Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $1.465B (26.2% shares, 73.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 99,280,000 | $131M | 9.0% | $1.25 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 91,790,000 | $115M | 7.9% | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MICROCHIP TECHNOLOGY INC | 71,145,000 | $84.62M | 5.8% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | NXP SEMICONDUCTORS N V | 64,763,000 | $81.82M | 5.6% | $1.20 | — | DBCV 1.000%12/0 | 62952QAB6 |
| AMZN | AMAZON COM INC | 54,800 | $79.31M | 5.4% | $33.82 | +111.4% | Call | 023135106 |
| — | ILLUMINA INC | 50,700,000 | $62.48M | 4.3% | $1.06 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | AMERICAN RLTY CAP PPTYS INC | 47,175,000 | $47.4M | 3.2% | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CTRIP COM INTL LTD | 38,810,000 | $40.51M | 2.8% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | PROSPECT CAPITAL CORPORATION | 38,670,000 | $39.71M | 2.7% | $0.99 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | YAHOO INC | 23,235,000 | $32.44M | 2.2% | $1.25 | — | NOTE 12/0 | 984332AF3 |
| — | RPM INTL INC | 26,970,000 | $30.48M | 2.1% | $1.20 | — | NOTE 2.250%12/1 | 749685AT0 |
| CRTO | CRITEO S A | 988,467 | $25.54M | 1.7% | $47.21 | — | SPONS ADS | 226718104 |
| — | ARES CAP CORP | 24,700,000 | $25.28M | 1.7% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LUMENTUM HLDGS INC | 18,435,000 | $23.39M | 1.6% | $1.27 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NUANCE COMMUNICATIONS INC | 22,230,000 | $21.3M | 1.5% | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NUVASIVE INC | 19,270,000 | $21.16M | 1.4% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | STARWOOD PPTY TR INC | 18,180,000 | $19.77M | 1.3% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AKAMAI TECHNOLOGIES INC | 18,750,000 | $19.27M | 1.3% | $1.00 | — | DBCV2/1 | 00971TAG6 |
| — | BLACKHAWK NETWORK HLDGS INC | 15,660,000 | $17.37M | 1.2% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | PROSPECT CAPITAL CORPORATION | 15,750,000 | $16.29M | 1.1% | $1.03 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | EURONET WORLDWIDE INC | 13,295,000 | $15.85M | 1.1% | $1.27 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | SPIRIT RLTY CAP INC NEW | 14,350,000 | $14.45M | 1.0% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | DYCOM INDS INC | 11,365,000 | $14.43M | 1.0% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | BLACKROCK CAPITAL INVESTMENT | 12,700,000 | $13.32M | 0.9% | $1.05 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | SPIRIT RLTY CAP INC NEW | 12,200,000 | $12.55M | 0.9% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 10,200,000 | $12.04M | 0.8% | $1.17 | — | DEBT 0.375% 3/1 | N72482AA5 |
| BABA | ALIBABA GROUP HLDG LTD | 65,000 | $11.93M | 0.8% | — | — | Call | 01609W102 |
| — | IMPAX LABORATORIES INC | 11,860,000 | $11.88M | 0.8% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | ON SEMICONDUCTOR CORP | 7,635,000 | $10.92M | 0.7% | $1.12 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PROSPECT CAPITAL CORPORATION | 10,700,000 | $10.79M | 0.7% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | ARES CAP CORP | 9,750,000 | $10.05M | 0.7% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | TWITTER INC | 10,490,000 | $9.808M | 0.7% | $0.91 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | FINISAR CORP | 9,700,000 | $8.757M | 0.6% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | HERCULES CAPITAL INC | 8,500,000 | $8.665M | 0.6% | $1.02 | — | DBCV 4.375% 2/0 | 427096AF9 |
| AAPL | APPLE INC | 49,837 | $8.362M | 0.6% | $22.62 | +78.7% | COM | 037833100 |
| V | VISA INC | 68,300 | $8.17M | 0.6% | $73.22 | +56.7% | Call | 92826C839 |
| — | GUIDEWIRE SOFTWARE INC | 8,015,000 | $7.843M | 0.5% | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,100,000 | $7.255M | 0.5% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | SUNPOWER CORP | 7,200,000 | $7.103M | 0.5% | $0.93 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,610,000 | $6.86M | 0.5% | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| JPM | JPMORGAN CHASE & CO | 61,600 | $6.774M | 0.5% | $81.33 | +12.4% | Call | 46625H100 |
| VCIT | VANGUARD SCOTTSDALE FDS | 79,803 | $6.77M | 0.5% | $89.58 | — | INT-TERM CORP | 92206C870 |
| MSFT | MICROSOFT CORP | 71,082 | $6.488M | 0.4% | $45.98 | +83.3% | COM | 594918104 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,250,000 | $6.4M | 0.4% | $0.94 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| MS | MORGAN STANLEY | 115,700 | $6.243M | 0.4% | $19.90 | +119.6% | Call | 617446448 |
| — | TWITTER INC | 6,500,000 | $6.231M | 0.4% | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| BAC | BANK AMER CORP | 193,500 | $5.803M | 0.4% | $22.78 | +14.4% | Call | 060505104 |
| AMZN | AMAZON COM INC | 3,979 | $5.759M | 0.4% | $33.82 | +111.4% | COM | 023135106 |
| — | VIPSHOP HLDGS LTD | 5,170,000 | $5.571M | 0.4% | $1.00 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,800,000 | $5.473M | 0.4% | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| C | CITIGROUP INC | 80,700 | $5.447M | 0.4% | $56.47 | +2.1% | Call | 172967424 |
| — | ILLUMINA INC | 4,480,000 | $4.959M | 0.3% | $1.02 | — | NOTE 6/1 | 452327AF6 |
| — | SOLARCITY CORP | 5,200,000 | $4.829M | 0.3% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| MET | METLIFE INC | 99,000 | $4.543M | 0.3% | $28.15 | +31.6% | Call | 59156R108 |
| — | WHITING PETE CORP NEW | 4,100,000 | $3.89M | 0.3% | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | APOLLO COML REAL EST FIN INC | 3,800,000 | $3.844M | 0.3% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| JPM | JPMORGAN CHASE & CO | 34,170 | $3.758M | 0.3% | $81.33 | +12.4% | COM | 46625H100 |
| META | FACEBOOK INC | 23,249 | $3.715M | 0.3% | $115.15 | +54.9% | CL A | 30303M102 |
| — | SUNPOWER CORP | 4,550,000 | $3.493M | 0.2% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 17,500 | $3.491M | 0.2% | $144.18 | +42.4% | Call | 084670702 |
| GS | GOLDMAN SACHS GROUP INC | 13,800 | $3.476M | 0.2% | $127.90 | +70.8% | Call | 38141G104 |
| JNJ | JOHNSON & JOHNSON | 26,098 | $3.344M | 0.2% | $110.98 | -2.4% | COM | 478160104 |
| GOOG | ALPHABET INC | 3,067 | $3.164M | 0.2% | $35.65 | +53.7% | CAP STK CL C | 02079K107 |
| — | BLACKROCK INC | 5,800 | $3.142M | 0.2% | $342.33 | — | Call | 09247X101 |
| PRU | PRUDENTIAL FINL INC | 29,800 | $3.086M | 0.2% | $48.97 | +57.4% | Call | 744320102 |
| XOM | EXXON MOBIL CORP | 41,254 | $3.078M | 0.2% | $57.12 | -2.4% | COM | 30231G102 |
| GOOGL | ALPHABET INC | 2,901 | $3.009M | 0.2% | $36.43 | +51.1% | CAP STK CL A | 02079K305 |
| — | BLACKSTONE MTG TR INC | 3,000,000 | $2.956M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| BAC | BANK AMER CORP | 97,618 | $2.928M | 0.2% | $22.78 | +14.4% | COM | 060505104 |
| — | ZILLOW GROUP INC | 2,350,000 | $2.888M | 0.2% | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | CARDTRONICS INC | 3,100,000 | $2.883M | 0.2% | $0.92 | — | NOTE 1.000%12/0 | 14161HAG3 |
| BK | BANK NEW YORK MELLON CORP | 51,500 | $2.654M | 0.2% | $31.02 | +44.2% | Call | 064058100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,384 | $2.47M | 0.2% | $144.18 | +42.4% | CL B NEW | 084670702 |
| — | SUNPOWER CORP | 3,000,000 | $2.423M | 0.2% | $0.82 | — | DBCV 4.000% 1/1 | 867652AL3 |
| WFC | WELLS FARGO CO NEW | 46,017 | $2.412M | 0.2% | $37.23 | +28.2% | COM | 949746101 |
| INTC | INTEL CORP | 45,741 | $2.382M | 0.2% | $25.11 | +59.5% | COM | 458140100 |
| V | VISA INC | 17,931 | $2.145M | 0.1% | $73.22 | +56.7% | COM CL A | 92826C839 |
| T | AT&T INC | 60,135 | $2.144M | 0.1% | $15.11 | +4.6% | COM | 00206R102 |
| CSCO | CISCO SYS INC | 49,019 | $2.102M | 0.1% | $20.86 | +60.4% | COM | 17275R102 |
| PFE | PFIZER INC | 58,329 | $2.07M | 0.1% | $21.05 | +15.1% | COM | 717081103 |
| HD | HOME DEPOT INC | 11,557 | $2.06M | 0.1% | $104.97 | +47.4% | COM | 437076102 |
| — | TCP CAP CORP | 2,000,000 | $2.031M | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| UNH | UNITEDHEALTH GROUP INC | 9,477 | $2.028M | 0.1% | $114.17 | +76.2% | COM | 91324P102 |
| PG | PROCTER AND GAMBLE CO | 25,014 | $1.983M | 0.1% | $63.33 | +7.2% | COM | 742718109 |
| VZ | VERIZON COMMUNICATIONS INC | 41,057 | $1.963M | 0.1% | $31.47 | +4.9% | COM | 92343V104 |
| SBUX | STARBUCKS CORP | 32,000 | $1.852M | 0.1% | $46.45 | +4.9% | Call | 855244109 |
| C | CITIGROUP INC | 26,741 | $1.805M | 0.1% | $56.47 | +2.1% | COM NEW | 172967424 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,800,000 | $1.795M | 0.1% | $1.00 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| KO | COCA COLA CO | 39,895 | $1.733M | 0.1% | $33.31 | +5.3% | COM | 191216100 |
| — | ENSCO JERSEY FIN LTD | 2,100,000 | $1.704M | 0.1% | $0.91 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| MA | MASTERCARD INCORPORATED | 9,324 | $1.633M | 0.1% | $90.26 | +81.4% | CL A | 57636Q104 |
| AIG | AMERICAN INTL GROUP INC | 29,700 | $1.616M | 0.1% | $43.30 | +11.0% | Call | 026874784 |
| CMCSA | COMCAST CORP NEW | 46,100 | $1.575M | 0.1% | $26.93 | +18.0% | CL A | 20030N101 |
| PEP | PEPSICO INC | 14,088 | $1.538M | 0.1% | $77.08 | +15.8% | COM | 713448108 |
| DIS | DISNEY WALT CO | 15,240 | $1.531M | 0.1% | $92.57 | +9.1% | COM DISNEY | 254687106 |
| — | BROOKDALE SR LIVING INC | 1,500,000 | $1.51M | 0.1% | $1.00 | — | NOTE 2.750% 6/1 | 112463AA2 |
| ABBV | ABBVIE INC | 15,923 | $1.507M | 0.1% | $40.97 | +91.7% | COM | 00287Y109 |
| — | VERINT SYS INC | 1,568,000 | $1.507M | 0.1% | $0.98 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TWO HBRS INVT CORP | 1,400,000 | $1.478M | 0.1% | $1.10 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | DOWDUPONT INC | 23,024 | $1.467M | 0.1% | $71.22 | — | COM | 26078J100 |
| MRK | MERCK & CO INC | 26,712 | $1.455M | 0.1% | $43.00 | -1.7% | COM | 58933Y105 |
| RY | ROYAL BK CDA MONTREAL QUE | 14,560 | $1.449M | 0.1% | $72.46 | +12.0% | COM | 780087102 |
| — | CTRIP COM INTL LTD | 1,300,000 | $1.407M | 0.1% | $1.08 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| ORCL | ORACLE CORP | 30,661 | $1.403M | 0.1% | $34.58 | +28.0% | COM | 68389X105 |
| NVDA | NVIDIA CORP | 6,031 | $1.397M | 0.1% | $1.23 | +371.4% | COM | 67066G104 |
| TD | TORONTO DOMINION BK ONT | 18,469 | $1.35M | 0.1% | $51.10 | +14.5% | COM NEW | 891160509 |
| IBM | INTERNATIONAL BUSINESS MACHS | 8,786 | $1.348M | 0.1% | $95.13 | +12.8% | COM | 459200101 |
| — | NICE SYS INC | 1,100,000 | $1.347M | 0.1% | $1.22 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| MMM | 3M CO | 5,919 | $1.299M | 0.1% | $102.46 | +46.6% | COM | 88579Y101 |
| MCD | MCDONALDS CORP | 8,060 | $1.26M | 0.1% | $99.15 | +37.8% | COM | 580135101 |
| NFLX | NETFLIX INC | 4,191 | $1.238M | 0.1% | $9.61 | +183.4% | COM | 64110L106 |
| — | GENERAL ELECTRIC CO | 87,177 | $1.175M | 0.1% | $31.48 | — | COM | 369604103 |
| AMGN | AMGEN INC | 6,776 | $1.155M | 0.1% | $116.70 | +23.8% | COM | 031162100 |
| CAT | CATERPILLAR INC DEL | 7,500 | $1.105M | 0.1% | $116.31 | +14.4% | Call | 149123101 |
| MDT | MEDTRONIC PLC | 13,584 | $1.09M | 0.1% | $63.51 | +6.0% | SHS | G5960L103 |
| UNP | UNION PAC CORP | 8,022 | $1.078M | 0.1% | $68.24 | +65.7% | COM | 907818108 |
| ILMN | ILLUMINA INC | 4,500 | $1.064M | 0.1% | $142.06 | +61.3% | Call | 452327109 |
| ADBE | ADOBE SYS INC | 4,879 | $1.054M | 0.1% | $96.05 | +111.7% | COM | 00724F101 |
| ABT | ABBOTT LABS | 17,432 | $1.045M | 0.1% | $33.48 | +57.0% | COM | 002824100 |
| HON | HONEYWELL INTL INC | 7,229 | $1.045M | 0.1% | $113.37 | +3.6% | COM | 438516106 |
| TXN | TEXAS INSTRS INC | 9,937 | $1.032M | 0.1% | $45.66 | +90.2% | COM | 882508104 |
| BMY | BRISTOL MYERS SQUIBB CO | 16,229 | $1.026M | 0.1% | $50.50 | -4.8% | COM | 110122108 |
| BNS | BANK N S HALIFAX | 12,226 | $970K | 0.1% | $37.78 | +11.0% | COM | 064149107 |
| GILD | GILEAD SCIENCES INC | 12,854 | $969K | 0.1% | $55.90 | +5.4% | COM | 375558103 |
| — | UNITED TECHNOLOGIES CORP | 7,636 | $961K | 0.1% | $102.56 | — | COM | 913017109 |
| ACN | ACCENTURE PLC IRELAND | 6,211 | $953K | 0.1% | $99.86 | +41.0% | SHS CLASS A | G1151C101 |
| — | BROADCOM LTD | 4,014 | $946K | 0.1% | $158.15 | — | SHS | Y09827109 |
| GS | GOLDMAN SACHS GROUP INC | 3,698 | $931K | 0.1% | $127.90 | +70.8% | COM | 38141G104 |
| BKNG | BOOKING HLDGS INC | 488 | $930K | 0.1% | $1933.58 | 0.0% | COM | 09857L108 |
| SLB | SCHLUMBERGER LTD | 14,023 | $908K | 0.1% | $61.32 | -9.1% | COM | 806857108 |
| NKE | NIKE INC | 13,257 | $881K | 0.1% | $50.32 | +18.5% | CL B | 654106103 |
| CAT | CATERPILLAR INC DEL | 5,964 | $879K | 0.1% | $116.31 | +14.4% | COM | 149123101 |
| PYPL | PAYPAL HLDGS INC | 11,348 | $861K | 0.1% | $38.69 | +104.5% | COM | 70450Y103 |
| USB | US BANCORP DEL | 16,874 | $852K | 0.1% | $29.17 | +36.8% | COM NEW | 902973304 |
| SBUX | STARBUCKS CORP | 14,650 | $848K | 0.1% | $46.45 | +4.9% | COM | 855244109 |
| COST | COSTCO WHSL CORP NEW | 4,445 | $838K | 0.1% | $128.04 | +32.2% | COM | 22160K105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,058 | $838K | 0.1% | $143.61 | +43.1% | COM | 883556102 |
| CRM | SALESFORCE COM INC | 6,953 | $809K | 0.1% | $77.97 | +45.5% | COM | 79466L302 |
| — | LIBERTY MEDIA CORP DELAWARE | 700,000 | $809K | 0.1% | $1.16 | — | NOTE 1.375%10/1 | 531229AB8 |
| QCOM | QUALCOMM INC | 14,503 | $804K | 0.1% | $40.28 | +28.9% | COM | 747525103 |
| COP | CONOCOPHILLIPS | 13,260 | $786K | 0.1% | $38.21 | +14.5% | COM | 20825C104 |
| NEE | NEXTERA ENERGY INC | 4,794 | $783K | 0.1% | $23.66 | +34.0% | COM | 65339F101 |
| LLY | LILLY ELI & CO | 10,078 | $780K | 0.1% | $64.09 | +11.9% | COM | 532457108 |
| SU | SUNCOR ENERGY INC NEW | 17,230 | $767K | 0.1% | $22.70 | +14.1% | COM | 867224107 |
| MS | MORGAN STANLEY | 14,048 | $758K | 0.1% | $19.90 | +119.6% | COM NEW | 617446448 |
| — | TIME WARNER INC | 7,928 | $750K | 0.1% | $73.54 | — | COM NEW | 887317303 |
| PNC | PNC FINL SVCS GROUP INC | 4,888 | $739K | 0.1% | $62.96 | +87.7% | COM | 693475105 |
| CNI | CANADIAN NATL RY CO | 7,798 | $734K | 0.1% | $60.23 | +10.7% | COM | 136375102 |
| LOW | LOWES COS INC | 8,288 | $727K | 0.0% | $64.80 | +26.4% | COM | 548661107 |
| — | CELGENE CORP | 8,111 | $724K | 0.0% | $98.61 | — | COM | 151020104 |
| AXP | AMERICAN EXPRESS CO | 7,681 | $716K | 0.0% | $55.25 | +57.5% | COM | 025816109 |
| UPS | UNITED PARCEL SERVICE INC | 6,721 | $703K | 0.0% | $73.08 | +16.9% | CL B | 911312106 |
| ENB | ENBRIDGE INC | 17,124 | $694K | 0.0% | $24.73 | -13.0% | COM | 29250N105 |
| — | BLACKROCK INC | 1,243 | $673K | 0.0% | $342.33 | — | COM | 09247X101 |
| BMO | BANK MONTREAL QUE | 6,802 | $662K | 0.0% | $52.79 | +8.0% | COM | 063671101 |
| CB | CHUBB LIMITED | 4,774 | $653K | 0.0% | $103.60 | +21.8% | COM | H1467J104 |
| SCHW | SCHWAB CHARLES CORP NEW | 12,257 | $640K | 0.0% | $25.16 | +91.3% | COM | 808513105 |
| CVS | CVS HEALTH CORP | 10,261 | $638K | 0.0% | $74.51 | -25.0% | COM | 126650100 |
| AMT | AMERICAN TOWER CORP NEW | 4,372 | $635K | 0.0% | $83.75 | +37.0% | COM | 03027X100 |
| DHR | DANAHER CORP DEL | 6,467 | $633K | 0.0% | $40.08 | +110.3% | COM | 235851102 |
| EOG | EOG RES INC | 5,962 | $628K | 0.0% | $70.48 | +14.7% | COM | 26875P101 |
| INTC | INTEL CORP | 12,000 | $625K | 0.0% | $25.11 | +59.5% | Call | 458140100 |
| CL | COLGATE PALMOLIVE CO | 8,667 | $621K | 0.0% | $56.89 | +5.0% | COM | 194162103 |
| FDX | FEDEX CORP | 2,557 | $614K | 0.0% | $139.21 | +58.4% | COM | 31428X106 |
| — | WALGREENS BOOTS ALLIANCE INC | 9,367 | $613K | 0.0% | $83.30 | — | COM | 931427108 |
| CHTR | CHARTER COMMUNICATIONS INC N | 1,912 | $595K | 0.0% | $214.89 | +63.6% | CL A | 16119P108 |
| BDX | BECTON DICKINSON & CO | 2,714 | $588K | 0.0% | $140.46 | +38.5% | COM | 075887109 |
| AMAT | APPLIED MATLS INC | 10,561 | $587K | 0.0% | $20.16 | +152.4% | COM | 038222105 |
| ELV | ANTHEM INC | 2,662 | $585K | 0.0% | $119.90 | +76.6% | COM | 036752103 |
| CME | CME GROUP INC | 3,543 | $573K | 0.0% | $65.83 | +83.9% | COM CL A | 12572Q105 |
| MU | MICRON TECHNOLOGY INC | 10,990 | $573K | 0.0% | $11.09 | +321.2% | COM | 595112103 |
| BIIB | BIOGEN INC | 2,084 | $571K | 0.0% | $263.54 | +17.8% | COM | 09062X103 |
| DUK | DUKE ENERGY CORP NEW | 7,306 | $566K | 0.0% | $54.05 | +3.7% | COM NEW | 26441C204 |
| SYK | STRYKER CORP | 3,516 | $566K | 0.0% | $139.59 | +5.9% | COM | 863667101 |
| — | AETNA INC NEW | 3,310 | $559K | 0.0% | $121.88 | — | COM | 00817Y108 |
| — | ALLERGAN PLC | 3,311 | $557K | 0.0% | $231.09 | — | SHS | G0177J108 |
| BK | BANK NEW YORK MELLON CORP | 10,726 | $553K | 0.0% | $31.02 | +44.2% | COM | 064058100 |
| ADP | AUTOMATIC DATA PROCESSING IN | 4,651 | $528K | 0.0% | $71.77 | +37.4% | COM | 053015103 |
| TJX | TJX COS INC NEW | 6,466 | $527K | 0.0% | $33.34 | +6.4% | COM | 872540109 |
| OXY | OCCIDENTAL PETE CORP DEL | 8,004 | $520K | 0.0% | $56.73 | +1.3% | COM | 674599105 |
| CSX | CSX CORP | 9,281 | $517K | 0.0% | $7.58 | +121.7% | COM | 126408103 |
| AIG | AMERICAN INTL GROUP INC | 9,435 | $513K | 0.0% | $43.30 | +11.0% | COM NEW | 026874784 |
| CMCSA | COMCAST CORP NEW | 15,000 | $513K | 0.0% | $26.93 | +18.0% | Call | 20030N101 |
| CM | CDN IMPERIAL BK COMM TORONTO | 4,502 | $512K | 0.0% | $28.54 | +12.7% | COM | 136069101 |
| ITW | ILLINOIS TOOL WKS INC | 3,252 | $509K | 0.0% | $83.28 | +64.3% | COM | 452308109 |
| SPG | SIMON PPTY GROUP INC NEW | 3,268 | $504K | 0.0% | $124.15 | -16.4% | COM | 828806109 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 6,231 | $502K | 0.0% | $53.57 | +31.8% | CL A | 192446102 |
| SPGI | S&P GLOBAL INC | 2,622 | $501K | 0.0% | $96.34 | +78.8% | COM | 78409V104 |
| — | TRANSCANADA CORP | 9,329 | $497K | 0.0% | $46.05 | — | COM | 89353D107 |
| — | ACTIVISION BLIZZARD INC | 7,264 | $490K | 0.0% | $43.00 | — | COM | 00507V109 |
| COF | CAPITAL ONE FINL CORP | 5,069 | $486K | 0.0% | $58.66 | +48.1% | COM | 14040H105 |
| VLO | VALERO ENERGY CORP NEW | 5,226 | $485K | 0.0% | $42.70 | +59.6% | COM | 91913Y100 |
| GM | GENERAL MTRS CO | 13,282 | $483K | 0.0% | $37.86 | -5.6% | COM | 37045V100 |
| CNQ | CANADIAN NAT RES LTD | 11,929 | $483K | 0.0% | $10.11 | +9.1% | COM | 136385101 |
| — | WORLDPAY INC | 5,847 | $481K | 0.0% | $82.26 | — | CL A | 981558109 |
| SO | SOUTHERN CO | 10,456 | $467K | 0.0% | $33.73 | -4.7% | COM | 842587107 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,256 | $467K | 0.0% | $62.20 | +24.9% | COM | 22822V101 |
| EMR | EMERSON ELEC CO | 6,768 | $462K | 0.0% | $41.54 | +42.0% | COM | 291011104 |
| ISRG | INTUITIVE SURGICAL INC | 1,119 | $462K | 0.0% | $105.56 | +32.2% | COM NEW | 46120E602 |
| MAR | MARRIOTT INTL INC NEW | 3,368 | $458K | 0.0% | $62.60 | +109.7% | CL A | 571903202 |
| D | DOMINION ENERGY INC | 6,764 | $456K | 0.0% | $48.33 | +7.4% | COM | 25746U109 |
| MFC | MANULIFE FINL CORP | 18,937 | $453K | 0.0% | $18.42 | +8.6% | COM | 56501R106 |
| INTU | INTUIT | 2,603 | $451K | 0.0% | $97.25 | +64.0% | COM | 461202103 |
| PRU | PRUDENTIAL FINL INC | 4,347 | $450K | 0.0% | $48.97 | +57.4% | COM | 744320102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 6,205 | $450K | 0.0% | $48.38 | +36.5% | COM | 45866F104 |
| DE | DEERE & CO | 2,891 | $449K | 0.0% | $69.97 | +105.8% | COM | 244199105 |
| PSX | PHILLIPS 66 | 4,661 | $447K | 0.0% | $56.71 | +26.0% | COM | 718546104 |
| — | BB&T CORP | 8,585 | $447K | 0.0% | $35.58 | — | COM | 054937107 |
| — | BROOKFIELD ASSET MGMT INC | 8,769 | $440K | 0.0% | $36.37 | — | CL A LTD VT SH | 112585104 |
| — | PRAXAIR INC | 3,042 | $439K | 0.0% | $112.49 | — | COM | 74005P104 |
| HAL | HALLIBURTON CO | 9,312 | $437K | 0.0% | $41.31 | +1.9% | COM | 406216101 |
| F | FORD MTR CO DEL | 39,364 | $436K | 0.0% | $7.94 | -5.7% | COM PAR $0.01 | 345370860 |
| MRSH | MARSH & MCLENNAN COS INC | 5,240 | $433K | 0.0% | $54.66 | +33.3% | COM | 571748102 |
| NXPI | NXP SEMICONDUCTORS N V | 3,649 | $427K | 0.0% | $83.14 | +29.0% | COM | N6596X109 |
| — | CIGNA CORPORATION | 2,541 | $426K | 0.0% | $128.10 | — | COM | 125509109 |
| ZTS | ZOETIS INC | 5,071 | $423K | 0.0% | $43.86 | +68.9% | CL A | 98978V103 |
| STZ | CONSTELLATION BRANDS INC | 1,858 | $423K | 0.0% | $136.99 | +41.7% | CL A | 21036P108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 2,588 | $422K | 0.0% | $85.83 | +90.3% | COM | 92532F100 |
| NSC | NORFOLK SOUTHERN CORP | 3,082 | $418K | 0.0% | $69.72 | +75.9% | COM | 655844108 |
| KMB | KIMBERLY CLARK CORP | 3,778 | $416K | 0.0% | $93.94 | -8.2% | COM | 494368103 |
| MET | METLIFE INC | 9,015 | $414K | 0.0% | $28.15 | +31.6% | COM | 59156R108 |
| EBAY | EBAY INC | 10,184 | $410K | 0.0% | $21.47 | +71.6% | COM | 278642103 |
| EXC | EXELON CORP | 10,412 | $406K | 0.0% | $17.81 | +15.3% | COM | 30161N101 |
| KHC | KRAFT HEINZ CO | 6,482 | $404K | 0.0% | $53.59 | -8.6% | COM | 500754106 |
| MPC | MARATHON PETE CORP | 5,531 | $404K | 0.0% | $27.21 | +97.5% | COM | 56585A102 |
| STT | STATE STR CORP | 4,027 | $402K | 0.0% | $45.13 | +81.6% | COM | 857477103 |
| HPQ | HP INC | 18,283 | $401K | 0.0% | $16.24 | +6.9% | COM | 40434L105 |
| WM | WASTE MGMT INC DEL | 4,758 | $400K | 0.0% | $50.66 | +47.8% | COM | 94106L109 |
| — | EXPRESS SCRIPTS HLDG CO | 5,780 | $399K | 0.0% | $75.82 | — | COM | 30219G108 |
| HUM | HUMANA INC | 1,467 | $394K | 0.0% | $164.17 | +54.2% | COM | 444859102 |
| TRV | TRAVELERS COMPANIES INC | 2,828 | $393K | 0.0% | $91.51 | +28.5% | COM | 89417E109 |
| ECL | ECOLAB INC | 2,845 | $390K | 0.0% | $104.92 | +17.7% | COM | 278865100 |
| — | TWENTY FIRST CENTY FOX INC | 10,511 | $386K | 0.0% | $27.04 | — | CL A | 90130A101 |
| — | TE CONNECTIVITY LTD | 3,838 | $383K | 0.0% | $57.09 | — | REG SHS | H84989104 |
| NTR | NUTRIEN LTD | 6,263 | $381K | 0.0% | $38.37 | 0.0% | COM | 67077M108 |
| LYB | LYONDELLBASELL INDUSTRIES N | 3,594 | $380K | 0.0% | $51.42 | +34.2% | SHS - A - | N53745100 |
| APD | AIR PRODS & CHEMS INC | 2,366 | $376K | 0.0% | $104.91 | +29.4% | COM | 009158106 |
| — | AON PLC | 2,663 | $374K | 0.0% | $109.17 | — | SHS CL A | G0408V102 |
| BSX | BOSTON SCIENTIFIC CORP | 13,610 | $372K | 0.0% | $21.63 | +25.6% | COM | 101137107 |
| EA | ELECTRONIC ARTS INC | 3,062 | $371K | 0.0% | $68.44 | +72.2% | COM | 285512109 |
| — | ANADARKO PETE CORP | 6,138 | $371K | 0.0% | $67.10 | — | COM | 032511107 |
| EL | LAUDER ESTEE COS INC | 2,468 | $370K | 0.0% | $82.50 | +52.1% | CL A | 518439104 |
| AEP | AMERICAN ELEC PWR INC | 5,391 | $370K | 0.0% | $46.62 | +9.3% | COM | 025537101 |
| ADI | ANALOG DEVICES INC | 4,052 | $369K | 0.0% | $49.73 | +58.1% | COM | 032654105 |
| PLD | PROLOGIS INC | 5,835 | $368K | 0.0% | $35.71 | +39.7% | COM | 74340W103 |
| TGT | TARGET CORP | 5,196 | $361K | 0.0% | $48.06 | +21.6% | COM | 87612E106 |
| — | CANADIAN PAC RY LTD | 1,564 | $355K | 0.0% | $146.67 | — | COM | 13645T100 |
| PGR | PROGRESSIVE CORP OHIO | 5,797 | $353K | 0.0% | $25.09 | +78.3% | COM | 743315103 |
| FIS | FIDELITY NATL INFORMATION SV | 3,657 | $352K | 0.0% | $60.61 | +40.2% | COM | 31620M106 |
| BAX | BAXTER INTL INC | 5,392 | $351K | 0.0% | $37.48 | +57.2% | COM | 071813109 |
| SHW | SHERWIN WILLIAMS CO | 893 | $350K | 0.0% | $89.15 | +42.5% | COM | 824348106 |
| ALL | ALLSTATE CORP | 3,681 | $349K | 0.0% | $54.10 | +49.2% | COM | 020002101 |
| TSLA | TESLA INC | 1,309 | $348K | 0.0% | $15.02 | +46.5% | COM | 88160R101 |
| — | SUNTRUST BKS INC | 5,109 | $348K | 0.0% | $41.07 | — | COM | 867914103 |
| ILMN | ILLUMINA INC | 1,455 | $344K | 0.0% | $142.06 | +61.3% | COM | 452327109 |
| PSA | PUBLIC STORAGE | 1,692 | $339K | 0.0% | $173.20 | -18.7% | COM | 74460D109 |
| SYY | SYSCO CORP | 5,573 | $334K | 0.0% | $37.68 | +30.7% | COM | 871829107 |
| JCI | JOHNSON CTLS INTL PLC | 9,427 | $332K | 0.0% | $33.21 | -4.3% | SHS | G51502105 |
| KMI | KINDER MORGAN INC DEL | 21,918 | $330K | 0.0% | $10.91 | +1.5% | COM | 49456B101 |
| — | LAM RESEARCH CORP | 1,613 | $328K | 0.0% | $94.90 | — | COM | 512807108 |
| EQIX | EQUINIX INC | 777 | $325K | 0.0% | $290.26 | +24.6% | COM PAR $0.001 | 29444U700 |
| ROP | ROPER TECHNOLOGIES INC | 1,146 | $322K | 0.0% | $165.03 | +59.6% | COM | 776696106 |
| — | PIONEER NAT RES CO | 1,871 | $321K | 0.0% | $151.25 | — | COM | 723787107 |
| DXC | DXC TECHNOLOGY CO | 3,179 | $320K | 0.0% | $63.60 | +31.2% | COM | 23355L106 |
| PPG | PPG INDS INC | 2,851 | $318K | 0.0% | $91.56 | +8.7% | COM | 693506107 |
| LVS | LAS VEGAS SANDS CORP | 4,407 | $317K | 0.0% | $36.99 | +68.7% | COM | 517834107 |
| YUM | YUM BRANDS INC | 3,724 | $317K | 0.0% | $49.47 | +43.5% | COM | 988498101 |
| MCO | MOODYS CORP | 1,922 | $310K | 0.0% | $88.07 | +71.4% | COM | 615369105 |
| NOW | SERVICENOW INC | 1,863 | $308K | 0.0% | $22.42 | +37.7% | COM | 81762P102 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 17,101 | $300K | 0.0% | $11.05 | +20.2% | COM | 42824C109 |
| WY | WEYERHAEUSER CO | 8,500 | $298K | 0.0% | $21.11 | +22.7% | COM | 962166104 |
| ROST | ROSS STORES INC | 3,824 | $298K | 0.0% | $50.89 | +44.1% | COM | 778296103 |
| APH | AMPHENOL CORP NEW | 3,437 | $296K | 0.0% | $13.13 | +59.0% | CL A | 032095101 |
| SLF | SUN LIFE FINL INC | 5,601 | $296K | 0.0% | $38.00 | +10.9% | COM | 866796105 |
| MCK | MCKESSON CORP | 2,093 | $295K | 0.0% | $162.65 | -10.0% | COM | 58155Q103 |
| SRE | SEMPRA ENERGY | 2,652 | $295K | 0.0% | $44.55 | -6.2% | COM | 816851109 |
| EW | EDWARDS LIFESCIENCES CORP | 2,103 | $293K | 0.0% | $34.45 | +26.1% | COM | 28176E108 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 5,773 | $290K | 0.0% | $32.52 | +15.5% | COM | 744573106 |
| CMI | CUMMINS INC | 1,785 | $289K | 0.0% | $87.68 | +59.4% | COM | 231021106 |
| TROW | PRICE T ROWE GROUP INC | 2,659 | $287K | 0.0% | $52.40 | +57.3% | COM | 74144T108 |
| GIS | GENERAL MLS INC | 6,345 | $286K | 0.0% | $45.45 | -9.8% | COM | 370334104 |
| HCA | HCA HEALTHCARE INC | 2,952 | $286K | 0.0% | $73.38 | +23.1% | COM | 40412C101 |
| WDC | WESTERN DIGITAL CORP | 3,073 | $284K | 0.0% | $33.13 | +85.7% | COM | 958102105 |
| — | DISCOVER FINL SVCS | 3,918 | $282K | 0.0% | $53.67 | — | COM | 254709108 |
| — | RED HAT INC | 1,878 | $281K | 0.0% | $86.54 | — | COM | 756577102 |
| ADM | ARCHER DANIELS MIDLAND CO | 6,457 | $280K | 0.0% | $30.23 | +10.3% | COM | 039483102 |
| DG | DOLLAR GEN CORP NEW | 2,971 | $278K | 0.0% | $76.16 | +13.9% | COM | 256677105 |
| FTV | FORTIVE CORP | 3,591 | $278K | 0.0% | $30.87 | +49.3% | COM | 34959J108 |
| ED | CONSOLIDATED EDISON INC | 3,552 | $277K | 0.0% | $53.16 | +10.0% | COM | 209115104 |
| MTB | M & T BK CORP | 1,473 | $272K | 0.0% | $88.17 | +66.3% | COM | 55261F104 |
| SWK | STANLEY BLACK & DECKER INC | 1,753 | $269K | 0.0% | $86.52 | +50.5% | COM | 854502101 |
| WCN | WASTE CONNECTIONS INC | 2,904 | $268K | 0.0% | $59.83 | +12.6% | COM | 94106B101 |
| FITB | FIFTH THIRD BANCORP | 8,375 | $266K | 0.0% | $12.75 | +89.7% | COM | 316773100 |
| CCL | CARNIVAL CORP | 3,998 | $262K | 0.0% | $60.75 | +3.3% | UNIT 99/99/9999 | 143658300 |
| AVB | AVALONBAY CMNTYS INC | 1,591 | $262K | 0.0% | $129.86 | -4.0% | COM | 053484101 |
| REGN | REGENERON PHARMACEUTICALS | 762 | $262K | 0.0% | $383.00 | -9.7% | COM | 75886F107 |
| SYF | SYNCHRONY FINL | 7,824 | $262K | 0.0% | $23.23 | +31.3% | COM | 87165B103 |
| ADSK | AUTODESK INC | 2,079 | $261K | 0.0% | $83.68 | +42.3% | COM | 052769106 |
| PCAR | PACCAR INC | 3,948 | $261K | 0.0% | $25.66 | +35.6% | COM | 693718108 |
| — | CONCHO RES INC | 1,737 | $261K | 0.0% | $125.73 | — | COM | 20605P101 |
| PH | PARKER HANNIFIN CORP | 1,526 | $261K | 0.0% | $96.45 | +74.2% | COM | 701094104 |
| EQR | EQUITY RESIDENTIAL | 4,219 | $260K | 0.0% | $46.36 | -4.5% | SH BEN INT | 29476L107 |
| XEL | XCEL ENERGY INC | 5,727 | $260K | 0.0% | $30.70 | +13.8% | COM | 98389B100 |
| MNST | MONSTER BEVERAGE CORP NEW | 4,509 | $258K | 0.0% | $23.36 | +33.7% | COM | 61174X109 |
| VFC | V F CORP | 3,458 | $256K | 0.0% | $59.14 | +22.3% | COM | 918204108 |
| ROK | ROCKWELL AUTOMATION INC | 1,468 | $256K | 0.0% | $95.44 | +71.7% | COM | 773903109 |
| — | ROCKWELL COLLINS INC | 1,894 | $255K | 0.0% | $135.66 | — | COM | 774341101 |
| MGA | MAGNA INTL INC | 3,495 | $254K | 0.0% | $33.44 | +30.8% | COM | 559222401 |
| OKE | ONEOK INC NEW | 4,445 | $253K | 0.0% | $32.05 | +9.2% | COM | 682680103 |
| GLW | CORNING INC | 8,997 | $251K | 0.0% | $15.51 | +59.9% | COM | 219350105 |
| PBA | PEMBINA PIPELINE CORP | 6,201 | $249K | 0.0% | $20.75 | +3.8% | COM | 706327103 |
| A | AGILENT TECHNOLOGIES INC | 3,716 | $249K | 0.0% | $40.01 | +65.3% | COM | 00846U101 |
| TSN | TYSON FOODS INC | 3,372 | $247K | 0.0% | $61.44 | +0.1% | CL A | 902494103 |
| — | ALEXION PHARMACEUTICALS INC | 2,219 | $247K | 0.0% | $116.68 | — | COM | 015351109 |
| NTRS | NORTHERN TR CORP | 2,384 | $246K | 0.0% | $53.49 | +55.1% | COM | 665859104 |
| NEM | NEWMONT MINING CORP | 6,277 | $245K | 0.0% | $26.01 | +17.9% | COM | 651639106 |
| — | HARRIS CORP DEL | 1,495 | $241K | 0.0% | $141.37 | — | COM | 413875105 |
| — | GROUPE CGI INC | 3,226 | $240K | 0.0% | $74.40 | — | CL A SUB VTG | 39945C109 |
| — | INGERSOLL-RAND PLC | 2,784 | $238K | 0.0% | $64.21 | — | SHS | G47791101 |
| — | APTIV PLC | 2,795 | $237K | 0.0% | $84.94 | — | SHS | G6095L109 |
| RCI | ROGERS COMMUNICATIONS INC | 4,126 | $237K | 0.0% | $47.18 | -0.5% | CL B | 775109200 |
| WMB | WILLIAMS COS INC DEL | 9,486 | $236K | 0.0% | $12.36 | +54.2% | COM | 969457100 |
| DLTR | DOLLAR TREE INC | 2,479 | $235K | 0.0% | $76.30 | +37.4% | COM | 256746108 |
| AMP | AMERIPRISE FINL INC | 1,583 | $234K | 0.0% | $79.19 | +76.7% | COM | 03076C106 |
| AXP | AMERICAN EXPRESS CO | 2,500 | $233K | 0.0% | $55.25 | +57.5% | Call | 025816109 |
| IP | INTL PAPER CO | 4,316 | $231K | 0.0% | $26.29 | +49.2% | COM | 460146103 |
| RF | REGIONS FINL CORP NEW | 12,423 | $231K | 0.0% | $6.39 | +117.5% | COM | 7591EP100 |
| KR | KROGER CO | 9,550 | $229K | 0.0% | $29.55 | -22.3% | COM | 501044101 |
| WELL | WELLTOWER INC | 4,210 | $229K | 0.0% | $49.51 | -13.2% | COM | 95040Q104 |
| PAYX | PAYCHEX INC | 3,713 | $229K | 0.0% | $40.17 | +30.4% | COM | 704326107 |
| — | DR PEPPER SNAPPLE GROUP INC | 1,924 | $228K | 0.0% | $96.99 | — | COM | 26138E109 |
| ZBH | ZIMMER BIOMET HLDGS INC | 2,070 | $226K | 0.0% | $104.60 | +4.1% | COM | 98956P102 |
| NUE | NUCOR CORP | 3,701 | $226K | 0.0% | $39.15 | +42.5% | COM | 670346105 |
| WEC | WEC ENERGY GROUP INC | 3,578 | $224K | 0.0% | $44.11 | +9.3% | COM | 92939U106 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 1,890 | $223K | 0.0% | $85.28 | +37.7% | COM | V7780T103 |
| KEY | KEYCORP NEW | 11,242 | $220K | 0.0% | $8.01 | +82.3% | COM | 493267108 |
| DLR | DIGITAL RLTY TR INC | 2,091 | $220K | 0.0% | $73.88 | +8.4% | COM | 253868103 |
| PPL | PPL CORP | 7,756 | $219K | 0.0% | $24.77 | -15.7% | COM | 69351T106 |
| PCG | PG&E CORP | 4,985 | $219K | 0.0% | $55.37 | -24.3% | COM | 69331C108 |
| BXP | BOSTON PROPERTIES INC | 1,779 | $219K | 0.0% | $86.36 | -1.4% | COM | 101121101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 2,380 | $217K | 0.0% | $29.93 | +33.0% | COM | 595017104 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 1,264 | $216K | 0.0% | $120.02 | +27.6% | CL A | 78410G104 |
| CFG | CITIZENS FINL GROUP INC | 5,119 | $215K | 0.0% | $16.10 | +100.7% | COM | 174610105 |
| AME | AMETEK INC NEW | 2,811 | $214K | 0.0% | $55.63 | +29.4% | COM | 031100100 |
| DTE | DTE ENERGY CO | 2,047 | $214K | 0.0% | $56.09 | +19.9% | COM | 233331107 |
| CLX | CLOROX CO DEL | 1,582 | $211K | 0.0% | $98.68 | +8.2% | COM | 189054109 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 831 | $206K | 0.0% | $17.68 | -4.3% | COM | 67103H107 |
| EIX | EDISON INTL | 3,228 | $205K | 0.0% | $48.54 | -9.8% | COM | 281020107 |
| ES | EVERSOURCE ENERGY | 3,474 | $205K | 0.0% | $40.60 | +10.5% | COM | 30040W108 |
| — | KELLOGG CO | 3,137 | $204K | 0.0% | $50.93 | -7.2% | COM | 487836108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 3,885 | $200K | 0.0% | $36.26 | +26.6% | COM | 416515104 |
| HBAN | HUNTINGTON BANCSHARES INC | 11,073 | $167K | 0.0% | $6.54 | +68.5% | COM | 446150104 |
| — | MARATHON OIL CORP | 10,132 | $163K | 0.0% | $17.60 | — | COM | 565849106 |
| — | ANNALY CAP MGMT INC | 14,270 | $149K | 0.0% | $11.07 | — | COM | 035710409 |
| — | ENCANA CORP | 10,465 | $148K | 0.0% | $11.72 | — | COM | 292505104 |
| CVE | CENOVUS ENERGY INC | 11,947 | $131K | 0.0% | $11.42 | -33.3% | COM | 15135U109 |
| — | SIRIUS XM HLDGS INC | 19,034 | $119K | 0.0% | $3.94 | — | COM | 82968B103 |
| — | VEREIT INC | 13,470 | $94,000 | 0.0% | $10.14 | — | COM | 92339V100 |
| KGC | KINROSS GOLD CORP | 14,649 | $75,000 | 0.0% | $3.59 | +11.1% | COM NO PAR | 496902404 |
| — | TURQUOISE HILL RES LTD | 14,889 | $59,000 | 0.0% | $3.06 | — | COM | 900435108 |
| — | GRAN TIERRA ENERGY INC | 12,326 | $44,000 | 0.0% | $2.67 | — | COM | 38500T101 |
| BTG | B2GOLD CORP | 11,537 | $41,000 | 0.0% | $2.40 | -2.1% | COM | 11777Q209 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $32,000 | 0.0% | $4.28 | — | COM | 165167107 |
| — | WEATHERFORD INTL PLC | 13,169 | $30,000 | 0.0% | $5.54 | — | ORD SHS | G48833100 |
| — | OBSIDIAN ENERGY LTD | 12,664 | $16,000 | 0.0% | $1.31 | — | COM | 674482104 |
| — | ELDORADO GOLD CORP NEW | 11,700 | $13,000 | 0.0% | $3.42 | — | COM | 284902103 |