ADAGE CAPITAL PARTNERS GP LLC

Reporting date
30 Jun 2019
Total value
$40,163,942,000

Deep learning technology allows us to estimate the financial effect the behaviour of other investors might have on the portfolio.

The risks indicators below estimate a 1 in 5 (20%) likelihood that losses to the portfolio due to the behaviour of long term investors, shorter term trading (including hedge funds) and market reaction to news will exceed the respective values displayed.

Long term investor behaviour Risk
14.77%
Short term trading behaviour Risk
10.70%
Vulnerability to news Risk
5.27%

Displayed below are the holdings disclosed by ADAGE CAPITAL PARTNERS GP LLC to the SEC in its associated 13F filing.

Name Shares Value on 30 Jun 2019 Percent
AMERICAN AIRLINES GROUP INC 515,882 $16,823,000.00 0.04%
APPLE INC 5,326,889 $1,054,298,000.00 2.62%
ATLAS AIR WORLDWIDE HOLDINGS INC. 46,499 $2,076,000.00 0.01%
ABEONA THERAPEUTICS INC 3,000,000 $14,340,000.00 0.04%
ABIOMED INC. 36,860 $9,602,000.00 0.02%
ACORDA THERAPEUTICS INC 200,000 $1,534,000.00 0.00%
ACLARIS THERAPEUTICS INC 700,000 $1,533,000.00 0.00%
ADOBE INC 695,228 $204,849,000.00 0.51%
ANALOG DEVICES INC. 931,457 $105,134,000.00 0.26%
AUTOMATIC DATA PROCESSING INC. 381,924 $63,143,000.00 0.16%
ADAPTIVE BIOTECHNOLOGIES CORP 100,000 $4,830,000.00 0.01%
AUTODESK INC. 266,889 $43,476,000.00 0.11%
ADVERUM BIOTECHNOLOGIES INC 3,000,000 $35,670,000.00 0.09%
ADVAXIS, INC. 166,666 $348,000.00 0.00%
AERIE PHARMACEUTICALS INC 1,700,100 $50,238,000.00 0.13%
AEGLEA BIOTHERAPEUTICS INC 1,468,591 $10,060,000.00 0.03%
AKAMAI TECHNOLOGIES INC 198,900 $15,940,000.00 0.04%
AKERO THERAPEUTICS INC 96,721 $1,852,000.00 0.00%
ALDEYRA THERAPEUTICS INC 1,168,822 $7,013,000.00 0.02%
ALIGN TECHNOLOGY, INC. 87,500 $23,949,000.00 0.06%
ALLENA PHARMACEUTICALS INC 343,574 $1,398,000.00 0.00%
ALEXION PHARMACEUTICALS INC. 619,462 $81,137,000.00 0.20%
AMALGAMATED BANK. - ORDINARY SHARES - CLASS A 541,541 $9,450,000.00 0.02%
APPLIED MATERIALS INC. 783,532 $35,188,000.00 0.09%
AMCI ACQUISITION CORP - ORDINARY SHARES - CLASS A 1,800,000 $17,892,000.00 0.04%
ADVANCED MICRO DEVICES INC. 1,010,123 $30,677,000.00 0.08%
AMGEN INC. 78,947 $14,548,000.00 0.04%
AMAZON.COM INC. 566,683 $1,073,088,000.00 2.67%
ANAPTYSBIO INC 2,565,922 $144,769,000.00 0.36%
ANSYS INC. - REGISTERED SHARES 104,800 $21,465,000.00 0.05%
APELLIS PHARMACEUTICALS INC 500,000 $12,670,000.00 0.03%
ARDELYX INC 4,000,000 $10,760,000.00 0.03%
ARENA PHARMACEUTICALS INC 190,000 $11,140,000.00 0.03%
ARROWHEAD PHARMACEUTICALS INC. 875,000 $23,188,000.00 0.06%
ARYA SCIENCES ACQUISITION CORP - ORDINARY SHARES - CLASS A 1,250,000 $12,513,000.00 0.03%
ASTEC INDUSTRIES INC. 721,642 $23,497,000.00 0.06%
ATRICURE INC 100,000 $2,984,000.00 0.01%
ACTIVISION BLIZZARD INC 328,761 $15,518,000.00 0.04%
BROADCOM INC 386,126 $111,150,000.00 0.28%
AXOGEN INC. 150,000 $2,970,000.00 0.01%
AXOVANT GENE THERAPIES LTD 125,000 $779,000.00 0.00%
BIODELIVERY SCIENCES INTERNATIONAL 1,450,000 $6,743,000.00 0.02%
BEACON ROOFING SUPPLY INC - ORDINARY SHARES - CLASS A 2,816,763 $103,432,000.00 0.26%
BOOKING HOLDINGS INC 53,000 $99,360,000.00 0.25%
AUDENTES THERAPEUTICS INC 225,000 $8,519,000.00 0.02%
BERRY PETROLEUM CORP. 320,000 $3,392,000.00 0.01%
CALITHERA BIOSCIENCES INC 1,200,000 $4,680,000.00 0.01%
CATHAY GENERAL BANCORP 140,000 $5,027,000.00 0.01%
CYMABAY THERAPEUTICS INC 1,500,000 $10,740,000.00 0.03%
CABOT MICROELECTRONICS CORP 498,279 $54,851,000.00 0.14%
CADENCE DESIGN SYSTEMS, INC. 191,227 $13,541,000.00 0.03%
CELGENE CORP. 13,373,298 $1,236,228,000.00 3.08%
CENTURY ALUMINUM CO. 300,000 $2,073,000.00 0.01%
CERNER CORP. 245,020 $17,960,000.00 0.04%
CONTRAFECT CORP 2,880,000 $1,469,000.00 0.00%
CHANGE HEALTHCARE INC 300,000 $4,380,000.00 0.01%
COHERUS BIOSCIENCES INC 1,000,000 $22,100,000.00 0.06%
C.H. ROBINSON WORLDWIDE, INC. 162,100 $13,673,000.00 0.03%
CHARTER COMMUNICATIONS INC. - ORDINARY SHARES - CLASS A 211,099 $83,422,000.00 0.21%
COMCAST CORP - ORDINARY SHARES - CLASS A 5,531,798 $233,884,000.00 0.58%
CME GROUP INC - ORDINARY SHARES - CLASS A 414,731 $80,503,000.00 0.20%
COMTECH TELECOMMUNICATIONS CORP. 18,499 $520,000.00 0.00%
CONMED CORP. 145,000 $12,408,000.00 0.03%
COHERENT INC. 50,400 $6,873,000.00 0.02%
COMMSCOPE HOLDING COMPANY INC 4,191,996 $65,940,000.00 0.16%
COSTCO WHOLESALE CORP 530,334 $140,146,000.00 0.35%
COPART, INC. 245,000 $18,311,000.00 0.05%
CRINETICS PHARMACEUTICALS INC 490,000 $12,250,000.00 0.03%
CROWDSTRIKE HOLDINGS INC - ORDINARY SHARES - CLASS A 75,000 $5,122,000.00 0.01%
CISCO SYSTEMS, INC. 5,195,321 $284,340,000.00 0.71%
CSX CORP. 941,268 $72,826,000.00 0.18%
CINTAS CORPORATION 101,400 $24,061,000.00 0.06%
COGNIZANT TECHNOLOGY SOLUTIONS CORP. - ORDINARY SHARES - CLASS A 606,400 $38,440,000.00 0.10%
CITRIX SYSTEMS, INC. 102,100 $10,020,000.00 0.02%
CYCLERION THERAPEUTICS INC 187,500 $2,147,000.00 0.01%
DISCOVERY INC - ORDINARY SHARES - CLASS A 191,036 $5,865,000.00 0.01%
DISCOVERY INC - ORDINARY SHARES - SERIES C 440,407 $12,530,000.00 0.03%
DISH NETWORK CORP - ORDINARY SHARES - CLASS A 130,239 $5,002,000.00 0.01%
DOLLAR TREE INC 291,300 $31,283,000.00 0.08%
DICERNA PHARMACEUTICALS INC 2,800,000 $44,100,000.00 0.11%
PRECISION BIOSCIENCES INC 901,276 $11,942,000.00 0.03%
ELECTRONIC ARTS, INC. 363,500 $36,808,000.00 0.09%
EBAY INC. 998,600 $39,445,000.00 0.10%
EIGER BIOPHARMACEUTICALS INC 2,225,000 $23,585,000.00 0.06%
EQUINIX INC 143,706 $72,469,000.00 0.18%
E TRADE FINANCIAL CORP. 393,041 $17,530,000.00 0.04%
EVERQUOTE INC - ORDINARY SHARES - CLASS A 350,000 $4,550,000.00 0.01%
EVO PAYMENTS INC - ORDINARY SHARES - CLASS A 283,000 $8,923,000.00 0.02%
EAST WEST BANCORP, INC. 491,673 $22,996,000.00 0.06%
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. 208,400 $15,809,000.00 0.04%
EXPEDIA GROUP INC 144,600 $19,236,000.00 0.05%
NATIONAL VISION HOLDINGS INC 7,271,873 $223,465,000.00 0.56%
DIAMONDBACK ENERGY INC 343,640 $37,446,000.00 0.09%
FARMER BROS. CO. 669,699 $10,963,000.00 0.03%
FACEBOOK INC - ORDINARY SHARES - CLASS A 2,932,235 $565,921,000.00 1.41%
F5 NETWORKS, INC. 72,400 $10,544,000.00 0.03%
FIBROGEN INC 1,700,000 $76,806,000.00 0.19%
FIRST HAWAIIAN INC 1,045,300 $27,042,000.00 0.07%
FIFTH THIRD BANCORP 1,854,100 $51,729,000.00 0.13%
FOX CORPORATION - ORDINARY SHARES - CLASS B 299,556 $10,943,000.00 0.03%
FIVE PRIME THERAPEUTICS INC 1,200,000 $7,236,000.00 0.02%
FORTINET INC 93,618 $7,193,000.00 0.02%
LIBERTY MEDIA CORP. - ORDINARY SHARES (TRACKING STOCK -LIBERTY FORMULA 1) SERIES C 686,400 $25,678,000.00 0.06%
GILEAD SCIENCES, INC. 1,355,625 $91,586,000.00 0.23%
GENTEX CORP. 4,852,970 $119,432,000.00 0.30%
GROCERY OUTLET HOLDING CORP 350,000 $11,508,000.00 0.03%
ALPHABET INC - ORDINARY SHARES - CLASS C 325,761 $352,118,000.00 0.88%
ALPHABET INC - ORDINARY SHARES - CLASS A 320,957 $347,532,000.00 0.87%
GARMIN LTD 147,344 $11,758,000.00 0.03%
GREENSKY INC - ORDINARY SHARES - CLASS A 518,364 $6,371,000.00 0.02%
FERROGLOBE PLC 14,241,392 $24,210,000.00 0.06%
GOODYEAR TIRE & RUBBER CO. 3,608,346 $55,208,000.00 0.14%
HALOZYME THERAPEUTICS INC. 450,000 $7,731,000.00 0.02%
HASBRO, INC. 141,272 $14,930,000.00 0.04%
H&E EQUIPMENT SERVICES INC 175,708 $5,111,000.00 0.01%
HOLOGIC, INC. 180,676 $8,676,000.00 0.02%
HENRY SCHEIN INC. 46,800 $3,271,000.00 0.01%
HESKA CORP. - ORDINARY SHARES (RESTRICTED VOTING) 45,000 $3,833,000.00 0.01%
HORIZON THERAPEUTICS PLC 1,400,000 $33,684,000.00 0.08%
INTEGRA LIFESCIENCES HOLDINGS CORP 300,000 $16,755,000.00 0.04%
INTERCEPT PHARMACEUTICALS INC 333,100 $26,505,000.00 0.07%
IDEXX LABORATORIES, INC. 104,594 $28,798,000.00 0.07%
ILLUMINA INC 178,797 $65,824,000.00 0.16%
INCYTE CORP. 127,952 $10,871,000.00 0.03%
INSMED INC 199,000 $5,094,000.00 0.01%
INTEL CORP. 5,240,680 $250,871,000.00 0.62%
INTUIT INC 316,400 $82,685,000.00 0.21%
IPG PHOTONICS CORP 32,300 $4,982,000.00 0.01%
IRONWOOD PHARMACEUTICALS INC - ORDINARY SHARES - CLASS A 675,000 $7,385,000.00 0.02%
INTUITIVE SURGICAL INC 180,015 $94,427,000.00 0.24%
J.B. HUNT TRANSPORT SERVICES, INC. 101,000 $9,232,000.00 0.02%
JETBLUE AIRWAYS CORP 366,221 $6,771,000.00 0.02%
KALVISTA PHARMACEUTICALS INC 700,000 $15,505,000.00 0.04%
KRAFT HEINZ CO 749,632 $23,269,000.00 0.06%
KINDRED BIOSCIENCES INC 1,650,000 $13,745,000.00 0.03%
KLA CORP. 505,414 $59,740,000.00 0.15%
KURA ONCOLOGY INC 50,000 $985,000.00 0.00%
LKQ CORP 384,300 $10,226,000.00 0.03%
LOGICBIO THERAPEUTICS INC 1,300,000 $16,900,000.00 0.04%
LPL FINANCIAL HOLDINGS INC 125,000 $10,196,000.00 0.03%
LAM RESEARCH CORP. 528,778 $99,326,000.00 0.25%
LYFT INC - ORDINARY SHARES CLS A 200,000 $13,142,000.00 0.03%
MARRIOTT INTERNATIONAL, INC. - ORDINARY SHARES - CLASS A 337,725 $47,379,000.00 0.12%
MONDELEZ INTERNATIONAL INC. - ORDINARY SHARES - CLASS A 1,765,497 $95,160,000.00 0.24%
MEIRAGTX HOLDINGS PLC 175,000 $4,704,000.00 0.01%
MILESTONE PHARMACEUTICALS INC 240,000 $6,516,000.00 0.02%
MARKETAXESS HOLDINGS INC. 32,500 $10,446,000.00 0.03%
MELLANOX TECHNOLOGIES LTD. 200,000 $22,134,000.00 0.06%
MONSTER BEVERAGE CORP. 469,461 $29,966,000.00 0.07%
MARVELL TECHNOLOGY GROUP LTD 2,656,179 $63,403,000.00 0.16%
MICROSOFT CORPORATION 9,344,955 $1,251,850,000.00 3.12%
MICRON TECHNOLOGY INC. 1,448,330 $55,891,000.00 0.14%
MAXIM INTEGRATED PRODUCTS, INC. 65,600 $3,924,000.00 0.01%
MYLAN N.V. 585,871 $11,155,000.00 0.03%
NASDAQ INC - ORDINARY SHARES - 144A 137,980 $13,270,000.00 0.03%
NETFLIX INC 464,982 $170,797,000.00 0.43%
NETAPP INC 235,700 $14,543,000.00 0.04%
INTEC PHARMA LTD 1,700,000 $7,378,000.00 0.02%
NORTHERN TRUST CORP. 409,100 $36,819,000.00 0.09%
NVIDIA CORP 741,981 $121,856,000.00 0.30%
NOVA MEASURING INSTRUMENTS LTD 2,638,690 $67,524,000.00 0.17%
NEWELL BRANDS INC 462,600 $7,133,000.00 0.02%
NEWS CORP - ORDINARY SHARES - CLASS B 143,031 $1,997,000.00 0.00%
NEWS CORP - ORDINARY SHARES - CLASS A 470,770 $6,351,000.00 0.02%
NXP SEMICONDUCTORS NV 133,800 $13,060,000.00 0.03%
SPARK THERAPEUTICS INC 584,332 $59,824,000.00 0.15%
ORBCOMM INC 7,847,544 $56,895,000.00 0.14%
O`REILLY AUTOMOTIVE, INC. 74,800 $27,625,000.00 0.07%
PAYCHEX INC. 150,946 $12,421,000.00 0.03%
PACCAR INC. 73,437 $5,262,000.00 0.01%
PEPSICO INC. 1,707,879 $223,954,000.00 0.56%
PROOFPOINT INC 100,000 $12,025,000.00 0.03%
INSULET CORPORATION 95,000 $11,341,000.00 0.03%
PRINCIPIA BIOPHARMA INC 500,000 $16,595,000.00 0.04%
PROQR THERAPEUTICS N.V 3,735,507 $33,993,000.00 0.08%
PREVAIL THERAPEUTICS INC 635,327 $8,386,000.00 0.02%
PORTOLA PHARMACEUTICALS INC 500,000 $13,565,000.00 0.03%
PAYPAL HOLDINGS INC 1,605,575 $183,774,000.00 0.46%
QUALCOMM, INC. 1,644,064 $125,064,000.00 0.31%
QORVO INC 63,278 $4,215,000.00 0.01%
UNIQURE N.V. 475,000 $37,121,000.00 0.09%
RA PHARMACEUTICALS INC 400,000 $12,028,000.00 0.03%
ROCKET PHARMACEUTICALS INC 2,157,739 $32,366,000.00 0.08%
REGENCY CENTERS CORPORATION 203,400 $13,575,000.00 0.03%
REATA PHARMACEUTICALS INC - ORDINARY SHARES - CLASS A 45,000 $4,246,000.00 0.01%
ROSS STORES, INC. 453,478 $44,949,000.00 0.11%
RHYTHM PHARMACEUTICALS INC. 25,000 $550,000.00 0.00%
SAGE THERAPEUTICS INC 20,000 $3,662,000.00 0.01%
SBA COMMUNICATIONS CORP - ORDINARY SHARES - CLASS A 136,700 $30,736,000.00 0.08%
SIGNATURE BANK 45,000 $5,438,000.00 0.01%
SPRING BANK PHARMACEUTICALS INC 1,425,000 $5,258,000.00 0.01%
STARBUCKS CORP. 1,524,060 $127,762,000.00 0.32%
SILK ROAD MEDICAL INC 150,500 $7,293,000.00 0.02%
SVB FINANCIAL GROUP 75,544 $16,966,000.00 0.04%
SEMTECH CORP. 585,972 $28,156,000.00 0.07%
SYNDAX PHARMACEUTICALS INC 1,475,000 $13,732,000.00 0.03%
SYNOPSYS, INC. 167,000 $21,491,000.00 0.05%
SPARK ENERGY INC - ORDINARY SHARES - CLASS A 13,474 $151,000.00 0.00%
SAREPTA THERAPEUTICS INC 1,200,000 $182,340,000.00 0.45%
SS&C TECHNOLOGIES HOLDINGS INC 225,000 $12,962,000.00 0.03%
NEURONETICS INC 250,000 $3,128,000.00 0.01%
STEEL DYNAMICS INC. 100,000 $3,020,000.00 0.01%
STEMLINE THERAPEUTICS INC 4,000,000 $61,280,000.00 0.15%
SENTINEL ENERGY SERVICES INC - ORDINARY SHARES - CLASS A 1,500,000 $15,225,000.00 0.04%
SEAGATE TECHNOLOGY PLC 278,100 $13,104,000.00 0.03%
SAVARA INC 400,000 $948,000.00 0.00%
SKYWORKS SOLUTIONS, INC. 194,550 $15,033,000.00 0.04%
SYMANTEC CORP. 752,259 $16,369,000.00 0.04%
T-MOBILE US INC 300,000 $22,242,000.00 0.06%
TURNING POINT THERAPEUTICS INC 200,000 $8,140,000.00 0.02%
TRIPADVISOR INC. 120,900 $5,596,000.00 0.01%
T. ROWE PRICE GROUP INC. 237,630 $26,070,000.00 0.06%
TRACTOR SUPPLY CO. 144,500 $15,722,000.00 0.04%
TAKE-TWO INTERACTIVE SOFTWARE, INC. 517,567 $58,759,000.00 0.15%
TRADEWEB MARKETS INC - ORDINARY SHARES CLS A 247,894 $10,860,000.00 0.03%
TEXAS INSTRUMENTS INC. 931,344 $106,881,000.00 0.27%
UNITED AIRLINES HOLDINGS INC 279,033 $24,429,000.00 0.06%
ULTA BEAUTY INC 25,901 $8,985,000.00 0.02%
UROVANT SCIENCES LTD 1,000,000 $7,910,000.00 0.02%
UNITED THERAPEUTICS CORP 150,000 $11,709,000.00 0.03%
VIACOM INC. - ORDINARY SHARES - CLASS B 432,069 $12,906,000.00 0.03%
VIAVI SOLUTIONS INC 935,000 $12,426,000.00 0.03%
VERISK ANALYTICS INC 200,500 $29,365,000.00 0.07%
VERISIGN INC. 127,240 $26,614,000.00 0.07%
VERTEX PHARMACEUTICALS, INC. 653,141 $119,773,000.00 0.30%
WALGREENS BOOTS ALLIANCE INC 769,797 $42,085,000.00 0.10%
WESTERN DIGITAL CORP. 266,937 $12,693,000.00 0.03%
WILLIS TOWERS WATSON PUBLIC LIMITED CO 360,175 $68,988,000.00 0.17%
WYNN RESORTS LTD. 114,700 $14,222,000.00 0.04%
XENON PHARMACEUTICALS INC 1,300,000 $12,818,000.00 0.03%
INTERSECT ENT INC 500,000 $11,380,000.00 0.03%
XILINX, INC. 262,910 $31,002,000.00 0.08%
DENTSPLY SIRONA INC 1,285,900 $75,045,000.00 0.19%
ZOGENIX INC 25,000 $1,195,000.00 0.00%
ZIONS BANCORPORATION N.A 400,886 $18,433,000.00 0.05%
ZOOM VIDEO COMMUNICATIONS INC - ORDINARY SHARES - CLASS A 50,000 $4,440,000.00 0.01%
ZOSANO PHARMA CORP 1,000,000 $3,270,000.00 0.01%
AGILENT TECHNOLOGIES INC. 552,653 $41,267,000.00 0.10%
ADVANCE AUTO PARTS INC 547,815 $84,440,000.00 0.21%
ABBVIE INC 1,401,362 $101,907,000.00 0.25%
AMERISOURCE BERGEN CORP. 183,900 $15,679,000.00 0.04%
ABBOTT LABORATORIES 2,140,788 $180,040,000.00 0.45%
ACCENTURE PLC - ORDINARY SHARES - CLASS A 780,400 $144,195,000.00 0.36%
ARCHER DANIELS MIDLAND CO. 325,471 $13,279,000.00 0.03%
ALLIANCE DATA SYSTEM 50,409 $7,064,000.00 0.02%
AMEREN CORP. 79,900 $6,001,000.00 0.01%
AMERICAN ELECTRIC POWER COMPANY INC. 595,680 $52,426,000.00 0.13%
AERCAP HOLDINGS N.V. 538,623 $28,014,000.00 0.07%
AES CORP. 809,733 $13,571,000.00 0.03%
AFLAC INC. 917,274 $50,276,000.00 0.13%
ALLERGAN PLC 375,399 $62,853,000.00 0.16%
AMERICAN INTERNATIONAL GROUP INC 948,121 $50,516,000.00 0.13%
AAR CORP. 49,558 $1,823,000.00 0.00%
APPLIED INDUSTRIAL TECHNOLOGIES INC. 505,664 $31,114,000.00 0.08%
APARTMENT INVESTMENT & MANAGEMENT CO. - ORDINARY SHARES - CLASS A 191,889 $9,617,000.00 0.02%
ASSURANT INC 528,140 $56,184,000.00 0.14%
ARTHUR J. GALLAGHER & CO. 633,500 $55,488,000.00 0.14%
ALASKA AIR GROUP INC. 205,750 $13,149,000.00 0.03%
ALLSTATE CORP (THE) 288,813 $29,369,000.00 0.07%
ALLY FINANCIAL INC 2,639,800 $81,807,000.00 0.20%
AMCOR PLC 1,974,990 $22,693,000.00 0.06%
AMETEK INC 630,938 $57,314,000.00 0.14%
AFFILIATED MANAGERS GROUP INC. 52,725 $4,858,000.00 0.01%
AMERIPRISE FINANCIAL INC 167,768 $24,353,000.00 0.06%
AMERICAN TOWER CORP. 410,917 $84,012,000.00 0.21%
ARISTA NETWORKS INC 64,150 $16,655,000.00 0.04%
ANTHEM INC 314,493 $88,753,000.00 0.22%
AON PLC - ORDINARY SHARES - CLASS A 307,663 $59,373,000.00 0.15%
A.O. SMITH CORP. 171,720 $8,098,000.00 0.02%
AIR PRODUCTS & CHEMICALS INC. 151,781 $34,359,000.00 0.09%
AMPHENOL CORP. - ORDINARY SHARES - CLASS A 121,913 $11,696,000.00 0.03%
APTIV PLC 8,800 $711,000.00 0.00%
ALEXANDRIA REAL ESTATE EQUITIES INC. 134,000 $18,906,000.00 0.05%
ARCONIC INC 483,300 $12,479,000.00 0.03%
ARROW ELECTRONICS INC. 100,385 $7,154,000.00 0.02%
ATHENE HOLDING LTD - ORDINARY SHARES - CLASS A 728,000 $31,348,000.00 0.08%
ALLEGHENY TECHNOLOGIES INC 150,000 $3,780,000.00 0.01%
ATMOS ENERGY CORP. 142,989 $15,094,000.00 0.04%
APTARGROUP INC. 175,000 $21,760,000.00 0.05%
ALTICE USA INC - ORDINARY SHARES - CLASS A 900,000 $21,915,000.00 0.05%
YAMANA GOLD INC. 8,190,200 $20,639,000.00 0.05%
AVALONBAY COMMUNITIES INC. 168,082 $34,151,000.00 0.09%
AVERY DENNISON CORP. 1,027,725 $118,887,000.00 0.30%
AMERICAN EXPRESS CO. 519,225 $64,093,000.00 0.16%
AXIS CAPITAL HOLDINGS LTD 80,700 $4,814,000.00 0.01%
ALTERYX INC - ORDINARY SHARES - CLASS A 60,000 $6,547,000.00 0.02%
AUTOZONE INC. 20,115 $22,116,000.00 0.06%
BOEING CO. 635,179 $231,212,000.00 0.58%
BANK OF AMERICA CORP. 10,103,986 $293,016,000.00 0.73%
BAXTER INTERNATIONAL INC. 579,797 $47,485,000.00 0.12%
BB&T CORP. 149,800 $7,360,000.00 0.02%
BEST BUY CO. INC. 279,600 $19,497,000.00 0.05%
BRUNSWICK CORP. 1,189,917 $54,605,000.00 0.14%
BECTON, DICKINSON AND CO. 327,202 $82,458,000.00 0.21%
FRANKLIN RESOURCES, INC. 357,500 $12,441,000.00 0.03%
BUNGE LTD. 1,088,918 $60,664,000.00 0.15%
BAKER HUGHES A GE COMPANY - ORDINARY SHARES - CLASS A 555,402 $13,680,000.00 0.03%
BIOHAVEN PHARMACEUTICAL HOLDING COMPANY LTD 1,275,000 $55,832,000.00 0.14%
BANK OF NEW YORK MELLON CORP 877,100 $38,724,000.00 0.10%
BLACKROCK INC. 157,880 $74,093,000.00 0.18%
BROADRIDGE FINANCIAL SOLUTIONS, INC. 272,700 $34,818,000.00 0.09%
BOSTON SCIENTIFIC CORP. 2,435,196 $104,665,000.00 0.26%
BURLINGTON STORES INC 1,445,334 $245,924,000.00 0.61%
BORG WARNER INC 87,000 $3,652,000.00 0.01%
BLUELINX HLDGS INC 875,704 $17,348,000.00 0.04%
BOSTON PROPERTIES, INC. 224,864 $29,007,000.00 0.07%
CITIGROUP INC 3,471,488 $243,108,000.00 0.61%
CACI INTERNATIONAL INC. - REGISTERED SHARES - CLASS A 130,798 $26,760,000.00 0.07%
CONAGRA BRANDS INC 585,345 $15,523,000.00 0.04%
CARDINAL HEALTH, INC. 361,900 $17,045,000.00 0.04%
CATERPILLAR INC. 747,674 $101,900,000.00 0.25%
CHUBB LIMITED 525,424 $77,390,000.00 0.19%
CBRE GROUP INC - ORDINARY SHARES - CLASS A 377,200 $19,350,000.00 0.05%
CBS CORP. - ORDINARY SHARES - CLASS B 431,708 $21,542,000.00 0.05%
CROWN CASTLE INTERNATIONAL CORP 505,094 $65,839,000.00 0.16%
CAMECO CORP. 11,040,722 $118,467,000.00 0.29%
CROWN HOLDINGS, INC. 2,111,268 $128,998,000.00 0.32%
CARNIVAL CORP. - ORDINARY SHARES (PAIRED STOCK) 487,300 $22,684,000.00 0.06%
CF INDUSTRIES HOLDINGS INC 1,592,397 $74,381,000.00 0.19%
CITIZENS FINANCIAL GROUP INC 2,080,306 $73,560,000.00 0.18%
CHURCH & DWIGHT CO., INC. 295,774 $21,609,000.00 0.05%
CHEWY INC - ORDINARY SHARES - CLASS A 150,000 $5,250,000.00 0.01%
CIGNA CORP. 461,598 $72,725,000.00 0.18%
COLGATE-PALMOLIVE CO. 1,046,520 $75,004,000.00 0.19%
CLEVELAND-CLIFFS INC 250,000 $2,668,000.00 0.01%
CLOROX CO. 156,653 $23,985,000.00 0.06%
CHIPOTLE MEXICAN GRILL 29,819 $21,854,000.00 0.05%
CENTENE CORP. 502,672 $26,360,000.00 0.07%
CENTERPOINT ENERGY INC. 4,641,900 $132,898,000.00 0.33%
CAPITAL ONE FINANCIAL CORP. 670,582 $60,849,000.00 0.15%
COOPER COMPANIES, INC. 59,999 $20,213,000.00 0.05%
CONOCO PHILLIPS 952,638 $58,111,000.00 0.14%
COTY INC - ORDINARY SHARES - CLASS A 356,144 $4,772,000.00 0.01%
CAMPBELL SOUP CO. 229,946 $9,214,000.00 0.02%
CAPRI HOLDINGS LTD 171,300 $5,941,000.00 0.01%
SALESFORCE.COM INC 735,668 $111,623,000.00 0.28%
CRYOLIFE, INC. 100,000 $2,993,000.00 0.01%
CONSTELLIUM SE - ORDINARY SHARES - CLASS A 1,086,221 $10,906,000.00 0.03%
CENTURYLINK INC 1,098,509 $12,918,000.00 0.03%
CORTEVA INC 913,620 $27,016,000.00 0.07%
CUBIC CORP. 14,036 $905,000.00 0.00%
CENOVUS ENERGY INC 1,860,000 $16,405,000.00 0.04%
CVS HEALTH CORP 1,587,374 $86,496,000.00 0.22%
CHEVRON CORP. 2,242,693 $279,081,000.00 0.69%
CONCHO RESOURCES INC 216,600 $22,349,000.00 0.06%
DOMINION ENERGY INC 567,315 $43,865,000.00 0.11%
DELTA AIR LINES, INC. 741,149 $42,060,000.00 0.10%
DARLING INGREDIENTS INC 300,000 $5,967,000.00 0.01%
DUPONT DE NEMOURS INC 918,621 $68,961,000.00 0.17%
DEERE & CO. 1,018,397 $168,759,000.00 0.42%
DISCOVER FINANCIAL SERVICES 316,758 $24,577,000.00 0.06%
DOLLAR GENERAL CORP. 224,077 $30,286,000.00 0.08%
QUEST DIAGNOSTICS, INC. 100,200 $10,201,000.00 0.03%
D.R. HORTON INC. 413,100 $17,817,000.00 0.04%
DANAHER CORP. 765,867 $109,458,000.00 0.27%
WALT DISNEY CO (THE) 2,561,910 $357,745,000.00 0.89%
DIGITAL REALTY TRUST INC 102,300 $12,050,000.00 0.03%
DOVER CORP. 633,513 $63,478,000.00 0.16%
DOW INC 837,980 $41,321,000.00 0.10%
DUKE REALTY CORP 427,200 $13,504,000.00 0.03%
DARDEN RESTAURANTS, INC. 151,221 $18,408,000.00 0.05%
DTE ENERGY CO. 114,900 $14,693,000.00 0.04%
DUKE ENERGY CORP. 1,289,800 $113,812,000.00 0.28%
DAVITA INC 147,250 $8,284,000.00 0.02%
DXC TECHNOLOGY CO 330,276 $18,215,000.00 0.05%
ENCANA CORPORATION 5,487,218 $28,149,000.00 0.07%
ECOLAB, INC. 88,480 $17,469,000.00 0.04%
CONSOLIDATED EDISON, INC. 376,873 $33,044,000.00 0.08%
EQUIFAX, INC. 145,200 $19,637,000.00 0.05%
EDISON INTERNATIONAL 1,379,484 $92,991,000.00 0.23%
ESTEE LAUDER COS., INC. - ORDINARY SHARES - CLASS A 266,584 $48,814,000.00 0.12%
EMERSON ELECTRIC CO. 1,775,553 $118,465,000.00 0.29%
EOG RESOURCES, INC. 554,100 $51,620,000.00 0.13%
EPAM SYSTEMS INC 75,000 $12,983,000.00 0.03%
EQUITY RESIDENTIAL PROPERTIES TRUST 450,033 $34,167,000.00 0.09%
EVERSOURCE ENERGY 385,500 $29,205,000.00 0.07%
ELEMENT SOLUTIONS INC 1,500,000 $15,510,000.00 0.04%
ESSEX PROPERTY TRUST, INC. 80,000 $23,354,000.00 0.06%
ENTERGY CORP. 1,457,100 $149,979,000.00 0.37%
EVERGY INC 2,838,070 $170,710,000.00 0.43%
EDWARDS LIFESCIENCES CORP 252,610 $46,667,000.00 0.12%
EXELON CORP. 2,558,500 $122,654,000.00 0.31%
EXTRA SPACE STORAGE INC. 151,400 $16,064,000.00 0.04%
FORD MOTOR CO. 4,727,200 $48,359,000.00 0.12%
FORTUNE BRANDS HOME & SECURITY INC 1,232,115 $70,391,000.00 0.18%
FREEPORT-MCMORAN INC 4,108,900 $47,704,000.00 0.12%
FEDEX CORP 292,204 $47,977,000.00 0.12%
FIRSTENERGY CORP. 3,032,400 $129,817,000.00 0.32%
FRANKS INTERNATIONAL N.V. 780,846 $4,263,000.00 0.01%
FIDELITY NATIONAL INFORMATION SERVICES, INC. 1,160,857 $142,414,000.00 0.35%
FLOWSERVE CORP. 167,262 $8,813,000.00 0.02%
FLEETCOR TECHNOLOGIES INC 183,398 $51,507,000.00 0.13%
FEDERAL REALTY INVESTMENT TRUST 90,900 $11,704,000.00 0.03%
FASTLY INC - ORDINARY SHARES - CLASS A 100,000 $2,028,000.00 0.01%
TECHNIPFMC PLC 500,400 $12,980,000.00 0.03%
FTS INTERNATIONAL INC. 565,000 $3,153,000.00 0.01%
FORTIVE CORP 176,224 $14,366,000.00 0.04%
GCP APPLIED TECHNOLOGIES INC 1,274,532 $28,855,000.00 0.07%
GENERAL DYNAMICS CORP. 833,042 $151,464,000.00 0.38%
GARDNER DENVER HOLDINGS INC 453,397 $15,688,000.00 0.04%
GENERAL ELECTRIC CO. 7,238,860 $76,008,000.00 0.19%
GRACO INC. 219,589 $11,019,000.00 0.03%
GENERAL MILLS, INC. 729,296 $38,303,000.00 0.10%
GLOBANT S.A. 5,600 $566,000.00 0.00%
CORNING, INC. 935,021 $31,071,000.00 0.08%
GENERAL MOTORS COMPANY 1,754,986 $67,620,000.00 0.17%
GMS INC 1,676,538 $36,884,000.00 0.09%
BARRICK GOLD CORP. 8,500,000 $134,045,000.00 0.33%
GROUP 1 AUTOMOTIVE, INC. 182,105 $14,913,000.00 0.04%
GLOBAL PAYMENTS, INC. 210,200 $33,659,000.00 0.08%
GAP, INC. 257,866 $4,634,000.00 0.01%
W.R. GRACE & CO. 799,600 $60,858,000.00 0.15%
GOLDMAN SACHS GROUP, INC. 266,600 $54,546,000.00 0.14%
W.W. GRAINGER INC. 53,235 $14,279,000.00 0.04%
HANESBRANDS INC 442,350 $7,617,000.00 0.02%
HCA HEALTHCARE INC 323,000 $43,660,000.00 0.11%
HCP INC 575,843 $18,415,000.00 0.05%
HOME DEPOT, INC. 1,315,505 $273,586,000.00 0.68%
HESS CORPORATION 84,100 $5,346,000.00 0.01%
HOLLYFRONTIER CORP 85,600 $3,962,000.00 0.01%
HARTFORD FINANCIAL SERVICES GROUP INC. 525,817 $29,299,000.00 0.07%
HUNTINGTON INGALLS INDUSTRIES INC 299,419 $67,291,000.00 0.17%
HILTON WORLDWIDE HOLDINGS INC 356,400 $34,835,000.00 0.09%
HONEYWELL INTERNATIONAL INC 1,283,470 $224,081,000.00 0.56%
HEWLETT PACKARD ENTERPRISE CO 1,082,936 $16,190,000.00 0.04%
HUDSON PACIFIC PROPERTIES INC 61,678 $2,052,000.00 0.01%
HP INC 1,716,636 $35,689,000.00 0.09%
H&R BLOCK INC. 237,800 $6,968,000.00 0.02%
HORMEL FOODS CORP. 328,646 $13,323,000.00 0.03%
HARSCO CORP. 1,646,301 $45,174,000.00 0.11%
HOST HOTELS & RESORTS INC 877,033 $15,980,000.00 0.04%
HERSHEY COMPANY 167,585 $22,461,000.00 0.06%
HUMANA INC. 164,110 $43,538,000.00 0.11%
HUNTSMAN CORP 307,543 $6,286,000.00 0.02%
INTERNATIONAL BUSINESS MACHINES CORP. 797,690 $110,001,000.00 0.27%
INDEPENDENCE CONTRACT DRILLING INC 2,478,693 $3,916,000.00 0.01%
INTERCONTINENTAL EXCHANGE INC 692,090 $59,478,000.00 0.15%
INTERNATIONAL FLAVORS & FRAGRANCES INC. 21,800 $3,163,000.00 0.01%
IHS MARKIT LTD 377,557 $24,058,000.00 0.06%
INTERNATIONAL PAPER CO. 489,992 $21,226,000.00 0.05%
INTERPUBLIC GROUP OF COS., INC. 464,034 $10,483,000.00 0.03%
INPHI CORP 265,119 $13,282,000.00 0.03%
IQVIA HOLDINGS INC 192,200 $30,925,000.00 0.08%
INGERSOLL-RAND PLC - ORDINARY SHARES - CLASS A 477,170 $60,443,000.00 0.15%
IRON MOUNTAIN INC. 272,752 $8,537,000.00 0.02%
GARTNER, INC. 111,250 $17,905,000.00 0.04%
ITT INC 2,793,298 $182,905,000.00 0.46%
ILLINOIS TOOL WORKS, INC. 209,688 $31,623,000.00 0.08%
INVESCO LTD 470,569 $9,628,000.00 0.02%
JAGGED PEAK ENERGY INC 1,575,000 $13,025,000.00 0.03%
JABIL INC 1,145,200 $36,188,000.00 0.09%
JOHNSON CONTROLS INTERNATIONAL PLC - REGISTERED SHARES 2,355,898 $97,322,000.00 0.24%
JACOBS ENGINEERING GROUP, INC. 142,769 $12,048,000.00 0.03%
JEFFERIES FINANCIAL GROUP INC 314,100 $6,040,000.00 0.02%
JOHNSON & JOHNSON 2,497,655 $347,873,000.00 0.87%
JUNIPER NETWORKS INC 418,900 $11,155,000.00 0.03%
JPMORGAN CHASE & CO. 3,627,907 $405,600,000.00 1.01%
NORDSTROM, INC. 49,064 $1,563,000.00 0.00%
KELLOGG CO 305,037 $16,341,000.00 0.04%
KEYCORP 5,336,403 $94,721,000.00 0.24%
KEYSIGHT TECHNOLOGIES INC 190,125 $17,075,000.00 0.04%
KIMCO REALTY CORP. 494,863 $9,145,000.00 0.02%
KENNAMETAL INC. 1,219,659 $45,115,000.00 0.11%
CARMAX INC 151,800 $13,181,000.00 0.03%
KNOLL INC 674,346 $15,496,000.00 0.04%
COCA-COLA CO 4,677,782 $238,193,000.00 0.59%
KOSMOS ENERGY LTD 1,000,000 $6,270,000.00 0.02%
KROGER CO. 968,722 $21,031,000.00 0.05%
KILROY REALTY CORP. 101,254 $7,474,000.00 0.02%
KANSAS CITY SOUTHERN 119,600 $14,570,000.00 0.04%
KONTOOR BRANDS INC 59,534 $1,668,000.00 0.00%
LOEWS CORP. 109,477 $5,985,000.00 0.01%
L BRANDS INC 145,927 $3,809,000.00 0.01%
LIBERTY OILFIELD SERVICES INC - ORDINARY SHARES - CLASS A 500,000 $8,090,000.00 0.02%
LEAR CORP. 225,000 $31,336,000.00 0.08%
LENNAR CORP. - ORDINARY SHARES - CLASS A 347,617 $16,846,000.00 0.04%
LABORATORY CORP. OF AMERICA HOLDINGS 117,400 $20,298,000.00 0.05%
LEO HOLDINGS CORP - ORDINARY SHARES - CLASS A 139,500 $1,433,000.00 0.00%
LINDE PLC 671,041 $134,745,000.00 0.34%
LILLY(ELI) & CO 352,761 $39,082,000.00 0.10%
LOCKHEED MARTIN CORP. 359,348 $130,637,000.00 0.33%
LINCOLN NATIONAL CORP. 94,661 $6,101,000.00 0.02%
LOWE`S COS., INC. 957,743 $96,646,000.00 0.24%
LOUISIANA-PACIFIC CORP. 2,819,623 $73,931,000.00 0.18%
SOUTHWEST AIRLINES CO 614,977 $31,229,000.00 0.08%
LAMB WESTON HOLDINGS INC 170,400 $10,797,000.00 0.03%
LYONDELLBASELL INDUSTRIES NV - ORDINARY SHARES - CLASS A 369,813 $31,852,000.00 0.08%
MACY`S INC 232,656 $4,993,000.00 0.01%
MASTERCARD INCORPORATED - ORDINARY SHARES - CLASS A 1,425,610 $377,117,000.00 0.94%
MID-AMERICA APARTMENT COMMUNITIES, INC. 138,550 $16,316,000.00 0.04%
MACERICH CO. 56,394 $1,889,000.00 0.00%
MASCO CORP. 356,600 $13,993,000.00 0.03%
MCDONALD`S CORP 936,746 $194,525,000.00 0.48%
MCKESSON CORPORATION 230,760 $31,012,000.00 0.08%
MOODY`S CORP. 202,032 $39,459,000.00 0.10%
MEDTRONIC PLC 1,635,132 $159,246,000.00 0.40%
MDU RESOURCES GROUP INC 2,500,000 $64,500,000.00 0.16%
METLIFE INC 822,176 $40,837,000.00 0.10%
MGM RESORTS INTERNATIONAL 613,700 $17,533,000.00 0.04%
MOHAWK INDUSTRIES, INC. 9,100 $1,342,000.00 0.00%
MCCORMICK & CO., INC. - ORDINARY SHARES (NON VOTING) 149,615 $23,192,000.00 0.06%
MARTIN MARIETTA MATERIALS, INC. 633,666 $145,813,000.00 0.36%
MARSH & MCLENNAN COS., INC. 616,604 $61,506,000.00 0.15%
BRIGHAM MINERALS INC - ORDINARY SHARES - CLASS A 546,672 $11,732,000.00 0.03%
ALTRIA GROUP INC. 2,159,732 $102,263,000.00 0.25%
MOSAIC COMPANY 12,082,905 $302,435,000.00 0.75%
MARATHON PETROLEUM CORP 3,974,807 $222,112,000.00 0.55%
MERCK & CO INC 3,687,091 $309,163,000.00 0.77%
MORGAN STANLEY 1,973,206 $86,446,000.00 0.22%
MSCI INC 168,000 $40,117,000.00 0.10%
MOTOROLA SOLUTIONS INC 343,076 $57,201,000.00 0.14%
M & T BANK CORP 56,490 $9,607,000.00 0.02%
MANITOWOC CO., INC. 250,248 $4,454,000.00 0.01%
NAVISTAR INTERNATIONAL CORP. 668,160 $23,018,000.00 0.06%
NOBLE ENERGY INC 10,824,441 $242,467,000.00 0.60%
NABORS INDUSTRIES LTD 75,000 $218,000.00 0.00%
NORWEGIAN CRUISE LINE HOLDINGS LTD 266,600 $14,298,000.00 0.04%
NEXTERA ENERGY INC 584,343 $119,709,000.00 0.30%
NEWMONT GOLDCORP CORP 112,956 $4,345,000.00 0.01%
INGEVITY CORP 187,628 $19,733,000.00 0.05%
NISOURCE INC. (HOLDING CO.) 443,744 $12,780,000.00 0.03%
NINE ENERGY SERVICE INC 987,905 $17,120,000.00 0.04%
NIKE, INC. - ORDINARY SHARES - CLASS B 949,938 $79,747,000.00 0.20%
NIELSEN HOLDINGS PLC 432,163 $9,767,000.00 0.02%
ANNALY CAPITAL MANAGEMENT INC 1,500,000 $13,695,000.00 0.03%
NORTHROP GRUMMAN CORP. 22,057 $7,127,000.00 0.02%
SERVICENOW INC 45,000 $12,356,000.00 0.03%
NRG ENERGY INC. 953,720 $33,495,000.00 0.08%
NORFOLK SOUTHERN CORP. 324,906 $64,764,000.00 0.16%
NUTRIEN LTD 100,000 $5,346,000.00 0.01%
NUCOR CORP. 364,759 $20,098,000.00 0.05%
NEVRO CORP 500,000 $32,415,000.00 0.08%
NVENT ELECTRIC PLC 1,169,918 $29,002,000.00 0.07%
NEW YORK COMMUNITY BANCORP INC. 2,115,100 $21,109,000.00 0.05%
REALTY INCOME CORP. 384,700 $26,533,000.00 0.07%
OWENS CORNING 1,750,183 $101,861,000.00 0.25%
OLIN CORP. 9,521,082 $208,607,000.00 0.52%
OMNICOM GROUP, INC. 27,900 $2,286,000.00 0.01%
ONEMAIN HOLDINGS INC 524,543 $17,735,000.00 0.04%
ORACLE CORP. 2,754,997 $156,952,000.00 0.39%
PAGERDUTY INC 50,000 $2,353,000.00 0.01%
PARSLEY ENERGY INC - ORDINARY SHARES - CLASS A 10,579,177 $201,110,000.00 0.50%
PUBLIC SERVICE ENTERPRISE GROUP INC. 2,630,444 $154,723,000.00 0.39%
PENUMBRA INC 95,000 $15,200,000.00 0.04%
PFIZER INC. 6,569,391 $284,586,000.00 0.71%
PROCTER & GAMBLE CO. 3,055,973 $335,087,000.00 0.83%
PROGRESSIVE CORP. 707,204 $56,527,000.00 0.14%
PULTEGROUP INC 309,900 $9,799,000.00 0.02%
PINTEREST INC - ORDINARY SHARES - CLASS A 200,000 $5,444,000.00 0.01%
PACKAGING CORP OF AMERICA 112,900 $10,762,000.00 0.03%
PERKINELMER, INC. 135,460 $13,050,000.00 0.03%
PROLOGIS INC 767,029 $61,439,000.00 0.15%
PHILIP MORRIS INTERNATIONAL INC 1,896,654 $148,944,000.00 0.37%
PNC FINANCIAL SERVICES GROUP 970,777 $133,268,000.00 0.33%
PENTAIR PLC 185,597 $6,904,000.00 0.02%
PINNACLE WEST CAPITAL CORP. 137,163 $12,906,000.00 0.03%
PPG INDUSTRIES, INC. 145,837 $17,021,000.00 0.04%
PPL CORP 857,320 $26,585,000.00 0.07%
PERRIGO COMPANY PLC 107,426 $5,116,000.00 0.01%
PERSPECTA INC 211,411 $4,949,000.00 0.01%
PRUDENTIAL FINANCIAL INC. 491,137 $49,605,000.00 0.12%
PUBLIC STORAGE 182,292 $43,416,000.00 0.11%
PHILLIPS 66 511,001 $47,799,000.00 0.12%
PROPETRO HOLDING CORP 1,249,687 $25,869,000.00 0.06%
PVH CORP 224,200 $21,218,000.00 0.05%
PIVOTAL ACQUISITION CORP - ORDINARY SHARES - CLASS A 500,000 $5,075,000.00 0.01%
QUANTA SERVICES, INC. 172,847 $6,601,000.00 0.02%
PIONEER NATURAL RESOURCES CO. 1,073,800 $165,215,000.00 0.41%
RITE AID CORP. 301,172 $2,412,000.00 0.01%
LIVERAMP HOLDINGS INC 55,000 $2,666,000.00 0.01%
ROYAL CARIBBEAN CRUISES LTD. 208,900 $25,321,000.00 0.06%
EVEREST RE GROUP LTD 33,799 $8,354,000.00 0.02%
RESIDEO TECHNOLOGIES INC 14,180 $311,000.00 0.00%
ROBERT HALF INTERNATIONAL INC. 98,800 $5,633,000.00 0.01%
TRANSOCEAN LTD 100,000 $641,000.00 0.00%
RAYMOND JAMES FINANCIAL, INC. 165,500 $13,993,000.00 0.03%
RESMED INC. 174,265 $21,266,000.00 0.05%
ROLLINS, INC. 179,900 $6,453,000.00 0.02%
RANGE RESOURCES CORP 1,600,000 $11,168,000.00 0.03%
RAYTHEON CO. 1,071,108 $186,244,000.00 0.46%
REGALWOOD GLOBAL ENERGY LTD - ORDINARY SHARES - CLASS A 1,999,998 $20,400,000.00 0.05%
RAYONIER ADVANCED MATERIALS INC 1,394,341 $9,049,000.00 0.02%
SCIENCE APPLICATIONS INTERNATIONAL CORP. 529,991 $45,876,000.00 0.11%
CHARLES SCHWAB CORP. 1,312,800 $52,761,000.00 0.13%
TORTOISE ACQUISITION CORP - ORDINARY SHARES - CLASS A 2,025,000 $19,946,000.00 0.05%
SHERWIN-WILLIAMS CO. 218,852 $100,298,000.00 0.25%
J.M. SMUCKER CO. 136,927 $15,773,000.00 0.04%
SKYLINE CHAMPION CORP 50,000 $1,369,000.00 0.00%
SCHLUMBERGER LTD. 1,504,567 $59,791,000.00 0.15%
U.S. SILICA HOLDINGS INC 287,546 $3,678,000.00 0.01%
SL GREEN REALTY CORP. 169,400 $13,615,000.00 0.03%
SNAP INC - ORDINARY SHARES - CLASS A 1,111,629 $15,896,000.00 0.04%
SOLARIS OILFIELD INFRASTRUCTURE INC - ORDINARY SHARES - CLASS A 1,435,367 $21,502,000.00 0.05%
SPARTAN ENERGY ACQUISITION CORP - ORDINARY SHARES - CLASS A 4,752,000 $47,520,000.00 0.12%
SIMON PROPERTY GROUP, INC. 375,163 $59,936,000.00 0.15%
S&P GLOBAL INC 300,411 $68,431,000.00 0.17%
SEMPRA ENERGY 532,800 $73,228,000.00 0.18%
SUNTRUST BANKS, INC. 712,200 $44,762,000.00 0.11%
STATE STREET CORP. 342,200 $19,184,000.00 0.05%
CONSTELLATION BRANDS INC - ORDINARY SHARES - CLASS A 201,367 $39,657,000.00 0.10%
SUMMIT MATERIALS INC - ORDINARY SHARES - CLASS A 6,510,590 $125,329,000.00 0.31%
SOUTHWEST GAS HOLDINGS INC 1,213,218 $108,729,000.00 0.27%
SYNCHRONY FINANCIAL 2,025,038 $70,208,000.00 0.17%
STRYKER CORP. 378,597 $77,832,000.00 0.19%
SYSCO CORP. 574,724 $40,644,000.00 0.10%
AT&T, INC. 8,760,049 $293,549,000.00 0.73%
MOLSON COORS BREWING COMPANY - ORDINARY SHARES - CLASS B 220,636 $12,356,000.00 0.03%
TRANSDIGM GROUP INCORPORATED 48,141 $23,291,000.00 0.06%
TE CONNECTIVITY LTD - REGISTERED SHARES 764,634 $73,237,000.00 0.18%
TELEFLEX INCORPORATED 55,955 $18,529,000.00 0.05%
TARGET CORP 459,124 $39,765,000.00 0.10%
TJX COMPANIES, INC. 1,516,147 $80,174,000.00 0.20%
TIMKEN CO. 296,674 $15,231,000.00 0.04%
THERMO FISHER SCIENTIFIC INC. 490,995 $144,195,000.00 0.36%
TRAVELERS COMPANIES INC. 164,794 $24,640,000.00 0.06%
TYSON FOODS, INC. - ORDINARY SHARES - CLASS A 359,255 $29,006,000.00 0.07%
TOTAL SYSTEM SERVICES INC 173,992 $22,318,000.00 0.06%
TWILIO INC - ORDINARY SHARES CLASS A 50,000 $6,818,000.00 0.02%
TWITTER INC 881,200 $30,754,000.00 0.08%
TEXTRON INC. 1,395,902 $74,039,000.00 0.18%
UNDER ARMOUR INC - ORDINARY SHARES - CLASS C 235,541 $5,229,000.00 0.01%
UNDER ARMOUR INC - ORDINARY SHARES - CLASS A 12,852,900 $325,821,000.00 0.81%
UDR INC 331,800 $14,895,000.00 0.04%
UNIVERSAL HEALTH SERVICES, INC. - ORDINARY SHARES - CLASS B 100,659 $13,125,000.00 0.03%
UNITEDHEALTH GROUP INC 1,157,806 $282,516,000.00 0.70%
UNUM GROUP 99,269 $3,330,000.00 0.01%
UNION PACIFIC CORP. 716,488 $121,165,000.00 0.30%
UNITED PARCEL SERVICE, INC. - ORDINARY SHARES - CLASS B 763,189 $78,815,000.00 0.20%
UNITED RENTALS, INC. 429,626 $56,981,000.00 0.14%
U S BANCORP 707,500 $37,073,000.00 0.09%
UNITED TECHNOLOGIES CORP. 2,239,589 $291,594,000.00 0.73%
VISA INC - ORDINARY SHARES - CLASS A 1,810,440 $314,202,000.00 0.78%
VAPOTHERM INC 908,518 $20,896,000.00 0.05%
VARIAN MEDICAL SYSTEMS, INC. 35,395 $4,818,000.00 0.01%
VF CORP. 211,241 $18,452,000.00 0.05%
VALERO ENERGY CORP. 1,627,200 $139,305,000.00 0.35%
VULCAN MATERIALS CO 1,407,858 $193,313,000.00 0.48%
VORNADO REALTY TRUST 208,559 $13,369,000.00 0.03%
VENATOR MATERIALS PLC 6,809,275 $36,021,000.00 0.09%
VOYA FINANCIAL INC 819,000 $45,291,000.00 0.11%
VISTRA ENERGY CORP 7,690,895 $174,122,000.00 0.43%
VENTAS INC 451,500 $30,860,000.00 0.08%
VALVOLINE INC 100,000 $1,953,000.00 0.00%
VERIZON COMMUNICATIONS INC 4,570,839 $261,132,000.00 0.65%
WAYFAIR INC - ORDINARY SHARES - CLASS A 726,688 $106,096,000.00 0.26%
WESCO AIRCRAFT HOLDINGS INC 73,056 $811,000.00 0.00%
WESTERN ALLIANCE BANCORP 225,205 $10,071,000.00 0.03%
WATERS CORP. 87,056 $18,738,000.00 0.05%
WELLCARE HEALTH PLANS INC. 61,400 $17,503,000.00 0.04%
WELLTOWER INC 493,806 $40,260,000.00 0.10%
WELLS FARGO & CO. 4,720,674 $223,382,000.00 0.56%
CACTUS INC - ORDINARY SHARES - CLASS A 385,000 $12,751,000.00 0.03%
WESTLAKE CHEMICAL CORP 1,204,801 $83,685,000.00 0.21%
WASTE MANAGEMENT, INC. 1,096,201 $126,469,000.00 0.31%
WALMART INC 1,704,679 $188,350,000.00 0.47%
WPX ENERGY INC 9,111,000 $104,868,000.00 0.26%
WRKCO INC 310,289 $11,316,000.00 0.03%
SELECT ENERGY SERVICES INC - ORDINARY SHARES - CLASS A 1,350,388 $15,678,000.00 0.04%
WESTERN UNION COMPANY 226,413 $4,503,000.00 0.01%
WEYERHAEUSER CO. 1,299,900 $34,239,000.00 0.09%
CIMAREX ENERGY CO. 1,846,255 $109,538,000.00 0.27%
EXXON MOBIL CORP. 2,250,892 $172,486,000.00 0.43%
YUM BRANDS INC. 375,068 $41,509,000.00 0.10%
ZIMMER BIOMET HOLDINGS INC 248,548 $29,264,000.00 0.07%
ZOETIS INC - ORDINARY SHARES - CLASS A 557,039 $63,218,000.00 0.16%
FIRST DATA CORP NEW 1,400,000 $37,898,000.00 0.09%
TORCHMARK CORP 88,400 $7,908,000.00 0.02%
SENTINEL ENERGY SVCS INC 333,334 $233,000.00 0.00%
EMBRAER S A 78,117 $1,572,000.00 0.00%
ARYA SCIENCES ACQUISITION CO 625,000 $938,000.00 0.00%
DBV TECHNOLOGIES S A 50,000 $411,000.00 0.00%
RED HAT INC 527,200 $98,987,000.00 0.25%
L3 TECHNOLOGIES INC 86,581 $21,227,000.00 0.05%
STMICROELECTRONICS N V 421,800 $7,432,000.00 0.02%
TOYOTA MOTOR CORP 384,208 $47,638,000.00 0.12%
SPARTAN ENERGY ACQUISITON CO 1,584,000 $1,410,000.00 0.00%
ORCHARD THERAPEUTICS PLC 1,730,800 $24,214,000.00 0.06%
REGALWOOD GLOBAL ENERGY LTD 666,666 $600,000.00 0.00%
TABLEAU SOFTWARE INC 85,000 $14,112,000.00 0.04%
CELLECTIS S A 575,000 $8,970,000.00 0.02%
ROYAL DUTCH SHELL PLC 190,000 $12,363,000.00 0.03%
CBOE GLOBAL MARKETS INC 135,000 $13,990,000.00 0.03%
SANOFI 614,455 $320,000.00 0.00%
BROWN FORMAN CORP 195,832 $10,855,000.00 0.03%
TCF FINL CORP 870,000 $18,087,000.00 0.05%
BERKSHIRE HATHAWAY INC DEL 2,261,669 $482,120,000.00 1.20%
BP PLC 135,000 $5,630,000.00 0.01%
ASCENDIS PHARMA A S 250,000 $28,788,000.00 0.07%
ARRAY BIOPHARMA INC 20,000 $927,000.00 0.00%
SAP SE 350,000 $47,880,000.00 0.12%
ANADARKO PETE CORP 11,062,619 $780,578,000.00 1.94%
AMARIN CORP PLC 3,375,000 $65,441,000.00 0.16%
NOVO-NORDISK A S 1,600,000 $81,664,000.00 0.20%
MOOG INC 7,553 $707,000.00 0.00%
ALTA MESA RES INC 66,666
XEROX CORP 977,900 $34,627,000.00 0.09%
AMCI ACQUISITION CORP 1,800,000 $522,000.00 0.00%
TORTOISE ACQUISITION CORP 1,012,500 $709,000.00 0.00%
WORLDPAY INC 187,000 $22,917,000.00 0.06%
TOTAL S A 370,000 $20,642,000.00 0.05%
HEALTH SCIENCES ACQUSTN CORP 1,020,000 $10,815,000.00 0.03%
GS ACQUISITION HLDGS CORP 2,700,000 $28,350,000.00 0.07%
GDS HLDGS LTD 657,171 $24,690,000.00 0.06%