| 1 |
ALIBABA GROUP HLDG LTD |
300,000 |
23,859 |
1.05% |
Put |
|
| 2 |
APPLE INC |
230,000 |
21,988 |
0.96% |
Put |
|
| 3 |
MICROSOFT CORP |
250,000 |
12,793 |
0.56% |
Put |
|
| 4 |
ALPHABET INC |
18,000 |
12,458 |
0.55% |
Put |
|
| 5 |
SPDR S&P 500 ETF TR |
750,000 |
157,107 |
6.88% |
Call |
|
| 6 |
SELECT SECTOR SPDR TR |
500,000 |
34,120 |
1.49% |
Call |
|
| 7 |
ALIBABA GROUP HLDG LTD |
300,000 |
23,859 |
1.05% |
Call |
|
| 8 |
APPLE INC |
230,000 |
21,988 |
0.96% |
Call |
|
| 9 |
ISHARES TR |
300,000 |
16,746 |
0.73% |
Call |
|
| 10 |
MICROSOFT CORP |
250,000 |
12,793 |
0.56% |
Call |
|
| 11 |
ALPHABET INC |
18,000 |
12,458 |
0.55% |
Call |
|
| 12 |
ISHARES TR |
300,000 |
10,308 |
0.45% |
Call |
|
| 13 |
ALERE INC |
330,514 |
108,911 |
4.77% |
|
|
| 14 |
APOLLO COML REAL EST FIN INC |
79,651,000 |
81,263 |
3.56% |
|
PRN |
| 15 |
TWITTER INC |
85,768,000 |
78,821 |
3.45% |
|
PRN |
| 16 |
MICRON TECHNOLOGY INC |
48,128,000 |
73,874 |
3.24% |
|
PRN |
| 17 |
DEPOMED INC NOTE 2.500 9/0 |
58,650,000 |
70,904 |
3.11% |
|
PRN |
| 18 |
CTRIP COM INTL LTD |
65,170,000 |
70,646 |
3.09% |
|
PRN |
| 19 |
LIGAND PHARMACEUTICALS INC |
41,855,000 |
69,957 |
3.06% |
|
PRN |
| 20 |
MICRON TECHNOLOGY INC |
45,675,000 |
66,306 |
2.90% |
|
PRN |
| 21 |
TESARO INC |
25,095,000 |
62,918 |
2.76% |
|
PRN |
| 22 |
STARWOOD WAYPOINT RESIDENTL |
54,069,000 |
59,798 |
2.62% |
|
PRN |
| 23 |
COLONY CAP INC |
60,339,000 |
57,452 |
2.52% |
|
PRN |
| 24 |
QIHOO 360 TECHNOLOGY CO LTD |
56,860,000 |
56,582 |
2.48% |
|
PRN |
| 25 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
55,723,000 |
56,257 |
2.46% |
|
PRN |
| 26 |
AMERICAN RESIDEN 3.25 |
46,500,000 |
55,266 |
2.42% |
|
PRN |
| 27 |
VECTOR GROUP LTD |
46,895,000 |
52,184 |
2.29% |
|
PRN |
| 28 |
YAHOO INC SR CV ZERO NT 18 |
51,225,000 |
51,014 |
2.23% |
|
PRN |
| 29 |
MOLINA HEALTHCARE INC |
30,779,000 |
41,654 |
1.82% |
|
PRN |
| 30 |
VIPSHOP HLDGS LTD |
39,900,000 |
39,402 |
1.73% |
|
PRN |
| 31 |
INCYTE CORP |
22,732,000 |
38,737 |
1.70% |
|
PRN |
| 32 |
MICRON TECHNOLOGY INC |
24,500,000 |
36,770 |
1.61% |
|
PRN |
| 33 |
QUIDEL CORP |
37,464,000 |
34,884 |
1.53% |
|
PRN |
| 34 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
35,105,000 |
34,762 |
1.52% |
|
PRN |
| 35 |
51JOB INC |
32,485,000 |
33,070 |
1.45% |
|
PRN |
| 36 |
Workday Inc |
27,500,000 |
32,052 |
1.40% |
|
PRN |
| 37 |
SINA CORP |
31,389,000 |
30,970 |
1.36% |
|
PRN |
| 38 |
FireEye, Inc. |
31,798,000 |
28,869 |
1.26% |
|
PRN |
| 39 |
STARWOOD PPTY TR INC |
27,617,000 |
28,850 |
1.26% |
|
PRN |
| 40 |
HORIZON PHARMA INVT LTD |
31,091,000 |
28,448 |
1.25% |
|
PRN |
| 41 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
24,592,000 |
27,360 |
1.20% |
|
PRN |
| 42 |
TRINA SOLAR LIMITED |
29,250,000 |
25,383 |
1.11% |
|
PRN |
| 43 |
CTRIP COM INTL LTD |
23,485,000 |
24,811 |
1.09% |
|
PRN |
| 44 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
23,267,000 |
24,084 |
1.06% |
|
PRN |
| 45 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
20,760,000 |
24,046 |
1.05% |
|
PRN |
| 46 |
TRINA SOLAR LTD |
22,000,000 |
18,606 |
0.82% |
|
PRN |
| 47 |
QIHOO 360 TECHNOLOGY CO LTD |
18,200,000 |
17,958 |
0.79% |
|
PRN |
| 48 |
SPDR S&P 500 ETF TR |
80,000 |
16,762 |
0.73% |
|
|
| 49 |
TERRAFORM GLOBAL INC |
4,475,701 |
14,592 |
0.64% |
|
|
| 50 |
STARWOOD WAYPOINT 4.5 15OCT17 |
12,631,000 |
13,962 |
0.61% |
|
PRN |
