| 51 |
Ares Capital Corp |
1,050,000 |
1,117 |
0.00% |
|
PRN |
| 52 |
SPECTRANETICS CORP |
1,000,000 |
1,043 |
0.00% |
|
PRN |
| 53 |
NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL |
871,000 |
925 |
0.00% |
|
PRN |
| 54 |
CALLAWAY GOLF CO |
730,000 |
900 |
0.00% |
|
PRN |
| 55 |
TESLA INC SR CV NT 0.25 19 |
898,000 |
873 |
0.00% |
|
PRN |
| 56 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
779,000 |
832 |
0.00% |
|
PRN |
| 57 |
AMTRUST FINL SVCS INC |
500,000 |
823 |
0.00% |
|
PRN |
| 58 |
PROSPECT CAPITAL COR |
750,000 |
804 |
0.00% |
|
PRN |
| 59 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
485,000 |
796 |
0.00% |
|
PRN |
| 60 |
GENERAL CABLE CORP DEL NEW |
724,000 |
718 |
0.00% |
|
PRN |
| 61 |
MGIC INVT CORP WIS |
462,000 |
537 |
0.00% |
|
PRN |
| 62 |
CHIQUITA BRANDS INTL INC |
515,000 |
518 |
0.00% |
|
PRN |
| 63 |
CHESAPEAKE ENERGY CORP |
531,000 |
511 |
0.00% |
|
PRN |
| 64 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
332,000 |
494 |
0.00% |
|
PRN |
| 65 |
CIENA CORP |
350,000 |
486 |
0.00% |
|
PRN |
| 66 |
RAYONIER TRS HLDGS INC |
410,000 |
481 |
0.00% |
|
PRN |
| 67 |
BLACKSTONE MTG TR INC |
375,000 |
408 |
0.00% |
|
PRN |
| 68 |
WEB COM GROUP INC |
324,000 |
348 |
0.00% |
|
PRN |
| 69 |
COBALT INTL ENERGY INC |
349,000 |
323 |
0.00% |
|
PRN |
| 70 |
REGIS CORP |
285,000 |
285 |
0.00% |
|
PRN |
| 71 |
SALESFORCE COM INC SR CV NT 0.25 18 |
217,000 |
247 |
0.00% |
|
PRN |
| 72 |
CADENCE DESIGN SYSTEM INC |
103,000 |
240 |
0.00% |
|
PRN |
| 73 |
SANDISK CORP |
97,000 |
199 |
0.00% |
|
PRN |
| 74 |
XILINX INC SR NT CV2.625 17 |
70,000 |
116 |
0.00% |
|
PRN |
| 75 |
TRIUMPH GROUP INC |
45,000 |
114 |
0.00% |
|
PRN |
| 76 |
CONCUR TECHNOLOGIES INC |
94,000 |
105 |
0.00% |
|
PRN |
| 77 |
OMNICARE INC |
77,000 |
87 |
0.00% |
|
PRN |
| 78 |
VECTOR GROUP LTD |
50,000 |
67 |
0.00% |
|
PRN |
| 79 |
Mentor Graphics Corp |
27,000 |
33 |
0.00% |
|
PRN |
| 80 |
THERAVANCE INC NOTE 2.125 1/1 |
18,000 |
26 |
0.00% |
|
PRN |
| 81 |
BROADSOFT INC |
21,000 |
22 |
0.00% |
|
PRN |
| 82 |
GREENBRIER COS INC |
10,000 |
17 |
0.00% |
|
PRN |
| 83 |
Digital River Inc |
17,000 |
17 |
0.00% |
|
PRN |
| 84 |
BROOKDALE SR LIVING INC |
4,000 |
5 |
0.00% |
|
PRN |
| 85 |
TOYOTA MOTOR CORP |
1,000,000,000 |
119,180,000 |
33.95% |
Put |
|
| 86 |
SUMITOMO MITSUI FINL GROUP I |
5,550,000,000 |
47,000,932 |
13.39% |
Put |
|
| 87 |
ORIX CORPORATION SPONSORED ADR |
500,000,000 |
41,095,455 |
11.71% |
Put |
|
| 88 |
TOYOTA MOTOR CORP |
256,000,000 |
30,510,080 |
8.69% |
Put |
|
| 89 |
MITSUBISHI UFJ FINL GROUP INCORPORATED SPONSORED ADR |
4,500,000,000 |
27,660,682 |
7.88% |
Put |
|
| 90 |
HONDA MOTOR LTD |
430,000,000 |
15,043,192 |
4.29% |
Put |
|
| 91 |
Mizuho Financial Group |
3,000,000,000 |
12,319,091 |
3.51% |
Put |
|
| 92 |
MITSUBISHI UFJ FINL GROUP INCORPORATED SPONSORED ADR |
990,000,000 |
6,085,350 |
1.73% |
Put |
|
| 93 |
CANON INC |
100,000,000 |
3,275,227 |
0.93% |
Put |
|
| 94 |
SPDR S&P 500 ETF TR |
13,954,970 |
2,728,401 |
0.78% |
|
|
| 95 |
Mizuho Financial Group |
580,000,000 |
2,381,691 |
0.68% |
Put |
|
| 96 |
SPDR S&P 500 ETF TR |
6,927,700 |
1,354,467 |
0.39% |
Put |
|
| 97 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
1,069,000 |
0.30% |
Call |
|
| 98 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
1,062,000 |
0.30% |
Call |
|
| 99 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
1,044,000 |
0.30% |
Call |
|
| 100 |
SUMITOMO MITSUI FINL GROUP I |
120,058,000 |
1,016,728 |
0.29% |
Put |
|
