Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $1.921B (14.0% shares, 86.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 157,630,000 | $176M | 9.2% | $1.12 | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 130,660,000 | $154M | 8.0% | $1.18 | $1.15 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | RED HAT INC | 88,560,000 | $108M | 5.6% | $1.22 | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SALESFORCE COM INC | 61,295,000 | $79.34M | 4.1% | $1.29 | $1.23 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ILLUMINA INC | 68,945,000 | $67.47M | 3.5% | $0.98 | $1.15 | — | NOTE 6/1 | 452327AF6 |
| — | INTEL CORP | 49,210,000 | $63.75M | 3.3% | $1.30 | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | AKAMAI TECHNOLOGIES INC | 63,915,000 | $63.12M | 3.3% | $0.99 | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | YAHOO INC | 60,100,000 | $59.94M | 3.1% | $1.00 | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | JAZZ INVESTMENTS I LTD | 50,050,000 | $53.84M | 2.8% | $1.08 | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NXP SEMICONDUCTORS N V | 46,850,000 | $51.15M | 2.7% | $1.09 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | MICROCHIP TECHNOLOGY INC | 43,850,000 | $48.76M | 2.5% | $1.11 | $1.11 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ILLUMINA INC | 47,615,000 | $47.79M | 2.5% | $1.00 | $1.22 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SPIRIT RLTY CAP INC NEW | 40,840,000 | $45.75M | 2.4% | $1.12 | $1.08 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | LINKEDIN CORP | 40,943,000 | $40.6M | 2.1% | $0.99 | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | LIBERTY MEDIA CORP DELAWARE | 39,035,000 | $38.95M | 2.0% | $1.00 | $0.96 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HOLOGIC INC | 30,100,000 | $38.68M | 2.0% | $1.29 | $1.26 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | BROCADE COMMUNICATIONS SYS I | 36,180,000 | $35.67M | 1.9% | $0.99 | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | ARES CAP CORP | 32,620,000 | $33.9M | 1.8% | $1.04 | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | JDS UNIPHASE CORP | 32,980,000 | $32.3M | 1.7% | $0.98 | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| CRTO | CRITEO S A | 675,000 | $31M | 1.6% | $45.92 | $37.96 | — | SPONS ADS | 226718104 |
| — | HOLOGIC INC | 25,340,000 | $30.82M | 1.6% | $1.22 | $1.24 | — | FRNT 12/1 | 436440AG6 |
| — | RPM INTL INC | 26,135,000 | $30.45M | 1.6% | $1.17 | $1.18 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | SERVICENOW INC | 24,800,000 | $27.71M | 1.4% | $1.12 | $1.22 | — | NOTE 11/0 | 81762PAB8 |
| — | PROSPECT CAPITAL CORPORATION | 29,015,000 | $27.58M | 1.4% | $0.95 | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | STARWOOD PPTY TR INC | 26,090,000 | $27.31M | 1.4% | $1.05 | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 22,300,000 | $23.28M | 1.2% | $1.04 | $1.05 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | OLD REP INTL CORP | 16,910,000 | $21.68M | 1.1% | $1.28 | $1.21 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | SPIRIT RLTY CAP INC NEW | 18,863,000 | $20.38M | 1.1% | $1.08 | $1.03 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | STARWOOD PPTY TR INC | 18,870,000 | $19.96M | 1.0% | $1.06 | $1.10 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | INTEL CORP | 12,200,000 | $19.86M | 1.0% | $1.63 | $1.62 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE GRP INC | 14,110,000 | $19.66M | 1.0% | $1.39 | $1.35 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | TWITTER INC | 21,770,000 | $19.48M | 1.0% | $0.89 | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ARES CAP CORP | 17,410,000 | $17.78M | 0.9% | $1.02 | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | PROSPECT CAPITAL CORPORATION | 15,480,000 | $15.36M | 0.8% | $0.99 | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | CEMEX SAB DE CV | 14,250,000 | $14.7M | 0.8% | $1.03 | $1.04 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | MACQUARIE INFRASTRUCTURE COR | 12,790,000 | $14.67M | 0.8% | $1.15 | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | PRICELINE GRP INC | 12,050,000 | $12.23M | 0.6% | $1.02 | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MICRON TECHNOLOGY INC | 14,160,000 | $10.88M | 0.6% | $0.77 | $0.86 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | SINA CORP | 6,500,000 | $6.415M | 0.3% | $0.99 | $0.97 | — | NOTE 1.000%12/0 | 82922RAD5 |
| AAPL | APPLE INC | 66,492 | $6.357M | 0.3% | $95.61 * | $22.62 | 0.0% | COM | 037833100 |
| — | JEFFERIES GROUP INC NEW | 5,900,000 | $5.996M | 0.3% | $1.02 | $1.02 | — | DBCV 3.875%11/0 | 472319AG7 |
| VPL | VANGUARD INTL EQUITY INDEX F | 102,214 | $5.696M | 0.3% | $55.73 | $55.73 | — | FTSE PACIFIC ETF | 922042866 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 5,700,000 | $5.682M | 0.3% | $1.00 | $0.99 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | STARWOOD PPTY TR INC | 4,830,000 | $4.893M | 0.3% | $1.01 | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| MSFT | MICROSOFT CORP | 91,569 | $4.686M | 0.2% | $51.17 * | $45.98 | 0.0% | COM | 594918104 |
| NXPI | NXP SEMICONDUCTORS N V | 48,399 | $3.792M | 0.2% | $78.35 * | $76.21 | 0.0% | COM | N6596X109 |
| — | GENERAL ELECTRIC CO | 118,015 | $3.715M | 0.2% | $31.48 | $31.48 | — | COM | 369604103 |
| AMZN | AMAZON COM INC | 4,789 | $3.427M | 0.2% | $715.60 * | $33.82 | 0.0% | COM | 023135106 |
| T | AT&T INC | 77,328 | $3.341M | 0.2% | $43.21 * | $15.11 | 0.0% | COM | 00206R102 |
| META | FACEBOOK INC | 27,168 | $3.105M | 0.2% | $114.29 | $114.43 | 0.0% | CL A | 30303M102 |
| — | NUANCE COMMUNICATIONS INC | 3,000,000 | $3.034M | 0.2% | $1.01 | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | LIVE NATION ENTERTAINMENT IN | 2,900,000 | $2.922M | 0.2% | $1.01 | $1.02 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| WFC | WELLS FARGO & CO NEW | 61,441 | $2.908M | 0.2% | $47.33 * | $37.23 | 0.0% | COM | 949746101 |
| VZ | VERIZON COMMUNICATIONS INC | 51,718 | $2.888M | 0.2% | $55.84 * | $31.47 | 0.0% | COM | 92343V104 |
| — | NATIONAL HEALTH INVS INC | 2,600,000 | $2.883M | 0.2% | $1.11 | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| PG | PROCTER & GAMBLE CO | 33,896 | $2.87M | 0.1% | $84.67 * | $63.33 | 0.0% | COM | 742718109 |
| PFE | PFIZER INC | 77,666 | $2.735M | 0.1% | $35.21 * | $21.05 | 0.0% | COM | 717081103 |
| GOOG | ALPHABET INC | 3,804 | $2.633M | 0.1% | $692.17 * | $35.65 | 0.0% | CAP STK CL C | 02079K107 |
| GOOGL | ALPHABET INC | 3,575 | $2.515M | 0.1% | $703.50 * | $36.43 | 0.0% | CAP STK CL A | 02079K305 |
| KO | COCA COLA CO | 52,929 | $2.399M | 0.1% | $45.32 * | $33.31 | 0.0% | COM | 191216100 |
| SLB | SCHLUMBERGER LTD | 29,759 | $2.353M | 0.1% | $79.07 * | $60.63 | -3.9% | COM | 806857108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 15,037 | $2.177M | 0.1% | $144.78 | $142.96 | 0.0% | CL B NEW | 084670702 |
| HD | HOME DEPOT INC | 16,505 | $2.108M | 0.1% | $127.72 * | $104.97 | 0.0% | COM | 437076102 |
| PEP | PEPSICO INC | 19,230 | $2.037M | 0.1% | $105.93 * | $77.08 | 0.0% | COM | 713448108 |
| MO | ALTRIA GROUP INC | 28,853 | $1.99M | 0.1% | $68.97 * | $33.21 | 0.0% | COM | 02209S103 |
| INTC | INTEL CORP | 60,585 | $1.987M | 0.1% | $32.80 * | $25.11 | 0.0% | COM | 458140100 |
| CMCSA | COMCAST CORP NEW | 30,156 | $1.966M | 0.1% | $65.19 * | $24.72 | 0.0% | CL A | 20030N101 |
| DIS | DISNEY WALT CO | 19,621 | $1.919M | 0.1% | $97.80 * | $92.18 | 0.0% | COM DISNEY | 254687106 |
| PM | PHILIP MORRIS INTL INC | 18,714 | $1.904M | 0.1% | $101.74 * | $61.40 | 0.0% | COM | 718172109 |
| CSCO | CISCO SYS INC | 65,598 | $1.882M | 0.1% | $28.69 * | $20.86 | 0.0% | COM | 17275R102 |
| V | VISA INC | 24,582 | $1.823M | 0.1% | $74.16 | $73.22 | 0.0% | COM CL A | 92826C839 |
| IBM | INTERNATIONAL BUSINESS MACHS | 11,396 | $1.73M | 0.1% | $151.81 * | $95.13 | 0.0% | COM | 459200101 |
| ORCL | ORACLE CORP | 42,186 | $1.727M | 0.1% | $40.94 * | $34.58 | 0.0% | COM | 68389X105 |
| UNH | UNITEDHEALTH GROUP INC | 12,231 | $1.727M | 0.1% | $141.20 * | $114.17 | 0.0% | COM | 91324P102 |
| MDT | MEDTRONIC PLC | 19,489 | $1.691M | 0.1% | $86.77 * | $63.51 | 0.0% | SHS | G5960L103 |
| BMY | BRISTOL MYERS SQUIBB CO | 22,512 | $1.656M | 0.1% | $73.56 * | $50.50 | 0.0% | COM | 110122108 |
| HAL | HALLIBURTON CO | 35,264 | $1.597M | 0.1% | $45.29 * | $32.17 | +6.1% | COM | 406216101 |
| COP | CONOCOPHILLIPS | 35,114 | $1.531M | 0.1% | $43.60 * | $40.30 | -18.6% | COM | 20825C104 |
| EOG | EOG RES INC | 18,164 | $1.515M | 0.1% | $83.41 * | $65.74 | -9.8% | COM | 26875P101 |
| MMM | 3M CO | 8,554 | $1.498M | 0.1% | $175.12 * | $102.46 | 0.0% | COM | 88579Y101 |
| — | RYLAND GROUP INC | 1,600,000 | $1.489M | 0.1% | $0.93 | $0.96 | — | NOTE 0.250% 6/0 | 783764AS2 |
| AMGN | AMGEN INC | 9,742 | $1.482M | 0.1% | $152.12 * | $116.70 | 0.0% | COM | 031162100 |
| MCD | MCDONALDS CORP | 12,115 | $1.458M | 0.1% | $120.35 * | $99.15 | 0.0% | COM | 580135101 |
| CVS | CVS HEALTH CORP | 15,126 | $1.448M | 0.1% | $95.73 * | $74.51 | 0.0% | COM | 126650100 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.333M | 0.1% | $1.03 | $1.01 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| ABBV | ABBVIE INC | 21,188 | $1.312M | 0.1% | $61.92 * | $40.97 | 0.0% | COM | 00287Y109 |
| — | UNITED TECHNOLOGIES CORP | 12,091 | $1.24M | 0.1% | $102.56 | $102.56 | — | COM | 913017109 |
| — | ANADARKO PETE CORP | 22,994 | $1.224M | 0.1% | $53.23 | $79.87 | — | COM | 032511107 |
| MA | MASTERCARD INC | 13,675 | $1.204M | 0.1% | $88.04 * | $90.26 | 0.0% | CL A | 57636Q104 |
| RY | ROYAL BK CDA MONTREAL QUE | 20,380 | $1.204M | 0.1% | $59.08 | $60.09 | 0.0% | COM | 780087102 |
| — | ALLERGAN PLC | 5,102 | $1.179M | 0.1% | $231.09 | $231.09 | — | SHS | G0177J108 |
| LLY | LILLY ELI & CO | 14,862 | $1.17M | 0.1% | $78.72 * | $64.09 | 0.0% | COM | 532457108 |
| — | ARVINMERITOR INC | 1,200,000 | $1.157M | 0.1% | $0.96 | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| TD | TORONTO DOMINION BK ONT | 26,635 | $1.143M | 0.1% | $42.91 | $43.53 | 0.0% | COM NEW | 891160509 |
| — | CONCHO RES INC | 9,407 | $1.122M | 0.1% | $119.27 | $115.95 | — | COM | 20605P101 |
| — | PROSPECT CAPITAL CORPORATION | 1,100,000 | $1.121M | 0.1% | $1.02 | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| LYB | LYONDELLBASELL INDUSTRIES N | 14,970 | $1.114M | 0.1% | $74.42 * | $47.09 | +1.0% | SHS - A - | N53745100 |
| SBUX | STARBUCKS CORP | 19,227 | $1.098M | 0.1% | $57.11 * | $46.45 | 0.0% | COM | 855244109 |
| UPS | UNITED PARCEL SERVICE INC | 10,055 | $1.083M | 0.1% | $107.71 * | $73.08 | 0.0% | CL B | 911312106 |
| — | CELGENE CORP | 10,922 | $1.077M | 0.1% | $98.61 | $98.61 | — | COM | 151020104 |
| — | ROYAL GOLD INC | 1,000,000 | $1.075M | 0.1% | $1.07 | $1.07 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | NOBLE ENERGY INC | 29,567 | $1.061M | 0.1% | $35.88 | $36.84 | — | COM | 655044105 |
| ACN | ACCENTURE PLC IRELAND | 9,336 | $1.058M | 0.1% | $113.32 * | $99.86 | 0.0% | SHS CLASS A | G1151C101 |
| — | CIMAREX ENERGY CO | 8,846 | $1.056M | 0.1% | $119.38 | $104.22 | — | COM | 171798101 |
| DVN | DEVON ENERGY CORP NEW | 28,897 | $1.048M | 0.1% | $36.27 * | $41.56 | -42.6% | COM | 25179M103 |
| — | CONTINENTAL RESOURCES INC | 22,740 | $1.029M | 0.1% | $45.25 | $43.50 | — | COM | 212015101 |
| QCOM | QUALCOMM INC | 19,214 | $1.029M | 0.1% | $53.55 * | $40.28 | 0.0% | COM | 747525103 |
| UNP | UNION PAC CORP | 11,785 | $1.028M | 0.1% | $87.23 * | $68.24 | 0.0% | COM | 907818108 |
| USB | US BANCORP DEL | 25,469 | $1.027M | 0.1% | $40.32 * | $29.17 | 0.0% | COM NEW | 902973304 |
| COST | COSTCO WHSL CORP NEW | 6,487 | $1.019M | 0.1% | $157.08 * | $128.04 | 0.0% | COM | 22160K105 |
| SPG | SIMON PPTY GROUP INC NEW | 4,686 | $1.016M | 0.1% | $216.82 * | $124.15 | 0.0% | COM | 828806109 |
| — | MARATHON OIL CORP | 66,457 | $998K | 0.1% | $15.02 | $26.11 | — | COM | 565849106 |
| MDLZ | MONDELEZ INTL INC | 21,640 | $985K | 0.1% | $45.52 * | $34.83 | 0.0% | CL A | 609207105 |
| LOW | LOWES COS INC | 12,422 | $983K | 0.1% | $79.13 * | $64.80 | 0.0% | COM | 548661107 |
| AIG | AMERICAN INTL GROUP INC | 18,531 | $980K | 0.1% | $52.88 * | $43.30 | 0.0% | COM NEW | 026874784 |
| FANG | DIAMONDBACK ENERGY INC | 10,662 | $972K | 0.1% | $91.16 * | $53.65 | +24.6% | COM | 25278X109 |
| — | HESS CORP | 16,136 | $970K | 0.1% | $60.11 | $67.87 | — | COM | 42809H107 |
| — | WALGREENS BOOTS ALLIANCE INC | 11,416 | $951K | 0.0% | $83.30 | $83.30 | — | COM | 931427108 |
| NKE | NIKE INC | 17,118 | $945K | 0.0% | $55.21 * | $50.32 | 0.0% | CL B | 654106103 |
| — | U S SILICA HLDGS INC | 27,390 | $944K | 0.0% | $34.47 | $49.91 | — | COM | 90346E103 |
| EQT | EQT CORP | 12,087 | $936K | 0.0% | $77.44 * | $39.65 | -9.7% | COM | 26884L109 |
| — | TWITTER INC | 1,000,000 | $921K | 0.0% | $0.92 | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| BNS | BANK N S HALIFAX | 18,744 | $918K | 0.0% | $48.98 * | $30.62 | 0.0% | COM | 064149107 |
| OXY | OCCIDENTAL PETE CORP DEL | 12,042 | $910K | 0.0% | $75.57 * | $56.73 | 0.0% | COM | 674599105 |
| DHR | DANAHER CORP DEL | 8,979 | $907K | 0.0% | $101.01 * | $40.08 | 0.0% | COM | 235851102 |
| CL | COLGATE PALMOLIVE CO | 12,061 | $883K | 0.0% | $73.21 * | $56.89 | 0.0% | COM | 194162103 |
| HP | HELMERICH & PAYNE INC | 13,136 | $882K | 0.0% | $67.14 * | $65.33 | -5.4% | COM | 423452101 |
| CB | CHUBB LIMITED | 6,722 | $879K | 0.0% | $130.76 * | $103.60 | 0.0% | COM | H1467J104 |
| TXN | TEXAS INSTRS INC | 13,988 | $876K | 0.0% | $62.63 * | $45.66 | 0.0% | COM | 882508104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,851 | $865K | 0.0% | $147.84 * | $143.61 | 0.0% | COM | 883556102 |
| GS | GOLDMAN SACHS GROUP INC | 5,657 | $841K | 0.0% | $148.67 * | $127.90 | 0.0% | COM | 38141G104 |
| — | CRESCENT PT ENERGY CORP | 52,801 | $834K | 0.0% | $15.80 | $15.80 | — | COM | 22576C101 |
| BIIB | BIOGEN INC | 3,437 | $831K | 0.0% | $241.78 * | $263.54 | 0.0% | COM | 09062X103 |
| ABT | ABBOTT LABS | 20,800 | $818K | 0.0% | $39.33 * | $33.35 | 0.0% | COM | 002824100 |
| DUK | DUKE ENERGY CORP NEW | 9,471 | $813K | 0.0% | $85.84 * | $53.82 | 0.0% | COM NEW | 26441C204 |
| FABUH 1 03/12/18 NBAD | NATIONAL BANK OF ABU DHABI | 800,000 | $800K | 0.0% | $1.00 | $1.00 | — | MTNF 1.000% 3/1 | M7080ZTU0 |
| — | TIME WARNER INC | 10,647 | $783K | 0.0% | $73.54 | $73.54 | — | COM NEW | 887317303 |
| — | PRICELINE GRP INC | 626 | $782K | 0.0% | $1249.20 | $1249.20 | — | COM NEW | 741503403 |
| — | PDC ENERGY INC | 13,573 | $782K | 0.0% | $57.61 | $53.64 | — | COM | 69327R101 |
| NEE | NEXTERA ENERGY INC | 6,000 | $782K | 0.0% | $130.33 * | $23.49 | 0.0% | COM | 65339F101 |
| — | CARRIZO OIL & GAS INC | 21,228 | $761K | 0.0% | $35.85 | $49.23 | — | COM | 144577103 |
| GIS | GENERAL MLS INC | 10,526 | $751K | 0.0% | $71.35 * | $45.45 | 0.0% | COM | 370334104 |
| — | E M C CORP MASS | 27,460 | $746K | 0.0% | $27.17 | $27.17 | — | COM | 268648102 |
| KHC | KRAFT HEINZ CO | 8,378 | $741K | 0.0% | $88.45 * | $53.59 | 0.0% | COM | 500754106 |
| CTRA | CABOT OIL & GAS CORP | 28,699 | $739K | 0.0% | $25.75 * | $20.55 | -15.0% | COM | 127097103 |
| F | FORD MTR CO DEL | 58,582 | $736K | 0.0% | $12.56 * | $7.94 | 0.0% | COM PAR $0.01 | 345370860 |
| — | EXPRESS SCRIPTS HLDG CO | 9,602 | $728K | 0.0% | $75.82 | $75.82 | — | COM | 30219G108 |
| VLO | VALERO ENERGY CORP NEW | 14,217 | $725K | 0.0% | $51.00 * | $36.83 | +4.5% | COM | 91913Y100 |
| — | BLACKROCK INC | 2,112 | $723K | 0.0% | $342.33 | $342.33 | — | COM | 09247X101 |
| — | GULFPORT ENERGY CORP | 22,725 | $710K | 0.0% | $31.24 | $43.07 | — | COM NEW | 402635304 |
| ADP | AUTOMATIC DATA PROCESSING IN | 7,709 | $708K | 0.0% | $91.84 * | $71.77 | 0.0% | COM | 053015103 |
| — | BROADCOM LTD | 4,489 | $698K | 0.0% | $155.49 | $155.49 | — | SHS | Y09827109 |
| KMB | KIMBERLY CLARK CORP | 5,077 | $698K | 0.0% | $137.48 * | $93.94 | 0.0% | COM | 494368103 |
| FLS | FLOWSERVE CORP | 15,436 | $697K | 0.0% | $45.15 * | $46.70 | -17.4% | COM | 34354P105 |
| SO | SOUTHERN CO | 12,914 | $693K | 0.0% | $53.66 * | $33.63 | 0.0% | COM | 842587107 |
| AMT | AMERICAN TOWER CORP NEW | 6,060 | $688K | 0.0% | $113.53 * | $83.75 | 0.0% | COM | 03027X100 |
| TJX | TJX COS INC NEW | 8,838 | $683K | 0.0% | $77.28 * | $33.34 | 0.0% | COM | 872540109 |
| PNC | PNC FINL SVCS GROUP INC | 8,291 | $675K | 0.0% | $81.41 * | $62.96 | 0.0% | COM | 693475105 |
| AXP | AMERICAN EXPRESS CO | 11,033 | $670K | 0.0% | $60.73 * | $55.25 | 0.0% | COM | 025816109 |
| — | PRECISION DRILLING CORP | 126,201 | $669K | 0.0% | $5.30 | $5.30 | — | COM 2010 | 74022D308 |
| ITW | ILLINOIS TOOL WKS INC | 6,327 | $659K | 0.0% | $104.16 * | $83.28 | 0.0% | COM | 452308109 |
| PSX | PHILLIPS 66 | 8,207 | $651K | 0.0% | $79.32 * | $56.71 | 0.0% | COM | 718546104 |
| ADBE | ADOBE SYS INC | 6,655 | $637K | 0.0% | $95.72 | $96.05 | 0.0% | COM | 00724F101 |
| BK | BANK NEW YORK MELLON CORP | 16,334 | $635K | 0.0% | $38.88 * | $31.02 | 0.0% | COM | 064058100 |
| SU | SUNCOR ENERGY INC NEW | 22,435 | $622K | 0.0% | $27.72 * | $19.44 | 0.0% | COM | 867224107 |
| CRM | SALESFORCE COM INC | 7,794 | $619K | 0.0% | $79.42 * | $77.55 | 0.0% | COM | 79466L302 |
| MCK | MCKESSON CORP | 3,311 | $618K | 0.0% | $186.65 * | $162.65 | 0.0% | COM | 58155Q103 |
| BMO | BANK MONTREAL QUE | 9,724 | $617K | 0.0% | $63.45 * | $43.03 | 0.0% | COM | 063671101 |
| BDX | BECTON DICKINSON & CO | 3,591 | $609K | 0.0% | $169.59 * | $138.32 | 0.0% | COM | 075887109 |
| CNI | CANADIAN NATL RY CO | 10,298 | $608K | 0.0% | $59.04 * | $50.56 | 0.0% | COM | 136375102 |
| CHTR | CHARTER COMMUNICATIONS INC N | 2,661 | $608K | 0.0% | $228.49 * | $214.89 | 0.0% | CL A | 16119P108 |
| MS | MORGAN STANLEY | 23,139 | $601K | 0.0% | $25.97 * | $19.90 | 0.0% | COM NEW | 617446448 |
| TRV | TRAVELERS COMPANIES INC | 4,998 | $595K | 0.0% | $119.05 * | $91.51 | 0.0% | COM | 89417E109 |
| MRSH | MARSH & MCLENNAN COS INC | 8,670 | $594K | 0.0% | $68.51 * | $54.66 | 0.0% | COM | 571748102 |
| FDX | FEDEX CORP | 3,896 | $591K | 0.0% | $151.69 * | $139.21 | 0.0% | COM | 31428X106 |
| — | REYNOLDS AMERICAN INC | 10,903 | $588K | 0.0% | $53.93 | $53.93 | — | COM | 761713106 |
| PWR | QUANTA SVCS INC | 25,364 | $586K | 0.0% | $23.10 | $34.22 | -33.7% | COM | 74762E102 |
| — | PRAXAIR INC | 5,174 | $582K | 0.0% | $112.49 | $112.49 | — | COM | 74005P104 |
| ECL | ECOLAB INC | 4,731 | $561K | 0.0% | $118.58 * | $104.92 | 0.0% | COM | 278865100 |
| EMR | EMERSON ELEC CO | 10,633 | $555K | 0.0% | $52.20 * | $41.54 | 0.0% | COM | 291011104 |
| — | TRANSCANADA CORP | 12,067 | $546K | 0.0% | $45.25 | $45.25 | — | COM | 89353D107 |
| ENB | ENBRIDGE INC | 118,242 | $541K | 0.0% | $4.58 * | $23.17 | 0.0% | COM | 29250N105 |
| — | AETNA INC NEW | 4,379 | $535K | 0.0% | $122.17 | $122.17 | — | COM | 00817Y108 |
| D | DOMINION RES INC VA NEW | 6,817 | $531K | 0.0% | $77.89 * | $47.75 | 0.0% | COM | 25746U109 |
| MET | METLIFE INC | 13,272 | $529K | 0.0% | $39.86 * | $28.15 | 0.0% | COM | 59156R108 |
| — | SYNERGY RES CORP | 78,019 | $520K | 0.0% | $6.67 | $11.85 | — | COM | 87164P103 |
| MEOH | METHANEX CORP | 17,565 | $511K | 0.0% | $29.09 * | $31.94 | 0.0% | COM | 59151K108 |
| AEP | AMERICAN ELEC PWR INC | 7,221 | $506K | 0.0% | $70.07 * | $46.62 | 0.0% | COM | 025537101 |
| ELV | ANTHEM INC | 3,848 | $505K | 0.0% | $131.24 * | $119.90 | 0.0% | COM | 036752103 |
| PYPL | PAYPAL HLDGS INC | 13,789 | $503K | 0.0% | $36.48 * | $38.14 | 0.0% | COM | 70450Y103 |
| KMI | KINDER MORGAN INC DEL | 26,709 | $500K | 0.0% | $18.72 * | $10.91 | 0.0% | COM | 49456B101 |
| AFL | AFLAC INC | 6,932 | $500K | 0.0% | $72.13 * | $27.28 | 0.0% | COM | 001055102 |
| WM | WASTE MGMT INC DEL | 7,375 | $489K | 0.0% | $66.31 * | $50.66 | 0.0% | COM | 94106L109 |
| BSX | BOSTON SCIENTIFIC CORP | 20,935 | $489K | 0.0% | $23.36 * | $21.63 | 0.0% | COM | 101137107 |
| PSA | PUBLIC STORAGE | 1,904 | $487K | 0.0% | $255.78 * | $174.22 | 0.0% | COM | 74460D109 |
| CME | CME GROUP INC | 4,932 | $480K | 0.0% | $97.32 * | $65.83 | 0.0% | COM | 12572Q105 |
| — | BB&T CORP | 13,238 | $471K | 0.0% | $35.58 | $35.58 | — | COM | 054937107 |
| YUM | YUM BRANDS INC | 5,659 | $469K | 0.0% | $82.88 * | $49.47 | 0.0% | COM | 988498101 |
| KR | KROGER CO | 12,720 | $468K | 0.0% | $36.79 * | $29.55 | 0.0% | COM | 501044101 |
| ETN | EATON CORP PLC | 7,742 | $462K | 0.0% | $59.67 * | $49.78 | 0.0% | SHS | G29183103 |
| NFLX | NETFLIX INC | 5,028 | $460K | 0.0% | $91.49 * | $9.61 | 0.0% | COM | 64110L106 |
| CM | CDN IMPERIAL BK COMM TORONTO | 6,025 | $452K | 0.0% | $75.02 * | $24.69 | 0.0% | COM | 136069101 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,424 | $449K | 0.0% | $101.49 * | $60.68 | 0.0% | COM | 22822V101 |
| — | AON PLC | 4,113 | $449K | 0.0% | $109.17 | $109.17 | — | SHS CL A | G0408V102 |
| PRU | PRUDENTIAL FINL INC | 6,236 | $445K | 0.0% | $71.36 * | $48.97 | 0.0% | COM | 744320102 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 7,688 | $440K | 0.0% | $57.23 * | $53.57 | 0.0% | CL A | 192446102 |
| — | JOHNSON CTLS INC | 9,920 | $439K | 0.0% | $44.25 | $44.25 | — | COM | 478366107 |
| — | YAHOO INC | 11,624 | $437K | 0.0% | $37.59 | $37.59 | — | COM | 984332106 |
| PPG | PPG INDS INC | 4,179 | $435K | 0.0% | $104.09 * | $91.56 | 0.0% | COM | 693506107 |
| CNQ | CANADIAN NAT RES LTD | 14,102 | $435K | 0.0% | $30.85 * | $9.28 | 0.0% | COM | 136385101 |
| COF | CAPITAL ONE FINL CORP | 6,826 | $434K | 0.0% | $63.58 * | $58.66 | 0.0% | COM | 14040H105 |
| FISV | FISERV INC | 3,950 | $429K | 0.0% | $108.61 * | $51.47 | 0.0% | COM | 337738108 |
| APD | AIR PRODS & CHEMS INC | 2,998 | $426K | 0.0% | $142.09 * | $104.91 | 0.0% | COM | 009158106 |
| SYY | SYSCO CORP | 8,343 | $423K | 0.0% | $50.70 * | $37.68 | 0.0% | COM | 871829107 |
| ZTS | ZOETIS INC | 8,782 | $417K | 0.0% | $47.48 * | $43.86 | 0.0% | CL A | 98978V103 |
| AVB | AVALONBAY CMNTYS INC | 2,294 | $414K | 0.0% | $180.47 * | $129.86 | 0.0% | COM | 053484101 |
| SPGI | S&P GLOBAL INC | 3,800 | $408K | 0.0% | $107.37 * | $96.34 | 0.0% | COM | 78409V104 |
| — | TWENTY FIRST CENTY FOX INC | 15,049 | $407K | 0.0% | $27.04 | $27.04 | — | CL A | 90130A101 |
| SCHW | SCHWAB CHARLES CORP NEW | 15,984 | $405K | 0.0% | $25.34 | $25.16 | 0.0% | COM | 808513105 |
| WELL | WELLTOWER INC | 5,321 | $405K | 0.0% | $76.11 * | $49.51 | 0.0% | COM | 95040Q104 |
| DG | DOLLAR GEN CORP NEW | 4,300 | $404K | 0.0% | $93.95 * | $76.16 | 0.0% | COM | 256677105 |
| — | CIGNA CORPORATION | 3,158 | $404K | 0.0% | $127.93 | $127.93 | — | COM | 125509109 |
| PLD | PROLOGIS INC | 8,235 | $404K | 0.0% | $49.06 * | $35.71 | 0.0% | COM | 74340W103 |
| EXC | EXELON CORP | 11,083 | $403K | 0.0% | $36.36 * | $17.65 | 0.0% | COM | 30161N101 |
| EQR | EQUITY RESIDENTIAL | 5,848 | $403K | 0.0% | $68.91 * | $46.36 | 0.0% | SH BEN INT | 29476L107 |
| — | TE CONNECTIVITY LTD | 6,831 | $390K | 0.0% | $57.09 | $57.09 | — | REG SHS | H84989104 |
| — | BROOKFIELD ASSET MGMT INC | 11,702 | $387K | 0.0% | $33.07 | $33.07 | — | CL A LTD VT SH | 112585104 |
| TROW | PRICE T ROWE GROUP INC | 5,279 | $385K | 0.0% | $72.93 * | $52.40 | 0.0% | COM | 74144T108 |
| — | ADVANTAGE OIL & GAS LTD | 68,694 | $384K | 0.0% | $5.59 | $5.59 | — | COM | 00765F101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,496 | $383K | 0.0% | $256.02 * | $44.62 | 0.0% | COM | 45866F104 |
| CAH | CARDINAL HEALTH INC | 4,890 | $381K | 0.0% | $77.91 * | $60.27 | 0.0% | COM | 14149Y108 |
| PPL | PPL CORP | 9,977 | $377K | 0.0% | $37.79 * | $24.77 | 0.0% | COM | 69351T106 |
| ZBH | ZIMMER BIOMET HLDGS INC | 3,113 | $375K | 0.0% | $120.46 * | $104.60 | 0.0% | COM | 98956P102 |
| CSX | CSX CORP | 14,323 | $374K | 0.0% | $26.11 * | $7.58 | 0.0% | COM | 126408103 |
| ALL | ALLSTATE CORP | 5,331 | $373K | 0.0% | $69.97 * | $54.10 | 0.0% | COM | 020002101 |
| PAYX | PAYCHEX INC | 6,217 | $370K | 0.0% | $59.51 * | $40.17 | 0.0% | COM | 704326107 |
| ED | CONSOLIDATED EDISON INC | 4,590 | $369K | 0.0% | $80.39 * | $53.16 | 0.0% | COM | 209115104 |
| VTR | VENTAS INC | 5,051 | $368K | 0.0% | $72.86 * | $43.45 | 0.0% | COM | 92276F100 |
| AZO | AUTOZONE INC | 463 | $368K | 0.0% | $794.82 * | $770.40 | 0.0% | COM | 053332102 |
| INTU | INTUIT | 3,275 | $366K | 0.0% | $111.76 * | $97.25 | 0.0% | COM | 461202103 |
| GPC | GENUINE PARTS CO | 3,571 | $362K | 0.0% | $101.37 * | $73.37 | 0.0% | COM | 372460105 |
| DE | DEERE & CO | 4,461 | $362K | 0.0% | $81.15 * | $69.97 | 0.0% | COM | 244199105 |
| EQIX | EQUINIX INC | 933 | $362K | 0.0% | $388.00 * | $289.88 | 0.0% | COM PAR $0.001 | 29444U700 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 1,333 | $361K | 0.0% | $270.82 * | $17.68 | 0.0% | COM | 67103H107 |
| BAX | BAXTER INTL INC | 7,914 | $358K | 0.0% | $45.24 * | $37.48 | 0.0% | COM | 071813109 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 7,664 | $357K | 0.0% | $46.58 * | $32.52 | 0.0% | COM | 744573106 |
| STT | STATE STR CORP | 6,627 | $357K | 0.0% | $53.87 * | $45.13 | 0.0% | COM | 857477103 |
| BXP | BOSTON PROPERTIES INC | 2,647 | $349K | 0.0% | $131.85 * | $86.36 | 0.0% | COM | 101121101 |
| WY | WEYERHAEUSER CO | 11,685 | $348K | 0.0% | $29.78 * | $21.11 | 0.0% | COM | 962166104 |
| — | SUNTRUST BKS INC | 8,449 | $347K | 0.0% | $41.07 | $41.07 | — | COM | 867914103 |
| TS | TENARIS S A | 12,000 | $346K | 0.0% | $28.83 | $28.83 | — | SPONSORED ADR | 88031M109 |
| VNO | VORNADO RLTY TR | 3,455 | $346K | 0.0% | $100.14 | $100.14 | — | SH BEN INT | 929042109 |
| — | PIONEER NAT RES CO | 2,281 | $345K | 0.0% | $151.25 | $151.25 | — | COM | 723787107 |
| VFC | V F CORP | 5,571 | $343K | 0.0% | $61.57 * | $59.14 | 0.0% | COM | 918204108 |
| EIX | EDISON INTL | 4,400 | $342K | 0.0% | $77.73 * | $48.54 | 0.0% | COM | 281020107 |
| — | OASIS PETE INC NEW | 35,953 | $336K | 0.0% | $9.35 | $7.92 | — | COM | 674215108 |
| — | TYCO INTL PLC | 7,837 | $334K | 0.0% | $42.62 | $42.62 | — | SHS | G91442106 |
| REGN | REGENERON PHARMACEUTICALS | 955 | $334K | 0.0% | $349.74 * | $383.00 | 0.0% | COM | 75886F107 |
| — | PARSLEY ENERGY INC | 12,287 | $332K | 0.0% | $27.02 | $27.02 | — | CL A | 701877102 |
| NSC | NORFOLK SOUTHERN CORP | 3,899 | $332K | 0.0% | $85.15 * | $69.72 | 0.0% | COM | 655844108 |
| ISRG | INTUITIVE SURGICAL INC | 500 | $331K | 0.0% | $662.00 * | $70.37 | 0.0% | COM NEW | 46120E602 |
| HCA | HCA HOLDINGS INC | 4,298 | $331K | 0.0% | $77.01 * | $73.38 | 0.0% | COM | 40412C101 |
| XEL | XCEL ENERGY INC | 7,340 | $329K | 0.0% | $44.82 * | $30.70 | 0.0% | COM | 98389B100 |
| — | SPECTRA ENERGY CORP | 8,942 | $328K | 0.0% | $36.68 | $36.68 | — | COM | 847560109 |
| CMI | CUMMINS INC | 2,921 | $328K | 0.0% | $112.29 * | $87.68 | 0.0% | COM | 231021106 |
| — | ALEXION PHARMACEUTICALS INC | 2,794 | $326K | 0.0% | $116.68 | $116.68 | — | COM | 015351109 |
| HUM | HUMANA INC | 1,807 | $325K | 0.0% | $179.86 * | $164.17 | 0.0% | COM | 444859102 |
| OMC | OMNICOM GROUP INC | 3,972 | $324K | 0.0% | $81.57 * | $59.65 | 0.0% | COM | 681919106 |
| SHW | SHERWIN WILLIAMS CO | 1,100 | $323K | 0.0% | $293.64 * | $89.15 | 0.0% | COM | 824348106 |
| AMAT | APPLIED MATLS INC | 13,445 | $322K | 0.0% | $23.95 * | $19.78 | 0.0% | COM | 038222105 |
| — | DISCOVER FINL SVCS | 6,000 | $322K | 0.0% | $53.67 | $53.67 | — | COM | 254709108 |
| MTB | M & T BK CORP | 2,717 | $321K | 0.0% | $118.15 * | $88.17 | 0.0% | COM | 55261F104 |
| — | CBS CORP NEW | 5,891 | $321K | 0.0% | $54.49 | $54.49 | — | CL B | 124857202 |
| — | ST JUDE MED INC | 4,105 | $320K | 0.0% | $77.95 | $77.95 | — | COM | 790849103 |
| EBAY | EBAY INC | 13,633 | $319K | 0.0% | $23.40 * | $21.47 | 0.0% | COM | 278642103 |
| TDG | TRANSDIGM GROUP INC | 1,211 | $319K | 0.0% | $263.42 * | $152.60 | 0.0% | COM | 893641100 |
| STZ | CONSTELLATION BRANDS INC | 1,918 | $317K | 0.0% | $165.28 * | $135.53 | 0.0% | CL A | 21036P108 |
| NVDA | NVIDIA CORP | 6,696 | $315K | 0.0% | $47.04 * | $1.01 | 0.0% | COM | 67066G104 |
| PCAR | PACCAR INC | 6,067 | $315K | 0.0% | $51.92 * | $25.66 | 0.0% | COM | 693718108 |
| ADM | ARCHER DANIELS MIDLAND CO | 7,316 | $314K | 0.0% | $42.92 * | $29.99 | 0.0% | COM | 039483102 |
| — | ON SEMICONDUCTOR CORP | 300,000 | $313K | 0.0% | $1.04 | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| IP | INTL PAPER CO | 7,305 | $310K | 0.0% | $42.44 * | $26.29 | 0.0% | COM | 460146103 |
| MFC | MANULIFE FINL CORP | 22,706 | $310K | 0.0% | $13.65 * | $14.24 | 0.0% | COM | 56501R106 |
| NEM | NEWMONT MINING CORP | 7,828 | $306K | 0.0% | $39.09 * | $26.01 | 0.0% | COM | 651639106 |
| HSY | HERSHEY CO | 2,670 | $303K | 0.0% | $113.48 * | $74.40 | 0.0% | COM | 427866108 |
| GLW | CORNING INC | 14,695 | $301K | 0.0% | $20.48 * | $15.51 | 0.0% | COM | 219350105 |
| SWK | STANLEY BLACK & DECKER INC | 2,686 | $299K | 0.0% | $111.32 * | $86.52 | 0.0% | COM | 854502101 |
| WEC | WEC ENERGY GROUP INC | 4,540 | $296K | 0.0% | $65.20 * | $44.11 | 0.0% | COM | 92939U106 |
| DTE | DTE ENERGY CO | 2,989 | $296K | 0.0% | $99.03 * | $56.09 | 0.0% | COM | 233331107 |
| — | GENERAL GROWTH PPTYS INC NEW | 9,862 | $294K | 0.0% | $29.81 | $29.81 | — | COM | 370023103 |
| PGR | PROGRESSIVE CORP OHIO | 8,762 | $294K | 0.0% | $33.55 * | $25.09 | 0.0% | COM | 743315103 |
| — | NIELSEN HLDGS PLC | 5,634 | $293K | 0.0% | $52.01 | $52.01 | — | SHS EUR | G6518L108 |
| ROST | ROSS STORES INC | 5,127 | $291K | 0.0% | $56.76 * | $50.49 | 0.0% | COM | 778296103 |
| MPC | MARATHON PETE CORP | 7,616 | $289K | 0.0% | $37.95 * | $27.21 | 0.0% | COM | 56585A102 |
| — | ACTIVISION BLIZZARD INC | 7,283 | $289K | 0.0% | $39.68 | $39.68 | — | COM | 00507V109 |
| FIS | FIDELITY NATL INFORMATION SV | 3,906 | $288K | 0.0% | $73.73 * | $59.49 | 0.0% | COM | 31620M106 |
| PBA | PEMBINA PIPELINE CORP | 9,445 | $287K | 0.0% | $30.39 * | $17.60 | 0.0% | COM | 706327103 |
| — | KELLOGG CO | 3,514 | $287K | 0.0% | $81.67 * | $50.93 | 0.0% | COM | 487836108 |
| RSG | REPUBLIC SVCS INC | 5,597 | $287K | 0.0% | $51.28 * | $40.82 | 0.0% | COM | 760759100 |
| AMP | AMERIPRISE FINL INC | 3,156 | $284K | 0.0% | $89.99 * | $79.19 | 0.0% | COM | 03076C106 |
| EA | ELECTRONIC ARTS INC | 3,750 | $284K | 0.0% | $75.73 * | $68.44 | 0.0% | COM | 285512109 |
| CAG | CONAGRA FOODS INC | 5,900 | $282K | 0.0% | $47.80 * | $25.34 | 0.0% | COM | 205887102 |
| NWL | NEWELL BRANDS INC | 5,808 | $282K | 0.0% | $48.55 * | $31.35 | 0.0% | COM | 651229106 |
| O | REALTY INCOME CORP | 4,050 | $281K | 0.0% | $69.38 * | $38.59 | 0.0% | COM | 756109104 |
| L | LOEWS CORP | 6,737 | $277K | 0.0% | $41.12 * | $37.95 | 0.0% | COM | 540424108 |
| EL | LAUDER ESTEE COS INC | 3,039 | $277K | 0.0% | $91.15 * | $82.50 | 0.0% | CL A | 518439104 |
| — | CERNER CORP | 4,729 | $277K | 0.0% | $58.57 | $58.57 | — | COM | 156782104 |
| SYF | SYNCHRONY FINL | 10,883 | $275K | 0.0% | $25.27 * | $23.23 | 0.0% | COM | 87165B103 |
| A | AGILENT TECHNOLOGIES INC | 6,168 | $274K | 0.0% | $44.42 * | $40.01 | 0.0% | COM | 00846U101 |
| MCO | MOODYS CORP | 2,889 | $271K | 0.0% | $93.80 * | $88.07 | 0.0% | COM | 615369105 |
| NUE | NUCOR CORP | 5,454 | $269K | 0.0% | $49.32 * | $39.15 | 0.0% | COM | 670346105 |
| EW | EDWARDS LIFESCIENCES CORP | 2,698 | $269K | 0.0% | $99.70 * | $34.21 | 0.0% | COM | 28176E108 |
| IMO | IMPERIAL OIL LTD | 8,469 | $268K | 0.0% | $31.64 * | $25.20 | 0.0% | COM NEW | 453038408 |
| SJM | SMUCKER J M CO | 1,741 | $265K | 0.0% | $152.21 * | $99.14 | 0.0% | COM NEW | 832696405 |
| ES | EVERSOURCE ENERGY | 4,417 | $265K | 0.0% | $60.00 * | $40.60 | 0.0% | COM | 30040W108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,066 | $264K | 0.0% | $86.11 | $86.41 | 0.0% | COM | 92532F100 |
| — | MEAD JOHNSON NUTRITION CO | 2,900 | $263K | 0.0% | $90.69 | $90.69 | — | COM | 582839106 |
| TAP | MOLSON COORS BREWING CO | 2,597 | $263K | 0.0% | $101.27 * | $77.31 | 0.0% | CL B | 60871R209 |
| — | INGERSOLL-RAND PLC | 4,096 | $261K | 0.0% | $63.72 | $63.72 | — | SHS | G47791101 |
| — | LIBERTY GLOBAL PLC | 9,058 | $260K | 0.0% | $28.70 | $28.70 | — | SHS CL C | G5480U120 |
| — | BARD C R INC | 1,100 | $259K | 0.0% | $235.45 | $235.45 | — | COM | 067383109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 2,618 | $259K | 0.0% | $98.93 * | $94.57 | 0.0% | COM | 879360105 |
| MNST | MONSTER BEVERAGE CORP NEW | 1,608 | $258K | 0.0% | $160.45 * | $24.12 | 0.0% | COM | 61174X109 |
| HSIC | SCHEIN HENRY INC | 1,453 | $257K | 0.0% | $176.88 * | $67.59 | 0.0% | COM | 806407102 |
| — | LINKEDIN CORP | 1,354 | $256K | 0.0% | $189.07 | $189.07 | — | COM CL A | 53578A108 |
| ADI | ANALOG DEVICES INC | 4,512 | $256K | 0.0% | $56.74 * | $47.53 | 0.0% | COM | 032654105 |
| XRAY | DENTSPLY SIRONA INC | 4,123 | $256K | 0.0% | $62.09 | $61.55 | 0.0% | COM | 24906P109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 5,746 | $255K | 0.0% | $44.38 * | $36.26 | 0.0% | COM | 416515104 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 3,283 | $254K | 0.0% | $77.37 * | $75.58 | 0.0% | COM | 23918K108 |
| — | HCP INC | 7,162 | $253K | 0.0% | $35.33 | $35.33 | — | COM | 40414L109 |
| — | APACHE CORP | 4,512 | $251K | 0.0% | $55.63 | $55.63 | — | COM | 037411105 |
| FITB | FIFTH THIRD BANCORP | 14,290 | $251K | 0.0% | $17.56 * | $12.75 | 0.0% | COM | 316773100 |
| WCN | WASTE CONNECTIONS INC | 3,452 | $249K | 0.0% | $72.13 * | $42.53 | 0.0% | COM | 94106B101 |
| ILMN | ILLUMINA INC | 1,758 | $247K | 0.0% | $140.50 | $142.06 | 0.0% | COM | 452327109 |
| — | DELPHI AUTOMOTIVE PLC | 3,934 | $246K | 0.0% | $62.53 | $62.53 | — | SHS | G27823106 |
| DLTR | DOLLAR TREE INC | 2,596 | $245K | 0.0% | $94.38 * | $84.59 | 0.0% | COM | 256746108 |
| — | CENTURYLINK INC | 8,459 | $245K | 0.0% | $28.96 | $28.96 | — | COM | 156700106 |
| PH | PARKER HANNIFIN CORP | 2,272 | $245K | 0.0% | $107.83 * | $96.45 | 0.0% | COM | 701094104 |
| TSLA | TESLA MTRS INC | 1,144 | $243K | 0.0% | $212.41 * | $15.15 | 0.0% | COM | 88160R101 |
| — | MYLAN N V | 5,581 | $241K | 0.0% | $43.18 | $43.18 | — | SHS EURO | N59465109 |
| — | INTEROIL CORP | 5,327 | $240K | 0.0% | $45.05 | $47.55 | — | COM | 460951106 |
| — | CANADIAN PAC RY LTD | 1,865 | $240K | 0.0% | $128.69 | $128.69 | — | COM | 13645T100 |
| CLX | CLOROX CO DEL | 1,734 | $240K | 0.0% | $138.41 * | $98.68 | 0.0% | COM | 189054109 |
| KIM | KIMCO RLTY CORP | 7,629 | $239K | 0.0% | $31.33 * | $17.88 | 0.0% | COM | 49446R109 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,919 | $239K | 0.0% | $124.54 * | $107.68 | 0.0% | SHS | G96629103 |
| ROP | ROPER TECHNOLOGIES INC | 1,400 | $239K | 0.0% | $170.71 * | $165.03 | 0.0% | COM | 776696106 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 5,544 | $238K | 0.0% | $42.93 | $42.93 | — | COM CL A | 848574109 |
| APH | AMPHENOL CORP NEW | 4,101 | $235K | 0.0% | $57.30 * | $13.13 | 0.0% | CL A | 032095101 |
| LVS | LAS VEGAS SANDS CORP | 5,364 | $233K | 0.0% | $43.44 * | $36.52 | 0.0% | COM | 517834107 |
| EFX | EQUIFAX INC | 1,800 | $231K | 0.0% | $128.33 * | $110.67 | 0.0% | COM | 294429105 |
| ESS | ESSEX PPTY TR INC | 1,011 | $231K | 0.0% | $228.49 * | $162.14 | 0.0% | COM | 297178105 |
| COR | AMERISOURCEBERGEN CORP | 2,901 | $230K | 0.0% | $79.28 * | $59.88 | 0.0% | COM | 03073E105 |
| — | ANNALY CAP MGMT INC | 20,780 | $230K | 0.0% | $11.07 | $11.07 | — | COM | 035710409 |
| VMC | VULCAN MATLS CO | 1,900 | $229K | 0.0% | $120.53 * | $104.21 | 0.0% | COM | 929160109 |
| MKL | MARKEL CORP | 240 | $229K | 0.0% | $954.17 * | $931.24 | 0.0% | COM | 570535104 |
| — | L-3 COMMUNICATIONS HLDGS INC | 1,536 | $225K | 0.0% | $146.48 | $146.48 | — | COM | 502424104 |
| SLF | SUN LIFE FINL INC | 6,833 | $224K | 0.0% | $32.78 * | $33.52 | 0.0% | COM | 866796105 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 3,183 | $223K | 0.0% | $70.06 * | $66.03 | 0.0% | COM | 33616C100 |
| — | L BRANDS INC | 3,300 | $222K | 0.0% | $67.27 | $67.27 | — | COM | 501797104 |
| IVZ | INVESCO LTD | 8,625 | $220K | 0.0% | $25.51 * | $19.11 | 0.0% | SHS | G491BT108 |
| AEE | AMEREN CORP | 4,086 | $219K | 0.0% | $53.60 * | $37.08 | 0.0% | COM | 023608102 |
| ROK | ROCKWELL AUTOMATION INC | 1,900 | $218K | 0.0% | $114.74 * | $95.44 | 0.0% | COM | 773903109 |
| CTAS | CINTAS CORP | 2,183 | $214K | 0.0% | $98.03 * | $20.81 | 0.0% | COM | 172908105 |
| MAR | MARRIOTT INTL INC NEW | 3,200 | $213K | 0.0% | $66.56 * | $61.32 | 0.0% | CL A | 571903202 |
| HRL | HORMEL FOODS CORP | 5,788 | $212K | 0.0% | $36.63 * | $29.51 | 0.0% | COM | 440452100 |
| — | SL GREEN RLTY CORP | 1,969 | $210K | 0.0% | $106.65 | $106.65 | — | COM | 78440X101 |
| DLR | DIGITAL RLTY TR INC | 1,900 | $207K | 0.0% | $108.95 * | $67.85 | 0.0% | COM | 253868103 |
| — | LABORATORY CORP AMER HLDGS | 1,586 | $207K | 0.0% | $130.52 | $130.52 | — | COM NEW | 50540R409 |
| CPB | CAMPBELL SOUP CO | 3,092 | $206K | 0.0% | $66.62 * | $46.13 | 0.0% | COM | 134429109 |
| WMB | WILLIAMS COS INC DEL | 9,500 | $205K | 0.0% | $21.58 * | $11.96 | 0.0% | COM | 969457100 |
| NTRS | NORTHERN TR CORP | 3,100 | $205K | 0.0% | $66.13 * | $53.49 | 0.0% | COM | 665859104 |
| GWW | GRAINGER W W INC | 900 | $205K | 0.0% | $227.78 * | $196.22 | 0.0% | COM | 384802104 |
| — | DR PEPPER SNAPPLE GROUP INC | 2,104 | $203K | 0.0% | $96.48 | $96.48 | — | COM | 26138E109 |
| ETR | ENTERGY CORP NEW | 2,500 | $203K | 0.0% | $81.20 * | $26.43 | 0.0% | COM | 29364G103 |
| CHD | CHURCH & DWIGHT INC | 1,966 | $202K | 0.0% | $102.75 * | $42.58 | 0.0% | COM | 171340102 |
| AWK | AMERICAN WTR WKS CO INC NEW | 2,373 | $201K | 0.0% | $84.70 * | $61.85 | 0.0% | COM | 030420103 |
| — | FEDERAL REALTY INVT TR | 1,210 | $200K | 0.0% | $165.29 | $165.29 | — | SH BEN INT NEW | 313747206 |
| — | VEREIT INC | 19,229 | $195K | 0.0% | $10.14 | $10.14 | — | COM | 92339V100 |
| MU | MICRON TECHNOLOGY INC | 13,417 | $185K | 0.0% | $13.79 * | $11.09 | 0.0% | COM | 595112103 |
| RF | REGIONS FINL CORP NEW | 21,373 | $182K | 0.0% | $8.52 * | $6.39 | 0.0% | COM | 7591EP100 |
| CVE | CENOVUS ENERGY INC | 13,129 | $182K | 0.0% | $13.86 * | $12.21 | 0.0% | COM | 15135U109 |
| HST | HOST HOTELS & RESORTS INC | 10,589 | $172K | 0.0% | $16.24 * | $10.71 | 0.0% | COM | 44107P104 |
| — | ALCOA INC | 17,991 | $167K | 0.0% | $9.28 | $9.28 | — | COM | 013817101 |
| KEY | KEYCORP NEW | 14,997 | $166K | 0.0% | $11.07 * | $7.99 | 0.0% | COM | 493267108 |
| — | SIRIUS XM HLDGS INC | 40,630 | $160K | 0.0% | $3.94 | $3.94 | — | COM | 82968B103 |
| — | XEROX CORP | 15,400 | $146K | 0.0% | $9.48 | $9.48 | — | COM | 984121103 |
| AES | AES CORP | 11,605 | $145K | 0.0% | $12.49 * | $7.90 | 0.0% | COM | 00130H105 |
| HBAN | HUNTINGTON BANCSHARES INC | 15,769 | $141K | 0.0% | $8.94 * | $6.58 | 0.0% | COM | 446150104 |
| — | RITE AID CORP | 17,733 | $133K | 0.0% | $7.50 | $7.50 | — | COM | 767754104 |
| — | ENCANA CORP | 17,024 | $132K | 0.0% | $7.75 | $7.75 | — | COM | 292505104 |
| — | GRAMERCY PPTY TR | 13,682 | $126K | 0.0% | $9.21 | $9.21 | — | COM | 385002100 |
| KGC | KINROSS GOLD CORP | 18,800 | $92,000 | 0.0% | $4.89 * | $4.77 | 0.0% | COM NO PAR | 496902404 |
| — | YAMANA GOLD INC | 15,000 | $78,000 | 0.0% | $5.20 | $5.20 | — | COM | 98462Y100 |
| — | GRAN TIERRA ENERGY INC | 22,057 | $74,000 | 0.0% | $3.35 | $3.35 | — | COM | 38500T101 |
| — | TURQUOISE HILL RES LTD | 21,583 | $73,000 | 0.0% | $3.38 | $3.38 | — | COM | 900435108 |
| — | WEATHERFORD INTL PLC | 13,169 | $73,000 | 0.0% | $5.54 | $5.54 | — | ORD SHS | G48833100 |
| — | FRONTIER COMMUNICATIONS CORP | 14,300 | $71,000 | 0.0% | $4.97 | $4.97 | — | COM | 35906A108 |
| — | PENN WEST PETE LTD NEW | 46,287 | $64,000 | 0.0% | $1.38 | $1.38 | — | COM | 707887105 |
| AMD | ADVANCED MICRO DEVICES INC | 12,152 | $62,000 | 0.0% | $5.10 * | $3.89 | 0.0% | COM | 007903107 |
| NPKI | NEWPARK RES INC | 10,553 | $61,000 | 0.0% | $5.78 * | $4.89 | 0.0% | COM PAR $.01NEW | 651718504 |
| — | ELDORADO GOLD CORP NEW | 11,700 | $53,000 | 0.0% | $4.53 | $4.53 | — | COM | 284902103 |
| HL | HECLA MNG CO | 10,452 | $53,000 | 0.0% | $5.07 * | $3.87 | 0.0% | COM | 422704106 |
| BTG | B2GOLD CORP | 19,129 | $48,000 | 0.0% | $2.51 * | $1.61 | 0.0% | COM | 11777Q209 |
| — | PDL BIOPHARMA INC | 14,677 | $46,000 | 0.0% | $3.13 | $3.13 | — | COM | 69329Y104 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $45,000 | 0.0% | $4.28 | $4.28 | — | COM | 165167107 |
| — | GROUPON INC | 13,339 | $43,000 | 0.0% | $3.22 | $3.22 | — | COM CL A | 399473107 |
| — | COBALT INTL ENERGY INC | 13,548 | $18,000 | 0.0% | $1.33 | $1.33 | — | COM | 19075F106 |