| 1 |
NVIDIA CORP SR CONV NT 1 18 |
76,755,000 |
178,839 |
0.10% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
85,339,000 |
138,730 |
0.07% |
|
PRN |
| 3 |
INTEL CORP JR SB CONV DB 35 |
31,312,000 |
40,490 |
0.02% |
|
PRN |
| 4 |
YAHOO INC SR CV ZERO NT 18 |
34,650,000 |
34,390 |
0.02% |
|
PRN |
| 5 |
DEPOMED INC NOTE 2.500 9/0 |
24,500,000 |
29,569 |
0.02% |
|
PRN |
| 6 |
PRICELINE GRP INC SR CONV NT 1 18 |
16,224,000 |
22,521 |
0.01% |
|
PRN |
| 7 |
WHITING PETE CORP NEW |
25,000,000 |
19,781 |
0.01% |
|
PRN |
| 8 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
9,358,000 |
16,669 |
0.01% |
|
PRN |
| 9 |
MEDICINES CO SR GLBL CV NT 22 |
12,500,000 |
14,727 |
0.01% |
|
PRN |
| 10 |
XILINX INC SR NT CV2.625 17 |
4,000,000 |
6,438 |
0.00% |
|
PRN |
| 11 |
MOLINA HEALTHCARE INC |
4,566,000 |
6,178 |
0.00% |
|
PRN |
| 12 |
SUNPOWER CORP SR CV DEB0.75 18 |
5,000,000 |
4,747 |
0.00% |
|
PRN |
| 13 |
HSBC HLDGS PLC NOTE 6.87512/3 |
3,890,000 |
3,871 |
0.00% |
|
PRN |
| 14 |
AEGEAN MARINE PETE NETWORK I |
1,000,000 |
808 |
0.00% |
|
PRN |
| 15 |
PERNIX THERAPEUTICS HOLDINGS INC |
1,500,000 |
345 |
0.00% |
|
PRN |
| 16 |
SUNTECH POWER HLDGS CO |
22,900,000 |
1 |
0.00% |
|
PRN |
| 17 |
SPDR S&P 500 ETF TR |
76,734,340 |
16,078,146 |
8.62% |
Put |
|
| 18 |
SPDR S&P 500 ETF TR |
40,383,790 |
8,461,616 |
4.54% |
Call |
|
| 19 |
ISHARES TR |
33,263,000 |
3,824,247 |
2.05% |
Put |
|
| 20 |
APPLE INC |
37,513,870 |
3,586,326 |
1.92% |
Put |
|
| 21 |
APPLE INC |
31,201,240 |
2,982,839 |
1.60% |
Call |
|
| 22 |
AMAZON COM INC |
3,655,140 |
2,615,691 |
1.40% |
Call |
|
| 23 |
AMAZON COM INC |
2,871,210 |
2,054,695 |
1.10% |
Put |
|
| 24 |
FACEBOOK INC |
17,381,400 |
1,986,346 |
1.06% |
Call |
|
| 25 |
ISHARES 20 YEAR TREASURY BOND ETF |
14,064,800 |
1,953,601 |
1.05% |
Put |
|
| 26 |
APPLE INC |
19,757,927 |
1,888,858 |
1.01% |
|
|
| 27 |
PRICELINE GRP INC |
1,498,700 |
1,870,992 |
1.00% |
Put |
|
| 28 |
ALPHABET INC |
2,548,300 |
1,763,678 |
0.95% |
Call |
|
| 29 |
PRICELINE GRP INC |
1,329,500 |
1,659,761 |
0.89% |
Call |
|
| 30 |
ISHARES TR |
14,239,700 |
1,637,138 |
0.88% |
Call |
|
| 31 |
ALPHABET INC |
2,199,600 |
1,522,343 |
0.82% |
Put |
|
| 32 |
ISHARES 20 YEAR TREASURY BOND ETF |
10,757,400 |
1,494,203 |
0.80% |
Call |
|
| 33 |
TESLA INC |
6,213,900 |
1,319,087 |
0.71% |
Put |
|
| 34 |
POWERSHARES QQQ TRUST |
11,862,000 |
1,275,639 |
0.68% |
Put |
|
| 35 |
ALPHABET INC |
1,721,600 |
1,211,197 |
0.65% |
Call |
|
| 36 |
BANK AMER CORP |
83,124,700 |
1,103,065 |
0.59% |
Put |
|
| 37 |
FACEBOOK INC |
9,642,700 |
1,101,968 |
0.59% |
Put |
|
| 38 |
SPDR GOLD TR |
8,665,500 |
1,096,359 |
0.59% |
Call |
|
| 39 |
TESLA INC |
4,945,100 |
1,049,746 |
0.56% |
Call |
|
| 40 |
ALPHABET INC |
1,450,000 |
1,020,119 |
0.55% |
Put |
|
| 41 |
POWERSHARES QQQ TRUST |
9,429,000 |
1,013,995 |
0.54% |
Call |
|
| 42 |
BANK AMER CORP |
71,882,932 |
953,887 |
0.51% |
|
|
| 43 |
ALLERGAN PLC |
4,102,500 |
948,047 |
0.51% |
Put |
|
| 44 |
ALIBABA GROUP HLDG LTD |
11,397,800 |
906,467 |
0.49% |
Call |
|
| 45 |
ISHARES TR |
26,104,400 |
896,947 |
0.48% |
Put |
|
| 46 |
CITIGROUPINC |
20,291,800 |
860,169 |
0.46% |
Put |
|
| 47 |
GENERAL ELECTRIC CO |
26,412,700 |
831,472 |
0.45% |
Call |
|
| 48 |
ISHARES TR |
23,832,500 |
818,885 |
0.44% |
Call |
|
| 49 |
KINDER MORGAN INC DEL |
41,175,700 |
770,809 |
0.41% |
Call |
|
| 50 |
VISA INC |
10,383,600 |
770,152 |
0.41% |
Call |
|
