Location: Montreal, Quebec, Canada
CIK: 0000898286 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $40.99B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GIB | Groupe CGI Inc | 37,414,204 | $2.96B | 7.2% | — | — | COMMON | 12532H104 |
| CNI | Compagnie des chemins de fer nationaux du Canada | 12,151,800 | $1.092B | 2.7% | — | — | COMMON | 136375102 |
| RY | Banque Royale du Canada | 12,688,000 | $1.03B | 2.5% | — | — | COMMON | 780087102 |
| ENB | Enbridge Inc | 29,309,914 | $1.028B | 2.5% | — | — | COMMON | 29250N105 |
| BNS | Banque de Nouvelle-Ecosse, La | 17,585,000 | $999M | 2.4% | — | — | COMMON | 064149107 |
| TD | Banque Toronto-Dominion, La | 16,680,000 | $973M | 2.4% | — | — | COMMON | 891160509 |
| GOOG | Alphabet Inc | 764,951 | $932M | 2.3% | — | — | COMMON | 02079K107 |
| BRK/B | Berkshire Hathaway Inc | 3,844,708 | $800M | 2.0% | — | — | COMMON | 084670702 |
| — | Walgreens Boots Alliance Inc | 14,226,665 | $787M | 1.9% | — | — | COMMON | 931427108 |
| IBM | International Business Machines Corp | 5,141,880 | $748M | 1.8% | — | — | COMMON | 459200101 |
| MDLZ | Mondelez International Inc | 12,530,582 | $693M | 1.7% | — | — | COMMON | 609207105 |
| GD | General Dynamics Corp | 3,756,297 | $686M | 1.7% | — | — | COMMON | 369550108 |
| DG | Dollar General Corp | 4,279,503 | $680M | 1.7% | — | — | COMMON | 256677105 |
| JNJ | Johnson & Johnson | 5,238,707 | $678M | 1.7% | — | — | COMMON | 478160104 |
| MFC | Societe Financiere Manuvie | 36,317,292 | $667M | 1.6% | — | — | COMMON | 56501R106 |
| OTEX | Open Text Corp | 16,192,100 | $661M | 1.6% | — | — | COMMON | 683715106 |
| MSFT | Microsoft Corp | 4,657,376 | $648M | 1.6% | — | — | COMMON | 594918104 |
| XOM | Exxon Mobil Corp | 8,516,618 | $601M | 1.5% | — | — | COMMON | 30231G102 |
| ORCL | Oracle Corp | 10,880,963 | $599M | 1.5% | — | — | COMMON | 68389X105 |
| BAX | Baxter International Inc | 6,434,655 | $563M | 1.4% | — | — | COMMON | 071813109 |
| TRP | TC Energy Corp | 10,279,221 | $533M | 1.3% | — | — | COMMON | 87807B107 |
| AZO | AutoZone Inc | 481,982 | $523M | 1.3% | — | — | COMMON | 053332102 |
| UNH | UnitedHealth Group Inc | 2,383,083 | $518M | 1.3% | — | — | COMMON | 91324P102 |
| PPL | PPL Corp | 16,028,918 | $505M | 1.2% | — | — | COMMON | 69351T106 |
| NTR | Nutrien Ltd | 9,856,541 | $491M | 1.2% | — | — | COMMON | 67077M108 |
| — | Linde PLC | 2,517,465 | $488M | 1.2% | — | — | COMMON | G5494J103 |
| GPC | Genuine Parts Co | 4,834,815 | $481M | 1.2% | — | — | COMMON | 372460105 |
| CNQ | Canadian Natural Resources Limited | 18,000,000 | $479M | 1.2% | — | — | COMMON | 136385101 |
| SU | Suncor Energie Inc | 13,822,600 | $436M | 1.1% | — | — | COMMON | 867224107 |
| MMM | 3M Co | 2,650,824 | $436M | 1.1% | — | — | COMMON | 88579Y101 |
| CVS | CVS Health Corp | 6,746,310 | $425M | 1.0% | — | — | COMMON | 126650100 |
| — | Brookfield Asset Management Inc | 7,997,100 | $425M | 1.0% | — | — | COMMON | 112585104 |
| RCI | Rogers Communications Inc | 8,659,553 | $422M | 1.0% | — | — | COMMON | 775109200 |
| MRSH | Marsh & McLennan Cos Inc | 4,091,769 | $409M | 1.0% | — | — | COMMON | 571748102 |
| MCD | McDonald's Corp | 1,751,030 | $376M | 0.9% | — | — | COMMON | 580135101 |
| MA | Mastercard Inc | 1,364,728 | $371M | 0.9% | — | — | COMMON | 57636Q104 |
| CL | Colgate-Palmolive Co | 4,680,003 | $344M | 0.8% | — | — | COMMON | 194162103 |
| PBA | Pembina Pipeline Corp | 9,253,120 | $343M | 0.8% | — | — | COMMON | 706327103 |
| CRI | Carter's Inc | 3,738,540 | $341M | 0.8% | — | — | COMMON | 146229109 |
| BABA | Alibaba Group Holding Ltd | 1,917,892 | $321M | 0.8% | — | — | ADR | 01609W102 |
| — | Ritchie Bros Auctioneers Inc | 7,804,800 | $311M | 0.8% | — | — | COMMON | 767744105 |
| NEE | NextEra Energy Inc | 1,240,473 | $289M | 0.7% | — | — | COMMON | 65339F101 |
| MDT | Medtronic PLC | 2,484,819 | $270M | 0.7% | — | — | COMMON | G5960L103 |
| GM | General Motors Co | 6,916,538 | $259M | 0.6% | — | — | COMMON | 37045V100 |
| AZREF | Azure Power Global Ltd | 17,048,065 | $244M | 0.6% | — | — | COMMON | V0393H103 |
| STN | Stantec Inc | 10,902,000 | $241M | 0.6% | — | — | COMMON | 85472N109 |
| AAPL | Apple Inc | 1,074,569 | $241M | 0.6% | — | — | COMMON | 037833100 |
| — | Shaw Communications Inc | 12,171,016 | $239M | 0.6% | — | — | COMMON | 82028K200 |
| GIL | Vetements de Sport Gildan Inc, Les | 6,647,000 | $236M | 0.6% | — | — | COMMON | 375916103 |
| — | Colony Capital Inc | 35,153,651 | $212M | 0.5% | — | — | REIT | 19626G108 |
| SYF | Synchrony Financial | 6,027,378 | $205M | 0.5% | — | — | COMMON | 87165B103 |
| — | United Technologies Corp | 1,501,510 | $205M | 0.5% | — | — | COMMON | 913017109 |
| MCK | McKesson Corp | 1,497,500 | $205M | 0.5% | — | — | COMMON | 58155Q103 |
| VWO | Vanguard FTSE Emerging Markets ETF | 4,977,000 | $200M | 0.5% | — | — | ETF | 922042858 |
| AN | AutoNation Inc | 3,942,122 | $200M | 0.5% | — | — | COMMON | 05329W102 |
| FTS | Fortis Inc | 4,625,838 | $196M | 0.5% | — | — | COMMON | 349553107 |
| AAP | Advance Auto Parts Inc | 1,119,314 | $185M | 0.5% | — | — | COMMON | 00751Y106 |
| TMO | Thermo Fisher Scientific Inc | 634,919 | $185M | 0.5% | — | — | COMMON | 883556102 |
| — | Redevances Auriferes Osisko Ltee | 19,597,694 | $182M | 0.4% | — | — | COMMON | 68827L101 |
| GL | Globe Life Inc | 1,888,108 | $181M | 0.4% | — | — | COMMON | 37959E102 |
| DHR | Danaher Corp | 1,249,713 | $180M | 0.4% | — | — | COMMON | 235851102 |
| QCOM | Qualcomm Inc | 2,343,301 | $179M | 0.4% | — | — | COMMON | 747525103 |
| RGA | Reinsurance Group of America Inc | 1,094,208 | $175M | 0.4% | — | — | COMMON | 759351604 |
| T | AT&T Inc | 4,403,744 | $167M | 0.4% | — | — | COMMON | 00206R102 |
| ECL | Ecolab Inc | 819,782 | $162M | 0.4% | — | — | COMMON | 278865100 |
| FTI | TechnipFMC PLC | 6,603,223 | $159M | 0.4% | — | — | COMMON | G87110105 |
| META | Facebook Inc | 886,792 | $158M | 0.4% | — | — | COMMON | 30303M102 |
| — | TD Ameritrade Holding Corp | 3,368,749 | $157M | 0.4% | — | — | COMMON | 87236Y108 |
| ATR | AptarGroup Inc | 1,322,700 | $157M | 0.4% | — | — | COMMON | 038336103 |
| RYAAY | Ryanair Holdings PLC | 2,358,550 | $157M | 0.4% | — | — | ADR | 783513203 |
| WMT | Walmart Inc | 1,315,800 | $156M | 0.4% | — | — | COMMON | 931142103 |
| SNA | Snap-on Inc | 995,606 | $156M | 0.4% | — | — | COMMON | 833034101 |
| SWK | Stanley Black & Decker Inc | 1,047,480 | $151M | 0.4% | — | — | COMMON | 854502101 |
| NWL | Newell Brands Inc | 7,916,241 | $148M | 0.4% | — | — | COMMON | 651229106 |
| DELL | Dell Technologies Inc | 2,742,352 | $142M | 0.3% | — | — | COMMON | 24703L202 |
| AXP | American Express Co | 1,172,547 | $139M | 0.3% | — | — | COMMON | 025816109 |
| FLR | Fluor Corp | 6,839,698 | $131M | 0.3% | — | — | COMMON | 343412102 |
| SBUX | Starbucks Corp | 1,452,722 | $128M | 0.3% | — | — | COMMON | 855244109 |
| YUM | Yum! Brands Inc | 1,125,477 | $128M | 0.3% | — | — | COMMON | 988498101 |
| TPR | Tapestry Inc | 4,843,215 | $126M | 0.3% | — | — | COMMON | 876030107 |
| SPY | SPDR S&P 500 ETF Trust | 414,500 | $123M | 0.3% | — | — | ETF | 78462F103 |
| EQT | EQT Corp | 11,107,119 | $118M | 0.3% | — | — | COMMON | 26884L109 |
| BFH | Alliance Data Systems Corp | 907,682 | $116M | 0.3% | — | — | COMMON | 018581108 |
| FLS | Flowserve Corp | 2,477,582 | $116M | 0.3% | — | — | COMMON | 34354P105 |
| STT | State Street Corp | 1,905,583 | $113M | 0.3% | — | — | COMMON | 857477103 |
| CAE | CAE Inc | 4,379,111 | $111M | 0.3% | — | — | COMMON | 124765108 |
| C | Citigroup Inc | 1,579,199 | $109M | 0.3% | — | — | COMMON | 172967424 |
| GOOGL | Alphabet Inc | 89,051 | $109M | 0.3% | — | — | COMMON | 02079K305 |
| DIS | Walt Disney Co/The | 802,406 | $105M | 0.3% | — | — | COMMON | 254687106 |
| VZ | Verizon Communications Inc | 1,709,943 | $103M | 0.3% | — | — | COMMON | 92343V104 |
| SLB | Schlumberger Ltd | 2,993,706 | $102M | 0.2% | — | — | COMMON | 806857108 |
| IPGP | IPG Photonics Corp | 731,136 | $99.14M | 0.2% | — | — | COMMON | 44980X109 |
| INTC | Intel Corp | 1,901,666 | $97.99M | 0.2% | — | — | COMMON | 458140100 |
| — | Allergan plc | 572,605 | $96.36M | 0.2% | — | — | COMMON | G0177J108 |
| WFC | Wells Fargo & Co | 1,888,642 | $95.26M | 0.2% | — | — | COMMON | 949746101 |
| PG | Procter & Gamble Company, The | 726,680 | $90.38M | 0.2% | — | — | COMMON | 742718109 |
| CSCO | Cisco Systems Inc | 1,782,085 | $88.05M | 0.2% | — | — | COMMON | 17275R102 |
| JPM | JPMorgan Chase & Co | 672,281 | $79.12M | 0.2% | — | — | COMMON | 46625H100 |
| COST | Costco Wholesale Corp | 264,843 | $76.3M | 0.2% | — | — | COMMON | 22160K105 |
| CVX | Chevron Corp | 616,100 | $73.07M | 0.2% | — | — | COMMON | 166764100 |
| PM | Philip Morris International Inc | 935,413 | $71.03M | 0.2% | — | — | COMMON | 718172109 |
| MS | Morgan Stanley | 1,664,022 | $71M | 0.2% | — | — | COMMON | 617446448 |
| PFE | Pfizer Inc | 1,849,927 | $66.47M | 0.2% | — | — | COMMON | 717081103 |
| AMT | American Tower Corp | 291,000 | $64.35M | 0.2% | — | — | REIT | 03027X100 |
| ELV | Anthem Inc | 254,982 | $61.22M | 0.1% | — | — | COMMON | 036752103 |
| BAC | Bank of America Corp | 2,015,174 | $58.78M | 0.1% | — | — | COMMON | 060505104 |
| MRK | Merck & Co Inc | 696,559 | $58.64M | 0.1% | — | — | COMMON | 58933Y105 |
| BA | Boeing Company, The | 145,650 | $55.41M | 0.1% | — | — | COMMON | 097023105 |
| — | General Electric Co | 6,156,152 | $55.04M | 0.1% | — | — | COMMON | 369604103 |
| PEP | PepsiCo Inc | 389,152 | $53.35M | 0.1% | — | — | COMMON | 713448108 |
| LMT | Lockheed Martin Corp | 133,392 | $52.03M | 0.1% | — | — | COMMON | 539830109 |
| GS | Goldman Sachs Group, Inc., The | 246,844 | $51.15M | 0.1% | — | — | COMMON | 38141G104 |
| AKAM | Akamai Technologies Inc | 513,713 | $46.94M | 0.1% | — | — | COMMON | 00971T101 |
| AMZN | Amazon.com Inc | 26,504 | $46.01M | 0.1% | — | — | COMMON | 023135106 |
| ARMK | Aramark | 1,019,700 | $44.44M | 0.1% | — | — | COMMON | 03852U106 |
| — | Caesars Entertainment Corp | 3,750,000 | $43.73M | 0.1% | — | — | COMMON | 127686103 |
| KO | Coca-Cola Co, The | 761,833 | $41.47M | 0.1% | — | — | COMMON | 191216100 |
| XLB | Materials Select Sector SPDR Fund | 681,460 | $39.66M | 0.1% | — | — | ETF | 81369Y100 |
| VNO | Vornado Realty Trust | 622,748 | $39.65M | 0.1% | — | — | REIT | 929042109 |
| XLI | Industrial Select Sector SPDR Fund | 509,926 | $39.59M | 0.1% | — | — | ETF | 81369Y704 |
| XLK | Technology Select Sector SPDR Fund | 485,753 | $39.12M | 0.1% | — | — | ETF | 81369Y803 |
| OC | Owens Corning | 617,800 | $39.05M | 0.1% | — | — | COMMON | 690742101 |
| XLC | Communication Services Select Sector SPDR Fund | 779,971 | $38.62M | 0.1% | — | — | ETF | 81369Y852 |
| — | New Oriental Education & Technology Group Inc | 321,302 | $35.59M | 0.1% | — | — | ADR | 647581107 |
| MET | MetLife, Inc. | 745,454 | $35.16M | 0.1% | — | — | COMMON | 59156R108 |
| BIDU | Baidu Inc | 340,441 | $34.98M | 0.1% | — | — | ADR | 056752108 |
| MU | Micron Technology Inc | 810,838 | $34.74M | 0.1% | — | — | COMMON | 595112103 |
| DAL | Delta Air Lines Inc | 598,000 | $34.45M | 0.1% | — | — | COMMON | 247361702 |
| — | United States Steel Corp | 2,942,377 | $33.98M | 0.1% | — | — | COMMON | 912909108 |
| MO | Altria Group Inc | 790,307 | $32.32M | 0.1% | — | — | COMMON | 02209S103 |
| ADP | Automatic Data Processing Inc | 199,901 | $32.27M | 0.1% | — | — | COMMON | 053015103 |
| HD | Home Depot Inc, The | 137,024 | $31.79M | 0.1% | — | — | COMMON | 437076102 |
| — | Cypress Semiconductor Corp | 1,350,000 | $31.51M | 0.1% | — | — | COMMON | 232806109 |
| GILD | Gilead Sciences Inc | 488,001 | $30.93M | 0.1% | — | — | COMMON | 375558103 |
| ABBV | AbbVie Inc | 407,729 | $30.87M | 0.1% | — | — | COMMON | 00287Y109 |
| — | Versum Materials Inc | 568,100 | $30.07M | 0.1% | — | — | COMMON | 92532W103 |
| F | Ford Motor Co | 3,256,757 | $29.83M | 0.1% | — | — | COMMON | 345370860 |
| CME | CME Group Inc | 128,901 | $27.24M | 0.1% | — | — | COMMON | 12572Q105 |
| — | Ctrip.com International Ltd | 929,685 | $27.23M | 0.1% | — | — | ADR | 22943F100 |
| — | Fiat Chrysler Automobiles NV | 2,095,455 | $27.12M | 0.1% | — | — | COMMON | N31738102 |
| PSX | Phillips 66 | 253,217 | $25.93M | 0.1% | — | — | COMMON | 718546104 |
| KHC | Kraft Heinz Co, The | 909,462 | $25.41M | 0.1% | — | — | COMMON | 500754106 |
| AMGN | Amgen Inc | 128,483 | $24.86M | 0.1% | — | — | COMMON | 031162100 |
| ABT | Abbott Laboratories | 288,582 | $24.15M | 0.1% | — | — | COMMON | 002824100 |
| EXC | Exelon Corp | 492,124 | $23.77M | 0.1% | — | — | COMMON | 30161N101 |
| UPS | United Parcel Service Inc | 194,739 | $23.33M | 0.1% | — | — | COMMON | 911312106 |
| FDX | FedEx Corp | 158,845 | $23.12M | 0.1% | — | — | COMMON | 31428X106 |
| FLEX | Flex Ltd | 2,176,459 | $22.78M | 0.1% | — | — | COMMON | Y2573F102 |
| XLP | Consumer Staples Select Sector SPDR Fund | 366,195 | $22.49M | 0.1% | — | — | ETF | 81369Y308 |
| ACN | Accenture PLC | 115,062 | $22.13M | 0.1% | — | — | COMMON | G1151C101 |
| UNP | Union Pacific Corp | 132,317 | $21.43M | 0.1% | — | — | COMMON | 907818108 |
| TGT | Target Corp | 198,500 | $21.22M | 0.1% | — | — | COMMON | 87612E106 |
| TXN | Texas Instruments Inc | 161,928 | $20.93M | 0.1% | — | — | COMMON | 882508104 |
| AVB | AvalonBay Communities Inc | 97,157 | $20.92M | 0.1% | — | — | REIT | 053484101 |
| YUMC | Yum China Holdings Inc | 453,913 | $20.62M | 0.1% | — | — | COMMON | 98850P109 |
| NTES | NetEase Inc | 74,345 | $19.79M | 0.0% | — | — | ADR | 64110W102 |
| — | Medidata Solutions Inc | 213,395 | $19.53M | 0.0% | — | — | COMMON | 58471A105 |
| — | Raytheon Co | 98,363 | $19.3M | 0.0% | — | — | COMMON | 755111507 |
| PCG | PG&E Corp | 1,921,700 | $19.22M | 0.0% | — | — | COMMON | 69331C108 |
| COP | ConocoPhillips | 336,400 | $19.17M | 0.0% | — | — | COMMON | 20825C104 |
| INTU | Intuit Inc | 71,904 | $19.12M | 0.0% | — | — | COMMON | 461202103 |
| TWLO | Twilio Inc | 173,500 | $19.08M | 0.0% | — | — | COMMON | 90138F102 |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 402,900 | $18.73M | 0.0% | — | — | ADR | 874039100 |
| HON | Honeywell International Inc | 110,263 | $18.66M | 0.0% | — | — | COMMON | 438516106 |
| LLY | Eli Lilly & Co | 166,514 | $18.62M | 0.0% | — | — | COMMON | 532457108 |
| — | BlackRock Inc | 41,749 | $18.61M | 0.0% | — | — | COMMON | 09247X101 |
| HPE | Hewlett Packard Enterprise Co | 1,213,600 | $18.41M | 0.0% | — | — | COMMON | 42824C109 |
| NKE | NIKE Inc | 195,100 | $18.32M | 0.0% | — | — | COMMON | 654106103 |
| KR | Kroger Company, The | 709,299 | $18.29M | 0.0% | — | — | COMMON | 501044101 |
| ESS | Essex Property Trust Inc | 55,770 | $18.22M | 0.0% | — | — | REIT | 297178105 |
| AVGO | Broadcom Inc | 65,897 | $18.19M | 0.0% | — | — | COMMON | 11135F101 |
| — | CenturyLink Inc | 1,427,559 | $17.82M | 0.0% | — | — | COMMON | 156700106 |
| DD | DuPont de Nemours Inc | 240,400 | $17.14M | 0.0% | — | — | COMMON | 26614N102 |
| — | Sprint Corp | 2,763,600 | $17.05M | 0.0% | — | — | COMMON | 85207U105 |
| CAH | Cardinal Health Inc | 360,155 | $17M | 0.0% | — | — | COMMON | 14149Y108 |
| — | Uniti Group Inc | 2,175,000 | $16.89M | 0.0% | — | — | REIT | 91325V108 |
| TMUS | T-Mobile US Inc | 207,600 | $16.35M | 0.0% | — | — | COMMON | 872590104 |
| BWA | BorgWarner Inc | 443,489 | $16.27M | 0.0% | — | — | COMMON | 099724106 |
| — | CyberArk Software Ltd | 159,414 | $15.91M | 0.0% | — | — | COMMON | M2682V108 |
| JD | JD.com Inc | 561,438 | $15.84M | 0.0% | — | — | ADR | 47215P106 |
| ADBE | Adobe Inc | 56,948 | $15.73M | 0.0% | — | — | COMMON | 00724F101 |
| HPQ | HP Inc | 815,800 | $15.44M | 0.0% | — | — | COMMON | 40434L105 |
| WDC | Western Digital Corp | 258,188 | $15.4M | 0.0% | — | — | COMMON | 958102105 |
| MPC | Marathon Petroleum Corp | 249,888 | $15.18M | 0.0% | — | — | COMMON | 56585A102 |
| — | Mobile TeleSystems PJSC | 1,827,987 | $14.81M | 0.0% | — | — | ADR | 607409109 |
| SUI | Sun Communities Inc | 98,827 | $14.67M | 0.0% | — | — | REIT | 866674104 |
| — | Healthcare Trust of America Inc | 488,813 | $14.36M | 0.0% | — | — | REIT | 42225P501 |
| SYY | Sysco Corp | 180,743 | $14.35M | 0.0% | — | — | COMMON | 871829107 |
| ED | Consolidated Edison Inc | 149,507 | $14.12M | 0.0% | — | — | COMMON | 209115104 |
| SPG | Simon Property Group Inc | 90,600 | $14.1M | 0.0% | — | — | REIT | 828806109 |
| GIS | General Mills Inc | 253,456 | $13.97M | 0.0% | — | — | COMMON | 370334104 |
| COR | AmerisourceBergen Corp | 165,100 | $13.59M | 0.0% | — | — | COMMON | 03073E105 |
| — | Spark Therapeutics Inc | 138,900 | $13.47M | 0.0% | — | — | COMMON | 84652J103 |
| A | Agilent Technologies Inc | 170,400 | $13.06M | 0.0% | — | — | COMMON | 00846U101 |
| EG | Everest Re Group Ltd | 48,800 | $12.98M | 0.0% | — | — | COMMON | G3223R108 |
| COF | Capital One Financial Corp | 141,794 | $12.9M | 0.0% | — | — | COMMON | 14040H105 |
| WB | Weibo Corp | 282,553 | $12.64M | 0.0% | — | — | ADR | 948596101 |
| — | Annaly Capital Management Inc | 1,405,820 | $12.37M | 0.0% | — | — | REIT | 035710409 |
| — | Seagate Technology PLC | 227,724 | $12.25M | 0.0% | — | — | COMMON | G7945M107 |
| TSN | Tyson Foods Inc | 141,881 | $12.22M | 0.0% | — | — | COMMON | 902494103 |
| DOW | Dow Inc | 254,547 | $12.13M | 0.0% | — | — | COMMON | 260557103 |
| OXY | Occidental Petroleum Corp | 272,072 | $12.1M | 0.0% | — | — | COMMON | 674599105 |
| — | SemGroup Corp | 733,600 | $11.99M | 0.0% | — | — | COMMON | 81663A105 |
| FCX | Freeport-McMoRan Inc | 1,246,019 | $11.92M | 0.0% | — | — | COMMON | 35671D857 |
| HCA | HCA Healthcare Inc | 98,400 | $11.85M | 0.0% | — | — | COMMON | 40412C101 |
| AMH | American Homes 4 Rent | 457,391 | $11.84M | 0.0% | — | — | REIT | 02665T306 |
| EXPE | Expedia Group Inc | 88,060 | $11.84M | 0.0% | — | — | COMMON | 30212P303 |
| ETN | Eaton Corp PLC | 140,898 | $11.72M | 0.0% | — | — | COMMON | G29183103 |
| KMB | Kimberly-Clark Corp | 82,429 | $11.71M | 0.0% | — | — | COMMON | 494368103 |
| AIG | American International Group Inc | 209,615 | $11.68M | 0.0% | — | — | COMMON | 026874784 |
| PLD | Prologis Inc | 136,951 | $11.67M | 0.0% | — | — | REIT | 74340W103 |
| CMCSA | Comcast Corp | 258,170 | $11.64M | 0.0% | — | — | COMMON | 20030N101 |
| AFG | American Financial Group Inc/OH | 105,064 | $11.33M | 0.0% | — | — | COMMON | 025932104 |
| TER | Teradyne Inc | 190,000 | $11M | 0.0% | — | — | COMMON | 880770102 |
| DECK | Deckers Outdoor Corp | 74,600 | $10.99M | 0.0% | — | — | COMMON | 243537107 |
| UAL | United Airlines Holdings Inc | 123,866 | $10.95M | 0.0% | — | — | COMMON | 910047109 |
| CAT | Caterpillar Inc | 86,556 | $10.93M | 0.0% | — | — | COMMON | 149123101 |
| CB | Chubb Ltd | 67,422 | $10.88M | 0.0% | — | — | COMMON | H1467J104 |
| BXP | Boston Properties Inc | 83,077 | $10.77M | 0.0% | — | — | REIT | 101121101 |
| UI | Ubiquiti Inc | 90,796 | $10.74M | 0.0% | — | — | COMMON | 90353W103 |
| INFY | Infosys Ltd | 943,920 | $10.73M | 0.0% | — | — | ADR | 456788108 |
| PSA | Public Storage | 43,652 | $10.71M | 0.0% | — | — | REIT | 74460D109 |
| PYPL | PayPal Holdings Inc | 102,912 | $10.66M | 0.0% | — | — | COMMON | 70450Y103 |
| EBAY | eBay Inc | 271,544 | $10.59M | 0.0% | — | — | COMMON | 278642103 |
| NOC | Northrop Grumman Corp | 28,169 | $10.56M | 0.0% | — | — | COMMON | 666807102 |
| EQIX | Equinix Inc | 18,237 | $10.52M | 0.0% | — | — | REIT | 29444U700 |
| CMA | Comerica Inc | 158,701 | $10.47M | 0.0% | — | — | COMMON | 200340107 |
| HUM | Humana Inc | 40,866 | $10.45M | 0.0% | — | — | COMMON | 444859102 |
| AAL | American Airlines Group Inc | 385,140 | $10.39M | 0.0% | — | — | COMMON | 02376R102 |
| — | TE Connectivity Ltd | 111,300 | $10.37M | 0.0% | — | — | COMMON | H84989104 |
| USB | US Bancorp | 187,162 | $10.36M | 0.0% | — | — | COMMON | 902973304 |
| — | Liberty Property Trust | 201,700 | $10.35M | 0.0% | — | — | REIT | 531172104 |
| MAA | Mid-America Apartment Communities Inc | 76,674 | $9.968M | 0.0% | — | — | REIT | 59522J103 |
| LVS | Las Vegas Sands Corp | 172,381 | $9.957M | 0.0% | — | — | COMMON | 517834107 |
| TEVA | Teva Pharmaceutical Industries Ltd | 1,426,361 | $9.813M | 0.0% | — | — | ADR | 881624209 |
| — | Life Storage Inc | 93,000 | $9.803M | 0.0% | — | — | REIT | 53223X107 |
| VIPS | Vipshop Holdings Ltd | 1,097,962 | $9.794M | 0.0% | — | — | ADR | 92763W103 |
| TAL | TAL Education Group | 285,635 | $9.78M | 0.0% | — | — | ADR | 874080104 |
| — | Bunge Ltd | 172,600 | $9.773M | 0.0% | — | — | COMMON | G16962105 |
| — | SINA Corp/China | 242,510 | $9.504M | 0.0% | — | — | COMMON | G81477104 |
| BOKF | BOK Financial Corp | 120,000 | $9.498M | 0.0% | — | — | COMMON | 05561Q201 |
| BMY | Bristol-Myers Squibb Co | 186,681 | $9.467M | 0.0% | — | — | COMMON | 110122108 |
| SO | Southern Company, The | 152,232 | $9.403M | 0.0% | — | — | COMMON | 842587107 |
| — | Inphi Corp | 153,000 | $9.341M | 0.0% | — | — | COMMON | 45772F107 |
| PRU | Prudential Financial Inc | 103,570 | $9.316M | 0.0% | — | — | COMMON | 744320102 |
| PEG | Public Service Enterprise Group Inc | 148,575 | $9.224M | 0.0% | — | — | COMMON | 744573106 |
| HSY | Hershey Co, The | 59,196 | $9.175M | 0.0% | — | — | COMMON | 427866108 |
| PAYX | Paychex Inc | 109,104 | $9.031M | 0.0% | — | — | COMMON | 704326107 |
| AFL | Aflac Inc | 171,128 | $8.953M | 0.0% | — | — | COMMON | 001055102 |
| BIIB | Biogen Inc | 38,052 | $8.859M | 0.0% | — | — | COMMON | 09062X103 |
| TJX | TJX Cos Inc/The | 158,136 | $8.815M | 0.0% | — | — | COMMON | 872540109 |
| CSX | CSX Corp | 126,106 | $8.735M | 0.0% | — | — | COMMON | 126408103 |
| NXPI | NXP Semiconductors NV | 79,926 | $8.722M | 0.0% | — | — | COMMON | N6596X109 |
| PNC | PNC Financial Services Group Inc/The | 61,046 | $8.556M | 0.0% | — | — | COMMON | 693475105 |
| — | American Campus Communities Inc | 177,237 | $8.522M | 0.0% | — | — | REIT | 024835100 |
| RSG | Republic Services Inc | 98,454 | $8.521M | 0.0% | — | — | COMMON | 760759100 |
| VALE | Vale SA | 733,205 | $8.432M | 0.0% | — | — | ADR | 91912E105 |
| — | QEP Resources Inc | 2,250,000 | $8.325M | 0.0% | — | — | COMMON | 74733V100 |
| GLW | Corning Inc | 290,900 | $8.296M | 0.0% | — | — | COMMON | 219350105 |
| EMR | Emerson Electric Co | 123,008 | $8.224M | 0.0% | — | — | COMMON | 291011104 |
| WM | Waste Management Inc | 71,400 | $8.211M | 0.0% | — | — | COMMON | 94106L109 |
| HAL | Halliburton Co | 433,621 | $8.174M | 0.0% | — | — | COMMON | 406216101 |
| — | YY Inc | 143,633 | $8.076M | 0.0% | — | — | ADR | 98426T106 |
| BVN | Cia de Minas Buenaventura SAA | 529,364 | $8.036M | 0.0% | — | — | ADR | 204448104 |
| NSC | Norfolk Southern Corp | 44,616 | $8.016M | 0.0% | — | — | COMMON | 655844108 |
| MAS | Masco Corp | 188,808 | $7.87M | 0.0% | — | — | COMMON | 574599106 |
| — | Viacom Inc | 326,900 | $7.855M | 0.0% | — | — | COMMON | 92553P201 |
| CCI | Crown Castle International Corp | 56,397 | $7.84M | 0.0% | — | — | REIT | 22822V101 |
| DUK | Duke Energy Corp | 80,759 | $7.742M | 0.0% | — | — | COMMON | 26441C204 |
| XRX | Xerox Holdings Corp | 257,722 | $7.708M | 0.0% | — | — | COMMON | 98421M106 |
| — | Tech Data Corp | 73,272 | $7.638M | 0.0% | — | — | COMMON | 878237106 |
| BBY | Best Buy Co Inc | 109,300 | $7.541M | 0.0% | — | — | COMMON | 086516101 |
| FIS | Fidelity National Information Services Inc | 56,306 | $7.475M | 0.0% | — | — | COMMON | 31620M106 |
| LHX | L3Harris Technologies Inc | 35,782 | $7.466M | 0.0% | — | — | COMMON | 502431109 |
| CMI | Cummins Inc | 45,700 | $7.434M | 0.0% | — | — | COMMON | 231021106 |
| GPN | Global Payments Inc | 46,701 | $7.425M | 0.0% | — | — | COMMON | 37940X102 |
| KEY | KeyCorp | 409,262 | $7.301M | 0.0% | — | — | COMMON | 493267108 |
| V | Visa Inc | 42,234 | $7.265M | 0.0% | — | — | COMMON | 92826C839 |
| ES | Eversource Energy | 84,839 | $7.251M | 0.0% | — | — | COMMON | 30040W108 |
| — | Lam Research Corp | 31,207 | $7.212M | 0.0% | — | — | COMMON | 512807108 |
| ARW | Arrow Electronics Inc | 96,677 | $7.21M | 0.0% | — | — | COMMON | 042735100 |
| SCCO | Southern Copper Corp | 210,583 | $7.187M | 0.0% | — | — | COMMON | 84265V105 |
| YELP | Yelp Inc | 205,000 | $7.124M | 0.0% | — | — | COMMON | 985817105 |
| BAP | Credicorp Ltd | 34,169 | $7.122M | 0.0% | — | — | COMMON | G2519Y108 |
| EIX | Edison International | 94,268 | $7.11M | 0.0% | — | — | COMMON | 281020107 |
| APD | Air Products & Chemicals Inc | 31,789 | $7.053M | 0.0% | — | — | COMMON | 009158106 |
| CTVA | Corteva Inc | 250,080 | $7.002M | 0.0% | — | — | COMMON | 22052L104 |
| TV | Grupo Televisa SAB | 715,850 | $7.001M | 0.0% | — | — | ADR | 40049J206 |
| SYK | Stryker Corp | 32,258 | $6.977M | 0.0% | — | — | COMMON | 863667101 |
| FRCB | First Republic Bank/CA | 71,700 | $6.933M | 0.0% | — | — | COMMON | 33616C100 |
| PCAR | PACCAR Inc | 98,900 | $6.924M | 0.0% | — | — | COMMON | 693718108 |
| BKNG | Booking Holdings Inc | 3,485 | $6.84M | 0.0% | — | — | COMMON | 09857L108 |
| — | Mylan NV | 344,041 | $6.805M | 0.0% | — | — | COMMON | N59465109 |
| IP | International Paper Co | 162,300 | $6.787M | 0.0% | — | — | COMMON | 460146103 |
| ETR | Entergy Corp | 57,100 | $6.701M | 0.0% | — | — | COMMON | 29364G103 |
| XEL | Xcel Energy Inc | 102,296 | $6.638M | 0.0% | — | — | COMMON | 98389B100 |
| ADM | Archer-Daniels-Midland Co | 161,189 | $6.62M | 0.0% | — | — | COMMON | 039483102 |
| CI | Cigna Corp | 43,451 | $6.595M | 0.0% | — | — | COMMON | 125523100 |
| TRV | Travelers Cos Inc, The | 43,776 | $6.509M | 0.0% | — | — | COMMON | 89417E109 |
| BDN | Brandywine Realty Trust | 425,000 | $6.439M | 0.0% | — | — | REIT | 105368203 |
| TAP | Molson Coors Brewing Co | 111,125 | $6.39M | 0.0% | — | — | COMMON | 60871R209 |
| — | Milacron Holdings Corp | 382,000 | $6.368M | 0.0% | — | — | COMMON | 59870L106 |
| LUV | Southwest Airlines Co | 117,518 | $6.347M | 0.0% | — | — | COMMON | 844741108 |
| JAZZ | Jazz Pharmaceuticals PLC | 49,400 | $6.33M | 0.0% | — | — | COMMON | G50871105 |
| CNC | Centene Corp | 146,100 | $6.32M | 0.0% | — | — | COMMON | 15135B101 |
| — | AngloGold Ashanti Ltd | 342,600 | $6.259M | 0.0% | — | — | ADR | 035128206 |
| STZ | Constellation Brands Inc | 30,185 | $6.257M | 0.0% | — | — | COMMON | 21036P108 |
| VLO | Valero Energy Corp | 73,300 | $6.248M | 0.0% | — | — | COMMON | 91913Y100 |
| CCEP | Coca-Cola European Partners PLC | 112,100 | $6.216M | 0.0% | — | — | COMMON | G25839104 |
| CNH | CNH Industrial NV | 600,647 | $6.116M | 0.0% | — | — | COMMON | N20944109 |
| BDX | Becton Dickinson and Co | 24,044 | $6.082M | 0.0% | — | — | COMMON | 075887109 |
| HIW | Highwoods Properties Inc | 133,796 | $6.013M | 0.0% | — | — | REIT | 431284108 |
| — | Sotheby's | 104,000 | $5.926M | 0.0% | — | — | COMMON | 835898107 |
| INVH | Invitation Homes Inc | 197,693 | $5.854M | 0.0% | — | — | REIT | 46187W107 |
| — | Monotype Imaging Holdings Inc | 293,500 | $5.814M | 0.0% | — | — | COMMON | 61022P100 |
| ALL | Allstate Corp, The | 53,360 | $5.799M | 0.0% | — | — | COMMON | 020002101 |
| KMI | Kinder Morgan Inc/DE | 281,151 | $5.795M | 0.0% | — | — | COMMON | 49456B101 |
| — | SunTrust Banks Inc | 84,171 | $5.791M | 0.0% | — | — | COMMON | 867914103 |
| WEC | WEC Energy Group Inc | 60,368 | $5.741M | 0.0% | — | — | COMMON | 92939U106 |
| — | Ingersoll-Rand PLC | 46,503 | $5.73M | 0.0% | — | — | COMMON | G47791101 |
| WHR | Whirlpool Corp | 36,100 | $5.717M | 0.0% | — | — | COMMON | 963320106 |
| NVDA | NVIDIA Corp | 32,378 | $5.636M | 0.0% | — | — | COMMON | 67066G104 |
| CCL | Carnival Corp | 125,841 | $5.501M | 0.0% | — | — | COMMON | 143658300 |
| LYB | LyondellBasell Industries NV | 60,524 | $5.415M | 0.0% | — | — | COMMON | N53745100 |
| ADI | Analog Devices Inc | 47,686 | $5.328M | 0.0% | — | — | COMMON | 032654105 |
| ZTS | Zoetis Inc | 42,737 | $5.325M | 0.0% | — | — | COMMON | 98978V103 |
| GLPI | Gaming and Leisure Properties Inc | 139,000 | $5.315M | 0.0% | — | — | REIT | 36467J108 |
| — | Symantec Corp | 223,900 | $5.291M | 0.0% | — | — | COMMON | 871503108 |
| RIG | Transocean Ltd | 1,183,231 | $5.289M | 0.0% | — | — | COMMON | H8817H100 |
| — | BB&T Corp | 98,513 | $5.258M | 0.0% | — | — | COMMON | 054937107 |
| CPB | Campbell Soup Co | 111,900 | $5.25M | 0.0% | — | — | COMMON | 134429109 |
| NUE | Nucor Corp | 102,600 | $5.223M | 0.0% | — | — | COMMON | 670346105 |
| FISV | Fiserv Inc | 50,370 | $5.218M | 0.0% | — | — | COMMON | 337738108 |
| PPG | PPG Industries Inc | 44,014 | $5.216M | 0.0% | — | — | COMMON | 693506107 |
| CRM | salesforce.com inc | 35,068 | $5.205M | 0.0% | — | — | COMMON | 79466L302 |
| ELS | Equity LifeStyle Properties Inc | 38,298 | $5.117M | 0.0% | — | — | REIT | 29472R108 |
| AER | AerCap Holdings NV | 93,274 | $5.107M | 0.0% | — | — | COMMON | N00985106 |
| XYZ | Square Inc | 82,068 | $5.084M | 0.0% | — | — | COMMON | 852234103 |
| JCI | Johnson Controls International plc | 115,806 | $5.083M | 0.0% | — | — | COMMON | G51502105 |
| KLAC | KLA-Tencor Corp | 31,737 | $5.06M | 0.0% | — | — | COMMON | 482480100 |
| — | El Paso Electric Co | 75,067 | $5.035M | 0.0% | — | — | COMMON | 283677854 |
| SJM | JM Smucker Company, The | 45,621 | $5.019M | 0.0% | — | — | COMMON | 832696405 |
| PH | Parker-Hannifin Corp | 27,600 | $4.985M | 0.0% | — | — | COMMON | 701094104 |
| BSX | Boston Scientific Corp | 121,826 | $4.957M | 0.0% | — | — | COMMON | 101137107 |
| — | L Brands Inc | 252,322 | $4.943M | 0.0% | — | — | COMMON | 501797104 |
| UDR | UDR Inc | 101,800 | $4.935M | 0.0% | — | — | REIT | 902653104 |
| HDB | HDFC Bank Ltd | 86,432 | $4.931M | 0.0% | — | — | ADR | 40415F101 |
| — | Liberty Global PLC | 207,200 | $4.929M | 0.0% | — | — | UNITS | G5480U120 |
| VFC | VF Corp | 54,974 | $4.892M | 0.0% | — | — | COMMON | 918204108 |
| — | Federal Realty Investment Trust | 35,809 | $4.875M | 0.0% | — | — | REIT | 313747206 |
| — | Tata Motors Ltd | 574,618 | $4.821M | 0.0% | — | — | ADR | 876568502 |
| CNP | CenterPoint Energy Inc | 159,113 | $4.802M | 0.0% | — | — | COMMON | 15189T107 |
| — | Westrock Co | 129,402 | $4.717M | 0.0% | — | — | COMMON | 96145D105 |
| AGI | Alamos Gold Inc | 808,610 | $4.703M | 0.0% | — | — | COMMON | 011532108 |
| SCHW | Charles Schwab Corp, The | 111,968 | $4.684M | 0.0% | — | — | COMMON | 808513105 |
| — | DISH Network Corp | 137,217 | $4.675M | 0.0% | — | — | COMMON | 25470M109 |
| HRL | Hormel Foods Corp | 106,800 | $4.67M | 0.0% | — | — | COMMON | 440452100 |
| OKE | ONEOK Inc | 62,755 | $4.624M | 0.0% | — | — | COMMON | 682680103 |
| BK | Bank of New York Mellon Corp, The | 100,334 | $4.536M | 0.0% | — | — | COMMON | 064058100 |
| — | Hess Corp | 75,000 | $4.536M | 0.0% | — | — | COMMON | 42809H107 |
| ITW | Illinois Tool Works Inc | 28,805 | $4.508M | 0.0% | — | — | COMMON | 452308109 |
| DXC | DXC Technology Co | 152,497 | $4.499M | 0.0% | — | — | COMMON | 23355L106 |
| OMC | Omnicom Group Inc | 57,131 | $4.473M | 0.0% | — | — | COMMON | 681919106 |
| NNN | National Retail Properties Inc | 78,942 | $4.452M | 0.0% | — | — | REIT | 637417106 |
| DGX | Quest Diagnostics Inc | 41,500 | $4.442M | 0.0% | — | — | COMMON | 74834L100 |
| CPT | Camden Property Trust | 39,919 | $4.431M | 0.0% | — | — | REIT | 133131102 |
| AMP | Ameriprise Financial Inc | 30,113 | $4.43M | 0.0% | — | — | COMMON | 03076C106 |
| CDW | CDW Corp | 35,900 | $4.424M | 0.0% | — | — | COMMON | 12514G108 |
| HLI | Houlihan Lokey Inc | 98,000 | $4.42M | 0.0% | — | — | COMMON | 441593100 |
| NVR | NVR Inc | 1,187 | $4.412M | 0.0% | — | — | COMMON | 62944T105 |
| COTY | Coty Inc | 417,303 | $4.386M | 0.0% | — | — | COMMON | 222070203 |
| WELL | Welltower Inc | 48,168 | $4.366M | 0.0% | — | — | REIT | 95040Q104 |
| AMBA | Ambarella Inc | 69,000 | $4.336M | 0.0% | — | — | COMMON | G037AX101 |
| KSS | Kohl's Corp | 87,300 | $4.335M | 0.0% | — | — | COMMON | 500255104 |
| DHI | DR Horton Inc | 81,584 | $4.3M | 0.0% | — | — | COMMON | 23331A109 |
| NEM | Newmont Goldcorp Corp | 113,400 | $4.3M | 0.0% | — | — | COMMON | 651639106 |
| — | Juniper Networks Inc | 171,159 | $4.236M | 0.0% | — | — | COMMON | 48203R104 |
| UHS | Universal Health Services Inc | 28,309 | $4.211M | 0.0% | — | — | COMMON | 913903100 |
| CMS | CMS Energy Corp | 65,494 | $4.188M | 0.0% | — | — | COMMON | 125896100 |
| — | Apartment Investment & Management Co | 80,235 | $4.183M | 0.0% | — | — | REIT | 03748R754 |
| M | Macy's Inc | 268,890 | $4.179M | 0.0% | — | — | COMMON | 55616P104 |
| DE | Deere & Co | 24,700 | $4.166M | 0.0% | — | — | COMMON | 244199105 |
| EMN | Eastman Chemical Co | 56,012 | $4.135M | 0.0% | — | — | COMMON | 277432100 |
| D | Dominion Energy Inc | 50,925 | $4.127M | 0.0% | — | — | COMMON | 25746U109 |
| BALL | Ball Corp | 56,594 | $4.121M | 0.0% | — | — | COMMON | 058498106 |
| MLCO | Melco Resorts & Entertainment Ltd | 211,801 | $4.111M | 0.0% | — | — | ADR | 585464100 |
| NWE | NorthWestern Corp | 54,570 | $4.095M | 0.0% | — | — | COMMON | 668074305 |
| IDCC | InterDigital Inc | 77,037 | $4.042M | 0.0% | — | — | COMMON | 45867G101 |
| — | Hill-Rom Holdings Inc | 38,408 | $4.042M | 0.0% | — | — | COMMON | 431475102 |
| — | National Oilwell Varco Inc | 189,900 | $4.026M | 0.0% | — | — | COMMON | 637071101 |
| WU | Western Union Co, The | 172,900 | $4.006M | 0.0% | — | — | COMMON | 959802109 |
| AEE | Ameren Corp | 49,905 | $3.995M | 0.0% | — | — | COMMON | 023608102 |
| APH | Amphenol Corp | 41,316 | $3.987M | 0.0% | — | — | COMMON | 032095101 |
| NTAP | NetApp Inc | 75,840 | $3.982M | 0.0% | — | — | COMMON | 64110D104 |
| CHTR | Charter Communications Inc | 9,644 | $3.974M | 0.0% | — | — | COMMON | 16119P108 |
| ZTO | ZTO Express Cayman Inc | 185,348 | $3.953M | 0.0% | — | — | ADR | 98980A105 |
| — | Liberty Media Corp-Liberty SiriusXM | 94,800 | $3.941M | 0.0% | — | — | UNITS | 531229409 |
| CVLT | CommVault Systems Inc | 88,000 | $3.934M | 0.0% | — | — | COMMON | 204166102 |
| CE | Celanese Corp | 32,166 | $3.934M | 0.0% | — | — | COMMON | 150870103 |
| RH | RH | 23,000 | $3.929M | 0.0% | — | — | COMMON | 74967X103 |
| CINF | Cincinnati Financial Corp | 33,655 | $3.927M | 0.0% | — | — | COMMON | 172062101 |
| — | Cerner Corp | 56,816 | $3.873M | 0.0% | — | — | COMMON | 156782104 |
| ROST | Ross Stores Inc | 35,153 | $3.862M | 0.0% | — | — | COMMON | 778296103 |
| — | Marathon Oil Corp | 314,600 | $3.86M | 0.0% | — | — | COMMON | 565849106 |
| MSI | Motorola Solutions Inc | 22,458 | $3.827M | 0.0% | — | — | COMMON | 620076307 |
| RCL | Royal Caribbean Cruises Ltd | 35,211 | $3.814M | 0.0% | — | — | COMMON | V7780T103 |
| DLTR | Dollar Tree Inc | 33,274 | $3.799M | 0.0% | — | — | COMMON | 256746108 |
| LEA | Lear Corp | 31,913 | $3.763M | 0.0% | — | — | COMMON | 521865204 |
| EEM | iShares MSCI Emerging Markets ETF | 90,739 | $3.709M | 0.0% | — | — | ETF | 464287234 |
| — | Aptiv PLC | 42,352 | $3.702M | 0.0% | — | — | COMMON | G6095L109 |
| DOV | Dover Corp | 36,900 | $3.674M | 0.0% | — | — | COMMON | 260003108 |
| HIG | Hartford Financial Services Group Inc/The | 60,590 | $3.672M | 0.0% | — | — | COMMON | 416515104 |
| NFLX | Netflix Inc | 13,563 | $3.63M | 0.0% | — | — | COMMON | 64110L106 |
| — | Discovery Inc | 146,843 | $3.615M | 0.0% | — | — | COMMON | 25470F302 |
| FE | FirstEnergy Corp | 74,430 | $3.59M | 0.0% | — | — | COMMON | 337932107 |
| HLT | Hilton Worldwide Holdings Inc | 38,532 | $3.588M | 0.0% | — | — | COMMON | 43300A203 |
| CFG | Citizens Financial Group Inc | 101,214 | $3.58M | 0.0% | — | — | COMMON | 174610105 |
| — | HollyFrontier Corp | 66,700 | $3.578M | 0.0% | — | — | COMMON | 436106108 |
| VTR | Ventas Inc | 48,614 | $3.55M | 0.0% | — | — | REIT | 92276F100 |
| — | 58.com Inc | 71,876 | $3.544M | 0.0% | — | — | ADR | 31680Q104 |
| CLX | Clorox Company, The | 23,305 | $3.539M | 0.0% | — | — | COMMON | 189054109 |
| CAR | Avis Budget Group Inc | 125,000 | $3.532M | 0.0% | — | — | COMMON | 053774105 |
| LDOS | Leidos Holdings Inc | 41,100 | $3.53M | 0.0% | — | — | COMMON | 525327102 |
| EQR | Equity Residential | 40,591 | $3.501M | 0.0% | — | — | REIT | 29476L107 |
| MAN | ManpowerGroup Inc | 41,300 | $3.479M | 0.0% | — | — | COMMON | 56418H100 |
| PDD | Pinduoduo Inc | 106,100 | $3.419M | 0.0% | — | — | ADR | 722304102 |
| BF/B | Brown-Forman Corp | 54,132 | $3.398M | 0.0% | — | — | COMMON | 115637209 |
| ZBH | Zimmer Biomet Holdings Inc | 24,579 | $3.374M | 0.0% | — | — | COMMON | 98956P102 |
| RF | Regions Financial Corp | 213,150 | $3.372M | 0.0% | — | — | COMMON | 7591EP100 |
| TROW | T Rowe Price Group Inc | 29,384 | $3.357M | 0.0% | — | — | COMMON | 74144T108 |
| — | Nevro Corp | 39,000 | $3.353M | 0.0% | — | — | COMMON | 64157F103 |
| KMX | CarMax Inc | 37,997 | $3.344M | 0.0% | — | — | COMMON | 143130102 |
| MC | Moelis & Co | 101,500 | $3.334M | 0.0% | — | — | COMMON | 60786M105 |
| GWW | WW Grainger Inc | 11,209 | $3.331M | 0.0% | — | — | COMMON | 384802104 |
| HSIC | Henry Schein Inc | 52,414 | $3.328M | 0.0% | — | — | COMMON | 806407102 |
| DVN | Devon Energy Corp | 137,710 | $3.313M | 0.0% | — | — | COMMON | 25179M103 |
| — | ANSYS Inc | 14,827 | $3.282M | 0.0% | — | — | COMMON | 03662Q105 |
| PBI | Pitney Bowes Inc | 717,000 | $3.277M | 0.0% | — | — | COMMON | 724479100 |
| — | Maxim Integrated Products Inc | 56,300 | $3.26M | 0.0% | — | — | COMMON | 57772K101 |
| MGM | MGM Resorts International | 117,400 | $3.254M | 0.0% | — | — | COMMON | 552953101 |
| PNW | Pinnacle West Capital Corp | 33,342 | $3.237M | 0.0% | — | — | COMMON | 723484101 |
| — | LegacyTexas Financial Group Inc | 74,000 | $3.221M | 0.0% | — | — | COMMON | 52471Y106 |
| PHM | PulteGroup Inc | 87,900 | $3.213M | 0.0% | — | — | COMMON | 745867101 |
| PGR | Progressive Corp, The | 41,548 | $3.21M | 0.0% | — | — | COMMON | 743315103 |
| NWSA | News Corp | 230,415 | $3.207M | 0.0% | — | — | COMMON | 65249B109 |
| — | Discover Financial Services | 39,489 | $3.202M | 0.0% | — | — | COMMON | 254709108 |
| SWKS | Skyworks Solutions Inc | 40,276 | $3.192M | 0.0% | — | — | COMMON | 83088M102 |
| LNC | Lincoln National Corp | 52,562 | $3.171M | 0.0% | — | — | COMMON | 534187109 |
| — | Cambrex Corp | 53,000 | $3.153M | 0.0% | — | — | COMMON | 132011107 |
| — | ALLETE Inc | 36,000 | $3.147M | 0.0% | — | — | COMMON | 018522300 |
| — | Amcor PLC | 320,894 | $3.129M | 0.0% | — | — | COMMON | G0250X107 |
| UNF | UniFirst Corp/MA | 16,000 | $3.122M | 0.0% | — | — | COMMON | 904708104 |
| — | CBS Corp | 77,124 | $3.113M | 0.0% | — | — | COMMON | 124857202 |
| BHF | Brighthouse Financial Inc | 76,763 | $3.107M | 0.0% | — | — | COMMON | 10922N103 |
| CBRE | CBRE Group Inc | 58,544 | $3.103M | 0.0% | — | — | COMMON | 12504L109 |
| REGN | Regeneron Pharmaceuticals Inc | 11,149 | $3.093M | 0.0% | — | — | COMMON | 75886F107 |
| MKC | McCormick & Co Inc/MD | 19,665 | $3.074M | 0.0% | — | — | COMMON | 579780206 |
| ALLY | Ally Financial Inc | 92,600 | $3.071M | 0.0% | — | — | COMMON | 02005N100 |
| WY | Weyerhaeuser Co | 110,847 | $3.07M | 0.0% | — | — | REIT | 962166104 |
| GRMN | Garmin Ltd | 36,200 | $3.066M | 0.0% | — | — | COMMON | H2906T109 |
| — | Laboratory Corp of America Holdings | 18,190 | $3.056M | 0.0% | — | — | COMMON | 50540R409 |
| — | FleetCor Technologies Inc | 10,600 | $3.04M | 0.0% | — | — | COMMON | 339041105 |
| PFG | Principal Financial Group Inc | 53,156 | $3.037M | 0.0% | — | — | COMMON | 74251V102 |
| ROK | Rockwell Automation Inc | 18,389 | $3.031M | 0.0% | — | — | COMMON | 773903109 |
| — | HD Supply Holdings Inc | 77,221 | $3.025M | 0.0% | — | — | COMMON | 40416M105 |
| EW | Edwards Lifesciences Corp | 13,702 | $3.013M | 0.0% | — | — | COMMON | 28176E108 |
| L | Loews Corp | 58,301 | $3.001M | 0.0% | — | — | COMMON | 540424108 |
| — | Tiffany & Co | 32,395 | $3.001M | 0.0% | — | — | COMMON | 886547108 |
| NI | NiSource Inc | 100,300 | $3.001M | 0.0% | — | — | COMMON | 65473P105 |
| TOL | Toll Brothers Inc | 72,500 | $2.976M | 0.0% | — | — | COMMON | 889478103 |
| LBRDK | Liberty Broadband Corp | 28,400 | $2.973M | 0.0% | — | — | COMMON | 530307305 |
| QRVO | Qorvo Inc | 40,100 | $2.973M | 0.0% | — | — | COMMON | 74736K101 |
| FTCHQ | Farfetch Ltd | 343,669 | $2.969M | 0.0% | — | — | COMMON | 30744W107 |
| — | Nielsen Holdings PLC | 139,668 | $2.968M | 0.0% | — | — | COMMON | G6518L108 |
| AEP | American Electric Power Co Inc | 31,587 | $2.959M | 0.0% | — | — | COMMON | 025537101 |
| CHRW | CH Robinson Worldwide Inc | 34,903 | $2.959M | 0.0% | — | — | COMMON | 12541W209 |
| PACB | Pacific Biosciences of California Inc | 573,343 | $2.958M | 0.0% | — | — | COMMON | 69404D108 |
| MOS | Mosaic Company, The | 144,127 | $2.955M | 0.0% | — | — | COMMON | 61945C103 |
| — | Jacobs Engineering Group Inc | 32,300 | $2.955M | 0.0% | — | — | COMMON | 469814107 |
| FITB | Fifth Third Bancorp | 105,790 | $2.897M | 0.0% | — | — | COMMON | 316773100 |
| SNPS | Synopsys Inc | 21,100 | $2.896M | 0.0% | — | — | COMMON | 871607107 |
| EHTH | eHealth Inc | 43,000 | $2.872M | 0.0% | — | — | COMMON | 28238P109 |
| PRGO | Perrigo Co PLC | 50,921 | $2.846M | 0.0% | — | — | COMMON | G97822103 |
| XPO | XPO Logistics Inc | 39,500 | $2.827M | 0.0% | — | — | COMMON | 983793100 |
| — | Kellogg Co | 43,776 | $2.817M | 0.0% | — | — | COMMON | 487836108 |
| — | HCP Inc | 79,040 | $2.816M | 0.0% | — | — | REIT | 40414L109 |
| XRAY | DENTSPLY SIRONA Inc | 52,308 | $2.789M | 0.0% | — | — | COMMON | 24906P109 |
| ALX | Alexander's Inc | 8,000 | $2.787M | 0.0% | — | — | REIT | 014752109 |
| DB | Deutsche Bank AG | 370,314 | $2.774M | 0.0% | — | — | COMMON | D18190898 |
| EA | Electronic Arts Inc | 28,140 | $2.753M | 0.0% | — | — | COMMON | 285512109 |
| — | Pioneer Natural Resources Co | 21,844 | $2.747M | 0.0% | — | — | COMMON | 723787107 |
| ORLY | O'Reilly Automotive Inc | 6,857 | $2.733M | 0.0% | — | — | COMMON | 67103H107 |
| — | Duke Realty Corp | 79,400 | $2.697M | 0.0% | — | — | REIT | 264411505 |
| — | Interpublic Group of Cos Inc, The | 124,716 | $2.689M | 0.0% | — | — | COMMON | 460690100 |
| FAST | Fastenal Co | 82,164 | $2.684M | 0.0% | — | — | COMMON | 311900104 |
| ON | ON Semiconductor Corp | 139,600 | $2.682M | 0.0% | — | — | COMMON | 682189105 |
| CTAS | Cintas Corp | 9,967 | $2.672M | 0.0% | — | — | COMMON | 172908105 |
| SIMO | Silicon Motion Technology Corp | 75,000 | $2.651M | 0.0% | — | — | ADR | 82706C108 |
| ICE | Intercontinental Exchange Inc | 28,650 | $2.644M | 0.0% | — | — | COMMON | 45866F104 |
| NCLH | Norwegian Cruise Line Holdings Ltd | 50,470 | $2.613M | 0.0% | — | — | COMMON | G66721104 |
| DRI | Darden Restaurants Inc | 22,100 | $2.613M | 0.0% | — | — | COMMON | 237194105 |
| — | Intelsat SA | 114,000 | $2.599M | 0.0% | — | — | COMMON | L5140P101 |
| — | IHS Markit Ltd | 38,826 | $2.597M | 0.0% | — | — | COMMON | G47567105 |
| ATHM | Autohome Inc | 31,191 | $2.593M | 0.0% | — | — | ADR | 05278C107 |
| AWK | American Water Works Co Inc | 20,857 | $2.591M | 0.0% | — | — | COMMON | 030420103 |
| CTSH | Cognizant Technology Solutions Corp | 42,905 | $2.586M | 0.0% | — | — | COMMON | 192446102 |
| FR | First Industrial Realty Trust Inc | 65,100 | $2.575M | 0.0% | — | — | REIT | 32054K103 |
| MNST | Monster Beverage Corp | 44,343 | $2.575M | 0.0% | — | — | COMMON | 61174X109 |
| WAB | Wabtec Corp | 35,803 | $2.573M | 0.0% | — | — | COMMON | 929740108 |
| — | Activision Blizzard Inc | 48,537 | $2.569M | 0.0% | — | — | COMMON | 00507V109 |
| MTB | M&T Bank Corp | 16,187 | $2.557M | 0.0% | — | — | COMMON | 55261F104 |
| ATO | Atmos Energy Corp | 22,400 | $2.551M | 0.0% | — | — | COMMON | 049560105 |
| HOLX | Hologic Inc | 50,500 | $2.55M | 0.0% | — | — | COMMON | 436440101 |
| CSGP | CoStar Group Inc | 4,296 | $2.548M | 0.0% | — | — | COMMON | 22160N109 |
| FTNT | Fortinet Inc | 33,180 | $2.547M | 0.0% | — | — | COMMON | 34959E109 |
| WMB | Williams Cos Inc, The | 105,798 | $2.545M | 0.0% | — | — | COMMON | 969457100 |
| — | BMC Stock Holdings Inc | 97,000 | $2.539M | 0.0% | — | — | COMMON | 05591B109 |
| CHKP | Check Point Software Technologies Ltd | 22,969 | $2.515M | 0.0% | — | — | COMMON | M22465104 |
| AMAT | Applied Materials Inc | 50,100 | $2.5M | 0.0% | — | — | COMMON | 038222105 |
| — | VMware Inc | 16,600 | $2.491M | 0.0% | — | — | COMMON | 928563402 |
| PNR | Pentair PLC | 65,749 | $2.485M | 0.0% | — | — | COMMON | G7S00T104 |
| PRGS | Progress Software Corp | 65,000 | $2.474M | 0.0% | — | — | COMMON | 743312100 |
| — | Momo Inc | 79,214 | $2.454M | 0.0% | — | — | ADR | 60879B107 |
| — | Genomic Health Inc | 36,000 | $2.442M | 0.0% | — | — | COMMON | 37244C101 |
| — | Continental Resources Inc/OK | 79,286 | $2.441M | 0.0% | — | — | COMMON | 212015101 |
| MAR | Marriott International Inc/MD | 19,615 | $2.44M | 0.0% | — | — | COMMON | 571903202 |
| THG | Hanover Insurance Group Inc/The | 18,000 | $2.44M | 0.0% | — | — | COMMON | 410867105 |
| EVRG | Evergy Inc | 36,600 | $2.436M | 0.0% | — | — | COMMON | 30034W106 |
| USNA | USANA Health Sciences Inc | 35,600 | $2.435M | 0.0% | — | — | COMMON | 90328M107 |
| WST | West Pharmaceutical Services Inc | 17,158 | $2.433M | 0.0% | — | — | COMMON | 955306105 |
| GAP | Gap Inc, The | 140,100 | $2.432M | 0.0% | — | — | COMMON | 364760108 |
| — | Alleghany Corp | 3,046 | $2.43M | 0.0% | — | — | COMMON | 017175100 |
| — | Qurate Retail Inc | 235,600 | $2.43M | 0.0% | — | — | COMMON | 74915M100 |
| INGR | Ingredion Inc | 29,553 | $2.416M | 0.0% | — | — | COMMON | 457187102 |
| VMC | Vulcan Materials Co | 15,813 | $2.392M | 0.0% | — | — | COMMON | 929160109 |
| PKG | Packaging Corp of America | 22,500 | $2.387M | 0.0% | — | — | COMMON | 695156109 |
| HAS | Hasbro Inc | 20,064 | $2.381M | 0.0% | — | — | COMMON | 418056107 |
| — | GrubHub Inc | 42,318 | $2.379M | 0.0% | — | — | COMMON | 400110102 |
| — | Steelcase Inc | 129,000 | $2.374M | 0.0% | — | — | COMMON | 858155203 |
| WCN | Waste Connections Inc | 25,600 | $2.355M | 0.0% | — | — | COMMON | 94106B101 |
| — | Aon PLC | 12,160 | $2.354M | 0.0% | — | — | COMMON | G0408V102 |
| MHK | Mohawk Industries Inc | 18,929 | $2.349M | 0.0% | — | — | COMMON | 608190104 |
| HTHT | Huazhu Group Ltd | 70,861 | $2.34M | 0.0% | — | — | ADR | 44332N106 |
| FTV | Fortive Corp | 33,700 | $2.31M | 0.0% | — | — | COMMON | 34959J108 |
| EOG | EOG Resources Inc | 31,109 | $2.309M | 0.0% | — | — | COMMON | 26875P101 |
| DEI | Douglas Emmett Inc | 53,739 | $2.302M | 0.0% | — | — | REIT | 25960P109 |
| RMD | ResMed Inc | 17,000 | $2.297M | 0.0% | — | — | COMMON | 761152107 |
| UGI | UGI Corp | 45,542 | $2.289M | 0.0% | — | — | COMMON | 902681105 |
| LEN | Lennar Corp | 40,743 | $2.275M | 0.0% | — | — | COMMON | 526057104 |
| — | Rubicon Project Inc/The | 258,000 | $2.247M | 0.0% | — | — | COMMON | 78112V102 |
| MMS | MAXIMUS Inc | 29,000 | $2.241M | 0.0% | — | — | COMMON | 577933104 |
| FFIV | F5 Networks Inc | 15,958 | $2.241M | 0.0% | — | — | COMMON | 315616102 |
| — | Israel Chemicals Ltd | 448,159 | $2.225M | 0.0% | — | — | COMMON | M5920A109 |
| UIS | Unisys Corp | 298,000 | $2.214M | 0.0% | — | — | COMMON | 909214306 |
| JBHT | JB Hunt Transport Services Inc | 19,998 | $2.213M | 0.0% | — | — | COMMON | 445658107 |
| DLR | Digital Realty Trust Inc | 17,000 | $2.207M | 0.0% | — | — | REIT | 253868103 |
| SMTC | Semtech Corp | 45,000 | $2.187M | 0.0% | — | — | COMMON | 816850101 |
| — | SPDR S&P Oil & Gas Exploration & Production ETF | 97,615 | $2.183M | 0.0% | — | — | ETF | 78464A730 |
| WLK | Westlake Chemical Corp | 32,500 | $2.129M | 0.0% | — | — | COMMON | 960413102 |
| COKE | Coca-Cola Consolidated Inc | 7,000 | $2.127M | 0.0% | — | — | COMMON | 191098102 |
| — | Celgene Corp | 21,422 | $2.127M | 0.0% | — | — | COMMON | 151020104 |
| UNM | Unum Group | 71,547 | $2.126M | 0.0% | — | — | COMMON | 91529Y106 |
| — | Twitter Inc | 51,500 | $2.122M | 0.0% | — | — | COMMON | 90184L102 |
| LOW | Lowe's Cos Inc | 19,130 | $2.104M | 0.0% | — | — | COMMON | 548661107 |
| O | Realty Income Corp | 27,424 | $2.103M | 0.0% | — | — | REIT | 756109104 |
| — | Outfront Media Inc | 75,562 | $2.099M | 0.0% | — | — | REIT | 69007J106 |
| LNT | Alliant Energy Corp | 38,678 | $2.086M | 0.0% | — | — | COMMON | 018802108 |
| DVA | DaVita Inc | 36,100 | $2.06M | 0.0% | — | — | COMMON | 23918K108 |
| STLD | Steel Dynamics Inc | 69,064 | $2.058M | 0.0% | — | — | COMMON | 858119100 |
| LKQ | LKQ Corp | 65,100 | $2.047M | 0.0% | — | — | COMMON | 501889208 |
| UHAL | AMERCO | 5,219 | $2.036M | 0.0% | — | — | COMMON | 023586100 |
| HST | Host Hotels & Resorts Inc | 117,133 | $2.025M | 0.0% | — | — | REIT | 44107P104 |
| EXPD | Expeditors International of Washington Inc | 27,233 | $2.023M | 0.0% | — | — | COMMON | 302130109 |
| — | Kaman Corp | 34,000 | $2.022M | 0.0% | — | — | COMMON | 483548103 |
| ILMN | Illumina Inc | 6,595 | $2.006M | 0.0% | — | — | COMMON | 452327109 |
| — | Nordstrom Inc | 59,100 | $1.99M | 0.0% | — | — | COMMON | 655664100 |
| TNET | TriNet Group Inc | 32,000 | $1.99M | 0.0% | — | — | COMMON | 896288107 |
| NGVT | Ingevity Corp | 22,900 | $1.943M | 0.0% | — | — | COMMON | 45688C107 |
| CCK | Crown Holdings Inc | 29,400 | $1.942M | 0.0% | — | — | COMMON | 228368106 |
| ACGL | Arch Capital Group Ltd | 46,100 | $1.935M | 0.0% | — | — | COMMON | G0450A105 |
| ALGN | Align Technology Inc | 10,689 | $1.934M | 0.0% | — | — | COMMON | 016255101 |
| NTRS | Northern Trust Corp | 20,708 | $1.932M | 0.0% | — | — | COMMON | 665859104 |
| PVH | PVH Corp | 21,813 | $1.925M | 0.0% | — | — | COMMON | 693656100 |
| VRSN | VeriSign Inc | 10,125 | $1.91M | 0.0% | — | — | COMMON | 92343E102 |
| TSLA | Tesla Inc | 7,900 | $1.903M | 0.0% | — | — | COMMON | 88160R101 |
| MTH | Meritage Homes Corp | 27,000 | $1.899M | 0.0% | — | — | COMMON | 59001A102 |
| OPTU | Altice USA Inc | 66,100 | $1.896M | 0.0% | — | — | COMMON | 02156K103 |
| CMG | Chipotle Mexican Grill Inc | 2,253 | $1.894M | 0.0% | — | — | COMMON | 169656105 |
| — | Discovery Inc | 71,042 | $1.892M | 0.0% | — | — | COMMON | 25470F104 |
| — | IAC/InterActiveCorp | 8,613 | $1.877M | 0.0% | — | — | COMMON | 44919P508 |
| — | K12 Inc | 71,000 | $1.874M | 0.0% | — | — | COMMON | 48273U102 |
| LBTYAUSD | Liberty Global PLC | 75,500 | $1.869M | 0.0% | — | — | UNITS | G5480U104 |
| VRSK | Verisk Analytics Inc | 11,803 | $1.867M | 0.0% | — | — | COMMON | 92345Y106 |
| — | Taro Pharmaceutical Industries Ltd | 24,600 | $1.856M | 0.0% | — | — | COMMON | M8737E108 |
| TXRH | Texas Roadhouse Inc | 35,000 | $1.838M | 0.0% | — | — | COMMON | 882681109 |
| RL | Ralph Lauren Corp | 19,200 | $1.833M | 0.0% | — | — | COMMON | 751212101 |
| EWBC | East West Bancorp Inc | 41,321 | $1.83M | 0.0% | — | — | COMMON | 27579R104 |
| — | Argo Group International Holdings Ltd | 26,000 | $1.826M | 0.0% | — | — | COMMON | G0464B107 |
| PANW | Palo Alto Networks Inc | 8,934 | $1.821M | 0.0% | — | — | COMMON | 697435105 |
| ALB | Albemarle Corp | 26,081 | $1.813M | 0.0% | — | — | COMMON | 012653101 |
| FBIN | Fortune Brands Home & Security Inc | 32,900 | $1.8M | 0.0% | — | — | COMMON | 34964C106 |
| ARCC | Ares Capital Corp | 96,052 | $1.79M | 0.0% | — | — | COMMON | 04010L103 |
| HBAN | Huntington Bancshares Inc/OH | 124,991 | $1.784M | 0.0% | — | — | COMMON | 446150104 |
| LYV | Live Nation Entertainment Inc | 26,800 | $1.778M | 0.0% | — | — | COMMON | 538034109 |
| SABR | Sabre Corp | 79,300 | $1.776M | 0.0% | — | — | COMMON | 78573M104 |
| FNF | Fidelity National Financial Inc | 39,500 | $1.754M | 0.0% | — | — | COMMON | 31620R303 |
| MLM | Martin Marietta Materials Inc | 6,391 | $1.752M | 0.0% | — | — | COMMON | 573284106 |
| ST | Sensata Technologies Holding PLC | 34,800 | $1.742M | 0.0% | — | — | COMMON | G8060N102 |
| KIM | Kimco Realty Corp | 83,369 | $1.741M | 0.0% | — | — | REIT | 49446R109 |
| CTRA | Cabot Oil & Gas Corp | 98,999 | $1.739M | 0.0% | — | — | COMMON | 127097103 |
| — | SL Green Realty Corp | 21,137 | $1.728M | 0.0% | — | — | REIT | 78440X101 |
| LSCC | Lattice Semiconductor Corp | 94,000 | $1.719M | 0.0% | — | — | COMMON | 518415104 |
| SPGI | S&P Global Inc | 7,005 | $1.716M | 0.0% | — | — | COMMON | 78409V104 |
| IVZ | Invesco Ltd | 100,621 | $1.705M | 0.0% | — | — | COMMON | G491BT108 |
| GFI | Gold Fields Ltd | 344,500 | $1.695M | 0.0% | — | — | ADR | 38059T106 |
| AVY | Avery Dennison Corp | 14,865 | $1.688M | 0.0% | — | — | COMMON | 053611109 |
| BKR | Baker Hughes a GE Co | 71,974 | $1.67M | 0.0% | — | — | COMMON | 05722G100 |
| ESNT | Essent Group Ltd | 35,000 | $1.668M | 0.0% | — | — | COMMON | G3198U102 |
| TFX | Teleflex Inc | 4,900 | $1.665M | 0.0% | — | — | COMMON | 879369106 |
| CNDT | Conduent Inc | 267,000 | $1.661M | 0.0% | — | — | COMMON | 206787103 |
| HP | Helmerich & Payne Inc | 41,196 | $1.651M | 0.0% | — | — | COMMON | 423452101 |
| — | Concho Resources Inc | 24,000 | $1.63M | 0.0% | — | — | COMMON | 20605P101 |
| BANR | Banner Corp | 29,000 | $1.629M | 0.0% | — | — | COMMON | 06652V208 |
| HOG | Harley-Davidson Inc | 45,180 | $1.625M | 0.0% | — | — | COMMON | 412822108 |
| URI | United Rentals Inc | 13,000 | $1.62M | 0.0% | — | — | COMMON | 911363109 |
| BKH | Black Hills Corp | 21,000 | $1.611M | 0.0% | — | — | COMMON | 092113109 |
| VOYA | Voya Financial Inc | 29,200 | $1.59M | 0.0% | — | — | COMMON | 929089100 |
| WRB | WR Berkley Corp | 22,000 | $1.589M | 0.0% | — | — | COMMON | 084423102 |
| — | Athene Holding Ltd | 37,500 | $1.577M | 0.0% | — | — | COMMON | G0684D107 |
| IDXX | IDEXX Laboratories Inc | 5,775 | $1.57M | 0.0% | — | — | COMMON | 45168D104 |
| TSCO | Tractor Supply Co | 17,301 | $1.565M | 0.0% | — | — | COMMON | 892356106 |
| KNX | Knight-Swift Transportation Holdings Inc | 42,500 | $1.543M | 0.0% | — | — | COMMON | 499049104 |
| CAG | Conagra Brands Inc | 48,800 | $1.497M | 0.0% | — | — | COMMON | 205887102 |
| JEF | Jefferies Financial Group Inc | 81,131 | $1.493M | 0.0% | — | — | COMMON | 47233W109 |
| XLI | Industrial Select Sector SPDR Fund | 843,987 | $1.478M | 0.0% | — | — | Put | 81369Y704 |
| LEG | Leggett & Platt Inc | 36,067 | $1.477M | 0.0% | — | — | COMMON | 524660107 |
| FANG | Diamondback Energy Inc | 16,300 | $1.466M | 0.0% | — | — | COMMON | 25278X109 |
| TRGP | Targa Resources Corp | 36,200 | $1.454M | 0.0% | — | — | COMMON | 87612G101 |
| IQV | IQVIA Holdings Inc | 9,666 | $1.444M | 0.0% | — | — | COMMON | 46266C105 |
| PRQR | ProQR Therapeutics NV | 250,000 | $1.44M | 0.0% | — | — | COMMON | N71542109 |
| — | Hanesbrands Inc | 93,433 | $1.431M | 0.0% | — | — | COMMON | 410345102 |
| MCHP | Microchip Technology Inc | 15,300 | $1.422M | 0.0% | — | — | COMMON | 595017104 |
| SEE | Sealed Air Corp | 34,244 | $1.421M | 0.0% | — | — | COMMON | 81211K100 |
| HRB | H&R Block Inc | 59,783 | $1.412M | 0.0% | — | — | COMMON | 093671105 |
| KKR | KKR & Co Inc | 52,500 | $1.41M | 0.0% | — | — | COMMON | 48251W104 |
| TDG | TransDigm Group Inc | 2,700 | $1.406M | 0.0% | — | — | COMMON | 893641100 |
| AJG | Arthur J Gallagher & Co | 15,700 | $1.406M | 0.0% | — | — | COMMON | 363576109 |
| OGE | OGE Energy Corp | 30,933 | $1.404M | 0.0% | — | — | COMMON | 670837103 |
| AIZ | Assurant Inc | 11,108 | $1.398M | 0.0% | — | — | COMMON | 04621X108 |
| AES | AES Corp/VA | 85,163 | $1.392M | 0.0% | — | — | COMMON | 00130H105 |
| — | WABCO Holdings Inc | 10,400 | $1.391M | 0.0% | — | — | COMMON | 92927K102 |
| WTW | Willis Towers Watson PLC | 7,169 | $1.383M | 0.0% | — | — | COMMON | G96629103 |
| XYL | Xylem Inc/NY | 17,317 | $1.379M | 0.0% | — | — | COMMON | 98419M100 |
| IEX | IDEX Corp | 8,400 | $1.377M | 0.0% | — | — | COMMON | 45167R104 |
| GDOT | Green Dot Corp | 54,000 | $1.363M | 0.0% | — | — | COMMON | 39304D102 |
| MTD | Mettler-Toledo International Inc | 1,900 | $1.338M | 0.0% | — | — | COMMON | 592688105 |
| PII | Polaris Industries Inc | 15,101 | $1.329M | 0.0% | — | — | COMMON | 731068102 |
| SRE | Sempra Energy | 8,967 | $1.324M | 0.0% | — | — | COMMON | 816851109 |
| FMC | FMC Corp | 15,017 | $1.317M | 0.0% | — | — | COMMON | 302491303 |
| RHI | Robert Half International Inc | 23,311 | $1.297M | 0.0% | — | — | COMMON | 770323103 |
| AXTA | Axalta Coating Systems Ltd | 41,900 | $1.263M | 0.0% | — | — | COMMON | G0750C108 |
| MTG | MGIC Investment Corp | 100,163 | $1.26M | 0.0% | — | — | COMMON | 552848103 |
| — | FLIR Systems Inc | 23,900 | $1.257M | 0.0% | — | — | COMMON | 302445101 |
| GDS | GDS Holdings Ltd | 31,166 | $1.249M | 0.0% | — | — | ADR | 36165L108 |
| EFX | Equifax Inc | 8,871 | $1.248M | 0.0% | — | — | COMMON | 294429105 |
| PLNT | Planet Fitness Inc | 21,442 | $1.241M | 0.0% | — | — | COMMON | 72703H101 |
| GDDY | GoDaddy Inc | 18,684 | $1.233M | 0.0% | — | — | COMMON | 380237107 |
| — | Arconic Inc | 47,266 | $1.229M | 0.0% | — | — | COMMON | 03965L100 |
| CPRT | Copart Inc | 15,300 | $1.229M | 0.0% | — | — | COMMON | 217204106 |
| — | QIAGEN NV | 37,058 | $1.214M | 0.0% | — | — | COMMON | N72482123 |
| LULU | Lululemon Athletica Inc | 6,300 | $1.213M | 0.0% | — | — | COMMON | 550021109 |
| IRM | Iron Mountain Inc | 37,344 | $1.21M | 0.0% | — | — | REIT | 46284V101 |
| TRU | TransUnion | 14,900 | $1.209M | 0.0% | — | — | COMMON | 89400J107 |
| ULTA | Ulta Beauty Inc | 4,800 | $1.203M | 0.0% | — | — | COMMON | 90384S303 |
| FCPT | Four Corners Property Trust Inc | 42,291 | $1.196M | 0.0% | — | — | REIT | 35086T109 |
| — | America Movil SAB de CV | 77,900 | $1.158M | 0.0% | — | — | ADR | 02364W105 |
| — | Noble Energy Inc | 51,489 | $1.156M | 0.0% | — | — | COMMON | 655044105 |
| PBR | Petroleo Brasileiro SA | 79,900 | $1.156M | 0.0% | — | — | ADR | 71654V408 |
| AVA | Avista Corp | 23,788 | $1.152M | 0.0% | — | — | COMMON | 05379B107 |
| MCO | Moody's Corp | 5,622 | $1.152M | 0.0% | — | — | COMMON | 615369105 |
| IT | Gartner Inc | 8,000 | $1.144M | 0.0% | — | — | COMMON | 366651107 |
| — | Spirit AeroSystems Holdings Inc | 13,800 | $1.135M | 0.0% | — | — | COMMON | 848574109 |
| AOS | AO Smith Corp | 23,200 | $1.107M | 0.0% | — | — | COMMON | 831865209 |
| ICLR | ICON PLC | 7,479 | $1.102M | 0.0% | — | — | COMMON | G4705A100 |
| — | Arista Networks Inc | 4,600 | $1.099M | 0.0% | — | — | COMMON | 040413106 |
| — | Retail Opportunity Investments Corp | 59,761 | $1.089M | 0.0% | — | — | REIT | 76131N101 |
| KEYS | Keysight Technologies Inc | 11,200 | $1.089M | 0.0% | — | — | COMMON | 49338L103 |
| WAT | Waters Corp | 4,875 | $1.088M | 0.0% | — | — | COMMON | 941848103 |
| — | CIT Group Inc | 23,900 | $1.083M | 0.0% | — | — | COMMON | 125581801 |
| RJF | Raymond James Financial Inc | 13,100 | $1.08M | 0.0% | — | — | COMMON | 754730109 |
| IQ | iQIYI Inc | 66,706 | $1.076M | 0.0% | — | — | ADR | 46267X108 |
| — | Parsley Energy Inc | 63,700 | $1.07M | 0.0% | — | — | COMMON | 701877102 |
| ALV | Autoliv Inc | 13,500 | $1.065M | 0.0% | — | — | COMMON | 052800109 |
| — | Xilinx Inc | 11,089 | $1.063M | 0.0% | — | — | COMMON | 983919101 |
| ITT | ITT Inc | 17,362 | $1.062M | 0.0% | — | — | COMMON | 45073V108 |
| CF | CF Industries Holdings Inc | 21,572 | $1.061M | 0.0% | — | — | COMMON | 125269100 |
| SHW | Sherwin-Williams Co, The | 1,923 | $1.057M | 0.0% | — | — | COMMON | 824348106 |
| — | Sirius XM Holdings Inc | 168,500 | $1.054M | 0.0% | — | — | COMMON | 82968B103 |
| MASI | Masimo Corp | 7,046 | $1.048M | 0.0% | — | — | COMMON | 574795100 |
| EXR | Extra Space Storage Inc | 8,736 | $1.021M | 0.0% | — | — | REIT | 30225T102 |
| ALSN | Allison Transmission Holdings Inc | 21,612 | $1.017M | 0.0% | — | — | COMMON | 01973R101 |
| ROP | Roper Technologies Inc | 2,845 | $1.015M | 0.0% | — | — | COMMON | 776696106 |
| MTN | Vail Resorts Inc | 4,400 | $1.001M | 0.0% | — | — | COMMON | 91879Q109 |
| AYI | Acuity Brands Inc | 7,400 | $997K | 0.0% | — | — | COMMON | 00508Y102 |
| JBL | Jabil Inc | 27,139 | $971K | 0.0% | — | — | COMMON | 466313103 |
| — | CDK Global Inc | 20,000 | $962K | 0.0% | — | — | COMMON | 12508E101 |
| FOX | Fox Corp | 30,480 | $961K | 0.0% | — | — | COMMON | 35137L204 |
| BURL | Burlington Stores Inc | 4,800 | $959K | 0.0% | — | — | COMMON | 122017106 |
| BAH | Booz Allen Hamilton Holding Corp | 13,403 | $952K | 0.0% | — | — | COMMON | 099502106 |
| MAC | Macerich Company, The | 30,069 | $950K | 0.0% | — | — | REIT | 554382101 |
| CCU | Cia Cervecerias Unidas SA | 41,772 | $927K | 0.0% | — | — | ADR | 204429104 |
| LII | Lennox International Inc | 3,800 | $923K | 0.0% | — | — | COMMON | 526107107 |
| — | Liberty Media Corp-Liberty Formula One | 22,100 | $919K | 0.0% | — | — | UNITS | 531229854 |
| AME | AMETEK Inc | 10,006 | $919K | 0.0% | — | — | COMMON | 031100100 |
| — | People's United Financial Inc | 57,416 | $898K | 0.0% | — | — | COMMON | 712704105 |
| BZUN | Baozun Inc | 21,007 | $897K | 0.0% | — | — | ADR | 06684L103 |
| — | Cooper Cos Inc/The | 3,000 | $891K | 0.0% | — | — | COMMON | 216648402 |
| WPC | WP Carey Inc | 9,700 | $868K | 0.0% | — | — | REIT | 92936U109 |
| CHD | Church & Dwight Co Inc | 11,354 | $854K | 0.0% | — | — | COMMON | 171340102 |
| — | E TRADE Financial Corp | 19,476 | $851K | 0.0% | — | — | COMMON | 269246401 |
| TTWO | Take-Two Interactive Software Inc | 6,700 | $840K | 0.0% | — | — | COMMON | 874054109 |
| LW | Lamb Weston Holdings Inc | 11,500 | $836K | 0.0% | — | — | COMMON | 513272104 |
| RNR | RenaissanceRe Holdings Ltd | 4,200 | $812K | 0.0% | — | — | COMMON | G7496G103 |
| — | Apache Corp | 31,400 | $804K | 0.0% | — | — | COMMON | 037411105 |
| EHC | Encompass Health Corp | 12,607 | $798K | 0.0% | — | — | COMMON | 29261A100 |
| BR | Broadridge Financial Solutions Inc | 6,300 | $784K | 0.0% | — | — | COMMON | 11133T103 |
| FAF | First American Financial Corp | 13,215 | $780K | 0.0% | — | — | COMMON | 31847R102 |
| ALLE | Allegion PLC | 7,500 | $777K | 0.0% | — | — | COMMON | G0176J109 |
| DTE | DTE Energy Co | 5,717 | $760K | 0.0% | — | — | COMMON | 233331107 |
| — | Alexion Pharmaceuticals Inc | 7,524 | $737K | 0.0% | — | — | COMMON | 015351109 |
| — | Liberty Media Corp-Liberty SiriusXM | 17,500 | $734K | 0.0% | — | — | UNITS | 531229607 |
| WDAY | Workday Inc | 4,200 | $714K | 0.0% | — | — | COMMON | 98138H101 |
| IDA | IDACORP Inc | 6,292 | $709K | 0.0% | — | — | COMMON | 451107106 |
| ROL | Rollins Inc | 20,799 | $709K | 0.0% | — | — | COMMON | 775711104 |
| SSNC | SS&C Technologies Holdings Inc | 13,700 | $707K | 0.0% | — | — | COMMON | 78467J100 |
| — | Kansas City Southern | 5,291 | $704K | 0.0% | — | — | COMMON | 485170302 |
| EMBJ | Embraer SA | 40,700 | $702K | 0.0% | — | — | ADR | 29082A107 |
| ODFL | Old Dominion Freight Line Inc | 4,100 | $697K | 0.0% | — | — | COMMON | 679580100 |
| — | Weingarten Realty Investors | 23,682 | $690K | 0.0% | — | — | REIT | 948741103 |
| TXT | Textron Inc | 13,998 | $685K | 0.0% | — | — | COMMON | 883203101 |
| PCTY | Paylocity Holding Corp | 7,019 | $685K | 0.0% | — | — | COMMON | 70438V106 |
| BTG | B2Gold Corp | 207,059 | $674K | 0.0% | — | — | COMMON | 11777Q209 |
| — | WellCare Health Plans Inc | 2,600 | $674K | 0.0% | — | — | COMMON | 94946T106 |
| COLM | Columbia Sportswear Co | 6,890 | $668K | 0.0% | — | — | COMMON | 198516106 |
| BMRN | BioMarin Pharmaceutical Inc | 9,900 | $667K | 0.0% | — | — | COMMON | 09061G101 |
| CGNX | Cognex Corp | 13,500 | $663K | 0.0% | — | — | COMMON | 192422103 |
| IFF | International Flavors & Fragrances Inc | 5,348 | $656K | 0.0% | — | — | COMMON | 459506101 |
| SBNY | Signature Bank/New York NY | 5,300 | $632K | 0.0% | — | — | COMMON | 82669G104 |
| HEI/A | HEICO Corp | 6,485 | $631K | 0.0% | — | — | COMMON | 422806208 |
| JKHY | Jack Henry & Associates Inc | 4,300 | $628K | 0.0% | — | — | COMMON | 426281101 |
| MKL | Markel Corp | 528 | $624K | 0.0% | — | — | COMMON | 570535104 |
| — | Varian Medical Systems Inc | 5,235 | $623K | 0.0% | — | — | COMMON | 92220P105 |
| ISRG | Intuitive Surgical Inc | 1,141 | $616K | 0.0% | — | — | COMMON | 46120E602 |
| EL | Estee Lauder Cos Inc, The | 3,079 | $613K | 0.0% | — | — | COMMON | 518439104 |
| SBAC | SBA Communications Corp | 2,500 | $603K | 0.0% | — | — | REIT | 78410G104 |
| LPLA | LPL Financial Holdings Inc | 7,285 | $597K | 0.0% | — | — | COMMON | 50212V100 |
| WTFC | Wintrust Financial Corp | 9,146 | $591K | 0.0% | — | — | COMMON | 97650W108 |
| UAA | Under Armour Inc | 28,932 | $577K | 0.0% | — | — | COMMON | 904311107 |
| HII | Huntington Ingalls Industries Inc | 2,700 | $572K | 0.0% | — | — | COMMON | 446413106 |
| HCM | Hutchison China MediTech Ltd | 31,458 | $561K | 0.0% | — | — | ADR | 44842L103 |
| ZBRA | Zebra Technologies Corp | 2,700 | $557K | 0.0% | — | — | COMMON | 989207105 |
| MELI | MercadoLibre Inc | 1,000 | $551K | 0.0% | — | — | COMMON | 58733R102 |
| NIO | NIO Inc | 346,404 | $540K | 0.0% | — | — | ADR | 62914V106 |
| UA | Under Armour Inc | 29,600 | $537K | 0.0% | — | — | COMMON | 904311206 |
| VEEV | Veeva Systems Inc | 3,500 | $534K | 0.0% | — | — | COMMON | 922475108 |
| NOW | ServiceNow Inc | 2,100 | $533K | 0.0% | — | — | COMMON | 81762P102 |
| TRIP | TripAdvisor Inc | 13,449 | $520K | 0.0% | — | — | COMMON | 896945201 |
| STE | STERIS PLC | 3,600 | $520K | 0.0% | — | — | COMMON | G8473T100 |
| Z | Zillow Group Inc | 17,400 | $519K | 0.0% | — | — | COMMON | 98954M200 |
| SLGN | Silgan Holdings Inc | 16,956 | $509K | 0.0% | — | — | COMMON | 827048109 |
| — | Cimarex Energy Co | 10,605 | $508K | 0.0% | — | — | COMMON | 171798101 |
| BEN | Franklin Resources Inc | 17,308 | $500K | 0.0% | — | — | COMMON | 354613101 |
| TRMB | Trimble Inc | 12,123 | $470K | 0.0% | — | — | COMMON | 896239100 |
| — | Sinclair Broadcast Group Inc | 10,899 | $466K | 0.0% | — | — | COMMON | 829226109 |
| VRTX | Vertex Pharmaceuticals Inc | 2,645 | $448K | 0.0% | — | — | COMMON | 92532F100 |
| WYNN | Wynn Resorts Ltd | 4,100 | $446K | 0.0% | — | — | COMMON | 983134107 |
| — | AXA Equitable Holdings Inc | 19,800 | $439K | 0.0% | — | — | COMMON | 054561105 |
| — | SVB Financial Group | 2,100 | $439K | 0.0% | — | — | COMMON | 78486Q101 |
| ALNY | Alnylam Pharmaceuticals Inc | 5,400 | $434K | 0.0% | — | — | COMMON | 02043Q107 |
| CHE | Chemed Corp | 1,038 | $433K | 0.0% | — | — | COMMON | 16359R103 |
| — | MGM Growth Properties LLC | 14,346 | $431K | 0.0% | — | — | REIT | 55303A105 |
| CDNS | Cadence Design Systems Inc | 6,400 | $423K | 0.0% | — | — | COMMON | 127387108 |
| MSCI | MSCI Inc | 1,900 | $414K | 0.0% | — | — | COMMON | 55354G100 |
| CPRI | Capri Holdings Ltd | 12,483 | $414K | 0.0% | — | — | COMMON | G1890L107 |
| FOXA | Fox Corp | 12,791 | $403K | 0.0% | — | — | COMMON | 35137L105 |
| RVTY | PerkinElmer Inc | 4,700 | $400K | 0.0% | — | — | COMMON | 714046109 |
| ELAN | Elanco Animal Health Inc | 14,800 | $394K | 0.0% | — | — | COMMON | 28414H103 |
| — | Splunk Inc | 3,300 | $389K | 0.0% | — | — | COMMON | 848637104 |
| PTC | PTC Inc | 5,700 | $389K | 0.0% | — | — | COMMON | 69370C100 |
| — | Seattle Genetics Inc | 4,400 | $376K | 0.0% | — | — | COMMON | 812578102 |
| AHRT | Armada Hoffler Properties Inc | 20,595 | $373K | 0.0% | — | — | REIT | 04208T108 |
| DPZ | Domino's Pizza Inc | 1,500 | $367K | 0.0% | — | — | COMMON | 25754A201 |
| — | Marvell Technology Group Ltd | 13,800 | $345K | 0.0% | — | — | COMMON | G5876H105 |
| LNG | Cheniere Energy Inc | 5,316 | $335K | 0.0% | — | — | COMMON | 16411R208 |
| SQM | Sociedad Quimica y Minera de Chile SA | 12,000 | $333K | 0.0% | — | — | ADR | 833635105 |
| NDAQ | Nasdaq Inc | 3,327 | $331K | 0.0% | — | — | COMMON | 631103108 |
| AMD | Advanced Micro Devices Inc | 11,200 | $325K | 0.0% | — | — | COMMON | 007903107 |
| ALKS | Alkermes PLC | 16,400 | $320K | 0.0% | — | — | COMMON | G01767105 |
| VST | Vistra Energy Corp | 11,100 | $297K | 0.0% | — | — | COMMON | 92840M102 |
| — | Capstead Mortgage Corp | 40,074 | $295K | 0.0% | — | — | REIT | 14067E506 |
| EPAM | EPAM Systems Inc | 1,600 | $292K | 0.0% | — | — | COMMON | 29414B104 |
| — | 51job Inc | 3,946 | $292K | 0.0% | — | — | ADR | 316827104 |
| XLI | Industrial Select Sector SPDR Fund | 843,987 | $274K | 0.0% | — | — | Call | 81369Y704 |
| AGNC | AGNC Investment Corp | 16,500 | $265K | 0.0% | — | — | REIT | 00123Q104 |
| UBER | Uber Technologies Inc | 8,700 | $265K | 0.0% | — | — | COMMON | 90353T100 |
| SBS | Cia de Saneamento Basico do Estado de Sao Paulo | 21,500 | $255K | 0.0% | — | — | ADR | 20441A102 |
| — | Citrix Systems Inc | 2,641 | $255K | 0.0% | — | — | COMMON | 177376100 |
| CNA | CNA Financial Corp | 5,184 | $255K | 0.0% | — | — | COMMON | 126117100 |
| W | Wayfair Inc | 2,200 | $247K | 0.0% | — | — | COMMON | 94419L101 |
| — | Zayo Group Holdings Inc | 6,568 | $223K | 0.0% | — | — | COMMON | 98919V105 |
| REG | Regency Centers Corp | 3,200 | $222K | 0.0% | — | — | REIT | 758849103 |
| NOAH | Noah Holdings Ltd | 7,570 | $221K | 0.0% | — | — | ADR | 65487X102 |
| HMY | Harmony Gold Mining Co Ltd | 76,400 | $217K | 0.0% | — | — | ADR | 413216300 |
| ONC | BeiGene Ltd | 1,700 | $208K | 0.0% | — | — | ADR | 07725L102 |
| ADSK | Autodesk Inc | 1,390 | $205K | 0.0% | — | — | COMMON | 052769106 |
| SNAP | Snap Inc | 12,200 | $193K | 0.0% | — | — | COMMON | 83304A106 |
| — | Sibanye Gold Ltd | 32,100 | $173K | 0.0% | — | — | ADR | 825724206 |
| — | VEREIT Inc | 17,600 | $172K | 0.0% | — | — | REIT | 92339V100 |
| TME | Tencent Music Entertainment Group | 10,644 | $136K | 0.0% | — | — | ADR | 88034P109 |
| ABEV | Ambev SA | 15,800 | $73,000 | 0.0% | — | — | ADR | 02319V103 |