| 1 |
SPDR S&P 500 ETF TR |
8,423,400 |
1,659,578 |
35.96% |
Put |
|
| 2 |
ISHARES TR |
800,000 |
51,296 |
1.11% |
Put |
|
| 3 |
ISHARES TR |
590,000 |
24,520 |
0.53% |
Put |
|
| 4 |
ISHARES TR |
44,000 |
4,811 |
0.10% |
Put |
|
| 5 |
CIVEO CORP CDA |
100,000 |
1,147 |
0.02% |
Put |
|
| 6 |
SPDR S&P 500 ETF TR |
361,600 |
71,242 |
1.54% |
Call |
|
| 7 |
BABSON CAP GLOBAL INV FD 2 PLC |
1,008,031 |
102,466 |
2.22% |
|
|
| 8 |
CHESAPEAKE ENERGY CORP |
72,017,174 |
72,017 |
1.56% |
|
PRN |
| 9 |
ISHARES RUSSELL 3000 ETF |
587,289 |
68,589 |
1.49% |
|
|
| 10 |
APPLE INC |
436,886 |
44,016 |
0.95% |
|
|
| 11 |
AMGEN INC. |
47,142,857 |
37,538 |
0.81% |
|
PRN |
| 12 |
MICROSOFT CORP |
784,096 |
36,351 |
0.79% |
|
|
| 13 |
INTEL CORP JR SB CONV DB 39 |
20,000,000 |
33,538 |
0.73% |
|
PRN |
| 14 |
MERITOR INC |
20,267,000 |
29,298 |
0.63% |
|
PRN |
| 15 |
EXXON MOBIL CORP |
309,846 |
29,141 |
0.63% |
|
|
| 16 |
ARCHSTONE-SMITH TRUST |
30,000,000 |
28,650 |
0.62% |
|
PRN |
| 17 |
MANOR CARE, INC. |
20,833,333 |
28,069 |
0.61% |
|
PRN |
| 18 |
ADVANCED MICRO DEVICES INC |
25,000,000 |
26,250 |
0.57% |
|
PRN |
| 19 |
TCP CAP CORP |
1,603,372 |
25,766 |
0.56% |
|
|
| 20 |
ARVINMERITOR INC |
25,000,000 |
25,656 |
0.56% |
|
PRN |
| 21 |
JOHNSON & JOHNSON |
238,780 |
25,452 |
0.55% |
|
|
| 22 |
ANTHEM INC |
14,200,000 |
23,386 |
0.51% |
|
PRN |
| 23 |
GENERAL ELECTRIC CO |
871,501 |
22,328 |
0.48% |
|
|
| 24 |
MICRON TECHNOLOGY INC |
7,000,000 |
21,993 |
0.48% |
|
PRN |
| 25 |
WELLS FARGO & CO NEW |
409,780 |
21,255 |
0.46% |
|
|
| 26 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
20,047 |
0.43% |
|
PRN |
| 27 |
HORNBECK OFFSHORE SVCS IN |
606,514 |
19,851 |
0.43% |
|
|
| 28 |
BERKSHIRE HATHAWAY INC DEL |
143,049 |
19,761 |
0.43% |
|
|
| 29 |
CHEVRON CORP NEW |
162,716 |
19,415 |
0.42% |
|
|
| 30 |
PFIZER INC |
620,986 |
18,363 |
0.40% |
|
|
| 31 |
INTEL CORP |
521,634 |
18,163 |
0.39% |
|
|
| 32 |
ROCK-TENN COMPANY |
381,630 |
18,158 |
0.39% |
|
|
| 33 |
XSTRATA CAPITAL CORPORATION A.V.V. |
17,733,000 |
17,733 |
0.38% |
|
PRN |
| 34 |
MELCO CROWN SPV LTD |
17,142,857 |
17,562 |
0.38% |
|
PRN |
| 35 |
JPMORGAN CHASE & CO |
286,143 |
17,237 |
0.37% |
|
|
| 36 |
GRAPHIC PACKAGING HLDG CO |
1,379,705 |
17,150 |
0.37% |
|
|
| 37 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
17,500,000 |
17,128 |
0.37% |
|
PRN |
| 38 |
INTERNATIONAL BUSINESS MACHS |
88,240 |
16,751 |
0.36% |
|
|
| 39 |
CITIGROUPINC |
322,732 |
16,724 |
0.36% |
|
|
| 40 |
ALERE INC |
412,047 |
15,979 |
0.35% |
|
|
| 41 |
GILEAD SCIENCES INC |
148,272 |
15,784 |
0.34% |
|
|
| 42 |
VERIZON COMMUNICATIONS INC |
315,087 |
15,751 |
0.34% |
|
|
| 43 |
MERCK & CO INC |
259,583 |
15,388 |
0.33% |
|
|
| 44 |
DISNEY WALT CO |
171,341 |
15,254 |
0.33% |
|
|
| 45 |
TAMINCO CORP |
565,105 |
14,749 |
0.32% |
|
|
| 46 |
AMGEN INC |
104,206 |
14,637 |
0.32% |
|
|
| 47 |
UNION PAC CORP |
134,878 |
14,623 |
0.32% |
|
|
| 48 |
QUALCOMM INC |
191,278 |
14,302 |
0.31% |
|
|
| 49 |
OCEAN RIG UDW INC |
870,407 |
14,031 |
0.30% |
|
|
| 50 |
ORACLE CORP |
351,645 |
13,461 |
0.29% |
|
|
