Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value: $1.657B (53.2% shares, 46.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 97,730,000 | $109M | 6.6% | $1.12 | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SOUTHWEST AIRLS CO | 49,499,000 | $72.23M | 4.4% | $1.46 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SHOPIFY INC | 54,734,000 | $64.97M | 3.9% | $1.19 | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | ZYNGA INC | 44,486,000 | $59.53M | 3.6% | $1.34 | $1.28 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | ARES CAPITAL CORP | 45,176,000 | $48M | 2.9% | $1.06 | $1.05 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | LUMENTUM HLDGS INC | 37,455,000 | $45.84M | 2.8% | $1.22 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ILLUMINA INC | 31,216,000 | $45.42M | 2.7% | $1.46 | $1.29 | — | NOTE 0.500% 6/1 | 452327AH2 |
| QGEN 1 11/13/24 | QIAGEN NV | 32,600,000 | $41.63M | 2.5% | $1.28 | $1.23 | — | DEBT 1.000%11/1 | N72482AT4 |
| — | EXACT SCIENCES CORP | 28,920,000 | $40.86M | 2.5% | $1.41 | $1.16 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| MSFT | MICROSOFT CORP | 182,200 | $40.52M | 2.4% | $222.42 * | $121.42 | +69.7% | Call | 594918104 |
| — | PINDUODUO INC | 30,307,000 | $37.88M | 2.3% | $1.25 | $1.25 | — | NOTE 12/0 | 722304AC6 |
| AAPL | APPLE INC | 254,383 | $33.8M | 2.0% | $132.85 * | $90.73 | +29.0% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 138,440 | $30.74M | 1.9% | $222.07 * | $121.42 | +69.7% | COM | 594918104 |
| — | PALO ALTO NETWORKS INC | 20,342,000 | $28.81M | 1.7% | $1.42 | $1.11 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | CREE INC | 14,666,000 | $26.57M | 1.6% | $1.81 | $1.81 | — | NOTE 0.875% 9/0 | 225447AB7 |
| CDNS | CADENCE DESIGN SYSTEM INC | 185,390 | $25.29M | 1.5% | $136.41 * | $98.02 | +19.7% | COM | 127387108 |
| TSCO | TRACTOR SUPPLY CO | 168,091 | $23.63M | 1.4% | $140.59 * | $25.75 | 0.0% | COM | 892356106 |
| GOOGL | ALPHABET INC | 12,792 | $22.38M | 1.4% | $1749.22 * | $64.56 | +29.3% | CAP STK CL A | 02079K305 |
| AWK | AMERICAN WTR WKS CO INC NEW | 117,983 | $18.1M | 1.1% | $153.43 * | $120.07 | +16.1% | COM | 030420103 |
| VZ | VERIZON COMMUNICATIONS INC | 301,437 | $17.69M | 1.1% | $58.68 * | $42.55 | +3.4% | COM | 92343V104 |
| NKE | NIKE INC | 119,636 | $16.93M | 1.0% | $141.48 * | $82.79 | +48.8% | CL B | 654106103 |
| MU | MICRON TECHNOLOGY INC | 222,786 | $16.72M | 1.0% | $75.04 * | $58.32 | +0.9% | COM | 595112103 |
| ADI | ANALOG DEVICES INC | 109,527 | $16.18M | 1.0% | $147.68 * | $102.96 | +17.7% | COM | 032654105 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 31,760 | $15.87M | 1.0% | $499.75 * | $297.34 | +62.5% | COM | 00724F101 |
| — | WESTERN DIGITAL CORP. | 15,875,000 | $15.85M | 1.0% | $1.00 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| SYK | STRYKER CORPORATION | 64,057 | $15.69M | 0.9% | $244.91 * | $180.79 | +18.7% | COM | 863667101 |
| CCK | CROWN HLDGS INC | 156,410 | $15.67M | 0.9% | $100.20 * | $66.37 | +31.6% | COM | 228368106 |
| FAST | FASTENAL CO | 320,132 | $15.63M | 0.9% | $48.84 * | $20.71 | +0.1% | COM | 311900104 |
| — | EXACT SCIENCES CORP | 11,368,000 | $14.87M | 0.9% | $1.31 | $1.09 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | BROOKFIELD ASSET MGMT INC | 357,782 | $14.77M | 0.9% | $41.27 | $41.35 | — | CL A LTD VT SH | 112585104 |
| ZTS | ZOETIS INC | 88,949 | $14.72M | 0.9% | $165.44 * | $126.54 | +22.8% | CL A | 98978V103 |
| DAL | DELTA AIR LINES INC DEL | 361,332 | $14.53M | 0.9% | $40.21 * | $35.38 | 0.0% | COM NEW | 247361702 |
| TJX | TJX COS INC NEW | 207,369 | $14.16M | 0.9% | $68.29 * | $50.50 | +11.8% | COM | 872540109 |
| BXP | BOSTON PROPERTIES INC | 149,187 | $14.1M | 0.9% | $94.52 * | $68.58 | 0.0% | COM | 101121101 |
| CMI | CUMMINS INC | 61,672 | $14M | 0.8% | $227.06 * | $148.43 | +33.6% | COM | 231021106 |
| HAIN | HAIN CELESTIAL GROUP INC | 339,707 | $13.64M | 0.8% | $40.15 * | $36.37 | 0.0% | COM | 405217100 |
| CIEN | CIENA CORP | 251,422 | $13.29M | 0.8% | $52.85 * | $44.19 | +0.6% | COM NEW | 171779309 |
| — | EVOQUA WATER TECHNOLOGIES CO | 485,463 | $13.1M | 0.8% | $26.98 | $26.98 | — | COM | 30057T105 |
| — | FORTIVE CORP | 12,500,000 | $12.89M | 0.8% | $1.03 | $1.00 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | DEXCOM INC | 5,619,000 | $12.65M | 0.8% | $2.25 | $2.25 | — | NOTE 0.750%12/0 | 252131AH0 |
| TRMB | TRIMBLE INC | 186,221 | $12.43M | 0.8% | $66.76 * | $57.40 | 0.0% | COM | 896239100 |
| FIS | FIDELITY NATL INFORMATION SV | 87,105 | $12.31M | 0.7% | $141.32 * | $120.52 | +5.8% | COM | 31620M106 |
| CGNX | COGNEX CORP | 153,064 | $12.29M | 0.7% | $80.29 * | $69.07 | 0.0% | COM | 192422103 |
| SBNY | SIGNATURE BK NEW YORK N Y | 90,335 | $12.22M | 0.7% | $135.29 | $135.29 | — | COM | 82669G104 |
| A | AGILENT TECHNOLOGIES INC | 100,192 | $11.87M | 0.7% | $118.46 * | $79.10 | +35.2% | COM | 00846U101 |
| CARR | CARRIER GLOBAL CORPORATION | 312,994 | $11.81M | 0.7% | $37.72 * | $33.64 | +0.5% | COM | 14448C104 |
| MTD | METTLER TOLEDO INTERNATIONAL | 10,324 | $11.77M | 0.7% | $1139.58 * | $1093.04 | +0.3% | COM | 592688105 |
| ELAN | ELANCO ANIMAL HEALTH INC | 381,553 | $11.7M | 0.7% | $30.66 | $30.51 | 0.0% | COM | 28414H103 |
| ROST | ROSS STORES INC | 94,423 | $11.6M | 0.7% | $122.80 * | $86.36 | +14.8% | COM | 778296103 |
| WY | WEYERHAEUSER CO MTN BE | 332,354 | $11.14M | 0.7% | $33.53 * | $24.15 | +1.4% | COM NEW | 962166104 |
| RVTY | PERKINELMER INC | 77,670 | $11.14M | 0.7% | $143.47 * | $131.57 | 0.0% | COM | 714046109 |
| — | MACQUARIE INFRASTRUCTURE COR | 11,069,000 | $11.11M | 0.7% | $1.00 | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| TTEK | TETRA TECH INC NEW | 95,688 | $11.08M | 0.7% | $115.78 * | $22.53 | 0.0% | COM | 88162G103 |
| TTC | TORO CO | 115,837 | $10.98M | 0.7% | $94.83 * | $88.40 | 0.0% | COM | 891092108 |
| — | WEIBO CORP | 11,030,000 | $10.74M | 0.6% | $0.97 | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| WMS | ADVANCED DRAIN SYS INC DEL | 128,216 | $10.72M | 0.6% | $83.58 * | $69.24 | 0.0% | COM | 00790R104 |
| EXPE | EXPEDIA GROUP INC | 78,434 | $10.38M | 0.6% | $132.39 * | $111.79 | 0.0% | COM NEW | 30212P303 |
| NOW | SERVICENOW INC | 18,723 | $10.3M | 0.6% | $550.13 * | $72.64 | +43.1% | COM | 81762P102 |
| — | ASPEN TECHNOLOGY INC | 78,258 | $10.19M | 0.6% | $130.26 | $130.26 | — | COM | 045327103 |
| URI | UNITED RENTALS INC | 43,575 | $10.1M | 0.6% | $231.88 * | $204.61 | 0.0% | COM | 911363109 |
| — | SVB FINANCIAL GROUP | 24,607 | $9.541M | 0.6% | $387.74 | $387.74 | — | COM | 78486Q101 |
| — | RENEWABLE ENERGY GROUP INC | 134,451 | $9.523M | 0.6% | $70.83 | $70.83 | — | COM NEW | 75972A301 |
| CAG | CONAGRA BRANDS INC | 262,341 | $9.512M | 0.6% | $36.26 * | $28.88 | 0.0% | COM | 205887102 |
| DKS | DICKS SPORTING GOODS INC | 163,543 | $9.193M | 0.6% | $56.21 * | $48.81 | 0.0% | COM | 253393102 |
| WCN | WASTE CONNECTIONS INC | 86,213 | $8.842M | 0.5% | $102.56 * | $99.68 | +0.1% | COM | 94106B101 |
| DOV | DOVER CORP | 64,708 | $8.167M | 0.5% | $126.21 * | $111.11 | 0.0% | COM | 260003108 |
| HXL | HEXCEL CORP NEW | 167,236 | $8.11M | 0.5% | $48.49 * | $43.54 | 0.0% | COM | 428291108 |
| — | EURONET WORLDWIDE INC | 6,540,000 | $7.398M | 0.4% | $1.13 | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ANSYS INC | 19,251 | $7.002M | 0.4% | $363.72 | $232.15 | — | COM | 03662Q105 |
| META | FACEBOOK INC | 24,059 | $6.544M | 0.4% | $272.00 | $133.70 | +103.6% | CL A | 30303M102 |
| VEEV | VEEVA SYS INC | 23,951 | $6.525M | 0.4% | $272.43 * | $146.59 | +91.1% | CL A COM | 922475108 |
| — | IQIYI INC | 7,380,000 | $6.513M | 0.4% | $0.88 | $0.88 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| SSD | SIMPSON MANUFACTURING CO INC | 67,644 | $6.321M | 0.4% | $93.45 * | $77.52 | +14.8% | COM | 829073105 |
| — | FLEETCOR TECHNOLOGIES INC | 22,483 | $6.132M | 0.4% | $272.74 | $272.74 | — | COM | 339041105 |
| — | VISHAY INTERTECHNOLOGY INC | 5,800,000 | $6.077M | 0.4% | $1.05 | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PROSPECT CAP CORP | 5,350,000 | $5.698M | 0.3% | $1.07 | $1.03 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| ROK | ROCKWELL AUTOMATION INC | 21,407 | $5.367M | 0.3% | $250.71 * | $223.05 | +0.4% | COM | 773903109 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,450,000 | $5.218M | 0.3% | $0.96 | $0.92 | — | NOTE 0.625% 4/0 | 868459AD0 |
| JNJ | JOHNSON & JOHNSON | 31,183 | $4.875M | 0.3% | $156.34 * | $114.85 | +11.0% | COM | 478160104 |
| PG | PROCTER AND GAMBLE CO | 31,400 | $4.337M | 0.3% | $138.12 * | $97.19 | +26.7% | COM | 742718109 |
| JPM | JPMORGAN CHASE & CO | 34,137 | $4.289M | 0.3% | $125.64 * | $97.53 | +0.6% | COM | 46625H100 |
| — | ARES CAPITAL CORP | 3,900,000 | $3.978M | 0.2% | $1.02 | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 17,202 | $3.96M | 0.2% | $230.21 * | $169.62 | +29.8% | CL B NEW | 084670702 |
| V | VISA INC | 17,685 | $3.863M | 0.2% | $218.43 * | $155.43 | +26.9% | COM CL A | 92826C839 |
| — | LIBERTY MEDIA CORP DEL | 2,800,000 | $3.618M | 0.2% | $1.29 | $1.11 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | HERCULES CAPITAL INC | 3,450,000 | $3.605M | 0.2% | $1.04 | $1.02 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | STARWOOD PPTY TR INC | 3,600,000 | $3.564M | 0.2% | $0.99 | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| UNH | UNITEDHEALTH GROUP INC | 10,220 | $3.535M | 0.2% | $345.89 * | $285.41 | +8.0% | COM | 91324P102 |
| — | SPLUNK INC | 2,500,000 | $3.402M | 0.2% | $1.36 | $1.40 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ILLUMINA INC | 3,000,000 | $3.347M | 0.2% | $1.12 | $1.12 | — | NOTE 8/1 | 452327AK5 |
| HD | HOME DEPOT INC | 11,821 | $3.136M | 0.2% | $265.29 * | $238.47 | +1.7% | COM | 437076102 |
| — | YY INC | 3,100,000 | $3.06M | 0.2% | $0.99 | $1.07 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| DIS | DISNEY WALT CO | 16,876 | $3.057M | 0.2% | $181.14 * | $121.11 | +15.8% | COM | 254687106 |
| KO | COCA COLA CO | 49,176 | $2.682M | 0.2% | $54.54 * | $43.79 | +1.1% | COM | 191216100 |
| MRK | MERCK & CO. INC | 31,203 | $2.523M | 0.2% | $80.86 * | $48.98 | +32.4% | COM | 58933Y105 |
| — | APOLLO COML REAL EST FIN INC | 2,650,000 | $2.521M | 0.2% | $0.95 | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| PYPL | PAYPAL HLDGS INC | 10,878 | $2.521M | 0.2% | $231.75 * | $111.41 | +85.5% | COM | 70450Y103 |
| PEP | PEPSICO INC | 16,816 | $2.481M | 0.1% | $147.54 * | $104.99 | +15.5% | COM | 713448108 |
| BAC | BK OF AMERICA CORP | 81,330 | $2.442M | 0.1% | $30.03 * | $22.98 | +3.0% | COM | 060505104 |
| CMCSA | COMCAST CORP NEW | 43,217 | $2.214M | 0.1% | $51.23 * | $27.51 | +51.4% | CL A | 20030N101 |
| — | MOMO INC | 2,620,000 | $2.211M | 0.1% | $0.84 | $0.87 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| WTRG | ESSENTIAL UTILS INC | 46,602 | $2.204M | 0.1% | $47.29 * | $44.42 | 0.0% | COM | 29670G102 |
| INTC | INTEL CORP | 44,420 | $2.171M | 0.1% | $48.87 * | $27.35 | +60.9% | COM | 458140100 |
| — | JAZZ INVESTMENTS I LTD | 2,000,000 | $2.093M | 0.1% | $1.05 | $0.93 | — | NOTE 1.500% 8/1 | 472145AD3 |
| DAR | DARLING INGREDIENTS INC | 35,968 | $2.079M | 0.1% | $57.80 * | $23.11 | +106.8% | COM | 237266101 |
| XOM | EXXON MOBIL CORP | 50,002 | $2.077M | 0.1% | $41.54 * | $50.91 | -40.4% | COM | 30231G102 |
| CSCO | CISCO SYS INC | 46,429 | $2.067M | 0.1% | $44.52 * | $23.57 | +49.7% | COM | 17275R102 |
| PFE | PFIZER INC | 54,400 | $1.999M | 0.1% | $36.75 * | $21.73 | +31.8% | COM | 717081103 |
| ABT | ABBOTT LABS | 17,985 | $1.952M | 0.1% | $108.53 * | $41.13 | +141.3% | COM | 002824100 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1.915M | 0.1% | $0.96 | $0.87 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| T | AT&T INC | 65,489 | $1.866M | 0.1% | $28.49 * | $14.94 | +3.0% | COM | 00206R102 |
| BMY | BRISTOL-MYERS SQUIBB CO | 30,025 | $1.86M | 0.1% | $61.95 * | $48.81 | +2.5% | COM | 110122108 |
| ABBV | ABBVIE INC | 17,457 | $1.845M | 0.1% | $105.69 * | $50.15 | +57.4% | COM | 00287Y109 |
| — | TWITTER INC | 1,800,000 | $1.841M | 0.1% | $1.02 | $0.97 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| CVX | CHEVRON CORP NEW | 21,543 | $1.835M | 0.1% | $85.18 * | $85.11 | -23.6% | COM | 166764100 |
| QCOM | QUALCOMM INC | 11,612 | $1.743M | 0.1% | $150.10 * | $46.11 | +170.5% | COM | 747525103 |
| MDT | MEDTRONIC PLC | 14,798 | $1.715M | 0.1% | $115.89 * | $69.64 | +36.5% | SHS | G5960L103 |
| NEE | NEXTERA ENERGY INC | 22,126 | $1.701M | 0.1% | $76.88 * | $61.15 | +7.3% | COM | 65339F101 |
| — | MERITOR INC | 1,460,000 | $1.675M | 0.1% | $1.15 | $0.97 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | MICROCHIP TECHNOLOGY INC. | 834,000 | $1.674M | 0.1% | $2.01 | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| MS | MORGAN STANLEY | 22,698 | $1.548M | 0.1% | $68.20 * | $40.85 | +19.5% | COM NEW | 617446448 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.541M | 0.1% | $1.03 | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| SBUX | STARBUCKS CORP | 14,025 | $1.49M | 0.1% | $106.24 * | $73.46 | +15.9% | COM | 855244109 |
| WMT | WALMART INC | 10,170 | $1.466M | 0.1% | $144.15 * | $45.24 | 0.0% | COM | 931142103 |
| C | CITIGROUP INC | 23,567 | $1.437M | 0.1% | $60.98 * | $54.24 | -21.9% | COM NEW | 172967424 |
| PLD | PROLOGIS INC. | 14,463 | $1.437M | 0.1% | $99.36 * | $87.00 | +0.5% | COM | 74340W103 |
| ORCL | ORACLE CORP | 22,225 | $1.432M | 0.1% | $64.43 * | $36.41 | +52.5% | COM | 68389X105 |
| — | PROOFPOINT INC | 1,080,000 | $1.199M | 0.1% | $1.11 | $1.11 | — | NOTE 0.250% 8/1 | 743424AF0 |
| CL | COLGATE PALMOLIVE CO | 13,830 | $1.177M | 0.1% | $85.10 * | $70.00 | +4.9% | COM | 194162103 |
| BALL | BALL CORP | 12,016 | $1.119M | 0.1% | $93.13 * | $73.64 | +17.8% | COM | 058498106 |
| WFC | WELLS FARGO CO NEW | 37,516 | $1.116M | 0.1% | $29.75 * | $37.53 | -38.6% | COM | 949746101 |
| — | ACTIVISION BLIZZARD INC | 12,026 | $1.108M | 0.1% | $92.13 | $85.89 | — | COM | 00507V109 |
| PGR | PROGRESSIVE CORP | 11,212 | $1.1M | 0.1% | $98.11 * | $64.29 | +25.4% | COM | 743315103 |
| — | TWITTER INC | 900,000 | $1.098M | 0.1% | $1.22 | $1.11 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| NEM | NEWMONT CORP | 17,623 | $1.06M | 0.1% | $60.15 * | $53.81 | -2.7% | COM | 651639106 |
| RY | ROYAL BK CDA | 12,852 | $1.059M | 0.1% | $82.40 * | $72.46 | +6.8% | COM | 780087102 |
| — | SUNPOWER CORP | 1,050,000 | $1.048M | 0.1% | $1.00 | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| KMI | KINDER MORGAN INC DEL | 71,600 | $976K | 0.1% | $13.63 * | $10.25 | -3.1% | COM | 49456B101 |
| AMAT | APPLIED MATLS INC | 11,112 | $965K | 0.1% | $86.84 * | $61.89 | +14.2% | COM | 038222105 |
| CSX | CSX CORP | 10,377 | $939K | 0.1% | $90.49 * | $24.28 | +10.4% | COM | 126408103 |
| AMD | ADVANCED MICRO DEVICES INC | 10,147 | $936K | 0.1% | $92.24 * | $75.39 | +14.5% | COM | 007903107 |
| TD | TORONTO DOMINION BK ONT | 16,305 | $923K | 0.1% | $56.61 * | $51.32 | -1.3% | COM NEW | 891160509 |
| ES | EVERSOURCE ENERGY | 10,469 | $902K | 0.1% | $86.16 * | $72.01 | +1.5% | COM | 30040W108 |
| — | SPLUNK INC | 689,000 | $900K | 0.1% | $1.31 | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| KIM | KIMCO RLTY CORP | 58,578 | $878K | 0.1% | $14.99 * | $10.60 | 0.0% | COM | 49446R109 |
| — | LIBERTY MEDIA CORP DEL | 700,000 | $875K | 0.1% | $1.25 | $1.16 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INTERPUBLIC GROUP COS INC | 37,179 | $874K | 0.1% | $23.51 * | $17.29 | 0.0% | COM | 460690100 |
| GILD | GILEAD SCIENCES INC | 15,303 | $873K | 0.1% | $57.05 * | $54.02 | -8.6% | COM | 375558103 |
| GIS | GENERAL MLS INC | 14,397 | $845K | 0.1% | $58.69 * | $51.37 | -1.0% | COM | 370334104 |
| — | GENERAL ELECTRIC CO | 78,217 | $838K | 0.1% | $10.71 | $31.48 | — | COM | 369604103 |
| CVS | CVS HEALTH CORP | 12,132 | $822K | 0.0% | $67.75 * | $69.95 | -21.1% | COM | 126650100 |
| D | DOMINION ENERGY INC | 10,767 | $800K | 0.0% | $74.30 * | $62.34 | +1.7% | COM | 25746U109 |
| KR | KROGER CO | 23,772 | $753K | 0.0% | $31.68 * | $27.38 | +6.1% | COM | 501044101 |
| HAL | HALLIBURTON CO | 38,839 | $735K | 0.0% | $18.92 * | $14.16 | 0.0% | COM | 406216101 |
| MET | METLIFE INC | 15,590 | $728K | 0.0% | $46.70 * | $34.72 | +6.6% | COM | 59156R108 |
| EBAY | EBAY INC. | 14,290 | $720K | 0.0% | $50.38 * | $48.46 | -3.6% | COM | 278642103 |
| TFC | TRUIST FINL CORP | 13,672 | $718K | 0.0% | $52.52 * | $31.70 | +12.5% | COM | 89832Q109 |
| — | KELLOGG CO | 11,518 | $715K | 0.0% | $62.08 * | $50.63 | -1.2% | COM | 487836108 |
| SO | SOUTHERN CO | 11,739 | $712K | 0.0% | $60.65 * | $36.38 | +36.1% | COM | 842587107 |
| BSX | BOSTON SCIENTIFIC CORP | 19,680 | $703K | 0.0% | $35.72 | $27.71 | +30.1% | COM | 101137107 |
| MAS | MASCO CORP | 12,621 | $693K | 0.0% | $54.91 * | $50.51 | -0.4% | COM | 574599106 |
| CPB | CAMPBELL SOUP CO | 13,846 | $669K | 0.0% | $48.32 * | $40.69 | 0.0% | COM | 134429109 |
| BKR | BAKER HUGHES COMPANY | 31,842 | $666K | 0.0% | $20.92 * | $15.41 | 0.0% | CL A | 05722G100 |
| — | NIELSEN HLDGS PLC | 30,780 | $641K | 0.0% | $20.83 | $20.83 | — | SHS EUR | G6518L108 |
| — | AMCOR PLC | 54,187 | $637K | 0.0% | $11.76 * | $8.83 | +4.6% | ORD | G0250X107 |
| OMC | OMNICOM GROUP INC | 10,136 | $631K | 0.0% | $62.25 * | $47.57 | 0.0% | COM | 681919106 |
| USB | US BANCORP DEL | 13,418 | $619K | 0.0% | $46.13 * | $29.17 | +16.0% | COM NEW | 902973304 |
| HPQ | HP INC | 24,382 | $596K | 0.0% | $24.44 * | $16.89 | +4.3% | COM | 40434L105 |
| BNS | BANK NOVA SCOTIA B C | 10,939 | $591K | 0.0% | $54.03 * | $37.72 | -4.2% | COM | 064149107 |
| ENB | ENBRIDGE INC | 18,159 | $583K | 0.0% | $32.11 * | $23.38 | -7.2% | COM | 29250N105 |
| VNT | VONTIER CORPORATION | 17,394 | $581K | 0.0% | $33.40 * | $31.19 | 0.0% | COM | 928881101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 11,519 | $560K | 0.0% | $48.62 * | $38.73 | 0.0% | COM | 416515104 |
| GM | GENERAL MTRS CO | 13,282 | $556K | 0.0% | $41.86 * | $37.86 | -0.9% | COM | 37045V100 |
| DOW | DOW INC | 10,019 | $556K | 0.0% | $55.49 * | $34.68 | +12.6% | COM | 260557103 |
| — | WALGREENS BOOTS ALLIANCE INC | 13,936 | $552K | 0.0% | $39.61 | $37.67 | — | COM | 931427108 |
| EXC | EXELON CORP | 12,918 | $543K | 0.0% | $42.03 * | $22.71 | +8.4% | COM | 30161N101 |
| SCHW | SCHWAB CHARLES CORP | 10,320 | $541K | 0.0% | $52.42 * | $25.16 | +68.3% | COM | 808513105 |
| DOC | HEALTHPEAK PROPERTIES INC | 16,249 | $517K | 0.0% | $31.82 * | $21.62 | +2.9% | COM | 42250P103 |
| HST | HOST HOTELS & RESORTS INC | 34,559 | $505K | 0.0% | $14.61 * | $10.70 | 0.0% | COM | 44107P104 |
| SEE | SEALED AIR CORP NEW | 10,038 | $460K | 0.0% | $45.83 * | $39.33 | 0.0% | COM | 81211K100 |
| GAP | GAP INC | 22,680 | $459K | 0.0% | $20.24 * | $17.32 | 0.0% | COM | 364760108 |
| GEN | NORTONLIFELOCK INC | 20,810 | $457K | 0.0% | $21.96 * | $18.13 | 0.0% | COM | 668771108 |
| ROL | ROLLINS INC | 11,584 | $452K | 0.0% | $39.02 * | $36.34 | 0.0% | COM | 775711104 |
| — | L BRANDS INC | 11,726 | $438K | 0.0% | $37.35 | $37.35 | — | COM | 501797104 |
| FE | FIRSTENERGY CORP | 14,263 | $433K | 0.0% | $30.36 * | $24.24 | 0.0% | COM | 337932107 |
| IRM | IRON MTN INC NEW | 14,222 | $419K | 0.0% | $29.46 * | $22.13 | 0.0% | COM | 46284V101 |
| F | FORD MTR CO DEL | 43,954 | $389K | 0.0% | $8.85 * | $7.77 | -18.2% | COM | 345370860 |
| TPR | TAPESTRY INC | 12,271 | $382K | 0.0% | $31.13 * | $22.37 | 0.0% | COM | 876030107 |
| — | PEOPLES UNITED FINANCIAL INC | 27,806 | $360K | 0.0% | $12.95 | $12.95 | — | COM | 712704105 |
| NWSA | NEWS CORP NEW | 17,990 | $323K | 0.0% | $17.95 * | $15.43 | 0.0% | CL A | 65249B109 |
| MFC | MANULIFE FINL CORP | 17,544 | $310K | 0.0% | $17.67 * | $18.39 | -13.2% | COM | 56501R106 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 11,821 | $301K | 0.0% | $25.46 * | $20.86 | 0.0% | SHS | G66721104 |
| NWS | NEWS CORP NEW | 16,640 | $296K | 0.0% | $17.79 * | $15.41 | 0.0% | CL B | 65249B208 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 25,070 | $295K | 0.0% | $11.77 * | $9.88 | -9.0% | COM | 42824C109 |
| SLB | SCHLUMBERGER LTD | 12,625 | $276K | 0.0% | $21.86 * | $46.41 | -63.6% | COM | 806857108 |
| NWL | NEWELL BRANDS INC | 12,994 | $275K | 0.0% | $21.16 * | $15.57 | 0.0% | COM | 651229106 |
| IVZ | INVESCO LTD | 15,669 | $273K | 0.0% | $17.42 * | $12.44 | 0.0% | SHS | G491BT108 |
| MOS | MOSAIC CO NEW | 11,589 | $264K | 0.0% | $22.78 * | $18.10 | 0.0% | COM | 61945C103 |
| SU | SUNCOR ENERGY INC NEW | 13,961 | $239K | 0.0% | $17.12 * | $22.70 | -47.0% | COM | 867224107 |
| WMB | WILLIAMS COS INC | 11,876 | $237K | 0.0% | $19.96 * | $13.80 | +13.3% | COM | 969457100 |
| WU | WESTERN UN CO | 10,609 | $232K | 0.0% | $21.87 | $21.87 | — | COM | 959802109 |