Location: Dallas, TX
CIK: 0001056973 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $8.039B (96.9% shares, 3.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STARWOOD HOTELS&RESORTS WRLD | 3,119,200 | $231M | 2.9% | $77.21 | — | COM | 85590A401 |
| NRG | NRG ENERGY INC | 12,646,138 | $190M | 2.4% | $17.58 | -31.0% | COM NEW | 629377508 |
| — | BUNGE LIMITED | 3,100,200 | $183M | 2.3% | $71.44 | — | COM | G16962105 |
| — | CALPINE CORP | 12,406,679 | $183M | 2.3% | $16.12 | — | COM NEW | 131347304 |
| BAC | BANK AMER CORP | 12,234,085 | $162M | 2.0% | $11.79 | -3.9% | COM | 060505104 |
| — | E M C CORP MASS | 5,905,000 | $160M | 2.0% | $26.48 | — | COM | 268648102 |
| — | ST JUDE MED INC | 2,051,000 | $160M | 2.0% | $78.00 | — | COM | 790849103 |
| — | LINKEDIN CORP | 724,500 | $137M | 1.7% | $189.03 | — | COM CL A | 53578A108 |
| MS | MORGAN STANLEY | 4,950,000 | $129M | 1.6% | $22.79 | -12.7% | COM NEW | 617446448 |
| C | CITIGROUP INC | 2,750,000 | $117M | 1.5% | $37.38 | -11.5% | COM NEW | 172967424 |
| — | PINNACLE FOODS INC DEL | 2,414,262 | $112M | 1.4% | $38.84 | — | COM | 72348P104 |
| MPC | MARATHON PETE CORP | 2,655,991 | $101M | 1.3% | $33.18 | -18.0% | COM | 56585A102 |
| DVN | DEVON ENERGY CORP NEW | 2,715,252 | $98.43M | 1.2% | $28.42 | -16.1% | COM | 25179M103 |
| — | ANADARKO PETE CORP | 1,845,437 | $98.27M | 1.2% | $49.31 | — | COM | 032511107 |
| — | MONSANTO CO NEW | 942,500 | $97.46M | 1.2% | $103.41 | — | COM | 61166W101 |
| — | DYNEGY INC NEW DEL | 5,483,006 | $94.53M | 1.2% | $17.93 | — | COM | 26817R108 |
| AROC | ARCHROCK INC | 9,258,249 | $87.21M | 1.1% | $6.79 | -31.4% | COM | 03957W106 |
| CMCSA | COMCAST CORP NEW | 1,277,994 | $83.31M | 1.0% | $23.57 | +4.9% | CL A | 20030N101 |
| — | AXIALL CORP | 2,517,000 | $82.08M | 1.0% | $27.65 | — | COM | 05463D100 |
| — | ULTRATECH INC | 3,453,986 | $79.34M | 1.0% | $26.31 | — | COM | 904034105 |
| — | CONTINENTAL RESOURCES INC | 1,714,481 | $77.61M | 1.0% | $23.29 | — | COM | 212015101 |
| — | NOBLE ENERGY INC | 2,075,904 | $74.46M | 0.9% | $35.23 | — | COM | 655044105 |
| — | FIRST NIAGARA FINL GP INC | 7,633,200 | $74.35M | 0.9% | $10.42 | — | COM | 33582V108 |
| CFG | CITIZENS FINL GROUP INC | 3,648,000 | $72.89M | 0.9% | $15.93 | -2.9% | COM | 174610105 |
| — | VITAMIN SHOPPE INC | 2,308,983 | $70.59M | 0.9% | $39.51 | — | COM | 92849E101 |
| M | MACYS INC | 2,080,600 | $69.93M | 0.9% | $36.97 | -3.1% | COM | 55616P104 |
| VZ | VERIZON COMMUNICATIONS INC | 1,238,221 | $69.14M | 0.9% | $28.46 | +10.6% | COM | 92343V104 |
| TPH | TRI POINTE GROUP INC | 5,844,579 | $69.08M | 0.9% | $15.16 | -22.8% | COM | 87265H109 |
| CIEN | CIENA CORP | 3,650,000 | $68.44M | 0.9% | $19.42 | -6.8% | COM NEW | 171779309 |
| — | CIT GROUP INC | 2,120,323 | $67.66M | 0.8% | $38.86 | — | COM NEW | 125581801 |
| ALLY | ALLY FINL INC | 3,850,000 | $65.72M | 0.8% | $17.06 | -22.6% | COM | 02005N100 |
| — | DISH NETWORK CORP | 1,239,500 | $64.95M | 0.8% | $52.40 | — | CL A | 25470M109 |
| BPOP | POPULAR INC | 2,200,016 | $64.46M | 0.8% | $23.44 | -3.6% | COM NEW | 733174700 |
| VIAV | VIAVI SOLUTIONS INC | 9,400,135 | $62.32M | 0.8% | $5.86 | +13.5% | COM | 925550105 |
| PNC | PNC FINL SVCS GROUP INC | 749,075 | $60.97M | 0.8% | $62.52 | +0.7% | COM | 693475105 |
| KRE | SPDR SERIES TRUST | 1,569,000 | $60.25M | 0.7% | $38.62 | — | S&P REGL BKG | 78464A698 |
| — | WPX ENERGY INC | 6,416,212 | $59.73M | 0.7% | $7.95 | — | COM | 98212B103 |
| TS | TENARIS S A | 2,031,642 | $58.59M | 0.7% | $24.54 | — | SPONSORED ADR | 88031M109 |
| HAL | HALLIBURTON CO | 1,252,050 | $56.7M | 0.7% | $32.54 | +4.9% | COM | 406216101 |
| — | CIMAREX ENERGY CO | 468,757 | $55.93M | 0.7% | $105.14 | — | COM | 171798101 |
| WFC | WELLS FARGO & CO NEW | 1,107,595 | $52.42M | 0.7% | $37.23 | 0.0% | COM | 949746101 |
| — | YAHOO INC | 1,390,166 | $52.22M | 0.6% | $33.26 | — | COM | 984332106 |
| KO | COCA COLA CO | 1,134,546 | $51.43M | 0.6% | $29.20 | +14.1% | COM | 191216100 |
| FIS | FIDELITY NATL INFORMATION SV | 696,925 | $51.35M | 0.6% | $54.97 | +8.2% | COM | 31620M106 |
| COF | CAPITAL ONE FINL CORP | 800,000 | $50.81M | 0.6% | $58.66 | 0.0% | COM | 14040H105 |
| — | NATIONSTAR MTG HLDGS INC | 4,500,437 | $50.67M | 0.6% | $12.17 | — | COM | 63861C109 |
| VLO | VALERO ENERGY CORP NEW | 991,758 | $50.58M | 0.6% | $36.69 | +4.9% | COM | 91913Y100 |
| SLAB | SILICON LABORATORIES INC | 1,037,632 | $50.57M | 0.6% | $44.26 | +6.6% | COM | 826919102 |
| ADP | AUTOMATIC DATA PROCESSING IN | 544,139 | $49.99M | 0.6% | $68.46 | +4.8% | COM | 053015103 |
| — | MENTOR GRAPHICS CORP | 2,315,680 | $49.23M | 0.6% | $19.23 | — | COM | 587200106 |
| — | COSAN LTD | 7,021,079 | $45.71M | 0.6% | $5.29 | — | SHS A | G25343107 |
| — | AMERICAN RLTY CAP PPTYS INC | 46,149,000 | $45.66M | 0.6% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | KINDRED HEALTHCARE INC | 4,000,000 | $45.16M | 0.6% | $16.59 | — | COM | 494580103 |
| NAVI | NAVIENT CORP | 3,588,481 | $42.88M | 0.5% | $13.38 | -4.9% | COM | 63938C108 |
| — | NEWFIELD EXPL CO | 928,535 | $41.02M | 0.5% | $36.22 | — | COM | 651290108 |
| — | VERISIGN INC | 16,000,000 | $40.39M | 0.5% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| AMT | AMERICAN TOWER CORP NEW | 335,567 | $38.12M | 0.5% | $73.56 | +13.9% | COM | 03027X100 |
| SYF | SYNCHRONY FINL | 1,450,513 | $36.67M | 0.5% | $25.00 | -7.1% | COM | 87165B103 |
| — | SYNGENTA AG | 474,450 | $36.43M | 0.5% | $76.79 | — | SPONSORED ADR | 87160A100 |
| — | LIBERTY INTERACTIVE CORP | 976,200 | $36.19M | 0.5% | $38.69 | — | LBT VENT COM A | 53071M880 |
| — | FINISAR CORP | 2,050,919 | $35.91M | 0.4% | $13.82 | — | COM NEW | 31787A507 |
| GS | GOLDMAN SACHS GROUP INC | 240,000 | $35.66M | 0.4% | $127.90 | 0.0% | COM | 38141G104 |
| TAP | MOLSON COORS BREWING CO | 344,975 | $34.89M | 0.4% | $72.21 | +7.1% | CL B | 60871R209 |
| SLGN | SILGAN HOLDINGS INC | 676,400 | $34.81M | 0.4% | $26.27 | -2.1% | COM | 827048109 |
| — | RENEWABLE ENERGY GROUP INC | 3,900,000 | $34.44M | 0.4% | $10.62 | — | COM NEW | 75972A301 |
| — | TWENTY FIRST CENTY FOX INC | 1,259,400 | $34.07M | 0.4% | $27.05 | — | CL A | 90130A101 |
| — | NVIDIA CORP | 14,500,000 | $33.81M | 0.4% | $1.56 | — | NOTE 1.000%12/0 | 67066GAC8 |
| NTCT | NETSCOUT SYS INC | 1,500,000 | $33.38M | 0.4% | $23.15 | 0.0% | COM | 64115T104 |
| ZTS | ZOETIS INC | 700,043 | $33.22M | 0.4% | $43.43 | +1.0% | CL A | 98978V103 |
| — | ITC HLDGS CORP | 701,928 | $32.86M | 0.4% | $42.56 | — | COM | 465685105 |
| EBAY | EBAY INC | 1,403,028 | $32.84M | 0.4% | $22.78 | -5.7% | COM | 278642103 |
| ECPG | ENCORE CAP GROUP INC | 1,389,244 | $32.69M | 0.4% | $23.90 | +7.5% | COM | 292554102 |
| — | MEMORIAL RESOURCE DEV CORP | 2,042,500 | $32.44M | 0.4% | $15.88 | — | COM | 58605Q109 |
| SPY | SPDR S&P 500 ETF TR | 153,850 | $32.23M | 0.4% | $205.87 | — | TR UNIT | 78462F103 |
| MPWR | MONOLITHIC PWR SYS INC | 470,176 | $32.12M | 0.4% | $43.42 | +39.1% | COM | 609839105 |
| — | KELLOGG CO | 387,150 | $31.61M | 0.4% | $45.80 | +11.2% | COM | 487836108 |
| — | FORESTAR GROUP INC | 2,656,781 | $31.59M | 0.4% | $11.79 | — | COM | 346233109 |
| — | TIME WARNER INC | 426,796 | $31.39M | 0.4% | $73.54 | — | COM NEW | 887317303 |
| — | EXPRESS SCRIPTS HLDG CO | 400,000 | $30.32M | 0.4% | $72.45 | — | COM | 30219G108 |
| — | GRACE W R & CO DEL NEW | 403,450 | $29.54M | 0.4% | $71.55 | — | COM | 38388F108 |
| MRK | MERCK & CO INC | 512,466 | $29.52M | 0.4% | $35.70 | +10.6% | COM | 58933Y105 |
| MSFT | MICROSOFT CORP | 569,723 | $29.15M | 0.4% | $46.05 | -0.1% | COM | 594918104 |
| MET | METLIFE INC | 724,580 | $28.86M | 0.4% | $27.40 | +2.7% | COM | 59156R108 |
| BWXT | BWX TECHNOLOGIES INC | 781,764 | $27.96M | 0.3% | $22.87 | +33.8% | COM | 05605H100 |
| V | VISA INC | 369,710 | $27.42M | 0.3% | $70.34 | +4.1% | COM CL A | 92826C839 |
| — | PRIVATEBANCORP INC | 621,000 | $27.34M | 0.3% | $44.03 | — | COM | 742962103 |
| — | INTEL CORP | 16,500,000 | $26.86M | 0.3% | $1.60 | — | SDCV 3.250% 8/0 | 458140AF7 |
| CCI | CROWN CASTLE INTL CORP NEW | 263,654 | $26.74M | 0.3% | $55.32 | +9.7% | COM | 22822V101 |
| AAPL | APPLE INC | 274,075 | $26.2M | 0.3% | $22.57 | +0.2% | COM | 037833100 |
| LOW | LOWES COS INC | 326,638 | $25.86M | 0.3% | $61.28 | +5.7% | COM | 548661107 |
| — | ALERE INC | 617,000 | $25.72M | 0.3% | $49.33 | — | COM | 01449J105 |
| EPC | EDGEWELL PERS CARE CO | 303,518 | $25.62M | 0.3% | $74.46 | -1.0% | COM | 28035Q102 |
| MCK | MCKESSON CORP | 135,000 | $25.2M | 0.3% | $156.04 | +4.2% | COM | 58155Q103 |
| — | PRICELINE GRP INC | 18,000,000 | $25.04M | 0.3% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| CMA | COMERICA INC | 608,669 | $25.04M | 0.3% | $24.46 | +18.9% | COM | 200340107 |
| PAYC | PAYCOM SOFTWARE INC | 573,450 | $24.78M | 0.3% | $37.62 | +1.8% | COM | 70432V102 |
| — | INGRAM MICRO INC | 707,000 | $24.59M | 0.3% | $35.58 | — | CL A | 457153104 |
| — | XILINX INC | 529,400 | $24.42M | 0.3% | $46.98 | — | COM | 983919101 |
| KHC | KRAFT HEINZ CO | 270,425 | $23.93M | 0.3% | $53.59 | 0.0% | COM | 500754106 |
| — | ENVISION HEALTHCARE HLDGS IN | 930,900 | $23.62M | 0.3% | $25.37 | — | COM | 29413U103 |
| — | SALESFORCE COM INC | 18,200,000 | $23.57M | 0.3% | $1.25 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | RICE ENERGY INC | 1,066,858 | $23.51M | 0.3% | $13.96 | — | COM | 762760106 |
| — | ZAYO GROUP HLDGS INC | 839,900 | $23.46M | 0.3% | $27.93 | — | COM | 98919V105 |
| PCG | PG&E CORP | 364,400 | $23.29M | 0.3% | $56.53 | 0.0% | COM | 69331C108 |
| — | INVESTORS BANCORP INC NEW | 2,100,192 | $23.27M | 0.3% | $11.69 | — | COM | 46146L101 |
| — | DEMANDWARE INC | 310,000 | $23.22M | 0.3% | $74.90 | — | COM | 24802Y105 |
| CB | CHUBB LIMITED | 175,213 | $22.9M | 0.3% | $96.06 | +7.8% | COM | H1467J104 |
| HRL | HORMEL FOODS CORP | 625,587 | $22.9M | 0.3% | $29.51 | 0.0% | COM | 440452100 |
| KEY | KEYCORP NEW | 2,061,800 | $22.78M | 0.3% | $7.99 | -0.1% | COM | 493267108 |
| — | MONEYGRAM INTL INC | 3,322,200 | $22.76M | 0.3% | $14.18 | — | COM NEW | 60935Y208 |
| — | EXTERRAN CORP | 1,758,515 | $22.6M | 0.3% | $15.79 | — | COM | 30227H106 |
| — | CIGNA CORPORATION | 175,525 | $22.46M | 0.3% | $140.93 | — | COM | 125509109 |
| ADSK | AUTODESK INC | 410,897 | $22.25M | 0.3% | $53.44 | +8.3% | COM | 052769106 |
| SABR | SABRE CORP | 827,235 | $22.16M | 0.3% | $26.49 | +6.0% | COM | 78573M104 |
| — | MARATHON OIL CORP | 1,476,100 | $22.16M | 0.3% | $15.01 | — | COM | 565849106 |
| CVLT | COMMVAULT SYSTEMS INC | 510,849 | $22.06M | 0.3% | $44.86 | -1.7% | COM | 204166102 |
| — | FEI CO | 206,000 | $22.02M | 0.3% | $106.88 | — | COM | 30241L109 |
| EXC | EXELON CORP | 604,062 | $21.96M | 0.3% | $16.10 | +9.7% | COM | 30161N101 |
| — | COBALT INTL ENERGY INC | 16,258,639 | $21.79M | 0.3% | $3.10 | — | COM | 19075F106 |
| LNG | CHENIERE ENERGY INC | 577,800 | $21.7M | 0.3% | $34.29 | +2.5% | COM NEW | 16411R208 |
| VMC | VULCAN MATLS CO | 179,625 | $21.62M | 0.3% | $104.21 | 0.0% | COM | 929160109 |
| — | INTERXION HOLDING N.V | 574,000 | $21.17M | 0.3% | $34.27 | — | SHS | N47279109 |
| META | FACEBOOK INC | 183,074 | $20.92M | 0.3% | $107.94 | +6.0% | CL A | 30303M102 |
| — | TIVO INC | 2,100,000 | $20.79M | 0.3% | $9.90 | — | COM | 888706108 |
| — | HARMAN INTL INDS INC | 289,100 | $20.76M | 0.3% | $85.61 | — | COM | 413086109 |
| JACK | JACK IN THE BOX INC | 238,700 | $20.51M | 0.3% | $75.14 | +0.5% | COM | 466367109 |
| OFG | OFG BANCORP | 2,459,928 | $20.42M | 0.3% | $6.23 | +31.1% | COM | 67103X102 |
| — | SAGENT PHARMACEUTICALS INC | 1,351,056 | $20.24M | 0.3% | $12.50 | — | COM | 786692103 |
| CAG | CONAGRA FOODS INC | 415,002 | $19.84M | 0.2% | $20.77 | +22.0% | COM | 205887102 |
| PHM | PULTE GROUP INC | 1,012,800 | $19.74M | 0.2% | $16.45 | +0.4% | COM | 745867101 |
| NOW | SERVICENOW INC | 292,825 | $19.44M | 0.2% | $12.78 | +8.7% | COM | 81762P102 |
| — | INTERPUBLIC GROUP COS INC | 837,610 | $19.35M | 0.2% | $15.64 | +4.1% | COM | 460690100 |
| PNW | PINNACLE WEST CAP CORP | 232,025 | $18.81M | 0.2% | $51.08 | 0.0% | COM | 723484101 |
| — | CARRIZO OIL & GAS INC | 514,912 | $18.46M | 0.2% | $32.71 | — | COM | 144577103 |
| — | TOTAL SYS SVCS INC | 343,490 | $18.24M | 0.2% | $50.63 | — | COM | 891906109 |
| — | MEDIVATION INC | 300,000 | $18.09M | 0.2% | $60.30 | — | COM | 58501N101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 127,725 | $18.05M | 0.2% | $147.42 | 0.0% | SHS USD | G50871105 |
| SGI | TEMPUR SEALY INTL INC | 325,503 | $18.01M | 0.2% | $15.12 | -2.4% | COM | 88023U101 |
| SPGI | S&P GLOBAL INC | 166,992 | $17.91M | 0.2% | $96.34 | 0.0% | COM | 78409V104 |
| — | PALO ALTO NETWORKS INC | 14,006,000 | $17.89M | 0.2% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| ADI | ANALOG DEVICES INC | 312,000 | $17.67M | 0.2% | $45.73 | +3.9% | COM | 032654105 |
| KR | KROGER CO | 480,220 | $17.67M | 0.2% | $30.27 | -2.4% | COM | 501044101 |
| YUM | YUM BRANDS INC | 212,300 | $17.6M | 0.2% | $49.47 | 0.0% | COM | 988498101 |
| HAIN | HAIN CELESTIAL GROUP INC | 352,381 | $17.53M | 0.2% | $41.20 | +12.4% | COM | 405217100 |
| WAB | WABTEC CORP | 248,600 | $17.46M | 0.2% | $73.44 | 0.0% | COM | 929740108 |
| — | CAVIUM INC | 442,886 | $17.09M | 0.2% | $65.71 | — | COM | 14964U108 |
| EVTC | EVERTEC INC | 1,100,000 | $17.09M | 0.2% | $12.41 | +7.9% | COM | 30040P103 |
| — | SCORPIO TANKERS INC | 4,040,000 | $16.97M | 0.2% | $4.20 | — | SHS | Y7542C106 |
| CRM | SALESFORCE COM INC | 210,354 | $16.7M | 0.2% | $61.33 | +26.4% | COM | 79466L302 |
| — | TOTAL S A | 346,700 | $16.68M | 0.2% | $48.10 | — | SPONSORED ADR | 89151E109 |
| LKQ | LKQ CORP | 517,800 | $16.41M | 0.2% | $25.04 | +16.5% | COM | 501889208 |
| DAR | DARLING INGREDIENTS INC | 1,100,000 | $16.39M | 0.2% | $14.46 | 0.0% | COM | 237266101 |
| AME | AMETEK INC NEW | 350,100 | $16.18M | 0.2% | $45.07 | 0.0% | COM | 031100100 |
| — | CITRIX SYS INC | 14,500,000 | $16.17M | 0.2% | $1.12 | — | NOTE 0.500% 4/1 | 177376AD2 |
| PEP | PEPSICO INC | 150,526 | $15.95M | 0.2% | $73.58 | +4.8% | COM | 713448108 |
| COR | AMERISOURCEBERGEN CORP | 200,369 | $15.89M | 0.2% | $59.88 | 0.0% | COM | 03073E105 |
| SHW | SHERWIN WILLIAMS CO | 54,038 | $15.87M | 0.2% | $89.15 | 0.0% | COM | 824348106 |
| — | QEP RES INC | 877,362 | $15.47M | 0.2% | $17.63 | — | COM | 74733V100 |
| CF | CF INDS HLDGS INC | 638,943 | $15.4M | 0.2% | $23.97 | -5.4% | COM | 125269100 |
| CL | COLGATE PALMOLIVE CO | 206,704 | $15.13M | 0.2% | $52.87 | +7.6% | COM | 194162103 |
| — | KANSAS CITY SOUTHERN | 167,300 | $15.07M | 0.2% | $90.09 | — | COM NEW | 485170302 |
| — | LIBERTY INTERACTIVE CORP | 593,000 | $15.04M | 0.2% | $25.37 | — | QVC GP COM SER A | 53071M104 |
| PLXS | PLEXUS CORP | 346,959 | $14.99M | 0.2% | $38.96 | +8.2% | COM | 729132100 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 1,100,000 | $14.38M | 0.2% | $9.77 | 0.0% | COM CL A | 46333X108 |
| — | COMMUNICATIONS SALES&LEAS IN | 493,600 | $14.27M | 0.2% | $26.01 | — | COM | 20341J104 |
| — | WESTROCK CO | 365,900 | $14.22M | 0.2% | $38.87 | — | COM | 96145D105 |
| CPB | CAMPBELL SOUP CO | 213,629 | $14.21M | 0.2% | $46.13 | 0.0% | COM | 134429109 |
| MD | MEDNAX INC | 194,095 | $14.06M | 0.2% | $68.74 | 0.0% | COM | 58502B106 |
| STLD | STEEL DYNAMICS INC | 571,400 | $14M | 0.2% | $15.55 | +28.9% | COM | 858119100 |
| CME | CME GROUP INC | 141,323 | $13.77M | 0.2% | $65.83 | 0.0% | COM | 12572Q105 |
| OMC | OMNICOM GROUP INC | 168,813 | $13.76M | 0.2% | $52.81 | +13.0% | COM | 681919106 |
| CE | CELANESE CORP DEL | 210,000 | $13.74M | 0.2% | $53.55 | +7.9% | COM SER A | 150870103 |
| — | RED HAT INC | 185,375 | $13.46M | 0.2% | $70.87 | — | COM | 756577102 |
| — | SUFFOLK BANCORP | 423,600 | $13.26M | 0.2% | $31.31 | — | COM | 864739107 |
| NVS | NOVARTIS A G | 158,809 | $13.1M | 0.2% | $82.51 | — | SPONSORED ADR | 66987V109 |
| AAP | ADVANCE AUTO PARTS INC | 80,345 | $12.99M | 0.2% | $126.75 | +6.7% | COM | 00751Y106 |
| VOYA | VOYA FINL INC | 521,700 | $12.92M | 0.2% | $27.42 | 0.0% | COM | 929089100 |
| — | NETSUITE INC | 176,542 | $12.85M | 0.2% | $68.49 | — | COM | 64118Q107 |
| INTU | INTUIT | 112,825 | $12.59M | 0.2% | $90.14 | +7.9% | COM | 461202103 |
| — | BARD C R INC | 52,753 | $12.4M | 0.2% | $235.15 | — | COM | 067383109 |
| — | BHP BILLITON PLC | 483,900 | $12.28M | 0.2% | $22.73 | — | SPONSORED ADR | 05545E209 |
| — | NEW YORK REIT INC | 1,315,000 | $12.16M | 0.2% | $10.39 | — | COM | 64976L109 |
| — | STARZ | 400,000 | $11.97M | 0.1% | $29.92 | — | COM SER A | 85571Q102 |
| GDDY | GODADDY INC | 383,198 | $11.95M | 0.1% | $29.13 | +7.5% | CL A | 380237107 |
| CASY | CASEYS GEN STORES INC | 89,400 | $11.76M | 0.1% | $108.21 | 0.0% | COM | 147528103 |
| — | PRICELINE GRP INC | 10,000,000 | $11.74M | 0.1% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| ODFL | OLD DOMINION FGHT LINES INC | 193,000 | $11.64M | 0.1% | $20.56 | 0.0% | COM | 679580100 |
| — | DU PONT E I DE NEMOURS & CO | 175,000 | $11.34M | 0.1% | $64.80 | — | COM | 263534109 |
| CNA | CNA FINL CORP | 359,336 | $11.29M | 0.1% | $15.99 | +1.8% | COM | 126117100 |
| — | CARMIKE CINEMAS INC | 367,000 | $11.05M | 0.1% | $30.12 | — | COM | 143436400 |
| — | VERINT SYS INC | 329,200 | $10.91M | 0.1% | $39.31 | — | COM | 92343X100 |
| ROST | ROSS STORES INC | 191,200 | $10.84M | 0.1% | $50.49 | 0.0% | COM | 778296103 |
| PFE | PFIZER INC | 304,467 | $10.72M | 0.1% | $18.68 | +12.7% | COM | 717081103 |
| — | NUVASIVE INC | 178,200 | $10.64M | 0.1% | $47.66 | — | COM | 670704105 |
| BIIB | BIOGEN INC | 42,735 | $10.33M | 0.1% | $263.54 | 0.0% | COM | 09062X103 |
| USFD | US FOODS HLDG CORP | 424,100 | $10.28M | 0.1% | $24.41 | 0.0% | COM | 912008109 |
| — | LIBERTY MEDIA CORP DELAWARE | 690,365 | $10.12M | 0.1% | $14.66 | — | COM C BRAVES GRP | 531229888 |
| DAL | DELTA AIR LINES INC DEL | 276,400 | $10.07M | 0.1% | $40.23 | -6.1% | COM NEW | 247361702 |
| RNR | RENAISSANCERE HOLDINGS LTD | 83,608 | $9.819M | 0.1% | $114.73 | 0.0% | COM | G7496G103 |
| ADBE | ADOBE SYS INC | 101,050 | $9.68M | 0.1% | $96.05 | 0.0% | COM | 00724F101 |
| BAX | BAXTER INTL INC | 211,486 | $9.563M | 0.1% | $31.86 | +17.6% | COM | 071813109 |
| — | VANTIV INC | 168,629 | $9.544M | 0.1% | $53.88 | — | CL A | 92210H105 |
| WAL | WESTERN ALLIANCE BANCORP | 291,617 | $9.521M | 0.1% | $27.97 | +9.0% | COM | 957638109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 48,025 | $9.409M | 0.1% | $143.66 | 0.0% | COM | 018581108 |
| PYPL | PAYPAL HLDGS INC | 257,400 | $9.398M | 0.1% | $37.22 | +2.5% | COM | 70450Y103 |
| — | COLFAX CORP | 348,500 | $9.221M | 0.1% | $26.46 | — | COM | 194014106 |
| UHS | UNIVERSAL HLTH SVCS INC | 68,200 | $9.146M | 0.1% | $126.57 | 0.0% | CL B | 913903100 |
| — | CONSOLIDATED TOMOKA LD CO | 192,028 | $9.116M | 0.1% | $43.74 | — | COM | 210226106 |
| MO | ALTRIA GROUP INC | 131,409 | $9.062M | 0.1% | $26.01 | +27.7% | COM | 02209S103 |
| — | COMPUTER SCIENCES CORP | 182,000 | $9.036M | 0.1% | $49.65 | — | COM | 205363104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 202,400 | $8.983M | 0.1% | $36.26 | 0.0% | COM | 416515104 |
| FAF | FIRST AMERN FINL CORP | 221,915 | $8.925M | 0.1% | $27.09 | 0.0% | COM | 31847R102 |
| DXCM | DEXCOM INC | 104,550 | $8.294M | 0.1% | $17.03 | 0.0% | COM | 252131107 |
| — | TORCHMARK CORP | 132,040 | $8.163M | 0.1% | $61.82 | — | COM | 891027104 |
| — | ANIXTER INTL INC | 153,000 | $8.152M | 0.1% | $62.40 | — | COM | 035290105 |
| — | OFFICE DEPOT INC | 2,450,000 | $8.11M | 0.1% | $3.31 | — | COM | 676220106 |
| IOSP | INNOSPEC INC | 170,800 | $7.855M | 0.1% | $41.52 | 0.0% | COM | 45768S105 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 199,949 | $7.828M | 0.1% | $38.15 | -0.0% | COM | 04247X102 |
| EMN | EASTMAN CHEM CO | 113,850 | $7.73M | 0.1% | $50.97 | +5.1% | COM | 277432100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 204,760 | $7.678M | 0.1% | $14.42 | +12.1% | FNF GROUP COM | 31620R303 |
| EXPE | EXPEDIA INC DEL | 67,950 | $7.223M | 0.1% | $103.56 | 0.0% | COM NEW | 30212P303 |
| — | ORBITAL ATK INC | 82,550 | $7.028M | 0.1% | $86.94 | — | COM | 68557N103 |
| — | NATIONAL INTERSTATE CORP | 225,000 | $6.806M | 0.1% | $27.08 | — | COM | 63654U100 |
| NVGS | NAVIGATOR HOLDINGS LTD | 590,700 | $6.793M | 0.1% | $25.32 | -46.3% | SHS | Y62132108 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 326,291 | $5.961M | 0.1% | $6.50 | +19.4% | COM | 42824C109 |
| BHE | BENCHMARK ELECTRS INC | 278,908 | $5.899M | 0.1% | $19.57 | -11.3% | COM | 08160H101 |
| — | FIBRIA CELULOSE S A | 870,000 | $5.881M | 0.1% | $10.16 | — | SP ADR REP COM | 31573A109 |
| WMT | WAL-MART STORES INC | 80,400 | $5.871M | 0.1% | $19.52 | 0.0% | COM | 931142103 |
| BXC | BLUELINX HLDGS INC | 796,410 | $5.615M | 0.1% | $7.06 | 0.0% | COM NEW | 09624H208 |
| CCK | CROWN HOLDINGS INC | 106,100 | $5.376M | 0.1% | $44.60 | +11.4% | COM | 228368106 |
| TGT | TARGET CORP | 73,300 | $5.118M | 0.1% | $56.05 | +0.1% | COM | 87612E106 |
| — | BERRY PLASTICS GROUP INC | 130,000 | $5.05M | 0.1% | $36.15 | — | COM | 08579W103 |
| — | ILLUMINA INC | 5,000,000 | $4.881M | 0.1% | $0.98 | — | NOTE 6/1 | 452327AF6 |
| — | SKULLCANDY INC | 775,000 | $4.758M | 0.1% | $6.14 | — | COM | 83083J104 |
| NXPI | NXP SEMICONDUCTORS N V | 59,000 | $4.622M | 0.1% | $76.21 | 0.0% | COM | N6596X109 |
| — | NABORS INDUSTRIES LTD | 425,000 | $4.271M | 0.1% | $10.05 | — | SHS | G6359F103 |
| HBAN | HUNTINGTON BANCSHARES INC | 454,724 | $4.065M | 0.1% | $6.58 | 0.0% | COM | 446150104 |
| — | HORTONWORKS INC | 352,722 | $3.771M | 0.0% | $19.35 | — | COM | 440894103 |
| — | WHITING PETE CORP NEW | 400,000 | $3.704M | 0.0% | $9.26 | — | COM | 966387102 |
| — | HORIZON PHARMA PLC | 221,000 | $3.64M | 0.0% | $16.47 | — | SHS | G4617B105 |
| WTFC | WINTRUST FINL CORP | 66,660 | $3.4M | 0.0% | $50.04 | 0.0% | COM | 97650W108 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 40,500 | $3.131M | 0.0% | $75.58 | 0.0% | COM | 23918K108 |
| ARMK | ARAMARK | 93,300 | $3.118M | 0.0% | $21.39 | 0.0% | COM | 03852U106 |
| GS | GOLDMAN SACHS GROUP INC | 10,000 | $3.066M | 0.0% | $127.90 | 0.0% | Call | 38141G104 |
| — | DUNKIN BRANDS GROUP INC | 69,300 | $3.023M | 0.0% | $43.62 | — | COM | 265504100 |
| — | FIRST TR HIGH INCOME L/S FD | 200,000 | $2.966M | 0.0% | $17.38 | — | COM | 33738E109 |
| PAYX | PAYCHEX INC | 49,700 | $2.957M | 0.0% | $33.36 | +20.4% | COM | 704326107 |
| — | OASIS PETE INC NEW | 300,000 | $2.802M | 0.0% | $10.46 | — | COM | 674215108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 48,600 | $2.718M | 0.0% | $52.62 | 0.0% | COM | 00971T101 |
| SM | SM ENERGY CO | 100,000 | $2.7M | 0.0% | $25.04 | 0.0% | COM | 78454L100 |
| — | LAREDO PETROLEUM INC | 250,000 | $2.62M | 0.0% | $7.95 | — | COM | 516806106 |
| DHI | D R HORTON INC | 83,000 | $2.613M | 0.0% | $24.62 | +11.4% | COM | 23331A109 |
| — | CALATLANTIC GROUP INC | 67,700 | $2.485M | 0.0% | $33.42 | — | COM | 128195104 |
| LEN | LENNAR CORP | 53,600 | $2.471M | 0.0% | $37.34 | +6.8% | CL A | 526057104 |
| — | GNC HLDGS INC | 100,000 | $2.429M | 0.0% | $24.29 | — | COM CL A | 36191G107 |
| — | CONCHO RES INC | 20,000 | $2.385M | 0.0% | $108.91 | — | COM | 20605P101 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2.303M | 0.0% | $17.88 | — | COM | 95768B107 |
| MDLZ | MONDELEZ INTL INC | 49,500 | $2.253M | 0.0% | $32.41 | +7.5% | CL A | 609207105 |
| TOL | TOLL BROTHERS INC | 83,300 | $2.242M | 0.0% | $27.95 | +0.5% | COM | 889478103 |
| — | TIM PARTICIPACOES S A | 211,000 | $2.226M | 0.0% | $10.55 | — | SPONSORED ADR | 88706P205 |
| — | AK STL HLDG CORP | 425,000 | $1.98M | 0.0% | $4.66 | — | COM | 001547108 |
| KSS | KOHLS CORP | 50,000 | $1.896M | 0.0% | $39.74 | 0.0% | COM | 500255104 |
| — | CONSOLIDATED TOMOKA LD CO | 2,000,000 | $1.89M | 0.0% | $0.94 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1.633M | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1.573M | 0.0% | $5.73 | — | COM | 95766L107 |
| — | LIPOCINE INC NEW | 510,000 | $1.55M | 0.0% | $8.07 | — | COM | 53630X104 |
| TSLA | TESLA MTRS INC | 1,000 | $1.47M | 0.0% | — | — | Put | 88160R101 |
| — | UNITED STATES STL CORP NEW | 85,000 | $1.433M | 0.0% | $16.86 | — | COM | 912909108 |
| — | ALCOA INC | 150,000 | $1.39M | 0.0% | $9.58 | — | COM | 013817101 |
| — | DEUTSCHE HIGH INCOME OPPORT | 100,033 | $1.36M | 0.0% | $14.58 | — | COM | 25158Y102 |
| THC | TENET HEALTHCARE CORP | 47,396 | $1.31M | 0.0% | $29.55 | 0.0% | COM NEW | 88033G407 |
| — | ARCELORMITTAL SA LUXEMBOURG | 280,000 | $1.305M | 0.0% | $4.64 | — | NY REGISTRY SH | 03938L104 |
| — | SUPERVALU INC | 200,000 | $944K | 0.0% | $5.24 | — | COM | 868536103 |
| — | COVISINT CORP | 400,000 | $872K | 0.0% | $4.63 | — | COM | 22357R103 |
| — | CSRA INC | 30,971 | $726K | 0.0% | $30.00 | — | COM | 12650T104 |
| — | PENNEY J C INC | 11,800 | $726K | 0.0% | — | — | Put | 708160106 |
| XLB | SELECT SECTOR SPDR TR | 7,750 | $597K | 0.0% | — | — | Put | 81369Y100 |
| TECK | TECK RESOURCES LTD | 42,000 | $553K | 0.0% | $4.95 | +108.5% | CL B | 878742204 |
| GM | GENERAL MTRS CO | 14,764 | $418K | 0.0% | $26.55 | -6.6% | COM | 37045V100 |
| NFLX | NETFLIX INC | 273 | $246K | 0.0% | $9.82 | -2.1% | Put | 64110L106 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $15,000 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |