CIK: 0001535660 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $1,029,463 (98.5% shares, 1.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BABA | ALIBABA GROUP HLDG LTD | 253,600 | $43,799 | 4.3% | $106.09 | — | SPONSORED ADS | 01609W102 |
| BIDU | BAIDU INC | 132,200 | $32,745 | 3.2% | $197.71 | — | SPON ADR REP A | 056752108 |
| ABEV | AMBEV SA | 3,810,200 | $25,109 | 2.4% | $5.93 | — | SPONSORED ADR | 02319V103 |
| YUMC | YUM CHINA HLDGS INC | 557,789 | $22,295 | 2.2% | $32.92 | +13.2% | COM | 98850P109 |
| — | CIGNA CORPORATION | 119,099 | $22,264 | 2.2% | $147.52 | — | COM | 125509109 |
| ABBV | ABBVIE INC | 245,560 | $21,820 | 2.1% | $47.00 | +14.1% | COM | 00287Y109 |
| PSMT | PRICESMART INC | 243,800 | $21,759 | 2.1% | $77.41 | -3.0% | COM | 741511109 |
| JNJ | JOHNSON & JOHNSON | 167,045 | $21,718 | 2.1% | $100.12 | +4.8% | COM | 478160104 |
| UNH | UNITEDHEALTH GROUP INC | 108,929 | $21,334 | 2.1% | $132.12 | +27.9% | COM | 91324P102 |
| AMP | AMERIPRISE FINL INC | 129,162 | $19,182 | 1.9% | $114.54 | +3.6% | COM | 03076C106 |
| IBB | ISHARES TR | 57,500 | $19,181 | 1.9% | $313.99 | — | NASDAQ BIOTECH | 464287556 |
| A | AGILENT TECHNOLOGIES INC | 295,727 | $18,986 | 1.8% | $38.42 | +52.3% | COM | 00846U101 |
| SCI | SERVICE CORP INTL | 550,000 | $18,975 | 1.8% | $26.40 | +31.5% | COM | 817565104 |
| AMZN | AMAZON COM INC | 17,173 | $16,509 | 1.6% | $45.97 | +6.9% | COM | 023135106 |
| NBIS | YANDEX N V | 498,900 | $16,439 | 1.6% | $22.49 | — | SHS CLASS A | N97284108 |
| HD | HOME DEPOT INC | 96,824 | $15,837 | 1.5% | $124.35 | +0.6% | COM | 437076102 |
| ZTS | ZOETIS INC | 245,676 | $15,664 | 1.5% | $45.00 | +30.5% | CL A | 98978V103 |
| SYK | STRYKER CORP | 107,138 | $15,216 | 1.5% | $100.16 | +30.6% | COM | 863667101 |
| — | CELGENE CORP | 102,949 | $15,012 | 1.5% | $108.05 | — | COM | 151020104 |
| HSIC | SCHEIN HENRY INC | 180,000 | $14,758 | 1.4% | $65.83 | +3.7% | COM | 806407102 |
| PFE | PFIZER INC | 408,756 | $14,593 | 1.4% | $22.11 | +0.6% | COM | 717081103 |
| GOOG | ALPHABET INC | 14,762 | $14,158 | 1.4% | $44.33 | +4.3% | CAP STK CL C | 02079K107 |
| MTD | METTLER TOLEDO INTERNATIONAL | 22,074 | $13,822 | 1.3% | $503.04 | +19.4% | COM | 592688105 |
| VPL | VANGUARD INTL EQUITY INDEX F | 194,707 | $13,279 | 1.3% | $64.21 | — | FTSE PACIFIC ETF | 922042866 |
| TMO | THERMO FISHER SCIENTIFIC INC | 66,905 | $12,658 | 1.2% | $155.85 | +13.6% | COM | 883556102 |
| MS | MORGAN STANLEY | 242,391 | $11,676 | 1.1% | $31.26 | +16.0% | COM NEW | 617446448 |
| EL | LAUDER ESTEE COS INC | 102,152 | $11,016 | 1.1% | $79.81 | +15.8% | CL A | 518439104 |
| — | QIWI PLC | 635,300 | $10,762 | 1.0% | $21.03 | — | SPON ADR REP B | 74735M108 |
| — | ALLERGAN PLC | 51,645 | $10,585 | 1.0% | $262.50 | — | SHS | G0177J108 |
| VTR | VENTAS INC | 157,361 | $10,249 | 1.0% | $46.18 | +2.0% | COM | 92276F100 |
| — | TIFFANY & CO NEW | 111,083 | $10,195 | 1.0% | $81.54 | — | COM | 886547108 |
| HUM | HUMANA INC | 38,845 | $9,464 | 0.9% | $200.81 | +13.7% | COM | 444859102 |
| GILD | GILEAD SCIENCES INC | 108,129 | $8,761 | 0.9% | $55.65 | +0.5% | COM | 375558103 |
| WST | WEST PHARMACEUTICAL SVSC INC | 80,000 | $7,701 | 0.7% | $87.99 | 0.0% | COM | 955306105 |
| POOL | POOL CORPORATION | 70,000 | $7,572 | 0.7% | $98.41 | 0.0% | COM | 73278L105 |
| — | APOLLO GLOBAL MGMT LLC | 250,000 | $7,525 | 0.7% | $24.53 | — | CL A SHS | 037612306 |
| CLX | CLOROX CO DEL | 55,677 | $7,344 | 0.7% | $104.10 | +1.4% | COM | 189054109 |
| DHR | DANAHER CORP DEL | 82,957 | $7,116 | 0.7% | $34.02 | +108.9% | COM | 235851102 |
| IDXX | IDEXX LABS INC | 44,000 | $6,842 | 0.7% | $158.10 | 0.0% | COM | 45168D104 |
| — | BLACKSTONE GROUP L P | 200,000 | $6,674 | 0.6% | $31.54 | — | COM UNIT LTD | 09253U108 |
| INDA | ISHARES TR | 202,500 | $6,652 | 0.6% | $30.51 | — | MSCI INDIA ETF | 46429B598 |
| IEI | ISHARES TR | 52,765 | $6,517 | 0.6% | $123.12 | — | 3 7 YR TREAS BD | 464288661 |
| TTC | TORO CO | 100,000 | $6,206 | 0.6% | $52.54 | +27.5% | COM | 891092108 |
| EW | EDWARDS LIFESCIENCES CORP | 56,273 | $6,151 | 0.6% | $31.50 | +21.1% | COM | 28176E108 |
| HRL | HORMEL FOODS CORP | 170,948 | $5,494 | 0.5% | $27.03 | -2.3% | COM | 440452100 |
| CPB | CAMPBELL SOUP CO | 115,413 | $5,404 | 0.5% | $41.81 | -8.2% | COM | 134429109 |
| BC | BRUNSWICK CORP | 96,000 | $5,373 | 0.5% | $41.23 | +17.0% | COM | 117043109 |
| CHD | CHURCH & DWIGHT INC | 103,349 | $5,007 | 0.5% | $42.91 | +6.4% | COM | 171340102 |
| ULTA | ULTA BEAUTY INC | 20,000 | $4,521 | 0.4% | $256.86 | -6.3% | COM | 90384S303 |
| AVY | AVERY DENNISON CORP | 44,638 | $4,390 | 0.4% | $67.95 | +19.3% | COM | 053611109 |
| VWO | VANGUARD INTL EQUITY INDEX F | 99,104 | $4,318 | 0.4% | $37.63 | — | FTSE EMR MKT ETF | 922042858 |
| ES | EVERSOURCE ENERGY | 68,866 | $4,162 | 0.4% | $45.85 | +0.4% | COM | 30040W108 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 87,550 | $4,049 | 0.4% | $33.77 | +0.8% | COM | 744573106 |
| EMB | ISHARES TR | 34,585 | $4,026 | 0.4% | $111.96 | — | JPMORGAN USD EMG | 464288281 |
| ETR | ENTERGY CORP NEW | 51,552 | $3,937 | 0.4% | $28.25 | 0.0% | COM | 29364G103 |
| DGX | QUEST DIAGNOSTICS INC | 41,512 | $3,887 | 0.4% | $81.52 | +10.2% | COM | 74834L100 |
| FTI | TECHNIPFMC PLC | 137,089 | $3,828 | 0.4% | $22.04 | -16.5% | COM | G87110105 |
| — | VARIAN MED SYS INC | 37,453 | $3,748 | 0.4% | $99.66 | — | COM | 92220P105 |
| MKC | MCCORMICK & CO INC | 36,412 | $3,737 | 0.4% | $42.68 | -3.7% | COM NON VTG | 579780206 |
| — | AETNA INC NEW | 23,208 | $3,690 | 0.4% | $147.62 | — | COM | 00817Y108 |
| ELV | ANTHEM INC | 18,383 | $3,491 | 0.3% | $146.20 | +16.6% | COM | 036752103 |
| HALO | HALOZYME THERAPEUTICS INC | 200,000 | $3,474 | 0.3% | $11.46 | +18.2% | COM | 40637H109 |
| AAPL | APPLE INC | 22,518 | $3,470 | 0.3% | $30.44 | +18.8% | COM | 037833100 |
| PRGO | PERRIGO CO PLC | 40,000 | $3,386 | 0.3% | $77.80 | 0.0% | SHS | G97822103 |
| T | AT&T INC | 84,638 | $3,315 | 0.3% | $16.73 | -6.8% | COM | 00206R102 |
| LNT | ALLIANT ENERGY CORP | 77,600 | $3,226 | 0.3% | $29.08 | +10.2% | COM | 018802108 |
| AEE | AMEREN CORP | 54,446 | $3,149 | 0.3% | $43.32 | +4.8% | COM | 023608102 |
| CVX | CHEVRON CORP NEW | 26,769 | $3,145 | 0.3% | $76.34 | -0.2% | COM | 166764100 |
| CAG | CONAGRA BRANDS INC | 92,831 | $3,132 | 0.3% | $27.57 | -10.0% | COM | 205887102 |
| — | IHS MARKIT LTD | 70,546 | $3,110 | 0.3% | $44.07 | — | SHS | G47567105 |
| PNW | PINNACLE WEST CAP CORP | 36,533 | $3,089 | 0.3% | $56.18 | +11.3% | COM | 723484101 |
| CBRE | CBRE GROUP INC | 80,145 | $3,036 | 0.3% | $33.93 | +8.4% | CL A | 12504L109 |
| BKR | BAKER HUGHES A GE CO | 81,745 | $2,994 | 0.3% | $28.18 | 0.0% | CL A | 05722G100 |
| CMI | CUMMINS INC | 17,254 | $2,899 | 0.3% | $119.65 | +8.6% | COM | 231021106 |
| NXPI | NXP SEMICONDUCTORS N V | 24,536 | $2,775 | 0.3% | $93.75 | +5.7% | COM | N6596X109 |
| — | INTEL CORP | 1,810,000 | $2,576 | 0.3% | $1.34 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | LAM RESEARCH CORP | 13,901 | $2,572 | 0.2% | $129.48 | — | COM | 512807108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 46,299 | $2,566 | 0.2% | $45.23 | 0.0% | COM | 416515104 |
| — | DUKE REALTY CORP | 88,973 | $2,564 | 0.2% | $28.82 | — | COM NEW | 264411505 |
| RVTY | PERKINELMER INC | 36,977 | $2,550 | 0.2% | $65.61 | 0.0% | COM | 714046109 |
| FTV | FORTIVE CORP | 35,967 | $2,546 | 0.2% | $40.21 | 0.0% | COM | 34959J108 |
| — | SYMANTEC CORP | 76,055 | $2,495 | 0.2% | $29.65 | — | COM | 871503108 |
| V | VISA INC | 23,640 | $2,488 | 0.2% | $80.89 | +18.3% | COM CL A | 92826C839 |
| KLAC | KLA-TENCOR CORP | 23,152 | $2,454 | 0.2% | $81.76 | +2.3% | COM | 482480100 |
| — | WYNDHAM WORLDWIDE CORP | 23,220 | $2,448 | 0.2% | $103.94 | — | COM | 98310W108 |
| — | INTERPUBLIC GROUP COS INC | 117,378 | $2,440 | 0.2% | $16.10 | -3.1% | COM | 460690100 |
| AEM | AGNICO EAGLE MINES LTD | 43,240 | $2,438 | 0.2% | $39.61 | 0.0% | COM | 008474108 |
| ISRG | INTUITIVE SURGICAL INC | 2,299 | $2,404 | 0.2% | $79.00 | +37.9% | COM NEW | 46120E602 |
| ESS | ESSEX PPTY TR INC | 9,376 | $2,382 | 0.2% | $196.52 | 0.0% | COM | 297178105 |
| — | BARD C R INC | 7,357 | $2,358 | 0.2% | $255.88 | — | COM | 067383109 |
| UNM | UNUM GROUP | 46,124 | $2,358 | 0.2% | $47.19 | +3.4% | COM | 91529Y106 |
| — | UNILEVER PLC | 40,397 | $2,341 | 0.2% | $56.65 | — | SPON ADR NEW | 904767704 |
| MAA | MID AMER APT CMNTYS INC | 21,565 | $2,305 | 0.2% | $73.30 | +7.3% | COM | 59522J103 |
| SNPS | SYNOPSYS INC | 28,030 | $2,257 | 0.2% | $73.68 | +5.3% | COM | 871607107 |
| — | XEROX CORP | 67,718 | $2,254 | 0.2% | $28.86 | — | COM NEW | 984121608 |
| NTAP | NETAPP INC | 51,203 | $2,241 | 0.2% | $31.48 | +5.5% | COM | 64110D104 |
| MSFT | MICROSOFT CORP | 29,600 | $2,205 | 0.2% | $57.84 | +15.3% | COM | 594918104 |
| VLO | VALERO ENERGY CORP NEW | 28,287 | $2,176 | 0.2% | $47.11 | +4.9% | COM | 91913Y100 |
| KO | COCA COLA CO | 47,056 | $2,118 | 0.2% | $31.60 | +10.6% | COM | 191216100 |
| PM | PHILIP MORRIS INTL INC | 19,056 | $2,115 | 0.2% | $71.30 | +5.5% | COM | 718172109 |
| HST | HOST HOTELS & RESORTS INC | 113,964 | $2,107 | 0.2% | $13.14 | +0.2% | COM | 44107P104 |
| — | JUNIPER NETWORKS INC | 75,369 | $2,098 | 0.2% | $27.84 | — | COM | 48203R104 |
| EG | EVEREST RE GROUP LTD | 9,131 | $2,085 | 0.2% | $211.82 | 0.0% | COM | G3223R108 |
| EXPD | EXPEDITORS INTL WASH INC | 34,547 | $2,068 | 0.2% | $49.15 | +5.2% | COM | 302130109 |
| DIS | DISNEY WALT CO | 20,524 | $2,023 | 0.2% | $102.51 | -5.4% | COM DISNEY | 254687106 |
| UHS | UNIVERSAL HLTH SVCS INC | 18,113 | $2,009 | 0.2% | $108.48 | 0.0% | CL B | 913903100 |
| EXR | EXTRA SPACE STORAGE INC | 24,895 | $1,990 | 0.2% | $54.09 | +5.2% | COM | 30225T102 |
| BDX | BECTON DICKINSON & CO | 10,078 | $1,975 | 0.2% | $167.91 | +1.9% | COM | 075887109 |
| EMN | EASTMAN CHEM CO | 21,773 | $1,970 | 0.2% | $64.09 | 0.0% | COM | 277432100 |
| HAS | HASBRO INC | 20,008 | $1,954 | 0.2% | $69.49 | +8.8% | COM | 418056107 |
| PYPL | PAYPAL HLDGS INC | 30,482 | $1,952 | 0.2% | $41.74 | +43.2% | COM | 70450Y103 |
| CBOE | CBOE HLDGS INC | 18,107 | $1,949 | 0.2% | $76.47 | +15.6% | COM | 12503M108 |
| UPS | UNITED PARCEL SERVICE INC | 15,877 | $1,907 | 0.2% | $78.45 | +5.6% | CL B | 911312106 |
| CHRW | C H ROBINSON WORLDWIDE INC | 25,034 | $1,905 | 0.2% | $57.69 | -1.4% | COM NEW | 12541W209 |
| KEY | KEYCORP NEW | 99,825 | $1,879 | 0.2% | $12.48 | -0.1% | COM | 493267108 |
| COST | COSTCO WHSL CORP NEW | 11,284 | $1,854 | 0.2% | $142.55 | -1.7% | COM | 22160K105 |
| MU | MICRON TECHNOLOGY INC | 47,022 | $1,849 | 0.2% | $27.13 | +13.7% | COM | 595112103 |
| AVB | AVALONBAY CMNTYS INC | 10,332 | $1,843 | 0.2% | $135.80 | +3.3% | COM | 053484101 |
| BAX | BAXTER INTL INC | 29,352 | $1,842 | 0.2% | $43.69 | +22.5% | COM | 071813109 |
| MTN | VAIL RESORTS INC | 8,000 | $1,825 | 0.2% | $112.50 | +93.1% | COM | 91879Q109 |
| BWA | BORGWARNER INC | 35,321 | $1,809 | 0.2% | $35.85 | 0.0% | COM | 099724106 |
| PKG | PACKAGING CORP AMER | 15,741 | $1,805 | 0.2% | $87.21 | 0.0% | COM | 695156109 |
| — | CITRIX SYS INC | 1,535,000 | $1,784 | 0.2% | $1.18 | — | NOTE 0.500% 4/1 | 177376AD2 |
| KGC | KINROSS GOLD CORP | 332,811 | $1,761 | 0.2% | $4.05 | +5.4% | COM NO PAR | 496902404 |
| EQT | EQT CORP | 26,984 | $1,760 | 0.2% | $31.36 | 0.0% | COM | 26884L109 |
| LNC | LINCOLN NATL CORP IND | 23,545 | $1,730 | 0.2% | $48.26 | +3.5% | COM | 534187109 |
| SBUX | STARBUCKS CORP | 32,066 | $1,722 | 0.2% | $46.79 | -1.2% | COM | 855244109 |
| PVH | PVH CORP | 13,389 | $1,688 | 0.2% | $91.34 | +31.8% | COM | 693656100 |
| WDC | WESTERN DIGITAL CORP | 19,521 | $1,687 | 0.2% | $57.05 | +5.0% | COM | 958102105 |
| — | SCRIPPS NETWORKS INTERACT IN | 19,611 | $1,684 | 0.2% | $85.87 | — | CL A COM | 811065101 |
| XLF | SELECT SECTOR SPDR TR | 65,000 | $1,681 | 0.2% | — | — | Call | 81369Y605 |
| — | ANDEAVOR | 16,285 | $1,680 | 0.2% | $103.16 | — | COM | 03349M105 |
| SNA | SNAP ON INC | 11,273 | $1,680 | 0.2% | $134.26 | -9.4% | COM | 833034101 |
| META | FACEBOOK INC | 9,802 | $1,675 | 0.2% | $132.71 | +24.9% | CL A | 30303M102 |
| — | NUVASIVE INC | 30,000 | $1,664 | 0.2% | $69.51 | — | COM | 670704105 |
| — | DESPEGAR COM CORP | 50,000 | $1,600 | 0.2% | $32.00 | — | ORD SHS | G27358103 |
| CFG | CITIZENS FINL GROUP INC | 41,675 | $1,578 | 0.2% | $25.21 | -1.1% | COM | 174610105 |
| FDX | FEDEX CORP | 6,960 | $1,570 | 0.2% | $180.35 | +2.5% | COM | 31428X106 |
| CL | COLGATE PALMOLIVE CO | 21,499 | $1,566 | 0.2% | $56.87 | +4.1% | COM | 194162103 |
| ALGN | ALIGN TECHNOLOGY INC | 8,377 | $1,560 | 0.2% | $171.20 | 0.0% | COM | 016255101 |
| RHI | ROBERT HALF INTL INC | 30,785 | $1,550 | 0.2% | $47.89 | -3.5% | COM | 770323103 |
| YUM | YUM BRANDS INC | 20,990 | $1,545 | 0.2% | $55.54 | +16.6% | COM | 988498101 |
| — | FLIR SYS INC | 38,910 | $1,514 | 0.1% | $38.91 | — | COM | 302445101 |
| GM | GENERAL MTRS CO | 37,276 | $1,505 | 0.1% | $31.58 | 0.0% | COM | 37045V100 |
| PHM | PULTE GROUP INC | 54,915 | $1,501 | 0.1% | $19.84 | +16.1% | COM | 745867101 |
| MDLZ | MONDELEZ INTL INC | 36,858 | $1,499 | 0.1% | $35.95 | -3.5% | CL A | 609207105 |
| NUE | NUCOR CORP | 26,598 | $1,491 | 0.1% | $48.40 | -2.9% | COM | 670346105 |
| EA | ELECTRONIC ARTS INC | 12,366 | $1,460 | 0.1% | $107.05 | +5.2% | COM | 285512109 |
| RJF | RAYMOND JAMES FINANCIAL INC | 17,282 | $1,457 | 0.1% | $44.70 | +6.3% | COM | 754730109 |
| FFIV | F5 NETWORKS INC | 11,776 | $1,420 | 0.1% | $137.91 | -12.5% | COM | 315616102 |
| ALL | ALLSTATE CORP | 15,427 | $1,418 | 0.1% | $65.35 | +15.0% | COM | 020002101 |
| ROK | ROCKWELL AUTOMATION INC | 7,870 | $1,403 | 0.1% | $129.30 | +10.2% | COM | 773903109 |
| JPM | JPMORGAN CHASE & CO | 14,618 | $1,396 | 0.1% | $69.68 | +5.7% | COM | 46625H100 |
| DAL | DELTA AIR LINES INC DEL | 28,916 | $1,394 | 0.1% | $44.47 | +1.8% | COM NEW | 247361702 |
| BAC | BANK AMER CORP | 54,796 | $1,389 | 0.1% | $19.53 | +2.2% | COM | 060505104 |
| FMC | F M C CORP | 15,459 | $1,381 | 0.1% | $43.80 | +33.0% | COM NEW | 302491303 |
| LUV | SOUTHWEST AIRLS CO | 24,672 | $1,381 | 0.1% | $48.68 | +3.9% | COM | 844741108 |
| DHI | D R HORTON INC | 34,001 | $1,358 | 0.1% | $33.25 | 0.0% | COM | 23331A109 |
| COTY | COTY INC | 81,000 | $1,339 | 0.1% | $16.73 | -2.8% | COM CL A | 222070203 |
| TFX | TELEFLEX INC | 5,528 | $1,338 | 0.1% | $174.51 | +18.8% | COM | 879369106 |
| XOM | EXXON MOBIL CORP | 15,764 | $1,292 | 0.1% | $56.11 | -3.2% | COM | 30231G102 |
| DRI | DARDEN RESTAURANTS INC | 16,329 | $1,286 | 0.1% | $59.28 | +12.6% | COM | 237194105 |
| — | CORE LABORATORIES N V | 12,883 | $1,272 | 0.1% | $98.73 | — | COM | N22717107 |
| GOOGL | ALPHABET INC | 1,277 | $1,243 | 0.1% | $41.73 | +12.8% | CAP STK CL A | 02079K305 |
| AMAT | APPLIED MATLS INC | 23,783 | $1,239 | 0.1% | $33.09 | +24.4% | COM | 038222105 |
| ZION | ZIONS BANCORPORATION | 26,205 | $1,236 | 0.1% | $43.51 | +2.3% | COM | 989701107 |
| HOG | HARLEY DAVIDSON INC | 25,331 | $1,221 | 0.1% | $58.24 | -16.4% | COM | 412822108 |
| CNC | CENTENE CORP DEL | 12,401 | $1,200 | 0.1% | $33.47 | +28.6% | COM | 15135B101 |
| COR | AMERISOURCEBERGEN CORP | 14,259 | $1,180 | 0.1% | $67.64 | -4.3% | COM | 03073E105 |
| BBY | BEST BUY INC | 20,627 | $1,175 | 0.1% | $32.53 | +29.9% | COM | 086516101 |
| PWR | QUANTA SVCS INC | 31,313 | $1,170 | 0.1% | $35.34 | -2.7% | COM | 74762E102 |
| RMD | RESMED INC | 14,916 | $1,148 | 0.1% | $64.13 | +9.6% | COM | 761152107 |
| DXC | DXC TECHNOLOGY CO | 13,343 | $1,146 | 0.1% | $65.89 | +2.2% | COM | 23355L106 |
| WFC | WELLS FARGO CO NEW | 20,764 | $1,145 | 0.1% | $44.36 | -5.0% | COM | 949746101 |
| — | INGERSOLL-RAND PLC | 12,686 | $1,131 | 0.1% | $83.55 | — | SHS | G47791101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 15,539 | $1,127 | 0.1% | $59.77 | +4.5% | CL A | 192446102 |
| RIO | RIO TINTO PLC | 23,839 | $1,125 | 0.1% | $42.35 | — | SPONSORED ADR | 767204100 |
| — | E TRADE FINANCIAL CORP | 25,431 | $1,109 | 0.1% | $43.61 | — | COM NEW | 269246401 |
| RGA | REINSURANCE GROUP AMER INC | 7,862 | $1,097 | 0.1% | $128.53 | +5.2% | COM NEW | 759351604 |
| RF | REGIONS FINL CORP NEW | 70,481 | $1,073 | 0.1% | $10.59 | -1.5% | COM | 7591EP100 |
| VT | VANGUARD INTL EQUITY INDEX F | 15,092 | $1,067 | 0.1% | $63.70 | — | TT WRLD ST ETF | 922042742 |
| URI | UNITED RENTALS INC | 7,650 | $1,061 | 0.1% | $113.11 | +2.3% | COM | 911363109 |
| AMZN | AMAZON COM INC | 1,100 | $1,057 | 0.1% | $45.97 | +6.9% | Call | 023135106 |
| TJX | TJX COS INC NEW | 13,764 | $1,015 | 0.1% | $32.19 | -1.6% | COM | 872540109 |
| — | PRICELINE GRP INC | 700,000 | $1,009 | 0.1% | $1.29 | — | NOTE 0.350% 6/1 | 741503AS5 |
| CSX | CSX CORP | 18,554 | $1,007 | 0.1% | $15.26 | +0.4% | COM | 126408103 |
| XEL | XCEL ENERGY INC | 21,223 | $1,004 | 0.1% | $35.70 | +3.8% | COM | 98389B100 |
| JLL | JONES LANG LASALLE INC | 8,001 | $988 | 0.1% | $110.89 | +10.0% | COM | 48020Q107 |
| AGCO | AGCO CORP | 13,340 | $984 | 0.1% | $52.86 | +8.0% | COM | 001084102 |
| MAN | MANPOWERGROUP INC | 8,327 | $981 | 0.1% | $100.60 | +11.2% | COM | 56418H100 |
| — | GENERAL ELECTRIC CO | 39,775 | $962 | 0.1% | $29.79 | — | COM | 369604103 |
| SIG | SIGNET JEWELERS LIMITED | 14,335 | $954 | 0.1% | $51.13 | +0.8% | SHS | G81276100 |
| C | CITIGROUP INC | 12,711 | $925 | 0.1% | $44.67 | +16.2% | COM NEW | 172967424 |
| UAL | UNITED CONTL HLDGS INC | 15,019 | $914 | 0.1% | $73.45 | -9.3% | COM | 910047109 |
| — | MAXIM INTEGRATED PRODS INC | 19,156 | $914 | 0.1% | $45.50 | — | COM | 57772K101 |
| LEA | LEAR CORP | 5,210 | $902 | 0.1% | $119.83 | +7.0% | COM NEW | 521865204 |
| — | NORDSTROM INC | 19,106 | $901 | 0.1% | $46.97 | — | COM | 655664100 |
| ASHR | DBX ETF TR | 30,400 | $887 | 0.1% | $29.18 | — | DBXTR HAR CS 300 | 233051879 |
| TU | TELUS CORP | 19,676 | $883 | 0.1% | $16.81 | +6.5% | COM | 87971M103 |
| NVDA | NVIDIA CORP | 4,920 | $880 | 0.1% | $4.11 | 0.0% | COM | 67066G104 |
| F | FORD MTR CO DEL | 73,226 | $877 | 0.1% | $7.35 | -1.4% | COM PAR $0.01 | 345370860 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,662 | $855 | 0.1% | $167.31 | +5.6% | CL B NEW | 084670702 |
| — | ILLUMINA INC | 750,000 | $855 | 0.1% | $1.03 | — | NOTE 0.500% 6/1 | 452327AH2 |
| HRB | BLOCK H & R INC | 32,175 | $852 | 0.1% | $18.78 | +11.6% | COM | 093671105 |
| TECK | TECK RESOURCES LTD | 32,380 | $851 | 0.1% | $19.70 | +10.5% | CL B | 878742204 |
| CMA | COMERICA INC | 11,022 | $841 | 0.1% | $48.24 | +3.4% | COM | 200340107 |
| TD | TORONTO DOMINION BK ONT | 11,837 | $832 | 0.1% | $51.10 | +2.7% | COM NEW | 891160509 |
| PG | PROCTER AND GAMBLE CO | 9,128 | $830 | 0.1% | $70.03 | +4.3% | COM | 742718109 |
| BHF | BRIGHTHOUSE FINL INC | 13,557 | $824 | 0.1% | $59.99 | 0.0% | COM | 10922N103 |
| TUR | ISHARES INC | 19,700 | $824 | 0.1% | $36.19 | — | MSCI TURKEY ETF | 464286715 |
| — | AMERICAN RLTY CAP PPTYS INC | 815,000 | $820 | 0.1% | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| LBRDK | LIBERTY BROADBAND CORP | 8,567 | $816 | 0.1% | $79.27 | +13.7% | COM SER C | 530307305 |
| PFG | PRINCIPAL FINL GROUP INC | 12,449 | $801 | 0.1% | $43.60 | +7.0% | COM | 74251V102 |
| ALK | ALASKA AIR GROUP INC | 10,296 | $785 | 0.1% | $86.61 | -10.6% | COM | 011659109 |
| — | MICHAEL KORS HLDGS LTD | 16,097 | $770 | 0.1% | $38.12 | — | SHS | G60754101 |
| — | VMWARE INC | 6,979 | $762 | 0.1% | $93.39 | — | CL A COM | 928563402 |
| IMO | IMPERIAL OIL LTD | 18,898 | $753 | 0.1% | $24.20 | -0.8% | COM NEW | 453038408 |
| PEP | PEPSICO INC | 6,760 | $753 | 0.1% | $81.92 | +9.1% | COM | 713448108 |
| STT | STATE STR CORP | 7,537 | $720 | 0.1% | $63.45 | +13.8% | COM | 857477103 |
| — | FOOT LOCKER INC | 20,329 | $716 | 0.1% | $63.03 | — | COM | 344849104 |
| SFM | SPROUTS FMRS MKT INC | 38,000 | $713 | 0.1% | $23.11 | -4.2% | COM | 85208M102 |
| — | DOWDUPONT INC | 10,277 | $711 | 0.1% | $69.18 | — | COM | 26078J100 |
| INTC | INTEL CORP | 18,339 | $698 | 0.1% | $29.68 | -0.3% | COM | 458140100 |
| LDOS | LEIDOS HLDGS INC | 11,280 | $668 | 0.1% | $49.10 | 0.0% | COM | 525327102 |
| TXN | TEXAS INSTRS INC | 7,205 | $646 | 0.1% | $60.64 | +7.5% | COM | 882508104 |
| EWBC | EAST WEST BANCORP INC | 10,530 | $629 | 0.1% | $45.27 | +2.7% | COM | 27579R104 |
| — | YAHOO INC | 480,000 | $624 | 0.1% | $1.27 | — | NOTE 12/0 | 984332AF3 |
| ORCL | ORACLE CORP | 12,891 | $623 | 0.1% | $36.49 | +20.4% | COM | 68389X105 |
| MRK | MERCK & CO INC | 9,625 | $616 | 0.1% | $46.06 | +1.4% | COM | 58933Y105 |
| MMM | 3M CO | 2,911 | $611 | 0.1% | $113.65 | +14.3% | COM | 88579Y101 |
| AMGN | AMGEN INC | 3,253 | $607 | 0.1% | $125.64 | +9.4% | COM | 031162100 |
| VOYA | VOYA FINL INC | 15,145 | $604 | 0.1% | $31.99 | +7.5% | COM | 929089100 |
| CAE | CAE INC | 27,447 | $599 | 0.1% | $14.76 | +10.4% | COM | 124765108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,031 | $585 | 0.1% | $114.39 | -15.3% | COM | 459200101 |
| CSCO | CISCO SYS INC | 17,206 | $579 | 0.1% | $24.73 | -0.1% | COM | 17275R102 |
| MA | MASTERCARD INCORPORATED | 4,097 | $578 | 0.1% | $104.26 | +21.2% | CL A | 57636Q104 |
| — | BED BATH & BEYOND INC | 24,357 | $572 | 0.1% | $38.28 | — | COM | 075896100 |
| RY | ROYAL BK CDA MONTREAL QUE | 5,705 | $551 | 0.1% | $72.46 | +3.0% | COM | 780087102 |
| — | ARES CAP CORP | 530,000 | $533 | 0.1% | $1.03 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| BCE | BCE INC | 8,854 | $518 | 0.1% | $27.96 | 0.0% | COM NEW | 05534B760 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 4,346 | $515 | 0.1% | $107.51 | 0.0% | COM | V7780T103 |
| — | TRINITY INDS INC | 370,000 | $498 | 0.0% | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | NXP SEMICONDUCTORS N V | 400,000 | $484 | 0.0% | $1.12 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | PRICELINE GRP INC | 259 | $474 | 0.0% | $1779.92 | — | COM NEW | 741503403 |
| ACN | ACCENTURE PLC IRELAND | 3,474 | $469 | 0.0% | $104.00 | +10.3% | SHS CLASS A | G1151C101 |
| SU | SUNCOR ENERGY INC NEW | 10,593 | $463 | 0.0% | $22.70 | +2.9% | COM | 867224107 |
| ENB | ENBRIDGE INC | 8,761 | $457 | 0.0% | $24.73 | -1.6% | COM | 29250N105 |
| ABT | ABBOTT LABS | 8,409 | $449 | 0.0% | $36.93 | +17.4% | COM | 002824100 |
| LLY | LILLY ELI & CO | 5,226 | $447 | 0.0% | $69.54 | +3.7% | COM | 532457108 |
| — | CTRIP COM INTL LTD | 410,000 | $443 | 0.0% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| USB | US BANCORP DEL | 8,196 | $439 | 0.0% | $38.07 | -0.8% | COM NEW | 902973304 |
| — | LIBERTY INTERACTIVE LLC | 362,000 | $430 | 0.0% | $1.10 | — | DEB 1.750% 9/3 | 530610AD6 |
| MO | ALTRIA GROUP INC | 6,619 | $420 | 0.0% | $38.56 | -6.4% | COM | 02209S103 |
| SHW | SHERWIN WILLIAMS CO | 1,173 | $420 | 0.0% | $92.99 | +14.5% | COM | 824348106 |
| BMY | BRISTOL MYERS SQUIBB CO | 6,503 | $415 | 0.0% | $39.93 | +8.0% | COM | 110122108 |
| — | RPM INTL INC | 360,000 | $415 | 0.0% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| MGA | MAGNA INTL INC | 6,232 | $415 | 0.0% | $34.60 | +8.6% | COM | 559222401 |
| MCD | MCDONALDS CORP | 2,579 | $404 | 0.0% | $101.70 | +26.5% | COM | 580135101 |
| — | PRICELINE GRP INC | 350,000 | $403 | 0.0% | $1.13 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | UNITED TECHNOLOGIES CORP | 3,298 | $383 | 0.0% | $122.20 | — | COM | 913017109 |
| UNP | UNION PAC CORP | 3,270 | $379 | 0.0% | $87.64 | +1.7% | COM | 907818108 |
| CVS | CVS HEALTH CORP | 4,596 | $374 | 0.0% | $60.59 | +0.4% | COM | 126650100 |
| — | AON PLC | 2,545 | $372 | 0.0% | $118.66 | — | SHS CL A | G0408V102 |
| NKE | NIKE INC | 7,139 | $370 | 0.0% | $49.27 | +2.3% | CL B | 654106103 |
| CAT | CATERPILLAR INC DEL | 2,894 | $361 | 0.0% | $77.69 | +23.6% | COM | 149123101 |
| PNC | PNC FINL SVCS GROUP INC | 2,658 | $358 | 0.0% | $91.30 | +5.9% | COM | 693475105 |
| — | TIME WARNER INC | 3,434 | $352 | 0.0% | $97.76 | — | COM NEW | 887317303 |
| QCOM | QUALCOMM INC | 6,760 | $350 | 0.0% | $45.51 | -7.0% | COM | 747525103 |
| AFL | AFLAC INC | 4,303 | $350 | 0.0% | $28.82 | +14.9% | COM | 001055102 |
| CB | CHUBB LIMITED | 2,443 | $348 | 0.0% | $114.91 | +8.6% | COM | H1467J104 |
| BIIB | BIOGEN INC | 1,102 | $345 | 0.0% | $282.75 | +4.7% | COM | 09062X103 |
| — | TRANSCANADA CORP | 5,585 | $344 | 0.0% | $46.02 | — | COM | 89353D107 |
| EMR | EMERSON ELEC CO | 5,355 | $337 | 0.0% | $47.93 | +2.7% | COM | 291011104 |
| — | PROSPECT CAPITAL CORPORATION | 330,000 | $334 | 0.0% | $0.97 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | MONSANTO CO NEW | 2,787 | $334 | 0.0% | $113.02 | — | COM | 61166W101 |
| — | NUVASIVE INC | 290,000 | $332 | 0.0% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| INTU | INTUIT | 2,339 | $332 | 0.0% | $112.43 | +15.8% | COM | 461202103 |
| — | STARWOOD PPTY TR INC | 290,000 | $324 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| MDT | MEDTRONIC PLC | 4,146 | $322 | 0.0% | $62.37 | +7.3% | SHS | G5960L103 |
| — | AKAMAI TECHNOLOGIES INC | 325,000 | $316 | 0.0% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| EBAY | EBAY INC | 8,132 | $313 | 0.0% | $28.94 | +11.8% | COM | 278642103 |
| CRM | SALESFORCE COM INC | 3,311 | $309 | 0.0% | $78.93 | +15.2% | COM | 79466L302 |
| GIL | GILDAN ACTIVEWEAR INC | 7,897 | $308 | 0.0% | $25.04 | +6.8% | COM | 375916103 |
| — | ILLUMINA INC | 290,000 | $306 | 0.0% | $0.99 | — | NOTE 6/1 | 452327AF6 |
| WM | WASTE MGMT INC DEL | 3,892 | $305 | 0.0% | $60.93 | +7.7% | COM | 94106L109 |
| — | PROSPECT CAPITAL CORPORATION | 300,000 | $305 | 0.0% | $1.04 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| AXP | AMERICAN EXPRESS CO | 3,165 | $286 | 0.0% | $69.17 | +10.8% | COM | 025816109 |
| AIG | AMERICAN INTL GROUP INC | 4,646 | $285 | 0.0% | $51.16 | -2.0% | COM NEW | 026874784 |
| ROST | ROSS STORES INC | 4,402 | $284 | 0.0% | $61.17 | -13.5% | COM | 778296103 |
| — | EURONET WORLDWIDE INC | 210,000 | $284 | 0.0% | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| NSC | NORFOLK SOUTHERN CORP | 2,118 | $280 | 0.0% | $97.78 | +5.0% | COM | 655844108 |
| CNI | CANADIAN NATL RY CO | 2,676 | $277 | 0.0% | $65.05 | +6.7% | COM | 136375102 |
| BNS | BANK N S HALIFAX | 3,433 | $275 | 0.0% | $37.78 | +6.7% | COM | 064149107 |
| BK | BANK NEW YORK MELLON CORP | 5,119 | $271 | 0.0% | $36.97 | +13.2% | COM | 064058100 |
| AMT | AMERICAN TOWER CORP NEW | 1,962 | $268 | 0.0% | $87.85 | +27.8% | COM | 03027X100 |
| AEP | AMERICAN ELEC PWR INC | 3,758 | $264 | 0.0% | $47.39 | +11.9% | COM | 025537101 |
| — | DISCOVER FINL SVCS | 4,073 | $263 | 0.0% | $68.38 | — | COM | 254709108 |
| WAT | WATERS CORP | 1,459 | $262 | 0.0% | $149.35 | +21.4% | COM | 941848103 |
| SLB | SCHLUMBERGER LTD | 3,747 | $261 | 0.0% | $63.35 | -18.1% | COM | 806857108 |
| — | BROADCOM LTD | 1,076 | $261 | 0.0% | $219.33 | — | SHS | Y09827109 |
| CNQ | CANADIAN NAT RES LTD | 6,234 | $261 | 0.0% | $10.11 | +2.6% | COM | 136385101 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,053 | $260 | 0.0% | $52.10 | -6.2% | COM | 674599105 |
| GS | GOLDMAN SACHS GROUP INC | 1,091 | $259 | 0.0% | $200.04 | -6.0% | COM | 38141G104 |
| — | DELPHI AUTOMOTIVE PLC | 2,626 | $258 | 0.0% | $87.59 | — | SHS | G27823106 |
| — | RED HAT INC | 2,330 | $258 | 0.0% | $86.42 | — | COM | 756577102 |
| — | BLACKHAWK NETWORK HLDGS INC | 230,000 | $258 | 0.0% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| LYB | LYONDELLBASELL INDUSTRIES N | 2,600 | $258 | 0.0% | $54.20 | +0.6% | SHS - A - | N53745100 |
| — | BB&T CORP | 5,453 | $256 | 0.0% | $44.75 | — | COM | 054937107 |
| MFC | MANULIFE FINL CORP | 10,095 | $256 | 0.0% | $18.42 | +7.9% | COM | 56501R106 |
| MCK | MCKESSON CORP | 1,662 | $255 | 0.0% | $136.52 | +7.0% | COM | 58155Q103 |
| SYY | SYSCO CORP | 4,728 | $255 | 0.0% | $42.05 | -0.5% | COM | 871829107 |
| — | SUNTRUST BKS INC | 4,241 | $253 | 0.0% | $55.41 | — | COM | 867914103 |
| NEE | NEXTERA ENERGY INC | 1,727 | $253 | 0.0% | $25.15 | +18.2% | COM | 65339F101 |
| EWT | ISHARES INC | 7,000 | $253 | 0.0% | $31.52 | — | MSCI TAIWAN ETF | 46434G772 |
| PRU | PRUDENTIAL FINL INC | 2,372 | $252 | 0.0% | $71.74 | +0.5% | COM | 744320102 |
| — | SPIRIT RLTY CAP INC NEW | 250,000 | $252 | 0.0% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | DYCOM INDS INC | 220,000 | $251 | 0.0% | $1.14 | — | NOTE 0.750% 9/1 | 267475AB7 |
| NFLX | NETFLIX INC | 1,381 | $250 | 0.0% | $14.03 | +24.3% | COM | 64110L106 |
| MET | METLIFE INC | 4,818 | $250 | 0.0% | $35.32 | +3.7% | COM | 59156R108 |
| — | TD AMERITRADE HLDG CORP | 5,126 | $250 | 0.0% | $42.92 | — | COM | 87236Y108 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 1,744 | $249 | 0.0% | $98.23 | +12.7% | COM | 459506101 |
| ADI | ANALOG DEVICES INC | 2,855 | $246 | 0.0% | $66.43 | +3.7% | COM | 032654105 |
| D | DOMINION ENERGY INC | 3,203 | $246 | 0.0% | $51.23 | +4.8% | COM | 25746U109 |
| PLD | PROLOGIS INC | 3,873 | $246 | 0.0% | $39.63 | +23.0% | COM | 74340W103 |
| ADP | AUTOMATIC DATA PROCESSING IN | 2,222 | $243 | 0.0% | $84.40 | +6.2% | COM | 053015103 |
| — | NUANCE COMMUNICATIONS INC | 255,000 | $240 | 0.0% | $0.94 | — | DBCV 1.000%12/1 | 67020YAK6 |
| SWK | STANLEY BLACK & DECKER INC | 1,583 | $239 | 0.0% | $99.03 | +15.6% | COM | 854502101 |
| FITB | FIFTH THIRD BANCORP | 8,374 | $234 | 0.0% | $19.32 | +0.6% | COM | 316773100 |
| GIS | GENERAL MLS INC | 4,414 | $228 | 0.0% | $44.62 | -8.8% | COM | 370334104 |
| — | CEMEX SAB DE CV | 200,000 | $228 | 0.0% | $1.10 | — | NOTE 3.750% 3/1 | 151290BC6 |
| COF | CAPITAL ONE FINL CORP | 2,678 | $227 | 0.0% | $76.35 | -6.6% | COM | 14040H105 |
| GLW | CORNING INC | 7,564 | $226 | 0.0% | $20.97 | +12.5% | COM | 219350105 |
| CCI | CROWN CASTLE INTL CORP NEW | 2,265 | $226 | 0.0% | $61.66 | +16.5% | COM | 22822V101 |
| SRE | SEMPRA ENERGY | 1,953 | $223 | 0.0% | $39.94 | +10.5% | COM | 816851109 |
| CM | CDN IMPERIAL BK COMM TORONTO | 2,035 | $222 | 0.0% | $26.78 | +7.2% | COM | 136069101 |
| KMB | KIMBERLY CLARK CORP | 1,880 | $221 | 0.0% | $92.60 | -1.7% | COM | 494368103 |
| PPG | PPG INDS INC | 2,026 | $220 | 0.0% | $85.88 | +6.0% | COM | 693506107 |
| STZ | CONSTELLATION BRANDS INC | 1,100 | $219 | 0.0% | $155.71 | +11.5% | CL A | 21036P108 |
| ECL | ECOLAB INC | 1,701 | $219 | 0.0% | $111.04 | +8.2% | COM | 278865100 |
| MNST | MONSTER BEVERAGE CORP NEW | 3,867 | $214 | 0.0% | $26.96 | 0.0% | COM | 61174X109 |
| DG | DOLLAR GEN CORP NEW | 2,636 | $214 | 0.0% | $67.26 | 0.0% | COM | 256677105 |
| — | NEW ORIENTAL ED & TECH GRP I | 2,378 | $210 | 0.0% | $60.36 | — | SPON ADR | 647581107 |
| — | CERNER CORP | 2,942 | $210 | 0.0% | $71.38 | — | COM | 156782104 |
| — | WALGREENS BOOTS ALLIANCE INC | 2,675 | $207 | 0.0% | $82.45 | — | COM | 931427108 |
| — | XILINX INC | 2,906 | $206 | 0.0% | $60.78 | — | COM | 983919101 |
| — | ARES CAP CORP | 200,000 | $205 | 0.0% | $1.04 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| EOG | EOG RES INC | 2,079 | $201 | 0.0% | $67.46 | 0.0% | COM | 26875P101 |
| SLF | SUN LIFE FINL INC | 4,037 | $201 | 0.0% | $38.16 | 0.0% | COM | 866796105 |
| PSA | PUBLIC STORAGE | 936 | $200 | 0.0% | $146.67 | 0.0% | COM | 74460D109 |
| — | HOLOGIC INC | 165,000 | $199 | 0.0% | $1.32 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ON SEMICONDUCTOR CORP | 140,000 | $167 | 0.0% | $1.16 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VALE S A | 13,875 | $130 | 0.0% | $8.53 | — | ADR REPSTG PFD | 91912E204 |
| — | PROSPECT CAPITAL CORPORATION | 100,000 | $103 | 0.0% | $1.01 | — | NOTE 5.875% 1/1 | 74348TAM4 |