Location: Frankfurt Am Main, Germany
CIK: 0001694217 · Show all filings
Period: Q4 2016 (Next →)
Filing Date: Feb 15, 2017
Total Value: $20.74B (95.1% shares, 4.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| WFC | WELLS FARGO & CO NEW | 7,196,488 | $397M | 1.9% | $55.11 * | $39.03 | 0.0% | COM | 949746101 |
| JPM | JPMORGAN CHASE & CO | 4,556,294 | $393M | 1.9% | $86.29 * | $59.89 | 0.0% | COM | 46625H100 |
| GS | GOLDMAN SACHS GROUP INC | 1,638,968 | $392M | 1.9% | $239.45 * | $167.76 | 0.0% | COM | 38141G104 |
| MSFT | MICROSOFT CORP | 5,984,120 | $372M | 1.8% | $62.15 * | $53.94 | 0.0% | COM | 594918104 |
| META | FACEBOOK INC | 3,105,993 | $357M | 1.7% | $115.05 * | $121.96 | 0.0% | CL A | 30303M102 |
| PM | PHILIP MORRIS INTL INC | 3,844,678 | $352M | 1.7% | $91.49 * | $58.23 | 0.0% | COM | 718172109 |
| GOOGL | ALPHABET INC | 431,510 | $342M | 1.6% | $792.47 * | $39.68 | 0.0% | CAP STK CL A | 02079K305 |
| AAPL | APPLE INC | 2,512,157 | $291M | 1.4% | $115.81 * | $26.09 | 0.0% | COM | 037833100 |
| PFE | PFIZER INC | 8,918,379 | $290M | 1.4% | $32.48 * | $20.50 | 0.0% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 2,406,835 | $277M | 1.3% | $115.21 * | $89.71 | 0.0% | COM | 478160104 |
| AMGN | AMGEN INC | 1,882,189 | $275M | 1.3% | $146.22 * | $114.37 | 0.0% | COM | 031162100 |
| WMT | WAL-MART STORES INC | 3,974,774 | $275M | 1.3% | $69.12 * | $19.91 | 0.0% | COM | 931142103 |
| CMCSA | COMCAST CORP NEW | 3,779,697 | $261M | 1.3% | $69.05 * | $26.82 | 0.0% | CL A | 20030N101 |
| V | VISA INC | 3,324,645 | $259M | 1.3% | $78.02 * | $75.44 | 0.0% | COM CL A | 92826C839 |
| ACN | ACCENTURE PLC IRELAND | 2,202,854 | $258M | 1.2% | $117.13 * | $103.19 | 0.0% | SHS CLASS A | G1151C101 |
| MRK | MERCK & CO INC | 4,294,447 | $253M | 1.2% | $58.87 * | $44.08 | 0.0% | COM | 58933Y105 |
| GOOG | ALPHABET INC | 324,082 | $250M | 1.2% | $771.33 * | $38.66 | 0.0% | CAP STK CL C | 02079K107 |
| INTC | INTEL CORP | 6,884,210 | $250M | 1.2% | $36.27 * | $29.15 | 0.0% | COM | 458140100 |
| UNP | UNION PAC CORP | 2,387,013 | $247M | 1.2% | $103.68 * | $80.32 | 0.0% | COM | 907818108 |
| TJX | TJX COS INC NEW | 3,030,752 | $228M | 1.1% | $75.13 * | $33.23 | 0.0% | COM | 872540109 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 925 | $226M | 1.1% | $244122.16 * | $230816.08 | 0.0% | CL A | 084670108 |
| MDT | MEDTRONIC PLC | 2,843,869 | $203M | 1.0% | $71.23 * | $62.35 | 0.0% | SHS | G5960L103 |
| SU | SUNCOR ENERGY INC NEW | 6,175,624 | $202M | 1.0% | $32.74 * | $22.02 | 0.0% | COM | 867224107 |
| NOC | NORTHROP GRUMMAN CORP | 839,297 | $195M | 0.9% | $232.58 * | $200.65 | 0.0% | COM | 666807102 |
| CL | COLGATE PALMOLIVE CO | 2,899,198 | $190M | 0.9% | $65.44 * | $55.37 | 0.0% | COM | 194162103 |
| CME | CME GROUP INC | 1,614,240 | $186M | 0.9% | $115.35 * | $78.61 | 0.0% | COM | 12572Q105 |
| RY | ROYAL BK CDA MONTREAL QUE | 2,676,175 | $181M | 0.9% | $67.75 * | $64.82 | 0.0% | COM | 780087102 |
| — | AON PLC | 1,622,275 | $181M | 0.9% | $111.53 | $111.53 | — | SHS CL A | G0408V102 |
| MA | MASTERCARD INCORPORATED | 1,744,241 | $180M | 0.9% | $103.25 * | $98.27 | 0.0% | CL A | 57636Q104 |
| CVX | CHEVRON CORP NEW | 1,522,278 | $179M | 0.9% | $117.70 * | $73.80 | 0.0% | COM | 166764100 |
| BIIB | BIOGEN INC | 631,708 | $179M | 0.9% | $283.58 * | $296.43 | 0.0% | COM | 09062X103 |
| SPY | SPDR S&P 500 ETF TR | 788,670 | $176M | 0.8% | $223.53 | $223.53 | — | TR UNIT | 78462F103 |
| NKE | NIKE INC | 3,254,933 | $165M | 0.8% | $50.83 * | $45.58 | 0.0% | CL B | 654106103 |
| AZO | AUTOZONE INC | 209,199 | $165M | 0.8% | $789.78 * | $769.59 | 0.0% | COM | 053332102 |
| C | CITIGROUP INC | 2,733,737 | $162M | 0.8% | $59.43 * | $40.63 | 0.0% | COM NEW | 172967424 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 2,844,117 | $159M | 0.8% | $56.03 * | $47.45 | 0.0% | CL A | 192446102 |
| DB | DEUTSCHE BANK AG | 8,564,683 | $157M | 0.8% | $18.28 * | $12.15 | 0.0% | NAMEN AKT | D18190898 |
| MCO | MOODYS CORP | 1,631,839 | $154M | 0.7% | $94.27 | $92.69 | 0.0% | COM | 615369105 |
| MO | ALTRIA GROUP INC | 2,241,149 | $152M | 0.7% | $67.63 * | $33.98 | 0.0% | COM | 02209S103 |
| HPQ | HP INC | 9,782,477 | $145M | 0.7% | $14.84 * | $11.22 | 0.0% | COM | 40434L105 |
| DTE | DTE ENERGY CO | 1,462,153 | $144M | 0.7% | $98.51 * | $59.27 | 0.0% | COM | 233331107 |
| HD | HOME DEPOT INC | 1,039,344 | $139M | 0.7% | $134.08 * | $103.40 | 0.0% | COM | 437076102 |
| DB | DEUTSCHE BANK AG | 7,595,800 | $138M | 0.7% | $18.16 * | $12.15 | 0.0% | Call | D18190898 |
| CSCO | CISCO SYS INC | 4,444,866 | $134M | 0.6% | $30.22 * | $23.05 | 0.0% | COM | 17275R102 |
| — | ANADARKO PETE CORP | 1,854,031 | $129M | 0.6% | $69.73 | $69.73 | — | COM | 032511107 |
| EWJ | ISHARES INC | 2,617,697 | $128M | 0.6% | $48.86 | $48.86 | — | MSCI JPN ETF NEW | 46434G822 |
| PG | PROCTER AND GAMBLE CO | 1,521,336 | $128M | 0.6% | $84.07 * | $66.77 | 0.0% | COM | 742718109 |
| MMM | 3M CO | 711,508 | $127M | 0.6% | $178.57 * | $106.20 | 0.0% | COM | 88579Y101 |
| — | CIGNA CORPORATION | 951,758 | $127M | 0.6% | $133.39 | $133.39 | — | COM | 125509109 |
| IEV | ISHARES TR | 3,197,848 | $124M | 0.6% | $38.81 | $38.81 | — | EUROPE ETF | 464287861 |
| BAX | BAXTER INTL INC | 2,775,826 | $123M | 0.6% | $44.34 * | $39.74 | 0.0% | COM | 071813109 |
| ORCL | ORACLE CORP | 3,176,553 | $122M | 0.6% | $38.45 * | $34.14 | 0.0% | COM | 68389X105 |
| BABA | ALIBABA GROUP HLDG LTD | 1,347,702 | $118M | 0.6% | $87.80 | $87.80 | — | SPONSORED ADS | 01609W102 |
| — | L BRANDS INC | 1,749,024 | $115M | 0.6% | $65.84 | $65.84 | — | COM | 501797104 |
| MCD | MCDONALDS CORP | 922,465 | $112M | 0.5% | $121.76 * | $94.30 | 0.0% | COM | 580135101 |
| — | PRAXAIR INC | 954,687 | $112M | 0.5% | $117.19 | $117.19 | — | COM | 74005P104 |
| WAT | WATERS CORP | 810,022 | $109M | 0.5% | $134.39 * | $142.72 | 0.0% | COM | 941848103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 760,071 | $107M | 0.5% | $141.11 | $143.74 | 0.0% | COM | 883556102 |
| OXY | OCCIDENTAL PETE CORP DEL | 1,486,889 | $106M | 0.5% | $71.23 * | $55.00 | 0.0% | COM | 674599105 |
| — | AETNA INC NEW | 849,006 | $105M | 0.5% | $124.01 | $124.01 | — | COM | 00817Y108 |
| UBS | UBS GROUP AG | 6,675,367 | $105M | 0.5% | $15.69 * | $15.06 | 0.0% | SHS | H42097107 |
| ECL | ECOLAB INC | 870,727 | $102M | 0.5% | $117.22 * | $105.98 | 0.0% | COM | 278865100 |
| ROST | ROSS STORES INC | 1,546,217 | $101M | 0.5% | $65.60 * | $59.76 | 0.0% | COM | 778296103 |
| HON | HONEYWELL INTL INC | 840,496 | $97.37M | 0.5% | $115.85 * | $84.19 | 0.0% | COM | 438516106 |
| PKG | PACKAGING CORP AMER | 1,145,261 | $97.14M | 0.5% | $84.82 * | $64.06 | 0.0% | COM | 695156109 |
| TDG | TRANSDIGM GROUP INC | 389,322 | $96.92M | 0.5% | $248.96 * | $176.01 | 0.0% | COM | 893641100 |
| EOG | EOG RES INC | 938,602 | $94.89M | 0.5% | $101.10 * | $72.36 | 0.0% | COM | 26875P101 |
| NEE | NEXTERA ENERGY INC | 793,173 | $94.75M | 0.5% | $119.46 * | $23.72 | 0.0% | COM | 65339F101 |
| — | QIAGEN NV | 3,278,542 | $92.19M | 0.4% | $28.12 | $28.12 | — | REG SHS | N72482107 |
| CCI | CROWN CASTLE INTL CORP NEW | 1,044,685 | $90.65M | 0.4% | $86.77 * | $59.69 | 0.0% | COM | 22822V101 |
| WM | WASTE MGMT INC DEL | 1,277,638 | $90.6M | 0.4% | $70.91 * | $56.80 | 0.0% | COM | 94106L109 |
| DHR | DANAHER CORP DEL | 1,158,532 | $90.18M | 0.4% | $77.84 * | $66.37 | 0.0% | COM | 235851102 |
| MAT | MATTEL INC | 3,267,074 | $90.01M | 0.4% | $27.55 * | $30.41 | 0.0% | COM | 577081102 |
| PSX | PHILLIPS 66 | 1,035,475 | $89.48M | 0.4% | $86.41 * | $58.66 | 0.0% | COM | 718546104 |
| — | INTERPUBLIC GROUP COS INC | 3,775,681 | $88.39M | 0.4% | $23.41 * | $16.23 | 0.0% | COM | 460690100 |
| — | TIME WARNER INC | 905,280 | $87.39M | 0.4% | $96.53 | $96.53 | — | COM NEW | 887317303 |
| HUM | HUMANA INC | 425,006 | $86.71M | 0.4% | $204.03 * | $176.81 | 0.0% | COM | 444859102 |
| UPS | UNITED PARCEL SERVICE INC | 743,495 | $85.23M | 0.4% | $114.64 * | $80.28 | 0.0% | CL B | 911312106 |
| BCE | BCE INC | 1,970,200 | $85.15M | 0.4% | $43.22 * | $25.43 | 0.0% | COM NEW | 05534B760 |
| CAH | CARDINAL HEALTH INC | 1,181,485 | $85.03M | 0.4% | $71.97 * | $55.30 | 0.0% | COM | 14149Y108 |
| PEP | PEPSICO INC | 802,700 | $83.99M | 0.4% | $104.63 * | $79.36 | 0.0% | COM | 713448108 |
| KHC | KRAFT HEINZ CO | 930,849 | $81.28M | 0.4% | $87.32 * | $56.47 | 0.0% | COM | 500754106 |
| DOX | AMDOCS LTD | 1,393,297 | $81.16M | 0.4% | $58.25 * | $49.45 | 0.0% | SHS | G02602103 |
| MRSH | MARSH & MCLENNAN COS INC | 1,195,391 | $80.8M | 0.4% | $67.59 * | $57.67 | 0.0% | COM | 571748102 |
| IP | INTL PAPER CO | 1,477,240 | $78.39M | 0.4% | $53.06 * | $31.25 | 0.0% | COM | 460146103 |
| SYF | SYNCHRONY FINL | 2,142,979 | $77.72M | 0.4% | $36.27 * | $25.67 | 0.0% | COM | 87165B103 |
| AMG | AFFILIATED MANAGERS GROUP | 533,137 | $77.47M | 0.4% | $145.30 * | $140.58 | 0.0% | COM | 008252108 |
| AFG | AMERICAN FINL GROUP INC OHIO | 878,279 | $77.39M | 0.4% | $88.12 * | $39.09 | 0.0% | COM | 025932104 |
| — | HESS CORP | 1,233,372 | $76.83M | 0.4% | $62.29 | $62.29 | — | COM | 42809H107 |
| ROK | ROCKWELL AUTOMATION INC | 566,849 | $76.18M | 0.4% | $134.40 * | $107.77 | 0.0% | COM | 773903109 |
| — | SYMANTEC CORP | 3,167,102 | $75.67M | 0.4% | $23.89 | $23.89 | — | COM | 871503108 |
| PYPL | PAYPAL HLDGS INC | 1,897,056 | $74.9M | 0.4% | $39.48 | $40.10 | 0.0% | COM | 70450Y103 |
| LYB | LYONDELLBASELL INDUSTRIES N | 872,043 | $74.81M | 0.4% | $85.78 * | $49.39 | 0.0% | SHS - A - | N53745100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 454,970 | $74.14M | 0.4% | $162.95 * | $153.96 | 0.0% | CL B NEW | 084670702 |
| — | MEAD JOHNSON NUTRITION CO | 1,009,947 | $71.47M | 0.3% | $70.76 | $70.76 | — | COM | 582839106 |
| DRI | DARDEN RESTAURANTS INC | 961,070 | $69.89M | 0.3% | $72.72 * | $53.91 | 0.0% | COM | 237194105 |
| — | ALLERGAN PLC | 325,827 | $68.43M | 0.3% | $210.02 | $210.02 | — | SHS | G0177J108 |
| WY | WEYERHAEUSER CO | 2,204,410 | $66.33M | 0.3% | $30.09 * | $21.68 | 0.0% | COM | 962166104 |
| BIDU | BAIDU INC | 379,608 | $62.42M | 0.3% | $164.44 | $164.44 | — | SPON ADR REP A | 056752108 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,695,242 | $62.38M | 0.3% | $23.14 * | $10.23 | 0.0% | COM | 42824C109 |
| KMB | KIMBERLY CLARK CORP | 538,706 | $61.49M | 0.3% | $114.15 * | $84.54 | 0.0% | COM | 494368103 |
| AYI | ACUITY BRANDS INC | 264,841 | $61.14M | 0.3% | $230.86 | $235.37 | 0.0% | COM | 00508Y102 |
| UNH | UNITEDHEALTH GROUP INC | 367,861 | $58.87M | 0.3% | $160.04 * | $129.15 | 0.0% | COM | 91324P102 |
| SPG | SIMON PPTY GROUP INC NEW | 331,313 | $58.86M | 0.3% | $177.67 * | $114.79 | 0.0% | COM | 828806109 |
| VLO | VALERO ENERGY CORP NEW | 857,948 | $58.62M | 0.3% | $68.32 * | $42.78 | 0.0% | COM | 91913Y100 |
| EW | EDWARDS LIFESCIENCES CORP | 619,984 | $58.09M | 0.3% | $93.70 * | $32.40 | 0.0% | COM | 28176E108 |
| — | PRICELINE GRP INC | 45,300,000 | $57.51M | 0.3% | $1.27 | $1.27 | — | NOTE 0.350% 6/1 | 741503AS5 |
| NTES | NETEASE INC | 264,777 | $57.02M | 0.3% | $215.34 | $215.34 | — | SPONSORED ADR | 64110W102 |
| — | DOW CHEM CO | 987,757 | $56.52M | 0.3% | $57.22 | $57.22 | — | COM | 260543103 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,153,229 | $54.95M | 0.3% | $47.65 * | $37.62 | 0.0% | COM | 416515104 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 1,251,617 | $54.92M | 0.3% | $43.88 * | $30.45 | 0.0% | COM | 744573106 |
| ELV | ANTHEM INC | 375,859 | $54.04M | 0.3% | $143.79 * | $118.58 | 0.0% | COM | 036752103 |
| — | INTEL CORP | 39,700,000 | $53.62M | 0.3% | $1.35 | $1.35 | — | SDCV 12/1 | 458140AD2 |
| NEM | NEWMONT MINING CORP | 1,563,979 | $53.33M | 0.3% | $34.10 * | $26.88 | 0.0% | COM | 651639106 |
| — | DISCOVER FINL SVCS | 737,855 | $53.19M | 0.3% | $72.09 | $72.09 | — | COM | 254709108 |
| EFX | EQUIFAX INC | 449,385 | $53.13M | 0.3% | $118.23 * | $112.26 | 0.0% | COM | 294429105 |
| EXC | EXELON CORP | 1,487,065 | $52.78M | 0.3% | $35.50 * | $17.24 | 0.0% | COM | 30161N101 |
| — | BLACKSTONE GROUP L P | 1,927,933 | $52.11M | 0.3% | $27.03 | $27.03 | — | COM UNIT LTD | 09253U108 |
| GLW | CORNING INC | 2,095,093 | $50.86M | 0.2% | $24.27 * | $18.64 | 0.0% | COM | 219350105 |
| — | LAM RESEARCH CORP | 27,800,000 | $48.78M | 0.2% | $1.75 | $1.75 | — | NOTE 1.250% 5/1 | 512807AL2 |
| CMI | CUMMINS INC | 352,660 | $48.2M | 0.2% | $136.67 * | $105.31 | 0.0% | COM | 231021106 |
| AEP | AMERICAN ELEC PWR INC | 757,034 | $47.67M | 0.2% | $62.97 * | $44.69 | 0.0% | COM | 025537101 |
| — | DELPHI AUTOMOTIVE PLC | 705,340 | $47.5M | 0.2% | $67.35 | $67.35 | — | SHS | G27823106 |
| — | NOBLE ENERGY INC | 1,242,050 | $47.27M | 0.2% | $38.06 | $38.06 | — | COM | 655044105 |
| LLY | LILLY ELI & CO | 632,308 | $46.51M | 0.2% | $73.55 * | $64.22 | 0.0% | COM | 532457108 |
| — | CA INC | 1,426,935 | $45.34M | 0.2% | $31.77 | $31.77 | — | COM | 12673P105 |
| APH | AMPHENOL CORP NEW | 664,869 | $44.68M | 0.2% | $67.20 * | $15.27 | 0.0% | CL A | 032095101 |
| FE | FIRSTENERGY CORP | 1,437,197 | $44.52M | 0.2% | $30.98 * | $21.93 | 0.0% | COM | 337932107 |
| — | RED HAT INC | 37,800,000 | $44.31M | 0.2% | $1.17 | $1.17 | — | NOTE 0.250%10/0 | 756577AD4 |
| MSCI | MSCI INC | 544,749 | $42.91M | 0.2% | $78.78 * | $73.09 | 0.0% | COM | 55354G100 |
| M | MACYS INC | 1,197,013 | $42.87M | 0.2% | $35.81 * | $38.89 | 0.0% | COM | 55616P104 |
| — | PIONEER NAT RES CO | 233,058 | $41.97M | 0.2% | $180.08 | $180.08 | — | COM | 723787107 |
| AMZN | AMAZON COM INC | 55,836 | $41.96M | 0.2% | $751.49 * | $39.18 | 0.0% | COM | 023135106 |
| GRMN | GARMIN LTD | 859,515 | $41.68M | 0.2% | $48.49 * | $39.20 | 0.0% | SHS | H2906T109 |
| ABBV | ABBVIE INC | 661,964 | $41.45M | 0.2% | $62.62 * | $41.79 | 0.0% | COM | 00287Y109 |
| — | INTEL CORP | 23,000,000 | $40.52M | 0.2% | $1.76 | $1.76 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | ILLUMINA INC | 42,250,000 | $40.27M | 0.2% | $0.95 | $0.95 | — | NOTE 6/1 | 452327AF6 |
| — | EXPRESS SCRIPTS HLDG CO | 583,658 | $40.17M | 0.2% | $68.82 | $68.82 | — | COM | 30219G108 |
| XOM | EXXON MOBIL CORP | 440,067 | $39.73M | 0.2% | $90.27 * | $58.17 | 0.0% | COM | 30231G102 |
| FISV | FISERV INC | 372,636 | $39.6M | 0.2% | $106.28 * | $51.37 | 0.0% | COM | 337738108 |
| NUE | NUCOR CORP | 655,176 | $39.04M | 0.2% | $59.58 * | $45.63 | 0.0% | COM | 670346105 |
| AVY | AVERY DENNISON CORP | 552,313 | $38.78M | 0.2% | $70.22 * | $61.60 | 0.0% | COM | 053611109 |
| TRGP | TARGA RES CORP | 681,813 | $38.23M | 0.2% | $56.07 * | $34.32 | 0.0% | COM | 87612G101 |
| GM | GENERAL MTRS CO | 1,082,349 | $37.72M | 0.2% | $34.85 * | $28.16 | 0.0% | COM | 37045V100 |
| FTV | FORTIVE CORP | 685,932 | $36.79M | 0.2% | $53.63 * | $31.86 | 0.0% | COM | 34959J108 |
| TU | TELUS CORP | 1,144,121 | $36.44M | 0.2% | $31.85 * | $15.94 | 0.0% | COM | 87971M103 |
| — | ENEL AMERICAS S A | 4,395,842 | $36.09M | 0.2% | $8.21 | $8.21 | — | SPONSORED ADR | 29274F104 |
| NVDA | NVIDIA CORP | 333,907 | $35.73M | 0.2% | $107.00 * | $2.06 | 0.0% | COM | 67066G104 |
| LVS | LAS VEGAS SANDS CORP | 664,075 | $35.47M | 0.2% | $53.41 * | $46.83 | 0.0% | COM | 517834107 |
| DIS | DISNEY WALT CO | 338,106 | $35.24M | 0.2% | $104.22 * | $90.71 | 0.0% | COM DISNEY | 254687106 |
| CVS | CVS HEALTH CORP | 443,227 | $34.98M | 0.2% | $78.91 * | $61.05 | 0.0% | COM | 126650100 |
| AMAT | APPLIED MATLS INC | 1,067,442 | $34.45M | 0.2% | $32.27 * | $27.48 | 0.0% | COM | 038222105 |
| T | AT&T INC | 809,615 | $34.44M | 0.2% | $42.54 * | $15.46 | 0.0% | COM | 00206R102 |
| — | NEW ORIENTAL ED & TECH GRP I | 811,192 | $34.15M | 0.2% | $42.10 | $42.10 | — | SPON ADR | 647581107 |
| GILD | GILEAD SCIENCES INC | 463,244 | $33.19M | 0.2% | $71.64 * | $53.19 | 0.0% | COM | 375558103 |
| MGA | MAGNA INTL INC | 764,382 | $33.17M | 0.2% | $43.40 * | $31.97 | 0.0% | COM | 559222401 |
| HDB | HDFC BANK LTD | 543,664 | $32.99M | 0.2% | $60.68 | $60.68 | — | ADR REPS 3 SHS | 40415F101 |
| — | GENERAL ELECTRIC CO | 1,021,761 | $32.29M | 0.2% | $31.60 | $31.60 | — | COM | 369604103 |
| SLB | SCHLUMBERGER LTD | 375,890 | $31.55M | 0.2% | $83.94 * | $63.04 | 0.0% | COM | 806857108 |
| EWA | ISHARES | 1,529,468 | $30.94M | 0.1% | $20.23 | $20.23 | — | MSCI AUST ETF | 464286103 |
| — | ANTHEM INC | 15,550,000 | $30.92M | 0.1% | $1.99 | $1.99 | — | NOTE 2.750%10/1 | 94973VBG1 |
| TSN | TYSON FOODS INC | 490,749 | $30.28M | 0.1% | $61.70 * | $52.01 | 0.0% | CL A | 902494103 |
| INFY | INFOSYS LTD | 2,006,223 | $29.74M | 0.1% | $14.82 | $14.82 | — | SPONSORED ADR | 456788108 |
| TROW | PRICE T ROWE GROUP INC | 388,865 | $29.27M | 0.1% | $75.27 * | $50.63 | 0.0% | COM | 74144T108 |
| — | ANNALY CAP MGMT INC | 2,849,131 | $28.41M | 0.1% | $9.97 | $9.97 | — | COM | 035710409 |
| USB | US BANCORP DEL | 552,597 | $28.39M | 0.1% | $51.37 * | $33.77 | 0.0% | COM NEW | 902973304 |
| — | PRICELINE GRP INC | 17,750,000 | $27.95M | 0.1% | $1.57 | $1.57 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| TXN | TEXAS INSTRS INC | 377,759 | $27.59M | 0.1% | $73.03 * | $55.48 | 0.0% | COM | 882508104 |
| — | XILINX INC | 13,050,000 | $27.56M | 0.1% | $2.11 | $2.11 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | REYNOLDS AMERICAN INC | 470,115 | $26.34M | 0.1% | $56.04 | $56.04 | — | COM | 761713106 |
| VZ | VERIZON COMMUNICATIONS INC | 485,538 | $25.92M | 0.1% | $53.39 * | $30.99 | 0.0% | COM | 92343V104 |
| — | TD AMERITRADE HLDG CORP | 584,406 | $25.48M | 0.1% | $43.60 | $43.60 | — | COM | 87236Y108 |
| SYY | SYSCO CORP | 459,233 | $25.43M | 0.1% | $55.37 * | $40.96 | 0.0% | COM | 871829107 |
| — | JEFFERIES GROUP INC NEW | 25,150,000 | $25.37M | 0.1% | $1.01 | $1.01 | — | DBCV 3.875%11/0 | 472319AG7 |
| ABT | ABBOTT LABS | 653,782 | $25.11M | 0.1% | $38.41 * | $33.65 | 0.0% | COM | 002824100 |
| — | AMERICAN RLTY CAP PPTYS INC | 24,500,000 | $24.56M | 0.1% | $1.00 | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | YAHOO INC | 24,300,000 | $24.04M | 0.1% | $0.99 | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | ARES CAP CORP | 21,800,000 | $22.33M | 0.1% | $1.02 | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| KO | COCA COLA CO | 536,241 | $22.25M | 0.1% | $41.50 * | $31.21 | 0.0% | COM | 191216100 |
| — | CITRIX SYS INC | 19,050,000 | $22.04M | 0.1% | $1.16 | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | SPIRIT RLTY CAP INC NEW | 20,750,000 | $21.84M | 0.1% | $1.05 | $1.05 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| ANZ 4.4 05/19/26 REGS | AUSTRALIA & NEW ZEALA BKG 14 | 21,000,000 | $21.22M | 0.1% | $1.01 | $1.01 | — | DEBT 4.400% 5/1 | Q0426RND6 |
| DG | DOLLAR GEN CORP NEW | 286,000 | $21.18M | 0.1% | $74.07 * | $64.89 | 0.0% | COM | 256677105 |
| — | SANDERSON FARMS INC | 216,252 | $20.38M | 0.1% | $94.24 | $94.24 | — | COM | 800013104 |
| CLX | CLOROX CO DEL | 168,488 | $20.22M | 0.1% | $120.02 * | $90.84 | 0.0% | COM | 189054109 |
| — | CENTURYLINK INC | 843,374 | $20.06M | 0.1% | $23.79 | $23.79 | — | COM | 156700106 |
| — | MACQUARIE INFRASTRUCTURE COR | 20,000,000 | $20.06M | 0.1% | $1.00 | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| TSCO | TRACTOR SUPPLY CO | 263,579 | $19.98M | 0.1% | $75.81 * | $12.32 | 0.0% | COM | 892356106 |
| — | PRICELINE GRP INC | 18,750,000 | $19.77M | 0.1% | $1.05 | $1.05 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECHNOLOGIES INC | 18,750,000 | $19.51M | 0.1% | $1.04 | $1.04 | — | DBCV 2/1 | 00971TAG6 |
| — | MONSANTO CO NEW | 178,351 | $18.77M | 0.1% | $105.25 | $105.25 | — | COM | 61166W101 |
| — | NVIDIA CORP | 3,450,000 | $18.35M | 0.1% | $5.32 | $5.32 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ILLUMINA INC | 19,150,000 | $18.3M | 0.1% | $0.96 | $0.96 | — | NOTE 0.500% 6/1 | 452327AH2 |
| F | FORD MTR CO DEL | 1,497,344 | $18.16M | 0.1% | $12.13 * | $7.47 | 0.0% | COM PAR $0.01 | 345370860 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 122,199 | $17.53M | 0.1% | $143.45 * | $127.68 | 0.0% | COM | 91307C102 |
| — | TEVA PHARMACEUTICAL FIN LLC | 15,650,000 | $17.22M | 0.1% | $1.10 | $1.10 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| VMC | VULCAN MATLS CO | 136,811 | $17.13M | 0.1% | $125.17 * | $111.71 | 0.0% | COM | 929160109 |
| — | WHITEWAVE FOODS CO | 300,000 | $16.68M | 0.1% | $55.60 | $55.60 | — | COM | 966244105 |
| — | MACQUARIE INFRASTRUCTURE COR | 14,050,000 | $16.24M | 0.1% | $1.16 | $1.16 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SALESFORCE COM INC | 13,750,000 | $15.96M | 0.1% | $1.16 | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | SPIRIT RLTY CAP INC NEW | 15,000,000 | $15.65M | 0.1% | $1.04 | $1.04 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| MDLZ | MONDELEZ INTL INC | 350,678 | $15.55M | 0.1% | $44.34 * | $34.73 | 0.0% | CL A | 609207105 |
| — | STAPLES INC | 1,694,530 | $15.34M | 0.1% | $9.05 | $9.05 | — | COM | 855030102 |
| — | NXP SEMICONDUCTORS N V | 13,500,000 | $15.32M | 0.1% | $1.13 | $1.13 | — | DBCV 1.000%12/0 | 62952QAB6 |
| LOGI | LOGITECH INTL S A | 610,376 | $15.25M | 0.1% | $24.98 * | $20.79 | 0.0% | SHS | H50430232 |
| — | MICROCHIP TECHNOLOGY INC | 11,500,000 | $14.94M | 0.1% | $1.30 | $1.30 | — | NOTE 1.625% 2/1 | 595017AD6 |
| RDY | DR REDDYS LABS LTD | 321,492 | $14.55M | 0.1% | $45.27 | $45.27 | — | ADR | 256135203 |
| — | TWITTER INC | 15,750,000 | $14.5M | 0.1% | $0.92 | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | BARRICK GOLD CORP | 903,079 | $14.43M | 0.1% | $15.98 | $15.98 | — | COM | 067901108 |
| — | TESLA MTRS INC | 16,500,000 | $14.24M | 0.1% | $0.86 | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MICRON TECHNOLOGY INC | 14,150,000 | $13.99M | 0.1% | $0.99 | $0.99 | — | NOTE 3.000%11/1 | 595112AY9 |
| MFC | MANULIFE FINL CORP | 783,990 | $13.98M | 0.1% | $17.83 * | $16.29 | 0.0% | COM | 56501R106 |
| AGCO | AGCO CORP | 239,200 | $13.84M | 0.1% | $57.86 * | $43.68 | 0.0% | COM | 001084102 |
| EL | LAUDER ESTEE COS INC | 180,365 | $13.79M | 0.1% | $76.48 * | $72.37 | 0.0% | CL A | 518439104 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 115,521 | $13.61M | 0.1% | $117.83 * | $99.79 | 0.0% | COM | 459506101 |
| BNS | BANK N S HALIFAX | 244,150 | $13.28M | 0.1% | $54.39 * | $34.36 | 0.0% | COM | 064149107 |
| MTD | METTLER TOLEDO INTERNATIONAL | 31,245 | $13.08M | 0.1% | $418.56 | $416.21 | 0.0% | COM | 592688105 |
| DVA | DAVITA INC | 200,000 | $12.84M | 0.1% | $64.19 * | $62.28 | 0.0% | COM | 23918K108 |
| CHD | CHURCH & DWIGHT INC | 289,584 | $12.8M | 0.1% | $44.19 * | $40.50 | 0.0% | COM | 171340102 |
| — | NEWMONT MINING CORP | 12,250,000 | $12.55M | 0.1% | $1.02 | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | OLD REP INTL CORP | 10,000,000 | $12.53M | 0.1% | $1.25 | $1.25 | — | NOTE 3.750% 3/1 | 680223AH7 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 424,374 | $12.21M | 0.1% | $28.77 | $28.77 | — | SPONSORED ADR | 874039100 |
| NVDA | NVIDIA CORP | 112,600 | $12.21M | 0.1% | $108.43 * | $2.06 | 0.0% | Call | 67066G104 |
| — | UNITED TECHNOLOGIES CORP | 111,140 | $12.18M | 0.1% | $109.61 | $109.61 | — | COM | 913017109 |
| VALE | VALE S A | 1,566,000 | $11.93M | 0.1% | $7.62 | $7.62 | — | ADR | 91912E105 |
| NEM | NEWMONT MINING CORP | 340,000 | $11.75M | 0.1% | $34.57 * | $26.88 | 0.0% | Call | 651639106 |
| — | LINKEDIN CORP | 11,750,000 | $11.74M | 0.1% | $1.00 | $1.00 | — | NOTE 0.500%11/0 | 53578AAB4 |
| CM | CDN IMPERIAL BK COMM TORONTO | 140,362 | $11.44M | 0.1% | $81.49 * | $25.42 | 0.0% | COM | 136069101 |
| — | RTI INTL METALS INC | 11,000,000 | $11.41M | 0.1% | $1.04 | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| HOG | HARLEY DAVIDSON INC | 193,000 | $11.26M | 0.1% | $58.34 * | $57.04 | 0.0% | COM | 412822108 |
| EMR | EMERSON ELEC CO | 201,823 | $11.26M | 0.1% | $55.77 * | $42.86 | 0.0% | COM | 291011104 |
| — | PROSPECT CAPITAL CORPORATION | 10,800,000 | $11M | 0.1% | $1.02 | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 100,000 | $10.54M | 0.1% | $105.44 | $105.44 | — | SPONSORED ADR | 03524A108 |
| — | CELGENE CORP | 90,514 | $10.48M | 0.1% | $115.79 | $115.79 | — | COM | 151020104 |
| — | HOLLYFRONTIER CORP | 313,198 | $10.27M | 0.0% | $32.78 | $32.78 | — | COM | 436106108 |
| MU | MICRON TECHNOLOGY INC | 468,140 | $10.26M | 0.0% | $21.92 * | $18.33 | 0.0% | COM | 595112103 |
| PAYX | PAYCHEX INC | 167,816 | $10.22M | 0.0% | $60.88 * | $43.92 | 0.0% | COM | 704326107 |
| COR | AMERISOURCEBERGEN CORP | 130,530 | $10.21M | 0.0% | $78.19 * | $58.75 | 0.0% | COM | 03073E105 |
| FIS | FIDELITY NATL INFORMATION SV | 134,251 | $10.15M | 0.0% | $75.64 * | $64.97 | 0.0% | COM | 31620M106 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 132,280 | $10.08M | 0.0% | $76.22 | $76.22 | — | SPON ADR UNITS | 344419106 |
| CSX | CSX CORP | 279,956 | $10.06M | 0.0% | $35.93 * | $9.89 | 0.0% | COM | 126408103 |
| ITW | ILLINOIS TOOL WKS INC | 81,170 | $9.94M | 0.0% | $122.46 * | $97.16 | 0.0% | COM | 452308109 |
| CPB | CAMPBELL SOUP CO | 163,989 | $9.918M | 0.0% | $60.48 * | $41.70 | 0.0% | COM | 134429109 |
| NAVI | NAVIENT CORP | 602,480 | $9.895M | 0.0% | $16.42 * | $15.55 | 0.0% | COM | 63938C108 |
| — | NIELSEN HLDGS PLC | 233,000 | $9.775M | 0.0% | $41.95 | $41.95 | — | SHS EUR | G6518L108 |
| URI | UNITED RENTALS INC | 92,400 | $9.756M | 0.0% | $105.58 * | $88.13 | 0.0% | COM | 911363109 |
| AFL | AFLAC INC | 138,868 | $9.665M | 0.0% | $69.60 * | $28.46 | 0.0% | COM | 001055102 |
| BMO | BANK MONTREAL QUE | 132,941 | $9.551M | 0.0% | $71.84 * | $46.20 | 0.0% | COM | 063671101 |
| — | WELLS FARGO & CO NEW | 8,000 | $9.52M | 0.0% | $1190.00 | $1190.00 | — | PERP PFD CNV A | 949746804 |
| SLF | SUN LIFE FINL INC | 242,247 | $9.285M | 0.0% | $38.33 * | $36.23 | 0.0% | COM | 866796105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 55,750 | $9.257M | 0.0% | $166.04 * | $103.05 | 0.0% | COM | 459200101 |
| ABEV | AMBEV SA | 1,877,089 | $9.218M | 0.0% | $4.91 | $4.91 | — | SPONSORED ADR | 02319V103 |
| RCI | ROGERS COMMUNICATIONS INC | 238,997 | $9.204M | 0.0% | $38.51 * | $39.48 | 0.0% | CL B | 775109200 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 906,000 | $9.159M | 0.0% | $10.11 | $10.11 | — | SP ADR NON VTG | 71654V101 |
| BBY | BEST BUY INC | 212,997 | $9.091M | 0.0% | $42.68 * | $30.77 | 0.0% | COM | 086516101 |
| GAP | GAP INC DEL | 404,013 | $9.066M | 0.0% | $22.44 * | $18.66 | 0.0% | COM | 364760108 |
| — | NOVELLUS SYS INC | 2,900,000 | $8.981M | 0.0% | $3.10 | $3.10 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | TESLA MTRS INC | 9,500,000 | $8.742M | 0.0% | $0.92 | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| MCK | MCKESSON CORP | 62,018 | $8.714M | 0.0% | $140.51 * | $136.84 | 0.0% | COM | 58155Q103 |
| — | PROSPECT CAPITAL CORPORATION | 8,500,000 | $8.713M | 0.0% | $1.03 | $1.03 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| ETR | ENTERGY CORP NEW | 118,444 | $8.702M | 0.0% | $73.47 * | $25.25 | 0.0% | COM | 29364G103 |
| — | WEATHERFORD INTL LTD | 8,000,000 | $8.661M | 0.0% | $1.08 | $1.08 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | BROADCOM LTD | 48,000 | $8.485M | 0.0% | $176.77 | $176.77 | — | SHS | Y09827109 |
| SFM | SPROUTS FMRS MKT INC | 442,787 | $8.385M | 0.0% | $18.94 * | $21.01 | 0.0% | COM | 85208M102 |
| ENIC | ENEL CHILE S A | 1,798,256 | $8.182M | 0.0% | $4.55 | $4.55 | — | SPONSORED ADR | 29278D105 |
| COST | COSTCO WHSL CORP NEW | 50,000 | $8.006M | 0.0% | $160.12 * | $129.79 | 0.0% | COM | 22160K105 |
| CNI | CANADIAN NATL RY CO | 120,950 | $7.982M | 0.0% | $65.99 * | $55.82 | 0.0% | COM | 136375102 |
| MIDD | MIDDLEBY CORP | 61,147 | $7.876M | 0.0% | $128.80 * | $125.87 | 0.0% | COM | 596278101 |
| — | MOBILE TELESYSTEMS PJSC | 862,440 | $7.857M | 0.0% | $9.11 | $9.11 | — | SPONSORED ADR | 607409109 |
| CALM | CAL MAINE FOODS INC | 177,331 | $7.827M | 0.0% | $44.14 * | $30.30 | 0.0% | COM NEW | 128030202 |
| — | LIBERTY INTERACTIVE LLC | 7,250,000 | $7.799M | 0.0% | $1.08 | $1.08 | — | DEB 1.750% 9/3 | 530610AD6 |
| WIT | WIPRO LTD | 794,773 | $7.693M | 0.0% | $9.68 | $9.68 | — | SPON ADR 1 SH | 97651M109 |
| — | THOMSON REUTERS CORP | 174,398 | $7.635M | 0.0% | $43.78 | $43.78 | — | COM | 884903105 |
| — | SILVER WHEATON CORP | 404,203 | $7.575M | 0.0% | $18.74 | $18.74 | — | COM | 828336107 |
| CMS | CMS ENERGY CORP | 182,000 | $7.575M | 0.0% | $41.62 * | $31.22 | 0.0% | COM | 125896100 |
| SYK | STRYKER CORP | 62,927 | $7.539M | 0.0% | $119.81 * | $103.92 | 0.0% | COM | 863667101 |
| MDU | MDU RES GROUP INC | 259,166 | $7.456M | 0.0% | $28.77 * | $7.89 | 0.0% | COM | 552690109 |
| — | SVB FINL GROUP | 42,500 | $7.296M | 0.0% | $171.67 | $171.67 | — | COM | 78486Q101 |
| AES | AES CORP | 625,228 | $7.266M | 0.0% | $11.62 * | $8.38 | 0.0% | COM | 00130H105 |
| — | ARES CAP CORP | 7,000,000 | $7.258M | 0.0% | $1.04 | $1.04 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | CTRIP COM INTL LTD | 6,250,000 | $7.227M | 0.0% | $1.16 | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | FIAT CHRYSLER AUTOMOBILES N | 848,688 | $7.197M | 0.0% | $8.48 | $8.48 | — | SHS | N31738102 |
| APD | AIR PRODS & CHEMS INC | 49,570 | $7.129M | 0.0% | $143.82 * | $111.62 | 0.0% | COM | 009158106 |
| OGS | ONE GAS INC | 111,397 | $7.124M | 0.0% | $63.95 * | $60.73 | 0.0% | COM | 68235P108 |
| — | MOBILEYE N V AMSTELVEEN | 186,635 | $7.116M | 0.0% | $38.13 | $38.13 | — | ORD SHS | N51488117 |
| — | TARENA INTL INC | 469,757 | $7.041M | 0.0% | $14.99 | $14.99 | — | ADR | 876108101 |
| — | WRIGHT MED GROUP N V | 302,149 | $6.943M | 0.0% | $22.98 | $22.98 | — | ORD SHS 0.03 PAR | N96617118 |
| SRE | SEMPRA ENERGY | 66,850 | $6.728M | 0.0% | $100.64 * | $38.00 | 0.0% | COM | 816851109 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 79,300 | $6.698M | 0.0% | $84.46 * | $82.03 | 0.0% | ORD | M22465104 |
| MAR | MARRIOTT INTL INC NEW | 80,789 | $6.679M | 0.0% | $82.67 * | $69.39 | 0.0% | CL A | 571903202 |
| GIS | GENERAL MLS INC | 107,686 | $6.651M | 0.0% | $61.76 * | $44.87 | 0.0% | COM | 370334104 |
| — | HERBALIFE LTD | 7,250,000 | $6.644M | 0.0% | $0.92 | $0.92 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | NUANCE COMMUNICATIONS INC | 7,250,000 | $6.563M | 0.0% | $0.91 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| QCOM | QUALCOMM INC | 99,699 | $6.506M | 0.0% | $65.26 * | $52.25 | 0.0% | COM | 747525103 |
| ATHM | AUTOHOME INC | 250,573 | $6.334M | 0.0% | $25.28 | $25.28 | — | SP ADR RP CL A | 05278C107 |
| ATR | APTARGROUP INC | 86,220 | $6.332M | 0.0% | $73.44 * | $65.87 | 0.0% | COM | 038336103 |
| RL | RALPH LAUREN CORP | 70,000 | $6.322M | 0.0% | $90.31 * | $84.51 | 0.0% | CL A | 751212101 |
| — | BUNGE LIMITED | 87,039 | $6.287M | 0.0% | $72.23 | $72.23 | — | COM | G16962105 |
| NXPI | NXP SEMICONDUCTORS N V | 64,000 | $6.273M | 0.0% | $98.02 * | $88.31 | 0.0% | COM | N6596X109 |
| PBA | PEMBINA PIPELINE CORP | 200,000 | $6.259M | 0.0% | $31.30 * | $18.66 | 0.0% | COM | 706327103 |
| — | SK TELECOM LTD | 297,501 | $6.217M | 0.0% | $20.90 | $20.90 | — | SPONSORED ADR | 78440P108 |
| — | TUPPERWARE BRANDS CORP | 117,461 | $6.181M | 0.0% | $52.62 | $52.62 | — | COM | 899896104 |
| TSLA | TESLA MTRS INC | 28,814 | $6.176M | 0.0% | $214.34 * | $13.14 | 0.0% | COM | 88160R101 |
| — | PROSPECT CAPITAL CORPORATION | 6,000,000 | $6.144M | 0.0% | $1.02 | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 167,200 | $6.061M | 0.0% | $36.25 | $36.25 | — | ADR | 881624209 |
| BSX | BOSTON SCIENTIFIC CORP | 275,124 | $5.951M | 0.0% | $21.63 | $21.82 | 0.0% | COM | 101137107 |
| — | PROSPECT CAPITAL CORPORATION | 6,000,000 | $5.857M | 0.0% | $0.98 | $0.98 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| EEM | ISHARES TR | 166,530 | $5.83M | 0.0% | $35.01 | $35.01 | — | MSCI EMG MKT ETF | 464287234 |
| CNO | CNO FINL GROUP INC | 300,000 | $5.745M | 0.0% | $19.15 * | $14.06 | 0.0% | COM | 12621E103 |
| — | STARWOOD PPTY TR INC | 5,500,000 | $5.622M | 0.0% | $1.02 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SERVICENOW INC | 4,750,000 | $5.59M | 0.0% | $1.18 | $1.18 | — | NOTE 11/0 | 81762PAB8 |
| — | JAZZ INVESTMENTS I LTD | 5,750,000 | $5.542M | 0.0% | $0.96 | $0.96 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | DYCOM INDS INC | 5,000,000 | $5.486M | 0.0% | $1.10 | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | WRIGHT MED GROUP INC | 5,250,000 | $5.481M | 0.0% | $1.04 | $1.04 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| ITUB | ITAU UNIBANCO HLDG SA | 531,419 | $5.465M | 0.0% | $10.28 | $10.28 | — | SPON ADR REP PFD | 465562106 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,000,000 | $5.357M | 0.0% | $1.07 | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| HCA | HCA HOLDINGS INC | 72,353 | $5.354M | 0.0% | $74.00 * | $69.62 | 0.0% | COM | 40412C101 |
| A | AGILENT TECHNOLOGIES INC | 117,401 | $5.349M | 0.0% | $45.56 * | $42.31 | 0.0% | COM | 00846U101 |
| CAT | CATERPILLAR INC DEL | 57,518 | $5.334M | 0.0% | $92.74 * | $73.74 | 0.0% | COM | 149123101 |
| — | SHAW COMMUNICATIONS INC | 265,999 | $5.328M | 0.0% | $20.03 | $20.03 | — | CL B CONV | 82028K200 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 81,600 | $5.326M | 0.0% | $65.27 * | $46.61 | 0.0% | SHS | G0692U109 |
| VFC | V F CORP | 99,664 | $5.316M | 0.0% | $53.34 * | $51.86 | 0.0% | COM | 918204108 |
| — | TATA MTRS LTD | 154,422 | $5.31M | 0.0% | $34.39 | $34.39 | — | SPONSORED ADR | 876568502 |
| ALLE | ALLEGION PUB LTD CO | 82,568 | $5.284M | 0.0% | $64.00 * | $59.48 | 0.0% | ORD SHS | G0176J109 |
| FSLR | FIRST SOLAR INC | 163,233 | $5.274M | 0.0% | $32.31 * | $35.10 | 0.0% | COM | 336433107 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 508,324 | $5.143M | 0.0% | $10.12 | $10.12 | — | SPONSORED ADR | 71654V408 |
| — | ON SEMICONDUCTOR CORP | 5,000,000 | $5.132M | 0.0% | $1.03 | $1.03 | — | NOTE 1.000%12/0 | 682189AK1 |
| PAAS | PAN AMERICAN SILVER CORP | 348,828 | $5.095M | 0.0% | $14.61 * | $16.12 | 0.0% | COM | 697900108 |
| FCX | FREEPORT-MCMORAN INC | 377,800 | $4.983M | 0.0% | $13.19 * | $11.60 | 0.0% | CL B | 35671D857 |
| BAC | BANK AMER CORP | 225,992 | $4.976M | 0.0% | $22.02 * | $15.68 | 0.0% | COM | 060505104 |
| WB | WEIBO CORP | 121,620 | $4.936M | 0.0% | $40.59 | $40.59 | — | SPONSORED ADR | 948596101 |
| MAS | MASCO CORP | 155,689 | $4.924M | 0.0% | $31.63 * | $27.95 | 0.0% | COM | 574599106 |
| — | FORTUNA SILVER MINES INC | 896,000 | $4.905M | 0.0% | $5.47 | $5.47 | — | COM | 349915108 |
| AEM | AGNICO EAGLE MINES LTD | 115,157 | $4.85M | 0.0% | $42.12 * | $37.15 | 0.0% | COM | 008474108 |
| — | TOTAL S A | 95,000 | $4.842M | 0.0% | $50.97 | $50.97 | — | SPONSORED ADR | 89151E109 |
| LMT | LOCKHEED MARTIN CORP | 19,174 | $4.793M | 0.0% | $249.97 * | $195.92 | 0.0% | COM | 539830109 |
| IVV | ISHARES TR | 21,185 | $4.766M | 0.0% | $224.97 | $224.97 | — | CORE S&P500 ETF | 464287200 |
| HAS | HASBRO INC | 60,657 | $4.719M | 0.0% | $77.80 * | $60.50 | 0.0% | COM | 418056107 |
| LIVN | LIVANOVA PLC | 102,300 | $4.712M | 0.0% | $46.06 * | $49.13 | 0.0% | SHS | G5509L101 |
| DUK | DUKE ENERGY CORP NEW | 59,950 | $4.653M | 0.0% | $77.61 * | $52.67 | 0.0% | COM NEW | 26441C204 |
| — | YY INC | 117,929 | $4.648M | 0.0% | $39.41 | $39.41 | — | ADS REPCOM CLA | 98426T106 |
| WEC | WEC ENERGY GROUP INC | 77,804 | $4.563M | 0.0% | $58.65 * | $42.76 | 0.0% | COM | 92939U106 |
| — | CHANGYOU COM LTD | 212,448 | $4.508M | 0.0% | $21.22 | $21.22 | — | ADS REP CL A | 15911M107 |
| — | STARWOOD PPTY TR INC | 4,000,000 | $4.368M | 0.0% | $1.09 | $1.09 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| FICO | FAIR ISAAC CORP | 36,628 | $4.366M | 0.0% | $119.20 | $118.78 | 0.0% | COM | 303250104 |
| — | BLACKROCK CAPITAL INVESTMENT | 4,250,000 | $4.359M | 0.0% | $1.03 | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| INDA | ISHARES TR | 155,185 | $4.33M | 0.0% | $27.90 | $27.90 | — | MSCI INDIA ETF | 46429B598 |
| STANLN V7.5 PERP REGS | STANDARD CHARTERED PLC | 4,300,000 | $4.308M | 0.0% | $1.00 | $1.00 | — | DEBT 7.500%12/3 | G84228CQ9 |
| — | AGRIUM INC | 42,653 | $4.29M | 0.0% | $100.58 | $100.58 | — | COM | 008916108 |
| AG | FIRST MAJESTIC SILVER CORP | 570,700 | $4.224M | 0.0% | $7.40 * | $8.23 | 0.0% | COM | 32076V103 |
| GS | GOLDMAN SACHS GROUP INC | 17,400 | $4.165M | 0.0% | $239.37 * | $167.76 | 0.0% | Call | 38141G104 |
| ADM | ARCHER DANIELS MIDLAND CO | 90,948 | $4.149M | 0.0% | $45.62 * | $33.77 | 0.0% | COM | 039483102 |
| EBAY | EBAY INC | 139,220 | $4.148M | 0.0% | $29.79 * | $26.28 | 0.0% | COM | 278642103 |
| MYGN | MYRIAD GENETICS INC | 247,617 | $4.127M | 0.0% | $16.67 * | $18.09 | 0.0% | COM | 62855J104 |
| — | LEVEL 3 COMMUNICATIONS INC | 73,000 | $4.114M | 0.0% | $56.36 | $56.36 | — | COM NEW | 52729N308 |
| — | AVON PRODS INC | 815,000 | $4.107M | 0.0% | $5.04 | $5.04 | — | COM | 054303102 |
| ETN | EATON CORP PLC | 60,440 | $4.056M | 0.0% | $67.11 * | $54.15 | 0.0% | SHS | G29183103 |
| — | ALLIED WRLD ASSUR COM HLDG A | 75,000 | $4.028M | 0.0% | $53.71 | $53.71 | — | SHS | H01531104 |
| — | ST JUDE MED INC | 50,000 | $4.01M | 0.0% | $80.20 | $80.20 | — | COM | 790849103 |
| DLB | DOLBY LABORATORIES INC | 87,402 | $3.949M | 0.0% | $45.18 * | $42.59 | 0.0% | COM | 25659T107 |
| — | TOLL BROS FIN CORP | 4,000,000 | $3.944M | 0.0% | $0.99 | $0.99 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| GPN | GLOBAL PMTS INC | 56,563 | $3.927M | 0.0% | $69.43 | $68.34 | 0.0% | COM | 37940X102 |
| XYL | XYLEM INC | 78,460 | $3.885M | 0.0% | $49.52 * | $45.42 | 0.0% | COM | 98419M100 |
| — | LUXOFT HLDG INC | 69,000 | $3.877M | 0.0% | $56.19 | $56.19 | — | ORD SHS CL A | G57279104 |
| ILMN | ILLUMINA INC | 30,000 | $3.862M | 0.0% | $128.73 | — | — | Call | 452327109 |
| IBN | ICICI BK LTD | 514,227 | $3.852M | 0.0% | $7.49 | $7.49 | — | ADR | 45104G104 |
| — | TRANSCANADA CORP | 84,888 | $3.831M | 0.0% | $45.13 | $45.13 | — | COM | 89353D107 |
| MLCO | MELCO CROWN ENTMT LTD | 240,000 | $3.817M | 0.0% | $15.90 | $15.90 | — | ADR | 585464100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 26,000 | $3.812M | 0.0% | $146.62 * | $153.96 | 0.0% | Call | 084670702 |
| XRAY | DENTSPLY SIRONA INC | 66,000 | $3.81M | 0.0% | $57.73 * | $59.08 | 0.0% | COM | 24906P109 |
| — | LAM RESEARCH CORP | 36,000 | $3.806M | 0.0% | $105.72 | $105.72 | — | COM | 512807108 |
| BAP | CREDICORP LTD | 24,000 | $3.788M | 0.0% | $157.83 * | $120.13 | 0.0% | COM | G2519Y108 |
| — | YAMANA GOLD INC | 1,346,398 | $3.781M | 0.0% | $2.81 | $2.81 | — | COM | 98462Y100 |
| TMUS | T MOBILE US INC | 64,610 | $3.716M | 0.0% | $57.51 * | $50.55 | 0.0% | COM | 872590104 |
| HRL | HORMEL FOODS CORP | 105,718 | $3.68M | 0.0% | $34.81 * | $28.71 | 0.0% | COM | 440452100 |
| — | CIMPRESS N V | 39,389 | $3.608M | 0.0% | $91.60 | $91.60 | — | SHS EURO | N20146101 |
| — | HARRIS CORP DEL | 34,949 | $3.581M | 0.0% | $102.46 | $102.46 | — | COM | 413875105 |
| — | FIREEYE INC | 4,000,000 | $3.562M | 0.0% | $0.89 | $0.89 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| CACC | CREDIT ACCEP CORP MICH | 16,231 | $3.53M | 0.0% | $217.49 * | $193.85 | 0.0% | COM | 225310101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 34,214 | $3.518M | 0.0% | $102.82 * | $76.76 | 0.0% | COM | 053015103 |
| — | WHOLE FOODS MKT INC | 114,204 | $3.513M | 0.0% | $30.76 | $30.76 | — | COM | 966837106 |
| TAC | TRANSALTA CORP | 627,681 | $3.467M | 0.0% | $5.52 * | $4.78 | 0.0% | COM | 89346D107 |
| — | CITRIX SYS INC | 38,108 | $3.403M | 0.0% | $89.30 | $89.30 | — | COM | 177376100 |
| SHW | SHERWIN WILLIAMS CO | 12,647 | $3.402M | 0.0% | $269.00 * | $81.37 | 0.0% | COM | 824348106 |
| HSIC | SCHEIN HENRY INC | 22,313 | $3.385M | 0.0% | $151.71 * | $60.36 | 0.0% | COM | 806407102 |
| AAP | ADVANCE AUTO PARTS INC | 20,000 | $3.382M | 0.0% | $169.10 * | $137.83 | 0.0% | COM | 00751Y106 |
| BALL | BALL CORP | 44,704 | $3.355M | 0.0% | $75.05 * | $35.04 | 0.0% | COM | 058498106 |
| NRP | NATURAL RESOURCE PARTNERS L | 103,800 | $3.352M | 0.0% | $32.29 | $32.29 | — | COM UNIT LTD PAR | 63900P608 |
| CHT | CHUNGHWA TELECOM CO LTD | 105,000 | $3.313M | 0.0% | $31.55 | $31.55 | — | SPON ADR NEW11 | 17133Q502 |
| WU | WESTERN UN CO | 152,300 | $3.31M | 0.0% | $21.73 | $21.73 | — | COM | 959802109 |
| FDX | FEDEX CORP | 17,754 | $3.306M | 0.0% | $186.21 * | $158.34 | 0.0% | COM | 31428X106 |
| — | LINEAR TECHNOLOGY CORP | 52,691 | $3.286M | 0.0% | $62.36 | $62.36 | — | COM | 535678106 |
| AOS | SMITH A O | 68,872 | $3.261M | 0.0% | $47.35 * | $41.33 | 0.0% | COM | 831865209 |
| — | TRINITY INDS INC | 2,500,000 | $3.208M | 0.0% | $1.28 | $1.28 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | EURONET WORLDWIDE INC | 2,750,000 | $3.195M | 0.0% | $1.16 | $1.16 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | NEVSUN RES LTD | 1,025,166 | $3.168M | 0.0% | $3.09 | $3.09 | — | COM | 64156L101 |
| — | KELLOGG CO | 42,950 | $3.165M | 0.0% | $73.69 * | $50.04 | 0.0% | COM | 487836108 |
| ITW | ILLINOIS TOOL WKS INC | 25,800 | $3.161M | 0.0% | $122.52 * | $97.16 | 0.0% | Call | 452308109 |
| MKC/V | MCCORMICK & CO INC | 33,860 | $3.16M | 0.0% | $93.33 * | $39.21 | 0.0% | COM VTG | 579780107 |
| HCI | HCI GROUP INC | 79,871 | $3.146M | 0.0% | $39.39 * | $31.93 | 0.0% | COM | 40416E103 |
| ADBE | ADOBE SYS INC | 30,305 | $3.12M | 0.0% | $102.95 * | $105.86 | 0.0% | COM | 00724F101 |
| COP | CONOCOPHILLIPS | 61,830 | $3.102M | 0.0% | $50.17 * | $34.77 | 0.0% | COM | 20825C104 |
| LEG | LEGGETT & PLATT INC | 63,148 | $3.093M | 0.0% | $48.98 * | $47.56 | 0.0% | COM | 524660107 |
| — | HOLOGIC INC | 2,500,000 | $3.072M | 0.0% | $1.23 | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | HOLOGIC INC | 2,250,000 | $3.063M | 0.0% | $1.36 | $1.36 | — | DEBT 2.000% 3/0 | 436440AC5 |
| ES | EVERSOURCE ENERGY | 55,446 | $3.062M | 0.0% | $55.22 * | $38.94 | 0.0% | COM | 30040W108 |
| — | VIPSHOP HLDGS LTD | 3,000,000 | $2.982M | 0.0% | $0.99 | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| TMUS | T MOBILE US INC | 51,000 | $2.936M | 0.0% | $57.57 * | $50.55 | 0.0% | Call | 872590104 |
| — | ENSCO PLC | 300,000 | $2.916M | 0.0% | $9.72 | $9.72 | — | SHS CLASS A | G3157S106 |
| AIG | AMERICAN INTL GROUP INC | 44,613 | $2.913M | 0.0% | $65.29 * | $49.81 | 0.0% | COM NEW | 026874784 |
| BWA | BORGWARNER INC | 73,200 | $2.887M | 0.0% | $39.44 * | $28.02 | 0.0% | COM | 099724106 |
| — | PALO ALTO NETWORKS INC | 2,250,000 | $2.872M | 0.0% | $1.28 | $1.28 | — | NOTE 7/0 | 697435AB1 |
| PCG | PG&E CORP | 47,255 | $2.871M | 0.0% | $60.76 * | $57.42 | 0.0% | COM | 69331C108 |
| AXP | AMERICAN EXPRESS CO | 38,680 | $2.866M | 0.0% | $74.10 * | $60.98 | 0.0% | COM | 025816109 |
| CNQ | CANADIAN NAT RES LTD | 89,035 | $2.842M | 0.0% | $31.92 * | $10.54 | 0.0% | COM | 136385101 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,500,000 | $2.82M | 0.0% | $1.13 | $1.13 | — | NOTE 0.750%10/1 | 09061GAE1 |
| SWEDA V5.5 PERP | SWEDBANK AB | 2,800,000 | $2.791M | 0.0% | $1.00 | $1.00 | — | MTNF 5.500%12/3 | W9423X4R0 |
| ADBE | ADOBE SYS INC | 26,800 | $2.773M | 0.0% | $103.47 * | $105.86 | 0.0% | Call | 00724F101 |
| — | GOLDCORP INC NEW | 203,092 | $2.762M | 0.0% | $13.60 | $13.60 | — | COM | 380956409 |
| WRLD | WORLD ACCEP CORP DEL | 42,796 | $2.75M | 0.0% | $64.26 * | $56.03 | 0.0% | COM | 981419104 |
| PVH | PVH CORP | 30,000 | $2.707M | 0.0% | $90.23 * | $103.84 | 0.0% | COM | 693656100 |
| — | SEACOR HOLDINGS INC | 37,832 | $2.697M | 0.0% | $71.29 | $71.29 | — | COM | 811904101 |
| V | VISA INC | 34,300 | $2.68M | 0.0% | $78.13 * | $75.44 | 0.0% | Call | 92826C839 |
| — | FLIR SYS INC | 73,988 | $2.678M | 0.0% | $36.20 | $36.20 | — | COM | 302445101 |
| — | MAG SILVER CORP | 250,000 | $2.665M | 0.0% | $10.66 | $10.66 | — | COM | 55903Q104 |
| — | TAHOE RES INC | 288,520 | $2.633M | 0.0% | $9.13 | $9.13 | — | COM | 873868103 |
| PNR | PENTAIR PLC | 46,950 | $2.632M | 0.0% | $56.06 * | $33.79 | 0.0% | SHS | G7S00T104 |
| AMD | ADVANCED MICRO DEVICES INC | 231,900 | $2.629M | 0.0% | $11.34 * | $8.39 | 0.0% | COM | 007903107 |
| HL | HECLA MNG CO | 500,000 | $2.62M | 0.0% | $5.24 * | $5.62 | 0.0% | COM | 422704106 |
| THO | THOR INDS INC | 26,196 | $2.62M | 0.0% | $100.02 * | $75.21 | 0.0% | COM | 885160101 |
| — | SILVER STD RES INC | 300,000 | $2.599M | 0.0% | $8.66 | $8.66 | — | COM | 82823L106 |
| — | PDL BIOPHARMA INC | 1,218,018 | $2.582M | 0.0% | $2.12 | $2.12 | — | COM | 69329Y104 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 20,904 | $2.556M | 0.0% | $122.27 * | $109.67 | 0.0% | SHS | G96629103 |
| WM | WASTE MGMT INC DEL | 36,000 | $2.553M | 0.0% | $70.92 * | $56.80 | 0.0% | Call | 94106L109 |
| CB | CHUBB LIMITED | 19,184 | $2.535M | 0.0% | $132.14 * | $108.37 | 0.0% | COM | H1467J104 |
| — | GREENBRIER COS INC | 2,000,000 | $2.523M | 0.0% | $1.26 | $1.26 | — | NOTE 3.500% 4/0 | 393657AH4 |
| WMB | WILLIAMS COS INC DEL | 80,500 | $2.507M | 0.0% | $31.14 | — | — | Call | 969457100 |
| LOW | LOWES COS INC | 35,160 | $2.5M | 0.0% | $71.10 * | $59.80 | 0.0% | COM | 548661107 |
| — | MYLAN N V | 65,433 | $2.495M | 0.0% | $38.13 | $38.13 | — | SHS EURO | N59465109 |
| JRVR | JAMES RIV GROUP LTD | 60,000 | $2.493M | 0.0% | $41.55 * | $38.79 | 0.0% | COM | G5005R107 |
| — | SENSATA TECHNOLOGIES HLDG NV | 63,600 | $2.477M | 0.0% | $38.95 | $38.95 | — | SHS | N7902X106 |
| — | TELEFONICA BRASIL SA | 183,858 | $2.46M | 0.0% | $13.38 | $13.38 | — | SPONSORED ADR | 87936R106 |
| UAA | UNDER ARMOUR INC | 84,200 | $2.446M | 0.0% | $29.05 * | $32.82 | 0.0% | CL A | 904311107 |
| PNW | PINNACLE WEST CAP CORP | 31,234 | $2.438M | 0.0% | $78.06 * | $52.24 | 0.0% | COM | 723484101 |
| MNST | MONSTER BEVERAGE CORP NEW | 55,000 | $2.438M | 0.0% | $44.33 * | $22.90 | 0.0% | COM | 61174X109 |
| — | XEROX CORP | 279,103 | $2.436M | 0.0% | $8.73 | $8.73 | — | COM | 984121103 |
| AME | AMETEK INC NEW | 49,507 | $2.405M | 0.0% | $48.58 * | $44.57 | 0.0% | COM | 031100100 |
| HOG | HARLEY DAVIDSON INC | 41,300 | $2.405M | 0.0% | $58.23 * | $57.04 | 0.0% | Call | 412822108 |
| EXK | ENDEAVOUR SILVER CORP | 700,000 | $2.398M | 0.0% | $3.43 * | $4.03 | 0.0% | COM | 29258Y103 |
| SNA | SNAP ON INC | 13,837 | $2.371M | 0.0% | $171.35 * | $129.99 | 0.0% | COM | 833034101 |
| — | GREAT PLAINS ENERGY INC | 85,004 | $2.324M | 0.0% | $27.34 | $27.34 | — | COM | 391164100 |
| — | NORBORD INC | 92,189 | $2.321M | 0.0% | $25.18 | $25.18 | — | COM NEW | 65548P403 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 50,429 | $2.296M | 0.0% | $45.53 * | $26.02 | 0.0% | COM | 808541106 |
| — | MICHAEL KORS HLDGS LTD | 53,240 | $2.288M | 0.0% | $42.98 | $42.98 | — | SHS | G60754101 |
| EA | ELECTRONIC ARTS INC | 28,986 | $2.284M | 0.0% | $78.80 | $78.20 | 0.0% | COM | 285512109 |
| VRSN | VERISIGN INC | 30,000 | $2.282M | 0.0% | $76.07 * | $78.37 | 0.0% | COM | 92343E102 |
| CDE | COEUR MNG INC | 246,752 | $2.242M | 0.0% | $9.09 * | $10.28 | 0.0% | COM NEW | 192108504 |
| — | CELESTICA INC | 187,537 | $2.215M | 0.0% | $11.81 | $11.81 | — | SUB VTG SHS | 15101Q108 |
| — | DU PONT E I DE NEMOURS & CO | 30,118 | $2.21M | 0.0% | $73.38 | $73.38 | — | COM | 263534109 |
| JCI | JOHNSON CTLS INTL PLC | 52,749 | $2.173M | 0.0% | $41.20 * | $34.30 | 0.0% | SHS | G51502105 |
| MOH | MOLINA HEALTHCARE INC | 40,000 | $2.17M | 0.0% | $54.25 | $54.70 | 0.0% | COM | 60855R100 |
| ALL | ALLSTATE CORP | 29,121 | $2.159M | 0.0% | $74.14 * | $57.46 | 0.0% | COM | 020002101 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 240,000 | $2.083M | 0.0% | $8.68 | $8.68 | — | SPONSORED ADR | 20441A102 |
| — | CTRIP COM INTL LTD | 2,000,000 | $2.082M | 0.0% | $1.04 | $1.04 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | STANDARD PAC CORP NEW | 2,000,000 | $2.057M | 0.0% | $1.03 | $1.03 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| CF | CF INDS HLDGS INC | 64,800 | $2.04M | 0.0% | $31.48 * | $21.09 | 0.0% | COM | 125269100 |
| CNH | CNH INDL N V | 260,000 | $2.034M | 0.0% | $7.82 * | $5.97 | 0.0% | SHS | N20944109 |
| PPG | PPG INDS INC | 21,343 | $2.022M | 0.0% | $94.74 * | $80.65 | 0.0% | COM | 693506107 |
| — | AMTRUST FINL SVCS INC | 73,595 | $2.015M | 0.0% | $27.38 | $27.38 | — | COM | 032359309 |
| NSC | NORFOLK SOUTHERN CORP | 18,580 | $2.008M | 0.0% | $108.07 * | $83.99 | 0.0% | COM | 655844108 |
| — | POTASH CORP SASK INC | 111,676 | $2.006M | 0.0% | $17.96 | $17.96 | — | COM | 73755L107 |
| — | INTERCEPT PHARMACEUTICALS IN | 2,250,000 | $2.006M | 0.0% | $0.89 | $0.89 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| META | FACEBOOK INC | 16,600 | $1.919M | 0.0% | $115.60 * | $121.96 | 0.0% | Call | 30303M102 |
| TGT | TARGET CORP | 26,487 | $1.914M | 0.0% | $72.26 * | $55.35 | 0.0% | COM | 87612E106 |
| AMD | ADVANCED MICRO DEVICES INC | 165,000 | $1.892M | 0.0% | $11.47 * | $8.39 | 0.0% | Call | 007903107 |
| HAIN | HAIN CELESTIAL GROUP INC | 48,457 | $1.89M | 0.0% | $39.00 * | $37.46 | 0.0% | COM | 405217100 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,000,000 | $1.888M | 0.0% | $0.94 | $0.94 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| DVN | DEVON ENERGY CORP NEW | 40,023 | $1.828M | 0.0% | $45.67 * | $31.13 | 0.0% | COM | 25179M103 |
| — | STEELCASE INC | 100,000 | $1.79M | 0.0% | $17.90 | $17.90 | — | CL A | 858155203 |
| — | UNIVERSAL FST PRODS INC | 17,500 | $1.788M | 0.0% | $102.17 | $102.17 | — | COM | 913543104 |
| STLD | STEEL DYNAMICS INC | 50,000 | $1.779M | 0.0% | $35.58 * | $26.10 | 0.0% | COM | 858119100 |
| — | APACHE CORP | 27,864 | $1.768M | 0.0% | $63.45 | $63.45 | — | COM | 037411105 |
| H | HYATT HOTELS CORP | 32,000 | $1.768M | 0.0% | $55.25 * | $51.18 | 0.0% | COM CL A | 448579102 |
| SBUX | STARBUCKS CORP | 31,646 | $1.746M | 0.0% | $55.17 * | $45.58 | 0.0% | COM | 855244109 |
| MS | MORGAN STANLEY | 40,575 | $1.714M | 0.0% | $42.24 * | $29.14 | 0.0% | COM NEW | 617446448 |
| — | TWITTER INC | 1,800,000 | $1.688M | 0.0% | $0.94 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | MONSANTO CO NEW | 16,000 | $1.682M | 0.0% | $105.13 | $105.25 | — | Call | 61166W101 |
| HAL | HALLIBURTON CO | 30,235 | $1.634M | 0.0% | $54.04 * | $41.70 | 0.0% | COM | 406216101 |
| IAG | IAMGOLD CORP | 433,000 | $1.632M | 0.0% | $3.77 | $3.74 | 0.0% | COM | 450913108 |
| PRU | PRUDENTIAL FINL INC | 15,287 | $1.59M | 0.0% | $104.01 * | $62.61 | 0.0% | COM | 744320102 |
| — | PRICELINE GRP INC | 1,075 | $1.585M | 0.0% | $1474.42 | $1474.42 | — | COM NEW | 741503403 |
| — | IMPAX LABORATORIES INC | 2,000,000 | $1.584M | 0.0% | $0.79 | $0.79 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| JD | JD COM INC | 61,889 | $1.583M | 0.0% | $25.58 | $25.58 | — | SPON ADR CL A | 47215P106 |
| RSG | REPUBLIC SVCS INC | 27,189 | $1.551M | 0.0% | $57.05 * | $46.18 | 0.0% | COM | 760759100 |
| — | BLUE BUFFALO PET PRODS INC | 63,374 | $1.524M | 0.0% | $24.05 | $24.05 | — | COM | 09531U102 |
| — | NUANCE COMMUNICATIONS INC | 1,500,000 | $1.511M | 0.0% | $1.01 | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ACORDA THERAPEUTICS INC | 2,000,000 | $1.508M | 0.0% | $0.75 | $0.75 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | LIONS GATE ENTMNT CORP | 55,000 | $1.48M | 0.0% | $26.91 | $26.91 | — | CL A VTG | 535919401 |
| — | OWENS ILL INC | 83,500 | $1.453M | 0.0% | $17.40 | $17.40 | — | COM NEW | 690768403 |
| CMBT | EURONAV NV ANTWERPEN | 181,011 | $1.449M | 0.0% | $8.01 * | $3.52 | 0.0% | SHS | B38564108 |
| OTEX | OPEN TEXT CORP | 23,400 | $1.447M | 0.0% | $61.84 * | $25.28 | 0.0% | COM | 683715106 |
| — | CHESAPEAKE ENERGY CORP | 200,000 | $1.432M | 0.0% | $7.16 | $7.02 | — | Call | 165167107 |
| — | FRONTLINE LTD | 198,529 | $1.431M | 0.0% | $7.21 | $7.21 | — | SHS NEW | G3682E192 |
| — | SCANA CORP NEW | 19,440 | $1.425M | 0.0% | $73.30 | $73.30 | — | COM | 80589M102 |
| MAN | MANPOWERGROUP INC | 15,940 | $1.418M | 0.0% | $88.96 * | $82.46 | 0.0% | COM | 56418H100 |
| HSY | HERSHEY CO | 13,605 | $1.407M | 0.0% | $103.42 * | $79.47 | 0.0% | COM | 427866108 |
| — | STARWOOD PPTY TR INC | 1,250,000 | $1.4M | 0.0% | $1.12 | $1.12 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| ADSK | AUTODESK INC | 18,900 | $1.398M | 0.0% | $73.97 | $73.63 | 0.0% | COM | 052769106 |
| LKQ | LKQ CORP | 45,390 | $1.391M | 0.0% | $30.65 * | $29.28 | 0.0% | COM | 501889208 |
| IEMG | ISHARES INC | 31,956 | $1.357M | 0.0% | $42.46 | $42.46 | — | CORE MSCI EMKT | 46434G103 |
| — | LIONS GATE ENTMNT CORP | 55,000 | $1.35M | 0.0% | $24.55 | $24.55 | — | CL B NON VTG | 535919500 |
| — | SPARK ENERGY INC | 43,220 | $1.309M | 0.0% | $30.29 | $30.29 | — | CL A COM | 846511103 |
| — | BROCADE COMMUNICATIONS SYS I | 1,300,000 | $1.309M | 0.0% | $1.01 | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| MET | METLIFE INC | 23,974 | $1.291M | 0.0% | $53.85 * | $33.72 | 0.0% | COM | 59156R108 |
| — | WESTPAC BKG CORP | 1,295,000 | $1.286M | 0.0% | $0.99 | $0.99 | — | NOTE 4.322%11/2 | 961214DF7 |
| — | AVANGRID INC | 33,832 | $1.281M | 0.0% | $37.86 | $37.86 | — | COM | 05351W103 |
| — | DR PEPPER SNAPPLE GROUP INC | 14,085 | $1.276M | 0.0% | $90.59 | $90.59 | — | COM | 26138E109 |
| — | SPECTRA ENERGY CORP | 31,000 | $1.274M | 0.0% | $41.10 | $41.10 | — | COM | 847560109 |
| STT | STATE STR CORP | 16,200 | $1.259M | 0.0% | $77.72 * | $57.54 | 0.0% | COM | 857477103 |
| EXPD | EXPEDITORS INTL WASH INC | 22,770 | $1.206M | 0.0% | $52.96 * | $46.57 | 0.0% | COM | 302130109 |
| SMG | SCOTTS MIRACLE GRO CO | 12,500 | $1.194M | 0.0% | $95.52 * | $66.12 | 0.0% | CL A | 810186106 |
| — | ASANKO GOLD INC | 400,000 | $1.188M | 0.0% | $2.97 | $2.97 | — | COM | 04341Y105 |
| HRB | BLOCK H & R INC | 51,478 | $1.184M | 0.0% | $23.00 * | $16.08 | 0.0% | COM | 093671105 |
| AGNC | AGNC INVT CORP | 65,000 | $1.178M | 0.0% | $18.12 | $18.12 | — | COM | 00123Q104 |
| TRMB | TRIMBLE INC | 39,050 | $1.177M | 0.0% | $30.14 * | $28.65 | 0.0% | COM | 896239100 |
| USNA | USANA HEALTH SCIENCES INC | 19,176 | $1.175M | 0.0% | $61.27 * | $65.15 | 0.0% | COM | 90328M107 |
| GFI | GOLD FIELDS LTD NEW | 388,901 | $1.17M | 0.0% | $3.01 | $3.01 | — | SPONSORED ADR | 38059T106 |
| DE | DEERE & CO | 11,044 | $1.137M | 0.0% | $102.95 * | $81.42 | 0.0% | COM | 244199105 |
| — | NUVASIVE INC | 16,778 | $1.13M | 0.0% | $67.35 | $67.35 | — | COM | 670704105 |
| ORA | ORMAT TECHNOLOGIES INC | 20,884 | $1.119M | 0.0% | $53.58 * | $45.66 | 0.0% | COM | 686688102 |
| — | VALE S A | 159,707 | $1.103M | 0.0% | $6.91 | $6.91 | — | ADR REPSTG PFD | 91912E204 |
| GPC | GENUINE PARTS CO | 11,508 | $1.101M | 0.0% | $95.67 * | $73.08 | 0.0% | COM | 372460105 |
| — | VARIAN MED SYS INC | 12,098 | $1.087M | 0.0% | $89.85 | $89.85 | — | COM | 92220P105 |
| GME | GAMESTOP CORP NEW | 42,313 | $1.069M | 0.0% | $25.26 * | $4.97 | 0.0% | CL A | 36467W109 |
| CRTO | CRITEO S A | 25,500 | $1.047M | 0.0% | $41.06 | $41.06 | — | SPONS ADS | 226718104 |
| PII | POLARIS INDS INC | 12,591 | $1.036M | 0.0% | $82.28 | $81.56 | 0.0% | COM | 731068102 |
| — | NATIONAL OILWELL VARCO INC | 27,158 | $1.015M | 0.0% | $37.37 | $37.37 | — | COM | 637071101 |
| UGI | UGI CORP NEW | 21,900 | $1.009M | 0.0% | $46.07 * | $44.77 | 0.0% | COM | 902681105 |
| KSS | KOHLS CORP | 20,318 | $1.003M | 0.0% | $49.37 | $49.49 | 0.0% | COM | 500255104 |
| COF | CAPITAL ONE FINL CORP | 11,416 | $995K | 0.0% | $87.16 * | $68.75 | 0.0% | COM | 14040H105 |
| OMC | OMNICOM GROUP INC | 11,523 | $982K | 0.0% | $85.22 * | $60.96 | 0.0% | COM | 681919106 |
| CSIQ | CANADIAN SOLAR INC | 80,000 | $974K | 0.0% | $12.18 * | $13.06 | 0.0% | COM | 136635109 |
| IMO | IMPERIAL OIL LTD | 27,959 | $971K | 0.0% | $34.73 * | $26.88 | 0.0% | COM NEW | 453038408 |
| — | STERICYCLE INC | 12,570 | $968K | 0.0% | $77.01 | $77.01 | — | COM | 858912108 |
| BMY | BRISTOL MYERS SQUIBB CO | 16,485 | $964K | 0.0% | $58.48 * | $39.53 | 0.0% | COM | 110122108 |
| — | ARCONIC INC | 50,265 | $952K | 0.0% | $18.94 | $18.94 | — | COM | 03965L100 |
| JKHY | HENRY JACK & ASSOC INC | 10,600 | $941K | 0.0% | $88.77 * | $76.55 | 0.0% | COM | 426281101 |
| UHS | UNIVERSAL HLTH SVCS INC | 8,812 | $937K | 0.0% | $106.33 * | $113.83 | 0.0% | CL B | 913903100 |
| — | BARCLAYS PLC | 1,000,000 | $936K | 0.0% | $0.94 | $0.94 | — | NOTE 6.625%12/3 | 06738EAB1 |
| — | BED BATH & BEYOND INC | 22,973 | $933K | 0.0% | $40.61 | $40.61 | — | COM | 075896100 |
| EQT | EQT CORP | 14,260 | $932K | 0.0% | $65.36 * | $34.21 | 0.0% | COM | 26884L109 |
| — | ROCKWELL COLLINS INC | 10,000 | $928K | 0.0% | $92.80 | $92.80 | — | COM | 774341101 |
| KMI | KINDER MORGAN INC DEL | 42,500 | $880K | 0.0% | $20.71 * | $13.10 | 0.0% | COM | 49456B101 |
| SQM | SOCIEDAD QUIMICA MINERA DE C | 30,600 | $876K | 0.0% | $28.63 | $28.63 | — | SPON ADR SER B | 833635105 |
| — | COACH INC | 25,000 | $875K | 0.0% | $35.00 | $35.00 | — | COM | 189754104 |
| CINF | CINCINNATI FINL CORP | 11,451 | $868K | 0.0% | $75.80 * | $58.17 | 0.0% | COM | 172062101 |
| SO | SOUTHERN CO | 17,590 | $865K | 0.0% | $49.18 * | $33.55 | 0.0% | COM | 842587107 |
| SABR | SABRE CORP | 34,500 | $861K | 0.0% | $24.96 * | $25.65 | 0.0% | COM | 78573M104 |
| LNC | LINCOLN NATL CORP IND | 12,871 | $852K | 0.0% | $66.20 * | $40.64 | 0.0% | COM | 534187109 |
| — | VANTIV INC | 14,000 | $835K | 0.0% | $59.64 | $59.64 | — | CL A | 92210H105 |
| TRV | TRAVELERS COMPANIES INC | 6,830 | $835K | 0.0% | $122.25 * | $93.44 | 0.0% | COM | 89417E109 |
| DCI | DONALDSON INC | 19,700 | $829K | 0.0% | $42.08 * | $34.27 | 0.0% | COM | 257651109 |
| — | YAHOO INC | 21,267 | $822K | 0.0% | $38.65 | $38.65 | — | COM | 984332106 |
| — | CTRIP COM INTL LTD | 20,388 | $816K | 0.0% | $40.02 | $40.02 | — | AMERICAN DEP SHS | 22943F100 |
| WDC | WESTERN DIGITAL CORP | 12,000 | $815K | 0.0% | $67.92 * | $40.87 | 0.0% | COM | 958102105 |
| UNM | UNUM GROUP | 18,235 | $800K | 0.0% | $43.87 * | $40.01 | 0.0% | COM | 91529Y106 |
| ED | CONSOLIDATED EDISON INC | 10,843 | $798K | 0.0% | $73.60 * | $52.05 | 0.0% | COM | 209115104 |
| RIG | TRANSOCEAN LTD | 54,000 | $796K | 0.0% | $14.74 * | $11.85 | 0.0% | REG SHS | H8817H100 |
| KALU | KAISER ALUMINUM CORP | 10,230 | $794K | 0.0% | $77.61 * | $59.18 | 0.0% | COM PAR $0.01 | 483007704 |
| IDXX | IDEXX LABS INC | 6,729 | $789K | 0.0% | $117.25 * | $114.12 | 0.0% | COM | 45168D104 |
| AGRO | ADECOAGRO S A | 75,000 | $779K | 0.0% | $10.39 * | $9.58 | 0.0% | COM | L00849106 |
| PCAR | PACCAR INC | 12,072 | $772K | 0.0% | $63.95 * | $28.43 | 0.0% | COM | 693718108 |
| AVB | AVALONBAY CMNTYS INC | 4,363 | $772K | 0.0% | $176.94 * | $123.37 | 0.0% | COM | 053484101 |
| SRLN | SSGA ACTIVE ETF TR | 3,800 | $754K | 0.0% | $198.42 | $198.42 | — | BLKSTN GSOSRLN | 78467V608 |
| TD | TORONTO DOMINION BK ONT | 15,298 | $752K | 0.0% | $49.16 * | $46.74 | 0.0% | COM NEW | 891160509 |
| — | SHIRE PLC | 4,420 | $752K | 0.0% | $170.14 | $170.14 | — | SPONSORED ADR | 82481R106 |
| TTC | TORO CO | 13,374 | $748K | 0.0% | $55.93 * | $51.04 | 0.0% | COM | 891092108 |
| MLKN | MILLER HERMAN INC | 21,774 | $744K | 0.0% | $34.17 * | $24.80 | 0.0% | COM | 600544100 |
| — | FMC TECHNOLOGIES INC | 20,000 | $711K | 0.0% | $35.55 | $35.55 | — | COM | 30249U101 |
| — | STILLWATER MNG CO | 44,000 | $708K | 0.0% | $16.09 | $16.09 | — | COM | 86074Q102 |
| — | VERINT SYS INC | 750,000 | $702K | 0.0% | $0.94 | $0.94 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| FTNT | FORTINET INC | 23,000 | $693K | 0.0% | $30.13 * | $6.25 | 0.0% | COM | 34959E109 |
| RMD | RESMED INC | 11,190 | $693K | 0.0% | $61.93 * | $55.46 | 0.0% | COM | 761152107 |
| — | ALEXCO RESOURCE CORP | 527,200 | $688K | 0.0% | $1.31 | $1.31 | — | COM | 01535P106 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 11,450 | $680K | 0.0% | $59.39 * | $47.51 | 0.0% | COM | 03820C105 |
| KT | KT CORP | 47,900 | $675K | 0.0% | $14.09 | $14.09 | — | SPONSORED ADR | 48268K101 |
| WWD | WOODWARD INC | 9,500 | $655K | 0.0% | $68.95 * | $60.91 | 0.0% | COM | 980745103 |
| NBIS | YANDEX N V | 32,000 | $644K | 0.0% | $20.13 | $20.13 | — | SHS CLASS A | N97284108 |
| LECO | LINCOLN ELEC HLDGS INC | 8,350 | $640K | 0.0% | $76.65 * | $71.65 | 0.0% | COM | 533900106 |
| — | PRETIUM RES INC | 79,300 | $636K | 0.0% | $8.02 | $8.02 | — | COM | 74139C102 |
| — | ANGLOGOLD ASHANTI LTD | 60,000 | $630K | 0.0% | $10.50 | $10.50 | — | SPONSORED ADR | 035128206 |
| — | JUST ENERGY GROUP INC | 114,608 | $625K | 0.0% | $5.45 | $5.45 | — | COM | 48213W101 |
| BEN | FRANKLIN RES INC | 15,795 | $624K | 0.0% | $39.51 * | $23.47 | 0.0% | COM | 354613101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 3,731 | $623K | 0.0% | $166.98 * | $102.57 | 0.0% | COM | 22410J106 |
| PH | PARKER HANNIFIN CORP | 4,440 | $621K | 0.0% | $139.86 * | $115.62 | 0.0% | COM | 701094104 |
| BTG | B2GOLD CORP | 261,450 | $601K | 0.0% | $2.30 * | $1.98 | 0.0% | COM | 11777Q209 |
| CTAS | CINTAS CORP | 5,203 | $601K | 0.0% | $115.51 * | $25.60 | 0.0% | COM | 172908105 |
| TECK | TECK RESOURCES LTD | 30,000 | $600K | 0.0% | $20.00 * | $21.64 | 0.0% | CL B | 878742204 |
| — | TORONTO DOMINION BK ONT | 608,000 | $593K | 0.0% | $0.98 | $0.98 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| AGO | ASSURED GUARANTY LTD | 15,472 | $584K | 0.0% | $37.75 * | $28.80 | 0.0% | COM | G0585R106 |
| — | CLARCOR INC | 7,070 | $583K | 0.0% | $82.46 | $82.46 | — | COM | 179895107 |
| ERIC | ERICSSON | 100,000 | $583K | 0.0% | $5.83 | $5.83 | — | ADR B SEK 10 | 294821608 |
| — | UBS AG LONDON BRH | 33,000 | $583K | 0.0% | $17.67 | $17.67 | — | ETRAC ALER MLP | 90267B682 |
| NWL | NEWELL BRANDS INC | 13,000 | $580K | 0.0% | $44.62 * | $32.71 | 0.0% | COM | 651229106 |
| — | COOPER TIRE & RUBR CO | 14,942 | $580K | 0.0% | $38.82 | $38.82 | — | COM | 216831107 |
| LSTR | LANDSTAR SYS INC | 6,800 | $580K | 0.0% | $85.29 | $85.29 | — | COM | 515098101 |
| RGA | REINSURANCE GROUP AMER INC | 4,604 | $579K | 0.0% | $125.76 * | $117.25 | 0.0% | COM NEW | 759351604 |
| JBHT | HUNT J B TRANS SVCS INC | 5,925 | $575K | 0.0% | $97.05 * | $81.79 | 0.0% | COM | 445658107 |
| FHI | FEDERATED INVS INC PA | 20,300 | $574K | 0.0% | $28.28 * | $18.35 | 0.0% | CL B | 314211103 |
| SNX | SYNNEX CORP | 4,730 | $572K | 0.0% | $120.93 * | $51.02 | 0.0% | COM | 87162W100 |
| EVR | EVERCORE PARTNERS INC | 8,300 | $570K | 0.0% | $68.67 * | $50.50 | 0.0% | CLASS A | 29977A105 |
| — | FUELCELL ENERGY INC | 324,000 | $567K | 0.0% | $1.75 | $1.75 | — | COM NEW | 35952H502 |
| WCC | WESCO INTL INC | 8,500 | $566K | 0.0% | $66.59 * | $61.73 | 0.0% | COM | 95082P105 |
| EMN | EASTMAN CHEM CO | 7,500 | $564K | 0.0% | $75.20 * | $53.34 | 0.0% | COM | 277432100 |
| — | DOMTAR CORP | 14,400 | $562K | 0.0% | $39.03 | $39.03 | — | COM NEW | 257559203 |
| FLEX | FLEX LTD | 39,108 | $562K | 0.0% | $14.37 * | $10.68 | 0.0% | ORD | Y2573F102 |
| SYNA | SYNAPTICS INC | 10,500 | $562K | 0.0% | $53.52 * | $57.83 | 0.0% | COM | 87157D109 |
| UNFI | UNITED NAT FOODS INC | 11,677 | $557K | 0.0% | $47.70 * | $44.90 | 0.0% | COM | 911163103 |
| — | TENNECO INC | 8,880 | $555K | 0.0% | $62.50 | $62.50 | — | COM | 880349105 |
| — | VMWARE INC | 7,000 | $551K | 0.0% | $78.71 | $78.71 | — | CL A COM | 928563402 |
| — | CEMENTOS PACASMAYO S A A | 60,000 | $551K | 0.0% | $9.18 | $9.18 | — | SPON ADR REP 5 | 15126Q109 |
| — | RENEWABLE ENERGY GROUP INC | 56,683 | $549K | 0.0% | $9.69 | $9.69 | — | COM NEW | 75972A301 |
| — | CHICAGO BRIDGE & IRON CO N V | 17,200 | $546K | 0.0% | $31.74 | $31.74 | — | COM | 167250109 |
| — | TRIUMPH GROUP INC NEW | 20,404 | $541K | 0.0% | $26.51 | $26.51 | — | COM | 896818101 |
| ENS | ENERSYS | 6,900 | $539K | 0.0% | $78.12 * | $67.19 | 0.0% | COM | 29275Y102 |
| CHE | CHEMED CORP NEW | 3,350 | $537K | 0.0% | $160.30 * | $142.14 | 0.0% | COM | 16359R103 |
| TDC | TERADATA CORP DEL | 19,500 | $530K | 0.0% | $27.18 * | $28.21 | 0.0% | COM | 88076W103 |
| — | TESORO CORP | 6,028 | $527K | 0.0% | $87.43 | $87.43 | — | COM | 881609101 |
| INTU | INTUIT | 4,592 | $526K | 0.0% | $114.55 * | $104.73 | 0.0% | COM | 461202103 |
| EIX | EDISON INTL | 7,300 | $525K | 0.0% | $71.92 * | $48.33 | 0.0% | COM | 281020107 |
| VRSK | VERISK ANALYTICS INC | 6,444 | $523K | 0.0% | $81.16 * | $78.34 | 0.0% | COM | 92345Y106 |
| — | CONVERGYS CORP | 21,000 | $516K | 0.0% | $24.57 | $24.57 | — | COM | 212485106 |
| LQD | ISHARES TR | 1,040 | $509K | 0.0% | $489.42 | $489.42 | — | IBOXX INV CP ETF | 464287242 |
| BA | BOEING CO | 3,263 | $508K | 0.0% | $155.68 * | $135.00 | 0.0% | COM | 097023105 |
| TIP | ISHARES TR | 1,060 | $501K | 0.0% | $472.64 | $472.64 | — | TIPS BD ETF | 464287176 |
| TGNA | TEGNA INC | 22,871 | $489K | 0.0% | $21.38 * | $13.61 | 0.0% | COM | 87901J105 |
| WSM | WILLIAMS SONOMA INC | 10,000 | $484K | 0.0% | $48.40 * | $20.54 | 0.0% | COM | 969904101 |
| — | VISTA OUTDOOR INC | 12,997 | $480K | 0.0% | $36.93 | $36.93 | — | COM | 928377100 |
| — | VEDANTA LTD | 38,200 | $474K | 0.0% | $12.41 | $12.41 | — | SPONSORED ADR | 92242Y100 |
| KBE | SPDR SERIES TRUST | 2,600 | $472K | 0.0% | $181.54 | $181.54 | — | S&P BK ETF | 78464A797 |
| — | FOOT LOCKER INC | 6,649 | $471K | 0.0% | $70.84 | $70.84 | — | COM | 344849104 |
| SCI | SERVICE CORP INTL | 16,450 | $467K | 0.0% | $28.39 * | $26.66 | 0.0% | COM | 817565104 |
| NUS | NU SKIN ENTERPRISES INC | 9,621 | $459K | 0.0% | $47.71 * | $41.65 | 0.0% | CL A | 67018T105 |
| DDS | DILLARDS INC | 7,300 | $457K | 0.0% | $62.60 * | $49.11 | 0.0% | CL A | 254067101 |
| CHH | CHOICE HOTELS INTL INC | 8,100 | $454K | 0.0% | $56.05 * | $46.12 | 0.0% | COM | 169905106 |
| CLH | CLEAN HARBORS INC | 8,040 | $447K | 0.0% | $55.60 * | $50.41 | 0.0% | COM | 184496107 |
| — | NIC INC | 18,000 | $430K | 0.0% | $23.89 | $23.89 | — | COM | 62914B100 |
| RRX | REGAL BELOIT CORP | 6,190 | $429K | 0.0% | $69.31 * | $66.19 | 0.0% | COM | 758750103 |
| XLE | SELECT SECTOR SPDR TR | 1,350 | $426K | 0.0% | $315.56 | $315.56 | — | SBI INT-ENERGY | 81369Y506 |
| PGR | PROGRESSIVE CORP OHIO | 11,814 | $419K | 0.0% | $35.47 * | $25.08 | 0.0% | COM | 743315103 |
| — | PATTERN ENERGY GROUP INC | 21,927 | $416K | 0.0% | $18.97 | $18.97 | — | CL A | 70338P100 |
| EXPO | EXPONENT INC | 6,800 | $410K | 0.0% | $60.29 * | $26.16 | 0.0% | COM | 30214U102 |
| UVV | UNIVERSAL CORP VA | 6,500 | $410K | 0.0% | $63.08 * | $57.09 | 0.0% | COM | 913456109 |
| — | LABORATORY CORP AMER HLDGS | 3,180 | $408K | 0.0% | $128.30 | $128.30 | — | COM NEW | 50540R409 |
| GWW | GRAINGER W W INC | 1,750 | $406K | 0.0% | $232.00 * | $194.21 | 0.0% | COM | 384802104 |
| SPOK | SPOK HLDGS INC | 19,405 | $402K | 0.0% | $20.72 * | $18.57 | 0.0% | COM | 84863T106 |
| BRO | BROWN & BROWN INC | 8,963 | $402K | 0.0% | $44.85 * | $18.83 | 0.0% | COM | 115236101 |
| GLD | SPDR GOLD TRUST | 3,650 | $400K | 0.0% | $109.59 | $109.59 | — | GOLD SHS | 78463V107 |
| AIZ | ASSURANT INC | 4,307 | $399K | 0.0% | $92.64 * | $73.13 | 0.0% | COM | 04621X108 |
| — | CREE INC | 14,870 | $392K | 0.0% | $26.36 | $26.36 | — | COM | 225447101 |
| FDS | FACTSET RESH SYS INC | 2,400 | $392K | 0.0% | $163.33 * | $145.23 | 0.0% | COM | 303075105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 5,330 | $390K | 0.0% | $73.17 * | $58.26 | 0.0% | COM NEW | 12541W209 |
| RGLD | ROYAL GOLD INC | 6,000 | $389K | 0.0% | $64.83 * | $68.08 | 0.0% | COM | 780287108 |
| — | CHESAPEAKE ENERGY CORP | 55,000 | $386K | 0.0% | $7.02 | $7.02 | — | COM | 165167107 |
| ZBH | ZIMMER BIOMET HLDGS INC | 3,701 | $382K | 0.0% | $103.22 * | $99.44 | 0.0% | COM | 98956P102 |
| — | DUN & BRADSTREET CORP DEL NE | 3,100 | $376K | 0.0% | $121.29 | $121.29 | — | COM | 26483E100 |
| NFLX | NETFLIX INC | 3,011 | $373K | 0.0% | $123.88 * | $11.85 | 0.0% | COM | 64110L106 |
| OLED | UNIVERSAL DISPLAY CORP | 6,610 | $372K | 0.0% | $56.28 * | $52.08 | 0.0% | COM | 91347P105 |
| — | PANERA BREAD CO | 1,800 | $369K | 0.0% | $205.00 | $205.00 | — | CL A | 69840W108 |
| POOL | POOL CORPORATION | 3,529 | $368K | 0.0% | $104.28 * | $89.00 | 0.0% | COM | 73278L105 |
| OGE | OGE ENERGY CORP | 11,000 | $367K | 0.0% | $33.36 * | $31.57 | 0.0% | COM | 670837103 |
| IBKR | INTERACTIVE BROKERS GROUP IN | 10,000 | $365K | 0.0% | $36.50 * | $8.56 | 0.0% | COM | 45841N107 |
| DLX | DELUXE CORP | 5,000 | $358K | 0.0% | $71.60 * | $45.58 | 0.0% | COM | 248019101 |
| EAT | BRINKER INTL INC | 7,150 | $354K | 0.0% | $49.51 * | $45.35 | 0.0% | COM | 109641100 |
| — | SUNTRUST BKS INC | 6,483 | $354K | 0.0% | $54.60 | $54.60 | — | COM | 867914103 |
| MCHI | ISHARES TR | 1,900 | $348K | 0.0% | $183.16 | $183.16 | — | CHINA ETF | 46429B671 |
| PPL | PPL CORP | 10,000 | $343K | 0.0% | $34.30 * | $22.28 | 0.0% | COM | 69351T106 |
| CCU | COMPANIA CERVECERIAS UNIDAS | 16,000 | $335K | 0.0% | $20.94 | $20.94 | — | SPONSORED ADR | 204429104 |
| — | SBA COMMUNICATIONS CORP | 3,200 | $331K | 0.0% | $103.44 | $103.44 | — | COM | 78388J106 |
| — | PEOPLES UNITED FINANCIAL INC | 16,930 | $328K | 0.0% | $19.37 | $19.37 | — | COM | 712704105 |
| DB | DEUTSCHE BANK AG | 18,000 | $327K | 0.0% | $18.17 * | $12.15 | 0.0% | Put | D18190898 |
| — | SUNPOWER CORP | 48,413 | $320K | 0.0% | $6.61 | $6.61 | — | COM | 867652406 |
| JKS | JINKOSOLAR HLDG CO LTD | 20,000 | $305K | 0.0% | $15.25 | $15.25 | — | SPONSORED ADR | 47759T100 |
| — | JA SOLAR HOLDINGS CO LTD | 63,972 | $303K | 0.0% | $4.74 | $4.74 | — | SPON ADR REP5ORD | 466090206 |
| KR | KROGER CO | 8,780 | $302K | 0.0% | $34.40 * | $26.97 | 0.0% | COM | 501044101 |
| PSA | PUBLIC STORAGE | 1,323 | $292K | 0.0% | $220.71 * | $146.80 | 0.0% | COM | 74460D109 |
| DQ | DAQO NEW ENERGY CORP | 15,000 | $289K | 0.0% | $19.27 | $19.27 | — | SPNSRD ADR NEW | 23703Q203 |
| FNV | FRANCO NEVADA CORP | 5,000 | $289K | 0.0% | $57.80 * | $55.59 | 0.0% | COM | 351858105 |
| AMT | AMERICAN TOWER CORP NEW | 2,508 | $266K | 0.0% | $106.06 * | $86.33 | 0.0% | COM | 03027X100 |
| — | SMITH & WESSON HLDG CORP | 12,265 | $258K | 0.0% | $21.04 | $21.04 | — | COM | 831756101 |
| — | ELDORADO GOLD CORP NEW | 80,000 | $258K | 0.0% | $3.23 | $3.23 | — | COM | 284902103 |
| WELL | WELLTOWER INC | 3,878 | $258K | 0.0% | $66.53 * | $47.28 | 0.0% | COM | 95040Q104 |
| NI | NISOURCE INC | 11,564 | $256K | 0.0% | $22.14 * | $16.59 | 0.0% | COM | 65473P105 |
| HOFT | HOOKER FURNITURE CORP | 6,744 | $255K | 0.0% | $37.81 * | $28.76 | 0.0% | COM | 439038100 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 8,000 | $253K | 0.0% | $31.63 * | $27.17 | 0.0% | SHS | G25839104 |
| — | ENCANA CORP | 21,430 | $251K | 0.0% | $11.71 | $11.71 | — | COM | 292505104 |
| RACE | FERRARI N V | 4,294 | $247K | 0.0% | $57.52 * | $54.54 | 0.0% | COM | N3167Y103 |
| BK | BANK NEW YORK MELLON CORP | 5,108 | $241K | 0.0% | $47.18 * | $35.50 | 0.0% | COM | 064058100 |
| — | CYS INVTS INC | 31,158 | $240K | 0.0% | $7.70 | $7.70 | — | COM | 12673A108 |
| — | LATAM AIRLS GROUP S A | 29,438 | $240K | 0.0% | $8.15 | $8.15 | — | SPONSORED ADR | 51817R106 |
| PST | PROSHARES TR | 2,500 | $237K | 0.0% | $94.80 | $94.80 | — | PSHS ULSHT 7-10Y | 74347R313 |
| — | WALGREENS BOOTS ALLIANCE INC | 2,856 | $237K | 0.0% | $82.98 | $82.98 | — | COM | 931427108 |
| AGX | ARGAN INC | 3,330 | $234K | 0.0% | $70.27 * | $49.57 | 0.0% | COM | 04010E109 |
| — | ANSYS INC | 2,528 | $234K | 0.0% | $92.56 | $92.56 | — | COM | 03662Q105 |
| — | CHICOS FAS INC | 15,607 | $224K | 0.0% | $14.35 | $14.35 | — | COM | 168615102 |
| PLD | PROLOGIS INC | 4,129 | $215K | 0.0% | $52.07 * | $39.25 | 0.0% | COM | 74340W103 |
| AMP | AMERIPRISE FINL INC | 1,937 | $215K | 0.0% | $111.00 * | $88.02 | 0.0% | COM | 03076C106 |
| — | FEDERAL REALTY INVT TR | 1,533 | $214K | 0.0% | $139.60 | $139.60 | — | SH BEN INT NEW | 313747206 |
| — | ROYAL BANK OF CANADA | 200,000 | $212K | 0.0% | $1.06 | $1.06 | — | NOTE 4.650% 1/2 | 780082AD5 |
| — | SEADRILL LIMITED | 61,480 | $211K | 0.0% | $3.43 | $3.43 | — | SHS | G7945E105 |
| — | SINA CORP | 3,382 | $204K | 0.0% | $60.32 | $60.32 | — | ORD | G81477104 |
| RF | REGIONS FINL CORP NEW | 14,462 | $204K | 0.0% | $14.11 * | $8.84 | 0.0% | COM | 7591EP100 |
| — | LINE CORP | 6,000 | $204K | 0.0% | $34.00 | $34.00 | — | SPONSORED ADR | 53567X101 |
| — | VEREIT INC | 24,150 | $203K | 0.0% | $8.41 | $8.41 | — | COM | 92339V100 |
| XLV | SELECT SECTOR SPDR TR | 700 | $202K | 0.0% | $288.57 | $288.57 | — | SBI HEALTHCARE | 81369Y209 |
| EQR | EQUITY RESIDENTIAL | 3,126 | $200K | 0.0% | $63.98 * | $44.04 | 0.0% | SH BEN INT | 29476L107 |
| DAL | DELTA AIR LINES INC DEL | 4,053 | $199K | 0.0% | $49.10 * | $40.91 | 0.0% | COM NEW | 247361702 |
| CPRT | COPART INC | 3,561 | $197K | 0.0% | $55.32 * | $6.79 | 0.0% | COM | 217204106 |
| XLF | SELECT SECTOR SPDR TR | 2,000 | $194K | 0.0% | $97.00 | $97.00 | — | SBI INT-FINL | 81369Y605 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 12,637 | $191K | 0.0% | $15.11 * | $13.35 | 0.0% | COM | 02553E106 |
| — | SIERRA WIRELESS INC | 12,000 | $188K | 0.0% | $15.67 | $15.67 | — | COM | 826516106 |
| — | EATON VANCE CORP | 4,507 | $188K | 0.0% | $41.71 | $41.71 | — | COM NON VTG | 278265103 |
| UGP | ULTRAPAR PARTICIPACOES S A | 8,823 | $184K | 0.0% | $20.85 | $20.85 | — | SP ADR REP COM | 90400P101 |
| MLM | MARTIN MARIETTA MATLS INC | 800 | $177K | 0.0% | $221.25 * | $191.92 | 0.0% | COM | 573284106 |
| PLCE | CHILDRENS PL INC | 1,721 | $173K | 0.0% | $100.52 * | $90.09 | 0.0% | COM | 168905107 |
| MUR | MURPHY OIL CORP | 5,440 | $171K | 0.0% | $31.43 * | $21.76 | 0.0% | COM | 626717102 |
| INGR | INGREDION INC | 1,357 | $169K | 0.0% | $124.54 | $126.34 | 0.0% | COM | 457187102 |
| FAST | FASTENAL CO | 3,599 | $169K | 0.0% | $46.96 * | $8.65 | 0.0% | COM | 311900104 |
| XLB | SELECT SECTOR SPDR TR | 800 | $167K | 0.0% | $208.75 | $208.75 | — | SBI MATERIALS | 81369Y100 |
| — | AMERICA MOVIL SAB DE CV | 12,635 | $159K | 0.0% | $12.58 | $12.58 | — | SPON ADR L SHS | 02364W105 |
| — | SANDSTORM GOLD LTD | 40,700 | $158K | 0.0% | $3.88 | $3.88 | — | COM NEW | 80013R206 |
| NGD | NEW GOLD INC CDA | 46,000 | $156K | 0.0% | $3.39 * | $3.80 | 0.0% | COM | 644535106 |
| — | GROUPE CGI INC | 3,253 | $155K | 0.0% | $47.65 | $47.65 | — | CL A SUB VTG | 39945C109 |
| DDD | 3-D SYS CORP DEL | 11,210 | $150K | 0.0% | $13.38 * | $14.67 | 0.0% | COM NEW | 88554D205 |
| SNPS | SYNOPSYS INC | 2,531 | $150K | 0.0% | $59.27 | $59.50 | 0.0% | COM | 871607107 |
| DGX | QUEST DIAGNOSTICS INC | 1,584 | $145K | 0.0% | $91.54 * | $71.99 | 0.0% | COM | 74834L100 |
| TAL | TAL ED GROUP | 2,069 | $145K | 0.0% | $70.08 | $70.08 | — | ADS REPSTG COM | 874080104 |
| EWZ | ISHARES | 1,020 | $143K | 0.0% | $140.20 | $140.20 | — | MSCI BRZ CAP ETF | 464286400 |
| — | GENERAL GROWTH PPTYS INC NEW | 5,771 | $141K | 0.0% | $24.43 | $24.43 | — | COM | 370023103 |
| — | SPDR SERIES TRUST | 1,500 | $140K | 0.0% | $93.33 | $93.33 | — | OILGAS EQUIP | 78464A748 |
| MKSI | MKS INSTRUMENT INC | 2,333 | $138K | 0.0% | $59.15 * | $50.13 | 0.0% | COM | 55306N104 |
| AMRC | AMERESCO INC | 25,000 | $138K | 0.0% | $5.52 | $5.56 | 0.0% | CL A | 02361E108 |
| — | NORDSTROM INC | 2,750 | $133K | 0.0% | $48.36 | $48.36 | — | COM | 655664100 |
| WKC | WORLD FUEL SVCS CORP | 2,894 | $132K | 0.0% | $45.61 * | $44.57 | 0.0% | COM | 981475106 |
| MPC | MARATHON PETE CORP | 2,625 | $131K | 0.0% | $49.90 * | $34.23 | 0.0% | COM | 56585A102 |
| CCL | CARNIVAL CORP | 2,534 | $131K | 0.0% | $51.70 * | $44.75 | 0.0% | UNIT 99/99/9999 | 143658300 |
| — | MFA FINL INC | 16,925 | $129K | 0.0% | $7.62 | $7.62 | — | COM | 55272X102 |
| IT | GARTNER INC | 1,250 | $126K | 0.0% | $100.80 * | $96.64 | 0.0% | COM | 366651107 |
| VOYA | VOYA FINL INC | 3,191 | $125K | 0.0% | $39.17 * | $31.62 | 0.0% | COM | 929089100 |
| SPGI | S&P GLOBAL INC | 1,159 | $125K | 0.0% | $107.85 | $109.91 | 0.0% | COM | 78409V104 |
| BBD | BANCO BRADESCO S A | 14,024 | $124K | 0.0% | $8.84 | $8.84 | — | SP ADR PFD NEW | 059460303 |
| UDR | UDR INC | 3,359 | $120K | 0.0% | $35.72 * | $24.75 | 0.0% | COM | 902653104 |
| CRM | SALESFORCE COM INC | 1,718 | $118K | 0.0% | $68.68 * | $71.70 | 0.0% | COM | 79466L302 |
| PNC | PNC FINL SVCS GROUP INC | 1,000 | $117K | 0.0% | $117.00 * | $77.14 | 0.0% | COM | 693475105 |
| — | AG MTG INVT TR INC | 6,807 | $116K | 0.0% | $17.04 | $17.04 | — | COM | 001228105 |
| — | U S G CORP | 4,000 | $115K | 0.0% | $28.75 | $28.75 | — | COM NEW | 903293405 |
| — | HCP INC | 3,854 | $114K | 0.0% | $29.58 | $29.58 | — | COM | 40414L109 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 440 | $112K | 0.0% | $254.55 | $249.77 | 0.0% | COM | 90384S303 |
| — | TOTAL SYS SVCS INC | 2,269 | $111K | 0.0% | $48.92 | $48.92 | — | COM | 891906109 |
| ACH | OWENS & MINOR INC NEW | 3,166 | $111K | 0.0% | $35.06 * | $30.43 | 0.0% | COM | 690732102 |
| VTR | VENTAS INC | 1,749 | $109K | 0.0% | $62.32 * | $42.58 | 0.0% | COM | 92276F100 |
| — | FIBRIA CELULOSE S A | 10,934 | $105K | 0.0% | $9.60 | $9.60 | — | SP ADR REP COM | 31573A109 |
| — | E TRADE FINANCIAL CORP | 3,035 | $104K | 0.0% | $34.27 | $34.27 | — | COM NEW | 269246401 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 366 | $103K | 0.0% | $281.42 * | $18.27 | 0.0% | COM | 67103H107 |
| FFIV | F5 NETWORKS INC | 715 | $103K | 0.0% | $144.06 * | $135.48 | 0.0% | COM | 315616102 |
| — | GLOBAL BRASS & COPPR HLDGS I | 2,971 | $101K | 0.0% | $34.00 | $34.00 | — | COM | 37953G103 |
| — | SUPREME INDS INC | 6,343 | $99,000 | 0.0% | $15.61 | $15.61 | — | CL A | 868607102 |
| TEX | TEREX CORP NEW | 3,100 | $97,000 | 0.0% | $31.29 * | $27.74 | 0.0% | COM | 880779103 |
| FLR | FLUOR CORP NEW | 1,863 | $97,000 | 0.0% | $52.07 * | $48.02 | 0.0% | COM | 343412102 |
| GGB | GERDAU S A | 30,000 | $94,000 | 0.0% | $3.13 | $3.13 | — | SPON ADR REP PFD | 373737105 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 245 | $92,000 | 0.0% | $375.51 * | $7.89 | 0.0% | COM | 169656105 |
| — | TWITTER INC | 5,553 | $91,000 | 0.0% | $16.39 | $16.39 | — | COM | 90184L102 |
| INCY | INCYTE CORP | 896 | $91,000 | 0.0% | $101.56 * | $97.56 | 0.0% | COM | 45337C102 |
| — | BLACKROCK INC | 230 | $88,000 | 0.0% | $382.61 | $382.61 | — | COM | 09247X101 |
| — | ANWORTH MORTGAGE ASSET CP | 17,138 | $88,000 | 0.0% | $5.13 | $5.13 | — | COM | 037347101 |
| USLM | UNITED STATES LIME & MINERAL | 1,124 | $85,000 | 0.0% | $75.62 * | $14.09 | 0.0% | COM | 911922102 |
| PFG | PRINCIPAL FINL GROUP INC | 1,455 | $84,000 | 0.0% | $57.73 * | $39.76 | 0.0% | COM | 74251V102 |
| D | DOMINION RES INC VA NEW | 1,100 | $84,000 | 0.0% | $76.36 * | $49.43 | 0.0% | COM | 25746U109 |
| CAE | CAE INC | 6,000 | $84,000 | 0.0% | $14.00 * | $13.63 | 0.0% | COM | 124765108 |
| EMBJ | EMBRAER S A | 4,304 | $83,000 | 0.0% | $19.28 | $19.28 | — | SP ADR REP 4 COM | 29082A107 |
| GT | GOODYEAR TIRE & RUBR CO | 2,606 | $81,000 | 0.0% | $31.08 | $30.93 | 0.0% | COM | 382550101 |
| MOS | MOSAIC CO NEW | 2,752 | $80,000 | 0.0% | $29.07 * | $22.89 | 0.0% | COM | 61945C103 |
| LEA | LEAR CORP | 606 | $80,000 | 0.0% | $132.01 * | $105.58 | 0.0% | COM NEW | 521865204 |
| EQIX | EQUINIX INC | 218 | $77,000 | 0.0% | $353.21 * | $293.28 | 0.0% | COM PAR $0.001 | 29444U700 |
| — | CALIFORNIA RES CORP | 3,452 | $75,000 | 0.0% | $21.73 | $21.73 | — | COM NEW | 13057Q206 |
| AMZN | AMAZON COM INC | 100 | $75,000 | 0.0% | $750.00 * | $39.18 | 0.0% | Call | 023135106 |
| AMZN | AMAZON COM INC | 100 | $75,000 | 0.0% | $750.00 * | $39.18 | 0.0% | Put | 023135106 |
| UHAL | AMERCO | 198 | $73,000 | 0.0% | $368.69 * | $34.29 | 0.0% | COM | 023586100 |
| URBN | URBAN OUTFITTERS INC | 2,500 | $71,000 | 0.0% | $28.40 * | $33.72 | 0.0% | COM | 917047102 |
| — | ALLEGHANY CORP DEL | 118 | $71,000 | 0.0% | $601.69 | $601.69 | — | COM | 017175100 |
| LDOS | LEIDOS HLDGS INC | 1,350 | $69,000 | 0.0% | $51.11 * | $40.49 | 0.0% | COM | 525327102 |
| ASR | GRUPO AEROPORTUARIO DEL SURE | 483 | $69,000 | 0.0% | $142.86 | $142.86 | — | SPON ADR SER B | 40051E202 |
| SEIC | SEI INVESTMENTS CO | 1,395 | $68,000 | 0.0% | $48.75 * | $41.56 | 0.0% | COM | 784117103 |
| — | ENEL GENERACION CHILE S A | 3,500 | $68,000 | 0.0% | $19.43 | $19.43 | — | SPONSORED ADR | 29244T101 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 1,254 | $67,000 | 0.0% | $53.43 * | $41.24 | 0.0% | COM | 34964C106 |
| — | ACTIVISION BLIZZARD INC | 1,745 | $63,000 | 0.0% | $36.10 | $36.10 | — | COM | 00507V109 |
| — | WI-LAN INC | 38,070 | $61,000 | 0.0% | $1.60 | $1.60 | — | COM | 928972108 |
| LZB | LA Z BOY INC | 1,961 | $60,000 | 0.0% | $30.60 * | $27.07 | 0.0% | COM | 505336107 |
| — | B/E AEROSPACE INC | 1,000 | $60,000 | 0.0% | $60.00 | $60.00 | — | COM | 073302101 |
| CNC | CENTENE CORP DEL | 1,033 | $58,000 | 0.0% | $56.15 * | $29.50 | 0.0% | COM | 15135B101 |
| FCPT | FOUR CORNERS PPTY TR INC | 2,856 | $58,000 | 0.0% | $20.31 | $20.31 | — | COM | 35086T109 |
| — | RED HAT INC | 825 | $57,000 | 0.0% | $69.09 | $69.09 | — | COM | 756577102 |
| — | BRF SA | 3,828 | $56,000 | 0.0% | $14.63 | $14.63 | — | SPONSORED ADR | 10552T107 |
| FITB | FIFTH THIRD BANCORP | 2,000 | $54,000 | 0.0% | $27.00 * | $17.29 | 0.0% | COM | 316773100 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 4,543 | $53,000 | 0.0% | $11.67 * | $9.74 | 0.0% | COM NEW | 205826209 |
| ENR | ENERGIZER HLDGS INC NEW | 1,196 | $53,000 | 0.0% | $44.31 * | $33.68 | 0.0% | COM | 29272W109 |
| GDX | VANECK VECTORS ETF TR | 2,420 | $51,000 | 0.0% | $21.07 | $21.07 | — | GOLD MINERS ETF | 92189F106 |
| DLR | DIGITAL RLTY TR INC | 500 | $49,000 | 0.0% | $98.00 * | $67.63 | 0.0% | COM | 253868103 |
| — | TE CONNECTIVITY LTD | 700 | $49,000 | 0.0% | $70.00 | $70.00 | — | REG SHS | H84989104 |
| ENTA | ENANTA PHARMACEUTICALS INC | 1,445 | $48,000 | 0.0% | $33.22 * | $28.66 | 0.0% | COM | 29251M106 |
| — | GRUPO FINANCIERO SANTANDER M | 6,552 | $47,000 | 0.0% | $7.17 | $7.17 | — | SPON ADR SHS B | 40053C105 |
| — | COMPANHIA BRASILEIRA DE DIST | 2,800 | $46,000 | 0.0% | $16.43 | $16.43 | — | SPN ADR PFD CL A | 20440T201 |
| — | BAKER HUGHES INC | 700 | $45,000 | 0.0% | $64.29 | $64.29 | — | COM | 057224107 |
| TV | GRUPO TELEVISA SA | 1,987 | $42,000 | 0.0% | $21.14 | $21.14 | — | SPON ADR REP ORD | 40049J206 |
| UFPT | UFP TECHNOLOGIES INC | 1,643 | $41,000 | 0.0% | $24.95 * | $25.84 | 0.0% | COM | 902673102 |
| CVE | CENOVUS ENERGY INC | 2,400 | $36,000 | 0.0% | $15.00 * | $12.76 | 0.0% | COM | 15135U109 |
| AAPL | APPLE INC | 300 | $35,000 | 0.0% | $116.67 * | $26.09 | 0.0% | Put | 037833100 |
| — | VIMPELCOM LTD | 8,922 | $34,000 | 0.0% | $3.81 | $3.81 | — | SPONSORED ADR | 92719A106 |
| — | ROYAL DUTCH SHELL PLC | 627 | $34,000 | 0.0% | $54.23 | $54.23 | — | SPON ADR B | 780259107 |
| YUMC | YUM CHINA HLDGS INC | 1,250 | $32,000 | 0.0% | $25.60 * | $26.68 | 0.0% | COM | 98850P109 |
| SSD | SIMPSON MANUFACTURING CO INC | 722 | $31,000 | 0.0% | $42.94 * | $40.50 | 0.0% | COM | 829073105 |
| — | TIM PARTICIPACOES S A | 2,395 | $29,000 | 0.0% | $12.11 | $12.11 | — | SPONSORED ADR | 88706P205 |
| CX | CEMEX SAB DE CV | 3,486 | $28,000 | 0.0% | $8.03 | $8.03 | — | SPON ADR NEW | 151290889 |
| SSL | SASOL LTD | 955 | $28,000 | 0.0% | $29.32 | $29.32 | — | SPONSORED ADR | 803866300 |
| CMCSA | COMCAST CORP NEW | 400 | $28,000 | 0.0% | $70.00 * | $26.82 | 0.0% | Call | 20030N101 |
| CMCSA | COMCAST CORP NEW | 400 | $28,000 | 0.0% | $70.00 * | $26.82 | 0.0% | Put | 20030N101 |
| VZ | VERIZON COMMUNICATIONS INC | 500 | $27,000 | 0.0% | $54.00 * | $30.99 | 0.0% | Put | 92343V104 |
| VZ | VERIZON COMMUNICATIONS INC | 500 | $27,000 | 0.0% | $54.00 * | $30.99 | 0.0% | Call | 92343V104 |
| — | MARATHON OIL CORP | 1,500 | $26,000 | 0.0% | $17.33 | $17.33 | — | COM | 565849106 |
| T | AT&T INC | 600 | $26,000 | 0.0% | $43.33 * | $15.46 | 0.0% | Call | 00206R102 |
| AAPL | APPLE INC | 200 | $23,000 | 0.0% | $115.00 * | $26.09 | 0.0% | Call | 037833100 |
| — | ZHAOPIN LTD | 1,500 | $22,000 | 0.0% | $14.67 | $14.67 | — | SPONSORED ADR | 98954L103 |
| — | ING GROEP N V | 23,000 | $22,000 | 0.0% | $0.96 | $0.96 | — | DBCV 6.000%12/3 | 456837AE3 |
| — | BANCOLOMBIA S A | 537 | $20,000 | 0.0% | $37.24 | $37.24 | — | SPON ADR PREF | 05968L102 |
| — | JUNIPER NETWORKS INC | 800 | $20,000 | 0.0% | $25.00 | $25.00 | — | COM | 48203R104 |
| — | AMERICAN INTL GROUP INC | 888 | $20,000 | 0.0% | $22.52 | $22.52 | — | *W EXP 01/19/202 | 026874156 |
| XLK | SELECT SECTOR SPDR TR | 400 | $19,000 | 0.0% | $47.50 | — | — | Put | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 400 | $19,000 | 0.0% | $47.50 | — | — | Call | 81369Y803 |
| — | RICHMONT MINES INC | 2,995 | $19,000 | 0.0% | $6.34 | $6.34 | — | COM | 76547T106 |
| BABA | ALIBABA GROUP HLDG LTD | 200 | $18,000 | 0.0% | $90.00 | $87.80 | — | Put | 01609W102 |
| BABA | ALIBABA GROUP HLDG LTD | 200 | $18,000 | 0.0% | $90.00 | $87.80 | — | Call | 01609W102 |
| PJT | PJT PARTNERS INC | 579 | $17,000 | 0.0% | $29.36 * | $25.97 | 0.0% | COM CL A | 69343T107 |
| T | AT&T INC | 300 | $13,000 | 0.0% | $43.33 * | $15.46 | 0.0% | Put | 00206R102 |
| ASIX | ADVANSIX INC | 420 | $9,000 | 0.0% | $21.43 * | $16.41 | 0.0% | COM | 00773T101 |
| EC | ECOPETROL S A | 735 | $7,000 | 0.0% | $9.52 | $9.52 | — | SPONSORED ADS | 279158109 |
| DAL | DELTA AIR LINES INC DEL | 100 | $5,000 | 0.0% | $50.00 * | $40.91 | 0.0% | Put | 247361702 |
| DAL | DELTA AIR LINES INC DEL | 100 | $5,000 | 0.0% | $50.00 * | $40.91 | 0.0% | Call | 247361702 |
| SLB | SCHLUMBERGER LTD | 20,000 | $0 | 0.0% | $0.00 | $63.04 | 0.0% | Put | 806857108 |