| # | % | |||||
|---|---|---|---|---|---|---|
| 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 3851 | FLAGSTAR BANCORP INC | 10,330 | 252 | 0.00% | ||
| 3852 | HERBALIFE LTD | 4,300 | 252 | 0.00% | ||
| 3853 | ISHARES TR | 4,000 | 251 | 0.00% | ||
| 3854 | HOSPITALITY PPTYS TR | 8,649 | 249 | 0.00% | ||
| 3855 | INTELIQUENT ORD | 12,517 | 249 | 0.00% | ||
| 3856 | SUNCOKE ENERGY INC COM | 42,715 | 249 | 0.00% | ||
| 3857 | SNAP ON INC | 1,571 | 248 | 0.00% | ||
| 3858 | ZILLOW GROUP INC | 6,725 | 246 | 0.00% | ||
| 3859 | COEUR MNG INC | 23,042 | 246 | 0.00% | ||
| 3860 | CARDINAL HEALTH INC | 3,157 | 246 | 0.00% | ||
| 3861 | UBS GROUP AG | 19,000 | 245 | 0.00% | ||
| 3862 | NATIONAL WESTN LIFE GROUP IN | 1,254 | 245 | 0.00% | ||
| 3863 | FRANKLIN RESOURCES INC | 7,300 | 244 | 0.00% | ||
| 3864 | KAMAN CORP COM | 5,745 | 244 | 0.00% | ||
| 3865 | THERMO FISHER SCIENTIFIC INC | 1,646 | 243 | 0.00% | ||
| 3866 | CONSOLIDATED COMM HLDGS INC COM | 8,893 | 242 | 0.00% | ||
| 3867 | ELECTRONICS FOR IMAGING INC | 5,601 | 241 | 0.00% | ||
| 3868 | IDT CORPORATION CLASS B NEW | 16,969 | 241 | 0.00% | ||
| 3869 | REINSURANCE GROUP AMER INC | 2,481 | 241 | 0.00% | ||
| 3870 | NORTHFIELD BANCORP INC DEL COM | 16,210 | 240 | 0.00% | ||
| 3871 | MCKESSON CORP | 1,279 | 239 | 0.00% | ||
| 3872 | AUTOMATIC DATA PROCESSING IN | 2,600 | 239 | 0.00% | ||
| 3873 | HUDBAY MINERALS INC | 50,000 | 238 | 0.00% | ||
| 3874 | KROGER CO | 6,464 | 238 | 0.00% | ||
| 3875 | PARKER HANNIFIN CORP | 2,200 | 238 | 0.00% | ||
| 3876 | GROUPE CGI INC | 5,572 | 237 | 0.00% | ||
| 3877 | CUSTOMERS BANCORP INC COM | 9,336 | 235 | 0.00% | ||
| 3878 | CELADON GROUP INC | 28,813 | 235 | 0.00% | ||
| 3879 | DUN & BRADSTREET CORP DEL NE | 1,920 | 234 | 0.00% | ||
| 3880 | COMMUNITY HEALTH SYS INC NEW | 19,436 | 234 | 0.00% | ||
| 3881 | Tribune Media Company | 5,969 | 234 | 0.00% | ||
| 3882 | SCANSOURCE INC | 6,295 | 234 | 0.00% | ||
| 3883 | FRONTLINE LTD | 29,703 | 234 | 0.00% | ||
| 3884 | AMAZON COM INC | 326 | 233 | 0.00% | ||
| 3885 | Trico Bancshs Chico | 8,460 | 233 | 0.00% | ||
| 3886 | EVERCORE PARTNERS INC | 5,265 | 233 | 0.00% | ||
| 3887 | HDFC BANK LTD | 3,515 | 233 | 0.00% | ||
| 3888 | ALPHA AND OMEGA SEMICONDUCTOR SHS | 16,660 | 232 | 0.00% | ||
| 3889 | NATIONAL HEALTHCARE CORP COM | 3,580 | 232 | 0.00% | ||
| 3890 | FOMENTO ECONOMICO MEXICANO S | 2,500 | 231 | 0.00% | ||
| 3891 | WESTERN ASSET MTG CAP CORP | 24,480 | 230 | 0.00% | ||
| 3892 | LUMINEX CORP DEL | 11,365 | 230 | 0.00% | ||
| 3893 | APPLIED OPTOELECTRONICS INC | 20,558 | 229 | 0.00% | ||
| 3894 | ISHARES TR | 2,000 | 228 | 0.00% | ||
| 3895 | CINER RES LP | 8,125 | 228 | 0.00% | ||
| 3896 | AES CORP | 18,273 | 228 | 0.00% | ||
| 3897 | GREEN PLAINS INC COM | 11,520 | 227 | 0.00% | ||
| 3898 | TARGET CORP | 3,252 | 227 | 0.00% | ||
| 3899 | Beacon Roofing Supply | 4,970 | 226 | 0.00% | ||
| 3900 | UNITIL CORPORATION | 5,280 | 225 | 0.00% |
