| 1 |
0 |
12,779,000 |
10,966 |
0.49% |
|
PRN |
| 2 |
0 |
4,000,000 |
3,860 |
0.17% |
|
PRN |
| 3 |
58 COM INC |
100,000 |
5,565 |
0.25% |
Put |
|
| 4 |
ADOBE INC |
142,500 |
13,367 |
0.60% |
Put |
|
| 5 |
AERCAP HOLDINGS NV |
667,800 |
25,884 |
1.16% |
Put |
|
| 6 |
AK STL CORP |
1,000,000 |
2,072 |
0.09% |
|
PRN |
| 7 |
AK STL HLDG CORP |
400,000 |
1,652 |
0.07% |
Call |
|
| 8 |
ALIBABA GROUP HLDG LTD |
548,000 |
43,308 |
1.95% |
Put |
|
| 9 |
ALLY FINL INC |
2,108,100 |
39,464 |
1.78% |
Put |
|
| 10 |
AMAZON COM INC |
25,000 |
14,841 |
0.67% |
Put |
|
| 11 |
AMERICAN AIRLS GROUP INC |
3,738,400 |
153,312 |
6.90% |
Put |
|
| 12 |
AMERICAN AIRLS GROUP INC |
95,000 |
4,436 |
0.20% |
|
|
| 13 |
AMERICAN AXLE & MFG HLDGS INC COM |
447,700 |
6,890 |
0.31% |
Put |
|
| 14 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
24,814,000 |
24,814 |
1.12% |
|
PRN |
| 15 |
ARCELORMITTAL SA LUXEMBOURG |
1,458,500 |
10,647 |
0.48% |
Put |
|
| 16 |
ARVINMERITOR INC |
13,320,000 |
13,636 |
0.61% |
|
PRN |
| 17 |
AUTODESK INC |
90,000 |
5,248 |
0.24% |
Put |
|
| 18 |
AVON PRODS INC |
420,000 |
2,020 |
0.09% |
Call |
|
| 19 |
BEAZER HOMES USA INC COM NEW |
21,600 |
188 |
0.01% |
Put |
|
| 20 |
BROADSOFT INC |
5,136,000 |
5,919 |
0.27% |
|
PRN |
| 21 |
BROOKDALE SR LIVING INC |
11,026,000 |
10,771 |
0.48% |
|
PRN |
| 22 |
BROOKDALE SR LIVING INC |
1,294,100 |
20,550 |
0.92% |
Put |
|
| 23 |
CANADIAN SOLAR INC |
4,845,000 |
4,542 |
0.20% |
|
PRN |
| 24 |
CANADIAN SOLAR INC |
314,500 |
6,064 |
0.27% |
Put |
|
| 25 |
CATERPILLAR INC |
173,100 |
13,249 |
0.60% |
Put |
|
| 26 |
CBS CORP NEW |
73,200 |
4,033 |
0.18% |
Put |
|
| 27 |
CEMEX SAB DE CV |
2,954,224 |
20,680 |
0.93% |
Put |
|
| 28 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
10,000,000 |
11,269 |
0.51% |
|
PRN |
| 29 |
CHESAPEAKE ENERGY CORP |
1,509,700 |
6,220 |
0.28% |
Put |
|
| 30 |
CHESAPEAKE ENERGY CORP |
260,000 |
1,825 |
0.08% |
|
|
| 31 |
CIT GROUP INC |
2,026,900 |
62,895 |
2.83% |
Put |
|
| 32 |
CIT GROUP INC |
40,000 |
1,707 |
0.08% |
|
|
| 33 |
CLIFFS NAT RES INC |
2,316,600 |
6,950 |
0.31% |
Put |
|
| 34 |
COBALT INTL ENERGY INC |
1,267,100 |
1,546 |
0.07% |
|
|
| 35 |
COBALT INTL ENERGY INC |
978,100 |
2,905 |
0.13% |
Put |
|
| 36 |
COMMUNITY HEALTH SYS INC NEW |
10,000 |
152 |
0.01% |
Put |
|
| 37 |
CONSTELLATION BRANDS INC |
143,300 |
21,651 |
0.97% |
Put |
|
| 38 |
DBX ETF TR |
160,200 |
3,933 |
0.18% |
Put |
|
| 39 |
DELTA AIRLINES INC DEL |
183,400 |
8,288 |
0.37% |
Put |
|
| 40 |
DHT HOLDINGS INC |
2,140,000 |
1,975 |
0.09% |
|
PRN |
| 41 |
FACEBOOK INC |
343,600 |
39,205 |
1.76% |
Put |
|
| 42 |
FREEPORT-MCMORAN INC |
100,000 |
1,319 |
0.06% |
|
|
| 43 |
FREEPORT-MCMORAN INC |
4,987,400 |
51,570 |
2.32% |
Put |
|
| 44 |
FRONTIER COMMUNICATIONS CORP |
300,000 |
1,677 |
0.08% |
Call |
|
| 45 |
GAMESTOP CORP NEW |
387,400 |
12,292 |
0.55% |
Put |
|
| 46 |
GENERAL MTRS CO |
940,500 |
29,560 |
1.33% |
Put |
|
| 47 |
GENERAL MTRS CO |
59,787 |
2,083 |
0.09% |
|
|
| 48 |
HERBALIFE LTD |
21,400,000 |
19,608 |
0.88% |
|
PRN |
| 49 |
HERBALIFE LTD |
628,900 |
38,715 |
1.74% |
Put |
|
| 50 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
2,000,000 |
1,439 |
0.06% |
|
PRN |
