| # | % | |||||
|---|---|---|---|---|---|---|
| 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 4201 | T MOBILE US INC | 1,601 | 69 | 0.00% | ||
| 4202 | UBS GROUP AG | 5,317 | 69 | 0.00% | ||
| 4203 | KATE SPADE & CO | 3,300 | 68 | 0.00% | ||
| 4204 | FIRST NBC BK HLDG CO | 4,058 | 68 | 0.00% | ||
| 4205 | BCE INC | 1,398 | 66 | 0.00% | ||
| 4206 | AMERISOURCEBERGEN CORP | 827 | 66 | 0.00% | ||
| 4207 | TIME INC NEW | 4,026 | 66 | 0.00% | ||
| 4208 | MARRIOTT VACATIONS WORLDWIDE C COM | 954 | 65 | 0.00% | ||
| 4209 | AIRCASTLE LTD | 3,320 | 65 | 0.00% | ||
| 4210 | GREEN PLAINS INC COM | 3,269 | 64 | 0.00% | ||
| 4211 | INSTEEL IND | 2,152 | 62 | 0.00% | ||
| 4212 | HUNTINGTON INGALLS INDS INC | 367 | 62 | 0.00% | ||
| 4213 | TRINITY INDS INC | 3,364 | 62 | 0.00% | ||
| 4214 | VANGUARD INDEX FDS | 324 | 62 | 0.00% | ||
| 4215 | LG DISPLAY CO LTD | 5,300 | 61 | 0.00% | ||
| 4216 | SPARTANNASH CO COM | 2,004 | 61 | 0.00% | ||
| 4217 | E-Commerce China Dangdang, Inc. Sponsored ADR Class A | 10,020 | 61 | 0.00% | ||
| 4218 | GATX CORP | 1,395 | 61 | 0.00% | ||
| 4219 | DORIAN LPG LTD | 8,577 | 60 | 0.00% | ||
| 4220 | LIONBRIDGE TECHNOLOGIES ORD | 15,305 | 60 | 0.00% | ||
| 4221 | ABIOMED INC | 550 | 60 | 0.00% | ||
| 4222 | AMERICAN EQTY INVT LIFE HLD | 4,200 | 60 | 0.00% | ||
| 4223 | SUNTRUST BKS INC | 1,449 | 60 | 0.00% | ||
| 4224 | SKYWORKS SOLUTIONS INC | 926 | 59 | 0.00% | ||
| 4225 | MURPHY OIL CORP | 1,870 | 59 | 0.00% | ||
| 4226 | UNITIL CORPORATION | 1,351 | 58 | 0.00% | ||
| 4227 | GENERAL MTRS CO | 5,558 | 58 | 0.00% | ||
| 4228 | STERLING CONSTRUCTION CO INC | 11,663 | 57 | 0.00% | ||
| 4229 | Neustar Inc CL A | 2,376 | 56 | 0.00% | ||
| 4230 | MSC INDL DIRECT INC | 790 | 56 | 0.00% | ||
| 4231 | ALMOST FAMILY INC COM | 1,311 | 56 | 0.00% | ||
| 4232 | HOME BANCSHARES INC COM | 2,800 | 55 | 0.00% | ||
| 4233 | BLACKHAWK NETWORK HLDGS INC | 1,648 | 55 | 0.00% | ||
| 4234 | TAHOE RES INC | 3,722 | 55 | 0.00% | ||
| 4235 | AON PLC | 490 | 54 | 0.00% | ||
| 4236 | TRONOX LTD SHS CL A | 12,156 | 54 | 0.00% | ||
| 4237 | LAZARD LTD | 1,800 | 54 | 0.00% | ||
| 4238 | 58 COM INC | 1,138 | 52 | 0.00% | ||
| 4239 | NEW YORK CMNTY BANCORP INC | 3,490 | 52 | 0.00% | ||
| 4240 | CUSTOMERS BANCORP INC COM | 2,071 | 52 | 0.00% | ||
| 4241 | BRASKEM S A SP ADR PFD A | 4,400 | 52 | 0.00% | ||
| 4242 | VIRNETX HLDG CORP | 12,652 | 51 | 0.00% | ||
| 4243 | REX AMERICAN RES CORP COM | 855 | 51 | 0.00% | ||
| 4244 | UNIFI INC COM NEW | 1,845 | 50 | 0.00% | ||
| 4245 | ATLAS AIR WORLDWIDE HLDGS IN | 1,192 | 49 | 0.00% | ||
| 4246 | SIMMONS 1ST NATL CORP CL A $1 PAR | 1,036 | 48 | 0.00% | ||
| 4247 | STONERIDGE INC | 3,132 | 47 | 0.00% | ||
| 4248 | GROUP 1 AUTOMOTIVE INC | 934 | 46 | 0.00% | ||
| 4249 | CIRRUS LOGIC INC COM | 1,189 | 46 | 0.00% | ||
| 4250 | REGAL ENTMT GROUP | 2,045 | 45 | 0.00% |
