| 1 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
43,150,000 |
32,012 |
0.79% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
35,040,000 |
29,456 |
0.73% |
|
PRN |
| 3 |
AMGEN INC. |
30,000,000 |
23,888 |
0.59% |
|
PRN |
| 4 |
CITRIX SYS INC |
30,000,000 |
31,631 |
0.78% |
|
PRN |
| 5 |
CHESAPEAKE ENERGY CORP |
26,000,000 |
22,750 |
0.56% |
|
PRN |
| 6 |
ARVINMERITOR INC |
25,000,000 |
24,703 |
0.61% |
|
PRN |
| 7 |
SEACOR HOLDINGS INC |
20,000,000 |
15,900 |
0.39% |
|
PRN |
| 8 |
CHESAPEAKE ENERGY CORP |
19,885,000 |
17,101 |
0.42% |
|
PRN |
| 9 |
SANDISK CORP |
19,769,000 |
19,139 |
0.47% |
|
PRN |
| 10 |
NOVATION COS INC |
19,258,775 |
5,254 |
0.13% |
|
|
| 11 |
AMERICAN ENERGY PERMIAN PIK |
17,500,000 |
4,375 |
0.11% |
|
PRN |
| 12 |
MERITOR INC |
16,547,000 |
22,442 |
0.55% |
|
PRN |
| 13 |
ISHARES TR |
10,949,200 |
358,915 |
8.86% |
Put |
|
| 14 |
INTEL CORP JR SB CONV DB 39 |
10,100,000 |
15,238 |
0.38% |
|
PRN |
| 15 |
NABORS INDUSTRIES INC. |
8,307,373 |
5,971 |
0.15% |
|
PRN |
| 16 |
CARDTRONICS INC NOTE 1.00012/0 |
8,300,000 |
7,688 |
0.19% |
|
PRN |
| 17 |
ANTHEM INC |
7,100,000 |
13,375 |
0.33% |
|
PRN |
| 18 |
DETOUR GOLD CORPORATION |
6,170,000 |
5,950 |
0.15% |
|
PRN |
| 19 |
JARDEN CORP |
6,038,000 |
8,102 |
0.20% |
|
PRN |
| 20 |
SPDR S&P 500 ETF TR |
5,926,000 |
1,135,362 |
28.02% |
Put |
|
| 21 |
AK STL CORP |
5,625,000 |
3,895 |
0.10% |
|
PRN |
| 22 |
GREEN PLAINS INC |
5,000,000 |
5,616 |
0.14% |
|
PRN |
| 23 |
MICRON TECHNOLOGY INC |
4,575,000 |
7,000 |
0.17% |
|
PRN |
| 24 |
ISHARES TR |
4,022,000 |
230,541 |
5.69% |
Put |
|
| 25 |
CHART INDS INC SR SB GLBL CV 18 |
2,813,000 |
2,458 |
0.06% |
|
PRN |
| 26 |
MICRON TECHNOLOGY INC |
2,325,000 |
3,857 |
0.10% |
|
PRN |
| 27 |
CHESAPEAKE ENERGY CORP |
2,000,000 |
1,420 |
0.04% |
|
PRN |
| 28 |
ADELPHIA RECOVERY TR |
1,783,299 |
0 |
0.00% |
|
|
| 29 |
TCP CAP CORP |
1,603,372 |
21,742 |
0.54% |
|
|
| 30 |
ECC CAPITAL CORPORATION |
1,200,000 |
48 |
0.00% |
|
|
| 31 |
BANK AMER CORP |
992,513 |
15,463 |
0.38% |
|
|
| 32 |
GENERAL ELECTRIC CO |
965,762 |
24,357 |
0.60% |
|
|
| 33 |
PEP BOYS MANNY MOE & JACK |
927,695 |
11,309 |
0.28% |
|
|
| 34 |
Anadarko Petroleum Corp |
720,000 |
26,950 |
0.67% |
|
|
| 35 |
ISHARES TR |
690,000 |
75,362 |
1.86% |
Put |
|
| 36 |
ISHARES RUSSELL 3000 ETF |
502,589 |
57,240 |
1.41% |
|
|
| 37 |
APPLE INC |
494,366 |
54,529 |
1.35% |
|
|
| 38 |
GSE SYS INC |
472,100 |
703 |
0.02% |
|
|
| 39 |
CALGON CARBON CORP |
470,849 |
7,336 |
0.18% |
|
|
| 40 |
PFIZER INC |
459,140 |
14,422 |
0.36% |
|
|
| 41 |
CISCO SYS INC |
390,566 |
10,252 |
0.25% |
|
|
| 42 |
OCEAN RIG UDW INC |
386,506 |
823 |
0.02% |
|
|
| 43 |
CITIGROUPINC |
383,221 |
19,012 |
0.47% |
|
|
| 44 |
VERIZON COMMUNICATIONS INC |
357,187 |
15,541 |
0.38% |
|
|
| 45 |
SOUTHWESTERN ENERGY COMPANY DEP SHS 1/20 B |
350,000 |
10,883 |
0.27% |
|
|
| 46 |
AT&T INC |
343,065 |
11,177 |
0.28% |
|
|
| 47 |
KIMBALL ELECTRONICS INC COM |
328,229 |
3,916 |
0.10% |
|
|
| 48 |
FORD MTR CO DEL |
320,475 |
4,349 |
0.11% |
|
|
| 49 |
SUPREME INDS INC |
317,706 |
2,646 |
0.07% |
|
|
| 50 |
WESTERN UN CO |
313,915 |
5,763 |
0.14% |
|
|
