Location: Toronto, Ontario, Canada
CIK: 0001053321 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value: $10.04B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BROOKFIELD ASSET MGMT INC | 9,314,639 | $495M | 4.9% | $37.61 | — | CL A LTD VT SH | 112585104 |
| BBU | BROOKFIELD BUSINESS PARTNERS | 11,747,000 | $462M | 4.6% | $33.62 | — | UNIT LTD LP | G16234109 |
| JPM | JPMORGAN CHASE & CO | 3,527,046 | $415M | 4.1% | $81.00 | +17.4% | COM | 46625H100 |
| EMLC | VANECK VECTORS ETF TR | 11,875,600 | $392M | 3.9% | $33.89 | — | JP MORGAN MKTS | 92189H300 |
| TRP | TC ENERGY CORP | 7,506,205 | $389M | 3.9% | $34.25 | +5.2% | COM | 87807B107 |
| WFC | WELLS FARGO CO NEW | 6,334,340 | $320M | 3.2% | $38.85 | +2.4% | COM | 949746101 |
| BNS | BANK N S HALIFAX | 5,521,093 | $314M | 3.1% | $35.58 | +7.0% | COM | 064149107 |
| RY | ROYAL BK CDA MONTREAL QUE | 3,226,268 | $262M | 2.6% | $69.76 | +11.9% | COM | 780087102 |
| — | BROOKFIELD PROPERTY PARTRS L | 10,971,345 | $223M | 2.2% | $20.66 | — | UNIT LTD PARTN | G16249107 |
| CM | CDN IMPERIAL BK COMM TORONTO | 2,693,771 | $222M | 2.2% | $25.12 | +15.6% | COM | 136069101 |
| USB | US BANCORP DEL | 3,941,676 | $218M | 2.2% | $35.57 | +15.6% | COM NEW | 902973304 |
| CBRE | CBRE GROUP INC | 3,932,852 | $208M | 2.1% | $32.52 | +61.7% | CL A | 12504L109 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 992,534 | $206M | 2.1% | $170.46 | +20.9% | CL B NEW | 084670702 |
| V | VISA INC | 1,199,235 | $206M | 2.1% | $92.54 | +84.0% | COM CL A | 92826C839 |
| GOOGL | ALPHABET INC | 162,182 | $198M | 2.0% | $46.06 | +27.6% | CAP STK CL A | 02079K305 |
| ENB | ENBRIDGE INC | 5,605,773 | $197M | 2.0% | $22.51 | +0.6% | COM | 29250N105 |
| TD | TORONTO DOMINION BK ONT | 3,154,414 | $184M | 1.8% | $50.70 | +12.1% | COM NEW | 891160509 |
| BMO | BANK MONTREAL QUE | 2,451,942 | $181M | 1.8% | $49.17 | +12.7% | COM | 063671101 |
| — | UNITED TECHNOLOGIES CORP | 1,303,274 | $178M | 1.8% | $105.44 | — | COM | 913017109 |
| UPS | UNITED PARCEL SERVICE INC | 1,289,680 | $155M | 1.5% | $76.77 | +15.9% | CL B | 911312106 |
| UNP | UNION PACIFIC CORP | 892,089 | $145M | 1.4% | $90.02 | +62.0% | COM | 907818108 |
| WMB | WILLIAMS COS INC DEL | 6,005,817 | $145M | 1.4% | $17.59 | +0.2% | COM | 969457100 |
| ELV | ANTHEM INC | 560,092 | $134M | 1.3% | $126.18 | +99.2% | COM | 036752103 |
| KO | COCA COLA CO | 2,357,179 | $128M | 1.3% | $34.56 | +27.2% | COM | 191216100 |
| AVB | AVALONBAY CMNTYS INC | 576,415 | $124M | 1.2% | $129.45 | +29.1% | COM | 053484101 |
| MSFT | MICROSOFT CORP | 888,489 | $124M | 1.2% | $73.26 | +77.3% | COM | 594918104 |
| BCE | BCE INC | 2,543,823 | $123M | 1.2% | $26.90 | +13.9% | COM NEW | 05534B760 |
| MDT | MEDTRONIC PLC | 1,130,690 | $123M | 1.2% | $70.49 | +24.2% | SHS | G5960L103 |
| SPG | SIMON PPTY GROUP INC NEW | 780,783 | $122M | 1.2% | $110.65 | -1.5% | COM | 828806109 |
| NKE | NIKE INC | 1,275,173 | $120M | 1.2% | $57.03 | +38.1% | CL B | 654106103 |
| XLF | SELECT SECTOR SPDR TR | 4,250,000 | $119M | 1.2% | $27.82 | — | SBI INT-FINL | 81369Y605 |
| CNQ | CANADIAN NAT RES LTD | 4,139,226 | $110M | 1.1% | $10.69 | -16.6% | COM | 136385101 |
| PBA | PEMBINA PIPELINE CORP | 2,901,994 | $108M | 1.1% | $25.54 | +1.3% | COM | 706327103 |
| WM | WASTE MGMT INC DEL | 926,700 | $107M | 1.1% | $58.93 | +78.4% | COM | 94106L109 |
| NEE | NEXTERA ENERGY INC | 454,350 | $106M | 1.1% | $22.67 | +104.0% | COM | 65339F101 |
| RCI | ROGERS COMMUNICATIONS INC | 2,067,669 | $101M | 1.0% | $46.07 | +11.8% | CL B | 775109200 |
| CSCO | CISCO SYS INC | 1,847,430 | $91.28M | 0.9% | $25.92 | +65.1% | COM | 17275R102 |
| STT | STATE STR CORP | 1,512,599 | $89.53M | 0.9% | $65.55 | -31.3% | COM | 857477103 |
| TXN | TEXAS INSTRS INC | 651,719 | $84.23M | 0.8% | $101.92 | +0.9% | COM | 882508104 |
| KMI | KINDER MORGAN INC DEL | 3,693,725 | $76.13M | 0.8% | $13.77 | +2.3% | COM | 49456B101 |
| NTR | NUTRIEN LTD | 1,457,898 | $72.67M | 0.7% | $41.03 | 0.0% | COM | 67077M108 |
| — | LINDE PLC | 352,002 | $68.19M | 0.7% | $156.84 | — | SHS | G5494J103 |
| CNI | CANADIAN NATL RY CO | 739,510 | $66.44M | 0.7% | $81.04 | +1.0% | COM | 136375102 |
| TRGP | TARGA RES CORP | 1,652,479 | $66.38M | 0.7% | $33.27 | -3.6% | COM | 87612G101 |
| SU | SUNCOR ENERGY INC NEW | 2,086,372 | $65.85M | 0.7% | $21.46 | +8.8% | COM | 867224107 |
| ARCC | ARES CAP CORP | 3,525,732 | $65.7M | 0.7% | $7.29 | +38.2% | COM | 04010L103 |
| JNJ | JOHNSON & JOHNSON | 338,710 | $43.82M | 0.4% | $95.96 | +14.6% | COM | 478160104 |
| — | SUNTRUST BKS INC | 599,100 | $41.22M | 0.4% | $66.66 | — | COM | 867914103 |
| SPY | SPDR S&P 500 ETF TR | 133,735 | $39.69M | 0.4% | $171.01 | — | TR UNIT | 78462F103 |
| EFA | ISHARES TR | 386,025 | $25.17M | 0.3% | $61.11 | — | MSCI EAFE ETF | 464287465 |
| PFF | ISHARES TR | 525,049 | $19.7M | 0.2% | $38.67 | — | PFD AND INCM SEC | 464288687 |
| KMB | KIMBERLY CLARK CORP | 116,800 | $16.59M | 0.2% | $104.06 | +5.4% | COM | 494368103 |
| HSY | HERSHEY CO | 106,000 | $16.43M | 0.2% | $111.64 | +16.6% | COM | 427866108 |
| PNW | PINNACLE WEST CAP CORP | 166,200 | $16.13M | 0.2% | $68.96 | +4.2% | COM | 723484101 |
| AMT | AMERICAN TOWER CORP NEW | 72,600 | $16.05M | 0.2% | $183.38 | 0.0% | COM | 03027X100 |
| PSA | PUBLIC STORAGE | 64,600 | $15.84M | 0.2% | $191.87 | 0.0% | COM | 74460D109 |
| PEP | PEPSICO INC | 115,300 | $15.81M | 0.2% | $105.63 | +3.5% | COM | 713448108 |
| TU | TELUS CORP | 438,246 | $15.61M | 0.2% | $18.11 | +0.5% | COM | 87971M103 |
| PG | PROCTER & GAMBLE CO | 123,100 | $15.31M | 0.2% | $91.44 | +10.4% | COM | 742718109 |
| CL | COLGATE PALMOLIVE CO | 207,400 | $15.25M | 0.2% | $61.16 | +2.2% | COM | 194162103 |
| TGT | TARGET CORP | 142,100 | $15.19M | 0.2% | $80.37 | 0.0% | COM | 87612E106 |
| VZ | VERIZON COMMUNICATIONS INC | 248,800 | $15.02M | 0.1% | $39.94 | +1.2% | COM | 92343V104 |
| MCD | MCDONALDS CORP | 69,100 | $14.84M | 0.1% | $170.12 | +8.6% | COM | 580135101 |
| GIB | CGI INC | 186,600 | $14.77M | 0.1% | $68.53 | +13.1% | CL A SUB VTG | 12532H104 |
| INFY | INFOSYS LTD | 1,288,100 | $14.65M | 0.1% | $11.36 | — | SPONSORED ADR | 456788108 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 130,800 | $14.32M | 0.1% | $116.51 | -4.3% | ORD | M22465104 |
| GBDC | GOLUB CAP BDC INC | 754,492 | $14.21M | 0.1% | $8.95 | +8.2% | COM | 38173M102 |
| O | REALTY INCOME CORP | 183,600 | $14.08M | 0.1% | $49.53 | +3.6% | COM | 756109104 |
| EQR | EQUITY RESIDENTIAL | 159,800 | $13.78M | 0.1% | $60.05 | +6.6% | SH BEN INT | 29476L107 |
| OHI | OMEGA HEALTHCARE INVS INC | 327,500 | $13.69M | 0.1% | $41.79 | — | COM | 681936100 |
| EL | LAUDER ESTEE COS INC | 68,600 | $13.65M | 0.1% | $161.54 | +9.0% | CL A | 518439104 |
| COST | COSTCO WHSL CORP NEW | 46,800 | $13.48M | 0.1% | $226.94 | +13.0% | COM | 22160K105 |
| AZO | AUTOZONE INC | 12,400 | $13.45M | 0.1% | $1052.04 | +6.5% | COM | 053332102 |
| MAA | MID AMER APT CMNTYS INC | 102,600 | $13.34M | 0.1% | $92.40 | +8.4% | COM | 59522J103 |
| OMC | OMNICOM GROUP INC | 167,300 | $13.1M | 0.1% | $61.71 | +1.9% | COM | 681919106 |
| PGR | PROGRESSIVE CORP OHIO | 167,800 | $12.96M | 0.1% | $63.02 | +2.5% | COM | 743315103 |
| MRK | MERCK & CO INC | 152,900 | $12.87M | 0.1% | $62.81 | +4.2% | COM | 58933Y105 |
| — | AMERICA MOVIL SAB DE CV | 839,100 | $12.47M | 0.1% | $14.78 | — | SPON ADR L SHS | 02364W105 |
| YUM | YUM BRANDS INC | 108,700 | $12.33M | 0.1% | $91.57 | +10.9% | COM | 988498101 |
| SBUX | STARBUCKS CORP | 138,500 | $12.25M | 0.1% | $68.17 | +18.3% | COM | 855244109 |
| LMT | LOCKHEED MARTIN CORP | 31,300 | $12.21M | 0.1% | $286.33 | +10.5% | COM | 539830109 |
| HON | HONEYWELL INTL INC | 69,900 | $11.83M | 0.1% | $138.80 | +0.4% | COM | 438516106 |
| BMY | BRISTOL MYERS SQUIBB CO | 232,000 | $11.77M | 0.1% | $36.55 | +0.6% | COM | 110122108 |
| ROST | ROSS STORES INC | 105,800 | $11.62M | 0.1% | $90.50 | +9.4% | COM | 778296103 |
| ECL | ECOLAB INC | 58,600 | $11.61M | 0.1% | $176.21 | +6.2% | COM | 278865100 |
| ABEV | AMBEV SA | 2,508,000 | $11.59M | 0.1% | $4.73 | — | SPONSORED ADR | 02319V103 |
| HD | HOME DEPOT INC | 49,331 | $11.45M | 0.1% | $169.26 | +10.5% | COM | 437076102 |
| APD | AIR PRODS & CHEMS INC | 51,500 | $11.43M | 0.1% | $145.76 | +32.1% | COM | 009158106 |
| PAYX | PAYCHEX INC | 137,300 | $11.36M | 0.1% | $69.37 | -0.3% | COM | 704326107 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 242,100 | $11.25M | 0.1% | $42.88 | — | SPONSORED ADS | 874039100 |
| ACN | ACCENTURE PLC IRELAND | 57,300 | $11.02M | 0.1% | $164.32 | +7.4% | SHS CLASS A | G1151C101 |
| SYK | STRYKER CORP | 50,100 | $10.84M | 0.1% | $180.61 | +10.8% | COM | 863667101 |
| SPGI | S&P GLOBAL INC | 43,600 | $10.68M | 0.1% | $209.63 | +13.0% | COM | 78409V104 |
| AXP | AMERICAN EXPRESS CO | 90,300 | $10.68M | 0.1% | $112.57 | 0.0% | COM | 025816109 |
| AES | AES CORP | 653,200 | $10.67M | 0.1% | $13.09 | -2.1% | COM | 00130H105 |
| F | FORD MTR CO DEL | 1,153,300 | $10.56M | 0.1% | $7.06 | -1.5% | COM | 345370860 |
| ADP | AUTOMATIC DATA PROCESSING IN | 65,100 | $10.51M | 0.1% | $130.12 | +10.6% | COM | 053015103 |
| — | THOMSON REUTERS CORP | 157,004 | $10.5M | 0.1% | $56.36 | — | COM NEW | 884903709 |
| ABBV | ABBVIE INC | 138,000 | $10.45M | 0.1% | $57.32 | -8.3% | COM | 00287Y109 |
| MA | MASTERCARD INC | 37,155 | $10.09M | 0.1% | $161.26 | +65.0% | CL A | 57636Q104 |
| HST | HOST HOTELS & RESORTS INC | 581,600 | $10.06M | 0.1% | $14.35 | -5.8% | COM | 44107P104 |
| PHM | PULTE GROUP INC | 270,700 | $9.894M | 0.1% | $29.67 | +4.9% | COM | 745867101 |
| DAL | DELTA AIR LINES INC DEL | 171,500 | $9.878M | 0.1% | $56.71 | 0.0% | COM NEW | 247361702 |
| — | CYBERARK SOFTWARE LTD | 98,200 | $9.802M | 0.1% | $128.08 | — | SHS | M2682V108 |
| EW | EDWARDS LIFESCIENCES CORP | 44,400 | $9.764M | 0.1% | $58.27 | +20.6% | COM | 28176E108 |
| AMGN | AMGEN INC | 49,912 | $9.658M | 0.1% | $149.05 | +6.0% | COM | 031162100 |
| AAPL | APPLE INC | 43,100 | $9.653M | 0.1% | $46.98 | +6.9% | COM | 037833100 |
| MCO | MOODYS CORP | 47,000 | $9.627M | 0.1% | $182.69 | +8.8% | COM | 615369105 |
| PANW | PALO ALTO NETWORKS INC | 47,100 | $9.6M | 0.1% | $36.75 | -3.7% | COM | 697435105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 158,900 | $9.576M | 0.1% | $59.36 | -3.2% | CL A | 192446102 |
| BAX | BAXTER INTL INC | 109,300 | $9.56M | 0.1% | $74.45 | +1.4% | COM | 071813109 |
| VRSK | VERISK ANALYTICS INC | 59,800 | $9.457M | 0.1% | $137.64 | +8.2% | COM | 92345Y106 |
| EXPE | EXPEDIA GROUP INC | 69,800 | $9.382M | 0.1% | $120.51 | +7.8% | COM NEW | 30212P303 |
| ITW | ILLINOIS TOOL WKS INC | 59,600 | $9.327M | 0.1% | $128.85 | +1.0% | COM | 452308109 |
| GILD | GILEAD SCIENCES INC | 147,100 | $9.323M | 0.1% | $50.86 | +0.2% | COM | 375558103 |
| IDA | IDACORP INC | 82,200 | $9.261M | 0.1% | $106.55 | 0.0% | COM | 451107106 |
| FITB | FIFTH THIRD BANCORP | 338,100 | $9.257M | 0.1% | $21.09 | +0.8% | COM | 316773100 |
| INTU | INTUIT | 34,700 | $9.228M | 0.1% | $264.00 | 0.0% | COM | 461202103 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 165,898 | $9.199M | 0.1% | $44.96 | +3.0% | SHS | G25839104 |
| — | CONNECTICUT WTR SVC INC | 131,301 | $9.199M | 0.1% | $67.61 | — | COM | 207797101 |
| CNC | CENTENE CORP DEL | 212,000 | $9.171M | 0.1% | $48.70 | 0.0% | COM | 15135B101 |
| GRMN | GARMIN LTD | 106,000 | $8.977M | 0.1% | $70.16 | -0.5% | SHS | H2906T109 |
| — | SIRIUS XM HLDGS INC | 1,434,600 | $8.973M | 0.1% | $5.70 | — | COM | 82968B103 |
| — | ORITANI FINL CORP DEL | 506,731 | $8.967M | 0.1% | $17.75 | — | COM | 68633D103 |
| — | DISCOVER FINL SVCS | 109,300 | $8.863M | 0.1% | $78.91 | — | COM | 254709108 |
| NVR | NVR INC | 2,360 | $8.773M | 0.1% | $3268.31 | +7.7% | COM | 62944T105 |
| C | CITIGROUP INC | 126,900 | $8.766M | 0.1% | $53.09 | +2.0% | COM NEW | 172967424 |
| ROK | ROCKWELL AUTOMATION INC | 53,100 | $8.751M | 0.1% | $148.37 | -4.9% | COM | 773903109 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 123,000 | $8.735M | 0.1% | $55.89 | +12.7% | CL A | 099502106 |
| REGN | REGENERON PHARMACEUTICALS | 31,400 | $8.71M | 0.1% | $294.28 | 0.0% | COM | 75886F107 |
| PYPL | PAYPAL HLDGS INC | 83,700 | $8.67M | 0.1% | $98.14 | +12.0% | COM | 70450Y103 |
| COF | CAPITAL ONE FINL CORP | 94,800 | $8.625M | 0.1% | $79.97 | +0.8% | COM | 14040H105 |
| MTD | METTLER TOLEDO INTERNATIONAL | 12,200 | $8.594M | 0.1% | $743.92 | -1.3% | COM | 592688105 |
| CMI | CUMMINS INC | 52,800 | $8.589M | 0.1% | $136.79 | -0.5% | COM | 231021106 |
| — | UNITED FINL BANCORP INC NEW | 624,500 | $8.512M | 0.1% | $13.63 | — | COM | 910304104 |
| HRB | BLOCK H & R INC | 359,600 | $8.494M | 0.1% | $20.64 | -0.2% | COM | 093671105 |
| HPQ | HP INC | 446,600 | $8.45M | 0.1% | $15.95 | -1.3% | COM | 40434L105 |
| INTC | INTEL CORP | 163,900 | $8.446M | 0.1% | $43.12 | -0.2% | COM | 458140100 |
| VIPS | VIPSHOP HLDGS LTD | 943,500 | $8.416M | 0.1% | $8.84 | — | SPONSORED ADS A | 92763W103 |
| MSI | MOTOROLA SOLUTIONS INC | 49,300 | $8.401M | 0.1% | $137.94 | +14.4% | COM NEW | 620076307 |
| META | FACEBOOK INC | 47,100 | $8.388M | 0.1% | $180.19 | +4.8% | CL A | 30303M102 |
| NOW | SERVICENOW INC | 32,800 | $8.326M | 0.1% | $53.10 | +2.4% | COM | 81762P102 |
| ALLE | ALLEGION PUB LTD CO | 80,300 | $8.323M | 0.1% | $92.40 | +1.7% | ORD SHS | G0176J109 |
| HLF | HERBALIFE NUTRITION LTD | 219,800 | $8.322M | 0.1% | $47.60 | -18.0% | COM SHS | G4412G101 |
| CPRT | COPART INC | 102,800 | $8.258M | 0.1% | $18.21 | +6.6% | COM | 217204106 |
| DPZ | DOMINOS PIZZA INC | 33,600 | $8.218M | 0.1% | $242.29 | -5.3% | COM | 25754A201 |
| BIIB | BIOGEN INC | 35,200 | $8.195M | 0.1% | $251.43 | -7.4% | COM | 09062X103 |
| AMZN | AMAZON COM INC | 4,700 | $8.159M | 0.1% | $92.41 | +0.3% | COM | 023135106 |
| ESS | ESSEX PPTY TR INC | 24,500 | $8.003M | 0.1% | $249.55 | 0.0% | COM | 297178105 |
| WU | WESTERN UN CO | 344,800 | $7.989M | 0.1% | $20.21 | — | COM | 959802109 |
| CHRW | C H ROBINSON WORLDWIDE INC | 94,100 | $7.978M | 0.1% | $71.75 | +0.5% | COM NEW | 12541W209 |
| AEE | AMEREN CORP | 99,353 | $7.953M | 0.1% | $60.70 | +5.3% | COM | 023608102 |
| SYY | SYSCO CORP | 100,100 | $7.948M | 0.1% | $61.77 | 0.0% | COM | 871829107 |
| — | CITRIX SYS INC | 81,300 | $7.847M | 0.1% | $98.89 | — | COM | 177376100 |
| IDXX | IDEXX LABS INC | 28,700 | $7.804M | 0.1% | $249.88 | +11.4% | COM | 45168D104 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 62,600 | $7.789M | 0.1% | $115.41 | 0.0% | COM | 11133T103 |
| — | VMWARE INC | 51,800 | $7.773M | 0.1% | $163.55 | — | CL A COM | 928563402 |
| RDY | DR REDDYS LABS LTD | 202,200 | $7.661M | 0.1% | $35.89 | — | ADR | 256135203 |
| MASI | MASIMO CORP | 51,100 | $7.603M | 0.1% | $139.92 | +8.6% | COM | 574795100 |
| LDOS | LEIDOS HLDGS INC | 88,200 | $7.575M | 0.1% | $68.48 | +12.2% | COM | 525327102 |
| MKTX | MARKETAXESS HLDGS INC | 22,900 | $7.5M | 0.1% | $234.36 | +42.9% | COM | 57060D108 |
| CUBE | CUBESMART | 212,100 | $7.402M | 0.1% | $34.90 | — | COM | 229663109 |
| — | JUNIPER NETWORKS INC | 296,900 | $7.348M | 0.1% | $26.44 | — | COM | 48203R104 |
| FFIV | F5 NETWORKS INC | 51,600 | $7.246M | 0.1% | $149.09 | -7.3% | COM | 315616102 |
| CDNS | CADENCE DESIGN SYSTEM INC | 109,500 | $7.236M | 0.1% | $67.67 | +3.9% | COM | 127387108 |
| — | LIFE STORAGE INC | 68,100 | $7.178M | 0.1% | $105.40 | — | COM | 53223X107 |
| NICE | NICE LTD | 49,600 | $7.132M | 0.1% | $139.15 | — | SPONSORED ADR | 653656108 |
| MSCI | MSCI INC | 32,600 | $7.099M | 0.1% | $174.93 | +24.2% | COM | 55354G100 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 56,500 | $7.082M | 0.1% | $124.77 | 0.0% | COM | 874054109 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 55,100 | $7.061M | 0.1% | $131.33 | +2.1% | SHS USD | G50871105 |
| PCAR | PACCAR INC | 99,700 | $6.98M | 0.1% | $35.83 | -0.3% | COM | 693718108 |
| ALLY | ALLY FINL INC | 210,400 | $6.977M | 0.1% | $24.16 | +9.1% | COM | 02005N100 |
| FDS | FACTSET RESH SYS INC | 28,600 | $6.949M | 0.1% | $259.94 | +0.4% | COM | 303075105 |
| ZTS | ZOETIS INC | 55,400 | $6.902M | 0.1% | $98.13 | +16.7% | CL A | 98978V103 |
| — | CARRIZO OIL & GAS INC | 801,700 | $6.883M | 0.1% | $8.59 | — | COM | 144577103 |
| — | LAM RESEARCH CORP | 29,500 | $6.818M | 0.1% | $190.39 | — | COM | 512807108 |
| RHI | ROBERT HALF INTL INC | 122,300 | $6.807M | 0.1% | $59.19 | -4.7% | COM | 770323103 |
| RGLD | ROYAL GOLD INC | 54,800 | $6.752M | 0.1% | $121.78 | 0.0% | COM | 780287108 |
| RL | RALPH LAUREN CORP | 70,600 | $6.74M | 0.1% | $100.68 | -13.2% | CL A | 751212101 |
| SNA | SNAP ON INC | 42,800 | $6.7M | 0.1% | $135.00 | -3.8% | COM | 833034101 |
| FICO | FAIR ISAAC CORP | 21,900 | $6.647M | 0.1% | $298.72 | +13.4% | COM | 303250104 |
| — | CORINDUS VASCULAR ROBOTICS I | 1,546,000 | $6.617M | 0.1% | $4.28 | — | COM | 218730109 |
| CPT | CAMDEN PPTY TR | 59,200 | $6.572M | 0.1% | $82.68 | +4.6% | SH BEN INT | 133131102 |
| TROW | PRICE T ROWE GROUP INC | 57,300 | $6.547M | 0.1% | $81.16 | +5.7% | COM | 74144T108 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 78,800 | $6.481M | 0.1% | $91.92 | — | COM CL A | 848574109 |
| WAT | WATERS CORP | 28,400 | $6.34M | 0.1% | $212.48 | +1.6% | COM | 941848103 |
| INCY | INCYTE CORP | 84,400 | $6.265M | 0.1% | $80.82 | 0.0% | COM | 45337C102 |
| — | PROOFPOINT INC | 47,600 | $6.143M | 0.1% | $122.54 | — | COM | 743424103 |
| — | CHINA MOBILE LIMITED | 148,100 | $6.131M | 0.1% | $47.89 | — | SPONSORED ADR | 16941M109 |
| — | AMERICAN CAMPUS CMNTYS INC | 127,000 | $6.106M | 0.1% | $49.07 | — | COM | 024835100 |
| EPR | EPR PPTYS | 77,800 | $5.98M | 0.1% | $76.15 | — | COM SH BEN INT | 26884U109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 46,300 | $5.932M | 0.1% | $100.40 | 0.0% | COM | 018581108 |
| — | ATLASSIAN CORP PLC | 47,000 | $5.896M | 0.1% | $117.87 | — | CL A | G06242104 |
| BXP | BOSTON PROPERTIES INC | 44,100 | $5.718M | 0.1% | $95.05 | 0.0% | COM | 101121101 |
| — | BANCOLOMBIA S A | 115,500 | $5.711M | 0.1% | $51.94 | — | SPON ADR PREF | 05968L102 |
| — | OMNOVA SOLUTIONS INC | 562,761 | $5.667M | 0.1% | $10.07 | — | COM | 682129101 |
| — | TELEFONICA BRASIL SA | 417,400 | $5.497M | 0.1% | $12.51 | — | SPONSORED ADR | 87936R106 |
| HIW | HIGHWOODS PPTYS INC | 120,300 | $5.406M | 0.1% | $44.94 | — | COM | 431284108 |
| — | SEAGATE TECHNOLOGY PLC | 97,200 | $5.228M | 0.1% | $47.76 | — | SHS | G7945M107 |
| MU | MICRON TECHNOLOGY INC | 120,200 | $5.151M | 0.1% | $37.18 | +18.7% | COM | 595112103 |
| — | EIDOS THERAPEUTICS INC | 142,000 | $5.108M | 0.1% | $35.97 | — | COM | 28249H104 |
| SBRA | SABRA HEALTH CARE REIT INC | 208,800 | $4.794M | 0.0% | $22.96 | — | COM | 78573L106 |
| BRO | BROWN & BROWN INC | 132,800 | $4.789M | 0.0% | $34.20 | 0.0% | COM | 115236101 |
| BRX | BRIXMOR PPTY GROUP INC | 235,800 | $4.784M | 0.0% | $18.49 | — | COM | 11120U105 |
| ORI | OLD REP INTL CORP | 202,200 | $4.766M | 0.0% | $13.34 | 0.0% | COM | 680223104 |
| — | CHANGYOU COM LTD | 492,850 | $4.682M | 0.0% | $10.49 | — | ADS REP CL A | 15911M107 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 340,100 | $4.673M | 0.0% | $13.74 | — | COM | 867892101 |
| RGA | REINSURANCE GRP OF AMERICA I | 28,400 | $4.541M | 0.0% | $150.82 | +2.8% | COM NEW | 759351604 |
| JD | JD COM INC | 160,100 | $4.516M | 0.0% | $28.21 | — | SPON ADR CL A | 47215P106 |
| — | LOGMEIN INC | 62,400 | $4.428M | 0.0% | $70.96 | — | COM | 54142L109 |
| GD | GENERAL DYNAMICS CORP | 24,200 | $4.422M | 0.0% | $160.41 | 0.0% | COM | 369550108 |
| NOC | NORTHROP GRUMMAN CORP | 11,600 | $4.348M | 0.0% | $318.69 | 0.0% | COM | 666807102 |
| DG | DOLLAR GEN CORP NEW | 27,300 | $4.339M | 0.0% | $132.79 | 0.0% | COM | 256677105 |
| EC | ECOPETROL S A | 252,600 | $4.302M | 0.0% | $20.71 | — | SPONSORED ADS | 279158109 |
| SON | SONOCO PRODS CO | 73,700 | $4.29M | 0.0% | $49.46 | -4.0% | COM | 835495102 |
| ATR | APTARGROUP INC | 36,000 | $4.264M | 0.0% | $103.71 | +7.4% | COM | 038336103 |
| IEX | IDEX CORP | 25,900 | $4.244M | 0.0% | $153.63 | 0.0% | COM | 45167R104 |
| CHE | CHEMED CORP NEW | 10,100 | $4.217M | 0.0% | $339.35 | +17.8% | COM | 16359R103 |
| DOX | AMDOCS LTD | 63,700 | $4.211M | 0.0% | $50.38 | +11.6% | SHS | G02602103 |
| — | ENEL AMERICAS S A | 461,100 | $4.201M | 0.0% | $9.10 | — | SPONSORED ADR | 29274F104 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 42,000 | $4.084M | 0.0% | $91.53 | +1.2% | COM | 49338L103 |
| CHH | CHOICE HOTELS INTL INC | 45,400 | $4.039M | 0.0% | $79.99 | +6.1% | COM | 169905106 |
| OPLN | KAR AUCTION SVCS INC | 161,000 | $3.953M | 0.0% | $25.61 | 0.0% | COM | 48238T109 |
| ORCL | ORACLE CORP | 71,600 | $3.94M | 0.0% | $49.16 | +2.5% | COM | 68389X105 |
| G | GENPACT LIMITED | 101,200 | $3.922M | 0.0% | $34.81 | +5.5% | SHS | G3922B107 |
| — | ATHENE HLDG LTD | 90,200 | $3.794M | 0.0% | $43.64 | — | CL A | G0684D107 |
| AER | AERCAP HOLDINGS NV | 68,100 | $3.728M | 0.0% | $48.26 | +7.7% | SHS | N00985106 |
| LSTR | LANDSTAR SYS INC | 32,400 | $3.648M | 0.0% | $110.09 | — | COM | 515098101 |
| — | C&J ENERGY SVCS INC NEW | 339,200 | $3.64M | 0.0% | $11.18 | — | COM | 12674R100 |
| — | DIAMOND EAGLE ACQUISITION CO | 350,000 | $3.56M | 0.0% | $10.20 | — | UNIT 06/30/2026 | 25258L208 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 73,500 | $3.458M | 0.0% | $40.69 | +0.3% | COM | 01973R101 |
| — | CARBON BLACK INC | 128,400 | $3.337M | 0.0% | $25.99 | — | COM | 14081R103 |
| NEU | NEWMARKET CORP | 7,000 | $3.305M | 0.0% | $390.45 | 0.0% | COM | 651587107 |
| NTES | NETEASE INC | 12,400 | $3.301M | 0.0% | $266.21 | — | SPONSORED ADS | 64110W102 |
| GNTX | GENTEX CORP | 117,100 | $3.224M | 0.0% | $22.31 | +18.5% | COM | 371901109 |
| NXPI | NXP SEMICONDUCTORS N V | 29,400 | $3.208M | 0.0% | $90.17 | +1.8% | COM | N6596X109 |
| MET | METLIFE INC | 66,100 | $3.117M | 0.0% | $38.47 | 0.0% | COM | 59156R108 |
| — | CIT GROUP INC | 67,900 | $3.077M | 0.0% | $51.46 | — | COM NEW | 125581801 |
| — | THUNDER BRDG ACQUISTION II L | 300,000 | $3.054M | 0.0% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | ACAMAR PARTNERS ACQSITION CO | 300,000 | $3.039M | 0.0% | $10.37 | — | UNIT 12/30/2025 | 004285201 |
| — | YY INC | 53,900 | $3.031M | 0.0% | $69.06 | — | SPONSORED ADS A | 98426T106 |
| RDWR | RADWARE LTD | 123,800 | $3.003M | 0.0% | $24.65 | +1.4% | ORD | M81873107 |
| — | TARO PHARMACEUTICAL INDS LTD | 39,700 | $2.995M | 0.0% | $85.36 | — | SHS | M8737E108 |
| MMM | 3M CO | 17,700 | $2.91M | 0.0% | $110.63 | 0.0% | COM | 88579Y101 |
| — | OLD LINE BANCSHARES INC | 99,700 | $2.892M | 0.0% | $29.01 | — | COM | 67984M100 |
| BABA | ALIBABA GROUP HLDG LTD | 17,100 | $2.86M | 0.0% | $167.25 | — | SPONSORED ADS | 01609W102 |
| BURL | BURLINGTON STORES INC | 14,200 | $2.837M | 0.0% | $183.87 | 0.0% | COM | 122017106 |
| — | CTRIP COM INTL LTD | 96,600 | $2.829M | 0.0% | $34.02 | — | SPONSORED ADS | 22943F100 |
| WIT | WIPRO LTD | 771,300 | $2.815M | 0.0% | $4.27 | — | SPON ADR 1 SH | 97651M109 |
| — | TIM PARTICIPACOES S A | 191,900 | $2.756M | 0.0% | $14.92 | — | SPONSORED ADR | 88706P205 |
| MAN | MANPOWERGROUP INC | 32,500 | $2.738M | 0.0% | $90.22 | -3.3% | COM | 56418H100 |
| BIDU | BAIDU INC | 26,600 | $2.733M | 0.0% | $141.81 | — | SPON ADR REP A | 056752108 |
| AGO | ASSURED GUARANTY LTD | 59,400 | $2.641M | 0.0% | $39.29 | +0.2% | COM | G0585R106 |
| AVA | AVISTA CORP | 53,400 | $2.587M | 0.0% | $35.25 | -1.1% | COM | 05379B107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 24,400 | $2.571M | 0.0% | $100.82 | 0.0% | COM | 40171V100 |
| — | CRESCENT ACQUISITION CORP | 250,000 | $2.541M | 0.0% | $10.36 | — | UNIT 99/99/9999 | 22564L204 |
| — | EXPERIENCE INVESTMENT CORP | 250,000 | $2.502M | 0.0% | $10.01 | — | UNIT 09/01/2026 | 30217C208 |
| — | SWITCHBACK ENERGY ACQUISITIO | 250,000 | $2.502M | 0.0% | $10.01 | — | UNIT 99/99/9999 | 87105M201 |
| — | NANOMETRICS INC | 74,900 | $2.443M | 0.0% | $32.62 | — | COM | 630077105 |
| KOF | COCA COLA FEMSA S A B DE C V | 40,300 | $2.443M | 0.0% | $62.98 | — | SPONSORD ADR REP | 191241108 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 26,500 | $2.427M | 0.0% | $95.83 | — | SPON ADR UNITS | 344419106 |
| — | ANGLOGOLD ASHANTI LTD | 132,800 | $2.426M | 0.0% | $18.27 | — | SPONSORED ADR | 035128206 |
| — | AVEDRO INC | 104,800 | $2.379M | 0.0% | $22.70 | — | COM | 05355N109 |
| — | CAESARS ENTMT CORP | 203,500 | $2.373M | 0.0% | $11.98 | — | COM | 127686103 |
| — | DOVA PHARMACEUTICALS INC | 83,400 | $2.331M | 0.0% | $27.95 | — | COM | 25985T102 |
| OPTU | ALTICE USA INC | 79,400 | $2.277M | 0.0% | $20.23 | +34.6% | CL A | 02156K103 |
| — | VITAMIN SHOPPE INC | 346,600 | $2.26M | 0.0% | $6.52 | — | COM | 92849E101 |
| — | TORTOISE ACQUISITION CORP | 225,000 | $2.238M | 0.0% | $10.35 | — | UNIT 03/04/2024 | 89154L209 |
| CCU | COMPANIA CERVECERIAS UNIDAS | 98,200 | $2.179M | 0.0% | $29.37 | — | SPONSORED ADR | 204429104 |
| — | 51JOB INC | 28,900 | $2.139M | 0.0% | $77.18 | — | SPONSORED ADS | 316827104 |
| — | PREMIER INC | 73,900 | $2.137M | 0.0% | $35.35 | — | CL A | 74051N102 |
| PSTG | PURE STORAGE INC | 125,400 | $2.124M | 0.0% | $15.68 | 0.0% | CL A | 74624M102 |
| — | SOUTH MTN MERGER CORP | 200,000 | $2.1M | 0.0% | $10.13 | — | UNIT 99/99/9999 | 838884203 |
| ATHM | AUTOHOME INC | 24,500 | $2.037M | 0.0% | $103.08 | — | SP ADR RP CL A | 05278C107 |
| — | NUANCE COMMUNICATIONS INC | 123,800 | $2.019M | 0.0% | $16.31 | — | COM | 67020Y100 |
| TRN | TRINITY INDS INC | 100,200 | $1.972M | 0.0% | $14.75 | 0.0% | COM | 896522109 |
| INVH | INVITATION HOMES INC | 66,500 | $1.969M | 0.0% | $18.99 | +23.6% | COM | 46187W107 |
| — | CHINA PETE & CHEM CORP | 32,700 | $1.919M | 0.0% | $58.69 | — | SPON ADR H SHS | 16941R108 |
| — | CLOUDERA INC | 215,000 | $1.905M | 0.0% | $8.86 | — | COM | 18914U100 |
| — | BANCO SANTANDER MEXICO S A | 298,600 | $1.881M | 0.0% | $7.59 | — | SPONSORED ADS B | 05969B103 |
| PAC | GPO AEROPORTUARIO DEL PAC SA | 18,500 | $1.786M | 0.0% | $92.19 | — | SPON ADR B | 400506101 |
| — | NORDSTROM INC | 50,800 | $1.71M | 0.0% | $33.66 | — | COM | 655664100 |
| NTNX | NUTANIX INC | 63,900 | $1.677M | 0.0% | $23.57 | 0.0% | CL A | 67059N108 |
| — | CYPRESS SEMICONDUCTOR CORP | 65,500 | $1.529M | 0.0% | $22.53 | — | COM | 232806109 |
| — | APEX TECHNOLOGY ACQUISITN CO | 150,000 | $1.528M | 0.0% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| KT | KT CORP | 134,400 | $1.52M | 0.0% | $12.54 | — | SPONSORED ADR | 48268K101 |
| — | NEW PROVIDENCE ACQUISITIN CO | 150,000 | $1.51M | 0.0% | $10.07 | — | UNIT 09/01/2024 | 64822P205 |
| SNX | SYNNEX CORP | 13,300 | $1.502M | 0.0% | $43.41 | 0.0% | COM | 87162W100 |
| ITUB | ITAU UNIBANCO HLDG SA | 171,100 | $1.439M | 0.0% | $9.55 | — | SPON ADR REP PFD | 465562106 |
| EMR | EMERSON ELEC CO | 21,400 | $1.431M | 0.0% | $54.36 | 0.0% | COM | 291011104 |
| — | CHINA BIOLOGIC PRODS HLDGS I | 11,400 | $1.305M | 0.0% | $114.47 | — | COM | G21515104 |
| RPLA/U | REPLAY ACQUISITION CORP | 125,000 | $1.281M | 0.0% | $10.16 | — | UNIT 03/01/2024 | G75130123 |
| BLMN | BLOOMIN BRANDS INC | 66,800 | $1.265M | 0.0% | $14.78 | 0.0% | COM | 094235108 |
| YTRA | YATRA ONLINE INC | 301,620 | $1.243M | 0.0% | $4.36 | -5.1% | ORD SHS | G98338109 |
| SIG | SIGNET JEWELERS LIMITED | 72,000 | $1.207M | 0.0% | $14.23 | 0.0% | SHS | G81276100 |
| — | LIBERTY MEDIA CORP DELAWARE | 27,900 | $1.16M | 0.0% | $41.58 | — | COM A SIRIUSXM | 531229409 |
| AUDC | AUDIOCODES LTD | 59,400 | $1.123M | 0.0% | $14.72 | +4.0% | ORD | M15342104 |
| — | PRA HEALTH SCIENCES INC | 11,300 | $1.121M | 0.0% | $99.20 | — | COM | 69354M108 |
| TGNA | TEGNA INC | 71,700 | $1.114M | 0.0% | $15.11 | 0.0% | COM | 87901J105 |
| HGV | HILTON GRAND VACATIONS INC | 34,000 | $1.088M | 0.0% | $30.90 | +1.8% | COM | 43283X105 |
| BOX | BOX INC | 64,200 | $1.063M | 0.0% | $16.05 | 0.0% | CL A | 10316T104 |
| — | CLARIVATE ANALYTICS PLC | 176,817 | $1.041M | 0.0% | $4.82 | — | *W EXP 11/09/201 | G21810117 |
| MPC | MARATHON PETE CORP | 17,100 | $1.039M | 0.0% | $43.09 | 0.0% | COM | 56585A102 |
| LKQ | LKQ CORP | 32,400 | $1.019M | 0.0% | $24.56 | 0.0% | COM | 501889208 |
| — | BOXWOOD MERGER CORP | 100,000 | $1.008M | 0.0% | $10.08 | — | COM CL A | 10319T101 |
| — | GMS INC | 34,500 | $991K | 0.0% | $28.72 | — | COM | 36251C103 |
| — | CHINA UNICOM (HONG KONG) LTD | 92,615 | $972K | 0.0% | $11.69 | — | SPONSORED ADR | 16945R104 |
| LAUR | LAUREATE EDUCATION INC | 57,700 | $956K | 0.0% | $15.93 | +5.5% | CL A | 518613203 |
| — | GANNETT CO INC | 87,500 | $940K | 0.0% | $10.92 | — | COM | 36473H104 |
| TLK | P T TELEKOMUNIKASI INDONESIA | 30,600 | $921K | 0.0% | $30.10 | — | SPONSORED ADR | 715684106 |
| GIII | G-III APPAREL GROUP LTD | 35,200 | $907K | 0.0% | $24.98 | 0.0% | COM | 36237H101 |
| — | RUDOLPH TECHNOLOGIES INC | 32,600 | $859K | 0.0% | $26.95 | — | COM | 781270103 |
| UE | URBAN EDGE PPTYS | 42,900 | $849K | 0.0% | $19.79 | — | COM | 91704F104 |
| BKR | BAKER HUGHES A GE CO | 36,400 | $844K | 0.0% | $19.55 | 0.0% | CL A | 05722G100 |
| VYX | NCR CORP NEW | 26,700 | $843K | 0.0% | $19.32 | 0.0% | COM | 62886E108 |
| CAL | CALERES INC | 35,200 | $824K | 0.0% | $17.00 | 0.0% | COM | 129500104 |
| — | ALEXION PHARMACEUTICALS INC | 8,400 | $823K | 0.0% | $97.98 | — | COM | 015351109 |
| — | CERIDIAN HCM HLDG INC | 16,600 | $820K | 0.0% | $44.21 | +18.2% | COM | 15677J108 |
| AMBA | AMBARELLA INC | 13,000 | $817K | 0.0% | $51.88 | 0.0% | SHS | G037AX101 |
| — | AVANGRID INC | 15,600 | $815K | 0.0% | $50.56 | — | COM | 05351W103 |
| — | UNIVAR SOLUTIONS INC | 39,000 | $810K | 0.0% | $20.77 | — | COM | 91336L107 |
| ALC | ALCON INC | 13,400 | $781K | 0.0% | $59.15 | 0.0% | ORD SHS | H01301128 |
| BLD | TOPBUILD CORP | 8,000 | $771K | 0.0% | $56.28 | +56.9% | COM | 89055F103 |
| CABO | CABLE ONE INC | 600 | $753K | 0.0% | $833.27 | +37.3% | COM | 12685J105 |
| — | CHICOS FAS INC | 185,200 | $746K | 0.0% | $3.42 | — | COM | 168615102 |
| ENIC | ENEL CHILE S A | 175,700 | $740K | 0.0% | $4.43 | — | SPONSORED ADR | 29278D105 |
| GNW | GENWORTH FINL INC | 160,100 | $704K | 0.0% | $4.02 | +3.8% | COM CL A | 37247D106 |
| ENSG | ENSIGN GROUP INC | 14,600 | $692K | 0.0% | $45.31 | +7.3% | COM | 29358P101 |
| FCPT | FOUR CORNERS PPTY TR INC | 23,800 | $673K | 0.0% | $28.28 | — | COM | 35086T109 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 6,900 | $667K | 0.0% | $65.06 | +38.8% | COM | 04247X102 |
| KHC | KRAFT HEINZ CO | 23,700 | $662K | 0.0% | $21.17 | 0.0% | COM | 500754106 |
| — | SPX CORP | 16,500 | $660K | 0.0% | $40.00 | — | COM | 784635104 |
| CCL | CARNIVAL CORP | 14,800 | $647K | 0.0% | $44.81 | 0.0% | UNIT 99/99/9999 | 143658300 |
| CARS | CARS COM INC | 70,700 | $635K | 0.0% | $13.49 | 0.0% | COM | 14575E105 |
| LW | LAMB WESTON HLDGS INC | 8,500 | $618K | 0.0% | $62.10 | 0.0% | COM | 513272104 |
| FSV | FIRSTSERVICE CORP NEW | 6,000 | $616K | 0.0% | $86.95 | +12.7% | COM | 33767E202 |
| NI | NISOURCE INC | 20,500 | $613K | 0.0% | $21.49 | +10.4% | COM | 65473P105 |
| — | TALLGRASS ENERGY LP | 29,600 | $596K | 0.0% | $20.14 | — | CLASS A SHS | 874696107 |
| CAG | CONAGRA BRANDS INC | 18,000 | $552K | 0.0% | $22.18 | 0.0% | COM | 205887102 |
| — | COLLIER CREEK HOLDINGS | 50,000 | $531K | 0.0% | $10.04 | — | UNIT 99/99/9999 | G22707122 |
| — | CARBONITE INC | 34,000 | $527K | 0.0% | $15.50 | — | COM | 141337105 |
| VIAV | VIAVI SOLUTIONS INC | 37,100 | $520K | 0.0% | $11.72 | +21.4% | COM | 925550105 |
| — | FITBIT INC | 134,900 | $514K | 0.0% | $3.81 | — | CL A | 33812L102 |
| ITRN | ITURAN LOCATION AND CONTROL | 20,400 | $506K | 0.0% | $32.86 | -13.7% | SHS | M6158M104 |
| — | LIBERTY MEDIA CORP DELAWARE | 12,100 | $479K | 0.0% | $35.29 | — | COM SER A FRMLA | 531229870 |
| — | JUMEI INTL HLDG LTD | 223,900 | $475K | 0.0% | $2.12 | — | SPONSORED ADR | 48138L107 |
| — | IAA INC | 11,000 | $459K | 0.0% | $41.73 | — | COM | 449253103 |
| PLMR | PALOMAR HLDGS INC | 11,400 | $449K | 0.0% | $31.22 | 0.0% | COM | 69753M105 |
| YUMC | YUM CHINA HLDGS INC | 9,600 | $436K | 0.0% | $40.70 | +9.7% | COM | 98850P109 |
| FNKO | FUNKO INC | 20,800 | $428K | 0.0% | $23.13 | 0.0% | COM CL A | 361008105 |
| NAVI | NAVIENT CORPORATION | 32,800 | $420K | 0.0% | $11.45 | +16.4% | COM | 63938C108 |
| — | WELBILT INC | 23,800 | $401K | 0.0% | $16.85 | — | COM | 949090104 |
| — | QEP RES INC | 103,700 | $384K | 0.0% | $8.05 | — | COM | 74733V100 |
| PJT | PJT PARTNERS INC | 9,400 | $383K | 0.0% | $36.81 | 0.0% | COM CL A | 69343T107 |
| CSW | CSW INDUSTRIALS INC | 5,500 | $380K | 0.0% | $54.55 | +22.6% | COM | 126402106 |
| — | FOUNDATION BLDG MATLS INC | 24,200 | $375K | 0.0% | $15.50 | — | COM | 350392106 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 24,300 | $369K | 0.0% | $11.58 | 0.0% | COM | 42824C109 |
| CTVA | CORTEVA INC | 12,800 | $358K | 0.0% | $25.02 | +6.6% | COM | 22052L104 |
| DOW | DOW INC | 7,400 | $353K | 0.0% | $36.37 | -10.0% | COM | 260557103 |
| — | STEELCASE INC | 19,000 | $350K | 0.0% | $18.42 | — | CL A | 858155203 |
| TR | TOOTSIE ROLL INDS INC | 9,400 | $349K | 0.0% | $31.98 | 0.0% | COM | 890516107 |
| LITE | LUMENTUM HLDGS INC | 6,200 | $332K | 0.0% | $56.40 | 0.0% | COM | 55024U109 |
| — | WYNDHAM DESTINATIONS INC | 7,100 | $327K | 0.0% | $46.06 | — | COM | 98310W108 |
| ROAD | CONSTRUCTION PARTNERS INC | 21,000 | $327K | 0.0% | $14.95 | 0.0% | COM CL A | 21044C107 |
| BHF | BRIGHTHOUSE FINL INC | 7,500 | $304K | 0.0% | $37.24 | 0.0% | COM | 10922N103 |
| — | DONNELLEY R R & SONS CO | 79,900 | $301K | 0.0% | $3.77 | — | COM | 257867200 |
| EBAY | EBAY INC | 7,500 | $292K | 0.0% | $30.92 | +16.5% | COM | 278642103 |
| JBSS | SANFILIPPO JOHN B & SON INC | 3,000 | $290K | 0.0% | $86.95 | 0.0% | COM | 800422107 |
| — | SPX FLOW INC | 7,100 | $280K | 0.0% | $42.43 | — | COM | 78469X107 |
| — | GORES METROPOULOS INC | 25,000 | $267K | 0.0% | $10.60 | — | UNIT 99/99/9999 | 382872208 |
| — | CONYERS PK II ACQUISITION CO | 25,000 | $266K | 0.0% | $10.64 | — | UNIT 99/99/9999 | 212896203 |
| LILA | LIBERTY LATIN AMERICA LTD | 15,600 | $266K | 0.0% | $15.84 | 0.0% | COM CL A | G9001E102 |
| HRI | HERC HLDGS INC | 5,700 | $265K | 0.0% | $34.80 | +14.9% | COM | 42704L104 |
| — | VEDANTA LTD | 29,500 | $256K | 0.0% | $8.68 | — | SPONSORED ADR | 92242Y100 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 5,400 | $253K | 0.0% | $28.41 | — | COM | 65341D102 |
| — | PRESIDIO INC | 14,900 | $252K | 0.0% | $15.34 | — | COM | 74102M103 |
| ASIX | ADVANSIX INC | 9,700 | $249K | 0.0% | $22.22 | 0.0% | COM | 00773T101 |
| — | EXTERRAN CORP | 18,900 | $247K | 0.0% | $13.07 | — | COM | 30227H106 |
| IMXI | INTERNATIONAL MNY EXPRESS IN | 17,900 | $246K | 0.0% | $13.99 | 0.0% | COM | 46005L101 |
| KTB | KONTOOR BRANDS INC | 6,600 | $232K | 0.0% | $29.07 | +11.6% | COM | 50050N103 |
| — | HERTZ GLOBAL HLDGS INC | 16,600 | $230K | 0.0% | $17.64 | — | COM | 42806J106 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 6,900 | $224K | 0.0% | $26.26 | 0.0% | COM NEW | 205826209 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 13,400 | $223K | 0.0% | $16.64 | — | ORD SHS | G6855A103 |
| — | BLUEGREEN VACATIONS CORP | 23,900 | $223K | 0.0% | $15.40 | — | COM | 09629F108 |
| ENR | ENERGIZER HLDGS INC NEW | 5,100 | $222K | 0.0% | $31.38 | 0.0% | COM | 29272W109 |
| INSW | INTERNATIONAL SEAWAYS INC | 11,300 | $218K | 0.0% | $11.02 | 0.0% | COM | Y41053102 |
| AA | ALCOA CORP | 10,800 | $217K | 0.0% | $19.86 | 0.0% | COM | 013872106 |
| — | OAKTREE ACQUISITION CORP | 20,000 | $203K | 0.0% | $10.15 | — | UNIT 99/99/9999 | G67145121 |
| BBD | BANCO BRADESCO S A | 23,180 | $189K | 0.0% | $11.31 | — | SP ADR PFD NEW | 059460303 |
| — | NEW SR INVT GROUP INC | 27,100 | $181K | 0.0% | $5.65 | — | COM | 648691103 |
| — | EXPRESS INC | 52,600 | $181K | 0.0% | $3.44 | — | COM | 30219E103 |
| — | LSC COMMUNICATIONS INC | 117,876 | $163K | 0.0% | $6.87 | — | COM | 50218P107 |
| — | SPIRIT MTA REIT | 16,900 | $143K | 0.0% | $8.46 | — | COM SHS BEN IN | 84861U105 |
| AMPY | AMPLIFY ENERGY CORP NEW | 22,900 | $141K | 0.0% | $4.74 | 0.0% | COM | 03212B103 |
| LE | LANDS END INC NEW | 10,300 | $117K | 0.0% | $10.55 | 0.0% | COM | 51509F105 |
| TLYS | TILLYS INC | 10,800 | $102K | 0.0% | $6.90 | 0.0% | CL A | 886885102 |
| BW | BABCOCK & WILCOX ENTERPRIS I | 19,927 | $95,000 | 0.0% | $3.83 | 0.0% | COM | 05614L209 |
| — | SUPERIOR INDS INTL INC | 30,300 | $88,000 | 0.0% | $2.90 | — | COM | 868168105 |
| — | BOXWOOD MERGER CORP | 100,000 | $70,000 | 0.0% | $0.70 | — | *W EXP 11/26/202 | 10319T119 |
| — | ASCENA RETAIL GROUP INC | 258,000 | $68,000 | 0.0% | $0.26 | — | COM | 04351G101 |
| — | NAUTILUS INC | 43,000 | $58,000 | 0.0% | $1.35 | — | COM | 63910B102 |
| — | NUVECTRA CORP | 38,300 | $52,000 | 0.0% | $1.36 | — | COM | 67075N108 |
| — | HORIZON GLOBAL CORP | 13,200 | $50,000 | 0.0% | $3.79 | — | COM | 44052W104 |
| KOPN | KOPIN CORP | 30,400 | $21,000 | 0.0% | $1.00 | 0.0% | COM | 500600101 |