Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value: $1.595B (30.5% shares, 69.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 98,780,000 | $128M | 8.0% | $1.30 | $1.25 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 96,530,000 | $114M | 7.1% | $1.18 | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| AMZN | AMAZON COM INC | 85,600 | $100M | 6.3% | $1169.47 * | $33.82 | +62.7% | Call | 023135106 |
| — | NXP SEMICONDUCTORS N V | 78,293,000 | $97.28M | 6.1% | $1.24 | $1.20 | — | DBCV 1.000%12/0 | 62952QAB6 |
| XLF | SELECT SECTOR SPDR TR | 2,344,000 | $65.42M | 4.1% | $27.91 | — | — | Call | 81369Y605 |
| — | ILLUMINA INC | 50,700,000 | $60.16M | 3.8% | $1.19 | $1.06 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | AMERICAN RLTY CAP PPTYS INC | 43,875,000 | $44.45M | 2.8% | $1.01 | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CTRIP COM INTL LTD | 40,490,000 | $41.62M | 2.6% | $1.03 | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | PROSPECT CAPITAL CORPORATION | 39,770,000 | $40.35M | 2.5% | $1.01 | $0.99 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | YAHOO INC | 29,830,000 | $40.17M | 2.5% | $1.35 | $1.25 | — | NOTE 12/0 | 984332AF3 |
| — | DISH NETWORK CORP | 34,465,000 | $38.02M | 2.4% | $1.10 | $1.10 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PRICELINE GRP INC | 23,650,000 | $32.79M | 2.1% | $1.39 | $1.42 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ARES CAP CORP | 30,100,000 | $30.8M | 1.9% | $1.02 | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RPM INTL INC | 25,570,000 | $29.84M | 1.9% | $1.17 | $1.20 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ARES CAP CORP | 24,800,000 | $25.86M | 1.6% | $1.04 | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| CRTO | CRITEO S A | 880,000 | $22.91M | 1.4% | $26.03 | $49.84 | — | SPONS ADS | 226718104 |
| — | NUVASIVE INC | 19,250,000 | $22.8M | 1.4% | $1.18 | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | DYCOM INDS INC | 16,730,000 | $21.99M | 1.4% | $1.31 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | NUANCE COMMUNICATIONS INC | 22,240,000 | $21.34M | 1.3% | $0.96 | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | STARWOOD PPTY TR INC | 18,180,000 | $20.36M | 1.3% | $1.12 | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ON SEMICONDUCTOR CORP | 15,315,000 | $19.63M | 1.2% | $1.28 | $1.12 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TERADYNE INC | 12,750,000 | $18.39M | 1.2% | $1.44 | $1.44 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | PROSPECT CAPITAL CORPORATION | 16,300,000 | $17.18M | 1.1% | $1.05 | $1.03 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | EURONET WORLDWIDE INC | 13,295,000 | $16.43M | 1.0% | $1.24 | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | BLACKHAWK NETWORK HLDGS INC | 15,630,000 | $16.21M | 1.0% | $1.04 | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | AKAMAI TECHNOLOGIES INC | 14,750,000 | $14.88M | 0.9% | $1.01 | $1.00 | — | DBCV 2/1 | 00971TAG6 |
| — | SPIRIT RLTY CAP INC NEW | 13,000,000 | $13.54M | 0.8% | $1.04 | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | VIPSHOP HLDGS LTD | 12,970,000 | $13M | 0.8% | $1.00 | $1.00 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | CEMEX SAB DE CV | 11,830,000 | $12.15M | 0.8% | $1.03 | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 10,200,000 | $11.89M | 0.7% | $1.17 | $1.17 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | BLACKROCK CAPITAL INVESTMENT | 11,400,000 | $11.88M | 0.7% | $1.04 | $1.05 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | PROSPECT CAPITAL CORPORATION | 11,300,000 | $11.59M | 0.7% | $1.03 | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| BABA | ALIBABA GROUP HLDG LTD | 65,000 | $11.21M | 0.7% | $172.43 | — | — | Call | 01609W102 |
| — | IMPAX LABORATORIES INC | 11,360,000 | $11.08M | 0.7% | $0.97 | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | SPIRIT RLTY CAP INC NEW | 9,950,000 | $10.02M | 0.6% | $1.01 | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| AAPL | APPLE INC | 55,955 | $9.469M | 0.6% | $169.23 * | $22.62 | +72.8% | COM | 037833100 |
| — | TWITTER INC | 9,490,000 | $8.859M | 0.6% | $0.93 | $0.91 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| VCIT | VANGUARD SCOTTSDALE FDS | 99,712 | $8.714M | 0.5% | $87.39 | $89.58 | — | INT-TERM CORP | 92206C870 |
| — | JEFFERIES GROUP INC NEW | 8,150,000 | $8.221M | 0.5% | $1.01 | $1.01 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | SUNPOWER CORP | 8,000,000 | $7.912M | 0.5% | $0.99 | $0.93 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,250,000 | $7.473M | 0.5% | $1.03 | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,950,000 | $7.038M | 0.4% | $0.89 | $0.94 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| MSFT | MICROSOFT CORP | 79,375 | $6.79M | 0.4% | $85.54 * | $45.98 | +63.7% | COM | 594918104 |
| — | FINISAR CORP | 6,950,000 | $6.491M | 0.4% | $0.93 | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | TWITTER INC | 6,500,000 | $6.222M | 0.4% | $0.96 | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| CMCSA | COMCAST CORP NEW | 155,000 | $6.208M | 0.4% | $40.05 * | $26.93 | +13.9% | Call | 20030N101 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,800,000 | $5.82M | 0.4% | $1.00 | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,760,000 | $5.574M | 0.3% | $0.97 | $0.98 | — | NOTE 2.000%10/0 | 55608BAB1 |
| V | VISA INC | 47,800 | $5.45M | 0.3% | $114.02 * | $73.22 | +42.6% | Call | 92826C839 |
| AMZN | AMAZON COM INC | 4,425 | $5.175M | 0.3% | $1169.49 * | $33.82 | +62.7% | COM | 023135106 |
| — | WHITING PETE CORP NEW | 5,200,000 | $4.828M | 0.3% | $0.93 | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| C | CITIGROUP INC | 61,700 | $4.591M | 0.3% | $74.41 * | $56.47 | 0.0% | Call | 172967424 |
| META | FACEBOOK INC | 25,817 | $4.556M | 0.3% | $176.47 | $115.15 | +52.4% | CL A | 30303M102 |
| — | ILLUMINA INC | 4,180,000 | $4.553M | 0.3% | $1.09 | $1.01 | — | NOTE 6/1 | 452327AF6 |
| JPM | JPMORGAN CHASE & CO | 38,432 | $4.11M | 0.3% | $106.94 * | $81.33 | 0.0% | COM | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 29,286 | $4.092M | 0.3% | $139.73 * | $110.98 | 0.0% | COM | 478160104 |
| XOM | EXXON MOBIL CORP | 46,276 | $3.871M | 0.2% | $83.65 * | $57.12 | 0.0% | COM | 30231G102 |
| — | SUNPOWER CORP | 4,850,000 | $3.78M | 0.2% | $0.78 | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | APOLLO COML REAL EST FIN INC | 3,600,000 | $3.713M | 0.2% | $1.03 | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| GOOG | ALPHABET INC | 3,413 | $3.571M | 0.2% | $1046.29 * | $35.65 | +41.7% | CAP STK CL C | 02079K107 |
| GS | GOLDMAN SACHS GROUP INC | 13,800 | $3.516M | 0.2% | $254.78 * | $127.90 | +60.4% | Call | 38141G104 |
| GOOGL | ALPHABET INC | 3,254 | $3.428M | 0.2% | $1053.47 * | $36.43 | +40.7% | CAP STK CL A | 02079K305 |
| MS | MORGAN STANLEY | 64,200 | $3.369M | 0.2% | $52.48 * | $19.90 | +99.7% | Call | 617446448 |
| BAC | BANK AMER CORP | 109,879 | $3.244M | 0.2% | $29.52 * | $22.78 | 0.0% | COM | 060505104 |
| WFC | WELLS FARGO CO NEW | 51,741 | $3.139M | 0.2% | $60.67 * | $37.23 | +21.1% | COM | 949746101 |
| BAC | BANK AMER CORP | 106,000 | $3.129M | 0.2% | $29.52 * | $22.78 | 0.0% | Call | 060505104 |
| JPM | JPMORGAN CHASE & CO | 28,800 | $3.08M | 0.2% | $106.94 * | $81.33 | 0.0% | Call | 46625H100 |
| — | ZILLOW GROUP INC | 2,550,000 | $2.804M | 0.2% | $1.10 | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | CARDTRONICS INC | 3,100,000 | $2.781M | 0.2% | $0.90 | $0.92 | — | NOTE 1.000%12/0 | 14161HAG3 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 13,926 | $2.76M | 0.2% | $198.19 * | $144.18 | +31.7% | CL B NEW | 084670702 |
| — | SUNPOWER CORP | 3,000,000 | $2.637M | 0.2% | $0.88 | $0.82 | — | DBCV 4.000% 1/1 | 867652AL3 |
| T | AT&T INC | 67,237 | $2.614M | 0.2% | $38.88 * | $15.11 | +0.9% | COM | 00206R102 |
| PG | PROCTER AND GAMBLE CO | 27,932 | $2.566M | 0.2% | $91.87 * | $63.33 | +14.7% | COM | 742718109 |
| HD | HOME DEPOT INC | 12,989 | $2.462M | 0.2% | $189.54 * | $104.97 | +35.0% | COM | 437076102 |
| GM | GENERAL MTRS CO | 60,000 | $2.459M | 0.2% | $40.98 * | $37.86 | 0.0% | Call | 37045V100 |
| INTC | INTEL CORP | 51,755 | $2.389M | 0.1% | $46.16 * | $25.11 | +45.5% | COM | 458140100 |
| PFE | PFIZER INC | 65,491 | $2.372M | 0.1% | $36.22 * | $21.05 | +13.1% | COM | 717081103 |
| VZ | VERIZON COMMUNICATIONS INC | 44,736 | $2.368M | 0.1% | $52.93 * | $31.47 | +1.5% | COM | 92343V104 |
| UNH | UNITEDHEALTH GROUP INC | 10,653 | $2.349M | 0.1% | $220.50 * | $114.17 | +63.0% | COM | 91324P102 |
| V | VISA INC | 20,156 | $2.298M | 0.1% | $114.01 * | $73.22 | +42.6% | COM CL A | 92826C839 |
| — | SOLARCITY CORP | 2,400,000 | $2.24M | 0.1% | $0.93 | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| C | CITIGROUP INC | 30,056 | $2.236M | 0.1% | $74.39 * | $56.47 | 0.0% | COM NEW | 172967424 |
| CSCO | CISCO SYS INC | 55,228 | $2.115M | 0.1% | $38.30 * | $20.86 | +34.1% | COM | 17275R102 |
| — | TCP CAP CORP | 2,000,000 | $2.087M | 0.1% | $1.04 | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| CMCSA | COMCAST CORP NEW | 51,838 | $2.076M | 0.1% | $40.05 * | $26.93 | +13.9% | CL A | 20030N101 |
| KO | COCA COLA CO | 44,748 | $2.053M | 0.1% | $45.88 * | $33.31 | +7.0% | COM | 191216100 |
| — | ENSCO JERSEY FIN LTD | 2,200,000 | $2.001M | 0.1% | $0.91 | $0.91 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| PEP | PEPSICO INC | 15,788 | $1.893M | 0.1% | $119.90 * | $77.08 | +15.5% | COM | 713448108 |
| CAT | CATERPILLAR INC DEL | 12,000 | $1.891M | 0.1% | $157.58 * | $116.31 | 0.0% | Call | 149123101 |
| — | DOWDUPONT INC | 25,851 | $1.841M | 0.1% | $71.22 | $71.22 | — | COM | 26078J100 |
| DIS | DISNEY WALT CO | 17,115 | $1.84M | 0.1% | $107.51 * | $92.57 | +5.1% | COM DISNEY | 254687106 |
| SBUX | STARBUCKS CORP | 32,000 | $1.838M | 0.1% | $57.44 * | $46.45 | +2.1% | Call | 855244109 |
| AIG | AMERICAN INTL GROUP INC | 29,700 | $1.77M | 0.1% | $59.60 * | $43.30 | +14.8% | Call | 026874784 |
| ABBV | ABBVIE INC | 17,457 | $1.688M | 0.1% | $96.69 * | $40.97 | +63.3% | COM | 00287Y109 |
| MRK | MERCK & CO INC | 29,885 | $1.682M | 0.1% | $56.28 * | $43.00 | 0.0% | COM | 58933Y105 |
| RY | ROYAL BK CDA MONTREAL QUE | 16,145 | $1.657M | 0.1% | $102.63 * | $72.46 | +9.5% | COM | 780087102 |
| — | GENERAL ELECTRIC CO | 94,691 | $1.652M | 0.1% | $17.45 | $31.48 | — | COM | 369604103 |
| ORCL | ORACLE CORP | 34,217 | $1.618M | 0.1% | $47.29 * | $34.58 | +25.8% | COM | 68389X105 |
| MA | MASTERCARD INCORPORATED | 10,500 | $1.589M | 0.1% | $151.33 * | $90.26 | +57.5% | CL A | 57636Q104 |
| MMM | 3M CO | 6,643 | $1.564M | 0.1% | $235.44 * | $102.46 | +41.5% | COM | 88579Y101 |
| MCD | MCDONALDS CORP | 9,022 | $1.553M | 0.1% | $172.13 * | $99.15 | +39.8% | COM | 580135101 |
| — | TWO HBRS INVT CORP | 1,400,000 | $1.535M | 0.1% | $1.10 | $1.10 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| TD | TORONTO DOMINION BK ONT | 20,560 | $1.514M | 0.1% | $73.64 * | $51.10 | +11.8% | COM NEW | 891160509 |
| IBM | INTERNATIONAL BUSINESS MACHS | 9,841 | $1.51M | 0.1% | $153.44 * | $95.13 | +7.3% | COM | 459200101 |
| AMGN | AMGEN INC | 8,155 | $1.418M | 0.1% | $173.88 * | $116.70 | +18.4% | COM | 031162100 |
| INTC | INTEL CORP | 30,000 | $1.385M | 0.1% | $46.17 * | $25.11 | +45.5% | Call | 458140100 |
| — | VERINT SYS INC | 1,368,000 | $1.338M | 0.1% | $0.98 | $0.98 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| NVDA | NVIDIA CORP | 6,547 | $1.267M | 0.1% | $193.52 * | $1.23 | +298.4% | COM | 67066G104 |
| HON | HONEYWELL INTL INC | 8,115 | $1.245M | 0.1% | $153.42 * | $113.37 | 0.0% | COM | 438516106 |
| MDT | MEDTRONIC PLC | 15,248 | $1.231M | 0.1% | $80.73 * | $63.51 | +2.3% | SHS | G5960L103 |
| UNP | UNION PAC CORP | 9,047 | $1.213M | 0.1% | $134.08 * | $68.24 | +47.7% | COM | 907818108 |
| DIS | DISNEY WALT CO | 11,000 | $1.183M | 0.1% | $107.55 * | $92.57 | +5.1% | Call | 254687106 |
| TXN | TEXAS INSTRS INC | 11,171 | $1.167M | 0.1% | $104.47 * | $45.66 | +70.1% | COM | 882508104 |
| — | BROADCOM LTD | 4,543 | $1.167M | 0.1% | $256.88 | $158.15 | — | SHS | Y09827109 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 5,800 | $1.15M | 0.1% | $198.28 * | $144.18 | +31.7% | Call | 084670702 |
| ABT | ABBOTT LABS | 19,604 | $1.119M | 0.1% | $57.08 * | $33.48 | +43.7% | COM | 002824100 |
| BMY | BRISTOL MYERS SQUIBB CO | 18,231 | $1.117M | 0.1% | $61.27 * | $50.50 | -8.0% | COM | 110122108 |
| — | UNITED TECHNOLOGIES CORP | 8,600 | $1.097M | 0.1% | $127.56 | $102.56 | — | COM | 913017109 |
| BNS | BANK N S HALIFAX | 13,528 | $1.097M | 0.1% | $81.09 * | $37.78 | +12.2% | COM | 064149107 |
| ACN | ACCENTURE PLC IRELAND | 6,995 | $1.071M | 0.1% | $153.11 * | $99.86 | +28.7% | SHS CLASS A | G1151C101 |
| SLB | SCHLUMBERGER LTD | 15,779 | $1.063M | 0.1% | $67.37 * | $61.32 | -16.5% | COM | 806857108 |
| GS | GOLDMAN SACHS GROUP INC | 4,164 | $1.061M | 0.1% | $254.80 * | $127.90 | +60.4% | COM | 38141G104 |
| CAT | CATERPILLAR INC DEL | 6,729 | $1.06M | 0.1% | $157.53 * | $116.31 | 0.0% | COM | 149123101 |
| — | WAYFAIR INC | 1,000,000 | $1.05M | 0.1% | $1.05 | $1.05 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| GILD | GILEAD SCIENCES INC | 14,547 | $1.042M | 0.1% | $71.63 * | $55.90 | 0.0% | COM | 375558103 |
| QCOM | QUALCOMM INC | 16,168 | $1.035M | 0.1% | $64.02 * | $40.28 | +21.7% | COM | 747525103 |
| USB | US BANCORP DEL | 18,982 | $1.017M | 0.1% | $53.58 * | $29.17 | +33.8% | COM NEW | 902973304 |
| — | BROOKDALE SR LIVING INC | 1,000,000 | $1.001M | 0.1% | $1.00 | $1.00 | — | NOTE 2.750% 6/1 | 112463AA2 |
| ILMN | ILLUMINA INC | 4,500 | $983K | 0.1% | $218.44 * | $142.06 | +44.9% | Call | 452327109 |
| LLY | LILLY ELI & CO | 11,261 | $951K | 0.1% | $84.45 * | $64.09 | +17.5% | COM | 532457108 |
| ENB | ENBRIDGE INC | 19,242 | $946K | 0.1% | $49.16 * | $24.73 | -5.7% | COM | 29250N105 |
| ADBE | ADOBE SYS INC | 5,398 | $946K | 0.1% | $175.25 | $96.05 | +79.1% | COM | 00724F101 |
| PYPL | PAYPAL HLDGS INC | 12,788 | $941K | 0.1% | $73.58 | $38.69 | +86.5% | COM | 70450Y103 |
| — | PRICELINE GRP INC | 539 | $937K | 0.1% | $1738.40 | $1249.20 | — | COM NEW | 741503403 |
| SBUX | STARBUCKS CORP | 16,196 | $930K | 0.1% | $57.42 * | $46.45 | +2.1% | COM | 855244109 |
| COST | COSTCO WHSL CORP NEW | 4,966 | $924K | 0.1% | $186.07 * | $128.04 | +20.6% | COM | 22160K105 |
| UPS | UNITED PARCEL SERVICE INC | 7,741 | $922K | 0.1% | $119.11 * | $73.08 | +18.0% | CL B | 911312106 |
| NKE | NIKE INC | 14,570 | $911K | 0.1% | $62.53 * | $50.32 | +2.9% | CL B | 654106103 |
| NFLX | NETFLIX INC | 4,718 | $906K | 0.1% | $192.03 * | $9.61 | +100.4% | COM | 64110L106 |
| CNI | CANADIAN NATL RY CO | 8,630 | $894K | 0.1% | $103.59 * | $60.23 | +14.9% | COM | 136375102 |
| — | CELGENE CORP | 8,521 | $889K | 0.1% | $104.33 | $98.61 | — | COM | 151020104 |
| SU | SUNCOR ENERGY INC NEW | 19,116 | $882K | 0.1% | $46.14 * | $22.70 | +12.9% | COM | 867224107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,568 | $867K | 0.1% | $189.80 | $143.61 | +30.5% | COM | 883556102 |
| LOW | LOWES COS INC | 9,321 | $866K | 0.1% | $92.91 * | $64.80 | +9.9% | COM | 548661107 |
| AXP | AMERICAN EXPRESS CO | 8,626 | $857K | 0.1% | $99.35 * | $55.25 | +54.3% | COM | 025816109 |
| NEE | NEXTERA ENERGY INC | 5,371 | $839K | 0.1% | $156.21 * | $23.66 | +33.3% | COM | 65339F101 |
| CVS | CVS HEALTH CORP | 11,543 | $837K | 0.1% | $72.51 * | $74.51 | -24.5% | COM | 126650100 |
| MS | MORGAN STANLEY | 15,852 | $832K | 0.1% | $52.49 * | $19.90 | +99.7% | COM NEW | 617446448 |
| — | LIBERTY MEDIA CORP DELAWARE | 700,000 | $809K | 0.1% | $1.16 | $1.16 | — | NOTE 1.375%10/1 | 531229AB8 |
| PNC | PNC FINL SVCS GROUP INC | 5,537 | $799K | 0.1% | $144.30 * | $62.96 | +66.2% | COM | 693475105 |
| CRM | SALESFORCE COM INC | 7,763 | $794K | 0.0% | $102.28 | $77.97 | +29.1% | COM | 79466L302 |
| — | TIME WARNER INC | 8,621 | $789K | 0.0% | $91.52 | $73.54 | — | COM NEW | 887317303 |
| COP | CONOCOPHILLIPS | 14,119 | $775K | 0.0% | $54.89 * | $38.21 | +3.8% | COM | 20825C104 |
| CB | CHUBB LIMITED | 5,297 | $774K | 0.0% | $146.12 * | $103.60 | +25.0% | COM | H1467J104 |
| BIIB | BIOGEN INC | 2,385 | $760K | 0.0% | $318.66 | $263.54 | +21.7% | COM | 09062X103 |
| — | WALGREENS BOOTS ALLIANCE INC | 10,427 | $757K | 0.0% | $72.60 | $83.30 | — | COM | 931427108 |
| BMO | BANK MONTREAL QUE | 7,450 | $749K | 0.0% | $100.54 * | $52.79 | +6.0% | COM | 063671101 |
| CL | COLGATE PALMOLIVE CO | 9,704 | $732K | 0.0% | $75.43 * | $56.89 | +6.0% | COM | 194162103 |
| SCHW | SCHWAB CHARLES CORP NEW | 14,072 | $723K | 0.0% | $51.38 * | $25.16 | +67.4% | COM | 808513105 |
| — | BLACKROCK INC | 1,404 | $721K | 0.0% | $513.53 | $342.33 | — | COM | 09247X101 |
| EOG | EOG RES INC | 6,639 | $716K | 0.0% | $107.85 * | $70.48 | +7.0% | COM | 26875P101 |
| CHTR | CHARTER COMMUNICATIONS INC N | 2,127 | $715K | 0.0% | $336.15 | $214.89 | +58.1% | CL A | 16119P108 |
| FDX | FEDEX CORP | 2,855 | $712K | 0.0% | $249.39 * | $139.21 | +43.0% | COM | 31428X106 |
| AMT | AMERICAN TOWER CORP NEW | 4,866 | $694K | 0.0% | $142.62 * | $83.75 | +38.2% | COM | 03027X100 |
| DUK | DUKE ENERGY CORP NEW | 8,099 | $681K | 0.0% | $84.08 * | $54.05 | +15.9% | COM NEW | 26441C204 |
| ELV | ANTHEM INC | 3,002 | $675K | 0.0% | $224.85 * | $119.90 | +59.7% | COM | 036752103 |
| DHR | DANAHER CORP DEL | 7,263 | $674K | 0.0% | $92.80 * | $40.08 | +95.2% | COM | 235851102 |
| — | AETNA INC NEW | 3,689 | $665K | 0.0% | $180.27 | $121.88 | — | COM | 00817Y108 |
| OXY | OCCIDENTAL PETE CORP DEL | 8,965 | $660K | 0.0% | $73.62 * | $56.73 | -2.8% | COM | 674599105 |
| — | WELLS FARGO CO NEW | 500 | $657K | 0.0% | $1314.00 | $1316.00 | — | PERP PFD CNV A | 949746804 |
| BK | BANK NEW YORK MELLON CORP | 12,080 | $651K | 0.0% | $53.89 * | $31.02 | +37.5% | COM | 064058100 |
| CM | CDN IMPERIAL BK COMM TORONTO | 5,169 | $633K | 0.0% | $122.46 * | $28.54 | +8.3% | COM | 136069101 |
| AIG | AMERICAN INTL GROUP INC | 10,576 | $630K | 0.0% | $59.57 * | $43.30 | +14.8% | COM NEW | 026874784 |
| — | TRANSCANADA CORP | 10,055 | $615K | 0.0% | $61.16 | $46.05 | — | COM | 89353D107 |
| AMAT | APPLIED MATLS INC | 11,992 | $613K | 0.0% | $51.12 * | $20.16 | +145.2% | COM | 038222105 |
| GM | GENERAL MTRS CO | 14,927 | $612K | 0.0% | $41.00 * | $37.86 | 0.0% | COM | 37045V100 |
| D | DOMINION ENERGY INC | 7,520 | $610K | 0.0% | $81.12 * | $48.33 | +16.7% | COM | 25746U109 |
| SYK | STRYKER CORP | 3,936 | $609K | 0.0% | $154.73 * | $139.59 | 0.0% | COM | 863667101 |
| ITW | ILLINOIS TOOL WKS INC | 3,645 | $608K | 0.0% | $166.80 * | $83.28 | +57.1% | COM | 452308109 |
| — | ALLERGAN PLC | 3,717 | $608K | 0.0% | $163.57 | $231.09 | — | SHS | G0177J108 |
| SPG | SIMON PPTY GROUP INC NEW | 3,538 | $608K | 0.0% | $171.85 * | $124.15 | -15.6% | COM | 828806109 |
| — | CIGNA CORPORATION | 2,960 | $601K | 0.0% | $203.04 | $128.10 | — | COM | 125509109 |
| CNQ | CANADIAN NAT RES LTD | 13,194 | $593K | 0.0% | $44.94 * | $10.11 | +13.3% | COM | 136385101 |
| CME | CME GROUP INC | 3,999 | $584K | 0.0% | $146.04 * | $65.83 | +60.2% | COM CL A | 12572Q105 |
| PRU | PRUDENTIAL FINL INC | 5,052 | $581K | 0.0% | $115.00 * | $48.97 | +55.6% | COM | 744320102 |
| ADP | AUTOMATIC DATA PROCESSING IN | 4,935 | $578K | 0.0% | $117.12 * | $71.77 | +34.0% | COM | 053015103 |
| CSX | CSX CORP | 10,466 | $576K | 0.0% | $55.04 * | $7.58 | +109.3% | COM | 126408103 |
| COF | CAPITAL ONE FINL CORP | 5,731 | $571K | 0.0% | $99.63 * | $58.66 | +35.2% | COM | 14040H105 |
| SO | SOUTHERN CO | 11,728 | $564K | 0.0% | $48.09 * | $33.73 | +8.1% | COM | 842587107 |
| MFC | MANULIFE FINL CORP | 21,395 | $561K | 0.0% | $26.22 * | $18.42 | +12.8% | COM | 56501R106 |
| BDX | BECTON DICKINSON & CO | 2,611 | $559K | 0.0% | $214.09 * | $138.32 | +34.1% | COM | 075887109 |
| KHC | KRAFT HEINZ CO | 7,136 | $555K | 0.0% | $77.77 * | $53.59 | -0.4% | COM | 500754106 |
| F | FORD MTR CO DEL | 44,012 | $550K | 0.0% | $12.50 * | $7.94 | +1.0% | COM PAR $0.01 | 345370860 |
| TJX | TJX COS INC NEW | 7,177 | $549K | 0.0% | $76.49 * | $33.34 | -2.8% | COM | 872540109 |
| — | BROOKFIELD ASSET MGMT INC | 9,966 | $545K | 0.0% | $54.69 | $36.37 | — | CL A LTD VT SH | 112585104 |
| — | PRAXAIR INC | 3,407 | $527K | 0.0% | $154.68 | $112.49 | — | COM | 74005P104 |
| MET | METLIFE INC | 10,319 | $522K | 0.0% | $50.59 * | $28.15 | +41.7% | COM | 59156R108 |
| SPGI | S&P GLOBAL INC | 3,070 | $520K | 0.0% | $169.38 * | $96.34 | +57.7% | COM | 78409V104 |
| MAR | MARRIOTT INTL INC NEW | 3,800 | $516K | 0.0% | $135.79 * | $62.60 | +83.2% | CL A | 571903202 |
| PSX | PHILLIPS 66 | 5,083 | $514K | 0.0% | $101.12 * | $56.71 | +22.2% | COM | 718546104 |
| DE | DEERE & CO | 3,275 | $513K | 0.0% | $156.64 * | $69.97 | +76.8% | COM | 244199105 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,601 | $511K | 0.0% | $111.06 * | $62.20 | +23.0% | COM | 22822V101 |
| EMR | EMERSON ELEC CO | 7,291 | $508K | 0.0% | $69.67 * | $41.54 | +28.3% | COM | 291011104 |
| — | EXPRESS SCRIPTS HLDG CO | 6,739 | $503K | 0.0% | $74.64 | $75.82 | — | COM | 30219G108 |
| — | ACTIVISION BLIZZARD INC | 7,936 | $503K | 0.0% | $63.38 | $43.00 | — | COM | 00507V109 |
| KMB | KIMBERLY CLARK CORP | 4,144 | $500K | 0.0% | $120.66 * | $93.94 | -6.8% | COM | 494368103 |
| HAL | HALLIBURTON CO | 10,229 | $500K | 0.0% | $48.88 * | $41.31 | -9.4% | COM | 406216101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 7,018 | $498K | 0.0% | $70.96 * | $53.57 | +21.6% | CL A | 192446102 |
| NSC | NORFOLK SOUTHERN CORP | 3,408 | $494K | 0.0% | $144.95 * | $69.72 | +63.5% | COM | 655844108 |
| VLO | VALERO ENERGY CORP NEW | 5,360 | $493K | 0.0% | $91.98 * | $42.70 | +39.8% | COM | 91913Y100 |
| ISRG | INTUITIVE SURGICAL INC | 1,320 | $482K | 0.0% | $365.15 * | $105.56 | +18.6% | COM NEW | 46120E602 |
| MU | MICRON TECHNOLOGY INC | 11,694 | $481K | 0.0% | $41.13 * | $11.09 | +279.0% | COM | 595112103 |
| — | BB&T CORP | 9,667 | $481K | 0.0% | $49.76 | $35.58 | — | COM | 054937107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 6,765 | $477K | 0.0% | $70.51 * | $48.38 | +27.8% | COM | 45866F104 |
| STZ | CONSTELLATION BRANDS INC | 2,077 | $475K | 0.0% | $228.70 * | $136.99 | +38.8% | CL A | 21036P108 |
| MRSH | MARSH & MCLENNAN COS INC | 5,763 | $469K | 0.0% | $81.38 * | $54.66 | +33.3% | COM | 571748102 |
| EBAY | EBAY INC | 12,326 | $465K | 0.0% | $37.73 * | $21.47 | +53.8% | COM | 278642103 |
| TSLA | TESLA INC | 1,485 | $462K | 0.0% | $311.11 * | $15.02 | +44.8% | COM | 88160R101 |
| WM | WASTE MGMT INC DEL | 5,352 | $462K | 0.0% | $86.32 * | $50.66 | +39.6% | COM | 94106L109 |
| EXC | EXELON CORP | 11,531 | $454K | 0.0% | $39.37 * | $17.81 | +21.7% | COM | 30161N101 |
| NXPI | NXP SEMICONDUCTORS N V | 3,857 | $452K | 0.0% | $117.19 * | $83.14 | +23.5% | COM | N6596X109 |
| STT | STATE STR CORP | 4,570 | $446K | 0.0% | $97.59 * | $45.13 | +64.9% | COM | 857477103 |
| LYB | LYONDELLBASELL INDUSTRIES N | 4,025 | $444K | 0.0% | $110.31 * | $51.42 | +23.4% | SHS - A - | N53745100 |
| INTU | INTUIT | 2,799 | $442K | 0.0% | $157.91 * | $97.25 | +48.2% | COM | 461202103 |
| ALL | ALLSTATE CORP | 4,188 | $439K | 0.0% | $104.82 * | $54.10 | +51.1% | COM | 020002101 |
| AEP | AMERICAN ELEC PWR INC | 5,932 | $436K | 0.0% | $73.50 * | $46.62 | +20.2% | COM | 025537101 |
| KMI | KINDER MORGAN INC DEL | 23,806 | $430K | 0.0% | $18.06 * | $10.91 | +4.4% | COM | 49456B101 |
| TRV | TRAVELERS COMPANIES INC | 3,162 | $429K | 0.0% | $135.67 * | $91.51 | +20.8% | COM | 89417E109 |
| ECL | ECOLAB INC | 3,178 | $426K | 0.0% | $134.05 * | $104.92 | +16.1% | COM | 278865100 |
| AFL | AFLAC INC | 4,837 | $425K | 0.0% | $87.86 * | $27.28 | +29.4% | COM | 001055102 |
| GIS | GENERAL MLS INC | 7,132 | $423K | 0.0% | $59.31 * | $45.45 | -10.8% | COM | 370334104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 2,814 | $422K | 0.0% | $149.96 | $85.83 | +72.5% | COM | 92532F100 |
| APD | AIR PRODS & CHEMS INC | 2,569 | $422K | 0.0% | $164.27 * | $104.91 | +24.2% | COM | 009158106 |
| PLD | PROLOGIS INC | 6,469 | $417K | 0.0% | $64.46 * | $35.71 | +45.7% | COM | 74340W103 |
| HPQ | HP INC | 19,679 | $413K | 0.0% | $20.99 * | $16.24 | 0.0% | COM | 40434L105 |
| MPC | MARATHON PETE CORP | 6,253 | $413K | 0.0% | $66.05 * | $27.21 | +74.5% | COM | 56585A102 |
| — | TWENTY FIRST CENTY FOX INC | 11,920 | $412K | 0.0% | $34.56 | $27.04 | — | CL A | 90130A101 |
| — | TE CONNECTIVITY LTD | 4,329 | $411K | 0.0% | $94.94 | $57.09 | — | REG SHS | H84989104 |
| EQIX | EQUINIX INC | 907 | $411K | 0.0% | $453.14 * | $290.26 | +36.4% | COM PAR $0.001 | 29444U700 |
| ZTS | ZOETIS INC | 5,654 | $407K | 0.0% | $71.98 * | $43.86 | +46.9% | CL A | 98978V103 |
| SHW | SHERWIN WILLIAMS CO | 991 | $406K | 0.0% | $409.69 * | $89.15 | +37.2% | COM | 824348106 |
| — | CANADIAN PAC RY LTD | 1,759 | $404K | 0.0% | $229.68 | $146.67 | — | COM | 13645T100 |
| HUM | HUMANA INC | 1,623 | $403K | 0.0% | $248.31 * | $164.17 | +40.4% | COM | 444859102 |
| BSX | BOSTON SCIENTIFIC CORP | 16,115 | $399K | 0.0% | $24.76 * | $21.63 | +27.5% | COM | 101137107 |
| JCI | JOHNSON CTLS INTL PLC | 10,448 | $398K | 0.0% | $38.09 * | $33.21 | -2.3% | SHS | G51502105 |
| ADI | ANALOG DEVICES INC | 4,441 | $395K | 0.0% | $88.94 * | $49.73 | +53.0% | COM | 032654105 |
| BAX | BAXTER INTL INC | 6,047 | $391K | 0.0% | $64.66 * | $37.48 | +48.8% | COM | 071813109 |
| — | SUNTRUST BKS INC | 6,032 | $390K | 0.0% | $64.66 | $41.07 | — | COM | 867914103 |
| PSA | PUBLIC STORAGE | 1,863 | $389K | 0.0% | $208.80 * | $173.20 | -12.6% | COM | 74460D109 |
| FIS | FIDELITY NATL INFORMATION SV | 4,119 | $388K | 0.0% | $94.20 * | $60.61 | +33.9% | COM | 31620M106 |
| — | AON PLC | 2,865 | $384K | 0.0% | $134.03 | $109.17 | — | SHS CL A | G0408V102 |
| SYY | SYSCO CORP | 6,299 | $383K | 0.0% | $60.80 * | $37.68 | +21.6% | COM | 871829107 |
| PGR | PROGRESSIVE CORP OHIO | 6,581 | $371K | 0.0% | $56.37 * | $25.09 | +59.3% | COM | 743315103 |
| PPG | PPG INDS INC | 3,167 | $370K | 0.0% | $116.83 * | $91.56 | +8.1% | COM | 693506107 |
| MCK | MCKESSON CORP | 2,367 | $369K | 0.0% | $155.89 * | $162.65 | -14.6% | COM | 58155Q103 |
| TGT | TARGET CORP | 5,660 | $369K | 0.0% | $65.19 * | $48.06 | 0.0% | COM | 87612E106 |
| — | DISCOVER FINL SVCS | 4,745 | $365K | 0.0% | $76.92 | $53.67 | — | COM | 254709108 |
| — | ANADARKO PETE CORP | 6,714 | $360K | 0.0% | $53.62 | $67.10 | — | COM | 032511107 |
| SYF | SYNCHRONY FINL | 9,272 | $358K | 0.0% | $38.61 * | $23.23 | +20.6% | COM | 87165B103 |
| CRM | SALESFORCE COM INC | 3,500 | $358K | 0.0% | $102.29 | $77.97 | +29.1% | Call | 79466L302 |
| ILMN | ILLUMINA INC | 1,621 | $354K | 0.0% | $218.38 * | $142.06 | +44.9% | COM | 452327109 |
| EA | ELECTRONIC ARTS INC | 3,322 | $349K | 0.0% | $105.06 * | $68.44 | +57.9% | COM | 285512109 |
| FISV | FISERV INC | 2,653 | $348K | 0.0% | $131.17 * | $51.47 | +25.5% | COM | 337738108 |
| LVS | LAS VEGAS SANDS CORP | 4,992 | $347K | 0.0% | $69.51 * | $36.99 | +52.0% | COM | 517834107 |
| GLW | CORNING INC | 10,766 | $344K | 0.0% | $31.95 * | $15.51 | +62.6% | COM | 219350105 |
| EL | LAUDER ESTEE COS INC | 2,703 | $344K | 0.0% | $127.27 * | $82.50 | +31.6% | CL A | 518439104 |
| ROST | ROSS STORES INC | 4,266 | $342K | 0.0% | $80.17 * | $50.89 | +26.8% | COM | 778296103 |
| — | LAM RESEARCH CORP | 1,852 | $341K | 0.0% | $184.13 | $94.90 | — | COM | 512807108 |
| — | PIONEER NAT RES CO | 1,970 | $341K | 0.0% | $173.10 | $151.25 | — | COM | 723787107 |
| CMI | CUMMINS INC | 1,928 | $341K | 0.0% | $176.87 * | $87.68 | +57.6% | COM | 231021106 |
| PH | PARKER HANNIFIN CORP | 1,703 | $340K | 0.0% | $199.65 * | $96.45 | +70.4% | COM | 701094104 |
| YUM | YUM BRANDS INC | 4,149 | $339K | 0.0% | $81.71 * | $49.47 | +37.9% | COM | 988498101 |
| APH | AMPHENOL CORP NEW | 3,837 | $337K | 0.0% | $87.83 * | $13.13 | +55.0% | CL A | 032095101 |
| SWK | STANLEY BLACK & DECKER INC | 1,948 | $331K | 0.0% | $169.92 * | $86.52 | +51.2% | COM | 854502101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 6,416 | $330K | 0.0% | $51.43 * | $32.52 | +17.6% | COM | 744573106 |
| DXC | DXC TECHNOLOGY CO | 3,456 | $328K | 0.0% | $94.91 * | $63.60 | +20.8% | COM | 23355L106 |
| ED | CONSOLIDATED EDISON INC | 3,846 | $327K | 0.0% | $85.02 * | $53.16 | +20.5% | COM | 209115104 |
| REGN | REGENERON PHARMACEUTICALS | 868 | $326K | 0.0% | $375.58 * | $383.00 | +5.2% | COM | 75886F107 |
| SLF | SUN LIFE FINL INC | 6,240 | $324K | 0.0% | $51.92 * | $38.00 | +4.9% | COM | 866796105 |
| WY | WEYERHAEUSER CO | 9,128 | $322K | 0.0% | $35.28 * | $21.11 | +21.9% | COM | 962166104 |
| MCO | MOODYS CORP | 2,182 | $322K | 0.0% | $147.57 * | $88.07 | +54.8% | COM | 615369105 |
| SRE | SEMPRA ENERGY | 2,983 | $319K | 0.0% | $106.94 * | $44.55 | 0.0% | COM | 816851109 |
| ROP | ROPER TECHNOLOGIES INC | 1,228 | $318K | 0.0% | $258.96 * | $165.03 | +48.3% | COM | 776696106 |
| MNST | MONSTER BEVERAGE CORP NEW | 5,006 | $317K | 0.0% | $63.32 * | $23.36 | +28.2% | COM | 61174X109 |
| TROW | PRICE T ROWE GROUP INC | 2,972 | $312K | 0.0% | $104.98 * | $52.40 | +36.9% | COM | 74144T108 |
| PBA | PEMBINA PIPELINE CORP | 6,834 | $311K | 0.0% | $45.51 * | $20.75 | +7.4% | COM | 706327103 |
| WMB | WILLIAMS COS INC DEL | 10,194 | $311K | 0.0% | $30.51 * | $12.36 | +50.4% | COM | 969457100 |
| AMP | AMERIPRISE FINL INC | 1,826 | $309K | 0.0% | $169.22 * | $79.19 | +72.8% | COM | 03076C106 |
| HCA | HCA HEALTHCARE INC | 3,522 | $309K | 0.0% | $87.73 * | $73.38 | +1.8% | COM | 40412C101 |
| RCI | ROGERS COMMUNICATIONS INC | 4,815 | $308K | 0.0% | $63.97 * | $47.18 | +10.5% | CL B | 775109200 |
| — | PROSPECT CAPITAL CORPORATION | 300,000 | $308K | 0.0% | $1.03 | $1.03 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| PCAR | PACCAR INC | 4,270 | $304K | 0.0% | $71.19 * | $25.66 | +33.3% | COM | 693718108 |
| AVB | AVALONBAY CMNTYS INC | 1,701 | $303K | 0.0% | $178.13 * | $129.86 | +5.5% | COM | 053484101 |
| TSN | TYSON FOODS INC | 3,724 | $302K | 0.0% | $81.10 * | $61.44 | 0.0% | CL A | 902494103 |
| CCL | CARNIVAL CORP | 4,499 | $299K | 0.0% | $66.46 * | $60.75 | 0.0% | UNIT 99/99/9999 | 143658300 |
| VFC | V F CORP | 4,030 | $298K | 0.0% | $73.95 * | $59.14 | +11.7% | COM | 918204108 |
| XEL | XCEL ENERGY INC | 6,126 | $295K | 0.0% | $48.16 * | $30.70 | +25.6% | COM | 98389B100 |
| WELL | WELLTOWER INC | 4,610 | $294K | 0.0% | $63.77 * | $49.51 | +1.8% | COM | 95040Q104 |
| ADM | ARCHER DANIELS MIDLAND CO | 7,296 | $292K | 0.0% | $40.02 * | $30.23 | +7.0% | COM | 039483102 |
| — | ALEXION PHARMACEUTICALS INC | 2,444 | $292K | 0.0% | $119.48 | $116.68 | — | COM | 015351109 |
| IP | INTL PAPER CO | 5,019 | $291K | 0.0% | $57.98 * | $26.29 | +43.0% | COM | 460146103 |
| MGA | MAGNA INTL INC | 4,066 | $290K | 0.0% | $71.32 * | $33.44 | +28.1% | COM | 559222401 |
| EQR | EQUITY RESIDENTIAL | 4,526 | $289K | 0.0% | $63.85 * | $46.36 | +6.4% | SH BEN INT | 29476L107 |
| ROK | ROCKWELL AUTOMATION INC | 1,468 | $288K | 0.0% | $196.19 * | $95.44 | +71.8% | COM | 773903109 |
| — | CONCHO RES INC | 1,914 | $288K | 0.0% | $150.47 | $125.73 | — | COM | 20605P101 |
| — | ROCKWELL COLLINS INC | 2,123 | $288K | 0.0% | $135.66 | $135.66 | — | COM | 774341101 |
| MTB | M & T BK CORP | 1,685 | $288K | 0.0% | $170.92 * | $88.17 | +47.4% | COM | 55261F104 |
| KR | KROGER CO | 10,377 | $285K | 0.0% | $27.46 * | $29.55 | -33.7% | COM | 501044101 |
| DG | DOLLAR GEN CORP NEW | 3,069 | $285K | 0.0% | $92.86 * | $76.16 | +1.7% | COM | 256677105 |
| — | INGERSOLL-RAND PLC | 3,178 | $283K | 0.0% | $89.05 | $64.21 | — | SHS | G47791101 |
| A | AGILENT TECHNOLOGIES INC | 4,174 | $280K | 0.0% | $67.08 * | $40.01 | +58.7% | COM | 00846U101 |
| DLTR | DOLLAR TREE INC | 2,596 | $279K | 0.0% | $107.47 * | $76.30 | +28.1% | COM | 256746108 |
| FTV | FORTIVE CORP | 3,857 | $279K | 0.0% | $72.34 * | $30.87 | +43.5% | COM | 34959J108 |
| FITB | FIFTH THIRD BANCORP | 9,160 | $278K | 0.0% | $30.35 * | $12.75 | +68.6% | COM | 316773100 |
| ZBH | ZIMMER BIOMET HLDGS INC | 2,306 | $278K | 0.0% | $120.56 * | $104.60 | +1.1% | COM | 98956P102 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 18,988 | $273K | 0.0% | $14.38 * | $11.05 | 0.0% | COM | 42824C109 |
| VTR | VENTAS INC | 4,522 | $271K | 0.0% | $59.93 * | $43.45 | +2.5% | COM | 92276F100 |
| EW | EDWARDS LIFESCIENCES CORP | 2,405 | $271K | 0.0% | $112.68 * | $34.45 | +6.5% | COM | 28176E108 |
| PAYX | PAYCHEX INC | 3,979 | $271K | 0.0% | $68.11 * | $40.17 | +28.5% | COM | 704326107 |
| DLR | DIGITAL RLTY TR INC | 2,345 | $267K | 0.0% | $113.86 * | $73.88 | +19.9% | COM | 253868103 |
| OKE | ONEOK INC NEW | 4,961 | $265K | 0.0% | $53.42 * | $32.05 | +0.0% | COM | 682680103 |
| — | APTIV PLC | 3,108 | $264K | 0.0% | $84.94 | $84.94 | — | SHS | G6095L109 |
| ADSK | AUTODESK INC | 2,505 | $263K | 0.0% | $104.99 * | $83.68 | +39.3% | COM | 052769106 |
| NOW | SERVICENOW INC | 2,014 | $263K | 0.0% | $130.59 * | $22.42 | +10.9% | COM | 81762P102 |
| PPL | PPL CORP | 8,476 | $262K | 0.0% | $30.91 * | $24.77 | +0.5% | COM | 69351T106 |
| WDC | WESTERN DIGITAL CORP | 3,283 | $261K | 0.0% | $79.50 * | $33.13 | +76.6% | COM | 958102105 |
| ES | EVERSOURCE ENERGY | 4,125 | $261K | 0.0% | $63.27 * | $40.60 | +17.1% | COM | 30040W108 |
| DVN | DEVON ENERGY CORP NEW | 6,295 | $261K | 0.0% | $41.46 * | $32.82 | -18.2% | COM | 25179M103 |
| NEM | NEWMONT MINING CORP | 6,945 | $261K | 0.0% | $37.58 * | $26.01 | +12.0% | COM | 651639106 |
| KEY | KEYCORP NEW | 12,873 | $260K | 0.0% | $20.20 * | $8.01 | +63.1% | COM | 493267108 |
| WCN | WASTE CONNECTIONS INC | 2,904 | $259K | 0.0% | $89.19 * | $59.83 | +10.4% | COM | 94106B101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 2,169 | $259K | 0.0% | $119.41 * | $85.28 | +34.1% | COM | V7780T103 |
| CLX | CLOROX CO DEL | 1,734 | $258K | 0.0% | $148.79 * | $98.68 | +9.0% | COM | 189054109 |
| WEC | WEC ENERGY GROUP INC | 3,866 | $257K | 0.0% | $66.48 * | $44.11 | +17.2% | COM | 92939U106 |
| EIX | EDISON INTL | 4,054 | $256K | 0.0% | $63.15 * | $48.54 | +10.7% | COM | 281020107 |
| NTRS | NORTHERN TR CORP | 2,554 | $255K | 0.0% | $99.84 * | $53.49 | +40.7% | COM | 665859104 |
| NUE | NUCOR CORP | 3,966 | $252K | 0.0% | $63.54 * | $39.15 | +25.1% | COM | 670346105 |
| BXP | BOSTON PROPERTIES INC | 1,928 | $251K | 0.0% | $130.19 * | $86.36 | +1.0% | COM | 101121101 |
| PCG | PG&E CORP | 5,600 | $251K | 0.0% | $44.82 * | $55.37 | 0.0% | COM | 69331C108 |
| — | CERNER CORP | 3,704 | $250K | 0.0% | $67.49 | $58.57 | — | COM | 156782104 |
| CFG | CITIZENS FINL GROUP INC | 5,942 | $249K | 0.0% | $41.91 * | $16.10 | +74.0% | COM | 174610105 |
| AXP | AMERICAN EXPRESS CO | 2,500 | $248K | 0.0% | $99.20 * | $55.25 | +54.3% | Call | 025816109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 2,805 | $247K | 0.0% | $88.06 * | $29.93 | +30.0% | COM | 595017104 |
| RF | REGIONS FINL CORP NEW | 14,153 | $245K | 0.0% | $17.31 * | $6.39 | +82.6% | COM | 7591EP100 |
| — | DR PEPPER SNAPPLE GROUP INC | 2,526 | $245K | 0.0% | $96.99 | $96.99 | — | COM | 26138E109 |
| DTE | DTE ENERGY CO | 2,216 | $243K | 0.0% | $109.66 * | $56.09 | +28.9% | COM | 233331107 |
| — | RED HAT INC | 2,003 | $241K | 0.0% | $120.32 | $86.54 | — | COM | 756577102 |
| — | KELLOGG CO | 3,514 | $239K | 0.0% | $68.01 * | $50.93 | -12.2% | COM | 487836108 |
| — | ANDEAVOR | 2,082 | $238K | 0.0% | $114.31 | $114.31 | — | COM | 03349M105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 4,214 | $237K | 0.0% | $56.24 * | $36.26 | +28.5% | COM | 416515104 |
| FNV | FRANCO NEVADA CORP | 2,360 | $237K | 0.0% | $100.42 * | $74.02 | 0.0% | COM | 351858105 |
| PFG | PRINCIPAL FINL GROUP INC | 3,290 | $232K | 0.0% | $70.52 * | $32.91 | +52.9% | COM | 74251V102 |
| — | HARRIS CORP DEL | 1,634 | $231K | 0.0% | $141.37 | $141.37 | — | COM | 413875105 |
| — | POTASH CORP SASK INC | 8,853 | $228K | 0.0% | $25.75 | $21.16 | — | COM | 73755L107 |
| — | LIBERTY GLOBAL PLC | 6,727 | $228K | 0.0% | $33.89 | $28.70 | — | SHS CL C | G5480U120 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 944 | $227K | 0.0% | $240.47 * | $17.68 | -15.8% | COM | 67103H107 |
| — | CBS CORP NEW | 3,846 | $227K | 0.0% | $59.02 | $59.02 | — | CL B | 124857202 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 1,383 | $226K | 0.0% | $163.41 * | $120.02 | +22.3% | CL A | 78410G104 |
| RSG | REPUBLIC SVCS INC | 3,327 | $225K | 0.0% | $67.63 * | $40.82 | +38.9% | COM | 760759100 |
| TMUS | T MOBILE US INC | 3,478 | $221K | 0.0% | $63.54 * | $50.55 | +16.6% | COM | 872590104 |
| TECK | TECK RESOURCES LTD | 6,718 | $221K | 0.0% | $32.90 * | $21.77 | +4.7% | CL B | 878742204 |
| AZO | AUTOZONE INC | 310 | $221K | 0.0% | $712.90 * | $770.40 | -17.0% | COM | 053332102 |
| — | AGRIUM INC | 1,523 | $220K | 0.0% | $144.45 | $133.95 | — | COM | 008916108 |
| TAP | MOLSON COORS BREWING CO | 2,657 | $218K | 0.0% | $82.05 * | $65.25 | 0.0% | CL B | 60871R209 |
| MHK | MOHAWK INDS INC | 788 | $217K | 0.0% | $275.38 * | $235.97 | +13.7% | COM | 608190104 |
| DHI | D R HORTON INC | 4,233 | $216K | 0.0% | $51.03 * | $33.25 | +28.1% | COM | 23331A109 |
| DOV | DOVER CORP | 2,122 | $214K | 0.0% | $100.85 * | $60.83 | +12.0% | COM | 260003108 |
| FTS | FORTIS INC | 4,625 | $213K | 0.0% | $46.05 * | $24.12 | +12.2% | COM | 349553107 |
| CAH | CARDINAL HEALTH INC | 3,467 | $212K | 0.0% | $61.15 * | $60.27 | -19.6% | COM | 14149Y108 |
| — | DELL TECHNOLOGIES INC | 2,586 | $210K | 0.0% | $81.21 | $77.12 | — | COM CL V | 24703L103 |
| — | MYLAN N V | 4,938 | $209K | 0.0% | $42.32 | $42.32 | — | SHS EURO | N59465109 |
| AWK | AMERICAN WTR WKS CO INC NEW | 2,280 | $209K | 0.0% | $91.67 * | $69.04 | +9.7% | COM | 030420103 |
| — | XILINX INC | 3,084 | $208K | 0.0% | $67.44 | $54.44 | — | COM | 983919101 |
| HLT | HILTON WORLDWIDE HLDGS INC | 2,601 | $208K | 0.0% | $79.97 * | $72.05 | 0.0% | COM | 43300A203 |
| CAG | CONAGRA BRANDS INC | 5,497 | $207K | 0.0% | $37.66 * | $26.10 | 0.0% | COM | 205887102 |
| BF/B | BROWN FORMAN CORP | 3,015 | $207K | 0.0% | $68.66 * | $40.98 | 0.0% | CL B | 115637209 |
| — | LABORATORY CORP AMER HLDGS | 1,297 | $207K | 0.0% | $159.60 | $130.52 | — | COM NEW | 50540R409 |
| — | FLEETCOR TECHNOLOGIES INC | 1,074 | $207K | 0.0% | $192.74 | $192.74 | — | COM | 339041105 |
| MSI | MOTOROLA SOLUTIONS INC | 2,284 | $206K | 0.0% | $90.19 * | $81.14 | 0.0% | COM NEW | 620076307 |
| AME | AMETEK INC NEW | 2,838 | $206K | 0.0% | $72.59 * | $55.63 | +18.6% | COM | 031100100 |
| FAST | FASTENAL CO | 3,727 | $204K | 0.0% | $54.74 * | $10.04 | 0.0% | COM | 311900104 |
| ETR | ENTERGY CORP NEW | 2,500 | $203K | 0.0% | $81.20 * | $30.90 | 0.0% | COM | 29364G103 |
| TDG | TRANSDIGM GROUP INC | 739 | $203K | 0.0% | $274.70 * | $173.41 | +16.3% | COM | 893641100 |
| — | ENCANA CORP | 12,125 | $203K | 0.0% | $16.74 | $11.72 | — | COM | 292505104 |
| — | APACHE CORP | 4,816 | $203K | 0.0% | $42.15 | $55.33 | — | COM | 037411105 |
| BBY | BEST BUY INC | 2,966 | $203K | 0.0% | $68.44 * | $39.19 | +12.1% | COM | 086516101 |
| VMC | VULCAN MATLS CO | 1,580 | $203K | 0.0% | $128.48 * | $104.21 | +9.1% | COM | 929160109 |
| O | REALTY INCOME CORP | 3,540 | $202K | 0.0% | $57.06 * | $37.17 | -1.3% | COM | 756109104 |
| — | IHS MARKIT LTD | 4,455 | $201K | 0.0% | $45.12 | $43.99 | — | SHS | G47567105 |
| — | WESTROCK CO | 3,181 | $201K | 0.0% | $63.19 | $63.19 | — | COM | 96145D105 |
| — | MARATHON OIL CORP | 11,270 | $191K | 0.0% | $16.95 | $17.60 | — | COM | 565849106 |
| — | ANNALY CAP MGMT INC | 15,937 | $189K | 0.0% | $11.86 | $11.07 | — | COM | 035710409 |
| HBAN | HUNTINGTON BANCSHARES INC | 12,946 | $188K | 0.0% | $14.52 * | $6.54 | +49.5% | COM | 446150104 |
| — | GOLDCORP INC NEW | 11,193 | $179K | 0.0% | $15.99 | $15.99 | — | COM | 380956409 |
| — | CENTURYLINK INC | 10,494 | $175K | 0.0% | $16.68 | $16.68 | — | COM | 156700106 |
| CVE | CENOVUS ENERGY INC | 11,947 | $137K | 0.0% | $11.47 * | $11.42 | -26.8% | COM | 15135U109 |
| — | SIRIUS XM HLDGS INC | 22,305 | $120K | 0.0% | $5.38 | $3.94 | — | COM | 82968B103 |
| — | VEREIT INC | 13,470 | $105K | 0.0% | $7.80 | $10.14 | — | COM | 92339V100 |
| KGC | KINROSS GOLD CORP | 14,649 | $79,000 | 0.0% | $5.39 * | $3.59 | +16.1% | COM NO PAR | 496902404 |
| — | TURQUOISE HILL RES LTD | 14,889 | $64,000 | 0.0% | $4.30 | $3.06 | — | COM | 900435108 |
| — | YAMANA GOLD INC | 15,000 | $59,000 | 0.0% | $3.93 | $2.73 | — | COM | 98462Y100 |
| — | WEATHERFORD INTL PLC | 13,169 | $55,000 | 0.0% | $4.18 | $5.54 | — | ORD SHS | G48833100 |
| — | CEMEX SAB DE CV | 50,000 | $52,000 | 0.0% | $1.04 | $1.04 | — | NOTE 3.720% 3/1 | 151290BT9 |
| BTG | B2GOLD CORP | 11,537 | $45,000 | 0.0% | $3.90 * | $2.40 | -10.3% | COM | 11777Q209 |
| — | GRAN TIERRA ENERGY INC | 12,326 | $42,000 | 0.0% | $3.41 | $2.67 | — | COM | 38500T101 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $42,000 | 0.0% | $4.00 | $4.28 | — | COM | 165167107 |
| — | ELDORADO GOLD CORP NEW | 11,700 | $21,000 | 0.0% | $1.79 | $3.42 | — | COM | 284902103 |
| — | OBSIDIAN ENERGY LTD | 12,664 | $20,000 | 0.0% | $1.58 | $1.31 | — | COM | 674482104 |
| — | GLOBALSTAR INC | 11,244 | $15,000 | 0.0% | $1.33 | $1.33 | — | COM | 378973408 |