| # | % | |||||
|---|---|---|---|---|---|---|
| 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% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 4251 | BIO TECHNE CORP | 1,100 | 119 | 0.00% | ||
| 4252 | CHEMED CORP NEW | 843 | 119 | 0.00% | ||
| 4253 | FIRST DATA CORP NEW | 9,020 | 119 | 0.00% | ||
| 4254 | CYS INVTS INC COM | 13,583 | 118 | 0.00% | ||
| 4255 | KANSAS CITY SOUTHERN | 1,261 | 118 | 0.00% | ||
| 4256 | FIDELITY NATL INFORMATION SV | 1,527 | 118 | 0.00% | ||
| 4257 | FIRSTENERGY CORP | 3,573 | 118 | 0.00% | ||
| 4258 | AMSURG CORP | 1,762 | 118 | 0.00% | ||
| 4259 | UNITED FIRE GROUP INC COM | 2,782 | 118 | 0.00% | ||
| 4260 | DAVITA INC | 1,770 | 117 | 0.00% | ||
| 4261 | GUIDEWIRE SOFTWARE INC | 1,950 | 117 | 0.00% | ||
| 4262 | INTEGRA LIFESCIENCES HLDGS CP COM NEW | 1,400 | 116 | 0.00% | ||
| 4263 | BIG LOTS INC COM | 2,429 | 116 | 0.00% | ||
| 4264 | GREAT PLAINS ENERGY INC | 4,258 | 116 | 0.00% | ||
| 4265 | INCYTE CORP | 1,220 | 115 | 0.00% | ||
| 4266 | TIVO CORPORATION COM | 5,777 | 115 | 0.00% | ||
| 4267 | METLIFE INC | 2,591 | 115 | 0.00% | ||
| 4268 | CNA FINL CORP | 3,329 | 115 | 0.00% | ||
| 4269 | TELEPHONE DATA SYS INC | 4,230 | 115 | 0.00% | ||
| 4270 | PharMerica Corp | 4,113 | 115 | 0.00% | ||
| 4271 | PIPER SANDLER COMPANIES COM | 2,366 | 114 | 0.00% | ||
| 4272 | OMEGA PROTEIN CORP | 4,894 | 114 | 0.00% | ||
| 4273 | REX AMERICAN RES CORP COM | 1,350 | 114 | 0.00% | ||
| 4274 | INTL PAPER CO | 2,375 | 114 | 0.00% | ||
| 4275 | AMERIPRISE FINANCIAL, INC. | 4,272 | 113 | 0.00% | ||
| 4276 | STANTEC INC | 4,800 | 113 | 0.00% | ||
| 4277 | NEVRO CORP | 1,100 | 113 | 0.00% | ||
| 4278 | CRACKER BARREL OLD CTRY STOR | 852 | 113 | 0.00% | ||
| 4279 | EVERI HLDGS INC | 44,690 | 113 | 0.00% | ||
| 4280 | GARTNER INC | 1,273 | 113 | 0.00% | ||
| 4281 | ARCHER DANIELS MIDLAND CO | 2,652 | 112 | 0.00% | ||
| 4282 | J2 GLOBAL INC | 1,688 | 112 | 0.00% | ||
| 4283 | BANKRATE INC DEL COM | 13,268 | 112 | 0.00% | ||
| 4284 | INTERNATIONAL SPEEDWAY CORP CL A | 3,310 | 111 | 0.00% | ||
| 4285 | PENSKE AUTOMOTIVE GRP INC | 2,307 | 111 | 0.00% | ||
| 4286 | AG MTG INVT TR INC | 7,066 | 111 | 0.00% | ||
| 4287 | ENEL AMERICAS S A | 13,380 | 110 | 0.00% | ||
| 4288 | CONNS INC | 10,837 | 110 | 0.00% | ||
| 4289 | KORN FERRY COM NEW | 5,240 | 110 | 0.00% | ||
| 4290 | Grupo Aeroportuario Del Pacifi | 1,167 | 109 | 0.00% | ||
| 4291 | INSPERITY INC COM | 1,498 | 109 | 0.00% | ||
| 4292 | ARROW ELECTRONICS | 1,684 | 108 | 0.00% | ||
| 4293 | FIDELITY AND GTY LIFE COM | 4,676 | 108 | 0.00% | ||
| 4294 | CENTENE CORP DEL | 1,616 | 108 | 0.00% | ||
| 4295 | TEXTAINER GROUP HOLDINGS LTD | 14,219 | 107 | 0.00% | ||
| 4296 | BOOZ ALLEN HAMILTON HLDG COR | 3,394 | 107 | 0.00% | ||
| 4297 | THOR INDS INC | 1,250 | 106 | 0.00% | ||
| 4298 | LEAR CORP | 875 | 106 | 0.00% | ||
| 4299 | JACK IN THE BOX INC | 1,099 | 105 | 0.00% | ||
| 4300 | LANDSTAR SYS INC COM | 1,540 | 105 | 0.00% |
