| 1 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
42,900,000 |
35,661 |
0.79% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
20,200,000 |
35,123 |
0.78% |
|
PRN |
| 3 |
MERITOR INC |
20,547,000 |
33,838 |
0.75% |
|
PRN |
| 4 |
ARVINMERITOR INC |
25,000,000 |
26,844 |
0.59% |
|
PRN |
| 5 |
CHESAPEAKE ENERGY CORP |
26,000,000 |
25,074 |
0.55% |
|
PRN |
| 6 |
ANTHEM INC |
14,200,000 |
24,442 |
0.54% |
|
PRN |
| 7 |
AMGEN INC. |
30,000,000 |
23,888 |
0.53% |
|
PRN |
| 8 |
AMERICAN ENERGY PERMIAN PIK |
25,000,000 |
21,250 |
0.47% |
|
PRN |
| 9 |
MICRON TECHNOLOGY INC |
6,100,000 |
19,577 |
0.43% |
|
PRN |
| 10 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
19,313 |
0.43% |
|
PRN |
| 11 |
SEACOR HOLDINGS INC |
18,510,000 |
16,867 |
0.37% |
|
PRN |
| 12 |
NABORS INDUSTRIES INC. |
8,307,373 |
8,307 |
0.18% |
|
PRN |
| 13 |
Hercules II 6/30/29 6.5% |
8,906 |
8,250 |
0.18% |
|
PRN |
| 14 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
6,000,000 |
7,894 |
0.17% |
|
PRN |
| 15 |
AK STL CORP |
5,625,000 |
7,580 |
0.17% |
|
PRN |
| 16 |
GREEN PLAINS INC |
5,000,000 |
6,750 |
0.15% |
|
PRN |
| 17 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,457 |
0.12% |
|
PRN |
| 18 |
AEGEAN MARINE PETE NETWORK I |
2,000,000 |
2,318 |
0.05% |
|
PRN |
| 19 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,796 |
0.04% |
|
PRN |
| 20 |
CHART INDS INC SR SB GLBL CV 18 |
1,000,000 |
957 |
0.02% |
|
PRN |
| 21 |
SPDR S&P 500 ETF TR |
6,812,500 |
1,400,241 |
30.92% |
Put |
|
| 22 |
ISHARES TR |
5,263,300 |
206,795 |
4.57% |
Put |
|
| 23 |
ISHARES TR |
3,120,000 |
189,821 |
4.19% |
Put |
|
| 24 |
ISHARES TR |
690,000 |
82,538 |
1.82% |
Put |
|
| 25 |
BABSON CAP GLOBAL INV FD 2 PLC |
703,204 |
69,280 |
1.53% |
|
|
| 26 |
ISHARES RUSSELL 3000 ETF |
517,889 |
63,333 |
1.40% |
|
|
| 27 |
APPLE INC |
477,006 |
52,652 |
1.16% |
|
|
| 28 |
MICROSOFT CORP |
754,196 |
35,032 |
0.77% |
|
|
| 29 |
EXXON MOBIL CORP |
320,846 |
29,662 |
0.66% |
|
|
| 30 |
JOHNSON & JOHNSON |
268,190 |
28,045 |
0.62% |
|
|
| 31 |
TCP CAP CORP |
1,603,372 |
26,905 |
0.59% |
|
|
| 32 |
GENERAL ELECTRIC CO |
910,601 |
23,011 |
0.51% |
|
|
| 33 |
BERKSHIRE HATHAWAY INC DEL |
149,259 |
22,411 |
0.49% |
|
|
| 34 |
INTEL CORP |
593,134 |
21,525 |
0.48% |
|
|
| 35 |
WELLS FARGO & CO NEW |
371,980 |
20,392 |
0.45% |
|
|
| 36 |
PFIZER INC |
623,286 |
19,415 |
0.43% |
|
|
| 37 |
UNION PAC CORP |
147,008 |
17,513 |
0.39% |
|
|
| 38 |
SELECT SECTOR SPDR TR |
218,100 |
17,265 |
0.38% |
Call |
|
| 39 |
CHEVRON CORP NEW |
151,446 |
16,989 |
0.38% |
|
|
| 40 |
JPMORGAN CHASE & CO |
271,343 |
16,981 |
0.37% |
|
|
| 41 |
AMGEN INC |
98,776 |
15,734 |
0.35% |
|
|
| 42 |
HOME DEPOT INC |
142,717 |
14,981 |
0.33% |
|
|
| 43 |
GRAPHIC PACKAGING HLDG CO |
1,077,871 |
14,681 |
0.32% |
|
|
| 44 |
VERIZON COMMUNICATIONS INC |
310,787 |
14,539 |
0.32% |
|
|
| 45 |
PROCTER AND GAMBLE CO |
155,303 |
14,147 |
0.31% |
|
|
| 46 |
GILEAD SCIENCES INC |
149,452 |
14,087 |
0.31% |
|
|
| 47 |
MERCK & CO INC |
247,883 |
14,077 |
0.31% |
|
|
| 48 |
CITIGROUPINC |
256,832 |
13,897 |
0.31% |
|
|
| 49 |
ORACLE CORP |
306,045 |
13,763 |
0.30% |
|
|
| 50 |
ENTERPRISE PRODS PARTNERS L |
378,659 |
13,677 |
0.30% |
|
|
