| 1 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
42,900,000 |
35,661 |
0.79% |
|
PRN |
| 2 |
AMGEN INC. |
30,000,000 |
23,888 |
0.53% |
|
PRN |
| 3 |
CHESAPEAKE ENERGY CORP |
26,000,000 |
25,074 |
0.55% |
|
PRN |
| 4 |
ARVINMERITOR INC |
25,000,000 |
26,844 |
0.59% |
|
PRN |
| 5 |
AMERICAN ENERGY PERMIAN PIK |
25,000,000 |
21,250 |
0.47% |
|
PRN |
| 6 |
MERITOR INC |
20,547,000 |
33,838 |
0.75% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
20,200,000 |
35,123 |
0.78% |
|
PRN |
| 8 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
19,313 |
0.43% |
|
PRN |
| 9 |
NOVATION COS INC |
19,258,775 |
5,392 |
0.12% |
|
|
| 10 |
SEACOR HOLDINGS INC |
18,510,000 |
16,867 |
0.37% |
|
PRN |
| 11 |
ANTHEM INC |
14,200,000 |
24,442 |
0.54% |
|
PRN |
| 12 |
NABORS INDUSTRIES INC. |
8,307,373 |
8,307 |
0.18% |
|
PRN |
| 13 |
SPDR S&P 500 ETF TR |
6,812,500 |
1,400,241 |
30.92% |
Put |
|
| 14 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,457 |
0.12% |
|
PRN |
| 15 |
MICRON TECHNOLOGY INC |
6,100,000 |
19,577 |
0.43% |
|
PRN |
| 16 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
6,000,000 |
7,894 |
0.17% |
|
PRN |
| 17 |
AK STL CORP |
5,625,000 |
7,580 |
0.17% |
|
PRN |
| 18 |
ISHARES TR |
5,263,300 |
206,795 |
4.57% |
Put |
|
| 19 |
GREEN PLAINS INC |
5,000,000 |
6,750 |
0.15% |
|
PRN |
| 20 |
ISHARES TR |
3,120,000 |
189,821 |
4.19% |
Put |
|
| 21 |
Vantage Drilling Company |
3,030,263 |
1,481 |
0.03% |
|
|
| 22 |
AEGEAN MARINE PETE NETWORK I |
2,000,000 |
2,318 |
0.05% |
|
PRN |
| 23 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,796 |
0.04% |
|
PRN |
| 24 |
ADELPHIA RECOVERY TR |
1,783,299 |
0 |
0.00% |
|
|
| 25 |
TCP CAP CORP |
1,603,372 |
26,905 |
0.59% |
|
|
| 26 |
ECC CAPITAL CORPORATION |
1,200,000 |
42 |
0.00% |
|
|
| 27 |
GRAPHIC PACKAGING HLDG CO |
1,077,871 |
14,681 |
0.32% |
|
|
| 28 |
CHART INDS INC SR SB GLBL CV 18 |
1,000,000 |
957 |
0.02% |
|
PRN |
| 29 |
GENERAL ELECTRIC CO |
910,601 |
23,011 |
0.51% |
|
|
| 30 |
GREAT LAKES DREDGE & DOCK CO |
908,112 |
7,773 |
0.17% |
|
|
| 31 |
PEP BOYS MANNY MOE & JACK |
754,583 |
7,410 |
0.16% |
|
|
| 32 |
MICROSOFT CORP |
754,196 |
35,032 |
0.77% |
|
|
| 33 |
BABSON CAP GLOBAL INV FD 2 PLC |
703,204 |
69,280 |
1.53% |
|
|
| 34 |
BANK AMER CORP |
700,579 |
12,533 |
0.28% |
|
|
| 35 |
OCEAN RIG UDW INC |
700,336 |
6,499 |
0.14% |
|
|
| 36 |
ISHARES TR |
690,000 |
82,538 |
1.82% |
Put |
|
| 37 |
PFIZER INC |
623,286 |
19,415 |
0.43% |
|
|
| 38 |
INTEL CORP |
593,134 |
21,525 |
0.48% |
|
|
| 39 |
ISHARES RUSSELL 3000 ETF |
517,889 |
63,333 |
1.40% |
|
|
| 40 |
QUALITY DISTR INC FLA |
510,846 |
5,435 |
0.12% |
|
|
| 41 |
APPLE INC |
477,006 |
52,652 |
1.16% |
|
|
| 42 |
GSE SYS INC |
472,100 |
751 |
0.02% |
|
|
| 43 |
OMNOVA SOLUTIONS INCORPORATED |
454,801 |
3,702 |
0.08% |
|
|
| 44 |
HORNBECK OFFSHORE SVCS IN |
440,112 |
10,990 |
0.24% |
|
|
| 45 |
CISCO SYS INC |
389,166 |
10,825 |
0.24% |
|
|
| 46 |
ENTERPRISE PRODS PARTNERS L |
378,659 |
13,677 |
0.30% |
|
|
| 47 |
FRONTIER COMMUNICATIONS CORP |
376,345 |
2,510 |
0.06% |
|
|
| 48 |
WELLS FARGO & CO NEW |
371,980 |
20,392 |
0.45% |
|
|
| 49 |
Chimera Investment Corp REIT |
336,000 |
1,068 |
0.02% |
|
|
| 50 |
USG Corp |
327,856 |
9,177 |
0.20% |
|
|
