| 1 |
CHESAPEAKE ENERGY CORP |
72,017,174 |
72,017 |
1.56% |
|
PRN |
| 2 |
AMGEN INC. |
47,142,857 |
37,538 |
0.81% |
|
PRN |
| 3 |
INTEL CORP JR SB CONV DB 39 |
20,000,000 |
33,538 |
0.73% |
|
PRN |
| 4 |
MERITOR INC |
20,267,000 |
29,298 |
0.63% |
|
PRN |
| 5 |
ARCHSTONE-SMITH TRUST |
30,000,000 |
28,650 |
0.62% |
|
PRN |
| 6 |
MANOR CARE, INC. |
20,833,333 |
28,069 |
0.61% |
|
PRN |
| 7 |
ADVANCED MICRO DEVICES INC |
25,000,000 |
26,250 |
0.57% |
|
PRN |
| 8 |
ARVINMERITOR INC |
25,000,000 |
25,656 |
0.56% |
|
PRN |
| 9 |
ANTHEM INC |
14,200,000 |
23,386 |
0.51% |
|
PRN |
| 10 |
MICRON TECHNOLOGY INC |
7,000,000 |
21,993 |
0.48% |
|
PRN |
| 11 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
20,047 |
0.43% |
|
PRN |
| 12 |
XSTRATA CAPITAL CORPORATION A.V.V. |
17,733,000 |
17,733 |
0.38% |
|
PRN |
| 13 |
MELCO CROWN SPV LTD |
17,142,857 |
17,562 |
0.38% |
|
PRN |
| 14 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
17,500,000 |
17,128 |
0.37% |
|
PRN |
| 15 |
BECKMAN COULTER INC. |
8,000,000 |
9,565 |
0.21% |
|
PRN |
| 16 |
AK STL CORP |
5,625,000 |
9,524 |
0.21% |
|
PRN |
| 17 |
NABORS INDUSTRIES INC. |
8,307,373 |
8,307 |
0.18% |
|
PRN |
| 18 |
Hercules II 6/30/29 6.5% |
8,906 |
8,138 |
0.18% |
|
PRN |
| 19 |
MEDTRONIC INC. |
8,000,000 |
8,020 |
0.17% |
|
PRN |
| 20 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
6,000,000 |
7,890 |
0.17% |
|
PRN |
| 21 |
CHIQUITA BRANDS INTL INC |
7,611,000 |
7,611 |
0.16% |
|
PRN |
| 22 |
MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV |
6,750,000 |
6,463 |
0.14% |
|
PRN |
| 23 |
INTEL CORP JR SB CONV DB 35 |
4,983,000 |
6,341 |
0.14% |
|
PRN |
| 24 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,754 |
0.12% |
|
PRN |
| 25 |
SOLECTRON CORPORATION |
8,000,000 |
5,440 |
0.12% |
|
PRN |
| 26 |
AEGEAN MARINE PETE NETWORK I |
2,000,000 |
1,944 |
0.04% |
|
PRN |
| 27 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,909 |
0.04% |
|
PRN |
| 28 |
SPDR S&P 500 ETF TR |
8,423,400 |
1,659,578 |
35.96% |
Put |
|
| 29 |
BABSON CAP GLOBAL INV FD 2 PLC |
1,008,031 |
102,466 |
2.22% |
|
|
| 30 |
SPDR S&P 500 ETF TR |
361,600 |
71,242 |
1.54% |
Call |
|
| 31 |
ISHARES RUSSELL 3000 ETF |
587,289 |
68,589 |
1.49% |
|
|
| 32 |
ISHARES TR |
800,000 |
51,296 |
1.11% |
Put |
|
| 33 |
APPLE INC |
436,886 |
44,016 |
0.95% |
|
|
| 34 |
MICROSOFT CORP |
784,096 |
36,351 |
0.79% |
|
|
| 35 |
EXXON MOBIL CORP |
309,846 |
29,141 |
0.63% |
|
|
| 36 |
TCP CAP CORP |
1,603,372 |
25,766 |
0.56% |
|
|
| 37 |
JOHNSON & JOHNSON |
238,780 |
25,452 |
0.55% |
|
|
| 38 |
ISHARES TR |
590,000 |
24,520 |
0.53% |
Put |
|
| 39 |
GENERAL ELECTRIC CO |
871,501 |
22,328 |
0.48% |
|
|
| 40 |
WELLS FARGO & CO NEW |
409,780 |
21,255 |
0.46% |
|
|
| 41 |
HORNBECK OFFSHORE SVCS IN |
606,514 |
19,851 |
0.43% |
|
|
| 42 |
BERKSHIRE HATHAWAY INC DEL |
143,049 |
19,761 |
0.43% |
|
|
| 43 |
CHEVRON CORP NEW |
162,716 |
19,415 |
0.42% |
|
|
| 44 |
PFIZER INC |
620,986 |
18,363 |
0.40% |
|
|
| 45 |
INTEL CORP |
521,634 |
18,163 |
0.39% |
|
|
| 46 |
ROCK-TENN COMPANY |
381,630 |
18,158 |
0.39% |
|
|
| 47 |
JPMORGAN CHASE & CO |
286,143 |
17,237 |
0.37% |
|
|
| 48 |
GRAPHIC PACKAGING HLDG CO |
1,379,705 |
17,150 |
0.37% |
|
|
| 49 |
INTERNATIONAL BUSINESS MACHS |
88,240 |
16,751 |
0.36% |
|
|
| 50 |
CITIGROUPINC |
322,732 |
16,724 |
0.36% |
|
|
