| 1 |
AERCAP HOLDINGS NV |
253,069,560 |
9,780,717 |
33.10% |
Put |
|
| 2 |
WHITING PETE CORP NEW |
22,946,000 |
18,540 |
0.06% |
|
PRN |
| 3 |
VALEANT PHARMACEUTICALS INTL |
16,224,900 |
434,303 |
1.47% |
Call |
|
| 4 |
EXXON MOBIL CORP |
15,436,800 |
1,295,744 |
4.38% |
Put |
|
| 5 |
MONDELEZ INTL INC |
14,435,000 |
566,728 |
1.92% |
Put |
|
| 6 |
BLUCORA INC |
14,321,000 |
10,641 |
0.04% |
|
PRN |
| 7 |
NVIDIA CORP SR CONV NT 1 18 |
14,025,000 |
20,726 |
0.07% |
|
PRN |
| 8 |
PFIZER INC |
13,398,800 |
398,730 |
1.35% |
Put |
|
| 9 |
MEDICINES CO SR GLBL CV NT 22 |
11,073,000 |
12,554 |
0.04% |
|
PRN |
| 10 |
INTEL CORP JR SB CONV DB 39 |
10,697,000 |
17,015 |
0.06% |
|
PRN |
| 11 |
VALEANT PHARMACEUTICALS INTL |
10,322,500 |
276,310 |
0.93% |
Put |
|
| 12 |
MONDELEZ INTL INC |
8,850,600 |
347,480 |
1.18% |
Put |
|
| 13 |
PFIZER INC |
8,787,800 |
261,513 |
0.88% |
Call |
|
| 14 |
STANDARD PAC CORP NEW |
8,555,000 |
9,010 |
0.03% |
|
PRN |
| 15 |
AEGERION PHARMACEUTICALS INC |
8,337,000 |
4,236 |
0.01% |
|
PRN |
| 16 |
ISHARES TR |
8,273,100 |
282,946 |
0.96% |
Put |
|
| 17 |
XILINX INC SR NT CV2.625 17 |
7,945,000 |
13,065 |
0.04% |
|
PRN |
| 18 |
ISHARES TR |
7,339,100 |
251,002 |
0.85% |
Call |
|
| 19 |
COWEN GROUP INC NEW |
7,286,000 |
6,758 |
0.02% |
|
PRN |
| 20 |
WORKDAY INC |
7,242,000 |
8,160 |
0.03% |
|
PRN |
| 21 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
7,148,000 |
9,516 |
0.03% |
|
PRN |
| 22 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
6,842,000 |
6,714 |
0.02% |
|
PRN |
| 23 |
SPDR S&P 500 ETF TR |
6,806,463 |
1,397,620 |
4.73% |
|
|
| 24 |
HERBALIFE LTD |
6,477,500 |
395,940 |
1.34% |
Put |
|
| 25 |
AERCAP HOLDINGS NV |
5,986,821 |
231,381 |
0.78% |
Call |
|
| 26 |
SPDR S&P 500 ETF TR |
5,825,200 |
1,196,130 |
4.05% |
Put |
|
| 27 |
KINDER MORGAN INC DEL |
5,789,300 |
256 |
0.00% |
Call |
|
| 28 |
VALEANT PHARMACEUTICALS INTL |
5,604,079 |
150,008 |
0.51% |
|
|
| 29 |
INSULET CORP 2 06/15/2019 |
5,390,000 |
5,215 |
0.02% |
|
PRN |
| 30 |
ALERE INC |
5,332,000 |
6,178 |
0.02% |
|
PRN |
| 31 |
ECLIPSE RES CORP COM |
5,075,000 |
7,376 |
0.02% |
|
|
| 32 |
Alcoa |
5,000,000 |
52,298 |
0.18% |
Call |
|
| 33 |
PRICELINE GRP INC SR CONV NT 1 18 |
4,881,000 |
6,995 |
0.02% |
|
PRN |
| 34 |
TESLA INC |
4,869,000 |
4,172 |
0.01% |
|
PRN |
| 35 |
BANK AMER CORP |
4,537,200 |
18,685 |
0.06% |
Call |
|
| 36 |
ISHARES TR |
4,344,200 |
248,301 |
0.84% |
Put |
|
| 37 |
DEPOMED INC NOTE 2.500 9/0 |
4,184,000 |
3,909 |
0.01% |
|
PRN |
| 38 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
4,008,000 |
5,215 |
0.02% |
|
PRN |
| 39 |
HERBALIFE LTD |
4,000,000 |
244,502 |
0.83% |
Call |
|
| 40 |
ISHARES TR |
3,653,000 |
121,465 |
0.41% |
Put |
|
| 41 |
ALBANY MOLECULAR RESH INC |
3,576,000 |
3,949 |
0.01% |
|
PRN |
| 42 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
3,432,000 |
4,198 |
0.01% |
|
PRN |
| 43 |
Workday Inc |
3,335,000 |
3,920 |
0.01% |
|
PRN |
| 44 |
TIPTREE INC |
3,290,335 |
18,896 |
0.06% |
|
|
| 45 |
TETRALOGIC PHARMACEUTICALS C |
3,196,000 |
687 |
0.00% |
|
PRN |
| 46 |
MONDELEZ INTL INC |
3,165,400 |
124,276 |
0.42% |
Call |
|
| 47 |
COLONY CAP INC 5 04/15/2023 |
3,002,000 |
2,681 |
0.01% |
|
PRN |
| 48 |
TAIWAN SEMICONDUCTOR MFG LTD |
3,000,000 |
78,563 |
0.27% |
Put |
|
| 49 |
SPIRIT RLTY CAP INC NEW |
2,902,000 |
2,900 |
0.01% |
|
PRN |
| 50 |
INTEL CORP JR SB CONV DB 35 |
2,880,000 |
3,659 |
0.01% |
|
PRN |
