| 1 |
CHESAPEAKE ENERGY CORP |
72,017,174 |
72,872 |
2.28% |
|
PRN |
| 2 |
AMGEN INC. |
47,142,857 |
37,538 |
1.18% |
|
PRN |
| 3 |
ARCHSTONE-SMITH TRUST |
30,000,000 |
28,650 |
0.90% |
|
PRN |
| 4 |
ADVANCED MICRO DEVICES INC |
25,000,000 |
26,438 |
0.83% |
|
PRN |
| 5 |
INTEL CORP JR SB CONV DB 35 |
22,983,000 |
27,048 |
0.85% |
|
PRN |
| 6 |
MANOR CARE, INC. |
20,833,333 |
28,069 |
0.88% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
20,000,000 |
27,963 |
0.88% |
|
PRN |
| 8 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
20,233 |
0.63% |
|
PRN |
| 9 |
NOVATION COS INC |
19,258,775 |
5,392 |
0.17% |
|
|
| 10 |
XSTRATA CAPITAL CORPORATION A.V.V. |
17,733,000 |
17,733 |
0.56% |
|
PRN |
| 11 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
17,500,000 |
19,917 |
0.62% |
|
PRN |
| 12 |
MELCO CROWN SPV LTD |
17,142,857 |
17,562 |
0.55% |
|
PRN |
| 13 |
MERITOR INC |
10,267,000 |
15,670 |
0.49% |
|
PRN |
| 14 |
NABORS INDUSTRIES INC. |
8,307,373 |
8,307 |
0.26% |
|
PRN |
| 15 |
MEDTRONIC INC. |
8,000,000 |
8,020 |
0.25% |
|
PRN |
| 16 |
SOLECTRON CORPORATION |
8,000,000 |
5,440 |
0.17% |
|
PRN |
| 17 |
BECKMAN COULTER INC. |
8,000,000 |
9,565 |
0.30% |
|
PRN |
| 18 |
CHIQUITA BRANDS INTL INC |
7,985,000 |
8,125 |
0.25% |
|
PRN |
| 19 |
MICRON TECHNOLOGY INC |
7,000,000 |
15,658 |
0.49% |
|
PRN |
| 20 |
MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV |
6,750,000 |
6,729 |
0.21% |
|
PRN |
| 21 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,788 |
0.18% |
|
PRN |
| 22 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
6,000,000 |
6,574 |
0.21% |
|
PRN |
| 23 |
AK STL CORP |
5,625,000 |
8,476 |
0.27% |
|
PRN |
| 24 |
Vantage Drilling Company |
5,473,249 |
9,359 |
0.29% |
|
|
| 25 |
SPDR S&P 500 ETF TR |
2,445,000 |
457,239 |
14.32% |
Put |
|
| 26 |
GRAPHIC PACKAGING HLDG CO |
2,096,970 |
21,305 |
0.67% |
|
|
| 27 |
AEGEAN MARINE PETE NETWORK I |
2,000,000 |
2,004 |
0.06% |
|
PRN |
| 28 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,875 |
0.06% |
|
PRN |
| 29 |
ADELPHIA RECOVERY TR |
1,783,299 |
0 |
0.00% |
|
|
| 30 |
TCP CAP CORP |
1,603,372 |
26,536 |
0.83% |
|
|
| 31 |
COTT CORP QUE |
1,292,535 |
10,948 |
0.34% |
|
|
| 32 |
ECC CAPITAL CORPORATION |
1,200,000 |
90 |
0.00% |
|
|
| 33 |
ISHARES TR |
1,087,900 |
44,615 |
1.40% |
Put |
|
| 34 |
BANK AMER CORP |
1,059,779 |
18,228 |
0.57% |
|
|
| 35 |
GREAT LAKES DREDGE & DOCK CO |
1,037,313 |
9,471 |
0.30% |
|
|
| 36 |
GENERAL ELECTRIC CO |
1,013,301 |
26,234 |
0.82% |
|
|
| 37 |
BABSON CAPITAL GLOBAL INV FUND |
1,000,000 |
107,550 |
3.37% |
|
|
| 38 |
HALCON RESOURCES CORP |
979,449 |
4,241 |
0.13% |
|
|
| 39 |
OMNOVA SOLUTIONS INCORPORATED |
725,521 |
7,531 |
0.24% |
|
|
| 40 |
BRIGGS & STRATTON CORP |
719,022 |
15,998 |
0.50% |
|
|
| 41 |
REGENT BROADCASTING LLC |
704,626 |
35 |
0.00% |
|
|
| 42 |
REGENT BROADCASTING LLC |
704,626 |
1,430 |
0.04% |
|
|
| 43 |
PFIZER INC |
704,386 |
22,625 |
0.71% |
|
|
| 44 |
MICROSOFT CORP |
650,096 |
26,647 |
0.83% |
|
|
| 45 |
QUALITY DISTR INC FLA |
639,644 |
8,309 |
0.26% |
|
|
| 46 |
ISHARES RUSSELL 3000 ETF |
592,489 |
66,542 |
2.08% |
|
|
| 47 |
ISHARES TR |
567,100 |
38,109 |
1.19% |
Put |
|
| 48 |
OCEAN RIG UDW INC |
565,679 |
10,063 |
0.32% |
|
|
| 49 |
INTEL CORP |
550,434 |
14,207 |
0.44% |
|
|
| 50 |
NEWARK GROUP INC., THE |
546,783 |
1,667 |
0.05% |
|
|
