18896 Portfolio Holdings_31032015_v2 for Logo

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Titres en Portefeuille pour FTIF Franklin K2 Alternative Strategies Fund Au March 31, 2015
Les données de portefeuille des fonds de Franklin Templeton Investments sont mis à la disposition du public et soumis à notre politique de
distribution des titres en portefeuilles. Ils sont présentés à la date indiquée.
Ces données de portefeuille ne doivent pas ëtre considérées comme une liste complête des titres d’un fonds (ou des principaux titres d’un fonds)
car l’information sur des titres en particulier peut ëtre dissimulée si cela est dans l’intérët du fonds. De plus, les contrats à terme sur devises ne sont
pas inclus dans les données de portefeuille. A la place, la valeur de marché nette de tous les contrats à terme sur devises est inclue en liquidités et
autres actifs nets du fonds. Les avoirs en portefeuille en instruments financiers dérivés de gré à gré tels que les swaps sur défaillance de crédits,
les swaps de taux d’intérëts ou autres contrats de swaps, listent uniquement le nom de la contrepartie et non les détails des instruments financiers
dérivés. Les données complètes du portefeuille peuvent être consultées dans les rapports annuels et semi-annuels du fonds.
Security
Identifier
Security Name
Shares/
Positions Held
002824AZ3
003654100
00404A109
004225108
00434H108
G1151C101
00484M106
G0083B108
G0083B116
00507V109
00724F101
Y0020QAA9
00771V108
00817Y108
00847X104
6427829
00912XAQ7
4012250
00928QAN1
001546AL4
001546AS9
001546AM2
00971T101
011659109
012725AC1
013817309
BQQMCJ4
015351109
01609W102
018581108
02005N605
02005NAW0
02005NAZ3
02005NAE0
02043Q107
02076XAF9
4B1812W
12667GCB7
BVV6N37
02208RAE6
023135106
02376RAB8
02376R102
025816109
02666AAE8
026874784
ABBOTT LABORATORIES CALLABLE NOTES FIXED 2%
ABIOMED INC USD0.01
ACADIA HEALTHCARE CO INC USD0.01
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001
ACCELERON PHARMA INC COMMON STOCK USD 0.001
ACCENTURE PLC COMMON STOCK USD 0.0000225
ACORDA THERAPEUTICS INC COMMON STOCK USD 0.001
ACTAVIS PLC COMMON STOCK USD 0.0033
ACTAVIS PLC PUBLIC
ACTIVISION BLIZZARD INC COMMON STOCK USD 0.000001
ADOBE SYSTEMS INC COMMON STOCK USD 0.0001
AEGEAN MARINE PETROLEUM NETWORK INC CONVERTIBLE
AERIE PHARMACEUTICALS INC COMMON STOCK USD 0.001
AETNA INC COMMON STOCK USD 0.01
AGIOS PHARMACEUTICALS INC USD0.001
AINSWORTH GAME TECHNOLOGY NPV
AIR LEASE CORP CALLABLE NOTES FIXED 3.75%
AIRBUS GROUP NV COMMON STOCK EUR 1
AIRCASTLE LTD CALLABLE NOTES FIXED 5.5%
AK STEEL CORP CALLABLE NOTES FIXED 7.625%
AKAMAI TECHNOLOGIES INC COMMON STOCK USD 0.01
ALASKA AIR GROUP INC COMMON STOCK USD 0.01
ALBEMARLE CORP CALLABLE NOTES FIXED 4.15%
ALCOA INC PUBLIC USD 50
ALDERMORE GROUP PLC COMMON STOCK GBP 0.1
ALEXION PHARMACEUTICALS INC COMMON STOCK USD
ALIBABA GROUP HOLDING LTD ADR USD 0.000025
ALLIANCE DATA SYSTEM USD0.01
ALLY FINANCIAL INC CALLABLE PREFERRED STOCK FIXED
ALLY FINANCIAL INC NOTES FIXED 3.75% 18/NOV/2019
ALLY FINANCIAL INC NOTES FIXED 4.125% 30/MAR/2020
ALLY FINANCIAL INC NOTES FIXED 8% 15/MAR/2020 USD
ALNYLAM PHARMACEUTICALS INC USD0.01
ALPHA NATURAL RESOURCES INC CONVERTIBLE BOND FIXED
ALSTOM SA PUT EUR 24 18/SEP/2015 (AS1 FP 09/18/15
ALTERNATIVE LOAN TRUST 2005-14 2005-14 2A1
ALTICE FINANCING SA CALLABLE MEDIUM TERM NOTE
ALTRA INDUSTRIAL MOTION CORP CALL/PUT CONVERTIBLE
AMAZON.COM INC COMMON STOCK USD 0.01
AMERICAN AIRLINES GROUP INC CALLABLE NOTES FIXED
AMERICAN AIRLINES GROUP INC COMMON STOCK USD 0.01
AMERICAN EXPRESS CO COMMON STOCK USD 0.2
AMERICAN HOMES 4 RENT 2015-SFR1 2015-SFR1 E 5.639%
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD
Page 1 of 35
100,000
1,446
1,742
1,891
3,736
567
857
1,452
175
1,250
648
45,000
4,648
2,059
405
13,597
70,000
745
5,000
501,000
502,000
7,000
2,098
565
15,000
918
4,547
1,062
866
114
54
35,000
105,000
15,000
2,483
95,000
44
16,051
100,000
4,000
92
70,000
367
185
100,000
2,630
Market Value
$100,720
$103,505
$124,727
$61,628
$142,192
$53,122
$28,521
$432,144
$177,100
$28,406
$47,913
$54,534
$145,668
$219,345
$38,192
$29,929
$71,234
$48,416
$5,331
$433,365
$407,875
$5,810
$149,052
$37,392
$15,587
$40,245
$15,716
$184,045
$72,086
$33,773
$55,426
$34,694
$104,606
$17,925
$259,275
$24,759
$2,981
$13,318
$114,111
$4,620
$34,233
$68,731
$19,370
$14,452
$103,875
$144,098
% of
TNA
0.06%
0.06%
0.07%
0.04%
0.08%
0.03%
0.02%
0.25%
0.10%
0.02%
0.03%
0.03%
0.08%
0.13%
0.02%
0.02%
0.04%
0.03%
0.00%
0.25%
0.23%
0.00%
0.09%
0.02%
0.01%
0.02%
0.01%
0.11%
0.04%
0.02%
0.03%
0.02%
0.06%
0.01%
0.15%
0.01%
0.00%
0.01%
0.07%
0.00%
0.02%
0.04%
0.01%
0.01%
0.06%
0.08%
Coupon Maturity
Rate Date
2.00%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
4.00%
N/A
N/A
N/A
N/A
3.75%
N/A
5.50%
7.63%
7.63%
8.38%
N/A
N/A
4.15%
N/A
N/A
N/A
N/A
N/A
N/A
3.75%
4.13%
8.00%
N/A
4.88%
N/A
0.38%
5.25%
2.75%
N/A
4.63%
N/A
N/A
5.64%
N/A
03/15/20
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
11/01/18
N/A
N/A
N/A
N/A
02/01/22
N/A
02/15/22
05/15/20
10/01/21
04/01/22
N/A
N/A
12/01/24
N/A
N/A
N/A
N/A
N/A
N/A
11/18/19
03/30/20
03/15/20
N/A
12/15/20
09/18/15
05/25/35
02/15/23
03/01/31
N/A
03/01/20
N/A
N/A
04/17/52
N/A
Security
Identifier
Security Name
Shares/
Positions Held
02917TAB0
02917TAA2
03027X407
03061UAE3
03064JAE5
03065CAD1
03064VAD0
03062AAD8
03073E105
03152W109
03236MAB7
032420101
032511107
03674XAC0
03674XAD8
00184X105
03762U105
037833100
03820J100
038222105
03822W406
03874P101
03879QAD6
03938LAP9
L0302D178
04021LAA8
040413106
043632AA6
045396108
B7VYNT9
046353108
046513107
L0427L105
04964VAA5
XMM5COM
053015103
053332102
05337G107
053499AJ8
053499AH2
054303AW2
05522RCR7
05522RCT3
6B2373W
5B9578W
6B2393W
5B5134W
056752108
05951VAA7
05953YBT7
060505104
06051GFH7
06051GFL8
064058100
067774208
07317QAG0
05542HAA4
AMERICAN REALTY CAPITAL PROPERTIES INC CONVERTIBLE
AMERICAN REALTY CAPITAL PROPERTIES INC CONVERTIBLE
AMERICAN TOWER CORP PUBLIC USD 100
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2012-3
AMERISOURCEBERGEN CORP COMMON STOCK USD 0.01
AMICUS THERAPEUTICS NPV
AMYRIS INC CONVERTIBLE BOND FIXED 6.5% 15/MAY/2019
ANACOR PHARMACEUTICALS INC USD0.001
ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1
ANTERO RESOURCES CORP CALLABLE NOTES FIXED 5.125%
ANTERO RESOURCES CORP CALLABLE NOTES FIXED 5.625%
AOL INC COMMON STOCK USD 0.01
APOLLO COMMERCIAL REAL ESTATE FINANCE INC REIT USD
APPLE INC COMMON STOCK USD 0.00001
APPLIED GENETIC TECHNOLOGIES CORP/DE COMMON STOCK
APPLIED MATERIALS INC COMMON STOCK USD 0.01
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD 0.01
ARATANA THERAPEUTICS INC USD0.001
ARC PROPERTIES OPERATING PARTNERSHIP LP CALLABLE
ARCELORMITTAL CALLABLE NOTES FIXED 7.5%
ARCELORMITTAL PUBLIC USD 25
ARGOS MERGER SUB INC CALLABLE NOTES FIXED 7.125%
ARISTA NETWORKS INC COMMON STOCK USD 0.0001
ASCENT CAPITAL GROUP INC CONVERTIBLE BOND FIXED 4%
ASSEMBLY BIOSCIENCES INC COMMON STOCK USD 0.001
ASSICURAZIONI GENERALI SPA CALLABLE MEDIUM TERM
ASTRAZENECA PLC ADR USD
ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001
ATENTO SA COMMON STOCK USD 0.01
ATRIUM WINDOWS & DOORS INC CALLABLE NOTES FIXED
AUST 10Y BOND FUT BOND 15/JUN/2015 XMM5 COMDTY
AUTOMATIC DATA PROCESSING INC COMMON STOCK USD 0.1
AUTOZONE INC COMMON STOCK USD 0.01
AVALANCHE BIOTECHNOLOGIES INC COMMON STOCK USD
AVAYA INC CALLABLE NOTES FIXED 10.5% 01/MAR/2021
AVAYA INC CALLABLE NOTES FIXED 9% 01/APR/2019 USD
AVON PRODUCTS INC CALLABLE BOND FIXED 6.5%
BA CREDIT CARD TRUST 2014-A2 A FLOATING
BA CREDIT CARD TRUST 2015-A1 A FLOATING
BABA CALL USD 100 15/JAN/2016 (BABA US 01/15/16
BABA PUT USD 75 17/JUL/2015(BABA US 07/17/15 P75
BABA PUT USD 77.5 15/JAN/2016 (BABA US 01/15/16
BABY CALL USD 40 17/JUL/2015(BABY US 07/17/15 C40
BAIDU INC ADR USD 0.00005
BANC OF AMERICA FUNDING 2006-I TRUST 2006-I 1A1
BANC OF AMERICA FUNDING 2007-4 TRUST 2007-4 5A1
BANK OF AMERICA CORP COMMON STOCK USD 0.01
BANK OF AMERICA CORP MEDIUM TERM NOTE FIXED 4.2%
BANK OF AMERICA CORP MEDIUM TERM NOTE FIXED 4.25%
BANK OF NEW YORK MELLON CORP/THE COMMON STOCK USD
BARNES & NOBLE INC PRIVATE USD 1000
BAYTEX ENERGY CORP CALLABLE NOTES FIXED 5.625%
BC MOUNTAIN LLC / BC MOUNTAIN FINANCE INC CALLABLE
Page 2 of 35
170,000
23,000
330
30,000
10,000
15,000
5,000
20,000
1,021
7,880
50,000
548
114
10,000
70,000
983
2,503
5,022
2,101
6,470
5,610
4,601
6,000
25,000
315
70,000
1,785
70,000
4,172
100,000
3,678
1,498
5,850
10,000
8
135
818
253
375,000
156,000
117,000
30,000
25,000
(13)
6
13
5
446
306
23,335
5,006
50,000
15,000
4,010
70
25,000
90,000
Market Value
$166,388
$22,425
$32,746
$30,348
$10,004
$15,112
$5,000
$20,004
$116,057
$85,734
$33,781
$31,702
$9,440
$9,650
$69,475
$38,937
$43,002
$624,887
$41,999
$145,963
$28,611
$73,662
$5,845
$26,375
$4,731
$72,713
$125,896
$53,156
$55,237
$139,846
$251,686
$62,272
$69,557
$8,400
$14,341
$11,561
$558,007
$10,252
$321,563
$160,680
$117,000
$30,020
$25,022
($4,550)
$1,086
$7,215
$1,375
$92,946
$308
$23,186
$77,042
$51,788
$15,506
$161,362
$101,382
$22,969
$85,050
% of
TNA
Coupon Maturity
Rate Date
0.10% 3.75%
0.01% 3.00%
0.02%
N/A
0.02% 2.42%
0.01% 1.79%
0.01% 1.66%
0.00% 1.60%
0.01% 1.15%
0.07%
N/A
0.05%
N/A
0.02% 6.50%
0.02%
N/A
0.01%
N/A
0.01% 5.13%
0.04% 5.63%
0.02%
N/A
0.02%
N/A
0.36%
N/A
0.02%
N/A
0.08%
N/A
0.02%
N/A
0.04%
N/A
0.00% 3.00%
0.02% 7.50%
0.00%
N/A
0.04% 7.13%
0.07%
N/A
0.03% 4.00%
0.03%
N/A
0.08% 7.75%
0.14%
N/A
0.04%
N/A
0.04%
N/A
0.00% 7.75%
0.01%
N/A
0.01%
N/A
0.32%
N/A
0.01%
N/A
0.18% 10.50%
0.09% 9.00%
0.07% 6.50%
0.02% 0.44%
0.01% 0.50%
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.05%
N/A
0.00% 2.30%
0.01% 5.50%
0.04%
N/A
0.03% 4.20%
0.01% 4.25%
0.09%
N/A
0.06%
N/A
0.01% 5.63%
0.05% 7.00%
12/15/20
08/01/18
N/A
05/08/18
03/08/19
09/10/18
07/08/19
06/10/19
N/A
N/A
05/15/19
N/A
N/A
12/01/22
06/01/23
N/A
N/A
N/A
N/A
N/A
N/A
N/A
02/06/19
10/15/39
N/A
03/15/23
N/A
07/15/20
N/A
12/12/42
N/A
N/A
N/A
05/01/19
06/15/15
N/A
N/A
N/A
03/01/21
04/01/19
03/01/19
09/16/19
06/15/20
01/15/16
07/17/15
01/15/16
07/17/15
N/A
12/20/36
11/25/34
N/A
08/26/24
10/22/26
N/A
N/A
06/01/24
02/01/21
Security
Identifier
Security Name
Shares/
Positions Held
07384MW65
075887BC2
08180D106
086516101
09058V103
09060J106
09062X103
09061G101
09061GAF8
094235108
09609G100
05578MAA0
05578XAC2
09658UAC3
097751BK6
097751BM2
097793AC7
109641100
110122108
111621AP3
115637209
117043109
119848109
G16962204
5B7992F
5B7993F
CFJ5IDX
129603106
13057QAE7
13089P101
6161503
12480BAB5
CNM5COM
136385101
B18P4F6
14041NEU1
14041NDG3
140755109
14161H108
14313LAD8
14313PAC1
14313RAB9
143658300
143905AL1
14987EAA5
14987EAB3
5105182
151020104
15117B103
151290889
15130J109
15135B101
15671BAJ0
156782104
161571GH1
161571GS7
161571GT5
BEAR STEARNS ARM TRUST 2004-6 2004-6 2A1 FLOATING
BECTON DICKINSON AND CO NOTES VARIABLE 15/JUN/2016
BENEFITFOCUS INC COMMON STOCK USD 0.001
BEST BUY CO INC COMMON STOCK USD 0.1
BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD 0.01
BIODELIVERY SCIENCES INTERNATIONAL USD0.001
BIOGEN INC COMMON STOCK USD 0.0005
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND FIXED
BLOOMIN BRANDS INC USD0.01
BLUEBIRD BIO INC USD0.01
BMC SOFTWARE FINANCE INC CALLABLE NOTES FIXED
BMW VEHICLE OWNER TRUST 2013-A 2013-A A3 0.67%
BMW VEHICLE OWNER TRUST 2014-A 2014-A A3 0.97%
BOMBARDIER INC CALLABLE NOTES FIXED 5.5%
BOMBARDIER INC CALLABLE NOTES FIXED 7.5%
BONANZA CREEK ENERGY INC CALLABLE NOTES FIXED
BRINKER INTERNATIONAL USD0.10
BRISTOL-MYERS SQUIBB CO COMMON STOCK USD 0.1
BROCADE COMMUNICATIONS SYSTEMS INC CONVERTIBLE
BROWN-FORMAN CORP COMMON STOCK USD 0.15
BRUNSWICK CORP USD0.75
BUFFALO WILD WINGS INC NPV
BUNGE LTD PUBLIC USD 100
C CALL USD 55 15/JAN/2016 (C US 01/15/16 C55
C PUT USD 47 15/JAN/2016 (C US 01/15/16 P47
CAC 40 INDEX EQUITY INDEX 17/APR/2015 CFJ5 INDEX
CALGON CARBON CORP USD0.01
CALIFORNIA RESOURCES CORP CALLABLE NOTES FIXED 6%
CALITHERA BIOSCIENCES INC COMMON STOCK USD 0.001
CALTEX AUSTRALIA LTD COMMON STOCK AUD 0
CAM MORTGAGE TRUST 2014-2 2014-2 M VARIABLE
CAN 10YR BOND FUT BOND 19/JUN/2015 CNM5 COMDTY
CANADIAN NATURAL RESOURCES COM NPV
CANFOR CORP COM NPV
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2015-A1 A
CAPITAL ONE MULTI-AST EXECUTION TST 0.31031% MTG
CARA THERAPEUTICS INC COMMON STOCK USD 0.001
CARDTRONICS INC COMMON STOCK USD 0.0001
CARMAX AUTO OWNER TRUST 2013-1 2013-1 A4 0.89%
CARNIVAL CORP COMMON STOCK USD 0.01
CARRIAGE SERVICES INC CONVERTIBLE BOND FIXED 2.75%
CCOH SAFARI LLC CALLABLE NOTES FIXED 5.5%
CCOH SAFARI LLC CALLABLE NOTES FIXED 5.75%
CELESIO AG COMMON STOCK EUR 0
CELGENE CORP USD0.01
CELLDEX THERAPEUTICS INC USD0.001
CEMEX SAB DE CV ADR USD 0
CEMPRA INC USD0.001
CENTENE CORP COMMON STOCK USD 0.001
CENVEO CORP CONVERTIBLE BOND FIXED 7% 15/MAY/2017
CERNER CORP USD0.01
CHASE ISSUANCE TRUST 2013-A9 A FLOATING
CHASE ISSUANCE TRUST 2015-A1 A FLOATING
CHASE ISSUANCE TRUST 2015-A2 A 1.59% 18/FEB/2020
Page 3 of 35
15,088
20,000
895
8,303
2,071
6,347
1,099
5,743
6,000
12,065
1,446
20,000
28,880
20,000
210,000
495,000
10,000
4,652
6,415
50,000
3,646
3,626
1,817
827
10
(10)
7
1,364
20,000
318
2,081
100,000
16
313
14,036
25,000
100,000
714
1,600
30,000
7,000
34,215
11,788
55,000
25,000
220,000
13,280
2,750
2,491
11,315
2,684
3,252
80,000
2,006
100,000
100,000
100,000
Market Value
$14,542
$20,030
$32,927
$313,770
$18,701
$66,644
$464,042
$715,693
$9,116
$293,541
$174,633
$18,400
$28,901
$20,030
$210,000
$489,741
$9,250
$286,377
$413,768
$52,719
$329,416
$186,558
$329,313
$86,422
$2,570
($2,280)
($909)
$28,739
$17,625
$5,222
$55,396
$100,599
$1,015
$9,612
$280,931
$25,060
$99,586
$7,176
$60,160
$29,948
$6,998
$34,201
$563,938
$66,138
$25,625
$227,150
$392,681
$317,020
$69,424
$107,153
$92,088
$229,884
$75,300
$146,960
$100,345
$100,066
$100,754
% of
TNA
0.01%
0.01%
0.02%
0.18%
0.01%
0.04%
0.27%
0.41%
0.01%
0.17%
0.10%
0.01%
0.02%
0.01%
0.12%
0.28%
0.01%
0.16%
0.24%
0.03%
0.19%
0.11%
0.19%
0.05%
0.00%
0.00%
0.00%
0.02%
0.01%
0.00%
0.03%
0.06%
0.00%
0.01%
0.16%
0.01%
0.06%
0.00%
0.03%
0.02%
0.00%
0.02%
0.32%
0.04%
0.01%
0.13%
0.22%
0.18%
0.04%
0.06%
0.05%
0.13%
0.04%
0.08%
0.06%
0.06%
0.06%
Coupon Maturity
Rate Date
2.70%
0.72%
N/A
N/A
N/A
N/A
N/A
N/A
1.50%
N/A
N/A
8.13%
0.67%
0.97%
5.50%
7.50%
5.75%
N/A
N/A
1.38%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
6.00%
N/A
N/A
4.45%
N/A
N/A
N/A
1.39%
0.22%
N/A
N/A
0.89%
0.80%
0.46%
N/A
2.75%
5.50%
5.75%
N/A
N/A
N/A
N/A
N/A
N/A
7.00%
N/A
0.59%
0.50%
1.59%
09/25/34
06/15/16
N/A
N/A
N/A
N/A
N/A
N/A
10/15/20
N/A
N/A
07/15/21
11/27/17
11/26/18
09/15/18
03/15/25
02/01/23
N/A
N/A
01/01/20
N/A
N/A
N/A
N/A
01/15/16
01/15/16
04/17/15
N/A
11/15/24
N/A
N/A
05/15/48
06/19/15
N/A
N/A
01/15/21
11/15/19
N/A
N/A
08/17/18
07/16/18
04/17/17
N/A
03/15/21
12/01/22
12/01/24
N/A
N/A
N/A
N/A
N/A
N/A
05/15/17
N/A
11/16/20
02/18/20
02/18/20
Security
Identifier
Security Name
Shares/
Positions Held
161630BD9
165167CN5
165167784
166764AK6
167250109
16934W106
16945R104
169656105
5962309
169905AD8
12543DAQ3
171340102
4588364
171779309
171779AG6
125509109
171798AC5
17275R102
000842K2L
177376AC4
177376100
19075FAB2
192446102
B90LKT4
4B3268W
5B1923W
205887102
206022105
20605PAE1
210226106
210226AA4
21036P108
4598589
212015AN1
22160N109
22160K105
223622AB7
22410J106
225470EF6
12649UAA3
226373AK4
22822V101
22822V200
126650100
5B9923W
232806109
B39J7D0
B08BR25
23918K108
GXM5IDX
242309102
242370AD6
247361702
249827502
24983L104
QB986Z96
QBGDFP31
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1
CHESAPEAKE ENERGY CORP CALLABLE NOTES FIXED 4.875%
CHESAPEAKE ENERGY CORP PRIVATE USD 1000
CHEVRON CORP NOTES VARIABLE 15/NOV/2017 USD 1000
CHICAGO BRIDGE & IRON CO NV COMMON STOCK USD 0.01
CHIMERIX INC COMMON STOCK USD 0.001
CHINA UNICOM HONG KONG LTD ADR USD
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD 0.01
CHOCOLADEFABRIKEN LINDT & SPRUNGLI AG COMMON STOCK
CHOICE HOTELS INTERNATIONAL INC CALLABLE NOTES
CHS/COMMUNITY HEALTH SYSTEMS INC CALLABLE NOTES
CHURCH & DWIGHT CO INC COMMON STOCK USD 1
CIE GENERALE DES ETABLISSEMENTS MICHELIN COMMON
CIENA CORP COMMON STOCK USD 0.01
CIENA CORP SR NT CV 144A 15/OCT/2018
CIGNA CORP USD0.25
CIMAREX ENERGY CO CALLABLE NOTES FIXED 4.375%
CISCO SYSTEMS INC USD0.001
CITIGROUP INC
CITRIX SYSTEMS INC CONVERTIBLE BOND FIXED .5%
CITRIX SYSTEMS INC USD0.001
COBALT INTERNATIONAL ENERGY INC CONVERTIBLE BOND
COGNIZANT TECHNOLOGY SOLUTIONS CORP COMMON STOCK
COMMERZBANK AG COMMON STOCK EUR 0
COMMERZBANK CALL EUR 11.5 19/JUN/2015 (CBK GR
COMMERZBANK CALL EUR 13 19/JUN/2015 (CBK GR
CONAGRA FOODS INC COMMON STOCK USD 5
CONCERT PHARMACEUTICALS INC COMMON STOCK USD 0.001
CONCHO RESOURCES INC CALLABLE NOTES FIXED 5.5%
CONSOLIDATED TOMOKA LAND USD1
CONSOLIDATED-TOMOKA LAND CO CONVERTIBLE BOND FIXED
CONSTELLATION BRANDS INC USD0.01 A
CONTINENTAL AG COMMON STOCK EUR 0
CONTINENTAL RESOURCES INC/OK CALLABLE NOTES FIXED
COSTAR GROUP INC USD0.01
COSTCO WHOLESALE CORP USD0.005
COWEN GROUP INC CONVERTIBLE BOND FIXED 3%
CRACKER BARREL OLD COUNTRY STORE INC
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES
CREDIT SUISSE MORTGAGE TRUST VAR 15MAR2017
CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01
CROWN CASTLE INTL CORP
CVS HEALTH CORP
CX PUT USD 7 17/JUL/2015(CX US 07/17/15 P7 EQUITY)
CYPRESS SEMICONDUCTOR CORP USD0.01
DAIWA HOUSE REIT INVESTMENT CORP REIT JPY
DAVIDE CAMPARI EUR0.1
DAVITA HEALTHCARE PARTNERS INC COMMON STOCK USD
DAX INDEX FUTURE EQUITY INDEX 19/JUN/2015 GXM5
DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD 0.01
DEAN FOODS CO CALLABLE NOTES FIXED 6.5%
DELTA AIR LINES INC USD0.01
DERMA SCIENCES INC USD0.01
DERMIRA INC COMMON STOCK USD 0.001
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Page 4 of 35
24,983
40,000
9
20,000
4,796
1,235
2,607
65
8
15,000
55,000
4,022
477
3,585
6,000
3,814
20,000
6,209
430,000
25,000
513
25,000
490
7,728
22
(22)
2,530
1,015
20,000
623
20,000
3,874
364
20,000
571
6,594
70,000
1,055
14,818
50,000
35,000
2,370
104
2,141
15
4,075
3
12,816
1,339
3
705
120,000
8,620
2,984
764
900,000
2,000,000
Market Value
$23,171
$37,700
$7,796
$20,022
$236,251
$46,547
$39,783
$42,285
$506,277
$16,391
$58,369
$343,559
$47,499
$69,226
$7,384
$493,684
$19,950
$170,903
($31,341)
$26,344
$32,765
$18,547
$30,571
$106,777
$3,856
($1,656)
$92,421
$15,372
$20,250
$37,168
$21,925
$450,198
$86,223
$18,470
$112,961
$998,958
$79,931
$160,508
$13,491
$49,953
$35,438
$195,620
$10,902
$220,973
$225
$57,498
$13,157
$89,504
$108,834
$292
$27,157
$120,900
$387,555
$25,274
$11,727
$69,276
$49,800
% of
TNA
0.01%
0.02%
0.00%
0.01%
0.14%
0.03%
0.02%
0.02%
0.29%
0.01%
0.03%
0.20%
0.03%
0.04%
0.00%
0.28%
0.01%
0.10%
-0.02%
0.02%
0.02%
0.01%
0.02%
0.06%
0.00%
0.00%
0.05%
0.01%
0.01%
0.02%
0.01%
0.26%
0.05%
0.01%
0.06%
0.57%
0.05%
0.09%
0.01%
0.03%
0.02%
0.11%
0.01%
0.13%
0.00%
0.03%
0.01%
0.05%
0.06%
0.00%
0.02%
0.07%
0.22%
0.01%
0.01%
0.04%
0.03%
Coupon Maturity
Rate Date
2.46%
4.88%
N/A
0.43%
N/A
N/A
N/A
N/A
N/A
5.70%
7.13%
N/A
N/A
N/A
3.75%
N/A
4.38%
N/A
N/A
0.50%
N/A
3.13%
N/A
N/A
N/A
N/A
N/A
N/A
5.50%
N/A
4.50%
N/A
N/A
3.80%
N/A
N/A
3.00%
N/A
5.50%
N/A
6.25%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
6.50%
N/A
N/A
N/A
N/A
N/A
03/25/37
04/15/22
N/A
11/15/17
N/A
N/A
N/A
N/A
N/A
08/28/20
07/15/20
N/A
N/A
N/A
10/15/18
N/A
06/01/24
N/A
N/A
04/15/19
N/A
05/15/24
N/A
N/A
06/19/15
06/19/15
N/A
N/A
04/01/23
N/A
03/15/20
N/A
N/A
06/01/24
N/A
N/A
03/15/19
N/A
11/25/35
03/15/17
04/01/23
N/A
N/A
N/A
07/17/15
N/A
N/A
N/A
N/A
06/19/15
N/A
03/15/23
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Q85512AA7
QBBVHRZ0
Q0855RAC4
5734672EB
QBKJBDD7
Q83919AF8
2379504EB
6619864EB
Q0918TAA7
Q0161QAC8
2925844EB
Q98433AD4
QBJYS1D2
B1DGKS9EA
Q0918TAA7
Q21924BL4
2502247EB
BSFJ591EB
BVFD0T9EB
Q96522AF6
BD1NQJ9EB
Q45550AR8
B23X1H3EB
2100179EB
BLY2F70EB
5529191EB
5529027EB
QBCBJJQ8
B3N6PX3EB
Q71109AL2
QBDS5427
Q7066GAC8
2122117EB
Q6197SAA3
2771252EB
Q71109AH1
QBNG8QS8
B032G04EB
0736554EB
Q9624RAA4
QBN79185
Q5571BAC9
5579107EB
2175575EB
B0YZ0Z5EB
QBVXBY26
B2R9T17EB
B0PZN33EB
6655620EB
Q4860WAA0
Q00361AM7
Q20520AB8
6985242EB
Q66387AK8
Q32359AG6
Q17466AA4
QBJ4GPX4
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Shares/
Positions Held
500,000
500,000
200,000
(15,420)
50,000,000
500,000
(7,225)
(60,200)
115,000
105,000
(9,895)
57,000
100,000
(35,000)
250,000
250,000
(769)
(114,865)
9,077
35,000
(1,134)
70,000
(1,700)
(3,300)
16,405
(2,445)
(4,480)
15,000,000
4,527
250,000
10,000,000
70,000
(14,800)
105,000
(4,375)
200,000
70,000
(2,228)
(25,561)
65,000
300,000
250,000
591
(8,284)
(4,573)
200,000
(1,142)
(6,830)
(10,000)
300,000
110,000
50,000
(10,000)
63,000
105,000
200,000
300,000
Page 5 of 35
Market Value
$47,781
$27,905
$19,535
$19,110
$18,515
$16,481
$14,885
$14,860
$11,812
$11,427
$11,379
$11,180
$10,336
$10,200
$10,119
$9,646
$9,548
$9,087
$8,851
$8,692
$8,369
$7,868
$7,594
$7,557
$6,879
$6,625
$6,319
$6,113
$5,850
$5,729
$5,711
$5,708
$5,550
$5,312
$5,119
$5,102
$4,955
$4,911
$4,883
$4,873
$4,815
$4,710
$4,641
$4,556
$4,481
$4,228
$4,042
$3,961
$3,919
$3,842
$3,410
$3,251
$3,180
$3,131
$3,117
$2,968
$2,952
% of
TNA
0.03%
0.02%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000612K2
Q0182CAA1
Q93222AD6
QBDZTWT5
2379504EB
B6T0518EB
2779063EB
BKRC5K3EB
2488671EB
000432K2L
Q21643AJ8
Q9075FAB2
B0SWJX3EB
B0B9GS5EB
000429K2
2576941EB
BWNGQ77EB
000598K2L
QBT9PWZ7
Q81904AL2
Q4838JAA9
QB7RMSX6
Q23622AB7
2488671EB
B3ZVCQ8EB
B23K5J4EB
000427K2L
000697K2L
Q4346YAA1
BVSS790EB
B8K9X70EB
B3D6PB1EB
Q81075AD8
QBNBP338
2081144EB
Q1170YAB5
QBLLHGK8
BWC6PR1EB
BBC3995EB
2719951EB
BDGTXM4EB
Q86082AB8
B7S9G98EA
000149K2L
2347608EB
QB41H0R4
2164368EB
B3Y2J50EB
Q58075AB1
B09LSH6EA
BVC3CB8EB
000146K2L
Q5571WAA7
Q3467CAA0
Q8138HAC5
2478854EB
QBFH5BJ8
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Shares/
Positions Held
400,000
50,000
70,000
100,000
(3,804)
(1,325)
(54)
11,522
(27,484)
73,469
65,000
65,000
735
1,630
300,000
(10,906)
8,448
64,668
300,000
125,000
75,000
400,000
42,000
3,233
(95)
(1,000)
47,863
58,626
60,000
736
560
(460)
300,000
200,000
(988)
500,000
100,000
(1,807)
(1,167)
(2,342)
5,860
40,000
(12,715)
50,215
2,925
200,000
1,462
625
167,000
(3,550)
9,036
15,013
65,000
55,000
75,000
(3,820)
100,000
Page 6 of 35
Market Value
$2,930
$2,802
$2,756
$2,751
$2,745
$2,637
$2,595
$2,586
$2,583
$2,488
$2,381
$2,250
$2,249
$2,223
$2,213
$2,171
$2,144
$2,074
$2,025
$1,967
$1,885
$1,836
$1,818
$1,774
$1,720
$1,678
$1,636
$1,596
$1,530
$1,515
$1,462
$1,377
$1,358
$1,309
$1,228
$1,163
$1,128
$1,107
$992
$985
$977
$888
$885
$836
$772
$767
$758
$757
$735
$646
$644
$574
$570
$548
$540
$535
$527
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
05/26/15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
07/22/15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
7745638EB
4182249EB
000005K2L
000824K2L
B4BQQ40EB
2437167EB
BQQMCJ4EB
4846523EB
2422174EB
BFLR866EB
000144K2L
2463247EB
Q11904AM3
B0TBF08EB
2883878EB
2465737EB
0719737EB
2923804EB
Q42488BN1
2291437EB
Q4348TAP7
B4XH005EB
000854K2L
Q1988PAD0
B1XH026EB
000148K2L
2261203EB
2259190EB
000111K2L
6554705EB
000386K2L
Q36440AG6
QB9Z0LH1
000767K2L
2582409EB
000661K2L
2687315EB
B8K6ZD1EB
2567279EB
000626K2L
000159K2L
000599K2L
BVXVQW0EB
000800K2L
2930149EB
2710039EB
000143K2L
000273K2L
000633K2L
B020VX7EB
B1L82T2EB
Q2240MBC1
000778K2L
000141K2L
BP41ZD1EB
000489K2L
000158K2L
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Shares/
Positions Held
(2,361)
594
35,749
23,928
(700)
(5,102)
1,176
507
(678)
(831)
8,895
(1,018)
45,000
(443)
937
(124)
5,047
(1,570)
55,000
(300)
200,000
(2,360)
14,900
25,000
226
8,417
(288)
(299)
16,567
(4,000)
8,324
150,000
2,000,000
18,927
(230)
15,374
(1,499)
(270)
(99)
6,597
12,197
13,333
1,217
16,711
(319)
(648)
7,642
24,714
10,982
(2,927)
(2,653)
30,000
7,316
7,847
(109)
7,200
4,257
Page 7 of 35
Market Value
$474
$458
$450
$440
$425
$424
$399
$392
$381
$342
$317
$291
$290
$282
$274
$236
$233
$199
$194
$190
$181
$176
$166
$153
$138
$132
$124
$117
$115
$100
$100
$94
$64
$56
$43
($3)
($4)
($6)
($8)
($8)
($16)
($16)
($21)
($24)
($25)
($26)
($33)
($33)
($38)
($39)
($51)
($51)
($53)
($53)
($61)
($72)
($74)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
2168003EB
2624464EB
000862K2L
000861K2L
Q41503AT3
B066NX5EB
B288C92EB
000019K2L
B1YWQK0EB
B01FLL1EB
000352K2L
000624K2L
000699K2L
QBD67NC8
2823089EB
000020K2L
000140K2L
000142K2L
000605K2L
000366K2L
B8BZJC4EB
B1X8QN2EB
B7577T2EB
B3ZG8F4EB
000632K2L
000160K2L
000853K2L
000363K2L
B62ZTB8EB
000082K2L
Q47551AA8
000021K2L
000391K2L
000777K2L
000870K2L
000631K2L
000117K2L
Q19405AH5
BCDWBX6EB
Q51290BC6
000676K2L
000171K2L
B019MJ8EB
000267K2L
000625K2L
Q3934EAR9
B2R84W0EB
2208987EB
Q2763AAA9
000022K2L
Q4807UAA1
2310202EB
Q8338TAB0
000696K2L
B1YC2Y6EB
Q6732YAE9
Q43905AL1
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Shares/
Positions Held
(646)
(875)
29,194
24,365
63,000
(7,556)
(1,958)
10,907
(640)
(9,800)
8,866
11,327
18,231
5,000,000
(6,800)
50,475
8,556
7,997
26,097
12,084
(326)
8,448
(2,800)
(508)
15,311
19,996
32,392
11,653
(4,604)
16,310
75,000
52,033
19,511
38,021
126,609
21,657
10,703
56,000
(561)
375,000
19,523
47,240
(3,119)
33,044
37,353
25,000
3,815
(171)
35,000
51,295
200,000
(1,252)
70,000
76,451
5,362
90,000
45,000
Page 8 of 35
Market Value
($97)
($99)
($104)
($111)
($123)
($131)
($133)
($135)
($138)
($145)
($172)
($181)
($195)
($199)
($203)
($205)
($228)
($250)
($277)
($294)
($295)
($312)
($312)
($322)
($325)
($338)
($347)
($353)
($365)
($373)
($377)
($394)
($408)
($416)
($437)
($441)
($441)
($453)
($462)
($498)
($503)
($504)
($530)
($569)
($570)
($613)
($646)
($654)
($672)
($674)
($703)
($722)
($722)
($751)
($758)
($852)
($861)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
BDZDS99EB
000630K2L
B1H4YP4EB
000428K2L
Q5972AAA1
000024K2L
000109K2L
Q0184LAC6
000125K2L
2722777EB
000408K2L
Q79376AC6
Q6120WAA2
2771252EB
BRJ6RP1EB
QBSMSPY6
2797838EB
Q8235TAD9
2001119EB
QBDD2DT3
2346456EB
BGLPC98EA
5579107EB
Q95229AB6
B11FJD6EB
2622059EB
6657541EB
B4N4GM0EB
Q12828G38
Q1449JAA3
000513K2L
Q4348TAP7
QBLDY652
Q74054AD1
B28QWN0EB
Q2208RAE6
000770K2L
000520K2L
000674K2L
Q5031UBV2
B7FNMQ2EB
Q58140AD2
Q3578AAA6
Q41503AQ9
Q3416TAA8
B16CJ10EB
B3PQ520EB
2177786EB
Q12463AA2
BBVHWR7EB
2717591EB
Q43632AA6
B59SWL4EB
B5ZQ9D3EB
Q12828J50
QBTGQK15
QB7N2R00
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
Shares/
Positions Held
(4,369)
26,711
(504)
100,767
50,000
49,480
30,743
150,000
13,070
(2,810)
54,492
30,000
20,000
(933)
(544)
200,000
(2,038)
250,000
(1,398)
100,000
(2,257)
(4,066)
(3,242)
105,000
(1,855)
(986)
(38,000)
3,080
(50,000)
500,000
119,654
135,000
100,000
400,000
(15,500)
105,000
3,044,310
3,228,748
156,174
80,000
(1,810)
90,000
80,000
63,000
45,000
(7,965)
(3,750)
(3,023)
250,000
(11,080)
(1,530)
65,000
(11,922)
(5,719)
(372,000)
200,000
20,000,000
Page 9 of 35
Market Value
($898)
($900)
($915)
($937)
($943)
($977)
($987)
($1,042)
($1,077)
($1,130)
($1,149)
($1,161)
($1,308)
($1,358)
($1,448)
($1,449)
($1,467)
($1,547)
($1,632)
($1,647)
($1,659)
($1,723)
($1,760)
($1,794)
($1,948)
($2,012)
($2,107)
($2,193)
($2,241)
($2,253)
($2,268)
($2,321)
($2,321)
($2,375)
($2,450)
($2,551)
($2,828)
($2,883)
($2,948)
($3,092)
($3,157)
($3,159)
($3,225)
($3,265)
($3,388)
($3,462)
($3,563)
($3,686)
($3,880)
($3,989)
($4,003)
($4,056)
($4,078)
($4,081)
($4,215)
($4,280)
($4,304)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
B3CY709EB
000150K2L
Q51055AF4
B1G9B93EB
Q02693AB2
QBH4XW96
6044132EB
2028323EB
B62ZTB8EB
Q12807AL2
Q8733RAA0
2440961EB
B0FGJN8EB
QB96F937
Q0484MAA4
000803K2
Q49908AA2
B8K9X70EB
QBG6JQM6
2463344EB
QB3Y4XM1
Q7066GAC8
2828619EB
Q0184XAA3
BVYJ1Y0EB
2985677EB
QBDZRGC0
2212706EB
6021500EB
QBH583L9
QB67WM60
2904627EB
B0PPFY8EB
Q3415TAC5
Q2076XAF9
B5M6XQ7EA
B1Z7FX0EB
2310194EB
25278XAB5
25470XAW5
25470XAJ4
DMM5IDX
DXM5CCY
25746U869
26112TAE6
261608103
B1WT5G2
26746E103
26818AAB0
26818AAC8
269246BM5
278642103
278865100
B62G1B5
6B2075S
6B1153W
286082AB8
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DEUTSCHE BANK AG
DIAMONDBACK ENERGY INC CALLABLE NOTES FIXED 7.625%
DISH DBS CORP CALLABLE NOTES FIXED 5.875%
DISH DBS CORP CALLABLE NOTES FIXED 5.875%
DJIA MINI E-CBOT EQUITY INDEX 19/JUN/2015 DMM5
DOLLAR INDEX CROSS CURRENCY 15/JUN/2015 DXM5
DOMINION RESOURCES INC/VA PUBLIC USD 50
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE QUAPAW
DRESSER-RAND GROUP INC COMMON STOCK USD 0.01
DSV A/S COMMON STOCK DKK 1
DYAX CORP COMMON STOCK USD 0.01
DYNEGY FINANCE I INC / DYNEGY FINANCE II INC
DYNEGY FINANCE I INC / DYNEGY FINANCE II INC
E*TRADE FINANCIAL CORP CALLABLE NOTES FIXED 4.625%
EBAY INC COMMON STOCK USD 0.001
ECOLAB INC USD1
EDENRED COMMON STOCK EUR 2
EDITA FOOD INDUSTRIES SAE IPO GDR
EEM CALL USD 41 02/APR/2015(EEM US 04/02/15 C41
ELECTRONICS FOR IMAGING INC CONVERTIBLE BOND FIXED
Page 10 of 35
(3,100)
20,000
350,000
(4,887)
24,000
500,000
(7,100)
(10,915)
(12,570)
120,000
300,000
(3,420)
(2,653)
100,000
600,000
(358,742)
75,000
(8,560)
200,000
(3,070)
400,000
218,000
(15,480)
182,000
500
(13,850)
30,000,000
(4,392)
(26,300)
400,000
400,000
(4,134)
(383,627)
75,000
80,000
(202,010)
(157,600)
(15,585)
40,000
130,000
20,000
8
(4)
155
869,000
10,767
954
4,836
147,000
37,000
70,000
200
3,832
3,134
900
46
55,000
Market Value
($4,806)
($4,952)
($5,447)
($5,777)
($6,401)
($6,461)
($6,808)
($6,975)
($7,024)
($7,072)
($7,212)
($7,354)
($7,938)
($8,070)
($8,105)
($8,391)
($8,435)
($9,296)
($9,560)
($9,563)
($9,790)
($9,977)
($10,062)
($10,080)
($10,525)
($12,327)
($17,561)
($17,986)
($19,576)
($20,667)
($23,937)
($24,301)
($27,822)
($30,667)
($30,975)
($43,278)
($45,158)
($46,755)
$42,300
$130,488
$20,375
($5,510)
($2,572)
$7,502
$771,238
$865,128
$29,696
$81,027
$155,085
$38,896
$71,400
$11,536
$438,304
$78,231
$11,052
$138
$56,306
% of
TNA
Coupon Maturity
Rate Date
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.01%
N/A
-0.02%
N/A
-0.02%
N/A
-0.02%
N/A
-0.02%
N/A
-0.03%
N/A
-0.03%
N/A
0.02% 7.63%
0.07% 5.88%
0.01% 5.88%
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.44% 10.50%
0.50%
N/A
0.02%
N/A
0.05%
N/A
0.09% 7.38%
0.02% 7.63%
0.04% 4.63%
0.01%
N/A
0.25%
N/A
0.04%
N/A
0.01%
N/A
0.00%
N/A
0.03% 0.75%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
06/30/15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
10/01/21
11/15/24
07/15/22
06/19/15
06/15/15
N/A
07/01/19
N/A
N/A
N/A
11/01/22
11/01/24
09/15/23
N/A
N/A
N/A
N/A
04/02/15
09/01/19
Security
Identifier
Security Name
Shares/
Positions Held
BNG8QS8
532457108
5B7505F
5B7503F
29089QAB1
292102AA8
29210QAA5
29271LAE4
29413U103
29414B104
29428P107
29428V104
294429105
000837K2
000839K2
000809K2
000834K2
000830K2
000832K2
000828K2
000663K2
000667K2
000829K2
000833K2
000840K2
000841K2
294821608
29664W105
ERU6COM
VGM5IDX
4B6040W
4B5714W
5B9591W
5B3523W
5B4371W
EDZ5COM
EDZ6COM
EDU6COM
OEM5COM
RXM5COM
DUM5COM
30040P103
302081104
30212P303
B19NLV4
315616102
303075105
30706VAA3
313396EP4
315721209
31787AAM3
32058FAL4
33616C100
336433107
338488109
339041105
G35569105
ELEMENT FINANCIAL CORP CONVERTIBLE BOND FIXED
ELI LILLY & CO COMMON STOCK USD 0
EMC CALL USD 27 16/OCT/2015(EMC US 10/16/15 C27
EMC PUT USD 25 15/JAN/2016(EMC US 01/15/16 P25
EMERGENT BIOSOLUTIONS INC CONVERTIBLE BOND FIXED
EMPIRE STATE REALTY OP LP CONVERTIBLE BOND FIXED
EMPIRE TODAY LLC / EMPIRE TODAY FINANCE CORP
ENDO FINANCE LLC / ENDO FINCO INC CALLABLE NOTES
ENVISION HEALTHCARE HLDGS INC USD0.01
EPAM SYSTEMS INC COMMON STOCK USD 0.001
EPIRUS BIOPHARMACEUTICALS INC
EPIZYME INC USD0.0001
EQUIFAX INC COMMON STOCK USD 1.25
EQUITY OPTION INDEX - EQOI
ERICSSON AMERICAN DEPOSITORY SHARES
ESPERION THERAPEUTICS INC USD0.001
EURO EURIBOR INTEREST RATE 19/SEP/2016 ERU6 3MO
EURO STOXX 50 EQUITY INDEX 19/JUN/2015 VGM5 INDEX
EURO STOXX 50 INDEX PUT EUR 3200 17/APR/2015
EURO STOXX 50 INDEX PUT EUR 3225 17/APR/2015
EURO STOXX 50 INDEX PUT EUR 3450 19/JUN/2015
EURO STOXX 50 INDEX PUT EUR 3525 19/JUN/2015
EURO STOXX TECHNOLOGY PUT EUR 350
EURO$ FUTR INTEREST RATE 14/DEC/2015 EDZ5 90DAY
EURO$ FUTR INTEREST RATE 19/DEC/2016 EDZ6 90DAY
EURO$ FUTR INTEREST RATE 19/SEP/2016 EDU6 90DAY
EURO-BOBL FUTURE BOND 08/JUN/2015 OEM5 COMDTY
EURO-BUND FUTURE BOND 08/JUN/2015 RXM5 COMDTY
EURO-SCHATZ FUT BOND 08/JUN/2015 DUM5 COMDTY
EVERTEC INC COMMON STOCK USD 0.01
EXLSERVICE HLDGS INC COM STK USD0.001
EXPEDIA INC USD0.001
EXPERIAN PLC COMMON STOCK GBP 0.1
F5 NETWORK INC USD0.01
FACTSET RESEARCH SYSTEMS INC USD0.01
FAMILY TREE ESCROW LLC CALLABLE NOTES FIXED 5.75%
FEDERAL HOME LOAN MORTGAGE CORP ZERO CPN
FIBROCELL SCIENCE INC USD0.001
FINISAR CORP CALL/PUT CONVERTIBLE BOND FIXED .5%
FIRST INVESTORS AUTO OWNER TRUST 2014-1 2014-1A D
FIRST REPUBLIC BANK SAN FRANCISCO USD0.01
FIRST SOLAR INC COMMON STOCK USD 0.001
FLAMEL TECHNOLOGIES SA ADR USD
FLEETCOR TECHNOLOGIES INC USD0.001
FLEETMATICS GROUP PLC COMMON STOCK USD 0.015
Page 11 of 35
25,000
2,728
41
(27)
5,000
80,000
270,000
40,000
2,038
1,295
5,054
628
124
987,946
1,329,688
358,742
91,731
127,108
(92,183)
(127,875)
(90,795)
(124,257)
(127,108)
(91,731)
(1,329,688)
(987,946)
19,560
1,253
60
32
24
29
8
10
12
2
(2)
(15)
37
6
43
1,505
1,320
417
1,676
492
94
25,000
233,000
5,510
5,000
20,000
785
930
2,289
2,156
3,170
Market Value
$23,686
$198,189
$4,223
($5,130)
$5,791
$84,950
$220,725
$40,000
$78,157
$79,371
$45,233
$11,794
$11,532
$58,503
$44,028
$13,718
$4,972
$4,077
($144)
($561)
($1,244)
($3,057)
($4,068)
($5,024)
($40,331)
($47,308)
$245,478
$116,028
$2,327
$12,034
$697
$935
$6,133
$9,946
$4,516
($30)
$93
($5,243)
$6,625
$124
$2,319
$32,899
$49,104
$39,252
$27,771
$56,550
$14,965
$26,375
$232,996
$24,850
$5,138
$19,919
$44,816
$55,605
$41,156
$325,384
$142,175
% of
TNA
Coupon Maturity
Rate Date
0.01% 5.13%
0.11%
N/A
0.00%
N/A
0.00%
N/A
0.00% 2.88%
0.05% 2.63%
0.13% 11.38%
0.02% 5.38%
0.04%
N/A
0.05%
N/A
0.03%
N/A
0.01%
N/A
0.01%
N/A
0.03%
N/A
0.03%
N/A
0.01%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
-0.02%
N/A
-0.03%
N/A
0.14%
N/A
0.07%
N/A
0.00%
N/A
0.01%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.01%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.02%
N/A
0.03%
N/A
0.02%
N/A
0.02%
N/A
0.03%
N/A
0.01%
N/A
0.02% 5.75%
0.13%
N/A
0.01%
N/A
0.00% 0.50%
0.01% 3.28%
0.03%
N/A
0.03%
N/A
0.02%
N/A
0.19%
N/A
0.08%
N/A
06/30/19
N/A
10/16/15
01/15/16
01/15/21
08/15/19
02/01/17
01/15/23
N/A
N/A
N/A
N/A
N/A
06/30/15
06/30/15
06/30/15
06/30/15
06/30/15
03/31/15
03/31/15
03/31/15
03/31/15
06/30/15
06/30/15
06/30/15
06/30/15
N/A
N/A
09/19/16
06/19/15
04/17/15
04/17/15
06/19/15
06/19/15
12/18/15
12/14/15
12/19/16
09/19/16
06/08/15
06/08/15
06/08/15
N/A
N/A
N/A
N/A
N/A
N/A
03/01/23
04/20/15
N/A
12/15/33
04/15/21
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
33938J106
340630AA0
34385P108
302491303
M46135105
B4TLVJ7
34530FAD6
34530BAC7
34530HAC4
34530PAD4
34530QAD2
000613K2
000445K2
346563109
34964C106
G3727Q101
35906AAQ1
302941109
Z0M5IDX
BWGCFG4
302693AB2
36467J108
75966CAA5
366651107
37045VAJ9
37045V100
372309104
G3922B107
372491AB6
372491AA8
375558103
375558AP8
37940X102
L44385109
36185ND56
380956409
381131AA9
38259P508
38259P706
38268T103
38388F108
391416104
4A2625B
4A2647B
39248TAA4
393657101
393657AH4
400110102
362341FP9
40171V100
36197T103
405217100
40537QAB6
406216101
HIJ5IDX
412690AE9
40412C101
FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001
FLORIDA EAST COAST HOLDINGS CORP CALLABLE NOTES
FLUIDIGM CORP USD0.001
FMC CORP COMMON STOCK USD 0.1
FOAMIX PHARMACEUTICALS LTD COMMON STOCK USD
FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA CALLABLE
FORD CREDIT AUTO LEASE TRUST 2013-B 2013-B A3
FORD CREDIT AUTO OWNER TRUST 2013-A 2013-A A3
FORD CREDIT AUTO OWNER TRUST 2014-C 2014-C A3
FOREIGN EXCHANGE OPTION - FXO
FOREIGN EXCHANGE OPTION - FXO
FORRESTER RESEARCH INC USD0.01
FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI
FREESCALE SEMICONDUCTOR LTD COMMON STOCK USD 0.01
FRONTIER COMMUNICATIONS CORP CALLABLE NOTES FIXED
FTI CONSULTING INC COMMON STOCK USD 0.01
FTSE 100 IDX FUT EQUITY INDEX 19/JUN/2015 Z M5
FUYAO GLASS INDUSTRY GROUP CO LTD COMMON STOCK HKD
FXCM INC CONVERTIBLE BOND FIXED 2.25% 15/JUN/2018
GAMING AND LEISURE PROPERTIES INC REIT USD
GARDNER DENVER INC CALLABLE NOTES FIXED 6.875%
GARTNER INC USD0.0005
GENERAL MOTORS CO CALLABLE NOTES FIXED 5.2%
GENERAL MOTORS CO USD0.01
GENMARK DIAGNOSTICS INC USD0.0001
GENPACT LTD COMMON STOCK USD 0.01
GENWORTH HOLDINGS INC CALLABLE NOTES FIXED 4.8%
GENWORTH HOLDINGS INC CALLABLE NOTES FIXED 4.9%
GILEAD SCIENCES INC COMMON STOCK USD 0.001
GILEAD SCIENCES INC CONVERTIBLE BOND FIXED 1.625%
GLOBAL PAYMENTS INC USD0.001
GLOBANT SA COMMON STOCK
GMACM MORTGAGE LOAN TRUST 2003-J7 2003-J7 A7 5%
GOLDCORP INC COMMON STOCK CAD 0
GOLDEN NUGGET ESCROW INC CALLABLE NOTES FIXED 8.5%
GOOGLE INC CLA
GOOGLE INC-CL C
GOPRO INC COMMON STOCK USD 0.0001
GRACE(W.R.)& CO USD0.01
GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01
GREECE(REPUBLIC OF) 2% BDS 24/FEB/2026 EUR1000
GREECE(REPUBLIC OF) 2% BDS 24/FEB/2032 EUR1000
GREEKTOWN HOLDINGS LLC/GREEKTOWN MOTHERSHIP CORP
GREENBRIER COS INC/THE COMMON STOCK USD 0
GREENBRIER COS INC/THE CONVERTIBLE BOND FIXED 3.5%
GRUBHUB INC COMMON STOCK USD 0.0001
GSR MORTGAGE LOAN TRUST 2005-AR4 2005-AR4 4A1
GUIDEWIRE SOFTWARE INC USD0.0001
GW PHARMACEUTICALS PLC ADR USD
HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD 0.01
HALCON RESOURCES CORP CALLABLE NOTES FIXED 9.75%
HALLIBURTON CO USD2.50
HANG SENG IDX FUT EQUITY INDEX 29/APR/2015 HIJ5
HARLAND CLARKE HOLDINGS CORP CALLABLE NOTES FIXED
HCA HLDGS INC USD0.01
Page 12 of 35
1,015
31,000
2,195
6,661
1,575
50,000
25,000
4,412
50,000
5,000
45,000
270,000
80,000
1,140
11,903
1,965
372,000
750
17
1,600
143,000
565
90,000
160
35,000
4,679
5,825
4,400
5,000
5,000
1,395
3,000
277
1,000
13,549
803
280,000
90
441
4,695
10,836
1,365
9,000
9,000
559,000
8
5,000
800
8,633
250
686
4,028
130,000
5,214
13
180,000
1,978
Market Value
$22,858
$31,310
$92,410
$381,342
$14,569
$56,096
$25,022
$4,413
$50,048
$5,011
$45,151
$1,349
$351
$41,929
$565,154
$80,093
$369,210
$28,095
($22,247)
$3,921
$112,791
$20,832
$82,125
$13,416
$38,141
$175,463
$75,609
$102,300
$4,231
$4,300
$136,891
$12,930
$25,395
$21,060
$13,645
$14,550
$288,050
$49,923
$241,668
$203,810
$1,071,355
$30,044
$4,984
$4,715
$592,540
$464
$7,594
$36,312
$8,196
$13,153
$62,515
$257,993
$92,300
$228,790
$37,347
$175,275
$148,805
% of
TNA
0.01%
0.02%
0.05%
0.22%
0.01%
0.03%
0.01%
0.00%
0.03%
0.00%
0.03%
0.00%
0.00%
0.02%
0.32%
0.05%
0.21%
0.02%
-0.01%
0.00%
0.06%
0.01%
0.05%
0.01%
0.02%
0.10%
0.04%
0.06%
0.00%
0.00%
0.08%
0.01%
0.01%
0.01%
0.01%
0.01%
0.16%
0.03%
0.14%
0.12%
0.61%
0.02%
0.00%
0.00%
0.34%
0.00%
0.00%
0.02%
0.00%
0.01%
0.04%
0.15%
0.05%
0.13%
0.02%
0.10%
0.09%
Coupon Maturity
Rate Date
N/A
6.75%
N/A
N/A
N/A
6.50%
0.76%
0.55%
0.79%
1.06%
1.28%
N/A
N/A
N/A
N/A
N/A
6.88%
N/A
N/A
N/A
2.25%
N/A
6.88%
N/A
5.20%
N/A
N/A
N/A
4.80%
4.90%
N/A
1.63%
N/A
N/A
5.00%
N/A
8.50%
N/A
N/A
N/A
N/A
N/A
3.00%
3.00%
8.88%
N/A
3.50%
N/A
2.47%
N/A
N/A
N/A
9.75%
N/A
N/A
9.25%
N/A
N/A
05/01/19
N/A
N/A
N/A
10/30/20
09/15/16
07/15/17
05/15/18
05/15/19
09/15/19
08/31/15
07/24/15
N/A
N/A
N/A
01/15/25
N/A
06/19/15
N/A
06/15/18
N/A
08/15/21
N/A
04/01/45
N/A
N/A
N/A
02/15/24
08/15/23
N/A
05/01/16
N/A
N/A
11/25/33
N/A
12/01/21
N/A
N/A
N/A
N/A
N/A
02/24/26
02/24/32
03/15/19
N/A
04/01/18
N/A
07/25/35
N/A
N/A
N/A
07/15/20
N/A
04/29/15
03/01/21
N/A
Security
Identifier
Security Name
Shares/
Positions Held
42235N108
7792559
4A2645B
4A2614B
4A2628B
4A2627B
4A2615B
4A2596B
4A2598B
3B7837B
4A2646B
4A2644B
28343UB
3B8158B
4B6105B
4A2619B
4A2624B
28347UB
4A2641B
4A2626B
28348UB
4A2623B
4A2621B
3B8175B
428236103
BW0DD81
BVFZND0
436440101
437076102
43739Q100
43813JAC9
43814GAC4
43814JAC8
43814KAC5
441060100
443573100
444859102
447462102
44890WAC4
44927XAA3
45168K306
45168D104
451734AA5
452327109
45245E109
452907AJ7
44970B109
45336EAA7
45337C102
BP9DL90
45780Q103
45780V102
457669307
45779A309
458140100
458204AP9
45845P108
HEARTLAND PAYMENT SYSTEMS INC USD0.001
HEINEKEN NV EUR1.60
HELLENIC REPUBLIC BOND STEP CPN 24/FEB/2023 EUR 1
HEWLETT-PACKARD CO USD0.01
HKBN LTD COMMON STOCK HKD 0.0001
HOIST FINANCE AB COMMON STOCK SEK 0.3333333
HOLOGIC INC USD0.01
HOME DEPOT INC USD0.05
HOMEAWAY INC USD0.0001
HONDA AUTO RECEIVABLES 2014-1 OWNER TRUST 2014-1
HOSPIRA INC COMMON STOCK USD 0.01
HUBSPOT INC COMMON STOCK USD 0.001
HUMANA INC COMMON STOCK USD 0.166
HURON CONSULTING GROUP INC COMMON STOCK USD 0.01
HYUNDAI AUTO RECEIVABLES TRUST 2015-A 2015-A A3
IAS OPER PARTNERSHIP LP SR CV 144A NT 18
IDERA PHARMACEUTICALS INC USD0.001
IDEXX LABORATORIES INC USD0.10
IHS INC CALLABLE NOTES FIXED 5% 01/NOV/2022 USD
ILLUMINA INC USD0.01
IMAX CORP COMMON STOCK USD 0
IMMUNOMEDICS INC CONVERTIBLE BOND FIXED 4.75%
IMS HEALTH HOLDINGS INC COMMON STOCK USD 0.01
INCONTACT INC CONVERTIBLE BOND FIXED 2.5%
INCYTE CORP COMMON STOCK USD 0.001
INDITEX SA COMMON STOCK EUR 0.03
INNOCOLL AG ADR USD 0.001
INOTEK PHARMACEUTICALS CORP COMMON STOCK USD 0.01
INSMED INC COMMON STOCK USD 0.01
INSPIREMD INC USD0.0001
INTEL CORP COMMON STOCK USD 0.001
INTELSAT LUXEMBOURG SA CALLABLE BOND FIXED 7.75%
INTERCEPT PHARMACEUTICALS INC USD0.001
Page 13 of 35
1,355
554
9,000
9,000
9,000
9,000
9,000
9,000
5,000
4,000
9,000
9,000
5,000
4,000
5,000
4,000
9,000
9,000
9,000
9,000
5,000
4,000
19,000
9,000
530
31,036
4,780
6,081
4,565
3,685
15,000
15,000
5,000
10,000
2,015
800
997
1,295
15,000
110,000
5,417
1,341
25,000
1,314
2,285
40,000
1,270
15,000
4,007
4,363
574
2,155
1,641
5,113
1,190
856,000
1,897
Market Value
$63,482
$42,312
$5,428
$5,326
$5,220
$4,911
$4,807
$4,777
$2,623
$2,099
$4,735
$4,684
$2,598
$2,079
$2,605
$2,084
$4,688
$4,674
$4,661
$4,697
$2,589
$2,072
$9,846
$4,746
$16,515
$38,592
$36,771
$200,825
$518,630
$111,176
$14,985
$14,997
$5,009
$10,017
$176,998
$31,920
$177,486
$85,664
$14,988
$106,150
$20,097
$207,158
$25,235
$243,931
$77,027
$40,183
$34,379
$15,666
$367,282
$140,177
$4,563
$11,680
$34,133
$1,636
$37,211
$792,870
$534,992
% of
TNA
0.04%
0.02%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.01%
0.00%
0.01%
0.02%
0.02%
0.11%
0.30%
0.06%
0.01%
0.01%
0.00%
0.01%
0.10%
0.02%
0.10%
0.05%
0.01%
0.06%
0.01%
0.12%
0.01%
0.14%
0.04%
0.02%
0.02%
0.01%
0.21%
0.08%
0.00%
0.01%
0.02%
0.00%
0.02%
0.45%
0.31%
Coupon Maturity
Rate Date
N/A
N/A
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
3.00%
N/A
N/A
N/A
N/A
N/A
N/A
0.67%
0.77%
0.99%
1.05%
N/A
N/A
N/A
N/A
1.05%
5.00%
N/A
N/A
5.00%
N/A
N/A
4.75%
N/A
2.50%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
7.75%
N/A
N/A
N/A
02/24/23
02/24/24
02/24/25
02/24/27
02/24/28
02/24/29
02/24/30
02/24/30
02/24/31
02/24/33
02/24/34
02/24/34
02/24/35
02/24/35
02/24/36
02/24/37
02/24/38
02/24/39
02/24/40
02/24/40
02/24/41
02/24/42
N/A
N/A
N/A
N/A
N/A
N/A
11/21/17
03/19/18
09/17/18
10/15/18
N/A
N/A
N/A
N/A
04/15/19
03/15/18
N/A
N/A
11/01/22
N/A
N/A
02/15/20
N/A
04/01/22
N/A
N/A
N/A
N/A
N/A
N/A
N/A
06/01/21
N/A
Security
Identifier
Security Name
Shares/
Positions Held
458660AC1
B5M6XQ7
459902102
46071F103
461202103
46122EAA3
46262EAF2
BLP59W1
BBGBFG4
464287655
464592AN4
45031UBX8
45031UBU4
45031U101
47012EAG1
471109AM0
G50871105
5B9579W
477879AC4
47787VAC5
466247LZ4
SPXEB
2044545EB
000806K2
2072085EB
2831811EB
BGLDK10EB
BRTLC06EB
2087807EB
000826K2L
000030K2L
2689690EB
000032K2L
2331225EB
000085K2L
000825K2L
000670K2L
000185K2L
000112K2L
000446K2L
000620K2L
000621K2L
B00LBS7EB
000439K2L
000057K2L
000374K2L
000465K2L
000330K2L
000182K2L
B5LRLL2EA
000437K2L
000788K2L
000486K2L
000519K2L
000596K2L
000522K2L
000523K2L
INTERDIGITAL INC/PA CONVERTIBLE BOND FIXED 1.5%
INTERNATIONAL CONSOLIDATED AIRL GRP ORD EUR0.50
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD
INTERSECT ENT INC COMMON STOCK USD 0.001
INTUIT INC COMMON STOCK USD 0.01
INVENTIV HEALTH INC 10% SNR NTS 15/AUG/2018
IPAYMENT INC CALLABLE NOTES FIXED 9.5% 15/DEC/2019
IRISH CONTINENTAL GROUP PLC UNIT EUR 0.0650
ISELECT LTD NPV
ISHARES RUSSELL 2000 ETF ETP USD
ISLE OF CAPRI CASINOS INC CALLABLE NOTES FIXED
ISTAR FINANCIAL INC CALLABLE NOTES FIXED 4%
ISTAR FINANCIAL INC CALLABLE NOTES FIXED 5%
ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT
JAKKS PACIFIC INC CONVERTIBLE BOND FIXED 4.875%
JARDEN CORP PUTABLE CONVERTIBLE BOND FIXED 1.125%
JAZZ PHARMACEUTICALS PLC USD0.0001
JNK PUT USD 38 17/APR/2015(JNK US 04/17/15 P38
JOHN DEERE OWNER TRUST 2013-B 2013-B A3 0.87%
JOHN DEERE OWNER TRUST 2014-A 2014-A A3 0.92%
JP MORGAN MORTGAGE TRUST 2005-A1 6-T-1 VARIABLE
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
Page 14 of 35
30,000
28,582
1,535
648
3,351
524,500
1,268,000
11,935
9,165
1,851
99,000
15,000
10,000
415
100,000
5,000
558
30
11,848
10,000
7,381
(3,820)
(16,493)
278,299
11,906
(9,915)
(227,354)
2,593
4,862
172,399
291,198
2,101
35,148
9,995
13,828
69,041
7,950
33,763
3,193
3,894
4,038
15,554
500
3,717
20,845
4,219
6,222
2,608
12,524
(65)
2,533
11,086
1,590
1,590
1,590
1,570
1,580
Market Value
$29,869
$255,663
$26,724
$16,738
$324,913
$506,143
$1,198,260
$53,899
$10,366
$230,172
$107,415
$14,869
$10,038
$5,395
$88,375
$5,963
$96,417
$300
$11,868
$10,015
$7,373
$39,316
$33,483
$21,534
$15,857
$14,030
$13,377
$9,858
$4,602
$4,287
$1,826
$1,446
$1,152
$566
$461
$362
$230
$205
$115
$115
$115
$91
$62
$23
$12
($6)
($10)
($10)
($19)
($36)
($40)
($42)
($42)
($42)
($42)
($42)
($42)
% of
TNA
Coupon Maturity
Rate Date
0.02% 1.50%
0.15%
N/A
0.02%
N/A
0.01%
N/A
0.19%
N/A
0.29% 11.00%
0.69% 9.50%
0.03%
N/A
0.01%
N/A
0.13%
N/A
0.06% 8.88%
0.01% 4.00%
0.01% 5.00%
0.00%
N/A
0.05% 4.88%
0.00% 1.13%
0.06%
N/A
0.00%
N/A
0.01% 0.87%
0.01% 0.92%
0.00% 2.54%
0.02%
N/A
0.02%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
03/01/20
N/A
N/A
N/A
N/A
08/15/18
12/15/19
N/A
N/A
N/A
06/15/20
11/01/17
07/01/19
N/A
06/01/20
03/15/34
N/A
04/17/15
08/15/17
04/16/18
02/25/35
N/A
N/A
06/30/15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000376K2L
000754K2L
000154K2L
000622K2L
000329K2L
B7KYMP9EB
000463K2L
000562K2L
000618K2L
000490K2L
000700K2L
000608K2L
000619K2L
000671K2L
000554K2L
000270K2L
000509K2L
000183K2L
000808K2L
000217K2L
000491K2L
000790K2L
000789K2L
000370K2L
000669K2L
000152K2L
000556K2L
000766K2L
000617K2L
000756K2L
000521K2L
000557K2L
000781K2L
000807K2L
000798K2L
2272476EB
000668K2L
000377K2L
000179K2L
000040K2L
000181K2L
000190K2L
000372K2L
000779K2L
B1FP891EB
000059K2L
000409K2L
000044K2L
000028K2L
000029K2L
BP0S8L5EB
000035K2L
B01SD70EB
B4XT1S6EB
000805K2
2270726EB
2405302EB
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
Shares/
Positions Held
5,261
3,492
6,042
5,866
3,930
4,962
6,873
7,133
10,455
3,180
20,922
3,840
5,772
10,587
15,300
11,311
4,800
12,372
15,715
42,089
8,647
10,472
11,612
24,748
25,847
10,487
11,409
17,571
14,152
11,588
8,410
14,826
13,014
31,430
29,343
(2,481)
17,135
28,393
43,790
33,263
21,422
26,836
30,896
19,914
13,832
34,370
46,787
69,815
237,804
239,707
19,938
317,156
4,890
(696)
(278,299)
5,289
(13,332)
Page 15 of 35
Market Value
($58)
($59)
($68)
($68)
($74)
($74)
($77)
($77)
($82)
($84)
($96)
($99)
($105)
($116)
($122)
($126)
($127)
($136)
($137)
($140)
($163)
($182)
($197)
($203)
($204)
($210)
($210)
($212)
($214)
($221)
($226)
($227)
($229)
($275)
($302)
($313)
($315)
($340)
($365)
($377)
($420)
($441)
($482)
($507)
($602)
($882)
($929)
($1,364)
($2,031)
($2,995)
($5,163)
($5,217)
($6,221)
($6,387)
($8,322)
($12,791)
($14,312)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
-0.01%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
06/30/15
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
B63BPC8EB
BD1NQJ9EB
B84LSN3EB
2142784EB
2914734EB
BKX5CN8
485170302
489399AG0
49338LAA1
49456B101
494577109
49457QAA5
482480AE0
482539AA1
499040AP8
5956078
501044101
501570105
50420D108
505742AD8
G5433BBG8
523768AF6
525221KR7
526057BG8
526057104
52729N308
530307107
G5480U104
53071M880
G0M5COM
546347105
548661107
6B1154W
6B1167W
5B9229W
2610883
556099109
55616P104
55826P100
5563520
56418H100
57063L107
G58249106
570506AS4
571903202
573284106
574599BJ4
57636Q104
579489AG0
55277BAC9
58155Q103
58436Q203
584688105
G5960L103
552704AB4
58733RAA0
58933YAN5
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JUST EAT PLC COMMON STOCK GBP 1
KANSAS CITY SOUTHERN COMMON STOCK USD 0.01
KENNEDY-WILSON INC CALLABLE NOTES FIXED 5.875%
KEYSIGHT TECHNOLOGIES INC CALLABLE NOTES FIXED
KINDER MORGAN INC DELAWARE USD0.01
KINDRED BIOSCIENCES INC COMMON STOCK USD 0.0001
KINDRED HEALTHCARE INC CALLABLE NOTES FIXED 8%
KLA-TENCOR CORP CALLABLE NOTES FIXED 4.65%
KLX INC CALLABLE NOTES FIXED 5.875% 01/DEC/2022
KNIGHT RIDDER INC CALLABLE NOTES FIXED 5.75%
KONINKLIJKE KPN NV COMMON STOCK EUR 0.04
KROGER CO USD1
KYTHERA BIOPHARMACEUTICALS INC USD0.00001
LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER
LBG CAPITAL NO.1 PLC CALLABLE MEDIUM TERM NOTE
LEE ENTERPRISES INC/IA CALLABLE NOTES FIXED 9.5%
LEHMAN XS TRUST SERIES 2006-4N 2006-4N A2A
LENNAR CORP 3.25% CNV BDS 15/NOV/2021 USD1000 144A
LENNAR CORP USD0.10
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD 0.01
LIBERTY BROADBAND CORP COMMON STOCK USD 0.01
LIBERTY GLOBAL PLC COMMON STOCK USD 0.01
LIBERTY VENTURES TRACKING STK USD 0.01
LONG GILT FUTURE BOND 26/JUN/2015 G M5 COMDTY
LOUISIANA-PACIFIC CORP COMMON STOCK USD 1
LOWE'S COS INC COMMON STOCK USD 0.5
MAC CALL USD 90 17/APR/2015(MAC US 04/17/15 C90
MAC CALL USD 95 17/APR/2015(MAC US 04/17/15 C95
MAC PUT USD 85 17/APR/2015(MAC US 04/17/15 P85
MACDONALD DETTWILER & ASSOCIATES LTD COMMON STOCK
MACROGENICS INC COMMON STOCK USD 0.01
MACY'S INC COM STK USD0.01
MADISON SQUARE GARDEN CO/THE COMMON STOCK USD 0.01
MAN SE ORD NPV
MANPOWERGROUP INC COM
MARKETO INC USD0.0001
MARKIT LTD COMMON STOCK USD 0.01
MARKWEST ENERGY PARTNERS LP / MARKWEST ENERGY
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD
MARTIN MARIETTA MATERIALS INC USD0.01
MASCO CORP CALLABLE NOTES FIXED 4.45% 01/APR/2025
MASTERCARD INC USD0.0001
MCCLATCHY CO/THE CALLABLE NOTES FIXED 9%
MCE FINANCE LTD CALLABLE NOTES FIXED 5%
MCKESSON CORP COMMON STOCK USD 0.01
MEDGENICS INC COMMON STOCK USD 0.0001
MEDICINES CO USD0.001
MEDTRONIC PLC COMMON STOCK USD 0.10
MEG ENERGY CORP CALLABLE NOTES FIXED 6.375%
MERCADOLIBRE INC CONVERTIBLE BOND FIXED 2.25%
MERCK & CO INC NOTES VARIABLE 10/FEB/2017 USD 1000
Page 16 of 35
6,006
2,902
12,109
3,859
5,598
7,542
3,528
60,000
75,000
1,210
4,770
153,000
50,000
5,000
77,000
14,001
6,263
582
165
65,000
115,000
848,000
36,002
5,000
2,352
4,377
3,292
7,458
5,520
13
23,312
2,792
19
(19)
18
264
289
5,591
2,298
1,510
757
1,575
3,435
50,000
6,266
1,353
55,000
5,132
378,000
200,000
1,046
2,136
2,858
13,037
20,000
6,000
25,000
Market Value
($15,533)
($23,962)
($31,464)
($37,690)
($41,694)
$48,779
$360,138
$60,300
$75,714
$50,893
$34,058
$164,953
$52,611
$5,000
$80,658
$47,557
$480,122
$29,187
$3,907
$61,669
$125,206
$879,800
$26,556
$11,166
$121,857
$235,658
$185,932
$383,863
$231,895
$28,216
$384,881
$207,697
$2,470
($1,140)
$6,300
$20,458
$9,066
$362,912
$194,526
$159,115
$65,216
$40,352
$92,402
$51,370
$503,285
$189,149
$56,925
$443,353
$366,660
$188,000
$236,605
$17,195
$80,081
$1,016,756
$18,540
$7,013
$25,022
% of
TNA
-0.01%
-0.01%
-0.02%
-0.02%
-0.02%
0.03%
0.21%
0.03%
0.04%
0.03%
0.02%
0.09%
0.03%
0.00%
0.05%
0.03%
0.27%
0.02%
0.00%
0.04%
0.07%
0.50%
0.02%
0.01%
0.07%
0.13%
0.11%
0.22%
0.13%
0.02%
0.22%
0.12%
0.00%
0.00%
0.00%
0.01%
0.01%
0.21%
0.11%
0.09%
0.04%
0.02%
0.05%
0.03%
0.29%
0.11%
0.03%
0.25%
0.21%
0.11%
0.14%
0.01%
0.05%
0.58%
0.01%
0.00%
0.01%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
5.88%
4.55%
N/A
N/A
8.00%
4.65%
5.88%
5.75%
N/A
N/A
N/A
N/A
5.88%
8.00%
9.50%
0.39%
3.25%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
4.88%
N/A
N/A
4.45%
N/A
9.00%
5.00%
N/A
N/A
N/A
N/A
6.38%
2.25%
0.38%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
04/01/24
10/30/24
N/A
N/A
01/15/20
11/01/24
12/01/22
09/01/17
N/A
N/A
N/A
N/A
08/01/21
12/31/49
03/15/22
04/25/46
11/15/21
N/A
N/A
N/A
N/A
N/A
06/26/15
N/A
N/A
04/17/15
04/17/15
04/17/15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
12/01/24
N/A
N/A
04/01/25
N/A
12/15/22
02/15/21
N/A
N/A
N/A
N/A
01/30/23
07/01/19
02/10/17
Security
Identifier
Security Name
Shares/
Positions Held
59020U4R3
591176102
552953CC3
552953101
595112BB8
594918104
59563KAA8
BJM5COM
N51488117
608328AX8
60855R100
615369105
B8FK6R9EB
2931205EB
3319521EB
B8DMK08EB
BKQVM44EB
2572303EB
BSJCHQ7EB
5563520EB
2954194EB
000072K2L
B5TMSP2EB
BRTLBY3EB
000017K2L
2424006EB
7634394EB
2180201EB
B00LBS7EB
B616C79EB
000003K2L
2196479EB
000771K2L
2883878EB
B60SJT7EB
2459785EB
000014K2L
B0TNJH9EB
2432225EB
BN574F9EB
000451K2L
000013K2L
BG3FC18EB
2946243EB
2180201EB
B19FQ48EB
3414738EB
000075K2L
2049777EB
000180K2L
2868444EB
2719951EB
000774K2L
2267609EB
000818K2L
B010TR8EB
BCV7KT2EB
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC
METALICO INC COM USD0.001
MGM RESORTS INTERNATIONAL CALLABLE NOTES FIXED 6%
MGM RESORTS INTERNATIONAL COMMON STOCK USD 0.01
MICRON TECHNOLOGY INC CALLABLE NOTES FIXED 5.5%
MICROSOFT CORP COMMON STOCK USD 0.00000625
MIDAS INTERMEDIATE HOLDCO II LLC / MIDAS
MINI JGB FUT BOND 10/JUN/2015 BJM5 COMDTY 10YR
MOBILEYE NV COMMON STOCK
MOHEGAN TRIBAL GAMING 11% BDS 15/SEP/2018 USD1000
MOLINA HEALTHCARE INC COMMON STOCK USD 0.001
MOODYS CORP USD1
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Page 17 of 35
25,766
24,141
80,000
1,783
20,000
2,398
15,000
18
575
770,000
1,065
6,780
2,491
846
42,817
2,127
(1,212)
(3,028)
(4,711)
4,337
723
74,379
50,524
1,031
99,094
(4,107)
237,300
(2,188)
22,496
(958)
78,126
255
87,653
1,007
868
(1,486)
56,007
(364)
1,589
3,835
100,400
114,404
(598)
(648)
(1,763)
1,260
22,073
7,758
(1,587)
30,000
620
(2,711)
21,006
(2,197)
46,512
(4,289)
(4,193)
Market Value
$25,156
$8,932
$82,600
$37,496
$20,200
$97,491
$14,813
($9,728)
$24,167
$771,925
$71,664
$703,764
$21,114
$20,554
$11,849
$11,334
$10,870
$10,720
$10,503
$9,901
$9,378
$9,236
$7,925
$6,228
$6,091
$5,987
$5,982
$5,977
$5,822
$5,498
$4,901
$4,885
$4,797
$4,459
$4,260
$4,139
$4,095
$3,983
$3,679
$3,607
$3,523
$3,308
$2,996
$2,891
$2,794
$2,772
$2,753
$2,662
$2,491
$2,174
$2,102
$2,090
$2,059
$2,019
$2,001
$1,847
$1,836
% of
TNA
Coupon Maturity
Rate Date
0.01% 2.48%
0.01%
N/A
0.05% 6.00%
0.02%
N/A
0.01% 5.50%
0.06%
N/A
0.01% 7.88%
-0.01%
N/A
0.01%
N/A
0.44% 11.00%
0.04%
N/A
0.40%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.01%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.00%
N/A
02/25/36
N/A
03/15/23
N/A
02/01/25
N/A
10/01/22
06/10/15
N/A
09/15/18
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
2046251EB
000573K2L
000567K2L
B5LL299EB
000780K2L
B73B6X3EB
000593K2L
000636K2L
000010K2L
000308K2L
000050K2L
B7N0T64EB
000646K2L
2405302EB
000392K2L
000529K2L
000282K2L
2240202EB
000735K2L
000462K2L
5529027EB
B17VCN9EB
2967181EB
000455K2L
000464K2L
000673K2L
000008K2L
4572709EB
000565K2L
000276K2L
000531K2L
000639K2L
000583K2L
000415K2L
000062K2L
000574K2L
B3Z5T14EB
000848K2L
2108601EB
B6T0518EB
000510K2L
B72XK05EB
000821K2L
000772K2L
000746K2L
000006K2L
0504245EB
000762K2L
2380498EB
000498K2L
000277K2L
000502K2L
000679K2L
000783K2L
000242K2L
000443K2L
000802K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
(1,219)
34,802
36,094
393
91,369
219
15,468
28,287
50,361
20,664
64,541
(348)
13,712
442
23,071
27,271
3,779
(608)
22,244
21,465
(707)
(540)
183
9,724
20,326
10,395
102,897
31,384
9,412
27,416
18,844
22,052
16,970
12,320
22,954
30,879
(1,398)
33,138
(897)
(687)
17,818
(6,297)
46,562
20,152
20,379
58,182
(5,577)
24,072
(5,087)
10,693
6,746
14,880
40,109
32,078
13,699
14,518
14,803
Page 18 of 35
Market Value
$1,835
$1,826
$1,806
$1,669
$1,650
$1,637
$1,585
$1,479
$1,447
$1,447
$1,439
$1,426
$1,397
$1,385
$1,378
$1,377
$1,321
$1,305
$1,268
$1,204
$1,167
$1,122
$1,108
$1,100
$1,098
$1,051
$1,050
$1,047
$1,034
$1,011
$1,004
$1,003
$998
$995
$991
$980
$961
$951
$943
$926
$906
$905
$898
$896
$874
$865
$863
$839
$834
$832
$815
$804
$783
$780
$776
$772
$766
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000675K2L
000295K2L
000719K2L
000353K2L
000532K2L
000360K2L
000664K2L
BVGC686EB
000262K2L
000640K2L
000466K2L
000819K2L
B9N3SQ0EA
2667470EB
2665861EB
2098876EB
BFPK4S5EB
000485K2L
000637K2L
2261203EB
000690K2L
000254K2L
000607K2L
000823K2L
000642K2L
2681511EB
000742K2L
000847K2L
000043K2L
000411K2L
2379504EB
000351K2L
000434K2L
000820K2L
000739K2L
000440K2L
000563K2L
000291K2L
000055K2L
000645K2L
000716K2L
000650K2L
2491839EB
000244K2L
000737K2L
000256K2L
B0V3WR8EA
B1Z77F6EB
000115K2L
000822K2L
B3MH1K6EB
000296K2L
2696838EB
000323K2L
2320524EB
000261K2L
2168003EB
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
73,503
12,887
13,098
12,666
21,523
13,063
23,519
738
4,695
21,180
18,745
56,929
1,729
(27,127)
(1,004)
(521)
1,510
16,767
23,309
(1,472)
10,210
6,902
92,940
68,698
17,060
(587)
21,370
32,846
63,330
9,158
(3,500)
13,972
56,030
37,421
14,755
11,464
13,432
10,602
8,927
10,564
16,792
12,872
(346)
6,492
14,742
9,286
(262)
621
16,433
35,922
(980)
10,025
(1,185)
10,427
(506)
6,512
1,218
Page 19 of 35
Market Value
$761
$754
$747
$698
$697
$690
$689
$678
$675
$667
$664
$663
$630
$605
$595
$591
$580
$576
$568
$568
$562
$560
$534
$530
$521
$513
$508
$494
$491
$491
$465
$459
$455
$436
$414
$403
$397
$395
$390
$390
$382
$376
$367
$367
$364
$362
$360
$358
$356
$353
$351
$350
$339
$337
$333
$328
$325
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000691K2L
000810K2L
000726K2L
000218K2L
000850K2L
0884709EB
000796K2L
000535K2L
000849K2L
000751K2L
000722K2L
2364339EB
000638K2L
BP41ZT7EB
000364K2L
000731K2L
2373681EB
000208K2L
000559K2L
000603K2L
000813K2L
2433530EB
000482K2L
000693K2L
000288K2L
000480K2L
000584K2L
2455965EB
000512K2L
000227K2L
000846K2L
B62W232EB
000349K2L
000680K2L
000457K2L
000655K2L
000580K2L
000851K2L
000845K2L
000431K2L
000551K2L
000285K2L
000049K2L
000516K2L
000651K2L
000442K2L
000749K2L
000237K2L
B90LKT4EB
000468K2L
000228K2L
000708K2L
000470K2L
000544K2L
000380K2L
000483K2L
000501K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
9,347
12,010
25,001
8,387
22,095
23,358
8,157
12,472
21,919
12,890
12,955
(326)
21,027
145
9,816
16,577
(7,940)
7,796
7,893
8,063
11,044
88
16,714
6,947
5,552
6,640
16,466
132
13,684
7,646
47,064
5,066
7,818
38,622
29,234
30,591
20,451
22,138
34,005
73,403
6,811
5,009
64,801
10,717
11,291
10,887
13,607
3,833
12,100
13,185
5,025
22,954
3,730
8,822
4,026
8,759
18,821
Page 20 of 35
Market Value
$314
$312
$290
$278
$269
$268
$267
$267
$266
$261
$261
$253
$247
$241
$238
$235
$231
$231
$230
$230
$226
$226
$221
$221
$220
$220
$217
$205
$201
$193
$193
$188
$185
$184
$178
$178
$175
$172
$172
$169
$165
$163
$156
$155
$149
$134
$133
$128
$127
$125
$123
$122
$115
$115
$115
$114
$111
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000709K2L
000702K2L
000362K2L
000219K2L
000356K2L
000654K2L
000047K2L
000536K2L
000549K2L
B4QG225EB
000545K2L
000249K2L
000070K2L
000643K2L
000653K2L
000251K2L
000585K2L
000479K2L
000797K2L
000543K2L
000412K2L
000561K2L
000365K2L
000246K2L
000260K2L
000331K2L
000301K2L
000539K2L
000541K2L
2167367EB
2047317EB
000784K2L
000487K2L
B00D611EB
000786K2L
000729K2L
000222K2L
2044545EB
000794K2L
000591K2L
000594K2L
2380498EB
000628K2L
000471K2L
000727K2L
000381K2L
000555K2L
000186K2L
000704K2L
000264K2L
000278K2L
000689K2L
000856K2L
000723K2L
7634402EB
000860K2L
000235K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
12,875
23,893
11,221
7,787
7,917
12,085
42,583
11,797
8,007
53
8,071
6,884
37,414
16,171
12,117
6,393
14,144
9,824
38,130
10,042
5,092
11,559
9,851
5,145
7,305
3,044
7,199
10,043
9,370
(393)
(1,776)
12,791
18,952
(1,513)
4,798
17,558
5,995
(764)
9,193
13,306
15,279
(3,939)
10,351
8,514
17,658
8,077
7,972
6,497
6,784
4,850
4,840
11,031
17,435
20,458
2,019
19,005
4,623
Page 21 of 35
Market Value
$110
$110
$110
$105
$104
$103
$102
$101
$98
$96
$94
$91
$90
$89
$88
$83
$78
$77
$76
$71
$70
$67
$64
$62
$59
$59
$58
$58
$55
$53
$50
$44
$44
$43
$41
$41
$40
$33
$31
$29
$29
$26
$23
$20
$20
$19
$18
$15
$12
$12
$11
$9
$4
$2
($1)
($20)
($20)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000867K2L
000410K2L
000692K2L
000252K2L
000257K2L
000736K2L
000247K2L
000538K2L
000224K2L
000753K2L
000844K2L
000701K2L
000297K2L
000220K2L
000495K2L
000255K2L
0216238EB
000530K2L
000587K2L
000614K2L
000232K2L
000355K2L
000615K2L
000226K2L
000787K2L
000240K2L
000564K2L
000475K2L
000236K2L
000298K2L
000785K2L
000279K2L
000728K2L
000629K2L
000732K2L
000499K2L
000413K2L
000206K2L
000648K2L
000694K2L
000484K2L
000733K2L
000357K2L
000098K2L
000506K2L
000281K2L
000540K2L
000548K2L
000378K2L
000481K2L
000864K2L
000550K2L
000706K2L
000517K2L
000649K2L
000859K2L
000077K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
31,530
3,805
9,381
8,524
4,716
21,344
3,835
9,962
5,677
12,014
12,121
44,573
5,896
6,871
12,510
6,809
(3,750)
15,726
15,583
15,061
4,825
9,268
4,194
5,191
7,403
9,137
16,720
9,603
4,282
9,764
7,647
18,074
17,564
6,463
10,063
12,005
11,020
20,178
12,782
9,325
11,066
11,597
7,455
21,327
22,010
5,117
9,555
8,094
3,612
3,685
29,769
7,363
6,794
16,049
11,304
52,048
13,412
Page 22 of 35
Market Value
($26)
($27)
($29)
($35)
($35)
($36)
($37)
($38)
($38)
($40)
($41)
($41)
($42)
($48)
($49)
($55)
($56)
($56)
($60)
($63)
($64)
($65)
($66)
($67)
($67)
($69)
($70)
($71)
($73)
($75)
($75)
($78)
($79)
($79)
($81)
($82)
($85)
($86)
($88)
($88)
($91)
($91)
($93)
($94)
($94)
($96)
($97)
($97)
($103)
($103)
($106)
($111)
($111)
($112)
($112)
($113)
($116)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000241K2L
000542K2L
000811K2L
000815K2L
000359K2L
000514K2L
000203K2L
000644K2L
000588K2L
000566K2L
000533K2L
000221K2L
2212870EB
000393K2L
000552K2L
000602K2L
000373K2L
000581K2L
000578K2L
000743K2L
000858K2L
000799K2L
000703K2L
000367K2L
000371K2L
000745K2L
000294K2L
BDGTXQ8EB
000553K2L
000865K2L
000223K2L
000505K2L
000081K2L
000300K2L
000705K2L
000740K2L
000225K2L
000456K2L
000547K2L
000672K2L
000616K2L
000775K2L
000459K2L
000132K2L
000776K2L
000546K2L
000627K2L
000634K2L
000414K2L
000792K2L
000476K2L
000083K2L
000812K2L
000299K2L
000478K2L
000201K2L
000534K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
9,530
9,295
15,023
5,669
7,490
13,779
4,529
10,499
14,147
7,182
14,624
6,451
(621)
26,413
11,559
11,974
36,756
20,462
20,553
13,910
40,486
6,776
31,180
7,629
8,990
13,896
5,453
678
9,805
108,521
5,982
19,930
29,067
6,319
13,153
14,808
5,497
39,647
8,257
9,668
14,835
14,046
10,763
20,843
9,450
8,812
44,215
20,179
8,211
31,510
11,998
35,753
9,520
7,173
24,126
10,753
13,290
Page 23 of 35
Market Value
($120)
($120)
($121)
($122)
($123)
($125)
($126)
($128)
($129)
($131)
($131)
($132)
($134)
($135)
($137)
($139)
($139)
($140)
($141)
($142)
($144)
($147)
($148)
($149)
($149)
($152)
($152)
($155)
($157)
($162)
($163)
($164)
($164)
($164)
($165)
($165)
($170)
($173)
($174)
($178)
($178)
($178)
($182)
($185)
($187)
($190)
($191)
($192)
($192)
($195)
($196)
($197)
($204)
($205)
($205)
($209)
($209)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000379K2L
000458K2L
000857K2L
000738K2L
000243K2L
000855K2L
000310K2L
000793K2L
000685K2L
000274K2L
000358K2L
000350K2L
000189K2L
000507K2L
000472K2L
000758K2L
000715K2L
000687K2L
2889962EB
000610K2L
000473K2L
000537K2L
000852K2L
000361K2L
000250K2L
000248K2L
000354K2L
000460K2L
000508K2L
000724K2L
000239K2L
000435K2L
000477K2L
000695K2L
000245K2L
000604K2L
000741K2L
000192K2L
000198K2L
000647K2L
000558K2L
2026059EB
000652K2L
000518K2L
000871K2L
BVV9XH0EB
000730K2L
000504K2L
000577K2L
000579K2L
000658K2L
000747K2L
000230K2L
000595K2L
000511K2L
000416K2L
000707K2L
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
11,176
10,762
30,669
14,844
11,886
20,918
42,362
14,656
16,880
43,702
6,468
12,503
53,014
10,801
17,388
13,898
25,119
14,591
(210)
9,535
12,563
10,135
16,497
5,593
4,265
9,545
13,146
21,967
22,730
19,372
10,359
9,963
9,350
13,711
11,495
36,189
14,904
16,730
16,940
14,513
25,038
(1,348)
12,124
13,091
75,800
(944)
24,035
20,645
22,749
20,672
28,935
13,918
6,441
18,804
15,748
30,547
22,862
Page 24 of 35
Market Value
($210)
($211)
($212)
($212)
($213)
($214)
($215)
($215)
($216)
($217)
($217)
($220)
($228)
($232)
($234)
($234)
($241)
($248)
($250)
($263)
($264)
($265)
($265)
($268)
($269)
($270)
($270)
($273)
($273)
($276)
($279)
($279)
($280)
($285)
($287)
($287)
($288)
($290)
($290)
($290)
($297)
($303)
($304)
($305)
($306)
($309)
($318)
($322)
($334)
($341)
($341)
($342)
($342)
($347)
($347)
($351)
($360)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000866K2L
000725K2L
000688K2L
000712K2L
000814K2L
000868K2L
5105182EB
000748K2L
000713K2L
000474K2L
000750K2L
000582K2L
000752K2L
000238K2L
000801K2L
000590K2L
000606K2L
000589K2L
BNLYWH2EB
000053K2L
000641K2L
000576K2L
000586K2L
000009K2L
000734K2L
000461K2L
000064K2L
000383K2L
000116K2L
000873K2L
000872K2L
000601K2L
000635K2L
2471950EB
2411053EB
000863K2L
000795K2L
000761K2L
000004K2L
000721K2L
000048K2L
BBGT609EB
000467K2L
000869K2L
2779201EB
000572K2L
BVFMFG8EB
000042K2L
000665K2L
000600K2L
B63QTN2EB
000791K2L
000744K2L
000681K2L
000575K2L
5636927EB
BNLYX02EB
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
48,495
17,530
10,212
33,441
10,088
46,849
4,452
20,428
25,884
12,024
12,018
17,695
11,982
10,754
26,813
29,726
40,698
112,059
411
17,311
18,746
26,195
15,568
60,969
15,697
34,040
46,352
11,129
18,565
51,983
58,655
34,379
33,008
(324)
(581)
62,753
47,580
16,659
37,691
12,935
54,063
(831)
30,104
86,798
(1,601)
35,410
1,437
61,058
82,820
55,283
284
72,856
21,276
21,930
26,920
10,795
771
Page 25 of 35
Market Value
($364)
($372)
($376)
($379)
($383)
($385)
($387)
($389)
($401)
($404)
($427)
($450)
($465)
($466)
($471)
($472)
($478)
($478)
($481)
($506)
($509)
($510)
($511)
($529)
($540)
($550)
($575)
($593)
($602)
($607)
($622)
($629)
($629)
($631)
($633)
($642)
($650)
($652)
($655)
($675)
($678)
($683)
($696)
($724)
($738)
($752)
($762)
($785)
($816)
($846)
($850)
($854)
($854)
($908)
($920)
($925)
($941)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
000007K2L
000710K2L
2732903EB
000711K2L
000528K2L
000718K2L
000289K2L
000686K2L
B3WS2X9EB
000677K2L
2063034EB
BTGQCX1EB
000720K2L
5497168EB
2204026EB
000314K2L
5756029EB
000678K2L
000714K2L
2182531EB
000114K2L
000033K2L
2465254EB
2754060EB
000611K2L
IXETREB
000759K2L
000023K2L
000313K2L
B4NTRF5EB
2005973EB
000275K2L
000046K2L
2547419EB
2434793EB
B748CK2EB
2005973EB
000682K2L
000012K2L
000096K2L
SPTREB
B3ZG8F4EB
2486813EB
000515K2L
5902941EB
2622059EB
2989828EB
2126335EB
000016K2L
2951452EB
000018K2L
B4MGBG6EB
XNDXEB
000773K2L
2089212EB
000843K2L
2820165EB
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Shares/
Positions Held
48,948
13,675
(258)
48,283
30,907
14,920
14,956
34,917
(541)
47,695
(820)
283
12,977
562
(643)
294,833
(482)
57,687
19,452
(1,596)
20,781
47,700
(1,803)
(392)
15,038
(110)
3,367
90,715
20,330
(1,630)
(530)
22,324
69,005
(2,020)
(2,449)
(912)
(657)
51,511
56,395
92,022
(127)
(2,069)
(1,343)
29,941
24,533
(730)
(3,885)
(1,597)
46,002
(1,380)
91,636
(1,380)
(81)
65,809
(2,489)
146,271
1,107
Page 26 of 35
Market Value
($943)
($958)
($962)
($1,009)
($1,030)
($1,094)
($1,101)
($1,103)
($1,113)
($1,113)
($1,137)
($1,168)
($1,181)
($1,182)
($1,218)
($1,263)
($1,280)
($1,288)
($1,297)
($1,309)
($1,396)
($1,467)
($1,475)
($1,488)
($1,509)
($1,520)
($1,713)
($1,714)
($1,716)
($1,790)
($1,829)
($1,863)
($1,879)
($1,956)
($1,956)
($2,070)
($2,071)
($2,079)
($2,106)
($2,220)
($2,366)
($2,382)
($2,487)
($2,493)
($2,662)
($2,699)
($2,733)
($2,865)
($3,003)
($3,162)
($3,208)
($3,328)
($3,450)
($3,524)
($3,535)
($3,586)
($3,647)
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
000175K2L
B5LRLL2EA
B03MLX2EB
4598589EB
BTF8LD1EB
4012250EB
000609K2L
000315K2L
000407K2L
000216K2L
B63H849EB
0922320EB
2582409EB
2799351EB
000836K2L
2547419EB
BBNBTD2EB
000816K2L
000214K2L
B0357H7EB
2724892EB
IXYTREB
000197K2L
IXVTREB
B0DJ8Q5EB
617459AJ1
6174467Y9
553498106
55354G100
628530AJ6
N59465109
NQM5IDX
635419AE4
63934E108
63934EAR9
628852AH8
5B3645W
62886E108
5B3646W
64110LAH9
64110L106
64125C109
013104AF1
013104AL8
647551AA8
651290AR9
651639106
G6503X109
5B8746F
5B6104W
5B8747F
5B6914F
5B6103W
654106103
NIM5IDX
65440R101
65477WAC0
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY CAPITAL I TRUST 2011-C2 2011-C2 D
MORGAN STANLEY MEDIUM TERM NOTE FIXED 4.35%
MSA SAFETY INC COMMON STOCK USD 0
MSCI INC COMMON STOCK USD 0.01
MYLAN INC/PA CONVERTIBLE BOND FIXED 3.75%
MYLAN NV COMMON STOCK USD 0.0100
NASDAQ 100 E-MINI EQUITY INDEX 19/JUN/2015 NQM5
NATIONAL CITY MORTGAGE CAPITAL TRUST 2008-1 2A1 6%
NAVISTAR INTERNATIONAL CORP COMMON STOCK USD 0.1
NAVISTAR INTERNATIONAL CORP CONVERTIBLE BOND FIXED
NCI BUILDING SYSTEMS INC CALLABLE NOTES FIXED
NCR CALL USD 35 15/JAN/2016 (NCR US 01/15/16 C35
NCR CORP USD0.01
NCR PUT USD 25 15/JAN/2016 (NCR US 01/15/16 P25
NETFLIX INC CALLABLE NOTES FIXED 5.5% 15/FEB/2022
NETFLIX INC COMMON STOCK USD 0.001
NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD
NEW ALBERTSONS INC CALLABLE BOND FIXED 7.45%
NEW ALBERTSONS INC CALLABLE BOND FIXED 8%
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND FIXED
NEWFIELD EXPLORATION CO CALLABLE NOTES FIXED
NEWMONT MINING CORP COMMON STOCK USD 1.6
NEXVET BIOPHARMA PLC COMMON STOCK USD 0.125
NFLX CALL USD 490 17/JUL/2015(NFLX US 07/17/15
NFLX CALL USD 510 17/JUL/2015(NFLX US 07/17/15
NFLX PUT USD 400 17/JUL/2015(NFLX US 07/17/15 P400
NIKE INC COMMON STOCK USD 0
NIKKEI 225 (SGX) EQUITY INDEX 11/JUN/2015 NIM5
NIMBLE STORAGE INC COMMON STOCK USD 0.001
NISSAN AUTO RECEIVABLES 2014-B OWNER TRUST 2014-B
Page 27 of 35
15,000
(2,916)
4,221
561
(673)
3,201
44,906
42,053
47,458
20,000
15,282
15,924
(7,976)
(1,718)
136,989
6,701
1,137
173,000
30,000
(3,522)
(291)
(65)
45,000
(91)
14,836
100,000
15,000
6,830
677
8,000
992
16
23,108
125
110,000
11,000
27
15,002
(27)
70,000
74
1,911
225,000
13,000
95,000
70,000
2,336
1,018
(2)
(3)
2
1
1
4,983
9
5,895
25,000
Market Value
($3,714)
($3,908)
($4,032)
($4,240)
($4,325)
($4,388)
($4,526)
($4,601)
($4,862)
($4,952)
($5,109)
($5,550)
($5,987)
($6,010)
($6,281)
($6,349)
($6,354)
($7,227)
($7,428)
($7,960)
($8,809)
($9,242)
($11,142)
($11,336)
($11,491)
$109,984
$15,745
$340,680
$41,507
$35,605
$58,875
($9,593)
$24,332
$3,688
$99,894
$11,688
$4,050
$442,709
($3,402)
$71,925
$30,835
$75,886
$207,000
$12,415
$96,722
$70,840
$50,715
$8,175
($2,612)
($2,760)
$5,392
$3,895
$5,270
$499,944
$20,775
$131,517
$25,100
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
-0.01%
-0.01%
-0.01%
-0.01%
0.06%
0.01%
0.20%
0.02%
0.02%
0.03%
-0.01%
0.01%
0.00%
0.06%
0.01%
0.00%
0.25%
0.00%
0.04%
0.02%
0.04%
0.12%
0.01%
0.06%
0.04%
0.03%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.29%
0.01%
0.08%
0.01%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
5.30%
4.35%
N/A
N/A
3.75%
N/A
N/A
6.00%
N/A
4.75%
8.25%
N/A
N/A
N/A
5.50%
N/A
N/A
7.45%
8.00%
5.00%
5.38%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.11%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
06/15/44
09/08/26
N/A
N/A
09/15/15
N/A
06/19/15
03/25/38
N/A
04/15/19
01/15/23
01/15/16
N/A
01/15/16
02/15/22
N/A
N/A
08/01/29
05/01/31
06/15/19
01/01/26
N/A
N/A
07/17/15
07/17/15
07/17/15
07/17/15
07/17/15
N/A
06/11/15
N/A
05/15/19
Security
Identifier
Security Name
Shares/
Positions Held
654902204
5902941
66705Y104
66704R704
4A8103B
66987G102
66987V109
670100205
67020YAF7
67066GAC8
62944T105
67074DAA9
N6596X109
67103H107
674215AD0
674215AG3
674215AC2
674599105
680223AJ3
683715AA4
68557N103
688239201
68906L105
69014Q101
690742AE1
690872AB2
690872AA4
69480UAK3
695127100
BH57VC3
696429307
697435AA3
707882AE6
4682329
G97822103
71647NAA7
716748207
7103526
717071104
719405AK8
719405AH5
723456109
723787107
731068102
737010108
737446AE4
737446AB0
737446203
737524AC2
74051N102
N71542109
74346YAA1
G72800108
745867101
74733VAC4
74734M109
747301AA7
NOKIA CORP ADR EACH REPR 1 EUR0.06
NOKIA CORP NPV
NORTHSTAR ASSET MANAGEMENT CORP INC COMMON STOCK
NORTHSTAR REALTY FINANCE CORP REIT USD 0.01
NOTA DO TESOURO NACIONAL 10% 01/JAN/2025
NOVADAQ TECHNOLOGIES COM CAD
NOVARTIS AG ADR USD
NOVO NORDISK A/S ADR USD
NUANCE COMMUNICATIONS INC CALL/PUT CONVERTIBLE
NVIDIA CORP CONVERTIBLE BOND FIXED 1% 01/DEC/2018
NVR INC COMMON STOCK USD 0.01
NWH ESCROW CORP CALLABLE NOTES FIXED 7.5%
NXP SEMICONDUCTORS NV COMMON STOCK USD
O REILLY AUTOMOTIVE INC USD0.01
OASIS PETROLEUM INC CALLABLE NOTES FIXED 6.5%
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD 0.2
OLD REPUBLIC INTERNATIONAL CORP CALLABLE NOTES
OPEN TEXT CORP CALLABLE NOTES FIXED 5.625%
ORBITAL ATK INC COMMON STOCK USD 0.01
OSHKOSH CORP COMMON STOCK USD 0.01
OTONOMY INC COMMON STOCK USD 0.001
OVASCIENCE INC USD0.001
OWENS CORNING CALLABLE NOTES FIXED 4.2%
OWENS-BROCKWAY GLASS CONTAINER INC CALLABLE NOTES
OWENS-BROCKWAY GLASS CONTAINER INC CALLABLE NOTES
PACIFIC RUBIALES ENERGY CORP CALLABLE NOTES FIXED
PACIRA PHARMACEUTICALS INC/DE COMMON STOCK USD
PACT GROUP HOLDINGS LTD COMMON STOCK AUD 0
PALL CORP USD0.10
PALO ALTO NETWORKS INC CONVERTIBLE BOND ZERO CPN
PENN VIRGINIA CORP CALLABLE NOTES FIXED 8.5%
PERNOD RICARD SA COMMON STOCK EUR 1.55
PERRIGO CO PLC COMMON STOCK USD 0
PETROBRAS GLOBAL FINANCE BV CALLABLE NOTES FIXED
PETROQUEST ENERGY INC PUBLIC USD 50
PEUGEOT SA COMMON STOCK EUR 1
PFENEX INC COMMON STOCK USD 0.001
PHOTRONICS INC CONVERTIBLE BOND FIXED 3.25%
PHOTRONICS INC CONVERTIBLE BOND FIXED 3.25%
PINNACLE ENTERTAINMENT INC USD0.10
PIONEER NATURAL RESOURCES CO COMMON STOCK USD 0.01
POLARIS INDUSTRIES INC USD0.01
PORTOLA PHARMACEUTICALS INC USD0.001
POST HOLDINGS INC CALLABLE NOTES FIXED 6.75%
POST HOLDINGS INC CALLABLE NOTES FIXED 7.375%
POST HOLDINGS INC PRIVATE USD 100
POSTMEDIA NETWORK INC CALLABLE NOTES FIXED 12.5%
PREMIER INC COMMON STOCK USD 0.01
PROQR THERAPEUTICS NV COMMON STOCK USD 1
PROS HOLDINGS INC CONVERTIBLE BOND FIXED 2%
PROTHENA CORP PLC COMMON STOCK USD 0.01
PULTE GROUP INC USD0.01
QEP RESOURCES INC CALLABLE NOTES FIXED 5.25%
QIHOO 360 TECHNOLOGY CO LTD ADR USD 0.001
QUAD/GRAPHICS INC CALLABLE NOTES FIXED 7%
Page 28 of 35
17,849
23,706
16,064
7,755
233,000
2,920
809
1,568
5,000
60,000
354
120,000
5,690
644
122,000
5,000
5,000
3,157
35,000
27,000
1,429
7,144
2,885
3,451
5,000
20,000
20,000
100,000
2,662
5,129
4,838
9,000
19,000
764
904
30,000
1,255
23,776
2,276
6,000
4,000
594
56
263
2,082
25,000
75,000
720
659,000
648
944
10,000
1,228
18,759
40,000
1,082
195,000
Market Value
$135,295
$181,233
$374,934
$140,521
$61,693
$47,421
$79,775
$83,716
$4,988
$71,025
$470,346
$113,400
$571,048
$139,259
$117,120
$4,900
$4,975
$230,461
$37,299
$28,080
$109,504
$348,556
$102,014
$119,853
$5,167
$20,625
$20,448
$59,070
$236,519
$16,485
$485,687
$12,954
$17,765
$90,487
$149,657
$24,447
$35,297
$398,561
$36,279
$6,375
$4,160
$21,437
$9,157
$37,109
$79,033
$25,313
$77,813
$77,378
$691,950
$24,352
$20,655
$10,325
$46,836
$417,013
$39,392
$55,398
$188,419
% of
TNA
Coupon Maturity
Rate Date
0.08%
N/A
0.10%
N/A
0.21%
N/A
0.08%
N/A
0.04% 10.00%
0.03%
N/A
0.05%
N/A
0.05%
N/A
0.00% 2.75%
0.04% 1.00%
0.27%
N/A
0.06% 7.50%
0.33%
N/A
0.08%
N/A
0.07% 6.50%
0.00% 6.88%
0.00% 7.25%
0.13%
N/A
0.02% 4.88%
0.02% 5.63%
0.06%
N/A
0.20%
N/A
0.06%
N/A
0.07%
N/A
0.00% 4.20%
0.01% 5.38%
0.01% 5.00%
0.03% 5.63%
0.14%
N/A
0.01%
N/A
0.28%
N/A
0.01%
N/A
0.01% 8.50%
0.05%
N/A
0.09%
N/A
0.01% 5.63%
0.02%
N/A
0.23%
N/A
0.02%
N/A
0.00% 3.25%
0.00% 3.25%
0.01%
N/A
0.01%
N/A
0.02%
N/A
0.05%
N/A
0.01% 6.75%
0.04% 7.38%
0.04%
N/A
0.40% 12.50%
0.01%
N/A
0.01%
N/A
0.01% 2.00%
0.03%
N/A
0.24%
N/A
0.02% 5.25%
0.03%
N/A
0.11% 7.00%
N/A
N/A
N/A
N/A
01/01/25
N/A
N/A
N/A
11/01/31
12/01/18
N/A
08/01/21
N/A
N/A
11/01/21
03/15/22
02/01/19
N/A
10/01/24
01/15/23
N/A
N/A
N/A
N/A
12/01/24
01/15/25
01/15/22
01/19/25
N/A
N/A
N/A
07/01/19
05/01/20
N/A
N/A
05/20/43
N/A
N/A
N/A
04/01/19
04/01/16
N/A
N/A
N/A
N/A
12/01/21
02/15/22
N/A
07/15/18
N/A
N/A
12/01/19
N/A
N/A
05/01/23
N/A
05/01/22
Security
Identifier
Security Name
Shares/
Positions Held
74834LAW0
74838JAA9
M81873107
749227AB0
751452608
75583RAA5
75606DAC5
756577102
758075AB1
BWDP4Y7
75886AAK4
75915K101
759531106
75972AAA1
76120WAB0
761299106
761330109
BVDPPV4
761565209
762515AA2
762760AB2
762760AC0
767754CH5
770323103
74965WAA5
777779AD1
777779AE9
779376AC6
780099CE5
257867BB6
RTAM5ID
783549108
783764103
ESM5IDX
78532P107
785592AK2
79466L302
795435106
80007PAN9
80007P877
800677106
80283WAD1
6B2025W
6B1970W
6B1971W
80874YAR1
817337AB4
81760NAR0
2B6422W
824348106
82481R106
82967NAU2
830566105
B1Q3J35
0141192
78454LAH3
588137W
QUEST DIAGNOSTICS INC CALLABLE NOTES FIXED 2.5%
QUIDEL CORP CONVERTIBLE BOND FIXED 3.25%
RADWARE LTD COMMON STOCK USD 0.05
RAIT FINANCIAL TRUST CALL/PUT CONVERTIBLE BOND
RAMCO-GERSHENSON PROPERTIES TRUST PUBLIC USD 50
REAL ALLOY HOLDING INC CALLABLE NOTES FIXED 10%
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
RED HAT INC COMMON STOCK USD 0.0001
REDWOOD TRUST INC CONVERTIBLE BOND FIXED 4.625%
REFRESCO GERBER NV COMMON STOCK EUR 0.12
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY
REGULUS THERAPEUTICS INC USD0.001
RELYPSA INC COMMON STOCK USD 0.001
RENEWABLE ENERGY GROUP INC CONVERTIBLE BOND FIXED
RESOURCE CAPITAL CORP CONVERTIBLE BOND FIXED 8%
RETROPHIN INC COMMON STOCK USD 0.0001
REVANCE THERAPEUTICS INC COMMON STOCK USD 0.001
REVOLUTION BARS GROUP PLC COMMON STOCK GBP 0.1
REX ENERGY CORP PUBLIC USD 100
RIALTO HOLDINGS LLC / RIALTO CORP CALLABLE NOTES
RICE ENERGY INC CALLABLE NOTES FIXED 6.25%
RICE ENERGY INC CALLABLE NOTES FIXED 7.25%
RITE AID CORP CALLABLE NOTES FIXED 6.125%
ROBERT HALF INTERNATIONAL INC COMMON STOCK USD
ROC FINANCE LLC / ROC FINANCE CORP 12.125% NTS
ROSETTA RESOURCES INC CALLABLE NOTES FIXED 5.625%
ROSETTA RESOURCES INC CALLABLE NOTES FIXED 5.875%
ROVI CORP CONVERTIBLE BOND FIXED .5% 01/MAR/2020
ROYAL BANK OF SCOTLAND GROUP PLC NOTES FIXED
RR DONNELLEY & SONS CO CALLABLE NOTES FIXED 6%
RUSSELL 2000 MINI EQUITY INDEX 19/JUN/2015 RTAM5
RYDER SYSTEM INC COMMON STOCK USD 0.5
RYLAND GROUP INC USD1
S&P500 EMINI FUT EQUITY INDEX 19/JUN/2015 ESM5
SABINE OIL & GAS CORP COMMON STOCK USD 0.1
SABINE PASS LIQUEFACTION LLC CALLABLE NOTES FIXED
SALESFORCE.COM INC COMMON STOCK USD 0.001
SALIX PHARMACEUTICALS LTD COM NPV
SANDRIDGE ENERGY INC CALLABLE NOTES FIXED 7.5%
SANDRIDGE ENERGY INC PUBLIC USD 100
SANGAMO BIOSCIENCES INC COMMON STOCK USD 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-2
SAVE CALL USD 80 15/MAY/2015(SAVE US 05/15/15 C80
SAVE PUT USD 65 15/MAY/2015(SAVE US 05/15/15 P65
SAVE PUT USD 70 15/MAY/2015(SAVE US 05/15/15 P70
SCIENTIFIC GAMES INTERNATIONAL INC CALLABLE NOTES
SEQUENOM INC CONVERTIBLE BOND FIXED 5% 01/OCT/2017
SERVICEMASTER CO LLC/THE CALLABLE NOTES FIXED 7%
SGYP PUT USD 2.5 17/APR/2015 (SGYP US 04/17/15
SHERWIN-WILLIAMS CO/THE COMMON STOCK USD 1
SHIRE PLC
SIRIUS XM RADIO INC CALLABLE NOTES FIXED 5.375%
SKECHERS U.S.A. INC COMMON STOCK USD 0.001
SKF AB SER'B'NPV
SKY PLC COMMON STOCK GBP 50
SM ENERGY CO CALLABLE NOTES FIXED 5% 15/JAN/2024
SMITH & NEPHEW PLC PUT GBP 11.5 15/MAY/2015(SNP LN
Page 29 of 35
100,000
30,000
630
60,000
1,430
252,000
25,000
847
95,000
2,767
35,000
1,293
633
5,000
80,000
1,769
246
3,576
480
60,000
10,000
91,000
280,000
425
909,000
10,000
15,000
185,000
70,000
177,000
5
912
11,044
4
800
235,000
670
1,453
70,000
311
4,322
13,000
29
(14)
(14)
50,000
60,000
40,000
4
2,019
1,846
70,000
1,701
3,781
3,545
40,000
(2)
Market Value
$100,381
$32,700
$13,173
$51,450
$96,110
$256,725
$25,563
$64,160
$94,466
$42,486
$37,975
$21,903
$22,832
$4,647
$77,100
$42,385
$5,100
$10,477
$21,350
$62,550
$9,800
$91,114
$288,400
$25,721
$956,723
$9,450
$14,138
$177,253
$78,949
$183,638
$1,118
$86,540
$538,285
($4,960)
$68
$232,944
$44,763
$251,093
$43,750
$12,012
$67,769
$12,996
$7,830
($574)
($1,568)
$51,375
$62,775
$42,700
$20
$574,406
$441,729
$70,525
$122,319
$97,816
$52,218
$37,860
($15,798)
% of
TNA
Coupon Maturity
Rate Date
0.06% 2.50%
0.02% 3.25%
0.01%
N/A
0.03% 4.00%
0.06%
N/A
0.15% 10.00%
0.01% 5.25%
0.04%
N/A
0.05% 4.63%
0.02%
N/A
0.02% 5.75%
0.01%
N/A
0.01%
N/A
0.00% 2.75%
0.04% 8.00%
0.02%
N/A
0.00%
N/A
0.01%
N/A
0.01%
N/A
0.04% 7.00%
0.01% 6.25%
0.05% 7.25%
0.17% 6.13%
0.01%
N/A
0.55% 12.13%
0.01% 5.63%
0.01% 5.88%
0.10% 0.50%
0.05% 6.13%
0.11% 6.00%
0.00%
N/A
0.05%
N/A
0.31%
N/A
0.00%
N/A
0.00%
N/A
0.13% 5.63%
0.03%
N/A
0.14%
N/A
0.03% 7.50%
0.01%
N/A
0.04%
N/A
0.01% 0.80%
0.00%
N/A
0.00%
N/A
0.00%
N/A
0.03% 7.00%
0.04% 5.00%
0.02% 7.00%
0.00%
N/A
0.33%
N/A
0.25%
N/A
0.04% 5.38%
0.07%
N/A
0.06%
N/A
0.03%
N/A
0.02% 5.00%
-0.01%
N/A
03/30/20
12/15/20
N/A
10/01/33
N/A
01/15/19
12/01/21
N/A
04/15/18
N/A
09/01/20
N/A
N/A
06/15/19
01/15/20
N/A
N/A
N/A
N/A
12/01/18
05/01/22
05/01/23
04/01/23
N/A
09/01/18
05/01/21
06/01/22
03/01/20
12/15/22
04/01/24
06/19/15
N/A
N/A
06/19/15
N/A
03/01/25
N/A
N/A
03/15/21
N/A
N/A
04/16/18
05/15/15
05/15/15
05/15/15
01/01/22
10/01/17
08/15/20
04/17/15
N/A
N/A
04/15/25
N/A
N/A
N/A
01/15/24
05/15/15
Security
Identifier
Security Name
Shares/
Positions Held
78459WAD3
6B2429W
6B2410W
F8586CRW4
83401LAA2
83416TAA8
83415TAC5
835451105
835916503
844741108
78462F103
85172FAG4
85207UAJ4
85207UAF2
85207U105
852061AS9
4B4032W
5B2653W
5B5477W
6B2034W
5B5476W
5B5882W
5B5883W
4B0774W
855244109
85590A401
85571WAA7
M84920103
L0Z6COM
L0U6COM
B0KM9T7
6B0688W
863579AU2
B0M0C89
86614U100
867224107
86732YAE9
Y8213L102
868536AW3
87162T206
1B2166W
87425E103
87612BAS1
87612BAP7
87612E106
H84989104
87927VAR9
87927VAV0
BGFBM81
7634402
88033G407
88104LAA1
881569107
88160R101
88160QAH6
88165N105
881624209
SNAAC AUTO RECEIVABLES TRUST 2014-1 2014-1A D
SNDK CALL USD 69 24/APR/2015(SNDK US 04/24/15 C69
SNDK PUT USD 62.5 24/APR/2015(SNDK US 04/24/15
SOCIETE GENERALE SA CALLABLE BOND VARIABLE USD
SOFI PROFESSIONAL LOAN PROGRAM 2015-A LLC 2015-A
SOLARCITY CORP CONVERTIBLE BOND FIXED 2.75%
SOLAZYME INC CONVERTIBLE BOND FIXED 5% 01/OCT/2019
SONIC CORP USD0.01
SONUS NETWORKS INC COMMON STOCK USD 0.001
SOUTHWEST AIRLINES CO COMMON STOCK USD 1
SPDR S&P 500 ETF TRUST ETP USD
SPRINGLEAF FINANCE CORP CALLABLE NOTES FIXED 5.25%
SPRINT CORP CALLABLE NOTES FIXED 7.625%
SPRINT CORP CALLABLE NOTES FIXED 7.875%
SPRINT CORP COMMON STOCK USD 0.01
SPRINT NEXTEL CORP CALLABLE NOTES FIXED 6%
SPX PUT USD 1950 17/APR/2015(X5J5P 1950 US INDEX)
SPX PUT USD 2025 17/APR/2015(X5J5P 2025 US INDEX)
SPXW PUT USD 1800 30/JUN/2015(SRM5P Y 1800 US
SPXW PUT USD 1950 30/APR/2015(SRJ5P Y 1950 US
SPXW PUT USD 2000 30/JUN/2015(SRM5P Y 2000 US
SPY PUT USD 206.5 02/APR/2015 (SPY US 04/02/15
SPY PUT USD 208.5 02/APR/2015 (SPY US 04/02/15
SRC PUT USD 10 17/APR/2015 (SRC US 04/17/15 P10
STARBUCKS CORP NPV
STARWOOD HOTELS & RESORTS WORLDWIDE INC COMMON
STARWOOD WAYPOINT RESIDENTIAL TRUST CONVERTIBLE
STEADYMED LTD COMMON STOCK USD 0.01
STERLING FU INTEREST RATE 21/DEC/2016 L Z6 90DAY
STERLING FU INTEREST RATE 21/SEP/2016 L U6 90DAY
STHREE PLC COMMON STOCK GBP 1
STNG PUT USD 7.5 17/JUL/2015(STNG US 07/17/15 P7.5
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
SUMCO CORP COMMON STOCK JPY
SUMMIT MATERIALS INC COMMON STOCK USD 0.01
SUNCOR ENERGY INC(NEW) NPV
SUNEDISON INC CONVERTIBLE BOND FIXED .25%
SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD
SUPERVALU INC CALLABLE NOTES FIXED 7.75%
SYNTA PHARMACEUTICALS CORP USD0.0001
T PUT USD 35 19/JUN/2015 (T US 06/19/15 P35
TALISMAN ENERGY INC COMMON STOCK CAD 0
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES
TARGET CORP COMMON STOCK USD 0.0833
TE CONNECTIVITY LTD COMMON STOCK USD 0.57
TELECOM ITALIA CAPITAL SA CALLABLE NOTES FIXED
TELECOM ITALIA CAPITAL SA CALLABLE NOTES FIXED
TELECOM ITALIA FINANCE SA CONVERTIBLE BOND FIXED
TELECOM ITALIA SPA SAVINGS SHARE EUR 0
TENET HEALTHCARE CORP COM NEW
TERRAFORM POWER OPERATING LLC CALLABLE NOTES FIXED
TESARO INC USD0.0001
TESLA MOTORS INC USD0.001
TESORO LOGISTICS LP / TESORO LOGISTICS FINANCE
TETRAPHASE PHARMACEUTICALS INC USD0.001
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR USD
Page 30 of 35
35,000
19
(10)
200,000
97,377
75,000
45,000
13,998
6,277
786
134
178,000
120,000
100,000
6,100
123,000
11
13
(19)
18
15
31
(28)
24
4,828
697
20,000
47
(7)
84
11,824
15
7,995
2,700
8,694
336
75,000
2,125
60,000
7,439
74
64,543
15,000
15,000
2,209
800
68,000
8,000
100,000
16,156
4,421
15,000
769
421
100,000
2,909
2,197
Market Value
$35,424
$1,976
($2,190)
$207,000
$97,490
$78,750
$21,656
$443,737
$49,463
$34,820
$27,662
$176,443
$120,150
$102,500
$28,914
$117,311
$3,520
$15,795
($20,710)
$14,040
$57,300
$3,069
($6,720)
$240
$457,212
$58,200
$19,438
$400
($401)
$35,511
$61,082
$300
$7,931
$45,452
$192,572
$9,828
$80,672
$54,868
$64,200
$14,432
$22,274
$495,690
$15,488
$14,513
$181,293
$57,296
$77,010
$9,380
$150,562
$15,200
$218,884
$15,600
$44,141
$79,472
$104,000
$106,586
$136,873
% of
TNA
0.02%
0.00%
0.00%
0.12%
0.06%
0.05%
0.01%
0.25%
0.03%
0.02%
0.02%
0.10%
0.07%
0.06%
0.02%
0.07%
0.00%
0.01%
-0.01%
0.01%
0.03%
0.00%
0.00%
0.00%
0.26%
0.03%
0.01%
0.00%
0.00%
0.02%
0.03%
0.00%
0.00%
0.03%
0.11%
0.01%
0.05%
0.03%
0.04%
0.01%
0.01%
0.28%
0.01%
0.01%
0.10%
0.03%
0.04%
0.01%
0.09%
0.01%
0.13%
0.01%
0.03%
0.05%
0.06%
0.06%
0.08%
Coupon Maturity
Rate Date
2.88%
N/A
N/A
7.88%
1.37%
2.75%
5.00%
N/A
N/A
N/A
N/A
5.25%
7.63%
7.88%
N/A
6.00%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
3.00%
N/A
N/A
N/A
N/A
N/A
2.62%
N/A
N/A
N/A
0.25%
N/A
7.75%
N/A
N/A
N/A
5.00%
4.25%
N/A
N/A
7.20%
7.72%
6.13%
N/A
N/A
5.88%
N/A
N/A
6.25%
N/A
N/A
01/15/20
04/24/15
04/24/15
12/31/49
03/25/33
11/01/18
10/01/19
N/A
N/A
N/A
N/A
12/15/19
02/15/25
09/15/23
N/A
11/15/22
04/17/15
04/17/15
06/30/15
04/30/15
06/30/15
04/02/15
04/02/15
04/17/15
N/A
N/A
07/01/19
N/A
12/21/16
09/21/16
N/A
07/17/15
09/25/34
N/A
N/A
N/A
01/15/20
N/A
11/15/22
N/A
06/19/15
N/A
01/15/18
11/15/23
N/A
N/A
07/18/36
06/04/38
11/15/16
N/A
N/A
02/01/23
N/A
N/A
10/15/22
N/A
N/A
Security
Identifier
Security Name
6021500EB
Q2943FAD2
QBJ4GPX4
2689690EB
Q86082AB8
Q4346YAA1
BVYVFW2EB
B4QG225EB
Q45550AR8
2930149EB
B00LBS7EB
3319521EB
BSJCHQ7EB
2180201EB
B616C79EB
BDGTXQ8EB
B3ZG8F4EB
B00D611EB
2547419EB
0504245EB
B010TR8EB
2044545EB
QBFH5BJ8
2380498EB
B72XK05EB
BN574F9EB
B0TNJH9EB
2946243EB
Q6197SAA3
B748CK2EB
2261203EB
2098876EB
2491839EB
2665861EB
6044132EB
2005973EB
2240202EB
2681511EB
0884709EB
2204026EB
2754060EB
2622059EB
2380498EB
2047317EB
2465254EB
B03MLX2EB
2373681EB
Q12828G38
2951452EB
2582409EB
B0357H7EB
B5LRLL2EA
Q41503AT3
B63H849EB
2797838EB
Q95229AB6
B1Z7FX0EB
THE BANK OF NEW YORK MELLON
Shares/
Positions Held
(5,400)
50,000
100,000
1,820
70,000
25,000
6,960
235
85,000
(1,025)
1,582
861
(171)
(128)
(42)
251
(77)
(1,302)
(103)
(1,087)
(359)
(57)
100,000
(260)
(322)
402
(19)
(33)
10,000
(47)
(51)
(27)
(18)
(17)
(100)
(27)
(15)
(36)
1,195
(33)
(20)
(45)
(96)
(91)
(92)
216
(406)
(92,000)
(59)
(468)
(180)
(211)
55,000
782
(200)
25,000
(2,000)
Page 31 of 35
Market Value
$9,545
$4,600
$4,327
$3,430
$2,493
$1,594
$1,503
$1,202
$1,103
$511
$440
$375
$330
$297
$288
$269
$201
$198
$182
$174
$140
$125
$123
$117
$109
$70
$59
$45
$44
$23
$18
$0
($6)
($10)
($16)
($17)
($18)
($21)
($24)
($27)
($30)
($39)
($44)
($87)
($120)
($120)
($156)
($205)
($225)
($229)
($241)
($335)
($336)
($362)
($421)
($446)
($530)
% of
TNA
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
B288C92EB
2182531EB
Q28298AJ7
SPTREB
2167367EB
2208987EB
B59SWL4EB
5579107EB
Q41503AQ9
QBKJBDD7
883556102
884768102
5636927
886547108
887317303
888706AE8
3B1517W
872590104
TPM5IDX
N87237108
893641100
896288107
896522AF6
896945201
896818101
87264S106
4B3772F
2B2946W
90184L102
G91442106
902494301
B1L3CS6
903914AC3
90400D108
907818108
910047109
B00VGB5
BDC7KX2
912796FZ7
912796FK0
912796FF1
912796FC8
912796GE3
912796FG9
912796GA1
912796FH7
912796FB0
912796FW4
912796EX3
912796ET2
912796FJ3
912796EN5
912796GB9
912796EC9
91324P102
913456307
913903100
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD 1
THOMPSON CREEK METALS CO INC COMMON STOCK CAD 0
THYSSENKRUPP AG COMMON STOCK EUR 0
TIFFANY & CO USD0.01
TIME WARNER INC COMMON STOCK USD 0.01
TIVO INC CONVERTIBLE BOND FIXED 2% 01/OCT/2021 USD
TLM PUT USD 6 17/APR/2015 (TLM US 04/17/15 P6
T-MOBILE US INC COMMON STOCK USD 0.0001
TOPIX INDX FUTR EQUITY INDEX 11/JUN/2015 TPM5
TORNIER NV COMMON STOCK USD
TRANSDIGM GROUP INC COMMON STOCK USD 0.01
TRINET GROUP INC COMMON STOCK USD 0.000025
TRINITY INDUSTRIES INC CALL/PUT CONVERTIBLE BOND
TRIPADVISOR INC USD0.001
TRIUMPH GROUP INC COMMON STOCK USD 0.001
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD 0.01
TWC CALL USD 125 17/APR/2015 (TWC US 04/17/15 C125
TWC CALL USD 145 17/APR/2015 (TWC US 04/17/15 C145
TWITTER INC COMMON STOCK USD 0.000005
TYCO INTERNATIONAL PLC COMMON STOCK USD 0.5
TYSON FOODS INC PUBLIC USD 50
UBISOFT ENTERTAINMENT NPV
ULTRA PETROLEUM CORP CALLABLE NOTES FIXED 6.125%
ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD
UNION PACIFIC CORP COMMON STOCK USD 2.5
UNITED CONTINENTAL HLDGS INC USD0.01
UNITED ENVIROTECH LTD COMMON STOCK SGD 0
UNITED MEXICAN STATES BOND FIXED 4.75% 14/JUN/2018
UNITED STATES OF AMERICA BILL ZERO CPN 03/MAR/2016
UNITED STATES OF AMERICA BILL ZERO CPN 04/JUN/2015
UNITED STATES OF AMERICA BILL ZERO CPN 07/MAY/2015
UNITED STATES OF AMERICA BILL ZERO CPN 09/APR/2015
UNITED STATES OF AMERICA BILL ZERO CPN 10/SEP/2015
UNITED STATES OF AMERICA BILL ZERO CPN 12/NOV/2015
UNITED STATES OF AMERICA BILL ZERO CPN 13/AUG/2015
UNITED STATES OF AMERICA BILL ZERO CPN 15/OCT/2015
UNITED STATES OF AMERICA BILL ZERO CPN 16/JUL/2015
UNITED STATES OF AMERICA BILL ZERO CPN 17/SEP/2015
UNITED STATES OF AMERICA BILL ZERO CPN 23/JUL/2015
UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01
UNIVERSAL CORP/VA PUBLIC USD 1000
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
Page 32 of 35
(16,000)
(82)
60,000
(4)
(1,011)
(118)
(2,999)
(900)
55,000
10,000,000
3,855
10,022
9,733
1,903
3,082
85,000
31
19,548
8
665
2,283
740
95,000
2,420
3,424
8,688
14
10
2,561
924
1,495
2,374
10,000
1,794
3,453
10,390
93,287
1,890,000
1,340,000
449,700
128,000
15,000
1,340,000
450,500
450,000
239,000
450,300
449,200
448,200
448,100
235,800
475,000
450,000
128,000
712
100
1,095
Market Value
($568)
($672)
($746)
($759)
($864)
($1,508)
($1,805)
($3,397)
($3,782)
($8,951)
$517,881
$13,229
$255,722
$167,483
$260,244
$79,953
$155
$619,476
$11,108
$17,436
$499,338
$26,070
$148,913
$201,271
$204,481
$910,937
$34,930
$7,240
$128,255
$39,787
$72,478
$43,918
$8,625
$111,389
$373,994
$698,728
$112,161
$124,125
$1,337,021
$449,690
$127,997
$15,000
$1,339,457
$450,071
$449,920
$238,994
$449,992
$449,160
$447,995
$447,995
$235,793
$474,944
$449,866
$127,994
$84,222
$109,218
$128,892
% of
TNA
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
0.30%
0.01%
0.15%
0.10%
0.15%
0.05%
0.00%
0.35%
0.01%
0.01%
0.29%
0.01%
0.09%
0.12%
0.12%
0.52%
0.02%
0.00%
0.07%
0.02%
0.04%
0.03%
0.00%
0.06%
0.21%
0.40%
0.06%
0.07%
0.77%
0.26%
0.07%
0.01%
0.77%
0.26%
0.26%
0.14%
0.26%
0.26%
0.26%
0.26%
0.14%
0.27%
0.26%
0.07%
0.05%
0.06%
0.07%
Coupon Maturity
Rate Date
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.00%
N/A
N/A
N/A
N/A
N/A
N/A
3.88%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
6.13%
N/A
N/A
N/A
N/A
4.75%
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
10/01/21
04/17/15
N/A
06/11/15
N/A
N/A
N/A
06/01/36
N/A
N/A
N/A
04/17/15
04/17/15
N/A
N/A
N/A
N/A
10/01/24
N/A
N/A
N/A
N/A
06/14/18
03/03/16
06/04/15
05/07/15
04/09/15
09/10/15
11/12/15
08/13/15
05/14/15
10/15/15
07/16/15
09/17/15
08/20/15
05/21/15
07/23/15
08/27/15
05/28/15
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
91359PAJ9
TYM5COM
TUM5COM
FVM5COM
90350CAA8
90350JAA3
91879Q109
91829KAA1
91911K102
91911KAE2
92210H105
92240MBC1
92337C104
91827AAJ6
92342Y109
92343X100
92343EAG7
92343E102
92345Y106
92532F100
92763AAA9
92826C839
92834UAB8
4834777
5497168
91827MAA9
BWD23R4
929160109
930427109
254687106
92922FQ43
949746101
94980DAA6
949758AD8
94983CAE7
950814103
952355204
958102105
95931TAA8
96208T104
962166872
966244105
966387AG7
966387AH5
966387AF9
966387AK8
966387102
96758GAB2
969457100
96949LAB1
97381WAZ7
97381WAX2
97381WAT1
BN574F9
98161JAD9
98160LAD5
084423102
UNIVERSAL HOSPITAL SERVICES INC CALLABLE NOTES
US 10YR NOTE(CBT) BOND 19/JUN/2015 TYM5 COMDTY
US 2YR NOTE (CBT) BOND 30/JUN/2015 TUM5 COMDTY
US 5YR NOTE (CBT) BOND 30/JUN/2015 FVM5 COMDTY
US RESIDENTIAL OPPORTUNITY FUND TRUST 2015-1III A
US RESIDENTIAL OPPORTUNITY FUND TRUST 2015-1IV A
VAIL RESORTS INC COMMON STOCK USD 0.01
VALEANT PHARMACEUTICALS INTERNATIONAL CALLABLE
VALEANT PHARMACEUTICALS INTERNATIONAL INC
VALEANT PHARMACEUTICALS INTERNATIONAL INC CALLABLE
VANTIV INC USD0.00001 A
VECTOR GROUP LTD CONVERTIBLE BOND FIXED 1.75%
VERASTEM INC USD0.0001
VERICREST OPPORTUNITY LOAN TRANSFEREE OTHER
VERIFONE SYSTEMS INC COMMON STOCK USD 0.01
VERINT SYSTEMS INC COMMON STOCK USD 0.001
VERISIGN INC CALLABLE NOTES FIXED 5.25%
VERISIGN INC COMMON STOCK USD 0.001
VERISK ANALYTICS INC NPV
VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01
VIOLIN MEMORY INC CONVERTIBLE BOND FIXED 4.25%
VISA INC COMMON STOCK USD 0.0001
VISANT CORP CALLABLE NOTES FIXED 10% 01/OCT/2017
VIVENDI SA COMMON STOCK EUR 5.5
VOLKSWAGEN AG PREFERENCE EUR 0
VOLT XXX LLC 2015-NPL1 A1 STEP 25/OCT/2057
VRX ESCROW CORP CALLABLE NOTES FIXED 4.5%
VULCAN MATERIALS CO USD1
WAGEWORKS INC COMMON STOCK USD 0.001
WALT DISNEY CO/THE COMMON STOCK USD 0.01
WASHINGTON MUTUAL SER 2005-AR7 CL A3
WELLS FARGO & CO COMMON STOCK USD 1.666
WELLS FARGO MORTGAGE BACKED SEC TST
WELLS FARGO MORTGAGE BACKED SEC TST
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 T
WESCO AIRCRAFT HLDGS INC USD0.001
WEST CORP COMMON STOCK USD 0.001
WESTERN DIGITAL CORP USD0.01
WESTERN REFINING LOGISTICS LP / WNRL FINANCE CORP
WEX INC USD0.01
WEYERHAEUSER CO PUBLIC USD 50
WHITEWAVE FOODS CO/THE COMMON STOCK USD 0.01
WHITING PETROLEUM CORP CALLABLE NOTES FIXED 5%
WHITING PETROLEUM CORP CALLABLE NOTES FIXED 5.75%
WHITING PETROLEUM CORP CALLABLE NOTES FIXED 6.5%
WHITING PETROLEUM CORP CONVERTIBLE BOND FIXED
WHITING PETROLEUM CORP USD0.001
WIDEOPENWEST FINANCE LLC / WIDEOPENWEST CAPITAL
WILLIAMS COS INC/THE COMMON STOCK USD 1
WILLIAMS PARTNERS LP CALLABLE NOTES FIXED 4%
WINDSTREAM CORP CALLABLE NOTES FIXED 6.375%
WIZZ AIR HOLDINGS PLC COMMON STOCK GBP 0.0001
WORLD OMNI AUTO RECEIVABLES TRUST 2015-A 2015-A A3
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST
WR BERKLEY CORP COMMON STOCK USD 0.2
Page 33 of 35
1,054,000
13
24
23
100,000
100,000
1,638
23,000
962
35,000
2,645
50,000
1,260
98,070
1,490
1,196
90,000
1,128
733
1,299
45,000
619
807,000
43,642
358
99,195
100,000
2,012
1,200
1,693
25,000
9,338
9,072
25,195
10,834
11,748
210
599
10,000
882
280
4,744
5,000
10,000
20,000
168,000
1,215
420,000
4,808
70,000
319,000
127,000
270,000
4,017
35,000
11,000
1,766
Market Value
$927,520
$2,903
$14,765
$16,741
$100,584
$100,264
$169,402
$23,978
$191,072
$35,569
$99,717
$53,813
$12,814
$98,262
$51,986
$74,068
$92,250
$75,542
$52,336
$153,243
$43,538
$40,489
$726,300
$1,085,165
$95,407
$99,623
$108,358
$169,612
$63,996
$177,579
$24,987
$507,987
$9,106
$25,101
$11,045
$179,979
$7,083
$54,515
$10,225
$94,692
$15,322
$210,349
$4,938
$9,975
$20,100
$178,185
$37,544
$453,075
$243,237
$68,799
$288,874
$123,031
$270,270
$82,768
$35,108
$11,036
$89,201
% of
TNA
Coupon Maturity
Rate Date
0.53% 7.63%
0.00%
N/A
0.01%
N/A
0.01%
N/A
0.06% 3.72%
0.06% 3.72%
0.10%
N/A
0.01% 6.38%
0.11%
N/A
0.02% 5.50%
0.06%
N/A
0.03% 1.75%
0.01%
N/A
0.06% 3.50%
0.03%
N/A
0.04%
N/A
0.05% 5.25%
0.04%
N/A
0.03%
N/A
0.09%
N/A
0.02% 4.25%
0.02%
N/A
0.42% 10.00%
0.62%
N/A
0.05%
N/A
0.06% 3.62%
0.06% 4.50%
0.10%
N/A
0.04%
N/A
0.10%
N/A
0.01% 2.36%
0.29%
N/A
0.01% 2.62%
0.01% 2.62%
0.01% 2.61%
0.10%
N/A
0.00%
N/A
0.03%
N/A
0.01% 7.50%
0.05%
N/A
0.01%
N/A
0.12%
N/A
0.00% 5.00%
0.01% 5.75%
0.01% 6.50%
0.10% 1.25%
0.02%
N/A
0.26% 10.25%
0.14%
N/A
0.04% 4.00%
0.17% 6.38%
0.07% 7.50%
0.15% 7.75%
0.05%
N/A
0.02% 1.34%
0.01% 1.10%
0.05%
N/A
08/15/20
06/19/15
06/30/15
06/30/15
01/27/35
02/27/35
N/A
10/15/20
N/A
03/01/23
N/A
04/15/20
N/A
02/25/55
N/A
N/A
04/01/25
N/A
N/A
N/A
10/01/19
N/A
10/01/17
N/A
N/A
10/25/57
05/15/23
N/A
N/A
N/A
08/25/35
N/A
12/25/33
08/25/34
06/25/35
N/A
N/A
N/A
02/15/23
N/A
N/A
N/A
03/15/19
03/15/21
10/01/18
04/01/20
N/A
07/15/19
N/A
09/15/25
08/01/23
06/01/22
10/01/21
N/A
05/15/20
12/15/16
N/A
Security
Identifier
Security Name
Shares/
Positions Held
98235TAD9
929352102
98310W108
B4JSTL6
98401F105
98411C100
98419Q101
983793AB6
983793100
984332106
985817105
98885E103
98936J101
98979G105
WRIGHT MEDICAL GROUP INC CONVERTIBLE BOND FIXED 2%
WUXI PHARMATECH CAYMAN INC ADR USD 0.02
WYNDHAM WORLDWIDE USD0.01
WYNN MACAU LTD COMMON STOCK HKD 0.001
XENCOR INC COMMON STOCK USD 0.01
XENOPORT INC USD1
XOOM CORP USD0.0001
XPO LOGISTICS INC CALLABLE NOTES FIXED 7.875%
XPO LOGISTICS INC COM
YAHOO INC COMMON STOCK USD 0.001
YELP INC USD0.000001
ZAFGEN INC COMMON STOCK USD 0.001
ZENDESK INC COMMON STOCK USD 0.01
ZS PHARMA INC COMMON STOCK USD 0.001
Page 34 of 35
90,000
3,929
4,933
31,000
1,584
1,419
2,750
100,000
487
5,577
1,480
501
650
313
Market Value
$95,344
$152,367
$446,289
$67,097
$24,267
$10,103
$40,398
$106,125
$22,144
$247,814
$70,078
$19,845
$14,749
$13,171
% of
TNA
0.05%
0.09%
0.26%
0.04%
0.01%
0.01%
0.02%
0.06%
0.01%
0.14%
0.04%
0.01%
0.01%
0.01%
Coupon Maturity
Rate Date
2.00%
N/A
N/A
N/A
N/A
N/A
N/A
7.88%
N/A
N/A
N/A
N/A
N/A
N/A
02/15/20
N/A
N/A
N/A
N/A
N/A
N/A
09/01/19
N/A
N/A
N/A
N/A
N/A
N/A
Security
Identifier
Security Name
Shares/
Positions Held
Market Value
• Les données communiquées sont à caractère purement informatif, et ne sauraient être considérées comme du
conseil juridique ou fiscal ou comme une offre d'achat d'actions ou une sollicitation pour l'acquisition d'actions de la
SICAV de droit luxembourgeois Franklin Templeton Investment Funds (la « SICAV»). Rien dans ces données ne
doit être interprété comme du conseil en investissement.
• Les informations et les données communiquées peuvent être modifiées sans préavis étant donné la rapidité des
changements pouvant intervenir sur les marchés. Franklin Templeton France S.A.et le Groupe Franklin Templeton
déclinent toute responsabilité vis-à-vis de toute utilisateur de ces informations ou toute personne ou entité, en
relation avec la non mise à jour des informations ou la fourniture d’informations erronées ou d’omissions dans le
contenu, quelle que soit la cause de telles inexactitudes, erreurs ou omissions.
• Toute souscription aux actions de la SICAV ne peut être effectuée que sur la base des prospectus complet et
simplifié en vigueur de la SICAV, accompagnés du dernier rapport annuel audité disponible et du rapport semiannuel publié par la suite.
• Le cours des actions de la SICAV, ainsi que les revenus afférents, peuvent fluctuer à la hausse comme à la
baisse, et il est possible que les investisseurs ne puissent pas récupérer l'intégralité des montants investis. Les
performances passées ne constituent pas un indicateur ou une garantie des performances futures. Les
fluctuations de change peuvent affecter la valeur des investissements à l'étranger. En cas d’investissement dans
un compartiment libellé en devise étrangère, la performance peut être affectée par les fluctuations de change.
• Investir dans les compartiments de la SICAV comporte des risques, lesquels sont décrits dans les prospectus
complet et simplifié en vigueur de la SICAV. Les marchés émergents peuvent être plus risqués que les marchés
développés. Les investissements en instruments financiers dérivés entraînent des risques spécifiques plus
amplement décrits dans les prospectus de la SICAV.
• Aucune action de la SICAV ne peut être, directement ou indirectement, proposée ou vendue à des ressortissants
ou résidents des Etats Unis d'Amérique.
• Les éléments de recherche et d'analyse contenus dans le présent document ont été obtenus par Franklin
Templeton Investments pour ses besoins propres, et ne vous sont communiqués qu'à titre indicatif. Les références
à des industries, secteurs d’activité ou entreprises spécifiques, sont faites à titre d’information générale et ne
désignent pas nécessairement des titres de portefeuille détenus par l’un des compartiments de la
SICAV à tout moment.
• Veuillez consulter votre conseiller financier avant de prendre une décision d'investissement. Un exemplaire du
dernier prospectus de la SICAV, du dernier rapport annuel audité et du dernier rapport semi-annuel publié par la
suite sont disponibles sur notre site internet www.franklintempleton.fr, ou peuvent être obtenus, sans frais, auprès
de Franklin Templeton France S.A 16/18 avenue George V - 75008 Paris - Tél: +33 (0)1 40 73 86 00 /
Fax: +33 (0)140 73 86 10.
• Correspondant centralisateur de la SICAV de droit luxembourgeois Franklin Templeton Investment Funds en
France : CACEIS Bank,1-3, Place Valhubert - 75013 Paris
Issued by Franklin Templeton Investment Management Limited
Page 35 of 35
% of
TNA
Coupon Maturity
Rate Date

18896 Portfolio Holdings_31032015_v2 for Logo

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