Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 15, 2017
Total Value: $276M (82.2% shares, 17.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VCIT | VANGUARD SCOTTSDALE FDS | 100,288 | $8.595M | 3.1% | $85.70 | $89.58 | — | INT-TERM CORP | 92206C870 |
| AAPL | APPLE INC | 66,492 | $7.701M | 2.8% | $115.82 * | $22.62 | +15.3% | COM | 037833100 |
| — | INTEL CORP | 4,670,000 | $6.315M | 2.3% | $1.35 | $1.33 | — | SDCV 12/1 | 458140AD2 |
| VPL | VANGUARD INTL EQUITY INDEX F | 102,214 | $5.941M | 2.2% | $58.12 | $55.73 | — | FTSE PACIFIC ETF | 922042866 |
| MSFT | MICROSOFT CORP | 91,569 | $5.69M | 2.1% | $62.14 * | $45.98 | +17.3% | COM | 594918104 |
| — | PRICELINE GRP INC | 4,270,000 | $5.447M | 2.0% | $1.28 | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CITRIX SYS INC | 4,500,000 | $5.22M | 1.9% | $1.16 | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| NXPI | NXP SEMICONDUCTORS N V | 45,897 | $4.498M | 1.6% | $98.00 * | $76.19 | +15.9% | COM | N6596X109 |
| — | GENERAL ELECTRIC CO | 118,015 | $3.729M | 1.4% | $31.60 | $31.48 | — | COM | 369604103 |
| AMZN | AMAZON COM INC | 4,820 | $3.614M | 1.3% | $749.79 * | $33.82 | +15.9% | COM | 023135106 |
| WFC | WELLS FARGO & CO NEW | 61,441 | $3.386M | 1.2% | $55.11 * | $37.23 | +4.8% | COM | 949746101 |
| T | AT&T INC | 77,328 | $3.289M | 1.2% | $42.53 * | $15.11 | +2.3% | COM | 00206R102 |
| META | FACEBOOK INC | 27,808 | $3.199M | 1.2% | $115.04 * | $114.63 | +6.4% | CL A | 30303M102 |
| — | RED HAT INC | 2,660,000 | $3.142M | 1.1% | $1.18 | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| GOOG | ALPHABET INC | 3,804 | $2.936M | 1.1% | $771.82 * | $35.65 | +8.5% | CAP STK CL C | 02079K107 |
| GOOGL | ALPHABET INC | 3,575 | $2.833M | 1.0% | $792.45 * | $36.43 | +8.9% | CAP STK CL A | 02079K305 |
| PG | PROCTER AND GAMBLE CO | 32,879 | $2.764M | 1.0% | $84.07 * | $63.33 | +5.4% | COM | 742718109 |
| VZ | VERIZON COMMUNICATIONS INC | 51,718 | $2.761M | 1.0% | $53.39 * | $31.47 | -1.5% | COM | 92343V104 |
| PFE | PFIZER INC | 77,666 | $2.523M | 0.9% | $32.49 * | $21.05 | -2.6% | COM | 717081103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 15,037 | $2.451M | 0.9% | $163.00 * | $142.96 | +7.7% | CL B NEW | 084670702 |
| HD | HOME DEPOT INC | 16,505 | $2.213M | 0.8% | $134.08 * | $104.97 | -1.5% | COM | 437076102 |
| INTC | INTEL CORP | 60,585 | $2.197M | 0.8% | $36.26 * | $25.11 | +16.1% | COM | 458140100 |
| KO | COCA COLA CO | 52,929 | $2.194M | 0.8% | $41.45 * | $33.31 | -6.3% | COM | 191216100 |
| CMCSA | COMCAST CORP NEW | 30,156 | $2.082M | 0.8% | $69.04 * | $24.72 | +8.5% | CL A | 20030N101 |
| DIS | DISNEY WALT CO | 19,621 | $2.045M | 0.7% | $104.23 * | $92.18 | -1.6% | COM DISNEY | 254687106 |
| — | MICROCHIP TECHNOLOGY INC | 1,570,000 | $2.036M | 0.7% | $1.30 | $1.11 | — | NOTE 1.625% 2/1 | 595017AD6 |
| PEP | PEPSICO INC | 19,230 | $2.012M | 0.7% | $104.63 * | $77.08 | +3.0% | COM | 713448108 |
| CSCO | CISCO SYS INC | 65,598 | $1.982M | 0.7% | $30.21 * | $20.86 | +10.5% | COM | 17275R102 |
| UNH | UNITEDHEALTH GROUP INC | 12,231 | $1.957M | 0.7% | $160.00 * | $114.17 | +13.1% | COM | 91324P102 |
| — | AKAMAI TECHNOLOGIES INC | 1,875,000 | $1.954M | 0.7% | $1.04 | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| V | VISA INC | 24,582 | $1.918M | 0.7% | $78.02 * | $73.22 | +3.0% | COM CL A | 92826C839 |
| IBM | INTERNATIONAL BUSINESS MACHS | 11,396 | $1.892M | 0.7% | $166.02 * | $95.13 | +8.3% | COM | 459200101 |
| MO | ALTRIA GROUP INC | 26,853 | $1.816M | 0.7% | $67.63 * | $33.21 | +2.3% | COM | 02209S103 |
| PM | PHILIP MORRIS INTL INC | 18,953 | $1.734M | 0.6% | $91.49 * | $61.41 | -5.2% | COM | 718172109 |
| ORCL | ORACLE CORP | 42,186 | $1.622M | 0.6% | $38.45 * | $34.58 | -1.3% | COM | 68389X105 |
| — | NXP SEMICONDUCTORS N V | 1,400,000 | $1.592M | 0.6% | $1.14 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| MMM | 3M CO | 8,554 | $1.527M | 0.6% | $178.51 * | $102.46 | +3.7% | COM | 88579Y101 |
| SLB | SCHLUMBERGER LTD | 18,141 | $1.523M | 0.6% | $83.95 * | $60.63 | +4.0% | COM | 806857108 |
| — | SALESFORCE COM INC | 1,290,000 | $1.503M | 0.5% | $1.17 | $1.23 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| MCD | MCDONALDS CORP | 12,115 | $1.475M | 0.5% | $121.75 * | $99.15 | -4.9% | COM | 580135101 |
| AMGN | AMGEN INC | 9,742 | $1.424M | 0.5% | $146.17 * | $116.70 | -2.0% | COM | 031162100 |
| MA | MASTERCARD INCORPORATED | 13,675 | $1.412M | 0.5% | $103.25 * | $90.26 | +8.9% | CL A | 57636Q104 |
| MDT | MEDTRONIC PLC | 19,489 | $1.388M | 0.5% | $71.22 * | $63.51 | -1.8% | SHS | G5960L103 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,280,000 | $1.38M | 0.5% | $1.08 | $0.96 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ILLUMINA INC | 1,420,000 | $1.367M | 0.5% | $0.96 | $1.22 | — | NOTE 0.500% 6/1 | 452327AH2 |
| GS | GOLDMAN SACHS GROUP INC | 5,657 | $1.355M | 0.5% | $239.53 * | $127.90 | +31.2% | COM | 38141G104 |
| ABBV | ABBVIE INC | 21,188 | $1.327M | 0.5% | $62.63 * | $40.97 | +2.0% | COM | 00287Y109 |
| — | UNITED TECHNOLOGIES CORP | 12,091 | $1.325M | 0.5% | $109.59 | $102.56 | — | COM | 913017109 |
| BMY | BRISTOL MYERS SQUIBB CO | 22,512 | $1.316M | 0.5% | $58.46 * | $50.50 | -21.7% | COM | 110122108 |
| USB | US BANCORP DEL | 25,469 | $1.308M | 0.5% | $51.36 * | $29.17 | +15.8% | COM NEW | 902973304 |
| — | CELGENE CORP | 10,922 | $1.264M | 0.5% | $115.73 | $98.61 | — | COM | 151020104 |
| QCOM | QUALCOMM INC | 19,214 | $1.253M | 0.5% | $65.21 * | $40.28 | +29.7% | COM | 747525103 |
| UNP | UNION PAC CORP | 11,785 | $1.222M | 0.4% | $103.69 * | $68.24 | +17.7% | COM | 907818108 |
| AIG | AMERICAN INTL GROUP INC | 18,531 | $1.21M | 0.4% | $65.30 * | $43.30 | +15.0% | COM NEW | 026874784 |
| CVS | CVS HEALTH CORP | 15,126 | $1.194M | 0.4% | $78.94 * | $74.51 | -18.1% | COM | 126650100 |
| — | ILLUMINA INC | 1,230,000 | $1.179M | 0.4% | $0.96 | $1.15 | — | NOTE 6/1 | 452327AF6 |
| — | TRINITY INDS INC | 900,000 | $1.154M | 0.4% | $1.28 | $1.24 | — | NOTE 3.875% 6/0 | 896522AF6 |
| UPS | UNITED PARCEL SERVICE INC | 10,055 | $1.153M | 0.4% | $114.67 * | $73.08 | +9.9% | CL B | 911312106 |
| ACN | ACCENTURE PLC IRELAND | 9,336 | $1.094M | 0.4% | $117.18 * | $99.86 | +3.3% | SHS CLASS A | G1151C101 |
| LLY | LILLY ELI & CO | 14,862 | $1.093M | 0.4% | $73.54 * | $64.09 | +0.2% | COM | 532457108 |
| — | LIBERTY INTERACTIVE LLC | 1,000,000 | $1.085M | 0.4% | $1.08 | $1.08 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | ALLERGAN PLC | 5,102 | $1.071M | 0.4% | $209.92 | $231.09 | — | SHS | G0177J108 |
| SBUX | STARBUCKS CORP | 19,227 | $1.067M | 0.4% | $55.49 * | $46.45 | -1.9% | COM | 855244109 |
| — | HOLOGIC INC | 780,000 | $1.065M | 0.4% | $1.37 | $1.26 | — | DEBT 2.000% 3/0 | 436440AC5 |
| COST | COSTCO WHSL CORP NEW | 6,487 | $1.039M | 0.4% | $160.17 * | $128.04 | +1.4% | COM | 22160K105 |
| — | TWITTER INC | 1,120,000 | $1.035M | 0.4% | $0.92 | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | TIME WARNER INC | 10,647 | $1.028M | 0.4% | $96.55 | $73.54 | — | COM NEW | 887317303 |
| TXN | TEXAS INSTRS INC | 13,988 | $1.021M | 0.4% | $72.99 * | $45.66 | +21.5% | COM | 882508104 |
| MS | MORGAN STANLEY | 23,139 | $978K | 0.4% | $42.27 * | $19.90 | +46.5% | COM NEW | 617446448 |
| BIIB | BIOGEN INC | 3,437 | $975K | 0.4% | $283.68 * | $263.54 | +12.5% | COM | 09062X103 |
| — | PROSPECT CAPITAL CORPORATION | 995,000 | $975K | 0.4% | $0.98 | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| PNC | PNC FINL SVCS GROUP INC | 8,291 | $970K | 0.4% | $116.99 * | $62.96 | +22.5% | COM | 693475105 |
| MDLZ | MONDELEZ INTL INC | 21,640 | $959K | 0.3% | $44.32 * | $34.83 | -0.3% | CL A | 609207105 |
| — | WALGREENS BOOTS ALLIANCE INC | 11,416 | $945K | 0.3% | $82.78 | $83.30 | — | COM | 931427108 |
| — | RPM INTL INC | 765,000 | $920K | 0.3% | $1.20 | $1.18 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | PRICELINE GRP INC | 626 | $918K | 0.3% | $1466.45 | $1249.20 | — | COM NEW | 741503403 |
| CB | CHUBB LIMITED | 6,722 | $888K | 0.3% | $132.10 * | $103.60 | +4.6% | COM | H1467J104 |
| LOW | LOWES COS INC | 12,422 | $883K | 0.3% | $71.08 * | $64.80 | -7.7% | COM | 548661107 |
| — | ARES CAP CORP | 850,000 | $872K | 0.3% | $1.03 | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| NKE | NIKE INC | 17,118 | $870K | 0.3% | $50.82 * | $50.32 | -9.4% | CL B | 654106103 |
| OXY | OCCIDENTAL PETE CORP DEL | 12,042 | $858K | 0.3% | $71.25 * | $56.73 | -3.0% | COM | 674599105 |
| — | JDS UNIPHASE CORP | 830,000 | $858K | 0.3% | $1.03 | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | BROADCOM LTD | 4,852 | $858K | 0.3% | $176.83 | $156.76 | — | SHS | Y09827109 |
| SPG | SIMON PPTY GROUP INC NEW | 4,686 | $833K | 0.3% | $177.76 * | $124.15 | -7.5% | COM | 828806109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,851 | $826K | 0.3% | $141.17 | $143.61 | +0.1% | COM | 883556102 |
| AXP | AMERICAN EXPRESS CO | 11,033 | $817K | 0.3% | $74.05 * | $55.25 | +10.4% | COM | 025816109 |
| — | BLACKROCK INC | 2,112 | $804K | 0.3% | $380.68 | $342.33 | — | COM | 09247X101 |
| ABT | ABBOTT LABS | 20,800 | $799K | 0.3% | $38.41 * | $33.35 | +0.9% | COM | 002824100 |
| — | BROCADE COMMUNICATIONS SYS I | 790,000 | $796K | 0.3% | $1.01 | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | MICRON TECHNOLOGY INC | 800,000 | $794K | 0.3% | $0.99 | $0.93 | — | NOTE 3.000%11/1 | 595112AY9 |
| ADP | AUTOMATIC DATA PROCESSING IN | 7,709 | $792K | 0.3% | $102.74 * | $71.77 | +6.9% | COM | 053015103 |
| CL | COLGATE PALMOLIVE CO | 12,061 | $789K | 0.3% | $65.42 * | $56.89 | -2.7% | COM | 194162103 |
| COP | CONOCOPHILLIPS | 15,601 | $782K | 0.3% | $50.12 * | $40.30 | -13.7% | COM | 20825C104 |
| — | JAZZ INVESTMENTS I LTD | 810,000 | $780K | 0.3% | $0.96 | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| ITW | ILLINOIS TOOL WKS INC | 6,327 | $775K | 0.3% | $122.49 * | $83.28 | +16.7% | COM | 452308109 |
| BK | BANK NEW YORK MELLON CORP | 16,334 | $774K | 0.3% | $47.39 * | $31.02 | +14.4% | COM | 064058100 |
| CHTR | CHARTER COMMUNICATIONS INC N | 2,661 | $766K | 0.3% | $287.86 * | $214.89 | +25.3% | CL A | 16119P108 |
| — | SERVICENOW INC | 650,000 | $765K | 0.3% | $1.18 | $1.22 | — | NOTE 11/0 | 81762PAB8 |
| NVDA | NVIDIA CORP | 7,077 | $755K | 0.3% | $106.68 * | $1.03 | +98.8% | COM | 67066G104 |
| EOG | EOG RES INC | 7,369 | $745K | 0.3% | $101.10 * | $65.74 | +10.1% | COM | 26875P101 |
| — | EURONET WORLDWIDE INC | 640,000 | $744K | 0.3% | $1.16 | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| DUK | DUKE ENERGY CORP NEW | 9,471 | $735K | 0.3% | $77.61 * | $53.82 | -2.1% | COM NEW | 26441C204 |
| KHC | KRAFT HEINZ CO | 8,378 | $732K | 0.3% | $87.37 * | $53.59 | +5.4% | COM | 500754106 |
| FDX | FEDEX CORP | 3,896 | $725K | 0.3% | $186.09 * | $139.21 | +13.7% | COM | 31428X106 |
| NEE | NEXTERA ENERGY INC | 6,000 | $717K | 0.3% | $119.50 * | $23.49 | +1.0% | COM | 65339F101 |
| MET | METLIFE INC | 13,272 | $715K | 0.3% | $53.87 * | $28.15 | +19.8% | COM | 59156R108 |
| F | FORD MTR CO DEL | 58,582 | $711K | 0.3% | $12.14 * | $7.94 | -5.8% | COM PAR $0.01 | 345370860 |
| PSX | PHILLIPS 66 | 8,207 | $709K | 0.3% | $86.39 * | $56.71 | +3.4% | COM | 718546104 |
| DHR | DANAHER CORP DEL | 8,979 | $699K | 0.3% | $77.85 * | $40.08 | +65.6% | COM | 235851102 |
| — | STARWOOD PPTY TR INC | 630,000 | $691K | 0.3% | $1.10 | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| ADBE | ADOBE SYS INC | 6,655 | $685K | 0.2% | $102.93 * | $96.05 | +10.2% | COM | 00724F101 |
| TJX | TJX COS INC NEW | 8,838 | $664K | 0.2% | $75.13 * | $33.34 | -0.3% | COM | 872540109 |
| — | EXPRESS SCRIPTS HLDG CO | 9,602 | $661K | 0.2% | $68.84 | $75.82 | — | COM | 30219G108 |
| — | TEVA PHARMACEUTICAL FIN LLC | 600,000 | $657K | 0.2% | $1.09 | $1.09 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| GIS | GENERAL MLS INC | 10,526 | $650K | 0.2% | $61.75 * | $45.45 | -1.3% | COM | 370334104 |
| PRU | PRUDENTIAL FINL INC | 6,236 | $649K | 0.2% | $104.07 * | $48.97 | +27.9% | COM | 744320102 |
| AMT | AMERICAN TOWER CORP NEW | 6,060 | $640K | 0.2% | $105.61 * | $83.75 | +3.1% | COM | 03027X100 |
| SO | SOUTHERN CO | 12,914 | $635K | 0.2% | $49.17 * | $33.63 | -0.2% | COM | 842587107 |
| SCHW | SCHWAB CHARLES CORP NEW | 15,984 | $631K | 0.2% | $39.48 * | $25.16 | +26.3% | COM | 808513105 |
| NFLX | NETFLIX INC | 5,028 | $622K | 0.2% | $123.71 * | $9.61 | +23.4% | COM | 64110L106 |
| — | BB&T CORP | 13,238 | $622K | 0.2% | $46.99 | $35.58 | — | COM | 054937107 |
| — | CEMEX SAB DE CV | 550,000 | $619K | 0.2% | $1.13 | $1.04 | — | NOTE 3.750% 3/1 | 151290BC6 |
| TRV | TRAVELERS COMPANIES INC | 4,998 | $612K | 0.2% | $122.45 * | $91.51 | +2.1% | COM | 89417E109 |
| — | REYNOLDS AMERICAN INC | 10,903 | $611K | 0.2% | $56.04 | $53.93 | — | COM | 761713106 |
| — | PRAXAIR INC | 5,174 | $606K | 0.2% | $117.12 | $112.49 | — | COM | 74005P104 |
| COF | CAPITAL ONE FINL CORP | 6,826 | $596K | 0.2% | $87.31 * | $58.66 | +17.2% | COM | 14040H105 |
| BDX | BECTON DICKINSON & CO | 3,591 | $594K | 0.2% | $165.41 * | $138.32 | +4.6% | COM | 075887109 |
| EMR | EMERSON ELEC CO | 10,633 | $593K | 0.2% | $55.77 * | $41.54 | +3.2% | COM | 291011104 |
| — | OLD REP INTL CORP | 470,000 | $590K | 0.2% | $1.26 | $1.21 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | DYCOM INDS INC | 540,000 | $589K | 0.2% | $1.09 | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| MRSH | MARSH & MCLENNAN COS INC | 8,670 | $586K | 0.2% | $67.59 * | $54.66 | +5.5% | COM | 571748102 |
| KMB | KIMBERLY CLARK CORP | 5,077 | $579K | 0.2% | $114.04 * | $93.94 | -10.0% | COM | 494368103 |
| D | DOMINION RES INC VA NEW | 7,424 | $569K | 0.2% | $76.64 * | $47.98 | +3.0% | COM | 25746U109 |
| CME | CME GROUP INC | 4,932 | $569K | 0.2% | $115.37 * | $65.83 | +19.4% | COM | 12572Q105 |
| — | AETNA INC NEW | 4,575 | $567K | 0.2% | $123.93 | $121.88 | — | COM | 00817Y108 |
| — | ARES CAP CORP | 560,000 | $564K | 0.2% | $1.01 | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| CRM | SALESFORCE COM INC | 8,170 | $559K | 0.2% | $68.42 * | $77.52 | -7.5% | COM | 79466L302 |
| ECL | ECOLAB INC | 4,731 | $555K | 0.2% | $117.31 * | $104.92 | +1.0% | COM | 278865100 |
| ELV | ANTHEM INC | 3,848 | $553K | 0.2% | $143.71 * | $119.90 | -1.1% | COM | 036752103 |
| KMI | KINDER MORGAN INC DEL | 26,709 | $553K | 0.2% | $20.70 * | $10.91 | +20.1% | COM | 49456B101 |
| — | IMPAX LABORATORIES INC | 695,000 | $549K | 0.2% | $0.79 | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| PYPL | PAYPAL HLDGS INC | 13,789 | $544K | 0.2% | $39.45 | $38.14 | +5.1% | COM | 70450Y103 |
| JCI | JOHNSON CTLS INTL PLC | 13,167 | $541K | 0.2% | $41.09 * | $33.21 | +3.3% | SHS | G51502105 |
| HAL | HALLIBURTON CO | 9,769 | $528K | 0.2% | $54.05 * | $32.17 | +29.6% | COM | 406216101 |
| WM | WASTE MGMT INC DEL | 7,375 | $523K | 0.2% | $70.92 * | $50.66 | +12.1% | COM | 94106L109 |
| ETN | EATON CORP PLC | 7,742 | $519K | 0.2% | $67.04 * | $49.78 | +8.8% | SHS | G29183103 |
| STT | STATE STR CORP | 6,627 | $515K | 0.2% | $77.71 * | $45.13 | +27.5% | COM | 857477103 |
| CSX | CSX CORP | 14,323 | $515K | 0.2% | $35.96 * | $7.58 | +30.4% | COM | 126408103 |
| — | PROSPECT CAPITAL CORPORATION | 480,000 | $493K | 0.2% | $1.03 | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| LYB | LYONDELLBASELL INDUSTRIES N | 5,640 | $484K | 0.2% | $85.82 * | $47.09 | +4.9% | SHS - A - | N53745100 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 13,332 | $483K | 0.2% | $36.23 | $36.23 | — | ADR | 881624209 |
| AFL | AFLAC INC | 6,932 | $482K | 0.2% | $69.53 * | $27.28 | +4.3% | COM | 001055102 |
| VLO | VALERO ENERGY CORP NEW | 7,010 | $479K | 0.2% | $68.33 * | $36.83 | +16.2% | COM | 91913Y100 |
| — | TE CONNECTIVITY LTD | 6,831 | $473K | 0.2% | $69.24 | $57.09 | — | REG SHS | H84989104 |
| ZTS | ZOETIS INC | 8,782 | $470K | 0.2% | $53.52 * | $43.86 | +8.0% | CL A | 98978V103 |
| AMAT | APPLIED MATLS INC | 14,464 | $467K | 0.2% | $32.29 * | $20.16 | +36.4% | COM | 038222105 |
| MCK | MCKESSON CORP | 3,311 | $465K | 0.2% | $140.44 * | $162.65 | -15.9% | COM | 58155Q103 |
| — | SUNTRUST BKS INC | 8,449 | $463K | 0.2% | $54.80 | $41.07 | — | COM | 867914103 |
| SYY | SYSCO CORP | 8,343 | $462K | 0.2% | $55.38 * | $37.68 | +8.7% | COM | 871829107 |
| — | STARWOOD PPTY TR INC | 410,000 | $462K | 0.2% | $1.13 | $1.10 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| DE | DEERE & CO | 4,461 | $460K | 0.2% | $103.12 * | $69.97 | +16.4% | COM | 244199105 |
| — | AON PLC | 4,113 | $459K | 0.2% | $111.60 | $109.17 | — | SHS CL A | G0408V102 |
| AEP | AMERICAN ELEC PWR INC | 7,221 | $455K | 0.2% | $63.01 * | $46.62 | -4.1% | COM | 025537101 |
| — | CIGNA CORPORATION | 3,400 | $454K | 0.2% | $133.53 | $128.10 | — | COM | 125509109 |
| BSX | BOSTON SCIENTIFIC CORP | 20,935 | $453K | 0.2% | $21.64 | $21.63 | +0.9% | COM | 101137107 |
| — | YAHOO INC | 11,624 | $450K | 0.2% | $38.71 | $37.59 | — | COM | 984332106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 7,875 | $444K | 0.2% | $56.38 * | $48.38 | +1.8% | COM | 45866F104 |
| — | MACQUARIE INFRASTRUCTURE COR | 380,000 | $441K | 0.2% | $1.16 | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| KR | KROGER CO | 12,720 | $439K | 0.2% | $34.51 * | $29.55 | -8.7% | COM | 501044101 |
| PLD | PROLOGIS INC | 8,235 | $435K | 0.2% | $52.82 * | $35.71 | +9.9% | COM | 74340W103 |
| — | DISCOVER FINL SVCS | 6,000 | $433K | 0.2% | $72.17 | $53.67 | — | COM | 254709108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 7,688 | $431K | 0.2% | $56.06 * | $53.57 | -11.4% | CL A | 192446102 |
| — | ANADARKO PETE CORP | 6,183 | $431K | 0.2% | $69.71 | $79.87 | — | COM | 032511107 |
| APD | AIR PRODS & CHEMS INC | 2,998 | $431K | 0.2% | $143.76 * | $104.91 | +6.4% | COM | 009158106 |
| MAR | MARRIOTT INTL INC NEW | 5,200 | $430K | 0.2% | $82.69 * | $62.60 | +10.9% | CL A | 571903202 |
| PSA | PUBLIC STORAGE | 1,904 | $426K | 0.2% | $223.74 * | $174.22 | -15.7% | COM | 74460D109 |
| MTB | M & T BK CORP | 2,717 | $425K | 0.2% | $156.42 * | $88.17 | +18.0% | COM | 55261F104 |
| — | TWENTY FIRST CENTY FOX INC | 15,049 | $422K | 0.2% | $28.04 | $27.04 | — | CL A | 90130A101 |
| NSC | NORFOLK SOUTHERN CORP | 3,899 | $421K | 0.2% | $107.98 * | $69.72 | +20.5% | COM | 655844108 |
| FISV | FISERV INC | 3,950 | $420K | 0.2% | $106.33 * | $51.47 | -0.2% | COM | 337738108 |
| — | PIONEER NAT RES CO | 2,281 | $411K | 0.1% | $180.18 | $151.25 | — | COM | 723787107 |
| SPGI | S&P GLOBAL INC | 3,800 | $409K | 0.1% | $107.63 * | $96.34 | +14.1% | COM | 78409V104 |
| AVB | AVALONBAY CMNTYS INC | 2,294 | $406K | 0.1% | $176.98 * | $129.86 | -5.0% | COM | 053484101 |
| EBAY | EBAY INC | 13,633 | $405K | 0.1% | $29.71 * | $21.47 | +22.4% | COM | 278642103 |
| CMI | CUMMINS INC | 2,921 | $399K | 0.1% | $136.60 * | $87.68 | +20.1% | COM | 231021106 |
| TROW | PRICE T ROWE GROUP INC | 5,279 | $397K | 0.1% | $75.20 * | $52.40 | -3.4% | COM | 74144T108 |
| PPG | PPG INDS INC | 4,179 | $396K | 0.1% | $94.76 * | $91.56 | -11.9% | COM | 693506107 |
| SYF | SYNCHRONY FINL | 10,883 | $395K | 0.1% | $36.30 * | $23.23 | +10.5% | COM | 87165B103 |
| ALL | ALLSTATE CORP | 5,331 | $395K | 0.1% | $74.09 * | $54.10 | +6.2% | COM | 020002101 |
| EXC | EXELON CORP | 11,083 | $393K | 0.1% | $35.46 * | $17.65 | -2.3% | COM | 30161N101 |
| IP | INTL PAPER CO | 7,305 | $388K | 0.1% | $53.11 * | $26.29 | +18.9% | COM | 460146103 |
| PCAR | PACCAR INC | 6,067 | $388K | 0.1% | $63.95 * | $25.66 | +10.8% | COM | 693718108 |
| FITB | FIFTH THIRD BANCORP | 14,290 | $385K | 0.1% | $26.94 * | $12.75 | +35.6% | COM | 316773100 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,424 | $384K | 0.1% | $86.80 * | $60.68 | -1.6% | COM | 22822V101 |
| MPC | MARATHON PETE CORP | 7,616 | $383K | 0.1% | $50.29 * | $27.21 | +25.8% | COM | 56585A102 |
| PAYX | PAYCHEX INC | 6,217 | $378K | 0.1% | $60.80 * | $40.17 | +9.3% | COM | 704326107 |
| EQR | EQUITY RESIDENTIAL | 5,848 | $376K | 0.1% | $64.30 * | $46.36 | -5.0% | SH BEN INT | 29476L107 |
| — | CBS CORP NEW | 5,891 | $375K | 0.1% | $63.66 | $54.49 | — | CL B | 124857202 |
| INTU | INTUIT | 3,275 | $375K | 0.1% | $114.50 * | $97.25 | +7.7% | COM | 461202103 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 1,333 | $371K | 0.1% | $278.32 * | $17.68 | +3.3% | COM | 67103H107 |
| HUM | HUMANA INC | 1,807 | $369K | 0.1% | $204.21 * | $164.17 | +7.7% | COM | 444859102 |
| — | SPECTRA ENERGY CORP | 8,942 | $367K | 0.1% | $41.04 | $36.68 | — | COM | 847560109 |
| ADM | ARCHER DANIELS MIDLAND CO | 8,022 | $366K | 0.1% | $45.62 * | $30.23 | +11.7% | COM | 039483102 |
| AZO | AUTOZONE INC | 463 | $366K | 0.1% | $790.50 * | $770.40 | -0.1% | COM | 053332102 |
| STZ | CONSTELLATION BRANDS INC | 2,377 | $364K | 0.1% | $153.13 * | $136.99 | +0.9% | CL A | 21036P108 |
| ROST | ROSS STORES INC | 5,518 | $362K | 0.1% | $65.60 * | $50.89 | +17.4% | COM | 778296103 |
| VNO | VORNADO RLTY TR | 3,455 | $361K | 0.1% | $104.49 | $100.14 | — | SH BEN INT | 929042109 |
| YUM | YUM BRANDS INC | 5,659 | $358K | 0.1% | $63.26 * | $49.47 | +7.7% | COM | 988498101 |
| GLW | CORNING INC | 14,695 | $357K | 0.1% | $24.29 * | $15.51 | +20.1% | COM | 219350105 |
| WELL | WELLTOWER INC | 5,321 | $356K | 0.1% | $66.90 * | $49.51 | -4.5% | COM | 95040Q104 |
| CAH | CARDINAL HEALTH INC | 4,890 | $352K | 0.1% | $71.98 * | $60.27 | -8.2% | COM | 14149Y108 |
| WY | WEYERHAEUSER CO | 11,685 | $352K | 0.1% | $30.12 * | $21.11 | +2.7% | COM | 962166104 |
| BAX | BAXTER INTL INC | 7,914 | $351K | 0.1% | $44.35 * | $37.48 | +6.0% | COM | 071813109 |
| REGN | REGENERON PHARMACEUTICALS | 955 | $351K | 0.1% | $367.54 * | $383.00 | -1.3% | COM | 75886F107 |
| AMP | AMERIPRISE FINL INC | 3,156 | $350K | 0.1% | $110.90 * | $79.19 | +11.1% | COM | 03076C106 |
| KEY | KEYCORP NEW | 19,077 | $349K | 0.1% | $18.29 * | $8.01 | +33.7% | COM | 493267108 |
| — | INGERSOLL-RAND PLC | 4,616 | $346K | 0.1% | $74.96 | $64.21 | — | SHS | G47791101 |
| — | NUANCE COMMUNICATIONS INC | 380,000 | $344K | 0.1% | $0.91 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ALEXION PHARMACEUTICALS INC | 2,794 | $342K | 0.1% | $122.41 | $116.68 | — | COM | 015351109 |
| GPC | GENUINE PARTS CO | 3,571 | $341K | 0.1% | $95.49 * | $73.37 | -0.4% | COM | 372460105 |
| PPL | PPL CORP | 9,977 | $340K | 0.1% | $34.08 * | $24.77 | -10.0% | COM | 69351T106 |
| OMC | OMNICOM GROUP INC | 3,972 | $338K | 0.1% | $85.10 * | $59.65 | +2.2% | COM | 681919106 |
| ED | CONSOLIDATED EDISON INC | 4,590 | $338K | 0.1% | $73.64 * | $53.16 | -2.1% | COM | 209115104 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 7,664 | $336K | 0.1% | $43.84 * | $32.52 | -6.4% | COM | 744573106 |
| BXP | BOSTON PROPERTIES INC | 2,647 | $333K | 0.1% | $125.80 * | $86.36 | -2.2% | COM | 101121101 |
| EQIX | EQUINIX INC | 933 | $333K | 0.1% | $356.91 * | $289.88 | +1.2% | COM PAR $0.001 | 29444U700 |
| — | ST JUDE MED INC | 4,105 | $329K | 0.1% | $80.15 | $77.95 | — | COM | 790849103 |
| ADI | ANALOG DEVICES INC | 4,512 | $328K | 0.1% | $72.70 * | $47.53 | +20.3% | COM | 032654105 |
| NUE | NUCOR CORP | 5,454 | $325K | 0.1% | $59.59 * | $39.15 | +16.5% | COM | 670346105 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 5,544 | $323K | 0.1% | $58.26 | $42.93 | — | COM CL A | 848574109 |
| TSLA | TESLA MTRS INC | 1,508 | $322K | 0.1% | $213.53 * | $14.75 | -10.9% | COM | 88160R101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 2,618 | $322K | 0.1% | $122.99 * | $94.57 | +22.3% | COM | 879360105 |
| ZBH | ZIMMER BIOMET HLDGS INC | 3,113 | $321K | 0.1% | $103.12 * | $104.60 | -4.9% | COM | 98956P102 |
| LVS | LAS VEGAS SANDS CORP | 6,007 | $321K | 0.1% | $53.44 * | $36.99 | +26.6% | COM | 517834107 |
| RSG | REPUBLIC SVCS INC | 5,597 | $319K | 0.1% | $56.99 * | $40.82 | +13.1% | COM | 760759100 |
| DG | DOLLAR GEN CORP NEW | 4,300 | $319K | 0.1% | $74.19 * | $76.16 | -14.8% | COM | 256677105 |
| HCA | HCA HOLDINGS INC | 4,298 | $318K | 0.1% | $73.99 * | $73.38 | -5.1% | COM | 40412C101 |
| PH | PARKER HANNIFIN CORP | 2,272 | $318K | 0.1% | $139.96 * | $96.45 | +19.9% | COM | 701094104 |
| ISRG | INTUITIVE SURGICAL INC | 500 | $317K | 0.1% | $634.00 * | $70.37 | +4.5% | COM NEW | 46120E602 |
| EIX | EDISON INTL | 4,400 | $317K | 0.1% | $72.05 * | $48.54 | -0.4% | COM | 281020107 |
| VTR | VENTAS INC | 5,051 | $316K | 0.1% | $62.56 * | $43.45 | -2.0% | COM | 92276F100 |
| L | LOEWS CORP | 6,737 | $315K | 0.1% | $46.76 * | $37.95 | +10.9% | COM | 540424108 |
| PGR | PROGRESSIVE CORP OHIO | 8,762 | $311K | 0.1% | $35.49 * | $25.09 | -0.0% | COM | 743315103 |
| SWK | STANLEY BLACK & DECKER INC | 2,686 | $308K | 0.1% | $114.67 * | $86.52 | +8.2% | COM | 854502101 |
| RF | REGIONS FINL CORP NEW | 21,373 | $307K | 0.1% | $14.36 * | $6.39 | +38.2% | COM | 7591EP100 |
| TDG | TRANSDIGM GROUP INC | 1,211 | $301K | 0.1% | $248.55 * | $152.60 | +15.3% | COM | 893641100 |
| XEL | XCEL ENERGY INC | 7,340 | $299K | 0.1% | $40.74 * | $30.70 | -1.9% | COM | 98389B100 |
| VFC | V F CORP | 5,571 | $297K | 0.1% | $53.31 * | $59.14 | -12.3% | COM | 918204108 |
| SHW | SHERWIN WILLIAMS CO | 1,100 | $296K | 0.1% | $269.09 * | $89.15 | -8.7% | COM | 824348106 |
| WMB | WILLIAMS COS INC DEL | 9,500 | $296K | 0.1% | $31.16 * | $11.96 | +55.1% | COM | 969457100 |
| EA | ELECTRONIC ARTS INC | 3,750 | $295K | 0.1% | $78.67 | $68.44 | +14.3% | COM | 285512109 |
| FIS | FIDELITY NATL INFORMATION SV | 3,906 | $295K | 0.1% | $75.52 * | $59.49 | +9.2% | COM | 31620M106 |
| DTE | DTE ENERGY CO | 2,989 | $294K | 0.1% | $98.36 * | $56.09 | +5.7% | COM | 233331107 |
| MU | MICRON TECHNOLOGY INC | 13,417 | $294K | 0.1% | $21.91 * | $11.09 | +65.3% | COM | 595112103 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 3,183 | $293K | 0.1% | $92.05 * | $66.03 | +18.4% | COM | 33616C100 |
| — | CONCHO RES INC | 2,191 | $291K | 0.1% | $132.82 | $115.95 | — | COM | 20605P101 |
| CFG | CITIZENS FINL GROUP INC | 8,079 | $288K | 0.1% | $35.65 * | $16.10 | +32.5% | COM | 174610105 |
| — | BAKER HUGHES INC | 4,414 | $287K | 0.1% | $65.02 | $50.52 | — | COM | 057224107 |
| — | APACHE CORP | 4,512 | $286K | 0.1% | $63.39 | $55.63 | — | COM | 037411105 |
| HBAN | HUNTINGTON BANCSHARES INC | 21,441 | $283K | 0.1% | $13.20 * | $6.54 | +21.0% | COM | 446150104 |
| — | ACTIVISION BLIZZARD INC | 7,813 | $282K | 0.1% | $36.09 | $39.99 | — | COM | 00507V109 |
| — | NOBLE ENERGY INC | 7,384 | $281K | 0.1% | $38.06 | $36.84 | — | COM | 655044105 |
| A | AGILENT TECHNOLOGIES INC | 6,168 | $281K | 0.1% | $45.56 * | $40.01 | +5.7% | COM | 00846U101 |
| — | CIMAREX ENERGY CO | 2,066 | $281K | 0.1% | $136.01 | $104.22 | — | COM | 171798101 |
| HSY | HERSHEY CO | 2,670 | $276K | 0.1% | $103.37 * | $74.40 | +6.8% | COM | 427866108 |
| NTRS | NORTHERN TR CORP | 3,100 | $276K | 0.1% | $89.03 * | $53.49 | +15.3% | COM | 665859104 |
| APH | AMPHENOL CORP NEW | 4,101 | $276K | 0.1% | $67.30 * | $13.13 | +16.3% | CL A | 032095101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 5,746 | $274K | 0.1% | $47.69 * | $36.26 | +3.8% | COM | 416515104 |
| MCO | MOODYS CORP | 2,889 | $272K | 0.1% | $94.15 | $88.07 | +5.2% | COM | 615369105 |
| EW | EDWARDS LIFESCIENCES CORP | 2,895 | $271K | 0.1% | $93.61 * | $34.45 | -5.9% | COM | 28176E108 |
| — | LIBERTY GLOBAL PLC | 9,058 | $269K | 0.1% | $29.70 | $28.70 | — | SHS CL C | G5480U120 |
| — | MYLAN N V | 7,021 | $268K | 0.1% | $38.17 | $42.15 | — | SHS EURO | N59465109 |
| NEM | NEWMONT MINING CORP | 7,828 | $267K | 0.1% | $34.11 * | $26.01 | +3.3% | COM | 651639106 |
| WEC | WEC ENERGY GROUP INC | 4,540 | $266K | 0.1% | $58.59 * | $44.11 | -3.1% | COM | 92939U106 |
| — | DELPHI AUTOMOTIVE PLC | 3,934 | $265K | 0.1% | $67.36 | $62.53 | — | SHS | G27823106 |
| IVZ | INVESCO LTD | 8,625 | $262K | 0.1% | $30.38 * | $19.11 | +5.6% | SHS | G491BT108 |
| NWL | NEWELL BRANDS INC | 5,808 | $259K | 0.1% | $44.59 * | $31.35 | +4.3% | COM | 651229106 |
| — | KELLOGG CO | 3,514 | $259K | 0.1% | $73.71 * | $50.93 | -1.7% | COM | 487836108 |
| ROP | ROPER TECHNOLOGIES INC | 1,400 | $256K | 0.1% | $182.86 * | $165.03 | +2.9% | COM | 776696106 |
| ROK | ROCKWELL AUTOMATION INC | 1,900 | $255K | 0.1% | $134.21 * | $95.44 | +12.9% | COM | 773903109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,466 | $255K | 0.1% | $73.57 * | $85.83 | -5.2% | COM | 92532F100 |
| — | LAM RESEARCH CORP | 2,392 | $253K | 0.1% | $105.77 | $94.90 | — | COM | 512807108 |
| TAP | MOLSON COORS BREWING CO | 2,597 | $253K | 0.1% | $97.42 * | $77.31 | +4.6% | CL B | 60871R209 |
| LNC | LINCOLN NATL CORP IND | 3,800 | $252K | 0.1% | $66.32 * | $40.64 | 0.0% | COM | 534187109 |
| CTAS | CINTAS CORP | 2,183 | $252K | 0.1% | $115.44 * | $20.81 | +23.0% | COM | 172908105 |
| — | XILINX INC | 4,096 | $247K | 0.1% | $60.30 | $54.44 | — | COM | 983919101 |
| — | BARD C R INC | 1,100 | $247K | 0.1% | $224.55 | $235.45 | — | COM | 067383109 |
| — | GENERAL GROWTH PPTYS INC NEW | 9,862 | $246K | 0.1% | $24.94 | $29.81 | — | COM | 370023103 |
| — | LINEAR TECHNOLOGY CORP | 3,927 | $245K | 0.1% | $62.39 | $59.33 | — | COM | 535678106 |
| ES | EVERSOURCE ENERGY | 4,417 | $244K | 0.1% | $55.24 * | $40.60 | -4.1% | COM | 30040W108 |
| WDC | WESTERN DIGITAL CORP | 3,541 | $241K | 0.1% | $68.06 * | $33.13 | +23.4% | COM | 958102105 |
| FTV | FORTIVE CORP | 4,489 | $241K | 0.1% | $53.69 * | $30.87 | +3.2% | COM | 34959J108 |
| — | LEVEL 3 COMMUNICATIONS INC | 4,241 | $239K | 0.1% | $56.35 | $56.35 | — | COM NEW | 52729N308 |
| XRAY | DENTSPLY SIRONA INC | 4,123 | $238K | 0.1% | $57.72 * | $61.55 | -4.0% | COM | 24906P109 |
| VMC | VULCAN MATLS CO | 1,900 | $238K | 0.1% | $125.26 * | $104.21 | +7.2% | COM | 929160109 |
| PFG | PRINCIPAL FINL GROUP INC | 4,100 | $237K | 0.1% | $57.80 * | $32.91 | +20.8% | COM | 74251V102 |
| INCY | INCYTE CORP | 2,359 | $237K | 0.1% | $100.47 * | $84.26 | +15.8% | COM | 45337C102 |
| DVN | DEVON ENERGY CORP NEW | 5,161 | $236K | 0.1% | $45.73 * | $41.56 | -25.1% | COM | 25179M103 |
| — | NIELSEN HLDGS PLC | 5,634 | $236K | 0.1% | $41.89 | $52.01 | — | SHS EUR | G6518L108 |
| MNST | MONSTER BEVERAGE CORP NEW | 5,295 | $235K | 0.1% | $44.38 * | $23.36 | -2.0% | COM | 61174X109 |
| ESS | ESSEX PPTY TR INC | 1,011 | $235K | 0.1% | $232.44 * | $162.14 | -1.8% | COM | 297178105 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,919 | $235K | 0.1% | $122.46 * | $107.68 | +1.8% | SHS | G96629103 |
| — | L-3 COMMUNICATIONS HLDGS INC | 1,536 | $234K | 0.1% | $152.34 | $146.48 | — | COM | 502424104 |
| CAG | CONAGRA BRANDS INC | 5,900 | $233K | 0.1% | $39.49 * | $25.34 | +6.0% | COM | 205887102 |
| O | REALTY INCOME CORP | 4,050 | $233K | 0.1% | $57.53 * | $38.59 | -5.8% | COM | 756109104 |
| TMUS | T MOBILE US INC | 4,037 | $232K | 0.1% | $57.47 * | $50.55 | 0.0% | COM | 872590104 |
| — | HESS CORP | 3,731 | $232K | 0.1% | $62.18 | $67.87 | — | COM | 42809H107 |
| EL | LAUDER ESTEE COS INC | 3,039 | $232K | 0.1% | $76.34 * | $82.50 | -12.3% | CL A | 518439104 |
| — | SYMANTEC CORP | 9,700 | $232K | 0.1% | $23.92 | $25.05 | — | COM | 871503108 |
| COR | AMERISOURCEBERGEN CORP | 2,901 | $227K | 0.1% | $78.25 * | $59.88 | -1.9% | COM | 03073E105 |
| CW | CURTISS WRIGHT CORP | 2,284 | $225K | 0.1% | $98.51 * | $84.12 | +8.2% | COM | 231561101 |
| ILMN | ILLUMINA INC | 1,758 | $225K | 0.1% | $127.99 * | $142.06 | -5.1% | COM | 452327109 |
| HXL | HEXCEL CORP NEW | 4,351 | $224K | 0.1% | $51.48 * | $48.09 | 0.0% | COM | 428291108 |
| — | CERNER CORP | 4,729 | $224K | 0.1% | $47.37 | $58.57 | — | COM | 156782104 |
| SJM | SMUCKER J M CO | 1,741 | $223K | 0.1% | $128.09 * | $99.14 | -1.5% | COM NEW | 832696405 |
| HSIC | SCHEIN HENRY INC | 1,453 | $220K | 0.1% | $151.41 * | $67.59 | -10.7% | COM | 806407102 |
| — | TD AMERITRADE HLDG CORP | 5,032 | $219K | 0.1% | $43.52 | $43.52 | — | COM | 87236Y108 |
| BEN | FRANKLIN RES INC | 5,494 | $217K | 0.1% | $39.50 * | $23.47 | 0.0% | COM | 354613101 |
| — | L BRANDS INC | 3,300 | $217K | 0.1% | $65.76 | $67.27 | — | COM | 501797104 |
| MKL | MARKEL CORP | 240 | $217K | 0.1% | $904.17 | $931.24 | -4.3% | COM | 570535104 |
| DLR | DIGITAL RLTY TR INC | 2,206 | $217K | 0.1% | $98.37 * | $68.61 | -1.4% | COM | 253868103 |
| — | MARATHON OIL CORP | 12,505 | $216K | 0.1% | $17.27 | $26.11 | — | COM | 565849106 |
| AEE | AMEREN CORP | 4,086 | $214K | 0.1% | $52.37 * | $37.08 | +2.6% | COM | 023608102 |
| — | HCP INC | 7,162 | $213K | 0.1% | $29.74 | $35.33 | — | COM | 40414L109 |
| EFX | EQUIFAX INC | 1,800 | $213K | 0.1% | $118.33 * | $110.67 | +1.4% | COM | 294429105 |
| — | SL GREEN RLTY CORP | 1,969 | $212K | 0.1% | $107.67 | $106.65 | — | COM | 78440X101 |
| DVA | DAVITA INC | 3,283 | $211K | 0.1% | $64.27 * | $75.58 | -17.6% | COM | 23918K108 |
| DOV | DOVER CORP | 2,810 | $211K | 0.1% | $75.09 * | $49.52 | +0.5% | COM | 260003108 |
| — | HILTON WORLDWIDE HLDGS INC | 7,709 | $210K | 0.1% | $27.24 | $27.24 | — | COM | 43300A104 |
| GWW | GRAINGER W W INC | 900 | $209K | 0.1% | $232.22 * | $196.22 | -1.0% | COM | 384802104 |
| CLX | CLOROX CO DEL | 1,734 | $208K | 0.1% | $119.95 * | $98.68 | -7.9% | COM | 189054109 |
| — | ANNALY CAP MGMT INC | 20,780 | $207K | 0.1% | $9.96 | $11.07 | — | COM | 035710409 |
| — | MEAD JOHNSON NUTRITION CO | 2,900 | $205K | 0.1% | $70.69 | $90.69 | — | COM | 582839106 |
| CMA | COMERICA INC | 3,000 | $204K | 0.1% | $68.00 * | $40.37 | 0.0% | COM | 200340107 |
| — | LABORATORY CORP AMER HLDGS | 1,586 | $204K | 0.1% | $128.63 | $130.52 | — | COM NEW | 50540R409 |
| HRL | HORMEL FOODS CORP | 5,788 | $201K | 0.1% | $34.73 * | $29.51 | -2.7% | COM | 440452100 |
| — | CENTURYLINK INC | 8,459 | $201K | 0.1% | $23.76 | $28.96 | — | COM | 156700106 |
| CTRA | CABOT OIL & GAS CORP | 8,602 | $201K | 0.1% | $23.37 * | $20.55 | -20.2% | COM | 127097103 |
| DLTR | DOLLAR TREE INC | 2,596 | $200K | 0.1% | $77.04 * | $84.59 | -4.9% | COM | 256746108 |
| HST | HOST HOTELS & RESORTS INC | 10,589 | $199K | 0.1% | $18.79 * | $10.71 | +10.3% | COM | 44107P104 |
| — | SIRIUS XM HLDGS INC | 40,630 | $181K | 0.1% | $4.45 | $3.94 | — | COM | 82968B103 |
| — | BIOMARIN PHARMACEUTICAL INC | 140,000 | $165K | 0.1% | $1.18 | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | VEREIT INC | 19,229 | $163K | 0.1% | $8.48 | $10.14 | — | COM | 92339V100 |
| — | RITE AID CORP | 17,733 | $146K | 0.1% | $8.23 | $7.50 | — | COM | 767754104 |
| AMD | ADVANCED MICRO DEVICES INC | 12,152 | $137K | 0.0% | $11.27 * | $3.89 | +115.8% | COM | 007903107 |
| AES | AES CORP | 11,605 | $135K | 0.0% | $11.63 * | $7.90 | +6.1% | COM | 00130H105 |
| — | XEROX CORP | 15,400 | $134K | 0.0% | $8.70 | $9.48 | — | COM | 984121103 |
| NPKI | NEWPARK RES INC | 10,553 | $79,000 | 0.0% | $7.49 * | $4.89 | +48.4% | COM PAR $.01NEW | 651718504 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $74,000 | 0.0% | $7.04 | $4.28 | — | COM | 165167107 |
| — | WEATHERFORD INTL PLC | 13,169 | $66,000 | 0.0% | $5.01 | $5.54 | — | ORD SHS | G48833100 |
| HL | HECLA MNG CO | 10,452 | $55,000 | 0.0% | $5.26 * | $3.87 | +45.2% | COM | 422704106 |
| — | FRONTIER COMMUNICATIONS CORP | 14,300 | $48,000 | 0.0% | $3.36 | $4.97 | — | COM | 35906A108 |
| — | GROUPON INC | 13,339 | $44,000 | 0.0% | $3.30 | $3.22 | — | COM | 399473107 |
| — | PDL BIOPHARMA INC | 14,677 | $31,000 | 0.0% | $2.11 | $3.13 | — | COM | 69329Y104 |
| — | COBALT INTL ENERGY INC | 13,548 | $17,000 | 0.0% | $1.25 | $1.33 | — | COM | 19075F106 |