CIK: 0001056973 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value ($000): $8,302,110 (97.2% shares, 2.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SANDISK CORP | 2,308,061 | $175,597 | 2.1% | $76.03 | — | COM | 80004C101 |
| C | CITIGROUP INC | 4,137,526 | $172,742 | 2.1% | $37.38 | -16.4% | COM NEW | 172967424 |
| — | TIME WARNER CABLE INC | 835,000 | $170,858 | 2.1% | $197.09 | — | COM | 88732J207 |
| — | JARDEN CORP | 2,773,000 | $163,468 | 2.0% | $58.49 | — | COM | 471109108 |
| — | BAXALTA INC | 3,966,000 | $160,226 | 1.9% | $40.32 | — | COM | 07177M103 |
| — | BUNGE LIMITED | 2,614,200 | $148,147 | 1.8% | $73.73 | — | COM | G16962105 |
| — | CALPINE CORP | 9,461,535 | $143,531 | 1.7% | $16.55 | — | COM NEW | 131347304 |
| BAC | BANK AMER CORP | 10,556,185 | $142,720 | 1.7% | $11.87 | -8.5% | COM | 060505104 |
| NRG | NRG ENERGY INC | 10,581,398 | $137,664 | 1.7% | $18.64 | -50.1% | COM NEW | 629377508 |
| — | STARWOOD HOTELS&RESORTS WRLD | 1,618,670 | $135,046 | 1.6% | $80.24 | — | COM | 85590A401 |
| — | AIRGAS INC | 915,443 | $129,663 | 1.6% | $139.21 | — | COM | 009363102 |
| — | NOBLE ENERGY INC | 4,063,014 | $127,619 | 1.5% | $35.23 | — | COM | 655044105 |
| — | CAMERON INTERNATIONAL CORP | 1,819,595 | $122,004 | 1.5% | $62.14 | — | COM | 13342B105 |
| — | DYNEGY INC NEW DEL | 8,106,077 | $116,484 | 1.4% | $17.93 | — | COM | 26817R108 |
| — | E M C CORP MASS | 3,703,000 | $98,685 | 1.2% | $26.07 | — | COM | 268648102 |
| — | PINNACLE FOODS INC DEL | 2,185,058 | $97,628 | 1.2% | $38.06 | — | COM | 72348P104 |
| — | YAHOO INC | 2,472,691 | $91,020 | 1.1% | $33.26 | — | COM | 984332106 |
| MPC | MARATHON PETE CORP | 2,425,468 | $90,179 | 1.1% | $33.75 | -17.4% | COM | 56585A102 |
| — | ALERE INC | 1,734,000 | $87,758 | 1.1% | $49.33 | — | COM | 01449J105 |
| — | COLUMBIA PIPELINE GROUP INC | 3,475,000 | $87,222 | 1.1% | $25.10 | — | COM | 198280109 |
| VLO | VALERO ENERGY CORP NEW | 1,272,571 | $81,623 | 1.0% | $36.69 | +16.9% | COM | 91913Y100 |
| RF | REGIONS FINL CORP NEW | 10,200,000 | $80,070 | 1.0% | $6.41 | -12.1% | COM | 7591EP100 |
| CFG | CITIZENS FINL GROUP INC | 3,654,504 | $76,562 | 0.9% | $15.93 | -7.8% | COM | 174610105 |
| — | CIT GROUP INC | 2,435,323 | $75,568 | 0.9% | $38.86 | — | COM NEW | 125581801 |
| — | ULTRATECH INC | 3,453,986 | $75,435 | 0.9% | $26.31 | — | COM | 904034105 |
| AROC | ARCHROCK INC | 9,258,249 | $74,066 | 0.9% | $6.79 | -52.7% | COM | 03957W106 |
| EBAY | EBAY INC | 3,011,867 | $71,863 | 0.9% | $22.78 | -5.0% | COM | 278642103 |
| NAVI | NAVIENT CORP | 6,000,000 | $71,820 | 0.9% | $13.38 | -22.3% | COM | 63938C108 |
| — | VITAMIN SHOPPE INC | 2,296,429 | $71,097 | 0.9% | $39.51 | — | COM | 92849E101 |
| KRE | SPDR SERIES TRUST | 1,860,900 | $70,044 | 0.8% | $38.62 | — | S&P REGL BKG | 78464A698 |
| KO | COCA COLA CO | 1,481,562 | $68,730 | 0.8% | $29.20 | +9.0% | COM | 191216100 |
| VIAV | VIAVI SOLUTIONS INC | 10,000,000 | $68,600 | 0.8% | $5.86 | +2.6% | COM | 925550105 |
| TPH | TRI POINTE GROUP INC | 5,763,479 | $67,894 | 0.8% | $15.20 | -30.6% | COM | 87265H109 |
| FIS | FIDELITY NATL INFORMATION SV | 1,054,770 | $66,777 | 0.8% | $54.97 | -8.0% | COM | 31620M106 |
| ALLY | ALLY FINL INC | 3,494,400 | $65,415 | 0.8% | $17.45 | -24.6% | COM | 02005N100 |
| — | FIRST NIAGARA FINL GP INC | 6,120,000 | $59,242 | 0.7% | $10.58 | — | COM | 33582V108 |
| CB | CHUBB LIMITED | 492,427 | $58,673 | 0.7% | $96.06 | 0.0% | COM | H1467J104 |
| — | ATMEL CORP | 7,204,939 | $58,504 | 0.7% | $8.33 | — | COM | 049513104 |
| — | CIMAREX ENERGY CO | 594,802 | $57,856 | 0.7% | $105.14 | — | COM | 171798101 |
| MS | MORGAN STANLEY | 2,250,000 | $56,272 | 0.7% | $26.27 | -26.5% | COM NEW | 617446448 |
| TS | TENARIS S A | 2,265,809 | $56,101 | 0.7% | $24.54 | — | SPONSORED ADR | 88031M109 |
| HAL | HALLIBURTON CO | 1,564,118 | $55,870 | 0.7% | $32.54 | -17.2% | COM | 406216101 |
| — | AMERICAN RLTY CAP PPTYS INC | 57,149,000 | $55,720 | 0.7% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| KLAC | KLA-TENCOR CORP | 761,000 | $55,408 | 0.7% | $53.38 | +6.0% | COM | 482480100 |
| BPOP | POPULAR INC | 1,900,000 | $54,359 | 0.7% | $23.58 | -15.2% | COM NEW | 733174700 |
| — | FINISAR CORP | 2,971,754 | $54,205 | 0.7% | $13.82 | — | COM NEW | 31787A507 |
| — | CONTINENTAL RESOURCES INC | 1,783,763 | $54,155 | 0.7% | $23.29 | — | COM | 212015101 |
| — | ITC HLDGS CORP | 1,223,405 | $53,304 | 0.6% | $42.56 | — | COM | 465685105 |
| V | VISA INC | 682,196 | $52,174 | 0.6% | $70.34 | -3.6% | COM CL A | 92826C839 |
| — | KINDRED HEALTHCARE INC | 4,200,000 | $51,870 | 0.6% | $16.59 | — | COM | 494580103 |
| — | ANADARKO PETE CORP | 1,088,400 | $50,687 | 0.6% | $46.57 | — | COM | 032511107 |
| SYF | SYNCHRONY FINL | 1,754,321 | $50,279 | 0.6% | $25.00 | -11.3% | COM | 87165B103 |
| — | EXPRESS SCRIPTS HLDG CO | 700,000 | $48,083 | 0.6% | $72.45 | — | COM | 30219G108 |
| — | WPX ENERGY INC | 6,875,869 | $48,062 | 0.6% | $7.95 | — | COM | 98212B103 |
| — | COSAN LTD | 9,500,131 | $46,741 | 0.6% | $5.29 | — | SHS A | G25343107 |
| VZ | VERIZON COMMUNICATIONS INC | 840,720 | $45,466 | 0.5% | $27.04 | +11.1% | COM | 92343V104 |
| BAX | BAXTER INTL INC | 1,103,416 | $45,328 | 0.5% | $31.86 | +1.9% | COM | 071813109 |
| — | NATIONSTAR MTG HLDGS INC | 4,500,080 | $44,551 | 0.5% | $12.17 | — | COM | 63861C109 |
| CMCSA | COMCAST CORP NEW | 714,231 | $43,625 | 0.5% | $22.66 | +0.4% | CL A | 20030N101 |
| — | MENTOR GRAPHICS CORP | 2,078,980 | $42,266 | 0.5% | $19.00 | — | COM | 587200106 |
| MRK | MERCK & CO INC NEW | 798,566 | $42,252 | 0.5% | $35.70 | +0.9% | COM | 58933Y105 |
| CMA | COMERICA INC | 1,107,000 | $41,922 | 0.5% | $24.46 | 0.0% | COM | 200340107 |
| — | VERISIGN INC | 16,000,000 | $41,372 | 0.5% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| CAG | CONAGRA FOODS INC | 910,541 | $40,628 | 0.5% | $20.77 | +10.5% | COM | 205887102 |
| TGT | TARGET CORP | 491,719 | $40,459 | 0.5% | $56.05 | +0.6% | COM | 87612E106 |
| SLAB | SILICON LABORATORIES INC | 875,878 | $39,379 | 0.5% | $43.72 | -1.6% | COM | 826919102 |
| CIEN | CIENA CORP | 2,039,961 | $38,800 | 0.5% | $20.46 | -9.7% | COM NEW | 171779309 |
| MO | ALTRIA GROUP INC | 610,127 | $38,231 | 0.5% | $26.01 | +19.5% | COM | 02209S103 |
| AMT | AMERICAN TOWER CORP NEW | 371,984 | $38,080 | 0.5% | $73.56 | -0.5% | COM | 03027X100 |
| — | RENEWABLE ENERGY GROUP INC | 3,838,482 | $36,235 | 0.4% | $10.65 | — | COM NEW | 75972A301 |
| BK | BANK NEW YORK MELLON CORP | 969,795 | $35,718 | 0.4% | $30.40 | -7.4% | COM | 064058100 |
| DVN | DEVON ENERGY CORP NEW | 1,297,755 | $35,610 | 0.4% | $33.43 | -49.2% | COM | 25179M103 |
| — | FORESTAR GROUP INC | 2,706,781 | $35,296 | 0.4% | $11.79 | — | COM | 346233109 |
| — | ANIXTER INTL INC | 642,525 | $33,482 | 0.4% | $62.40 | — | COM | 035290105 |
| — | MCGRAW HILL FINL INC | 331,254 | $32,788 | 0.4% | $92.24 | — | COM | 580645109 |
| — | COBALT INTL ENERGY INC | 10,902,028 | $32,379 | 0.4% | $3.96 | — | COM | 19075F106 |
| MPWR | MONOLITHIC PWR SYS INC | 498,267 | $31,710 | 0.4% | $43.42 | +26.1% | COM | 609839105 |
| ZTS | ZOETIS INC | 710,043 | $31,476 | 0.4% | $43.43 | -9.5% | CL A | 98978V103 |
| SPY | SPDR S&P 500 ETF TR | 152,750 | $31,393 | 0.4% | $205.87 | — | TR UNIT | 78462F103 |
| EXC | EXELON CORP | 871,062 | $31,236 | 0.4% | $16.10 | -1.6% | COM | 30161N101 |
| — | PARSLEY ENERGY INC | 1,372,853 | $31,026 | 0.4% | $21.06 | — | CL A | 701877102 |
| — | ENDO INTL PLC | 1,100,000 | $30,965 | 0.4% | $28.15 | — | SHS | G30401106 |
| FNF | FIDELITY NATIONAL FINANCIAL | 911,909 | $30,914 | 0.4% | $14.42 | +5.8% | FNF GROUP COM | 31620R303 |
| — | NEWFIELD EXPL CO | 917,404 | $30,504 | 0.4% | $36.12 | — | COM | 651290108 |
| — | NVIDIA CORP | 17,000,000 | $30,355 | 0.4% | $1.56 | — | NOTE 1.000%12/0 | 67066GAC8 |
| CVLT | COMMVAULT SYSTEMS INC | 698,177 | $30,140 | 0.4% | $44.86 | -17.5% | COM | 204166102 |
| — | LIBERTY INTERACTIVE CORP | 769,400 | $30,099 | 0.4% | $39.12 | — | LBT VENT COM A | 53071M880 |
| GOOG | ALPHABET INC | 40,018 | $29,811 | 0.4% | $35.61 | -0.2% | CAP STK CL C | 02079K107 |
| — | DOW CHEM CO | 585,700 | $29,789 | 0.4% | $51.00 | — | COM | 260543103 |
| LOW | LOWES COS INC | 386,747 | $29,296 | 0.4% | $61.28 | -3.9% | COM | 548661107 |
| PNC | PNC FINL SVCS GROUP INC | 335,992 | $28,415 | 0.3% | $61.97 | 0.0% | COM | 693475105 |
| SLGN | SILGAN HOLDINGS INC | 532,448 | $28,310 | 0.3% | $26.42 | -1.8% | COM | 827048109 |
| TDC | TERADATA CORP DEL | 1,059,000 | $27,788 | 0.3% | $41.51 | -40.4% | COM | 88076W103 |
| — | CBS CORP NEW | 503,647 | $27,746 | 0.3% | $47.13 | — | CL B | 124857202 |
| — | CAVIUM INC | 442,500 | $27,063 | 0.3% | $65.71 | — | COM | 14964U108 |
| OMC | OMNICOM GROUP INC | 322,225 | $26,819 | 0.3% | $52.81 | +1.8% | COM | 681919106 |
| — | INTEL CORP | 16,500,000 | $26,263 | 0.3% | $1.60 | — | SDCV 3.250% 8/0 | 458140AF7 |
| PPG | PPG INDS INC | 232,900 | $25,966 | 0.3% | $83.26 | -1.4% | COM | 693506107 |
| — | ALLERGAN PLC | 96,500 | $25,865 | 0.3% | $282.72 | — | SHS | G0177J108 |
| — | AXIALL CORP | 1,160,049 | $25,335 | 0.3% | $21.84 | — | COM | 05463D100 |
| — | RED HAT INC | 336,325 | $25,060 | 0.3% | $70.87 | — | COM | 756577102 |
| — | EXTERRAN CORP | 1,617,547 | $25,007 | 0.3% | $16.05 | — | COM | 30227H106 |
| WCC | WESCO INTL INC | 450,000 | $24,602 | 0.3% | $64.73 | -33.2% | COM | 95082P105 |
| BWXT | BWX TECHNOLOGIES INC | 730,035 | $24,500 | 0.3% | $22.32 | +23.2% | COM | 05605H100 |
| ADP | AUTOMATIC DATA PROCESSING IN | 273,055 | $24,496 | 0.3% | $65.17 | +3.9% | COM | 053015103 |
| ECPG | ENCORE CAP GROUP INC | 950,000 | $24,453 | 0.3% | $23.07 | 0.0% | COM | 292554102 |
| — | PRICELINE GRP INC | 17,000,000 | $24,324 | 0.3% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| KMB | KIMBERLY CLARK CORP | 179,434 | $24,136 | 0.3% | $85.00 | +9.2% | COM | 494368103 |
| — | GRACE W R & CO DEL NEW | 330,000 | $23,489 | 0.3% | $71.18 | — | COM | 38388F108 |
| MCD | MCDONALDS CORP | 185,000 | $23,251 | 0.3% | $93.96 | 0.0% | COM | 580135101 |
| — | INVESTORS BANCORP INC NEW | 1,950,636 | $22,705 | 0.3% | $11.74 | — | COM | 46146L101 |
| — | SALESFORCE COM INC | 18,200,000 | $22,515 | 0.3% | $1.25 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | SUNTRUST BKS INC | 620,919 | $22,403 | 0.3% | $38.24 | — | COM | 867914103 |
| LNG | CHENIERE ENERGY INC | 657,800 | $22,253 | 0.3% | $34.29 | -5.5% | COM NEW | 16411R208 |
| — | PALO ALTO NETWORKS INC | 14,006,000 | $21,817 | 0.3% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | MONEYGRAM INTL INC | 3,560,376 | $21,790 | 0.3% | $14.18 | — | COM NEW | 60935Y208 |
| FTNT | FORTINET INC | 710,400 | $21,760 | 0.3% | $6.19 | -10.9% | COM | 34959E109 |
| — | NETSUITE INC | 316,625 | $21,686 | 0.3% | $68.49 | — | COM | 64118Q107 |
| SABR | SABRE CORP | 748,235 | $21,639 | 0.3% | $26.32 | +1.3% | COM | 78573M104 |
| MSFT | MICROSOFT CORP | 390,900 | $21,589 | 0.3% | $46.08 | 0.0% | COM | 594918104 |
| ADSK | AUTODESK INC | 369,297 | $21,534 | 0.3% | $52.94 | -1.5% | COM | 052769106 |
| — | PIONEER NAT RES CO | 151,842 | $21,370 | 0.3% | $123.67 | — | COM | 723787107 |
| MDLZ | MONDELEZ INTL INC | 524,700 | $21,051 | 0.3% | $32.41 | 0.0% | CL A | 609207105 |
| CRM | SALESFORCE COM INC | 282,472 | $20,855 | 0.3% | $61.33 | +10.9% | COM | 79466L302 |
| — | BHP BILLITON PLC | 910,000 | $20,684 | 0.2% | $22.73 | — | SPONSORED ADR | 05545E209 |
| — | HARMAN INTL INDS INC | 231,500 | $20,613 | 0.2% | $89.04 | — | COM | 413086109 |
| AAPL | APPLE INC | 186,600 | $20,338 | 0.2% | $22.55 | 0.0% | COM | 037833100 |
| — | CIGNA CORPORATION | 140,399 | $19,268 | 0.2% | $144.17 | — | COM | 125509109 |
| PHM | PULTE GROUP INC | 1,020,900 | $19,101 | 0.2% | $16.45 | -8.1% | COM | 745867101 |
| AMCX | AMC NETWORKS INC | 289,399 | $18,794 | 0.2% | $74.47 | -8.1% | CL A | 00164V103 |
| CCK | CROWN HOLDINGS INC | 373,000 | $18,497 | 0.2% | $44.60 | 0.0% | COM | 228368106 |
| — | PHH CORP | 1,470,990 | $18,446 | 0.2% | $14.73 | — | COM NEW | 693320202 |
| — | VERINT SYS INC | 550,500 | $18,376 | 0.2% | $39.31 | — | COM | 92343X100 |
| — | INGRAM MICRO INC | 500,000 | $17,955 | 0.2% | $35.91 | — | CL A | 457153104 |
| OMF | ONEMAIN HLDGS INC | 650,300 | $17,838 | 0.2% | $27.06 | 0.0% | COM | 68268W103 |
| — | XURA INC | 900,000 | $17,703 | 0.2% | $21.81 | — | COM | 98420V107 |
| LKQ | LKQ CORP | 548,764 | $17,522 | 0.2% | $25.04 | 0.0% | COM | 501889208 |
| KEY | KEYCORP NEW | 1,586,119 | $17,511 | 0.2% | $8.00 | -7.0% | COM | 493267108 |
| CVS | CVS HEALTH CORP | 168,726 | $17,502 | 0.2% | $72.57 | -0.2% | COM | 126650100 |
| NVGS | NAVIGATOR HOLDINGS LTD | 1,065,794 | $17,213 | 0.2% | $25.32 | -44.3% | SHS | Y62132108 |
| EVTC | EVERTEC INC | 1,227,646 | $17,162 | 0.2% | $12.41 | 0.0% | COM | 30040P103 |
| MET | METLIFE INC | 386,600 | $16,987 | 0.2% | $26.74 | 0.0% | COM | 59156R108 |
| EMN | EASTMAN CHEM CO | 235,100 | $16,981 | 0.2% | $50.97 | -6.9% | COM | 277432100 |
| — | VANTIV INC | 311,816 | $16,801 | 0.2% | $53.88 | — | CL A | 92210H105 |
| CL | COLGATE PALMOLIVE CO | 236,600 | $16,716 | 0.2% | $52.87 | 0.0% | COM | 194162103 |
| — | XILINX INC | 345,107 | $16,368 | 0.2% | $47.43 | — | COM | 983919101 |
| — | KELLOGG CO | 213,440 | $16,339 | 0.2% | $41.63 | +16.9% | COM | 487836108 |
| — | RICE ENERGY INC | 1,167,200 | $16,294 | 0.2% | $13.96 | — | COM | 762760106 |
| OFG | OFG BANCORP | 2,317,916 | $16,202 | 0.2% | $6.11 | 0.0% | COM | 67103X102 |
| NOW | SERVICENOW INC | 264,600 | $16,188 | 0.2% | $12.66 | 0.0% | COM | 81762P102 |
| — | CSRA INC | 600,238 | $16,146 | 0.2% | $30.00 | — | COM | 12650T104 |
| AAP | ADVANCE AUTO PARTS INC | 98,670 | $15,821 | 0.2% | $126.75 | +3.9% | COM | 00751Y106 |
| — | LABORATORY CORP AMER HLDGS | 133,500 | $15,637 | 0.2% | $117.13 | — | COM NEW | 50540R409 |
| ZBH | ZIMMER BIOMET HLDGS INC | 145,752 | $15,542 | 0.2% | $98.82 | -9.7% | COM | 98956P102 |
| CCI | CROWN CASTLE INTL CORP NEW | 176,187 | $15,240 | 0.2% | $52.66 | +6.5% | COM | 22822V101 |
| SGI | TEMPUR SEALY INTL INC | 250,607 | $15,234 | 0.2% | $15.23 | -2.8% | COM | 88023U101 |
| — | TWENTY FIRST CENTY FOX INC | 540,186 | $15,233 | 0.2% | $27.23 | — | CL B | 90130A200 |
| — | FRESH MKT INC | 525,000 | $14,978 | 0.2% | $28.53 | — | COM | 35804H106 |
| — | THE ADT CORPORATION | 362,000 | $14,936 | 0.2% | $41.26 | — | COM | 00101J106 |
| EPC | EDGEWELL PERS CARE CO | 184,193 | $14,833 | 0.2% | $74.97 | -6.7% | COM | 28035Q102 |
| — | GULFPORT ENERGY CORP | 520,253 | $14,744 | 0.2% | $47.12 | — | COM NEW | 402635304 |
| — | MEAD JOHNSON NUTRITION CO | 172,525 | $14,659 | 0.2% | $84.97 | — | COM | 582839106 |
| PLXS | PLEXUS CORP | 368,890 | $14,579 | 0.2% | $38.96 | -9.1% | COM | 729132100 |
| — | SAGENT PHARMACEUTICALS INC | 1,192,768 | $14,516 | 0.2% | $12.17 | — | COM | 786692103 |
| PRAA | PRA GROUP INC | 489,675 | $14,392 | 0.2% | $28.79 | 0.0% | COM | 69354N106 |
| — | GREAT WESTN BANCORP INC | 523,691 | $14,281 | 0.2% | $25.82 | — | COM | 391416104 |
| PFE | PFIZER INC | 480,042 | $14,228 | 0.2% | $18.68 | 0.0% | COM | 717081103 |
| M | MACYS INC | 321,583 | $14,179 | 0.2% | $43.33 | -4.6% | COM | 55616P104 |
| PEP | PEPSICO INC | 138,275 | $14,170 | 0.2% | $73.27 | 0.0% | COM | 713448108 |
| WAL | WESTERN ALLIANCE BANCORP | 413,405 | $13,799 | 0.2% | $27.97 | -2.9% | COM | 957638109 |
| ABT | ABBOTT LABS | 323,800 | $13,545 | 0.2% | $33.00 | 0.0% | COM | 002824100 |
| — | LEXMARK INTL INC | 402,900 | $13,469 | 0.2% | $32.45 | — | CL A | 529771107 |
| GOOGL | ALPHABET INC | 17,188 | $13,113 | 0.2% | $36.73 | -0.5% | CAP STK CL A | 02079K305 |
| LUV | SOUTHWEST AIRLS CO | 290,300 | $13,005 | 0.2% | $34.25 | +5.7% | COM | 844741108 |
| CE | CELANESE CORP DEL | 193,000 | $12,642 | 0.2% | $53.18 | -3.6% | COM SER A | 150870103 |
| STLD | STEEL DYNAMICS INC | 550,700 | $12,396 | 0.1% | $15.38 | -0.1% | COM | 858119100 |
| AZN | ASTRAZENECA PLC | 438,300 | $12,343 | 0.1% | $32.75 | — | SPONSORED ADR | 046353108 |
| PANW | PALO ALTO NETWORKS INC | 74,375 | $12,134 | 0.1% | $28.85 | -14.8% | COM | 697435105 |
| — | ORBITAL ATK INC | 137,125 | $11,922 | 0.1% | $86.94 | — | COM | 68557N103 |
| — | NATIONAL INTERSTATE CORP | 395,300 | $11,827 | 0.1% | $27.08 | — | COM | 63654U100 |
| RITM | NEW RESIDENTIAL INVT CORP | 1,000,000 | $11,630 | 0.1% | $11.63 | — | COM NEW | 64828T201 |
| LSTR | LANDSTAR SYS INC | 178,674 | $11,544 | 0.1% | $64.61 | — | COM | 515098101 |
| META | FACEBOOK INC | 100,150 | $11,427 | 0.1% | $102.58 | +2.1% | CL A | 30303M102 |
| DLR | DIGITAL RLTY TR INC | 127,746 | $11,304 | 0.1% | $45.18 | +26.9% | COM | 253868103 |
| PAYX | PAYCHEX INC | 208,350 | $11,253 | 0.1% | $33.36 | +12.4% | COM | 704326107 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 98,825 | $11,243 | 0.1% | $87.75 | 0.0% | COM | 459506101 |
| MDT | MEDTRONIC PLC | 149,740 | $11,230 | 0.1% | $58.80 | +0.1% | SHS | G5960L103 |
| — | SOUTHWESTERN ENERGY CO | 1,387,500 | $11,197 | 0.1% | $7.11 | — | COM | 845467109 |
| PKG | PACKAGING CORP AMER | 183,680 | $11,094 | 0.1% | $39.93 | 0.0% | COM | 695156109 |
| — | HORTONWORKS INC | 972,660 | $10,991 | 0.1% | $19.35 | — | COM | 440894103 |
| INTU | INTUIT | 104,000 | $10,817 | 0.1% | $89.54 | 0.0% | COM | 461202103 |
| MCK | MCKESSON CORP | 68,250 | $10,732 | 0.1% | $149.58 | 0.0% | COM | 58155Q103 |
| — | NUVASIVE INC | 215,634 | $10,491 | 0.1% | $47.66 | — | COM | 670704105 |
| — | ENDURANCE SPECIALTY HLDGS LT | 158,800 | $10,376 | 0.1% | $65.34 | — | SHS | G30397106 |
| — | MARKET VECTORS ETF TR | 387,079 | $10,300 | 0.1% | $26.61 | — | OIL SVCS ETF | 57060U191 |
| — | SHIRE PLC | 59,900 | $10,297 | 0.1% | $171.90 | — | SPONSORED ADR | 82481R106 |
| JACK | JACK IN THE BOX INC | 160,975 | $10,281 | 0.1% | $74.97 | -6.2% | COM | 466367109 |
| — | FIBRIA CELULOSE S A | 1,200,000 | $10,176 | 0.1% | $10.16 | — | SP ADR REP COM | 31573A109 |
| — | CARRIZO OIL & GAS INC | 328,200 | $10,148 | 0.1% | $30.92 | — | COM | 144577103 |
| AIG | AMERICAN INTL GROUP INC | 186,800 | $10,097 | 0.1% | $42.10 | 0.0% | COM NEW | 026874784 |
| NUE | NUCOR CORP | 203,800 | $9,640 | 0.1% | $32.43 | 0.0% | COM | 670346105 |
| — | PRICELINE GRP INC | 7,300 | $9,409 | 0.1% | $1254.72 | — | COM NEW | 741503403 |
| CHD | CHURCH & DWIGHT INC | 101,732 | $9,378 | 0.1% | $37.41 | +2.6% | COM | 171340102 |
| ADI | ANALOG DEVICES INC | 158,000 | $9,352 | 0.1% | $43.98 | 0.0% | COM | 032654105 |
| — | TOTAL SYS SVCS INC | 194,300 | $9,245 | 0.1% | $48.73 | — | COM | 891906109 |
| — | B/E AEROSPACE INC | 200,000 | $9,224 | 0.1% | $46.12 | — | COM | 073302101 |
| RHI | ROBERT HALF INTL INC | 198,000 | $9,223 | 0.1% | $51.35 | -18.4% | COM | 770323103 |
| DAL | DELTA AIR LINES INC DEL | 188,400 | $9,171 | 0.1% | $41.37 | 0.0% | COM NEW | 247361702 |
| EQT | EQT CORP | 131,365 | $8,836 | 0.1% | $29.44 | 0.0% | COM | 26884L109 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 70,547 | $8,794 | 0.1% | $124.65 | — | SPONSORED ADR | 03524A108 |
| — | NEW YORK REIT INC | 869,300 | $8,780 | 0.1% | $10.97 | — | COM | 64976L109 |
| SYY | SYSCO CORP | 182,199 | $8,514 | 0.1% | $31.91 | +4.6% | COM | 871829107 |
| — | LINKEDIN CORP | 74,319 | $8,498 | 0.1% | $187.14 | — | COM CL A | 53578A108 |
| HAIN | HAIN CELESTIAL GROUP INC | 205,600 | $8,411 | 0.1% | $37.56 | 0.0% | COM | 405217100 |
| — | BERRY PLASTICS GROUP INC | 232,300 | $8,398 | 0.1% | $36.15 | — | COM | 08579W103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 100,669 | $8,303 | 0.1% | $81.36 | 0.0% | COM | 09061G101 |
| TAP | MOLSON COORS BREWING CO | 83,700 | $8,050 | 0.1% | $56.31 | +24.0% | CL B | 60871R209 |
| HCA | HCA HOLDINGS INC | 100,936 | $7,878 | 0.1% | $64.91 | 0.0% | COM | 40412C101 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 350,030 | $7,757 | 0.1% | $22.16 | — | COM SER A | 531465102 |
| — | CONSOLIDATED TOMOKA LD CO | 167,028 | $7,707 | 0.1% | $43.18 | — | COM | 210226106 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 429,289 | $7,611 | 0.1% | $6.50 | -2.0% | COM | 42824C109 |
| — | COMMUNICATIONS SALES&LEAS IN | 341,156 | $7,591 | 0.1% | $24.72 | — | COM | 20341J104 |
| JBHT | HUNT J B TRANS SVCS INC | 88,790 | $7,480 | 0.1% | $69.06 | 0.0% | COM | 445658107 |
| BGS | B & G FOODS INC NEW | 214,500 | $7,467 | 0.1% | $16.13 | 0.0% | COM | 05508R106 |
| GPN | GLOBAL PMTS INC | 111,734 | $7,296 | 0.1% | $56.36 | 0.0% | COM | 37940X102 |
| WLK | WESTLAKE CHEM CORP | 156,800 | $7,260 | 0.1% | $39.11 | 0.0% | COM | 960413102 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $7,014 | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | SINCLAIR BROADCAST GROUP INC | 222,675 | $6,847 | 0.1% | $30.75 | — | CL A | 829226109 |
| KR | KROGER CO | 168,200 | $6,434 | 0.1% | $31.60 | 0.0% | COM | 501044101 |
| CTAS | CINTAS CORP | 70,150 | $6,300 | 0.1% | $20.49 | -5.4% | COM | 172908105 |
| GDDY | GODADDY INC | 188,598 | $6,097 | 0.1% | $26.87 | +11.9% | CL A | 380237107 |
| SEE | SEALED AIR CORP NEW | 121,996 | $5,857 | 0.1% | $36.94 | 0.0% | COM | 81211K100 |
| SLB | SCHLUMBERGER LTD | 78,284 | $5,773 | 0.1% | $63.50 | -16.3% | COM | 806857108 |
| — | INTERXION HOLDING N.V | 159,200 | $5,505 | 0.1% | $27.48 | — | SHS | N47279109 |
| BHE | BENCHMARK ELECTRS INC | 231,908 | $5,345 | 0.1% | $20.02 | -12.4% | COM | 08160H101 |
| — | INTERPUBLIC GROUP COS INC | 232,500 | $5,336 | 0.1% | $13.96 | +6.6% | COM | 460690100 |
| — | BLUELINX HLDGS INC | 8,618,603 | $5,257 | 0.1% | $1.27 | — | COM | 09624H109 |
| — | ENERNOC INC | 676,000 | $5,056 | 0.1% | $7.48 | — | COM | 292764107 |
| ALL | ALLSTATE CORP | 73,679 | $4,964 | 0.1% | $49.76 | +1.5% | COM | 020002101 |
| NFLX | NETFLIX INC | 46,900 | $4,795 | 0.1% | $9.82 | 0.0% | COM | 64110L106 |
| — | CONCHO RES INC | 40,000 | $4,042 | 0.0% | $108.91 | — | COM | 20605P101 |
| PYPL | PAYPAL HLDGS INC | 103,200 | $3,984 | 0.0% | $35.85 | +0.5% | COM | 70450Y103 |
| — | LAREDO PETROLEUM INC | 500,000 | $3,965 | 0.0% | $7.95 | — | COM | 516806106 |
| CNA | CNA FINL CORP | 119,453 | $3,844 | 0.0% | $15.42 | 0.0% | COM | 126117100 |
| XOM | EXXON MOBIL CORP | 43,341 | $3,623 | 0.0% | $51.39 | +1.1% | COM | 30231G102 |
| — | OASIS PETE INC NEW | 465,000 | $3,385 | 0.0% | $10.46 | — | COM | 674215108 |
| LEN | LENNAR CORP | 61,700 | $2,984 | 0.0% | $37.34 | 0.0% | CL A | 526057104 |
| — | FIRST TR HIGH INCOME L/S FD | 200,000 | $2,924 | 0.0% | $17.38 | — | COM | 33738E109 |
| DHI | D R HORTON INC | 95,300 | $2,881 | 0.0% | $24.62 | 0.0% | COM | 23331A109 |
| — | SVB FINL GROUP | 27,900 | $2,847 | 0.0% | $118.91 | — | COM | 78486Q101 |
| TOL | TOLL BROTHERS INC | 95,700 | $2,824 | 0.0% | $27.95 | 0.0% | COM | 889478103 |
| — | LIPOCINE INC NEW | 270,830 | $2,749 | 0.0% | $12.51 | — | COM | 53630X104 |
| — | CALATLANTIC GROUP INC | 77,700 | $2,597 | 0.0% | $33.42 | — | COM | 128195104 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,137 | 0.0% | $17.88 | — | COM | 95768B107 |
| CF | CF INDS HLDGS INC | 65,128 | $2,041 | 0.0% | $35.35 | -30.1% | COM | 125269100 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 64,500 | $1,953 | 0.0% | $23.82 | 0.0% | CL A | 099502106 |
| PAYC | PAYCOM SOFTWARE INC | 50,800 | $1,808 | 0.0% | $30.59 | 0.0% | COM | 70432V102 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,563 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,477 | 0.0% | $5.73 | — | COM | 95766L107 |
| — | WMIH CORP | 627,500 | $1,468 | 0.0% | $2.60 | — | COM | 92936P100 |
| — | ALCOA INC | 150,000 | $1,437 | 0.0% | $9.58 | — | COM | 013817101 |
| TRIP | TRIPADVISOR INC | 21,050 | $1,400 | 0.0% | $71.64 | -17.8% | COM | 896945201 |
| — | DEUTSCHE HIGH INCOME OPPORT | 100,033 | $1,333 | 0.0% | $14.58 | — | COM | 25158Y102 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 25,600 | $1,238 | 0.0% | $38.17 | 0.0% | COM | 04247X102 |
| TECK | TECK RESOURCES LTD | 160,000 | $1,218 | 0.0% | $4.95 | +9.2% | CL B | 878742204 |
| XLB | SELECT SECTOR SPDR TR | 7,750 | $957 | 0.0% | — | — | Put | 81369Y100 |
| — | COVISINT CORP | 400,000 | $800 | 0.0% | $4.63 | — | COM | 22357R103 |
| — | PENNEY J C INC | 13,500 | $701 | 0.0% | — | — | Put | 708160106 |
| — | SUPERVALU INC | 100,000 | $576 | 0.0% | $5.76 | — | COM | 868536103 |
| — | VALEANT PHARMACEUTICALS INTL | 11,000 | $490 | 0.0% | — | — | Call | 91911K102 |
| GM | GENERAL MTRS CO | 14,764 | $464 | 0.0% | $26.55 | -8.5% | COM | 37045V100 |
| — | ARCELORMITTAL SA LUXEMBOURG | 75,000 | $344 | 0.0% | $4.59 | — | NY REGISTRY SH | 03938L104 |
| — | GENERAL MTRS CO | 13,421 | $291 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| — | FMC TECHNOLOGIES INC | 9,000 | $246 | 0.0% | $27.33 | — | COM | 30249U101 |
| — | GENERAL MTRS CO | 13,421 | $183 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | KOSMOS ENERGY LTD | 11,429 | $67 | 0.0% | $5.86 | — | SHS | G5315B107 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $20 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |