Location: London, United Kingdom
CIK: 0001140022 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $16.03B (98.5% shares, 1.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 3,980,793 | $450M | 2.8% | $19.42 | +24.8% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 6,041,345 | $348M | 2.2% | $32.67 | +54.0% | COM | 594918104 |
| XOM | EXXON MOBIL CORP | 2,930,748 | $256M | 1.6% | $54.61 | +7.2% | COM | 30231G102 |
| JNJ | JOHNSON & JOHNSON | 2,149,806 | $254M | 1.6% | $68.78 | +36.1% | COM | 478160104 |
| AMZN | AMAZON COM INC | 268,292 | $225M | 1.4% | $19.34 | +97.9% | COM | 023135106 |
| T | AT&T INC | 5,380,777 | $219M | 1.4% | $12.21 | +33.4% | COM | 00206R102 |
| — | GENERAL ELECTRIC CO | 7,092,323 | $210M | 1.3% | $24.90 | — | COM | 369604103 |
| GOOGL | ALPHABET INC | 254,098 | $204M | 1.3% | $37.00 | +4.9% | CAP STK CL | 02079K305 |
| PFE | PFIZER INC | 5,890,878 | $200M | 1.2% | $17.81 | +24.9% | COM | 717081103 |
| JPM | JPMORGAN CHASE & CO | 2,962,737 | $197M | 1.2% | $39.38 | +29.1% | COM | 46625H100 |
| META | FACEBOOK INC | 1,522,504 | $195M | 1.2% | $62.67 | +96.7% | CL A | 30303M102 |
| PG | PROCTER & GAMBLE CO | 1,898,735 | $170M | 1.1% | $57.93 | +16.5% | COM | 742718109 |
| WFC | WELLS FARGO & CO NEW | 3,462,051 | $153M | 1.0% | $30.95 | +19.0% | COM | 949746101 |
| MO | ALTRIA GROUP INC | 2,406,181 | $152M | 0.9% | $21.48 | +61.8% | COM | 02209S103 |
| HD | HOME DEPOT INC | 1,167,199 | $150M | 0.9% | $68.41 | +55.4% | COM | 437076102 |
| VZ | VERIZON COMMUNICATIONS INC | 2,869,133 | $149M | 0.9% | $27.29 | +20.6% | COM | 92343V104 |
| CVX | CHEVRON CORP NEW | 1,438,067 | $148M | 0.9% | $69.12 | -0.9% | COM | 166764100 |
| GOOG | ALPHABET INC | 181,383 | $141M | 0.9% | $35.67 | +5.7% | CAP STK CL | 02079K107 |
| SPG | SIMON PPTY GROUP INC NEW | 678,966 | $141M | 0.9% | $94.95 | +40.0% | COM | 828806109 |
| CSCO | CISCO SYS INC | 4,398,498 | $140M | 0.9% | $17.92 | +28.7% | COM | 17275R102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 927,115 | $134M | 0.8% | $128.52 | +13.8% | CL B NEW | 084670702 |
| PEP | PEPSICO INC | 1,163,062 | $127M | 0.8% | $64.21 | +26.3% | COM | 713448108 |
| INTC | INTEL CORP | 3,295,820 | $124M | 0.8% | $21.09 | +35.7% | COM | 458140100 |
| MRK | MERCK & CO INC NEW | 1,983,582 | $124M | 0.8% | $33.49 | +30.6% | COM | 58933Y105 |
| BAC | BANK AMER CORP | 7,685,018 | $120M | 0.8% | $10.92 | +10.5% | COM | 060505104 |
| CMCSA | COMCAST CORP NEW | 1,718,489 | $114M | 0.7% | $19.33 | +37.7% | CL A | 20030N101 |
| AMGN | AMGEN INC | 682,277 | $114M | 0.7% | $84.37 | +51.4% | COM | 031162100 |
| KO | COCA COLA CO | 2,681,244 | $113M | 0.7% | $28.49 | +14.3% | COM | 191216100 |
| PM | PHILIP MORRIS INTL INC | 1,160,876 | $113M | 0.7% | $51.38 | +21.2% | COM | 718172109 |
| IBM | INTERNATIONAL BUSINESS MAC | 666,519 | $106M | 0.7% | $109.40 | -7.0% | COM | 459200101 |
| DIS | DISNEY WALT CO | 1,111,250 | $103M | 0.6% | $66.53 | +33.6% | COM DISNEY | 254687106 |
| V | VISA INC | 1,206,535 | $99.79M | 0.6% | $59.68 | +25.7% | COM CL A | 92826C839 |
| BA | BOEING CO | 727,631 | $95.85M | 0.6% | $88.38 | +36.7% | COM | 097023105 |
| SLB | SCHLUMBERGER LTD | 1,213,106 | $95.4M | 0.6% | $56.48 | +7.4% | COM | 806857108 |
| HON | HONEYWELL INTL INC | 792,554 | $92.39M | 0.6% | $59.01 | +45.8% | COM | 438516106 |
| UNH | UNITEDHEALTH GROUP INC | 649,126 | $90.88M | 0.6% | $69.87 | +72.5% | COM | 91324P102 |
| MCD | MCDONALDS CORP | 784,930 | $90.55M | 0.6% | $74.44 | +27.0% | COM | 580135101 |
| — | UNITED TECHNOLOGIES CORP | 882,988 | $89.71M | 0.6% | $98.63 | — | COM | 913017109 |
| C | CITIGROUP INC | 1,846,500 | $87.23M | 0.5% | $36.05 | -5.3% | COM NEW | 172967424 |
| ORCL | ORACLE CORP | 2,187,115 | $85.91M | 0.5% | $30.04 | +17.9% | COM | 68389X105 |
| CVS | CVS HEALTH CORP | 964,938 | $85.87M | 0.5% | $55.48 | +27.8% | COM | 126650100 |
| MMM | 3M CO | 486,035 | $85.67M | 0.5% | $82.20 | +32.8% | COM | 88579Y101 |
| GILD | GILEAD SCIENCES INC | 1,038,891 | $82.2M | 0.5% | $52.50 | +10.0% | COM | 375558103 |
| MDT | MEDTRONIC PLC | 944,266 | $81.6M | 0.5% | $59.05 | +16.5% | SHS | G5960L103 |
| ABBV | ABBVIE INC | 1,263,563 | $79.69M | 0.5% | $33.22 | +32.2% | COM | 00287Y109 |
| MA | MASTERCARD INC | 752,943 | $76.59M | 0.5% | $77.94 | +16.6% | CL A | 57636Q104 |
| — | ALLERGAN PLC | 316,194 | $75.2M | 0.5% | $282.31 | — | SHS | G0177J108 |
| WMT | WAL-MART STORES INC | 976,221 | $70.4M | 0.4% | $19.94 | +3.3% | COM | 931142103 |
| TXN | TEXAS INSTRS INC | 1,002,026 | $70.31M | 0.4% | $26.49 | +98.9% | COM | 882508104 |
| IWV | ISHARES TR | 530,179 | $67.96M | 0.4% | $101.41 | — | RUSSELL 300 | 464287689 |
| TD | TORONTO DOMINION BK ONT | 1,512,438 | $67.04M | 0.4% | $42.66 | +2.7% | COM NEW | 891160509 |
| CL | COLGATE PALMOLIVE CO | 895,942 | $66.41M | 0.4% | $51.66 | +14.9% | COM | 194162103 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 295 | $63.92M | 0.4% | $183149.77 | +19.8% | CL A | 084670108 |
| — | GENERAL GROWTH PPTYS INC N | 2,312,958 | $63.86M | 0.4% | $21.56 | — | COM | 370023103 |
| BMY | BRISTOL MYERS SQUIBB CO | 1,168,456 | $63.02M | 0.4% | $34.67 | +33.1% | COM | 110122108 |
| QCOM | QUALCOMM INC | 912,145 | $62.48M | 0.4% | $45.28 | +3.6% | COM | 747525103 |
| — | CELGENE CORP | 581,520 | $60.79M | 0.4% | $111.01 | — | COM | 151020104 |
| RY | ROYAL BK CDA MONTREAL QUE | 974,918 | $60.3M | 0.4% | $59.97 | +2.5% | COM | 780087102 |
| UNP | UNION PAC CORP | 606,433 | $59.15M | 0.4% | $73.69 | +3.1% | COM | 907818108 |
| F | FORD MTR CO DEL | 4,883,256 | $58.94M | 0.4% | $8.18 | -6.1% | COM PAR $0. | 345370860 |
| LYB | LYONDELLBASELL INDUSTRIES | 713,019 | $57.51M | 0.4% | $37.20 | +21.2% | SHS-A- | N53745100 |
| LLY | LILLY ELI & CO | 710,796 | $57.03M | 0.4% | $46.67 | +47.0% | COM | 532457108 |
| TJX | TJX COS INC NEW | 734,671 | $54.94M | 0.3% | $27.26 | +25.8% | COM | 872540109 |
| — | PRICELINE COM INC | 37,125 | $54.64M | 0.3% | $1065.61 | — | COM NEW | 741503403 |
| SBUX | STARBUCKS CORP | 995,336 | $53.88M | 0.3% | $37.10 | +23.6% | COM | 855244109 |
| UBS | UBS GROUP AG | 3,898,229 | $53.22M | 0.3% | $17.05 | -20.1% | SHS | H42097107 |
| KHC | KRAFT HEINZ CO | 585,440 | $52.4M | 0.3% | $49.52 | +17.2% | COM | 500754106 |
| USB | US BANCORP DEL | 1,201,545 | $51.53M | 0.3% | $25.89 | +15.8% | COM NEW | 902973304 |
| MDLZ | MONDELEZ INTL INC | 1,131,700 | $49.68M | 0.3% | $25.89 | +36.0% | CL A | 609207105 |
| OXY | OCCIDENTAL PETE CORP DEL | 672,849 | $49.07M | 0.3% | $56.29 | +2.0% | COM | 674599105 |
| NEE | NEXTERA ENERGY INC | 398,853 | $48.78M | 0.3% | $17.97 | +38.1% | COM | 65339F101 |
| ACN | ACCENTURE PLC IRELAND | 397,594 | $48.57M | 0.3% | $67.98 | +44.4% | SHS CLASS A | G1151C101 |
| UPS | UNITED PARCEL SERVICE INC | 442,613 | $48.4M | 0.3% | $63.42 | +21.8% | CL B | 911312106 |
| — | BROADCOM LTD | 279,936 | $48.29M | 0.3% | $156.21 | — | SHS | Y09827109 |
| — | DU PONT E I DE NEMOURS & C | 709,442 | $47.5M | 0.3% | $62.00 | — | COM | 263534109 |
| COP | CONOCOPHILLIPS | 1,081,728 | $47.02M | 0.3% | $37.83 | -17.7% | COM | 20825C104 |
| GS | GOLDMAN SACHS GROUP INC | 289,907 | $46.76M | 0.3% | $125.48 | +6.6% | COM | 38141G104 |
| COST | COSTCO WHSL CORP NEW | 301,737 | $46.02M | 0.3% | $105.14 | +30.3% | COM | 22160K105 |
| ARE | ALEXANDRIA REAL ESTATE EQ | 419,101 | $45.6M | 0.3% | $63.66 | +22.5% | COM | 015271109 |
| AIG | AMERICAN INTL GROUP INC | 767,773 | $45.56M | 0.3% | $35.18 | +28.1% | COM NEW | 026874784 |
| — | DOW CHEM CO | 871,554 | $45.17M | 0.3% | $45.54 | — | COM | 260543103 |
| BIIB | BIOGEN INC | 143,189 | $44.82M | 0.3% | $244.45 | +21.2% | COM | 09062X103 |
| TMO | THERMO FISHER SCIENTIFIC I | 281,180 | $44.72M | 0.3% | $107.20 | +40.0% | COM | 883556102 |
| GLIN | VANECK VECTORS ETF TR | 954,301 | $44.37M | 0.3% | $43.33 | — | INDIA SMALL | 92189F767 |
| LOW | LOWES COS INC | 613,066 | $44.28M | 0.3% | $41.55 | +57.5% | COM | 548661107 |
| — | WALGREENS BOOTS ALLIANCE I | 538,542 | $43.41M | 0.3% | $77.16 | — | COM | 931427108 |
| GM | GENERAL MTRS CO | 1,359,161 | $43.18M | 0.3% | $25.94 | -0.3% | COM | 37045V100 |
| AXP | AMERICAN EXPRESS CO | 666,413 | $42.68M | 0.3% | $61.29 | -8.1% | COM | 025816109 |
| BNS | BANK N S HALIFAX | 801,144 | $42.41M | 0.3% | $30.15 | +6.9% | COM | 064149107 |
| NKE | NIKE INC | 792,443 | $41.73M | 0.3% | $45.83 | +9.1% | CL B | 654106103 |
| NOC | NORTHROP GRUMMAN CORP | 187,207 | $40.06M | 0.2% | $90.28 | +106.3% | COM | 666807102 |
| DUK | DUKE ENERGY CORP NEW | 497,739 | $39.83M | 0.2% | $47.02 | +19.9% | COM NEW | 26441C204 |
| KMB | KIMBERLY CLARK CORP | 313,306 | $39.52M | 0.2% | $74.73 | +25.1% | COM | 494368103 |
| — | RAYTHEON CO | 289,106 | $39.36M | 0.2% | $94.28 | — | COM NEW | 755111507 |
| — | TIME WARNER INC | 489,542 | $39.01M | 0.2% | $60.73 | — | COM NEW | 887317303 |
| CAT | CATERPILLAR INC DEL | 437,409 | $38.83M | 0.2% | $61.86 | +6.7% | COM | 149123101 |
| ABT | ABBOTT LABS | 907,104 | $38.36M | 0.2% | $30.22 | +19.6% | COM | 002824100 |
| CRM | SALESFORCE COM INC | 511,391 | $36.48M | 0.2% | $60.64 | +27.1% | COM | 79466L302 |
| PRU | PRUDENTIAL FINL INC | 446,224 | $36.43M | 0.2% | $46.07 | +9.0% | COM | 744320102 |
| CB | CHUBB LIMITED | 286,076 | $35.95M | 0.2% | $96.32 | +11.3% | COM | H1467J104 |
| PYPL | PAYPAL HLDGS INC | 849,001 | $34.78M | 0.2% | $36.43 | +5.3% | COM | 70450Y103 |
| CHTR | CHARTER COMMUNICATIONS INC | 128,089 | $34.58M | 0.2% | $215.70 | +17.1% | CL A | 16119P108 |
| NFLX | NETFLIX INC | 342,513 | $33.76M | 0.2% | $9.76 | -2.2% | COM | 64110L106 |
| — | BLACKROCK INC | 92,933 | $33.67M | 0.2% | $305.69 | — | COM | 09247X101 |
| ADBE | ADOBE SYS INC | 309,706 | $33.62M | 0.2% | $60.69 | +65.3% | COM | 00724F101 |
| AMT | AMERICAN TOWER CORP NEW | 294,265 | $33.35M | 0.2% | $67.38 | +34.1% | COM | 03027X100 |
| SPY | SPDR S&P 500 ETF TR | 152,984 | $33.1M | 0.2% | $161.81 | — | TR UNIT | 78462F103 |
| EOG | EOG RES INC | 339,267 | $32.81M | 0.2% | $64.75 | +0.6% | COM | 26875P101 |
| EMR | EMERSON ELEC CO | 597,780 | $32.59M | 0.2% | $42.67 | -0.9% | COM | 291011104 |
| BDX | BECTON DICKINSON & CO | 174,245 | $31.32M | 0.2% | $109.73 | +35.3% | COM | 075887109 |
| ZTS | ZOETIS INC | 594,690 | $30.93M | 0.2% | $38.70 | +21.7% | CL A | 98978V103 |
| SO | SOUTHERN CO | 602,137 | $30.89M | 0.2% | $28.26 | +26.0% | COM | 842587107 |
| — | MONSANTO CO NEW | 299,351 | $30.6M | 0.2% | $104.69 | — | COM | 61166W101 |
| TRV | TRAVELERS COMPANIES INC | 263,667 | $30.21M | 0.2% | $76.57 | +24.4% | COM | 89417E109 |
| — | EXPRESS SCRIPTS HLDG CO | 424,925 | $29.97M | 0.2% | $65.00 | — | COM | 30219G108 |
| NXPI | NXP SEMICONDUCTORS N V | 291,622 | $29.75M | 0.2% | $62.01 | +21.4% | COM | N6596X109 |
| D | DOMINION RES INC VA NEW | 394,334 | $29.29M | 0.2% | $40.91 | +23.7% | COM | 25746U109 |
| FDX | FEDEX CORP | 167,591 | $29.27M | 0.2% | $97.79 | +44.1% | COM | 31428X106 |
| SU | SUNCOR ENERGY INC NEW | 1,050,519 | $29.13M | 0.2% | $19.91 | -2.0% | COM | 867224107 |
| CNI | CANADIAN NATL RY CO | 441,364 | $28.83M | 0.2% | $45.07 | +18.0% | COM | 136375102 |
| VLO | VALERO ENERGY CORP NEW | 542,172 | $28.73M | 0.2% | $30.25 | +21.5% | COM | 91913Y100 |
| MS | MORGAN STANLEY | 878,620 | $28.17M | 0.2% | $18.69 | +22.2% | COM NEW | 617446448 |
| DHR | DANAHER CORP DEL | 358,841 | $28.13M | 0.2% | $30.81 | +118.3% | COM | 235851102 |
| PNC | PNC FINL SVCS GROUP INC | 302,632 | $27.26M | 0.2% | $52.47 | +20.6% | COM | 693475105 |
| — | AETNA INC NEW | 235,824 | $27.24M | 0.2% | $74.64 | — | COM | 00817Y108 |
| — | CTRIP COM INTL LTD | 25,000,000 | $27.22M | 0.2% | $1.06 | — | NOTE 1.00% | 22943FAF7 |
| APH | AMPHENOL CORP NEW | 419,253 | $27.21M | 0.2% | $12.27 | +13.3% | CL A | 032095101 |
| KMI | KINDER MORGAN INC DEL | 1,167,123 | $27M | 0.2% | $20.00 | -34.7% | COM | 49456B101 |
| JCI | JOHNSON CTLS INTL PLC | 578,805 | $26.93M | 0.2% | $33.21 | 0.0% | SHS | G51502105 |
| NVDA | NVIDIA CORP | 392,975 | $26.92M | 0.2% | $0.67 | +116.0% | COM | 67066G104 |
| CHD | CHURCH & DWIGHT INC | 551,936 | $26.45M | 0.2% | $41.45 | +5.4% | COM | 171340102 |
| BK | BANK NEW YORK MELLON CORP | 660,827 | $26.35M | 0.2% | $24.19 | +29.3% | COM | 064058100 |
| PSX | PHILLIPS 66 | 323,629 | $26.07M | 0.2% | $43.92 | +23.9% | COM | 718546104 |
| TSN | TYSON FOODS INC | 349,002 | $26.06M | 0.2% | $41.02 | +41.1% | CL A | 902494103 |
| CSX | CSX CORP | 846,896 | $25.83M | 0.2% | $7.53 | +10.0% | COM | 126408103 |
| ITW | ILLINOIS TOOL WKS INC | 215,066 | $25.77M | 0.2% | $59.89 | +55.1% | COM | 452308109 |
| DB | DEUTSCHE BANK AG | 1,956,949 | $25.67M | 0.2% | $27.61 | -61.7% | NAMEN AKT | D18190898 |
| ENB | ENBRIDGE INC | 582,193 | $25.62M | 0.2% | $23.09 | +4.2% | COM | 29250N105 |
| SYF | SYNCHRONY FINL | 912,342 | $25.55M | 0.2% | $23.72 | -7.3% | COM | 87165B103 |
| — | PIONEER NAT RES CO | 137,562 | $25.53M | 0.2% | $156.88 | — | COM | 723787107 |
| HAL | HALLIBURTON CO | 564,932 | $25.35M | 0.2% | $34.49 | +5.5% | COM | 406216101 |
| — | CIGNA CORPORATION | 192,861 | $25.13M | 0.2% | $94.07 | — | COM | 125509109 |
| ICE | INTERCONTINENTAL EXCHANGE | 93,274 | $25.11M | 0.2% | $39.23 | +23.4% | COM | 45866F104 |
| ADP | AUTOMATIC DATA PROCESSING | 282,599 | $24.92M | 0.2% | $54.73 | +35.4% | COM | 053015103 |
| MCK | MCKESSON CORP | 149,234 | $24.88M | 0.2% | $126.65 | +36.7% | COM | 58155Q103 |
| MET | METLIFE INC | 557,498 | $24.77M | 0.2% | $27.39 | -0.0% | COM | 59156R108 |
| SRE | SEMPRA ENERGY | 230,727 | $24.73M | 0.2% | $34.27 | +17.7% | COM | 816851109 |
| TGT | TARGET CORP | 358,467 | $24.62M | 0.2% | $50.52 | +7.6% | COM | 87612E106 |
| GIS | GENERAL MLS INC | 385,295 | $24.61M | 0.2% | $33.78 | +48.0% | COM | 370334104 |
| — | BARD C R INC | 109,650 | $24.59M | 0.2% | $197.06 | — | COM | 067383109 |
| HSIC | SCHEIN HENRY INC | 150,734 | $24.57M | 0.2% | $60.31 | +10.1% | COM | 806407102 |
| — | REYNOLDS AMERICAN INC | 512,089 | $24.14M | 0.2% | $49.98 | — | COM | 761713106 |
| — | HESS CORP | 443,872 | $23.8M | 0.1% | $60.19 | — | COM | 42809H107 |
| HPE | HEWLETT PACKARD ENTERPRISE | 1,044,723 | $23.77M | 0.1% | $6.62 | +42.4% | COM | 42824C109 |
| SYK | STRYKER CORP | 203,738 | $23.72M | 0.1% | $72.39 | +44.9% | COM | 863667101 |
| AZO | AUTOZONE INC | 30,590 | $23.51M | 0.1% | $676.74 | +15.0% | COM | 053332102 |
| — | TRANSCANADA CORP | 494,603 | $23.49M | 0.1% | $43.47 | — | COM | 89353D107 |
| — | AON PLC | 207,609 | $23.35M | 0.1% | $89.44 | — | SHS CL A | G0408V102 |
| — | L BRANDS INC | 328,889 | $23.27M | 0.1% | $70.91 | — | COM | 501797104 |
| — | YAHOO INC | 539,994 | $23.27M | 0.1% | $35.67 | — | COM | 984332106 |
| BXP | BOSTON PROPERTIES INC | 167,476 | $22.82M | 0.1% | $80.13 | +17.1% | COM | 101121101 |
| PLD | PROLOGIS INC | 425,866 | $22.8M | 0.1% | $30.83 | +31.1% | COM | 74340W103 |
| — | PRICELINE GRP INC | 21,000,000 | $22.6M | 0.1% | $1.08 | — | NOTE 0.90% | 741503AX4 |
| CTSH | COGNIZANT TECHNOLOGY SOLUT | 472,964 | $22.53M | 0.1% | $45.54 | +10.8% | CL A | 192446102 |
| EWY | ISHARES | 387,400 | $22.52M | 0.1% | $58.13 | — | MSCI STH KO | 464286772 |
| YUM | YUM BRANDS INC | 243,605 | $22.13M | 0.1% | $40.94 | +31.6% | COM | 988498101 |
| CNQ | CANADIAN NAT RES LTD | 686,346 | $21.95M | 0.1% | $8.85 | +13.5% | COM | 136385101 |
| CMI | CUMMINS INC | 171,191 | $21.94M | 0.1% | $92.18 | +2.8% | COM | 231021106 |
| AFL | AFLAC INC | 303,337 | $21.8M | 0.1% | $22.79 | +28.3% | COM | 001055102 |
| SCHW | SCHWAB CHARLES CORP NEW | 688,722 | $21.75M | 0.1% | $20.33 | +28.0% | COM | 808513105 |
| MRSH | MARSH & MCLENNAN COS INC | 321,437 | $21.62M | 0.1% | $39.91 | +43.6% | COM | 571748102 |
| BMO | BANK MONTREAL QUE | 430,811 | $21.51M | 0.1% | $38.62 | +15.4% | COM | 063671101 |
| WELL | WELLTOWER INC | 286,075 | $21.39M | 0.1% | $46.18 | +16.9% | COM | 95040Q104 |
| GLW | CORNING INC | 902,291 | $21.34M | 0.1% | $11.45 | +51.6% | COM | 219350105 |
| — | SPDR GOLD TRUST | 8,150,500 | $21.31M | 0.1% | $2.61 | — | CALL | 78463V907 |
| MTD | METTLER TOLEDO INTERNATION | 50,576 | $21.23M | 0.1% | $355.19 | +11.8% | COM | 592688105 |
| — | PRAXAIR INC | 175,576 | $21.21M | 0.1% | $116.87 | — | COM | 74005P104 |
| CCL | CARNIVAL CORP | 431,992 | $21.09M | 0.1% | $35.04 | +17.1% | PAIRED CTF | 143658300 |
| DVN | DEVON ENERGY CORP NEW | 477,787 | $21.07M | 0.1% | $30.90 | -7.5% | COM | 25179M103 |
| MCO | MOODYS CORP | 193,567 | $20.96M | 0.1% | $84.55 | +13.8% | COM | 615369105 |
| PSA | PUBLIC STORAGE | 93,890 | $20.95M | 0.1% | $119.31 | +33.9% | COM | 74460D109 |
| — | CBS CORP NEW | 381,930 | $20.89M | 0.1% | $51.53 | — | CL B | 124857202 |
| AEP | AMERICAN ELEC PWR INC | 324,876 | $20.86M | 0.1% | $34.90 | +38.4% | COM | 025537101 |
| ORLY | O REILLY AUTOMOTIVE INC NE | 74,399 | $20.84M | 0.1% | $11.12 | +68.6% | COM | 67103H107 |
| TSM | TAIWAN SEMICONDUCTOR MFG L | 680,705 | $20.83M | 0.1% | $23.37 | — | SPONSORED A | 874039100 |
| EBAY | EBAY INC | 632,270 | $20.8M | 0.1% | $20.18 | +33.2% | COM | 278642103 |
| SPGI | S&P GLOBAL INC | 163,921 | $20.74M | 0.1% | $96.65 | +14.0% | COM | 78409V104 |
| CCI | CROWN CASTLE INTL CORP NEW | 219,568 | $20.69M | 0.1% | $53.36 | +21.6% | COM | 22822V101 |
| FISV | FISERV INC | 207,939 | $20.69M | 0.1% | $38.04 | +37.9% | COM | 337738108 |
| COF | CAPITAL ONE FINL CORP | 285,069 | $20.48M | 0.1% | $51.50 | +13.1% | COM | 14040H105 |
| CME | CME GROUP INC | 195,617 | $20.44M | 0.1% | $41.51 | +76.3% | COM | 12572Q105 |
| ELV | ANTHEM INC | 162,505 | $20.36M | 0.1% | $110.17 | +3.2% | COM | 036752103 |
| AMAT | APPLIED MATLS INC | 673,350 | $20.3M | 0.1% | $15.87 | +58.3% | COM | 038222105 |
| REGN | REGENERON PHARMACEUTICALS | 50,000 | $20.1M | 0.1% | $311.75 | +28.0% | COM | 75886F107 |
| — | ANADARKO PETE CORP | 316,044 | $20.02M | 0.1% | $80.67 | — | COM | 032511107 |
| — | ALEXION PHARMACEUTICALS IN | 163,056 | $19.98M | 0.1% | $123.62 | — | COM | 015351109 |
| ETN | EATON CORP PLC | 303,597 | $19.95M | 0.1% | $49.72 | +6.4% | SHS | G29183103 |
| ECL | ECOLAB INC | 162,905 | $19.82M | 0.1% | $85.32 | +27.7% | COM | 278865100 |
| BSX | BOSTON SCIENTIFIC CORP | 832,657 | $19.82M | 0.1% | $12.03 | +98.4% | COM | 101137107 |
| APD | AIR PRODS & CHEMS INC | 131,676 | $19.8M | 0.1% | $81.21 | +35.3% | COM | 009158106 |
| WEC | WEC ENERGY GROUP INC | 326,860 | $19.57M | 0.1% | $36.51 | +26.4% | COM | 92939U106 |
| EXC | EXELON CORP | 585,731 | $19.5M | 0.1% | $15.87 | +13.9% | COM | 30161N101 |
| — | BROOKFIELD ASSET MGMT INC | 554,801 | $19.5M | 0.1% | $37.70 | — | CL A LTD VT | 112585104 |
| VFC | V F CORP | 346,685 | $19.43M | 0.1% | $54.34 | +6.3% | COM | 918204108 |
| CM | CDN IMPERIAL BK COMM TORON | 247,724 | $19.18M | 0.1% | $21.68 | +13.9% | COM | 136069101 |
| BABA | ALIBABA GROUP HLDG LTD | 179,180 | $18.96M | 0.1% | $84.85 | — | SPONSORED A | 01609W102 |
| — | BB&T CORP | 499,962 | $18.86M | 0.1% | $35.89 | — | COM | 054937107 |
| — | ACTIVISION BLIZZARD INC | 425,336 | $18.84M | 0.1% | $22.51 | — | COM | 00507V109 |
| PCG | PG&E CORP | 306,004 | $18.72M | 0.1% | $44.15 | +36.8% | COM | 69331C108 |
| — | SYMANTEC CORP | 744,691 | $18.7M | 0.1% | $23.41 | — | COM | 871503108 |
| KR | KROGER CO | 624,467 | $18.53M | 0.1% | $23.64 | +15.9% | COM | 501044101 |
| — | SPECTRA ENERGY CORP | 432,906 | $18.51M | 0.1% | $35.57 | — | COM | 847560109 |
| — | TWENTY FIRST CENTY FOX INC | 763,787 | $18.5M | 0.1% | $33.27 | — | CL A | 90130A101 |
| DLTR | DOLLAR TREE INC | 234,189 | $18.48M | 0.1% | $73.27 | +22.8% | COM | 256746108 |
| HUM | HUMANA INC | 102,084 | $18.05M | 0.1% | $97.24 | +65.2% | COM | 444859102 |
| MU | MICRON TECHNOLOGY INC | 1,011,081 | $17.97M | 0.1% | $15.26 | -2.5% | COM | 595112103 |
| EQIX | EQUINIX INC | 49,864 | $17.96M | 0.1% | $214.82 | +44.1% | COM PAR $0. | 29444U700 |
| — | NXP SEMICONDUCTORS N V | 15,000,000 | $17.74M | 0.1% | $1.11 | — | DBCV 1.00%1 | 62952QAB6 |
| NSC | NORFOLK SOUTHERN CORP | 182,133 | $17.68M | 0.1% | $62.45 | +20.4% | COM | 655844108 |
| WM | WASTE MGMT INC DEL | 276,241 | $17.62M | 0.1% | $35.10 | +57.1% | COM | 94106L109 |
| — | DR PEPPER SNAPPLE GROUP IN | 192,664 | $17.59M | 0.1% | $81.39 | — | COM | 26138E109 |
| STZ | CONSTELLATION BRANDS INC | 103,487 | $17.23M | 0.1% | $73.70 | +94.1% | CL A | 21036P108 |
| SYY | SYSCO CORP | 350,125 | $17.16M | 0.1% | $27.85 | +44.5% | COM | 871829107 |
| ISRG | INTUITIVE SURGICAL INC | 23,579 | $17.08M | 0.1% | $54.93 | +39.4% | COM NEW | 46120E602 |
| PPG | PPG INDS INC | 164,714 | $17.02M | 0.1% | $84.98 | +3.9% | COM | 693506107 |
| NMFC | NEW MTN FIN CORP | 1,231,125 | $16.94M | 0.1% | $4.46 | +12.6% | COM | 647551100 |
| ADM | ARCHER DANIELS MIDLAND CO | 400,467 | $16.89M | 0.1% | $27.36 | +19.7% | COM | 039483102 |
| STT | STATE STR CORP | 242,480 | $16.89M | 0.1% | $47.83 | +3.9% | COM | 857477103 |
| ILMN | ILLUMINA INC | 90,595 | $16.46M | 0.1% | $115.29 | +38.8% | COM | 452327109 |
| ROST | ROSS STORES INC | 254,647 | $16.37M | 0.1% | $39.01 | +43.7% | COM | 778296103 |
| INTU | INTUIT | 147,954 | $16.27M | 0.1% | $66.24 | +57.4% | COM | 461202103 |
| HPQ | HP INC | 1,045,570 | $16.23M | 0.1% | $9.12 | +14.9% | COM | 40434L105 |
| HCA | HCA HOLDINGS INC | 214,568 | $16.23M | 0.1% | $54.42 | +30.8% | COM | 40412C101 |
| — | NOBLE ENERGY INC | 453,304 | $16.2M | 0.1% | $45.47 | — | COM | 655044105 |
| NEM | NEWMONT MINING CORP | 409,204 | $16.08M | 0.1% | $24.69 | +32.0% | COM | 651639106 |
| BAX | BAXTER INTL INC | 336,787 | $16.03M | 0.1% | $31.75 | +27.3% | COM | 071813109 |
| ALL | ALLSTATE CORP | 231,091 | $15.99M | 0.1% | $40.28 | +38.8% | COM | 020002101 |
| ZBH | ZIMMER BIOMET HLDGS INC | 122,786 | $15.96M | 0.1% | $83.96 | +36.3% | COM | 98956P102 |
| NWL | NEWELL BRANDS INC | 302,083 | $15.91M | 0.1% | $26.02 | +33.8% | COM | 651229106 |
| — | CEMEX SAB DE CV | 14,000,000 | $15.81M | 0.1% | $1.13 | — | NOTE 3.75% | 151290BC6 |
| EW | EDWARDS LIFESCIENCES CORP | 130,765 | $15.76M | 0.1% | $21.60 | +74.4% | COM | 28176E108 |
| FIS | FIDELITY NATL INFORMATION | 200,367 | $15.44M | 0.1% | $41.99 | +58.0% | COM | 31620M106 |
| DE | DEERE & CO | 180,174 | $15.37M | 0.1% | $68.40 | +2.8% | COM | 244199105 |
| RSG | REPUBLIC SVCS INC | 304,686 | $15.37M | 0.1% | $37.76 | +16.1% | COM | 760759100 |
| CAH | CARDINAL HEALTH INC | 197,364 | $15.34M | 0.1% | $43.78 | +40.4% | COM | 14149Y108 |
| EA | ELECTRONIC ARTS INC | 179,021 | $15.29M | 0.1% | $35.91 | +116.6% | COM | 285512109 |
| VTR | VENTAS INC | 215,441 | $15.22M | 0.1% | $47.58 | +1.6% | COM | 92276F100 |
| EQR | EQUITY RESIDENTIAL | 234,915 | $15.11M | 0.1% | $36.61 | +24.3% | SH BEN INT | 29476L107 |
| AVB | AVALONBAY CMNTYS INC | 84,278 | $14.99M | 0.1% | $100.90 | +29.5% | COM | 053484101 |
| SCI | SERVICE CORP INTL | 558,121 | $14.82M | 0.1% | $26.38 | +2.7% | COM | 817565104 |
| DLR | DIGITAL RLTY TR INC | 152,487 | $14.81M | 0.1% | $52.38 | +40.0% | COM | 253868103 |
| WY | WEYERHAEUSER CO | 462,106 | $14.76M | 0.1% | $19.17 | +14.4% | COM | 962166104 |
| — | APACHE CORP | 230,716 | $14.74M | 0.1% | $76.97 | — | COM | 037411105 |
| EIX | EDISON INTL | 201,191 | $14.54M | 0.1% | $35.93 | +42.1% | COM | 281020107 |
| MAR | MARRIOTT INTL INC NEW | 215,317 | $14.5M | 0.1% | $55.32 | +16.9% | CL A | 571903202 |
| PPL | PPL CORP | 413,387 | $14.29M | 0.1% | $18.65 | +26.7% | COM | 69351T106 |
| — | TE CONNECTIVITY LTD | 221,006 | $14.23M | 0.1% | $53.20 | — | REG SHS | H84989104 |
| LVS | LAS VEGAS SANDS CORP | 245,021 | $14.1M | 0.1% | $43.10 | -5.1% | COM | 517834107 |
| ED | CONSOLIDATED EDISON INC | 187,030 | $14.08M | 0.1% | $41.44 | +33.8% | COM | 209115104 |
| — | CANADIAN PAC RY LTD | 92,291 | $14.08M | 0.1% | $138.51 | — | COM | 13645T100 |
| TSLA | TESLA MTRS INC | 68,971 | $14.07M | 0.1% | $13.96 | +3.4% | COM | 88160R101 |
| WMB | WILLIAMS COS INC DEL | 457,521 | $14.06M | 0.1% | $19.06 | -14.9% | COM | 969457100 |
| — | DISCOVER FINL SVCS | 248,383 | $14.05M | 0.1% | $49.59 | — | COM | 254709108 |
| — | MICROCHIP TECHNOLOGY INC | 11,000,000 | $14.04M | 0.1% | $1.02 | — | NOTE 1.625% | 595017AD6 |
| — | VIMPELCOM LTD | 4,009,258 | $13.99M | 0.1% | $3.49 | — | SPONSORED A | 92719A106 |
| — | ST JUDE MED INC | 175,142 | $13.97M | 0.1% | $51.20 | — | COM | 790849103 |
| — | LINKEDIN CORP | 72,095 | $13.78M | 0.1% | $203.11 | — | COM CL A | 53578A108 |
| ADI | ANALOG DEVICES INC | 212,898 | $13.72M | 0.1% | $38.74 | +33.8% | COM | 032654105 |
| — | BARRICK GOLD CORP | 775,324 | $13.72M | 0.1% | $16.13 | — | COM | 067901108 |
| OMC | OMNICOM GROUP INC | 161,319 | $13.71M | 0.1% | $49.87 | +21.4% | COM | 681919106 |
| — | VIACOM INC NEW | 357,248 | $13.62M | 0.1% | $55.09 | — | CL B | 92553P201 |
| — | BAKER HUGHES INC | 269,695 | $13.61M | 0.1% | $52.73 | — | COM | 057224107 |
| — | KELLOGG CO | 172,326 | $13.35M | 0.1% | $41.16 | +32.8% | COM | 487836108 |
| — | SUNTRUST BKS INC | 304,603 | $13.35M | 0.1% | $35.83 | — | COM | 867914103 |
| MPC | MARATHON PETE CORP | 328,503 | $13.33M | 0.1% | $32.52 | -6.7% | COM | 56585A102 |
| TAP | MOLSON COORS BREWING CO | 121,085 | $13.3M | 0.1% | $53.91 | +48.9% | CL B | 60871R209 |
| MFC | MANULIFE FINL CORP | 1,230,386 | $13.25M | 0.1% | $15.91 | -14.5% | COM | 56501R106 |
| — | HARRIS CORP DEL | 143,924 | $13.18M | 0.1% | $82.59 | — | COM | 413875105 |
| PEG | PUBLIC SVC ENTERPRISE GROU | 314,112 | $13.15M | 0.1% | $24.83 | +28.3% | COM | 744573106 |
| VRTX | VERTEX PHARMACEUTICALS INC | 150,555 | $13.13M | 0.1% | $87.59 | +7.9% | COM | 92532F100 |
| DG | DOLLAR GEN CORP NEW | 184,564 | $12.92M | 0.1% | $55.70 | +34.7% | COM | 256677105 |
| SHW | SHERWIN WILLIAMS CO | 46,687 | $12.91M | 0.1% | $64.77 | +37.4% | COM | 824348106 |
| TDG | TRANSDIGM GROUP INC | 44,617 | $12.9M | 0.1% | $105.66 | +66.0% | COM | 893641100 |
| PNR | PENTAIR PLC | 200,649 | $12.89M | 0.1% | $38.03 | -4.5% | SHS | G7S00T104 |
| MNST | MONSTER BEVERAGE CORP NEW | 87,784 | $12.89M | 0.1% | $22.51 | +15.3% | COM | 61174X109 |
| XEL | XCEL ENERGY INC | 312,144 | $12.84M | 0.1% | $23.90 | +33.8% | COM | 98389B100 |
| — | LIBERTY GLOBAL PLC | 386,026 | $12.75M | 0.1% | $39.52 | — | SHS CL C | G5480U120 |
| SLF | SUN LIFE FINL INC | 391,183 | $12.71M | 0.1% | $30.61 | +5.1% | COM | 866796105 |
| PCAR | PACCAR INC | 216,224 | $12.71M | 0.1% | $24.63 | +8.3% | COM | 693718108 |
| CAG | CONAGRA FOODS INC | 269,674 | $12.7M | 0.1% | $18.80 | +36.5% | COM | 205887102 |
| AYI | ACUITY BRANDS INC | 47,736 | $12.63M | 0.1% | $230.15 | +12.1% | COM | 00508Y102 |
| NDAQ | NASDAQ INC | 186,650 | $12.6M | 0.1% | $16.70 | +18.9% | COM | 631103108 |
| HST | HOST HOTELS & RESORTS INC | 808,138 | $12.58M | 0.1% | $11.37 | +4.0% | COM | 44107P104 |
| EL | LAUDER ESTEE COS INC | 139,158 | $12.32M | 0.1% | $64.51 | +25.3% | CL A | 518439104 |
| IP | INTL PAPER CO | 256,281 | $12.3M | 0.1% | $26.35 | +12.0% | COM | 460146103 |
| MAC | MACERICH CO | 151,785 | $12.28M | 0.1% | $74.99 | — | COM | 554382101 |
| L | LOEWS CORP | 296,911 | $12.21M | 0.1% | $38.83 | +1.3% | COM | 540424108 |
| — | CA INC | 367,024 | $12.14M | 0.1% | $30.49 | — | COM | 12673P105 |
| BBY | BEST BUY INC | 317,263 | $12.11M | 0.1% | $22.75 | +10.9% | COM | 086516101 |
| — | SERVICENOW INC | 10,000,000 | $12.05M | 0.1% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| WU | WESTERN UN CO | 575,620 | $11.99M | 0.1% | $19.35 | — | COM | 959802109 |
| — | DELPHI AUTOMOTIVE PLC | 167,922 | $11.98M | 0.1% | $60.32 | — | SHS | G27823106 |
| — | SVB FINL GROUP | 108,130 | $11.95M | 0.1% | $107.70 | — | COM | 78486Q101 |
| — | XEROX CORP | 1,175,252 | $11.9M | 0.1% | $10.34 | — | COM | 984121103 |
| — | CONCHO RES INC | 86,254 | $11.85M | 0.1% | $105.23 | — | COM | 20605P101 |
| — | LIBERTY INTERACTIVE LLC | 11,000,000 | $11.67M | 0.1% | $1.06 | — | DEB 1.75% 9 | 530610AD6 |
| PAYX | PAYCHEX INC | 200,180 | $11.58M | 0.1% | $30.92 | +46.6% | COM | 704326107 |
| — | HOLOGIC INC | 8,500,000 | $11.56M | 0.1% | $1.31 | — | FRNT 2.00%1 | 436440AC5 |
| — | NIELSEN HLDGS PLC | 213,283 | $11.43M | 0.1% | $45.80 | — | SHS EUR | G6518L108 |
| WTW | WILLIS TOWERS WATSON PUB L | 85,631 | $11.37M | 0.1% | $101.26 | +7.7% | SHS | G96629103 |
| SWK | STANLEY BLACK & DECKER INC | 92,307 | $11.35M | 0.1% | $62.84 | +50.2% | COM | 854502101 |
| ROP | ROPER TECHNOLOGIES INC | 61,691 | $11.26M | 0.1% | $132.00 | +24.9% | COM | 776696106 |
| — | INGERSOLL-RAND PLC | 162,531 | $11.04M | 0.1% | $60.39 | — | SHS | G47791101 |
| — | CERNER CORP | 178,756 | $11.04M | 0.1% | $67.73 | — | COM | 156782104 |
| — | VEREIT INC | 1,060,021 | $10.99M | 0.1% | $9.21 | — | COM | 92339V100 |
| — | HCP INC | 287,072 | $10.89M | 0.1% | $41.60 | — | COM | 40414L109 |
| EXR | EXTRA SPACE STORAGE INC | 136,842 | $10.87M | 0.1% | $59.81 | -1.0% | COM | 30225T102 |
| MTB | M & T BK CORP | 92,490 | $10.74M | 0.1% | $82.55 | +7.6% | COM | 55261F104 |
| NTRS | NORTHERN TR CORP | 157,370 | $10.7M | 0.1% | $46.05 | +13.9% | COM | 665859104 |
| — | ROCKWELL COLLINS INC | 126,720 | $10.69M | 0.1% | $76.66 | — | COM | 774341101 |
| — | VARIAN MED SYS INC | 107,179 | $10.67M | 0.1% | $87.73 | — | COM | 92220P105 |
| O | REALTY INCOME CORP | 159,076 | $10.65M | 0.1% | $28.89 | +46.7% | COM | 756109104 |
| — | MYLAN N V | 278,719 | $10.62M | 0.1% | $57.27 | — | SHS EURO | N59465109 |
| VNO | VORNADO RLTY TR | 104,894 | $10.62M | 0.1% | $93.10 | — | SH BEN INT | 929042109 |
| CCEP | COCA COLA EUROPEAN PARTNER | 265,402 | $10.59M | 0.1% | $29.05 | +0.8% | SHS | G25839104 |
| PH | PARKER HANNIFIN CORP | 83,953 | $10.54M | 0.1% | $87.77 | +17.3% | COM | 701094104 |
| ES | EVERSOURCE ENERGY | 193,561 | $10.49M | 0.1% | $36.98 | +10.3% | COM | 30040W108 |
| PGR | PROGRESSIVE CORP OHIO | 330,595 | $10.41M | 0.1% | $18.94 | +30.4% | COM | 743315103 |
| HIG | HARTFORD FINL SVCS GROUP I | 242,051 | $10.37M | 0.1% | $24.36 | +40.2% | COM | 416515104 |
| — | STERICYCLE INC | 129,195 | $10.35M | 0.1% | $119.53 | — | COM | 858912108 |
| DTE | DTE ENERGY CO | 110,497 | $10.35M | 0.1% | $41.72 | +42.8% | COM | 233331107 |
| INGR | INGREDION INC | 77,560 | $10.32M | 0.1% | $133.59 | 0.0% | COM | 457187102 |
| MGA | MAGNA INTL INC | 237,117 | $10.16M | 0.1% | $32.31 | -7.9% | COM | 559222401 |
| SNPS | SYNOPSYS INC | 170,026 | $10.09M | 0.1% | $49.80 | +14.0% | COM | 871607107 |
| — | ISHARES | 927,500 | $10.07M | 0.1% | $12.79 | — | MSCI SINGAP | 464286673 |
| ADSK | AUTODESK INC | 139,148 | $10.06M | 0.1% | $46.05 | +36.8% | COM | 052769106 |
| CLX | CLOROX CO DEL | 79,644 | $9.97M | 0.1% | $71.39 | +40.4% | COM | 189054109 |
| ROK | ROCKWELL AUTOMATION INC | 81,251 | $9.914M | 0.1% | $78.09 | +25.6% | COM | 773903109 |
| — | LEVEL 3 COMMUNICATIONS INC | 213,293 | $9.893M | 0.1% | $48.88 | — | COM NEW | 52729N308 |
| AMP | AMERIPRISE FINL INC | 98,675 | $9.845M | 0.1% | $62.93 | +27.2% | COM | 03076C106 |
| DOX | AMDOCS LTD | 169,274 | $9.793M | 0.1% | $44.58 | +10.4% | ORD | G02602103 |
| TROW | PRICE T ROWE GROUP INC | 147,017 | $9.778M | 0.1% | $49.92 | -1.0% | COM | 74144T108 |
| EFX | EQUIFAX INC | 72,203 | $9.716M | 0.1% | $70.30 | +72.8% | COM | 294429105 |
| EWX | SPDR INDEX SHS FDS | 224,594 | $9.687M | 0.1% | $39.95 | — | S&P EMKTSC | 78463X756 |
| INCY | INCYTE CORP | 102,679 | $9.684M | 0.1% | $71.01 | +18.7% | COM | 45337C102 |
| — | TRINITY INDS INC | 8,000,000 | $9.611M | 0.1% | $1.20 | — | NOTE 3.875% | 896522AF6 |
| NUE | NUCOR CORP | 194,296 | $9.608M | 0.1% | $34.62 | +19.0% | COM | 670346105 |
| SJM | SMUCKER J M CO | 70,771 | $9.592M | 0.1% | $79.92 | +37.6% | COM NEW | 832696405 |
| A | AGILENT TECHNOLOGIES INC | 203,115 | $9.567M | 0.1% | $33.28 | +30.4% | COM | 00846U101 |
| RCI | ROGERS COMMUNICATIONS INC | 224,068 | $9.497M | 0.1% | $43.40 | -1.1% | CL B | 775109200 |
| WDC | WESTERN DIGITAL CORP | 162,233 | $9.484M | 0.1% | $39.94 | -17.1% | COM | 958102105 |
| BMRN | BIOMARIN PHARMACEUTICAL IN | 102,451 | $9.479M | 0.1% | $84.19 | +11.8% | COM | 09061G101 |
| FITB | FIFTH THIRD BANCORP | 462,517 | $9.468M | 0.1% | $12.74 | +8.6% | COM | 316773100 |
| — | HARMAN INTL INDS INC | 111,985 | $9.456M | 0.1% | $90.10 | — | COM | 413086109 |
| FE | FIRSTENERGY CORP | 284,216 | $9.401M | 0.1% | $23.96 | -4.0% | COM | 337932107 |
| — | GOLDCORP INC NEW | 568,190 | $9.368M | 0.1% | $22.93 | — | COM | 380956409 |
| GPC | GENUINE PARTS CO | 92,625 | $9.304M | 0.1% | $61.58 | +25.4% | COM | 372460105 |
| — | LAM RESEARCH CORP | 98,183 | $9.298M | 0.1% | $58.55 | — | COM | 512807108 |
| — | CENTURYLINK INC | 338,795 | $9.293M | 0.1% | $33.89 | — | COM | 156700106 |
| VMC | VULCAN MATLS CO | 81,643 | $9.286M | 0.1% | $62.54 | +73.8% | COM | 929160109 |
| — | NATIONAL OILWELL VARCO INC | 252,193 | $9.261M | 0.1% | $60.91 | — | COM | 637071101 |
| PFG | PRINCIPLE FINL GROUP INC | 178,889 | $9.215M | 0.1% | $27.40 | +20.1% | COM | 74251V102 |
| FTV | FORTIVE CORP | 180,201 | $9.17M | 0.1% | $30.87 | 0.0% | COM | 34959J108 |
| — | VIPSHOP HLDGS LTD | 8,500,000 | $9.159M | 0.1% | $1.05 | — | NOTE 1.50% | 92763WAA1 |
| BIDU | BAIDU INC | 50,267 | $9.153M | 0.1% | $181.38 | — | SPON ADR RE | 056752108 |
| COR | AMERISOURCEBERGEN CORP | 113,055 | $9.133M | 0.1% | $40.05 | +60.5% | COM | 03073E105 |
| — | AGRIUM INC | 100,687 | $9.121M | 0.1% | $90.92 | — | COM | 008916108 |
| — | MEAD JOHNSON NUTRITION CO | 115,381 | $9.116M | 0.1% | $85.03 | — | COM | 582839106 |
| — | RED HAT INC | 111,525 | $9.017M | 0.1% | $60.02 | — | COM | 756577102 |
| ESS | ESSEX PPTY TR INC | 40,408 | $9.001M | 0.1% | $142.84 | +16.5% | COM | 297178105 |
| — | SALESFORCE COM INC | 7,500,000 | $8.971M | 0.1% | $1.17 | — | NOTE 0.25% | 79466LAD6 |
| HSY | HERSHEY CO | 92,711 | $8.864M | 0.1% | $72.08 | +17.4% | COM | 427866108 |
| ULTA | ULTA SALON COSMETCS & FRAG | 37,019 | $8.809M | 0.1% | $174.14 | +45.1% | COM | 90384S303 |
| — | INTEL CORP | 6,371,000 | $8.802M | 0.1% | $1.38 | — | SDCV 2.95% | 458140AD2 |
| DRI | DARDEN RESTAURANTS INC | 143,188 | $8.779M | 0.1% | $42.44 | +12.3% | COM | 237194105 |
| BALL | BALL CORP | 107,051 | $8.773M | 0.1% | $26.40 | +31.0% | COM | 058498106 |
| SWKS | SKYWORKS SOLUTIONS INC | 115,121 | $8.765M | 0.1% | $50.25 | +13.9% | COM | 83088M102 |
| NI | NISOURCE INC | 361,817 | $8.727M | 0.1% | $14.29 | +29.8% | COM | 65473P105 |
| — | LINEAR TECHNOLOGY CORP | 146,287 | $8.673M | 0.1% | $43.59 | — | COM | 535678106 |
| FCX | FREEPORT-MCMORAN INC | 795,429 | $8.646M | 0.1% | $20.90 | -50.1% | CL B | 35671D857 |
| — | THOMSON REUTERS CORP | 208,867 | $8.632M | 0.1% | $35.74 | — | COM | 884903105 |
| EXPE | EXPEDIA INC DEL | 73,512 | $8.581M | 0.1% | $81.52 | +32.5% | COM NEW | 30212P303 |
| — | XILINX INC | 157,915 | $8.581M | 0.1% | $44.57 | — | COM | 983919101 |
| XRAY | DENTSPLY SIRONA INC | 144,265 | $8.575M | 0.1% | $59.32 | +3.6% | COM | 24906P109 |
| — | LABORATORY CORP AMER HLDGS | 62,262 | $8.561M | 0.1% | $112.82 | — | COM NEW | 50540R409 |
| BCE | BCE INC | 184,933 | $8.526M | 0.1% | $23.03 | +17.2% | COM NEW | 05534B760 |
| — | POTASH CORP SASK INC | 521,785 | $8.488M | 0.1% | $32.95 | — | COM | 73755L107 |
| ETR | ENTERGY CORP NEW | 110,058 | $8.445M | 0.1% | $22.21 | +24.7% | COM | 29364G103 |
| DVA | DAVITA INC | 127,061 | $8.392M | 0.1% | $65.35 | +7.7% | COM | 23918K108 |
| — | STANDARD PAC CORP NEW | 8,000,000 | $8.375M | 0.1% | $1.15 | — | NOTE 1.25% | 85375CBC4 |
| DGX | QUEST DIAGNOSTICS INC | 98,867 | $8.365M | 0.1% | $54.52 | +28.1% | COM | 74834L100 |
| — | FLEETCOR TECHNOLOGIES INC | 47,459 | $8.246M | 0.1% | $130.67 | — | COM | 339041105 |
| — | SBA COMMUNICATIONS CORP | 73,209 | $8.211M | 0.1% | $90.10 | — | COM | 78388J106 |
| AWK | AMERICAN WTR WKS CO INC NE | 109,621 | $8.204M | 0.1% | $39.70 | +64.6% | COM | 030420103 |
| — | CITRIX SYS INC | 96,028 | $8.184M | 0.1% | $65.66 | — | COM | 177376100 |
| — | ADVANCED MICRO DEVICES INC | 7,500,000 | $8.134M | 0.1% | $1.08 | — | NOTE 2.125% | 007903BD8 |
| PANW | PALO ALTO NETWORKS INC | 51,020 | $8.129M | 0.1% | $25.08 | -9.1% | COM | 697435105 |
| — | MARATHON OIL CORP | 513,687 | $8.121M | 0.1% | $28.94 | — | COM | 565849106 |
| BEN | FRANKLIN RES INC | 227,875 | $8.106M | 0.1% | $28.98 | -23.9% | COM | 354613101 |
| IVZ | INVESCO LTD | 259,210 | $8.105M | 0.1% | $20.21 | -5.5% | SHS | G491BT108 |
| KEY | KEYCORP NEW | 664,975 | $8.093M | 0.1% | $8.00 | +1.2% | COM | 493267108 |
| — | ALCOA INC | 797,256 | $8.084M | 0.1% | $9.54 | — | COM | 013817101 |
| FBIN | FORTUNE BRANDS HOME & SEC | 139,071 | $8.08M | 0.1% | $36.07 | +26.3% | COM | 34964C106 |
| MSI | MOTOROLA SOLUTIONS INC | 105,782 | $8.069M | 0.1% | $51.56 | +22.8% | COM NEW | 620076307 |
| CFG | CITIZENS FINL GROUP INC | 325,732 | $8.049M | 0.1% | $16.74 | -3.8% | COM | 174610105 |
| MCHP | MICROCHIP TECHNOLOGY INC | 129,342 | $8.037M | 0.1% | $17.06 | +43.1% | COM | 595017104 |
| WCN | WASTE CONNECTIONS INC | 105,463 | $7.856M | 0.0% | $47.22 | 0.0% | COM | 94106B101 |
| — | CIMAREX ENERGY CO | 58,207 | $7.821M | 0.0% | $92.17 | — | COM | 171798101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 36,335 | $7.795M | 0.0% | $151.84 | -3.2% | COM | 018581108 |
| VRSK | VERISK ANALYTICS INC | 95,616 | $7.771M | 0.0% | $62.87 | +25.8% | CL A | 92345Y106 |
| EQT | EQT CORP | 106,614 | $7.743M | 0.0% | $37.71 | -3.5% | COM | 26884L109 |
| RF | REGIONS FINL CORP NEW | 784,358 | $7.742M | 0.0% | $6.18 | +7.6% | COM | 7591EP100 |
| — | GROUPE CGI INC | 162,483 | $7.726M | 0.0% | $35.42 | — | CL A SUB VT | 39945C109 |
| MHK | MOHAWK INDS INC | 38,422 | $7.698M | 0.0% | $147.54 | +39.3% | COM | 608190104 |
| WHR | WHIRLPOOL CORP | 47,264 | $7.665M | 0.0% | $153.52 | +15.4% | COM | 963320106 |
| — | DYCOM INDS INC | 7,000,000 | $7.665M | 0.0% | $1.09 | — | NOTE 0.75% | 267475AB7 |
| EIDO | ISHARES TR | 288,396 | $7.631M | 0.0% | $27.26 | — | MSCI INDONI | 46429B309 |
| FNV | FRANCO NEVADA CORP | 109,225 | $7.63M | 0.0% | $45.78 | +48.4% | COM | 351858105 |
| — | WESTROCK CO | 157,279 | $7.625M | 0.0% | $49.52 | — | COM | 96145D105 |
| PRGO | PERRIGO CO PLC | 82,111 | $7.58M | 0.0% | $156.53 | -41.1% | SHS | G97822103 |
| WAT | WATERS CORP | 47,768 | $7.568M | 0.0% | $109.44 | +41.4% | COM | 941848103 |
| TMUS | T MOBILE US INC | 161,880 | $7.565M | 0.0% | $27.98 | +58.5% | COM | 872590104 |
| AEM | AGNICO EAGLE MINES LTD | 138,103 | $7.463M | 0.0% | $28.95 | +59.6% | COM | 008474108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 17,603 | $7.455M | 0.0% | $9.57 | -14.0% | COM | 169656105 |
| KIM | KIMCO REALTY CORP | 256,136 | $7.415M | 0.0% | $14.00 | +36.2% | COM | 49446R109 |
| CTRA | CABOT OIL & GAS CORP | 286,820 | $7.4M | 0.0% | $22.73 | -19.8% | COM | 127097103 |
| NOW | SERVICENOW INC | 93,026 | $7.363M | 0.0% | $15.43 | -4.5% | COM | 81762P102 |
| GWW | GRAINGER W W INC | 32,727 | $7.36M | 0.0% | $202.41 | -3.9% | COM | 384802104 |
| CVE | CENOVUS ENERGY INC | 513,052 | $7.354M | 0.0% | $19.78 | -39.0% | COM | 15135U109 |
| — | HILTON WORLDWIDE HLDGS INC | 319,651 | $7.33M | 0.0% | $25.93 | — | COM | 43300A104 |
| MKL | MARKEL CORP | 7,870 | $7.306M | 0.0% | $635.72 | +46.8% | COM | 570535104 |
| — | SILVER WHEATON CORP | 270,785 | $7.305M | 0.0% | $21.02 | — | COM | 828336107 |
| PBA | PEMBINA PIPELINE CORP | 239,470 | $7.282M | 0.0% | $16.80 | +9.4% | COM | 706327103 |
| AEE | AMEREN CORP | 148,057 | $7.281M | 0.0% | $26.37 | +47.2% | COM | 023608102 |
| CMS | CMS ENERGY CORP | 171,293 | $7.196M | 0.0% | $22.61 | +46.4% | COM | 125896100 |
| MGM | MGM RESORTS INTERNATIONAL | 275,702 | $7.179M | 0.0% | $17.33 | +32.4% | COM | 552953101 |
| — | DISH NETWORK CORP | 131,023 | $7.179M | 0.0% | $53.66 | — | CL A | 25470M109 |
| GPN | GLOBAL PMTS INC | 93,385 | $7.169M | 0.0% | $71.64 | 0.0% | COM | 37940X102 |
| CPB | CAMPBELL SOUP CO | 130,647 | $7.146M | 0.0% | $32.27 | +38.7% | COM | 134429109 |
| — | VANTIV INC | 126,770 | $7.133M | 0.0% | $56.27 | — | CL A | 92210H105 |
| — | MAXIM INTEGRATED PRODS INC | 177,871 | $7.101M | 0.0% | $30.42 | — | COM | 57772K101 |
| MKC | MCCORMICK & CO INC | 70,917 | $7.087M | 0.0% | $30.45 | +39.2% | COM NON VTG | 579780206 |
| — | MICRON TECHNOLOGY INC | 4,000,000 | $7.078M | 0.0% | $1.77 | — | NOTE 2.125% | 595112AV5 |
| DOV | DOVER CORP | 95,989 | $7.069M | 0.0% | $41.41 | +19.6% | COM | 260003108 |
| MLM | MARTIN MARIETTA MATLS INC | 39,057 | $6.995M | 0.0% | $151.67 | +17.3% | COM | 573284106 |
| IFF | INTERNATIONAL FLAVORS&FRAG | 48,838 | $6.984M | 0.0% | $71.35 | +50.3% | COM | 459506101 |
| JKHY | HENRY JACK & ASSOC INC | 81,328 | $6.958M | 0.0% | $74.84 | +4.7% | COM | 426281101 |
| RCL | ROYAL CARIBBEAN CRUISES LT | 92,742 | $6.951M | 0.0% | $45.52 | +39.2% | COM | V7780T103 |
| LNC | LINCOLN NATL CORP IND | 147,562 | $6.934M | 0.0% | $27.45 | +13.3% | COM | 534187109 |
| MAS | MASCO CORP | 201,692 | $6.92M | 0.0% | $17.44 | +72.4% | COM | 574599106 |
| CNC | CENTENE CORP DEL | 102,759 | $6.88M | 0.0% | $32.51 | +6.8% | COM | 15135B101 |
| UHS | UNIVERSAL HLTH SVCS INC | 55,680 | $6.862M | 0.0% | $84.11 | +44.6% | CL B | 913903100 |
| FRCB | FIRST REP BK SAN FRANCISCO | 88,762 | $6.843M | 0.0% | $60.57 | +16.1% | COM | 33616C100 |
| — | LIBERTY MEDIA CORP DELAWAR | 6,500,000 | $6.809M | 0.0% | $1.05 | — | NOTE 1.375% | 531229AB8 |
| M | MACYS INC | 183,600 | $6.802M | 0.0% | $48.75 | -25.7% | COM | 55616P104 |
| AME | AMETEK INC NEW | 142,059 | $6.786M | 0.0% | $42.15 | +6.1% | COM | 031100100 |
| — | SEAGATE TECHNOLOGY PLC | 175,570 | $6.768M | 0.0% | $45.11 | — | SHS | G7945M107 |
| FAST | FASTENAL CO | 161,880 | $6.763M | 0.0% | $8.63 | -3.6% | COM | 311900104 |
| KLAC | KLA-TENCOR CORP | 96,985 | $6.761M | 0.0% | $43.31 | +41.9% | COM | 482480100 |
| OKE | ONEOK INC NEW | 130,791 | $6.723M | 0.0% | $21.64 | +23.5% | COM | 682680103 |
| AAP | ADVANCE AUTO PARTS INC | 45,070 | $6.721M | 0.0% | $117.47 | +19.2% | COM | 00751Y106 |
| CINF | CINCINNATI FINL CORP | 88,392 | $6.665M | 0.0% | $37.96 | +55.0% | COM | 172062101 |
| — | FEDERAL REALTY INVT TR | 43,180 | $6.648M | 0.0% | $125.19 | — | SH BEN INT | 313747206 |
| HOLX | HOLOGIC INC | 170,842 | $6.636M | 0.0% | $38.84 | -2.8% | COM | 436440101 |
| — | SL GREEN RLTY CORP | 61,096 | $6.605M | 0.0% | $100.41 | — | COM | 78440X101 |
| BF/B | BROWN FORMAN CORP | 138,438 | $6.569M | 0.0% | $29.15 | +12.4% | CL B | 115637209 |
| — | SHAW COMMUNICATIONS INC | 318,863 | $6.511M | 0.0% | $21.70 | — | CL B CONV | 82028K200 |
| — | ANNALY CAP MGMT INC | 617,518 | $6.484M | 0.0% | $11.46 | — | COM | 035710409 |
| HRL | HORMEL FOODS CORP | 170,577 | $6.472M | 0.0% | $25.62 | +14.9% | COM | 440452100 |
| HBAN | HUNTINGTON BANCSHARES INC | 654,033 | $6.449M | 0.0% | $5.75 | +11.6% | COM | 446150104 |
| — | TWITTER INC | 278,562 | $6.421M | 0.0% | $38.07 | — | COM | 90184L102 |
| — | TWENTY FIRST CENTY FOX INC | 259,373 | $6.417M | 0.0% | $32.31 | — | CL B | 90130A200 |
| WDAY | WORKDAY INC | 69,995 | $6.417M | 0.0% | $83.13 | +0.3% | CL A | 98138H101 |
| — | DELL TECHNOLOGIES INC | 133,452 | $6.38M | 0.0% | $47.81 | — | COM CL V | 24703L103 |
| — | SIRIUS XM HLDGS INC | 1,520,014 | $6.354M | 0.0% | $3.61 | — | COM | 82968B103 |
| CHKP | CHECK POINT SOFTWARE TECH | 81,871 | $6.354M | 0.0% | $60.97 | +27.2% | ORD | M22465104 |
| INFY | INFOSYS LTD | 401,766 | $6.34M | 0.0% | $20.07 | — | SPONSORED A | 456788108 |
| ALK | ALASKA AIR GROUP INC | 96,019 | $6.323M | 0.0% | $63.51 | -3.3% | COM | 011659109 |
| LNG | CHENIERE ENERGY INC | 145,140 | $6.321M | 0.0% | $51.63 | -18.3% | COM NEW | 16411R208 |
| CTAS | CINTAS CORP | 56,123 | $6.319M | 0.0% | $13.14 | +88.5% | COM | 172908105 |
| MAT | MATTEL INC | 208,468 | $6.312M | 0.0% | $40.11 | -18.5% | COM | 577081102 |
| — | COACH INC | 172,400 | $6.303M | 0.0% | $47.72 | — | COM | 189754104 |
| CNH | CNH INDL N V | 882,564 | $6.302M | 0.0% | $6.91 | -23.3% | SHS | N20944109 |
| NTAP | NETAPP INC | 175,802 | $6.297M | 0.0% | $26.48 | -9.3% | COM | 64110D104 |
| DHI | D R HORTON INC | 207,377 | $6.263M | 0.0% | $21.33 | +35.6% | COM | 23331A109 |
| — | KANSAS CITY SOUTHERN | 66,743 | $6.229M | 0.0% | $103.29 | — | COM NEW | 485170302 |
| EMN | EASTMAN CHEM CO | 91,816 | $6.214M | 0.0% | $48.77 | +0.9% | COM | 277432100 |
| FNF | FIDELITY NATIONAL FINANCIA | 167,912 | $6.198M | 0.0% | $14.17 | +25.9% | FNF GROUP C | 31620R303 |
| RACE | FERRARI N V | 119,532 | $6.195M | 0.0% | $40.98 | +13.7% | COM | N3167Y103 |
| QSR | RESTAURANT BRANDS INTL INC | 138,890 | $6.184M | 0.0% | $39.03 | +16.2% | COM | 76131D103 |
| CHRW | C H ROBINSON WORLDWIDE INC | 87,631 | $6.174M | 0.0% | $48.27 | +16.4% | COM NEW | 12541W209 |
| KMX | CARMAX INC | 115,345 | $6.154M | 0.0% | $50.18 | +12.9% | COM | 143130102 |
| LBRDK | LIBERTY BROADBAND CORP | 86,077 | $6.153M | 0.0% | $56.47 | +10.7% | COM SER C | 530307305 |
| ROL | ROLLINS INC | 208,736 | $6.116M | 0.0% | $10.86 | +4.2% | COM | 775711104 |
| LKQ | LKQ CORP | 171,785 | $6.093M | 0.0% | $24.04 | +29.5% | COM | 501889208 |
| CNP | CENTERPOINT ENERGY INC | 262,239 | $6.092M | 0.0% | $15.37 | +12.6% | COM | 15189T107 |
| CE | CELANESE CORP DEL | 91,358 | $6.081M | 0.0% | $40.79 | +34.0% | COM SER A | 150870103 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $6.068M | 0.0% | $1.37 | — | NOTE 7/0 | 697435AB1 |
| — | JUNIPER NETWORKS INC | 249,101 | $5.993M | 0.0% | $21.86 | — | COM | 48203R104 |
| EG | EVEREST RE GROUP LTD | 31,268 | $5.942M | 0.0% | $135.25 | +14.3% | COM | G3223R108 |
| ALB | ALBEMARLE CORP | 69,332 | $5.926M | 0.0% | $72.47 | 0.0% | COM | 012653101 |
| UDR | UDR INC | 163,317 | $5.879M | 0.0% | $25.28 | +3.2% | COM | 902653104 |
| — | DUKE REALTY CORP | 214,527 | $5.865M | 0.0% | $18.81 | — | COM NEW | 264411505 |
| — | HANESBRANDS INC | 231,985 | $5.86M | 0.0% | $36.97 | — | COM | 410345102 |
| MUR | MURPHY OIL CORP | 192,450 | $5.85M | 0.0% | $26.17 | -22.4% | COM | 626717102 |
| — | FIAT CHRYSLER AUTOMOBILES | 921,276 | $5.835M | 0.0% | $10.17 | — | SHS | N31738102 |
| XYL | XYLEM INC | 110,470 | $5.794M | 0.0% | $25.61 | +70.9% | COM | 98419M100 |
| — | SCANA CORP NEW | 79,635 | $5.763M | 0.0% | $56.22 | — | COM | 80589M102 |
| ALV | AUTOLIV INC | 53,778 | $5.744M | 0.0% | $50.12 | +22.9% | COM | 052800109 |
| EXPD | EXPEDITORS INTL WASH INC | 111,323 | $5.735M | 0.0% | $36.46 | +23.4% | COM | 302130109 |
| — | FOOT LOCKER INC | 84,523 | $5.724M | 0.0% | $44.03 | — | COM | 344849104 |
| — | XL GROUP LTD | 169,062 | $5.684M | 0.0% | $33.62 | — | COM | G98294104 |
| HOG | HARLEY DAVIDSON INC | 107,833 | $5.671M | 0.0% | $55.82 | -7.4% | COM | 412822108 |
| HAS | HASBRO INC | 71,129 | $5.643M | 0.0% | $38.13 | +55.2% | COM | 418056107 |
| ALLY | ALLY FINL INC | 288,721 | $5.621M | 0.0% | $16.19 | -12.0% | COM | 02005N100 |
| — | LIBERTY INTERACTIVE CORP | 280,718 | $5.617M | 0.0% | $24.70 | — | INT COM SER | 53071M104 |
| RMD | RESMED INC | 86,313 | $5.594M | 0.0% | $59.94 | 0.0% | COM | 761152107 |
| — | TESORO CORP | 70,291 | $5.592M | 0.0% | $98.41 | — | COM | 881609101 |
| SEE | SEALED AIR CORP NEW | 121,375 | $5.561M | 0.0% | $26.57 | +50.4% | COM | 81211K100 |
| IRM | IRON MTN INC NEW | 148,096 | $5.558M | 0.0% | $21.00 | +8.3% | COM | 46284V101 |
| GAP | GAP INC DEL | 249,341 | $5.545M | 0.0% | $19.98 | -13.4% | COM | 364760108 |
| — | INTERPUBLIC GROUP COS INC | 245,412 | $5.483M | 0.0% | $11.58 | +38.5% | COM | 460690100 |
| ACGL | ARCH CAP GROUP LTD | 69,123 | $5.479M | 0.0% | $18.74 | +29.1% | ORD | G0450A105 |
| AJG | GALLAGHER ARTHUR J & CO | 107,483 | $5.468M | 0.0% | $36.30 | +16.9% | COM | 363576109 |
| — | ENCANA CORP | 520,459 | $5.433M | 0.0% | $14.80 | — | COM | 292505104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 102,133 | $5.412M | 0.0% | $50.50 | +6.0% | COM | 00971T101 |
| — | MICHAEL KORS HLDGS LTD | 115,500 | $5.407M | 0.0% | $62.84 | — | SHS | G60754101 |
| LEA | LEAR CORP | 44,573 | $5.402M | 0.0% | $87.41 | +9.1% | COM NEW | 521865204 |
| PVH | PVH CORP | 48,452 | $5.355M | 0.0% | $110.90 | -8.0% | COM | 693656100 |
| LNT | ALLIANT ENERGY CORP | 139,311 | $5.337M | 0.0% | $23.74 | +23.2% | COM | 018802108 |
| — | CDK GLOBAL INC | 92,824 | $5.324M | 0.0% | $44.07 | — | COM | 12508E101 |
| GT | GOODYEAR TIRE & RUBR CO | 164,426 | $5.311M | 0.0% | $31.50 | -7.7% | COM | 382550101 |
| AES | AES CORP | 412,210 | $5.297M | 0.0% | $8.25 | +6.9% | COM | 00130H105 |
| — | NEWFIELD EXPL CO | 121,728 | $5.29M | 0.0% | $30.81 | — | COM | 651290108 |
| — | JACOBS ENGR GROUP INC DEL | 102,207 | $5.288M | 0.0% | $52.66 | — | COM | 469814107 |
| — | QIAGEN NV | 191,381 | $5.256M | 0.0% | $21.43 | — | REG SHS | N72482107 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 153,523 | $5.247M | 0.0% | $47.13 | — | SHS CL A | G5480U104 |
| PNW | PINNACLE WEST CAP CORP | 68,652 | $5.216M | 0.0% | $39.46 | +36.3% | COM | 723484101 |
| SNA | SNAP ON INC | 34,265 | $5.205M | 0.0% | $125.62 | -2.1% | COM | 833034101 |
| — | HOSPITALITY PPTYS TR | 174,768 | $5.192M | 0.0% | $28.41 | — | COM SH BEN | 44106M102 |
| MOS | MOSAIC CO NEW | 211,867 | $5.182M | 0.0% | $36.24 | -36.5% | COM | 61945C103 |
| UNM | UNUM GROUP | 146,673 | $5.179M | 0.0% | $28.80 | +17.5% | COM | 91529Y106 |
| TGNA | TEGNA INC | 236,586 | $5.169M | 0.0% | $16.42 | -14.4% | COM | 87901J105 |
| — | WHOLE FOODS MKT INC | 182,293 | $5.168M | 0.0% | $51.09 | — | COM | 966837106 |
| — | SPIRIT RLTY CAP INC NEW | 387,642 | $5.167M | 0.0% | $10.90 | — | COM | 84860W102 |
| — | VALSPAR CORP | 48,270 | $5.119M | 0.0% | $106.05 | — | COM | 920355104 |
| CMA | COMERICA INC | 107,991 | $5.111M | 0.0% | $26.64 | +16.7% | COM | 200340107 |
| — | E TRADE FINANCIAL CORP | 175,099 | $5.099M | 0.0% | $24.35 | — | COM NEW | 269246401 |
| — | TIFFANY & CO NEW | 70,070 | $5.089M | 0.0% | $75.22 | — | COM | 886547108 |
| IMO | IMPERIAL OIL LTD | 162,762 | $5.083M | 0.0% | $29.54 | -16.1% | COM NEW | 453038408 |
| — | HEALTHCARE TR AMER INC | 155,691 | $5.079M | 0.0% | $32.62 | — | CL A NEW | 42225P501 |
| VRSN | VERISIGN INC | 64,736 | $5.066M | 0.0% | $55.79 | +42.6% | COM | 92343E102 |
| — | BUNGE LIMITED | 84,986 | $5.033M | 0.0% | $74.09 | — | COM | G16962105 |
| — | ALLEGHENY CORP DEL | 9,576 | $5.027M | 0.0% | $430.58 | — | COM | 017175100 |
| FFIV | F5 NETWORKS INC | 40,038 | $4.991M | 0.0% | $87.60 | +38.6% | COM | 315616102 |
| — | B/E AEROSPACE INC | 96,192 | $4.97M | 0.0% | $72.55 | — | COM | 073302101 |
| WYNN | WYNN RESORTS LTD | 51,007 | $4.969M | 0.0% | $112.20 | -22.3% | COM | 983134107 |
| — | IAC INTERACTIVECORP | 79,022 | $4.942M | 0.0% | $59.77 | — | COM | 44919P508 |
| BR | BROADRIDGE FINL SOLUTIONS | 72,833 | $4.938M | 0.0% | $31.13 | +86.8% | COM | 11133T103 |
| REG | REGENCY CTRS CORP | 63,715 | $4.937M | 0.0% | $40.13 | +39.4% | COM | 758849103 |
| CBRE | CBRE GROUP INC | 174,434 | $4.881M | 0.0% | $26.94 | +5.9% | CL A | 12504L109 |
| EEMS | ISHARES | 108,960 | $4.823M | 0.0% | $41.57 | — | EM MKT SM-C | 464286475 |
| — | VALEANT PHARMACEUTICALS IN | 196,508 | $4.813M | 0.0% | $101.43 | — | COM | 91911K102 |
| BWA | BORGWARNER INC | 135,508 | $4.767M | 0.0% | $34.24 | -25.5% | COM | 099724106 |
| — | MALLINCKRODT PUB LTD CO | 68,245 | $4.761M | 0.0% | $120.80 | — | SHS | G5785G107 |
| DAL | DELTA AIR LINES INC DEL | 120,730 | $4.752M | 0.0% | $27.06 | +24.8% | COM NEW | 247361702 |
| AMG | AFFILIATED MANAGERS GROUP | 32,801 | $4.746M | 0.0% | $168.72 | -17.9% | COM | 008252108 |
| — | MOBILEYE N V AMSTELVEEN | 111,315 | $4.74M | 0.0% | $42.66 | — | ORD SHS | N51488117 |
| LEN | LENNAR CORP | 111,824 | $4.735M | 0.0% | $34.51 | +17.1% | CL A | 526057104 |
| — | ANSYS INC | 50,906 | $4.715M | 0.0% | $81.04 | — | COM | 03662Q105 |
| — | CRESCENT PT ENERGY CORP | 357,084 | $4.705M | 0.0% | $25.71 | — | COM | 22576C101 |
| — | SPLUNK INC | 79,691 | $4.676M | 0.0% | $54.17 | — | COM | 848637104 |
| KSS | KOHLS CORP | 106,295 | $4.65M | 0.0% | $51.86 | -19.2% | COM | 500255104 |
| — | WYNDHAM WORLDWIDE CORP | 68,972 | $4.644M | 0.0% | $68.78 | — | COM | 98310W108 |
| FLEX | FLEX LTD | 339,405 | $4.623M | 0.0% | $6.92 | +40.3% | ORD | Y2573F102 |
| — | TOTAL SYS SVCS INC | 97,776 | $4.609M | 0.0% | $32.26 | — | COM | 891906109 |
| QRVO | QORVO INC | 82,207 | $4.583M | 0.0% | $58.53 | -3.1% | COM | 74736K101 |
| — | CITRIX SYS INC | 4,000,000 | $4.552M | 0.0% | $1.07 | — | NOTE 0.50% | 177376AD2 |
| — | TORCHMARK CORP | 71,201 | $4.55M | 0.0% | $61.49 | — | COM | 891027104 |
| — | NORDSTROM INC | 87,583 | $4.544M | 0.0% | $60.31 | — | COM | 655664100 |
| — | CIT GROUP INC | 124,835 | $4.53M | 0.0% | $43.60 | — | COM NEW | 125581801 |
| — | COMPUTER SCIENCES CORP | 86,418 | $4.512M | 0.0% | $40.37 | — | COM | 205363104 |
| JBHT | HUNT J B TRANS SVCS INC | 55,202 | $4.479M | 0.0% | $68.58 | +9.1% | COM | 445658107 |
| FLR | FLUOR CORP NEW | 87,145 | $4.472M | 0.0% | $55.83 | -14.9% | COM | 343412102 |
| — | TD AMERITRADE HLDG CORP | 126,815 | $4.47M | 0.0% | $29.64 | — | COM | 87236Y108 |
| TRMB | TRIMBLE NAVIGATION LTD | 153,787 | $4.394M | 0.0% | $27.18 | -1.7% | COM | 896239100 |
| — | NEWMONT MINING CORP | 4,000,000 | $4.369M | 0.0% | $1.09 | — | NOTE 1.625% | 651639AJ5 |
| HP | HELMERICH & PAYNE INC | 63,751 | $4.292M | 0.0% | $82.15 | -23.6% | COM | 423452101 |
| UAA | UNDER ARMOUR INC | 110,798 | $4.287M | 0.0% | $35.47 | +13.9% | CL A | 904311107 |
| ARMK | ARAMARK | 112,100 | $4.263M | 0.0% | $23.54 | 0.0% | COM | 03852U106 |
| AVY | AVERY DENNISON CORP | 54,701 | $4.256M | 0.0% | $39.78 | +61.9% | COM | 053611109 |
| — | QUINTILES TRANSNATIO HLDGS | 52,309 | $4.243M | 0.0% | $69.28 | — | COM | 74876Y101 |
| TSCO | TRACTOR SUPPLY CO | 62,935 | $4.239M | 0.0% | $11.77 | +22.2% | COM | 892356106 |
| ASH | ASHLAND GLOBAL HLDGS INC | 36,551 | $4.238M | 0.0% | $49.37 | 0.0% | COM | 044186104 |
| RRC | RANGE RES CORP | 108,328 | $4.198M | 0.0% | $68.19 | -40.7% | COM | 75281A109 |
| — | ON SEMICONDUCTOR CORP | 3,500,000 | $4.181M | 0.0% | $1.19 | — | NOTE 2.625% | 682189AH8 |
| — | FMC TECHNOLOGIES INC | 140,611 | $4.172M | 0.0% | $46.85 | — | COM | 30249U101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 33,968 | $4.126M | 0.0% | $156.11 | -13.7% | SHS USD | G50871105 |
| — | FIREEYE INC | 4,500,000 | $4.123M | 0.0% | $0.92 | — | NOTE 1.625% | 31816QAD3 |
| ALLE | ALLEGION PUB LTD CO | 59,625 | $4.11M | 0.0% | $44.56 | +41.7% | ORD SHS | G0176J109 |
| — | NEW YORK CMNTY BANCORP INC | 288,277 | $4.102M | 0.0% | $15.39 | — | COM | 649445103 |
| TRIP | TRIPADVISOR INC | 64,543 | $4.077M | 0.0% | $62.48 | -8.5% | COM | 896945201 |
| — | AMERICAN CAPITAL AGENCY CO | 207,037 | $4.048M | 0.0% | $21.67 | — | COM | 02503X105 |
| FMC | F M C CORP | 82,948 | $4.01M | 0.0% | $40.01 | -17.4% | COM NEW | 302491303 |
| — | BED BATH & BEYOND INC | 92,747 | $3.998M | 0.0% | $59.33 | — | COM | 075896100 |
| ZION | ZIONS BANCORPORATION | 128,226 | $3.978M | 0.0% | $28.43 | -0.1% | COM | 989701107 |
| — | TATA MTRS LTD | 99,099 | $3.962M | 0.0% | $33.20 | — | SPONSORED A | 876568502 |
| — | NUANCE COMMUNICATIONS INC | 270,040 | $3.916M | 0.0% | $17.41 | — | COM | 67020Y100 |
| FLS | FLOWSERVE CORP | 80,990 | $3.907M | 0.0% | $43.13 | -9.0% | COM | 34354P105 |
| AER | AERCAP HOLDINGS NV | 101,445 | $3.905M | 0.0% | $42.05 | -11.7% | SHS | N00985106 |
| — | SENSATA TECHNOLOGIES HLDG | 100,407 | $3.894M | 0.0% | $53.27 | — | SHS | N7902X106 |
| ALKS | ALKERMES PLC | 82,415 | $3.877M | 0.0% | $61.53 | -22.7% | SHS | G01767105 |
| LUV | SOUTHWEST AIRLS CO | 99,022 | $3.852M | 0.0% | $23.86 | +42.4% | COM | 844741108 |
| LEG | LEGGETT & PLATT INC | 83,991 | $3.828M | 0.0% | $36.39 | +41.3% | COM | 524660107 |
| URI | UNITED RENTALS INC | 48,748 | $3.826M | 0.0% | $96.48 | -23.1% | COM | 911363109 |
| UA | UNDER ARMOUR INC | 111,486 | $3.778M | 0.0% | $37.37 | -3.4% | CL C | 904311206 |
| — | LEUCADIA NATL CORP | 198,118 | $3.772M | 0.0% | $24.37 | — | COM | 527288104 |
| — | LIBERTY MEDIA CORP DELAWAR | 112,173 | $3.745M | 0.0% | $30.92 | — | COM C SIRIU | 531229607 |
| — | LIBERTY PPTY TR | 92,338 | $3.726M | 0.0% | $36.85 | — | SH BEN INT | 531172104 |
| LULU | LULULEMON ATHLETICA INC | 60,989 | $3.719M | 0.0% | $61.55 | +20.0% | COM | 550021109 |
| NCLH | NORWEGIAN CRUISE LINE HLDG | 98,539 | $3.715M | 0.0% | $47.92 | -19.1% | SHS | G66721104 |
| — | DISCOVERY COMMUNICATNS NEW | 141,033 | $3.711M | 0.0% | $40.42 | — | COM SER C | 25470F302 |
| WAB | WABTEC CORP | 45,445 | $3.71M | 0.0% | $86.69 | -19.9% | COM | 929740108 |
| ARW | ARROW ELECTRS INC | 57,565 | $3.683M | 0.0% | $47.46 | +36.1% | COM | 042735100 |
| VOYA | VOYA FINL INC | 126,679 | $3.651M | 0.0% | $33.85 | -27.6% | COM | 929089100 |
| SIG | SIGNET JEWELERS LIMITED | 48,929 | $3.646M | 0.0% | $90.56 | -23.0% | SHS | G81276100 |
| RL | RALPH LAUREN CORP | 35,910 | $3.632M | 0.0% | $120.08 | -30.8% | CL A | 751212101 |
| NVR | NVR INC | 2,188 | $3.586M | 0.0% | $1153.59 | +47.7% | COM | 62944T105 |
| AIZ | ASSURANT INC | 38,764 | $3.577M | 0.0% | $47.56 | +52.9% | COM | 04621X108 |
| RDY | DR REDDYS LABS LTD | 76,674 | $3.559M | 0.0% | $46.41 | — | ADR | 256135203 |
| — | MARVELL TECHNOLOGY GROUP L | 267,847 | $3.554M | 0.0% | $12.17 | — | ORD | G5876H105 |
| WRB | BERKLEY W R CORP | 61,420 | $3.548M | 0.0% | $10.61 | +30.6% | COM | 084423102 |
| HLF | HERBALIFE LTD | 57,015 | $3.534M | 0.0% | $23.65 | +33.5% | COM USD SHS | G4412G101 |
| PHM | PULTE GROUP INC | 175,492 | $3.517M | 0.0% | $16.44 | +12.8% | COM | 745867101 |
| CF | CF INDS HLDGS INC | 143,849 | $3.503M | 0.0% | $37.97 | -50.3% | COM | 125269100 |
| — | SPRINT CORP | 521,435 | $3.457M | 0.0% | $5.86 | — | COM SER 1 | 85207U105 |
| SEIC | SEI INVESTMENTS CO | 75,108 | $3.427M | 0.0% | $29.76 | +40.0% | COM | 784117103 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 106,340 | $3.37M | 0.0% | $32.20 | -7.6% | COM | 49338L103 |
| — | LIBERTY INTERACTIVE CORP | 84,397 | $3.365M | 0.0% | $52.44 | — | LBT VENT CO | 53071M880 |
| NWSA | NEWS CORP NEW | 240,620 | $3.364M | 0.0% | $13.98 | -15.6% | CL A | 65249B109 |
| — | STAPLES INC | 390,590 | $3.34M | 0.0% | $14.68 | — | COM | 855030102 |
| AVT | AVNET INC | 80,105 | $3.29M | 0.0% | $29.45 | +11.5% | COM | 053807103 |
| MLCO | MELCO CROWN ENTMT LTD | 203,091 | $3.272M | 0.0% | $13.58 | — | ADR | 585464100 |
| HRB | BLOCK H & R INC | 140,404 | $3.252M | 0.0% | $18.86 | -13.7% | COM | 093671105 |
| AR | ANTERO RES CORP | 120,362 | $3.244M | 0.0% | $34.30 | -22.4% | COM | 03674X106 |
| MAN | MANPOWERGROUP INC | 44,854 | $3.241M | 0.0% | $65.37 | +5.4% | COM | 56418H100 |
| GNTX | GENTEX CORP | 183,457 | $3.223M | 0.0% | $15.54 | +11.2% | COM | 371901109 |
| GRMN | GARMIN LTD | 66,768 | $3.212M | 0.0% | $27.75 | +38.6% | SHS | H2906T109 |
| — | VMWARE INC | 43,360 | $3.18M | 0.0% | $74.01 | — | CL A COM | 928563402 |
| NBIS | YANDEX N V | 150,628 | $3.171M | 0.0% | $25.60 | — | SHS CLASS A | N97284108 |
| HII | HUNTINGTON INGALLS INDS IN | 20,600 | $3.161M | 0.0% | $138.29 | 0.0% | COM | 446413106 |
| — | PEOPLES UNITED FINANCIAL I | 196,326 | $3.108M | 0.0% | $14.96 | — | COM | 712704105 |
| — | BEMIS INC | 60,864 | $3.105M | 0.0% | $42.52 | — | COM | 081437105 |
| — | DUN & BRADSTREET CORP DEL | 22,716 | $3.103M | 0.0% | $107.57 | — | COM | 26483E100 |
| AAL | AMERICAN AIRLS GROUP INC | 84,098 | $3.079M | 0.0% | $41.10 | -17.2% | COM | 02376R102 |
| MDU | MDU RES GROUP INC | 120,628 | $3.069M | 0.0% | $6.60 | +4.7% | COM | 552690109 |
| ALNY | ALNYLAM PHARMACEUTICALS IN | 45,229 | $3.066M | 0.0% | $102.14 | -30.9% | COM | 02043Q107 |
| — | CORE LABORATORIES N V | 27,163 | $3.051M | 0.0% | $166.40 | — | COM | N22717107 |
| NTES | NETEASE INC | 12,600 | $3.035M | 0.0% | $189.84 | — | SPONSORED A | 64110W102 |
| — | FRONTIER COMMUNICATIONS CO | 724,129 | $3.02M | 0.0% | $5.04 | — | COM | 35906A108 |
| TU | TELUS CORP | 91,513 | $3.014M | 0.0% | $17.30 | -4.5% | COM | 87971M103 |
| — | IMS HEALTH HLDGS INC | 96,620 | $3.013M | 0.0% | $28.57 | — | COM | 44970B109 |
| EPC | EDGEWELL PERS CARE CO | 37,732 | $3.001M | 0.0% | $81.08 | -9.3% | COM | 28035Q102 |
| SCCO | SOUTHERN COPPER CORP | 111,839 | $2.942M | 0.0% | $19.63 | -11.9% | COM | 84265V105 |
| — | ISHARES | 187,000 | $2.936M | 0.0% | $15.70 | — | MSCI TAIWAN | 464286731 |
| — | WEATHERFORD INTL PLC | 521,076 | $2.928M | 0.0% | $15.38 | — | ORD SHS | G48833100 |
| RHI | ROBERT HALF INTL INC | 77,253 | $2.926M | 0.0% | $40.82 | -6.6% | COM | 770323103 |
| — | CONTINENTAL RESOURCES INC | 56,096 | $2.916M | 0.0% | $66.20 | — | COM | 212015101 |
| PII | POLARIS INDS INC | 37,598 | $2.912M | 0.0% | $129.54 | -33.0% | COM | 731068102 |
| TOL | TOLL BROTHERS INC | 97,463 | $2.911M | 0.0% | $33.00 | -12.5% | COM | 889478103 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 53,405 | $2.902M | 0.0% | $34.09 | +24.5% | SHS | G0692U109 |
| CBSH | COMMERCE BANCSHARES INC | 58,773 | $2.896M | 0.0% | $24.48 | +26.5% | COM | 200525103 |
| RNR | RENAISSANCERE HOLDINGS LTD | 23,864 | $2.867M | 0.0% | $94.89 | +24.2% | COM | G7496G103 |
| JD | JD COM INC | 109,800 | $2.866M | 0.0% | $24.06 | — | SPON ADR CL | 47215P106 |
| BRO | BROWN & BROWN INC | 75,122 | $2.834M | 0.0% | $14.58 | +17.1% | COM | 115236101 |
| — | SCRIPPS NETWORKS INTERACT | 43,998 | $2.794M | 0.0% | $68.15 | — | CL A COM | 811065101 |
| — | ENDO INTL PLC | 137,735 | $2.775M | 0.0% | $66.89 | — | SHS | G30401106 |
| NAVI | NAVIENT CORP | 190,893 | $2.762M | 0.0% | $16.13 | -13.6% | COM | 63938C108 |
| — | WEINGARTEN RLTY INVS | 70,629 | $2.754M | 0.0% | $33.34 | — | SH BEN INT | 948741103 |
| — | HOLLYFRONTIER CORP | 110,473 | $2.708M | 0.0% | $39.84 | — | COM | 436106108 |
| — | CTRIP COM INTL LTD | 57,800 | $2.692M | 0.0% | $43.67 | — | AMERICAN DE | 22943F100 |
| ORI | OLD REP INTL CORP | 151,426 | $2.668M | 0.0% | $6.61 | +41.4% | COM | 680223104 |
| — | CSRA INC | 96,254 | $2.588M | 0.0% | $29.77 | — | COM | 12650T104 |
| UAL | UNITED CONTL HLDGS INC | 48,460 | $2.543M | 0.0% | $42.09 | +14.3% | COM | 910047109 |
| — | DISCOVERY COMMUNICATNS NEW | 93,896 | $2.528M | 0.0% | $59.97 | — | COM SER A | 25470F104 |
| VYX | NCR CORP NEW | 78,301 | $2.521M | 0.0% | $19.03 | +3.4% | COM | 62886E108 |
| — | CHINA DISTANCE ED HLDGS LT | 190,670 | $2.467M | 0.0% | $15.01 | — | SPONS ADR | 16944W104 |
| BB | BLACKBERRY LTD | 309,438 | $2.465M | 0.0% | $8.97 | -16.3% | COM | 09228F103 |
| RIG | TRANSOCEAN LTD | 226,047 | $2.41M | 0.0% | $40.04 | -73.6% | REG SHS | H8817H100 |
| JBL | JABIL CIRCUIT INC | 110,233 | $2.405M | 0.0% | $16.88 | +15.2% | COM | 466313103 |
| — | CALPINE CORP | 188,062 | $2.377M | 0.0% | $20.13 | — | COM NEW | 131347304 |
| — | PATTERSON COMPANIES INC | 50,840 | $2.336M | 0.0% | $41.32 | — | COM | 703395103 |
| TDC | TERADATA CORP DEL | 74,000 | $2.295M | 0.0% | $43.83 | -32.1% | COM | 88076W103 |
| BC | BRUNSWICK CORP | 44,900 | $2.191M | 0.0% | $40.52 | 0.0% | COM | 117043109 |
| NRG | NRG ENERGY INC | 192,997 | $2.163M | 0.0% | $19.21 | -44.3% | COM NEW | 629377508 |
| — | HERTZ GLOBAL HLDGS INC | 53,138 | $2.135M | 0.0% | $40.18 | — | COM | 42806J106 |
| AGO | ASSURED GUARANTY LTD | 76,840 | $2.132M | 0.0% | $23.01 | 0.0% | COM | G0585R106 |
| CCJ | CAMECO CORP | 249,394 | $2.129M | 0.0% | $15.38 | -42.1% | COM | 13321L108 |
| AN | AUTONATION INC | 43,529 | $2.121M | 0.0% | $54.64 | -10.0% | COM | 05329W102 |
| — | DST SYS INC DEL | 17,508 | $2.065M | 0.0% | $81.56 | — | COM | 233326107 |
| — | LIBERTY MEDIA CORP DELAWAR | 57,594 | $1.957M | 0.0% | $31.45 | — | COM A SIRIU | 531229409 |
| CNA | CNA FINL CORP | 54,771 | $1.885M | 0.0% | $16.68 | +0.2% | COM | 126117100 |
| — | CHICAGO BRIDGE & IRON CO N | 66,986 | $1.878M | 0.0% | $62.04 | — | COM | 167250109 |
| OC | OWENS CORNING NEW | 34,967 | $1.867M | 0.0% | $41.95 | +28.1% | COM | 690742101 |
| FSLR | FIRST SOLAR INC | 44,382 | $1.753M | 0.0% | $47.05 | -12.0% | COM | 336433107 |
| — | PROOFPOINT INC | 1,500,000 | $1.742M | 0.0% | $1.16 | — | DBCV 0.75% | 743424AD5 |
| GME | GAMESTOP CORP NEW | 62,409 | $1.722M | 0.0% | $5.78 | 0.0% | CL A | 36467W109 |
| DLX | DELUXE CORP | 25,709 | $1.718M | 0.0% | $45.99 | 0.0% | COM | 248019101 |
| IDXX | IDEXX LABS INC | 15,100 | $1.702M | 0.0% | $105.39 | 0.0% | COM | 45168D104 |
| BAP | CREDICORP LTD | 10,879 | $1.656M | 0.0% | $104.04 | +18.8% | COM | G2519Y108 |
| BRSL | INTERNATIONAL GAME TECHNOL | 67,898 | $1.655M | 0.0% | $10.63 | +23.1% | SHS USD | G4863A108 |
| SWX | SOUTHWEST GAS CORP | 23,600 | $1.648M | 0.0% | $73.74 | 0.0% | COM | 844895102 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 12,360 | $1.624M | 0.0% | $90.29 | — | SPONSORED A | 03524A108 |
| CCK | CROWN HOLDINGS INC | 28,000 | $1.599M | 0.0% | $50.94 | 0.0% | COM | 228368106 |
| MPT | MEDICAL PPTYS TRUST INC | 103,200 | $1.524M | 0.0% | $14.77 | — | COM | 58463J304 |
| APLE | APPLE HOSPITALITY REIT INC | 81,100 | $1.501M | 0.0% | $18.51 | — | COM NEW | 03784Y200 |
| — | MOBILE TELESYSTEMS PJSC | 194,409 | $1.485M | 0.0% | $11.14 | — | SPONSORED A | 607409109 |
| — | TURQUOISE HILL RES LTD | 490,085 | $1.458M | 0.0% | $3.95 | — | COM | 900435108 |
| RLJ | RLJ LODGING TR | 67,030 | $1.41M | 0.0% | $21.04 | — | COM | 74965L101 |
| — | LASALLE HOTEL PPTYS | 58,916 | $1.406M | 0.0% | $23.86 | — | COM SH BEN | 517942108 |
| — | AVANGRID INC | 33,554 | $1.401M | 0.0% | $41.75 | — | COM | 05351W103 |
| — | INTEL CORP | 750,000 | $1.374M | 0.0% | $1.55 | — | SDCV 3.25% | 458140AF7 |
| — | PARAMOUNT GROUP INC | 83,600 | $1.37M | 0.0% | $16.39 | — | COM | 69924R108 |
| WLK | WESTLAKE CHEM CORP | 24,821 | $1.328M | 0.0% | $53.35 | -21.4% | COM | 960413102 |
| LMT | LOCKHEED MARTIN CORP | 5,501 | $1.319M | 0.0% | $71.65 | +171.9% | COM | 539830109 |
| KBH | KB HOME | 81,108 | $1.307M | 0.0% | $12.77 | +10.0% | COM | 48666K109 |
| EEM | ISHARES TR | 33,130 | $1.242M | 0.0% | $38.87 | — | MSCI EMG MK | 464287234 |
| FLO | FLOWERS FOODS INC | 80,700 | $1.221M | 0.0% | $11.44 | 0.0% | COM | 343498101 |
| CABO | CABLE ONE INC | 2,080 | $1.215M | 0.0% | $484.08 | 0.0% | COM | 12685J105 |
| NGVT | INGEVITY CORP | 26,251 | $1.21M | 0.0% | $30.60 | +38.0% | COM | 45688C107 |
| THO | THOR INDS INC | 13,840 | $1.172M | 0.0% | $64.52 | 0.0% | COM | 885160101 |
| KGC | KINROSS GOLD CORP | 260,600 | $1.096M | 0.0% | $4.82 | 0.0% | COM NO PAR | 496902404 |
| — | HEALTHSOUTH CORP | 26,070 | $1.058M | 0.0% | $40.58 | — | COM NEW | 421924309 |
| — | NEW ORIENTAL ED & TECH GRO | 21,300 | $987K | 0.0% | $37.62 | — | SPON ADR | 647581107 |
| LBRDA | LIBERTY BROADBAND CORP | 14,054 | $986K | 0.0% | $48.29 | +27.9% | COM SER A | 530307107 |
| GHC | GRAHAM HLDGS CO | 2,000 | $962K | 0.0% | $456.70 | 0.0% | COM | 384637104 |
| — | MENTOR GRAPHICS CORP | 36,018 | $953K | 0.0% | $26.46 | — | COM | 587200106 |
| VIPS | VIPSHOP HLDGS LTD | 64,900 | $952K | 0.0% | $13.36 | — | SPONSORED A | 92763W103 |
| NWS | NEWS CORP NEW | 66,013 | $940K | 0.0% | $13.95 | -12.5% | CL B | 65249B208 |
| OTEX | OPEN TEXT CORP | 13,800 | $894K | 0.0% | $25.25 | 0.0% | COM | 683715106 |
| — | IMMUNOMEDICS INC | 1,000,000 | $854K | 0.0% | $0.85 | — | NOTE 4.75% | 452907AK4 |
| GD | GENERAL DYNAMICS CORP | 5,280 | $819K | 0.0% | $56.44 | +115.5% | COM | 369550108 |
| TEVA | TEVA PHARMACEUTICAL INDS L | 17,385 | $800K | 0.0% | $39.55 | — | ADR | 881624209 |
| — | SANTANDER CONSUMER USA HDG | 65,783 | $800K | 0.0% | $16.89 | — | COM | 80283M101 |
| — | LIBERTY MEDIA CORP DELAWAR | 28,024 | $788K | 0.0% | $19.28 | — | COM C MEDIA | 531229854 |
| ITUB | ITAU UNIBANCO HLDG SA | 61,555 | $674K | 0.0% | $12.25 | — | SPON ADR RE | 465562106 |
| PPC | PILGRIMS PRIDE CORP NEW | 31,600 | $668K | 0.0% | $23.20 | 0.0% | COM | 72147K108 |
| — | NABORS INDUSTRIES LTD | 54,072 | $658K | 0.0% | $13.42 | — | SHS | G6359F103 |
| HRI | HERC HLDGS INC | 18,259 | $615K | 0.0% | $30.89 | 0.0% | COM | 42704L104 |
| — | 58 COM INC | 12,300 | $586K | 0.0% | $54.58 | — | SPON ADR RE | 31680Q104 |
| — | CORRECTIONS CORP AMER NEW | 41,500 | $576K | 0.0% | $13.88 | — | COM NEW | 22025Y407 |
| — | NORBORD INC | 22,000 | $565K | 0.0% | $25.68 | — | COM NEW | 65548P403 |
| — | ENERSIS S A | 66,360 | $543K | 0.0% | $8.18 | — | SPONSORED A | 29274F104 |
| — | YAMANA GOLD INC | 124,800 | $537K | 0.0% | $4.30 | — | COM | 98462Y100 |
| BBD | BANCO BRADESCO S A | 58,392 | $530K | 0.0% | $11.67 | — | SP ADR PFD | 059460303 |
| — | SENIOR HSG PPTYS TR | 21,900 | $497K | 0.0% | $22.69 | — | SH BEN INT | 81721M109 |
| TAL | TAL ED GROUP | 6,900 | $489K | 0.0% | $62.99 | — | ADS REPSTG | 874080104 |
| — | PROSPECT CAPITAL CORPORATI | 450,000 | $464K | 0.0% | $1.02 | — | NOTE 5.75% | 74348TAL6 |
| — | FIREEYE INC | 500,000 | $463K | 0.0% | $0.91 | — | NOTE 1.00% | 31816QAB7 |
| BCH | BANCO DE CHILE | 6,728 | $452K | 0.0% | $67.18 | — | SPONSORED A | 059520106 |
| — | UNILEVER N V | 9,650 | $445K | 0.0% | $46.11 | — | N Y SHS NEW | 904784709 |
| BVN | COMPANIA DE MINAS BUENAVEN | 31,332 | $434K | 0.0% | $14.06 | — | SPONSORED A | 204448104 |
| ABEV | AMBEV SA | 67,500 | $412K | 0.0% | $7.35 | — | SPONSORED A | 02319V103 |
| — | EXTENDED STAY AMER INC | 28,400 | $404K | 0.0% | $14.23 | — | UNIT 99/99/ | 30224P200 |
| IAG | IAMGOLD CORP | 99,100 | $402K | 0.0% | $4.56 | 0.0% | COM | 450913108 |
| — | LIBERTY MEDIA CORP DELAWAR | 13,984 | $401K | 0.0% | $19.35 | — | COM A MEDIA | 531229870 |
| — | CENCOSUD S A | 37,000 | $332K | 0.0% | $8.97 | — | SPONSORED A | 15132H101 |
| — | LIBERTY MEDIA CORP DELAWAR | 18,437 | $320K | 0.0% | $14.81 | — | COM C BRAVE | 531229888 |
| PKX | POSCO | 5,960 | $304K | 0.0% | $65.10 | — | SPONSORED A | 693483109 |
| SHG | SHINHAN FINANCIAL GROUP CO | 8,080 | $295K | 0.0% | $32.66 | — | SPN ADR RES | 824596100 |
| KB | KB FINANCIAL GROUP INC | 8,308 | $284K | 0.0% | $29.60 | — | SPONSORED A | 48241A105 |
| CHT | CHUNGHWA TELECOM CO LTD | 8,024 | $281K | 0.0% | $32.44 | — | SPON ADR NE | 17133Q502 |
| — | COMMERCEHUB INC | 16,733 | $266K | 0.0% | $15.90 | — | COM SER C | 20084V306 |
| KEP | KOREA ELECTRIC PWR | 10,800 | $263K | 0.0% | $20.96 | — | SPONSORED A | 500631106 |
| — | LIBERTY GLOBAL PLC | 9,119 | $256K | 0.0% | $32.48 | — | LILAC SHS C | G5480U153 |
| IART | INTEGRA LIFESCIENCES HLDGS | 3,000 | $248K | 0.0% | $41.89 | 0.0% | COM NEW | 457985208 |
| CX | CEMEX SAB DE CV | 30,455 | $242K | 0.0% | $9.63 | — | SPON ADR NE | 151290889 |
| — | YY INC | 4,500 | $240K | 0.0% | $53.33 | — | ADS REPCOM | 98426T106 |
| ENIC | ENERSIS CHILE SA | 48,160 | $228K | 0.0% | $4.73 | — | SPON ADR | 29278D105 |
| — | BANCOLOMBIA S A | 5,700 | $223K | 0.0% | $39.12 | — | SPON ADR PR | 05968L102 |
| — | DOMINION DIAMOND CORP | 22,808 | $222K | 0.0% | $9.73 | — | COM | 257287102 |
| — | L-3 COMMUNICATIONS HLDGS I | 1,440 | $217K | 0.0% | $146.53 | — | COM | 502424104 |
| — | VALE S A | 42,840 | $202K | 0.0% | $11.87 | — | ADR REPSTG | 91912E204 |
| — | FANG HLDGS LTD | 43,500 | $196K | 0.0% | $4.51 | — | ADR | 30711Y102 |
| — | SUPERIOR ENERGY SVCS INC | 10,800 | $193K | 0.0% | $17.87 | — | COM | 868157108 |
| UMC | UNITED MICROELECTRONICS CO | 50,007 | $93,000 | 0.0% | $2.34 | — | SPON ADR NE | 910873405 |
| — | AU OPTRONICS CORP | 19,421 | $71,000 | 0.0% | $3.47 | — | SPONSORED A | 002255107 |
| GGB | GERDAU S A | 19,500 | $53,000 | 0.0% | $5.38 | — | SPONSORED A | 373737105 |
| HBM | HUDBAY MINERALS INC | 13,500 | $53,000 | 0.0% | $4.52 | 0.0% | COM | 443628102 |
| — | ISRAEL CHEMICALS LTD | 10,710 | $42,000 | 0.0% | $3.92 | — | SHS | M5920A109 |
| CIG | COMPANHIA ENERGETICA DE MI | 15,368 | $40,000 | 0.0% | $8.49 | — | SP ADR N-V | 204409601 |
| SID | COMPANHIA SIDERURGICA NACI | 14,380 | $40,000 | 0.0% | $2.78 | — | SPONSORED A | 20440W105 |