| # | % | |||||
|---|---|---|---|---|---|---|
| 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 4251 | SELECTIVE INS GROUP INC | 1,186 | 45 | 0.00% | ||
| 4252 | AVIANCA HLDGS SA | 7,258 | 45 | 0.00% | ||
| 4253 | AMSURG CORP | 557 | 43 | 0.00% | ||
| 4254 | AVX CORP NEW | 3,201 | 43 | 0.00% | ||
| 4255 | WESTERN DIGITAL CORP | 881 | 42 | 0.00% | ||
| 4256 | STANDEX INTL CORP | 500 | 41 | 0.00% | ||
| 4257 | TWITTER INC | 2,451 | 41 | 0.00% | ||
| 4258 | EASTMAN CHEM CO | 585 | 40 | 0.00% | ||
| 4259 | TWO HBRS INVT CORP | 4,588 | 39 | 0.00% | ||
| 4260 | EBIX INC | 807 | 39 | 0.00% | ||
| 4261 | DELEK US HLDGS INC COM | 2,990 | 39 | 0.00% | ||
| 4262 | HOSPITALITY PPTYS TR | 1,353 | 39 | 0.00% | ||
| 4263 | GAMESTOP CORP NEW | 1,420 | 38 | 0.00% | ||
| 4264 | MERCK & CO INC | 657 | 38 | 0.00% | ||
| 4265 | CONVERGYS CORPORATION | 1,516 | 38 | 0.00% | ||
| 4266 | SMITH & WESSON HLDG | 1,386 | 38 | 0.00% | ||
| 4267 | INTERNATIONAL BUSINESS MACHS | 246 | 37 | 0.00% | ||
| 4268 | AMDOCS LTD | 630 | 36 | 0.00% | ||
| 4269 | DOMTAR CORP | 973 | 34 | 0.00% | ||
| 4270 | EXTREME NETWORKS INC | 10,135 | 34 | 0.00% | ||
| 4271 | CITIZENS FINL GROUP INC | 1,710 | 34 | 0.00% | ||
| 4272 | PETMED EXPRESS INC | 1,770 | 33 | 0.00% | ||
| 4273 | E M C CORP MASS COM | 1,213 | 33 | 0.00% | ||
| 4274 | MORGAN STANLEY | 1,222 | 32 | 0.00% | ||
| 4275 | STANDEX INTL CORP | 384 | 32 | 0.00% | ||
| 4276 | STANDARD MTR PRODS INC COM | 813 | 32 | 0.00% | ||
| 4277 | BROOKLINE BANCORP INC DEL COM | 2,866 | 32 | 0.00% | ||
| 4278 | RUDOLPH TECHNOLOGIES INC | 2,061 | 32 | 0.00% | ||
| 4279 | ORCHIDS PAPER PRODS CO DEL COM | 913 | 32 | 0.00% | ||
| 4280 | WESTERN UN CO | 1,616 | 31 | 0.00% | ||
| 4281 | AMERICAN EAGLE OUTFITTERS NE | 1,955 | 31 | 0.00% | ||
| 4282 | AIR LEASE CORP | 1,166 | 31 | 0.00% | ||
| 4283 | ACCO BRANDS CORPORATION COM | 2,970 | 31 | 0.00% | ||
| 4284 | PLANTRONICS INCORPORATED NEW | 700 | 31 | 0.00% | ||
| 4285 | FATE THERAPEUTICS INC | 18,252 | 31 | 0.00% | ||
| 4286 | RELIANCE STEEL & ALUMINUM CO | 385 | 30 | 0.00% | ||
| 4287 | OMEGA PROTEIN CORP COM | 1,454 | 29 | 0.00% | ||
| 4288 | ENTERGY CORP NEW | 360 | 29 | 0.00% | ||
| 4289 | PINNACLE ENTMT INC NEW COM | 2,601 | 29 | 0.00% | ||
| 4290 | VOYA FINANCIAL INC | 1,155 | 29 | 0.00% | ||
| 4291 | AVERY DENNISON CORP | 370 | 28 | 0.00% | ||
| 4292 | INVESCO MORTGAGE CAPITAL INC | 2,020 | 28 | 0.00% | ||
| 4293 | AVIANCA HLDGS SA | 4,450 | 27 | 0.00% | ||
| 4294 | HOSPITALITY PPTYS TR | 950 | 27 | 0.00% | ||
| 4295 | AMERICAN RAILCAR INDS INC | 679 | 27 | 0.00% | ||
| 4296 | NATIONAL OILWELL VARCO INC | 815 | 27 | 0.00% | ||
| 4297 | ENERPLUS CORP | 4,040 | 26 | 0.00% | ||
| 4298 | CHESAPEAKE ENERGY CORP | 5,860 | 25 | 0.00% | ||
| 4299 | ISHARES TR | 219 | 25 | 0.00% | ||
| 4300 | HANOVER INS GROUP INC | 265 | 22 | 0.00% |
