| 1 |
ISHARES TR |
2,524,300 |
313,543 |
9.73% |
Put |
|
| 2 |
SPDR S&P 500 ETF TR |
1,275,000 |
275,782 |
8.56% |
Put |
|
| 3 |
ALIBABA GROUP HLDG LTD |
730,400 |
77,269 |
2.40% |
Put |
|
| 4 |
POWERSHARES QQQ TRUST |
375,000 |
44,520 |
1.38% |
Put |
|
| 5 |
LAS VEGAS SANDS CORP |
268,500 |
15,449 |
0.48% |
Put |
|
| 6 |
NEXTERA ENERGY INC |
110,000 |
13,455 |
0.42% |
Put |
|
| 7 |
SELECT SECTOR SPDR TR |
225,000 |
11,023 |
0.34% |
Put |
|
| 8 |
TEVA PHARMACEUTICAL INDS LTD |
168,000 |
7,730 |
0.24% |
Put |
|
| 9 |
ISHARES TR |
100,000 |
3,745 |
0.12% |
Put |
|
| 10 |
SOUTHWESTERN ENERGY CO |
200,000 |
2,768 |
0.09% |
Put |
|
| 11 |
AMC NETWORKS INC CL A |
50,000 |
2,593 |
0.08% |
Put |
|
| 12 |
MORGAN STANLEY |
55,000 |
1,763 |
0.05% |
Put |
|
| 13 |
APPLIED MATLS INC |
15,000 |
452 |
0.01% |
Put |
|
| 14 |
SPDR S&P 500 ETF TR |
600,000 |
129,780 |
4.03% |
Call |
|
| 15 |
EXXON MOBIL CORP |
230,000 |
20,074 |
0.62% |
Call |
|
| 16 |
FACEBOOK INC |
100,000 |
12,827 |
0.40% |
Call |
|
| 17 |
FIREEYE INC |
300,000 |
4,419 |
0.14% |
Call |
|
| 18 |
G-III APPAREL GROUP LTD |
100,000 |
2,915 |
0.09% |
Call |
|
| 19 |
SWIFT TRANSN CO |
107,400 |
2,306 |
0.07% |
Call |
|
| 20 |
EXACT SCIENCES CORP |
100,000 |
1,857 |
0.06% |
Call |
|
| 21 |
LAM RESEARCH CORP |
15,000 |
1,421 |
0.04% |
Call |
|
| 22 |
ENBRIDGE INC |
30,000 |
1,327 |
0.04% |
Call |
|
| 23 |
INTEL CORP JR SB CONV DB 39 |
63,500,000 |
116,280 |
3.61% |
|
PRN |
| 24 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
52,774,000 |
108,695 |
3.37% |
|
PRN |
| 25 |
VERISIGN INC JR SB CONV DB 37 |
40,000,000 |
91,576 |
2.84% |
|
PRN |
| 26 |
MICRON TECHNOLOGY INC |
47,500,000 |
90,360 |
2.80% |
|
PRN |
| 27 |
Workday Inc |
30,000,000 |
39,011 |
1.21% |
|
PRN |
| 28 |
NXP SEMICONDUCTORS N V |
30,000,000 |
35,718 |
1.11% |
|
PRN |
| 29 |
PATTERN ENERGY GROUP INC NOTE 4.000 7/1 |
33,750,000 |
34,090 |
1.06% |
|
PRN |
| 30 |
ALPHABET INC |
42,986 |
33,413 |
1.04% |
|
|
| 31 |
NOVANTA INC COM |
1,889,056 |
32,775 |
1.02% |
|
|
| 32 |
DOMINION RES INC VA NEW UNIT 08/15/2019 |
650,000 |
32,766 |
1.02% |
|
|
| 33 |
MERCADOLIBRE INC |
20,000,000 |
31,231 |
0.97% |
|
PRN |
| 34 |
BIO RAD LABS INC |
188,578 |
30,891 |
0.96% |
|
|
| 35 |
INCONTACT INC |
25,000,000 |
30,178 |
0.94% |
|
PRN |
| 36 |
FACEBOOK INC |
227,721 |
29,210 |
0.91% |
|
|
| 37 |
INTERACTIVE INTELLIGENCE GRO |
25,000,000 |
28,850 |
0.90% |
|
PRN |
| 38 |
DST SYS INC DEL |
238,440 |
28,117 |
0.87% |
|
|
| 39 |
ALLERGAN PLC |
32,000 |
26,265 |
0.82% |
|
|
| 40 |
QUINPARIO ACQUISITION CORP 2 |
2,649,290 |
26,254 |
0.81% |
|
|
| 41 |
CTRIP COM INTL LTD |
20,000,000 |
25,833 |
0.80% |
|
PRN |
| 42 |
AR CAP ACQUISITION CORP |
2,348,685 |
23,369 |
0.73% |
|
|
| 43 |
J2 GLOBAL INC SR CV NT 3.25 29 |
20,000,000 |
23,235 |
0.72% |
|
PRN |
| 44 |
NEXTERA ENERGY INCORPORATED UT EX 090119 |
450,000 |
22,292 |
0.69% |
|
|
| 45 |
CSRA INC |
824,899 |
22,190 |
0.69% |
|
|
| 46 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
17,500,000 |
20,890 |
0.65% |
|
PRN |
| 47 |
CORELOGIC INC |
509,327 |
19,976 |
0.62% |
|
|
| 48 |
LINKEDIN CORP |
20,000,000 |
19,819 |
0.62% |
|
PRN |
| 49 |
DELL TECHNOLOGIES INC |
408,313 |
19,517 |
0.61% |
|
|
| 50 |
ACTUA CORP |
1,499,275 |
19,416 |
0.60% |
|
|
