Location: Dallas, TX
CIK: 0001056973 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $8.68B (96.9% shares, 3.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CHUBB CORP | 1,693,700 | $208M | 2.4% | $122.65 | — | COM | 171232101 |
| C | CITIGROUP INC | 4,179,405 | $207M | 2.4% | $38.57 | +5.7% | COM NEW | 172967424 |
| EXC | EXELON CORP | 6,754,428 | $201M | 2.3% | $16.10 | -3.3% | COM | 30161N101 |
| — | BUNGE LIMITED | 2,726,950 | $200M | 2.3% | $74.02 | — | COM | G16962105 |
| — | CALPINE CORP | 11,004,990 | $161M | 1.9% | $16.55 | — | COM NEW | 131347304 |
| NRG | NRG ENERGY INC | 9,891,531 | $147M | 1.7% | $19.59 | -19.4% | COM NEW | 629377508 |
| — | PRECISION CASTPARTS CORP | 583,000 | $134M | 1.5% | $229.71 | — | COM | 740189105 |
| — | SIGMA ALDRICH CORP | 874,000 | $121M | 1.4% | $136.99 | — | COM | 826552101 |
| — | HCC INS HLDGS INC | 1,547,000 | $120M | 1.4% | $76.91 | — | COM | 404132102 |
| — | EXTERRAN HLDGS INC | 6,639,595 | $120M | 1.4% | $24.70 | — | COM | 30225X103 |
| — | HUDSON CITY BANCORP | 10,711,788 | $109M | 1.3% | $9.60 | — | COM | 443683107 |
| — | CAMERON INTERNATIONAL CORP | 1,728,600 | $106M | 1.2% | $61.32 | — | COM | 13342B105 |
| — | CIT GROUP INC | 2,595,041 | $104M | 1.2% | $46.91 | — | COM NEW | 125581801 |
| KO | COCA COLA CO | 2,551,221 | $102M | 1.2% | $29.20 | -1.3% | COM | 191216100 |
| TPH | TRI POINTE GROUP INC | 7,637,679 | $99.98M | 1.2% | $15.20 | -4.8% | COM | 87265H109 |
| — | BROADCOM CORP | 1,940,000 | $99.77M | 1.1% | $51.49 | — | CL A | 111320107 |
| — | STANCORP FINL GROUP INC | 804,500 | $91.87M | 1.1% | $114.20 | — | COM | 852891100 |
| TDC | TERADATA CORP DEL | 3,080,160 | $89.2M | 1.0% | $41.51 | -22.8% | COM | 88076W103 |
| CMCSA | COMCAST CORP NEW | 1,537,514 | $87.45M | 1.0% | $21.67 | +7.7% | CL A | 20030N101 |
| — | DYNEGY INC NEW DEL | 4,224,928 | $87.33M | 1.0% | $23.48 | — | COM | 26817R108 |
| — | WPX ENERGY INC | 13,012,249 | $86.14M | 1.0% | $7.98 | — | COM | 98212B103 |
| VLO | VALERO ENERGY CORP NEW | 1,372,026 | $82.46M | 0.9% | $34.80 | +21.2% | COM | 91913Y100 |
| KMT | KENNAMETAL INC | 3,249,947 | $80.89M | 0.9% | $29.00 | -22.9% | COM | 489170100 |
| EBAY | EBAY INC | 3,168,781 | $77.44M | 0.9% | $23.31 | +2.7% | COM | 278642103 |
| WCC | WESCO INTL INC | 1,665,000 | $77.37M | 0.9% | $64.73 | -13.1% | COM | 95082P105 |
| — | CYTEC INDS INC | 1,035,000 | $76.44M | 0.9% | $73.85 | — | COM | 232820100 |
| WDC | WESTERN DIGITAL CORP | 952,056 | $75.63M | 0.9% | $53.22 | -4.3% | COM | 958102105 |
| — | PARTNERRE LTD | 535,046 | $74.31M | 0.9% | $114.11 | — | COM | G6852T105 |
| MS | MORGAN STANLEY | 2,320,950 | $73.11M | 0.8% | $26.95 | +1.1% | COM NEW | 617446448 |
| — | ALTERA CORP | 1,440,100 | $72.12M | 0.8% | $50.22 | — | COM | 021441100 |
| — | ACE LTD | 677,493 | $70.05M | 0.8% | $99.11 | — | SHS | H0023R105 |
| RF | REGIONS FINL CORP NEW | 7,600,284 | $68.48M | 0.8% | $6.76 | +1.1% | COM | 7591EP100 |
| DVN | DEVON ENERGY CORP NEW | 1,844,613 | $68.42M | 0.8% | $37.33 | -15.5% | COM | 25179M103 |
| — | PINNACLE FOODS INC DEL | 1,621,806 | $67.92M | 0.8% | $36.34 | — | COM | 72348P104 |
| GAP | GAP INC DEL | 2,347,500 | $66.9M | 0.8% | $26.19 | -9.1% | COM | 364760108 |
| VIAV | VIAVI SOLUTIONS INC | 12,424,662 | $66.72M | 0.8% | $5.86 | 0.0% | COM | 925550105 |
| — | VITAMIN SHOPPE INC | 1,954,597 | $63.8M | 0.7% | $40.73 | — | COM | 92849E101 |
| MO | ALTRIA GROUP INC | 1,135,623 | $61.78M | 0.7% | $26.01 | +3.9% | COM | 02209S103 |
| — | EXPRESS SCRIPTS HLDG CO | 735,432 | $59.54M | 0.7% | $81.22 | — | COM | 30219G108 |
| BPOP | POPULAR INC | 1,909,898 | $57.74M | 0.7% | $23.58 | -4.4% | COM NEW | 733174700 |
| — | NEWFIELD EXPL CO | 1,737,687 | $57.17M | 0.7% | $36.12 | — | COM | 651290108 |
| — | WELLPOINT INC | 30,000,000 | $56.64M | 0.7% | $2.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| ALLY | ALLY FINL INC | 2,771,500 | $56.48M | 0.7% | $18.11 | -8.3% | COM | 02005N100 |
| JPM | JPMORGAN CHASE & CO | 905,989 | $55.24M | 0.6% | $41.65 | +19.1% | COM | 46625H100 |
| — | KINDRED HEALTHCARE INC | 3,504,100 | $55.19M | 0.6% | $18.19 | — | COM | 494580103 |
| — | AMERICAN RLTY CAP PPTYS INC | 57,149,000 | $54.43M | 0.6% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| BAC | BANK AMER CORP | 3,458,715 | $53.89M | 0.6% | $13.00 | +3.4% | COM | 060505104 |
| — | ULTRATECH INC | 3,301,721 | $52.89M | 0.6% | $26.61 | — | COM | 904034105 |
| — | VERISIGN INC | 25,000,000 | $52.15M | 0.6% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MCGRAW HILL FINL INC | 597,024 | $51.64M | 0.6% | $92.24 | — | COM | 580645109 |
| — | ANADARKO PETE CORP | 848,797 | $51.26M | 0.6% | $73.63 | — | COM | 032511107 |
| — | MARATHON OIL CORP | 3,294,713 | $50.74M | 0.6% | $27.08 | — | COM | 565849106 |
| NAVI | NAVIENT CORP | 4,499,703 | $50.58M | 0.6% | $14.63 | 0.0% | COM | 63938C108 |
| — | GULFPORT ENERGY CORP | 1,662,059 | $49.33M | 0.6% | $47.12 | — | COM NEW | 402635304 |
| CFG | CITIZENS FINL GROUP INC | 1,980,718 | $47.26M | 0.5% | $17.67 | -0.7% | COM | 174610105 |
| HAL | HALLIBURTON CO | 1,335,064 | $47.2M | 0.5% | $33.39 | -3.7% | COM | 406216101 |
| NI | NISOURCE INC | 2,541,949 | $47.15M | 0.5% | $12.30 | 0.0% | COM | 65473P105 |
| CAG | CONAGRA FOODS INC | 1,159,100 | $46.95M | 0.5% | $20.64 | +13.5% | COM | 205887102 |
| CSCO | CISCO SYS INC | 1,735,308 | $45.55M | 0.5% | $19.57 | 0.0% | COM | 17275R102 |
| TS | TENARIS S A | 1,838,046 | $44.31M | 0.5% | $24.94 | — | SPONSORED ADR | 88031M109 |
| NOK | NOKIA CORP | 6,499,800 | $44.07M | 0.5% | $6.85 | — | SPONSORED ADR | 654902204 |
| FITB | FIFTH THIRD BANCORP | 2,325,000 | $43.97M | 0.5% | $14.02 | +0.9% | COM | 316773100 |
| — | UTI WORLDWIDE INC | 9,500,941 | $43.61M | 0.5% | $8.45 | — | ORD | G87210103 |
| AMT | AMERICAN TOWER CORP NEW | 494,049 | $43.47M | 0.5% | $74.63 | -2.2% | COM | 03027X100 |
| DLR | DIGITAL RLTY TR INC | 655,510 | $42.82M | 0.5% | $44.86 | +0.3% | COM | 253868103 |
| — | COSAN LTD | 14,693,000 | $42.46M | 0.5% | $5.29 | — | SHS A | G25343107 |
| — | CIMAREX ENERGY CO | 404,403 | $41.44M | 0.5% | $113.49 | — | COM | 171798101 |
| SLB | SCHLUMBERGER LTD | 599,628 | $41.36M | 0.5% | $64.07 | -8.0% | COM | 806857108 |
| — | TIME WARNER CABLE INC | 230,000 | $41.26M | 0.5% | $178.69 | — | COM | 88732J207 |
| — | KELLOGG CO | 614,700 | $40.91M | 0.5% | $41.63 | +4.0% | COM | 487836108 |
| MPWR | MONOLITHIC PWR SYS INC | 792,565 | $40.58M | 0.5% | $43.42 | +4.2% | COM | 609839105 |
| EQT | EQT CORP | 622,754 | $40.34M | 0.5% | $38.44 | -2.5% | COM | 26884L109 |
| — | CONCHO RES INC | 396,933 | $39.02M | 0.4% | $108.91 | — | COM | 20605P101 |
| SPY | SPDR S&P 500 ETF TR | 201,501 | $38.61M | 0.4% | $205.97 | — | TR UNIT | 78462F103 |
| LUV | SOUTHWEST AIRLS CO | 1,011,311 | $38.47M | 0.4% | $34.25 | -4.4% | COM | 844741108 |
| VZ | VERIZON COMMUNICATIONS INC | 882,820 | $38.41M | 0.4% | $27.06 | -0.2% | COM | 92343V104 |
| GIS | GENERAL MLS INC | 683,300 | $38.35M | 0.4% | $39.98 | 0.0% | COM | 370334104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 1,021,398 | $36.23M | 0.4% | $14.42 | +22.3% | FNF GROUP COM | 31620R303 |
| — | COACH INC | 1,235,014 | $35.73M | 0.4% | $32.84 | — | COM | 189754104 |
| — | RENEWABLE ENERGY GROUP INC | 4,250,000 | $35.19M | 0.4% | $10.65 | — | COM NEW | 75972A301 |
| ADSK | AUTODESK INC | 796,201 | $35.14M | 0.4% | $53.95 | -7.0% | COM | 052769106 |
| — | GOOGLE INC | 56,971 | $34.66M | 0.4% | $570.57 | — | CL C | 38259P706 |
| PAYX | PAYCHEX INC | 711,759 | $33.9M | 0.4% | $31.70 | +7.6% | COM | 704326107 |
| FIS | FIDELITY NATL INFORMATION SV | 503,701 | $33.79M | 0.4% | $54.77 | +1.7% | COM | 31620M106 |
| MRK | MERCK & CO INC NEW | 679,892 | $33.58M | 0.4% | $35.63 | +7.8% | COM | 58933Y105 |
| — | FINISAR CORP | 3,001,250 | $33.4M | 0.4% | $13.61 | — | COM NEW | 31787A507 |
| — | LEVEL 3 COMMUNICATIONS INC | 752,000 | $32.85M | 0.4% | $52.49 | — | COM NEW | 52729N308 |
| GGB | GERDAU S A | 23,854,596 | $32.68M | 0.4% | $3.35 | — | SPON ADR REP PFD | 373737105 |
| INTU | INTUIT | 359,164 | $31.88M | 0.4% | $89.42 | 0.0% | COM | 461202103 |
| PYPL | PAYPAL HLDGS INC | 1,021,375 | $31.7M | 0.4% | $35.85 | 0.0% | COM | 70450Y103 |
| BAX | BAXTER INTL INC | 954,300 | $31.35M | 0.4% | $32.06 | 0.0% | COM | 071813109 |
| — | NOBLE ENERGY INC | 1,033,400 | $31.19M | 0.4% | $45.30 | — | COM | 655044105 |
| — | VMWARE INC | 388,722 | $30.63M | 0.4% | $83.35 | — | CL A COM | 928563402 |
| PPG | PPG INDS INC | 348,725 | $30.58M | 0.4% | $84.38 | 0.0% | COM | 693506107 |
| — | THOMSON REUTERS CORP | 759,161 | $30.56M | 0.4% | $38.02 | — | COM | 884903105 |
| NEE | NEXTERA ENERGY INC | 300,593 | $29.32M | 0.3% | $19.44 | 0.0% | COM | 65339F101 |
| — | MONEYGRAM INTL INC | 3,624,997 | $29.07M | 0.3% | $14.18 | — | COM NEW | 60935Y208 |
| — | DEALERTRACK TECHNOLOGIES INC | 460,000 | $29.05M | 0.3% | $63.16 | — | COM | 242309102 |
| TAP | MOLSON COORS BREWING CO | 349,725 | $29.03M | 0.3% | $56.31 | -0.2% | CL B | 60871R209 |
| — | REALOGY HLDGS CORP | 750,000 | $28.22M | 0.3% | $37.63 | — | COM | 75605Y106 |
| CVLT | COMMVAULT SYSTEMS INC | 822,630 | $27.94M | 0.3% | $44.97 | -17.0% | COM | 204166102 |
| AVT | AVNET INC | 653,268 | $27.88M | 0.3% | $31.05 | +6.2% | COM | 053807103 |
| — | NATIONSTAR MTG HLDGS INC | 2,000,271 | $27.74M | 0.3% | $13.87 | — | COM | 63861C109 |
| SRE | SEMPRA ENERGY | 284,233 | $27.49M | 0.3% | $37.13 | -4.6% | COM | 816851109 |
| ARMK | ARAMARK | 925,390 | $27.43M | 0.3% | $17.31 | +16.2% | COM | 03852U106 |
| CCI | CROWN CASTLE INTL CORP NEW | 347,591 | $27.41M | 0.3% | $52.66 | 0.0% | COM | 22822V101 |
| ZTS | ZOETIS INC | 664,300 | $27.36M | 0.3% | $43.67 | -2.1% | CL A | 98978V103 |
| — | SUNTRUST BKS INC | 678,500 | $25.95M | 0.3% | $38.24 | — | COM | 867914103 |
| — | SYMETRA FINL CORP | 807,000 | $25.53M | 0.3% | $31.64 | — | COM | 87151Q106 |
| SABR | SABRE CORP | 930,495 | $25.29M | 0.3% | $25.73 | +5.1% | COM | 78573M104 |
| — | FMC TECHNOLOGIES INC | 807,333 | $25.03M | 0.3% | $43.44 | — | COM | 30249U101 |
| — | MEAD JOHNSON NUTRITION CO | 351,325 | $24.73M | 0.3% | $93.69 | — | COM | 582839106 |
| WMB | WILLIAMS COS INC DEL | 650,000 | $23.95M | 0.3% | $27.42 | 0.0% | COM | 969457100 |
| BK | BANK NEW YORK MELLON CORP | 601,600 | $23.55M | 0.3% | $31.54 | +1.4% | COM | 064058100 |
| TJX | TJX COS INC NEW | 328,711 | $23.48M | 0.3% | $28.69 | +5.8% | COM | 872540109 |
| CRM | SALESFORCE COM INC | 337,175 | $23.41M | 0.3% | $60.07 | +16.6% | COM | 79466L302 |
| — | DR PEPPER SNAPPLE GROUP INC | 294,154 | $23.25M | 0.3% | $77.50 | — | COM | 26138E109 |
| CRUS | CIRRUS LOGIC INC | 722,558 | $22.77M | 0.3% | $27.02 | +13.3% | COM | 172755100 |
| — | PIONEER NAT RES CO | 186,800 | $22.72M | 0.3% | $121.64 | — | COM | 723787107 |
| — | ALCATEL-LUCENT | 6,175,000 | $22.54M | 0.3% | $3.62 | — | SPONSORED ADR | 013904305 |
| — | ANIXTER INTL INC | 384,000 | $22.19M | 0.3% | $71.16 | — | COM | 035290105 |
| — | VIMPELCOM LTD | 5,365,128 | $22.08M | 0.3% | $6.64 | — | SPONSORED ADR | 92719A106 |
| — | PALO ALTO NETWORKS INC | 13,500,000 | $22.04M | 0.3% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| TRIP | TRIPADVISOR INC | 344,225 | $21.69M | 0.2% | $71.64 | -6.1% | COM | 896945201 |
| — | PLAINS GP HLDGS L P | 1,236,099 | $21.63M | 0.2% | $25.72 | — | SHS A REP LTPN | 72651A108 |
| — | HOMEAWAY INC | 814,723 | $21.62M | 0.2% | $28.92 | — | COM | 43739Q100 |
| — | XURA INC | 953,000 | $21.33M | 0.2% | $22.38 | — | COM | 98420V107 |
| — | FRONTIER COMMUNICATIONS CORP | 4,395,254 | $20.88M | 0.2% | $4.75 | — | COM | 35906A108 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 510,297 | $20.52M | 0.2% | $51.45 | -5.5% | COM | 808625107 |
| TRGP | TARGA RES CORP | 391,050 | $20.15M | 0.2% | $61.26 | -28.2% | COM | 87612G101 |
| OLN | OLIN CORP | 1,178,700 | $19.81M | 0.2% | $15.54 | 0.0% | COM PAR $1 | 680665205 |
| STLD | STEEL DYNAMICS INC | 1,152,200 | $19.8M | 0.2% | $15.45 | +0.6% | COM | 858119100 |
| — | INTERXION HOLDING N.V | 706,953 | $19.14M | 0.2% | $27.48 | — | SHS | N47279109 |
| BWXT | BWX TECHNOLOGIES INC | 725,000 | $19.11M | 0.2% | $21.20 | +6.9% | COM | 05605H100 |
| AAP | ADVANCE AUTO PARTS INC | 100,678 | $19.08M | 0.2% | $110.15 | +37.7% | COM | 00751Y106 |
| — | NRG YIELD INC | 1,618,363 | $18.79M | 0.2% | $11.61 | — | CL C | 62942X405 |
| AMCX | AMC NETWORKS INC | 256,044 | $18.73M | 0.2% | $77.63 | -0.5% | CL A | 00164V103 |
| ALL | ALLSTATE CORP | 316,400 | $18.43M | 0.2% | $49.76 | 0.0% | COM | 020002101 |
| XLU | SELECT SECTOR SPDR TR | 425,400 | $18.42M | 0.2% | $44.43 | — | SBI INT-UTILS | 81369Y886 |
| — | MEDIA GEN INC NEW | 1,300,647 | $18.2M | 0.2% | $13.99 | — | COM | 58441K100 |
| KEY | KEYCORP NEW | 1,350,400 | $17.57M | 0.2% | $9.34 | 0.0% | COM | 493267108 |
| — | HEWLETT PACKARD CO | 684,600 | $17.53M | 0.2% | $30.01 | — | COM | 428236103 |
| PRU | PRUDENTIAL FINL INC | 226,445 | $17.26M | 0.2% | $51.71 | +2.5% | COM | 744320102 |
| — | SPDR SERIES TRUST | 522,300 | $17.15M | 0.2% | $32.84 | — | S&P OILGAS EXP | 78464A730 |
| WAL | WESTERN ALLIANCE BANCORP | 550,127 | $16.89M | 0.2% | $28.07 | 0.0% | COM | 957638109 |
| — | QUINTILES TRANSNATIO HLDGS I | 240,440 | $16.73M | 0.2% | $72.50 | — | COM | 74876Y101 |
| NTAP | NETAPP INC | 564,113 | $16.7M | 0.2% | $28.88 | -18.1% | COM | 64110D104 |
| — | INVESTORS BANCORP INC NEW | 1,350,000 | $16.66M | 0.2% | $11.79 | — | COM | 46146L101 |
| DG | DOLLAR GEN CORP NEW | 229,972 | $16.66M | 0.2% | $60.42 | +10.6% | COM | 256677105 |
| SLAB | SILICON LABORATORIES INC | 399,121 | $16.58M | 0.2% | $41.71 | +9.4% | COM | 826919102 |
| ADP | AUTOMATIC DATA PROCESSING IN | 205,838 | $16.54M | 0.2% | $63.87 | 0.0% | COM | 053015103 |
| CLX | CLOROX CO DEL | 143,075 | $16.53M | 0.2% | $83.86 | 0.0% | COM | 189054109 |
| MDT | MEDTRONIC PLC | 244,055 | $16.34M | 0.2% | $58.80 | -3.1% | SHS | G5960L103 |
| — | LINKEDIN CORP | 85,703 | $16.3M | 0.2% | $187.14 | — | COM CL A | 53578A108 |
| MCD | MCDONALDS CORP | 165,000 | $16.26M | 0.2% | $72.06 | +4.6% | COM | 580135101 |
| BLMN | BLOOMIN BRANDS INC | 891,978 | $16.22M | 0.2% | $15.74 | +5.1% | COM | 094235108 |
| UNM | UNUM GROUP | 503,504 | $16.15M | 0.2% | $33.62 | +2.5% | COM | 91529Y106 |
| AEP | AMERICAN ELEC PWR INC | 283,600 | $16.13M | 0.2% | $37.99 | +1.2% | COM | 025537101 |
| — | JARDEN CORP | 10,000,000 | $16.09M | 0.2% | $1.48 | — | NOTE 1.875% 9/1 | 471109AH1 |
| D | DOMINION RES INC VA NEW | 226,814 | $15.96M | 0.2% | $44.94 | 0.0% | COM | 25746U109 |
| CME | CME GROUP INC | 170,997 | $15.86M | 0.2% | $63.10 | 0.0% | COM | 12572Q105 |
| ELV | ANTHEM INC | 112,100 | $15.69M | 0.2% | $129.85 | 0.0% | COM | 036752103 |
| — | SOLARWINDS INC | 397,100 | $15.58M | 0.2% | $39.24 | — | COM | 83416B109 |
| — | COMPUTER SCIENCES CORP | 250,823 | $15.4M | 0.2% | $61.38 | — | COM | 205363104 |
| MTB | M & T BK CORP | 124,700 | $15.21M | 0.2% | $93.27 | 0.0% | COM | 55261F104 |
| NTCT | NETSCOUT SYS INC | 427,409 | $15.12M | 0.2% | $37.86 | 0.0% | COM | 64115T104 |
| NVGS | NAVIGATOR HOLDINGS LTD | 1,125,286 | $15.02M | 0.2% | $25.32 | -36.7% | SHS | Y62132108 |
| — | INTERPUBLIC GROUP COS INC | 781,200 | $14.94M | 0.2% | $13.96 | -2.7% | COM | 460690100 |
| — | BERRY PLASTICS GROUP INC | 496,875 | $14.94M | 0.2% | $30.07 | — | COM | 08579W103 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 264,100 | $14.91M | 0.2% | $56.46 | — | ADR | 881624209 |
| MCHP | MICROCHIP TECHNOLOGY INC | 345,057 | $14.87M | 0.2% | $15.91 | +10.1% | COM | 595017104 |
| QCOM | QUALCOMM INC | 273,592 | $14.7M | 0.2% | $50.68 | -12.9% | COM | 747525103 |
| — | PMC-SIERRA INC | 2,166,052 | $14.66M | 0.2% | $7.90 | — | COM | 69344F106 |
| KRE | SPDR SERIES TRUST | 352,000 | $14.49M | 0.2% | $41.18 | — | S&P REGL BKG | 78464A698 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 228,831 | $14.33M | 0.2% | $49.94 | +11.4% | CL A | 192446102 |
| — | PRICELINE GRP INC | 10,000,000 | $14.05M | 0.2% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | PATTERSON COMPANIES INC | 323,500 | $13.99M | 0.2% | $46.53 | — | COM | 703395103 |
| — | FORESTAR GROUP INC | 1,049,327 | $13.8M | 0.2% | $13.16 | — | COM | 346233109 |
| PPL | PPL CORP | 409,700 | $13.47M | 0.2% | $19.41 | +1.4% | COM | 69351T106 |
| MKC | MCCORMICK & CO INC | 161,050 | $13.23M | 0.2% | $33.36 | 0.0% | COM NON VTG | 579780206 |
| — | SCANA CORP NEW | 227,400 | $12.79M | 0.1% | $52.62 | — | COM | 80589M102 |
| Z | ZILLOW GROUP INC | 473,150 | $12.78M | 0.1% | $26.10 | 0.0% | CL C CAP STK | 98954M200 |
| EMN | EASTMAN CHEM CO | 195,325 | $12.64M | 0.1% | $54.55 | -3.2% | COM | 277432100 |
| BHE | BENCHMARK ELECTRS INC | 579,995 | $12.62M | 0.1% | $20.02 | -11.4% | COM | 08160H101 |
| CHD | CHURCH & DWIGHT INC | 149,996 | $12.59M | 0.1% | $37.38 | 0.0% | COM | 171340102 |
| — | E M C CORP MASS | 520,000 | $12.56M | 0.1% | $26.39 | — | COM | 268648102 |
| — | SANDISK CORP | 10,000,000 | $12.41M | 0.1% | $1.24 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| GDDY | GODADDY INC | 485,166 | $12.23M | 0.1% | $26.87 | -2.7% | CL A | 380237107 |
| BMY | BRISTOL MYERS SQUIBB CO | 204,478 | $12.11M | 0.1% | $46.01 | -3.2% | COM | 110122108 |
| — | NATIONAL INTERSTATE CORP | 449,600 | $11.99M | 0.1% | $27.08 | — | COM | 63654U100 |
| — | ITT CORP NEW | 357,500 | $11.95M | 0.1% | $41.84 | — | COM NEW | 450911201 |
| — | HORTONWORKS INC | 544,694 | $11.92M | 0.1% | $23.61 | — | COM | 440894103 |
| — | COMMUNICATIONS SALES&LEAS IN | 653,205 | $11.69M | 0.1% | $24.72 | — | COM | 20341J104 |
| — | BARCLAYS BANK PLC | 448,636 | $11.48M | 0.1% | $25.98 | — | SP ADR 7.1%PF3 | 06739H776 |
| — | CARRIZO OIL & GAS INC | 368,735 | $11.26M | 0.1% | $30.54 | — | COM | 144577103 |
| PLXS | PLEXUS CORP | 291,784 | $11.26M | 0.1% | $40.23 | -4.6% | COM | 729132100 |
| — | KYTHERA BIOPHARMACEUTICALS I | 150,000 | $11.25M | 0.1% | $75.31 | — | COM | 501570105 |
| INTC | INTEL CORP | 373,100 | $11.24M | 0.1% | $22.62 | 0.0% | COM | 458140100 |
| — | INTEL CORP | 7,250,000 | $10.95M | 0.1% | $1.51 | — | SDCV 3.250% 8/0 | 458140AF7 |
| ZBH | ZIMMER BIOMET HLDGS INC | 115,872 | $10.88M | 0.1% | $101.46 | -9.3% | COM | 98956P102 |
| — | ALLERGAN PLC | 40,000 | $10.87M | 0.1% | $303.46 | — | SHS | G0177J108 |
| — | MARKET VECTORS ETF TR | 217,300 | $10.84M | 0.1% | $54.57 | — | SEMICONDUCTOR | 57060U233 |
| FMC | F M C CORP | 318,800 | $10.81M | 0.1% | $34.45 | -11.3% | COM NEW | 302491303 |
| — | WALGREENS BOOTS ALLIANCE INC | 129,348 | $10.75M | 0.1% | $83.10 | — | COM | 931427108 |
| NXPI | NXP SEMICONDUCTORS N V | 123,235 | $10.73M | 0.1% | $80.11 | 0.0% | COM | N6596X109 |
| ALGT | ALLEGIANT TRAVEL CO | 47,038 | $10.17M | 0.1% | $180.45 | +2.6% | COM | 01748X102 |
| — | ALERE INC | 210,000 | $10.11M | 0.1% | $52.64 | — | COM | 01449J105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 219,100 | $10.03M | 0.1% | $32.53 | +13.7% | COM | 416515104 |
| — | NUVASIVE INC | 200,700 | $9.678M | 0.1% | $47.38 | — | COM | 670704105 |
| — | LINEAR TECHNOLOGY CORP | 237,658 | $9.59M | 0.1% | $40.35 | — | COM | 535678106 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 172,374 | $9.541M | 0.1% | $41.98 | +6.8% | COM | 11133T103 |
| BGS | B & G FOODS INC NEW | 259,067 | $9.443M | 0.1% | $13.70 | +3.1% | COM | 05508R106 |
| — | LIBERTY GLOBAL PLC | 225,000 | $9.23M | 0.1% | $45.60 | — | SHS CL C | G5480U120 |
| — | SCRIPPS NETWORKS INTERACT IN | 185,400 | $9.12M | 0.1% | $49.19 | — | CL A COM | 811065101 |
| — | WPX ENERGY INC | 250,000 | $8.955M | 0.1% | $35.82 | — | PFD SER A CV | 98212B202 |
| HUM | HUMANA INC | 50,000 | $8.95M | 0.1% | $170.02 | 0.0% | COM | 444859102 |
| EPC | EDGEWELL PERS CARE CO | 108,975 | $8.892M | 0.1% | $82.42 | 0.0% | COM | 28035Q102 |
| — | RED HAT INC | 122,300 | $8.791M | 0.1% | $64.52 | — | COM | 756577102 |
| ATR | APTARGROUP INC | 128,000 | $8.443M | 0.1% | $55.28 | +4.0% | COM | 038336103 |
| — | QLOGIC CORP | 803,171 | $8.233M | 0.1% | $10.25 | — | COM | 747277101 |
| — | PRICELINE GRP INC | 6,500 | $8.04M | 0.1% | $1236.92 | — | COM NEW | 741503403 |
| SBNY | SIGNATURE BK NEW YORK N Y | 57,385 | $7.894M | 0.1% | $137.56 | — | COM | 82669G104 |
| UHS | UNIVERSAL HLTH SVCS INC | 61,990 | $7.737M | 0.1% | $119.82 | +11.2% | CL B | 913903100 |
| — | ON SEMICONDUCTOR CORP | 6,909,000 | $7.719M | 0.1% | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | VIRGIN AMER INC | 225,000 | $7.702M | 0.1% | $34.23 | — | COM VTG | 92765X208 |
| — | ARISTA NETWORKS INC | 118,771 | $7.268M | 0.1% | $81.74 | — | COM | 040413106 |
| UNF | UNIFIRST CORP MASS | 67,900 | $7.252M | 0.1% | $112.50 | -5.6% | COM | 904708104 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $6.99M | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | DSW INC | 272,600 | $6.9M | 0.1% | $25.31 | — | CL A | 23334L102 |
| — | CONSTELLIUM NV | 1,134,139 | $6.873M | 0.1% | $6.06 | — | CL A | N22035104 |
| — | NVIDIA CORP | 5,000,000 | $6.587M | 0.1% | $1.32 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | BLACKROCK CR ALLCTN INC TR | 525,000 | $6.389M | 0.1% | $13.49 | — | COM | 092508100 |
| — | GREAT WESTN BANCORP INC | 251,254 | $6.374M | 0.1% | $24.11 | — | COM | 391416104 |
| XLB | SELECT SECTOR SPDR TR | 6,800 | $6.366M | 0.1% | — | — | Put | 81369Y100 |
| — | SUNEDISON INC | 850,000 | $6.103M | 0.1% | $7.18 | — | COM | 86732Y109 |
| RHI | ROBERT HALF INTL INC | 118,600 | $6.068M | 0.1% | $53.82 | 0.0% | COM | 770323103 |
| — | MITEL NETWORKS CORP | 883,160 | $5.696M | 0.1% | $8.40 | — | COM | 60671Q104 |
| — | SERVICENOW INC | 5,000,000 | $5.658M | 0.1% | $1.13 | — | NOTE 11/0 | 81762PAB8 |
| — | WL ROSS HLDG CORP | 495,923 | $5.569M | 0.1% | $10.32 | — | UNIT 06/11/2019 | 92939D203 |
| SNPS | SYNOPSYS INC | 115,625 | $5.34M | 0.1% | $38.44 | +27.7% | COM | 871607107 |
| — | CONSOLIDATED TOMOKA LD CO | 95,104 | $4.736M | 0.1% | $40.08 | — | COM | 210226106 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 106,022 | $4.553M | 0.1% | $42.94 | — | SHS CL A | G5480U104 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 82,917 | $4.454M | 0.1% | $37.79 | +10.2% | SHS | G0692U109 |
| ILMN | ILLUMINA INC | 24,500 | $4.308M | 0.0% | $180.41 | +12.0% | COM | 452327109 |
| — | BLUELINX HLDGS INC | 6,121,929 | $4.285M | 0.0% | $1.58 | — | COM | 09624H109 |
| LITE | LUMENTUM HLDGS INC | 244,818 | $4.15M | 0.0% | $19.14 | 0.0% | COM | 55024U109 |
| — | OASIS PETE INC NEW | 400,000 | $3.472M | 0.0% | $12.86 | — | COM | 674215108 |
| — | SPX FLOW INC | 100,700 | $3.467M | 0.0% | $34.43 | — | COM | 78469X107 |
| — | BLACKROCK CORPOR HI YLD FD I | 350,333 | $3.458M | 0.0% | $11.74 | — | COM | 09255P107 |
| — | FIRST TR HIGH INCOME L/S FD | 224,666 | $3.166M | 0.0% | $17.38 | — | COM | 33738E109 |
| — | TEAM HEALTH HOLDINGS INC | 53,354 | $2.883M | 0.0% | $54.04 | — | COM | 87817A107 |
| TSLA | TESLA MTRS INC | 6,700 | $2.705M | 0.0% | — | — | Put | 88160R101 |
| — | BONANZA CREEK ENERGY INC | 600,100 | $2.442M | 0.0% | $5.99 | — | COM | 097793103 |
| — | MAGNUM HUNTER RES CORP DEL | 6,500,000 | $2.21M | 0.0% | $0.86 | — | COM | 55973B102 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2.147M | 0.0% | $17.88 | — | COM | 95768B107 |
| — | FORESTAR GROUP INC | 2,400,000 | $2.076M | 0.0% | $0.88 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | NEUBERGER BERMAN HGH YLD FD | 200,000 | $2.038M | 0.0% | $13.31 | — | COM | 64128C106 |
| LNG | CHENIERE ENERGY INC | 42,100 | $2.033M | 0.0% | $61.70 | 0.0% | COM NEW | 16411R208 |
| WTI | W & T OFFSHORE INC | 640,449 | $1.921M | 0.0% | $8.35 | -55.5% | COM | 92922P106 |
| — | VERINT SYS INC | 42,300 | $1.825M | 0.0% | $43.14 | — | COM | 92343X100 |
| — | WMIH CORP | 627,500 | $1.632M | 0.0% | $2.60 | — | COM | 92936P100 |
| — | DEUTSCHE HIGH INCOME TR | 200,000 | $1.57M | 0.0% | $7.85 | — | SHS | 25155R100 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1.563M | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1.49M | 0.0% | $5.73 | — | COM | 95766L107 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $1.47M | 0.0% | $18.28 | — | COM | 465893105 |
| — | DEUTSCHE HIGH INCOME OPPORT | 100,033 | $1.315M | 0.0% | $14.58 | — | COM | 25158Y102 |
| NFLX | NETFLIX INC | 1,076 | $1.299M | 0.0% | — | — | Put | 64110L106 |
| — | PENNEY J C INC | 6,550 | $1.265M | 0.0% | — | — | Put | 708160106 |
| — | GOL LINHAS AEREAS INTLG S A | 1,209,150 | $1.178M | 0.0% | $0.97 | — | SP ADR REP PFD | 38045R107 |
| TAP | MOLSON COORS BREWING CO | 1,000 | $1.11M | 0.0% | $56.31 | -0.2% | Call | 60871R209 |
| — | ISIS PHARMACEUTICALS INC | 664 | $960K | 0.0% | — | — | Put | 464330109 |
| — | COVISINT CORP | 400,000 | $860K | 0.0% | $4.63 | — | COM | 22357R103 |
| HALO | HALOZYME THERAPEUTICS INC | 1,047 | $848K | 0.0% | — | — | Put | 40637H109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 384 | $817K | 0.0% | — | — | Put | 09061G101 |
| OLED | UNIVERSAL DISPLAY CORP | 876 | $765K | 0.0% | — | — | Put | 91347P105 |
| EXAS | EXACT SCIENCES CORP | 1,601 | $763K | 0.0% | — | — | Put | 30063P105 |
| — | TASER INTL INC | 1,431 | $756K | 0.0% | — | — | Put | 87651B104 |
| — | NEWLINK GENETICS CORP | 466 | $694K | 0.0% | — | — | Put | 651511107 |
| — | STAPLES INC | 18,000 | $675K | 0.0% | — | — | Call | 855030102 |
| — | TABLEAU SOFTWARE INC | 388 | $666K | 0.0% | — | — | Put | 87336U105 |
| LNWO | SCIENTIFIC GAMES CORP | 1,502 | $646K | 0.0% | — | — | Put | 80874P109 |
| SHW | SHERWIN WILLIAMS CO | 202 | $639K | 0.0% | — | — | Put | 824348106 |
| — | INTERCEPT PHARMACEUTICALS IN | 93 | $594K | 0.0% | — | — | Put | 45845P108 |
| — | MILACRON HLDGS CORP | 33,200 | $583K | 0.0% | $19.68 | — | COM | 59870L106 |
| SEE | SEALED AIR CORP NEW | 2,590 | $512K | 0.0% | — | — | Put | 81211K100 |
| — | WHITEWAVE FOODS CO | 669 | $445K | 0.0% | $36.76 | — | Put | 966244105 |
| GM | GENERAL MTRS CO | 14,764 | $443K | 0.0% | $26.55 | -9.0% | COM | 37045V100 |
| — | INFINERA CORPORATION | 1,000 | $350K | 0.0% | — | — | Put | 45667G103 |
| ALGN | ALIGN TECHNOLOGY INC | 5,901 | $335K | 0.0% | $59.62 | 0.0% | COM | 016255101 |
| AMBA | AMBARELLA INC | 183 | $325K | 0.0% | — | — | Put | G037AX101 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 156 | $319K | 0.0% | — | — | Put | 91307C102 |
| — | AK STL HLDG CORP | 4,500 | $317K | 0.0% | — | — | Call | 001547108 |
| ACAD | ACADIA PHARMACEUTICALS INC | 676 | $281K | 0.0% | — | — | Put | 004225108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 213 | $281K | 0.0% | — | — | Put | 92532F100 |
| — | GENERAL MTRS CO | 13,421 | $274K | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| — | SKECHERS U S A INC | 179 | $253K | 0.0% | — | — | Put | 830566105 |
| FANG | DIAMONDBACK ENERGY INC | 180 | $243K | 0.0% | — | — | Put | 25278X109 |
| FTNT | FORTINET INC | 591 | $225K | 0.0% | — | — | Put | 34959E109 |
| AMGN | AMGEN INC | 181 | $200K | 0.0% | — | — | Put | 031162100 |
| — | GENERAL MTRS CO | 13,421 | $177K | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | OI S.A. | 74,686 | $51,000 | 0.0% | $3.35 | — | SPN ADR NEW | 670851302 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $31,000 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |