| 1 |
LB-UBS Commercial Mortgage Trust Series 2004-C1 4.568 15-JAN-2031 |
19,000 |
0 |
0.00% |
|
PRN |
| 2 |
ACA Master Select Fund LP ACAMSF-USA |
1 |
0 |
0.00% |
|
|
| 3 |
United States Oil Fund LP Call OCT15 19.00 USO#J#19 |
100 |
0 |
0.00% |
Call |
|
| 4 |
Teekay Offshore Preferred TOO PRA |
960 |
0 |
0.00% |
|
|
| 5 |
NAA 2005-AR2 2A2 65535VKDP |
1,483 |
0 |
0.00% |
|
PRN |
| 6 |
CINEMARK USA TERM LOAN 12/18/19 TRANCHE B |
1,263 |
0 |
0.00% |
|
PRN |
| 7 |
Ameriquest Mortgage Securities 2003-11 AF6 5.64 25-DEC-2033 |
75,000 |
1,000 |
0.00% |
|
PRN |
| 8 |
LBUBS 2006-C6 AAB 50179MAD3 |
50,000 |
1,000 |
0.00% |
|
PRN |
| 9 |
Fremont Home Loan Trust 2005-B M4 1.69556 25-APR-2035 |
100,000 |
1,000 |
0.00% |
|
PRN |
| 10 |
MAGNUM HUNTER RESOURCES WARRANTS MHRWW-OTC |
140,000 |
2,000 |
0.00% |
|
|
| 11 |
PEPCO HOLDINGS INC |
100 |
2,000 |
0.00% |
|
|
| 12 |
GSMS 2006-GC6AAB 36228CWW9 |
200,000 |
3,000 |
0.00% |
|
PRN |
| 13 |
VECTOR GROUP LTD |
136 |
3,000 |
0.00% |
|
|
| 14 |
SASC 2006- GEL1 A2 MTGE 863576EF7 |
300,000 |
3,000 |
0.00% |
|
PRN |
| 15 |
HOLOGIC TERM LOAN TRANCHE B 8/1/19 BBG0607NYM6 |
4,067 |
4,000 |
0.00% |
|
PRN |
| 16 |
SVHE 2005-3 M2 MTGE 83611MFN3 |
400,000 |
4,000 |
0.00% |
|
PRN |
| 17 |
RAMP Series 2005-RS1 Trust AI6 4.713 25-NOV-2034 |
350,000 |
4,000 |
0.00% |
|
PRN |
| 18 |
WBCMT 2007 C32 A2 |
350,000 |
4,000 |
0.00% |
|
PRN |
| 19 |
GSAMP 2006-HE8 A2B 3622M8AC0 |
500,000 |
5,000 |
0.00% |
|
PRN |
| 20 |
BSABS 2005-SD2 2A1 Mtge 073877BQ4 |
540,000 |
5,000 |
0.00% |
|
PRN |
| 21 |
SATURN CLO PINEBRIDGE INV |
8,192 |
8,000 |
0.00% |
|
PRN |
| 22 |
Itochu Corporation |
725 |
8,000 |
0.00% |
|
|
| 23 |
MDU RES GROUP INC |
500 |
9,000 |
0.00% |
|
|
| 24 |
RASC Series 2006-EMX2 Trust A2 0.97111 25-JUN-2035 |
1,000,000 |
10,000 |
0.00% |
|
PRN |
| 25 |
SOUTH JERSEY INDS INC COM |
400 |
10,000 |
0.00% |
|
|
| 26 |
NEW JERSEY RES CORP |
400 |
12,000 |
0.00% |
|
|
| 27 |
GE CAPITAL MTG SERVICES INC. |
11,592 |
12,000 |
0.00% |
|
PRN |
| 28 |
CUSTOMERS BANCORP INC SR NT CPN |
450 |
12,000 |
0.00% |
|
|
| 29 |
Halcyon Loan Advisors Funding 2014-3 C1 4.04122 22-OCT-2025 |
750,000 |
12,000 |
0.00% |
|
PRN |
| 30 |
ITOCHU Corp ADR |
775 |
16,000 |
0.00% |
|
|
| 31 |
CHESAPEAKE UTILS CORP |
300 |
16,000 |
0.00% |
|
|
| 32 |
HASC 2005-NC1 2A3 MTGE 40430HAE8 |
1,700,000 |
17,000 |
0.00% |
|
PRN |
| 33 |
CNOOC LTD |
170 |
18,000 |
0.00% |
|
|
| 34 |
iShares MSCI Emerging Markets ETF Put DEC15 33.00 EEM#15X#33 |
183 |
18,000 |
0.00% |
Put |
|
| 35 |
XL Group plc |
545 |
20,000 |
0.00% |
|
|
| 36 |
SPY December 2015 195 Puts SPY#X#195 |
199 |
20,000 |
0.00% |
Put |
|
| 37 |
Baltimore Gas & Electric Co 6.70 % Cum.Red.Pfd Shs Series -1 BGLEN-USA |
20,100 |
20,000 |
0.00% |
|
|
| 38 |
TURNA RETE ELETTRICA ADR |
1,513 |
22,000 |
0.00% |
|
|
| 39 |
Orion Oyj Unsponsored ADR ORINY |
1,080 |
23,000 |
0.00% |
|
|
| 40 |
Iberdrola SA Spon ADR |
860 |
23,000 |
0.00% |
|
|
| 41 |
Arlington Asset Investment Corp 6 3/4 Notes 2015-15.3.25 Sr |
24,000 |
24,000 |
0.00% |
|
|
| 42 |
DFCS 1998-I A2 (Deutsche Financial Capital Securitization LL 251547AL9 |
2,000,000 |
25,000 |
0.00% |
|
PRN |
| 43 |
BTS Group Holdings Public Company Ltd NVDR BTSGF |
91,770 |
25,000 |
0.00% |
|
|
| 44 |
Iberdrola SA |
3,973 |
26,000 |
0.00% |
|
|
| 45 |
TravelCenters SnNotes 8- 10/20 |
28,000 |
28,000 |
0.00% |
|
|
| 46 |
ACE 2006-SD1 A1B 004421XV0 |
2,820,000 |
28,000 |
0.00% |
|
PRN |
| 47 |
CSX CORP |
1,045 |
28,000 |
0.00% |
|
|
| 48 |
NORTHSTAR REALTY FINANCE CORP (NRFPRB) |
1,230 |
29,000 |
0.00% |
|
|
| 49 |
INTERNATIONAL BUSINESS MACHS |
205 |
30,000 |
0.00% |
|
|
| 50 |
DEERE & CO |
420 |
31,000 |
0.00% |
|
|
