| 1 |
INTEL CORP JR SB CONV DB 39 |
85,339,000 |
138,730 |
0.07% |
|
PRN |
| 2 |
BANK AMER CORP |
83,124,700 |
1,103,065 |
0.59% |
Put |
|
| 3 |
NVIDIA CORP SR CONV NT 1 18 |
76,755,000 |
178,839 |
0.10% |
|
PRN |
| 4 |
SPDR S&P 500 ETF TR |
76,734,340 |
16,078,146 |
8.62% |
Put |
|
| 5 |
BANK AMER CORP |
71,882,932 |
953,887 |
0.51% |
|
|
| 6 |
KINDER MORGAN INC DEL |
41,175,700 |
770,809 |
0.41% |
Call |
|
| 7 |
SPDR S&P 500 ETF TR |
40,383,790 |
8,461,616 |
4.54% |
Call |
|
| 8 |
APPLE INC |
37,513,870 |
3,586,326 |
1.92% |
Put |
|
| 9 |
YAHOO INC SR CV ZERO NT 18 |
34,650,000 |
34,390 |
0.02% |
|
PRN |
| 10 |
ISHARES TR |
33,263,000 |
3,824,247 |
2.05% |
Put |
|
| 11 |
UNITED STATES OIL FUND LP |
31,919,500 |
369,309 |
0.20% |
Put |
|
| 12 |
INTEL CORP JR SB CONV DB 35 |
31,312,000 |
40,490 |
0.02% |
|
PRN |
| 13 |
APPLE INC |
31,201,240 |
2,982,839 |
1.60% |
Call |
|
| 14 |
BANK AMER CORP |
29,308,200 |
388,920 |
0.21% |
Call |
|
| 15 |
GENERAL ELECTRIC CO |
26,412,700 |
831,472 |
0.45% |
Call |
|
| 16 |
ISHARES TR |
26,104,400 |
896,947 |
0.48% |
Put |
|
| 17 |
iPath S&P 500 VIX Short-Term F |
25,131,700 |
346,817 |
0.19% |
Call |
|
| 18 |
WHITING PETE CORP NEW |
25,000,000 |
19,781 |
0.01% |
|
PRN |
| 19 |
DEPOMED INC NOTE 2.500 9/0 |
24,500,000 |
29,569 |
0.02% |
|
PRN |
| 20 |
ISHARES TR |
23,832,500 |
818,885 |
0.44% |
Call |
|
| 21 |
SUNTECH POWER HLDGS CO |
22,900,000 |
1 |
0.00% |
|
PRN |
| 22 |
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR |
21,777,310 |
126,526 |
0.07% |
|
|
| 23 |
CITIGROUPINC |
20,291,800 |
860,169 |
0.46% |
Put |
|
| 24 |
APPLE INC |
19,757,927 |
1,888,858 |
1.01% |
|
|
| 25 |
iPath S&P 500 VIX Short-Term F |
18,867,100 |
260,366 |
0.14% |
Put |
|
| 26 |
UNITED STATES OIL FUND LP |
18,662,800 |
215,929 |
0.12% |
Call |
|
| 27 |
ISHARES TR |
17,776,800 |
608,322 |
0.33% |
Put |
|
| 28 |
FACEBOOK INC |
17,381,400 |
1,986,346 |
1.06% |
Call |
|
| 29 |
CITIGROUPINC |
16,940,400 |
718,104 |
0.38% |
Call |
|
| 30 |
PRICELINE GRP INC SR CONV NT 1 18 |
16,224,000 |
22,521 |
0.01% |
|
PRN |
| 31 |
CHESAPEAKE ENERGY CORP |
15,629,600 |
66,895 |
0.04% |
Put |
|
| 32 |
VALE S A |
15,490,264 |
62,116 |
0.03% |
|
|
| 33 |
ISHARES TR |
14,239,700 |
1,637,138 |
0.88% |
Call |
|
| 34 |
PROSHARES TR II |
14,186,200 |
133,776 |
0.07% |
Call |
|
| 35 |
ISHARES 20 YEAR TREASURY BOND ETF |
14,064,800 |
1,953,601 |
1.05% |
Put |
|
| 36 |
PROSHARES TR II |
13,143,900 |
123,947 |
0.07% |
Put |
|
| 37 |
AT&T INC |
13,049,200 |
563,856 |
0.30% |
Call |
|
| 38 |
CHESAPEAKE ENERGY CORP |
12,931,100 |
55,345 |
0.03% |
Call |
|
| 39 |
MICRON TECHNOLOGY INC |
12,524,300 |
172,334 |
0.09% |
Call |
|
| 40 |
MEDICINES CO SR GLBL CV NT 22 |
12,500,000 |
14,727 |
0.01% |
|
PRN |
| 41 |
TWITTER INC |
12,495,600 |
211,301 |
0.11% |
Put |
|
| 42 |
POWERSHARES QQQ TRUST |
11,862,000 |
1,275,639 |
0.68% |
Put |
|
| 43 |
TWITTER INC |
11,511,714 |
194,663 |
0.10% |
|
|
| 44 |
ALIBABA GROUP HLDG LTD |
11,397,800 |
906,467 |
0.49% |
Call |
|
| 45 |
MORGAN STANLEY |
11,296,600 |
293,486 |
0.16% |
Put |
|
| 46 |
MICROSOFT CORP |
11,292,400 |
577,832 |
0.31% |
Call |
|
| 47 |
SELECT SECTOR SPDR TR |
11,181,600 |
255,555 |
0.14% |
Put |
|
| 48 |
ISHARES TR |
11,055,000 |
616,980 |
0.33% |
Put |
|
| 49 |
VANECK ETF TRUST |
11,034,400 |
305,763 |
0.16% |
Call |
|
| 50 |
CITIGROUPINC |
10,927,626 |
463,222 |
0.25% |
|
|
