Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $1.743B (30.1% shares, 69.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 118,040,000 | $168M | 9.6% | $1.34 | — | SDCV 2.950%12/1 | 458140AD2 |
| XLF | SELECT SECTOR SPDR TR | 4,460,000 | $115M | 6.6% | — | — | Call | 81369Y605 |
| — | CITRIX SYS INC | 99,105,000 | $115M | 6.6% | $1.25 | — | NOTE 0.500% 4/1 | 177376AD2 |
| AMZN | AMAZON COM INC | 77,500 | $74.5M | 4.3% | $33.82 | +45.2% | Call | 023135106 |
| — | PRICELINE GRP INC | 45,250,000 | $65.2M | 3.7% | $1.42 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | PRICELINE GRP INC | 49,130,000 | $56.6M | 3.2% | $1.13 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ILLUMINA INC | 46,150,000 | $52.64M | 3.0% | $1.05 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CTRIP COM INTL LTD | 47,490,000 | $51.36M | 2.9% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | AMERICAN RLTY CAP PPTYS INC | 45,645,000 | $45.91M | 2.6% | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PROSPECT CAPITAL CORPORATION | 43,770,000 | $44.28M | 2.5% | $0.99 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | NXP SEMICONDUCTORS N V | 33,900,000 | $41.04M | 2.4% | $1.16 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | YAHOO INC | 31,440,000 | $40.87M | 2.3% | $1.25 | — | NOTE 12/0 | 984332AF3 |
| — | TRINITY INDS INC | 27,630,000 | $37.17M | 2.1% | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| CRTO | CRITEO S A | 880,000 | $36.52M | 2.1% | $49.84 | — | SPONS ADS | 226718104 |
| — | ARES CAP CORP | 30,600,000 | $30.78M | 1.8% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RPM INTL INC | 25,370,000 | $29.26M | 1.7% | $1.20 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | LIBERTY INTERACTIVE LLC | 23,388,000 | $27.81M | 1.6% | $1.13 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | ARES CAP CORP | 24,800,000 | $25.45M | 1.5% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | CEMEX SAB DE CV | 20,200,000 | $23.05M | 1.3% | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | NUVASIVE INC | 19,250,000 | $22.01M | 1.3% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ON SEMICONDUCTOR CORP | 18,265,000 | $21.79M | 1.3% | $1.12 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | STARWOOD PPTY TR INC | 18,180,000 | $20.31M | 1.2% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | NUANCE COMMUNICATIONS INC | 21,410,000 | $20.12M | 1.2% | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | EURONET WORLDWIDE INC | 14,405,000 | $19.47M | 1.1% | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | DYCOM INDS INC | 16,730,000 | $19.11M | 1.1% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | BLACKHAWK NETWORK HLDGS INC | 15,630,000 | $17.54M | 1.0% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | PROSPECT CAPITAL CORPORATION | 16,300,000 | $16.77M | 1.0% | $1.03 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | JEFFERIES GROUP INC NEW | 15,150,000 | $15.21M | 0.9% | $1.01 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | AKAMAI TECHNOLOGIES INC | 15,410,000 | $15M | 0.9% | $1.00 | — | DBCV 2/1 | 00971TAG6 |
| — | VIPSHOP HLDGS LTD | 13,970,000 | $13.78M | 0.8% | $1.00 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | SPIRIT RLTY CAP INC NEW | 13,200,000 | $13.52M | 0.8% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | HOLOGIC INC | 10,925,000 | $13.16M | 0.8% | $1.39 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PROSPECT CAPITAL CORPORATION | 11,700,000 | $11.71M | 0.7% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| BABA | ALIBABA GROUP HLDG LTD | 65,000 | $11.23M | 0.6% | — | — | Call | 01609W102 |
| — | SUNPOWER CORP | 11,055,000 | $10.63M | 0.6% | $0.93 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | IMPAX LABORATORIES INC | 11,360,000 | $10.26M | 0.6% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | SPIRIT RLTY CAP INC NEW | 10,150,000 | $10.22M | 0.6% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | MARRIOTT VACATIONS WRLDWDE C | 9,600,000 | $10.05M | 0.6% | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | BLACKROCK CAPITAL INVESTMENT | 9,200,000 | $9.67M | 0.6% | $1.05 | — | NOTE 5.000% 6/1 | 092533AC2 |
| VCIT | VANGUARD SCOTTSDALE FDS | 99,712 | $8.776M | 0.5% | $89.58 | — | INT-TERM CORP | 92206C870 |
| AAPL | APPLE INC | 56,734 | $8.744M | 0.5% | $22.62 | +59.8% | COM | 037833100 |
| — | CYPRESS SEMICONDUCTOR CORP | 6,500,000 | $8.499M | 0.5% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | AMERICAN RLTY CAP PPTYS INC | 6,650,000 | $6.949M | 0.4% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| CMCSA | COMCAST CORP NEW | 155,000 | $5.964M | 0.3% | $26.93 | +18.9% | Call | 20030N101 |
| MSFT | MICROSOFT CORP | 79,588 | $5.929M | 0.3% | $45.98 | +45.0% | COM | 594918104 |
| — | TWITTER INC | 5,990,000 | $5.51M | 0.3% | $0.90 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | GNC HLDGS INC | 7,000,000 | $5.17M | 0.3% | $0.74 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| — | ILLUMINA INC | 4,560,000 | $4.817M | 0.3% | $1.01 | — | NOTE 6/1 | 452327AF6 |
| V | VISA INC | 45,500 | $4.788M | 0.3% | $73.22 | +30.7% | Call | 92826C839 |
| — | WHITING PETE CORP NEW | 5,200,000 | $4.656M | 0.3% | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | TWITTER INC | 4,900,000 | $4.642M | 0.3% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| NXPI | NXP SEMICONDUCTORS N V | 40,637 | $4.596M | 0.3% | $83.14 | +19.2% | COM | N6596X109 |
| META | FACEBOOK INC | 25,691 | $4.39M | 0.3% | $115.15 | +43.9% | CL A | 30303M102 |
| — | BROCADE COMMUNICATIONS SYS I | 4,340,000 | $4.349M | 0.2% | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | MACQUARIE INFRASTRUCTURE COR | 4,460,000 | $4.33M | 0.2% | $0.98 | — | NOTE 2.000%10/0 | 55608BAB1 |
| AMZN | AMAZON COM INC | 4,406 | $4.236M | 0.2% | $33.82 | +45.2% | COM | 023135106 |
| — | RYLAND GROUP INC | 4,150,000 | $3.993M | 0.2% | $0.95 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | SUNPOWER CORP | 4,850,000 | $3.882M | 0.2% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| C | CITIGROUP INC | 53,000 | $3.855M | 0.2% | — | — | Call | 172967424 |
| GOOG | ALPHABET INC | 3,413 | $3.273M | 0.2% | $35.65 | +29.7% | CAP STK CL C | 02079K107 |
| GOOGL | ALPHABET INC | 3,254 | $3.168M | 0.2% | $36.43 | +29.2% | CAP STK CL A | 02079K305 |
| WFC | WELLS FARGO CO NEW | 52,580 | $2.9M | 0.2% | $37.23 | +13.2% | COM | 949746101 |
| INTC | INTEL CORP | 70,000 | $2.666M | 0.2% | $25.11 | +17.8% | Call | 458140100 |
| T | AT&T INC | 67,093 | $2.628M | 0.2% | $15.11 | +3.3% | COM | 00206R102 |
| PG | PROCTER AND GAMBLE CO | 27,936 | $2.542M | 0.1% | $63.33 | +15.3% | COM | 742718109 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 13,667 | $2.505M | 0.1% | $143.31 | +23.3% | CL B NEW | 084670702 |
| GM | GENERAL MTRS CO | 60,000 | $2.423M | 0.1% | — | — | Call | 37045V100 |
| PFE | PFIZER INC | 67,621 | $2.414M | 0.1% | $21.05 | +5.7% | COM | 717081103 |
| — | GENERAL ELECTRIC CO | 97,947 | $2.368M | 0.1% | $31.48 | — | COM | 369604103 |
| — | SUNPOWER CORP | 2,700,000 | $2.241M | 0.1% | $0.81 | — | DBCV 4.000% 1/1 | 867652AL3 |
| JPM | JPMORGAN CHASE & CO | 23,200 | $2.216M | 0.1% | — | — | Call | 46625H100 |
| VZ | VERIZON COMMUNICATIONS INC | 44,736 | $2.214M | 0.1% | $31.47 | -4.0% | COM | 92343V104 |
| HD | HOME DEPOT INC | 13,503 | $2.209M | 0.1% | $104.97 | +19.2% | COM | 437076102 |
| V | VISA INC | 20,884 | $2.198M | 0.1% | $73.22 | +30.7% | COM CL A | 92826C839 |
| — | TEVA PHARMACEUTICAL FIN LLC | 2,400,000 | $2.165M | 0.1% | $1.07 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| UNH | UNITEDHEALTH GROUP INC | 11,019 | $2.158M | 0.1% | $114.17 | +48.0% | COM | 91324P102 |
| — | TCP CAP CORP | 2,000,000 | $2.085M | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | APOLLO COML REAL EST FIN INC | 2,000,000 | $2.038M | 0.1% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| KO | COCA COLA CO | 45,235 | $2.036M | 0.1% | $33.31 | +4.9% | COM | 191216100 |
| CMCSA | COMCAST CORP NEW | 52,410 | $2.017M | 0.1% | $26.93 | +18.9% | CL A | 20030N101 |
| GS | GOLDMAN SACHS GROUP INC | 8,500 | $2.016M | 0.1% | $127.90 | +47.0% | Call | 38141G104 |
| INTC | INTEL CORP | 52,182 | $1.987M | 0.1% | $25.11 | +17.8% | COM | 458140100 |
| MS | MORGAN STANLEY | 40,700 | $1.961M | 0.1% | $19.90 | +82.3% | Call | 617446448 |
| PM | PHILIP MORRIS INTL INC | 17,097 | $1.898M | 0.1% | $61.41 | +22.5% | COM | 718172109 |
| CSCO | CISCO SYS INC | 55,716 | $1.874M | 0.1% | $20.86 | +18.5% | COM | 17275R102 |
| — | JAZZ INVESTMENTS I LTD | 1,770,000 | $1.87M | 0.1% | $1.07 | — | NOTE 1.875% 8/1 | 472145AB7 |
| AIG | AMERICAN INTL GROUP INC | 29,000 | $1.78M | 0.1% | $43.30 | +15.8% | Call | 026874784 |
| PEP | PEPSICO INC | 15,942 | $1.776M | 0.1% | $77.08 | +16.0% | COM | 713448108 |
| SBUX | STARBUCKS CORP | 32,000 | $1.719M | 0.1% | $46.45 | -0.5% | Call | 855244109 |
| DIS | DISNEY WALT CO | 17,363 | $1.711M | 0.1% | $92.57 | +4.7% | COM DISNEY | 254687106 |
| SLB | SCHLUMBERGER LTD | 24,321 | $1.697M | 0.1% | $61.32 | -15.4% | COM | 806857108 |
| ORCL | ORACLE CORP | 34,668 | $1.676M | 0.1% | $34.58 | +27.0% | COM | 68389X105 |
| COP | CONOCOPHILLIPS | 33,429 | $1.673M | 0.1% | $38.21 | -9.9% | COM | 20825C104 |
| AMGN | AMGEN INC | 8,867 | $1.653M | 0.1% | $116.70 | +17.8% | COM | 031162100 |
| BAC | BANK AMER CORP | 65,000 | $1.647M | 0.1% | — | — | Call | 060505104 |
| ABBV | ABBVIE INC | 18,518 | $1.646M | 0.1% | $40.97 | +31.0% | COM | 00287Y109 |
| EOG | EOG RES INC | 16,669 | $1.613M | 0.1% | $70.48 | -4.3% | COM | 26875P101 |
| RY | ROYAL BK CDA MONTREAL QUE | 16,370 | $1.58M | 0.1% | $72.46 | +3.0% | COM | 780087102 |
| MA | MASTERCARD INCORPORATED | 11,002 | $1.553M | 0.1% | $90.26 | +40.0% | CL A | 57636Q104 |
| MCD | MCDONALDS CORP | 9,509 | $1.49M | 0.1% | $99.15 | +29.8% | COM | 580135101 |
| MMM | 3M CO | 6,946 | $1.458M | 0.1% | $102.46 | +26.8% | COM | 88579Y101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 10,043 | $1.457M | 0.1% | $95.13 | +1.8% | COM | 459200101 |
| TD | TORONTO DOMINION BK ONT | 20,560 | $1.444M | 0.1% | $51.10 | +2.7% | COM NEW | 891160509 |
| LYB | LYONDELLBASELL INDUSTRIES N | 14,428 | $1.429M | 0.1% | $51.42 | +6.0% | SHS - A - | N53745100 |
| MO | ALTRIA GROUP INC | 21,736 | $1.378M | 0.1% | $33.21 | +8.7% | COM | 02209S103 |
| HAL | HALLIBURTON CO | 29,250 | $1.346M | 0.1% | $41.31 | -14.2% | COM | 406216101 |
| — | CELGENE CORP | 9,158 | $1.335M | 0.1% | $98.61 | — | COM | 151020104 |
| — | STARWOOD PPTY TR INC | 1,250,000 | $1.324M | 0.1% | $1.09 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| BMY | BRISTOL MYERS SQUIBB CO | 20,301 | $1.294M | 0.1% | $50.50 | -14.6% | COM | 110122108 |
| MDT | MEDTRONIC PLC | 15,834 | $1.231M | 0.1% | $63.51 | +5.4% | SHS | G5960L103 |
| — | HERBALIFE LTD | 1,200,000 | $1.203M | 0.1% | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| NVDA | NVIDIA CORP | 6,677 | $1.194M | 0.1% | $1.23 | +233.1% | COM | 67066G104 |
| — | CONCHO RES INC | 8,852 | $1.166M | 0.1% | $125.73 | — | COM | 20605P101 |
| VLO | VALERO ENERGY CORP NEW | 15,069 | $1.159M | 0.1% | $42.70 | +15.8% | COM | 91913Y100 |
| ABT | ABBOTT LABS | 21,566 | $1.151M | 0.1% | $33.48 | +29.5% | COM | 002824100 |
| UNP | UNION PAC CORP | 9,677 | $1.122M | 0.1% | $68.24 | +30.6% | COM | 907818108 |
| — | BROADCOM LTD | 4,480 | $1.087M | 0.1% | $156.76 | — | SHS | Y09827109 |
| BNS | BANK N S HALIFAX | 13,528 | $1.085M | 0.1% | $37.78 | +6.7% | COM | 064149107 |
| — | UNITED TECHNOLOGIES CORP | 9,335 | $1.084M | 0.1% | $102.56 | — | COM | 913017109 |
| DIS | DISNEY WALT CO | 11,000 | $1.084M | 0.1% | $92.57 | +4.7% | Call | 254687106 |
| USB | US BANCORP DEL | 19,778 | $1.06M | 0.1% | $29.17 | +29.4% | COM NEW | 902973304 |
| — | ANADARKO PETE CORP | 21,704 | $1.06M | 0.1% | $67.10 | — | COM | 032511107 |
| ENB | ENBRIDGE INC | 20,135 | $1.049M | 0.1% | $24.73 | -1.5% | COM | 29250N105 |
| TXN | TEXAS INSTRS INC | 11,617 | $1.041M | 0.1% | $45.66 | +42.8% | COM | 882508104 |
| DVN | DEVON ENERGY CORP NEW | 28,004 | $1.028M | 0.1% | $32.82 | -30.1% | COM | 25179M103 |
| LLY | LILLY ELI & CO | 11,981 | $1.025M | 0.1% | $64.09 | +12.5% | COM | 532457108 |
| — | PRICELINE GRP INC | 556 | $1.018M | 0.1% | $1249.20 | — | COM NEW | 741503403 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.017M | 0.1% | $1.03 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| GS | GOLDMAN SACHS GROUP INC | 4,240 | $1.006M | 0.1% | $127.90 | +47.0% | COM | 38141G104 |
| — | BROOKDALE SR LIVING INC | 1,000,000 | $997K | 0.1% | $1.00 | — | NOTE 2.750% 6/1 | 112463AA2 |
| CVS | CVS HEALTH CORP | 12,216 | $993K | 0.1% | $74.51 | -18.4% | COM | 126650100 |
| ACN | ACCENTURE PLC IRELAND | 7,263 | $981K | 0.1% | $99.86 | +14.8% | SHS CLASS A | G1151C101 |
| UPS | UNITED PARCEL SERVICE INC | 8,160 | $980K | 0.1% | $73.08 | +13.4% | CL B | 911312106 |
| — | CIMAREX ENERGY CO | 8,622 | $980K | 0.1% | $115.81 | — | COM | 171798101 |
| — | MARATHON OIL CORP | 71,763 | $973K | 0.1% | $17.60 | — | COM | 565849106 |
| — | SRC ENERGY INC | 100,243 | $969K | 0.1% | $8.40 | — | COM | 78470V108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,101 | $965K | 0.1% | $143.61 | +23.3% | COM | 883556102 |
| FANG | DIAMONDBACK ENERGY INC | 9,779 | $958K | 0.1% | $79.82 | -10.9% | COM | 25278X109 |
| — | NOBLE ENERGY INC | 32,775 | $929K | 0.1% | $34.72 | — | COM | 655044105 |
| — | CARDTRONICS INC | 1,000,000 | $924K | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161HAG3 |
| CNI | CANADIAN NATL RY CO | 8,856 | $916K | 0.1% | $60.23 | +15.2% | COM | 136375102 |
| MEOH | METHANEX CORP | 17,619 | $909K | 0.1% | $47.99 | -1.9% | COM | 59151K108 |
| — | CONTINENTAL RESOURCES INC | 23,451 | $905K | 0.1% | $45.13 | — | COM | 212015101 |
| — | TIME WARNER INC | 8,827 | $904K | 0.1% | $73.54 | — | COM NEW | 887317303 |
| CHTR | CHARTER COMMUNICATIONS INC N | 2,451 | $891K | 0.1% | $214.89 | +73.2% | CL A | 16119P108 |
| SBUX | STARBUCKS CORP | 16,516 | $887K | 0.1% | $46.45 | -0.5% | COM | 855244109 |
| NFLX | NETFLIX INC | 4,863 | $882K | 0.1% | $9.61 | +81.5% | COM | 64110L106 |
| QCOM | QUALCOMM INC | 16,866 | $874K | 0.1% | $40.28 | +5.0% | COM | 747525103 |
| — | HESS CORP | 18,535 | $869K | 0.0% | $51.84 | — | COM | 42809H107 |
| ADBE | ADOBE SYS INC | 5,825 | $869K | 0.0% | $96.05 | +55.4% | COM | 00724F101 |
| CTRA | CABOT OIL & GAS CORP | 31,616 | $846K | 0.0% | $17.65 | +5.5% | COM | 127097103 |
| PYPL | PAYPAL HLDGS INC | 13,130 | $841K | 0.0% | $38.69 | +54.5% | COM | 70450Y103 |
| SU | SUNCOR ENERGY INC NEW | 19,116 | $836K | 0.0% | $22.70 | +2.9% | COM | 867224107 |
| AXP | AMERICAN EXPRESS CO | 9,236 | $835K | 0.0% | $55.25 | +38.7% | COM | 025816109 |
| EQT | EQT CORP | 12,767 | $833K | 0.0% | $30.75 | +2.0% | COM | 26884L109 |
| COST | COSTCO WHSL CORP NEW | 5,070 | $833K | 0.0% | $128.04 | +9.4% | COM | 22160K105 |
| — | ALLERGAN PLC | 4,045 | $829K | 0.0% | $231.09 | — | SHS | G0177J108 |
| MS | MORGAN STANLEY | 17,170 | $827K | 0.0% | $19.90 | +82.3% | COM NEW | 617446448 |
| BIIB | BIOGEN INC | 2,599 | $814K | 0.0% | $263.54 | +12.4% | COM | 09062X103 |
| LOW | LOWES COS INC | 10,098 | $807K | 0.0% | $64.80 | +1.3% | COM | 548661107 |
| — | WALGREENS BOOTS ALLIANCE INC | 10,427 | $805K | 0.0% | $83.30 | — | COM | 931427108 |
| PNC | PNC FINL SVCS GROUP INC | 5,948 | $802K | 0.0% | $62.96 | +53.5% | COM | 693475105 |
| NKE | NIKE INC | 15,220 | $789K | 0.0% | $50.32 | +0.1% | CL B | 654106103 |
| AIG | AMERICAN INTL GROUP INC | 12,803 | $786K | 0.0% | $43.30 | +15.8% | COM NEW | 026874784 |
| CB | CHUBB LIMITED | 5,498 | $784K | 0.0% | $103.60 | +20.5% | COM | H1467J104 |
| NEE | NEXTERA ENERGY INC | 5,257 | $770K | 0.0% | $23.49 | +26.6% | COM | 65339F101 |
| CAT | CATERPILLAR INC DEL | 6,000 | $748K | 0.0% | — | — | Call | 149123101 |
| PWR | QUANTA SVCS INC | 19,777 | $739K | 0.0% | $35.82 | -4.0% | COM | 74762E102 |
| MDLZ | MONDELEZ INTL INC | 17,990 | $731K | 0.0% | $34.83 | -0.4% | CL A | 609207105 |
| CRM | SALESFORCE COM INC | 7,763 | $725K | 0.0% | $77.97 | +16.6% | COM | 79466L302 |
| CL | COLGATE PALMOLIVE CO | 9,952 | $725K | 0.0% | $56.89 | +4.1% | COM | 194162103 |
| BMO | BANK MONTREAL QUE | 7,450 | $704K | 0.0% | $52.79 | +0.6% | COM | 063671101 |
| FDX | FEDEX CORP | 3,110 | $702K | 0.0% | $139.21 | +32.8% | COM | 31428X106 |
| FLS | FLOWSERVE CORP | 16,365 | $697K | 0.0% | $40.40 | -12.5% | COM | 34354P105 |
| AMT | AMERICAN TOWER CORP NEW | 5,085 | $695K | 0.0% | $83.75 | +34.1% | COM | 03027X100 |
| BK | BANK NEW YORK MELLON CORP | 12,973 | $688K | 0.0% | $31.02 | +34.8% | COM | 064058100 |
| DHR | DANAHER CORP DEL | 7,949 | $682K | 0.0% | $40.08 | +77.3% | COM | 235851102 |
| — | BLACKROCK INC | 1,522 | $680K | 0.0% | $342.33 | — | COM | 09247X101 |
| AMAT | APPLIED MATLS INC | 13,008 | $678K | 0.0% | $20.16 | +104.2% | COM | 038222105 |
| HP | HELMERICH & PAYNE INC | 12,981 | $676K | 0.0% | $71.19 | -30.5% | COM | 423452101 |
| — | AETNA INC NEW | 4,234 | $673K | 0.0% | $121.88 | — | COM | 00817Y108 |
| TS | TENARIS S A | 23,680 | $670K | 0.0% | $33.82 | — | SPONSORED ADR | 88031M109 |
| — | ADVANTAGE OIL & GAS LTD | 85,312 | $667K | 0.0% | $6.59 | — | COM | 00765F101 |
| — | CRESCENT PT ENERGY CORP | 66,302 | $664K | 0.0% | $10.65 | — | COM | 22576C101 |
| DUK | DUKE ENERGY CORP NEW | 7,886 | $662K | 0.0% | $53.82 | +13.0% | COM NEW | 26441C204 |
| — | WELLS FARGO CO NEW | 500 | $658K | 0.0% | $1316.00 | — | PERP PFD CNV A | 949746804 |
| OXY | OCCIDENTAL PETE CORP DEL | 10,183 | $654K | 0.0% | $56.73 | -13.9% | COM | 674599105 |
| ELV | ANTHEM INC | 3,403 | $646K | 0.0% | $119.90 | +42.2% | COM | 036752103 |
| — | PDC ENERGY INC | 13,120 | $643K | 0.0% | $62.35 | — | COM | 69327R101 |
| — | PARSLEY ENERGY INC | 24,216 | $638K | 0.0% | $32.11 | — | CL A | 701877102 |
| CSX | CSX CORP | 11,661 | $633K | 0.0% | $7.58 | +102.0% | COM | 126408103 |
| ITW | ILLINOIS TOOL WKS INC | 4,233 | $626K | 0.0% | $83.28 | +39.3% | COM | 452308109 |
| — | TRANSCANADA CORP | 10,055 | $620K | 0.0% | $46.05 | — | COM | 89353D107 |
| ADP | AUTOMATIC DATA PROCESSING IN | 5,641 | $617K | 0.0% | $71.77 | +24.8% | COM | 053015103 |
| SCHW | SCHWAB CHARLES CORP NEW | 14,072 | $616K | 0.0% | $25.16 | +47.7% | COM | 808513105 |
| — | CALLON PETE CO DEL | 53,984 | $607K | 0.0% | $13.15 | — | COM | 13123X102 |
| SPG | SIMON PPTY GROUP INC NEW | 3,725 | $600K | 0.0% | $124.15 | -18.0% | COM | 828806109 |
| BDX | BECTON DICKINSON & CO | 3,031 | $594K | 0.0% | $138.32 | +23.7% | COM | 075887109 |
| CM | CDN IMPERIAL BK COMM TORONTO | 5,367 | $586K | 0.0% | $28.54 | +0.6% | COM | 136069101 |
| — | CIGNA CORPORATION | 3,134 | $586K | 0.0% | $128.10 | — | COM | 125509109 |
| MET | METLIFE INC | 11,158 | $580K | 0.0% | $28.15 | +30.1% | COM | 59156R108 |
| MFC | MANULIFE FINL CORP | 22,706 | $575K | 0.0% | $18.42 | +7.9% | COM | 56501R106 |
| TJX | TJX COS INC NEW | 7,634 | $563K | 0.0% | $33.34 | -5.0% | COM | 872540109 |
| — | U S SILICA HLDGS INC | 18,020 | $560K | 0.0% | $48.00 | — | COM | 90346E103 |
| CME | CME GROUP INC | 4,125 | $560K | 0.0% | $65.83 | +41.2% | COM CL A | 12572Q105 |
| PRU | PRUDENTIAL FINL INC | 5,239 | $557K | 0.0% | $48.97 | +47.2% | COM | 744320102 |
| SO | SOUTHERN CO | 11,298 | $555K | 0.0% | $33.63 | +2.0% | COM | 842587107 |
| D | DOMINION ENERGY INC | 7,208 | $555K | 0.0% | $47.98 | +11.8% | COM | 25746U109 |
| KHC | KRAFT HEINZ CO | 7,136 | $553K | 0.0% | $53.59 | +5.3% | COM | 500754106 |
| MRSH | MARSH & MCLENNAN COS INC | 6,589 | $552K | 0.0% | $54.66 | +26.6% | COM | 571748102 |
| CNQ | CANADIAN NAT RES LTD | 13,194 | $551K | 0.0% | $10.11 | +2.6% | COM | 136385101 |
| — | ACTIVISION BLIZZARD INC | 8,346 | $538K | 0.0% | $43.00 | — | COM | 00507V109 |
| — | BROOKFIELD ASSET MGMT INC | 10,393 | $535K | 0.0% | $36.37 | — | CL A LTD VT SH | 112585104 |
| BSX | BOSTON SCIENTIFIC CORP | 18,259 | $533K | 0.0% | $21.63 | +27.7% | COM | 101137107 |
| — | EXPRESS SCRIPTS HLDG CO | 8,367 | $530K | 0.0% | $75.82 | — | COM | 30219G108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 7,265 | $527K | 0.0% | $53.57 | +16.6% | CL A | 192446102 |
| F | FORD MTR CO DEL | 43,908 | $526K | 0.0% | $7.94 | -8.6% | COM PAR $0.01 | 345370860 |
| EMR | EMERSON ELEC CO | 8,184 | $514K | 0.0% | $41.54 | +18.5% | COM | 291011104 |
| CRM | SALESFORCE COM INC | 5,500 | $514K | 0.0% | $77.97 | +16.6% | Call | 79466L302 |
| — | GULFPORT ENERGY CORP | 35,652 | $511K | 0.0% | $16.85 | — | COM NEW | 402635304 |
| — | PRAXAIR INC | 3,656 | $511K | 0.0% | $112.49 | — | COM | 74005P104 |
| SPGI | S&P GLOBAL INC | 3,259 | $509K | 0.0% | $96.34 | +46.5% | COM | 78409V104 |
| COF | CAPITAL ONE FINL CORP | 6,017 | $509K | 0.0% | $58.66 | +21.6% | COM | 14040H105 |
| KMB | KIMBERLY CLARK CORP | 4,297 | $506K | 0.0% | $93.94 | -3.1% | COM | 494368103 |
| MU | MICRON TECHNOLOGY INC | 12,751 | $501K | 0.0% | $11.09 | +178.2% | COM | 595112103 |
| — | OASIS PETE INC NEW | 54,806 | $500K | 0.0% | $14.27 | — | COM | 674215108 |
| — | PRECISION DRILLING CORP | 128,517 | $499K | 0.0% | $4.72 | — | COM 2010 | 74022D308 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 7,191 | $494K | 0.0% | $48.38 | +22.3% | COM | 45866F104 |
| ISRG | INTUITIVE SURGICAL INC | 472 | $494K | 0.0% | $70.37 | +54.8% | COM NEW | 46120E602 |
| EBAY | EBAY INC | 12,823 | $493K | 0.0% | $21.47 | +50.7% | COM | 278642103 |
| — | AON PLC | 3,362 | $491K | 0.0% | $109.17 | — | SHS CL A | G0408V102 |
| TSLA | TESLA INC | 1,429 | $487K | 0.0% | $14.75 | +56.4% | COM | 88160R101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,182 | $484K | 0.0% | $85.83 | +75.4% | COM | 92532F100 |
| STT | STATE STR CORP | 5,061 | $484K | 0.0% | $45.13 | +59.9% | COM | 857477103 |
| PSX | PHILLIPS 66 | 5,276 | $483K | 0.0% | $56.71 | +8.0% | COM | 718546104 |
| — | BB&T CORP | 10,244 | $481K | 0.0% | $35.58 | — | COM | 054937107 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,759 | $476K | 0.0% | $62.20 | +15.5% | COM | 22822V101 |
| NSC | NORFOLK SOUTHERN CORP | 3,548 | $469K | 0.0% | $69.72 | +47.3% | COM | 655844108 |
| ZTS | ZOETIS INC | 7,268 | $463K | 0.0% | $43.86 | +33.9% | CL A | 98978V103 |
| JCI | JOHNSON CTLS INTL PLC | 11,392 | $459K | 0.0% | $33.21 | +0.5% | SHS | G51502105 |
| ETN | EATON CORP PLC | 5,957 | $457K | 0.0% | $49.78 | +28.3% | SHS | G29183103 |
| KMI | KINDER MORGAN INC DEL | 23,806 | $457K | 0.0% | $10.91 | +12.7% | COM | 49456B101 |
| TRV | TRAVELERS COMPANIES INC | 3,719 | $456K | 0.0% | $91.51 | +13.6% | COM | 89417E109 |
| MAR | MARRIOTT INTL INC NEW | 4,113 | $453K | 0.0% | $62.60 | +53.4% | CL A | 571903202 |
| BKR | BAKER HUGHES A GE CO | 12,354 | $452K | 0.0% | $28.18 | 0.0% | CL A | 05722G100 |
| WM | WASTE MGMT INC DEL | 5,779 | $452K | 0.0% | $50.66 | +29.6% | COM | 94106L109 |
| MCK | MCKESSON CORP | 2,940 | $452K | 0.0% | $162.65 | -10.2% | COM | 58155Q103 |
| EA | ELECTRONIC ARTS INC | 3,750 | $443K | 0.0% | $68.44 | +64.6% | COM | 285512109 |
| DE | DEERE & CO | 3,510 | $441K | 0.0% | $69.97 | +55.1% | COM | 244199105 |
| HUM | HUMANA INC | 1,807 | $440K | 0.0% | $164.17 | +39.1% | COM | 444859102 |
| STZ | CONSTELLATION BRANDS INC | 2,190 | $437K | 0.0% | $136.99 | +26.7% | CL A | 21036P108 |
| AFL | AFLAC INC | 5,342 | $435K | 0.0% | $27.28 | +21.4% | COM | 001055102 |
| ECL | ECOLAB INC | 3,379 | $435K | 0.0% | $104.92 | +14.5% | COM | 278865100 |
| — | CARRIZO OIL & GAS INC | 25,153 | $431K | 0.0% | $28.66 | — | COM | 144577103 |
| BAX | BAXTER INTL INC | 6,831 | $429K | 0.0% | $37.48 | +42.8% | COM | 071813109 |
| PLD | PROLOGIS INC | 6,748 | $428K | 0.0% | $35.71 | +36.5% | COM | 74340W103 |
| INTU | INTUIT | 3,005 | $427K | 0.0% | $97.25 | +33.9% | COM | 461202103 |
| REGN | REGENERON PHARMACEUTICALS | 955 | $427K | 0.0% | $383.00 | +23.6% | COM | 75886F107 |
| ALL | ALLSTATE CORP | 4,637 | $426K | 0.0% | $54.10 | +38.9% | COM | 020002101 |
| EQIX | EQUINIX INC | 945 | $422K | 0.0% | $290.26 | +31.4% | COM PAR $0.001 | 29444U700 |
| EXC | EXELON CORP | 11,083 | $417K | 0.0% | $17.65 | +13.3% | COM | 30161N101 |
| AEP | AMERICAN ELEC PWR INC | 5,932 | $417K | 0.0% | $46.62 | +13.8% | COM | 025537101 |
| — | TE CONNECTIVITY LTD | 4,795 | $398K | 0.0% | $57.09 | — | REG SHS | H84989104 |
| — | LAM RESEARCH CORP | 2,130 | $394K | 0.0% | $94.90 | — | COM | 512807108 |
| — | ALEXION PHARMACEUTICALS INC | 2,794 | $392K | 0.0% | $116.68 | — | COM | 015351109 |
| GIS | GENERAL MLS INC | 7,535 | $390K | 0.0% | $45.45 | -10.4% | COM | 370334104 |
| GLW | CORNING INC | 13,015 | $389K | 0.0% | $15.51 | +52.1% | COM | 219350105 |
| APD | AIR PRODS & CHEMS INC | 2,569 | $388K | 0.0% | $104.91 | +13.6% | COM | 009158106 |
| — | SUNTRUST BKS INC | 6,484 | $388K | 0.0% | $41.07 | — | COM | 867914103 |
| ADI | ANALOG DEVICES INC | 4,441 | $383K | 0.0% | $49.73 | +38.6% | COM | 032654105 |
| FISV | FISERV INC | 2,961 | $382K | 0.0% | $51.47 | +20.7% | COM | 337738108 |
| MPC | MARATHON PETE CORP | 6,808 | $382K | 0.0% | $27.21 | +51.9% | COM | 56585A102 |
| PSA | PUBLIC STORAGE | 1,780 | $381K | 0.0% | $174.22 | -15.8% | COM | 74460D109 |
| DLR | DIGITAL RLTY TR INC | 3,143 | $372K | 0.0% | $73.88 | +16.8% | COM | 253868103 |
| CMI | CUMMINS INC | 2,210 | $371K | 0.0% | $87.68 | +48.2% | COM | 231021106 |
| PPG | PPG INDS INC | 3,397 | $369K | 0.0% | $91.56 | -0.5% | COM | 693506107 |
| — | CANADIAN PAC RY LTD | 1,759 | $369K | 0.0% | $146.67 | — | COM | 13645T100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,000 | $367K | 0.0% | $143.31 | +23.3% | Call | 084670702 |
| PGR | PROGRESSIVE CORP OHIO | 7,589 | $367K | 0.0% | $25.09 | +44.0% | COM | 743315103 |
| FIS | FIDELITY NATL INFORMATION SV | 3,906 | $365K | 0.0% | $59.49 | +31.5% | COM | 31620M106 |
| SYY | SYSCO CORP | 6,720 | $363K | 0.0% | $37.68 | +11.0% | COM | 871829107 |
| SHW | SHERWIN WILLIAMS CO | 991 | $355K | 0.0% | $89.15 | +19.5% | COM | 824348106 |
| LVS | LAS VEGAS SANDS CORP | 5,516 | $354K | 0.0% | $36.99 | +39.8% | COM | 517834107 |
| ILMN | ILLUMINA INC | 1,758 | $350K | 0.0% | $142.06 | +31.1% | COM | 452327109 |
| APH | AMPHENOL CORP NEW | 4,101 | $347K | 0.0% | $13.13 | +38.1% | CL A | 032095101 |
| — | DELPHI AUTOMOTIVE PLC | 3,522 | $347K | 0.0% | $62.53 | — | SHS | G27823106 |
| WCN | WASTE CONNECTIONS INC | 3,969 | $346K | 0.0% | $59.83 | +4.2% | COM | 94106B101 |
| YUM | YUM BRANDS INC | 4,679 | $344K | 0.0% | $49.47 | +30.9% | COM | 988498101 |
| PCAR | PACCAR INC | 4,743 | $343K | 0.0% | $25.66 | +26.2% | COM | 693718108 |
| — | TWENTY FIRST CENTY FOX INC | 12,979 | $342K | 0.0% | $27.04 | — | CL A | 90130A101 |
| MGA | MAGNA INTL INC | 5,132 | $342K | 0.0% | $33.44 | +12.3% | COM | 559222401 |
| AMP | AMERIPRISE FINL INC | 2,290 | $340K | 0.0% | $79.19 | +49.8% | COM | 03076C106 |
| SLF | SUN LIFE FINL INC | 6,833 | $340K | 0.0% | $38.00 | +0.4% | COM | 866796105 |
| TROW | PRICE T ROWE GROUP INC | 3,705 | $336K | 0.0% | $52.40 | +15.4% | COM | 74144T108 |
| — | DISCOVER FINL SVCS | 5,103 | $329K | 0.0% | $53.67 | — | COM | 254709108 |
| A | AGILENT TECHNOLOGIES INC | 5,118 | $329K | 0.0% | $40.01 | +46.3% | COM | 00846U101 |
| MCO | MOODYS CORP | 2,360 | $329K | 0.0% | $88.07 | +38.4% | COM | 615369105 |
| WY | WEYERHAEUSER CO | 9,631 | $328K | 0.0% | $21.11 | +12.1% | COM | 962166104 |
| WELL | WELLTOWER INC | 4,610 | $324K | 0.0% | $49.51 | +8.9% | COM | 95040Q104 |
| PPL | PPL CORP | 8,476 | $322K | 0.0% | $24.77 | +7.1% | COM | 69351T106 |
| AVB | AVALONBAY CMNTYS INC | 1,799 | $321K | 0.0% | $129.86 | +8.0% | COM | 053484101 |
| ROST | ROSS STORES INC | 4,950 | $320K | 0.0% | $50.89 | +4.0% | COM | 778296103 |
| — | INGERSOLL-RAND PLC | 3,585 | $320K | 0.0% | $64.21 | — | SHS | G47791101 |
| PH | PARKER HANNIFIN CORP | 1,831 | $320K | 0.0% | $96.45 | +49.8% | COM | 701094104 |
| SWK | STANLEY BLACK & DECKER INC | 2,112 | $319K | 0.0% | $86.52 | +32.3% | COM | 854502101 |
| ZBH | ZIMMER BIOMET HLDGS INC | 2,722 | $319K | 0.0% | $104.60 | +3.0% | COM | 98956P102 |
| — | BARD C R INC | 988 | $317K | 0.0% | $235.45 | — | COM | 067383109 |
| EQR | EQUITY RESIDENTIAL | 4,790 | $316K | 0.0% | $46.36 | +6.0% | SH BEN INT | 29476L107 |
| EW | EDWARDS LIFESCIENCES CORP | 2,895 | $316K | 0.0% | $34.45 | +10.7% | COM | 28176E108 |
| ROP | ROPER TECHNOLOGIES INC | 1,297 | $316K | 0.0% | $165.03 | +35.5% | COM | 776696106 |
| MTB | M & T BK CORP | 1,957 | $315K | 0.0% | $88.17 | +38.9% | COM | 55261F104 |
| SYF | SYNCHRONY FINL | 10,149 | $315K | 0.0% | $23.23 | +4.9% | COM | 87165B103 |
| DXC | DXC TECHNOLOGY CO | 3,639 | $313K | 0.0% | $63.60 | +5.9% | COM | 23355L106 |
| EIX | EDISON INTL | 4,054 | $313K | 0.0% | $48.54 | +14.0% | COM | 281020107 |
| ADM | ARCHER DANIELS MIDLAND CO | 7,296 | $310K | 0.0% | $30.23 | +8.7% | COM | 039483102 |
| ED | CONSOLIDATED EDISON INC | 3,846 | $310K | 0.0% | $53.16 | +15.2% | COM | 209115104 |
| HCA | HCA HEALTHCARE INC | 3,886 | $309K | 0.0% | $73.38 | +1.9% | COM | 40412C101 |
| — | PIONEER NAT RES CO | 2,089 | $308K | 0.0% | $151.25 | — | COM | 723787107 |
| EL | LAUDER ESTEE COS INC | 2,846 | $307K | 0.0% | $82.50 | +12.0% | CL A | 518439104 |
| WDC | WESTERN DIGITAL CORP | 3,541 | $306K | 0.0% | $33.13 | +80.9% | COM | 958102105 |
| WMB | WILLIAMS COS INC DEL | 10,194 | $306K | 0.0% | $12.36 | +55.7% | COM | 969457100 |
| XEL | XCEL ENERGY INC | 6,477 | $306K | 0.0% | $30.70 | +20.7% | COM | 98389B100 |
| IP | INTL PAPER CO | 5,357 | $304K | 0.0% | $26.29 | +38.9% | COM | 460146103 |
| ROK | ROCKWELL AUTOMATION INC | 1,699 | $303K | 0.0% | $95.44 | +49.3% | COM | 773903109 |
| — | CERNER CORP | 4,195 | $299K | 0.0% | $58.57 | — | COM | 156782104 |
| ADSK | AUTODESK INC | 2,663 | $299K | 0.0% | $83.68 | +31.8% | COM | 052769106 |
| FITB | FIFTH THIRD BANCORP | 10,691 | $299K | 0.0% | $12.75 | +52.5% | COM | 316773100 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 6,416 | $297K | 0.0% | $32.52 | +4.7% | COM | 744573106 |
| DG | DOLLAR GEN CORP NEW | 3,644 | $295K | 0.0% | $76.16 | -11.7% | COM | 256677105 |
| VTR | VENTAS INC | 4,522 | $295K | 0.0% | $43.45 | +8.4% | COM | 92276F100 |
| MNST | MONSTER BEVERAGE CORP NEW | 5,295 | $293K | 0.0% | $23.36 | +15.4% | COM | 61174X109 |
| FTV | FORTIVE CORP | 4,103 | $290K | 0.0% | $30.87 | +30.3% | COM | 34959J108 |
| VFC | V F CORP | 4,520 | $287K | 0.0% | $59.14 | -2.4% | COM | 918204108 |
| CAH | CARDINAL HEALTH INC | 4,293 | $287K | 0.0% | $60.27 | -8.7% | COM | 14149Y108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 5,116 | $284K | 0.0% | $36.26 | +24.7% | COM | 416515104 |
| KEY | KEYCORP NEW | 14,869 | $280K | 0.0% | $8.01 | +55.6% | COM | 493267108 |
| PAYX | PAYCHEX INC | 4,585 | $275K | 0.0% | $40.17 | +11.0% | COM | 704326107 |
| OKE | ONEOK INC NEW | 4,961 | $275K | 0.0% | $32.05 | 0.0% | COM | 682680103 |
| — | SYMANTEC CORP | 8,350 | $274K | 0.0% | $25.05 | — | COM | 871503108 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,754 | $271K | 0.0% | $107.68 | +23.4% | SHS | G96629103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 3,009 | $270K | 0.0% | $29.93 | +20.0% | COM | 595017104 |
| — | RED HAT INC | 2,415 | $268K | 0.0% | $86.54 | — | COM | 756577102 |
| CFG | CITIZENS FINL GROUP INC | 6,940 | $263K | 0.0% | $16.10 | +54.9% | COM | 174610105 |
| RF | REGIONS FINL CORP NEW | 17,186 | $262K | 0.0% | $6.39 | +63.1% | COM | 7591EP100 |
| NEM | NEWMONT MINING CORP | 6,945 | $261K | 0.0% | $26.01 | +10.4% | COM | 651639106 |
| NTRS | NORTHERN TR CORP | 2,826 | $260K | 0.0% | $53.49 | +32.8% | COM | 665859104 |
| — | LIBERTY GLOBAL PLC | 7,914 | $259K | 0.0% | $28.70 | — | SHS CL C | G5480U120 |
| WEC | WEC ENERGY GROUP INC | 4,126 | $259K | 0.0% | $44.11 | +10.6% | COM | 92939U106 |
| RCI | ROGERS COMMUNICATIONS INC | 4,013 | $258K | 0.0% | $46.20 | +10.6% | CL B | 775109200 |
| RSG | REPUBLIC SVCS INC | 3,913 | $258K | 0.0% | $40.82 | +39.3% | COM | 760759100 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 2,169 | $257K | 0.0% | $85.28 | +26.1% | COM | V7780T103 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 1,188 | $256K | 0.0% | $17.68 | -25.3% | COM | 67103H107 |
| DTE | DTE ENERGY CO | 2,373 | $255K | 0.0% | $56.09 | +24.7% | COM | 233331107 |
| INCY | INCYTE CORP | 2,179 | $254K | 0.0% | $84.26 | +50.2% | COM | 45337C102 |
| FTS | FORTIS INC | 5,678 | $254K | 0.0% | $24.12 | +8.8% | COM | 349553107 |
| BXP | BOSTON PROPERTIES INC | 2,071 | $254K | 0.0% | $86.36 | -3.0% | COM | 101121101 |
| PBA | PEMBINA PIPELINE CORP | 5,803 | $254K | 0.0% | $20.48 | +4.2% | COM | 706327103 |
| — | XILINX INC | 3,544 | $251K | 0.0% | $54.44 | — | COM | 983919101 |
| ES | EVERSOURCE ENERGY | 4,125 | $249K | 0.0% | $40.60 | +13.4% | COM | 30040W108 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 3,203 | $249K | 0.0% | $77.74 | — | COM CL A | 848574109 |
| QSR | RESTAURANT BRANDS INTL INC | 3,097 | $247K | 0.0% | $58.91 | +4.9% | COM | 76131D103 |
| PFG | PRINCIPAL FINL GROUP INC | 3,778 | $243K | 0.0% | $32.91 | +41.7% | COM | 74251V102 |
| MTD | METTLER TOLEDO INTERNATIONAL | 384 | $240K | 0.0% | $547.85 | +9.6% | COM | 592688105 |
| NUE | NUCOR CORP | 4,286 | $240K | 0.0% | $39.15 | +20.1% | COM | 670346105 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 2,290 | $239K | 0.0% | $66.03 | +44.8% | COM | 33616C100 |
| — | DELL TECHNOLOGIES INC | 3,060 | $236K | 0.0% | $77.12 | — | COM CL V | 24703L103 |
| LNC | LINCOLN NATL CORP IND | 3,214 | $236K | 0.0% | $40.64 | +22.9% | COM | 534187109 |
| — | POTASH CORP SASK INC | 9,781 | $235K | 0.0% | $21.16 | — | COM | 73755L107 |
| SWKS | SKYWORKS SOLUTIONS INC | 2,295 | $234K | 0.0% | $75.49 | +14.3% | COM | 83088M102 |
| NWL | NEWELL BRANDS INC | 5,470 | $233K | 0.0% | $31.35 | +6.7% | COM | 651229106 |
| KLAC | KLA-TENCOR CORP | 2,194 | $233K | 0.0% | $76.28 | +9.7% | COM | 482480100 |
| TMUS | T MOBILE US INC | 3,763 | $232K | 0.0% | $50.55 | +19.8% | COM | 872590104 |
| OMC | OMNICOM GROUP INC | 3,114 | $231K | 0.0% | $59.65 | -4.3% | COM | 681919106 |
| CLX | CLOROX CO DEL | 1,734 | $229K | 0.0% | $98.68 | +7.0% | COM | 189054109 |
| — | THOMSON REUTERS CORP | 3,997 | $229K | 0.0% | $60.05 | — | COM | 884903105 |
| ESS | ESSEX PPTY TR INC | 902 | $229K | 0.0% | $162.14 | +21.2% | COM | 297178105 |
| ALB | ALBEMARLE CORP | 1,667 | $227K | 0.0% | $106.00 | 0.0% | COM | 012653101 |
| ALGN | ALIGN TECHNOLOGY INC | 1,220 | $227K | 0.0% | $171.20 | 0.0% | COM | 016255101 |
| AZO | AUTOZONE INC | 379 | $226K | 0.0% | $770.40 | -30.9% | COM | 053332102 |
| HSY | HERSHEY CO | 2,067 | $226K | 0.0% | $74.40 | +17.2% | COM | 427866108 |
| DLTR | DOLLAR TREE INC | 2,596 | $225K | 0.0% | $76.30 | 0.0% | COM | 256746108 |
| BEN | FRANKLIN RES INC | 5,044 | $225K | 0.0% | $23.47 | +18.7% | COM | 354613101 |
| HBAN | HUNTINGTON BANCSHARES INC | 16,068 | $224K | 0.0% | $6.54 | +39.0% | COM | 446150104 |
| KR | KROGER CO | 11,169 | $224K | 0.0% | $29.55 | -36.2% | COM | 501044101 |
| — | L3 TECHNOLOGIES INC | 1,188 | $224K | 0.0% | $188.55 | — | COM | 502413107 |
| — | APACHE CORP | 4,849 | $222K | 0.0% | $55.33 | — | COM | 037411105 |
| IVZ | INVESCO LTD | 6,326 | $222K | 0.0% | $21.78 | +5.6% | SHS | G491BT108 |
| AME | AMETEK INC NEW | 3,345 | $221K | 0.0% | $55.63 | +7.4% | COM | 031100100 |
| TDG | TRANSDIGM GROUP INC | 863 | $221K | 0.0% | $173.41 | +9.5% | COM | 893641100 |
| L | LOEWS CORP | 4,607 | $220K | 0.0% | $37.95 | +20.8% | COM | 540424108 |
| NOW | SERVICENOW INC | 1,873 | $220K | 0.0% | $22.24 | 0.0% | COM | 81762P102 |
| — | KELLOGG CO | 3,514 | $219K | 0.0% | $50.93 | -8.7% | COM | 487836108 |
| — | IHS MARKIT LTD | 4,956 | $218K | 0.0% | $43.99 | — | SHS | G47567105 |
| CTAS | CINTAS CORP | 1,510 | $218K | 0.0% | $30.49 | 0.0% | COM | 172908105 |
| MGM | MGM RESORTS INTERNATIONAL | 6,670 | $217K | 0.0% | $29.35 | +4.4% | COM | 552953101 |
| CNC | CENTENE CORP DEL | 2,240 | $217K | 0.0% | $43.05 | 0.0% | COM | 15135B101 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 1,504 | $217K | 0.0% | $120.02 | +9.6% | CL A | 78410G104 |
| MKL | MARKEL CORP | 202 | $216K | 0.0% | $1034.02 | 0.0% | COM | 570535104 |
| — | LABORATORY CORP AMER HLDGS | 1,428 | $216K | 0.0% | $130.52 | — | COM NEW | 50540R409 |
| CE | CELANESE CORP DEL | 2,059 | $215K | 0.0% | $83.73 | 0.0% | COM SER A | 150870103 |
| WAT | WATERS CORP | 1,200 | $215K | 0.0% | $173.76 | +4.4% | COM | 941848103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,313 | $215K | 0.0% | $88.96 | -0.7% | COM | 09061G101 |
| COR | AMERISOURCEBERGEN CORP | 2,586 | $214K | 0.0% | $59.88 | +8.1% | COM | 03073E105 |
| TECK | TECK RESOURCES LTD | 8,100 | $213K | 0.0% | $21.77 | 0.0% | CL B | 878742204 |
| MHK | MOHAWK INDS INC | 857 | $212K | 0.0% | $235.97 | +5.5% | COM | 608190104 |
| DOV | DOVER CORP | 2,317 | $212K | 0.0% | $60.83 | 0.0% | COM | 260003108 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,967 | $211K | 0.0% | $56.35 | — | COM NEW | 52729N308 |
| VMC | VULCAN MATLS CO | 1,764 | $211K | 0.0% | $104.21 | +7.0% | COM | 929160109 |
| DHI | D R HORTON INC | 5,261 | $210K | 0.0% | $33.25 | 0.0% | COM | 23331A109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 1,317 | $210K | 0.0% | $145.30 | 0.0% | COM | 879360105 |
| XRAY | DENTSPLY SIRONA INC | 3,498 | $209K | 0.0% | $61.55 | -3.4% | COM | 24906P109 |
| GPC | GENUINE PARTS CO | 2,173 | $208K | 0.0% | $73.37 | -9.1% | COM | 372460105 |
| BBY | BEST BUY INC | 3,632 | $207K | 0.0% | $39.19 | +7.9% | COM | 086516101 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 1,814 | $207K | 0.0% | $109.91 | 0.0% | ORD | M22465104 |
| IDXX | IDEXX LABS INC | 1,319 | $205K | 0.0% | $137.84 | +14.7% | COM | 45168D104 |
| — | ENCANA CORP | 13,867 | $204K | 0.0% | $11.72 | — | COM | 292505104 |
| — | AGRIUM INC | 1,523 | $204K | 0.0% | $133.95 | — | COM | 008916108 |
| — | NIELSEN HLDGS PLC | 4,911 | $204K | 0.0% | $41.54 | — | SHS EUR | G6518L108 |
| — | NATIONAL OILWELL VARCO INC | 5,676 | $203K | 0.0% | $35.76 | — | COM | 637071101 |
| O | REALTY INCOME CORP | 3,540 | $202K | 0.0% | $37.17 | 0.0% | COM | 756109104 |
| HSIC | SCHEIN HENRY INC | 2,464 | $202K | 0.0% | $67.91 | +0.5% | COM | 806407102 |
| KMX | CARMAX INC | 2,662 | $202K | 0.0% | $66.66 | 0.0% | COM | 143130102 |
| — | QUINTILES IMS HOLDINGS INC | 2,112 | $201K | 0.0% | $95.17 | — | COM | 74876Y101 |
| AWK | AMERICAN WTR WKS CO INC NEW | 2,480 | $201K | 0.0% | $69.04 | 0.0% | COM | 030420103 |
| HST | HOST HOTELS & RESORTS INC | 10,589 | $196K | 0.0% | $10.71 | +22.9% | COM | 44107P104 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 11,059 | $195K | 0.0% | $36.23 | — | SPONSORED ADR | 881624209 |
| — | ANNALY CAP MGMT INC | 15,937 | $194K | 0.0% | $11.07 | — | COM | 035710409 |
| — | SIRIUS XM HLDGS INC | 28,964 | $160K | 0.0% | $3.94 | — | COM | 82968B103 |
| AMD | ADVANCED MICRO DEVICES INC | 12,152 | $155K | 0.0% | $3.89 | +235.8% | COM | 007903107 |
| CVE | CENOVUS ENERGY INC | 11,947 | $149K | 0.0% | $11.42 | -38.6% | COM | 15135U109 |
| — | VEREIT INC | 15,801 | $131K | 0.0% | $10.14 | — | COM | 92339V100 |
| AES | AES CORP | 10,243 | $113K | 0.0% | $7.90 | +4.1% | COM | 00130H105 |
| — | SPRINT CORP | 13,563 | $106K | 0.0% | $8.70 | — | COM SER 1 | 85207U105 |
| KGC | KINROSS GOLD CORP | 18,800 | $99,000 | 0.0% | $3.59 | +19.0% | COM NO PAR | 496902404 |
| — | TURQUOISE HILL RES LTD | 21,583 | $83,000 | 0.0% | $3.06 | — | COM | 900435108 |
| — | GROUPON INC | 13,339 | $69,000 | 0.0% | $3.22 | — | COM | 399473107 |
| BTG | B2GOLD CORP | 19,129 | $66,000 | 0.0% | $2.40 | -12.0% | COM | 11777Q209 |
| — | GRAN TIERRA ENERGY INC | 22,057 | $62,000 | 0.0% | $2.67 | — | COM | 38500T101 |
| — | WEATHERFORD INTL PLC | 13,169 | $60,000 | 0.0% | $5.54 | — | ORD SHS | G48833100 |
| HL | HECLA MNG CO | 10,452 | $52,000 | 0.0% | $3.87 | +27.3% | COM | 422704106 |
| — | PDL BIOPHARMA INC | 14,677 | $50,000 | 0.0% | $3.13 | — | COM | 69329Y104 |
| — | YAMANA GOLD INC | 15,000 | $49,000 | 0.0% | $2.73 | — | COM | 98462Y100 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $45,000 | 0.0% | $4.28 | — | COM | 165167107 |
| — | OBSIDIAN ENERGY LTD | 32,163 | $42,000 | 0.0% | $1.31 | — | COM | 674482104 |
| — | RITE AID CORP | 17,733 | $35,000 | 0.0% | $7.50 | — | COM | 767754104 |
| — | ELDORADO GOLD CORP NEW | 11,700 | $32,000 | 0.0% | $3.42 | — | COM | 284902103 |
| — | PENGROWTH ENERGY CORP | 23,251 | $30,000 | 0.0% | $0.99 | — | COM | 70706P104 |
| CLNE | CLEAN ENERGY FUELS CORP | 11,438 | $28,000 | 0.0% | $2.48 | +1.7% | COM | 184499101 |