| 1 |
TESLA INC |
3,000,000 |
5,126 |
0.23% |
|
PRN |
| 2 |
WEATHERFORD INTL LTD |
4,133,000 |
4,510 |
0.20% |
|
PRN |
| 3 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
4,156,000 |
4,404 |
0.20% |
|
PRN |
| 4 |
DEPOMED INC NOTE 2.500 9/0 |
3,011,000 |
3,634 |
0.16% |
|
PRN |
| 5 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
3,144,000 |
3,331 |
0.15% |
|
PRN |
| 6 |
DEPOMED INC NOTE 2.500 9/0 |
2,689,000 |
3,245 |
0.14% |
|
PRN |
| 7 |
Mentor Graphics Corp |
2,500,000 |
2,741 |
0.12% |
|
PRN |
| 8 |
TESLA INC |
1,600,000 |
2,734 |
0.12% |
|
PRN |
| 9 |
CORNERSTONE ONDEMAND INC |
2,500,000 |
2,552 |
0.11% |
|
PRN |
| 10 |
J2 GLOBAL INC SR CV NT 3.25 29 |
1,980,000 |
2,227 |
0.10% |
|
PRN |
| 11 |
YAHOO INC SR CV ZERO NT 18 |
1,900,000 |
1,889 |
0.08% |
|
PRN |
| 12 |
VIPSHOP HLDGS LTD |
1,900,000 |
1,877 |
0.08% |
|
PRN |
| 13 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
1,000,000 |
712 |
0.03% |
|
PRN |
| 14 |
SPDR S&P 500 ETF TR |
810,000 |
169,675 |
7.54% |
Call |
|
| 15 |
SPDR S&P 500 ETF TR |
709,600 |
148,643 |
6.60% |
Put |
|
| 16 |
ISHARES TR |
1,000,000 |
114,980 |
5.11% |
Put |
|
| 17 |
ISHARES TR |
2,664,200 |
91,542 |
4.07% |
Call |
|
| 18 |
WAL-MART STORES INC |
1,050,000 |
65,027 |
2.89% |
Put |
|
| 19 |
ISHARES TR |
560,000 |
64,389 |
2.86% |
Put |
|
| 20 |
MERCK & CO INC |
1,025,000 |
59,050 |
2.62% |
Put |
|
| 21 |
SPDR S&P 500 ETF TR |
275,000 |
57,606 |
2.56% |
Call |
|
| 22 |
TYSON FOODS INC TANG EQ UNIT |
673,474 |
49,919 |
2.22% |
|
|
| 23 |
POWERSHS DB US DOLLAR INDEX |
1,787,000 |
44,389 |
1.97% |
Put |
|
| 24 |
CURRENCYSHS BRIT POUND STER |
287,300 |
37,392 |
1.66% |
Put |
|
| 25 |
WISDOMTREE TR |
928,900 |
36,023 |
1.60% |
Put |
|
| 26 |
ISHARES TR |
1,000,000 |
34,220 |
1.52% |
Put |
|
| 27 |
POWERSHS DB US DOLLAR INDEX |
1,375,800 |
34,175 |
1.52% |
Call |
|
| 28 |
CURRENCYSHARES JAPANESE YEN TRUST |
353,200 |
33,052 |
1.47% |
Put |
|
| 29 |
CURRENCYSHARES EURO TR |
249,600 |
26,999 |
1.20% |
Put |
|
| 30 |
CURRENCYSHARES JAPANESE YEN TRUST |
280,500 |
26,249 |
1.17% |
Call |
|
| 31 |
ISHARES TR |
735,000 |
25,255 |
1.12% |
Put |
|
| 32 |
VERIZON COMMUNICATIONS INC |
370,000 |
20,661 |
0.92% |
Put |
|
| 33 |
SPDR INDEX SHS FDS |
619,700 |
19,316 |
0.86% |
Call |
|
| 34 |
SELECT SECTOR SPDR TR |
340,000 |
19,043 |
0.85% |
Put |
|
| 35 |
GENERAL ELECTRIC CO |
585,000 |
18,416 |
0.82% |
Put |
|
| 36 |
VANECK ETF TRUST |
635,900 |
17,621 |
0.78% |
Put |
|
| 37 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
200,000 |
16,940 |
0.75% |
Call |
|
| 38 |
ISHARES TR |
200,000 |
16,478 |
0.73% |
Call |
|
| 39 |
BANK AMER CORP |
1,182,400 |
15,690 |
0.70% |
Call |
|
| 40 |
AMAZON COM INC |
20,000 |
14,312 |
0.64% |
Put |
|
| 41 |
ISHARES TR |
124,176 |
14,278 |
0.63% |
|
|
| 42 |
ALLERGAN PLC |
61,720 |
14,263 |
0.63% |
|
|
| 43 |
ISHARES TR |
378,816 |
12,963 |
0.58% |
|
|
| 44 |
INTERVAL LEISURE GROUP INC |
813,585 |
12,936 |
0.57% |
|
|
| 45 |
ISHARES TR |
50,000 |
12,867 |
0.57% |
Put |
|
| 46 |
DELTA AIRLINES INC DEL |
350,000 |
12,751 |
0.57% |
Call |
|
| 47 |
NEXSTAR MEDIA GROUP INC |
266,465 |
12,678 |
0.56% |
|
|
| 48 |
ZAYO GROUP HOLDINGS |
452,985 |
12,652 |
0.56% |
|
|
| 49 |
VANECK ETF TRUST |
450,000 |
12,470 |
0.55% |
Call |
|
| 50 |
ARAMARK |
372,908 |
12,463 |
0.55% |
|
|
