Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $1.787B (16.6% shares, 83.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 126,710,000 | $159M | 8.9% | $1.26 | $1.25 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 110,600,000 | $158M | 8.8% | $1.43 | $1.42 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | INTEL CORP | 83,350,000 | $113M | 6.3% | $1.36 | $1.36 | — | SDCV 12/1 | 458140AD2 |
| — | RED HAT INC | 74,460,000 | $96.89M | 5.4% | $1.30 | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SALESFORCE COM INC | 41,105,000 | $53.08M | 3.0% | $1.29 | $1.29 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | PROSPECT CAPITAL CORPORATION | 50,165,000 | $49.62M | 2.8% | $0.99 | $0.99 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | PRICELINE GRP INC | 42,940,000 | $48.35M | 2.7% | $1.13 | $1.13 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECHNOLOGIES INC | 48,160,000 | $47.79M | 2.7% | $0.99 | $1.00 | — | DBCV 2/1 | 00971TAG6 |
| — | ILLUMINA INC | 44,470,000 | $46.35M | 2.6% | $1.04 | $1.05 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | NXP SEMICONDUCTORS N V | 37,500,000 | $43.4M | 2.4% | $1.16 | $1.16 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | ILLUMINA INC | 42,715,000 | $43.16M | 2.4% | $1.01 | $1.01 | — | NOTE 6/1 | 452327AF6 |
| — | MICRON TECHNOLOGY INC | 34,800,000 | $39.02M | 2.2% | $1.12 | $1.12 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | TRINITY INDS INC | 31,710,000 | $38.73M | 2.2% | $1.22 | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| CRTO | CRITEO S A | 740,000 | $36.99M | 2.1% | $49.99 | $49.99 | — | SPONS ADS | 226718104 |
| — | LIBERTY MEDIA CORP DELAWARE | 30,380,000 | $34.58M | 1.9% | $1.14 | $1.13 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ARES CAP CORP | 31,550,000 | $32.24M | 1.8% | $1.02 | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RPM INTL INC | 26,185,000 | $31.55M | 1.8% | $1.20 | $1.20 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | BROCADE COMMUNICATIONS SYS I | 30,290,000 | $30.64M | 1.7% | $1.01 | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | NUVASIVE INC | 21,240,000 | $29.04M | 1.6% | $1.37 | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | SERVICENOW INC | 21,730,000 | $28.03M | 1.6% | $1.29 | $1.29 | — | NOTE 11/0 | 81762PAB8 |
| — | LIBERTY INTERACTIVE LLC | 23,808,000 | $26.86M | 1.5% | $1.13 | $1.13 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | STARWOOD PPTY TR INC | 23,290,000 | $26.63M | 1.5% | $1.14 | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HOLOGIC INC | 18,435,000 | $25.77M | 1.4% | $1.40 | $1.39 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ARES CAP CORP | 24,300,000 | $25.07M | 1.4% | $1.03 | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | EURONET WORLDWIDE INC | 19,670,000 | $24.9M | 1.4% | $1.27 | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | CEMEX SAB DE CV | 20,550,000 | $23.91M | 1.3% | $1.16 | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 22,260,000 | $23.84M | 1.3% | $1.07 | $1.07 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | DYCOM INDS INC | 17,270,000 | $20.26M | 1.1% | $1.17 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | NUANCE COMMUNICATIONS INC | 20,790,000 | $19.83M | 1.1% | $0.95 | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 18,180,000 | $19.45M | 1.1% | $1.07 | $1.07 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | PROSPECT CAPITAL CORPORATION | 16,780,000 | $17.26M | 1.0% | $1.03 | $1.03 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | IMPAX LABORATORIES INC | 20,520,000 | $16.77M | 0.9% | $0.82 | $0.82 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | JEFFERIES GROUP INC NEW | 14,650,000 | $14.78M | 0.8% | $1.01 | $1.01 | — | DBCV 3.875%11/0 | 472319AG7 |
| VPL | VANGUARD INTL EQUITY INDEX F | 204,428 | $12.94M | 0.7% | $63.28 | $59.50 | — | FTSE PACIFIC ETF | 922042866 |
| — | SUNPOWER CORP | 12,955,000 | $12.02M | 0.7% | $0.93 | $0.93 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | ON SEMICONDUCTOR CORP | 8,950,000 | $9.785M | 0.5% | $1.09 | $1.09 | — | NOTE 1.000%12/0 | 682189AK1 |
| NXPI | NXP SEMICONDUCTORS N V | 88,566 | $9.167M | 0.5% | $103.50 * | $82.78 | +8.6% | COM | N6596X109 |
| VCIT | VANGUARD SCOTTSDALE FDS | 99,712 | $8.613M | 0.5% | $86.38 | $89.58 | — | INT-TERM CORP | 92206C870 |
| — | VIPSHOP HLDGS LTD | 8,300,000 | $8.398M | 0.5% | $1.01 | $1.01 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| AAPL | APPLE INC | 57,618 | $8.277M | 0.5% | $143.65 * | $22.62 | +34.6% | COM | 037833100 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,800,000 | $5.885M | 0.3% | $1.01 | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| MSFT | MICROSOFT CORP | 79,588 | $5.242M | 0.3% | $65.86 * | $45.98 | +25.8% | COM | 594918104 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,950,000 | $4.965M | 0.3% | $1.00 | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,110,000 | $4.873M | 0.3% | $1.19 | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | TWITTER INC | 4,900,000 | $4.612M | 0.3% | $0.94 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| VWO | VANGUARD INTL EQUITY INDEX F | 114,165 | $4.535M | 0.3% | $39.72 | $39.72 | — | FTSE EMR MKT ETF | 922042858 |
| — | TWITTER INC | 4,740,000 | $4.323M | 0.2% | $0.91 | $0.90 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 4,160,000 | $4.09M | 0.2% | $0.98 | $0.98 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | STARWOOD PPTY TR INC | 3,630,000 | $3.969M | 0.2% | $1.09 | $1.09 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| AMZN | AMAZON COM INC | 4,406 | $3.906M | 0.2% | $886.52 * | $33.82 | +23.2% | COM | 023135106 |
| — | ARVINMERITOR INC | 3,650,000 | $3.843M | 0.2% | $1.05 | $1.05 | — | FRNT 4.000% 2/1 | 043353AH4 |
| META | FACEBOOK INC | 25,181 | $3.577M | 0.2% | $142.05 * | $114.63 | +15.8% | CL A | 30303M102 |
| — | GENERAL ELECTRIC CO | 99,184 | $2.956M | 0.2% | $29.80 | $31.48 | — | COM | 369604103 |
| WFC | WELLS FARGO & CO NEW | 52,580 | $2.927M | 0.2% | $55.67 * | $37.23 | +19.2% | COM | 949746101 |
| — | MACQUARIE BK LTD | 2,800,000 | $2.816M | 0.2% | $1.01 | $1.01 | — | MTNF 6.125%12/3 | 55608YAC9 |
| GOOG | ALPHABET INC | 3,370 | $2.796M | 0.2% | $829.67 * | $35.65 | +14.2% | CAP STK CL C | 02079K107 |
| T | AT&T INC | 67,093 | $2.788M | 0.2% | $41.55 * | $15.11 | +10.7% | COM | 00206R102 |
| — | SPIRIT RLTY CAP INC NEW | 2,700,000 | $2.736M | 0.2% | $1.01 | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| GOOGL | ALPHABET INC | 3,214 | $2.725M | 0.2% | $847.85 * | $36.43 | +14.6% | CAP STK CL A | 02079K305 |
| PG | PROCTER AND GAMBLE CO | 27,936 | $2.51M | 0.1% | $89.85 * | $63.33 | +10.6% | COM | 742718109 |
| PFE | PFIZER INC | 70,978 | $2.428M | 0.1% | $34.21 * | $21.05 | +1.7% | COM | 717081103 |
| — | TOLL BROS FIN CORP | 2,300,000 | $2.288M | 0.1% | $0.99 | $0.99 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 13,414 | $2.236M | 0.1% | $166.69 | $142.96 | +17.0% | CL B NEW | 084670702 |
| VZ | VERIZON COMMUNICATIONS INC | 44,736 | $2.181M | 0.1% | $48.75 * | $31.47 | -0.1% | COM | 92343V104 |
| — | RYLAND GROUP INC | 2,150,000 | $2.025M | 0.1% | $0.94 | $0.94 | — | NOTE 0.250% 6/0 | 783764AS2 |
| HD | HOME DEPOT INC | 13,503 | $1.983M | 0.1% | $146.86 * | $104.97 | +9.0% | COM | 437076102 |
| — | PDL BIOPHARMA INC | 2,000,000 | $1.975M | 0.1% | $0.99 | $0.99 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| CMCSA | COMCAST CORP NEW | 52,410 | $1.97M | 0.1% | $37.59 * | $26.93 | +11.1% | CL A | 20030N101 |
| PM | PHILIP MORRIS INTL INC | 17,097 | $1.93M | 0.1% | $112.89 * | $61.41 | +6.8% | COM | 718172109 |
| KO | COCA COLA CO | 45,235 | $1.92M | 0.1% | $42.45 * | $33.31 | -5.4% | COM | 191216100 |
| SLB | SCHLUMBERGER LTD | 24,321 | $1.899M | 0.1% | $78.08 * | $61.32 | +3.3% | COM | 806857108 |
| DIS | DISNEY WALT CO | 16,698 | $1.893M | 0.1% | $113.37 * | $92.18 | +11.8% | COM DISNEY | 254687106 |
| CSCO | CISCO SYS INC | 55,716 | $1.883M | 0.1% | $33.80 * | $20.86 | +18.6% | COM | 17275R102 |
| INTC | INTEL CORP | 52,182 | $1.882M | 0.1% | $36.07 * | $25.11 | +18.2% | COM | 458140100 |
| UNH | UNITEDHEALTH GROUP INC | 11,334 | $1.859M | 0.1% | $164.02 * | $114.17 | +24.5% | COM | 91324P102 |
| V | VISA INC | 20,884 | $1.856M | 0.1% | $88.87 * | $73.22 | +10.5% | COM CL A | 92826C839 |
| — | SUNPOWER CORP | 2,300,000 | $1.833M | 0.1% | $0.80 | $0.80 | — | DBCV 4.000% 1/1 | 867652AL3 |
| PEP | PEPSICO INC | 15,942 | $1.783M | 0.1% | $111.84 * | $77.08 | +6.3% | COM | 713448108 |
| COP | CONOCOPHILLIPS | 35,429 | $1.767M | 0.1% | $49.87 * | $38.21 | -4.3% | COM | 20825C104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 10,043 | $1.749M | 0.1% | $174.15 * | $95.13 | +20.2% | COM | 459200101 |
| HAL | HALLIBURTON CO | 33,390 | $1.643M | 0.1% | $49.21 * | $41.35 | +9.2% | COM | 406216101 |
| EOG | EOG RES INC | 16,669 | $1.626M | 0.1% | $97.55 * | $70.48 | +5.3% | COM | 26875P101 |
| MO | ALTRIA GROUP INC | 21,736 | $1.552M | 0.1% | $71.40 * | $33.21 | +16.1% | COM | 02209S103 |
| ORCL | ORACLE CORP | 34,668 | $1.547M | 0.1% | $44.62 * | $34.58 | +5.5% | COM | 68389X105 |
| AMGN | AMGEN INC | 8,867 | $1.455M | 0.1% | $164.09 * | $116.70 | +9.0% | COM | 031162100 |
| MDT | MEDTRONIC PLC | 17,156 | $1.382M | 0.1% | $80.55 * | $63.51 | -1.8% | SHS | G5960L103 |
| — | ANADARKO PETE CORP | 21,704 | $1.346M | 0.1% | $62.02 | $67.10 | — | COM | 032511107 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.336M | 0.1% | $1.03 | $1.03 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | CONCHO RES INC | 10,402 | $1.335M | 0.1% | $128.34 | $125.73 | — | COM | 20605P101 |
| MMM | 3M CO | 6,946 | $1.329M | 0.1% | $191.33 * | $102.46 | +10.9% | COM | 88579Y101 |
| LYB | LYONDELLBASELL INDUSTRIES N | 14,428 | $1.316M | 0.1% | $91.21 * | $51.42 | +5.4% | SHS - A - | N53745100 |
| ABBV | ABBVIE INC | 19,377 | $1.263M | 0.1% | $65.18 * | $40.97 | +6.1% | COM | 00287Y109 |
| MA | MASTERCARD INCORPORATED | 11,002 | $1.237M | 0.1% | $112.43 * | $90.26 | +15.5% | CL A | 57636Q104 |
| MCD | MCDONALDS CORP | 9,509 | $1.232M | 0.1% | $129.56 * | $99.15 | +2.6% | COM | 580135101 |
| — | CELGENE CORP | 9,629 | $1.198M | 0.1% | $124.42 | $98.61 | — | COM | 151020104 |
| RY | ROYAL BK CDA MONTREAL QUE | 16,370 | $1.191M | 0.1% | $72.76 | $72.46 | 0.0% | COM | 780087102 |
| — | MARATHON OIL CORP | 71,763 | $1.134M | 0.1% | $15.80 | $17.60 | — | COM | 565849106 |
| DVN | DEVON ENERGY CORP NEW | 27,152 | $1.133M | 0.1% | $41.73 * | $33.04 | -6.1% | COM | 25179M103 |
| — | ALLERGAN PLC | 4,688 | $1.12M | 0.1% | $238.91 | $231.09 | — | SHS | G0177J108 |
| FANG | DIAMONDBACK ENERGY INC | 10,729 | $1.113M | 0.1% | $103.74 * | $79.82 | 0.0% | COM | 25278X109 |
| BMY | BRISTOL MYERS SQUIBB CO | 20,301 | $1.104M | 0.1% | $54.38 * | $50.50 | -20.9% | COM | 110122108 |
| VLO | VALERO ENERGY CORP NEW | 16,569 | $1.098M | 0.1% | $66.27 * | $42.70 | +10.1% | COM | 91913Y100 |
| — | NOBLE ENERGY INC | 31,732 | $1.09M | 0.1% | $34.35 | $34.93 | — | COM | 655044105 |
| LLY | LILLY ELI & CO | 12,801 | $1.077M | 0.1% | $84.13 * | $64.09 | +8.5% | COM | 532457108 |
| — | UNITED TECHNOLOGIES CORP | 9,335 | $1.047M | 0.1% | $112.16 | $102.56 | — | COM | 913017109 |
| — | CIMAREX ENERGY CO | 8,622 | $1.03M | 0.1% | $119.46 | $115.81 | — | COM | 171798101 |
| TD | TORONTO DOMINION BK ONT | 20,560 | $1.028M | 0.1% | $50.00 * | $51.10 | 0.0% | COM NEW | 891160509 |
| UNP | UNION PAC CORP | 9,677 | $1.025M | 0.1% | $105.92 * | $68.24 | +28.4% | COM | 907818108 |
| — | CONTINENTAL RESOURCES INC | 22,457 | $1.02M | 0.1% | $45.42 | $45.42 | — | COM | 212015101 |
| USB | US BANCORP DEL | 19,778 | $1.019M | 0.1% | $51.52 * | $29.17 | +30.5% | COM NEW | 902973304 |
| — | PRICELINE GRP INC | 556 | $990K | 0.1% | $1780.58 | $1249.20 | — | COM NEW | 741503403 |
| — | BROADCOM LTD | 4,480 | $981K | 0.1% | $218.97 | $156.76 | — | SHS | Y09827109 |
| GS | GOLDMAN SACHS GROUP INC | 4,240 | $974K | 0.1% | $229.72 * | $127.90 | +56.4% | COM | 38141G104 |
| QCOM | QUALCOMM INC | 16,866 | $967K | 0.1% | $57.33 * | $40.28 | +13.0% | COM | 747525103 |
| SBUX | STARBUCKS CORP | 16,516 | $964K | 0.1% | $58.37 * | $46.45 | +0.7% | COM | 855244109 |
| CVS | CVS HEALTH CORP | 12,216 | $959K | 0.1% | $78.50 * | $74.51 | -18.7% | COM | 126650100 |
| ABT | ABBOTT LABS | 21,566 | $958K | 0.1% | $44.42 * | $33.48 | +10.3% | COM | 002824100 |
| TXN | TEXAS INSTRS INC | 11,617 | $936K | 0.1% | $80.57 * | $45.66 | +32.8% | COM | 882508104 |
| — | SRC ENERGY INC | 108,263 | $914K | 0.1% | $8.44 | $8.44 | — | COM | 78470V108 |
| UPS | UNITED PARCEL SERVICE INC | 8,160 | $876K | 0.0% | $107.35 * | $73.08 | +7.2% | CL B | 911312106 |
| ACN | ACCENTURE PLC IRELAND | 7,263 | $871K | 0.0% | $119.92 * | $99.86 | +4.1% | SHS CLASS A | G1151C101 |
| — | WALGREENS BOOTS ALLIANCE INC | 10,427 | $866K | 0.0% | $83.05 | $83.30 | — | COM | 931427108 |
| — | U S SILICA HLDGS INC | 18,020 | $865K | 0.0% | $48.00 | $48.00 | — | COM | 90346E103 |
| HP | HELMERICH & PAYNE INC | 12,981 | $864K | 0.0% | $66.56 * | $71.19 | 0.0% | COM | 423452101 |
| — | TIME WARNER INC | 8,827 | $862K | 0.0% | $97.65 | $73.54 | — | COM NEW | 887317303 |
| COST | COSTCO WHSL CORP NEW | 5,070 | $850K | 0.0% | $167.65 * | $128.04 | +11.6% | COM | 22160K105 |
| NKE | NIKE INC | 15,220 | $848K | 0.0% | $55.72 * | $50.32 | -2.1% | CL B | 654106103 |
| ENB | ENBRIDGE INC | 19,863 | $831K | 0.0% | $41.84 * | $24.73 | 0.0% | COM | 29250N105 |
| LOW | LOWES COS INC | 10,098 | $830K | 0.0% | $82.19 * | $64.80 | +0.3% | COM | 548661107 |
| — | HESS CORP | 17,135 | $826K | 0.0% | $48.21 | $52.49 | — | COM | 42809H107 |
| MEOH | METHANEX CORP | 17,619 | $826K | 0.0% | $46.88 * | $47.99 | 0.0% | COM | 59151K108 |
| — | PDC ENERGY INC | 13,120 | $818K | 0.0% | $62.35 | $62.35 | — | COM | 69327R101 |
| CHTR | CHARTER COMMUNICATIONS INC N | 2,451 | $802K | 0.0% | $327.21 * | $214.89 | +48.2% | CL A | 16119P108 |
| BIIB | BIOGEN INC | 2,926 | $800K | 0.0% | $273.41 * | $263.54 | +7.3% | COM | 09062X103 |
| AIG | AMERICAN INTL GROUP INC | 12,803 | $799K | 0.0% | $62.41 * | $43.30 | +18.2% | COM NEW | 026874784 |
| FLS | FLOWSERVE CORP | 16,365 | $792K | 0.0% | $48.40 * | $40.40 | 0.0% | COM | 34354P105 |
| BNS | BANK N S HALIFAX | 13,528 | $790K | 0.0% | $58.40 * | $37.78 | 0.0% | COM | 064149107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,101 | $784K | 0.0% | $153.70 * | $143.61 | +3.9% | COM | 883556102 |
| — | OASIS PETE INC NEW | 54,806 | $782K | 0.0% | $14.27 | $14.27 | — | COM | 674215108 |
| EQT | EQT CORP | 12,767 | $780K | 0.0% | $61.10 * | $30.75 | 0.0% | COM | 26884L109 |
| MDLZ | MONDELEZ INTL INC | 17,990 | $775K | 0.0% | $43.08 * | $34.83 | +3.0% | CL A | 609207105 |
| ADBE | ADOBE SYS INC | 5,825 | $758K | 0.0% | $130.13 * | $96.05 | +22.2% | COM | 00724F101 |
| CTRA | CABOT OIL & GAS CORP | 31,616 | $756K | 0.0% | $23.91 * | $17.65 | -6.1% | COM | 127097103 |
| CB | CHUBB LIMITED | 5,498 | $749K | 0.0% | $136.23 * | $103.60 | +10.9% | COM | H1467J104 |
| MS | MORGAN STANLEY | 17,170 | $736K | 0.0% | $42.87 * | $19.90 | +72.7% | COM NEW | 617446448 |
| PWR | QUANTA SVCS INC | 19,777 | $734K | 0.0% | $37.11 * | $35.82 | 0.0% | COM | 74762E102 |
| AXP | AMERICAN EXPRESS CO | 9,236 | $731K | 0.0% | $79.15 * | $55.25 | +25.2% | COM | 025816109 |
| CL | COLGATE PALMOLIVE CO | 9,952 | $728K | 0.0% | $73.15 * | $56.89 | -0.0% | COM | 194162103 |
| TS | TENARIS S A | 21,180 | $723K | 0.0% | $34.14 | $34.14 | — | SPONSORED ADR | 88031M109 |
| — | PARSLEY ENERGY INC | 22,216 | $722K | 0.0% | $32.50 | $32.50 | — | CL A | 701877102 |
| — | CARRIZO OIL & GAS INC | 25,153 | $721K | 0.0% | $28.66 | $28.66 | — | COM | 144577103 |
| NFLX | NETFLIX INC | 4,863 | $719K | 0.0% | $147.85 * | $9.61 | +46.1% | COM | 64110L106 |
| PNC | PNC FINL SVCS GROUP INC | 5,948 | $715K | 0.0% | $120.21 * | $62.96 | +45.0% | COM | 693475105 |
| — | CALLON PETE CO DEL | 53,984 | $710K | 0.0% | $13.15 | $13.15 | — | COM | 13123X102 |
| — | BAKER HUGHES INC | 11,673 | $698K | 0.0% | $59.80 | $56.29 | — | COM | 057224107 |
| NVDA | NVIDIA CORP | 6,247 | $680K | 0.0% | $108.85 * | $1.03 | +153.4% | COM | 67066G104 |
| DHR | DANAHER CORP DEL | 7,949 | $680K | 0.0% | $85.55 * | $40.08 | +77.8% | COM | 235851102 |
| NEE | NEXTERA ENERGY INC | 5,257 | $675K | 0.0% | $128.40 * | $23.49 | +7.1% | COM | 65339F101 |
| CNI | CANADIAN NATL RY CO | 8,856 | $653K | 0.0% | $73.74 * | $60.23 | 0.0% | COM | 136375102 |
| KHC | KRAFT HEINZ CO | 7,136 | $648K | 0.0% | $90.81 * | $53.59 | +11.8% | COM | 500754106 |
| DUK | DUKE ENERGY CORP NEW | 7,886 | $647K | 0.0% | $82.04 * | $53.82 | +2.7% | COM NEW | 26441C204 |
| OXY | OCCIDENTAL PETE CORP DEL | 10,183 | $645K | 0.0% | $63.34 * | $56.73 | -8.2% | COM | 674599105 |
| SPG | SIMON PPTY GROUP INC NEW | 3,725 | $641K | 0.0% | $172.08 * | $124.15 | -10.2% | COM | 828806109 |
| — | REYNOLDS AMERICAN INC | 9,965 | $628K | 0.0% | $63.02 | $53.93 | — | COM | 761713106 |
| — | HOLOGIC INC | 500,000 | $620K | 0.0% | $1.24 | $1.24 | — | FRNT 12/1 | 436440AG6 |
| CRM | SALESFORCE COM INC | 7,503 | $619K | 0.0% | $82.50 * | $77.52 | +1.8% | COM | 79466L302 |
| AMT | AMERICAN TOWER CORP NEW | 5,085 | $618K | 0.0% | $121.53 * | $83.75 | +4.9% | COM | 03027X100 |
| BK | BANK NEW YORK MELLON CORP | 12,973 | $613K | 0.0% | $47.25 * | $31.02 | +19.2% | COM | 064058100 |
| — | PRECISION DRILLING CORP | 128,517 | $607K | 0.0% | $4.72 | $4.72 | — | COM 2010 | 74022D308 |
| — | CRESCENT PT ENERGY CORP | 56,302 | $607K | 0.0% | $10.78 | $10.78 | — | COM | 22576C101 |
| FDX | FEDEX CORP | 3,110 | $607K | 0.0% | $195.18 * | $139.21 | +18.6% | COM | 31428X106 |
| TJX | TJX COS INC NEW | 7,634 | $604K | 0.0% | $79.12 * | $33.34 | +2.0% | COM | 872540109 |
| MET | METLIFE INC | 11,158 | $589K | 0.0% | $52.79 * | $28.15 | +25.5% | COM | 59156R108 |
| SU | SUNCOR ENERGY INC NEW | 19,116 | $586K | 0.0% | $30.65 * | $22.70 | 0.0% | COM | 867224107 |
| — | BLACKROCK INC | 1,522 | $584K | 0.0% | $383.71 | $342.33 | — | COM | 09247X101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 5,641 | $578K | 0.0% | $102.46 * | $71.77 | +17.6% | COM | 053015103 |
| SCHW | SCHWAB CHARLES CORP NEW | 14,072 | $574K | 0.0% | $40.79 * | $25.16 | +46.3% | COM | 808513105 |
| — | BIOMARIN PHARMACEUTICAL INC | 500,000 | $567K | 0.0% | $1.13 | $1.13 | — | NOTE 0.750%10/1 | 09061GAE1 |
| KMB | KIMBERLY CLARK CORP | 4,297 | $566K | 0.0% | $131.72 * | $93.94 | -1.4% | COM | 494368103 |
| ELV | ANTHEM INC | 3,403 | $563K | 0.0% | $165.44 * | $119.90 | +18.0% | COM | 036752103 |
| SO | SOUTHERN CO | 11,298 | $562K | 0.0% | $49.74 * | $33.63 | +1.6% | COM | 842587107 |
| — | ADVANTAGE OIL & GAS LTD | 85,312 | $562K | 0.0% | $6.59 | $6.59 | — | COM | 00765F101 |
| ITW | ILLINOIS TOOL WKS INC | 4,233 | $561K | 0.0% | $132.53 * | $83.28 | +25.6% | COM | 452308109 |
| PRU | PRUDENTIAL FINL INC | 5,239 | $559K | 0.0% | $106.70 * | $48.97 | +46.5% | COM | 744320102 |
| D | DOMINION RES INC VA NEW | 7,208 | $559K | 0.0% | $77.55 * | $47.98 | +6.8% | COM | 25746U109 |
| BMO | BANK MONTREAL QUE | 7,450 | $556K | 0.0% | $74.63 * | $52.79 | 0.0% | COM | 063671101 |
| BDX | BECTON DICKINSON & CO | 3,031 | $556K | 0.0% | $183.44 * | $138.32 | +10.3% | COM | 075887109 |
| PYPL | PAYPAL HLDGS INC | 12,798 | $551K | 0.0% | $43.05 * | $38.14 | +9.4% | COM | 70450Y103 |
| — | EXPRESS SCRIPTS HLDG CO | 8,367 | $551K | 0.0% | $65.85 | $75.82 | — | COM | 30219G108 |
| CSX | CSX CORP | 11,661 | $543K | 0.0% | $46.57 * | $7.58 | +78.1% | COM | 126408103 |
| — | AETNA INC NEW | 4,234 | $540K | 0.0% | $127.54 | $121.88 | — | COM | 00817Y108 |
| PSX | PHILLIPS 66 | 6,752 | $535K | 0.0% | $79.24 * | $56.71 | +1.0% | COM | 718546104 |
| — | GULFPORT ENERGY CORP | 30,652 | $527K | 0.0% | $17.19 | $17.19 | — | COM NEW | 402635304 |
| COF | CAPITAL ONE FINL CORP | 6,017 | $521K | 0.0% | $86.59 * | $58.66 | +30.2% | COM | 14040H105 |
| KMI | KINDER MORGAN INC DEL | 23,806 | $518K | 0.0% | $21.76 * | $10.91 | +24.9% | COM | 49456B101 |
| F | FORD MTR CO DEL | 43,908 | $511K | 0.0% | $11.64 * | $7.94 | -1.9% | COM PAR $0.01 | 345370860 |
| AMAT | APPLIED MATLS INC | 13,008 | $506K | 0.0% | $38.90 * | $20.16 | +61.5% | COM | 038222105 |
| — | YAHOO INC | 10,745 | $499K | 0.0% | $46.44 | $37.59 | — | COM | 984332106 |
| CME | CME GROUP INC | 4,125 | $490K | 0.0% | $118.79 * | $65.83 | +33.0% | COM | 12572Q105 |
| EMR | EMERSON ELEC CO | 8,184 | $490K | 0.0% | $59.87 * | $41.54 | +15.4% | COM | 291011104 |
| MRSH | MARSH & MCLENNAN COS INC | 6,589 | $487K | 0.0% | $73.91 * | $54.66 | +12.9% | COM | 571748102 |
| JCI | JOHNSON CTLS INTL PLC | 11,392 | $480K | 0.0% | $42.13 * | $33.21 | +3.9% | SHS | G51502105 |
| — | TRANSCANADA CORP | 10,055 | $463K | 0.0% | $46.05 | $46.05 | — | COM | 89353D107 |
| — | CIGNA CORPORATION | 3,134 | $459K | 0.0% | $146.46 | $128.10 | — | COM | 125509109 |
| — | BB&T CORP | 10,244 | $458K | 0.0% | $44.71 | $35.58 | — | COM | 054937107 |
| BSX | BOSTON SCIENTIFIC CORP | 18,259 | $454K | 0.0% | $24.86 * | $21.63 | +12.4% | COM | 101137107 |
| TRV | TRAVELERS COMPANIES INC | 3,719 | $448K | 0.0% | $120.46 * | $91.51 | +8.1% | COM | 89417E109 |
| GIS | GENERAL MLS INC | 7,535 | $445K | 0.0% | $59.06 * | $45.45 | -1.8% | COM | 370334104 |
| ETN | EATON CORP PLC | 5,957 | $442K | 0.0% | $74.20 * | $49.78 | +18.5% | SHS | G29183103 |
| MCK | MCKESSON CORP | 2,940 | $436K | 0.0% | $148.30 * | $162.65 | -16.1% | COM | 58155Q103 |
| — | PRAXAIR INC | 3,656 | $434K | 0.0% | $118.71 | $112.49 | — | COM | 74005P104 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 7,265 | $432K | 0.0% | $59.46 * | $53.57 | -4.9% | CL A | 192446102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 7,191 | $431K | 0.0% | $59.94 * | $48.38 | +7.9% | COM | 45866F104 |
| CNQ | CANADIAN NAT RES LTD | 13,194 | $431K | 0.0% | $32.67 * | $10.11 | 0.0% | COM | 136385101 |
| EBAY | EBAY INC | 12,823 | $430K | 0.0% | $33.53 * | $21.47 | +34.8% | COM | 278642103 |
| SPGI | S&P GLOBAL INC | 3,259 | $426K | 0.0% | $130.71 * | $96.34 | +19.1% | COM | 78409V104 |
| ECL | ECOLAB INC | 3,379 | $424K | 0.0% | $125.48 * | $104.92 | +5.8% | COM | 278865100 |
| WM | WASTE MGMT INC DEL | 5,779 | $421K | 0.0% | $72.85 * | $50.66 | +20.3% | COM | 94106L109 |
| — | TWENTY FIRST CENTY FOX INC | 12,979 | $420K | 0.0% | $32.36 | $27.04 | — | CL A | 90130A101 |
| CM | CDN IMPERIAL BK COMM TORONTO | 4,715 | $406K | 0.0% | $86.11 * | $28.52 | 0.0% | COM | 136069101 |
| STT | STATE STR CORP | 5,061 | $403K | 0.0% | $79.63 * | $45.13 | +35.0% | COM | 857477103 |
| MFC | MANULIFE FINL CORP | 22,706 | $402K | 0.0% | $17.70 * | $18.42 | 0.0% | COM | 56501R106 |
| EXC | EXELON CORP | 11,083 | $399K | 0.0% | $36.00 * | $17.65 | +6.0% | COM | 30161N101 |
| — | AON PLC | 3,362 | $399K | 0.0% | $118.68 | $109.17 | — | SHS CL A | G0408V102 |
| AEP | AMERICAN ELEC PWR INC | 5,932 | $398K | 0.0% | $67.09 * | $46.62 | +1.6% | COM | 025537101 |
| TSLA | TESLA INC | 1,429 | $398K | 0.0% | $278.52 * | $14.75 | +14.7% | COM | 88160R101 |
| NSC | NORFOLK SOUTHERN CORP | 3,548 | $397K | 0.0% | $111.89 * | $69.72 | +40.2% | COM | 655844108 |
| PSA | PUBLIC STORAGE | 1,780 | $390K | 0.0% | $219.10 * | $174.22 | -11.5% | COM | 74460D109 |
| — | PIONEER NAT RES CO | 2,089 | $389K | 0.0% | $186.21 | $151.25 | — | COM | 723787107 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,112 | $388K | 0.0% | $94.36 * | $60.68 | +1.6% | COM | 22822V101 |
| ZTS | ZOETIS INC | 7,268 | $388K | 0.0% | $53.38 * | $43.86 | +15.0% | CL A | 98978V103 |
| MAR | MARRIOTT INTL INC NEW | 4,113 | $387K | 0.0% | $94.09 * | $62.60 | +28.4% | CL A | 571903202 |
| AFL | AFLAC INC | 5,342 | $387K | 0.0% | $72.44 * | $27.28 | +5.7% | COM | 001055102 |
| DE | DEERE & CO | 3,510 | $382K | 0.0% | $108.83 * | $69.97 | +34.9% | COM | 244199105 |
| EQIX | EQUINIX INC | 945 | $378K | 0.0% | $400.00 * | $290.26 | +10.3% | COM PAR $0.001 | 29444U700 |
| ALL | ALLSTATE CORP | 4,637 | $378K | 0.0% | $81.52 * | $54.10 | +19.3% | COM | 020002101 |
| — | BROOKFIELD ASSET MGMT INC | 10,393 | $378K | 0.0% | $36.37 | $36.37 | — | CL A LTD VT SH | 112585104 |
| HUM | HUMANA INC | 1,807 | $372K | 0.0% | $205.87 * | $164.17 | +16.9% | COM | 444859102 |
| REGN | REGENERON PHARMACEUTICALS | 955 | $370K | 0.0% | $387.43 * | $383.00 | -3.8% | COM | 75886F107 |
| MU | MICRON TECHNOLOGY INC | 12,751 | $369K | 0.0% | $28.94 * | $11.09 | +114.9% | COM | 595112103 |
| — | ACTIVISION BLIZZARD INC | 7,319 | $365K | 0.0% | $49.87 | $39.99 | — | COM | 00507V109 |
| ISRG | INTUITIVE SURGICAL INC | 472 | $362K | 0.0% | $766.95 * | $70.37 | +12.3% | COM NEW | 46120E602 |
| — | SUNTRUST BKS INC | 6,484 | $359K | 0.0% | $55.37 | $41.07 | — | COM | 867914103 |
| — | TE CONNECTIVITY LTD | 4,795 | $357K | 0.0% | $74.45 | $57.09 | — | REG SHS | H84989104 |
| PPG | PPG INDS INC | 3,397 | $357K | 0.0% | $105.09 * | $91.56 | -6.2% | COM | 693506107 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 11,059 | $355K | 0.0% | $32.10 | $36.23 | — | SPONSORED ADR | 881624209 |
| STZ | CONSTELLATION BRANDS INC | 2,190 | $355K | 0.0% | $162.10 * | $136.99 | -0.7% | CL A | 21036P108 |
| BAX | BAXTER INTL INC | 6,831 | $354K | 0.0% | $51.82 * | $37.48 | +13.1% | COM | 071813109 |
| — | CBS CORP NEW | 5,079 | $352K | 0.0% | $69.30 | $54.49 | — | CL B | 124857202 |
| GLW | CORNING INC | 13,015 | $351K | 0.0% | $26.97 * | $15.51 | +35.2% | COM | 219350105 |
| PLD | PROLOGIS INC | 6,748 | $350K | 0.0% | $51.87 * | $35.71 | +11.0% | COM | 74340W103 |
| CAH | CARDINAL HEALTH INC | 4,293 | $350K | 0.0% | $81.53 * | $60.27 | +0.5% | COM | 14149Y108 |
| SYY | SYSCO CORP | 6,720 | $349K | 0.0% | $51.93 * | $37.68 | +11.6% | COM | 871829107 |
| INTU | INTUIT | 3,005 | $349K | 0.0% | $116.14 * | $97.25 | +15.6% | COM | 461202103 |
| — | DISCOVER FINL SVCS | 5,103 | $349K | 0.0% | $68.39 | $53.67 | — | COM | 254709108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,182 | $348K | 0.0% | $109.37 * | $85.83 | +2.6% | COM | 92532F100 |
| APD | AIR PRODS & CHEMS INC | 2,569 | $348K | 0.0% | $135.46 * | $104.91 | +7.8% | COM | 009158106 |
| SYF | SYNCHRONY FINL | 10,149 | $348K | 0.0% | $34.29 * | $23.23 | +24.7% | COM | 87165B103 |
| HCA | HCA HOLDINGS INC | 3,886 | $346K | 0.0% | $89.04 * | $73.38 | +5.6% | COM | 40412C101 |
| MPC | MARATHON PETE CORP | 6,808 | $344K | 0.0% | $50.53 * | $27.21 | +39.0% | COM | 56585A102 |
| FISV | FISERV INC | 2,961 | $341K | 0.0% | $115.16 * | $51.47 | +9.1% | COM | 337738108 |
| — | ALEXION PHARMACEUTICALS INC | 2,794 | $339K | 0.0% | $121.33 | $116.68 | — | COM | 015351109 |
| ADM | ARCHER DANIELS MIDLAND CO | 7,296 | $336K | 0.0% | $46.05 * | $30.23 | +13.9% | COM | 039483102 |
| EA | ELECTRONIC ARTS INC | 3,750 | $336K | 0.0% | $89.60 * | $68.44 | +21.0% | COM | 285512109 |
| CMI | CUMMINS INC | 2,210 | $334K | 0.0% | $151.13 * | $87.68 | +33.7% | COM | 231021106 |
| ZBH | ZIMMER BIOMET HLDGS INC | 2,722 | $332K | 0.0% | $121.97 * | $104.60 | +0.8% | COM | 98956P102 |
| AVB | AVALONBAY CMNTYS INC | 1,799 | $330K | 0.0% | $183.44 * | $129.86 | +1.9% | COM | 053484101 |
| KR | KROGER CO | 11,169 | $329K | 0.0% | $29.46 * | $29.55 | -10.3% | COM | 501044101 |
| WY | WEYERHAEUSER CO | 9,631 | $327K | 0.0% | $33.95 * | $21.11 | +9.1% | COM | 962166104 |
| ROST | ROSS STORES INC | 4,950 | $326K | 0.0% | $65.86 * | $50.89 | +20.2% | COM | 778296103 |
| WELL | WELLTOWER INC | 4,610 | $326K | 0.0% | $70.72 * | $49.51 | -1.4% | COM | 95040Q104 |
| ADI | ANALOG DEVICES INC | 3,952 | $324K | 0.0% | $81.98 * | $47.53 | +39.8% | COM | 032654105 |
| EIX | EDISON INTL | 4,054 | $323K | 0.0% | $79.67 * | $48.54 | +7.8% | COM | 281020107 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 1,188 | $321K | 0.0% | $270.20 * | $17.68 | +2.2% | COM | 67103H107 |
| PCAR | PACCAR INC | 4,743 | $319K | 0.0% | $67.26 * | $25.66 | +25.1% | COM | 693718108 |
| PPL | PPL CORP | 8,476 | $317K | 0.0% | $37.40 * | $24.77 | -3.0% | COM | 69351T106 |
| LVS | LAS VEGAS SANDS CORP | 5,516 | $315K | 0.0% | $57.11 * | $36.99 | +19.8% | COM | 517834107 |
| FIS | FIDELITY NATL INFORMATION SV | 3,906 | $311K | 0.0% | $79.62 * | $59.49 | +15.6% | COM | 31620M106 |
| SHW | SHERWIN WILLIAMS CO | 991 | $307K | 0.0% | $309.79 * | $89.15 | +4.3% | COM | 824348106 |
| MTB | M & T BK CORP | 1,957 | $303K | 0.0% | $154.83 * | $88.17 | +41.7% | COM | 55261F104 |
| WMB | WILLIAMS COS INC DEL | 10,194 | $302K | 0.0% | $29.63 * | $12.36 | +45.0% | COM | 969457100 |
| ILMN | ILLUMINA INC | 1,758 | $300K | 0.0% | $170.65 * | $142.06 | +10.9% | COM | 452327109 |
| YUM | YUM BRANDS INC | 4,679 | $299K | 0.0% | $63.90 * | $49.47 | +12.3% | COM | 988498101 |
| ED | CONSOLIDATED EDISON INC | 3,846 | $299K | 0.0% | $77.74 * | $53.16 | +2.8% | COM | 209115104 |
| EQR | EQUITY RESIDENTIAL | 4,790 | $298K | 0.0% | $62.21 * | $46.36 | -2.5% | SH BEN INT | 29476L107 |
| AMP | AMERIPRISE FINL INC | 2,290 | $297K | 0.0% | $129.69 * | $79.19 | +31.1% | COM | 03076C106 |
| PGR | PROGRESSIVE CORP OHIO | 7,589 | $297K | 0.0% | $39.14 * | $25.09 | +16.8% | COM | 743315103 |
| PH | PARKER HANNIFIN CORP | 1,831 | $294K | 0.0% | $160.57 * | $96.45 | +37.5% | COM | 701094104 |
| VTR | VENTAS INC | 4,522 | $294K | 0.0% | $65.02 * | $43.45 | -2.1% | COM | 92276F100 |
| APH | AMPHENOL CORP NEW | 4,101 | $292K | 0.0% | $71.20 * | $13.13 | +21.1% | CL A | 032095101 |
| WDC | WESTERN DIGITAL CORP | 3,541 | $292K | 0.0% | $82.46 * | $33.13 | +54.8% | COM | 958102105 |
| — | INGERSOLL-RAND PLC | 3,585 | $292K | 0.0% | $81.45 | $64.21 | — | SHS | G47791101 |
| INCY | INCYTE CORP | 2,179 | $291K | 0.0% | $133.55 * | $84.26 | +51.1% | COM | 45337C102 |
| XEL | XCEL ENERGY INC | 6,477 | $288K | 0.0% | $44.47 * | $30.70 | +5.0% | COM | 98389B100 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 6,416 | $285K | 0.0% | $44.42 * | $32.52 | +0.1% | COM | 744573106 |
| — | DELPHI AUTOMOTIVE PLC | 3,522 | $283K | 0.0% | $80.35 | $62.53 | — | SHS | G27823106 |
| SWK | STANLEY BLACK & DECKER INC | 2,112 | $281K | 0.0% | $133.05 * | $86.52 | +14.5% | COM | 854502101 |
| — | LIBERTY GLOBAL PLC | 7,914 | $277K | 0.0% | $35.00 | $28.70 | — | SHS CL C | G5480U120 |
| AZO | AUTOZONE INC | 379 | $274K | 0.0% | $722.96 * | $770.40 | -3.9% | COM | 053332102 |
| BXP | BOSTON PROPERTIES INC | 2,071 | $274K | 0.0% | $132.30 * | $86.36 | +4.9% | COM | 101121101 |
| — | LAM RESEARCH CORP | 2,130 | $273K | 0.0% | $128.17 | $94.90 | — | COM | 512807108 |
| EW | EDWARDS LIFESCIENCES CORP | 2,895 | $272K | 0.0% | $93.96 * | $34.45 | -9.1% | COM | 28176E108 |
| FITB | FIFTH THIRD BANCORP | 10,691 | $272K | 0.0% | $25.44 * | $12.75 | +51.5% | COM | 316773100 |
| IP | INTL PAPER CO | 5,357 | $272K | 0.0% | $50.77 * | $26.29 | +30.0% | COM | 460146103 |
| A | AGILENT TECHNOLOGIES INC | 5,118 | $271K | 0.0% | $52.95 * | $40.01 | +18.0% | COM | 00846U101 |
| PAYX | PAYCHEX INC | 4,585 | $270K | 0.0% | $58.89 * | $40.17 | +16.2% | COM | 704326107 |
| ROP | ROPER TECHNOLOGIES INC | 1,297 | $268K | 0.0% | $206.63 * | $165.03 | +15.3% | COM | 776696106 |
| OMC | OMNICOM GROUP INC | 3,114 | $268K | 0.0% | $86.06 * | $59.65 | +4.7% | COM | 681919106 |
| ROK | ROCKWELL AUTOMATION INC | 1,699 | $265K | 0.0% | $155.97 * | $95.44 | +32.8% | COM | 773903109 |
| MCO | MOODYS CORP | 2,360 | $264K | 0.0% | $111.86 * | $88.07 | +12.2% | COM | 615369105 |
| KEY | KEYCORP NEW | 14,869 | $264K | 0.0% | $17.76 * | $8.01 | +55.8% | COM | 493267108 |
| NWL | NEWELL BRANDS INC | 5,470 | $258K | 0.0% | $47.17 * | $31.35 | +2.7% | COM | 651229106 |
| — | CANADIAN PAC RY LTD | 1,759 | $258K | 0.0% | $146.67 | $146.67 | — | COM | 13645T100 |
| — | SYMANTEC CORP | 8,350 | $256K | 0.0% | $30.66 | $25.05 | — | COM | 871503108 |
| NUE | NUCOR CORP | 4,286 | $256K | 0.0% | $59.73 * | $39.15 | +28.1% | COM | 670346105 |
| — | KELLOGG CO | 3,514 | $255K | 0.0% | $72.57 * | $50.93 | -1.7% | COM | 487836108 |
| DG | DOLLAR GEN CORP NEW | 3,644 | $254K | 0.0% | $69.70 * | $76.16 | -14.3% | COM | 256677105 |
| TROW | PRICE T ROWE GROUP INC | 3,705 | $252K | 0.0% | $68.02 * | $52.40 | -2.6% | COM | 74144T108 |
| RF | REGIONS FINL CORP NEW | 17,186 | $250K | 0.0% | $14.55 * | $6.39 | +65.7% | COM | 7591EP100 |
| WEC | WEC ENERGY GROUP INC | 4,126 | $250K | 0.0% | $60.59 * | $44.11 | +0.5% | COM | 92939U106 |
| — | APACHE CORP | 4,849 | $249K | 0.0% | $51.35 | $55.33 | — | COM | 037411105 |
| SLF | SUN LIFE FINL INC | 6,833 | $249K | 0.0% | $36.44 * | $38.00 | 0.0% | COM | 866796105 |
| VFC | V F CORP | 4,520 | $248K | 0.0% | $54.87 * | $59.14 | -16.6% | COM | 918204108 |
| — | CERNER CORP | 4,195 | $247K | 0.0% | $58.88 | $58.57 | — | COM | 156782104 |
| FTV | FORTIVE CORP | 4,103 | $247K | 0.0% | $60.20 * | $30.87 | +12.0% | COM | 34959J108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 5,116 | $246K | 0.0% | $48.08 * | $36.26 | +10.0% | COM | 416515104 |
| RSG | REPUBLIC SVCS INC | 3,913 | $246K | 0.0% | $62.87 * | $40.82 | +26.9% | COM | 760759100 |
| — | BARD C R INC | 988 | $246K | 0.0% | $248.99 | $235.45 | — | COM | 067383109 |
| VNO | VORNADO RLTY TR | 2,439 | $245K | 0.0% | $100.45 | $100.14 | — | SH BEN INT | 929042109 |
| NTRS | NORTHERN TR CORP | 2,826 | $245K | 0.0% | $86.69 * | $53.49 | +26.7% | COM | 665859104 |
| MNST | MONSTER BEVERAGE CORP NEW | 5,295 | $244K | 0.0% | $46.08 * | $23.36 | -4.4% | COM | 61174X109 |
| TMUS | T MOBILE US INC | 3,763 | $243K | 0.0% | $64.58 * | $50.55 | +17.5% | COM | 872590104 |
| ES | EVERSOURCE ENERGY | 4,125 | $242K | 0.0% | $58.67 * | $40.60 | +3.0% | COM | 30040W108 |
| — | MYLAN N V | 6,203 | $242K | 0.0% | $39.01 | $42.15 | — | SHS EURO | N59465109 |
| DTE | DTE ENERGY CO | 2,373 | $242K | 0.0% | $101.98 * | $56.09 | +12.3% | COM | 233331107 |
| EL | LAUDER ESTEE COS INC | 2,846 | $241K | 0.0% | $84.68 * | $82.50 | -10.4% | CL A | 518439104 |
| CFG | CITIZENS FINL GROUP INC | 6,940 | $240K | 0.0% | $34.58 * | $16.10 | +60.2% | COM | 174610105 |
| PFG | PRINCIPAL FINL GROUP INC | 3,778 | $238K | 0.0% | $63.00 * | $32.91 | +32.5% | COM | 74251V102 |
| DLR | DIGITAL RLTY TR INC | 2,206 | $235K | 0.0% | $106.53 * | $68.61 | +12.6% | COM | 253868103 |
| CLX | CLOROX CO DEL | 1,734 | $234K | 0.0% | $134.95 * | $98.68 | +1.8% | COM | 189054109 |
| TAP | MOLSON COORS BREWING CO | 2,432 | $233K | 0.0% | $95.81 * | $77.31 | +0.6% | CL B | 60871R209 |
| ADSK | AUTODESK INC | 2,663 | $230K | 0.0% | $86.37 * | $83.68 | 0.0% | COM | 052769106 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,754 | $230K | 0.0% | $131.13 * | $107.68 | +4.3% | SHS | G96629103 |
| COR | AMERISOURCEBERGEN CORP | 2,586 | $229K | 0.0% | $88.55 * | $59.88 | +11.0% | COM | 03073E105 |
| NEM | NEWMONT MINING CORP | 6,945 | $229K | 0.0% | $32.97 * | $26.01 | +5.8% | COM | 651639106 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,967 | $227K | 0.0% | $57.22 | $56.35 | — | COM NEW | 52729N308 |
| HSY | HERSHEY CO | 2,067 | $226K | 0.0% | $109.34 * | $74.40 | +16.7% | COM | 427866108 |
| — | MEAD JOHNSON NUTRITION CO | 2,523 | $225K | 0.0% | $89.18 | $90.69 | — | COM | 582839106 |
| SWKS | SKYWORKS SOLUTIONS INC | 2,295 | $225K | 0.0% | $98.04 * | $75.49 | 0.0% | COM | 83088M102 |
| EFX | EQUIFAX INC | 1,624 | $222K | 0.0% | $136.70 * | $110.67 | +5.9% | COM | 294429105 |
| CAG | CONAGRA BRANDS INC | 5,497 | $222K | 0.0% | $40.39 * | $25.34 | +13.8% | COM | 205887102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 3,009 | $222K | 0.0% | $73.78 * | $29.93 | 0.0% | COM | 595017104 |
| MGA | MAGNA INTL INC | 5,132 | $221K | 0.0% | $43.06 * | $33.44 | 0.0% | COM | 559222401 |
| XRAY | DENTSPLY SIRONA INC | 3,498 | $218K | 0.0% | $62.32 * | $61.55 | -2.2% | COM | 24906P109 |
| L | LOEWS CORP | 4,607 | $215K | 0.0% | $46.67 * | $37.95 | +18.4% | COM | 540424108 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 2,290 | $215K | 0.0% | $93.89 * | $66.03 | +36.8% | COM | 33616C100 |
| HBAN | HUNTINGTON BANCSHARES INC | 16,068 | $215K | 0.0% | $13.38 * | $6.54 | +42.8% | COM | 446150104 |
| BEN | FRANKLIN RES INC | 5,044 | $213K | 0.0% | $42.23 * | $23.47 | +11.4% | COM | 354613101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 2,169 | $213K | 0.0% | $98.20 * | $85.28 | 0.0% | COM | V7780T103 |
| VMC | VULCAN MATLS CO | 1,764 | $213K | 0.0% | $120.75 * | $104.21 | +8.6% | COM | 929160109 |
| FAST | FASTENAL CO | 4,100 | $211K | 0.0% | $51.46 * | $9.94 | 0.0% | COM | 311900104 |
| O | REALTY INCOME CORP | 3,540 | $211K | 0.0% | $59.60 * | $38.59 | -1.7% | COM | 756109104 |
| LNC | LINCOLN NATL CORP IND | 3,214 | $210K | 0.0% | $65.34 * | $40.64 | +18.1% | COM | 534187109 |
| HSIC | SCHEIN HENRY INC | 1,232 | $209K | 0.0% | $169.64 * | $67.59 | -3.9% | COM | 806407102 |
| — | BANK OF NOVA SCOTIA | 200,000 | $209K | 0.0% | $1.04 | $1.04 | — | NOTE 4.500%12/1 | 064159HB5 |
| — | RED HAT INC | 2,415 | $209K | 0.0% | $86.54 | $86.54 | — | COM | 756577102 |
| KLAC | KLA-TENCOR CORP | 2,194 | $209K | 0.0% | $95.26 * | $76.28 | 0.0% | COM | 482480100 |
| ESS | ESSEX PPTY TR INC | 902 | $209K | 0.0% | $231.71 * | $162.14 | +4.9% | COM | 297178105 |
| — | VIACOM INC NEW | 4,458 | $208K | 0.0% | $46.66 | $46.66 | — | CL B | 92553P201 |
| — | NATIONAL OILWELL VARCO INC | 5,157 | $207K | 0.0% | $40.14 | $40.14 | — | COM | 637071101 |
| SJM | SMUCKER J M CO | 1,572 | $206K | 0.0% | $131.04 * | $99.14 | +3.8% | COM NEW | 832696405 |
| — | DR PEPPER SNAPPLE GROUP INC | 2,104 | $206K | 0.0% | $97.91 | $97.91 | — | COM | 26138E109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 826 | $206K | 0.0% | $249.39 * | $164.03 | 0.0% | COM | 018581108 |
| — | LABORATORY CORP AMER HLDGS | 1,428 | $205K | 0.0% | $143.56 | $130.52 | — | COM NEW | 50540R409 |
| — | XILINX INC | 3,544 | $205K | 0.0% | $57.84 | $54.44 | — | COM | 983919101 |
| IDXX | IDEXX LABS INC | 1,319 | $204K | 0.0% | $154.66 * | $137.84 | 0.0% | COM | 45168D104 |
| DLTR | DOLLAR TREE INC | 2,596 | $204K | 0.0% | $78.58 * | $84.59 | -9.1% | COM | 256746108 |
| — | NIELSEN HLDGS PLC | 4,911 | $203K | 0.0% | $41.34 | $52.01 | — | SHS EUR | G6518L108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,313 | $203K | 0.0% | $87.76 | $88.96 | 0.0% | COM | 09061G101 |
| — | HCP INC | 6,453 | $202K | 0.0% | $31.30 | $35.33 | — | COM | 40414L109 |
| GPC | GENUINE PARTS CO | 2,173 | $201K | 0.0% | $92.50 * | $73.37 | +1.2% | COM | 372460105 |
| ULTA | ULTA BEAUTY INC | 700 | $200K | 0.0% | $285.71 * | $273.75 | 0.0% | COM | 90384S303 |
| HST | HOST HOTELS & RESORTS INC | 10,589 | $198K | 0.0% | $18.70 * | $10.71 | +20.9% | COM | 44107P104 |
| — | ANNALY CAP MGMT INC | 15,937 | $177K | 0.0% | $11.11 | $11.07 | — | COM | 035710409 |
| AMD | ADVANCED MICRO DEVICES INC | 12,152 | $177K | 0.0% | $14.57 * | $3.89 | +226.7% | COM | 007903107 |
| — | ENCANA CORP | 13,825 | $162K | 0.0% | $11.72 | $11.72 | — | COM | 292505104 |
| — | SIRIUS XM HLDGS INC | 28,964 | $149K | 0.0% | $5.14 | $3.94 | — | COM | 82968B103 |
| CVE | CENOVUS ENERGY INC | 11,947 | $135K | 0.0% | $11.30 | $11.42 | 0.0% | COM | 15135U109 |
| — | VEREIT INC | 15,801 | $134K | 0.0% | $8.48 | $10.14 | — | COM | 92339V100 |
| — | SPRINT CORP | 13,563 | $118K | 0.0% | $8.70 | $8.70 | — | COM SER 1 | 85207U105 |
| AES | AES CORP | 10,243 | $115K | 0.0% | $11.23 * | $7.90 | +4.3% | COM | 00130H105 |
| — | XEROX CORP | 15,400 | $113K | 0.0% | $7.34 | $9.48 | — | COM | 984121103 |
| — | WEATHERFORD INTL PLC | 13,169 | $88,000 | 0.0% | $6.68 | $5.54 | — | ORD SHS | G48833100 |
| — | RITE AID CORP | 17,733 | $75,000 | 0.0% | $4.23 | $7.50 | — | COM | 767754104 |
| KGC | KINROSS GOLD CORP | 18,800 | $66,000 | 0.0% | $3.51 * | $3.59 | 0.0% | COM NO PAR | 496902404 |
| — | TURQUOISE HILL RES LTD | 21,583 | $66,000 | 0.0% | $3.06 | $3.06 | — | COM | 900435108 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $62,000 | 0.0% | $5.90 | $4.28 | — | COM | 165167107 |
| — | GRAN TIERRA ENERGY INC | 22,057 | $59,000 | 0.0% | $2.67 | $2.67 | — | COM | 38500T101 |
| HL | HECLA MNG CO | 10,452 | $55,000 | 0.0% | $5.26 * | $3.87 | +43.1% | COM | 422704106 |
| — | PENN WEST PETE LTD NEW | 32,163 | $55,000 | 0.0% | $1.71 | $1.71 | — | COM | 707887105 |
| BTG | B2GOLD CORP | 19,129 | $54,000 | 0.0% | $2.82 * | $2.40 | 0.0% | COM | 11777Q209 |
| — | GROUPON INC | 13,339 | $52,000 | 0.0% | $3.90 | $3.22 | — | COM | 399473107 |
| — | YAMANA GOLD INC | 15,000 | $41,000 | 0.0% | $2.73 | $2.73 | — | COM | 98462Y100 |
| — | ELDORADO GOLD CORP NEW | 11,700 | $40,000 | 0.0% | $3.42 | $3.42 | — | COM | 284902103 |
| — | PDL BIOPHARMA INC | 14,677 | $33,000 | 0.0% | $2.25 | $3.13 | — | COM | 69329Y104 |
| — | FRONTIER COMMUNICATIONS CORP | 14,300 | $31,000 | 0.0% | $2.17 | $4.97 | — | COM | 35906A108 |
| — | PENGROWTH ENERGY CORP | 23,251 | $23,000 | 0.0% | $0.99 | $0.99 | — | COM | 70706P104 |
| — | COBALT INTL ENERGY INC | 13,548 | $7,000 | 0.0% | $0.52 | $1.33 | — | COM | 19075F106 |