| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BK OF SCOTLAND PLC | 333,108,000 | 30,562,659 | 16.56% | PRN | |
| 2 | LLOYDS BANKING GROUP PLC | 160,317,000 | 15,711,066 | 8.51% | PRN | |
| 3 | ROYAL BK OF SCOTLAND PLC | 147,417,000 | 13,783,490 | 7.47% | PRN | |
| 4 | ING GROEP N V | 98,675,000 | 9,047,264 | 4.90% | PRN | |
| 5 | HSBC HOLDINGS PLC | 94,315,000 | 9,007,083 | 4.88% | PRN | |
| 6 | BARCLAYS PLC NOTE 8.25012/3 | 69,900,000 | 6,863,481 | 3.72% | PRN | |
| 7 | HSBC HLDGS PLC | 36,500,000 | 3,640,875 | 1.97% | PRN | |
| 8 | WEATERFORD BERMUDA | 15,000,000 | 1,634,063 | 0.89% | PRN | |
| 9 | INTNED 6 PERP C | 10,500,000 | 989,625 | 0.54% | PRN | |
| 10 | BARCLAYS PLC | 6,000,000 | 538,500 | 0.29% | PRN | |
| 11 | Intel Corp | 136,875,000 | 222,593 | 0.12% | PRN | |
| 12 | Priceline Group Inc/The | 132,690,000 | 156,286 | 0.08% | PRN | |
| 13 | SALESFORCE COM INC SR CV NT 0.25 18 | 115,110,000 | 149,056 | 0.08% | PRN | |
| 14 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 1,500,000 | 148,406 | 0.08% | PRN | |
| 15 | HERBALIFE LTD | 141,900,000 | 140,460 | 0.08% | PRN | |
| 16 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 123,375,000 | 137,276 | 0.07% | PRN | |
| 17 | TESLA INC SR CV NT 0.25 19 | 152,705,000 | 135,220 | 0.07% | PRN | |
| 18 | Nvidia Corp | 56,465,000 | 131,406 | 0.07% | PRN | |
| 19 | VERISIGN INC | 52,210,000 | 131,077 | 0.07% | PRN | |
| 20 | MICRON TECHNOLOGY INC SR SB GLBL CV 43 | 172,251,000 | 129,361 | 0.07% | PRN | |
| 21 | Red Hat Inc | 94,350,000 | 113,928 | 0.06% | PRN | |
| 22 | NXP SEMICONDUCTORS N V | 98,450,000 | 106,861 | 0.06% | PRN | |
| 23 | LIBERTY MEDIA CORP DELAWARE | 106,635,000 | 105,966 | 0.06% | PRN | |
| 24 | JAZZ INVESTMENTS I LTD | 96,825,000 | 104,172 | 0.06% | PRN | |
| 25 | SOLARCITY CORP NOTE 1.62511/0 | 133,265,000 | 95,284 | 0.05% | PRN | |
| 26 | SERVICENOW INC | 76,840,000 | 85,601 | 0.05% | PRN | |
| 27 | CHENIERE ENERGY INC | 148,760,000 | 84,793 | 0.05% | PRN | |
| 28 | Citrix Systems Inc | 67,900,000 | 76,133 | 0.04% | PRN | |
| 29 | XILINX INC SR NT CV2.625 17 | 46,825,000 | 74,686 | 0.04% | PRN | |
| 30 | ILLUMINA INC SR CONV NT0.5 21 | 74,870,000 | 74,308 | 0.04% | PRN | |
| 31 | CEMEX SAB DE CV NOTE 3.750 3/1 | 69,350,000 | 70,704 | 0.04% | PRN | |
| 32 | TESLA INC | 80,395,000 | 67,431 | 0.04% | PRN | |
| 33 | YAHOO INC SR CV ZERO NT 18 | 66,840,000 | 66,305 | 0.04% | PRN | |
| 34 | MOLINA HEALTHCARE INC | 48,220,000 | 65,055 | 0.04% | PRN | |
| 35 | BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 | 56,270,000 | 62,600 | 0.03% | PRN | |
| 36 | RYLAND GROUP INC SR NT CV 0.25 19 | 670,000 | 62,352 | 0.03% | PRN | |
| 37 | SANDISK CORP | 63,260,000 | 55,194 | 0.03% | PRN | |
| 38 | AKAMAI TECHNOLOGIES INC | 56,695,000 | 54,994 | 0.03% | PRN | |
| 39 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 43,455,000 | 54,971 | 0.03% | PRN | |
| 40 | ALLSCRIPTS HEALTHCARE SOLUTN | 52,040,000 | 52,246 | 0.03% | PRN | |
| 41 | JDS UNIPHASE CORP | 52,825,000 | 51,636 | 0.03% | PRN | |
| 42 | HOLOGIC INC | 41,225,000 | 50,040 | 0.03% | PRN | |
| 43 | CARDTRONICS INC | 48,955,000 | 49,751 | 0.03% | PRN | |
| 44 | Macquarie Infrastructure Corp | 43,850,000 | 49,551 | 0.03% | PRN | |
| 45 | LINKEDIN CORP | 49,710,000 | 49,064 | 0.03% | PRN | |
| 46 | INTERDIGITAL INC | 46,020,000 | 47,558 | 0.03% | PRN | |
| 47 | PROOFPOINT INC SR CV BD 0.75 20 | 44,035,000 | 46,952 | 0.03% | PRN | |
| 48 | LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 | 46,685,000 | 46,860 | 0.03% | PRN | |
| 49 | ON SEMICONDUCTOR CORP | 45,125,000 | 46,815 | 0.03% | PRN | |
| 50 | RTI INTL METALS INC SR CV NT1.625 19 | 44,560,000 | 46,788 | 0.03% | PRN |
| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MEDTRONIC PLC | 1,094,800 | 94,995,796 | 21.56% | Put | |
| 2 | ACCENTURE PLC IRELAND | 479,600 | 54,333,884 | 12.33% | Put | |
| 3 | CHUBB LIMITED | 400,900 | 52,401,639 | 11.89% | Put | |
| 4 | LYONDELLBASELL INDUSTRIES N | 385,600 | 28,696,352 | 6.51% | Put | |
| 5 | EATON CORP PLC | 370,600 | 22,135,938 | 5.02% | Put | |
| 6 | NOBLE CORP PLC | 2,140,800 | 17,640,192 | 4.00% | Put | |
| 7 | TRANSOCEAN LTD | 1,398,100 | 16,623,409 | 3.77% | Put | |
| 8 | MYLAN N V SHS EURO | 352,100 | 15,224,804 | 3.46% | Put | |
| 9 | NIELSEN HLDGS PLC | 256,775 | 13,344,597 | 3.03% | ||
| 10 | LYONDELLBASELL INDUSTRIES N | 178,609 | 13,292,082 | 3.02% | ||
| 11 | MEDTRONIC PLC | 151,500 | 13,145,655 | 2.98% | Call | |
| 12 | TE CONNECTIVITY LTD | 219,600 | 12,541,356 | 2.85% | Put | |
| 13 | NIELSEN HLDGS PLC | 237,900 | 12,363,663 | 2.81% | Put | |
| 14 | LIBERTY GLOBAL PLC | 410,000 | 11,746,500 | 2.67% | ||
| 15 | ACCENTURE PLC IRELAND | 85,600 | 9,697,624 | 2.20% | Call | |
| 16 | ACCENTURE PLC IRELAND | 61,170 | 6,929,949 | 1.57% | ||
| 17 | CHUBB LIMITED | 47,200 | 6,169,512 | 1.40% | Call | |
| 18 | PERRIGO CO PLC | 66,600 | 6,038,622 | 1.37% | Put | |
| 19 | PERRIGO CO PLC | 40,176 | 3,642,758 | 0.83% | ||
| 20 | MYLAN N V | 84,087 | 3,635,922 | 0.83% | ||
| 21 | LYONDELLBASELL INDUSTRIES N | 47,100 | 3,505,182 | 0.80% | Call | |
| 22 | EATON CORP PLC | 53,800 | 3,213,474 | 0.73% | Call | |
| 23 | TE CONNECTIVITY LTD | 54,052 | 3,086,910 | 0.70% | ||
| 24 | EATON CORP PLC | 51,347 | 3,066,956 | 0.70% | ||
| 25 | MYLAN N V | 49,300 | 2,131,732 | 0.48% | Call | |
| 26 | BLUE CAP REINS HLDGS LTD COM | 100,000 | 1,851,000 | 0.42% | ||
| 27 | SEAGATE TECHNOLOGY PLC | 64,098 | 1,561,427 | 0.35% | ||
| 28 | NIELSEN HLDGS PLC | 28,400 | 1,475,948 | 0.34% | Call | |
| 29 | TE CONNECTIVITY LTD | 24,700 | 1,410,617 | 0.32% | Call | |
| 30 | INTELSAT S A COM | 500,000 | 1,290,000 | 0.29% | ||
| 31 | HERBALIFE LTD | 13,338 | 780,673 | 0.18% | ||
| 32 | DOMTAR CORP | 18,466 | 646,495 | 0.15% | ||
| 33 | PERRIGO CO PLC | 6,500 | 589,355 | 0.13% | Call | |
| 34 | MELCO ENTERTAINMENT ADR | 44,669 | 561,936 | 0.13% | ||
| 35 | BUNGE LIMITED | 4,995 | 295,454 | 0.07% | ||
| 36 | GARMIN LTD | 5,820 | 246,884 | 0.06% | ||
| 37 | VALIDUS HOLDINGS LTD | 5,039 | 244,845 | 0.06% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 3501 | LOCKHEED MARTIN CORP | 2,100 | 521 | 0.00% | ||
| 3502 | UNIFIRST CORP MASS COM | 4,502 | 521 | 0.00% | ||
| 3503 | METALDYNE PERFORMANCE GR | 37,719 | 519 | 0.00% | ||
| 3504 | IMPAX LABORATORIES INC | 18,000 | 519 | 0.00% | ||
| 3505 | MORNINGSTAR INC | 6,330 | 518 | 0.00% | ||
| 3506 | WEBSTER FINL CORP CONN | 15,202 | 516 | 0.00% | ||
| 3507 | Beacon Roofing Supply | 11,322 | 515 | 0.00% | ||
| 3508 | COSAN LTD SHS A | 78,769 | 513 | 0.00% | ||
| 3509 | DIAMOND OFFSHR DRILLING | 21,071 | 513 | 0.00% | ||
| 3510 | AETNA INC NEW | 4,200 | 513 | 0.00% | ||
| 3511 | ANALOG DEVICES INC | 9,043 | 512 | 0.00% | ||
| 3512 | GETTY RLTY CORP NEW | 23,780 | 510 | 0.00% | ||
| 3513 | INVESCO LTD | 19,873 | 508 | 0.00% | ||
| 3514 | DIME CMNTY BANCSHARES | 29,802 | 507 | 0.00% | ||
| 3515 | SANFILIPPO JOHN B & SON INC COM | 11,904 | 507 | 0.00% | ||
| 3516 | SINA CORP | 9,710 | 504 | 0.00% | ||
| 3517 | CST BRANDS INC | 11,680 | 503 | 0.00% | ||
| 3518 | AGENUS INC | 123,875 | 502 | 0.00% | ||
| 3519 | SLM CORP | 81,008 | 501 | 0.00% | ||
| 3520 | BENCHMARK ELECTRS INC | 23,651 | 500 | 0.00% | ||
| 3521 | DENTSPLY SIRONA INC | 8,039 | 499 | 0.00% | ||
| 3522 | COMCAST CORP NEW | 7,655 | 499 | 0.00% | ||
| 3523 | MOLSON COORS BREWING CO | 4,933 | 499 | 0.00% | ||
| 3524 | FREEPORT-MCMORAN INC | 44,300 | 494 | 0.00% | ||
| 3525 | CTRIP COM INTL LTD | 12,000 | 494 | 0.00% | ||
| 3526 | MARATHON PETE CORP | 13,000 | 493 | 0.00% | ||
| 3527 | TOWNEBANK PORTSMOUTH VA COM | 22,779 | 493 | 0.00% | ||
| 3528 | MICROCHIP TECHNOLOGY INC. | 9,700 | 492 | 0.00% | ||
| 3529 | AT&T INC | 11,326 | 489 | 0.00% | ||
| 3530 | ZILLOW GROUP INC | 13,450 | 488 | 0.00% | ||
| 3531 | CENTERSTATE BANKS INC | 30,988 | 488 | 0.00% | ||
| 3532 | GENTEX CORP | 31,534 | 487 | 0.00% | ||
| 3533 | SCIENCE APPLICATNS INTL CP N | 8,301 | 484 | 0.00% | ||
| 3534 | JOY GLOBAL INC | 22,877 | 484 | 0.00% | ||
| 3535 | ISHARES | 15,838 | 484 | 0.00% | ||
| 3536 | Delek US Holdings | 36,669 | 484 | 0.00% | ||
| 3537 | ANGIES LIST INC COM | 74,130 | 483 | 0.00% | ||
| 3538 | CF INDS HLDGS INC | 20,045 | 483 | 0.00% | ||
| 3539 | SEADRILL LIMITED | 151,041 | 483 | 0.00% | ||
| 3540 | ISHARES TR | 20,000 | 481 | 0.00% | ||
| 3541 | ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR | 86,117 | 481 | 0.00% | ||
| 3542 | TATA MTRS LTD | 13,821 | 479 | 0.00% | ||
| 3543 | ISHARES TR | 5,600 | 478 | 0.00% | ||
| 3544 | KINDRED HEALTHCARE INC | 42,057 | 475 | 0.00% | ||
| 3545 | NEW ORIENTAL ED & TECH GRP I | 11,328 | 474 | 0.00% | ||
| 3546 | UNITEDHEALTH GROUP INC | 3,348 | 473 | 0.00% | ||
| 3547 | CAMBREX CORP | 9,116 | 472 | 0.00% | ||
| 3548 | PETMED EXPRESS INC | 25,055 | 470 | 0.00% | ||
| 3549 | PEPSICO INC | 4,420 | 468 | 0.00% | ||
| 3550 | INTERNATIONAL FLAVORS&FRAGRA | 3,700 | 466 | 0.00% |
