| 1 |
SANDISK CORP |
81,446,000 |
156,376 |
0.06% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
89,616,000 |
117,901 |
0.05% |
|
PRN |
| 3 |
NOVELLUS SYS INC SR NT CV2.625 41 |
36,322,000 |
83,205 |
0.03% |
|
PRN |
| 4 |
CEMEX SAB DE CV |
64,500,000 |
74,861 |
0.03% |
|
PRN |
| 5 |
MICROCHIP TECHNOLOGY INC |
38,986,000 |
69,541 |
0.03% |
|
PRN |
| 6 |
Electronic Arts, Inc. |
45,926,000 |
69,176 |
0.03% |
|
PRN |
| 7 |
TESLA INC |
59,500,000 |
53,851 |
0.02% |
|
PRN |
| 8 |
UNITED STATES STL CORP NEW |
38,022,000 |
47,242 |
0.02% |
|
PRN |
| 9 |
YAHOO INC SR CV ZERO NT 18 |
37,330,000 |
42,276 |
0.02% |
|
PRN |
| 10 |
RADIAN GROUP INC |
25,012,000 |
40,223 |
0.02% |
|
PRN |
| 11 |
MGM RESORTS INTERNATIONAL |
27,000,000 |
31,860 |
0.01% |
|
PRN |
| 12 |
Developers Diversified Realty Corp |
23,100,000 |
28,949 |
0.01% |
|
PRN |
| 13 |
STARWOOD PPTY TR INC |
25,160,000 |
27,921 |
0.01% |
|
PRN |
| 14 |
SPIRIT RLTY CAP INC NEW |
25,212,000 |
24,518 |
0.01% |
|
PRN |
| 15 |
MOLINA HEALTHCARE INC |
17,500,000 |
24,325 |
0.01% |
|
PRN |
| 16 |
SALIX PHARMACEUTICALS INC |
11,631,000 |
21,205 |
0.01% |
|
PRN |
| 17 |
STARWOOD PPTY TR INC |
17,864,000 |
19,275 |
0.01% |
|
PRN |
| 18 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
12,500,000 |
17,445 |
0.01% |
|
PRN |
| 19 |
NVIDIA CORP SR CONV NT 1 18 |
14,536,000 |
16,707 |
0.01% |
|
PRN |
| 20 |
TELEFLEX INC |
6,800,000 |
12,759 |
0.01% |
|
PRN |
| 21 |
XPO LOGISTICS INC |
5,000,000 |
12,728 |
0.01% |
|
PRN |
| 22 |
TAKE-TWO INTERACTIVE SOFTWAR |
7,500,000 |
11,344 |
0.00% |
|
PRN |
| 23 |
ANI PHARMACEUTICALS INC |
10,000,000 |
10,498 |
0.00% |
|
PRN |
| 24 |
TESLA INC SR CV NT 0.25 19 |
8,500,000 |
7,870 |
0.00% |
|
PRN |
| 25 |
PRICELINE GRP INC SR CONV NT 1 18 |
5,030,000 |
6,674 |
0.00% |
|
PRN |
| 26 |
SANDISK CORP |
5,000,000 |
6,006 |
0.00% |
|
PRN |
| 27 |
LAM RESEARCH CORP |
4,500,000 |
5,906 |
0.00% |
|
PRN |
| 28 |
SUNPOWER CORP |
4,000,000 |
4,668 |
0.00% |
|
PRN |
| 29 |
CTRIP COM INTL LTD |
4,000,000 |
3,900 |
0.00% |
|
PRN |
| 30 |
COLONY CAP INC 5 04/15/2023 |
3,500,000 |
3,738 |
0.00% |
|
PRN |
| 31 |
VANTAGE DRILLING COMPANY |
4,000,000 |
3,635 |
0.00% |
|
PRN |
| 32 |
INTEL CORP JR SB CONV DB 39 |
2,000,000 |
3,478 |
0.00% |
|
PRN |
| 33 |
MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV |
500,000 |
480 |
0.00% |
|
PRN |
| 34 |
SPDR S&P 500 ETF TR |
76,842,830 |
15,952,572 |
6.33% |
Put |
|
| 35 |
APPLE INC |
63,780,700 |
7,040,114 |
2.79% |
Put |
|
| 36 |
APPLE INC |
55,724,550 |
6,150,876 |
2.44% |
Call |
|
| 37 |
SPDR S&P 500 ETF TR |
27,089,150 |
5,623,708 |
2.23% |
Call |
|
| 38 |
SPDR S&P 500 ETF TR |
25,350,126 |
5,209,451 |
2.07% |
|
|
| 39 |
ISHARES TR |
26,073,900 |
3,137,733 |
1.24% |
Put |
|
| 40 |
APPLE INC |
26,052,664 |
2,875,693 |
1.14% |
|
|
| 41 |
FACEBOOK INC |
27,918,000 |
2,178,162 |
0.86% |
Call |
|
| 42 |
ISHARES NASDAQ BIOTECHNOLOGY ETF |
3,912,220 |
2,076,059 |
0.82% |
Call |
|
| 43 |
PRICELINE GRP INC |
1,703,000 |
1,941,778 |
0.77% |
Put |
|
| 44 |
PRICELINE GRP INC |
1,508,900 |
1,720,463 |
0.68% |
Call |
|
| 45 |
ALIBABA GROUP HLDG LTD |
16,477,600 |
1,712,682 |
0.68% |
Call |
|
| 46 |
ISHARES NASDAQ BIOTECHNOLOGY ETF |
3,160,020 |
1,676,896 |
0.67% |
Put |
|
| 47 |
GILEAD SCIENCES INC |
16,754,200 |
1,579,251 |
0.63% |
Put |
|
| 48 |
TESLA INC |
6,980,700 |
1,552,577 |
0.62% |
Put |
|
| 49 |
APPLE INC |
13,603,100 |
1,501,510 |
0.60% |
Put |
|
| 50 |
FACEBOOK INC |
18,725,600 |
1,460,971 |
0.58% |
Put |
|
