CIK: 0001056973 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $9,104,218 (97.0% shares, 3.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 5,034,645 | $278,114 | 3.1% | $38.57 | +5.2% | COM NEW | 172967424 |
| EXC | EXELON CORP | 8,377,200 | $263,212 | 2.9% | $16.10 | +2.1% | COM | 30161N101 |
| — | DIRECTV | 2,235,000 | $207,386 | 2.3% | $88.80 | — | COM | 25490A309 |
| — | PARTNERRE LTD | 1,239,534 | $159,280 | 1.7% | $114.11 | — | COM | G6852T105 |
| NRG | NRG ENERGY INC | 6,957,600 | $159,190 | 1.7% | $21.20 | -6.9% | COM NEW | 629377508 |
| — | PALL CORP | 1,255,527 | $156,250 | 1.7% | $124.45 | — | COM | 696429307 |
| — | CIT GROUP INC | 3,170,834 | $147,412 | 1.6% | $46.91 | — | COM NEW | 125581801 |
| — | SIGMA ALDRICH CORP | 904,000 | $125,972 | 1.4% | $136.99 | — | COM | 826552101 |
| — | HCC INS HLDGS INC | 1,382,000 | $106,193 | 1.2% | $76.84 | — | COM | 404132102 |
| — | HUDSON CITY BANCORP | 10,461,788 | $103,362 | 1.1% | $9.59 | — | COM | 443683107 |
| — | BUNGE LIMITED | 1,165,000 | $102,287 | 1.1% | $74.98 | — | COM | G16962105 |
| TPH | TRI POINTE HOMES INC | 6,634,879 | $101,514 | 1.1% | $15.31 | -2.9% | COM | 87265H109 |
| — | EXTERRAN HLDGS INC | 3,106,702 | $101,434 | 1.1% | $32.31 | — | COM | 30225X103 |
| — | CATAMARAN CORP | 1,656,000 | $101,148 | 1.1% | $58.57 | — | COM | 148887102 |
| — | BROADCOM CORP | 1,902,502 | $97,960 | 1.1% | $51.49 | — | CL A | 111320107 |
| TDC | TERADATA CORP DEL | 2,486,300 | $91,993 | 1.0% | $43.77 | -6.0% | COM | 88076W103 |
| RF | REGIONS FINL CORP NEW | 8,750,000 | $90,650 | 1.0% | $6.76 | +2.4% | COM | 7591EP100 |
| — | CALPINE CORP | 5,022,800 | $90,360 | 1.0% | $18.88 | — | COM NEW | 131347304 |
| — | PLAINS GP HLDGS L P | 3,454,690 | $89,269 | 1.0% | $25.72 | — | SHS A REP LTPN | 72651A108 |
| CMCSA | COMCAST CORP NEW | 1,482,505 | $89,158 | 1.0% | $21.60 | +6.4% | CL A | 20030N101 |
| — | HOSPIRA INC | 960,000 | $85,162 | 0.9% | $87.84 | — | COM | 441060100 |
| AMT | AMERICAN TOWER CORP NEW | 874,752 | $81,606 | 0.9% | $74.63 | -2.2% | COM | 03027X100 |
| — | WELLPOINT INC | 37,000,000 | $81,291 | 0.9% | $2.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| PAYX | PAYCHEX INC | 1,695,344 | $79,478 | 0.9% | $31.70 | +11.8% | COM | 704326107 |
| — | LABORATORY CORP AMER HLDGS | 653,412 | $79,207 | 0.9% | $106.33 | — | COM NEW | 50540R409 |
| WCC | WESCO INTL INC | 1,125,000 | $77,220 | 0.8% | $68.79 | +1.3% | COM | 95082P105 |
| KMT | KENNAMETAL INC | 2,249,981 | $76,769 | 0.8% | $31.95 | -16.4% | COM | 489170100 |
| — | GULFPORT ENERGY CORP | 1,854,009 | $74,624 | 0.8% | $47.12 | — | COM NEW | 402635304 |
| — | JDS UNIPHASE CORP | 6,300,438 | $72,959 | 0.8% | $13.10 | — | COM PAR $0.001 | 46612J507 |
| KO | COCA COLA CO | 1,832,448 | $71,887 | 0.8% | $29.35 | -1.1% | COM | 191216100 |
| — | NEWFIELD EXPL CO | 1,960,996 | $70,831 | 0.8% | $36.12 | — | COM | 651290108 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,329,839 | $70,043 | 0.8% | $52.49 | — | COM NEW | 52729N308 |
| — | ENERGEN CORP | 1,018,958 | $69,595 | 0.8% | $68.30 | — | COM | 29265N108 |
| — | VITAMIN SHOPPE INC | 1,860,288 | $69,333 | 0.8% | $41.14 | — | COM | 92849E101 |
| GAP | GAP INC DEL | 1,775,000 | $67,752 | 0.7% | $26.96 | +0.7% | COM | 364760108 |
| — | DISCOVER FINL SVCS | 1,155,193 | $66,562 | 0.7% | $56.87 | — | COM | 254709108 |
| — | UTI WORLDWIDE INC | 6,500,941 | $64,944 | 0.7% | $10.23 | — | ORD | G87210103 |
| — | PINNACLE FOODS INC DEL | 1,400,618 | $63,784 | 0.7% | $35.47 | — | COM | 72348P104 |
| — | FAMILY DLR STORES INC | 801,713 | $63,183 | 0.7% | $78.52 | — | COM | 307000109 |
| JPM | JPMORGAN CHASE & CO | 925,989 | $62,745 | 0.7% | $41.65 | +18.0% | COM | 46625H100 |
| VLO | VALERO ENERGY CORP NEW | 1,000,589 | $62,637 | 0.7% | $32.07 | +21.4% | COM | 91913Y100 |
| — | MARATHON OIL CORP | 2,309,588 | $61,296 | 0.7% | $32.07 | — | COM | 565849106 |
| — | COSAN LTD | 9,750,000 | $60,060 | 0.7% | $6.51 | — | SHS A | G25343107 |
| PG | PROCTER & GAMBLE CO | 765,232 | $59,872 | 0.7% | $64.32 | -6.8% | COM | 742718109 |
| — | ULTRATECH INC | 3,215,042 | $59,671 | 0.7% | $26.89 | — | COM | 904034105 |
| ALLY | ALLY FINL INC | 2,568,745 | $57,617 | 0.6% | $18.23 | -7.6% | COM | 02005N100 |
| — | CON-WAY INC | 1,499,797 | $57,547 | 0.6% | $38.37 | — | COM | 205944101 |
| — | ALTERA CORP | 1,110,000 | $56,832 | 0.6% | $50.27 | — | COM | 021441100 |
| — | MEADWESTVACO CORP | 1,181,100 | $55,736 | 0.6% | $39.84 | — | COM | 583334107 |
| — | MEAD JOHNSON NUTRITION CO | 615,275 | $55,510 | 0.6% | $93.69 | — | COM | 582839106 |
| — | AMERICAN RLTY CAP PPTYS INC | 57,149,000 | $54,077 | 0.6% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| V | VISA INC | 790,804 | $53,102 | 0.6% | $60.01 | +4.9% | COM CL A | 92826C839 |
| — | KINDRED HEALTHCARE INC | 2,566,100 | $52,066 | 0.6% | $19.08 | — | COM | 494580103 |
| — | ACE LTD | 506,233 | $51,474 | 0.6% | $97.66 | — | SHS | H0023R105 |
| AVT | AVNET INC | 1,250,968 | $51,427 | 0.6% | $31.05 | +11.9% | COM | 053807103 |
| NOK | NOKIA CORP | 7,499,900 | $51,374 | 0.6% | $6.85 | — | SPONSORED ADR | 654902204 |
| GGB | GERDAU S A | 21,000,000 | $50,610 | 0.6% | $3.62 | — | SPON ADR REP PFD | 373737105 |
| — | NABORS INDUSTRIES LTD | 3,461,860 | $49,955 | 0.5% | $17.86 | — | SHS | G6359F103 |
| — | CIMAREX ENERGY CO | 432,834 | $47,746 | 0.5% | $113.49 | — | COM | 171798101 |
| MRK | MERCK & CO INC NEW | 837,764 | $47,694 | 0.5% | $35.63 | +12.9% | COM | 58933Y105 |
| SPY | SPDR S&P 500 ETF TR | 227,750 | $46,882 | 0.5% | $205.97 | — | TR UNIT | 78462F103 |
| FITB | FIFTH THIRD BANCORP | 2,247,100 | $46,785 | 0.5% | $14.02 | 0.0% | COM | 316773100 |
| — | VERISIGN INC | 25,000,000 | $46,104 | 0.5% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| DVN | DEVON ENERGY CORP NEW | 769,976 | $45,806 | 0.5% | $45.43 | -2.6% | COM | 25179M103 |
| EBAY | EBAY INC | 740,776 | $44,624 | 0.5% | $21.29 | +4.3% | COM | 278642103 |
| — | FMC TECHNOLOGIES INC | 1,052,568 | $43,671 | 0.5% | $43.44 | — | COM | 30249U101 |
| — | WPX ENERGY INC | 3,521,984 | $43,250 | 0.5% | $11.63 | — | COM | 98212B103 |
| — | RENEWABLE ENERGY GROUP INC | 3,735,276 | $43,180 | 0.5% | $10.98 | — | COM NEW | 75972A301 |
| — | TWENTY FIRST CENTY FOX INC | 1,313,727 | $42,328 | 0.5% | $32.22 | — | CL B | 90130A200 |
| — | STARWOOD HOTELS&RESORTS WRLD | 504,425 | $40,904 | 0.4% | $80.83 | — | COM | 85590A401 |
| — | DYNEGY INC NEW DEL | 1,386,737 | $40,562 | 0.4% | $29.23 | — | COM | 26817R108 |
| NTAP | NETAPP INC | 1,271,813 | $40,138 | 0.4% | $28.88 | -8.4% | COM | 64110D104 |
| SLB | SCHLUMBERGER LTD | 464,695 | $40,052 | 0.4% | $65.57 | +1.8% | COM | 806857108 |
| BK | BANK NEW YORK MELLON CORP | 943,000 | $39,578 | 0.4% | $31.54 | +3.6% | COM | 064058100 |
| CAG | CONAGRA FOODS INC | 899,100 | $39,309 | 0.4% | $19.83 | +5.0% | COM | 205887102 |
| TRGP | TARGA RES CORP | 434,415 | $38,759 | 0.4% | $61.26 | -5.0% | COM | 87612G101 |
| MPWR | MONOLITHIC PWR SYS INC | 753,065 | $38,188 | 0.4% | $43.32 | +11.1% | COM | 609839105 |
| — | ANADARKO PETE CORP | 479,025 | $37,393 | 0.4% | $83.85 | — | COM | 032511107 |
| — | VMWARE INC | 435,172 | $37,312 | 0.4% | $83.35 | — | CL A COM | 928563402 |
| NBHC | NATIONAL BK HLDGS CORP | 1,781,181 | $37,102 | 0.4% | $14.82 | +5.1% | CL A | 633707104 |
| — | ALLERGAN PLC | 118,067 | $35,829 | 0.4% | $303.46 | — | SHS | G0177J108 |
| — | VIMPELCOM LTD | 7,167,229 | $35,621 | 0.4% | $6.64 | — | SPONSORED ADR | 92719A106 |
| — | NOBLE ENERGY INC | 834,500 | $35,616 | 0.4% | $48.90 | — | COM | 655044105 |
| PPL | PPL CORP | 1,177,300 | $34,695 | 0.4% | $19.41 | 0.0% | COM | 69351T106 |
| BAC | BANK AMER CORP | 2,000,300 | $34,045 | 0.4% | $12.68 | +3.5% | COM | 060505104 |
| — | MONEYGRAM INTL INC | 3,684,942 | $33,865 | 0.4% | $14.18 | — | COM NEW | 60935Y208 |
| MO | ALTRIA GROUP INC | 650,627 | $31,822 | 0.3% | $25.26 | 0.0% | COM | 02209S103 |
| — | SUNEDISON INC | 15,000,000 | $31,792 | 0.3% | $2.12 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| PRU | PRUDENTIAL FINL INC | 362,419 | $31,719 | 0.3% | $51.71 | +3.0% | COM | 744320102 |
| PVH | PVH CORP | 275,000 | $31,680 | 0.3% | $111.47 | -4.1% | COM | 693656100 |
| — | TIME WARNER INC | 362,240 | $31,663 | 0.3% | $87.41 | — | COM NEW | 887317303 |
| — | CONCHO RES INC | 270,599 | $30,810 | 0.3% | $113.86 | — | COM | 20605P101 |
| PCG | PG&E CORP | 624,228 | $30,650 | 0.3% | $49.17 | -3.6% | COM | 69331C108 |
| — | TREEHOUSE FOODS INC | 372,356 | $30,172 | 0.3% | $84.31 | — | COM | 89469A104 |
| — | KELLOGG CO | 473,600 | $29,695 | 0.3% | $41.14 | 0.0% | COM | 487836108 |
| — | POLYPORE INTL INC | 494,900 | $29,635 | 0.3% | $59.88 | — | COM | 73179V103 |
| SLAB | SILICON LABORATORIES INC | 545,480 | $29,461 | 0.3% | $41.71 | +28.2% | COM | 826919102 |
| — | COACH INC | 850,000 | $29,419 | 0.3% | $34.61 | — | COM | 189754104 |
| — | NISOURCE INC | 1,752,100 | $29,260 | 0.3% | $16.70 | — | EX DISTRIB WI | 65473P113 |
| CRUS | CIRRUS LOGIC INC | 858,458 | $29,213 | 0.3% | $27.02 | +30.4% | COM | 172755100 |
| THC | TENET HEALTHCARE CORP | 495,458 | $28,677 | 0.3% | $52.27 | -2.3% | COM NEW | 88033G407 |
| ARMK | ARAMARK | 905,490 | $28,043 | 0.3% | $17.25 | +15.0% | COM | 03852U106 |
| — | TERRAFORM PWR INC | 730,312 | $27,737 | 0.3% | $37.84 | — | CL A COM | 88104R100 |
| AAP | ADVANCE AUTO PARTS INC | 173,578 | $27,649 | 0.3% | $110.15 | +21.3% | COM | 00751Y106 |
| CVLT | COMMVAULT SYSTEMS INC | 623,530 | $26,444 | 0.3% | $47.41 | -4.4% | COM | 204166102 |
| TRIP | TRIPADVISOR INC | 298,325 | $25,996 | 0.3% | $72.31 | 0.0% | COM | 896945201 |
| QCOM | QUALCOMM INC | 412,519 | $25,836 | 0.3% | $50.68 | -0.7% | COM | 747525103 |
| TAP | MOLSON COORS BREWING CO | 369,850 | $25,819 | 0.3% | $56.31 | +1.8% | CL B | 60871R209 |
| XLU | SELECT SECTOR SPDR TR | 622,100 | $25,792 | 0.3% | $44.43 | — | SBI INT-UTILS | 81369Y886 |
| RS | RELIANCE STEEL & ALUMINUM CO | 424,988 | $25,703 | 0.3% | $59.63 | +6.1% | COM | 759509102 |
| DG | DOLLAR GEN CORP NEW | 330,308 | $25,678 | 0.3% | $60.42 | +9.0% | COM | 256677105 |
| AMZN | AMAZON COM INC | 59,100 | $25,655 | 0.3% | $15.84 | +31.9% | COM | 023135106 |
| TJX | TJX COS INC NEW | 387,617 | $25,649 | 0.3% | $28.69 | 0.0% | COM | 872540109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 684,071 | $25,304 | 0.3% | $12.84 | +34.7% | FNF GROUP COM | 31620R303 |
| — | JARDEN CORP | 15,000,000 | $25,203 | 0.3% | $1.48 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | OMNICARE INC | 263,000 | $24,788 | 0.3% | $94.25 | — | COM | 681904108 |
| — | MCGRAW HILL FINL INC | 245,837 | $24,694 | 0.3% | $100.45 | — | COM | 580645109 |
| ZTS | ZOETIS INC | 500,000 | $24,110 | 0.3% | $43.97 | 0.0% | CL A | 98978V103 |
| — | WHITEWAVE FOODS CO | 491,441 | $24,022 | 0.3% | $36.76 | — | COM | 966244105 |
| — | FREESCALE SEMICONDUCTOR LTD | 593,302 | $23,714 | 0.3% | $40.30 | — | SHS | G3727Q101 |
| — | E M C CORP MASS | 895,000 | $23,619 | 0.3% | $26.39 | — | COM | 268648102 |
| BLMN | BLOOMIN BRANDS INC | 1,099,003 | $23,464 | 0.3% | $15.74 | +10.5% | COM | 094235108 |
| MDT | MEDTRONIC PLC | 316,281 | $23,436 | 0.3% | $58.80 | 0.0% | SHS | G5960L103 |
| LE | LANDS END INC NEW | 938,866 | $23,312 | 0.3% | $28.73 | 0.0% | COM | 51509F105 |
| — | TIME WARNER CABLE INC | 130,000 | $23,162 | 0.3% | $178.17 | — | COM | 88732J207 |
| — | COMMUNICATIONS SALES&LEAS IN | 931,637 | $23,030 | 0.3% | $24.72 | — | COM | 20341J104 |
| MCD | MCDONALDS CORP | 240,000 | $22,817 | 0.3% | $72.06 | +2.9% | COM | 580135101 |
| AEP | AMERICAN ELEC PWR INC | 425,300 | $22,528 | 0.2% | $37.99 | 0.0% | COM | 025537101 |
| HSY | HERSHEY CO | 251,975 | $22,383 | 0.2% | $73.07 | 0.0% | COM | 427866108 |
| DLR | DIGITAL RLTY TR INC | 334,277 | $22,290 | 0.2% | $44.75 | 0.0% | COM | 253868103 |
| — | DOW CHEM CO | 429,000 | $21,952 | 0.2% | $51.17 | — | COM | 260543103 |
| MCK | MCKESSON CORP | 97,645 | $21,952 | 0.2% | $179.29 | +18.9% | COM | 58155Q103 |
| — | DR PEPPER SNAPPLE GROUP INC | 300,750 | $21,925 | 0.2% | $77.50 | — | COM | 26138E109 |
| — | ALCATEL-LUCENT | 6,000,000 | $21,720 | 0.2% | $3.62 | — | SPONSORED ADR | 013904305 |
| — | HEWLETT PACKARD CO | 722,300 | $21,676 | 0.2% | $30.01 | — | COM | 428236103 |
| EAT | BRINKER INTL INC | 372,100 | $21,452 | 0.2% | $48.51 | 0.0% | COM | 109641100 |
| DHT | DHT HOLDINGS INC | 2,725,602 | $21,178 | 0.2% | $3.03 | +15.0% | SHS NEW | Y2065G121 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 398,497 | $21,061 | 0.2% | $52.25 | -0.0% | COM | 808625107 |
| — | VIACOM INC NEW | 323,900 | $20,937 | 0.2% | $64.64 | — | CL B | 92553P201 |
| BIIB | BIOGEN INC | 51,620 | $20,851 | 0.2% | $358.06 | +12.1% | COM | 09062X103 |
| CFG | CITIZENS FINL GROUP INC | 760,200 | $20,761 | 0.2% | $17.86 | +1.6% | COM | 174610105 |
| — | ENVISION HEALTHCARE HLDGS IN | 522,654 | $20,634 | 0.2% | $35.73 | — | COM | 29413U103 |
| BPOP | POPULAR INC | 700,000 | $20,202 | 0.2% | $25.35 | 0.0% | COM NEW | 733174700 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 402,464 | $20,127 | 0.2% | $41.98 | +5.2% | COM | 11133T103 |
| — | TOTAL SYS SVCS INC | 466,075 | $19,468 | 0.2% | $39.85 | — | COM | 891906109 |
| ADSK | AUTODESK INC | 388,700 | $19,464 | 0.2% | $57.90 | -1.3% | COM | 052769106 |
| — | VANTIV INC | 506,700 | $19,351 | 0.2% | $37.81 | — | CL A | 92210H105 |
| — | GOOGLE INC | 37,030 | $19,274 | 0.2% | $550.19 | — | CL C | 38259P706 |
| — | GOOGLE INC | 35,640 | $19,247 | 0.2% | $554.70 | — | CL A | 38259P508 |
| — | INVESTORS BANCORP INC NEW | 1,550,000 | $19,065 | 0.2% | $11.79 | — | COM | 46146L101 |
| NVGS | NAVIGATOR HOLDINGS LTD | 999,669 | $18,934 | 0.2% | $26.49 | -25.6% | SHS | Y62132108 |
| — | NUVASIVE INC | 399,000 | $18,905 | 0.2% | $47.38 | — | COM | 670704105 |
| BWXT | BWX TECHNOLOGIES INC | 575,000 | $18,860 | 0.2% | $20.82 | 0.0% | COM | 05605H100 |
| WDC | WESTERN DIGITAL CORP | 235,000 | $18,429 | 0.2% | $60.27 | 0.0% | COM | 958102105 |
| — | THOMSON REUTERS CORP | 482,564 | $18,371 | 0.2% | $36.74 | — | COM | 884903105 |
| — | LIBERTY GLOBAL PLC | 361,000 | $18,277 | 0.2% | $45.60 | — | SHS CL C | G5480U120 |
| — | QLIK TECHNOLOGIES INC | 522,305 | $18,260 | 0.2% | $31.69 | — | COM | 74733T105 |
| — | ANIXTER INTL INC | 280,000 | $18,242 | 0.2% | $76.13 | — | COM | 035290105 |
| SRE | SEMPRA ENERGY | 181,850 | $17,992 | 0.2% | $38.08 | -0.6% | COM | 816851109 |
| — | ON SEMICONDUCTOR CORP | 14,236,000 | $17,640 | 0.2% | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| BMY | BRISTOL MYERS SQUIBB CO | 263,428 | $17,528 | 0.2% | $46.01 | 0.0% | COM | 110122108 |
| MCHP | MICROCHIP TECHNOLOGY INC | 358,026 | $16,979 | 0.2% | $15.91 | +23.2% | COM | 595017104 |
| LDOS | LEIDOS HLDGS INC | 420,000 | $16,955 | 0.2% | $25.83 | -0.7% | COM | 525327102 |
| — | QUINTILES TRANSNATIO HLDGS I | 231,800 | $16,831 | 0.2% | $72.61 | — | COM | 74876Y101 |
| — | MILACRON HLDGS CORP | 841,800 | $16,567 | 0.2% | $19.68 | — | COM | 59870L106 |
| ZG | ZILLOW GROUP INC | 190,976 | $16,565 | 0.2% | $32.92 | -11.4% | CL A | 98954M101 |
| BHE | BENCHMARK ELECTRS INC | 753,595 | $16,413 | 0.2% | $20.02 | -1.8% | COM | 08160H101 |
| — | ITT CORP NEW | 389,000 | $16,276 | 0.2% | $41.84 | — | COM NEW | 450911201 |
| — | FINISAR CORP | 900,000 | $16,083 | 0.2% | $19.41 | — | COM NEW | 31787A507 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 492,400 | $15,865 | 0.2% | $31.98 | — | COM SER A | 531465102 |
| SABR | SABRE CORP | 661,700 | $15,748 | 0.2% | $25.20 | 0.0% | COM | 78573M104 |
| — | EXPRESS SCRIPTS HLDG CO | 175,000 | $15,565 | 0.2% | $82.04 | — | COM | 30219G108 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 286,526 | $15,292 | 0.2% | $37.79 | +6.3% | SHS | G0692U109 |
| — | PMC-SIERRA INC | 1,770,852 | $15,158 | 0.2% | $8.15 | — | COM | 69344F106 |
| LUV | SOUTHWEST AIRLS CO | 445,500 | $14,742 | 0.2% | $36.17 | -4.3% | COM | 844741108 |
| — | ARISTA NETWORKS INC | 179,062 | $14,637 | 0.2% | $81.74 | — | COM | 040413106 |
| ZBH | ZIMMER BIOMET HLDGS INC | 133,172 | $14,546 | 0.2% | $101.46 | 0.0% | COM | 98956P102 |
| UNM | UNUM GROUP | 400,000 | $14,300 | 0.2% | $33.40 | +4.7% | COM | 91529Y106 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 1,750,000 | $14,280 | 0.2% | $8.16 | — | SP ADR NON VTG | 71654V101 |
| AMCX | AMC NETWORKS INC | 172,580 | $14,126 | 0.2% | $77.82 | 0.0% | CL A | 00164V103 |
| TS | TENARIS S A | 521,943 | $14,103 | 0.2% | $27.02 | — | SPONSORED ADR | 88031M109 |
| — | BARCLAYS BANK PLC | 542,139 | $14,085 | 0.2% | $25.98 | — | SP ADR 7.1%PF3 | 06739H776 |
| — | HOMEAWAY INC | 449,723 | $13,995 | 0.2% | $30.86 | — | COM | 43739Q100 |
| EMN | EASTMAN CHEM CO | 166,350 | $13,611 | 0.1% | $54.86 | 0.0% | COM | 277432100 |
| — | INTERXION HOLDING N.V | 492,153 | $13,608 | 0.1% | $27.65 | — | SHS | N47279109 |
| HRL | HORMEL FOODS CORP | 233,786 | $13,179 | 0.1% | $22.00 | 0.0% | COM | 440452100 |
| UNF | UNIFIRST CORP MASS | 117,575 | $13,151 | 0.1% | $112.50 | -1.5% | COM | 904708104 |
| — | AVOLON HLDGS LTD | 572,559 | $13,146 | 0.1% | $20.73 | — | COM | G52237107 |
| HAL | HALLIBURTON CO | 304,700 | $13,123 | 0.1% | $37.52 | 0.0% | COM | 406216101 |
| — | ALEXION PHARMACEUTICALS INC | 71,484 | $12,922 | 0.1% | $180.77 | — | COM | 015351109 |
| — | MEMORIAL RESOURCE DEV CORP | 679,350 | $12,887 | 0.1% | $17.74 | — | COM | 58605Q109 |
| PGR | PROGRESSIVE CORP OHIO | 462,555 | $12,873 | 0.1% | $18.01 | +11.5% | COM | 743315103 |
| — | LUMBER LIQUIDATORS HLDGS INC | 618,961 | $12,819 | 0.1% | $20.71 | — | COM | 55003T107 |
| — | INTERPUBLIC GROUP COS INC | 643,700 | $12,404 | 0.1% | $14.04 | 0.0% | COM | 460690100 |
| — | ASSOCIATED ESTATES RLTY CORP | 432,000 | $12,368 | 0.1% | $24.76 | — | COM | 045604105 |
| FFIV | F5 NETWORKS INC | 102,532 | $12,340 | 0.1% | $122.95 | 0.0% | COM | 315616102 |
| ATR | APTARGROUP INC | 193,000 | $12,308 | 0.1% | $55.28 | -0.2% | COM | 038336103 |
| — | NATIONAL INTERSTATE CORP | 449,600 | $12,283 | 0.1% | $27.08 | — | COM | 63654U100 |
| CRM | SALESFORCE COM INC | 174,069 | $12,120 | 0.1% | $50.73 | +38.7% | COM | 79466L302 |
| PWR | QUANTA SVCS INC | 420,291 | $12,113 | 0.1% | $28.26 | +1.5% | COM | 74762E102 |
| SNPS | SYNOPSYS INC | 238,825 | $12,096 | 0.1% | $38.44 | +26.7% | COM | 871607107 |
| FIS | FIDELITY NATL INFORMATION SV | 194,700 | $12,032 | 0.1% | $53.32 | 0.0% | COM | 31620M106 |
| — | MARKET VECTORS ETF TR | 218,000 | $11,896 | 0.1% | $54.57 | — | SEMICONDUCTOR | 57060U233 |
| ORCL | ORACLE CORP | 293,600 | $11,832 | 0.1% | $37.00 | 0.0% | COM | 68389X105 |
| PLXS | PLEXUS CORP | 267,626 | $11,743 | 0.1% | $40.40 | +9.7% | COM | 729132100 |
| CSL | CARLISLE COS INC | 113,921 | $11,406 | 0.1% | $82.80 | +3.5% | COM | 142339100 |
| — | KYTHERA BIOPHARMACEUTICALS I | 150,000 | $11,297 | 0.1% | $75.31 | — | COM | 501570105 |
| — | ALERE INC | 205,000 | $10,814 | 0.1% | $52.75 | — | COM | 01449J105 |
| — | MOLINA HEALTHCARE INC | 6,000,000 | $10,622 | 0.1% | $1.22 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | FORESTAR GROUP INC | 803,500 | $10,574 | 0.1% | $13.16 | — | COM | 346233109 |
| GDDY | GODADDY INC | 365,666 | $10,308 | 0.1% | $27.11 | 0.0% | CL A | 380237107 |
| — | AETNA INC NEW | 79,100 | $10,082 | 0.1% | $127.46 | — | COM | 00817Y108 |
| — | LINKEDIN CORP | 48,553 | $10,033 | 0.1% | $184.85 | — | COM CL A | 53578A108 |
| UHS | UNIVERSAL HLTH SVCS INC | 70,400 | $10,004 | 0.1% | $119.82 | 0.0% | CL B | 913903100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 240,300 | $9,989 | 0.1% | $32.53 | +2.3% | COM | 416515104 |
| — | AXIALL CORP | 272,000 | $9,806 | 0.1% | $40.45 | — | COM | 05463D100 |
| — | HUBBELL INC | 90,000 | $9,745 | 0.1% | $109.62 | — | CL B | 443510201 |
| — | PATTERSON COMPANIES INC | 196,600 | $9,565 | 0.1% | $48.65 | — | COM | 703395103 |
| M | MACYS INC | 139,200 | $9,392 | 0.1% | $67.58 | 0.0% | COM | 55616P104 |
| — | RED HAT INC | 122,300 | $9,286 | 0.1% | $64.52 | — | COM | 756577102 |
| — | HORTONWORKS INC | 358,097 | $9,067 | 0.1% | $24.50 | — | COM | 440894103 |
| STLD | STEEL DYNAMICS INC | 433,200 | $8,974 | 0.1% | $15.31 | +12.1% | COM | 858119100 |
| EVH | EVOLENT HEALTH INC | 450,600 | $8,787 | 0.1% | $18.64 | 0.0% | CL A | 30050B101 |
| EQT | EQT CORP | 106,188 | $8,637 | 0.1% | $43.09 | 0.0% | COM | 26884L109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 29,414 | $8,587 | 0.1% | $206.58 | 0.0% | COM | 018581108 |
| — | TYCO INTL PLC | 222,977 | $8,580 | 0.1% | $43.86 | — | SHS | G91442106 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $8,532 | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | OM GROUP INC | 249,226 | $8,374 | 0.1% | $33.60 | — | COM | 670872100 |
| — | GREAT WESTN BANCORP INC | 336,997 | $8,125 | 0.1% | $24.11 | — | COM | 391416104 |
| A | AGILENT TECHNOLOGIES INC | 208,800 | $8,056 | 0.1% | $37.03 | +2.9% | COM | 00846U101 |
| AIG | AMERICAN INTL GROUP INC | 128,900 | $7,969 | 0.1% | $41.17 | +10.5% | COM NEW | 026874784 |
| FMC | F M C CORP | 146,000 | $7,672 | 0.1% | $39.05 | 0.0% | COM NEW | 302491303 |
| — | SCANA CORP NEW | 147,700 | $7,481 | 0.1% | $50.65 | — | COM | 80589M102 |
| — | BLACKROCK CR ALLCTN INC TR | 525,000 | $6,652 | 0.1% | $13.49 | — | COM | 092508100 |
| — | MITEL NETWORKS CORP | 724,860 | $6,401 | 0.1% | $8.83 | — | COM | 60671Q104 |
| — | CAPITAL BK FINL CORP | 215,634 | $6,268 | 0.1% | $19.13 | — | CL A COM | 139794101 |
| ESPR | ESPERION THERAPEUTICS INC NE | 75,125 | $6,142 | 0.1% | $97.89 | 0.0% | COM | 29664W105 |
| MS | MORGAN STANLEY | 155,350 | $6,026 | 0.1% | $22.68 | +25.2% | COM NEW | 617446448 |
| — | TECH DATA CORP | 101,300 | $5,831 | 0.1% | $61.30 | — | COM | 878237106 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 72,669 | $5,781 | 0.1% | $74.30 | +13.7% | ORD | M22465104 |
| — | WL ROSS HLDG CORP | 495,923 | $5,639 | 0.1% | $10.32 | — | UNIT 06/11/2019 | 92939D203 |
| — | CORNERSTONE ONDEMAND INC | 161,640 | $5,625 | 0.1% | $44.68 | — | COM | 21925Y103 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 90,600 | $5,535 | 0.1% | $41.23 | +35.0% | CL A | 192446102 |
| — | BLUELINX HLDGS INC | 5,681,997 | $5,455 | 0.1% | $1.65 | — | COM | 09624H109 |
| CRI | CARTER INC | 50,800 | $5,400 | 0.1% | $60.27 | +27.0% | COM | 146229109 |
| KLAC | KLA-TENCOR CORP | 94,700 | $5,323 | 0.1% | $52.00 | -7.9% | COM | 482480100 |
| — | PATTERN ENERGY GROUP INC | 180,000 | $5,108 | 0.1% | $28.38 | — | CL A | 70338P100 |
| — | CITRIX SYS INC | 71,842 | $5,040 | 0.1% | $62.81 | — | COM | 177376100 |
| ILMN | ILLUMINA INC | 22,600 | $4,935 | 0.1% | $178.58 | +9.4% | COM | 452327109 |
| — | CONSOLIDATED TOMOKA LD CO | 85,104 | $4,905 | 0.1% | $38.94 | — | COM | 210226106 |
| VZ | VERIZON COMMUNICATIONS INC | 100,440 | $4,682 | 0.1% | $27.43 | +3.3% | COM | 92343V104 |
| META | FACEBOOK INC | 54,538 | $4,677 | 0.1% | $74.87 | +8.3% | CL A | 30303M102 |
| XLB | SELECT SECTOR SPDR TR | 8,300 | $4,522 | 0.0% | — | — | Put | 81369Y100 |
| — | BROCADE COMMUNICATIONS SYS I | 379,313 | $4,506 | 0.0% | $11.87 | — | COM NEW | 111621306 |
| EEFT | EURONET WORLDWIDE INC | 68,300 | $4,214 | 0.0% | $59.48 | 0.0% | COM | 298736109 |
| — | MAGNUM HUNTER RES CORP DEL | 2,225,000 | $4,161 | 0.0% | $1.87 | — | COM | 55973B102 |
| DAL | DELTA AIR LINES INC DEL | 93,700 | $3,849 | 0.0% | $38.40 | 0.0% | COM NEW | 247361702 |
| — | BLACKROCK CORPOR HI YLD FD I | 350,333 | $3,780 | 0.0% | $11.74 | — | COM | 09255P107 |
| — | CENTERSTATE BANKS INC | 277,454 | $3,748 | 0.0% | $11.06 | — | COM | 15201P109 |
| — | OASIS PETE INC NEW | 233,100 | $3,695 | 0.0% | $15.85 | — | COM | 674215108 |
| WTI | W & T OFFSHORE INC | 657,054 | $3,601 | 0.0% | $8.35 | -31.1% | COM | 92922P106 |
| — | FIRST TR HIGH INCOME L/S FD | 224,666 | $3,514 | 0.0% | $17.38 | — | COM | 33738E109 |
| CAH | CARDINAL HEALTH INC | 39,122 | $3,273 | 0.0% | $63.64 | +2.9% | COM | 14149Y108 |
| — | TIM PARTICIPACOES S A | 183,880 | $3,008 | 0.0% | $24.09 | — | SPONSORED ADR | 88706P205 |
| — | INTERSECT ENT INC | 104,831 | $3,001 | 0.0% | $28.63 | — | COM | 46071F103 |
| — | DEUTSCHE HIGH INCOME OPPORT | 199,333 | $2,910 | 0.0% | $14.58 | — | COM | 25158Y102 |
| — | ANN INC | 53,000 | $2,559 | 0.0% | $48.28 | — | COM | 035623107 |
| BGS | B & G FOODS INC NEW | 89,598 | $2,556 | 0.0% | $12.90 | +3.2% | COM | 05508R106 |
| JBLU | JETBLUE AIRWAYS CORP | 120,300 | $2,497 | 0.0% | $20.25 | 0.0% | COM | 477143101 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,361 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | NEUBERGER BERMAN HGH YLD FD | 200,000 | $2,356 | 0.0% | $13.31 | — | COM | 64128C106 |
| — | FORESTAR GROUP INC | 2,400,000 | $2,119 | 0.0% | $0.88 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | IXIA | 150,680 | $1,874 | 0.0% | $12.13 | — | COM | 45071R109 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,717 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $1,693 | 0.0% | $18.28 | — | COM | 465893105 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,647 | 0.0% | $5.73 | — | COM | 95766L107 |
| — | BONANZA CREEK ENERGY INC | 81,200 | $1,482 | 0.0% | $18.25 | — | COM | 097793103 |
| TSLA | TESLA MTRS INC | 5,000 | $1,426 | 0.0% | — | — | Put | 88160R101 |
| — | COVISINT CORP | 400,000 | $1,308 | 0.0% | $4.63 | — | COM | 22357R103 |
| ALGT | ALLEGIANT TRAVEL CO | 5,600 | $996 | 0.0% | $146.14 | 0.0% | COM | 01748X102 |
| — | YAHOO INC | 24,591 | $966 | 0.0% | $49.24 | — | COM | 984332106 |
| — | WEIGHT WATCHERS INTL INC NEW | 2,600 | $800 | 0.0% | — | — | Put | 948626106 |
| — | PENNEY J C INC | 3,150 | $652 | 0.0% | — | — | Put | 708160106 |
| GM | GENERAL MTRS CO | 14,764 | $492 | 0.0% | $26.55 | +4.9% | COM | 37045V100 |
| — | ISIS PHARMACEUTICALS INC | 664 | $461 | 0.0% | — | — | Put | 464330109 |
| TAP | MOLSON COORS BREWING CO | 1,000 | $355 | 0.0% | $56.31 | +1.8% | Call | 60871R209 |
| — | GENERAL MTRS CO | 13,421 | $319 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| LNG | CHENIERE ENERGY INC | 645 | $300 | 0.0% | — | — | Put | 16411R208 |
| TDC | TERADATA CORP DEL | 4,800 | $300 | 0.0% | $43.77 | -6.0% | Call | 88076W103 |
| — | INTERCEPT PHARMACEUTICALS IN | 93 | $267 | 0.0% | — | — | Put | 45845P108 |
| — | DELHAIZE GROUP | 11,402 | $235 | 0.0% | $20.61 | — | SPONSORED ADR | 29759W101 |
| — | CLOVIS ONCOLOGY INC | 296 | $219 | 0.0% | — | — | Put | 189464100 |
| INTC | INTEL CORP | 1,153 | $214 | 0.0% | — | — | Put | 458140100 |
| — | GENERAL MTRS CO | 13,421 | $214 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| ALKS | ALKERMES PLC | 747 | $202 | 0.0% | — | — | Put | G01767105 |
| — | RECEPTOS INC | 161 | $200 | 0.0% | — | — | Put | 756207106 |
| — | OI S.A. | 74,686 | $147 | 0.0% | $3.35 | — | SPN ADR NEW | 670851302 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $48 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |