| 1 |
SPDR S&P 500 ETF TR |
300,000 |
64,890 |
2.96% |
Put |
|
| 2 |
ALIBABA GROUP HLDG LTD |
300,000 |
31,737 |
1.45% |
Put |
|
| 3 |
APPLE INC |
230,000 |
26,002 |
1.19% |
Put |
|
| 4 |
MICROSOFT CORP |
250,000 |
14,400 |
0.66% |
Put |
|
| 5 |
ALPHABET INC |
18,000 |
13,991 |
0.64% |
Put |
|
| 6 |
ISHARES TR |
177,800 |
6,659 |
0.30% |
Put |
|
| 7 |
SPDR S&P 500 ETF TR |
200,000 |
43,260 |
1.98% |
Call |
|
| 8 |
SELECT SECTOR SPDR TR |
500,000 |
35,305 |
1.61% |
Call |
|
| 9 |
APPLE INC |
230,000 |
26,002 |
1.19% |
Call |
|
| 10 |
MICROSOFT CORP |
250,000 |
14,400 |
0.66% |
Call |
|
| 11 |
ALPHABET INC |
18,000 |
13,991 |
0.64% |
Call |
|
| 12 |
MICRON TECHNOLOGY INC |
66,777,000 |
126,982 |
5.80% |
|
PRN |
| 13 |
ALERE INC |
325,536 |
111,169 |
5.08% |
|
|
| 14 |
CTRIP COM INTL LTD |
80,670,000 |
90,996 |
4.16% |
|
PRN |
| 15 |
APOLLO COML REAL EST FIN INC |
79,200,000 |
81,679 |
3.73% |
|
PRN |
| 16 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
75,286,000 |
77,638 |
3.55% |
|
PRN |
| 17 |
CTRIP.COM INTERNATIONAL LTD |
69,350,000 |
69,963 |
3.20% |
|
PRN |
| 18 |
DEPOMED INC NOTE 2.500 9/0 |
48,950,000 |
69,866 |
3.19% |
|
PRN |
| 19 |
STARWOOD WAYPOINT RESIDENTL |
63,641,000 |
69,412 |
3.17% |
|
PRN |
| 20 |
MICRON TECHNOLOGY INC |
36,991,000 |
65,371 |
2.99% |
|
PRN |
| 21 |
YAHOO INC SR CV ZERO NT 18 |
60,731,000 |
62,370 |
2.85% |
|
PRN |
| 22 |
COLONY CAP INC |
61,839,000 |
60,320 |
2.76% |
|
PRN |
| 23 |
OASIS PETE INC NEW |
51,083,000 |
57,813 |
2.64% |
|
PRN |
| 24 |
AMERICAN RESIDEN 3.25 |
44,000,000 |
55,746 |
2.55% |
|
PRN |
| 25 |
VECTOR GROUP LTD |
47,895,000 |
54,554 |
2.49% |
|
PRN |
| 26 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
39,927,000 |
47,710 |
2.18% |
|
PRN |
| 27 |
TWITTER INC |
44,693,000 |
42,963 |
1.96% |
|
PRN |
| 28 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
40,454,000 |
40,472 |
1.85% |
|
PRN |
| 29 |
INCYTE CORP |
20,382,000 |
39,507 |
1.81% |
|
PRN |
| 30 |
QUIDEL CORP |
37,464,000 |
37,767 |
1.73% |
|
PRN |
| 31 |
HORIZON PHARMA INVT LTD |
33,991,000 |
33,040 |
1.51% |
|
PRN |
| 32 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
26,026,000 |
32,549 |
1.49% |
|
PRN |
| 33 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
26,000,000 |
32,075 |
1.47% |
|
PRN |
| 34 |
51JOB INC |
29,735,000 |
31,534 |
1.44% |
|
PRN |
| 35 |
FireEye, Inc. |
34,148,000 |
31,528 |
1.44% |
|
PRN |
| 36 |
LIGAND PHARMACEUTICALS INC |
19,855,000 |
29,087 |
1.33% |
|
PRN |
| 37 |
INTERCEPT PHARMACEUTICALS IN |
23,356,000 |
26,175 |
1.20% |
|
PRN |
| 38 |
SM ENERGY CO |
19,879,000 |
23,926 |
1.09% |
|
PRN |
| 39 |
MICRON TECHNOLOGY INC |
13,250,000 |
22,372 |
1.02% |
|
PRN |
| 40 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
15,500,000 |
21,880 |
1.00% |
|
PRN |
| 41 |
Workday Inc |
16,600,000 |
21,589 |
0.99% |
|
PRN |
| 42 |
SINA CORP |
21,569,000 |
21,556 |
0.98% |
|
PRN |
| 43 |
CONSOLIDATED TOMOKA LD CO |
19,620,000 |
19,253 |
0.88% |
|
PRN |
| 44 |
VIPSHOP HLDGS LTD |
17,723,000 |
19,156 |
0.88% |
|
PRN |
| 45 |
TERRAFORM GLOBAL INC |
4,577,601 |
18,813 |
0.86% |
|
|
| 46 |
STILLWATER MNG CO |
15,471,000 |
18,668 |
0.85% |
|
PRN |
| 47 |
COLONY CAP INC 5 04/15/2023 |
18,238,000 |
18,167 |
0.83% |
|
PRN |
| 48 |
TIMKENSTEEL CORP |
13,550,000 |
14,986 |
0.68% |
|
PRN |
| 49 |
ROYAL BK SCOTLAND GROUP PLC |
14,860,000 |
14,720 |
0.67% |
|
PRN |
| 50 |
YY Inc. |
13,357,000 |
13,227 |
0.60% |
|
PRN |
