| 1 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
14,979,000 |
3,595 |
1.63% |
|
PRN |
| 2 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
9,529,000 |
2,287 |
1.04% |
|
PRN |
| 3 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
3,214,000 |
771 |
0.35% |
|
PRN |
| 4 |
ALPHA NATURAL RESOURCES |
2,897,000 |
1,054 |
0.48% |
|
PRN |
| 5 |
* SANDRIDGE ENERGY INC COM |
1,873,182 |
3,334 |
1.51% |
|
|
| 6 |
ALPHA NATURAL RESOURCES |
1,690,000 |
615 |
0.28% |
|
PRN |
| 7 |
* SANDRIDGE ENERGY INC COM |
1,663,530 |
2,961 |
1.34% |
|
|
| 8 |
CHENIERE ENERGY PTNRS LP HLD |
1,101,535 |
26,404 |
11.97% |
|
|
| 9 |
CHENIERE ENERGY PTNRS LP HLD |
1,014,072 |
24,307 |
11.02% |
|
|
| 10 |
BANK AMER CORP |
1,000,000 |
15,390 |
6.98% |
Call |
|
| 11 |
NMI HLDGS INC CL A |
786,095 |
5,888 |
2.67% |
|
|
| 12 |
CAESARS ACQUISITION CO CL A |
782,987 |
5,324 |
2.41% |
|
|
| 13 |
CAESARS ACQUISITION CO CL A |
760,369 |
5,171 |
2.34% |
|
|
| 14 |
NMI HLDGS INC CL A |
741,132 |
5,551 |
2.52% |
|
|
| 15 |
UNITED STATES STL CORP NEW |
637,400 |
15,553 |
7.05% |
Put |
|
| 16 |
* SANDRIDGE ENERGY INC COM |
624,288 |
1,111 |
0.50% |
|
|
| 17 |
ALPHA NATURAL RESOURCES |
557,000 |
202 |
0.09% |
|
PRN |
| 18 |
Chimera Investment Corp REIT |
539,000 |
1,692 |
0.77% |
|
|
| 19 |
UNITED STATES STL CORP NEW |
508,500 |
12,407 |
5.63% |
Put |
|
| 20 |
AMBAC FINL GROUP INC |
488,700 |
11,827 |
5.36% |
Call |
|
| 21 |
CHENIERE ENERGY PTNRS LP HLD |
409,745 |
9,822 |
4.45% |
|
|
| 22 |
NATIONAL OILWELL VARCO INC |
375,400 |
18,766 |
8.51% |
Put |
|
| 23 |
NATIONAL OILWELL VARCO INC |
299,500 |
14,972 |
6.79% |
Put |
|
| 24 |
NMI HLDGS INC CL A |
274,064 |
2,053 |
0.93% |
|
|
| 25 |
CAESARS ACQUISITION CO CL A |
265,151 |
1,803 |
0.82% |
|
|
| 26 |
ISHARES |
239,520 |
7,514 |
3.41% |
|
|
| 27 |
UNITED STATES STL CORP NEW |
212,500 |
5,185 |
2.35% |
Put |
|
| 28 |
NATIONAL OILWELL VARCO INC |
125,100 |
6,254 |
2.84% |
Put |
|
| 29 |
PENNYMAC MTG INVT TR |
100,000 |
2,129 |
0.97% |
|
|
| 30 |
NEW RESIDENTIAL INVT CORP COM NEW |
89,635 |
1,347 |
0.61% |
|
|
| 31 |
ISHARES |
84,787 |
2,660 |
1.21% |
|
|
| 32 |
CAESARS ENTERTAINMENT |
78,499 |
827 |
0.38% |
|
|
| 33 |
CAESARS ENTERTAINMENT |
63,476 |
668 |
0.30% |
|
|
| 34 |
CAESARS ENTERTAINMENT |
26,225 |
276 |
0.13% |
|
|
| 35 |
ISHARES |
25,693 |
806 |
0.37% |
|
|
