| 901 |
GRAPHIC PACKAGING HLDG CO |
2,096,970 |
21,305 |
0.67% |
|
|
| 902 |
HORNBECK OFFSHORE SVCS IN |
533,692 |
22,314 |
0.70% |
|
|
| 903 |
JOHNSON & JOHNSON |
229,900 |
22,583 |
0.71% |
|
|
| 904 |
PFIZER INC |
704,386 |
22,625 |
0.71% |
|
|
| 905 |
GENERAL ELECTRIC CO |
1,013,301 |
26,234 |
0.82% |
|
|
| 906 |
ADVANCED MICRO DEVICES INC |
25,000,000 |
26,438 |
0.83% |
|
PRN |
| 907 |
TCP CAP CORP |
1,603,372 |
26,536 |
0.83% |
|
|
| 908 |
MICROSOFT CORP |
650,096 |
26,647 |
0.83% |
|
|
| 909 |
INTEL CORP JR SB CONV DB 35 |
22,983,000 |
27,048 |
0.85% |
|
PRN |
| 910 |
INTEL CORP JR SB CONV DB 39 |
20,000,000 |
27,963 |
0.88% |
|
PRN |
| 911 |
MANOR CARE, INC. |
20,833,333 |
28,069 |
0.88% |
|
PRN |
| 912 |
ARCHSTONE-SMITH TRUST |
30,000,000 |
28,650 |
0.90% |
|
PRN |
| 913 |
EXXON MOBIL CORP |
328,066 |
32,045 |
1.00% |
|
|
| 914 |
APPLE INC |
64,728 |
34,742 |
1.09% |
|
|
| 915 |
AMGEN INC. |
47,142,857 |
37,538 |
1.18% |
|
PRN |
| 916 |
ISHARES TR |
567,100 |
38,109 |
1.19% |
Put |
|
| 917 |
ISHARES TR |
1,087,900 |
44,615 |
1.40% |
Put |
|
| 918 |
ISHARES RUSSELL 3000 ETF |
592,489 |
66,542 |
2.08% |
|
|
| 919 |
CHESAPEAKE ENERGY CORP |
72,017,174 |
72,872 |
2.28% |
|
PRN |
| 920 |
BABSON CAPITAL GLOBAL INV FUND |
1,000,000 |
107,550 |
3.37% |
|
|
| 921 |
SPDR S&P 500 ETF TR |
2,445,000 |
457,239 |
14.32% |
Put |
|
