| 1 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
42,650,000 |
34,280 |
0.78% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
20,200,000 |
31,891 |
0.73% |
|
PRN |
| 3 |
ANTHEM INC |
14,200,000 |
29,332 |
0.67% |
|
PRN |
| 4 |
ARVINMERITOR INC |
25,000,000 |
25,859 |
0.59% |
|
PRN |
| 5 |
MERITOR INC |
16,797,000 |
25,101 |
0.57% |
|
PRN |
| 6 |
CHESAPEAKE ENERGY CORP |
26,000,000 |
24,749 |
0.57% |
|
PRN |
| 7 |
AMGEN INC. |
30,000,000 |
23,888 |
0.55% |
|
PRN |
| 8 |
AMERICAN ENERGY PERMIAN PIK |
25,000,000 |
22,750 |
0.52% |
|
PRN |
| 9 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
19,052 |
0.44% |
|
PRN |
| 10 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
16,000,000 |
17,690 |
0.40% |
|
PRN |
| 11 |
SEACOR HOLDINGS INC |
20,000,000 |
17,363 |
0.40% |
|
PRN |
| 12 |
MICRON TECHNOLOGY INC |
6,100,000 |
15,151 |
0.35% |
|
PRN |
| 13 |
Hercules II 6/30/29 6.5% |
8,906 |
8,121 |
0.19% |
|
PRN |
| 14 |
GREEN PLAINS INC |
5,000,000 |
7,456 |
0.17% |
|
PRN |
| 15 |
AK STL CORP |
5,625,000 |
6,237 |
0.14% |
|
PRN |
| 16 |
NABORS INDUSTRIES INC. |
8,307,373 |
5,971 |
0.14% |
|
PRN |
| 17 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,869 |
0.13% |
|
PRN |
| 18 |
CHART INDS INC SR SB GLBL CV 18 |
2,938,000 |
2,826 |
0.06% |
|
PRN |
| 19 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,815 |
0.04% |
|
PRN |
| 20 |
SPDR S&P 500 ETF TR |
6,193,400 |
1,278,504 |
29.24% |
Put |
|
| 21 |
ISHARES TR |
7,776,800 |
312,083 |
7.14% |
Put |
|
| 22 |
ISHARES TR |
2,060,000 |
132,190 |
3.02% |
Put |
|
| 23 |
ISHARES TR |
690,000 |
85,815 |
1.96% |
Put |
|
| 24 |
ISHARES RUSSELL 3000 ETF |
515,489 |
63,843 |
1.46% |
|
|
| 25 |
APPLE INC |
485,176 |
60,370 |
1.38% |
|
|
| 26 |
JOHNSON & JOHNSON |
300,350 |
30,215 |
0.69% |
|
|
| 27 |
MICROSOFT CORP |
675,896 |
27,479 |
0.63% |
|
|
| 28 |
TCP CAP CORP |
1,603,372 |
25,686 |
0.59% |
|
|
| 29 |
EXXON MOBIL CORP |
292,146 |
24,832 |
0.57% |
|
|
| 30 |
GENERAL ELECTRIC CO |
927,901 |
23,021 |
0.53% |
|
|
| 31 |
BERKSHIRE HATHAWAY INC DEL |
149,899 |
21,633 |
0.49% |
|
|
| 32 |
INTEL CORP |
617,834 |
19,320 |
0.44% |
|
|
| 33 |
PFIZER INC |
553,586 |
19,259 |
0.44% |
|
|
| 34 |
SOUTHWESTERN ENERGY COMPANY DEP SHS 1/20 B |
350,000 |
17,631 |
0.40% |
|
|
| 35 |
AMGEN INC |
109,926 |
17,572 |
0.40% |
|
|
| 36 |
CITIGROUPINC |
320,432 |
16,509 |
0.38% |
|
|
| 37 |
WELLS FARGO & CO NEW |
286,980 |
15,612 |
0.36% |
|
|
| 38 |
JPMORGAN CHASE & CO |
256,243 |
15,523 |
0.36% |
|
|
| 39 |
CHEVRON CORP NEW |
146,966 |
15,428 |
0.35% |
|
|
| 40 |
VERIZON COMMUNICATIONS INC |
310,787 |
15,114 |
0.35% |
|
|
| 41 |
UNION PAC CORP |
132,898 |
14,394 |
0.33% |
|
|
| 42 |
MEDTRONIC PLC |
182,617 |
14,242 |
0.33% |
|
|
| 43 |
ORACLE CORP |
317,845 |
13,715 |
0.31% |
|
|
| 44 |
CISCO SYS INC |
490,866 |
13,511 |
0.31% |
|
|
| 45 |
INTERNATIONAL BUSINESS MACHS |
84,080 |
13,495 |
0.31% |
|
|
| 46 |
PROCTER AND GAMBLE CO |
158,603 |
12,996 |
0.30% |
|
|
| 47 |
ENTERPRISE PRODS PARTNERS L |
390,159 |
12,848 |
0.29% |
|
|
| 48 |
DISNEY WALT CO |
120,711 |
12,661 |
0.29% |
|
|
| 49 |
MURPHY USA INC COM |
172,100 |
12,455 |
0.28% |
|
|
| 50 |
LYONDELLBASELL INDUSTRIES N |
141,536 |
12,427 |
0.28% |
|
|
