CIK: 0001535660 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $736,161 (95.4% shares, 4.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DHR | DANAHER CORP DEL | 302,957 | $30,599 | 4.2% | $33.50 | +19.7% | COM | 235851102 |
| MDT | MEDTRONIC PLC | 322,976 | $28,025 | 3.8% | $58.63 | +8.3% | SHS | G5960L103 |
| HSIC | SCHEIN HENRY INC | 140,000 | $24,752 | 3.4% | $57.23 | +18.1% | COM | 806407102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 159,905 | $23,628 | 3.2% | $125.94 | +14.0% | COM | 883556102 |
| — | ALLERGAN PLC | 101,645 | $23,489 | 3.2% | $292.83 | — | SHS | G0177J108 |
| SCI | SERVICE CORP INTL | 800,000 | $21,632 | 2.9% | $26.31 | +0.2% | COM | 817565104 |
| UNH | UNITEDHEALTH GROUP INC | 149,929 | $21,170 | 2.9% | $110.09 | +3.7% | COM | 91324P102 |
| VTR | VENTAS INC | 282,361 | $20,562 | 2.8% | $36.70 | +18.4% | COM | 92276F100 |
| — | VCA INC | 300,000 | $20,283 | 2.8% | $55.47 | — | COM | 918194101 |
| EL | LAUDER ESTEE COS INC | 222,152 | $20,220 | 2.7% | $74.42 | +10.8% | CL A | 518439104 |
| A | AGILENT TECHNOLOGIES INC | 451,779 | $20,041 | 2.7% | $36.16 | +10.6% | COM | 00846U101 |
| YUM | YUM BRANDS INC | 240,490 | $19,941 | 2.7% | $44.56 | +11.0% | COM | 988498101 |
| CVS | CVS HEALTH CORP | 200,596 | $19,205 | 2.6% | $73.78 | +1.0% | COM | 126650100 |
| SYK | STRYKER CORP | 152,138 | $18,231 | 2.5% | $88.02 | +14.0% | COM | 863667101 |
| PFE | PFIZER INC | 463,756 | $16,329 | 2.2% | $19.51 | +7.9% | COM | 717081103 |
| BABA | ALIBABA GROUP HLDG LTD | 195,600 | $15,556 | 2.1% | $79.25 | — | SPONSORED ADS | 01609W102 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 166,000 | $15,353 | 2.1% | $93.16 | — | SPON ADR UNITS | 344419106 |
| — | COMPANHIA BRASILEIRA DE DIST | 1,035,291 | $15,063 | 2.0% | $28.34 | — | SPN ADR PFD CL A | 20440T201 |
| — | HEALTHCARE TR AMER INC | 400,000 | $12,936 | 1.8% | $32.34 | — | CL A NEW | 42225P501 |
| MTN | VAIL RESORTS INC | 90,000 | $12,441 | 1.7% | $99.20 | +33.1% | COM | 91879Q109 |
| BMY | BRISTOL MYERS SQUIBB CO | 145,118 | $10,673 | 1.4% | $50.05 | +0.9% | COM | 110122108 |
| TTC | TORO CO | 120,000 | $10,584 | 1.4% | $34.69 | +25.9% | COM | 891092108 |
| — | WALGREENS BOOTS ALLIANCE INC | 122,675 | $10,215 | 1.4% | $83.31 | — | COM | 931427108 |
| BSX | BOSTON SCIENTIFIC CORP | 400,000 | $9,348 | 1.3% | $17.60 | +22.9% | COM | 101137107 |
| ZTS | ZOETIS INC | 183,176 | $8,694 | 1.2% | $41.75 | +5.1% | CL A | 98978V103 |
| ZBH | ZIMMER BIOMET HLDGS INC | 71,364 | $8,591 | 1.2% | $104.32 | +0.3% | COM | 98956P102 |
| ARCO | ARCOS DORADOS HOLDINGS INC | 1,600,000 | $7,632 | 1.0% | $4.49 | -15.9% | SHS CLASS -A - | G0457F107 |
| — | AETNA INC NEW | 61,864 | $7,555 | 1.0% | $119.15 | — | COM | 00817Y108 |
| PSMT | PRICESMART INC | 77,000 | $7,205 | 1.0% | $68.90 | +11.8% | COM | 741511109 |
| WELL | WELLTOWER INC | 92,214 | $7,024 | 1.0% | $49.40 | +0.2% | COM | 95040Q104 |
| IEI | ISHARES TR | 45,228 | $5,760 | 0.8% | $127.35 | — | 3-7 YR TR BD ETF | 464288661 |
| — | AMEDISYS INC | 107,785 | $5,441 | 0.7% | $50.48 | — | COM | 023436108 |
| — | CITRIX SYS INC | 3,400,000 | $3,796 | 0.5% | $1.12 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 2,700,000 | $3,174 | 0.4% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| PCG | PG&E CORP | 48,297 | $3,087 | 0.4% | $56.19 | +0.6% | COM | 69331C108 |
| — | SCANA CORP NEW | 39,439 | $2,984 | 0.4% | $59.20 | — | COM | 80589M102 |
| — | SPECTRUM BRANDS HLDGS INC | 25,000 | $2,983 | 0.4% | $119.32 | — | COM | 84763R101 |
| PNW | PINNACLE WEST CAP CORP | 36,706 | $2,975 | 0.4% | $42.86 | +19.2% | COM | 723484101 |
| T | AT&T INC | 68,643 | $2,966 | 0.4% | $15.11 | 0.0% | COM | 00206R102 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 61,640 | $2,873 | 0.4% | $28.96 | +12.3% | COM | 744573106 |
| CHD | CHURCH & DWIGHT INC | 27,371 | $2,816 | 0.4% | $38.38 | +10.9% | COM | 171340102 |
| AMZN | AMAZON COM INC | 3,833 | $2,743 | 0.4% | $27.11 | +24.8% | COM | 023135106 |
| SYY | SYSCO CORP | 53,811 | $2,730 | 0.4% | $37.14 | +1.5% | COM | 871829107 |
| KO | COCA COLA CO | 56,806 | $2,575 | 0.3% | $32.17 | +3.6% | COM | 191216100 |
| — | AGL RES INC | 38,791 | $2,559 | 0.3% | $65.97 | — | COM | 001204106 |
| PG | PROCTER & GAMBLE CO | 28,728 | $2,432 | 0.3% | $63.41 | -0.1% | COM | 742718109 |
| — | DR PEPPER SNAPPLE GROUP INC | 25,126 | $2,428 | 0.3% | $96.63 | — | COM | 26138E109 |
| — | TECO ENERGY INC | 86,015 | $2,377 | 0.3% | $27.63 | — | COM | 872375100 |
| CPB | CAMPBELL SOUP CO | 35,569 | $2,366 | 0.3% | $36.87 | +25.1% | COM | 134429109 |
| SGRY | SURGERY PARTNERS INC | 130,000 | $2,327 | 0.3% | $14.88 | 0.0% | COM | 86881A100 |
| V | VISA INC | 30,140 | $2,235 | 0.3% | $69.56 | +5.3% | COM CL A | 92826C839 |
| — | INTEL CORP | 1,680,000 | $2,175 | 0.3% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | PATTERSON COMPANIES INC | 45,252 | $2,167 | 0.3% | $47.89 | — | COM | 703395103 |
| AAPL | APPLE INC | 22,518 | $2,153 | 0.3% | $21.29 | +6.2% | COM | 037833100 |
| HRL | HORMEL FOODS CORP | 58,694 | $2,148 | 0.3% | $28.44 | +3.8% | COM | 440452100 |
| — | BARD C R INC | 9,056 | $2,130 | 0.3% | $185.37 | — | COM | 067383109 |
| — | RED HAT INC | 1,740,000 | $2,115 | 0.3% | $1.22 | — | NOTE 0.250%10/0 | 756577AD4 |
| COST | COSTCO WHSL CORP NEW | 13,084 | $2,055 | 0.3% | $124.56 | +2.8% | COM | 22160K105 |
| MDLZ | MONDELEZ INTL INC | 43,858 | $1,996 | 0.3% | $33.66 | +3.5% | CL A | 609207105 |
| WAT | WATERS CORP | 13,968 | $1,965 | 0.3% | $124.80 | +8.4% | COM | 941848103 |
| XRAY | DENTSPLY SIRONA INC | 31,304 | $1,942 | 0.3% | $61.55 | 0.0% | COM | 24906P109 |
| DGX | QUEST DIAGNOSTICS INC | 23,724 | $1,931 | 0.3% | $54.96 | +14.6% | COM | 74834L100 |
| — | VARIAN MED SYS INC | 23,448 | $1,928 | 0.3% | $80.02 | — | COM | 92220P105 |
| CL | COLGATE PALMOLIVE CO | 25,699 | $1,881 | 0.3% | $55.79 | +2.0% | COM | 194162103 |
| SBUX | STARBUCKS CORP | 32,566 | $1,860 | 0.3% | $43.97 | +5.6% | COM | 855244109 |
| — | MEAD JOHNSON NUTRITION CO | 20,409 | $1,852 | 0.3% | $90.07 | — | COM | 582839106 |
| CHRS | COHERUS BIOSCIENCES INC | 109,664 | $1,852 | 0.3% | $18.77 | 0.0% | COM | 19249H103 |
| — | LABORATORY CORP AMER HLDGS | 14,150 | $1,843 | 0.3% | $130.25 | — | COM NEW | 50540R409 |
| — | WHITEWAVE FOODS CO | 38,500 | $1,807 | 0.2% | $46.94 | — | COM | 966244105 |
| — | WESTROCK CO | 45,595 | $1,772 | 0.2% | $39.06 | — | COM | 96145D105 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 13,278 | $1,674 | 0.2% | $88.79 | +9.8% | COM | 459506101 |
| — | RAYTHEON CO | 12,091 | $1,644 | 0.2% | $111.44 | — | COM NEW | 755111507 |
| HAIN | HAIN CELESTIAL GROUP INC | 33,000 | $1,642 | 0.2% | $46.29 | 0.0% | COM | 405217100 |
| RVTY | PERKINELMER INC | 30,295 | $1,588 | 0.2% | $51.11 | 0.0% | COM | 714046109 |
| AVY | AVERY DENNISON CORP | 21,150 | $1,581 | 0.2% | $49.84 | +25.1% | COM | 053611109 |
| — | SALESFORCE COM INC | 1,200,000 | $1,554 | 0.2% | $1.29 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TIFFANY & CO NEW | 25,000 | $1,516 | 0.2% | $60.64 | — | COM | 886547108 |
| MSFT | MICROSOFT CORP | 29,600 | $1,515 | 0.2% | $42.89 | +7.2% | COM | 594918104 |
| CB | CHUBB LIMITED | 11,480 | $1,501 | 0.2% | $96.06 | +7.8% | COM | H1467J104 |
| XOM | EXXON MOBIL CORP | 15,764 | $1,478 | 0.2% | $55.91 | +3.5% | COM | 30231G102 |
| TSN | TYSON FOODS INC | 21,617 | $1,444 | 0.2% | $38.66 | +32.1% | CL A | 902494103 |
| AFL | AFLAC INC | 19,578 | $1,413 | 0.2% | $24.12 | +13.1% | COM | 001055102 |
| — | CA INC | 42,776 | $1,404 | 0.2% | $32.44 | — | COM | 12673P105 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 39,231 | $1,400 | 0.2% | $28.83 | 0.0% | SHS | G25839104 |
| EXPD | EXPEDITORS INTL WASH INC | 28,201 | $1,383 | 0.2% | $41.29 | +4.0% | COM | 302130109 |
| CHRW | C H ROBINSON WORLDWIDE INC | 18,557 | $1,378 | 0.2% | $55.07 | +5.7% | COM NEW | 12541W209 |
| — | AKAMAI TECHNOLOGIES INC | 1,400,000 | $1,371 | 0.2% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| SNA | SNAP ON INC | 8,520 | $1,345 | 0.2% | $122.58 | +2.7% | COM | 833034101 |
| JNJ | JOHNSON & JOHNSON | 11,045 | $1,340 | 0.2% | $75.44 | +15.4% | COM | 478160104 |
| VLO | VALERO ENERGY CORP NEW | 25,575 | $1,304 | 0.2% | $39.93 | -3.7% | COM | 91913Y100 |
| — | INTEL CORP | 800,000 | $1,302 | 0.2% | $1.63 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | YAHOO INC | 1,300,000 | $1,294 | 0.2% | $1.00 | — | NOTE 12/0 | 984332AF3 |
| — | JAZZ INVESTMENTS I LTD | 1,200,000 | $1,291 | 0.2% | $1.08 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CSRA INC | 54,988 | $1,288 | 0.2% | $28.63 | — | COM | 12650T104 |
| — | GENERAL ELECTRIC CO | 39,775 | $1,252 | 0.2% | $31.49 | — | COM | 369604103 |
| CINF | CINCINNATI FINL CORP | 16,683 | $1,249 | 0.2% | $42.06 | +24.4% | COM | 172062101 |
| XYL | XYLEM INC | 27,932 | $1,247 | 0.2% | $32.95 | +17.3% | COM | 98419M100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 3,053 | $1,230 | 0.2% | $9.01 | -3.6% | COM | 169656105 |
| EW | EDWARDS LIFESCIENCES CORP | 12,210 | $1,218 | 0.2% | $26.23 | +30.5% | COM | 28176E108 |
| — | ILLUMINA INC | 1,210,000 | $1,214 | 0.2% | $1.00 | — | NOTE 0.500% 6/1 | 452327AH2 |
| PSX | PHILLIPS 66 | 15,154 | $1,202 | 0.2% | $56.03 | +1.2% | COM | 718546104 |
| — | TORCHMARK CORP | 18,643 | $1,153 | 0.2% | $57.08 | — | COM | 891027104 |
| — | PEOPLES UNITED FINANCIAL INC | 78,352 | $1,149 | 0.2% | $15.66 | — | COM | 712704105 |
| PGR | PROGRESSIVE CORP OHIO | 34,038 | $1,140 | 0.2% | $21.62 | +16.0% | COM | 743315103 |
| LEG | LEGGETT & PLATT INC | 22,039 | $1,126 | 0.2% | $44.14 | +11.6% | COM | 524660107 |
| UAA | UNDER ARMOUR INC | 28,000 | $1,124 | 0.2% | $39.94 | 0.0% | CL A | 904311107 |
| — | PIONEER NAT RES CO | 7,424 | $1,123 | 0.2% | $147.54 | — | COM | 723787107 |
| DPZ | DOMINOS PIZZA INC | 8,500 | $1,117 | 0.2% | $114.20 | 0.0% | COM | 25754A201 |
| TRV | TRAVELERS COMPANIES INC | 9,377 | $1,116 | 0.2% | $91.51 | 0.0% | COM | 89417E109 |
| EQR | EQUITY RESIDENTIAL | 15,921 | $1,097 | 0.1% | $46.43 | -0.2% | SH BEN INT | 29476L107 |
| RHI | ROBERT HALF INTL INC | 28,750 | $1,097 | 0.1% | $46.71 | -12.5% | COM | 770323103 |
| — | ILLUMINA INC | 1,100,000 | $1,075 | 0.1% | $0.98 | — | NOTE 6/1 | 452327AF6 |
| — | DISCOVER FINL SVCS | 19,768 | $1,059 | 0.1% | $52.21 | — | COM | 254709108 |
| — | HOLOGIC INC | 820,000 | $1,054 | 0.1% | $1.29 | — | DEBT 2.000% 3/0 | 436440AC5 |
| META | FACEBOOK INC | 9,171 | $1,048 | 0.1% | $78.36 | +46.0% | CL A | 30303M102 |
| — | TOTAL SYS SVCS INC | 19,530 | $1,037 | 0.1% | $42.41 | — | COM | 891906109 |
| HP | HELMERICH & PAYNE INC | 15,368 | $1,032 | 0.1% | $61.79 | 0.0% | COM | 423452101 |
| — | SPIRIT RLTY CAP INC NEW | 920,000 | $1,032 | 0.1% | $1.12 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| HRB | BLOCK H & R INC | 44,821 | $1,031 | 0.1% | $19.05 | -19.6% | COM | 093671105 |
| — | INTERPUBLIC GROUP COS INC | 44,534 | $1,029 | 0.1% | $15.25 | +6.8% | COM | 460690100 |
| — | JACOBS ENGR GROUP INC DEL | 20,427 | $1,017 | 0.1% | $42.54 | — | COM | 469814107 |
| NTAP | NETAPP INC | 41,253 | $1,014 | 0.1% | $24.11 | -20.2% | COM | 64110D104 |
| DRI | DARDEN RESTAURANTS INC | 15,887 | $1,006 | 0.1% | $44.44 | +12.1% | COM | 237194105 |
| — | FMC TECHNOLOGIES INC | 37,556 | $1,002 | 0.1% | $27.35 | — | COM | 30249U101 |
| — | CITRIX SYS INC | 12,497 | $1,001 | 0.1% | $77.45 | — | COM | 177376100 |
| — | MICROCHIP TECHNOLOGY INC | 900,000 | $1,001 | 0.1% | $1.11 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | FLIR SYS INC | 31,751 | $983 | 0.1% | $30.28 | — | COM | 302445101 |
| WFC | WELLS FARGO & CO NEW | 20,764 | $983 | 0.1% | $37.35 | -0.3% | COM | 949746101 |
| — | LAM RESEARCH CORP | 11,562 | $972 | 0.1% | $79.42 | — | COM | 512807108 |
| NDAQ | NASDAQ INC | 15,032 | $972 | 0.1% | $15.43 | +18.6% | COM | 631103108 |
| — | BED BATH & BEYOND INC | 22,169 | $958 | 0.1% | $58.13 | — | COM | 075896100 |
| — | TESORO CORP | 12,537 | $939 | 0.1% | $89.79 | — | COM | 881609101 |
| GPN | GLOBAL PMTS INC | 13,094 | $935 | 0.1% | $70.19 | 0.0% | COM | 37940X102 |
| FLR | FLUOR CORP NEW | 18,888 | $931 | 0.1% | $42.85 | +11.4% | COM | 343412102 |
| HD | HOME DEPOT INC | 7,222 | $922 | 0.1% | $65.14 | +61.1% | COM | 437076102 |
| AIZ | ASSURANT INC | 10,634 | $918 | 0.1% | $58.15 | +19.5% | COM | 04621X108 |
| JPM | JPMORGAN CHASE & CO | 14,618 | $908 | 0.1% | $43.03 | +12.3% | COM | 46625H100 |
| RIG | TRANSOCEAN LTD | 76,345 | $908 | 0.1% | $10.23 | 0.0% | REG SHS | H8817H100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 20,347 | $903 | 0.1% | $36.19 | +0.2% | COM | 416515104 |
| HAS | HASBRO INC | 10,728 | $901 | 0.1% | $53.50 | +14.5% | COM | 418056107 |
| GOOGL | ALPHABET INC | 1,277 | $898 | 0.1% | $36.73 | -0.8% | CAP STK CL A | 02079K305 |
| — | OWENS ILL INC | 49,742 | $896 | 0.1% | $18.01 | — | COM NEW | 690768403 |
| NVDA | NVIDIA CORP | 19,020 | $894 | 0.1% | $0.73 | +37.8% | COM | 67066G104 |
| — | ARES CAP CORP | 860,000 | $893 | 0.1% | $1.04 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| LUV | SOUTHWEST AIRLS CO | 22,724 | $891 | 0.1% | $34.25 | +11.4% | COM | 844741108 |
| CNC | CENTENE CORP DEL | 12,460 | $889 | 0.1% | $31.40 | 0.0% | COM | 15135B101 |
| FFIV | F5 NETWORKS INC | 7,798 | $888 | 0.1% | $104.41 | +3.0% | COM | 315616102 |
| WDC | WESTERN DIGITAL CORP | 18,769 | $887 | 0.1% | $31.21 | -8.3% | COM | 958102105 |
| — | NXP SEMICONDUCTORS N V | 800,000 | $873 | 0.1% | $1.09 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | FOOT LOCKER INC | 15,770 | $865 | 0.1% | $54.85 | — | COM | 344849104 |
| NEM | NEWMONT MINING CORP | 21,614 | $846 | 0.1% | $17.59 | +47.8% | COM | 651639106 |
| — | LIBERTY MEDIA CORP DELAWARE | 850,000 | $845 | 0.1% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| GM | GENERAL MTRS CO | 29,716 | $841 | 0.1% | $26.16 | -5.2% | COM | 37045V100 |
| — | DIAMOND OFFSHORE DRILLING IN | 34,452 | $838 | 0.1% | $23.15 | — | COM | 25271C102 |
| PHM | PULTE GROUP INC | 42,080 | $820 | 0.1% | $15.27 | +8.2% | COM | 745867101 |
| PWR | QUANTA SVCS INC | 34,491 | $797 | 0.1% | $22.68 | 0.0% | COM | 74762E102 |
| F | FORD MTR CO DEL | 62,601 | $787 | 0.1% | $7.75 | +2.4% | COM PAR $0.01 | 345370860 |
| — | LINKEDIN CORP | 790,000 | $782 | 0.1% | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | JUNIPER NETWORKS INC | 34,567 | $777 | 0.1% | $26.79 | — | COM | 48203R104 |
| GOOG | ALPHABET INC | 1,115 | $772 | 0.1% | $35.61 | +0.1% | CAP STK CL C | 02079K107 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 3,050 | $743 | 0.1% | $217.71 | 0.0% | COM | 90384S303 |
| DAL | DELTA AIR LINES INC DEL | 20,190 | $736 | 0.1% | $41.90 | -9.8% | COM NEW | 247361702 |
| HBAN | HUNTINGTON BANCSHARES INC | 80,041 | $716 | 0.1% | $6.86 | -4.1% | COM | 446150104 |
| PEP | PEPSICO INC | 6,760 | $716 | 0.1% | $69.70 | +10.6% | COM | 713448108 |
| UNM | UNUM GROUP | 22,393 | $712 | 0.1% | $32.79 | +3.1% | COM | 91529Y106 |
| DHI | D R HORTON INC | 22,580 | $711 | 0.1% | $26.64 | +3.0% | COM | 23331A109 |
| TDC | TERADATA CORP DEL | 28,238 | $708 | 0.1% | $28.21 | -5.9% | COM | 88076W103 |
| TGNA | TEGNA INC | 29,735 | $689 | 0.1% | $14.62 | 0.0% | COM | 87901J105 |
| DIS | DISNEY WALT CO | 7,024 | $687 | 0.1% | $78.91 | +16.8% | COM DISNEY | 254687106 |
| PM | PHILIP MORRIS INTL INC | 6,756 | $687 | 0.1% | $47.07 | +30.4% | COM | 718172109 |
| CVX | CHEVRON CORP NEW | 6,462 | $677 | 0.1% | $66.90 | -0.2% | COM | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,662 | $675 | 0.1% | $141.88 | +0.8% | CL B NEW | 084670702 |
| ORCL | ORACLE CORP | 16,253 | $665 | 0.1% | $36.69 | -5.7% | COM | 68389X105 |
| — | MICHAEL KORS HLDGS LTD | 13,398 | $663 | 0.1% | $42.38 | — | SHS | G60754101 |
| UAL | UNITED CONTL HLDGS INC | 15,809 | $649 | 0.1% | $59.19 | -20.1% | COM | 910047109 |
| — | STAPLES INC | 74,786 | $645 | 0.1% | $11.60 | — | COM | 855030102 |
| URBN | URBAN OUTFITTERS INC | 23,036 | $633 | 0.1% | $32.19 | -10.8% | COM | 917047102 |
| — | PROSPECT CAPITAL CORPORATION | 660,000 | $627 | 0.1% | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,031 | $612 | 0.1% | $103.11 | -7.7% | COM | 459200101 |
| — | RPM INTL INC | 520,000 | $608 | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| GT | GOODYEAR TIRE & RUBR CO | 23,424 | $601 | 0.1% | $31.85 | -9.9% | COM | 382550101 |
| — | ENDO INTL PLC | 38,460 | $600 | 0.1% | $15.60 | — | SHS | G30401106 |
| — | BROCADE COMMUNICATIONS SYS I | 600,000 | $589 | 0.1% | $0.98 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | JDS UNIPHASE CORP | 600,000 | $587 | 0.1% | $0.98 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SERVICENOW INC | 520,000 | $580 | 0.1% | $1.12 | — | NOTE 11/0 | 81762PAB8 |
| TD | TORONTO DOMINION BK ONT | 13,200 | $567 | 0.1% | $43.53 | 0.0% | COM NEW | 891160509 |
| MRK | MERCK & CO INC | 9,625 | $554 | 0.1% | $39.85 | -0.9% | COM | 58933Y105 |
| — | STARWOOD PPTY TR INC | 520,000 | $542 | 0.1% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| BAC | BANK AMER CORP | 40,777 | $541 | 0.1% | $12.70 | -10.7% | COM | 060505104 |
| C | CITIGROUP INC | 12,711 | $539 | 0.1% | $37.63 | -12.1% | COM NEW | 172967424 |
| — | TWITTER INC | 600,000 | $536 | 0.1% | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| GILD | GILEAD SCIENCES INC | 6,129 | $511 | 0.1% | $71.73 | -12.5% | COM | 375558103 |
| MMM | 3M CO | 2,911 | $510 | 0.1% | $93.61 | +9.5% | COM | 88579Y101 |
| LNC | LINCOLN NATL CORP IND | 13,077 | $507 | 0.1% | $29.28 | 0.0% | COM | 534187109 |
| INTC | INTEL CORP | 15,237 | $500 | 0.1% | $26.58 | -5.5% | COM | 458140100 |
| AMGN | AMGEN INC | 3,253 | $495 | 0.1% | $108.58 | +7.5% | COM | 031162100 |
| BBY | BEST BUY INC | 16,140 | $494 | 0.1% | $22.44 | -0.2% | COM | 086516101 |
| CSCO | CISCO SYS INC | 17,206 | $494 | 0.1% | $20.08 | +3.9% | COM | 17275R102 |
| — | PRICELINE GRP INC | 350,000 | $487 | 0.1% | $1.39 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| TAL | TAL ED GROUP | 7,619 | $473 | 0.1% | $62.08 | — | ADS REPSTG COM | 874080104 |
| MO | ALTRIA GROUP INC | 6,619 | $456 | 0.1% | $23.00 | +44.4% | COM | 02209S103 |
| TXN | TEXAS INSTRS INC | 7,205 | $451 | 0.1% | $35.49 | +28.7% | COM | 882508104 |
| FSLR | FIRST SOLAR INC | 9,257 | $449 | 0.1% | $56.80 | -6.2% | COM | 336433107 |
| — | STARWOOD PPTY TR INC | 420,000 | $441 | 0.1% | $1.05 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ARES CAP CORP | 400,000 | $417 | 0.1% | $1.04 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| LLY | LILLY ELI & CO | 5,226 | $412 | 0.1% | $54.70 | +17.2% | COM | 532457108 |
| — | OLD REP INTL CORP | 320,000 | $410 | 0.1% | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| NAVI | NAVIENT CORP | 34,113 | $408 | 0.1% | $14.62 | -13.0% | COM | 63938C108 |
| ABBV | ABBVIE INC | 6,560 | $406 | 0.1% | $42.15 | -2.8% | COM | 00287Y109 |
| ACN | ACCENTURE PLC IRELAND | 3,474 | $394 | 0.1% | $69.26 | +44.2% | SHS CLASS A | G1151C101 |
| NKE | NIKE INC | 7,139 | $394 | 0.1% | $34.29 | +46.7% | CL B | 654106103 |
| — | NEW ORIENTAL ED & TECH GRP I | 8,910 | $373 | 0.1% | $41.86 | — | SPON ADR | 647581107 |
| QCOM | QUALCOMM INC | 6,760 | $362 | 0.0% | $40.89 | -1.5% | COM | 747525103 |
| BAP | CREDICORP LTD | 2,342 | $361 | 0.0% | $112.07 | 0.0% | COM | G2519Y108 |
| MA | MASTERCARD INC | 4,097 | $361 | 0.0% | $73.74 | +22.4% | CL A | 57636Q104 |
| SHW | SHERWIN WILLIAMS CO | 1,173 | $344 | 0.0% | $68.02 | +31.1% | COM | 824348106 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 2,718 | $338 | 0.0% | $100.14 | +7.5% | SHS | G96629103 |
| RY | ROYAL BK CDA MONTREAL QUE | 5,705 | $337 | 0.0% | $60.09 | 0.0% | COM | 780087102 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 1,237 | $335 | 0.0% | $13.17 | +34.3% | COM | 67103H107 |
| — | MOBILE TELESYSTEMS PJSC | 40,112 | $332 | 0.0% | $8.28 | — | SPONSORED ADR | 607409109 |
| USB | US BANCORP DEL | 8,196 | $331 | 0.0% | $28.37 | +2.8% | COM NEW | 902973304 |
| — | CIGNA CORPORATION | 2,545 | $326 | 0.0% | $146.42 | — | COM | 125509109 |
| — | REYNOLDS AMERICAN INC | 6,018 | $325 | 0.0% | $56.89 | — | COM | 761713106 |
| — | PRICELINE GRP INC | 259 | $323 | 0.0% | $1168.98 | — | COM NEW | 741503403 |
| NTES | NETEASE INC | 1,633 | $316 | 0.0% | $193.51 | — | SPONSORED ADR | 64110W102 |
| GIS | GENERAL MLS INC | 4,414 | $315 | 0.0% | $35.46 | +28.2% | COM | 370334104 |
| UPS | UNITED PARCEL SERVICE INC | 2,877 | $310 | 0.0% | $69.40 | +5.3% | CL B | 911312106 |
| MCK | MCKESSON CORP | 1,662 | $310 | 0.0% | $197.61 | -17.7% | COM | 58155Q103 |
| MCD | MCDONALDS CORP | 2,579 | $310 | 0.0% | $71.99 | +37.7% | COM | 580135101 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,053 | $306 | 0.0% | $59.31 | -4.4% | COM | 674599105 |
| — | ARES CAP CORP | 300,000 | $306 | 0.0% | $1.02 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | DOW CHEM CO | 5,995 | $298 | 0.0% | $49.80 | — | COM | 260543103 |
| SLB | SCHLUMBERGER LTD | 3,747 | $296 | 0.0% | $56.98 | +2.2% | COM | 806857108 |
| SU | SUNCOR ENERGY INC NEW | 10,593 | $294 | 0.0% | $19.44 | 0.0% | COM | 867224107 |
| BDX | BECTON DICKINSON & CO | 1,725 | $293 | 0.0% | $118.02 | +17.2% | COM | 075887109 |
| — | CELGENE CORP | 2,949 | $291 | 0.0% | $105.31 | — | COM | 151020104 |
| — | MONSANTO CO NEW | 2,787 | $288 | 0.0% | $113.20 | — | COM | 61166W101 |
| UNP | UNION PAC CORP | 3,270 | $285 | 0.0% | $91.85 | -25.7% | COM | 907818108 |
| EMR | EMERSON ELEC CO | 5,355 | $279 | 0.0% | $47.99 | -13.4% | COM | 291011104 |
| — | AON PLC | 2,545 | $278 | 0.0% | $97.74 | — | SHS CL A | G0408V102 |
| — | MACQUARIE INFRASTRUCTURE COR | 240,000 | $275 | 0.0% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| ABT | ABBOTT LABS | 6,988 | $275 | 0.0% | $36.28 | -8.1% | COM | 002824100 |
| — | DU PONT E I DE NEMOURS & CO | 4,154 | $269 | 0.0% | $70.78 | — | COM | 263534109 |
| BIIB | BIOGEN INC | 1,102 | $266 | 0.0% | $328.94 | -19.9% | COM | 09062X103 |
| CRM | SALESFORCE COM INC | 3,311 | $263 | 0.0% | $67.72 | +14.5% | COM | 79466L302 |
| AEP | AMERICAN ELEC PWR INC | 3,758 | $263 | 0.0% | $38.83 | +20.1% | COM | 025537101 |
| INTU | INTUIT | 2,339 | $261 | 0.0% | $81.76 | +18.9% | COM | 461202103 |
| KMB | KIMBERLY CLARK CORP | 1,880 | $258 | 0.0% | $76.32 | +23.1% | COM | 494368103 |
| WM | WASTE MGMT INC DEL | 3,892 | $258 | 0.0% | $42.29 | +19.8% | COM | 94106L109 |
| — | TRANSCANADA CORP | 5,585 | $253 | 0.0% | $45.30 | — | COM | 89353D107 |
| — | TIME WARNER INC | 3,434 | $253 | 0.0% | $84.99 | — | COM NEW | 887317303 |
| D | DOMINION RES INC VA NEW | 3,203 | $250 | 0.0% | $42.95 | +11.2% | COM | 25746U109 |
| ROST | ROSS STORES INC | 4,402 | $250 | 0.0% | $45.22 | +11.7% | COM | 778296103 |
| DG | DOLLAR GEN CORP NEW | 2,636 | $248 | 0.0% | $55.70 | +36.7% | COM | 256677105 |
| AIG | AMERICAN INTL GROUP INC | 4,646 | $246 | 0.0% | $47.06 | -8.0% | COM NEW | 026874784 |
| FDX | FEDEX CORP | 1,603 | $243 | 0.0% | $147.85 | -5.8% | COM | 31428X106 |
| PSA | PUBLIC STORAGE | 936 | $239 | 0.0% | $132.33 | +31.7% | COM | 74460D109 |
| ENB | ENBRIDGE INC | 5,445 | $231 | 0.0% | $23.17 | 0.0% | COM | 29250N105 |
| CCI | CROWN CASTLE INTL CORP NEW | 2,265 | $230 | 0.0% | $52.66 | +15.2% | COM | 22822V101 |
| TJX | TJX COS INC NEW | 2,970 | $229 | 0.0% | $25.49 | +30.8% | COM | 872540109 |
| NEE | NEXTERA ENERGY INC | 1,727 | $225 | 0.0% | $19.50 | +20.5% | COM | 65339F101 |
| SRE | SEMPRA ENERGY | 1,953 | $223 | 0.0% | $35.84 | +8.8% | COM | 816851109 |
| AMT | AMERICAN TOWER CORP NEW | 1,962 | $223 | 0.0% | $75.94 | +10.3% | COM | 03027X100 |
| — | EXPRESS SCRIPTS HLDG CO | 2,926 | $222 | 0.0% | $70.70 | — | COM | 30219G108 |
| CAT | CATERPILLAR INC DEL | 2,894 | $219 | 0.0% | $63.13 | -5.2% | COM | 149123101 |
| — | SPIRIT RLTY CAP INC NEW | 200,000 | $216 | 0.0% | $1.08 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| PNC | PNC FINL SVCS GROUP INC | 2,658 | $216 | 0.0% | $62.34 | +1.0% | COM | 693475105 |
| TGT | TARGET CORP | 3,085 | $215 | 0.0% | $43.08 | +30.2% | COM | 87612E106 |
| ALL | ALLSTATE CORP | 3,061 | $214 | 0.0% | $49.75 | +8.7% | COM | 020002101 |
| — | RED HAT INC | 2,916 | $212 | 0.0% | $70.95 | — | COM | 756577102 |
| PPG | PPG INDS INC | 2,026 | $211 | 0.0% | $84.07 | +8.9% | COM | 693506107 |
| ISRG | INTUITIVE SURGICAL INC | 316 | $209 | 0.0% | $61.31 | +14.8% | COM NEW | 46120E602 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 3,650 | $209 | 0.0% | $41.85 | +28.0% | CL A | 192446102 |
| AMAT | APPLIED MATLS INC | 8,660 | $208 | 0.0% | $16.75 | +18.1% | COM | 038222105 |
| MNST | MONSTER BEVERAGE CORP NEW | 1,289 | $207 | 0.0% | $24.14 | -0.1% | COM | 61174X109 |
| — | CEMEX SAB DE CV | 200,000 | $206 | 0.0% | $1.03 | — | NOTE 3.750% 3/1 | 151290BC6 |
| ADP | AUTOMATIC DATA PROCESSING IN | 2,222 | $204 | 0.0% | $69.13 | +3.8% | COM | 053015103 |
| BVN | COMPANIA DE MINAS BUENAVENTU | 17,083 | $204 | 0.0% | $11.94 | — | SPONSORED ADR | 204448104 |
| ECL | ECOLAB INC | 1,701 | $202 | 0.0% | $97.19 | +8.0% | COM | 278865100 |
| — | PROSPECT CAPITAL CORPORATION | 200,000 | $199 | 0.0% | $0.99 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | XEROX CORP | 14,941 | $142 | 0.0% | $12.87 | — | COM | 984121103 |
| MFC | MANULIFE FINL CORP | 10,095 | $138 | 0.0% | $14.24 | 0.0% | COM | 56501R106 |
| — | ENERSIS AMERICAS SA | 13,261 | $114 | 0.0% | $8.60 | — | SPONSORED ADR | 29274F104 |
| — | MICRON TECHNOLOGY INC | 140,000 | $106 | 0.0% | $0.76 | — | NOTE 3.000%11/1 | 595112AY9 |