| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BK SCOTLAND GROUP PLC | 474,635,000 | 465,736 | 0.45% | PRN | |
| 2 | ROYAL BK OF SCOTLAND PLC | 397,323,000 | 365,537 | 0.36% | PRN | |
| 3 | Intel Corp | 124,460,000 | 228,191 | 0.22% | PRN | |
| 4 | ROYAL BK OF SCOTLAND PLC | 236,482,000 | 222,884 | 0.22% | PRN | |
| 5 | Priceline Group Inc/The | 148,795,000 | 190,687 | 0.19% | PRN | |
| 6 | MICRON TECHNOLOGY INC SR SB GLBL CV 43 | 192,716,000 | 172,568 | 0.17% | PRN | |
| 7 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 128,030,000 | 164,512 | 0.16% | PRN | |
| 8 | ING GROEP N V | 167,270,000 | 162,566 | 0.16% | PRN | |
| 9 | LLOYDS BANKING GROUP PLC | 153,832,000 | 159,247 | 0.16% | PRN | |
| 10 | LAM RESEARCH CORP SR NT CV 1.25 18 | 72,495,000 | 115,619 | 0.11% | PRN | |
| 11 | SALESFORCE COM INC SR CV NT 0.25 18 | 95,710,000 | 114,377 | 0.11% | PRN | |
| 12 | NOVELLUS SYS INC SR NT CV2.625 41 | 40,150,000 | 112,157 | 0.11% | PRN | |
| 13 | TESLA INC SR CV NT 0.25 19 | 122,530,000 | 111,029 | 0.11% | PRN | |
| 14 | LIBERTY MEDIA CORP DELAWARE | 103,110,000 | 108,008 | 0.11% | PRN | |
| 15 | XILINX INC SR NT CV2.625 17 | 54,915,000 | 103,329 | 0.10% | PRN | |
| 16 | HERBALIFE LTD | 101,450,000 | 100,346 | 0.10% | PRN | |
| 17 | VERISIGN INC | 42,580,000 | 97,609 | 0.10% | PRN | |
| 18 | BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 | 75,595,000 | 90,241 | 0.09% | PRN | |
| 19 | CHENIERE ENERGY INC | 139,275,000 | 89,832 | 0.09% | PRN | |
| 20 | SERVICENOW INC | 68,990,000 | 84,202 | 0.08% | PRN | |
| 21 | Citrix Systems Inc | 72,030,000 | 81,326 | 0.08% | PRN | |
| 22 | ADVANCED MICRO DEVICES INC COCO 26 | 74,250,000 | 80,933 | 0.08% | PRN | |
| 23 | VIPSHOP HLDGS LTD | 72,815,000 | 78,744 | 0.08% | PRN | |
| 24 | MOLINA HEALTHCARE INC | 50,755,000 | 76,323 | 0.07% | PRN | |
| 25 | SOLARCITY CORP NOTE 1.62511/0 | 97,700,000 | 74,095 | 0.07% | PRN | |
| 26 | ILLUMINA INC SR CONV NT0.5 21 | 67,815,000 | 74,088 | 0.07% | PRN | |
| 27 | DYCOM INDS INC | 64,675,000 | 71,114 | 0.07% | PRN | |
| 28 | TESLA INC | 80,395,000 | 68,845 | 0.07% | PRN | |
| 29 | YAHOO INC SR CV ZERO NT 18 | 66,840,000 | 68,553 | 0.07% | PRN | |
| 30 | INCYTE CORP | 35,455,000 | 67,492 | 0.07% | PRN | |
| 31 | Red Hat Inc | 51,975,000 | 65,872 | 0.06% | PRN | |
| 32 | ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 | 68,450,000 | 63,810 | 0.06% | PRN | |
| 33 | CEMEX SAB DE CV NOTE 3.750 3/1 | 56,515,000 | 63,547 | 0.06% | PRN | |
| 34 | BARCLAYS PLC NOTE 8.25012/3 | 60,099,000 | 60,249 | 0.06% | PRN | |
| 35 | JAZZ INVESTMENTS I LTD | 58,570,000 | 59,874 | 0.06% | PRN | |
| 36 | HOLOGIC INC SR STEP CV NT 42 | 44,195,000 | 59,511 | 0.06% | PRN | |
| 37 | RTI INTL METALS INC SR CV NT1.625 19 | 54,910,000 | 58,548 | 0.06% | PRN | |
| 38 | ICONIX BRAND GROUP INC | 67,330,000 | 58,130 | 0.06% | PRN | |
| 39 | LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 | 52,390,000 | 56,738 | 0.06% | PRN | |
| 40 | WRIGHT MED GROUP INC SR CONV NT 2 20 | 52,195,000 | 55,882 | 0.05% | PRN | |
| 41 | AKAMAI TECHNOLOGIES INC | 56,695,000 | 55,502 | 0.05% | PRN | |
| 42 | ON SEMICONDUCTOR CORP | 45,125,000 | 53,794 | 0.05% | PRN | |
| 43 | ROVI CORP | 53,465,000 | 53,499 | 0.05% | PRN | |
| 44 | COBALT INTL ENERGY INC | 103,995,000 | 53,167 | 0.05% | PRN | |
| 45 | Nvidia Corp | 15,350,000 | 52,468 | 0.05% | PRN | |
| 46 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 43,455,000 | 51,963 | 0.05% | PRN | |
| 47 | JDS UNIPHASE CORP | 51,825,000 | 51,760 | 0.05% | PRN | |
| 48 | WORKDAY INC | 41,765,000 | 51,220 | 0.05% | PRN | |
| 49 | HOLOGIC INC | 41,225,000 | 50,758 | 0.05% | PRN | |
| 50 | CARDTRONICS INC | 47,115,000 | 49,706 | 0.05% | PRN |
| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MEDTRONIC PLC | 2,243,300 | 193,821,120 | 32.45% | Put | |
| 2 | CHUBB LIMITED | 533,300 | 67,009,145 | 11.22% | Put | |
| 3 | ACCENTURE PLC IRELAND | 547,900 | 66,936,943 | 11.21% | Put | |
| 4 | LYONDELLBASELL INDUSTRIES N | 467,200 | 37,684,352 | 6.31% | Put | |
| 5 | EATON CORP PLC | 572,100 | 37,592,691 | 6.29% | Put | |
| 6 | JOHNSON CTLS INTL PLC | 493,200 | 22,948,596 | 3.84% | Put | |
| 7 | NIELSEN HLDGS PLC | 364,200 | 19,510,194 | 3.27% | Put | |
| 8 | MEDTRONIC PLC | 224,100 | 19,362,240 | 3.24% | Call | |
| 9 | MYLAN N V SHS EURO | 472,500 | 18,011,700 | 3.02% | Put | |
| 10 | ACCENTURE PLC IRELAND | 140,200 | 17,128,234 | 2.87% | Call | |
| 11 | TRANSOCEAN LTD | 1,398,100 | 14,903,746 | 2.50% | Put | |
| 12 | CHUBB LIMITED | 111,100 | 13,959,715 | 2.34% | Call | |
| 13 | MYLAN N V | 214,442 | 8,174,529 | 1.37% | ||
| 14 | TE CONNECTIVITY LTD | 108,200 | 6,965,916 | 1.17% | Put | |
| 15 | PERRIGO CO PLC | 69,300 | 6,398,469 | 1.07% | Put | |
| 16 | LYONDELLBASELL INDUSTRIES N | 71,700 | 5,783,322 | 0.97% | Call | |
| 17 | MEDTRONIC PLC | 64,330 | 5,558,112 | 0.93% | ||
| 18 | NIELSEN HLDGS PLC | 91,900 | 4,923,083 | 0.82% | Call | |
| 19 | EATON CORP PLC | 73,900 | 4,855,969 | 0.81% | Call | |
| 20 | PERRIGO CO PLC | 47,472 | 4,383,090 | 0.73% | ||
| 21 | LYONDELLBASELL INDUSTRIES N | 50,680 | 4,087,849 | 0.68% | ||
| 22 | MYLAN N V | 82,700 | 3,152,524 | 0.53% | Call | |
| 23 | JOHNSON CTLS INTL PLC | 67,200 | 3,126,816 | 0.52% | Call | |
| 24 | SEAGATE TECHNOLOGY PLC | 56,498 | 2,177,998 | 0.36% | ||
| 25 | BLUE CAP REINS HLDGS LTD COM | 100,000 | 1,832,000 | 0.31% | ||
| 26 | JOHNSON CTLS INTL PLC | 29,837 | 1,388,316 | 0.23% | ||
| 27 | INTELSAT S A COM | 500,000 | 1,355,000 | 0.23% | ||
| 28 | TE CONNECTIVITY LTD | 19,000 | 1,223,220 | 0.20% | Call | |
| 29 | HERBALIFE LTD | 12,227 | 757,952 | 0.13% | ||
| 30 | PERRIGO CO PLC | 6,800 | 627,844 | 0.11% | Call | |
| 31 | DOMTAR CORP | 15,052 | 558,881 | 0.09% | ||
| 32 | BUNGE LIMITED | 4,925 | 291,708 | 0.05% | ||
| 33 | GARMIN LTD | 5,660 | 272,303 | 0.05% | ||
| 34 | VALIDUS HOLDINGS LTD | 5,039 | 251,043 | 0.04% | ||
| 35 | EATON CORP PLC | 3,457 | 227,159 | 0.04% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 4151 | PINNACLE WEST | 2,102 | 160 | 0.00% | ||
| 4152 | Griffon Corp | 9,344 | 159 | 0.00% | ||
| 4153 | GETTY RLTY CORP NEW | 6,644 | 159 | 0.00% | ||
| 4154 | TEXAS ROADHOUSE INC | 4,041 | 158 | 0.00% | ||
| 4155 | M & T BK CORP | 1,359 | 158 | 0.00% | ||
| 4156 | BANCOLOMBIA S A | 4,061 | 157 | 0.00% | ||
| 4157 | PINNACLE FOODS INC DEL | 3,127 | 157 | 0.00% | ||
| 4158 | Grupo Aeroportuario Del Pacifi | 1,656 | 157 | 0.00% | ||
| 4159 | SANOFI SPOND FUNSPONSORED ADR | 25,000 | 157 | 0.00% | ||
| 4160 | A O SMITH | 1,589 | 157 | 0.00% | ||
| 4161 | CLIFTON BANCORP INC | 10,185 | 156 | 0.00% | ||
| 4162 | RENAISSANCERE HOLDINGS LTD | 1,300 | 156 | 0.00% | ||
| 4163 | ISHARES TR | 5,300 | 156 | 0.00% | ||
| 4164 | CONTANGO OIL & GAS CO COM NEW | 14,955 | 153 | 0.00% | ||
| 4165 | SOUTHWESTERN ENERGY CO | 11,248 | 153 | 0.00% | ||
| 4166 | COLUMBUS MCKINNON CORP | 8,501 | 152 | 0.00% | ||
| 4167 | COSTAR GROUP | 700 | 151 | 0.00% | ||
| 4168 | CDW CORP | 3,309 | 151 | 0.00% | ||
| 4169 | COTT CORP QUE | 10,550 | 151 | 0.00% | ||
| 4170 | AERCAP HOLDINGS NV | 3,915 | 151 | 0.00% | ||
| 4171 | KAR AUCTION SVCS INC | 3,481 | 150 | 0.00% | ||
| 4172 | LUMEN TECHNOLOGIES INC | 5,470 | 150 | 0.00% | ||
| 4173 | VCA | 2,149 | 150 | 0.00% | ||
| 4174 | ENEL CHILE S A | 31,300 | 149 | 0.00% | ||
| 4175 | ALASKA AIR GROUP INC | 2,266 | 149 | 0.00% | ||
| 4176 | BANK NEW YORK MELLON CORP | 3,706 | 148 | 0.00% | ||
| 4177 | RITE AID CORP | 19,238 | 148 | 0.00% | ||
| 4178 | INTERNATIONAL SPEEDWAY CORP CL A | 4,442 | 148 | 0.00% | ||
| 4179 | INDEPENDENCE RLTY TR INC COM | 15,864 | 147 | 0.00% | ||
| 4180 | ARROW ELECTRONICS | 2,299 | 147 | 0.00% | ||
| 4181 | SLM CORP | 19,525 | 146 | 0.00% | ||
| 4182 | ALPHABET INC | 181 | 146 | 0.00% | ||
| 4183 | MULTI COLOR CORP COM | 2,208 | 146 | 0.00% | ||
| 4184 | HASBRO INC | 1,821 | 145 | 0.00% | ||
| 4185 | CORENERGY INFRASTRUCTURE TR | 4,870 | 144 | 0.00% | ||
| 4186 | CYNOSURE CL A ORD | 2,850 | 144 | 0.00% | ||
| 4187 | STAR GROUP L P | 14,965 | 144 | 0.00% | ||
| 4188 | EAGLE BANCORP INC MD | 2,965 | 144 | 0.00% | ||
| 4189 | TAHOE RES INC | 11,212 | 143 | 0.00% | ||
| 4190 | TOTAL SYS SVCS INC | 3,023 | 143 | 0.00% | ||
| 4191 | ESTERLINE TECHNOLOGIES CORP | 1,860 | 141 | 0.00% | ||
| 4192 | FIRST AMERN FINL CORP | 3,566 | 140 | 0.00% | ||
| 4193 | CANTEL MEDICAL CORP | 1,800 | 139 | 0.00% | ||
| 4194 | LEMAITRE VASCULAR INC | 7,098 | 139 | 0.00% | ||
| 4195 | ALIBABA GROUP HLDG LTD | 1,312 | 139 | 0.00% | ||
| 4196 | MARVELL TECHNOLOGY GROUP LTD | 10,464 | 139 | 0.00% | ||
| 4197 | SYNOPSYS INC | 3,589 | 138 | 0.00% | ||
| 4198 | ALPHABET INC | 178 | 138 | 0.00% | ||
| 4199 | BLACKSTONE MTG TR INC | 4,633 | 136 | 0.00% | ||
| 4200 | Neustar Inc CL A | 5,121 | 136 | 0.00% |
