| 1 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
132,912,000 |
123,429 |
1.18% |
|
PRN |
| 2 |
VERISIGN INC JR SB CONV DB 37 |
29,750,000 |
76,122 |
0.73% |
|
PRN |
| 3 |
TESLA INC SR CV NT 0.25 19 |
62,600,000 |
58,764 |
0.56% |
|
PRN |
| 4 |
CTRIP COM INTL LTD |
25,000,000 |
33,041 |
0.32% |
|
PRN |
| 5 |
MICRON TECHNOLOGY INC |
15,700,000 |
25,140 |
0.24% |
|
PRN |
| 6 |
VEREIT Inc |
23,000,000 |
20,758 |
0.20% |
|
PRN |
| 7 |
WESCO INTL INC |
10,790,000 |
16,833 |
0.16% |
|
PRN |
| 8 |
TESLA INC |
17,400,000 |
16,087 |
0.15% |
|
PRN |
| 9 |
SEACOR HOLDINGS INC |
15,714,000 |
14,896 |
0.14% |
|
PRN |
| 10 |
SINA CORP |
1,000,000 |
969 |
0.01% |
|
PRN |
| 11 |
SPDR S&P 500 ETF TR |
10,200,000 |
2,079,474 |
19.93% |
Call |
|
| 12 |
PRECISION CASTPARTS |
3,922,143 |
909,976 |
8.72% |
|
|
| 13 |
BROADCOM CORP CL A |
11,233,308 |
649,510 |
6.22% |
|
|
| 14 |
ANADARKO PETE CORP |
8,800,000 |
427,504 |
4.10% |
Call |
|
| 15 |
EXXON MOBIL CORP |
3,175,000 |
247,491 |
2.37% |
Call |
|
| 16 |
CHEVRON CORP NEW |
2,696,400 |
242,568 |
2.32% |
Call |
|
| 17 |
YAHOO INC |
6,250,000 |
207,875 |
1.99% |
|
|
| 18 |
SPDR S&P 500 ETF TR |
1,000,000 |
203,870 |
1.95% |
Put |
|
| 19 |
ISHARES TR |
2,681,300 |
201,312 |
1.93% |
Put |
|
| 20 |
CONOCOPHILLIPS |
3,424,400 |
159,885 |
1.53% |
Call |
|
| 21 |
Vaneck Vectors Gold |
7,258,330 |
99,584 |
0.95% |
|
|
| 22 |
Fiat Chrysler Automobiles N V Man Cov Sec 16 |
829,500 |
96,446 |
0.92% |
|
|
| 23 |
MARRIOTT INTL INC NEW |
1,301,300 |
87,239 |
0.84% |
Put |
|
| 24 |
Chubb Corporation |
657,570 |
87,220 |
0.84% |
|
|
| 25 |
TWENTY FIRST CENTY FOX INC |
3,000,000 |
81,480 |
0.78% |
Put |
|
| 26 |
TWENTY FIRST CENTY FOX INC |
2,800,000 |
76,048 |
0.73% |
|
|
| 27 |
TIME WARNER INC NEW |
400,000 |
74,236 |
0.71% |
Call |
|
| 28 |
UNITED STATES OIL FUND LP |
6,743,244 |
74,176 |
0.71% |
|
|
| 29 |
APACHE CORP |
1,500,000 |
66,705 |
0.64% |
Call |
|
| 30 |
KCG HLDGS INC |
5,400,000 |
66,474 |
0.64% |
Put |
|
| 31 |
BOYD GAMING CORP COM |
3,268,500 |
64,945 |
0.62% |
Put |
|
| 32 |
NRG ENERGY INC |
5,273,200 |
62,066 |
0.59% |
Put |
|
| 33 |
VISTA OUTDOOR INC |
1,365,000 |
60,756 |
0.58% |
|
|
| 34 |
AMAZON COM INC |
82,700 |
55,896 |
0.54% |
|
|
| 35 |
APPLE INC |
522,613 |
55,010 |
0.53% |
|
|
| 36 |
iPath S&P 500 VIX Short-Term F |
2,642,521 |
53,220 |
0.51% |
|
|
| 37 |
GENERAL MTRS CO |
1,550,800 |
52,743 |
0.51% |
|
|
| 38 |
DARDEN RESTAURANTS INC |
817,000 |
51,994 |
0.50% |
|
|
| 39 |
ARCELORMITTAL SA LUXEMBOURG |
7,924,202 |
50,873 |
0.49% |
|
|
| 40 |
LIBERTY MEDIA HOLDING CP INTER A |
1,824,325 |
49,841 |
0.48% |
|
|
| 41 |
DELTA AIRLINES INC DEL |
948,500 |
48,079 |
0.46% |
|
|
| 42 |
HILTON WORLDWIDE |
2,074,900 |
44,403 |
0.43% |
|
|
| 43 |
SYMETRA FINANCIAL INC |
1,226,807 |
38,976 |
0.37% |
|
|
| 44 |
LUMEN TECHNOLOGIES INC |
1,519,700 |
38,236 |
0.37% |
Call |
|
| 45 |
Tribune Media Company |
1,120,000 |
37,867 |
0.36% |
|
|
| 46 |
HCA HOLDINGS INC |
542,926 |
36,718 |
0.35% |
|
|
| 47 |
MCKESSON CORP |
172,367 |
33,996 |
0.33% |
|
|
| 48 |
LYONDELLBASELL INDUSTRIES N |
388,628 |
33,772 |
0.32% |
|
|
| 49 |
MGM RESORTS INTERNATIONAL |
1,475,000 |
33,512 |
0.32% |
Put |
|
| 50 |
ALASKA AIR GROUP INC |
400,000 |
32,204 |
0.31% |
Call |
|
