Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GM | Sell | GENERAL MTRS CO | $4,627,000 | +6.0% | 111,119 | -24.7% | 11.28% | +57.9% |
| F | Sell | FORD MTR CO DEL | $3,132,000 | +20.1% | 356,337 | -9.0% | 7.63% | +79.1% |
| EMR | Sell | EMERSON ELEC CO | $2,447,000 | -1.3% | 30,442 | -19.5% | 5.96% | +47.1% |
| PFE | Sell | PFIZER INC | $2,302,000 | -31.0% | 62,540 | -31.2% | 5.61% | +2.9% |
| ORCL | Sell | ORACLE CORP | $2,269,000 | -34.6% | 35,070 | -39.6% | 5.53% | -2.5% |
| TWTR | Sell | TWITTER INC | $1,296,000 | -51.8% | 23,942 | -60.4% | 3.16% | -28.1% |
| T | Buy | AT&T INC | $1,246,000 | +0.9% | 55,831 | +28.8% | 3.04% | +50.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $1,060,000 | -47.7% | 4,020 | -60.1% | 2.58% | -22.1% |
| MS | Sell | MORGAN STANLEY | $957,000 | -37.7% | 13,970 | -56.0% | 2.33% | -7.1% |
| ENS | Sell | ENERSYS | $922,000 | +18.5% | 11,099 | -4.2% | 2.25% | +76.7% |
| GE | Buy | GENERAL ELECTRIC CO | $826,000 | +98.1% | 76,410 | +14.0% | 2.01% | +195.2% |
| LEN | Sell | LENNAR CORPcl a | $820,000 | -16.5% | 10,758 | -10.4% | 2.00% | +24.5% |
| DHI | Sell | D R HORTON INC | $722,000 | -21.1% | 10,471 | -13.4% | 1.76% | +17.6% |
| New | PINDUODUO INCnote 12/0 | $601,000 | – | 486,000 | – | 1.46% | – | |
| TDOC | New | TELADOC HEALTH INC | $563,000 | – | 2,815 | – | 1.37% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $551,000 | – | 6,718 | – | 1.34% | – |
| WHR | Buy | WHIRLPOOL CORP | $511,000 | +23.1% | 2,827 | +25.4% | 1.24% | +83.6% |
| CMC | New | COMMERCIAL METALS CO | $468,000 | – | 22,781 | – | 1.14% | – |
| NVR | Sell | NVR INC | $461,000 | -8.2% | 113 | -8.1% | 1.12% | +36.8% |
| PHM | Sell | PULTE GROUP INC | $435,000 | -13.9% | 10,097 | -7.4% | 1.06% | +28.3% |
| CRM | Buy | SALESFORCE COM INC | $391,000 | -11.5% | 2,259 | +28.4% | 0.95% | +31.8% |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $319,000 | – | 261,000 | – | 0.78% | – | |
| RL | Sell | RALPH LAUREN CORPcl a | $318,000 | -0.3% | 3,073 | -34.4% | 0.78% | +48.8% |
| New | INSULET CORPnote 0.375% 9/0 | $260,000 | – | 200,000 | – | 0.63% | – | |
| TOL | Sell | TOLL BROTHERS INC | $243,000 | -26.8% | 5,589 | -18.0% | 0.59% | +9.0% |
| New | SHOPIFY INCnote 0.125%11/0 | $234,000 | – | 199,000 | – | 0.57% | – | |
| PCAR | Sell | PACCAR INC | $214,000 | -27.7% | 2,484 | -28.5% | 0.52% | +7.6% |
| New | TWITTER INCnote 1.000% 9/1 | $211,000 | – | 206,000 | – | 0.51% | – | |
| M | Buy | MACYS INC | $197,000 | +131.8% | 17,468 | +17.5% | 0.48% | +245.3% |
| New | FIREEYE INCnote 0.875% 6/0 | $177,000 | – | 147,000 | – | 0.43% | – | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $155,000 | – | 139,000 | – | 0.38% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $149,000 | – | 139,000 | – | 0.36% | – | |
| ABBV | Sell | ABBVIE INC | $148,000 | -34.5% | 1,383 | -46.4% | 0.36% | -2.2% |
| VTRS | New | VIATRIS INC | $145,000 | – | 7,760 | – | 0.35% | – |
| New | HERBALIFE LTDnote 2.625% 3/1 | $137,000 | – | 134,000 | – | 0.33% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $134,000 | – | 111,000 | – | 0.33% | – | |
| HXL | Sell | HEXCEL CORP NEW | $127,000 | -33.9% | 2,618 | -54.1% | 0.31% | -1.6% |
| MDC | Sell | M D C HLDGS INC | $119,000 | -7.0% | 2,450 | -9.9% | 0.29% | +38.8% |
| MTH | Sell | MERITAGE HOMES CORP | $100,000 | -33.3% | 1,212 | -10.6% | 0.24% | -0.4% |
| TPH | Sell | TRI POINTE GROUP INC | $97,000 | -26.5% | 5,618 | -23.1% | 0.24% | +9.3% |
| KBH | Sell | KB HOME | $79,000 | -34.7% | 2,352 | -25.6% | 0.19% | -3.0% |
| CREE | Sell | CREE INC | $71,000 | -58.7% | 667 | -75.3% | 0.17% | -38.4% |
| CMS | New | CMS ENERGY CORP | $59,000 | – | 962 | – | 0.14% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $55,000 | -9.8% | 1,296 | -26.8% | 0.13% | +34.0% |
| LNT | New | ALLIANT ENERGY CORP | $51,000 | – | 989 | – | 0.12% | – |
| ITRI | Sell | ITRON INC | $48,000 | -12.7% | 501 | -44.3% | 0.12% | +30.0% |
| AYI | Sell | ACUITY BRANDS INC | $48,000 | -32.4% | 400 | -42.9% | 0.12% | +0.9% |
| HOG | Sell | HARLEY DAVIDSON INC | $38,000 | -2.6% | 1,044 | -34.8% | 0.09% | +45.3% |
| BWA | Sell | BORGWARNER INC | $27,000 | -46.0% | 700 | -46.2% | 0.07% | -19.5% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $1,000 | -94.1% | 52 | -92.3% | 0.00% | -92.9% |
| NLOK | New | NORTONLIFELOCK INC | $0 | – | 10,000 | – | 0.00% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | 3,000 | – | 0.00% | – |
| AWR | New | AMER STATES WTR CO | $0 | – | 6,000 | – | 0.00% | – |
| AMWL | New | AMERICAN WELL CORPcl a | $0 | – | 22,500 | – | 0.00% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | 40,000 | – | 0.00% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $0 | – | 7,000 | – | 0.00% | – |
| ILMN | Buy | ILLUMINA INC | $0 | -100.0% | 1,000 | +852.4% | 0.00% | -100.0% |
| JMIA | New | JUMIA TECHNOLOGIES AGsponsored ads | $0 | – | 10,000 | – | 0.00% | – |
| TSLA | New | TESLA INC | $0 | – | 1,150 | – | 0.00% | – |
| TSN | New | TYSON FOODS INCcl a | $0 | – | 7,000 | – | 0.00% | – |
| VIPS | New | VIPSHOP HOLDINGS LIMITEDsponsored ads a | $0 | – | 20,000 | – | 0.00% | – |
| WAB | Sell | WABTEC | $0 | – | 1 | -50.0% | 0.00% | – |
| ZNGA | New | ZYNGA INCcl a | $0 | – | 30,000 | – | 0.00% | – |
| FCEL | Exit | FUELCELL ENERGY INC | $0 | – | -150 | – | 0.00% | – |
| ADT | Exit | ADT INC DEL | $0 | – | -20,000 | – | -0.27% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $0 | – | -142,000 | – | -0.31% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -170,000 | – | -0.34% | – | |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -167,000 | – | -0.40% | – | |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -277,000 | – | -0.60% | – | |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -331,000 | – | -0.75% | – | |
| LVGO | Exit | LIVONGO HEALTH INC | $0 | – | -4,756 | – | -1.09% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -15,200 | – | -1.09% | – |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -565,000 | – | -1.22% | – | |
| DIS | Exit | DISNEY WALT CO | $0 | – | -6,512 | – | -1.32% | – |
| Exit | INTERDIGITAL INCnote 2.000% 6/0 | $0 | – | -1,000,000 | – | -1.70% | – | |
| VIAO | Exit | VIA OPTRONICS AGsponsored ads | $0 | – | -143,630 | – | -2.09% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -16,821 | – | -3.14% | – |
| RVLV | Exit | REVOLVE GROUP INCcl a | $0 | – | -158,752 | – | -4.26% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 99/99/9999 | $0 | – | -100,000 | – | -7.71% | – |
| GFLU | Exit | GFL ENVIRONMENTAL INCunit 99/99/9999t | $0 | – | -100,000 | – | -8.73% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEEPRQ | New | NEXTERA ENERGY INCunit 99/99/9999 | $4,718,000 | – | 100,000 | – | 7.71% | – |
| PFE | Sell | PFIZER INC | $3,334,000 | -21.7% | 90,852 | -30.2% | 5.45% | +20.7% |
| TWTR | Sell | TWITTER INC | $2,688,000 | +18.3% | 60,416 | -20.8% | 4.39% | +82.4% |
| RVLV | New | REVOLVE GROUP INCcl a | $2,609,000 | – | 158,752 | – | 4.26% | – |
| F | Sell | FORD MTR CO DEL | $2,607,000 | -0.7% | 391,441 | -9.3% | 4.26% | +53.1% |
| TMUS | Buy | T-MOBILE US INC | $1,924,000 | +18.5% | 16,821 | +7.9% | 3.14% | +82.6% |
| VIAO | New | VIA OPTRONICS AGsponsored ads | $1,280,000 | – | 143,630 | – | 2.09% | – |
| T | Sell | AT&T INC | $1,235,000 | -28.9% | 43,331 | -24.6% | 2.02% | +9.6% |
| New | INTERDIGITAL INCnote 2.000% 6/0 | $1,041,000 | – | 1,000,000 | – | 1.70% | – | |
| DHI | Sell | D R HORTON INC | $915,000 | -16.6% | 12,096 | -38.9% | 1.50% | +28.6% |
| DIS | Sell | DISNEY WALT CO | $808,000 | -49.0% | 6,512 | -54.1% | 1.32% | -21.3% |
| Buy | SOUTHWEST AIRLS COnote 1.250% 5/0 | $749,000 | +16.8% | 565,000 | +6.4% | 1.22% | +80.0% | |
| PHM | Sell | PULTE GROUP INC | $505,000 | +29.2% | 10,908 | -5.0% | 0.83% | +99.0% |
| NVR | Sell | NVR INC | $502,000 | -4.9% | 123 | -24.1% | 0.82% | +46.6% |
| New | SNAP INCnote 0.750% 8/0 | $459,000 | – | 331,000 | – | 0.75% | – | |
| CRM | Sell | SALESFORCE COM INC | $442,000 | -79.4% | 1,759 | -84.6% | 0.72% | -68.2% |
| New | OKTA INCnote 0.125% 9/0 | $365,000 | – | 277,000 | – | 0.60% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $349,000 | – | 301,000 | – | 0.57% | – | |
| New | PROOFPOINT INCnote 0.250% 8/1 | $241,000 | – | 242,000 | – | 0.39% | – | |
| BLDP | Sell | BALLARD PWR SYS INC NEW | $226,000 | -44.6% | 11,245 | -42.4% | 0.37% | -14.8% |
| LULU | Sell | LULULEMON ATHLETICA INC | $209,000 | -55.7% | 634 | -58.1% | 0.34% | -31.6% |
| VOYA | Sell | VOYA FINANCIAL INC | $208,000 | -40.1% | 4,332 | -41.8% | 0.34% | -7.6% |
| New | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $206,000 | – | 213,000 | – | 0.34% | – | |
| ADT | New | ADT INC DEL | $163,000 | – | 20,000 | – | 0.27% | – |
| WEN | Sell | WENDYS CO | $161,000 | -91.8% | 7,220 | -92.0% | 0.26% | -87.4% |
| MTH | Sell | MERITAGE HOMES CORP | $150,000 | +16.3% | 1,355 | -19.9% | 0.24% | +78.8% |
| BK | Sell | BANK NEW YORK MELLON CORP | $61,000 | -46.5% | 1,770 | -40.0% | 0.10% | -17.4% |
| ITRI | Sell | ITRON INC | $55,000 | -51.3% | 900 | -47.1% | 0.09% | -25.0% |
| TMUSR | Exit | T-MOBILE US INCright 07/27/2020 | $0 | – | -15,596 | – | -0.00% | – |
| BEN | Exit | FRANKLIN RESOURCES INC | $0 | – | -924 | – | -0.02% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -385 | – | -0.04% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -5,138 | – | -0.06% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -662 | – | -0.06% | – |
| Exit | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $0 | – | -61,000 | – | -0.06% | – | |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -33,000 | – | -0.08% | – | |
| Exit | CHINA LODGING GROUP LTDnote 0.375%11/0 | $0 | – | -118,000 | – | -0.12% | – | |
| Exit | PLURALSIGHT INCnote 0.375% 3/0 | $0 | – | -137,000 | – | -0.13% | – | |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -124,000 | – | -0.13% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -112,000 | – | -0.13% | – | |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -114,000 | – | -0.14% | – | |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -150,000 | – | -0.14% | – | |
| Exit | ZILLOW GROUP INCnote 2.000%12/0 | $0 | – | -113,000 | – | -0.15% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -148,000 | – | -0.15% | – | |
| Exit | PURE STORAGE INCnote 0.125% 4/1 | $0 | – | -142,000 | – | -0.15% | – | |
| Exit | ZILLOW GROUP INCnote 2.750% 5/1 | $0 | – | -130,000 | – | -0.16% | – | |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -2,400 | – | -0.18% | – |
| Exit | CREE INCnote 0.875% 9/0 | $0 | – | -143,000 | – | -0.18% | – | |
| TSLA | Exit | TESLA INC | $0 | – | -164 | – | -0.19% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -200,000 | – | -0.20% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -130,000 | – | -0.20% | – | |
| Exit | WIX COM LTDnote 7/0 | $0 | – | -109,000 | – | -0.21% | – | |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -1,900 | – | -0.22% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -3,447 | – | -0.22% | – |
| Exit | ZENDESK INCnote 0.250% 3/1 | $0 | – | -145,000 | – | -0.23% | – | |
| GES | Exit | GUESS INC | $0 | – | -23,248 | – | -0.24% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -21,819 | – | -0.25% | – |
| Exit | BILIBILI INCnote 1.375% 4/0 | $0 | – | -125,000 | – | -0.26% | – | |
| Exit | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $0 | – | -170,000 | – | -0.26% | – | |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -17,106 | – | -0.28% | – |
| Exit | CHEGG INCnote 0.125% 3/1 | $0 | – | -207,000 | – | -0.31% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -213,000 | – | -0.33% | – | |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -212,000 | – | -0.33% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -290,000 | – | -0.42% | – | |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -332,000 | – | -0.50% | – | |
| GPS | Exit | GAP INC | $0 | – | -40,661 | – | -0.54% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,609 | – | -0.65% | – |
| AQUA | Exit | EVOQUA WATER TECHNOLOGIES CO | $0 | – | -40,000 | – | -0.79% | – |
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -545,000 | – | -0.84% | – | |
| NKE | Exit | NIKE INCcl b | $0 | – | -8,854 | – | -0.92% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -1,250,000 | – | -1.00% | – | |
| MRNA | Exit | MODERNA INC | $0 | – | -15,000 | – | -1.02% | – |
| NLOK | Exit | NORTONLIFELOCK INC | $0 | – | -58,629 | – | -1.23% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -19,852 | – | -1.24% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -43,683 | – | -1.33% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,741 | – | -1.38% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -25,322 | – | -1.49% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -723 | – | -2.12% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -36,216 | – | -2.12% | – |
| Exit | HERBALIFE LTDnote 2.625% 3/1 | $0 | – | -2,137,000 | – | -2.26% | – | |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -2,500,000 | – | -2.55% | – | |
| CTLT | Exit | CATALENT INC | $0 | – | -40,000 | – | -3.11% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -2,309 | – | -3.47% | – |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -2,141,000 | – | -4.10% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -12,426 | – | -4.81% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GFLU | New | GFL ENVIRONMENTAL INCunit 99/99/9999t | $5,000,000 | – | 100,000 | – | 5.30% | – |
| AAPL | New | APPLE INC | $4,533,000 | – | 12,426 | – | 4.81% | – |
| PFE | New | PFIZER INC | $4,258,000 | – | 130,206 | – | 4.51% | – |
| New | WAYFAIR INCnote 1.125%11/0 | $3,869,000 | – | 2,141,000 | – | 4.10% | – | |
| GM | New | GENERAL MTRS CO | $3,734,000 | – | 147,612 | – | 3.96% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $3,274,000 | – | 2,309 | – | 3.47% | – |
| ORCL | New | ORACLE CORP | $3,212,000 | – | 58,111 | – | 3.40% | – |
| CTLT | New | CATALENT INC | $2,932,000 | – | 40,000 | – | 3.11% | – |
| F | New | FORD MTR CO DEL | $2,626,000 | – | 431,809 | – | 2.78% | – |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $2,402,000 | – | 2,500,000 | – | 2.55% | – | |
| EMR | New | EMERSON ELEC CO | $2,345,000 | – | 37,800 | – | 2.49% | – |
| TWTR | New | TWITTER INC | $2,272,000 | – | 76,283 | – | 2.41% | – |
| CRM | New | SALESFORCE COM INC | $2,147,000 | – | 11,459 | – | 2.28% | – |
| New | HERBALIFE LTDnote 2.625% 3/1 | $2,127,000 | – | 2,137,000 | – | 2.26% | – | |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,997,000 | – | 36,216 | – | 2.12% | – |
| AMZN | New | AMAZON COM INC | $1,995,000 | – | 723 | – | 2.12% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,993,000 | – | 10,086 | – | 2.11% | – |
| WEN | New | WENDYS CO | $1,975,000 | – | 90,700 | – | 2.09% | – |
| T | New | AT&T INC | $1,737,000 | – | 57,457 | – | 1.84% | – |
| TMUS | New | T-MOBILE US INC | $1,624,000 | – | 15,596 | – | 1.72% | – |
| DIS | New | DISNEY WALT CO | $1,584,000 | – | 14,197 | – | 1.68% | – |
| MS | New | MORGAN STANLEY | $1,534,000 | – | 31,770 | – | 1.63% | – |
| HLI | New | HOULIHAN LOKEY INCcl a | $1,409,000 | – | 25,322 | – | 1.49% | – |
| FB | New | FACEBOOK INCcl a | $1,304,000 | – | 5,741 | – | 1.38% | – |
| LAZ | New | LAZARD LTD | $1,251,000 | – | 43,683 | – | 1.33% | – |
| EVR | New | EVERCORE INCclass a | $1,170,000 | – | 19,852 | – | 1.24% | – |
| NLOK | New | NORTONLIFELOCK INC | $1,163,000 | – | 58,629 | – | 1.23% | – |
| DHI | New | D R HORTON INC | $1,097,000 | – | 19,785 | – | 1.16% | – |
| MRNA | New | MODERNA INC | $963,000 | – | 15,000 | – | 1.02% | – |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $947,000 | – | 1,250,000 | – | 1.00% | – | |
| CIEN | New | CIENA CORP | $929,000 | – | 17,151 | – | 0.98% | – |
| NKE | New | NIKE INCcl b | $868,000 | – | 8,854 | – | 0.92% | – |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $791,000 | – | 545,000 | – | 0.84% | – | |
| ENS | New | ENERSYS | $746,000 | – | 11,586 | – | 0.79% | – |
| AQUA | New | EVOQUA WATER TECHNOLOGIES CO | $744,000 | – | 40,000 | – | 0.79% | – |
| LEN | New | LENNAR CORPcl a | $740,000 | – | 12,013 | – | 0.78% | – |
| NTAP | New | NETAPP INC | $674,000 | – | 15,200 | – | 0.72% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $641,000 | – | 531,000 | – | 0.68% | – | |
| AMGN | New | AMGEN INC | $615,000 | – | 2,609 | – | 0.65% | – |
| NVR | New | NVR INC | $528,000 | – | 162 | – | 0.56% | – |
| GPS | New | GAP INC | $513,000 | – | 40,661 | – | 0.54% | – |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $477,000 | – | 443,000 | – | 0.51% | – | |
| New | SPLUNK INCnote 0.500% 9/1 | $474,000 | – | 332,000 | – | 0.50% | – | |
| LULU | New | LULULEMON ATHLETICA INC | $472,000 | – | 1,512 | – | 0.50% | – |
| GE | New | GENERAL ELECTRIC CO | $458,000 | – | 67,051 | – | 0.49% | – |
| BLDP | New | BALLARD PWR SYS INC NEW | $408,000 | – | 19,538 | – | 0.43% | – |
| New | WORKDAY INCnote 0.250%10/0 | $400,000 | – | 290,000 | – | 0.42% | – | |
| PHM | New | PULTE GROUP INC | $391,000 | – | 11,483 | – | 0.42% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $388,000 | – | 6,602 | – | 0.41% | – |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $373,000 | – | 302,000 | – | 0.40% | – | |
| New | FORTIVE CORPnote 0.875% 2/1 | $371,000 | – | 378,000 | – | 0.39% | – | |
| LVGO | New | LIVONGO HEALTH INC | $357,000 | – | 4,756 | – | 0.38% | – |
| VOYA | New | VOYA FINANCIAL INC | $347,000 | – | 7,441 | – | 0.37% | – |
| PLUG | New | PLUG POWER INC | $342,000 | – | 41,626 | – | 0.36% | – |
| RL | New | RALPH LAUREN CORPcl a | $340,000 | – | 4,683 | – | 0.36% | – |
| New | IQIYI INCnote 2.000% 4/0 | $321,000 | – | 321,000 | – | 0.34% | – | |
| New | SQUARE INCnote 0.500% 5/1 | $315,000 | – | 212,000 | – | 0.33% | – | |
| New | SPLUNK INCnote 1.125% 9/1 | $311,000 | – | 213,000 | – | 0.33% | – | |
| New | CHEGG INCnote 0.125% 3/1 | $294,000 | – | 207,000 | – | 0.31% | – | |
| WHR | New | WHIRLPOOL CORP | $292,000 | – | 2,255 | – | 0.31% | – |
| New | TWITTER INCnote 0.250% 6/1 | $284,000 | – | 302,000 | – | 0.30% | – | |
| New | EXACT SCIENCES CORPnote 0.375% 3/0 | $277,000 | – | 290,000 | – | 0.29% | – | |
| CPRI | New | CAPRI HOLDINGS LIMITED | $267,000 | – | 17,106 | – | 0.28% | – |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $262,000 | – | 247,000 | – | 0.28% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $261,000 | – | 247,000 | – | 0.28% | – | |
| PCAR | New | PACCAR INC | $260,000 | – | 3,472 | – | 0.28% | – |
| HXL | New | HEXCEL CORP NEW | $258,000 | – | 5,700 | – | 0.27% | – |
| CAH | New | CARDINAL HEALTH INC | $253,000 | – | 4,849 | – | 0.27% | – |
| ABBV | New | ABBVIE INC | $253,000 | – | 2,580 | – | 0.27% | – |
| New | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $248,000 | – | 170,000 | – | 0.26% | – | |
| New | BILIBILI INCnote 1.375% 4/0 | $245,000 | – | 125,000 | – | 0.26% | – | |
| ANF | New | ABERCROMBIE & FITCH COcl a | $232,000 | – | 21,819 | – | 0.25% | – |
| GES | New | GUESS INC | $225,000 | – | 23,248 | – | 0.24% | – |
| TOL | New | TOLL BROTHERS INC | $222,000 | – | 6,817 | – | 0.24% | – |
| New | ZYNGA INCnote 0.250% 6/0 | $219,000 | – | 170,000 | – | 0.23% | – | |
| MET | New | METLIFE INC | $216,000 | – | 5,908 | – | 0.23% | – |
| New | ZENDESK INCnote 0.250% 3/1 | $213,000 | – | 145,000 | – | 0.23% | – | |
| New | ILLUMINA INCnote 8/1 | $211,000 | – | 196,000 | – | 0.22% | – | |
| PRU | New | PRUDENTIAL FINL INC | $210,000 | – | 3,447 | – | 0.22% | – |
| New | IQIYI INCnote 3.750%12/0 | $207,000 | – | 188,000 | – | 0.22% | – | |
| IPG | New | INTERPUBLIC GROUP COS INC | $204,000 | – | 11,888 | – | 0.22% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $203,000 | – | 1,900 | – | 0.22% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $199,000 | – | 170,000 | – | 0.21% | – | |
| BMYRT | New | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $199,000 | – | 55,431 | – | 0.21% | – |
| New | WIX COM LTDnote 7/0 | $199,000 | – | 109,000 | – | 0.21% | – | |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $199,000 | – | 167,000 | – | 0.21% | – | |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $193,000 | – | 185,000 | – | 0.20% | – | |
| New | ILLUMINA INCnote 0.500% 6/1 | $190,000 | – | 130,000 | – | 0.20% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $185,000 | – | 200,000 | – | 0.20% | – | |
| TSLA | New | TESLA INC | $177,000 | – | 164 | – | 0.19% | – |
| New | NUVASIVE INCnote 2.250% 3/1 | $176,000 | – | 161,000 | – | 0.19% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $173,000 | – | 142,000 | – | 0.18% | – | |
| New | CREE INCnote 0.875% 9/0 | $169,000 | – | 143,000 | – | 0.18% | – | |
| MNST | New | MONSTER BEVERAGE CORP NEW | $166,000 | – | 2,400 | – | 0.18% | – |
| CREE | New | CREE INC | $160,000 | – | 2,700 | – | 0.17% | – |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $151,000 | – | 130,000 | – | 0.16% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $143,000 | – | 141,000 | – | 0.15% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $140,000 | – | 136,000 | – | 0.15% | – | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $140,000 | – | 142,000 | – | 0.15% | – | |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $139,000 | – | 113,000 | – | 0.15% | – | |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $139,000 | – | 148,000 | – | 0.15% | – | |
| New | SYNAPTICS INCnote 0.500% 6/1 | $138,000 | – | 130,000 | – | 0.15% | – | |
| New | FIREEYE INCnote 0.875% 6/0 | $136,000 | – | 150,000 | – | 0.14% | – | |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $132,000 | – | 114,000 | – | 0.14% | – | |
| MTH | New | MERITAGE HOMES CORP | $129,000 | – | 1,692 | – | 0.14% | – |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $123,000 | – | 112,000 | – | 0.13% | – | |
| New | NEW RELIC INCnote 0.500% 5/0 | $121,000 | – | 124,000 | – | 0.13% | – | |
| New | PLURALSIGHT INCnote 0.375% 3/0 | $121,000 | – | 137,000 | – | 0.13% | – | |
| New | CHINA LODGING GROUP LTDnote 0.375%11/0 | $118,000 | – | 118,000 | – | 0.12% | – | |
| BK | New | BANK NEW YORK MELLON CORP | $114,000 | – | 2,950 | – | 0.12% | – |
| ITRI | New | ITRON INC | $113,000 | – | 1,700 | – | 0.12% | – |
| TPH | New | TRI POINTE GROUP INC | $107,000 | – | 7,301 | – | 0.11% | – |
| M | New | MACYS INC | $102,000 | – | 14,872 | – | 0.11% | – |
| KBH | New | KB HOME | $97,000 | – | 3,161 | – | 0.10% | – |
| MDC | New | M D C HLDGS INC | $97,000 | – | 2,720 | – | 0.10% | – |
| KHC | New | KRAFT HEINZ CO | $86,000 | – | 2,712 | – | 0.09% | – |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $75,000 | – | 33,000 | – | 0.08% | – | |
| AYI | New | ACUITY BRANDS INC | $67,000 | – | 700 | – | 0.07% | – |
| New | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $58,000 | – | 61,000 | – | 0.06% | – | |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $54,000 | – | 5,564 | – | 0.06% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $54,000 | – | 445 | – | 0.06% | – |
| D | New | DOMINION ENERGY INC | $54,000 | – | 662 | – | 0.06% | – |
| LUMN | New | CENTURYLINK INC | $52,000 | – | 5,138 | – | 0.06% | – |
| BWA | New | BORGWARNER INC | $46,000 | – | 1,300 | – | 0.05% | – |
| DISH | New | DISH NETWORK CORPORATIONcl a | $43,000 | – | 1,245 | – | 0.05% | – |
| IP | New | INTL PAPER CO | $41,000 | – | 1,178 | – | 0.04% | – |
| ILMN | New | ILLUMINA INC | $39,000 | – | 105 | – | 0.04% | – |
| HOG | New | HARLEY DAVIDSON INC | $38,000 | – | 1,601 | – | 0.04% | – |
| APH | New | AMPHENOL CORP NEWcl a | $37,000 | – | 385 | – | 0.04% | – |
| BEN | New | FRANKLIN RESOURCES INC | $19,000 | – | 924 | – | 0.02% | – |
| IRM | New | IRON MTN INC NEW | $13,000 | – | 507 | – | 0.01% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $13,000 | – | 676 | – | 0.01% | – |
| CNP | New | CENTERPOINT ENERGY INC | $11,000 | – | 583 | – | 0.01% | – |
| NWL | New | NEWELL BRANDS INC | $10,000 | – | 602 | – | 0.01% | – |
| TMUSR | New | T-MOBILE US INCright 07/27/2020 | $3,000 | – | 15,596 | – | 0.00% | – |
| PPL | New | PPL CORP | $3,000 | – | 133 | – | 0.00% | – |
| FCEL | New | FUELCELL ENERGY INC | $0 | – | 150 | – | 0.00% | – |
| WAB | New | WABTEC | $0 | – | 2 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -1,581 | – | -0.01% | – |
| Exit | AIR TRANSPORT SEnote 1.125%10/1 | $0 | – | -61,000 | – | -0.01% | – | |
| WAB | Exit | WABTEC CORP | $0 | – | -2,142 | – | -0.03% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -5,000 | – | -0.03% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -74,200 | – | -0.03% | – |
| Exit | MICROCHIP TECHnote 1.625% 2/1 | $0 | – | -181,000 | – | -0.04% | – | |
| AKRXQ | Exit | AKORN INC | $0 | – | -62,681 | – | -0.04% | – |
| TSLA | Exit | TESLA INC | $0 | – | -1,052 | – | -0.04% | – |
| ENS | Exit | ENERSYS | $0 | – | -4,000 | – | -0.04% | – |
| BLDP | Exit | BALLARD PWR SYS INC NEW | $0 | – | -60,458 | – | -0.05% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -21,375 | – | -0.06% | – |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -299,000 | – | -0.06% | – | |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -11,300 | – | -0.06% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -8,850 | – | -0.07% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -3,000 | – | -0.07% | – |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -348,000 | – | -0.07% | – | |
| LVGO | Exit | LIVONGO HEALTH INC | $0 | – | -25,083 | – | -0.08% | – |
| ITRI | Exit | ITRON INC | $0 | – | -6,800 | – | -0.09% | – |
| CREE | Exit | CREE INC | $0 | – | -10,500 | – | -0.09% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -19,723 | – | -0.11% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -27,800 | – | -0.13% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD US USD | $0 | – | -6,997 | – | -0.13% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -57,168 | – | -0.14% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -7,628 | – | -0.14% | – |
| M | Exit | MACYS INC | $0 | – | -57,929 | – | -0.15% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -11,165 | – | -0.17% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -43,613 | – | -0.17% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -25,000 | – | -0.20% | – |
| XYL | Exit | XYLEM INC | $0 | – | -15,000 | – | -0.20% | – |
| Exit | SILICON LABSnote 1.375% 3/0 | $0 | – | -1,000,000 | – | -0.22% | – | |
| JMIA | Exit | JUMIA TECHNOLOGIES AGsponsored ads | $0 | – | -169,997 | – | -0.23% | – |
| Exit | DISH NETWORKnote 3.375% 8/1 | $0 | – | -1,500,000 | – | -0.24% | – | |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -24,800 | – | -0.24% | – |
| UAL | Exit | UNITED AIRLINES HLDGS INC | $0 | – | -17,000 | – | -0.26% | – |
| Exit | PALO ALTO NETnote 0.750% 7/0 | $0 | – | -1,515,000 | – | -0.27% | – | |
| COTY | Exit | COTY INC | $0 | – | -171,447 | – | -0.31% | – |
| HXL | Exit | HEXCEL CORP | $0 | – | -22,600 | – | -0.32% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -2,250,000 | – | -0.34% | – | |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -34,800 | – | -0.35% | – |
| Exit | NEUROCRINE BIOnote 2.250% 5/1 | $0 | – | -1,500,000 | – | -0.36% | – | |
| SWAV | Exit | SHOCKWAVE MED INC | $0 | – | -70,000 | – | -0.36% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -80,000 | – | -0.36% | – |
| MDC | Exit | MDC HOLDINGS INC | $0 | – | -50,325 | – | -0.37% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -7,634 | – | -0.40% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -33,392 | – | -0.40% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -161,927 | – | -0.42% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.42% | – |
| Exit | NUANCE COMMUNICnote 1.250% 4/0 | $0 | – | -2,500,000 | – | -0.42% | – | |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -250,000 | – | -0.43% | – |
| GILD | Exit | GILEAD SCIENCES INC. | $0 | – | -40,040 | – | -0.44% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -290,008 | – | -0.44% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -62,400 | – | -0.46% | – |
| KBH | Exit | KB HOME | $0 | – | -89,031 | – | -0.52% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PLC | $0 | – | -114,047 | – | -0.53% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -123,620 | – | -0.55% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -41,900 | – | -0.66% | – |
| SQM | Exit | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $0 | – | -150,000 | – | -0.71% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -31,300 | – | -0.85% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -29,386 | – | -0.85% | – |
| S | Exit | SPRINT CORPORATION | $0 | – | -818,378 | – | -0.86% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -138,904 | – | -0.98% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -110,300 | – | -0.99% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -59,500 | – | -1.01% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -107,100 | – | -1.04% | – |
| NEEPRO | Exit | NEXTERA ENERGYunit 09/01/2022s | $0 | – | -1,250,000 | – | -1.08% | – |
| WEN | Exit | WENDYS CO | $0 | – | -319,800 | – | -1.09% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -45,700 | – | -1.16% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -30,381 | – | -1.21% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -208,700 | – | -1.40% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -33,119 | – | -1.52% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -250,356 | – | -1.57% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -52,124 | – | -1.59% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -174,795 | – | -1.63% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -120,696 | – | -1.66% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -5,692 | – | -1.69% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -445,600 | – | -1.80% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -113,044 | – | -1.82% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -39,193 | – | -1.86% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -316,949 | – | -1.90% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -248,308 | – | -1.92% | – |
| NVR | Exit | NVR INC | $0 | – | -3,062 | – | -1.95% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -1,324,733 | – | -2.08% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -320,500 | – | -2.26% | – |
| PFE | Exit | PFIZER INC | $0 | – | -374,252 | – | -2.30% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -220,496 | – | -2.53% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -71,471 | – | -2.54% | – |
| MET | Exit | METLIFE INC | $0 | – | -326,610 | – | -2.64% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -80,071 | – | -2.66% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -288,922 | – | -2.76% | – |
| GM | Exit | GENERAL MOTORS CO. | $0 | – | -436,700 | – | -2.80% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -199,968 | – | -3.08% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -14,737 | – | -3.08% | – |
| DHI | Exit | DR HORTON INC | $0 | – | -360,755 | – | -3.26% | – |
| AAPL | Exit | APPLE INC | $0 | – | -85,953 | – | -3.30% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -300,956 | – | -4.06% | – |
| T | Exit | AT&T INC | $0 | – | -678,792 | – | -4.40% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC. | $0 | – | -441,577 | – | -4.57% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -497,842 | – | -4.69% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ORCL | Sell | ORACLE CORP | $27,396,000 | -38.6% | 497,842 | -36.2% | 4.69% | +25.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC. | $26,653,000 | -32.4% | 441,577 | -35.8% | 4.57% | +38.4% |
| T | Sell | AT&T INC | $25,685,000 | -27.5% | 678,792 | -35.3% | 4.40% | +48.4% |
| TMUS | Sell | T-MOBILE US INC | $23,705,000 | -5.9% | 300,956 | -11.4% | 4.06% | +92.7% |
| AAPL | Sell | APPLE INC | $19,250,000 | -19.6% | 85,953 | -20.2% | 3.30% | +64.7% |
| DHI | Sell | DR HORTON INC | $19,015,000 | +1.5% | 360,755 | -16.8% | 3.26% | +107.8% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $17,995,000 | -68.7% | 14,737 | -72.1% | 3.08% | -35.9% |
| PRU | Sell | PRUDENTIAL FINL INC | $17,986,000 | -50.7% | 199,968 | -44.7% | 3.08% | +0.9% |
| GM | Sell | GENERAL MOTORS CO. | $16,367,000 | -26.5% | 436,700 | -30.5% | 2.80% | +50.4% |
| LEN | Sell | LENNAR CORPcl a | $16,122,000 | -12.7% | 288,922 | -24.3% | 2.76% | +78.8% |
| AMGN | Sell | AMGEN INC | $15,494,000 | -18.0% | 80,071 | -13.0% | 2.66% | +67.9% |
| MET | Sell | METLIFE INC | $15,402,000 | -47.6% | 326,610 | -44.8% | 2.64% | +7.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $14,810,000 | -23.3% | 71,471 | -24.3% | 2.54% | +56.9% |
| EMR | Sell | EMERSON ELEC CO | $14,741,000 | -32.6% | 220,496 | -36.8% | 2.53% | +38.0% |
| PFE | Sell | PFIZER INC | $13,446,000 | -58.0% | 374,252 | -49.3% | 2.30% | -14.1% |
| TWTR | Sell | TWITTER INC | $13,203,000 | -11.7% | 320,500 | -24.7% | 2.26% | +80.8% |
| F | Sell | FORD MTR CO DEL | $12,133,000 | -32.3% | 1,324,733 | -24.7% | 2.08% | +38.6% |
| NVR | New | NVR INC | $11,381,000 | – | 3,062 | – | 1.95% | – |
| HLI | Sell | HOULIHAN LOKEY INCcl a | $11,198,000 | -25.3% | 248,308 | -26.3% | 1.92% | +52.9% |
| LAZ | Sell | LAZARD LTD | $11,093,000 | -24.8% | 316,949 | -26.0% | 1.90% | +53.9% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $10,871,000 | -33.0% | 39,193 | -24.4% | 1.86% | +37.1% |
| NKE | Sell | NIKE INCcl b | $10,617,000 | -1.5% | 113,044 | -40.8% | 1.82% | +101.7% |
| SYMC | New | SYMANTEC CORP | $10,529,000 | – | 445,600 | – | 1.80% | – |
| AMZN | New | AMAZON.COM INC | $9,880,000 | – | 5,692 | – | 1.69% | – |
| EVR | Sell | EVERCORE INCclass a | $9,667,000 | -33.3% | 120,696 | -26.3% | 1.66% | +36.6% |
| VOYA | Sell | VOYA FINL INC | $9,515,000 | -28.7% | 174,795 | -27.6% | 1.63% | +45.9% |
| FB | Sell | FACEBOOK INCcl a | $9,282,000 | -36.3% | 52,124 | -31.0% | 1.59% | +30.4% |
| PHM | Sell | PULTE GROUP INC | $9,150,000 | -12.3% | 250,356 | -70.0% | 1.57% | +79.6% |
| NFLX | Sell | NETFLIX INC | $8,863,000 | -58.0% | 33,119 | -42.1% | 1.52% | -14.1% |
| CIEN | Sell | CIENA CORP | $8,187,000 | -23.3% | 208,700 | -19.4% | 1.40% | +56.9% |
| BIIB | Sell | BIOGEN INC | $7,073,000 | -26.8% | 30,381 | -26.4% | 1.21% | +50.0% |
| CRM | Buy | SALESFORCE COM INC | $6,782,000 | +1.8% | 45,700 | +4.1% | 1.16% | +108.2% |
| WEN | Sell | WENDYS CO | $6,388,000 | -4.9% | 319,800 | -7.2% | 1.09% | +94.7% |
| NEEPRO | New | NEXTERA ENERGYunit 09/01/2022s | $6,303,000 | – | 1,250,000 | – | 1.08% | – |
| BG | Sell | BUNGE LIMITED | $6,063,000 | -22.1% | 107,100 | -23.3% | 1.04% | +59.6% |
| CELG | Sell | CELGENE CORP | $5,908,000 | -18.4% | 59,500 | -23.9% | 1.01% | +67.0% |
| NTAP | Sell | NETAPP INC | $5,791,000 | -32.0% | 110,300 | -20.0% | 0.99% | +39.1% |
| TOL | Sell | TOLL BROTHERS INC | $5,701,000 | -19.6% | 138,904 | -28.3% | 0.98% | +64.8% |
| S | Sell | SPRINT CORPORATION | $5,048,000 | -32.7% | 818,378 | -28.0% | 0.86% | +38.0% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $4,978,000 | -30.2% | 29,386 | -24.9% | 0.85% | +42.9% |
| WHR | Sell | WHIRLPOOL CORP | $4,956,000 | -27.6% | 31,300 | -68.0% | 0.85% | +48.2% |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $4,168,000 | – | 150,000 | – | 0.71% | – |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $3,828,000 | -50.0% | 41,900 | -56.1% | 0.66% | +2.5% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $3,205,000 | -6.6% | 123,620 | -24.5% | 0.55% | +91.3% |
| HZNP | New | HORIZON THERAPEUTICS PLC | $3,104,000 | – | 114,047 | – | 0.53% | – |
| KBH | Sell | KB HOME | $3,026,000 | +1.4% | 89,031 | -23.2% | 0.52% | +107.2% |
| MS | Buy | MORGAN STANLEY | $2,662,000 | +13.4% | 62,400 | +16.4% | 0.46% | +131.5% |
| GE | Sell | GENERAL ELECTRIC CO | $2,592,000 | -30.1% | 290,008 | -58.9% | 0.44% | +43.2% |
| GILD | Sell | GILEAD SCIENCES INC. | $2,536,000 | -26.6% | 40,040 | -21.7% | 0.44% | +50.5% |
| GTX | New | GARRETT MOTION INC | $2,490,000 | – | 250,000 | – | 0.43% | – |
| New | NUANCE COMMUNICnote 1.250% 4/0 | $2,471,000 | – | 2,500,000 | – | 0.42% | – | |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $2,448,000 | – | 25,000 | – | 0.42% | – |
| TPH | Sell | TRI POINTE GROUP INC | $2,435,000 | -7.1% | 161,927 | -25.9% | 0.42% | +90.4% |
| MTH | Sell | MERITAGE HOMES CORP | $2,348,000 | -0.5% | 33,392 | -27.1% | 0.40% | +104.1% |
| ILMN | Sell | ILLUMINA INC | $2,322,000 | -37.3% | 7,634 | -24.1% | 0.40% | +28.4% |
| MDC | Sell | MDC HOLDINGS INC | $2,168,000 | +13.1% | 50,325 | -13.8% | 0.37% | +131.9% |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $2,127,000 | – | 80,000 | – | 0.36% | – |
| SWAV | New | SHOCKWAVE MED INC | $2,095,000 | – | 70,000 | – | 0.36% | – |
| New | NEUROCRINE BIOnote 2.250% 5/1 | $2,070,000 | – | 1,500,000 | – | 0.36% | – | |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $2,020,000 | +6.8% | 34,800 | +17.5% | 0.35% | +119.0% |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $1,981,000 | – | 2,250,000 | – | 0.34% | – | |
| HXL | Sell | HEXCEL CORP | $1,855,000 | -21.8% | 22,600 | -23.0% | 0.32% | +60.6% |
| COTY | Sell | COTY INC | $1,801,000 | -61.3% | 171,447 | -68.6% | 0.31% | -20.8% |
| New | PALO ALTO NETnote 0.750% 7/0 | $1,600,000 | – | 1,515,000 | – | 0.27% | – | |
| UAL | Sell | UNITED AIRLINES HLDGS INC | $1,502,000 | -53.3% | 17,000 | -53.7% | 0.26% | -4.5% |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,428,000 | -61.7% | 24,800 | -82.2% | 0.24% | -21.5% |
| New | DISH NETWORKnote 3.375% 8/1 | $1,385,000 | – | 1,500,000 | – | 0.24% | – | |
| JMIA | New | JUMIA TECHNOLOGIES AGsponsored ads | $1,348,000 | – | 169,997 | – | 0.23% | – |
| Sell | SILICON LABSnote 1.375% 3/0 | $1,299,000 | -95.9% | 1,000,000 | -96.2% | 0.22% | -91.7% | |
| XYL | New | XYLEM INC | $1,194,000 | – | 15,000 | – | 0.20% | – |
| ZS | New | ZSCALER INC | $1,181,000 | – | 25,000 | – | 0.20% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $1,017,000 | – | 43,613 | – | 0.17% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $998,000 | – | 11,165 | – | 0.17% | – |
| M | Sell | MACYS INC | $899,000 | -46.5% | 57,929 | -57.9% | 0.15% | +9.2% |
| GWR | New | GENESEE & WYO INCcl a | $842,000 | – | 7,628 | – | 0.14% | – |
| HTZGQ | New | HERTZ GLOBAL HLDGS INC | $791,000 | – | 57,168 | – | 0.14% | – |
| MLNX | New | MELLANOX TECHNOLOGIES LTD US USD | $766,000 | – | 6,997 | – | 0.13% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $749,000 | -61.9% | 27,800 | -67.1% | 0.13% | -22.4% |
| ZAYO | New | ZAYO GROUP HLDGS INC | $668,000 | – | 19,723 | – | 0.11% | – |
| CREE | Sell | CREE INC | $514,000 | -33.5% | 10,500 | -23.0% | 0.09% | +35.4% |
| ITRI | New | ITRON INC | $502,000 | – | 6,800 | – | 0.09% | – |
| LVGO | New | LIVONGO HEALTH INC | $437,000 | – | 25,083 | – | 0.08% | – |
| Sell | WAYFAIR INCnote 0.375% 9/0 | $433,000 | -97.4% | 348,000 | -97.8% | 0.07% | -94.8% | |
| AYI | New | ACUITY BRANDS INC | $403,000 | – | 3,000 | – | 0.07% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $400,000 | -33.1% | 8,850 | -43.4% | 0.07% | +38.0% |
| AXTA | Sell | AXALTA COATING SYS LTD | $340,000 | -18.7% | 11,300 | -19.4% | 0.06% | +65.7% |
| Sell | SQUARE INCnote 0.500% 5/1 | $333,000 | -96.9% | 299,000 | -96.7% | 0.06% | -93.7% | |
| ANF | Sell | ABERCROMBIE & FITCH COcl a | $333,000 | -26.8% | 21,375 | -19.7% | 0.06% | +50.0% |
| BLDP | Sell | BALLARD PWR SYS INC NEW | $295,000 | +3.1% | 60,458 | -13.7% | 0.05% | +112.5% |
| ENS | New | ENERSYS | $263,000 | – | 4,000 | – | 0.04% | – |
| TSLA | New | TESLA INC | $253,000 | – | 1,052 | – | 0.04% | – |
| AKRXQ | Sell | AKORN INC | $238,000 | -51.9% | 62,681 | -34.7% | 0.04% | 0.0% |
| Sell | MICROCHIP TECHnote 1.625% 2/1 | $233,000 | -99.2% | 181,000 | -99.3% | 0.04% | -98.4% | |
| PLUG | New | PLUG POWER INC | $195,000 | – | 74,200 | – | 0.03% | – |
| BWA | New | BORGWARNER INC | $183,000 | – | 5,000 | – | 0.03% | – |
| WAB | New | WABTEC CORP | $153,000 | – | 2,142 | – | 0.03% | – |
| New | AIR TRANSPORT SEnote 1.125%10/1 | $57,000 | – | 61,000 | – | 0.01% | – | |
| ATUS | Sell | ALTICE USA INCcl a | $45,000 | -93.2% | 1,581 | -94.2% | 0.01% | -85.5% |
| Exit | HERBALIFE NUTRITIONnote 2.625% 3/1 | $0 | – | -1,930,758 | – | -0.18% | – | |
| C | Exit | CITIGROUP | $0 | – | -45,151 | – | -0.26% | – |
| Exit | JAZZ INVESTMENTSnote 1.875% 8/1 | $0 | – | -4,055,649 | – | -0.38% | – | |
| Exit | FIVE9note 0.125% 5/0 | $0 | – | -5,475,981 | – | -0.52% | – | |
| Exit | JAZZ INVESTMENTSnote 1.500% 8/1 | $0 | – | -6,384,042 | – | -0.62% | – | |
| Exit | REALPAGEnote 1.500%11/1 | $0 | – | -7,234,416 | – | -0.69% | – | |
| Exit | LIBERTY MEDIA GROUPnote 1.000% 1/3 | $0 | – | -7,831,635 | – | -0.73% | – | |
| Exit | NUTANIX INC ZCP 15-01-23 CVnote 1/1 | $0 | – | -8,321,956 | – | -0.78% | – | |
| Exit | ON SEMICONDUCTORnote 1.625%10/1 | $0 | – | -8,328,027 | – | -0.79% | – | |
| Exit | ISIS PHARMACEUTICALSnote 1.000%11/1 | $0 | – | -8,349,362 | – | -0.80% | – | |
| Exit | MEDICINES COnote 2.750% 7/1 | $0 | – | -8,814,714 | – | -0.85% | – | |
| Exit | IRONWOOD PHARMACEUTICALSdbcv 2.250% 6/1 | $0 | – | -10,250,853 | – | -0.93% | – | |
| Exit | EXACT SCIENCESnote 0.375% 3/1 | $0 | – | -11,928,756 | – | -1.22% | – | |
| Exit | TWITTERnote 0.250% 6/1 | $0 | – | -12,947,535 | – | -1.23% | – | |
| Exit | ZENDESKnote 0.250% 3/1 | $0 | – | -14,185,689 | – | -1.35% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -14,915,238 | – | -1.46% | – | |
| Exit | CLEVELANDCLIFFSdbcv 1.500% 1/1 | $0 | – | -17,320,257 | – | -1.81% | – | |
| Exit | ALTAIR ENGINEERINGnote 0.250% 6/0 | $0 | – | -18,894,609 | – | -1.91% | – | |
| Exit | ON SEMICONDUCTORnote 1.000%12/0 | $0 | – | -21,848,103 | – | -2.15% | – | |
| Exit | MICROCHIP TECHNOLOGYnote 2.250% 2/1 | $0 | – | -29,859,303 | – | -3.06% | – | |
| DCUE | Exit | DOMINION ENERGYunit 99/99/9999 | $0 | – | -375,000 | – | -3.22% | – |
| Exit | J2 GLOBALnote 3.250% 6/1 | $0 | – | -48,786,537 | – | -4.70% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOGL | New | ALPHABET- Acap stk cl a | $57,486,000 | – | 52,826 | – | 4.81% | – |
| New | J2 GLOBALnote 3.250% 6/1 | $56,187,000 | – | 48,786,537 | – | 4.70% | – | |
| ORCL | New | ORACLE CORP COM | $44,630,000 | – | 780,394 | – | 3.74% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $39,446,000 | – | 688,055 | – | 3.30% | – |
| DCUE | New | DOMINION ENERGYunit 99/99/9999 | $38,521,000 | – | 375,000 | – | 3.22% | – |
| New | MICROCHIP TECHNOLOGYnote 2.250% 2/1 | $36,572,000 | – | 29,859,303 | – | 3.06% | – | |
| PRU | New | PRUDENTIAL FINANCIAL INC | $36,496,000 | – | 361,929 | – | 3.05% | – |
| T | New | AT AND T INC | $35,443,000 | – | 1,048,966 | – | 2.97% | – |
| PFE | New | PFIZER INC | $32,045,000 | – | 737,818 | – | 2.68% | – |
| New | SILICON LABORATORIESnote 1.375% 3/0 | $32,015,000 | – | 26,368,330 | – | 2.68% | – | |
| New | MICROCHIP TECHNOLOGYnote 1.625% 2/1 | $30,581,000 | – | 25,321,887 | – | 2.56% | – | |
| MET | New | METLIFE INC | $29,397,000 | – | 591,257 | – | 2.46% | – |
| New | ON SEMICONDUCTORnote 1.000%12/0 | $25,710,000 | – | 21,848,103 | – | 2.15% | – | |
| TMUS | New | TMOBILE US INC | $25,180,000 | – | 339,617 | – | 2.11% | – |
| AAPL | New | APPLE INC / EX - APPLE SHS | $23,936,000 | – | 107,672 | – | 2.00% | – |
| New | ALTAIR ENGINEERINGnote 0.250% 6/0 | $22,788,000 | – | 18,894,609 | – | 1.91% | – | |
| GM | New | GENERAL MOTORS CO | $22,272,000 | – | 628,082 | – | 1.86% | – |
| EMR | New | EMERSON ELECTRIC CO | $21,874,000 | – | 348,979 | – | 1.83% | – |
| New | CLEVELANDCLIFFSdbcv 1.500% 1/1 | $21,614,000 | – | 17,320,257 | – | 1.81% | – | |
| NFLX | New | NETFLIX INC | $21,127,000 | – | 57,205 | – | 1.77% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $19,320,000 | – | 94,429 | – | 1.62% | – |
| AMGN | New | AMGEN INC | $18,889,000 | – | 92,087 | – | 1.58% | – |
| DHI | New | DR HORTON INC | $18,736,000 | – | 433,478 | – | 1.57% | – |
| LEN | New | LENNAR CORP COMcl a | $18,457,000 | – | 381,906 | – | 1.54% | – |
| F | New | FORD MOTOR COMPANY | $17,923,000 | – | 1,759,342 | – | 1.50% | – |
| New | WORKDAY INCnote 0.250%10/0 | $17,398,000 | – | 14,915,238 | – | 1.46% | – | |
| New | WAYFAIRnote 0.375% 9/0 | $16,873,000 | – | 15,930,858 | – | 1.41% | – | |
| REGN | New | REGENERON PHARMACEUTICALS INC | $16,236,000 | – | 51,863 | – | 1.36% | – |
| New | ZENDESKnote 0.250% 3/1 | $16,122,000 | – | 14,185,689 | – | 1.35% | – | |
| HLI | New | HOULIHAN LOKEY INCcl a | $14,995,000 | – | 337,113 | – | 1.26% | – |
| TWTR | New | TWITTER INC | $14,944,000 | – | 425,688 | – | 1.25% | – |
| LAZ | New | LAZARD -A- | $14,754,000 | – | 428,418 | – | 1.24% | – |
| New | TWITTERnote 0.250% 6/1 | $14,697,000 | – | 12,947,535 | – | 1.23% | – | |
| FB | New | FACEBOOK INC-Acl a | $14,569,000 | – | 75,561 | – | 1.22% | – |
| New | EXACT SCIENCESnote 0.375% 3/1 | $14,550,000 | – | 11,928,756 | – | 1.22% | – | |
| EVR | New | EVERCORE-A RG REGISTERED SHS -Aclass a | $14,484,000 | – | 163,832 | – | 1.21% | – |
| VOYA | New | VOYA FINANCIAL INC | $13,348,000 | – | 241,391 | – | 1.12% | – |
| New | IRONWOOD PHARMACEUTICALSdbcv 2.250% 6/1 | $11,105,000 | – | 10,250,853 | – | 0.93% | – | |
| NKE | New | NIKE INC CLASS B COM NPVcl b | $10,777,000 | – | 190,793 | – | 0.90% | – |
| New | SQUAREnote 0.500% 5/1 | $10,778,000 | – | 9,096,372 | – | 0.90% | – | |
| CIEN | New | CIENA CORP | $10,680,000 | – | 259,075 | – | 0.89% | – |
| PHM | New | PULTEGROUP | $10,431,000 | – | 833,935 | – | 0.87% | – |
| New | MEDICINES COnote 2.750% 7/1 | $10,199,000 | – | 8,814,714 | – | 0.85% | – | |
| BIIB | New | BIOGEN IDEC INC | $9,656,000 | – | 41,286 | – | 0.81% | – |
| New | ISIS PHARMACEUTICALSnote 1.000%11/1 | $9,523,000 | – | 8,349,362 | – | 0.80% | – | |
| New | ON SEMICONDUCTORnote 1.625%10/1 | $9,457,000 | – | 8,328,027 | – | 0.79% | – | |
| New | NUTANIX INC ZCP 15-01-23 CVnote 1/1 | $9,295,000 | – | 8,321,956 | – | 0.78% | – | |
| New | LIBERTY MEDIA GROUPnote 1.000% 1/3 | $8,737,000 | – | 7,831,635 | – | 0.73% | – | |
| NTAP | New | NETWORK APPLIANCE INC | $8,515,000 | – | 137,944 | – | 0.71% | – |
| New | REALPAGEnote 1.500%11/1 | $8,210,000 | – | 7,234,416 | – | 0.69% | – | |
| BG | New | BUNGE LTD | $7,782,000 | – | 139,613 | – | 0.65% | – |
| AKAM | New | AKAMAI TECHNOLOGIES | $7,652,000 | – | 95,526 | – | 0.64% | – |
| S | New | SPRINT SERIES -1- | $7,496,000 | – | 1,137,095 | – | 0.63% | – |
| New | JAZZ INVESTMENTSnote 1.500% 8/1 | $7,370,000 | – | 6,384,042 | – | 0.62% | – | |
| CELG | New | CELGENE CORP | $7,236,000 | – | 78,185 | – | 0.61% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $7,135,000 | – | 39,123 | – | 0.60% | – |
| TOL | New | TOLL BROTHERS INC | $7,089,000 | – | 193,597 | – | 0.59% | – |
| WHR | New | WHIRLPOOL CORP | $6,849,000 | – | 97,963 | – | 0.57% | – |
| WEN | New | WENDY'S COMPANY (THE) | $6,716,000 | – | 344,532 | – | 0.56% | – |
| CRM | New | SALESFORCE.COM INC | $6,665,000 | – | 43,898 | – | 0.56% | – |
| New | FIVE9note 0.125% 5/0 | $6,251,000 | – | 5,475,981 | – | 0.52% | – | |
| COTY | New | COTY INC-CL A | $4,656,000 | – | 545,199 | – | 0.39% | – |
| New | JAZZ INVESTMENTSnote 1.875% 8/1 | $4,590,000 | – | 4,055,649 | – | 0.38% | – | |
| DAL | New | DELTA AIR LINES | $3,728,000 | – | 139,186 | – | 0.31% | – |
| ILMN | New | ILLUMINA INC | $3,703,000 | – | 10,064 | – | 0.31% | – |
| GE | New | GENERAL ELECTRIC CO USD | $3,709,000 | – | 706,000 | – | 0.31% | – |
| GILD | New | GILEAD SCIENCES INC | $3,456,000 | – | 51,110 | – | 0.29% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP -A- | $3,431,000 | – | 163,740 | – | 0.29% | – |
| UAL | New | UNITED CONTINENTAL HOLDINGS | $3,217,000 | – | 36,729 | – | 0.27% | – |
| C | New | CITIGROUP | $3,161,000 | – | 45,151 | – | 0.26% | – |
| KBH | New | KB HOME | $2,985,000 | – | 115,921 | – | 0.25% | – |
| TPH | New | TRI POINTE HOMES INC | $2,621,000 | – | 218,434 | – | 0.22% | – |
| HXL | New | HEXCEL CORPORATION | $2,371,000 | – | 29,350 | – | 0.20% | – |
| MTH | New | MERITAGE HOMES | $2,359,000 | – | 45,797 | – | 0.20% | – |
| MS | New | MORGAN STANLEY | $2,348,000 | – | 53,626 | – | 0.20% | – |
| New | HERBALIFE NUTRITIONnote 2.625% 3/1 | $2,188,000 | – | 1,930,758 | – | 0.18% | – | |
| AAL | New | AMERICAN AIRLINES GROUP INC-REGS | $1,967,000 | – | 84,550 | – | 0.16% | – |
| MDC | New | M D C HOLDINGS | $1,917,000 | – | 58,366 | – | 0.16% | – |
| MNST | New | MONSTER BEVERAGE CORP | $1,892,000 | – | 29,616 | – | 0.16% | – |
| M | New | MACYS INC. | $1,681,000 | – | 137,604 | – | 0.14% | – |
| CREE | New | CREE | $773,000 | – | 13,644 | – | 0.06% | – |
| ATUS | New | ALTICE USA INC- Acl a | $663,000 | – | 27,249 | – | 0.06% | – |
| BK | New | BANK OF NEW YORK MELLON CORP | $598,000 | – | 15,635 | – | 0.05% | – |
| AKRXQ | New | AKORN | $495,000 | – | 96,052 | – | 0.04% | – |
| ANF | New | ABERCROMBIE AND FITCH -A-cl a | $455,000 | – | 26,614 | – | 0.04% | – |
| AXTA | New | AXALTA COATING SYSTEMS LTD | $418,000 | – | 14,012 | – | 0.04% | – |
| BLDP | New | BALLARD POWER SYSTEMS | $286,000 | – | 70,058 | – | 0.02% | – |