| 1 |
SPDR S&P 500 ETF TR |
33,954,640 |
7,589,880 |
8.20% |
Put |
|
| 2 |
ISHARES |
31,411,600 |
1,047,263 |
1.13% |
Call |
|
| 3 |
ISHARES TR |
29,599,300 |
3,991,465 |
4.31% |
Put |
|
| 4 |
SPDR S&P 500 ETF TR |
27,951,600 |
6,248,022 |
6.75% |
Call |
|
| 5 |
ISHARES TR |
22,499,800 |
787,719 |
0.85% |
Put |
|
| 6 |
ISHARES |
21,906,700 |
730,370 |
0.79% |
Put |
|
| 7 |
ISHARES TR |
14,777,000 |
1,992,678 |
2.15% |
Call |
|
| 8 |
ISHARES TR |
12,847,900 |
449,806 |
0.49% |
Call |
|
| 9 |
SELECT SECTOR SPDR TR |
12,664,859 |
612,472 |
0.66% |
|
|
| 10 |
ISHARES TR |
12,013,400 |
416,986 |
0.45% |
Put |
|
| 11 |
BANK AMER CORP |
11,041,600 |
244,019 |
0.26% |
Call |
|
| 12 |
PRICELINE GRP INC SR CONV NT 1 18 |
9,823,000 |
15,465 |
0.02% |
|
PRN |
| 13 |
SPDR S&P 500 ETF TR |
9,815,600 |
2,194,081 |
2.37% |
Put |
|
| 14 |
POWERSHARES QQQ TRUST |
9,608,600 |
1,138,427 |
1.23% |
Put |
|
| 15 |
CISCO SYS INC |
9,527,832 |
287,931 |
0.31% |
|
|
| 16 |
SELECT SECTOR SPDR TR |
9,472,617 |
220,239 |
0.24% |
|
|
| 17 |
NUANCE COMMUNICATIONS INC |
9,015,000 |
8,142 |
0.01% |
|
PRN |
| 18 |
GENERAL ELECTRIC CO |
8,725,000 |
275,710 |
0.30% |
Put |
|
| 19 |
GENERAL ELECTRIC CO |
8,644,515 |
273,167 |
0.30% |
|
|
| 20 |
KINDER MORGAN INC DEL |
8,475,960 |
175,537 |
0.19% |
Call |
|
| 21 |
BANK AMER CORP |
8,447,300 |
186,685 |
0.20% |
Put |
|
| 22 |
VANECK ETF TRUST |
7,726,600 |
161,640 |
0.17% |
Put |
|
| 23 |
SELECT SECTOR SPDR TR |
7,669,015 |
396,564 |
0.43% |
|
|
| 24 |
TWITTER INC |
7,565,000 |
7,073 |
0.01% |
|
PRN |
| 25 |
BANK AMER CORP |
7,499,600 |
165,742 |
0.18% |
Call |
|
| 26 |
APPLE INC |
7,499,140 |
868,550 |
0.94% |
Call |
|
| 27 |
LIBERTY MEDIA CORP DELAWARE |
7,496,000 |
8,049 |
0.01% |
|
PRN |
| 28 |
WEYERHAEUSER CO |
7,388,388 |
222,318 |
0.24% |
|
|
| 29 |
BANK AMER CORP |
7,138,143 |
157,753 |
0.17% |
|
|
| 30 |
POWERSHARES QQQ TRUST |
7,132,700 |
845,083 |
0.91% |
Put |
|
| 31 |
APPLE INC |
7,029,700 |
814,180 |
0.88% |
Put |
|
| 32 |
SPDR S&P 500 ETF TR |
6,820,000 |
1,524,475 |
1.65% |
Call |
|
| 33 |
JANUS CAP GROUP INC NOTE 0.750 7/1 |
6,798,000 |
8,965 |
0.01% |
|
PRN |
| 34 |
BANCO SANTANDER SA |
6,760,000 |
35,017 |
0.04% |
Call |
|
| 35 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
6,662,000 |
7,886 |
0.01% |
|
PRN |
| 36 |
BANCO SANTANDER SA |
6,640,000 |
34,395 |
0.04% |
Put |
|
| 37 |
FORD MTR CO DEL |
6,461,658 |
78,379 |
0.08% |
|
|
| 38 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
6,451,000 |
8,354 |
0.01% |
|
PRN |
| 39 |
MICROSOFT CORP |
6,052,277 |
376,088 |
0.41% |
|
|
| 40 |
AMERICAN CAP LTD |
6,037,964 |
108,201 |
0.12% |
|
|
| 41 |
BANK AMER CORP |
6,016,610 |
132,967 |
0.14% |
|
|
| 42 |
AT&T INC |
5,775,981 |
245,652 |
0.27% |
|
|
| 43 |
SPDR SERIES TRUST |
5,702,800 |
236,210 |
0.26% |
Put |
|
| 44 |
SPDR GOLD TR |
5,601,300 |
613,958 |
0.66% |
Call |
|
| 45 |
CIENA CORP |
5,532,000 |
7,724 |
0.01% |
|
PRN |
| 46 |
SELECT SECTOR SPDR TR |
5,531,430 |
128,606 |
0.14% |
|
|
| 47 |
BARCLAYS BK PLC |
5,379,500 |
137,231 |
0.15% |
Call |
|
| 48 |
BARCLAYS BK PLC |
5,013,832 |
127,903 |
0.14% |
|
|
| 49 |
POWERSHARES QQQ TRUST |
4,807,100 |
569,545 |
0.62% |
Call |
|
| 50 |
SPDR S&P 500 ETF TR |
4,715,390 |
1,054,029 |
1.14% |
|
|
