CIK: 0001056973 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value ($000): $8,963,503 (96.7% shares, 3.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CHUBB CORP | 1,919,907 | $254,656 | 2.8% | $123.83 | — | COM | 171232101 |
| — | PRECISION CASTPARTS CORP | 953,000 | $221,106 | 2.5% | $230.60 | — | COM | 740189105 |
| — | BROADCOM CORP | 3,450,000 | $199,479 | 2.2% | $54.26 | — | CL A | 111320107 |
| — | BUNGE LIMITED | 2,872,000 | $196,100 | 2.2% | $73.73 | — | COM | G16962105 |
| — | CAMERON INTERNATIONAL CORP | 3,051,579 | $192,860 | 2.2% | $62.14 | — | COM | 13342B105 |
| C | CITIGROUP INC | 3,465,903 | $179,360 | 2.0% | $38.57 | +2.7% | COM NEW | 172967424 |
| — | CALPINE CORP | 10,714,191 | $155,034 | 1.7% | $16.55 | — | COM NEW | 131347304 |
| NRG | NRG ENERGY INC | 11,000,877 | $129,480 | 1.4% | $18.64 | -45.6% | COM NEW | 629377508 |
| — | DYNEGY INC NEW DEL | 9,396,360 | $125,911 | 1.4% | $17.93 | — | COM | 26817R108 |
| EXC | EXELON CORP | 4,278,506 | $118,814 | 1.3% | $16.10 | -11.9% | COM | 30161N101 |
| MS | MORGAN STANLEY | 3,572,296 | $113,635 | 1.3% | $26.27 | -4.8% | COM NEW | 617446448 |
| NAVI | NAVIENT CORP | 9,510,405 | $108,894 | 1.2% | $13.38 | -8.4% | COM | 63938C108 |
| — | YAHOO INC | 2,967,737 | $98,707 | 1.1% | $33.26 | — | COM | 984332106 |
| SYF | SYNCHRONY FINL | 3,210,535 | $97,632 | 1.1% | $25.00 | 0.0% | COM | 87165B103 |
| — | PINNACLE FOODS INC DEL | 2,256,963 | $95,831 | 1.1% | $38.06 | — | COM | 72348P104 |
| — | STANCORP FINL GROUP INC | 828,990 | $94,405 | 1.1% | $114.19 | — | COM | 852891100 |
| — | AIRGAS INC | 670,000 | $92,674 | 1.0% | $138.32 | — | COM | 009363102 |
| WMB | WILLIAMS COS INC DEL | 3,535,325 | $90,858 | 1.0% | $21.01 | -6.9% | COM | 969457100 |
| — | SANDISK CORP | 1,193,118 | $90,665 | 1.0% | $75.99 | — | COM | 80004C101 |
| TPH | TRI POINTE GROUP INC | 7,051,392 | $89,341 | 1.0% | $15.20 | -11.9% | COM | 87265H109 |
| KLAC | KLA-TENCOR CORP | 1,285,000 | $89,115 | 1.0% | $53.38 | 0.0% | COM | 482480100 |
| TDC | TERADATA CORP DEL | 3,099,973 | $81,901 | 0.9% | $41.51 | -32.0% | COM | 88076W103 |
| KO | COCA COLA CO | 1,847,563 | $79,371 | 0.9% | $29.20 | +5.6% | COM | 191216100 |
| BAC | BANK AMER CORP | 4,662,315 | $78,467 | 0.9% | $13.15 | +3.1% | COM | 060505104 |
| — | WPX ENERGY INC | 13,152,780 | $75,497 | 0.8% | $7.95 | — | COM | 98212B103 |
| — | VITAMIN SHOPPE INC | 2,267,066 | $74,133 | 0.8% | $39.62 | — | COM | 92849E101 |
| MPC | MARATHON PETE CORP | 1,396,856 | $72,413 | 0.8% | $38.07 | 0.0% | COM | 56585A102 |
| — | VERISIGN INC | 28,000,000 | $71,658 | 0.8% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| HAL | HALLIBURTON CO | 2,055,834 | $69,981 | 0.8% | $32.54 | -4.8% | COM | 406216101 |
| EPC | EDGEWELL PERS CARE CO | 891,912 | $69,899 | 0.8% | $74.97 | -1.4% | COM | 28035Q102 |
| VLO | VALERO ENERGY CORP NEW | 975,894 | $69,005 | 0.8% | $34.80 | +30.7% | COM | 91913Y100 |
| — | ULTRATECH INC | 3,453,986 | $68,458 | 0.8% | $26.31 | — | COM | 904034105 |
| RF | REGIONS FINL CORP NEW | 7,000,684 | $67,207 | 0.7% | $6.76 | -1.2% | COM | 7591EP100 |
| VIAV | VIAVI SOLUTIONS INC | 11,000,000 | $66,990 | 0.7% | $5.86 | +3.4% | COM | 925550105 |
| TS | TENARIS S A | 2,811,289 | $66,909 | 0.7% | $24.54 | — | SPONSORED ADR | 88031M109 |
| — | E M C CORP MASS | 2,600,000 | $66,768 | 0.7% | $25.82 | — | COM | 268648102 |
| ALLY | ALLY FINL INC | 3,563,303 | $66,420 | 0.7% | $17.45 | -13.3% | COM | 02005N100 |
| GOOG | ALPHABET INC | 84,070 | $63,799 | 0.7% | $35.61 | 0.0% | CAP STK CL C | 02079K107 |
| MO | ALTRIA GROUP INC | 1,067,523 | $62,141 | 0.7% | $26.01 | +13.3% | COM | 02209S103 |
| FIS | FIDELITY NATL INFORMATION SV | 1,016,944 | $61,627 | 0.7% | $55.13 | +0.7% | COM | 31620M106 |
| WCC | WESCO INTL INC | 1,375,037 | $60,062 | 0.7% | $64.73 | -30.0% | COM | 95082P105 |
| — | NOBLE ENERGY INC | 1,809,850 | $59,598 | 0.7% | $39.99 | — | COM | 655044105 |
| DG | DOLLAR GEN CORP NEW | 803,100 | $57,719 | 0.6% | $59.80 | -0.4% | COM | 256677105 |
| — | FINISAR CORP | 3,891,011 | $56,575 | 0.6% | $13.82 | — | COM NEW | 31787A507 |
| EBAY | EBAY INC | 2,050,076 | $56,336 | 0.6% | $23.31 | +5.4% | COM | 278642103 |
| — | KINDRED HEALTHCARE INC | 4,700,004 | $55,977 | 0.6% | $16.59 | — | COM | 494580103 |
| — | MARATHON OIL CORP | 4,376,013 | $55,094 | 0.6% | $23.50 | — | COM | 565849106 |
| BPOP | POPULAR INC | 1,900,098 | $53,849 | 0.6% | $23.58 | -4.9% | COM NEW | 733174700 |
| — | AMERICAN RLTY CAP PPTYS INC | 57,149,000 | $53,220 | 0.6% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| CAG | CONAGRA FOODS INC | 1,251,374 | $52,758 | 0.6% | $20.77 | +8.0% | COM | 205887102 |
| DLR | DIGITAL RLTY TR INC | 695,461 | $52,591 | 0.6% | $45.18 | +11.6% | COM | 253868103 |
| AROC | ARCHROCK INC | 6,856,567 | $51,561 | 0.6% | $8.04 | 0.0% | COM | 03957W106 |
| PVH | PVH CORP | 700,000 | $51,555 | 0.6% | $87.14 | 0.0% | COM | 693656100 |
| — | FIRST NIAGARA FINL GP INC | 4,722,685 | $51,241 | 0.6% | $10.85 | — | COM | 33582V108 |
| — | PIONEER NAT RES CO | 408,676 | $51,240 | 0.6% | $123.67 | — | COM | 723787107 |
| — | KEURIG GREEN MTN INC | 555,000 | $49,939 | 0.6% | $89.98 | — | COM | 49271M100 |
| VZ | VERIZON COMMUNICATIONS INC | 1,034,289 | $47,805 | 0.5% | $27.04 | -0.4% | COM | 92343V104 |
| — | CIT GROUP INC | 1,200,005 | $47,640 | 0.5% | $46.91 | — | COM NEW | 125581801 |
| — | PARTNERRE LTD | 340,088 | $47,524 | 0.5% | $114.11 | — | COM | G6852T105 |
| — | MCGRAW HILL FINL INC | 469,143 | $46,248 | 0.5% | $92.24 | — | COM | 580645109 |
| KMT | KENNAMETAL INC | 2,400,000 | $46,080 | 0.5% | $29.00 | -32.9% | COM | 489170100 |
| — | CBS CORP NEW | 973,022 | $45,859 | 0.5% | $47.13 | — | CL B | 124857202 |
| — | TIME WARNER CABLE INC | 246,977 | $45,836 | 0.5% | $179.17 | — | COM | 88732J207 |
| — | COSAN LTD | 12,414,223 | $45,808 | 0.5% | $5.29 | — | SHS A | G25343107 |
| SLB | SCHLUMBERGER LTD | 645,556 | $45,028 | 0.5% | $63.50 | -11.7% | COM | 806857108 |
| BAX | BAXTER INTL INC | 1,179,784 | $45,009 | 0.5% | $31.86 | -2.6% | COM | 071813109 |
| — | PMC-SIERRA INC | 3,730,000 | $43,343 | 0.5% | $9.46 | — | COM | 69344F106 |
| SLGN | SILGAN HOLDINGS INC | 796,710 | $42,799 | 0.5% | $26.42 | 0.0% | COM | 827048109 |
| — | REALOGY HLDGS CORP | 1,116,954 | $40,959 | 0.5% | $37.32 | — | COM | 75605Y106 |
| M | MACYS INC | 1,153,300 | $40,342 | 0.5% | $43.33 | 0.0% | COM | 55616P104 |
| CFG | CITIZENS FINL GROUP INC | 1,517,206 | $39,736 | 0.4% | $17.67 | -1.7% | COM | 174610105 |
| — | JARDEN CORP | 690,570 | $39,445 | 0.4% | $57.12 | — | COM | 471109108 |
| — | CONTINENTAL RESOURCES INC | 1,708,405 | $39,259 | 0.4% | $22.98 | — | COM | 212015101 |
| — | DIAMOND FOODS INC | 998,117 | $38,477 | 0.4% | $38.55 | — | COM | 252603105 |
| — | SYMETRA FINL CORP | 1,189,978 | $37,806 | 0.4% | $31.68 | — | COM | 87151Q106 |
| MPWR | MONOLITHIC PWR SYS INC | 590,848 | $37,643 | 0.4% | $43.42 | +31.0% | COM | 609839105 |
| — | RENEWABLE ENERGY GROUP INC | 4,009,000 | $37,244 | 0.4% | $10.65 | — | COM NEW | 75972A301 |
| NEE | NEXTERA ENERGY INC | 351,722 | $36,540 | 0.4% | $19.45 | +0.2% | COM | 65339F101 |
| MRK | MERCK & CO INC NEW | 689,651 | $36,427 | 0.4% | $35.65 | +3.1% | COM | 58933Y105 |
| JPM | JPMORGAN CHASE & CO | 551,001 | $36,383 | 0.4% | $41.65 | +19.3% | COM | 46625H100 |
| ZTS | ZOETIS INC | 758,023 | $36,324 | 0.4% | $43.43 | -3.9% | CL A | 98978V103 |
| — | CAVIUM INC | 552,000 | $36,272 | 0.4% | $65.71 | — | COM | 14964U108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 1,031,080 | $35,748 | 0.4% | $14.42 | +14.6% | FNF GROUP COM | 31620R303 |
| — | NATIONSTAR MTG HLDGS INC | 2,650,128 | $35,432 | 0.4% | $13.75 | — | COM | 63861C109 |
| ALL | ALLSTATE CORP | 568,400 | $35,292 | 0.4% | $49.76 | -0.0% | COM | 020002101 |
| — | COACH INC | 1,075,514 | $35,202 | 0.4% | $32.84 | — | COM | 189754104 |
| — | FRONTIER COMMUNICATIONS CORP | 7,498,600 | $35,018 | 0.4% | $4.72 | — | COM | 35906A108 |
| KMB | KIMBERLY CLARK CORP | 273,623 | $34,832 | 0.4% | $85.00 | 0.0% | COM | 494368103 |
| — | NEWFIELD EXPL CO | 1,053,826 | $34,313 | 0.4% | $36.12 | — | COM | 651290108 |
| DVN | DEVON ENERGY CORP NEW | 1,048,875 | $33,564 | 0.4% | $37.33 | -24.0% | COM | 25179M103 |
| CVLT | COMMVAULT SYSTEMS INC | 837,861 | $32,970 | 0.4% | $44.86 | -12.9% | COM | 204166102 |
| — | GULFPORT ENERGY CORP | 1,320,760 | $32,451 | 0.4% | $47.12 | — | COM NEW | 402635304 |
| SABR | SABRE CORP | 1,137,999 | $31,830 | 0.4% | $26.32 | +10.0% | COM | 78573M104 |
| V | VISA INC | 396,528 | $30,751 | 0.3% | $72.17 | 0.0% | COM CL A | 92826C839 |
| — | FORESTAR GROUP INC | 2,734,781 | $29,919 | 0.3% | $11.79 | — | COM | 346233109 |
| CRM | SALESFORCE COM INC | 364,053 | $28,542 | 0.3% | $61.33 | +25.8% | COM | 79466L302 |
| — | EXTERRAN CORP | 1,776,796 | $28,518 | 0.3% | $16.05 | — | COM | 30227H106 |
| QCOM | QUALCOMM INC | 569,092 | $28,446 | 0.3% | $45.13 | -11.4% | COM | 747525103 |
| — | DYAX CORP | 754,213 | $28,373 | 0.3% | $37.62 | — | COM | 26746E103 |
| — | SUNTRUST BKS INC | 661,400 | $28,334 | 0.3% | $38.24 | — | COM | 867914103 |
| — | NVIDIA CORP | 17,000,000 | $28,237 | 0.3% | $1.56 | — | NOTE 1.000%12/0 | 67066GAC8 |
| SRE | SEMPRA ENERGY | 297,483 | $27,966 | 0.3% | $37.07 | -3.3% | COM | 816851109 |
| SLAB | SILICON LABORATORIES INC | 575,121 | $27,916 | 0.3% | $44.08 | +12.2% | COM | 826919102 |
| — | INTEL CORP | 16,500,000 | $27,480 | 0.3% | $1.60 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CONCHO RES INC | 293,139 | $27,221 | 0.3% | $108.91 | — | COM | 20605P101 |
| — | TWENTY FIRST CENTY FOX INC | 992,500 | $27,026 | 0.3% | $27.23 | — | CL B | 90130A200 |
| — | MENTOR GRAPHICS CORP | 1,448,580 | $26,683 | 0.3% | $18.42 | — | COM | 587200106 |
| — | MEMORIAL RESOURCE DEV CORP | 1,646,087 | $26,584 | 0.3% | $16.15 | — | COM | 58605Q109 |
| — | ATMEL CORP | 3,055,000 | $26,304 | 0.3% | $8.61 | — | COM | 049513104 |
| BK | BANK NEW YORK MELLON CORP | 633,500 | $26,113 | 0.3% | $31.59 | +2.8% | COM | 064058100 |
| ARMK | ARAMARK | 809,178 | $26,096 | 0.3% | $17.31 | +16.6% | COM | 03852U106 |
| — | CIMAREX ENERGY CO | 288,759 | $25,809 | 0.3% | $113.49 | — | COM | 171798101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 591,593 | $25,711 | 0.3% | $35.27 | +4.6% | COM | 416515104 |
| — | KELLOGG CO | 354,800 | $25,641 | 0.3% | $41.63 | +9.8% | COM | 487836108 |
| CCI | CROWN CASTLE INTL CORP NEW | 296,037 | $25,592 | 0.3% | $52.66 | +5.5% | COM | 22822V101 |
| — | STARWOOD HOTELS&RESORTS WRLD | 364,886 | $25,279 | 0.3% | $69.28 | — | COM | 85590A401 |
| — | THOMSON REUTERS CORP | 666,061 | $25,210 | 0.3% | $38.02 | — | COM | 884903105 |
| AAP | ADVANCE AUTO PARTS INC | 166,728 | $25,094 | 0.3% | $126.75 | +20.0% | COM | 00751Y106 |
| LOW | LOWES COS INC | 326,405 | $24,820 | 0.3% | $61.72 | 0.0% | COM | 548661107 |
| SPY | SPDR S&P 500 ETF TR | 118,300 | $24,118 | 0.3% | $205.97 | — | TR UNIT | 78462F103 |
| — | COBALT INTL ENERGY INC | 4,436,091 | $23,955 | 0.3% | $5.40 | — | COM | 19075F106 |
| STZ | CONSTELLATION BRANDS INC | 162,841 | $23,195 | 0.3% | $118.66 | 0.0% | CL A | 21036P108 |
| PHM | PULTE GROUP INC | 1,296,700 | $23,107 | 0.3% | $16.45 | 0.0% | COM | 745867101 |
| GGB | GERDAU S A | 19,000,009 | $22,800 | 0.3% | $3.35 | — | SPON ADR REP PFD | 373737105 |
| — | MONEYGRAM INTL INC | 3,590,224 | $22,511 | 0.3% | $14.18 | — | COM NEW | 60935Y208 |
| — | PALO ALTO NETWORKS INC | 13,506,000 | $22,398 | 0.2% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| GOOGL | ALPHABET INC | 28,500 | $22,173 | 0.2% | $36.73 | 0.0% | CAP STK CL A | 02079K305 |
| — | PRICELINE GRP INC | 15,000,000 | $21,391 | 0.2% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ANIXTER INTL INC | 347,104 | $20,962 | 0.2% | $71.16 | — | COM | 035290105 |
| RHI | ROBERT HALF INTL INC | 441,100 | $20,793 | 0.2% | $51.35 | -1.8% | COM | 770323103 |
| — | CSRA INC | 692,648 | $20,779 | 0.2% | $30.00 | — | COM | 12650T104 |
| KRE | SPDR SERIES TRUST | 485,300 | $20,344 | 0.2% | $41.38 | — | S&P REGL BKG | 78464A698 |
| PCG | PG&E CORP | 375,900 | $19,994 | 0.2% | $49.35 | 0.0% | COM | 69331C108 |
| PPL | PPL CORP | 584,100 | $19,935 | 0.2% | $20.02 | +7.2% | COM | 69351T106 |
| — | LEXMARK INTL NEW | 590,300 | $19,155 | 0.2% | $32.45 | — | CL A | 529771107 |
| — | SBA COMMUNICATIONS CORP | 181,542 | $19,075 | 0.2% | $105.07 | — | COM | 78388J106 |
| BWXT | BWX TECHNOLOGIES INC | 600,383 | $19,074 | 0.2% | $21.20 | +23.6% | COM | 05605H100 |
| TRIP | TRIPADVISOR INC | 223,445 | $19,049 | 0.2% | $71.64 | +0.2% | COM | 896945201 |
| — | PEP BOYS MANNY MOE & JACK | 1,028,344 | $18,932 | 0.2% | $18.41 | — | COM | 713278109 |
| CIEN | CIENA CORP | 900,000 | $18,621 | 0.2% | $22.97 | 0.0% | COM NEW | 171779309 |
| — | EXPRESS SCRIPTS HLDG CO | 210,056 | $18,361 | 0.2% | $81.22 | — | COM | 30219G108 |
| GSM | FERROGLOBE PLC | 1,700,000 | $18,275 | 0.2% | $10.52 | 0.0% | SHS | G33856108 |
| — | JARDEN CORP | 10,000,000 | $18,225 | 0.2% | $1.48 | — | NOTE 1.875% 9/1 | 471109AH1 |
| PYPL | PAYPAL HLDGS INC | 500,071 | $18,103 | 0.2% | $35.85 | -1.8% | COM | 70450Y103 |
| GIS | GENERAL MLS INC | 311,800 | $17,978 | 0.2% | $39.98 | +1.2% | COM | 370334104 |
| — | VERINT SYS INC | 439,200 | $17,814 | 0.2% | $40.81 | — | COM | 92343X100 |
| — | XURA INC | 709,300 | $17,435 | 0.2% | $22.38 | — | COM | 98420V107 |
| — | VIMPELCOM LTD | 5,298,771 | $17,380 | 0.2% | $6.64 | — | SPONSORED ADR | 92719A106 |
| — | ALERE INC | 439,046 | $17,162 | 0.2% | $45.57 | — | COM | 01449J105 |
| XOM | EXXON MOBIL CORP | 218,639 | $17,043 | 0.2% | $51.39 | 0.0% | COM | 30231G102 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,104,326 | $16,786 | 0.2% | $6.50 | 0.0% | COM | 42824C109 |
| — | LINKEDIN CORP | 73,963 | $16,648 | 0.2% | $187.14 | — | COM CL A | 53578A108 |
| PANW | PALO ALTO NETWORKS INC | 94,115 | $16,577 | 0.2% | $28.85 | 0.0% | COM | 697435105 |
| KHC | KRAFT HEINZ CO | 226,200 | $16,458 | 0.2% | $47.05 | 0.0% | COM | 500754106 |
| CHD | CHURCH & DWIGHT INC | 192,675 | $16,354 | 0.2% | $37.41 | +0.3% | COM | 171340102 |
| HUM | HUMANA INC | 90,262 | $16,113 | 0.2% | $166.30 | -2.8% | COM | 444859102 |
| CNP | CENTERPOINT ENERGY INC | 874,000 | $16,047 | 0.2% | $12.67 | 0.0% | COM | 15189T107 |
| NI | NISOURCE INC | 807,425 | $15,753 | 0.2% | $12.30 | +13.4% | COM | 65473P105 |
| — | CIGNA CORPORATION | 107,042 | $15,663 | 0.2% | $146.33 | — | COM | 125509109 |
| NTCT | NETSCOUT SYS INC | 500,052 | $15,352 | 0.2% | $37.36 | -8.0% | COM | 64115T104 |
| ADP | AUTOMATIC DATA PROCESSING IN | 180,589 | $15,300 | 0.2% | $63.87 | +8.2% | COM | 053015103 |
| XLU | SELECT SECTOR SPDR TR | 349,100 | $15,109 | 0.2% | $44.43 | — | SBI INT-UTILS | 81369Y886 |
| NVGS | NAVIGATOR HOLDINGS LTD | 1,101,475 | $15,035 | 0.2% | $25.32 | -47.9% | SHS | Y62132108 |
| — | INVESTORS BANCORP INC NEW | 1,204,362 | $14,982 | 0.2% | $11.79 | — | COM | 46146L101 |
| — | TESLA MTRS INC | 7,500,000 | $14,681 | 0.2% | $1.96 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| FE | FIRSTENERGY CORP | 455,300 | $14,447 | 0.2% | $20.59 | 0.0% | COM | 337932107 |
| DGX | QUEST DIAGNOSTICS INC | 202,400 | $14,399 | 0.2% | $54.99 | 0.0% | COM | 74834L100 |
| TAP | MOLSON COORS BREWING CO | 153,092 | $14,378 | 0.2% | $56.31 | +24.8% | CL B | 60871R209 |
| — | HORTONWORKS INC | 651,242 | $14,262 | 0.2% | $23.33 | — | COM | 440894103 |
| — | PHH CORP | 880,298 | $14,261 | 0.2% | $16.20 | — | COM NEW | 693320202 |
| AMCX | AMC NETWORKS INC | 189,607 | $14,160 | 0.2% | $77.63 | -1.1% | CL A | 00164V103 |
| — | DR PEPPER SNAPPLE GROUP INC | 151,100 | $14,083 | 0.2% | $77.50 | — | COM | 26138E109 |
| UNM | UNUM GROUP | 416,604 | $13,869 | 0.2% | $33.62 | +2.6% | COM | 91529Y106 |
| BIIB | BIOGEN INC | 44,048 | $13,494 | 0.2% | $287.35 | 0.0% | COM | 09062X103 |
| LUV | SOUTHWEST AIRLS CO | 312,096 | $13,439 | 0.1% | $34.25 | +14.8% | COM | 844741108 |
| OMC | OMNICOM GROUP INC | 176,290 | $13,338 | 0.1% | $52.01 | 0.0% | COM | 681919106 |
| CVS | CVS HEALTH CORP | 135,174 | $13,216 | 0.1% | $72.61 | 0.0% | COM | 126650100 |
| WAL | WESTERN ALLIANCE BANCORP | 368,148 | $13,202 | 0.1% | $28.07 | +11.5% | COM | 957638109 |
| — | TWENTY FIRST CENTY FOX INC | 481,900 | $13,088 | 0.1% | $27.16 | — | CL A | 90130A101 |
| CME | CME GROUP INC | 141,784 | $12,846 | 0.1% | $63.10 | -0.2% | COM | 12572Q105 |
| — | SERVICENOW INC | 10,000,000 | $12,835 | 0.1% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| BKH | BLACK HILLS CORP | 270,500 | $12,559 | 0.1% | $30.44 | 0.0% | COM | 092113109 |
| — | ALLERGAN PLC | 40,000 | $12,500 | 0.1% | $303.46 | — | SHS | G0177J108 |
| MDT | MEDTRONIC PLC | 162,494 | $12,499 | 0.1% | $58.80 | -0.4% | SHS | G5960L103 |
| PRU | PRUDENTIAL FINL INC | 149,870 | $12,201 | 0.1% | $51.71 | +1.7% | COM | 744320102 |
| — | NATIONAL INTERSTATE CORP | 449,600 | $12,004 | 0.1% | $27.08 | — | COM | 63654U100 |
| — | SPDR SERIES TRUST | 394,800 | $11,931 | 0.1% | $32.84 | — | S&P OILGAS EXP | 78464A730 |
| — | COMMUNICATIONS SALES&LEAS IN | 636,600 | $11,898 | 0.1% | $24.72 | — | COM | 20341J104 |
| CTAS | CINTAS CORP | 130,312 | $11,865 | 0.1% | $20.49 | 0.0% | COM | 172908105 |
| AZN | ASTRAZENECA PLC | 347,200 | $11,787 | 0.1% | $33.95 | — | SPONSORED ADR | 046353108 |
| ZBH | ZIMMER BIOMET HLDGS INC | 114,425 | $11,739 | 0.1% | $101.46 | -11.3% | COM | 98956P102 |
| — | MALLINCKRODT PUB LTD CO | 155,887 | $11,634 | 0.1% | $74.63 | — | SHS | G5785G107 |
| PPG | PPG INDS INC | 117,540 | $11,615 | 0.1% | $84.38 | -0.4% | COM | 693506107 |
| — | INTERPUBLIC GROUP COS INC | 497,963 | $11,593 | 0.1% | $13.96 | +10.2% | COM | 460690100 |
| — | ITC HLDGS CORP | 286,094 | $11,229 | 0.1% | $39.25 | — | COM | 465685105 |
| — | SOUTHWESTERN ENERGY CO | 1,529,140 | $10,872 | 0.1% | $7.11 | — | COM | 845467109 |
| — | ALCATEL-LUCENT | 2,838,400 | $10,871 | 0.1% | $3.62 | — | SPONSORED ADR | 013904305 |
| BHE | BENCHMARK ELECTRS INC | 522,936 | $10,809 | 0.1% | $20.02 | -12.2% | COM | 08160H101 |
| PG | PROCTER & GAMBLE CO | 134,875 | $10,710 | 0.1% | $57.94 | 0.0% | COM | 742718109 |
| — | QUINTILES TRANSNATIO HLDGS I | 152,033 | $10,439 | 0.1% | $72.50 | — | COM | 74876Y101 |
| TGT | TARGET CORP | 143,000 | $10,383 | 0.1% | $55.25 | 0.0% | COM | 87612E106 |
| JACK | JACK IN THE BOX INC | 133,350 | $10,229 | 0.1% | $75.94 | 0.0% | COM | 466367109 |
| — | RED HAT INC | 122,600 | $10,153 | 0.1% | $64.52 | — | COM | 756577102 |
| APD | AIR PRODS & CHEMS INC | 77,950 | $10,142 | 0.1% | $97.96 | 0.0% | COM | 009158106 |
| Z | ZILLOW GROUP INC | 431,650 | $10,135 | 0.1% | $26.10 | +1.3% | CL C CAP STK | 98954M200 |
| — | QLIK TECHNOLOGIES INC | 320,100 | $10,134 | 0.1% | $31.66 | — | COM | 74733T105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 163,000 | $10,109 | 0.1% | $52.89 | 0.0% | COM NEW | 12541W209 |
| ADSK | AUTODESK INC | 163,501 | $9,962 | 0.1% | $53.95 | +7.7% | COM | 052769106 |
| — | ON SEMICONDUCTOR CORP | 8,909,000 | $9,934 | 0.1% | $1.21 | — | NOTE 2.625%12/1 | 682189AH8 |
| MHK | MOHAWK INDS INC | 52,300 | $9,905 | 0.1% | $191.95 | 0.0% | COM | 608190104 |
| AMT | AMERICAN TOWER CORP NEW | 100,664 | $9,759 | 0.1% | $74.63 | +1.8% | COM | 03027X100 |
| PLXS | PLEXUS CORP | 271,140 | $9,468 | 0.1% | $40.23 | -7.2% | COM | 729132100 |
| — | PARSLEY ENERGY INC | 509,533 | $9,401 | 0.1% | $18.45 | — | CL A | 701877102 |
| AVT | AVNET INC | 217,773 | $9,329 | 0.1% | $31.05 | +15.2% | COM | 053807103 |
| — | NUVASIVE INC | 168,500 | $9,118 | 0.1% | $47.38 | — | COM | 670704105 |
| FTNT | FORTINET INC | 287,900 | $8,974 | 0.1% | $7.18 | 0.0% | COM | 34959E109 |
| AMN | AMN HEALTHCARE SERVICES INC | 287,822 | $8,937 | 0.1% | $29.61 | 0.0% | COM | 001744101 |
| SBNY | SIGNATURE BK NEW YORK N Y | 57,903 | $8,881 | 0.1% | $137.56 | — | COM | 82669G104 |
| — | BAXALTA INC | 225,000 | $8,782 | 0.1% | $39.03 | — | COM | 07177M103 |
| — | HD SUPPLY HLDGS INC | 290,300 | $8,718 | 0.1% | $30.03 | — | COM | 40416M105 |
| META | FACEBOOK INC | 79,750 | $8,347 | 0.1% | $102.01 | 0.0% | CL A | 30303M102 |
| ALGN | ALIGN TECHNOLOGY INC | 121,768 | $8,018 | 0.1% | $63.93 | +0.3% | COM | 016255101 |
| EMN | EASTMAN CHEM CO | 116,900 | $7,892 | 0.1% | $54.55 | -7.7% | COM | 277432100 |
| PAYX | PAYCHEX INC | 148,705 | $7,865 | 0.1% | $31.70 | +21.6% | COM | 704326107 |
| WAB | WABTEC CORP | 103,370 | $7,352 | 0.1% | $75.32 | 0.0% | COM | 929740108 |
| ODFL | OLD DOMINION FGHT LINES INC | 123,200 | $7,277 | 0.1% | $19.95 | 0.0% | COM | 679580100 |
| — | SVB FINL GROUP | 58,550 | $6,962 | 0.1% | $118.91 | — | COM | 78486Q101 |
| CF | CF INDS HLDGS INC | 170,463 | $6,957 | 0.1% | $35.35 | 0.0% | COM | 125269100 |
| — | GREAT WESTN BANCORP INC | 239,528 | $6,951 | 0.1% | $24.11 | — | COM | 391416104 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $6,871 | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | INTERXION HOLDING N.V | 224,855 | $6,779 | 0.1% | $27.48 | — | SHS | N47279109 |
| — | DOW CHEM CO | 130,499 | $6,718 | 0.1% | $51.48 | — | COM | 260543103 |
| HPQ | HP INC | 558,104 | $6,608 | 0.1% | $9.12 | 0.0% | COM | 40434L105 |
| GDDY | GODADDY INC | 202,896 | $6,505 | 0.1% | $26.87 | +13.1% | CL A | 380237107 |
| — | NEW YORK REIT INC | 540,000 | $6,210 | 0.1% | $11.50 | — | COM | 64976L109 |
| KEY | KEYCORP | 467,900 | $6,172 | 0.1% | $9.34 | -7.1% | COM | 493267108 |
| — | MITEL NETWORKS CORP | 797,850 | $6,135 | 0.1% | $8.40 | — | COM | 60671Q104 |
| — | PRICELINE GRP INC | 4,800 | $6,120 | 0.1% | $1236.92 | — | COM NEW | 741503403 |
| — | FIBRIA CELULOSE S A | 480,000 | $6,091 | 0.1% | $12.69 | — | SP ADR REP COM | 31573A109 |
| BLMN | BLOOMIN BRANDS INC | 344,977 | $5,827 | 0.1% | $15.74 | -14.3% | COM | 094235108 |
| CAKE | CHEESECAKE FACTORY INC | 125,600 | $5,791 | 0.1% | $39.55 | 0.0% | COM | 163072101 |
| SYY | SYSCO CORP | 140,650 | $5,767 | 0.1% | $31.48 | 0.0% | COM | 871829107 |
| — | CONSOLIDATED TOMOKA LD CO | 107,604 | $5,672 | 0.1% | $41.55 | — | COM | 210226106 |
| CE | CELANESE CORP DEL | 79,041 | $5,322 | 0.1% | $55.92 | 0.0% | COM SER A | 150870103 |
| XLB | SELECT SECTOR SPDR TR | 4,800 | $5,160 | 0.1% | — | — | Put | 81369Y100 |
| — | SALESFORCE COM INC | 4,000,000 | $5,157 | 0.1% | $1.29 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | WL ROSS HLDG CORP | 495,923 | $5,083 | 0.1% | $10.32 | — | UNIT 06/11/2019 | 92939D203 |
| — | TOTAL SYS SVCS INC | 100,800 | $5,020 | 0.1% | $49.80 | — | COM | 891906109 |
| EXP | EAGLE MATERIALS INC | 80,100 | $4,840 | 0.1% | $63.45 | 0.0% | COM | 26969P108 |
| NTAP | NETAPP INC | 180,708 | $4,794 | 0.1% | $28.88 | -16.5% | COM | 64110D104 |
| — | WPX ENERGY INC | 150,000 | $4,704 | 0.1% | $35.82 | — | PFD SER A CV | 98212B202 |
| — | BLUELINX HLDGS INC | 8,702,128 | $4,612 | 0.1% | $1.27 | — | COM | 09624H109 |
| FANG | DIAMONDBACK ENERGY INC | 68,250 | $4,566 | 0.1% | $57.52 | 0.0% | COM | 25278X109 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 70,459 | $4,229 | 0.0% | $49.94 | +14.4% | CL A | 192446102 |
| UNF | UNIFIRST CORP MASS | 38,750 | $4,038 | 0.0% | $112.50 | -9.4% | COM | 904708104 |
| CMCSA | COMCAST CORP NEW | 62,200 | $3,510 | 0.0% | $21.67 | +9.7% | CL A | 20030N101 |
| EWBC | EAST WEST BANCORP INC | 81,972 | $3,407 | 0.0% | $32.56 | 0.0% | COM | 27579R104 |
| — | LIPOCINE INC NEW | 229,698 | $2,970 | 0.0% | $12.93 | — | COM | 53630X104 |
| — | FIRST TR HIGH INCOME L/S FD | 200,000 | $2,816 | 0.0% | $17.38 | — | COM | 33738E109 |
| — | CHEMTURA CORP | 99,076 | $2,702 | 0.0% | $27.27 | — | COM NEW | 163893209 |
| — | PENNEY J C INC | 6,550 | $2,620 | 0.0% | — | — | Put | 708160106 |
| YELP | YELP INC | 87,000 | $2,506 | 0.0% | $26.28 | 0.0% | CL A | 985817105 |
| STLD | STEEL DYNAMICS INC | 132,505 | $2,368 | 0.0% | $15.45 | -6.4% | COM | 858119100 |
| — | TIM PARTICIPACOES S A | 273,000 | $2,315 | 0.0% | $8.48 | — | SPONSORED ADR | 88706P205 |
| — | PATTERSON COMPANIES INC | 50,600 | $2,288 | 0.0% | $46.53 | — | COM | 703395103 |
| OSK | OSHKOSH CORP | 56,681 | $2,213 | 0.0% | $34.69 | 0.0% | COM | 688239201 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,162 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | FORESTAR GROUP INC | 2,400,000 | $1,975 | 0.0% | $0.88 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | OASIS PETE INC NEW | 265,000 | $1,953 | 0.0% | $12.86 | — | COM | 674215108 |
| TAP | MOLSON COORS BREWING CO | 1,000 | $1,920 | 0.0% | $56.31 | +24.8% | Call | 60871R209 |
| SGI | TEMPUR SEALY INTL INC | 25,000 | $1,762 | 0.0% | $19.01 | 0.0% | COM | 88023U101 |
| — | WMIH CORP | 627,500 | $1,625 | 0.0% | $2.60 | — | COM | 92936P100 |
| LNG | CHENIERE ENERGY INC | 42,100 | $1,568 | 0.0% | $61.70 | -26.2% | COM NEW | 16411R208 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,563 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,507 | 0.0% | $5.73 | — | COM | 95766L107 |
| — | DIEBOLD INC | 50,000 | $1,505 | 0.0% | $30.10 | — | COM | 253651103 |
| WDC | WESTERN DIGITAL CORP | 2,518 | $1,365 | 0.0% | $53.22 | -18.2% | Put | 958102105 |
| — | BONANZA CREEK ENERGY INC | 250,200 | $1,319 | 0.0% | $5.99 | — | COM | 097793103 |
| — | DEUTSCHE HIGH INCOME OPPORT | 100,033 | $1,306 | 0.0% | $14.58 | — | COM | 25158Y102 |
| WTI | W & T OFFSHORE INC | 539,149 | $1,245 | 0.0% | $8.35 | -61.6% | COM | 92922P106 |
| — | LAREDO PETROLEUM INC | 150,000 | $1,199 | 0.0% | $7.99 | — | COM | 516806106 |
| NFLX | NETFLIX INC | 1,441 | $1,159 | 0.0% | — | — | Put | 64110L106 |
| — | COVISINT CORP | 400,000 | $1,000 | 0.0% | $4.63 | — | COM | 22357R103 |
| — | BROCADE COMMUNICATIONS SYS I | 107,800 | $990 | 0.0% | $9.18 | — | COM NEW | 111621306 |
| TECK | TECK RESOURCES LTD | 200,000 | $772 | 0.0% | $4.95 | 0.0% | CL B | 878742204 |
| CC | CHEMOURS CO | 6,000 | $510 | 0.0% | — | — | Put | 163851108 |
| GM | GENERAL MTRS CO | 14,764 | $502 | 0.0% | $26.55 | +4.4% | COM | 37045V100 |
| HAS | HASBRO INC | 700 | $403 | 0.0% | — | — | Put | 418056107 |
| MANH | MANHATTAN ASSOCS INC | 795 | $342 | 0.0% | — | — | Put | 562750109 |
| — | GENERAL MTRS CO | 13,421 | $326 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| DIS | DISNEY WALT CO | 559 | $306 | 0.0% | — | — | Put | 254687106 |
| — | INFINERA CORPORATION | 1,099 | $291 | 0.0% | — | — | Put | 45667G103 |
| UAA | UNDER ARMOUR INC | 320 | $274 | 0.0% | — | — | Put | 904311107 |
| — | AK STL HLDG CORP | 4,500 | $266 | 0.0% | — | — | Call | 001547108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 228 | $251 | 0.0% | — | — | Put | 09061G101 |
| META | FACEBOOK INC | 492 | $234 | 0.0% | $102.01 | 0.0% | Put | 30303M102 |
| — | AUTOZONE INC | 84 | $226 | 0.0% | — | — | Put | 53332102 |
| — | SKECHERS U S A INC | 719 | $223 | 0.0% | — | — | Put | 830566105 |
| — | GENERAL MTRS CO | 13,421 | $219 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| MLM | MARTIN MARIETTA MATLS INC | 155 | $216 | 0.0% | — | — | Put | 573284106 |
| POST | POST HLDGS INC | 318 | $211 | 0.0% | — | — | Put | 737446104 |
| — | FLEETMATICS GROUP PLC | 492 | $209 | 0.0% | — | — | Put | G35569105 |
| — | ULTIMATE SOFTWARE GROUP INC | 279 | $206 | 0.0% | — | — | Put | 90385D107 |
| — | OI S.A. | 74,686 | $46 | 0.0% | $3.35 | — | SPN ADR NEW | 670851302 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $31 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |