| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BK OF SCOTLAND PLC | 333,108,000 | 30,562,659 | 16.56% | PRN | |
| 2 | MICRON TECHNOLOGY INC SR SB GLBL CV 43 | 172,251,000 | 129,361 | 0.07% | PRN | |
| 3 | LLOYDS BANKING GROUP PLC | 160,317,000 | 15,711,066 | 8.51% | PRN | |
| 4 | TESLA INC SR CV NT 0.25 19 | 152,705,000 | 135,220 | 0.07% | PRN | |
| 5 | CHENIERE ENERGY INC | 148,760,000 | 84,793 | 0.05% | PRN | |
| 6 | ROYAL BK OF SCOTLAND PLC | 147,417,000 | 13,783,490 | 7.47% | PRN | |
| 7 | HERBALIFE LTD | 141,900,000 | 140,460 | 0.08% | PRN | |
| 8 | Intel Corp | 136,875,000 | 222,593 | 0.12% | PRN | |
| 9 | SOLARCITY CORP NOTE 1.62511/0 | 133,265,000 | 95,284 | 0.05% | PRN | |
| 10 | Priceline Group Inc/The | 132,690,000 | 156,286 | 0.08% | PRN | |
| 11 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 123,375,000 | 137,276 | 0.07% | PRN | |
| 12 | SALESFORCE COM INC SR CV NT 0.25 18 | 115,110,000 | 149,056 | 0.08% | PRN | |
| 13 | LIBERTY MEDIA CORP DELAWARE | 106,635,000 | 105,966 | 0.06% | PRN | |
| 14 | ING GROEP N V | 98,675,000 | 9,047,264 | 4.90% | PRN | |
| 15 | NXP SEMICONDUCTORS N V | 98,450,000 | 106,861 | 0.06% | PRN | |
| 16 | JAZZ INVESTMENTS I LTD | 96,825,000 | 104,172 | 0.06% | PRN | |
| 17 | Red Hat Inc | 94,350,000 | 113,928 | 0.06% | PRN | |
| 18 | HSBC HOLDINGS PLC | 94,315,000 | 9,007,083 | 4.88% | PRN | |
| 19 | TESLA INC | 80,395,000 | 67,431 | 0.04% | PRN | |
| 20 | SERVICENOW INC | 76,840,000 | 85,601 | 0.05% | PRN | |
| 21 | ILLUMINA INC SR CONV NT0.5 21 | 74,870,000 | 74,308 | 0.04% | PRN | |
| 22 | COBALT INTL ENERGY INC | 70,685,000 | 25,800 | 0.01% | PRN | |
| 23 | BARCLAYS PLC NOTE 8.25012/3 | 69,900,000 | 6,863,481 | 3.72% | PRN | |
| 24 | CEMEX SAB DE CV NOTE 3.750 3/1 | 69,350,000 | 70,704 | 0.04% | PRN | |
| 25 | Citrix Systems Inc | 67,900,000 | 76,133 | 0.04% | PRN | |
| 26 | YAHOO INC SR CV ZERO NT 18 | 66,840,000 | 66,305 | 0.04% | PRN | |
| 27 | SANDISK CORP | 63,260,000 | 55,194 | 0.03% | PRN | |
| 28 | AKAMAI TECHNOLOGIES INC | 56,695,000 | 54,994 | 0.03% | PRN | |
| 29 | Nvidia Corp | 56,465,000 | 131,406 | 0.07% | PRN | |
| 30 | BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 | 56,270,000 | 62,600 | 0.03% | PRN | |
| 31 | JDS UNIPHASE CORP | 52,825,000 | 51,636 | 0.03% | PRN | |
| 32 | VERISIGN INC | 52,210,000 | 131,077 | 0.07% | PRN | |
| 33 | ALLSCRIPTS HEALTHCARE SOLUTN | 52,040,000 | 52,246 | 0.03% | PRN | |
| 34 | TWITTER INC | 51,000,000 | 46,640 | 0.03% | PRN | |
| 35 | WRIGHT MED GROUP INC SR CONV NT 2 20 | 50,680,000 | 46,514 | 0.03% | PRN | |
| 36 | LINKEDIN CORP | 49,710,000 | 49,064 | 0.03% | PRN | |
| 37 | CARDTRONICS INC | 48,955,000 | 49,751 | 0.03% | PRN | |
| 38 | MOLINA HEALTHCARE INC | 48,220,000 | 65,055 | 0.04% | PRN | |
| 39 | XILINX INC SR NT CV2.625 17 | 46,825,000 | 74,686 | 0.04% | PRN | |
| 40 | LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 | 46,685,000 | 46,860 | 0.03% | PRN | |
| 41 | INTERDIGITAL INC | 46,020,000 | 47,558 | 0.03% | PRN | |
| 42 | ON SEMICONDUCTOR CORP | 45,125,000 | 46,815 | 0.03% | PRN | |
| 43 | RTI INTL METALS INC SR CV NT1.625 19 | 44,560,000 | 46,788 | 0.03% | PRN | |
| 44 | FireEye Inc | 44,400,000 | 39,227 | 0.02% | PRN | |
| 45 | PROOFPOINT INC SR CV BD 0.75 20 | 44,035,000 | 46,952 | 0.03% | PRN | |
| 46 | Macquarie Infrastructure Corp | 43,850,000 | 49,551 | 0.03% | PRN | |
| 47 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 43,455,000 | 54,971 | 0.03% | PRN | |
| 48 | WHITING PETE CORP NEW | 43,415,000 | 38,856 | 0.02% | PRN | |
| 49 | ROVI CORP | 43,070,000 | 40,766 | 0.02% | PRN | |
| 50 | BROCADE COMMUNICATIONS SYS I | 41,835,000 | 41,155 | 0.02% | 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 3701 | MARCUS CORP DEL COM | 16,680 | 352 | 0.00% | ||
| 3702 | UNION PAC CORP | 4,020 | 351 | 0.00% | ||
| 3703 | PRICELINE GRP INC | 280 | 350 | 0.00% | ||
| 3704 | HURON CONSULTING | 5,767 | 348 | 0.00% | ||
| 3705 | OLD NATL BANCORP IND COM | 27,720 | 347 | 0.00% | ||
| 3706 | STANTEC INC | 14,382 | 347 | 0.00% | ||
| 3707 | ARGO GROUP INTERNATIONAL | 6,694 | 347 | 0.00% | ||
| 3708 | ENCORE CAP GROUP INC | 14,746 | 347 | 0.00% | ||
| 3709 | SEMGROUP CORP CL A | 10,620 | 346 | 0.00% | ||
| 3710 | WATERSTONE FINL INC MD | 22,530 | 345 | 0.00% | ||
| 3711 | ROBERT HALF INTL INC | 9,013 | 344 | 0.00% | ||
| 3712 | MYRIAD GENETICS INC | 11,247 | 344 | 0.00% | ||
| 3713 | KT CORP | 24,157 | 344 | 0.00% | ||
| 3714 | SUCAMPO PHARMACEUTICALS INC | 31,275 | 343 | 0.00% | ||
| 3715 | STAGE STORES INC | 70,194 | 343 | 0.00% | ||
| 3716 | OMNICOM GROUP INC | 4,200 | 342 | 0.00% | ||
| 3717 | BAYTEX ENERGY CORP | 59,277 | 342 | 0.00% | ||
| 3718 | ENNIS INC COM | 17,809 | 342 | 0.00% | ||
| 3719 | COMPANHIA PARANAENSE ENERG C SPON ADR PFD | 37,950 | 341 | 0.00% | ||
| 3720 | OWENS & MINOR INC NEW | 9,116 | 341 | 0.00% | ||
| 3721 | ABBVIE INC | 5,500 | 341 | 0.00% | ||
| 3722 | STATE AUTO FINL CORP COM | 15,500 | 340 | 0.00% | ||
| 3723 | ISHARES TR | 3,000 | 338 | 0.00% | ||
| 3724 | Altisource Residential Corp | 36,800 | 338 | 0.00% | ||
| 3725 | WABTEC CORP | 4,800 | 337 | 0.00% | ||
| 3726 | SMUCKER J M CO | 2,200 | 335 | 0.00% | Call | |
| 3727 | ARDMORE SHIPPING CORP | 49,456 | 335 | 0.00% | ||
| 3728 | LYDALL INC COM | 8,683 | 335 | 0.00% | ||
| 3729 | DENBURY RES INC COM NEW | 93,262 | 335 | 0.00% | ||
| 3730 | GUESS INC | 22,220 | 334 | 0.00% | ||
| 3731 | ARDMORE SHIPPING CORP | 49,352 | 334 | 0.00% | ||
| 3732 | NAVIGATORS GROUP INC | 3,623 | 333 | 0.00% | ||
| 3733 | MATTEL INC | 10,608 | 332 | 0.00% | ||
| 3734 | SYNOPSYS INC | 10,845 | 332 | 0.00% | ||
| 3735 | ORTHOFIX INTL N V | 7,775 | 330 | 0.00% | ||
| 3736 | AMERICAN ELEC PWR INC | 4,712 | 330 | 0.00% | ||
| 3737 | MOVADO GROUP INC | 15,157 | 329 | 0.00% | ||
| 3738 | VALEANT PHARMACEUTICALS INTL | 16,411 | 329 | 0.00% | ||
| 3739 | RUBICON PROJ INC | 24,120 | 329 | 0.00% | ||
| 3740 | ZOGENIX INC | 40,706 | 328 | 0.00% | ||
| 3741 | CAPITOL FED FINL INC | 23,467 | 327 | 0.00% | ||
| 3742 | GLATFELTER | 16,720 | 327 | 0.00% | ||
| 3743 | CONSOLIDATED EDISON INC | 4,055 | 326 | 0.00% | ||
| 3744 | CHARTER FINL CORP MD | 24,530 | 326 | 0.00% | ||
| 3745 | BIO RAD LABS INC | 2,280 | 326 | 0.00% | ||
| 3746 | AGIOS PHARMACEUTICALS INC COM | 7,769 | 325 | 0.00% | ||
| 3747 | TUPPERWARE BRANDS CORP | 5,761 | 324 | 0.00% | ||
| 3748 | PARKER HANNIFIN CORP | 3,000 | 324 | 0.00% | Put | |
| 3749 | CADENCE DESIGN SYSTEM INC | 13,272 | 323 | 0.00% | ||
| 3750 | NRG YIELD INC | 21,239 | 323 | 0.00% |
