CIK: 0001056973 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 14, 2015
Total Value ($000): $8,967,174 (96.9% shares, 3.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NRG | NRG ENERGY INC | 7,955,500 | $200,399 | 2.2% | $21.20 | -6.5% | COM NEW | 629377508 |
| C | CITIGROUP INC | 3,381,450 | $174,212 | 1.9% | $37.59 | +0.9% | COM NEW | 172967424 |
| — | CIT GROUP INC | 3,610,465 | $162,904 | 1.8% | $46.91 | — | COM NEW | 125581801 |
| — | TRW AUTOMOTIVE HLDGS CORP | 1,532,100 | $160,641 | 1.8% | $102.36 | — | COM | 87264S106 |
| — | BUNGE LIMITED | 1,850,000 | $152,366 | 1.7% | $74.98 | — | COM | G16962105 |
| EXC | EXELON CORP | 4,342,300 | $145,945 | 1.6% | $15.79 | +6.6% | COM | 30161N101 |
| — | SIGMA ALDRICH CORP | 983,400 | $135,955 | 1.5% | $136.99 | — | COM | 826552101 |
| JPM | JPMORGAN CHASE & CO | 2,230,872 | $135,146 | 1.5% | $41.65 | +6.3% | COM | 46625H100 |
| — | HOSPIRA INC | 1,308,000 | $114,895 | 1.3% | $87.84 | — | COM | 441060100 |
| — | PHARMACYCLICS INC | 437,000 | $111,850 | 1.2% | $255.95 | — | COM | 716933106 |
| — | MARATHON OIL CORP | 4,256,229 | $111,130 | 1.2% | $32.07 | — | COM | 565849106 |
| — | EXTERRAN HLDGS INC | 3,284,458 | $110,259 | 1.2% | $32.31 | — | COM | 30225X103 |
| — | DIRECTV | 1,279,343 | $108,872 | 1.2% | $85.82 | — | COM | 25490A309 |
| — | MEADWESTVACO CORP | 2,160,366 | $107,737 | 1.2% | $39.84 | — | COM | 583334107 |
| — | HUDSON CITY BANCORP | 10,061,788 | $105,448 | 1.2% | $9.57 | — | COM | 443683107 |
| CMCSA | COMCAST CORP NEW | 1,808,260 | $102,112 | 1.1% | $21.60 | +3.7% | CL A | 20030N101 |
| TPH | TRI POINTE HOMES INC | 6,551,600 | $101,091 | 1.1% | $15.32 | -1.9% | COM | 87265H109 |
| — | DRESSER-RAND GROUP INC | 1,223,800 | $98,332 | 1.1% | $81.84 | — | COM | 261608103 |
| KMT | KENNAMETAL INC | 2,889,180 | $97,336 | 1.1% | $31.95 | -21.7% | COM | 489170100 |
| TDC | TERADATA CORP DEL | 2,200,000 | $97,108 | 1.1% | $44.11 | -0.8% | COM | 88076W103 |
| PAYX | PAYCHEX INC | 1,806,790 | $89,644 | 1.0% | $31.70 | +10.2% | COM | 704326107 |
| PWR | QUANTA SVCS INC | 3,082,150 | $87,934 | 1.0% | $28.26 | -2.7% | COM | 74762E102 |
| RF | REGIONS FINL CORP NEW | 9,259,100 | $87,498 | 1.0% | $6.76 | -4.4% | COM | 7591EP100 |
| VLO | VALERO ENERGY CORP NEW | 1,363,725 | $86,760 | 1.0% | $32.07 | +14.0% | COM | 91913Y100 |
| AMT | AMERICAN TOWER CORP NEW | 875,740 | $82,451 | 0.9% | $74.63 | 0.0% | COM | 03027X100 |
| — | LABORATORY CORP AMER HLDGS | 626,987 | $79,057 | 0.9% | $105.71 | — | COM NEW | 50540R409 |
| — | JUNIPER NETWORKS INC | 3,500,000 | $79,030 | 0.9% | $23.23 | — | COM | 48203R104 |
| KEY | KEYCORP NEW | 5,425,000 | $76,818 | 0.9% | $8.64 | +3.6% | COM | 493267108 |
| — | PLAINS GP HLDGS L P | 2,683,840 | $76,141 | 0.8% | $25.68 | — | SHS A REP LTPN | 72651A108 |
| — | INTERNATIONAL GAME TECHNOLOG | 4,350,000 | $75,734 | 0.8% | $16.93 | — | COM | 459902102 |
| RS | RELIANCE STEEL & ALUMINUM CO | 1,225,020 | $74,824 | 0.8% | $59.63 | -5.6% | COM | 759509102 |
| PG | PROCTER & GAMBLE CO | 903,190 | $74,007 | 0.8% | $64.32 | -1.1% | COM | 742718109 |
| — | PARTNERRE LTD | 628,154 | $71,817 | 0.8% | $100.10 | — | COM | G6852T105 |
| — | TALISMAN ENERGY INC | 9,350,000 | $71,808 | 0.8% | $8.22 | — | COM | 87425E103 |
| — | JDS UNIPHASE CORP | 5,388,876 | $70,702 | 0.8% | $13.36 | — | COM PAR $0.001 | 46612J507 |
| — | PINNACLE FOODS INC DEL | 1,656,003 | $67,581 | 0.8% | $35.47 | — | COM | 72348P104 |
| ALLY | ALLY FINL INC | 3,187,000 | $66,863 | 0.7% | $18.23 | -11.7% | COM | 02005N100 |
| — | SALIX PHARMACEUTICALS INC | 382,000 | $66,013 | 0.7% | $172.81 | — | COM | 795435106 |
| GAP | GAP INC DEL | 1,475,000 | $63,912 | 0.7% | $26.92 | +5.9% | COM | 364760108 |
| VZ | VERIZON COMMUNICATIONS INC | 1,312,780 | $63,840 | 0.7% | $27.43 | +0.7% | COM | 92343V104 |
| — | FAMILY DLR STORES INC | 796,713 | $63,132 | 0.7% | $78.52 | — | COM | 307000109 |
| PVH | PVH CORP | 585,000 | $62,338 | 0.7% | $111.47 | -4.4% | COM | 693656100 |
| — | WPX ENERGY INC | 5,658,955 | $61,852 | 0.7% | $11.63 | — | COM | 98212B103 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,131,190 | $60,903 | 0.7% | $52.46 | — | COM NEW | 52729N308 |
| — | KINDRED HEALTHCARE INC | 2,375,013 | $56,502 | 0.6% | $18.99 | — | COM | 494580103 |
| — | AMERICAN RLTY CAP PPTYS INC | 57,149,000 | $55,863 | 0.6% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | VITAMIN SHOPPE INC | 1,332,188 | $54,873 | 0.6% | $42.67 | — | COM | 92849E101 |
| AVT | AVNET INC | 1,222,368 | $54,395 | 0.6% | $30.96 | +12.2% | COM | 053807103 |
| — | BB&T CORP | 1,391,510 | $54,255 | 0.6% | $38.99 | — | COM | 054937107 |
| LOW | LOWES COS INC | 711,203 | $52,906 | 0.6% | $33.16 | +77.7% | COM | 548661107 |
| GGB | GERDAU S A | 15,550,000 | $49,760 | 0.6% | $4.04 | — | SPON ADR REP PFD | 373737105 |
| — | MEMORIAL RESOURCE DEV CORP | 2,802,483 | $49,716 | 0.6% | $17.74 | — | COM | 58605Q109 |
| — | COSAN LTD | 7,811,400 | $49,446 | 0.6% | $6.60 | — | SHS A | G25343107 |
| DVN | DEVON ENERGY CORP NEW | 810,880 | $48,904 | 0.5% | $45.43 | -8.5% | COM | 25179M103 |
| — | ULTRATECH INC | 2,777,486 | $48,162 | 0.5% | $28.21 | — | COM | 904034105 |
| SLAB | SILICON LABORATORIES INC | 912,498 | $46,328 | 0.5% | $41.71 | +16.4% | COM | 826919102 |
| — | SUSQUEHANNA BANCSHARES INC P | 3,353,657 | $45,979 | 0.5% | $13.43 | — | COM | 869099101 |
| — | CONTINENTAL RESOURCES INC | 1,031,510 | $45,046 | 0.5% | $42.73 | — | COM | 212015101 |
| MRK | MERCK & CO INC NEW | 763,377 | $43,879 | 0.5% | $35.18 | +14.5% | COM | 58933Y105 |
| — | NOBLE ENERGY INC | 891,000 | $43,570 | 0.5% | $48.90 | — | COM | 655044105 |
| DAR | DARLING INGREDIENTS INC | 3,105,000 | $43,501 | 0.5% | $18.34 | -10.3% | COM | 237266101 |
| — | REALOGY HLDGS CORP | 946,050 | $43,026 | 0.5% | $39.34 | — | COM | 75605Y106 |
| TRGP | TARGA RES CORP | 442,125 | $42,351 | 0.5% | $61.26 | -9.5% | COM | 87612G101 |
| V | VISA INC | 641,212 | $41,942 | 0.5% | $59.33 | +3.3% | COM CL A | 92826C839 |
| NI | NISOURCE INC | 925,940 | $40,890 | 0.5% | $10.45 | +14.9% | COM | 65473P105 |
| — | EXELIS INC | 1,625,000 | $39,601 | 0.4% | $24.37 | — | COM | 30162A108 |
| — | GULFPORT ENERGY CORP | 853,194 | $39,170 | 0.4% | $55.18 | — | COM NEW | 402635304 |
| — | DISCOVER FINL SVCS | 682,300 | $38,448 | 0.4% | $56.35 | — | COM | 254709108 |
| DHT | DHT HOLDINGS INC | 5,500,643 | $38,394 | 0.4% | $3.03 | +5.7% | SHS NEW | Y2065G121 |
| NTAP | NETAPP INC | 1,081,343 | $38,344 | 0.4% | $29.31 | -1.1% | COM | 64110D104 |
| TAP | MOLSON COORS BREWING CO | 511,725 | $38,098 | 0.4% | $56.31 | +2.6% | CL B | 60871R209 |
| — | ACTAVIS PLC | 127,195 | $37,856 | 0.4% | $279.50 | — | SHS | G0083B108 |
| — | RENEWABLE ENERGY GROUP INC | 3,999,980 | $36,880 | 0.4% | $10.98 | — | COM NEW | 75972A301 |
| AAP | ADVANCE AUTO PARTS INC | 241,978 | $36,222 | 0.4% | $110.15 | +22.4% | COM | 00751Y106 |
| — | WHITING PETE CORP NEW | 1,151,536 | $35,582 | 0.4% | $40.59 | — | COM | 966387102 |
| — | ACE LTD | 318,763 | $35,539 | 0.4% | $95.29 | — | SHS | H0023R105 |
| NBHC | NATIONAL BK HLDGS CORP | 1,875,181 | $35,272 | 0.4% | $14.82 | -0.1% | CL A | 633707104 |
| CIEN | CIENA CORP | 1,800,000 | $34,758 | 0.4% | $17.28 | +15.3% | COM NEW | 171779309 |
| BAC | BANK AMER CORP | 2,256,700 | $34,731 | 0.4% | $12.68 | +0.6% | COM | 060505104 |
| — | CITRIX SYS INC | 538,808 | $34,414 | 0.4% | $62.81 | — | COM | 177376100 |
| XLU | SELECT SECTOR SPDR TR | 772,900 | $34,340 | 0.4% | $44.43 | — | SBI INT-UTILS | 81369Y886 |
| — | TYCO INTL PLC | 787,077 | $33,892 | 0.4% | $43.86 | — | SHS | G91442106 |
| — | YAHOO INC | 745,700 | $33,135 | 0.4% | $49.24 | — | COM | 984332106 |
| — | CIMAREX ENERGY CO | 287,785 | $33,121 | 0.4% | $115.09 | — | COM | 171798101 |
| — | BAKER HUGHES INC | 511,610 | $32,528 | 0.4% | $63.58 | — | COM | 057224107 |
| SPY | SPDR S&P 500 ETF TR | 156,525 | $32,311 | 0.4% | $206.02 | — | TR UNIT | 78462F103 |
| — | GOOGLE INC | 58,122 | $31,851 | 0.4% | $550.19 | — | CL C | 38259P706 |
| — | ANADARKO PETE CORP | 384,484 | $31,839 | 0.4% | $85.27 | — | COM | 032511107 |
| — | EXPRESS INC | 1,920,029 | $31,738 | 0.4% | $15.83 | — | COM | 30219E103 |
| — | UTI WORLDWIDE INC | 2,556,641 | $31,447 | 0.4% | $10.60 | — | ORD | G87210103 |
| DG | DOLLAR GEN CORP NEW | 417,171 | $31,446 | 0.4% | $60.42 | +1.8% | COM | 256677105 |
| — | WELLPOINT INC | 15,000,000 | $30,976 | 0.3% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| ARMK | ARAMARK | 978,814 | $30,960 | 0.3% | $17.25 | +16.4% | COM | 03852U106 |
| — | STARWOOD HOTELS&RESORTS WRLD | 367,350 | $30,674 | 0.3% | $80.74 | — | COM | 85590A401 |
| — | ANIXTER INTL INC | 397,100 | $30,231 | 0.3% | $76.13 | — | COM | 035290105 |
| WCC | WESCO INTL INC | 429,000 | $29,983 | 0.3% | $67.30 | 0.0% | COM | 95082P105 |
| THC | TENET HEALTHCARE CORP | 592,500 | $29,335 | 0.3% | $52.27 | -10.6% | COM NEW | 88033G407 |
| — | MONEYGRAM INTL INC | 3,298,079 | $28,495 | 0.3% | $14.76 | — | COM NEW | 60935Y208 |
| CVLT | COMMVAULT SYSTEMS INC | 651,730 | $28,481 | 0.3% | $47.41 | -2.8% | COM | 204166102 |
| EBAY | EBAY INC | 485,889 | $28,026 | 0.3% | $20.81 | +2.0% | COM | 278642103 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 528,800 | $27,276 | 0.3% | $37.79 | 0.0% | SHS | G0692U109 |
| BLMN | BLOOMIN BRANDS INC | 1,115,499 | $27,140 | 0.3% | $15.74 | +21.9% | COM | 094235108 |
| — | PRICELINE GRP INC | 20,000,000 | $26,902 | 0.3% | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | CATAMARAN CORP | 445,000 | $26,495 | 0.3% | $51.75 | — | COM | 148887102 |
| KO | COCA COLA CO | 653,160 | $26,486 | 0.3% | $29.91 | -1.0% | COM | 191216100 |
| — | VMWARE INC | 322,800 | $26,473 | 0.3% | $82.52 | — | CL A COM | 928563402 |
| MDLZ | MONDELEZ INTL INC | 729,900 | $26,342 | 0.3% | $28.33 | 0.0% | CL A | 609207105 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 320,653 | $26,284 | 0.3% | $74.30 | +8.7% | ORD | M22465104 |
| AMZN | AMAZON COM INC | 69,960 | $26,032 | 0.3% | $15.84 | +11.0% | COM | 023135106 |
| — | JARDEN CORP | 15,000,000 | $25,683 | 0.3% | $1.48 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | NABORS INDUSTRIES LTD | 1,879,833 | $25,660 | 0.3% | $20.75 | — | SHS | G6359F103 |
| MPWR | MONOLITHIC PWR SYS INC | 476,565 | $25,091 | 0.3% | $40.54 | +12.6% | COM | 609839105 |
| — | COBALT INTL ENERGY INC | 33,500,000 | $24,687 | 0.3% | $0.68 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | WHITEWAVE FOODS CO | 556,341 | $24,668 | 0.3% | $36.76 | — | COM | 966244105 |
| FNF | FIDELITY NATIONAL FINANCIAL | 667,946 | $24,554 | 0.3% | $12.73 | +31.9% | FNF GROUP COM | 31620R303 |
| HCA | HCA HOLDINGS INC | 326,142 | $24,536 | 0.3% | $66.76 | 0.0% | COM | 40412C101 |
| — | OUTFRONT MEDIA INC | 817,800 | $24,469 | 0.3% | $29.92 | — | COM | 69007J106 |
| — | TREEHOUSE FOODS INC | 284,656 | $24,201 | 0.3% | $85.32 | — | COM | 89469A104 |
| — | SOLARWINDS INC | 472,144 | $24,193 | 0.3% | $40.84 | — | COM | 83416B109 |
| OGE | OGE ENERGY CORP | 763,700 | $24,141 | 0.3% | $36.65 | -8.5% | COM | 670837103 |
| KSS | KOHLS CORP | 307,875 | $24,091 | 0.3% | $57.49 | +18.4% | COM | 500255104 |
| QCOM | QUALCOMM INC | 346,000 | $23,992 | 0.3% | $50.76 | +1.8% | COM | 747525103 |
| — | NIELSEN N V | 535,877 | $23,884 | 0.3% | $44.40 | — | COM | N63218106 |
| PRU | PRUDENTIAL FINL INC | 295,425 | $23,726 | 0.3% | $51.36 | -1.7% | COM | 744320102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 176,531 | $23,715 | 0.3% | $101.38 | +23.0% | COM | 883556102 |
| — | EXPRESS SCRIPTS HLDG CO | 270,890 | $23,505 | 0.3% | $82.04 | — | COM | 30219G108 |
| CAH | CARDINAL HEALTH INC | 259,165 | $23,395 | 0.3% | $63.64 | 0.0% | COM | 14149Y108 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 375,500 | $23,394 | 0.3% | $62.30 | — | ADR | 881624209 |
| — | STARZ | 675,800 | $23,254 | 0.3% | $31.17 | — | COM SER A | 85571Q102 |
| PCG | PG&E CORP | 435,200 | $23,096 | 0.3% | $49.93 | 0.0% | COM | 69331C108 |
| A | AGILENT TECHNOLOGIES INC | 553,000 | $22,977 | 0.3% | $37.03 | 0.0% | COM | 00846U101 |
| — | DUNKIN BRANDS GROUP INC | 478,864 | $22,775 | 0.3% | $45.43 | — | COM | 265504100 |
| — | CIGNA CORPORATION | 175,915 | $22,770 | 0.3% | $102.91 | — | COM | 125509109 |
| PGR | PROGRESSIVE CORP OHIO | 830,790 | $22,597 | 0.3% | $18.01 | +8.3% | COM | 743315103 |
| — | SPIRIT RLTY CAP INC NEW | 1,849,900 | $22,347 | 0.2% | $10.36 | — | COM | 84860W102 |
| FLS | FLOWSERVE CORP | 387,400 | $21,884 | 0.2% | $46.87 | 0.0% | COM | 34354P105 |
| — | CABLEVISION SYS CORP | 1,174,125 | $21,486 | 0.2% | $19.48 | — | CL A NY CABLVS | 12686C109 |
| — | LAREDO PETROLEUM INC | 1,638,250 | $21,363 | 0.2% | $13.04 | — | COM | 516806106 |
| — | VIMPELCOM LTD | 4,071,429 | $21,334 | 0.2% | $7.91 | — | SPONSORED ADR | 92719A106 |
| — | GOOGLE INC | 37,970 | $21,062 | 0.2% | $554.70 | — | CL A | 38259P508 |
| CRM | SALESFORCE COM INC | 312,200 | $20,858 | 0.2% | $50.73 | +20.8% | COM | 79466L302 |
| — | CALPINE CORP | 911,700 | $20,851 | 0.2% | $22.87 | — | COM NEW | 131347304 |
| — | MEAD JOHNSON NUTRITION CO | 207,295 | $20,839 | 0.2% | $100.53 | — | COM | 582839106 |
| KMB | KIMBERLY CLARK CORP | 192,200 | $20,587 | 0.2% | $76.32 | 0.0% | COM | 494368103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 88,072 | $20,545 | 0.2% | $39.23 | 0.0% | COM | 45866F104 |
| HSIC | SCHEIN HENRY INC | 145,564 | $20,324 | 0.2% | $54.89 | 0.0% | COM | 806407102 |
| — | FINISAR CORP | 950,200 | $20,277 | 0.2% | $19.41 | — | COM NEW | 31787A507 |
| GPN | GLOBAL PMTS INC | 218,582 | $20,040 | 0.2% | $34.02 | +24.5% | COM | 37940X102 |
| — | HILL ROM HLDGS INC | 408,455 | $20,014 | 0.2% | $41.49 | — | COM | 431475102 |
| CRI | CARTER INC | 215,300 | $19,909 | 0.2% | $60.27 | +9.1% | COM | 146229109 |
| — | CARRIZO OIL & GAS INC | 393,483 | $19,536 | 0.2% | $43.02 | — | COM | 144577103 |
| — | DR PEPPER SNAPPLE GROUP INC | 248,050 | $19,467 | 0.2% | $78.48 | — | COM | 26138E109 |
| ZG | ZILLOW GROUP INC | 185,076 | $18,563 | 0.2% | $33.04 | 0.0% | CL A | 98954M101 |
| JKHY | HENRY JACK & ASSOC INC | 265,274 | $18,540 | 0.2% | $53.35 | +7.4% | COM | 426281101 |
| VYX | NCR CORP NEW | 619,600 | $18,284 | 0.2% | $17.38 | 0.0% | COM | 62886E108 |
| — | CBS CORP NEW | 297,351 | $18,028 | 0.2% | $55.10 | — | CL B | 124857202 |
| CAG | CONAGRA FOODS INC | 489,000 | $17,863 | 0.2% | $18.99 | 0.0% | COM | 205887102 |
| — | HOMEAWAY INC | 575,523 | $17,364 | 0.2% | $30.86 | — | COM | 43739Q100 |
| PLXS | PLEXUS CORP | 425,026 | $17,328 | 0.2% | $40.40 | -0.8% | COM | 729132100 |
| BHE | BENCHMARK ELECTRS INC | 720,995 | $17,326 | 0.2% | $20.04 | -1.1% | COM | 08160H101 |
| — | ICONIX BRAND GROUP INC | 14,500,000 | $17,303 | 0.2% | $1.24 | — | NOTE 1.500% 3/1 | 451055AF4 |
| BIIB | BIOGEN INC | 40,300 | $17,016 | 0.2% | $345.91 | +13.9% | COM | 09062X103 |
| RL | RALPH LAUREN CORP | 129,050 | $16,970 | 0.2% | $119.23 | 0.0% | CL A | 751212101 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $16,876 | 0.2% | $1.22 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| MCHP | MICROCHIP TECHNOLOGY INC | 344,826 | $16,862 | 0.2% | $15.77 | +22.7% | COM | 595017104 |
| — | COMPUTER SCIENCES CORP | 255,020 | $16,648 | 0.2% | $65.28 | — | COM | 205363104 |
| — | NVIDIA CORP | 14,000,000 | $16,536 | 0.2% | $1.16 | — | NOTE 1.000%12/0 | 67066GAC8 |
| META | FACEBOOK INC | 195,400 | $16,065 | 0.2% | $74.87 | +3.9% | CL A | 30303M102 |
| — | INVESTORS BANCORP INC NEW | 1,350,000 | $15,822 | 0.2% | $11.72 | — | COM | 46146L101 |
| — | LORILLARD INC | 240,000 | $15,684 | 0.2% | $59.97 | — | COM | 544147101 |
| — | ENVISION HEALTHCARE HLDGS IN | 407,778 | $15,638 | 0.2% | $34.68 | — | COM | 29413U103 |
| AL | AIR LEASE CORP | 414,230 | $15,633 | 0.2% | $32.29 | -3.0% | CL A | 00912X302 |
| CRUS | CIRRUS LOGIC INC | 467,358 | $15,544 | 0.2% | $20.15 | +44.1% | COM | 172755100 |
| HYG | ISHARES | 169,400 | $15,349 | 0.2% | $89.60 | — | IBOXX HI YD ETF | 464288513 |
| — | LIFE TIME FITNESS INC | 214,000 | $15,185 | 0.2% | $70.96 | — | COM | 53217R207 |
| — | HERSHA HOSPITALITY TR | 2,304,636 | $14,911 | 0.2% | $5.91 | — | SH BEN INT A | 427825104 |
| NEE | NEXTERA ENERGY INC | 141,465 | $14,719 | 0.2% | $18.86 | +5.3% | COM | 65339F101 |
| — | VANTIV INC | 389,800 | $14,695 | 0.2% | $37.70 | — | CL A | 92210H105 |
| BK | BANK NEW YORK MELLON CORP | 364,800 | $14,680 | 0.2% | $29.74 | 0.0% | COM | 064058100 |
| — | RYLAND GROUP INC | 8,920,000 | $14,158 | 0.2% | $1.59 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | SCORPIO TANKERS INC | 1,500,000 | $14,130 | 0.2% | $9.42 | — | SHS | Y7542C106 |
| SWX | SOUTHWEST GAS CORP | 236,500 | $13,757 | 0.2% | $52.31 | +12.9% | COM | 844895102 |
| MCD | MCDONALDS CORP | 140,000 | $13,642 | 0.2% | $70.55 | +2.3% | COM | 580135101 |
| UNF | UNIFIRST CORP MASS | 114,900 | $13,523 | 0.2% | $112.54 | 0.0% | COM | 904708104 |
| AIG | AMERICAN INTL GROUP INC | 242,500 | $13,287 | 0.1% | $41.17 | +0.1% | COM NEW | 026874784 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 10,000,000 | $13,168 | 0.1% | $1.26 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | NATIONAL INTERSTATE CORP | 463,000 | $13,001 | 0.1% | $27.08 | — | COM | 63654U100 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 204,650 | $12,768 | 0.1% | $41.23 | +26.8% | CL A | 192446102 |
| INTU | INTUIT | 131,544 | $12,755 | 0.1% | $72.46 | +17.5% | COM | 461202103 |
| — | MICHAEL KORS HLDGS LTD | 192,800 | $12,677 | 0.1% | $71.39 | — | SHS | G60754101 |
| — | XEROX CORP | 985,049 | $12,658 | 0.1% | $13.66 | — | COM | 984121103 |
| — | PMC-SIERRA INC | 1,353,252 | $12,558 | 0.1% | $8.02 | — | COM | 69344F106 |
| — | RED HAT INC | 162,800 | $12,332 | 0.1% | $64.52 | — | COM | 756577102 |
| — | SANDISK CORP | 12,000,000 | $12,041 | 0.1% | $1.21 | — | NOTE 0.500%10/1 | 80004CAF8 |
| ADM | ARCHER DANIELS MIDLAND CO | 251,800 | $11,935 | 0.1% | $34.59 | 0.0% | COM | 039483102 |
| UNM | UNUM GROUP | 350,100 | $11,809 | 0.1% | $33.17 | 0.0% | COM | 91529Y106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 277,600 | $11,609 | 0.1% | $32.53 | 0.0% | COM | 416515104 |
| MCK | MCKESSON CORP | 50,445 | $11,411 | 0.1% | $147.64 | +38.3% | COM | 58155Q103 |
| — | BABCOCK & WILCOX CO NEW | 354,627 | $11,380 | 0.1% | $32.09 | — | COM | 05615F102 |
| — | LINKEDIN CORP | 45,410 | $11,346 | 0.1% | $183.34 | — | COM CL A | 53578A108 |
| — | AVOLON HLDGS LTD | 526,721 | $11,214 | 0.1% | $20.53 | — | COM | G52237107 |
| NVGS | NAVIGATOR HOLDINGS LTD | 575,673 | $10,995 | 0.1% | $31.49 | -44.6% | SHS | Y62132108 |
| — | HUBBELL INC | 100,000 | $10,962 | 0.1% | $109.62 | — | CL B | 443510201 |
| — | THOMSON REUTERS CORP | 268,364 | $10,885 | 0.1% | $35.67 | — | COM | 884903105 |
| — | LIBERTY GLOBAL PLC | 217,630 | $10,840 | 0.1% | $42.29 | — | SHS CL C | G5480U120 |
| SNPS | SYNOPSYS INC | 231,225 | $10,710 | 0.1% | $38.10 | +17.5% | COM | 871607107 |
| — | CENTERSTATE BANKS INC | 898,932 | $10,706 | 0.1% | $11.06 | — | COM | 15201P109 |
| — | CORNERSTONE ONDEMAND INC | 366,802 | $10,597 | 0.1% | $44.68 | — | COM | 21925Y103 |
| KRE | SPDR SERIES TRUST | 259,100 | $10,579 | 0.1% | $39.91 | — | S&P REGL BKG | 78464A698 |
| ALLE | ALLEGION PUB LTD CO | 170,298 | $10,417 | 0.1% | $41.58 | +22.0% | ORD SHS | G0176J109 |
| — | NETSUITE INC | 10,000,000 | $10,402 | 0.1% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | FREESCALE SEMICONDUCTOR LTD | 250,000 | $10,190 | 0.1% | $40.76 | — | SHS | G3727Q101 |
| ATR | APTARGROUP INC | 160,000 | $10,163 | 0.1% | $55.30 | 0.0% | COM | 038336103 |
| — | PRICELINE GRP INC | 8,690 | $10,116 | 0.1% | $1057.83 | — | COM NEW | 741503403 |
| — | KRAFT FOODS GROUP INC | 115,000 | $10,018 | 0.1% | $62.66 | — | COM | 50076Q106 |
| — | TIM PARTICIPACOES S A | 586,580 | $9,725 | 0.1% | $24.09 | — | SPONSORED ADR | 88706P205 |
| — | IXIA | 801,000 | $9,716 | 0.1% | $12.13 | — | COM | 45071R109 |
| — | ASSOCIATED ESTATES RLTY CORP | 391,000 | $9,650 | 0.1% | $24.36 | — | COM | 045604105 |
| — | TESLA MTRS INC | 6,000,000 | $9,622 | 0.1% | $1.60 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | TOTAL SYS SVCS INC | 247,140 | $9,428 | 0.1% | $38.15 | — | COM | 891906109 |
| ABT | ABBOTT LABS | 200,000 | $9,266 | 0.1% | $28.45 | +31.6% | COM | 002824100 |
| — | LAM RESEARCH CORP | 130,050 | $9,134 | 0.1% | $51.34 | — | COM | 512807108 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 275,000 | $8,742 | 0.1% | $31.79 | — | COM SER A | 531465102 |
| — | TECH DATA CORP | 150,200 | $8,677 | 0.1% | $61.30 | — | COM | 878237106 |
| — | NATIONSTAR MTG HLDGS INC | 350,000 | $8,670 | 0.1% | $24.77 | — | COM | 63861C109 |
| SLB | SCHLUMBERGER LTD | 103,145 | $8,606 | 0.1% | $61.34 | 0.0% | COM | 806857108 |
| — | CAPITAL BK FINL CORP | 298,458 | $8,240 | 0.1% | $19.13 | — | CL A COM | 139794101 |
| ADSK | AUTODESK INC | 139,100 | $8,157 | 0.1% | $59.22 | 0.0% | COM | 052769106 |
| WMT | WAL-MART STORES INC | 97,460 | $8,016 | 0.1% | $23.04 | 0.0% | COM | 931142103 |
| — | EMULEX CORP | 1,000,000 | $7,970 | 0.1% | $7.97 | — | COM NEW | 292475209 |
| LUV | SOUTHWEST AIRLS CO | 174,700 | $7,739 | 0.1% | $38.60 | 0.0% | COM | 844741108 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $7,407 | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | SPX CORP | 85,000 | $7,217 | 0.1% | $84.91 | — | COM | 784635104 |
| — | CHEMTURA CORP | 260,700 | $7,115 | 0.1% | $27.29 | — | COM NEW | 163893209 |
| — | BLACKROCK CR ALLCTN INC TR | 525,000 | $7,067 | 0.1% | $13.49 | — | COM | 092508100 |
| ED | CONSOLIDATED EDISON INC | 113,121 | $6,900 | 0.1% | $37.46 | +16.7% | COM | 209115104 |
| URI | UNITED RENTALS INC | 75,675 | $6,899 | 0.1% | $87.06 | 0.0% | COM | 911363109 |
| — | QLIK TECHNOLOGIES INC | 217,505 | $6,771 | 0.1% | $27.11 | — | COM | 74733T105 |
| STLD | STEEL DYNAMICS INC | 333,200 | $6,697 | 0.1% | $14.75 | 0.0% | COM | 858119100 |
| — | B/E AEROSPACE INC | 105,000 | $6,680 | 0.1% | $63.62 | — | COM | 073302101 |
| — | SUNTRUST BKS INC | 162,000 | $6,657 | 0.1% | $39.00 | — | COM | 867914103 |
| KLAC | KLA-TENCOR CORP | 109,900 | $6,406 | 0.1% | $52.00 | 0.0% | COM | 482480100 |
| — | BLUELINX HLDGS INC | 5,826,234 | $6,292 | 0.1% | $1.65 | — | COM | 09624H109 |
| CAR | AVIS BUDGET GROUP | 100,000 | $5,902 | 0.1% | $57.98 | 0.0% | COM | 053774105 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 106,690 | $5,869 | 0.1% | $35.90 | +16.8% | COM | 11133T103 |
| CSL | CARLISLE COS INC | 61,425 | $5,690 | 0.1% | $80.31 | 0.0% | COM | 142339100 |
| BGS | B & G FOODS INC NEW | 189,400 | $5,574 | 0.1% | $12.90 | 0.0% | COM | 05508R106 |
| — | ATMEL CORP | 675,000 | $5,555 | 0.1% | $8.23 | — | COM | 049513104 |
| — | FMC TECHNOLOGIES INC | 146,116 | $5,408 | 0.1% | $55.56 | — | COM | 30249U101 |
| — | ALTERA CORP | 125,000 | $5,364 | 0.1% | $42.91 | — | COM | 021441100 |
| — | BROCADE COMMUNICATIONS SYS I | 445,400 | $5,285 | 0.1% | $11.87 | — | COM NEW | 111621306 |
| — | WL ROSS HLDG CORP | 495,923 | $5,197 | 0.1% | $10.32 | — | UNIT 06/11/2019 | 92939D203 |
| — | INFRAREIT INC | 181,400 | $5,186 | 0.1% | $28.59 | — | COM | 45685L100 |
| — | AXIALL CORP | 110,000 | $5,163 | 0.1% | $46.94 | — | COM | 05463D100 |
| ILMN | ILLUMINA INC | 27,800 | $5,161 | 0.1% | $178.58 | +5.5% | COM | 452327109 |
| MS | MORGAN STANLEY | 144,350 | $5,152 | 0.1% | $22.25 | +19.9% | COM NEW | 617446448 |
| — | CONSOLIDATED TOMOKA LD CO | 84,500 | $5,041 | 0.1% | $38.94 | — | COM | 210226106 |
| LDOS | LEIDOS HLDGS INC | 120,000 | $5,035 | 0.1% | $26.29 | 0.0% | COM | 525327102 |
| XLB | SELECT SECTOR SPDR TR | 8,300 | $4,923 | 0.1% | — | — | Put | 81369Y100 |
| — | ARUBA NETWORKS INC | 200,000 | $4,898 | 0.1% | $24.49 | — | COM | 043176106 |
| — | HORTONWORKS INC | 197,867 | $4,717 | 0.1% | $23.84 | — | COM | 440894103 |
| — | PRAXAIR INC | 38,120 | $4,603 | 0.1% | $129.36 | — | COM | 74005P104 |
| — | VITESSE SEMICONDUCTOR CORP | 800,000 | $4,248 | 0.0% | $5.31 | — | COM NEW | 928497304 |
| WTI | W & T OFFSHORE INC | 826,054 | $4,221 | 0.0% | $8.35 | -30.4% | COM | 92922P106 |
| — | GENCORP INC | 170,178 | $3,946 | 0.0% | $16.75 | — | COM | 368682100 |
| — | BLACKROCK CORPOR HI YLD FD I | 350,333 | $3,910 | 0.0% | $11.74 | — | COM | 09255P107 |
| HAIN | HAIN CELESTIAL GROUP INC | 57,900 | $3,708 | 0.0% | $59.19 | 0.0% | COM | 405217100 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 287,400 | $3,699 | 0.0% | $12.87 | — | REG SHS | L0175J104 |
| — | NEUSTAR INC | 150,000 | $3,693 | 0.0% | $24.62 | — | CL A | 64126X201 |
| — | FIRST TR HIGH INCOME L/S FD | 224,666 | $3,680 | 0.0% | $17.38 | — | COM | 33738E109 |
| CFG | CITIZENS FINL GROUP INC | 150,000 | $3,620 | 0.0% | $16.71 | 0.0% | COM | 174610105 |
| SRE | SEMPRA ENERGY | 32,106 | $3,500 | 0.0% | $39.15 | 0.0% | COM | 816851109 |
| TSLA | TESLA MTRS INC | 2,610 | $3,148 | 0.0% | — | — | Put | 88160R101 |
| — | DEUTSCHE HIGH INCOME OPPORT | 199,333 | $2,862 | 0.0% | $14.58 | — | COM | 25158Y102 |
| — | TERRAFORM PWR INC | 70,430 | $2,571 | 0.0% | $36.50 | — | CL A COM | 88104R100 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 50,000 | $2,568 | 0.0% | $52.32 | 0.0% | COM | 808625107 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,507 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | NEUBERGER BERMAN HGH YLD FD | 200,000 | $2,468 | 0.0% | $13.31 | — | COM | 64128C106 |
| — | SPRINT CORP | 506,400 | $2,400 | 0.0% | $4.74 | — | COM SER 1 | 85207U105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 30,700 | $2,181 | 0.0% | $66.10 | 0.0% | COM | 00971T101 |
| — | DYNEGY INC NEW DEL | 66,300 | $2,084 | 0.0% | $28.86 | — | COM | 26817R108 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $1,839 | 0.0% | $18.28 | — | COM | 465893105 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,773 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,723 | 0.0% | $5.73 | — | COM | 95766L107 |
| — | WEIGHT WATCHERS INTL INC NEW | 2,580 | $1,634 | 0.0% | — | — | Put | 948626106 |
| BLDR | BUILDERS FIRSTSOURCE INC | 233,566 | $1,558 | 0.0% | $5.98 | +4.5% | COM | 12008R107 |
| — | COVISINT CORP | 420,733 | $854 | 0.0% | $4.63 | — | COM | 22357R103 |
| — | KEURIG GREEN MTN INC | 554 | $775 | 0.0% | — | — | Put | 49271M100 |
| — | PENNEY J C INC | 3,150 | $762 | 0.0% | — | — | Put | 708160106 |
| VRTX | VERTEX PHARMACEUTICALS INC | 1,024 | $686 | 0.0% | $112.63 | +6.4% | Put | 92532F100 |
| — | VALHI INC NEW | 100,000 | $623 | 0.0% | $6.42 | — | COM | 918905100 |
| GM | GENERAL MTRS CO | 14,764 | $554 | 0.0% | $26.55 | +6.0% | COM | 37045V100 |
| FFIV | F5 NETWORKS INC | 666 | $478 | 0.0% | — | — | Put | 315616102 |
| ALKS | ALKERMES PLC | 747 | $422 | 0.0% | — | — | Put | G01767105 |
| — | LAM RESEARCH CORP | 1,028 | $411 | 0.0% | $51.34 | — | Put | 512807108 |
| MU | MICRON TECHNOLOGY INC | 1,040 | $408 | 0.0% | — | — | Put | 595112103 |
| ZG | ZILLOW GROUP INC | 493 | $375 | 0.0% | $33.04 | 0.0% | Put | 98954M101 |
| — | GENERAL MTRS CO | 13,421 | $372 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| WHR | WHIRLPOOL CORP | 225 | $333 | 0.0% | — | — | Put | 963320106 |
| — | FRONTIER COMMUNICATIONS CORP | 5,875 | $294 | 0.0% | — | — | Put | 35906A108 |
| LNG | CHENIERE ENERGY INC | 645 | $284 | 0.0% | — | — | Put | 16411R208 |
| — | GENERAL MTRS CO | 13,421 | $264 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| INTC | INTEL CORP | 1,153 | $249 | 0.0% | — | — | Put | 458140100 |
| PANW | PALO ALTO NETWORKS INC | 340 | $243 | 0.0% | — | — | Put | 697435105 |
| — | INFINERA CORPORATION | 2,795 | $231 | 0.0% | — | — | Put | 45667G103 |
| EW | EDWARDS LIFESCIENCES CORP | 356 | $230 | 0.0% | — | — | Put | 28176E108 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 353 | $212 | 0.0% | — | — | Put | 90384S303 |
| — | OI S.A. | 74,686 | $122 | 0.0% | $3.35 | — | SPN ADR NEW | 670851302 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $75 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |