| 1 |
KCG HLDGS INC |
15,935,031 |
196,479 |
1.02% |
|
|
| 2 |
SPDR S&P 500 ETF TR |
12,626,100 |
2,599,083 |
13.43% |
Put |
|
| 3 |
PRICELINE GRP INC SR CONV NT 1 18 |
9,445,000 |
12,573 |
0.06% |
|
PRN |
| 4 |
ISHARES TR |
9,033,400 |
1,127,910 |
5.83% |
Put |
|
| 5 |
CTRIP COM INTL LTD |
8,448,000 |
9,641 |
0.05% |
|
PRN |
| 6 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
7,955,000 |
12,260 |
0.06% |
|
PRN |
| 7 |
VECTOR GROUP LTD |
7,555,000 |
11,129 |
0.06% |
|
PRN |
| 8 |
MERITOR INC |
7,000,000 |
11,060 |
0.06% |
|
PRN |
| 9 |
KINDER MORGAN INC DEL |
6,568,800 |
252,176 |
1.30% |
Call |
|
| 10 |
INTEL CORP JR SB CONV DB 39 |
6,479,000 |
9,856 |
0.05% |
|
PRN |
| 11 |
JARDEN CORP |
6,384,000 |
7,433 |
0.04% |
|
PRN |
| 12 |
QUIDEL CORP |
6,259,000 |
6,247 |
0.03% |
|
PRN |
| 13 |
GREEN PLAINS INC |
6,076,000 |
8,821 |
0.05% |
|
PRN |
| 14 |
SPIRIT RLTY CAP INC NEW |
6,000,000 |
5,655 |
0.03% |
|
PRN |
| 15 |
ISHARES TR |
5,906,000 |
737,423 |
3.81% |
Call |
|
| 16 |
Prospect Capital Corp |
5,881,000 |
5,888 |
0.03% |
|
PRN |
| 17 |
VECTOR GROUP LTD |
5,606,000 |
6,139 |
0.03% |
|
PRN |
| 18 |
MOLINA HEALTHCARE INC |
5,323,000 |
9,412 |
0.05% |
|
PRN |
| 19 |
APPLIED MATLS INC |
5,316,700 |
102,187 |
0.53% |
Call |
|
| 20 |
LIONS GATE ENTERTN |
5,200,000 |
192,660 |
1.00% |
|
|
| 21 |
AT&T INC |
5,163,400 |
183,404 |
0.95% |
Call |
|
| 22 |
MEDICINES CO |
5,081,000 |
6,046 |
0.03% |
|
PRN |
| 23 |
GAIN CAP HLDGS INC |
5,037,000 |
5,496 |
0.03% |
|
PRN |
| 24 |
LIBERTY MEDIA CORP DELAWARE |
4,907,000 |
4,662 |
0.02% |
|
PRN |
| 25 |
AKAMAI TECHNOLOGIES INC |
4,795,000 |
5,005 |
0.03% |
|
PRN |
| 26 |
HERTZ GLOBAL HOLDINGS INC COM |
4,717,700 |
85,485 |
0.44% |
Call |
|
| 27 |
TESLA INC |
4,700,000 |
4,597 |
0.02% |
|
PRN |
| 28 |
COLONY CAP INC |
4,602,000 |
4,631 |
0.02% |
|
PRN |
| 29 |
EBAY INC |
4,547,200 |
273,923 |
1.42% |
Put |
|
| 30 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
4,445,000 |
6,156 |
0.03% |
|
PRN |
| 31 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
4,428,000 |
299 |
0.00% |
|
PRN |
| 32 |
J2 GLOBAL INC SR CV NT 3.25 29 |
4,317,000 |
5,005 |
0.03% |
|
PRN |
| 33 |
CITRIX SYS INC |
4,279,000 |
4,519 |
0.02% |
|
PRN |
| 34 |
SELECT SECTOR SPDR TR |
4,025,100 |
98,132 |
0.51% |
Call |
|
| 35 |
DEPOMED INC NOTE 2.500 9/0 |
4,001,000 |
5,126 |
0.03% |
|
PRN |
| 36 |
HOLOGIC INC |
3,918,000 |
4,753 |
0.02% |
|
PRN |
| 37 |
AK STL CORP |
3,877,000 |
3,928 |
0.02% |
|
PRN |
| 38 |
EL POLLO LOCO HLDGS INC |
3,675,000 |
76,109 |
0.39% |
|
|
| 39 |
Priceline Group Inc/The |
3,400,000 |
3,770 |
0.02% |
|
PRN |
| 40 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
3,300,000 |
3,543 |
0.02% |
|
PRN |
| 41 |
SUMITOMO MITSUI FINL GROUP I |
3,270,000 |
29,070 |
0.15% |
|
|
| 42 |
APPLIED MATLS INC |
3,046,200 |
58,548 |
0.30% |
Put |
|
| 43 |
ISHARES |
3,033,000 |
84,560 |
0.44% |
Call |
|
| 44 |
EBAY INC |
3,029,800 |
182,515 |
0.94% |
Call |
|
| 45 |
CHENIERE ENERGY INC |
2,974,000 |
2,234 |
0.01% |
|
PRN |
| 46 |
Hologic, Inc. |
2,946,000 |
4,931 |
0.03% |
|
PRN |
| 47 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
2,875,000 |
2,596 |
0.01% |
|
PRN |
| 48 |
Mizuho Financial Group |
2,863,608 |
12,428 |
0.06% |
|
|
| 49 |
RESTORATION HARDWARE HOLDINGS INC |
2,800,000 |
2,781 |
0.01% |
|
PRN |
| 50 |
TESLA INC SR CV NT 0.25 19 |
2,784,000 |
2,753 |
0.01% |
|
PRN |
