| 1 |
NVIDIA CORP SR CONV NT 1 18 |
53,505,000 |
182,051 |
0.09% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
79,761,000 |
145,863 |
0.07% |
|
PRN |
| 3 |
YAHOO INC SR CV ZERO NT 18 |
60,763,000 |
62,206 |
0.03% |
|
PRN |
| 4 |
INTEL CORP JR SB CONV DB 35 |
39,312,000 |
54,275 |
0.03% |
|
PRN |
| 5 |
LIGAND PHARMACEUTICALS INC |
20,312,000 |
29,643 |
0.01% |
|
PRN |
| 6 |
DEPOMED INC NOTE 2.500 9/0 |
17,000,000 |
24,204 |
0.01% |
|
PRN |
| 7 |
SALESFORCE COM INC SR CV NT 0.25 18 |
17,500,000 |
20,924 |
0.01% |
|
PRN |
| 8 |
PRICELINE GRP INC SR CONV NT 1 18 |
9,875,000 |
15,627 |
0.01% |
|
PRN |
| 9 |
WHITING PETE CORP NEW |
18,200,000 |
15,038 |
0.01% |
|
PRN |
| 10 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
6,183,000 |
12,969 |
0.01% |
|
PRN |
| 11 |
MEDICINES CO SR GLBL CV NT 22 |
10,000,000 |
12,944 |
0.01% |
|
PRN |
| 12 |
VERISIGN INC JR SB CONV DB 37 |
5,000,000 |
11,459 |
0.01% |
|
PRN |
| 13 |
Workday Inc |
7,500,000 |
9,727 |
0.00% |
|
PRN |
| 14 |
CTRIP COM INTL LTD |
7,500,000 |
8,128 |
0.00% |
|
PRN |
| 15 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
7,000,000 |
7,613 |
0.00% |
|
PRN |
| 16 |
XILINX INC SR NT CV2.625 17 |
4,000,000 |
7,525 |
0.00% |
|
PRN |
| 17 |
MOLINA HEALTHCARE INC |
3,000,000 |
4,551 |
0.00% |
|
PRN |
| 18 |
TTM TECHNOLOGIES INC |
3,000,000 |
3,968 |
0.00% |
|
PRN |
| 19 |
ON SEMICONDUCTOR CORP |
3,252,000 |
3,874 |
0.00% |
|
PRN |
| 20 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
2,500,000 |
3,058 |
0.00% |
|
PRN |
| 21 |
PERNIX THERAPEUTICS HOLDINGS INC |
1,500,000 |
391 |
0.00% |
|
PRN |
| 22 |
ROYAL BANK OF CANADA |
236,000 |
257 |
0.00% |
|
PRN |
| 23 |
SPDR S&P 500 ETF TR |
73,201,840 |
15,833,558 |
7.64% |
Put |
|
| 24 |
SPDR S&P 500 ETF TR |
49,726,960 |
10,755,941 |
5.19% |
Call |
|
| 25 |
APPLE INC |
33,661,370 |
3,805,418 |
1.84% |
Put |
|
| 26 |
AMAZON COM INC |
4,342,340 |
3,635,885 |
1.76% |
Call |
|
| 27 |
PROCTER AND GAMBLE CO |
39,889,600 |
3,580,092 |
1.73% |
Put |
|
| 28 |
APPLE INC |
31,174,540 |
3,524,282 |
1.70% |
Call |
|
| 29 |
PROCTER AND GAMBLE CO |
38,402,820 |
3,446,653 |
1.66% |
|
|
| 30 |
AMAZON COM INC |
4,041,810 |
3,384,248 |
1.63% |
Put |
|
| 31 |
ISHARES TR |
26,396,400 |
3,278,697 |
1.58% |
Put |
|
| 32 |
POWERSHARES QQQ TRUST |
17,966,800 |
2,133,018 |
1.03% |
Put |
|
| 33 |
FACEBOOK INC |
15,930,600 |
2,043,418 |
0.99% |
Call |
|
| 34 |
ISHARES TR |
15,901,700 |
1,975,150 |
0.95% |
Call |
|
| 35 |
ALPHABET INC |
2,537,200 |
1,972,140 |
0.95% |
Put |
|
| 36 |
POWERSHARES QQQ TRUST |
16,252,700 |
1,929,521 |
0.93% |
Call |
|
| 37 |
ALPHABET INC |
2,373,000 |
1,844,509 |
0.89% |
Call |
|
| 38 |
ISHARES 20 YEAR TREASURY BOND ETF |
12,510,800 |
1,720,360 |
0.83% |
Put |
|
| 39 |
PRICELINE GRP INC |
1,108,200 |
1,630,705 |
0.79% |
Put |
|
| 40 |
TESLA INC |
7,475,800 |
1,525,287 |
0.74% |
Put |
|
| 41 |
APPLE INC |
12,706,177 |
1,436,433 |
0.69% |
|
|
| 42 |
FACEBOOK INC |
10,717,800 |
1,374,772 |
0.66% |
Put |
|
| 43 |
PRICELINE GRP INC |
926,800 |
1,363,777 |
0.66% |
Call |
|
| 44 |
TESLA INC |
6,608,800 |
1,348,393 |
0.65% |
Call |
|
| 45 |
ALIBABA GROUP HLDG LTD |
12,740,000 |
1,347,765 |
0.65% |
Call |
|
| 46 |
ALPHABET INC |
1,555,400 |
1,250,635 |
0.60% |
Call |
|
| 47 |
BANK AMER CORP |
78,572,200 |
1,229,655 |
0.59% |
Put |
|
| 48 |
ISHARES TR |
30,628,500 |
1,147,037 |
0.55% |
Put |
|
| 49 |
ALPHABET INC |
1,395,400 |
1,121,985 |
0.54% |
Put |
|
| 50 |
BANK AMER CORP |
63,246,220 |
989,803 |
0.48% |
|
|
