Location: Senningerberg, Luxembourg
CIK: 0001546007 · Show all filings
Period: Q4 2016 (Next →)
Filing Date: Feb 27, 2017
Total Value: $5.356B (99.9% shares, 0.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JPMORGAN CHASE & CO | 5,690,000 | $491M | 9.2% | $86.29 | — | — | Put | 46625H950 |
| — | GOLDMAN SACHS GROUP INC | 1,703,500 | $408M | 7.6% | $239.45 | — | — | Put | 38141G954 |
| — | APPLE INC | 3,425,000 | $397M | 7.4% | $115.82 | — | — | Put | 037833950 |
| — | BANK AMER CORP | 6,600,000 | $146M | 2.7% | $22.10 | — | — | Put | 060505954 |
| — | SCHLUMBERGER LTD | 1,735,000 | $146M | 2.7% | $83.95 | — | — | Put | 806857958 |
| — | US BANCORP DEL | 2,715,000 | $139M | 2.6% | $51.37 | — | — | Put | 902973954 |
| — | WELLS FARGO & CO NEW | 2,505,000 | $138M | 2.6% | $55.11 | — | — | Put | 949746951 |
| — | APPLE INC | 1,085,000 | $126M | 2.3% | $115.82 | — | — | Call | 037833900 |
| AMZN | AMAZON COM INC | 155,397 | $117M | 2.2% | $749.87 * | $39.18 | 0.0% | COM | 023135106 |
| — | GOLDMAN SACHS GROUP INC | 450,000 | $108M | 2.0% | $239.45 | — | — | Call | 38141G904 |
| — | COMCAST CORP NEW | 1,235,000 | $85.28M | 1.6% | $69.05 | — | — | Put | 20030N951 |
| — | JPMORGAN CHASE & CO | 955,000 | $82.41M | 1.5% | $86.29 | — | — | Call | 46625H900 |
| — | FORD MTR CO DEL | 6,250,000 | $75.81M | 1.4% | $12.13 | — | — | Put | 345370950 |
| — | WELLS FARGO & CO NEW | 1,375,000 | $75.78M | 1.4% | $55.11 | — | — | Call | 949746901 |
| AAPL | APPLE INC | 638,408 | $73.94M | 1.4% | $115.82 * | $26.09 | 0.0% | COM | 037833100 |
| — | UBS GROUP AG | 4,250,000 | $66.7M | 1.2% | $15.69 | — | — | Put | H42097957 |
| — | AMERICAN INTL GROUP INC | 1,020,000 | $66.62M | 1.2% | $65.31 | — | — | Put | 026874954 |
| — | SCHLUMBERGER LTD | 780,000 | $65.48M | 1.2% | $83.95 | — | — | Call | 806857908 |
| — | GENERAL ELECTRIC CO | 1,720,000 | $54.35M | 1.0% | $31.60 | — | — | Put | 369604953 |
| — | BANK AMER CORP | 2,380,000 | $52.6M | 1.0% | $22.10 | — | — | Call | 060505904 |
| — | AMERICAN INTL GROUP INC | 742,600 | $48.5M | 0.9% | $65.31 | — | — | Call | 026874904 |
| SNPS | SYNOPSYS INC | 806,640 | $47.48M | 0.9% | $58.86 | $59.50 | 0.0% | COM | 871607107 |
| — | AMERICAN EXPRESS CO | 630,000 | $46.67M | 0.9% | $74.08 | — | — | Put | 025816959 |
| — | STARBUCKS CORP | 840,000 | $46.64M | 0.9% | $55.52 | — | — | Call | 855244909 |
| — | STARBUCKS CORP | 840,000 | $46.64M | 0.9% | $55.52 | — | — | Put | 855244959 |
| — | US BANCORP DEL | 900,000 | $46.23M | 0.9% | $51.37 | — | — | Call | 902973904 |
| — | FORD MTR CO DEL | 3,750,000 | $45.49M | 0.8% | $12.13 | — | — | Call | 345370900 |
| — | COMCAST CORP NEW | 635,000 | $43.85M | 0.8% | $69.05 | — | — | Call | 20030N901 |
| EBAY | EBAY INC | 1,452,087 | $43.11M | 0.8% | $29.69 * | $26.28 | 0.0% | COM | 278642103 |
| — | EXXON MOBIL CORP | 470,000 | $42.42M | 0.8% | $90.26 | — | — | Put | 30231G952 |
| LOW | LOWES COS INC | 571,780 | $40.66M | 0.8% | $71.12 * | $59.80 | 0.0% | COM | 548661107 |
| — | FACEBOOK INC | 330,000 | $37.97M | 0.7% | $115.05 | — | — | Put | 30303M952 |
| — | GENERAL ELECTRIC CO | 1,200,000 | $37.92M | 0.7% | $31.60 | — | — | Call | 369604903 |
| HAIN | HAIN CELESTIAL GROUP INC | 951,789 | $37.15M | 0.7% | $39.03 * | $37.46 | 0.0% | COM | 405217100 |
| HOLX | HOLOGIC INC | 922,668 | $37.02M | 0.7% | $40.12 * | $38.59 | 0.0% | COM | 436440101 |
| — | CITIGROUP INC | 620,000 | $36.85M | 0.7% | $59.43 | — | — | Put | 172967954 |
| — | HOME DEPOT INC | 270,000 | $36.2M | 0.7% | $134.08 | — | — | Put | 437076952 |
| TJX | TJX COS INC NEW | 481,010 | $36.14M | 0.7% | $75.13 * | $33.23 | 0.0% | COM | 872540109 |
| MU | MICRON TECHNOLOGY INC | 1,610,290 | $35.3M | 0.7% | $21.92 * | $18.33 | 0.0% | COM | 595112103 |
| AMG | AFFILIATED MANAGERS GROUP | 241,737 | $35.12M | 0.7% | $145.30 * | $140.58 | 0.0% | COM | 008252108 |
| BSX | BOSTON SCIENTIFIC CORP | 1,603,071 | $34.67M | 0.6% | $21.63 | $21.82 | 0.0% | COM | 101137107 |
| — | ACTIVISION BLIZZARD INC | 938,817 | $33.9M | 0.6% | $36.11 | $36.11 | — | COM | 00507V109 |
| CAG | CONAGRA BRANDS INC | 844,559 | $33.4M | 0.6% | $39.55 * | $26.85 | 0.0% | COM | 205887102 |
| NVR | NVR INC | 19,281 | $32.18M | 0.6% | $1669.00 * | $1596.56 | 0.0% | COM | 62944T105 |
| — | EXXON MOBIL CORP | 350,000 | $31.59M | 0.6% | $90.26 | — | — | Call | 30231G902 |
| — | LOWES COS INC | 440,000 | $31.29M | 0.6% | $71.12 | — | — | Call | 548661907 |
| — | LOWES COS INC | 440,000 | $31.29M | 0.6% | $71.12 | — | — | Put | 548661957 |
| — | DISNEY WALT CO | 280,000 | $29.18M | 0.5% | $104.22 | — | — | Call | 254687906 |
| — | DISNEY WALT CO | 280,000 | $29.18M | 0.5% | $104.22 | — | — | Put | 254687956 |
| CTAS | CINTAS CORP | 249,315 | $28.81M | 0.5% | $115.56 * | $25.60 | 0.0% | COM | 172908105 |
| — | FIRST DATA CORP NEW | 1,971,594 | $27.98M | 0.5% | $14.19 | $14.19 | — | COM CL A | 32008D106 |
| MSFT | MICROSOFT CORP | 449,914 | $27.96M | 0.5% | $62.14 * | $53.94 | 0.0% | COM | 594918104 |
| CRL | CHARLES RIV LABS INTL INC | 366,000 | $27.89M | 0.5% | $76.19 | $75.95 | 0.0% | COM | 159864107 |
| — | YAHOO INC | 707,884 | $27.37M | 0.5% | $38.67 | $38.67 | — | COM | 984332106 |
| MHK | MOHAWK INDS INC | 132,582 | $26.47M | 0.5% | $199.68 | $196.35 | 0.0% | COM | 608190104 |
| LOGI | LOGITECH INTL S A | 1,021,728 | $25.53M | 0.5% | $24.99 * | $20.79 | 0.0% | SHS | H50430232 |
| TEX | TEREX CORP NEW | 781,749 | $24.65M | 0.5% | $31.53 * | $27.74 | 0.0% | COM | 880779103 |
| — | AMERICAN EXPRESS CO | 330,000 | $24.45M | 0.5% | $74.08 | — | — | Call | 025816909 |
| PYPL | PAYPAL HLDGS INC | 609,086 | $24.04M | 0.4% | $39.47 | $40.10 | 0.0% | COM | 70450Y103 |
| — | PNC FINL SVCS GROUP INC | 200,000 | $23.39M | 0.4% | $116.96 | — | — | Call | 693475905 |
| — | PNC FINL SVCS GROUP INC | 200,000 | $23.39M | 0.4% | $116.96 | — | — | Put | 693475955 |
| — | ORACLE CORP | 600,000 | $23.07M | 0.4% | $38.45 | — | — | Put | 68389X955 |
| BIIB | BIOGEN INC | 81,184 | $23.02M | 0.4% | $283.58 * | $296.43 | 0.0% | COM | 09062X103 |
| — | AMAZON COM INC | 29,500 | $22.12M | 0.4% | $749.86 | — | — | Put | 023135956 |
| — | AMAZON COM INC | 29,500 | $22.12M | 0.4% | $749.86 | — | — | Call | 023135906 |
| — | BOEING CO | 140,000 | $21.8M | 0.4% | $155.68 | — | — | Put | 097023955 |
| — | BOEING CO | 140,000 | $21.8M | 0.4% | $155.68 | — | — | Call | 097023905 |
| RGA | REINSURANCE GROUP AMER INC | 167,783 | $21.11M | 0.4% | $125.83 * | $117.25 | 0.0% | COM NEW | 759351604 |
| — | FACEBOOK INC | 180,000 | $20.71M | 0.4% | $115.05 | — | — | Call | 30303M902 |
| — | TWENTY FIRST CENTY FOX INC | 748,743 | $20.4M | 0.4% | $27.25 | $27.25 | — | CL B | 90130A200 |
| — | HOME DEPOT INC | 150,000 | $20.11M | 0.4% | $134.08 | — | — | Call | 437076902 |
| CRM | SALESFORCE COM INC | 290,084 | $19.86M | 0.4% | $68.46 * | $71.70 | 0.0% | COM | 79466L302 |
| NSC | NORFOLK SOUTHERN CORP | 180,900 | $19.55M | 0.4% | $108.07 * | $83.99 | 0.0% | COM | 655844108 |
| — | CELGENE CORP | 163,530 | $18.93M | 0.4% | $115.75 | $115.75 | — | COM | 151020104 |
| BIO | BIO RAD LABS INC | 100,700 | $18.36M | 0.3% | $182.28 * | $170.48 | 0.0% | CL A | 090572207 |
| ADBE | ADOBE SYS INC | 176,065 | $18.13M | 0.3% | $102.95 * | $105.86 | 0.0% | COM | 00724F101 |
| — | IAC INTERACTIVECORP | 275,687 | $17.86M | 0.3% | $64.79 | $64.79 | — | COM | 44919P508 |
| — | CITIGROUP INC | 300,000 | $17.83M | 0.3% | $59.43 | — | — | Call | 172967904 |
| LEN | LENNAR CORP | 389,018 | $16.7M | 0.3% | $42.93 * | $36.93 | 0.0% | CL A | 526057104 |
| LLY | LILLY ELI & CO | 216,322 | $15.91M | 0.3% | $73.55 * | $64.22 | 0.0% | COM | 532457108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 283,328 | $15.88M | 0.3% | $56.03 * | $47.45 | 0.0% | CL A | 192446102 |
| — | MACQUARIE INFRASTRUCTURE COR | 191,532 | $15.65M | 0.3% | $81.70 | $81.70 | — | COM | 55608B105 |
| AMKR | AMKOR TECHNOLOGY INC | 1,430,729 | $15.09M | 0.3% | $10.55 * | $9.93 | 0.0% | COM | 031652100 |
| VIAV | VIAVI SOLUTIONS INC | 1,754,082 | $14.35M | 0.3% | $8.18 * | $7.77 | 0.0% | COM | 925550105 |
| — | PRICELINE GRP INC | 9,300 | $13.63M | 0.3% | $1466.02 | — | — | Put | 741503953 |
| — | PRICELINE GRP INC | 9,300 | $13.63M | 0.3% | $1466.02 | — | — | Call | 741503903 |
| PH | PARKER HANNIFIN CORP | 96,593 | $13.52M | 0.3% | $140.00 * | $115.62 | 0.0% | COM | 701094104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 200,824 | $13.39M | 0.3% | $66.68 * | $63.69 | 0.0% | COM | 00971T101 |
| MGM | MGM RESORTS INTERNATIONAL | 460,545 | $13.28M | 0.2% | $28.83 * | $26.17 | 0.0% | COM | 552953101 |
| YUM | YUM BRANDS INC | 207,233 | $13.12M | 0.2% | $63.33 * | $53.30 | 0.0% | COM | 988498101 |
| CL | COLGATE PALMOLIVE CO | 199,767 | $13.07M | 0.2% | $65.44 * | $55.37 | 0.0% | COM | 194162103 |
| — | MSG NETWORK INC | 602,860 | $12.96M | 0.2% | $21.50 | $21.50 | — | CL A | 553573106 |
| EW | EDWARDS LIFESCIENCES CORP | 134,982 | $12.65M | 0.2% | $93.70 * | $32.40 | 0.0% | COM | 28176E108 |
| GOOGL | ALPHABET INC | 15,804 | $12.52M | 0.2% | $792.46 * | $39.68 | 0.0% | CAP STK CL A | 02079K305 |
| — | CATERPILLAR INC DEL | 130,000 | $12.06M | 0.2% | $92.74 | — | — | Put | 149123951 |
| — | CATERPILLAR INC DEL | 130,000 | $12.06M | 0.2% | $92.74 | — | — | Call | 149123901 |
| — | UBS GROUP AG | 750,000 | $11.77M | 0.2% | $15.69 | — | — | Call | H42097907 |
| — | ORACLE CORP | 300,000 | $11.54M | 0.2% | $38.45 | — | — | Call | 68389X905 |
| VYX | NCR CORP NEW | 280,044 | $11.36M | 0.2% | $40.56 * | $22.45 | 0.0% | COM | 62886E108 |
| — | SKECHERS U S A INC | 460,886 | $11.33M | 0.2% | $24.58 | $24.58 | — | CL A | 830566105 |
| TFX | TELEFLEX INC | 69,745 | $11.24M | 0.2% | $161.14 * | $147.65 | 0.0% | COM | 879369106 |
| — | BP PLC | 300,000 | $11.21M | 0.2% | $37.38 | — | — | Call | 055622904 |
| — | BP PLC | 300,000 | $11.21M | 0.2% | $37.38 | — | — | Put | 055622954 |
| — | TECH DATA CORP | 128,252 | $10.86M | 0.2% | $84.68 | $84.68 | — | COM | 878237106 |
| STZ | CONSTELLATION BRANDS INC | 70,254 | $10.77M | 0.2% | $153.32 * | $138.20 | 0.0% | CL A | 21036P108 |
| — | OCCIDENTAL PETE CORP DEL | 150,000 | $10.69M | 0.2% | $71.23 | — | — | Put | 674599955 |
| — | OCCIDENTAL PETE CORP DEL | 150,000 | $10.69M | 0.2% | $71.23 | — | — | Call | 674599905 |
| ADSK | AUTODESK INC | 136,365 | $10.09M | 0.2% | $74.01 | $73.63 | 0.0% | COM | 052769106 |
| — | NUANCE COMMUNICATIONS INC | 645,249 | $9.614M | 0.2% | $14.90 | $14.90 | — | COM | 67020Y100 |
| RVTY | PERKINELMER INC | 181,610 | $9.471M | 0.2% | $52.15 * | $50.94 | 0.0% | COM | 714046109 |
| BK | BANK NEW YORK MELLON CORP | 181,011 | $8.576M | 0.2% | $47.38 * | $35.50 | 0.0% | COM | 064058100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 131,066 | $8.555M | 0.2% | $65.27 * | $46.61 | 0.0% | SHS | G0692U109 |
| ARW | ARROW ELECTRS INC | 117,702 | $8.392M | 0.2% | $71.30 * | $66.14 | 0.0% | COM | 042735100 |
| VC | VISTEON CORP | 101,623 | $8.164M | 0.2% | $80.34 * | $74.77 | 0.0% | COM NEW | 92839U206 |
| SWEDA V5.5 PERP | SWEDBANK AB | 8,000,000 | $8M | 0.1% | $1.00 | $1.00 | — | MTNF 5.500%12/3 | W9423X4R0 |
| — | BARD C R INC | 32,832 | $7.376M | 0.1% | $224.66 | $224.66 | — | COM | 067383109 |
| — | ESTERLINE TECHNOLOGIES CORP | 82,526 | $7.361M | 0.1% | $89.20 | $89.20 | — | COM | 297425100 |
| COR | AMERISOURCEBERGEN CORP | 91,185 | $7.13M | 0.1% | $78.19 * | $58.75 | 0.0% | COM | 03073E105 |
| DLB | DOLBY LABORATORIES INC | 155,449 | $7.025M | 0.1% | $45.19 * | $42.59 | 0.0% | COM | 25659T107 |
| CVS | CVS HEALTH CORP | 88,752 | $7.003M | 0.1% | $78.91 * | $61.05 | 0.0% | COM | 126650100 |
| PG | PROCTER AND GAMBLE CO | 82,472 | $6.934M | 0.1% | $84.08 * | $66.77 | 0.0% | COM | 742718109 |
| PFE | PFIZER INC | 207,292 | $6.733M | 0.1% | $32.48 * | $20.50 | 0.0% | COM | 717081103 |
| KO | COCA COLA CO | 156,793 | $6.501M | 0.1% | $41.46 * | $31.21 | 0.0% | COM | 191216100 |
| — | SHAW COMMUNICATIONS INC | 301,145 | $6.05M | 0.1% | $20.09 | $20.09 | — | CL B CONV | 82028K200 |
| — | PAREXEL INTL CORP | 91,916 | $6.041M | 0.1% | $65.72 | $65.72 | — | COM | 699462107 |
| MCD | MCDONALDS CORP | 46,048 | $5.605M | 0.1% | $121.72 * | $94.30 | 0.0% | COM | 580135101 |
| SO | SOUTHERN CO | 110,718 | $5.446M | 0.1% | $49.19 * | $33.55 | 0.0% | COM | 842587107 |
| AGNC | AGNC INVT CORP | 291,078 | $5.277M | 0.1% | $18.13 | $18.13 | — | COM | 00123Q104 |
| ACGL | ARCH CAP GROUP LTD | 61,031 | $5.266M | 0.1% | $86.28 * | $25.85 | 0.0% | ORD | G0450A105 |
| DVA | DAVITA INC | 80,835 | $5.19M | 0.1% | $64.20 * | $62.28 | 0.0% | COM | 23918K108 |
| — | CALPINE CORP | 408,298 | $4.667M | 0.1% | $11.43 | $11.43 | — | COM NEW | 131347304 |
| — | AETNA INC NEW | 37,473 | $4.647M | 0.1% | $124.01 | $124.01 | — | COM | 00817Y108 |
| — | WESTAR ENERGY INC | 81,790 | $4.609M | 0.1% | $56.35 | $56.35 | — | COM | 95709T100 |
| — | WHOLE FOODS MKT INC | 141,374 | $4.349M | 0.1% | $30.76 | $30.76 | — | COM | 966837106 |
| COST | COSTCO WHSL CORP NEW | 25,263 | $4.045M | 0.1% | $160.12 * | $129.79 | 0.0% | COM | 22160K105 |
| CMBT | EURONAV NV ANTWERPEN | 494,226 | $3.951M | 0.1% | $7.99 * | $3.52 | 0.0% | SHS | B38564108 |
| — | VALSPAR CORP | 37,481 | $3.883M | 0.1% | $103.60 | $103.60 | — | COM | 920355104 |
| — | VECTREN CORP | 69,163 | $3.607M | 0.1% | $52.15 | $52.15 | — | COM | 92240G101 |
| KR | KROGER CO | 101,979 | $3.519M | 0.1% | $34.51 * | $26.97 | 0.0% | COM | 501044101 |
| D | DOMINION RES INC VA NEW | 41,812 | $3.202M | 0.1% | $76.58 * | $49.43 | 0.0% | COM | 25746U109 |
| DE | DEERE & CO | 30,088 | $3.1M | 0.1% | $103.03 * | $81.42 | 0.0% | COM | 244199105 |
| CME | CME GROUP INC | 26,364 | $3.041M | 0.1% | $115.35 * | $78.61 | 0.0% | COM | 12572Q105 |
| JBLU | JETBLUE AIRWAYS CORP | 126,710 | $2.841M | 0.1% | $22.42 * | $19.75 | 0.0% | COM | 477143101 |
| NI | NISOURCE INC | 127,485 | $2.823M | 0.1% | $22.14 * | $16.59 | 0.0% | COM | 65473P105 |
| DG | DOLLAR GEN CORP NEW | 37,053 | $2.745M | 0.1% | $74.08 * | $64.89 | 0.0% | COM | 256677105 |
| PEP | PEPSICO INC | 25,393 | $2.657M | 0.0% | $104.64 * | $79.36 | 0.0% | COM | 713448108 |
| WM | WASTE MGMT INC DEL | 34,989 | $2.481M | 0.0% | $70.91 * | $56.80 | 0.0% | COM | 94106L109 |
| AWK | AMERICAN WTR WKS CO INC NEW | 33,175 | $2.401M | 0.0% | $72.37 * | $60.77 | 0.0% | COM | 030420103 |
| EXPD | EXPEDITORS INTL WASH INC | 44,499 | $2.357M | 0.0% | $52.97 * | $46.57 | 0.0% | COM | 302130109 |
| SYY | SYSCO CORP | 40,224 | $2.227M | 0.0% | $55.36 * | $40.96 | 0.0% | COM | 871829107 |
| — | CIGNA CORPORATION | 16,441 | $2.193M | 0.0% | $133.39 | $133.39 | — | COM | 125509109 |
| BCE | BCE INC | 49,628 | $2.148M | 0.0% | $43.28 * | $25.43 | 0.0% | COM NEW | 05534B760 |
| — | RITE AID CORP | 253,698 | $2.09M | 0.0% | $8.24 | $8.24 | — | COM | 767754104 |
| RNR | RENAISSANCERE HOLDINGS LTD | 14,786 | $2.014M | 0.0% | $136.21 * | $128.12 | 0.0% | COM | G7496G103 |
| MSI | MOTOROLA SOLUTIONS INC | 21,920 | $1.817M | 0.0% | $82.89 * | $68.36 | 0.0% | COM NEW | 620076307 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,611 | $1.74M | 0.0% | $377.36 * | $7.89 | 0.0% | COM | 169656105 |
| — | TWITTER INC | 103,244 | $1.683M | 0.0% | $16.30 | $16.30 | — | COM | 90184L102 |
| — | BARRICK GOLD CORP | 100,000 | $1.648M | 0.0% | $16.48 | $16.48 | — | COM | 067901108 |
| VRSN | VERISIGN INC | 20,789 | $1.581M | 0.0% | $76.05 * | $78.37 | 0.0% | COM | 92343E102 |
| FTS | FORTIS INC | 50,321 | $1.556M | 0.0% | $30.92 * | $22.16 | 0.0% | COM | 349553107 |
| — | DEUTSCHE BANK AG | 80,000 | $1.456M | 0.0% | $18.20 | — | — | Call | D18190908 |
| — | EXPRESS SCRIPTS HLDG CO | 19,108 | $1.314M | 0.0% | $68.77 | $68.77 | — | COM | 30219G108 |
| BAX | BAXTER INTL INC | 29,581 | $1.312M | 0.0% | $44.35 * | $39.74 | 0.0% | COM | 071813109 |
| — | BUNGE LIMITED | 18,098 | $1.307M | 0.0% | $72.22 | $72.22 | — | COM | G16962105 |
| ISRG | INTUITIVE SURGICAL INC | 2,006 | $1.272M | 0.0% | $634.10 * | $73.52 | 0.0% | COM NEW | 46120E602 |
| — | PEOPLES UNITED FINANCIAL INC | 64,785 | $1.254M | 0.0% | $19.36 | $19.36 | — | COM | 712704105 |
| KSS | KOHLS CORP | 25,155 | $1.242M | 0.0% | $49.37 | $49.49 | 0.0% | COM | 500255104 |
| — | ANNALY CAP MGMT INC | 120,003 | $1.196M | 0.0% | $9.97 | $9.97 | — | COM | 035710409 |
| — | TD AMERITRADE HLDG CORP | 27,300 | $1.19M | 0.0% | $43.59 | $43.59 | — | COM | 87236Y108 |
| FFIV | F5 NETWORKS INC | 8,045 | $1.164M | 0.0% | $144.69 * | $135.48 | 0.0% | COM | 315616102 |
| — | FOOT LOCKER INC | 16,205 | $1.149M | 0.0% | $70.90 | $70.90 | — | COM | 344849104 |
| UPS | UNITED PARCEL SERVICE INC | 9,486 | $1.087M | 0.0% | $114.59 * | $80.28 | 0.0% | CL B | 911312106 |
| — | NEW YORK CMNTY BANCORP INC | 65,205 | $1.037M | 0.0% | $15.90 | $15.90 | — | COM | 649445103 |
| UNM | UNUM GROUP | 23,186 | $1.019M | 0.0% | $43.95 * | $40.01 | 0.0% | COM | 91529Y106 |
| CMA | COMERICA INC | 14,594 | $994K | 0.0% | $68.11 * | $40.37 | 0.0% | COM | 200340107 |
| — | JUNIPER NETWORKS INC | 33,802 | $955K | 0.0% | $28.25 | $28.25 | — | COM | 48203R104 |
| — | SYMANTEC CORP | 38,395 | $917K | 0.0% | $23.88 | $23.88 | — | COM | 871503108 |
| GWW | GRAINGER W W INC | 3,950 | $917K | 0.0% | $232.15 * | $194.21 | 0.0% | COM | 384802104 |
| CSCO | CISCO SYS INC | 30,000 | $907K | 0.0% | $30.23 * | $23.05 | 0.0% | COM | 17275R102 |
| — | KELLOGG CO | 12,166 | $897K | 0.0% | $73.73 * | $50.04 | 0.0% | COM | 487836108 |
| VZ | VERIZON COMMUNICATIONS INC | 16,810 | $897K | 0.0% | $53.36 * | $30.99 | 0.0% | COM | 92343V104 |
| AZO | AUTOZONE INC | 1,124 | $888K | 0.0% | $790.04 * | $769.59 | 0.0% | COM | 053332102 |
| MDLZ | MONDELEZ INTL INC | 20,000 | $887K | 0.0% | $44.35 * | $34.73 | 0.0% | CL A | 609207105 |
| EIX | EDISON INTL | 12,069 | $869K | 0.0% | $72.00 * | $48.33 | 0.0% | COM | 281020107 |
| HBAN | HUNTINGTON BANCSHARES INC | 63,781 | $843K | 0.0% | $13.22 * | $7.91 | 0.0% | COM | 446150104 |
| DRI | DARDEN RESTAURANTS INC | 11,085 | $806K | 0.0% | $72.71 * | $53.91 | 0.0% | COM | 237194105 |
| RCI | ROGERS COMMUNICATIONS INC | 20,568 | $794K | 0.0% | $38.60 * | $39.48 | 0.0% | CL B | 775109200 |
| FE | FIRSTENERGY CORP | 25,316 | $784K | 0.0% | $30.97 * | $21.93 | 0.0% | COM | 337932107 |
| GLW | CORNING INC | 32,000 | $777K | 0.0% | $24.28 * | $18.64 | 0.0% | COM | 219350105 |
| PNC | PNC FINL SVCS GROUP INC | 5,399 | $631K | 0.0% | $116.87 * | $77.14 | 0.0% | COM | 693475105 |
| BDX | BECTON DICKINSON & CO | 3,640 | $603K | 0.0% | $165.66 * | $144.69 | 0.0% | COM | 075887109 |
| BB | BLACKBERRY LTD | 86,432 | $596K | 0.0% | $6.90 * | $7.43 | 0.0% | COM | 09228F103 |
| MET | METLIFE INC | 10,905 | $588K | 0.0% | $53.92 * | $33.72 | 0.0% | COM | 59156R108 |
| KHC | KRAFT HEINZ CO | 6,666 | $582K | 0.0% | $87.31 * | $56.47 | 0.0% | COM | 500754106 |
| CNP | CENTERPOINT ENERGY INC | 23,142 | $570K | 0.0% | $24.63 * | $17.54 | 0.0% | COM | 15189T107 |
| VRSK | VERISK ANALYTICS INC | 6,940 | $563K | 0.0% | $81.12 * | $78.34 | 0.0% | COM | 92345Y106 |
| WCN | WASTE CONNECTIONS INC | 6,953 | $546K | 0.0% | $78.53 * | $47.42 | 0.0% | COM | 94106B101 |
| DB | DEUTSCHE BANK AG | 30,000 | $546K | 0.0% | $18.20 * | $12.15 | 0.0% | NAMEN AKT | D18190898 |
| INTC | INTEL CORP | 15,000 | $544K | 0.0% | $36.27 * | $29.15 | 0.0% | COM | 458140100 |
| CCL | CARNIVAL CORP | 10,000 | $521K | 0.0% | $52.10 * | $44.75 | 0.0% | UNIT 99/99/9999 | 143658300 |
| UGI | UGI CORP NEW | 10,661 | $491K | 0.0% | $46.06 * | $44.77 | 0.0% | COM | 902681105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,954 | $490K | 0.0% | $165.88 * | $103.05 | 0.0% | COM | 459200101 |
| CHRW | C H ROBINSON WORLDWIDE INC | 6,323 | $463K | 0.0% | $73.22 * | $58.26 | 0.0% | COM NEW | 12541W209 |
| ATO | ATMOS ENERGY CORP | 6,206 | $460K | 0.0% | $74.12 * | $58.13 | 0.0% | COM | 049560105 |
| — | FIAT CHRYSLER AUTOMOBILES N | 50,000 | $458K | 0.0% | $9.16 | $9.16 | — | SHS | N31738102 |
| TGT | TARGET CORP | 6,187 | $447K | 0.0% | $72.25 * | $55.35 | 0.0% | COM | 87612E106 |
| RSG | REPUBLIC SVCS INC | 7,650 | $436K | 0.0% | $56.99 * | $46.18 | 0.0% | COM | 760759100 |
| — | SCRIPPS NETWORKS INTERACT IN | 6,066 | $433K | 0.0% | $71.38 | $71.38 | — | CL A COM | 811065101 |
| AXP | AMERICAN EXPRESS CO | 5,756 | $426K | 0.0% | $74.01 * | $60.98 | 0.0% | COM | 025816109 |
| RMD | RESMED INC | 6,604 | $410K | 0.0% | $62.08 * | $55.46 | 0.0% | COM | 761152107 |
| SIG | SIGNET JEWELERS LIMITED | 4,250 | $401K | 0.0% | $94.35 * | $72.55 | 0.0% | SHS | G81276100 |
| JBHT | HUNT J B TRANS SVCS INC | 4,101 | $398K | 0.0% | $97.05 * | $81.79 | 0.0% | COM | 445658107 |
| — | VMWARE INC | 5,000 | $394K | 0.0% | $78.80 | $78.80 | — | CL A COM | 928563402 |
| NTAP | NETAPP INC | 10,729 | $378K | 0.0% | $35.23 * | $27.72 | 0.0% | COM | 64110D104 |
| PANW | PALO ALTO NETWORKS INC | 2,442 | $305K | 0.0% | $124.90 * | $23.96 | 0.0% | COM | 697435105 |
| NEE | NEXTERA ENERGY INC | 2,549 | $305K | 0.0% | $119.65 * | $23.72 | 0.0% | COM | 65339F101 |
| — | BB&T CORP | 6,486 | $305K | 0.0% | $47.02 | $47.02 | — | COM | 054937107 |
| INVA | INNOVIVA INC | 26,000 | $278K | 0.0% | $10.69 | $10.50 | 0.0% | COM | 45781M101 |
| TSN | TYSON FOODS INC | 3,919 | $242K | 0.0% | $61.75 * | $52.01 | 0.0% | CL A | 902494103 |
| CBRE | CBRE GROUP INC | 7,564 | $238K | 0.0% | $31.46 * | $28.95 | 0.0% | CL A | 12504L109 |
| EA | ELECTRONIC ARTS INC | 3,022 | $238K | 0.0% | $78.76 | $78.20 | 0.0% | COM | 285512109 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 2,603 | $220K | 0.0% | $84.52 * | $82.03 | 0.0% | ORD | M22465104 |
| HCA | HCA HOLDINGS INC | 2,931 | $217K | 0.0% | $74.04 * | $69.62 | 0.0% | COM | 40412C101 |
| LYB | LYONDELLBASELL INDUSTRIES N | 2,461 | $211K | 0.0% | $85.74 * | $49.39 | 0.0% | SHS - A - | N53745100 |
| TU | TELUS CORP | 6,305 | $201K | 0.0% | $31.88 * | $15.94 | 0.0% | COM | 87971M103 |
| — | ARCONIC INC | 10,000 | $185K | 0.0% | $18.50 | $18.50 | — | COM | 03965L100 |
| META | FACEBOOK INC | 1,590 | $183K | 0.0% | $115.09 * | $121.96 | 0.0% | CL A | 30303M102 |
| — | SUPERVALU INC | 23,113 | $108K | 0.0% | $4.67 | $4.67 | — | COM | 868536103 |
| GOOG | ALPHABET INC | 95 | $73,000 | 0.0% | $768.42 * | $38.66 | 0.0% | CAP STK CL C | 02079K107 |
| — | PRICELINE GRP INC | 49 | $72,000 | 0.0% | $1469.39 | $1469.39 | — | COM NEW | 741503403 |