| # | % | |||||
|---|---|---|---|---|---|---|
| 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 | 69,900,000 | 6,863,481 | 3.72% | PRN | |
| 7 | HSBC HLDGS PLC NOTE 6.87512/3 | 36,500,000 | 3,640,875 | 1.97% | PRN | |
| 8 | WEATHERFORD INTL LTD | 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 JR SB CONV DB 39 | 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 SR CONV NT 1 18 | 56,465,000 | 131,406 | 0.07% | PRN | |
| 19 | VERISIGN INC JR SB CONV DB 37 | 52,210,000 | 131,077 | 0.07% | PRN | |
| 20 | MICRON TECHNOLOGY INC SR SB CV NT 3 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 | 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 SYS 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 NOTE 1.00012/0 | 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 | 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 INC | 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 ENTMT 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 3901 | NRG YIELD INC | 14,803 | 225 | 0.00% | ||
| 3902 | YUM BRANDS INC | 2,700 | 224 | 0.00% | ||
| 3903 | CHIMERA INVT CORP | 14,271 | 224 | 0.00% | ||
| 3904 | VEDANTA LTD | 28,461 | 224 | 0.00% | ||
| 3905 | VALERO ENERGY CORP NEW | 4,381 | 223 | 0.00% | ||
| 3906 | PARTY CITY HOLDCO INC COM | 15,869 | 221 | 0.00% | ||
| 3907 | COLONY CAPITAL CL A ORD | 14,283 | 219 | 0.00% | ||
| 3908 | REGAL ENTMT GROUP | 9,930 | 219 | 0.00% | ||
| 3909 | PLEXUS CORP COM | 5,063 | 219 | 0.00% | ||
| 3910 | QUANTA SVCS INC | 9,490 | 219 | 0.00% | ||
| 3911 | TYSON FOODS INC | 3,267 | 218 | 0.00% | ||
| 3912 | XL Group plc | 6,501 | 217 | 0.00% | ||
| 3913 | BLUEBIRD BIO INC COM | 5,000 | 216 | 0.00% | ||
| 3914 | AMERIPRISE FINL INC | 2,400 | 216 | 0.00% | Put | |
| 3915 | ZIX CORP | 57,470 | 216 | 0.00% | ||
| 3916 | AMEREN CORP | 4,040 | 216 | 0.00% | ||
| 3917 | QUNAR CAYMN ISLND ADR REP 3 CL B ORD | 7,205 | 215 | 0.00% | ||
| 3918 | EMBRAER S A | 9,892 | 215 | 0.00% | ||
| 3919 | EARTHLINK HOLDINGS ORD | 33,417 | 214 | 0.00% | ||
| 3920 | TECH DATA CORP | 2,982 | 214 | 0.00% | ||
| 3921 | SPDR SERIES TRUST | 6,000 | 214 | 0.00% | ||
| 3922 | STEEL DYNAMICS INC | 8,700 | 213 | 0.00% | ||
| 3923 | GENUINE PARTS CO | 2,100 | 213 | 0.00% | ||
| 3924 | PETROCHINA CO LTD | 3,124 | 212 | 0.00% | ||
| 3925 | NEW YORK MORTGAGE TRUST INC COM | 34,811 | 212 | 0.00% | ||
| 3926 | ANI PHARMACEUTICALS INC | 3,800 | 212 | 0.00% | ||
| 3927 | EXPEDITORS INTL WASH INC | 4,300 | 211 | 0.00% | ||
| 3928 | VIPSHOP HLDGS LTD | 18,780 | 210 | 0.00% | ||
| 3929 | LG DISPLAY CO LTD | 18,001 | 209 | 0.00% | ||
| 3930 | C H ROBINSON WORLDWIDE INC | 2,800 | 208 | 0.00% | ||
| 3931 | LADDER CAP CORP | 17,010 | 208 | 0.00% | ||
| 3932 | TOWNEBANK PORTSMOUTH VA COM | 9,575 | 207 | 0.00% | ||
| 3933 | SCHOLASTIC CORP | 5,220 | 207 | 0.00% | ||
| 3934 | MID AMER APT CMNTYS INC | 1,947 | 207 | 0.00% | ||
| 3935 | CORE MARK HOLDING CO INC COM | 4,400 | 206 | 0.00% | ||
| 3936 | SUMMIT HOTEL PPTYS | 15,565 | 206 | 0.00% | ||
| 3937 | CONTANGO OIL & GAS CO COM NEW | 16,825 | 206 | 0.00% | ||
| 3938 | GOLDMAN SACHS GROUP INC | 1,385 | 206 | 0.00% | ||
| 3939 | TELEPHONE DATA SYS INC | 6,915 | 205 | 0.00% | ||
| 3940 | BROADRIDGE FINL SOLUTIONS IN | 3,125 | 204 | 0.00% | ||
| 3941 | Mueller Industries Inc | 85,368 | 204 | 0.00% | ||
| 3942 | CYRUSONE INC | 3,650 | 203 | 0.00% | ||
| 3943 | FIFTH THIRD BANCORP | 11,551 | 203 | 0.00% | ||
| 3944 | JABIL INC COM | 11,005 | 203 | 0.00% | ||
| 3945 | GOODYEAR TIRE & RUBR CO | 7,916 | 203 | 0.00% | ||
| 3946 | URBAN OUTFITTERS INC | 7,344 | 202 | 0.00% | ||
| 3947 | HCP Inc. | 5,700 | 202 | 0.00% | Call | |
| 3948 | SOCIETE GENERALE | 200,000 | 201 | 0.00% | PRN | |
| 3949 | PROSHARES TR II | 4,080 | 200 | 0.00% | ||
| 3950 | PRUDENTIAL FINL INC | 2,790 | 199 | 0.00% |
