| 1 |
RADIAN GROUP INC. |
40,500,000 |
60,156 |
1.32% |
|
PRN |
| 2 |
MICROCHIP TECHNOLOGY INC |
30,027,000 |
55,717 |
1.22% |
|
PRN |
| 3 |
NOVELLUS SYS INC SR NT CV2.625 41 |
29,520,000 |
50,386 |
1.11% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC |
12,000,000 |
26,855 |
0.59% |
|
PRN |
| 5 |
AMTRUST FINL SVCS INC |
12,585,000 |
18,630 |
0.41% |
|
PRN |
| 6 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
15,000,000 |
12,406 |
0.27% |
|
PRN |
| 7 |
MERITOR INC |
4,000,000 |
6,090 |
0.13% |
|
PRN |
| 8 |
AK STL CORP |
2,500,000 |
3,815 |
0.08% |
|
PRN |
| 9 |
GOLDCORP INC NEW |
3,000,000 |
3,015 |
0.07% |
|
PRN |
| 10 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
2,500,000 |
2,478 |
0.05% |
|
PRN |
| 11 |
1,125% YANDEX 144A 15.12.2018 |
2,500,000 |
2,322 |
0.05% |
|
PRN |
| 12 |
TESLA INC |
2,500,000 |
2,270 |
0.05% |
|
PRN |
| 13 |
BLACKSTONE MTG TR INC |
2,000,000 |
2,213 |
0.05% |
|
PRN |
| 14 |
TEEKAY CORPORATION |
5,070,394 |
285,159 |
6.27% |
|
|
| 15 |
ANADARKO PETE CORP |
3,253,200 |
275,741 |
6.06% |
Call |
|
| 16 |
Lamar Advertising Co A |
2,889,359 |
147,328 |
3.24% |
|
|
| 17 |
SPRINT CORP |
14,244,400 |
130,906 |
2.88% |
Call |
|
| 18 |
Exterran Holdings Inc |
2,974,105 |
130,504 |
2.87% |
|
|
| 19 |
Spectra Energy Corp Com |
3,465,991 |
128,034 |
2.81% |
|
|
| 20 |
CHEVRON CORP NEW |
1,012,600 |
120,408 |
2.65% |
Call |
|
| 21 |
DENBURY RESOURCES INC |
7,327,424 |
120,170 |
2.64% |
|
|
| 22 |
ISHARES TR |
1,578,100 |
118,164 |
2.60% |
Put |
|
| 23 |
PIONEER NAT RES CO |
628,821 |
117,678 |
2.59% |
|
|
| 24 |
SPDR S&P 500 ETF TR |
535,000 |
100,066 |
2.20% |
Put |
|
| 25 |
ROWAN COMPANIES PLC |
2,647,108 |
89,155 |
1.96% |
|
|
| 26 |
CABOT OIL & GAS CORP |
2,580,167 |
87,416 |
1.92% |
|
|
| 27 |
Lamar Advertising Co A |
1,650,800 |
84,174 |
1.85% |
Put |
|
| 28 |
EOG RES INC |
391,800 |
76,859 |
1.69% |
Call |
|
| 29 |
Plains Gp Hldgs Lp Npv A |
2,737,924 |
76,607 |
1.68% |
|
|
| 30 |
PENN WEST PETE LTD NEW |
8,513,538 |
71,173 |
1.56% |
|
|
| 31 |
RANGE RES CORP |
819,404 |
67,986 |
1.49% |
|
|
| 32 |
ROSETTA RESOURCES INC |
1,458,062 |
67,917 |
1.49% |
|
|
| 33 |
SIRIUS XM HOLDINGS INC |
19,825,177 |
63,441 |
1.39% |
|
|
| 34 |
Former Charter Communication (Del 5/18/2016) |
500,000 |
61,600 |
1.35% |
Call |
|
| 35 |
YAHOO INC |
1,614,541 |
57,962 |
1.27% |
|
|
| 36 |
LEGACY RESVS LP |
2,309,547 |
57,369 |
1.26% |
|
|
| 37 |
KOSMOS ENERGY LTD SHS |
4,948,095 |
54,429 |
1.20% |
|
|
| 38 |
Former Charter Communication (Del 5/18/2016) |
441,294 |
54,367 |
1.20% |
|
|
| 39 |
EXXON MOBIL CORP |
516,600 |
50,461 |
1.11% |
Call |
|
| 40 |
ANADARKO PETE CORP |
565,300 |
47,915 |
1.05% |
|
|
| 41 |
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER |
3,506,500 |
47,022 |
1.03% |
|
|
| 42 |
Market Vectors Semiconductor E |
984,200 |
44,889 |
0.99% |
Call |
|
| 43 |
TEXAS INSTRS INC |
475,900 |
42,650 |
0.94% |
Put |
|
| 44 |
KINDER MORGAN INC DEL |
1,303,965 |
42,366 |
0.93% |
|
|
| 45 |
TECK RESOURCES LTD |
1,940,790 |
42,076 |
0.92% |
|
|
| 46 |
OIL STS INTL INC |
415,900 |
41,008 |
0.90% |
Call |
|
| 47 |
BAKER HUGHES INC |
623,600 |
40,546 |
0.89% |
Call |
|
| 48 |
REGENCY ENERGY PARTNERS |
1,264,062 |
38,756 |
0.85% |
|
|
| 49 |
EOG RES INC |
188,800 |
37,037 |
0.81% |
Put |
|
| 50 |
POWERSHARES QQQ TRUST |
400,000 |
35,072 |
0.77% |
Put |
|
