Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $1.177B (39.8% shares, 60.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 83,905,000 | $90.03M | 7.6% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | MICROCHIP TECHNOLOGY INC | 39,136,000 | $47.06M | 4.0% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | EXACT SCIENCES CORP | 32,740,000 | $40.97M | 3.5% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PROSPECT CAPITAL CORPORATION | 36,420,000 | $36.9M | 3.1% | $0.99 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | SQUARE INC | 26,685,000 | $31.89M | 2.7% | $1.20 | — | NOTE 0.500% 5/1 | 852234AD5 |
| MSFT | MICROSOFT CORP | 231,300 | $30.98M | 2.6% | $96.59 | +23.7% | Call | 594918104 |
| QGEN 1 11/13/24 | QIAGEN NV | 25,800,000 | $28.65M | 2.4% | $1.09 | — | DEBT 1.000%11/1 | N72482AT4 |
| — | ON SEMICONDUCTOR CORP | 22,187,000 | $27.09M | 2.3% | $1.23 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | NXP SEMICONDUCTORS N V | 25,013,000 | $26.42M | 2.2% | $1.20 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | JAZZ INVESTMENTS I LTD | 26,700,000 | $26.31M | 2.2% | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ILLUMINA INC | 16,883,000 | $26.04M | 2.2% | $1.36 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | PRICELINE GRP INC | 17,069,000 | $24.58M | 2.1% | $1.36 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | GUIDEWIRE SOFTWARE INC | 19,000,000 | $21.36M | 1.8% | $1.04 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | LIVE NATION ENTERTAINMENT IN | 17,350,000 | $20.69M | 1.8% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | PRICELINE GRP INC | 17,727,000 | $20.39M | 1.7% | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MACQUARIE INFRASTRUCTURE COR | 19,870,000 | $19.87M | 1.7% | $1.00 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| AMZN | AMAZON COM INC | 10,490 | $19.86M | 1.7% | $83.22 | +11.9% | COM | 023135106 |
| MSFT | MICROSOFT CORP | 146,562 | $19.63M | 1.7% | $96.59 | +23.7% | COM | 594918104 |
| AAPL | APPLE INC | 87,032 | $17.23M | 1.5% | $39.83 | +17.1% | COM | 037833100 |
| — | NUANCE COMMUNICATIONS INC | 18,223,000 | $17.17M | 1.5% | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NEW RELIC INC | 15,372,000 | $16.37M | 1.4% | $1.06 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| V | VISA INC | 88,155 | $15.3M | 1.3% | $148.99 | +4.9% | COM CL A | 92826C839 |
| PG | PROCTER AND GAMBLE CO | 135,844 | $14.89M | 1.3% | $87.11 | +3.9% | COM | 742718109 |
| AMZN | AMAZON COM INC | 7,700 | $14.58M | 1.2% | $83.22 | +11.9% | Call | 023135106 |
| NKE | NIKE INC | 158,141 | $13.28M | 1.1% | $75.91 | +1.6% | CL B | 654106103 |
| LULU | LULULEMON ATHLETICA INC | 68,417 | $12.33M | 1.0% | $173.67 | 0.0% | COM | 550021109 |
| — | NEUROCRINE BIOSCIENCES INC | 8,920,000 | $11.79M | 1.0% | $1.32 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | MOMO INC | 12,300,000 | $11.69M | 1.0% | $0.95 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | ARES CAP CORP | 11,300,000 | $11.67M | 1.0% | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | AMERICAN RLTY CAP PPTYS INC | 11,625,000 | $11.63M | 1.0% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| ULTA | ULTA BEAUTY INC | 33,016 | $11.45M | 1.0% | $345.60 | 0.0% | COM | 90384S303 |
| PEP | PEPSICO INC | 84,170 | $11.04M | 0.9% | $100.06 | +4.7% | COM | 713448108 |
| — | NUVASIVE INC | 9,215,000 | $10.46M | 0.9% | $1.31 | — | NOTE 2.250% 3/1 | 670704AG0 |
| EL | LAUDER ESTEE COS INC | 55,268 | $10.12M | 0.9% | $155.88 | +0.7% | CL A | 518439104 |
| — | CYPRESS SEMICONDUCTOR CORP | 8,210,000 | $9.702M | 0.8% | $0.95 | — | NOTE 2.000% 2/0 | 232806AP4 |
| DIS | DISNEY WALT CO | 69,082 | $9.647M | 0.8% | $119.42 | +7.2% | COM DISNEY | 254687106 |
| SBUX | STARBUCKS CORP | 112,832 | $9.459M | 0.8% | $65.47 | +3.8% | COM | 855244109 |
| — | TWITTER INC | 9,200,000 | $9.145M | 0.8% | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| CRTO | CRITEO S A | 506,500 | $8.717M | 0.7% | $45.46 | — | SPONS ADS | 226718104 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,310,000 | $8.308M | 0.7% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| PYPL | PAYPAL HLDGS INC | 71,690 | $8.206M | 0.7% | $99.20 | +11.5% | COM | 70450Y103 |
| — | BLACKROCK CAPITAL INVESTMENT | 7,975,000 | $8.015M | 0.7% | $1.05 | — | NOTE 5.000% 6/1 | 092533AC2 |
| ADBE | ADOBE INC | 26,678 | $7.861M | 0.7% | $244.50 | +13.6% | COM | 00724F101 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,580,000 | $7.798M | 0.7% | $1.19 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TWITTER INC | 8,041,000 | $7.703M | 0.7% | $0.91 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| NFLX | NETFLIX INC | 20,841 | $7.655M | 0.7% | $30.74 | +17.4% | COM | 64110L106 |
| — | CEMEX SAB DE CV | 7,200,000 | $7.197M | 0.6% | $1.00 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | WHITING PETE CORP NEW | 7,050,000 | $6.916M | 0.6% | $0.93 | — | NOTE 1.250% 4/0 | 966387AL6 |
| BABA | ALIBABA GROUP HLDG LTD | 40,000 | $6.778M | 0.6% | $169.45 | — | SPONSORED ADS | 01609W102 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,500,000 | $6.381M | 0.5% | $1.12 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | PROSPECT CAPITAL CORPORATION | 5,775,000 | $5.826M | 0.5% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| VCIT | VANGUARD SCOTTSDALE FDS | 54,395 | $4.887M | 0.4% | $89.58 | — | INT-TERM CORP | 92206C870 |
| — | WEIBO CORP | 5,000,000 | $4.723M | 0.4% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| META | FACEBOOK INC | 24,163 | $4.663M | 0.4% | $116.47 | +55.8% | CL A | 30303M102 |
| — | ARES CAP CORP | 4,200,000 | $4.274M | 0.4% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| TAL | TAL EDUCATION GROUP | 110,000 | $4.191M | 0.4% | $38.10 | — | SPONSORED ADS | 874080104 |
| JPM | JPMORGAN CHASE & CO | 34,050 | $3.807M | 0.3% | $81.33 | +13.1% | COM | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 27,316 | $3.805M | 0.3% | $110.95 | +3.4% | COM | 478160104 |
| — | APOLLO COML REAL EST FIN INC | 3,700,000 | $3.705M | 0.3% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| LKNCY | LUCKIN COFFEE INC | 188,000 | $3.664M | 0.3% | $19.49 | — | SPONSORED ADS | 54951L109 |
| — | HERCULES CAPITAL INC | 3,450,000 | $3.485M | 0.3% | $1.02 | — | DBCV 4.375% 2/0 | 427096AF9 |
| GOOG | ALPHABET INC | 3,195 | $3.454M | 0.3% | $36.08 | +58.7% | CAP STK CL C | 02079K107 |
| — | VIAVI SOLUTIONS INC | 2,950,000 | $3.444M | 0.3% | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| FTCHQ | FARFETCH LTD | 164,052 | $3.412M | 0.3% | $23.13 | 0.0% | ORD SH CL A | 30744W107 |
| XOM | EXXON MOBIL CORP | 42,963 | $3.292M | 0.3% | $57.10 | -0.4% | COM | 30231G102 |
| GOOGL | ALPHABET INC | 3,038 | $3.29M | 0.3% | $47.66 | +20.6% | CAP STK CL A | 02079K305 |
| — | BLACKSTONE MTG TR INC | 3,100,000 | $3.232M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| PRU | PRUDENTIAL FINL INC | 29,800 | $3.01M | 0.3% | $48.97 | +46.0% | Call | 744320102 |
| — | MERITOR INC | 2,780,000 | $2.905M | 0.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,800,000 | $2.895M | 0.2% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 13,385 | $2.853M | 0.2% | $148.65 | +39.2% | CL B NEW | 084670702 |
| — | BLACKROCK INC | 5,800 | $2.722M | 0.2% | $342.33 | — | Call | 09247X101 |
| — | SPIRIT RLTY CAP INC NEW | 2,600,000 | $2.664M | 0.2% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| PFE | PFIZER INC | 59,368 | $2.572M | 0.2% | $21.11 | +38.4% | COM | 717081103 |
| BAC | BANK AMER CORP | 88,006 | $2.552M | 0.2% | $22.78 | +7.5% | COM | 060505104 |
| CSCO | CISCO SYS INC | 46,558 | $2.548M | 0.2% | $20.86 | +116.6% | COM | 17275R102 |
| T | AT&T INC | 75,638 | $2.535M | 0.2% | $14.94 | +1.0% | COM | 00206R102 |
| MA | MASTERCARD INC | 9,477 | $2.507M | 0.2% | $182.25 | +32.4% | CL A | 57636Q104 |
| HD | HOME DEPOT INC | 11,702 | $2.434M | 0.2% | $105.77 | +60.3% | COM | 437076102 |
| VZ | VERIZON COMMUNICATIONS INC | 42,404 | $2.423M | 0.2% | $31.85 | +25.7% | COM | 92343V104 |
| UNH | UNITEDHEALTH GROUP INC | 9,761 | $2.382M | 0.2% | $117.05 | +84.1% | COM | 91324P102 |
| — | SOLARCITY CORP | 2,450,000 | $2.38M | 0.2% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | PROSPECT CAPITAL CORPORATION | 2,250,000 | $2.318M | 0.2% | $1.03 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| MRK | MERCK & CO INC | 27,491 | $2.305M | 0.2% | $43.36 | +43.3% | COM | 58933Y105 |
| CVX | CHEVRON CORP NEW | 18,488 | $2.301M | 0.2% | $90.24 | 0.0% | COM | 166764100 |
| — | J2 GLOBAL INC | 1,600,000 | $2.23M | 0.2% | $1.34 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| INTC | INTEL CORP | 46,343 | $2.218M | 0.2% | $25.37 | +69.8% | COM | 458140100 |
| KO | COCA COLA CO | 41,503 | $2.113M | 0.2% | $37.41 | +6.7% | COM | 191216100 |
| — | BLACKROCK TCP CAPITAL CORP | 2,000,000 | $2.045M | 0.2% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | CTRIP COM INTL LTD | 2,000,000 | $1.994M | 0.2% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | LIGAND PHARMACEUTICALS INC | 2,300,000 | $1.985M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| CMCSA | COMCAST CORP NEW | 46,771 | $1.977M | 0.2% | $27.05 | +31.4% | CL A | 20030N101 |
| WFC | WELLS FARGO CO NEW | 40,618 | $1.922M | 0.2% | $37.36 | +4.6% | COM | 949746101 |
| — | SUPERNUS PHARMACEUTICALS INC | 2,005,000 | $1.905M | 0.2% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ZILLOW GROUP INC | 1,500,000 | $1.7M | 0.1% | $1.14 | — | NOTE 2.000%12/0 | 98954MAB7 |
| MCD | MCDONALDS CORP | 8,012 | $1.664M | 0.1% | $99.15 | +71.2% | COM | 580135101 |
| — | CARDTRONICS INC | 1,600,000 | $1.552M | 0.1% | $0.92 | — | NOTE 1.000%12/0 | 14161HAG3 |
| RY | ROYAL BK CDA MONTREAL QUE | 14,560 | $1.515M | 0.1% | $72.46 | +7.9% | COM | 780087102 |
| ABT | ABBOTT LABS | 17,951 | $1.51M | 0.1% | $34.18 | +105.4% | COM | 002824100 |
| C | CITIGROUP INC | 21,333 | $1.494M | 0.1% | $56.47 | -6.3% | COM NEW | 172967424 |
| TD | TORONTO DOMINION BK ONT | 18,971 | $1.452M | 0.1% | $51.32 | +9.6% | COM NEW | 891160509 |
| — | TWO HBRS INVT CORP | 1,400,000 | $1.446M | 0.1% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| V | VISA INC | 8,300 | $1.44M | 0.1% | $148.99 | +4.9% | Call | 92826C839 |
| ORCL | ORACLE CORP | 24,095 | $1.373M | 0.1% | $34.58 | +42.1% | COM | 68389X105 |
| MDT | MEDTRONIC PLC | 13,928 | $1.356M | 0.1% | $63.78 | +19.5% | SHS | G5960L103 |
| HON | HONEYWELL INTL INC | 7,615 | $1.33M | 0.1% | $113.38 | +22.3% | COM | 438516106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 9,481 | $1.307M | 0.1% | $95.46 | +3.3% | COM | 459200101 |
| UNP | UNION PACIFIC CORP | 7,707 | $1.303M | 0.1% | $68.24 | +116.5% | COM | 907818108 |
| SY | SO YOUNG INTERNATIONAL INC | 93,683 | $1.301M | 0.1% | $13.89 | — | SPONSORED ADS | 83356Q108 |
| AMGN | AMGEN INC | 6,826 | $1.258M | 0.1% | $119.07 | +22.8% | COM | 031162100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,203 | $1.234M | 0.1% | $147.09 | +84.0% | COM | 883556102 |
| ACN | ACCENTURE PLC IRELAND | 6,613 | $1.222M | 0.1% | $102.86 | +59.1% | SHS CLASS A | G1151C101 |
| COST | COSTCO WHSL CORP NEW | 4,582 | $1.211M | 0.1% | $130.14 | +74.1% | COM | 22160K105 |
| AVGO | BROADCOM INC | 4,193 | $1.207M | 0.1% | $19.38 | +25.8% | COM | 11135F101 |
| CRM | SALESFORCE COM INC | 7,657 | $1.162M | 0.1% | $84.95 | +82.3% | COM | 79466L302 |
| — | UNITED TECHNOLOGIES CORP | 8,881 | $1.156M | 0.1% | $104.50 | — | COM | 913017109 |
| — | SUNPOWER CORP | 1,250,000 | $1.144M | 0.1% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| TXN | TEXAS INSTRS INC | 9,937 | $1.14M | 0.1% | $45.66 | +103.2% | COM | 882508104 |
| ABBV | ABBVIE INC | 15,627 | $1.136M | 0.1% | $41.38 | +43.5% | COM | 00287Y109 |
| MMM | 3M CO | 6,065 | $1.051M | 0.1% | $103.17 | +16.9% | COM | 88579Y101 |
| NEE | NEXTERA ENERGY INC | 5,057 | $1.036M | 0.1% | $24.60 | +69.9% | COM | 65339F101 |
| AMT | AMERICAN TOWER CORP NEW | 4,769 | $975K | 0.1% | $87.81 | +91.5% | COM | 03027X100 |
| NVDA | NVIDIA CORP | 5,846 | $960K | 0.1% | $1.23 | +233.9% | COM | 67066G104 |
| DHR | DANAHER CORPORATION | 6,701 | $958K | 0.1% | $42.69 | +169.2% | COM | 235851102 |
| LLY | LILLY ELI & CO | 8,602 | $953K | 0.1% | $66.65 | +62.0% | COM | 532457108 |
| CNI | CANADIAN NATL RY CO | 7,789 | $944K | 0.1% | $61.32 | +32.2% | COM | 136375102 |
| GILD | GILEAD SCIENCES INC | 13,715 | $927K | 0.1% | $55.64 | -8.7% | COM | 375558103 |
| QCOM | QUALCOMM INC | 12,089 | $920K | 0.1% | $40.95 | +53.1% | COM | 747525103 |
| BNS | BANK N S HALIFAX | 13,040 | $917K | 0.1% | $37.72 | -0.8% | COM | 064149107 |
| — | GENERAL ELECTRIC CO | 87,177 | $915K | 0.1% | $31.48 | — | COM | 369604103 |
| BKNG | BOOKING HLDGS INC | 488 | $915K | 0.1% | $1822.19 | -3.0% | COM | 09857L108 |
| AXP | AMERICAN EXPRESS CO | 7,232 | $893K | 0.1% | $55.25 | +94.5% | COM | 025816109 |
| AXP | AMERICAN EXPRESS CO | 7,000 | $864K | 0.1% | $55.25 | +94.5% | Call | 025816109 |
| USB | US BANCORP DEL | 15,969 | $837K | 0.1% | $29.17 | +33.5% | COM NEW | 902973304 |
| LOW | LOWES COS INC | 8,288 | $836K | 0.1% | $64.80 | +44.2% | COM | 548661107 |
| CAT | CATERPILLAR INC DEL | 5,964 | $813K | 0.1% | $116.31 | -1.4% | COM | 149123101 |
| BMY | BRISTOL MYERS SQUIBB CO | 17,406 | $789K | 0.1% | $49.81 | -27.5% | COM | 110122108 |
| — | LIBERTY MEDIA CORP DELAWARE | 700,000 | $785K | 0.1% | $1.16 | — | NOTE 1.375%10/1 | 531229AB8 |
| ADP | AUTOMATIC DATA PROCESSING IN | 4,651 | $769K | 0.1% | $71.77 | +96.4% | COM | 053015103 |
| COP | CONOCOPHILLIPS | 12,590 | $768K | 0.1% | $38.21 | +28.9% | COM | 20825C104 |
| GS | GOLDMAN SACHS GROUP INC | 3,698 | $757K | 0.1% | $127.90 | +32.2% | COM | 38141G104 |
| ELV | ANTHEM INC | 2,662 | $751K | 0.1% | $119.90 | +108.4% | COM | 036752103 |
| UPS | UNITED PARCEL SERVICE INC | 7,189 | $742K | 0.1% | $74.08 | +8.2% | CL B | 911312106 |
| CVS | CVS HEALTH CORP | 13,495 | $735K | 0.1% | $70.55 | -38.2% | COM | 126650100 |
| SYK | STRYKER CORP | 3,516 | $723K | 0.1% | $139.59 | +27.4% | COM | 863667101 |
| CME | CME GROUP INC | 3,719 | $722K | 0.1% | $69.45 | +108.0% | COM | 12572Q105 |
| BDX | BECTON DICKINSON & CO | 2,857 | $720K | 0.1% | $144.08 | +45.6% | COM | 075887109 |
| CB | CHUBB LIMITED | 4,774 | $703K | 0.1% | $103.60 | +24.9% | COM | H1467J104 |
| SU | SUNCOR ENERGY INC NEW | 17,172 | $701K | 0.1% | $22.70 | +8.3% | COM | 867224107 |
| — | CELGENE CORP | 7,535 | $697K | 0.1% | $98.61 | — | COM | 151020104 |
| INTU | INTUIT | 2,656 | $694K | 0.1% | $112.93 | +115.6% | COM | 461202103 |
| CHTR | CHARTER COMMUNICATIONS INC N | 1,741 | $688K | 0.1% | $214.89 | +74.4% | CL A | 16119P108 |
| TJX | TJX COS INC NEW | 12,932 | $684K | 0.1% | $39.61 | +22.9% | COM | 872540109 |
| DUK | DUKE ENERGY CORP NEW | 7,702 | $680K | 0.1% | $54.75 | +23.8% | COM NEW | 26441C204 |
| BMO | BANK MONTREAL QUE | 6,802 | $673K | 0.1% | $52.79 | +9.2% | COM | 063671101 |
| PNC | PNC FINL SVCS GROUP INC | 4,888 | $671K | 0.1% | $62.96 | +65.4% | COM | 693475105 |
| CSX | CSX CORP | 8,569 | $663K | 0.1% | $7.58 | +210.7% | COM | 126408103 |
| CL | COLGATE PALMOLIVE CO | 9,055 | $649K | 0.1% | $56.53 | +7.6% | COM | 194162103 |
| BSX | BOSTON SCIENTIFIC CORP | 14,905 | $641K | 0.1% | $22.91 | +67.9% | COM | 101137107 |
| CI | CIGNA CORP NEW | 4,006 | $631K | 0.1% | $174.31 | -17.8% | COM | 125523100 |
| TRP | TC ENERGY CORP | 9,702 | $630K | 0.1% | $34.25 | 0.0% | COM | 87807B107 |
| SO | SOUTHERN CO | 11,245 | $622K | 0.1% | $34.26 | +20.7% | COM | 842587107 |
| — | ALLERGAN PLC | 3,703 | $620K | 0.1% | $175.06 | — | SHS | G0177J108 |
| MS | MORGAN STANLEY | 14,094 | $617K | 0.1% | $19.90 | +82.3% | COM NEW | 617446448 |
| ZTS | ZOETIS INC | 5,342 | $606K | 0.1% | $46.67 | +112.6% | CL A | 98978V103 |
| D | DOMINION ENERGY INC | 7,749 | $599K | 0.1% | $49.04 | +15.9% | COM | 25746U109 |
| SPGI | S&P GLOBAL INC | 2,622 | $597K | 0.1% | $96.34 | +114.4% | COM | 78409V104 |
| DD | DUPONT DE NEMOURS INC | 7,854 | $590K | 0.1% | $27.24 | 0.0% | COM | 26614N102 |
| ISRG | INTUITIVE SURGICAL INC | 1,119 | $587K | 0.0% | $105.56 | +62.3% | COM NEW | 46120E602 |
| ILMN | ILLUMINA INC | 1,589 | $585K | 0.0% | $156.20 | +102.1% | COM | 452327109 |
| — | BLACKROCK INC | 1,243 | $583K | 0.0% | $342.33 | — | COM | 09247X101 |
| EOG | EOG RES INC | 6,258 | $583K | 0.0% | $70.55 | -0.3% | COM | 26875P101 |
| PLD | PROLOGIS INC | 7,057 | $565K | 0.0% | $38.72 | +63.6% | COM | 74340W103 |
| ECL | ECOLAB INC | 2,845 | $562K | 0.0% | $104.92 | +65.1% | COM | 278865100 |
| CCI | CROWN CASTLE INTL CORP NEW | 4,256 | $555K | 0.0% | $62.20 | +55.3% | COM | 22822V101 |
| NSC | NORFOLK SOUTHERN CORP | 2,782 | $555K | 0.0% | $69.72 | +148.6% | COM | 655844108 |
| ENB | ENBRIDGE INC | 11,674 | $552K | 0.0% | $23.97 | -2.0% | COM | 29250N105 |
| WM | WASTE MGMT INC DEL | 4,758 | $549K | 0.0% | $50.66 | +91.9% | COM | 94106L109 |
| — | BROOKFIELD ASSET MGMT INC | 8,769 | $549K | 0.0% | $36.37 | — | CL A LTD VT SH | 112585104 |
| DE | DEERE & CO | 3,276 | $543K | 0.0% | $77.19 | +83.2% | COM | 244199105 |
| APD | AIR PRODS & CHEMS INC | 2,366 | $536K | 0.0% | $104.91 | +68.0% | COM | 009158106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 6,205 | $533K | 0.0% | $48.38 | +55.0% | COM | 45866F104 |
| KMB | KIMBERLY CLARK CORP | 3,991 | $532K | 0.0% | $94.38 | +8.3% | COM | 494368103 |
| MFC | MANULIFE FINL CORP | 22,212 | $529K | 0.0% | $18.39 | -3.2% | COM | 56501R106 |
| MRSH | MARSH & MCLENNAN COS INC | 5,240 | $523K | 0.0% | $54.66 | +57.9% | COM | 571748102 |
| SPG | SIMON PPTY GROUP INC NEW | 3,268 | $522K | 0.0% | $124.15 | -4.1% | COM | 828806109 |
| BIIB | BIOGEN INC | 2,204 | $515K | 0.0% | $264.50 | -12.7% | COM | 09062X103 |
| — | AON PLC | 2,663 | $514K | 0.0% | $109.17 | — | SHS CL A | G0408V102 |
| GM | GENERAL MTRS CO | 13,282 | $512K | 0.0% | $37.86 | -8.3% | COM | 37045V100 |
| NOW | SERVICENOW INC | 1,863 | $512K | 0.0% | $22.42 | +134.4% | COM | 81762P102 |
| AIG | AMERICAN INTL GROUP INC | 9,435 | $503K | 0.0% | $43.30 | -3.2% | COM NEW | 026874784 |
| SCHW | THE CHARLES SCHWAB CORPORATI | 12,257 | $493K | 0.0% | $25.16 | +57.7% | COM | 808513105 |
| ITW | ILLINOIS TOOL WKS INC | 3,252 | $490K | 0.0% | $83.28 | +54.4% | COM | 452308109 |
| — | CANADIAN PAC RY LTD | 1,564 | $482K | 0.0% | $146.67 | — | COM | 13645T100 |
| TGT | TARGET CORP | 5,547 | $480K | 0.0% | $49.31 | +37.4% | COM | 87612E106 |
| VRTX | VERTEX PHARMACEUTICALS INC | 2,588 | $475K | 0.0% | $85.83 | +103.7% | COM | 92532F100 |
| AEP | AMERICAN ELEC PWR CO INC | 5,391 | $474K | 0.0% | $46.62 | +46.3% | COM | 025537101 |
| AMAT | APPLIED MATLS INC | 10,355 | $465K | 0.0% | $20.16 | +95.2% | COM | 038222105 |
| — | WALGREENS BOOTS ALLIANCE INC | 8,470 | $463K | 0.0% | $81.99 | — | COM | 931427108 |
| PGR | PROGRESSIVE CORP OHIO | 5,797 | $463K | 0.0% | $25.09 | +153.0% | COM | 743315103 |
| CNQ | CANADIAN NAT RES LTD | 13,102 | $463K | 0.0% | $10.26 | -4.8% | COM | 136385101 |
| COF | CAPITAL ONE FINL CORP | 5,069 | $460K | 0.0% | $58.66 | +36.1% | COM | 14040H105 |
| KMI | KINDER MORGAN INC DEL | 21,918 | $458K | 0.0% | $10.91 | +25.2% | COM | 49456B101 |
| MU | MICRON TECHNOLOGY INC | 11,881 | $458K | 0.0% | $14.21 | +161.5% | COM | 595112103 |
| ADI | ANALOG DEVICES INC | 4,052 | $457K | 0.0% | $49.73 | +93.0% | COM | 032654105 |
| EMR | EMERSON ELEC CO | 6,768 | $452K | 0.0% | $41.54 | +38.3% | COM | 291011104 |
| FIS | FIDELITY NATL INFORMATION SV | 3,657 | $449K | 0.0% | $60.61 | +70.4% | COM | 31620M106 |
| MET | METLIFE INC | 9,015 | $448K | 0.0% | $28.15 | +33.5% | COM | 59156R108 |
| AFL | AFLAC INC | 8,094 | $444K | 0.0% | $37.59 | +17.3% | COM | 001055102 |
| EQIX | EQUINIX INC | 878 | $443K | 0.0% | $300.66 | +41.1% | COM | 29444U700 |
| BAX | BAXTER INTL INC | 5,392 | $442K | 0.0% | $37.48 | +82.7% | COM | 071813109 |
| PRU | PRUDENTIAL FINL INC | 4,347 | $439K | 0.0% | $48.97 | +46.0% | COM | 744320102 |
| NTR | NUTRIEN LTD | 6,263 | $439K | 0.0% | $39.45 | +5.6% | COM | 67077M108 |
| PSX | PHILLIPS 66 | 4,661 | $436K | 0.0% | $56.71 | +20.8% | COM | 718546104 |
| MAR | MARRIOTT INTL INC NEW | 3,035 | $426K | 0.0% | $122.33 | +3.2% | CL A | 571903202 |
| — | BB&T CORP | 8,626 | $424K | 0.0% | $36.90 | — | COM | 054937107 |
| TRV | TRAVELERS COMPANIES INC | 2,828 | $423K | 0.0% | $91.51 | +36.6% | COM | 89417E109 |
| MPC | MARATHON PETE CORP | 7,527 | $421K | 0.0% | $38.49 | +15.0% | COM | 56585A102 |
| FDX | FEDEX CORP | 2,557 | $420K | 0.0% | $139.21 | +11.2% | COM | 31428X106 |
| ROP | ROPER TECHNOLOGIES INC | 1,146 | $420K | 0.0% | $165.03 | +106.8% | COM | 776696106 |
| FISV | FISERV INC | 4,568 | $416K | 0.0% | $77.30 | +13.4% | COM | 337738108 |
| VLO | VALERO ENERGY CORP NEW | 4,850 | $415K | 0.0% | $42.70 | +47.6% | COM | 91913Y100 |
| SHW | SHERWIN WILLIAMS CO | 893 | $409K | 0.0% | $89.15 | +58.1% | COM | 824348106 |
| F | FORD MTR CO DEL | 39,364 | $403K | 0.0% | $7.94 | -10.5% | COM | 345370860 |
| PSA | PUBLIC STORAGE | 1,692 | $403K | 0.0% | $173.20 | +0.4% | COM | 74460D109 |
| OXY | OCCIDENTAL PETE CORP | 8,017 | $403K | 0.0% | $56.73 | -13.9% | COM | 674599105 |
| DG | DOLLAR GEN CORP NEW | 2,971 | $402K | 0.0% | $76.16 | +51.9% | COM | 256677105 |
| EBAY | EBAY INC | 10,184 | $402K | 0.0% | $21.47 | +56.6% | COM | 278642103 |
| HCA | HCA HEALTHCARE INC | 2,952 | $399K | 0.0% | $73.38 | +62.7% | COM | 40412C101 |
| CM | CDN IMPERIAL BK COMM TORONTO | 3,850 | $396K | 0.0% | $29.35 | 0.0% | COM | 136069101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 6,231 | $395K | 0.0% | $53.57 | +10.9% | CL A | 192446102 |
| SYY | SYSCO CORP | 5,573 | $394K | 0.0% | $37.68 | +58.0% | COM | 871829107 |
| — | WORLDPAY INC | 3,189 | $391K | 0.0% | $85.15 | — | CL A | 981558109 |
| WMB | WILLIAMS COS INC DEL | 13,910 | $390K | 0.0% | $14.54 | +31.9% | COM | 969457100 |
| EW | EDWARDS LIFESCIENCES CORP | 2,103 | $389K | 0.0% | $34.45 | +75.5% | COM | 28176E108 |
| HUM | HUMANA INC | 1,467 | $389K | 0.0% | $164.17 | +45.7% | COM | 444859102 |
| DOW | DOW INC | 7,854 | $387K | 0.0% | $36.37 | 0.0% | COM | 260557103 |
| ROST | ROSS STORES INC | 3,824 | $379K | 0.0% | $50.89 | +79.4% | COM | 778296103 |
| YUM | YUM BRANDS INC | 3,420 | $378K | 0.0% | $49.47 | +85.8% | COM | 988498101 |
| MCO | MOODYS CORP | 1,922 | $375K | 0.0% | $88.07 | +103.7% | COM | 615369105 |
| ADSK | AUTODESK INC | 2,299 | $375K | 0.0% | $91.44 | +83.9% | COM | 052769106 |
| ALL | ALLSTATE CORP | 3,681 | $374K | 0.0% | $54.10 | +54.3% | COM | 020002101 |
| WELL | WELLTOWER INC | 4,553 | $371K | 0.0% | $50.60 | +26.4% | COM | 95040Q104 |
| MA | MASTERCARD INC | 1,400 | $370K | 0.0% | $182.25 | +32.4% | Call | 57636Q104 |
| HPQ | HP INC | 17,789 | $370K | 0.0% | $16.28 | -3.5% | COM | 40434L105 |
| — | TE CONNECTIVITY LTD | 3,838 | $368K | 0.0% | $57.09 | — | REG SHS | H84989104 |
| STZ | CONSTELLATION BRANDS INC | 1,858 | $366K | 0.0% | $136.99 | +27.9% | CL A | 21036P108 |
| SRE | SEMPRA ENERGY | 2,652 | $364K | 0.0% | $44.55 | +18.6% | COM | 816851109 |
| GIS | GENERAL MLS INC | 6,897 | $362K | 0.0% | $45.11 | -8.6% | COM | 370334104 |
| NEM | NEWMONT GOLDCORP CORPORATION | 9,352 | $360K | 0.0% | $26.68 | +4.8% | COM | 651639106 |
| NXPI | NXP SEMICONDUCTORS N V | 3,649 | $356K | 0.0% | $83.14 | +4.5% | COM | N6596X109 |
| — | RED HAT INC | 1,878 | $353K | 0.0% | $86.54 | — | COM | 756577102 |
| — | INGERSOLL-RAND PLC | 2,784 | $353K | 0.0% | $64.21 | — | SHS | G47791101 |
| TDG | TRANSDIGM GROUP INC | 713 | $345K | 0.0% | $252.86 | +37.3% | COM | 893641100 |
| — | ACTIVISION BLIZZARD INC | 7,264 | $343K | 0.0% | $43.00 | — | COM | 00507V109 |
| XEL | XCEL ENERGY INC | 5,727 | $341K | 0.0% | $30.70 | +52.9% | COM | 98389B100 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 5,773 | $340K | 0.0% | $32.52 | +46.3% | COM | 744573106 |
| — | LAM RESEARCH CORP | 1,811 | $340K | 0.0% | $103.42 | — | COM | 512807108 |
| GILD | GILEAD SCIENCES INC | 5,000 | $338K | 0.0% | $55.64 | -8.7% | Call | 375558103 |
| PPG | PPG INDS INC | 2,851 | $333K | 0.0% | $91.56 | +9.6% | COM | 693506107 |
| JCI | JOHNSON CTLS INTL PLC | 8,008 | $331K | 0.0% | $33.21 | +0.5% | SHS | G51502105 |
| APH | AMPHENOL CORP NEW | 3,437 | $330K | 0.0% | $13.13 | +72.0% | CL A | 032095101 |
| HLT | HILTON WORLDWIDE HLDGS INC | 3,334 | $326K | 0.0% | $77.02 | +15.7% | COM | 43300A203 |
| GIB | CGI INC | 3,226 | $325K | 0.0% | $65.67 | +10.1% | CL A SUB VTG | 12532H104 |
| MNST | MONSTER BEVERAGE CORP NEW | 5,076 | $324K | 0.0% | $23.78 | +26.7% | COM | 61174X109 |
| WDAY | WORKDAY INC | 1,572 | $323K | 0.0% | $144.39 | +39.9% | CL A | 98138H101 |
| AVB | AVALONBAY CMNTYS INC | 1,591 | $323K | 0.0% | $129.86 | +23.8% | COM | 053484101 |
| — | ALEXION PHARMACEUTICALS INC | 2,462 | $322K | 0.0% | $118.87 | — | COM | 015351109 |
| — | SUNTRUST BKS INC | 5,109 | $321K | 0.0% | $41.07 | — | COM | 867914103 |
| EQR | EQUITY RESIDENTIAL | 4,219 | $320K | 0.0% | $46.36 | +28.0% | SH BEN INT | 29476L107 |
| — | ANADARKO PETE CORP | 4,540 | $320K | 0.0% | $67.10 | — | COM | 032511107 |
| IQV | IQVIA HLDGS INC | 1,977 | $318K | 0.0% | $120.08 | +16.8% | COM | 46266C105 |
| — | HARRIS CORP DEL | 1,661 | $314K | 0.0% | $146.14 | — | COM | 413875105 |
| ED | CONSOLIDATED EDISON INC | 3,552 | $311K | 0.0% | $53.16 | +27.6% | COM | 209115104 |
| EA | ELECTRONIC ARTS INC | 3,062 | $310K | 0.0% | $68.44 | +35.3% | COM | 285512109 |
| LYB | LYONDELLBASELL INDUSTRIES N | 3,594 | $310K | 0.0% | $51.42 | +7.7% | SHS - A - | N53745100 |
| — | XILINX INC | 2,622 | $309K | 0.0% | $80.09 | — | COM | 983919101 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 831 | $307K | 0.0% | $17.68 | +43.3% | COM | 67103H107 |
| PAYX | PAYCHEX INC | 3,713 | $306K | 0.0% | $40.17 | +73.2% | COM | 704326107 |
| OKE | ONEOK INC NEW | 4,445 | $306K | 0.0% | $32.05 | +36.8% | COM | 682680103 |
| CMI | CUMMINS INC | 1,785 | $306K | 0.0% | $87.68 | +57.6% | COM | 231021106 |
| GPN | GLOBAL PMTS INC | 1,913 | $306K | 0.0% | $118.21 | +19.7% | COM | 37940X102 |
| — | DISCOVER FINL SVCS | 3,918 | $304K | 0.0% | $53.67 | — | COM | 254709108 |
| MSI | MOTOROLA SOLUTIONS INC | 1,826 | $304K | 0.0% | $99.23 | +39.0% | COM NEW | 620076307 |
| SLF | SUN LIFE FINL INC | 5,601 | $304K | 0.0% | $38.00 | +5.7% | COM | 866796105 |
| VFC | V F CORP | 3,458 | $302K | 0.0% | $59.14 | +45.7% | COM | 918204108 |
| PBA | PEMBINA PIPELINE CORP | 6,201 | $302K | 0.0% | $20.75 | +21.1% | COM | 706327103 |
| MELI | MERCADOLIBRE INC | 490 | $300K | 0.0% | $398.69 | +39.6% | COM | 58733R102 |
| TSN | TYSON FOODS INC | 3,713 | $300K | 0.0% | $52.11 | +22.3% | CL A | 902494103 |
| GLW | CORNING INC | 8,997 | $299K | 0.0% | $15.51 | +71.6% | COM | 219350105 |
| WEC | WEC ENERGY GROUP INC | 3,578 | $298K | 0.0% | $44.11 | +47.3% | COM | 92939U106 |
| AZO | AUTOZONE INC | 269 | $296K | 0.0% | $736.13 | +43.0% | COM | 053332102 |
| FTV | FORTIVE CORP | 3,591 | $293K | 0.0% | $30.87 | +63.6% | COM | 34959J108 |
| TROW | PRICE T ROWE GROUP INC | 2,659 | $292K | 0.0% | $52.40 | +53.5% | COM | 74144T108 |
| SHOP | SHOPIFY INC | 965 | $290K | 0.0% | $26.03 | 0.0% | CL A | 82509L107 |
| RCI | ROGERS COMMUNICATIONS INC | 4,126 | $289K | 0.0% | $51.16 | +2.1% | CL B | 775109200 |
| — | PIONEER NAT RES CO | 1,871 | $288K | 0.0% | $151.25 | — | COM | 723787107 |
| DLR | DIGITAL RLTY TR INC | 2,417 | $285K | 0.0% | $76.40 | +23.8% | COM | 253868103 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 1,264 | $284K | 0.0% | $120.02 | +62.4% | CL A | 78410G104 |
| PCAR | PACCAR INC | 3,948 | $283K | 0.0% | $25.66 | +41.1% | COM | 693718108 |
| MCK | MCKESSON CORP | 2,093 | $281K | 0.0% | $162.65 | -26.9% | COM | 58155Q103 |
| TSLA | TESLA INC | 1,258 | $281K | 0.0% | $15.02 | +3.6% | COM | 88160R101 |
| VRSN | VERISIGN INC | 1,339 | $280K | 0.0% | $194.66 | 0.0% | COM | 92343E102 |
| AMD | ADVANCED MICRO DEVICES INC | 9,177 | $279K | 0.0% | $14.50 | +96.8% | COM | 007903107 |
| MTD | METTLER TOLEDO INTERNATIONAL | 332 | $279K | 0.0% | $650.03 | +16.0% | COM | 592688105 |
| A | AGILENT TECHNOLOGIES INC | 3,716 | $277K | 0.0% | $40.01 | +76.7% | COM | 00846U101 |
| FNV | FRANCO NEVADA CORP | 2,495 | $277K | 0.0% | $71.05 | 0.0% | COM | 351858105 |
| REGN | REGENERON PHARMACEUTICALS | 882 | $276K | 0.0% | $373.21 | -11.3% | COM | 75886F107 |
| — | FLEETCOR TECHNOLOGIES INC | 973 | $273K | 0.0% | $246.66 | — | COM | 339041105 |
| VTR | VENTAS INC | 3,987 | $273K | 0.0% | $37.95 | +28.7% | COM | 92276F100 |
| SYF | SYNCHRONY FINL | 7,824 | $271K | 0.0% | $25.35 | +13.4% | COM | 87165B103 |
| — | CERNER CORP | 3,670 | $269K | 0.0% | $57.22 | — | COM | 156782104 |
| CTAS | CINTAS CORP | 1,132 | $269K | 0.0% | $45.33 | +14.3% | COM | 172908105 |
| ADM | ARCHER DANIELS MIDLAND CO | 6,546 | $267K | 0.0% | $30.82 | +10.6% | COM | 039483102 |
| CAE | CAE INC | 7,563 | $266K | 0.0% | $24.13 | 0.0% | COM | 124765108 |
| DLTR | DOLLAR TREE INC | 2,479 | $266K | 0.0% | $76.30 | +37.9% | COM | 256746108 |
| SLB | SCHLUMBERGER LTD | 6,625 | $263K | 0.0% | $60.40 | -44.3% | COM | 806857108 |
| ES | EVERSOURCE ENERGY | 3,474 | $263K | 0.0% | $40.60 | +42.5% | COM | 30040W108 |
| DTE | DTE ENERGY CO | 2,047 | $262K | 0.0% | $56.09 | +52.9% | COM | 233331107 |
| FITB | FIFTH THIRD BANCORP | 9,342 | $261K | 0.0% | $20.28 | +3.8% | COM | 316773100 |
| EIX | EDISON INTL | 3,856 | $260K | 0.0% | $48.04 | -3.5% | COM | 281020107 |
| LVS | LAS VEGAS SANDS CORP | 4,407 | $260K | 0.0% | $36.99 | +51.2% | COM | 517834107 |
| — | TWITTER INC | 7,427 | $259K | 0.0% | $43.62 | — | COM | 90184L102 |
| PH | PARKER HANNIFIN CORP | 1,526 | $259K | 0.0% | $96.45 | +62.2% | COM | 701094104 |
| RSG | REPUBLIC SVCS INC | 2,962 | $257K | 0.0% | $59.86 | +26.1% | COM | 760759100 |
| — | IHS MARKIT LTD | 4,039 | $257K | 0.0% | $54.47 | — | SHS | G47567105 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 17,101 | $256K | 0.0% | $11.05 | +10.9% | COM | 42824C109 |
| FTS | FORTIS INC | 4,957 | $256K | 0.0% | $29.44 | 0.0% | COM | 349553107 |
| AME | AMETEK INC NEW | 2,811 | $255K | 0.0% | $72.56 | +13.0% | COM | 031100100 |
| SWK | STANLEY BLACK & DECKER INC | 1,753 | $254K | 0.0% | $86.52 | +33.8% | COM | 854502101 |
| BK | BANK NEW YORK MELLON CORP | 5,715 | $252K | 0.0% | $31.02 | +25.1% | COM | 064058100 |
| MTB | M & T BK CORP | 1,473 | $251K | 0.0% | $88.17 | +51.8% | COM | 55261F104 |
| — | TOTAL SYS SVCS INC | 1,960 | $251K | 0.0% | $128.06 | — | COM | 891906109 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,311 | $251K | 0.0% | $151.12 | +9.5% | SHS | G96629103 |
| SNPS | SYNOPSYS INC | 1,941 | $250K | 0.0% | $99.10 | +21.4% | COM | 871607107 |
| — | THOMSON REUTERS CORP | 2,909 | $246K | 0.0% | $84.57 | — | COM NEW | 884903709 |
| ZBH | ZIMMER BIOMET HLDGS INC | 2,070 | $244K | 0.0% | $104.60 | +6.1% | COM | 98956P102 |
| — | CONCHO RES INC | 2,354 | $243K | 0.0% | $119.72 | — | COM | 20605P101 |
| IDXX | IDEXX LABS INC | 884 | $243K | 0.0% | $246.39 | 0.0% | COM | 45168D104 |
| KLAC | KLA-TENCOR CORP | 2,056 | $243K | 0.0% | $98.08 | +8.2% | COM | 482480100 |
| CLX | CLOROX CO DEL | 1,582 | $242K | 0.0% | $98.68 | +27.4% | COM | 189054109 |
| ROK | ROCKWELL AUTOMATION INC | 1,468 | $241K | 0.0% | $95.44 | +57.1% | COM | 773903109 |
| PPL | PPL CORP | 7,756 | $241K | 0.0% | $24.77 | -5.8% | COM | 69351T106 |
| AWK | AMERICAN WTR WKS CO INC NEW | 2,059 | $239K | 0.0% | $86.27 | +13.0% | COM | 030420103 |
| VRSK | VERISK ANALYTICS INC | 1,625 | $238K | 0.0% | $116.34 | +16.1% | COM | 92345Y106 |
| CHD | CHURCH & DWIGHT INC | 3,245 | $237K | 0.0% | $58.13 | +18.2% | COM | 171340102 |
| XYZ | SQUARE INC | 3,262 | $237K | 0.0% | $72.47 | -3.6% | CL A | 852234103 |
| TMUS | T MOBILE US INC | 3,181 | $236K | 0.0% | $62.08 | +15.6% | COM | 872590104 |
| KHC | KRAFT HEINZ CO | 7,554 | $234K | 0.0% | $39.44 | -42.1% | COM | 500754106 |
| CTVA | CORTEVA INC | 7,854 | $232K | 0.0% | $25.02 | 0.0% | COM | 22052L104 |
| AMP | AMERIPRISE FINL INC | 1,583 | $230K | 0.0% | $109.35 | +17.3% | COM | 03076C106 |
| MKC | MCCORMICK & CO INC | 1,481 | $230K | 0.0% | $62.59 | +8.3% | COM NON VTG | 579780206 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 1,890 | $229K | 0.0% | $108.13 | +7.8% | COM | V7780T103 |
| MSCI | MSCI INC | 960 | $229K | 0.0% | $209.74 | 0.0% | COM | 55354G100 |
| BXP | BOSTON PROPERTIES INC | 1,779 | $229K | 0.0% | $86.36 | +13.0% | COM | 101121101 |
| MGA | MAGNA INTL INC | 3,495 | $228K | 0.0% | $39.93 | 0.0% | COM | 559222401 |
| CCL | CARNIVAL CORP | 4,870 | $227K | 0.0% | $60.42 | -16.7% | UNIT 99/99/9999 | 143658300 |
| — | APTIV PLC | 2,795 | $226K | 0.0% | $79.43 | — | SHS | G6095L109 |
| STT | STATE STR CORP | 4,027 | $226K | 0.0% | $45.13 | +10.8% | COM | 857477103 |
| AEM | AGNICO EAGLE MINES LTD | 3,333 | $224K | 0.0% | $37.66 | 0.0% | COM | 008474108 |
| ETR | ENTERGY CORP NEW | 2,173 | $224K | 0.0% | $35.22 | +8.9% | COM | 29364G103 |
| WY | WEYERHAEUSER CO | 8,500 | $224K | 0.0% | $19.29 | +2.1% | COM | 962166104 |
| CSGP | COSTAR GROUP INC | 399 | $221K | 0.0% | $51.11 | 0.0% | COM | 22160N109 |
| — | HESS CORP | 3,453 | $220K | 0.0% | $60.24 | — | COM | 42809H107 |
| RMD | RESMED INC | 1,791 | $219K | 0.0% | $104.52 | 0.0% | COM | 761152107 |
| BF/B | BROWN FORMAN CORP | 3,922 | $217K | 0.0% | $47.61 | 0.0% | CL B | 115637209 |
| HIG | HARTFORD FINL SVCS GROUP INC | 3,885 | $216K | 0.0% | $45.59 | 0.0% | COM | 416515104 |
| O | REALTY INCOME CORP | 3,137 | $216K | 0.0% | $47.55 | +4.0% | COM | 756109104 |
| NTRS | NORTHERN TR CORP | 2,384 | $215K | 0.0% | $72.96 | +2.8% | COM | 665859104 |
| FANG | DIAMONDBACK ENERGY INC | 1,964 | $214K | 0.0% | $81.14 | 0.0% | COM | 25278X109 |
| WCN | WASTE CONNECTIONS INC | 1,702 | $213K | 0.0% | $88.03 | 0.0% | COM | 94106B101 |
| OTEX | OPEN TEXT CORP | 3,922 | $212K | 0.0% | $33.59 | 0.0% | COM | 683715106 |
| ESS | ESSEX PPTY TR INC | 720 | $210K | 0.0% | $214.90 | +6.3% | COM | 297178105 |
| AEE | AMEREN CORP | 2,758 | $207K | 0.0% | $57.26 | +6.5% | COM | 023608102 |
| KR | KROGER CO | 9,550 | $207K | 0.0% | $29.55 | -28.7% | COM | 501044101 |
| FAST | FASTENAL CO | 6,328 | $206K | 0.0% | $13.28 | +4.9% | COM | 311900104 |
| CDNS | CADENCE DESIGN SYSTEM INC | 2,908 | $206K | 0.0% | $66.85 | 0.0% | COM | 127387108 |
| CNC | CENTENE CORP DEL | 3,934 | $206K | 0.0% | $54.01 | 0.0% | COM | 15135B101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 2,380 | $206K | 0.0% | $39.20 | 0.0% | COM | 595017104 |
| — | HCP INC | 6,425 | $205K | 0.0% | $31.28 | — | COM | 40414L109 |
| NUE | NUCOR CORP | 3,701 | $204K | 0.0% | $50.70 | -5.6% | COM | 670346105 |
| PANW | PALO ALTO NETWORKS INC | 997 | $203K | 0.0% | $37.09 | +0.9% | COM | 697435105 |
| LNG | CHENIERE ENERGY INC | 2,933 | $201K | 0.0% | $66.19 | 0.0% | COM NEW | 16411R208 |
| KEY | KEYCORP NEW | 11,242 | $200K | 0.0% | $8.01 | +53.1% | COM | 493267108 |
| RF | REGIONS FINL CORP NEW | 12,423 | $186K | 0.0% | $6.39 | +75.6% | COM | 7591EP100 |
| CVE | CENOVUS ENERGY INC | 14,964 | $173K | 0.0% | $10.83 | -26.9% | COM | 15135U109 |
| — | ANNALY CAP MGMT INC | 17,342 | $158K | 0.0% | $10.92 | — | COM | 035710409 |
| HBAN | HUNTINGTON BANCSHARES INC | 11,073 | $153K | 0.0% | $6.54 | +50.5% | COM | 446150104 |
| — | MARATHON OIL CORP | 10,132 | $144K | 0.0% | $17.60 | — | COM | 565849106 |
| — | SIRIUS XM HLDGS INC | 22,583 | $126K | 0.0% | $4.21 | — | COM | 82968B103 |
| — | VEREIT INC | 13,470 | $121K | 0.0% | $10.14 | — | COM | 92339V100 |
| — | ENCANA CORP | 14,940 | $100K | 0.0% | $6.69 | — | COM | 292505104 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 10,357 | $96,000 | 0.0% | $24.33 | — | SPONSORED ADS | 881624209 |
| KGC | KINROSS GOLD CORP | 14,649 | $74,000 | 0.0% | $3.59 | -6.1% | COM | 496902404 |
| — | CRESCENT PT ENERGY CORP | 11,113 | $48,000 | 0.0% | $7.38 | — | COM | 22576C101 |
| BTG | B2GOLD CORP | 11,537 | $46,000 | 0.0% | $2.40 | -9.1% | COM | 11777Q209 |
| — | GRAN TIERRA ENERGY INC | 12,326 | $25,000 | 0.0% | $2.67 | — | COM | 38500T101 |
| — | TURQUOISE HILL RES LTD | 14,889 | $24,000 | 0.0% | $3.06 | — | COM | 900435108 |
| — | CHESAPEAKE ENERGY CORP | 10,506 | $20,000 | 0.0% | $4.28 | — | COM | 165167107 |
| — | DENBURY RES INC | 12,235 | $15,000 | 0.0% | $4.82 | — | COM NEW | 247916208 |