CIK: 0001056973 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $3,622,050 (99.8% shares, 0.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LEGG MASON INC | 2,908,829 | $144,714 | 4.0% | $49.15 | — | COM | 524901105 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 692,367 | $136,362 | 3.8% | $175.49 | +1.1% | SHS | G96629103 |
| — | WRIGHT MED GROUP N V | 4,532,000 | $134,691 | 3.7% | $30.11 | — | ORD SHS | N96617118 |
| — | TIFFANY & CO NEW | 1,096,000 | $133,646 | 3.7% | $133.65 | — | COM | 886547108 |
| — | GRUBHUB INC | 1,669,500 | $117,366 | 3.2% | $70.30 | — | COM | 400110102 |
| SWKH | SWK HLDGS CORP | 9,193,766 | $108,977 | 3.0% | $10.16 | -2.7% | COM NEW | 78501P203 |
| GS | GOLDMAN SACHS GROUP INC | 535,775 | $105,880 | 2.9% | $171.25 | -4.1% | COM | 38141G104 |
| BK | BANK NEW YORK MELLON CORP | 2,630,600 | $101,673 | 2.8% | $36.15 | -14.1% | COM | 064058100 |
| — | E TRADE FINANCIAL CORP | 1,780,465 | $88,543 | 2.4% | $36.49 | — | COM NEW | 269246401 |
| JPM | JPMORGAN CHASE & CO | 920,150 | $86,549 | 2.4% | $81.74 | 0.0% | COM | 46625H100 |
| FHN | FIRST HORIZON NATL CORP | 8,545,766 | $85,116 | 2.3% | $9.32 | -21.1% | COM | 320517105 |
| — | CAESARS ENTMT CORP | 5,500,000 | $66,715 | 1.8% | $12.13 | — | COM | 127686103 |
| AMAT | APPLIED MATLS INC | 929,686 | $56,200 | 1.6% | $42.10 | +21.7% | COM | 038222105 |
| — | XILINX INC | 552,816 | $54,392 | 1.5% | $96.02 | — | COM | 983919101 |
| PANW | PALO ALTO NETWORKS INC | 226,022 | $51,910 | 1.4% | $34.78 | +1.3% | COM | 697435105 |
| FISV | FISERV INC | 499,296 | $48,741 | 1.3% | $101.35 | -0.6% | COM | 337738108 |
| LOW | LOWES COS INC | 342,293 | $46,251 | 1.3% | $98.50 | +4.9% | COM | 548661107 |
| — | CABOT MICROELECTRONICS CORP | 327,463 | $45,694 | 1.3% | $112.50 | — | COM | 12709P103 |
| — | CANADIAN PAC RY LTD | 176,665 | $45,110 | 1.2% | $245.58 | — | COM | 13645T100 |
| NXPI | NXP SEMICONDUCTORS N V | 383,397 | $43,723 | 1.2% | $94.67 | -4.0% | COM | N6596X109 |
| NSC | NORFOLK SOUTHERN CORP | 225,800 | $39,644 | 1.1% | $150.98 | 0.0% | COM | 655844108 |
| — | HEALTHCARE TR AMER INC | 1,477,500 | $39,183 | 1.1% | $26.52 | — | CL A NEW | 42225P501 |
| FITB | FIFTH THIRD BANCORP | 1,800,370 | $34,711 | 1.0% | $14.84 | 0.0% | COM | 316773100 |
| WSM | WILLIAMS SONOMA INC | 407,750 | $33,440 | 0.9% | $30.54 | 0.0% | COM | 969904101 |
| — | PACWEST BANCORP DEL | 1,693,066 | $33,370 | 0.9% | $19.71 | — | COM | 695263103 |
| V | VISA INC | 169,283 | $32,700 | 0.9% | $116.79 | +50.3% | COM CL A | 92826C839 |
| TFC | TRUIST FINL CORP | 827,597 | $31,076 | 0.9% | $37.85 | -26.7% | COM | 89832Q109 |
| WCC | WESCO INTL INC | 870,690 | $30,570 | 0.8% | $36.05 | -19.4% | COM | 95082P105 |
| XLU | SELECT SECTOR SPDR TR | 522,700 | $29,496 | 0.8% | $56.43 | — | SBI INT-UTILS | 81369Y886 |
| WDC | WESTERN DIGITAL CORP. | 638,557 | $28,192 | 0.8% | $47.74 | -32.4% | COM | 958102105 |
| DRI | DARDEN RESTAURANTS INC | 370,575 | $28,078 | 0.8% | $82.77 | -27.0% | COM | 237194105 |
| BKNG | BOOKING HOLDINGS INC | 17,435 | $27,762 | 0.8% | $1807.89 | -17.2% | COM | 09857L108 |
| WDAY | WORKDAY INC | 147,882 | $27,707 | 0.8% | $165.31 | -2.2% | CL A | 98138H101 |
| ADBE | ADOBE INC | 63,036 | $27,440 | 0.8% | $311.23 | +19.1% | COM | 00724F101 |
| MAS | MASCO CORP | 544,589 | $27,344 | 0.8% | $39.39 | 0.0% | COM | 574599106 |
| RHI | ROBERT HALF INTL INC | 517,255 | $27,327 | 0.8% | $49.15 | -3.4% | COM | 770323103 |
| — | BUNGE LIMITED | 661,639 | $27,213 | 0.8% | $52.25 | — | COM | G16962105 |
| CBOE | CBOE GLOBAL MARKETS INC | 286,359 | $26,712 | 0.7% | $101.76 | -10.3% | COM | 12503M108 |
| DLTR | DOLLAR TREE INC | 286,689 | $26,570 | 0.7% | $83.41 | 0.0% | COM | 256746108 |
| USB | US BANCORP DEL | 708,539 | $26,088 | 0.7% | $37.23 | -25.2% | COM NEW | 902973304 |
| — | QURATE RETAIL INC | 2,730,900 | $25,944 | 0.7% | $9.50 | — | COM SER A | 74915M100 |
| — | VERINT SYS INC | 570,243 | $25,764 | 0.7% | $45.18 | — | COM | 92343X100 |
| META | FACEBOOK INC | 113,367 | $25,742 | 0.7% | $160.28 | +29.4% | CL A | 30303M102 |
| — | CHAMPIONX CORPORATION | 2,636,187 | $25,729 | 0.7% | $9.76 | — | COM | 15872M104 |
| HRB | BLOCK H & R INC | 1,781,339 | $25,438 | 0.7% | $14.11 | -9.6% | COM | 093671105 |
| — | ANGI HOMESERVICES INC | 2,068,600 | $25,133 | 0.7% | $12.15 | — | COM CL A | 00183L102 |
| LYB | LYONDELLBASELL INDUSTRIES N | 371,949 | $24,444 | 0.7% | $49.10 | -16.9% | SHS - A - | N53745100 |
| BBY | BEST BUY INC | 272,350 | $23,768 | 0.7% | $61.68 | -2.2% | COM | 086516101 |
| UNF | UNIFIRST CORP MASS | 128,820 | $23,052 | 0.6% | $154.93 | +4.2% | COM | 904708104 |
| SNPS | SYNOPSYS INC | 118,210 | $23,051 | 0.6% | $100.51 | +64.2% | COM | 871607107 |
| ERIC | ERICSSON | 2,472,900 | $22,998 | 0.6% | $9.30 | — | ADR B SEK 10 | 294821608 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 594,242 | $21,856 | 0.6% | $36.73 | -11.1% | COM | 01973R101 |
| — | DOMTAR CORP | 1,026,960 | $21,679 | 0.6% | $21.38 | — | COM NEW | 257559203 |
| HLT | HILTON WORLDWIDE HLDGS INC | 293,013 | $21,522 | 0.6% | $75.20 | -2.5% | COM | 43300A203 |
| BURL | BURLINGTON STORES INC | 108,464 | $21,360 | 0.6% | $191.49 | -1.6% | COM | 122017106 |
| — | KANSAS CITY SOUTHERN | 135,625 | $20,247 | 0.6% | $135.29 | — | COM NEW | 485170302 |
| TDC | TERADATA CORP DEL | 960,114 | $19,970 | 0.6% | $24.93 | -12.8% | COM | 88076W103 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 350,801 | $19,933 | 0.6% | $59.53 | -17.2% | CL A | 192446102 |
| UE | URBAN EDGE PPTYS | 1,577,106 | $18,720 | 0.5% | $9.02 | — | COM | 91704F104 |
| SLAB | SILICON LABORATORIES INC | 184,982 | $18,548 | 0.5% | $86.55 | +8.0% | COM | 826919102 |
| NHI | NATIONAL HEALTH INVS INC | 304,075 | $18,463 | 0.5% | $67.08 | — | COM | 63633D104 |
| SLB | SCHLUMBERGER LTD | 979,353 | $18,010 | 0.5% | $15.47 | 0.0% | COM | 806857108 |
| VMC | VULCAN MATLS CO | 154,646 | $17,916 | 0.5% | $111.09 | -5.9% | COM | 929160109 |
| WAL | WESTERN ALLIANCE BANCORP | 445,466 | $16,870 | 0.5% | $30.98 | 0.0% | COM | 957638109 |
| — | RETAIL OPPORTUNITY INVTS COR | 1,466,206 | $16,612 | 0.5% | $11.33 | — | COM | 76131N101 |
| BRX | BRIXMOR PPTY GROUP INC | 1,279,435 | $16,402 | 0.5% | $14.94 | — | COM | 11120U105 |
| — | GLATFELTER | 989,000 | $15,873 | 0.4% | $13.88 | — | COM | 377316104 |
| RH | RH | 61,960 | $15,422 | 0.4% | $181.18 | 0.0% | COM | 74967X103 |
| DD | DUPONT DE NEMOURS INC | 282,680 | $15,019 | 0.4% | $25.27 | -31.0% | COM | 26614N102 |
| CMCSA | COMCAST CORP NEW | 381,900 | $14,886 | 0.4% | $32.76 | 0.0% | CL A | 20030N101 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 229,786 | $14,690 | 0.4% | $42.74 | 0.0% | COM | 34964C106 |
| ADC | AGREE REALTY CORP | 222,500 | $14,620 | 0.4% | $65.71 | — | COM | 008492100 |
| CME | CME GROUP INC | 87,551 | $14,231 | 0.4% | $157.37 | -8.3% | COM | 12572Q105 |
| — | SUPER MICRO COMPUTER INC | 491,869 | $13,964 | 0.4% | $21.28 | — | COM | 86800U104 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 396,217 | $13,709 | 0.4% | $34.63 | — | COM | 78377T107 |
| — | LIBERTY MEDIA CORP DEL | 391,330 | $13,509 | 0.4% | $42.78 | — | COM A SIRIUSXM | 531229409 |
| — | CONTINENTAL RES INC | 768,799 | $13,477 | 0.4% | $17.53 | — | COM | 212015101 |
| PHM | PULTE GROUP INC | 392,321 | $13,351 | 0.4% | $28.36 | 0.0% | COM | 745867101 |
| — | WESTROCK CO | 466,298 | $13,178 | 0.4% | $28.26 | — | COM | 96145D105 |
| INTC | INTEL CORP | 220,090 | $13,168 | 0.4% | $42.22 | +26.0% | COM | 458140100 |
| KBR | KBR INC | 575,484 | $12,977 | 0.4% | $18.97 | +7.5% | COM | 48242W106 |
| SUI | SUN CMNTYS INC | 93,782 | $12,724 | 0.4% | $135.68 | — | COM | 866674104 |
| DPZ | DOMINOS PIZZA INC | 34,130 | $12,609 | 0.3% | $343.88 | 0.0% | COM | 25754A201 |
| UPS | UNITED PARCEL SERVICE INC | 112,685 | $12,528 | 0.3% | $81.25 | -1.8% | CL B | 911312106 |
| REXR | REXFORD INDL RLTY INC | 297,889 | $12,342 | 0.3% | $41.43 | — | COM | 76169C100 |
| VOYA | VOYA FINANCIAL INC | 260,000 | $12,129 | 0.3% | $40.32 | 0.0% | COM | 929089100 |
| MNST | MONSTER BEVERAGE CORP NEW | 172,800 | $11,978 | 0.3% | $32.65 | 0.0% | COM | 61174X109 |
| AMZN | AMAZON COM INC | 4,276 | $11,797 | 0.3% | $94.86 | +27.3% | COM | 023135106 |
| EAT | BRINKER INTL INC | 489,701 | $11,753 | 0.3% | $21.46 | 0.0% | COM | 109641100 |
| DKS | DICKS SPORTING GOODS INC | 277,800 | $11,462 | 0.3% | $26.83 | 0.0% | COM | 253393102 |
| WMT | WALMART INC | 95,650 | $11,457 | 0.3% | $30.31 | +25.6% | COM | 931142103 |
| TPH | TRI POINTE GROUP INC | 777,911 | $11,428 | 0.3% | $12.30 | -0.3% | COM | 87265H109 |
| ORLY | OREILLY AUTOMOTIVE INC | 26,610 | $11,221 | 0.3% | $26.22 | -0.3% | COM | 67103H107 |
| — | APOLLO GLOBAL MGMT INC | 220,849 | $11,025 | 0.3% | $43.23 | — | COM CL A | 03768E105 |
| WH | WYNDHAM HOTELS & RESORTS INC | 256,047 | $10,913 | 0.3% | $41.57 | -1.9% | COM | 98311A105 |
| CVX | CHEVRON CORP NEW | 118,400 | $10,565 | 0.3% | $76.00 | -8.1% | COM | 166764100 |
| WFC | WELLS FARGO CO NEW | 400,600 | $10,255 | 0.3% | $36.64 | -34.6% | COM | 949746101 |
| — | PARSLEY ENERGY INC | 955,600 | $10,206 | 0.3% | $15.51 | — | CL A | 701877102 |
| SONY | SONY CORP | 144,472 | $9,987 | 0.3% | $55.23 | — | SPONSORED ADR | 835699307 |
| — | UNILEVER N V | 181,500 | $9,669 | 0.3% | $53.27 | — | N Y SHS NEW | 904784709 |
| NVT | NVENT ELECTRIC PLC | 515,000 | $9,646 | 0.3% | $17.93 | -8.6% | SHS | G6700G107 |
| FANG | DIAMONDBACK ENERGY INC | 230,000 | $9,619 | 0.3% | $55.59 | -41.9% | COM | 25278X109 |
| XPO | XPO LOGISTICS INC | 123,874 | $9,569 | 0.3% | $24.10 | -0.7% | COM | 983793100 |
| EL | LAUDER ESTEE COS INC | 50,175 | $9,467 | 0.3% | $176.40 | -6.1% | CL A | 518439104 |
| COP | CONOCOPHILLIPS | 224,000 | $9,412 | 0.3% | $40.08 | -17.9% | COM | 20825C104 |
| NVR | NVR INC | 2,887 | $9,408 | 0.3% | $3065.87 | 0.0% | COM | 62944T105 |
| — | TAUBMAN CTRS INC | 248,000 | $9,364 | 0.3% | $41.88 | — | COM | 876664103 |
| — | NOBLE ENERGY INC | 1,038,490 | $9,305 | 0.3% | $13.23 | — | COM | 655044105 |
| UDR | UDR INC | 246,250 | $9,205 | 0.3% | $36.28 | -16.7% | COM | 902653104 |
| FND | FLOOR & DECOR HLDGS INC | 159,000 | $9,166 | 0.3% | $45.61 | 0.0% | CL A | 339750101 |
| BC | BRUNSWICK CORP | 143,100 | $9,160 | 0.3% | $44.68 | 0.0% | COM | 117043109 |
| AZO | AUTOZONE INC | 7,865 | $8,873 | 0.2% | $1053.52 | 0.0% | COM | 053332102 |
| CASY | CASEYS GEN STORES INC | 58,700 | $8,777 | 0.2% | $145.31 | 0.0% | COM | 147528103 |
| ULTA | ULTA BEAUTY INC | 40,513 | $8,241 | 0.2% | $249.33 | -13.8% | COM | 90384S303 |
| — | DISCOVERY INC | 425,000 | $8,186 | 0.2% | $19.26 | — | COM SER C | 25470F302 |
| — | LIBERTY MEDIA CORP DEL | 231,181 | $7,964 | 0.2% | $45.21 | — | COM C SIRIUSXM | 531229607 |
| CHTR | CHARTER COMMUNICATIONS INC N | 15,024 | $7,663 | 0.2% | $489.07 | +3.7% | CL A | 16119P108 |
| KMI | KINDER MORGAN INC DEL | 481,600 | $7,306 | 0.2% | $10.85 | 0.0% | COM | 49456B101 |
| TMUS | T-MOBILE US INC | 69,963 | $7,287 | 0.2% | $87.03 | +6.4% | COM | 872590104 |
| PSX | PHILLIPS 66 | 99,500 | $7,154 | 0.2% | $59.79 | -6.0% | COM | 718546104 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 63,550 | $6,827 | 0.2% | $110.47 | -4.1% | ORD | M22465104 |
| — | TD AMERITRADE HLDG CORP | 187,500 | $6,821 | 0.2% | $36.38 | — | COM | 87236Y108 |
| — | CTO REALTY GROWTH INC | 172,617 | $6,818 | 0.2% | $39.50 | — | COM | 22948P103 |
| OTIS | OTIS WORLDWIDE CORP | 117,571 | $6,685 | 0.2% | $47.48 | 0.0% | COM | 68902V107 |
| REZI | RESIDEO TECHNOLOGIES INC | 569,322 | $6,672 | 0.2% | $19.14 | -63.6% | COM | 76118Y104 |
| — | DISH NETWORK CORPORATION | 188,900 | $6,519 | 0.2% | $29.93 | — | CL A | 25470M109 |
| FOR | FORESTAR GROUP INC | 424,253 | $6,398 | 0.2% | $13.77 | 0.0% | COM | 346232101 |
| — | HEALTHCARE RLTY TR | 217,900 | $6,382 | 0.2% | $29.29 | — | COM | 421946104 |
| PYPL | PAYPAL HLDGS INC | 34,700 | $6,046 | 0.2% | $137.88 | 0.0% | COM | 70450Y103 |
| CHH | CHOICE HOTELS INTL INC | 70,286 | $5,546 | 0.2% | $73.07 | 0.0% | COM | 169905106 |
| — | NAVISTAR INTL CORP NEW | 191,800 | $5,409 | 0.1% | $16.49 | — | COM | 63934E108 |
| CNQ | CANADIAN NAT RES LTD | 289,700 | $5,049 | 0.1% | $6.17 | 0.0% | COM | 136385101 |
| — | SHIP FIN INTL LTD | 5,260,000 | $4,840 | 0.1% | $1.00 | — | NOTE 4.875% 5/0 | 824689AG8 |
| ROST | ROSS STORES INC | 50,650 | $4,317 | 0.1% | $100.74 | -15.0% | COM | 778296103 |
| WEX | WEX INC | 23,446 | $3,869 | 0.1% | $207.14 | -33.7% | COM | 96208T104 |
| — | SUNNOVA ENERGY INTL INC | 224,912 | $3,839 | 0.1% | $12.62 | — | COM | 86745K104 |
| SATS | ECHOSTAR CORP | 135,000 | $3,775 | 0.1% | $37.42 | -18.8% | CL A | 278768106 |
| BSX | BOSTON SCIENTIFIC CORP | 100,002 | $3,511 | 0.1% | $36.01 | 0.0% | COM | 101137107 |
| WMB | WILLIAMS COS INC | 184,100 | $3,502 | 0.1% | $13.99 | -1.4% | COM | 969457100 |
| CNNE | CANNAE HLDGS INC | 85,000 | $3,494 | 0.1% | $32.56 | 0.0% | COM | 13765N107 |
| — | RENEWABLE ENERGY GROUP INC | 135,000 | $3,345 | 0.1% | $19.90 | — | COM NEW | 75972A301 |
| — | BRISTOL-MYERS SQUIBB CO | 925,000 | $3,312 | 0.1% | $3.45 | — | RIGHT 99/99/9999 | 110122157 |
| KKR | KKR & CO INC | 106,235 | $3,281 | 0.1% | $24.37 | +4.5% | COM | 48251W104 |
| — | M D C HLDGS INC | 88,498 | $3,159 | 0.1% | $35.70 | — | COM | 552676108 |
| — | TRANSOCEAN INC | 7,640,000 | $3,150 | 0.1% | $0.83 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | APACHE CORP | 230,000 | $3,105 | 0.1% | $13.50 | — | COM | 037411105 |
| MSFT | MICROSOFT CORP | 14,736 | $2,999 | 0.1% | $173.06 | 0.0% | COM | 594918104 |
| PLNT | PLANET FITNESS INC | 48,327 | $2,927 | 0.1% | $60.04 | 0.0% | CL A | 72703H101 |
| — | WPX ENERGY INC | 414,000 | $2,641 | 0.1% | $6.38 | — | COM | 98212B103 |
| — | SAILPOINT TECHNLGIES HLDGS I | 97,918 | $2,592 | 0.1% | $26.47 | — | COM | 78781P105 |
| GLD | SPDR GOLD TR | 6,000 | $2,220 | 0.1% | — | — | Call | 78463V107 |
| HWM | HOWMET AEROSPACE INC | 140,000 | $2,219 | 0.1% | $20.51 | -36.8% | COM | 443201108 |
| GAP | GAP INC | 151,860 | $1,916 | 0.1% | $7.43 | 0.0% | COM | 364760108 |
| — | MIMECAST LTD | 45,616 | $1,900 | 0.1% | $35.67 | — | ORD SHS | G14838109 |
| PTEN | PATTERSON UTI ENERGY INC | 540,000 | $1,874 | 0.1% | $3.45 | 0.0% | COM | 703481101 |
| CLF | CLEVELAND CLIFFS INC | 240,000 | $1,325 | 0.0% | $6.19 | -21.5% | COM | 185899101 |
| TRGP | TARGA RES CORP | 64,175 | $1,288 | 0.0% | $33.27 | -59.6% | COM | 87612G101 |
| TSLA | TESLA INC | 1,500 | $1,218 | 0.0% | — | — | Put | 88160R101 |
| DHI | D R HORTON INC | 21,375 | $1,185 | 0.0% | $45.81 | 0.0% | COM | 23331A109 |
| MPC | MARATHON PETE CORP | 20,000 | $748 | 0.0% | $42.99 | -36.8% | COM | 56585A102 |
| GWW | GRAINGER W W INC | 1,194 | $375 | 0.0% | $270.64 | 0.0% | COM | 384802104 |
| — | T-MOBILE US INC | 66,463 | $11 | 0.0% | $0.17 | — | RIGHT 07/27/2020 | 872590112 |