CIK: 0001056973 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 13, 2014
Total Value ($000): $9,263,610 (98.6% shares, 1.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | COVIDIEN PLC | 2,962,000 | $256,243 | 2.8% | $87.01 | — | SHS | G2554F113 |
| NRG | NRG ENERGY INC | 5,538,400 | $168,810 | 1.8% | $21.75 | +11.6% | COM NEW | 629377508 |
| VLO | VALERO ENERGY CORP NEW | 3,363,300 | $155,620 | 1.7% | $32.07 | +1.8% | COM | 91913Y100 |
| — | BUNGE LIMITED | 1,692,750 | $142,580 | 1.5% | $71.15 | — | COM | G16962105 |
| — | REALOGY HLDGS CORP | 3,658,789 | $136,107 | 1.5% | $39.34 | — | COM | 75605Y106 |
| — | PROTECTIVE LIFE CORP | 1,840,000 | $127,714 | 1.4% | $69.37 | — | COM | 743674103 |
| — | DIRECTV | 1,247,000 | $107,890 | 1.2% | $85.77 | — | COM | 25490A309 |
| KMT | KENNAMETAL INC | 2,600,000 | $107,406 | 1.2% | $32.46 | -0.7% | COM | 489170100 |
| — | LORILLARD INC | 1,789,900 | $107,233 | 1.2% | $59.97 | — | COM | 544147101 |
| — | EXTERRAN HLDGS INC | 2,391,524 | $105,968 | 1.1% | $31.56 | — | COM | 30225X103 |
| — | ROCKWOOD HLDGS INC | 1,314,800 | $100,516 | 1.1% | $76.38 | — | COM | 774415103 |
| TPH | TRI POINTE HOMES INC | 7,650,530 | $98,998 | 1.1% | $15.33 | -7.2% | COM | 87265H109 |
| — | PENNSYLVANIA RL ESTATE INVT | 4,790,450 | $95,522 | 1.0% | $18.63 | — | SH BEN INT | 709102107 |
| — | MEADWESTVACO CORP | 2,226,080 | $91,136 | 1.0% | $37.89 | — | COM | 583334107 |
| — | CIT GROUP INC | 1,970,454 | $90,562 | 1.0% | $47.53 | — | COM NEW | 125581801 |
| JPM | JPMORGAN CHASE & CO | 1,500,000 | $90,360 | 1.0% | $39.89 | +8.1% | COM | 46625H100 |
| BLMN | BLOOMIN BRANDS INC | 4,762,109 | $87,337 | 0.9% | $15.74 | -10.3% | COM | 094235108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 2,988,701 | $82,907 | 0.9% | $12.73 | 0.0% | FNF GROUP COM | 31620R303 |
| FE | FIRSTENERGY CORP | 2,405,800 | $80,763 | 0.9% | $20.66 | -0.3% | COM | 337932107 |
| — | HUDSON CITY BANCORP | 8,262,426 | $80,311 | 0.9% | $9.43 | — | COM | 443683107 |
| SRE | SEMPRA ENERGY | 759,423 | $80,028 | 0.9% | $35.67 | +1.4% | COM | 816851109 |
| — | MARATHON OIL CORP | 1,989,399 | $74,782 | 0.8% | $36.85 | — | COM | 565849106 |
| — | EXPRESS INC | 4,775,900 | $74,552 | 0.8% | $15.83 | — | COM | 30219E103 |
| — | STARWOOD HOTELS&RESORTS WRLD | 879,411 | $73,176 | 0.8% | $80.68 | — | COM | 85590A401 |
| AVT | AVNET INC | 1,728,868 | $71,748 | 0.8% | $30.71 | +10.8% | COM | 053807103 |
| CSCO | CISCO SYS INC | 2,850,000 | $71,735 | 0.8% | $15.32 | +15.5% | COM | 17275R102 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 1,925,600 | $71,709 | 0.8% | $21.99 | +12.6% | COM | 744573106 |
| — | TRW AUTOMOTIVE HLDGS CORP | 705,000 | $71,381 | 0.8% | $101.25 | — | COM | 87264S106 |
| AEP | AMERICAN ELEC PWR INC | 1,359,300 | $70,969 | 0.8% | $31.62 | +11.7% | COM | 025537101 |
| — | BAKER HUGHES INC | 1,064,509 | $69,257 | 0.7% | $60.83 | — | COM | 057224107 |
| QCOM | QUALCOMM INC | 925,024 | $69,164 | 0.7% | $49.09 | +12.9% | COM | 747525103 |
| — | HILL ROM HLDGS INC | 1,650,000 | $68,360 | 0.7% | $41.49 | — | COM | 431475102 |
| ALLY | ALLY FINL INC | 2,925,500 | $67,696 | 0.7% | $18.40 | -0.8% | COM | 02005N100 |
| LOW | LOWES COS INC | 1,239,159 | $65,576 | 0.7% | $33.16 | +24.2% | COM | 548661107 |
| — | INTERNATIONAL GAME TECHNOLOG | 3,818,200 | $64,413 | 0.7% | $16.87 | — | COM | 459902102 |
| CMCSA | COMCAST CORP NEW | 1,192,680 | $64,142 | 0.7% | $21.17 | 0.0% | CL A | 20030N101 |
| — | SPIRIT RLTY CAP INC NEW | 5,765,739 | $63,250 | 0.7% | $9.47 | — | COM | 84860W102 |
| — | WYNDHAM WORLDWIDE CORP | 773,750 | $62,875 | 0.7% | $77.30 | — | COM | 98310W108 |
| — | ULTRATECH INC | 2,747,686 | $62,510 | 0.7% | $28.38 | — | COM | 904034105 |
| AAP | ADVANCE AUTO PARTS INC | 472,899 | $61,619 | 0.7% | $110.15 | +4.0% | COM | 00751Y106 |
| GAP | GAP INC DEL | 1,473,100 | $61,414 | 0.7% | $27.12 | +5.8% | COM | 364760108 |
| EXC | EXELON CORP | 1,792,745 | $61,115 | 0.7% | $13.80 | +13.3% | COM | 30161N101 |
| RF | REGIONS FINL CORP NEW | 5,937,875 | $59,616 | 0.6% | $6.74 | +2.6% | COM | 7591EP100 |
| — | GENERAL GROWTH PPTYS INC NEW | 2,434,234 | $57,326 | 0.6% | $21.01 | — | COM | 370023103 |
| BKD | BROOKDALE SR LIVING INC | 1,767,079 | $56,935 | 0.6% | $31.77 | +7.3% | COM | 112463104 |
| — | ROCK-TENN CO | 1,193,436 | $56,784 | 0.6% | $70.65 | — | CL A | 772739207 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,519,227 | $56,591 | 0.6% | $23.20 | +22.7% | COM | 416515104 |
| MSFT | MICROSOFT CORP | 1,201,752 | $55,713 | 0.6% | $36.19 | +4.1% | COM | 594918104 |
| CL | COLGATE PALMOLIVE CO | 851,270 | $55,520 | 0.6% | $50.68 | 0.0% | COM | 194162103 |
| ROST | ROSS STORES INC | 731,696 | $55,302 | 0.6% | $31.10 | +0.1% | COM | 778296103 |
| COF | CAPITAL ONE FINL CORP | 674,800 | $55,077 | 0.6% | $65.53 | +1.7% | COM | 14040H105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 1,222,367 | $54,725 | 0.6% | $41.23 | +1.2% | CL A | 192446102 |
| — | JUNIPER NETWORKS INC | 2,425,000 | $53,714 | 0.6% | $23.63 | — | COM | 48203R104 |
| VZ | VERIZON COMMUNICATIONS INC | 1,069,124 | $53,446 | 0.6% | $27.01 | +2.9% | COM | 92343V104 |
| AAL | AMERICAN AIRLS GROUP INC | 1,500,100 | $53,224 | 0.6% | $36.18 | +2.7% | COM | 02376R102 |
| FITB | FIFTH THIRD BANCORP | 2,582,200 | $51,696 | 0.6% | $14.14 | -1.5% | COM | 316773100 |
| BAC | BANK AMER CORP | 2,947,800 | $50,260 | 0.5% | $12.24 | +2.7% | COM | 060505104 |
| ED | CONSOLIDATED EDISON INC | 882,700 | $50,014 | 0.5% | $37.46 | 0.0% | COM | 209115104 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 3,440,392 | $49,954 | 0.5% | $9.49 | -6.0% | COM | 02553E106 |
| — | SWIFT TRANSN CO | 2,350,000 | $49,303 | 0.5% | $20.98 | — | CL A | 87074U101 |
| — | WHITING PETE CORP NEW | 615,082 | $47,700 | 0.5% | $48.48 | — | COM | 966387102 |
| C | CITIGROUP INC | 900,000 | $46,638 | 0.5% | $35.41 | +5.7% | COM NEW | 172967424 |
| TDC | TERADATA CORP DEL | 1,106,580 | $46,388 | 0.5% | $44.64 | -3.6% | COM | 88076W103 |
| — | CONCUR TECHNOLOGIES INC | 365,000 | $46,289 | 0.5% | $126.82 | — | COM | 206708109 |
| SLAB | SILICON LABORATORIES INC | 1,114,998 | $45,314 | 0.5% | $41.71 | +5.5% | COM | 826919102 |
| — | PARTNERRE LTD | 401,562 | $44,128 | 0.5% | $90.81 | — | COM | G6852T105 |
| PRU | PRUDENTIAL FINL INC | 499,650 | $43,939 | 0.5% | $51.36 | +7.0% | COM | 744320102 |
| — | URS CORP NEW | 756,000 | $43,553 | 0.5% | $57.61 | — | COM | 903236107 |
| — | SIGMA ALDRICH CORP | 320,000 | $43,523 | 0.5% | $136.01 | — | COM | 826552101 |
| HAL | HALLIBURTON CO | 666,410 | $42,990 | 0.5% | $43.77 | +26.1% | COM | 406216101 |
| — | ENCANA CORP | 2,006,610 | $42,560 | 0.5% | $21.24 | — | COM | 292505104 |
| — | UTI WORLDWIDE INC | 3,999,200 | $42,511 | 0.5% | $10.50 | — | ORD | G87210103 |
| — | MICHAEL KORS HLDGS LTD | 591,332 | $42,215 | 0.5% | $71.39 | — | SHS | G60754101 |
| — | CROWN CASTLE INTL CORP | 515,632 | $41,524 | 0.4% | $80.53 | — | COM | 228227104 |
| NTAP | NETAPP INC | 949,443 | $40,788 | 0.4% | $28.85 | +4.5% | COM | 64110D104 |
| — | GULFPORT ENERGY CORP | 755,019 | $40,318 | 0.4% | $62.80 | — | COM NEW | 402635304 |
| — | PRECISION DRILLING CORP | 3,692,958 | $39,847 | 0.4% | $9.37 | — | COM 2010 | 74022D308 |
| — | NABORS INDUSTRIES LTD | 1,740,300 | $39,609 | 0.4% | $22.76 | — | SHS | G6359F103 |
| GEO | GEO GROUP INC NEW | 1,028,926 | $39,326 | 0.4% | $13.45 | 0.0% | COM | 36162J106 |
| — | PRICELINE GRP INC | 33,918 | $39,297 | 0.4% | $1032.87 | — | COM NEW | 741503403 |
| — | COBALT INTL ENERGY INC | 2,854,800 | $38,825 | 0.4% | $14.16 | — | COM | 19075F106 |
| MCK | MCKESSON CORP | 192,929 | $37,557 | 0.4% | $136.94 | +29.1% | COM | 58155Q103 |
| — | ALON USA ENERGY INC | 2,600,000 | $37,336 | 0.4% | $14.36 | — | COM | 020520102 |
| — | INTERNATIONAL RECTIFIER CORP | 950,000 | $37,278 | 0.4% | $39.24 | — | COM | 460254105 |
| WMB | WILLIAMS COS INC DEL | 670,950 | $37,137 | 0.4% | $24.17 | +25.1% | COM | 969457100 |
| — | EXTENDED STAY AMER INC | 1,509,800 | $35,843 | 0.4% | $23.74 | — | UNIT 99/99/9999B | 30224P200 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $35,525 | 0.4% | $11.22 | — | COM NEW | 75972A301 |
| — | MONEYGRAM INTL INC | 2,823,681 | $35,409 | 0.4% | $15.74 | — | COM NEW | 60935Y208 |
| — | TIME WARNER CABLE INC | 243,938 | $35,003 | 0.4% | $116.10 | — | COM | 88732J207 |
| — | KINDRED HEALTHCARE INC | 1,800,000 | $34,920 | 0.4% | $19.40 | — | COM | 494580103 |
| — | CHIQUITA BRANDS INTL INC | 2,456,898 | $34,888 | 0.4% | $12.23 | — | COM | 170032809 |
| LEN | LENNAR CORP | 878,464 | $34,111 | 0.4% | $31.91 | +5.3% | CL A | 526057104 |
| — | SUNTRUST BKS INC | 880,988 | $33,504 | 0.4% | $39.00 | — | COM | 867914103 |
| INTU | INTUIT | 380,517 | $33,352 | 0.4% | $72.46 | +4.5% | COM | 461202103 |
| — | VIMPELCOM LTD | 4,597,154 | $33,191 | 0.4% | $9.25 | — | SPONSORED ADR | 92719A106 |
| CRM | SALESFORCE COM INC | 568,700 | $32,717 | 0.4% | $50.73 | +9.7% | COM | 79466L302 |
| SNPS | SYNOPSYS INC | 812,713 | $32,261 | 0.3% | $38.10 | +4.0% | COM | 871607107 |
| — | POST PPTYS INC | 621,784 | $31,922 | 0.3% | $48.00 | — | COM | 737464107 |
| — | ANADARKO PETE CORP | 310,138 | $31,460 | 0.3% | $90.88 | — | COM | 032511107 |
| DHI | D R HORTON INC | 1,505,700 | $30,897 | 0.3% | $19.50 | -0.3% | COM | 23331A109 |
| — | VITAMIN SHOPPE INC | 672,457 | $29,850 | 0.3% | $44.14 | — | COM | 92849E101 |
| PHM | PULTE GROUP INC | 1,677,500 | $29,625 | 0.3% | $16.33 | -0.2% | COM | 745867101 |
| — | ENERGY XXI BERMUDA LTD | 2,599,016 | $29,499 | 0.3% | $19.36 | — | USD UNRS SHS | G10082140 |
| DVN | DEVON ENERGY CORP NEW | 432,050 | $29,457 | 0.3% | $49.04 | +2.6% | COM | 25179M103 |
| MRK | MERCK & CO INC NEW | 491,760 | $29,152 | 0.3% | $32.20 | +22.3% | COM | 58933Y105 |
| KMB | KIMBERLY CLARK CORP | 267,665 | $28,793 | 0.3% | $71.17 | -0.4% | COM | 494368103 |
| — | LABORATORY CORP AMER HLDGS | 278,807 | $28,369 | 0.3% | $101.96 | — | COM NEW | 50540R409 |
| PVH | PVH CORP | 233,254 | $28,259 | 0.3% | $122.12 | -5.6% | COM | 693656100 |
| — | FOREST CITY ENTERPRISES INC | 1,442,788 | $28,221 | 0.3% | $19.58 | — | CL A | 345550107 |
| NI | NISOURCE INC | 688,300 | $28,207 | 0.3% | $10.06 | +6.4% | COM | 65473P105 |
| — | HERSHA HOSPITALITY TR | 4,421,824 | $28,167 | 0.3% | $5.91 | — | SH BEN INT A | 427825104 |
| — | SAPIENT CORP | 2,002,705 | $28,038 | 0.3% | $14.00 | — | COM | 803062108 |
| — | XILINX INC | 659,700 | $27,938 | 0.3% | $42.35 | — | COM | 983919101 |
| — | TRIQUINT SEMICONDUCTOR INC | 1,460,000 | $27,842 | 0.3% | $19.07 | — | COM | 89674K103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 2,054,200 | $27,557 | 0.3% | $15.01 | +1.0% | COM | 01988P108 |
| GPN | GLOBAL PMTS INC | 392,976 | $27,461 | 0.3% | $33.23 | +2.2% | COM | 37940X102 |
| PAYX | PAYCHEX INC | 618,370 | $27,332 | 0.3% | $28.91 | +2.9% | COM | 704326107 |
| — | FAMILY DLR STORES INC | 353,500 | $27,304 | 0.3% | $75.27 | — | COM | 307000109 |
| RIG | TRANSOCEAN LTD | 850,000 | $27,175 | 0.3% | $39.12 | 0.0% | REG SHS | H8817H100 |
| — | DYNEGY INC NEW DEL | 935,800 | $27,007 | 0.3% | $28.86 | — | COM | 26817R108 |
| — | PINNACLE FOODS INC DEL | 815,200 | $26,616 | 0.3% | $30.99 | — | COM | 72348P104 |
| — | COVANCE INC | 333,125 | $26,217 | 0.3% | $78.70 | — | COM | 222816100 |
| — | SOLARWINDS INC | 612,272 | $25,746 | 0.3% | $40.04 | — | COM | 83416B109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 210,761 | $25,650 | 0.3% | $101.38 | +15.8% | COM | 883556102 |
| NBHC | NATIONAL BK HLDGS CORP | 1,333,926 | $25,505 | 0.3% | $14.79 | +6.6% | CL A | 633707104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 538,896 | $25,452 | 0.3% | $14.31 | +31.9% | COM | 595017104 |
| — | ACE LTD | 239,393 | $25,105 | 0.3% | $89.48 | — | SHS | H0023R105 |
| ABT | ABBOTT LABS | 599,800 | $24,946 | 0.3% | $28.45 | +19.9% | COM | 002824100 |
| — | NEUSTAR INC | 1,000,000 | $24,830 | 0.3% | $25.51 | — | CL A | 64126X201 |
| MDLZ | MONDELEZ INTL INC | 714,400 | $24,479 | 0.3% | $27.14 | +4.3% | CL A | 609207105 |
| IVZ | INVESCO LTD | 619,395 | $24,454 | 0.3% | $20.71 | +15.9% | SHS | G491BT108 |
| — | REYNOLDS AMERICAN INC | 411,660 | $24,288 | 0.3% | $57.67 | — | COM | 761713106 |
| KRE | SPDR SERIES TRUST | 637,500 | $24,136 | 0.3% | $39.61 | — | S&P REGL BKG | 78464A698 |
| SHOO | MADDEN STEVEN LTD | 737,578 | $23,772 | 0.3% | $19.33 | 0.0% | COM | 556269108 |
| — | CLECO CORP NEW | 485,368 | $23,370 | 0.3% | $48.15 | — | COM | 12561W105 |
| OGE | OGE ENERGY CORP | 625,000 | $23,194 | 0.3% | $36.81 | 0.0% | COM | 670837103 |
| FIS | FIDELITY NATL INFORMATION SV | 411,827 | $23,186 | 0.3% | $43.71 | +6.3% | COM | 31620M106 |
| — | PHH CORP | 1,024,865 | $22,916 | 0.2% | $22.98 | — | COM NEW | 693320202 |
| — | WELLPOINT INC | 191,045 | $22,853 | 0.2% | $83.95 | — | COM | 94973V107 |
| — | CHUBB CORP | 244,100 | $22,233 | 0.2% | $91.70 | — | COM | 171232101 |
| GGB | GERDAU S A | 4,575,600 | $21,963 | 0.2% | $5.47 | — | SPON ADR REP PFD | 373737105 |
| GIS | GENERAL MLS INC | 433,800 | $21,885 | 0.2% | $35.46 | 0.0% | COM | 370334104 |
| — | TRANSOCEAN PARTNERS LLC | 823,600 | $21,562 | 0.2% | $26.18 | — | COM UNIT RP LT | Y8977Y100 |
| TSN | TYSON FOODS INC | 543,000 | $21,378 | 0.2% | $30.16 | -1.8% | CL A | 902494103 |
| AL | AIR LEASE CORP | 656,000 | $21,320 | 0.2% | $32.29 | -3.8% | CL A | 00912X302 |
| — | NIELSEN N V | 478,592 | $21,216 | 0.2% | $44.33 | — | COM | N63218106 |
| HSY | HERSHEY CO | 220,465 | $21,039 | 0.2% | $70.60 | 0.0% | COM | 427866108 |
| — | MEAD JOHNSON NUTRITION CO | 218,109 | $20,986 | 0.2% | $94.36 | — | COM | 582839106 |
| CRI | CARTER INC | 269,650 | $20,903 | 0.2% | $58.59 | 0.0% | COM | 146229109 |
| — | WHITEWAVE FOODS CO | 568,741 | $20,662 | 0.2% | $36.33 | — | COM | 966244105 |
| — | GOOGLE INC | 35,783 | $20,660 | 0.2% | $575.29 | — | CL C | 38259P706 |
| PEP | PEPSICO INC | 218,675 | $20,356 | 0.2% | $64.88 | 0.0% | COM | 713448108 |
| — | OASIS PETE INC NEW | 472,800 | $19,768 | 0.2% | $41.74 | — | COM | 674215108 |
| — | CAPITAL BK FINL CORP | 826,018 | $19,725 | 0.2% | $19.13 | — | CL A COM | 139794101 |
| SWX | SOUTHWEST GAS CORP | 405,700 | $19,709 | 0.2% | $51.09 | -0.0% | COM | 844895102 |
| — | LACLEDE GROUP INC | 415,868 | $19,296 | 0.2% | $47.21 | — | COM | 505597104 |
| — | E M C CORP MASS | 657,512 | $19,239 | 0.2% | $26.59 | — | COM | 268648102 |
| — | LIBERTY INTERACTIVE CORP | 505,416 | $19,186 | 0.2% | $78.27 | — | LBT VENT COM A | 53071M880 |
| — | WELLPOINT INC | 11,500,000 | $19,086 | 0.2% | $1.54 | — | NOTE 2.750%10/1 | 94973VBG1 |
| DDS | DILLARDS INC | 174,604 | $19,028 | 0.2% | $80.32 | +7.4% | CL A | 254067101 |
| TKR | TIMKEN CO | 444,753 | $18,853 | 0.2% | $45.98 | +0.1% | COM | 887389104 |
| — | CHICOS FAS INC | 1,250,000 | $18,463 | 0.2% | $16.22 | — | COM | 168615102 |
| — | TALISMAN ENERGY INC | 2,122,200 | $18,357 | 0.2% | $9.98 | — | COM | 87425E103 |
| TROW | PRICE T ROWE GROUP INC | 233,820 | $18,331 | 0.2% | $49.34 | +6.6% | COM | 74144T108 |
| — | KOSMOS ENERGY LTD | 1,810,000 | $18,028 | 0.2% | $9.96 | — | SHS | G5315B107 |
| — | MOLINA HEALTHCARE INC | 15,000,000 | $17,682 | 0.2% | $1.22 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| ARMK | ARAMARK | 665,687 | $17,508 | 0.2% | $16.94 | -0.7% | COM | 03852U106 |
| ALLE | ALLEGION PUB LTD CO | 360,198 | $17,160 | 0.2% | $41.58 | +11.5% | ORD SHS | G0176J109 |
| — | CITRIX SYS INC | 239,639 | $17,096 | 0.2% | $60.09 | — | COM | 177376100 |
| URBN | URBAN OUTFITTERS INC | 463,400 | $17,007 | 0.2% | $36.76 | +0.0% | COM | 917047102 |
| — | ANNIES INC | 369,900 | $16,978 | 0.2% | $45.90 | — | COM | 03600T104 |
| — | TENNECO INC | 323,493 | $16,922 | 0.2% | $58.94 | — | COM | 880349105 |
| — | ENVISION HEALTHCARE HLDGS IN | 480,400 | $16,660 | 0.2% | $34.68 | — | COM | 29413U103 |
| — | TWENTY FIRST CENTY FOX INC | 481,900 | $16,524 | 0.2% | $34.29 | — | CL A | 90130A101 |
| — | ACTAVIS PLC | 68,304 | $16,480 | 0.2% | $205.85 | — | SHS | G0083B108 |
| — | NRG YIELD INC | 347,200 | $16,336 | 0.2% | $47.05 | — | COM CL A | 62942X108 |
| — | APARTMENT INVT & MGMT CO | 512,910 | $16,321 | 0.2% | $28.73 | — | CL A | 03748R101 |
| — | CEMEX SAB DE CV | 11,000,000 | $16,203 | 0.2% | $1.48 | — | NOTE 3.750% 3/1 | 151290BC6 |
| PGR | PROGRESSIVE CORP OHIO | 628,600 | $15,891 | 0.2% | $17.67 | 0.0% | COM | 743315103 |
| NVGS | NAVIGATOR HOLDINGS LTD | 559,873 | $15,581 | 0.2% | $33.45 | -16.1% | SHS | Y62132108 |
| V | VISA INC | 72,574 | $15,485 | 0.2% | $48.17 | +3.0% | COM CL A | 92826C839 |
| GPRE | GREEN PLAINS INC | 406,345 | $15,193 | 0.2% | $20.71 | +92.8% | COM | 393222104 |
| KEY | KEYCORP NEW | 1,138,700 | $15,179 | 0.2% | $8.82 | 0.0% | COM | 493267108 |
| — | TYSON FOODS INC | 300,000 | $15,115 | 0.2% | $50.38 | — | UNIT 99/99/9999 | 902494301 |
| — | RYLAND GROUP INC | 453,073 | $15,060 | 0.2% | $33.24 | — | COM | 783764103 |
| — | PMC-SIERRA INC | 2,007,252 | $14,974 | 0.2% | $7.57 | — | COM | 69344F106 |
| MS | MORGAN STANLEY | 430,890 | $14,896 | 0.2% | $22.25 | +10.7% | COM NEW | 617446448 |
| — | CALPINE CORP | 684,200 | $14,847 | 0.2% | $23.81 | — | COM NEW | 131347304 |
| — | TYCO INTERNATIONAL LTD | 331,777 | $14,787 | 0.2% | $33.44 | — | SHS | H89128104 |
| — | MCGRAW HILL FINL INC | 174,913 | $14,771 | 0.2% | $76.68 | — | COM | 580645109 |
| — | SIRIUS XM HLDGS INC | 4,200,000 | $14,658 | 0.2% | $3.20 | — | COM | 82968B103 |
| — | MARKET VECTORS ETF TR | 294,900 | $14,630 | 0.2% | $48.16 | — | OIL SVCS ETF | 57060U191 |
| — | FMC TECHNOLOGIES INC | 264,106 | $14,344 | 0.2% | $56.50 | — | COM | 30249U101 |
| — | LAM RESEARCH CORP | 189,400 | $14,148 | 0.2% | $50.59 | — | COM | 512807108 |
| — | COMPUWARE CORP | 1,332,000 | $14,133 | 0.2% | $10.52 | — | COM | 205638109 |
| DAR | DARLING INGREDIENTS INC | 753,800 | $13,810 | 0.1% | $20.62 | -6.2% | COM | 237266101 |
| AMZN | AMAZON COM INC | 42,811 | $13,804 | 0.1% | $16.08 | +3.5% | COM | 023135106 |
| — | JARDEN CORP | 10,000,000 | $13,704 | 0.1% | $1.37 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CORNERSTONE ONDEMAND INC | 397,002 | $13,661 | 0.1% | $44.68 | — | COM | 21925Y103 |
| — | HERTZ GLOBAL HOLDINGS INC | 537,460 | $13,646 | 0.1% | $27.21 | — | COM | 42805T105 |
| — | RYLAND GROUP INC | 11,008,000 | $13,596 | 0.1% | $1.38 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| TAP | MOLSON COORS BREWING CO | 181,350 | $13,500 | 0.1% | $55.38 | 0.0% | CL B | 60871R209 |
| RNR | RENAISSANCERE HOLDINGS LTD | 134,760 | $13,475 | 0.1% | $91.91 | +11.6% | COM | G7496G103 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 306,552 | $13,455 | 0.1% | $20.64 | +7.2% | COM | 78467J100 |
| — | PRICELINE GRP INC | 10,000,000 | $13,453 | 0.1% | $1.35 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| VSH | VISHAY INTERTECHNOLOGY INC | 940,028 | $13,433 | 0.1% | $10.88 | +13.3% | COM | 928298108 |
| — | HOMEAWAY INC | 366,523 | $13,012 | 0.1% | $31.57 | — | COM | 43739Q100 |
| — | ENERGIZER HLDGS INC | 105,064 | $12,945 | 0.1% | $123.21 | — | COM | 29266R108 |
| ZBH | ZIMMER HLDGS INC | 126,920 | $12,762 | 0.1% | $71.58 | +25.1% | COM | 98956P102 |
| PRGO | PERRIGO CO PLC | 84,518 | $12,694 | 0.1% | $149.11 | 0.0% | SHS | G97822103 |
| MA | MASTERCARD INC | 171,144 | $12,651 | 0.1% | $71.09 | 0.0% | CL A | 57636Q104 |
| BHE | BENCHMARK ELECTRS INC | 569,500 | $12,649 | 0.1% | $20.13 | 0.0% | COM | 08160H101 |
| CROX | CROCS INC | 1,000,000 | $12,580 | 0.1% | $13.61 | +10.2% | COM | 227046109 |
| — | CENTERSTATE BANKS INC | 1,210,632 | $12,530 | 0.1% | $11.06 | — | COM | 15201P109 |
| PLXS | PLEXUS CORP | 338,600 | $12,504 | 0.1% | $40.50 | 0.0% | COM | 729132100 |
| SBUX | STARBUCKS CORP | 164,675 | $12,426 | 0.1% | $30.85 | 0.0% | COM | 855244109 |
| — | QLIK TECHNOLOGIES INC | 457,751 | $12,378 | 0.1% | $24.35 | — | COM | 74733T105 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 10,000,000 | $12,340 | 0.1% | $1.23 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | LIBERTY GLOBAL PLC | 293,479 | $12,037 | 0.1% | $42.29 | — | SHS CL C | G5480U120 |
| — | INVESTORS BANCORP INC NEW | 1,187,958 | $12,034 | 0.1% | $10.78 | — | COM | 46146L101 |
| — | LINKEDIN CORP | 57,850 | $12,021 | 0.1% | $171.47 | — | COM CL A | 53578A108 |
| — | TECH DATA CORP | 200,400 | $11,796 | 0.1% | $60.96 | — | COM | 878237106 |
| — | CIRCOR INTL INC | 173,717 | $11,696 | 0.1% | $72.67 | — | COM | 17273K109 |
| — | COACH INC | 325,000 | $11,573 | 0.1% | $35.61 | — | COM | 189754104 |
| HCA | HCA HOLDINGS INC | 163,800 | $11,551 | 0.1% | $37.25 | +64.9% | COM | 40412C101 |
| SWK | STANLEY BLACK & DECKER INC | 129,200 | $11,472 | 0.1% | $63.48 | +5.5% | COM | 854502101 |
| — | NATIONAL INTERSTATE CORP | 409,311 | $11,420 | 0.1% | $26.81 | — | COM | 63654U100 |
| — | ATHLON ENERGY INC | 196,100 | $11,419 | 0.1% | $34.03 | — | COM | 047477104 |
| — | GENCORP INC | 706,382 | $11,281 | 0.1% | $16.60 | — | COM | 368682100 |
| — | PROCERA NETWORKS INC | 1,144,608 | $10,965 | 0.1% | $10.38 | — | COM NEW | 74269U203 |
| — | CIMAREX ENERGY CO | 86,410 | $10,933 | 0.1% | $101.33 | — | COM | 171798101 |
| — | DOW CHEM CO | 207,520 | $10,882 | 0.1% | $51.46 | — | COM | 260543103 |
| ALB | ALBEMARLE CORP | 182,300 | $10,737 | 0.1% | $54.91 | 0.0% | COM | 012653101 |
| — | DRESSER-RAND GROUP INC | 130,000 | $10,694 | 0.1% | $82.26 | — | COM | 261608103 |
| — | ICONIX BRAND GROUP INC | 8,000,000 | $10,222 | 0.1% | $1.28 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | PATTERSON COMPANIES INC | 244,800 | $10,142 | 0.1% | $41.43 | — | COM | 703395103 |
| SU | SUNCOR ENERGY INC NEW | 274,670 | $9,929 | 0.1% | $22.24 | +21.2% | COM | 867224107 |
| — | TIM PARTICIPACOES S A | 373,780 | $9,793 | 0.1% | $26.20 | — | SPONSORED ADR | 88706P205 |
| HE | HAWAIIAN ELEC INDUSTRIES | 368,200 | $9,776 | 0.1% | $24.82 | 0.0% | COM | 419870100 |
| HUN | HUNTSMAN CORP | 369,400 | $9,601 | 0.1% | $27.26 | 0.0% | COM | 447011107 |
| — | HARBINGER GROUP INC | 695,000 | $9,118 | 0.1% | $11.87 | — | COM | 41146A106 |
| — | COMVERSE INC | 399,223 | $8,915 | 0.1% | $30.47 | — | COM | 20585P105 |
| — | COCA COLA ENTERPRISES INC NE | 200,200 | $8,881 | 0.1% | $47.78 | — | COM | 19122T109 |
| META | FACEBOOK INC | 112,154 | $8,865 | 0.1% | $72.85 | 0.0% | CL A | 30303M102 |
| NAVI | NAVIENT CORP | 500,000 | $8,855 | 0.1% | $16.58 | +6.2% | COM | 63938C108 |
| — | EXPRESS SCRIPTS HLDG CO | 125,300 | $8,850 | 0.1% | $65.91 | — | COM | 30219G108 |
| DLTR | DOLLAR TREE INC | 153,650 | $8,615 | 0.1% | $57.61 | -4.3% | COM | 256746108 |
| — | THOMSON REUTERS CORP | 226,050 | $8,230 | 0.1% | $34.59 | — | COM | 884903105 |
| CE | CELANESE CORP DEL | 138,300 | $8,093 | 0.1% | $49.55 | 0.0% | COM SER A | 150870103 |
| AMH | AMERICAN HOMES 4 RENT | 475,900 | $8,038 | 0.1% | $16.89 | — | CL A | 02665T306 |
| — | SOLERA HOLDINGS INC | 140,417 | $7,914 | 0.1% | $56.36 | — | COM | 83421A104 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 190,000 | $7,849 | 0.1% | $24.37 | +2.3% | COM | 808541106 |
| ANDE | ANDERSONS INC | 122,302 | $7,690 | 0.1% | $48.24 | 0.0% | COM | 034164103 |
| — | WASHINGTON PRIME GROUP INC | 439,100 | $7,675 | 0.1% | $18.70 | — | COM | 939647103 |
| GM | GENERAL MTRS CO | 240,140 | $7,670 | 0.1% | $26.55 | -0.2% | COM | 37045V100 |
| — | LIFE TIME FITNESS INC | 150,000 | $7,566 | 0.1% | $48.91 | — | COM | 53217R207 |
| BXP | BOSTON PROPERTIES INC | 63,277 | $7,325 | 0.1% | $72.91 | +1.9% | COM | 101121101 |
| HBAN | HUNTINGTON BANCSHARES INC | 750,827 | $7,306 | 0.1% | $6.01 | +4.6% | COM | 446150104 |
| — | IHS INC | 57,705 | $7,224 | 0.1% | $124.86 | — | CL A | 451734107 |
| — | RENEWABLE ENERGY GROUP INC | 7,000,000 | $7,207 | 0.1% | $1.08 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| EOG | EOG RES INC | 71,034 | $7,034 | 0.1% | $59.96 | +32.3% | COM | 26875P101 |
| — | CLOUD PEAK ENERGY INC | 548,900 | $6,927 | 0.1% | $17.08 | — | COM | 18911Q102 |
| DG | DOLLAR GEN CORP NEW | 113,060 | $6,909 | 0.1% | $49.73 | +4.7% | COM | 256677105 |
| — | MEMORIAL RESOURCE DEV CORP | 253,300 | $6,867 | 0.1% | $24.36 | — | COM | 58605Q109 |
| — | ANIXTER INTL INC | 75,000 | $6,363 | 0.1% | $88.92 | — | COM | 035290105 |
| — | PETSMART INC | 90,320 | $6,331 | 0.1% | $67.41 | — | COM | 716768106 |
| AZN | ASTRAZENECA PLC | 87,000 | $6,215 | 0.1% | $74.31 | — | SPONSORED ADR | 046353108 |
| — | BLUELINX HLDGS INC | 4,731,000 | $6,198 | 0.1% | $1.77 | — | COM | 09624H109 |
| KMI | KINDER MORGAN INC DEL | 5,000 | $6,163 | 0.1% | $21.42 | 0.0% | Put | 49456B101 |
| — | GENTIVA HEALTH SERVICES INC | 330,000 | $5,537 | 0.1% | $16.78 | — | COM | 37247A102 |
| — | CBS CORP NEW | 100,900 | $5,398 | 0.1% | $53.50 | — | CL B | 124857202 |
| — | ALLERGAN INC | 30,000 | $5,346 | 0.1% | $178.20 | — | COM | 018490102 |
| — | WL ROSS HLDG CORP | 495,923 | $5,306 | 0.1% | $10.32 | — | UNIT 99/99/9999 | 92939D203 |
| — | TESLA MTRS INC | 5,500,000 | $5,227 | 0.1% | $0.95 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | VECTOR GROUP LTD | 235,000 | $5,212 | 0.1% | $20.68 | — | COM | 92240M108 |
| — | RED HAT INC | 92,700 | $5,205 | 0.1% | $55.02 | — | COM | 756577102 |
| — | PRAXAIR INC | 35,000 | $4,515 | 0.0% | $129.00 | — | COM | 74005P104 |
| HRL | HORMEL FOODS CORP | 86,281 | $4,434 | 0.0% | $18.71 | 0.0% | COM | 440452100 |
| OMC | OMNICOM GROUP INC | 64,040 | $4,410 | 0.0% | $47.35 | +3.1% | COM | 681919106 |
| — | CAESARS ENTMT CORP | 340,000 | $4,277 | 0.0% | $16.79 | — | COM | 127686103 |
| M | MACYS INC | 72,100 | $4,195 | 0.0% | $49.80 | +19.0% | COM | 55616P104 |
| — | CONSOLIDATED TOMOKA LD CO | 82,500 | $4,048 | 0.0% | $38.43 | — | COM | 210226106 |
| — | AUXILIUM PHARMACEUTICALS INC | 130,000 | $3,881 | 0.0% | $29.85 | — | COM | 05334D107 |
| — | NORDSTROM INC | 55,000 | $3,760 | 0.0% | $61.80 | — | COM | 655664100 |
| KSS | KOHLS CORP | 59,100 | $3,607 | 0.0% | $53.50 | +5.8% | COM | 500255104 |
| — | BLACKROCK CR ALLCTN INC TR | 260,000 | $3,461 | 0.0% | $13.52 | — | COM | 092508100 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 100,223 | $3,398 | 0.0% | $33.90 | — | COM SER A | 531465102 |
| TGT | TARGET CORP | 50,000 | $3,134 | 0.0% | $42.92 | +0.7% | COM | 87612E106 |
| TOL | TOLL BROTHERS INC | 97,900 | $3,051 | 0.0% | $35.28 | -2.9% | COM | 889478103 |
| MRCY | MERCURY SYS INC | 271,000 | $2,984 | 0.0% | $12.49 | -9.9% | COM | 589378108 |
| UHS | UNIVERSAL HLTH SVCS INC | 27,762 | $2,901 | 0.0% | $101.37 | 0.0% | CL B | 913903100 |
| — | FIRST TR HIGH INCOME L/S FD | 166,666 | $2,848 | 0.0% | $17.73 | — | COM | 33738E109 |
| — | GFI GROUP INC | 503,000 | $2,721 | 0.0% | $5.41 | — | COM | 361652209 |
| KMI | KINDER MORGAN INC DEL | 67,400 | $2,584 | 0.0% | $21.42 | 0.0% | COM | 49456B101 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,547 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | DEUTSCHE HIGH INCOME OPPORT | 153,333 | $2,245 | 0.0% | $14.64 | — | COM | 25158Y102 |
| — | BLACKROCK CORPOR HI YLD FD I | 183,333 | $2,169 | 0.0% | $12.26 | — | COM | 09255P107 |
| — | NEUBERGER BERMAN HGH YLD FD | 151,800 | $1,960 | 0.0% | $13.62 | — | COM | 64128C106 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $1,960 | 0.0% | $18.28 | — | COM | 465893105 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,930 | 0.0% | $6.05 | — | COM | 95766K109 |
| VYX | NCR CORP NEW | 57,684 | $1,927 | 0.0% | $20.20 | +0.5% | COM | 62886E108 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,843 | 0.0% | $5.73 | — | COM | 95766L107 |
| XLB | SELECT SECTOR SPDR TR | 1,900 | $1,549 | 0.0% | — | — | Put | 81369Y100 |
| TSLA | TESLA MTRS INC | 4,200 | $1,243 | 0.0% | — | — | Put | 88160R101 |
| — | PENNEY J C INC | 3,150 | $927 | 0.0% | — | — | Put | 708160106 |
| DIOD | DIODES INC | 33,974 | $813 | 0.0% | $24.02 | +10.2% | COM | 254543101 |
| — | COVISINT CORP | 182,021 | $755 | 0.0% | $7.24 | — | COM | 22357R103 |
| CNQ | CANADIAN NAT RES LTD | 18,980 | $737 | 0.0% | $12.56 | +3.0% | COM | 136385101 |
| — | VALHI INC NEW | 100,000 | $653 | 0.0% | $6.42 | — | COM | 918905100 |
| — | QUICKSILVER RESOURCES INC | 1,000,000 | $603 | 0.0% | $0.60 | — | COM | 74837R104 |
| — | ALPHA NATURAL RESOURCES INC | 235,700 | $585 | 0.0% | $5.58 | — | COM | 02076X102 |
| — | OI S.A. | 746,865 | $553 | 0.0% | $0.97 | — | SPONSORED ADR | 670851104 |
| NEE | NEXTERA ENERGY INC | 4,680 | $439 | 0.0% | $16.69 | +7.4% | COM | 65339F101 |
| — | AK STL HLDG CORP | 2,051 | $316 | 0.0% | — | — | Put | 001547108 |
| — | GENERAL MTRS CO | 13,421 | $300 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| CX | CEMEX SAB DE CV | 20,250 | $264 | 0.0% | $12.63 | — | SPON ADR NEW | 151290889 |
| — | WALTER ENERGY INC | 103,900 | $243 | 0.0% | $16.63 | — | COM | 93317Q105 |
| YELP | YELP INC | 288 | $239 | 0.0% | — | — | Put | 985817105 |
| — | MANITOWOC INC | 702 | $239 | 0.0% | — | — | Put | 563571108 |
| — | NABORS INDUSTRIES LTD | 874 | $212 | 0.0% | $22.76 | — | Put | G6359F103 |
| VLO | VALERO ENERGY CORP NEW | 370 | $204 | 0.0% | $32.07 | +1.8% | Put | 91913Y100 |
| HLF | HERBALIFE LTD | 144 | $201 | 0.0% | — | — | Put | G4412G101 |
| — | GENERAL MTRS CO | 13,421 | $194 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | CUBIST PHARMACEUTICALS INC | 1,334,393 | $160 | 0.0% | $1.20 | — | RIGHT 99/99/9999 | 229678123 |
| — | ENDEAVOUR INTL CORP | 500,000 | $150 | 0.0% | $0.30 | — | COM NEW | 29259G200 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $119 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |