |
0.32% |
|
PRN |
| 5 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
6,080,000 |
7,171 |
0.31% |
|
PRN |
| 6 |
SANDISK CORP |
3,500,000 |
6,727 |
0.29% |
|
PRN |
| 7 |
GREENBRIER COS INC |
4,000,000 |
6,097 |
0.26% |
|
PRN |
| 8 |
GREEN PLAINS INC |
4,500,000 |
6,073 |
0.26% |
|
PRN |
| 9 |
Electronic Arts, Inc. |
4,000,000 |
6,034 |
0.26% |
|
PRN |
| 10 |
RADIAN GROUP INC |
2,500,000 |
4,033 |
0.17% |
|
PRN |
| 11 |
PRICELINE GRP INC SR CONV NT 1 18 |
3,000,000 |
3,984 |
0.17% |
|
PRN |
| 12 |
RAYONIER TRS HLDGS INC |
2,670,000 |
3,262 |
0.14% |
|
PRN |
| 13 |
TAKE-TWO INTERACTIVE SOFTWAR |
2,000,000 |
3,036 |
0.13% |
|
PRN |
| 14 |
UNITED STATES STL CORP NEW |
2,000,000 |
2,493 |
0.11% |
|
PRN |
| 15 |
RAIT Financial |
2,616,000 |
2,372 |
0.10% |
|
PRN |
| 16 |
ALTRA INDL MOTION CORP |
2,000,000 |
2,349 |
0.10% |
|
PRN |
| 17 |
STARWOOD PPTY TR INC |
2,000,000 |
2,131 |
0.09% |
|
PRN |
| 18 |
VECTOR GROUP LTD |
1,510,000 |
2,124 |
0.09% |
|
PRN |
| 19 |
CEMEX SAB DE CV |
1,500,000 |
1,742 |
0.07% |
|
PRN |
| 20 |
MGIC INVT CORP WIS |
1,500,000 |
1,692 |
0.07% |
|
PRN |
| 21 |
CEMEX SAB DE CV 4 7/8% |
1,500,000 |
1,549 |
0.07% |
|
PRN |
| 22 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
904,000 |
1,237 |
0.05% |
|
PRN |
| 23 |
SUNPOWER CORP |
1,000,000 |
1,175 |
0.05% |
|
PRN |
| 24 |
LIBERTY MEDIA CORP |
1,500,000 |
806 |
0.03% |
|
PRN |
| 25 |
ANNALY CAP MGMT INC |
500,000 |
508 |
0.02% |
|
PRN |
| 26 |
SPDR S&P 500 ETF TR |
432,500 |
88,879 |
3.82% |
Put |
|
| 27 |
SELECT SECTOR SPDR TR |
735,000 |
58,183 |
2.50% |
|
|
| 28 |
AMERICAN AIRLS GROUP INC |
1,000,000 |
53,630 |
2.30% |
Call |
|
| 29 |
TRIQUINT SEMICONDU |
1,545,418 |
42,576 |
1.83% |
|
|
| 30 |
PRICELINE GRP INC |
31,400 |
35,803 |
1.54% |
Put |
|
| 31 |
ISHARES SILVER TR |
1,950,000 |
29,367 |
1.26% |
Call |
|
| 32 |
SPDR S&P 500 ETF TR |
130,800 |
26,879 |
1.15% |
Put |
|
| 33 |
COMMUNITY HEALTH SYS INC NEW |
450,000 |
24,264 |
1.04% |
Call |
|
| 34 |
ISHARES TR |
603,900 |
23,727 |
1.02% |
Put |
|
| 35 |
WESTERN DIGITAL CORP |
213,200 |
23,601 |
1.01% |
Put |
|
| 36 |
SALIX PHARMACEUTICALS INC |
200,000 |
22,988 |
0.99% |
Put |
|
| 37 |
INTEL CORP |
629,646 |
22,850 |
0.98% |
|
|
| 38 |
SPDR S&P 500 ETF TR |
100,000 |
20,550 |
0.88% |
Call |
|
| 39 |
ISHARES TR |
509,400 |
20,014 |
0.86% |
Call |
|
| 40 |
POWERSHARES QQQ TRUST |
175,000 |
18,069 |
0.78% |
Call |
|
| 41 |
DirectTV Com |
205,328 |
17,802 |
0.76% |
|
|
| 42 |
ISHARES TR |
57,500 |
17,443 |
0.75% |
|
|
| 43 |
CHICAGO BRIDGE & IRON CO N V |
400,000 |
16,792 |
0.72% |
Call |
|
| 44 |
SPIRIT AIRLS INC |
221,100 |
16,711 |
0.72% |
Call |
|
| 45 |
GENERAL MTRS CO |
450,000 |
15,710 |
0.67% |
Call |
|
| 46 |
HOME DEPOT INC |
148,696 |
15,609 |
0.67% |
|
|
| 47 |
TENET HEALTHCARE CORP |
300,000 |
15,201 |
0.65% |
Call |
|
| 48 |
YAHOO INC |
300,460 |
15,176 |
0.65% |
|
|
| 49 |
JOHNSON & JOHNSON |
144,755 |
15,137 |
0.65% |
|
|
| 50 |
WELLS FARGO & CO NEW |
272,783 |
14,954 |
0.64% |
|
|
