CIK: 0001056973 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $8,353,184 (97.2% shares, 2.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ST JUDE MED INC | 3,030,000 | $242,976 | 2.9% | $78.62 | — | COM | 790849103 |
| — | LEVEL 3 COMMUNICATIONS INC | 4,237,474 | $238,824 | 2.9% | $55.62 | — | COM NEW | 52729N308 |
| — | TIME WARNER INC | 2,471,053 | $238,531 | 2.9% | $92.44 | — | COM NEW | 887317303 |
| NRG | NRG ENERGY INC | 17,077,796 | $209,374 | 2.5% | $15.62 | -39.4% | COM NEW | 629377508 |
| — | BUNGE LIMITED | 2,652,900 | $191,645 | 2.3% | $71.44 | — | COM | G16962105 |
| — | B/E AEROSPACE INC | 2,779,347 | $167,289 | 2.0% | $60.19 | — | COM | 073302101 |
| — | MONSANTO CO NEW | 1,586,143 | $166,878 | 2.0% | $103.04 | — | COM | 61166W101 |
| — | ENDURANCE SPECIALTY HLDGS LT | 1,623,164 | $149,980 | 1.8% | $89.79 | — | SHS | G30397106 |
| — | LINEAR TECHNOLOGY CORP | 2,340,000 | $145,899 | 1.7% | $61.55 | — | COM | 535678106 |
| NXPI | NXP SEMICONDUCTORS N V | 1,331,000 | $130,451 | 1.6% | $88.16 | +0.2% | COM | N6596X109 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 2,010,981 | $112,675 | 1.3% | $47.97 | -1.1% | CL A | 192446102 |
| — | ANADARKO PETE CORP | 1,574,373 | $109,781 | 1.3% | $50.81 | — | COM | 032511107 |
| HAL | HALLIBURTON CO | 2,027,160 | $109,649 | 1.3% | $34.24 | +21.8% | COM | 406216101 |
| CMCSA | COMCAST CORP NEW | 1,497,853 | $103,427 | 1.2% | $24.13 | +11.1% | CL A | 20030N101 |
| TAP | MOLSON COORS BREWING CO | 977,291 | $95,100 | 1.1% | $77.52 | +4.3% | CL B | 60871R209 |
| — | SYNGENTA AG | 1,187,000 | $93,832 | 1.1% | $79.81 | — | SPONSORED ADR | 87160A100 |
| — | WHITEWAVE FOODS CO | 1,632,146 | $90,747 | 1.1% | $54.73 | — | COM | 966244105 |
| CIEN | CIENA CORP | 3,700,000 | $90,317 | 1.1% | $19.61 | +11.4% | COM NEW | 171779309 |
| MDLZ | MONDELEZ INTL INC | 1,974,813 | $87,543 | 1.0% | $35.04 | -0.9% | CL A | 609207105 |
| — | DYNEGY INC NEW DEL | 10,181,071 | $86,132 | 1.0% | $13.95 | — | COM | 26817R108 |
| — | CALPINE CORP | 7,488,523 | $85,594 | 1.0% | $16.08 | — | COM NEW | 131347304 |
| VZ | VERIZON COMMUNICATIONS INC | 1,586,051 | $84,663 | 1.0% | $29.33 | +5.6% | COM | 92343V104 |
| WFC | WELLS FARGO & CO NEW | 1,485,187 | $81,849 | 1.0% | $37.07 | +5.3% | COM | 949746101 |
| — | MENTOR GRAPHICS CORP | 2,161,000 | $79,719 | 1.0% | $24.45 | — | COM | 587200106 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,413,000 | $75,892 | 0.9% | $53.71 | — | SHS | H01531104 |
| AROC | ARCHROCK INC | 5,725,372 | $75,575 | 0.9% | $6.79 | +14.9% | COM | 03957W106 |
| MPC | MARATHON PETE CORP | 1,393,652 | $70,170 | 0.8% | $33.18 | +3.2% | COM | 56585A102 |
| — | WPX ENERGY INC | 4,752,999 | $69,251 | 0.8% | $7.95 | — | COM | 98212B103 |
| PNC | PNC FINL SVCS GROUP INC | 580,952 | $67,948 | 0.8% | $62.52 | +23.4% | COM | 693475105 |
| — | NEWFIELD EXPL CO | 1,661,764 | $67,301 | 0.8% | $39.50 | — | COM | 651290108 |
| — | BATS GLOBAL MKTS INC | 1,937,715 | $64,933 | 0.8% | $32.81 | — | COM | 05491G109 |
| — | SUNTRUST BKS INC | 1,167,517 | $64,038 | 0.8% | $43.80 | — | COM | 867914103 |
| — | YAHOO INC | 1,581,105 | $61,141 | 0.7% | $37.27 | — | COM | 984332106 |
| TS | TENARIS S A | 1,699,951 | $60,705 | 0.7% | $24.89 | — | SPONSORED ADR | 88031M109 |
| SRPT | SAREPTA THERAPEUTICS INC | 2,202,765 | $60,422 | 0.7% | $40.16 | 0.0% | COM | 803607100 |
| — | ULTRATECH INC | 2,413,266 | $57,870 | 0.7% | $26.31 | — | COM | 904034105 |
| META | FACEBOOK INC | 500,165 | $57,544 | 0.7% | $116.87 | +4.4% | CL A | 30303M102 |
| CMA | COMERICA INC | 827,967 | $56,393 | 0.7% | $29.35 | +37.5% | COM | 200340107 |
| NI | NISOURCE INC | 2,546,091 | $56,370 | 0.7% | $16.59 | 0.0% | COM | 65473P105 |
| — | PIONEER NAT RES CO | 308,301 | $55,516 | 0.7% | $185.65 | — | COM | 723787107 |
| — | PINNACLE FOODS INC DEL | 1,034,942 | $55,318 | 0.7% | $38.84 | — | COM | 72348P104 |
| — | CABELAS INC | 933,000 | $54,627 | 0.7% | $58.55 | — | COM | 126804301 |
| — | VITAMIN SHOPPE INC | 2,287,521 | $54,329 | 0.7% | $39.26 | — | COM | 92849E101 |
| — | CONTINENTAL RESOURCES INC | 1,034,409 | $53,313 | 0.6% | $23.29 | — | COM | 212015101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 640,367 | $53,048 | 0.6% | $86.00 | 0.0% | COM | 09061G101 |
| BIIB | BIOGEN INC | 185,252 | $52,534 | 0.6% | $293.16 | +1.1% | COM | 09062X103 |
| — | PRIVATEBANCORP INC | 950,000 | $51,481 | 0.6% | $45.34 | — | COM | 742962103 |
| CL | COLGATE PALMOLIVE CO | 772,453 | $50,549 | 0.6% | $56.70 | -2.3% | COM | 194162103 |
| BWXT | BWX TECHNOLOGIES INC | 1,265,098 | $50,224 | 0.6% | $27.42 | +27.3% | COM | 05605H100 |
| PFE | PFIZER INC | 1,522,144 | $49,439 | 0.6% | $20.50 | 0.0% | COM | 717081103 |
| VLO | VALERO ENERGY CORP NEW | 722,940 | $49,391 | 0.6% | $36.69 | +16.6% | COM | 91913Y100 |
| RRC | RANGE RES CORP | 1,410,368 | $48,460 | 0.6% | $35.78 | 0.0% | COM | 75281A109 |
| — | MYLAN N V | 1,200,000 | $45,780 | 0.5% | $38.14 | — | SHS EURO | N59465109 |
| — | EXPRESS SCRIPTS HLDG CO | 646,538 | $44,475 | 0.5% | $71.06 | — | COM | 30219G108 |
| — | INTEL CORP | 25,000,000 | $44,187 | 0.5% | $1.66 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | EXTERRAN CORP | 1,816,215 | $43,408 | 0.5% | $15.79 | — | COM | 30227H106 |
| — | CIT GROUP INC | 999,643 | $42,665 | 0.5% | $38.86 | — | COM NEW | 125581801 |
| VRTX | VERTEX PHARMACEUTICALS INC | 577,656 | $42,556 | 0.5% | $81.37 | 0.0% | COM | 92532F100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 867,097 | $41,317 | 0.5% | $34.48 | +9.1% | COM | 416515104 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 375,958 | $40,991 | 0.5% | $118.83 | -6.3% | SHS USD | G50871105 |
| ALLY | ALLY FINL INC | 2,128,753 | $40,489 | 0.5% | $17.01 | -12.9% | COM | 02005N100 |
| — | CENTURYLINK INC | 1,672,510 | $39,772 | 0.5% | $23.78 | — | COM | 156700106 |
| — | PHH CORP | 2,603,045 | $39,462 | 0.5% | $14.79 | — | COM NEW | 693320202 |
| CBOE | CBOE HLDGS INC | 533,073 | $39,389 | 0.5% | $60.45 | +1.3% | COM | 12503M108 |
| COTY | COTY INC | 2,144,324 | $39,263 | 0.5% | $20.50 | -11.4% | COM CL A | 222070203 |
| SLGN | SILGAN HOLDINGS INC | 762,858 | $39,043 | 0.5% | $25.87 | -2.8% | COM | 827048109 |
| — | ARCH COAL INC | 494,641 | $38,607 | 0.5% | $78.05 | — | CL A | 039380407 |
| — | RENEWABLE ENERGY GROUP INC | 3,900,000 | $37,830 | 0.5% | $10.62 | — | COM NEW | 75972A301 |
| SYF | SYNCHRONY FINL | 1,031,361 | $37,407 | 0.4% | $25.00 | +2.7% | COM | 87165B103 |
| SLAB | SILICON LABORATORIES INC | 565,566 | $36,762 | 0.4% | $44.26 | +42.2% | COM | 826919102 |
| V | VISA INC | 466,338 | $36,384 | 0.4% | $71.31 | +5.8% | COM CL A | 92826C839 |
| — | DOW CHEM CO | 629,814 | $36,038 | 0.4% | $57.22 | — | COM | 260543103 |
| MCK | MCKESSON CORP | 256,337 | $36,003 | 0.4% | $136.84 | 0.0% | COM | 58155Q103 |
| — | SANTANDER CONSUMER USA HDG I | 2,650,569 | $35,783 | 0.4% | $12.16 | — | COM | 80283M101 |
| — | VERISIGN INC | 16,000,000 | $35,630 | 0.4% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | COBALT INTL ENERGY INC | 28,673,514 | $34,982 | 0.4% | $2.29 | — | COM | 19075F106 |
| — | NATIONSTAR MTG HLDGS INC | 1,912,422 | $34,538 | 0.4% | $12.17 | — | COM | 63861C109 |
| — | COSAN LTD | 4,542,002 | $34,110 | 0.4% | $5.67 | — | SHS A | G25343107 |
| — | RED HAT INC | 486,721 | $33,924 | 0.4% | $73.26 | — | COM | 756577102 |
| — | NOBLE ENERGY INC | 880,215 | $33,501 | 0.4% | $35.23 | — | COM | 655044105 |
| VIAV | VIAVI SOLUTIONS INC | 3,915,305 | $32,027 | 0.4% | $5.86 | +32.5% | COM | 925550105 |
| HRL | HORMEL FOODS CORP | 915,728 | $31,876 | 0.4% | $29.25 | -1.9% | COM | 440452100 |
| BAC | BANK AMER CORP | 1,400,000 | $30,940 | 0.4% | $11.79 | +32.9% | COM | 060505104 |
| — | VANECK VECTORS ETF TR | 901,000 | $30,048 | 0.4% | $33.35 | — | OIL SVCS ETF | 92189F718 |
| LW | LAMB WESTON HLDGS INC | 789,843 | $29,896 | 0.4% | $29.75 | 0.0% | COM | 513272104 |
| — | IXIA | 1,854,656 | $29,860 | 0.4% | $13.19 | — | COM | 45071R109 |
| RL | RALPH LAUREN CORP | 325,000 | $29,354 | 0.4% | $84.51 | 0.0% | CL A | 751212101 |
| — | PRICELINE GRP INC | 18,000,000 | $28,352 | 0.3% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | DELL TECHNOLOGIES INC | 500,688 | $27,523 | 0.3% | $47.80 | — | COM CL V | 24703L103 |
| PVH | PVH CORP | 300,000 | $27,072 | 0.3% | $103.84 | 0.0% | COM | 693656100 |
| OMF | ONEMAIN HLDGS INC | 1,206,914 | $26,721 | 0.3% | $24.56 | 0.0% | COM | 68268W103 |
| CNQ | CANADIAN NAT RES LTD | 830,000 | $26,460 | 0.3% | $10.54 | 0.0% | COM | 136385101 |
| TJX | TJX COS INC NEW | 350,564 | $26,338 | 0.3% | $33.23 | 0.0% | COM | 872540109 |
| GOOG | ALPHABET INC | 34,044 | $26,276 | 0.3% | $37.69 | +2.6% | CAP STK CL C | 02079K107 |
| — | ALERE INC | 669,347 | $26,084 | 0.3% | $47.49 | — | COM | 01449J105 |
| MET | METLIFE INC | 476,514 | $25,679 | 0.3% | $33.72 | 0.0% | COM | 59156R108 |
| — | SALESFORCE COM INC | 22,000,000 | $25,604 | 0.3% | $1.24 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| GPK | GRAPHIC PACKAGING HLDG CO | 2,037,600 | $25,429 | 0.3% | $12.93 | 0.0% | COM | 388689101 |
| YUM | YUM BRANDS INC | 400,800 | $25,383 | 0.3% | $53.30 | 0.0% | COM | 988498101 |
| IYR | ISHARES TR | 327,468 | $25,195 | 0.3% | $76.94 | — | U.S. REAL ES ETF | 464287739 |
| MPWR | MONOLITHIC PWR SYS INC | 306,041 | $25,074 | 0.3% | $46.25 | +61.0% | COM | 609839105 |
| — | PALO ALTO NETWORKS INC | 19,506,000 | $24,804 | 0.3% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| EXC | EXELON CORP | 694,773 | $24,657 | 0.3% | $17.24 | 0.0% | COM | 30161N101 |
| PAYX | PAYCHEX INC | 398,505 | $24,261 | 0.3% | $43.92 | 0.0% | COM | 704326107 |
| — | LIBERTY GLOBAL PLC | 812,779 | $24,140 | 0.3% | $29.70 | — | SHS CL C | G5480U120 |
| — | SYNOVUS FINL CORP | 585,456 | $24,051 | 0.3% | $41.08 | — | COM NEW | 87161C501 |
| DVN | DEVON ENERGY CORP NEW | 523,337 | $23,901 | 0.3% | $28.42 | +9.5% | COM | 25179M103 |
| — | HARMAN INTL INDS INC | 213,000 | $23,677 | 0.3% | $85.61 | — | COM | 413086109 |
| KEY | KEYCORP NEW | 1,288,957 | $23,549 | 0.3% | $7.99 | +33.9% | COM | 493267108 |
| ADNT | ADIENT PLC | 400,000 | $23,440 | 0.3% | $50.50 | 0.0% | ORD SHS | G0084W101 |
| — | BARD C R INC | 103,433 | $23,237 | 0.3% | $224.66 | — | COM | 067383109 |
| — | SHIRE PLC | 135,920 | $23,158 | 0.3% | $170.38 | — | SPONSORED ADR | 82481R106 |
| ZTS | ZOETIS INC | 420,293 | $22,498 | 0.3% | $43.43 | +9.1% | CL A | 98978V103 |
| CRM | SALESFORCE COM INC | 326,561 | $22,356 | 0.3% | $67.96 | +5.5% | COM | 79466L302 |
| TRV | TRAVELERS COMPANIES INC | 182,082 | $22,290 | 0.3% | $93.44 | 0.0% | COM | 89417E109 |
| — | ACTIVISION BLIZZARD INC | 600,000 | $21,666 | 0.3% | $36.11 | — | COM | 00507V109 |
| — | CBS CORP NEW | 339,488 | $21,598 | 0.3% | $56.26 | — | CL B | 124857202 |
| — | CITRIX SYS INC | 18,500,000 | $21,450 | 0.3% | $1.12 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | XILINX INC | 354,072 | $21,375 | 0.3% | $46.98 | — | COM | 983919101 |
| MCD | MCDONALDS CORP | 175,485 | $21,360 | 0.3% | $94.54 | -0.3% | COM | 580135101 |
| LDOS | LEIDOS HLDGS INC | 410,603 | $20,998 | 0.3% | $34.12 | +18.7% | COM | 525327102 |
| MRK | MERCK & CO INC | 354,234 | $20,854 | 0.2% | $38.30 | +15.1% | COM | 58933Y105 |
| — | FORESTAR GROUP INC | 1,558,058 | $20,722 | 0.2% | $11.79 | — | COM | 346233109 |
| CCI | CROWN CASTLE INTL CORP NEW | 238,014 | $20,652 | 0.2% | $56.76 | +5.2% | COM | 22822V101 |
| — | AMERICAN RLTY CAP PPTYS INC | 20,400,000 | $20,441 | 0.2% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PRICELINE GRP INC | 16,000,000 | $20,423 | 0.2% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| AAPL | APPLE INC | 174,569 | $20,219 | 0.2% | $22.70 | +14.9% | COM | 037833100 |
| ES | EVERSOURCE ENERGY | 356,750 | $19,703 | 0.2% | $38.94 | 0.0% | COM | 30040W108 |
| MAS | MASCO CORP | 621,537 | $19,653 | 0.2% | $27.95 | 0.0% | COM | 574599106 |
| WTFC | WINTRUST FINL CORP | 268,683 | $19,498 | 0.2% | $62.10 | 0.0% | COM | 97650W108 |
| — | KELLOGG CO | 261,993 | $19,312 | 0.2% | $47.52 | +5.3% | COM | 487836108 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 825,000 | $19,091 | 0.2% | $10.23 | 0.0% | COM | 42824C109 |
| — | DR PEPPER SNAPPLE GROUP INC | 209,081 | $18,957 | 0.2% | $90.67 | — | COM | 26138E109 |
| COST | COSTCO WHSL CORP NEW | 115,484 | $18,490 | 0.2% | $129.79 | 0.0% | COM | 22160K105 |
| IPGP | IPG PHOTONICS CORP | 177,590 | $17,530 | 0.2% | $93.27 | 0.0% | COM | 44980X109 |
| PLXS | PLEXUS CORP | 316,926 | $17,127 | 0.2% | $38.96 | +27.0% | COM | 729132100 |
| CXW | CORECIVIC INC | 693,252 | $16,957 | 0.2% | $14.21 | 0.0% | COM | 21871N101 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 197,089 | $16,646 | 0.2% | $82.03 | 0.0% | ORD | M22465104 |
| — | GRACE W R & CO DEL NEW | 245,351 | $16,596 | 0.2% | $71.55 | — | COM | 38388F108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 117,086 | $16,521 | 0.2% | $143.74 | 0.0% | COM | 883556102 |
| SBNY | SIGNATURE BK NEW YORK N Y | 109,109 | $16,388 | 0.2% | $150.20 | — | COM | 82669G104 |
| FANG | DIAMONDBACK ENERGY INC | 162,130 | $16,385 | 0.2% | $71.21 | +8.4% | COM | 25278X109 |
| XRAY | DENTSPLY SIRONA INC | 282,228 | $16,293 | 0.2% | $61.24 | -3.5% | COM | 24906P109 |
| — | INVESTORS BANCORP INC NEW | 1,150,068 | $16,043 | 0.2% | $11.69 | — | COM | 46146L101 |
| — | VECTREN CORP | 297,435 | $15,511 | 0.2% | $52.15 | — | COM | 92240G101 |
| — | ZAYO GROUP HLDGS INC | 471,278 | $15,486 | 0.2% | $28.41 | — | COM | 98919V105 |
| INTC | INTEL CORP | 413,844 | $15,010 | 0.2% | $29.15 | 0.0% | COM | 458140100 |
| CLX | CLOROX CO DEL | 124,071 | $14,891 | 0.2% | $90.84 | 0.0% | COM | 189054109 |
| PNW | PINNACLE WEST CAP CORP | 189,640 | $14,798 | 0.2% | $51.68 | +1.1% | COM | 723484101 |
| ADSK | AUTODESK INC | 199,292 | $14,750 | 0.2% | $58.95 | +24.9% | COM | 052769106 |
| — | LIBERTY EXPEDIA HOLDINGS | 363,560 | $14,422 | 0.2% | $39.67 | — | SER A COM | 53046P109 |
| HSIC | SCHEIN HENRY INC | 93,853 | $14,238 | 0.2% | $60.36 | 0.0% | COM | 806407102 |
| MNST | MONSTER BEVERAGE CORP NEW | 320,017 | $14,190 | 0.2% | $22.90 | 0.0% | COM | 61174X109 |
| NSC | NORFOLK SOUTHERN CORP | 130,875 | $14,144 | 0.2% | $83.99 | 0.0% | COM | 655844108 |
| XEL | XCEL ENERGY INC | 342,389 | $13,935 | 0.2% | $30.13 | 0.0% | COM | 98389B100 |
| MRSH | MARSH & MCLENNAN COS INC | 203,489 | $13,754 | 0.2% | $57.67 | 0.0% | COM | 571748102 |
| — | GULFPORT ENERGY CORP | 634,801 | $13,737 | 0.2% | $21.64 | — | COM NEW | 402635304 |
| — | DISH NETWORK CORP | 236,143 | $13,680 | 0.2% | $54.01 | — | CL A | 25470M109 |
| TPH | TRI POINTE GROUP INC | 1,161,138 | $13,330 | 0.2% | $14.41 | -17.1% | COM | 87265H109 |
| LITE | LUMENTUM HLDGS INC | 344,693 | $13,322 | 0.2% | $33.99 | +17.1% | COM | 55024U109 |
| — | CALATLANTIC GROUP INC | 388,414 | $13,210 | 0.2% | $33.44 | — | COM | 128195104 |
| LNG | CHENIERE ENERGY INC | 312,800 | $12,959 | 0.2% | $34.29 | +17.7% | COM NEW | 16411R208 |
| — | ALEXION PHARMACEUTICALS INC | 104,617 | $12,800 | 0.2% | $122.35 | — | COM | 015351109 |
| JPM | JPMORGAN CHASE & CO | 147,168 | $12,699 | 0.2% | $59.89 | 0.0% | COM | 46625H100 |
| EQT | EQT CORP | 192,830 | $12,611 | 0.2% | $34.21 | 0.0% | COM | 26884L109 |
| — | CIMAREX ENERGY CO | 92,461 | $12,565 | 0.2% | $109.23 | — | COM | 171798101 |
| ELV | ANTHEM INC | 86,643 | $12,457 | 0.1% | $118.58 | 0.0% | COM | 036752103 |
| — | PRAXAIR INC | 105,798 | $12,398 | 0.1% | $117.19 | — | COM | 74005P104 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 333,341 | $12,084 | 0.1% | $36.25 | — | ADR | 881624209 |
| — | MALLINCKRODT PUB LTD CO | 238,662 | $11,890 | 0.1% | $49.82 | — | SHS | G5785G107 |
| MO | ALTRIA GROUP INC | 175,807 | $11,888 | 0.1% | $33.98 | 0.0% | COM | 02209S103 |
| PYPL | PAYPAL HLDGS INC | 300,000 | $11,841 | 0.1% | $40.10 | 0.0% | COM | 70450Y103 |
| — | INTERXION HOLDING N.V | 336,856 | $11,814 | 0.1% | $34.72 | — | SHS | N47279109 |
| — | NEW YORK REIT INC | 1,157,722 | $11,716 | 0.1% | $10.39 | — | COM | 64976L109 |
| WAL | WESTERN ALLIANCE BANCORP | 239,093 | $11,646 | 0.1% | $27.97 | +33.5% | COM | 957638109 |
| WLK | WESTLAKE CHEM CORP | 201,693 | $11,293 | 0.1% | $47.64 | 0.0% | COM | 960413102 |
| CHRS | COHERUS BIOSCIENCES INC | 400,662 | $11,279 | 0.1% | $27.98 | 0.0% | COM | 19249H103 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 725,000 | $11,085 | 0.1% | $12.63 | 0.0% | COM CL A | 46333X108 |
| FFIV | F5 NETWORKS INC | 74,169 | $10,734 | 0.1% | $121.40 | +11.6% | COM | 315616102 |
| BSX | BOSTON SCIENTIFIC CORP | 494,540 | $10,697 | 0.1% | $21.82 | 0.0% | COM | 101137107 |
| — | TWENTY FIRST CENTY FOX INC | 378,718 | $10,619 | 0.1% | $26.10 | — | CL A | 90130A101 |
| MS | MORGAN STANLEY | 248,462 | $10,498 | 0.1% | $22.79 | +27.9% | COM NEW | 617446448 |
| BHE | BENCHMARK ELECTRS INC | 336,282 | $10,257 | 0.1% | $20.08 | +13.1% | COM | 08160H101 |
| EG | EVEREST RE GROUP LTD | 45,648 | $9,878 | 0.1% | $154.61 | +10.3% | COM | G3223R108 |
| JACK | JACK IN THE BOX INC | 86,575 | $9,665 | 0.1% | $75.14 | +35.9% | COM | 466367109 |
| — | RYLAND GROUP INC | 8,000,000 | $9,606 | 0.1% | $1.20 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| ASB | ASSOCIATED BANC CORP | 385,649 | $9,526 | 0.1% | $15.93 | 0.0% | COM | 045487105 |
| — | BHP BILLITON PLC | 299,209 | $9,413 | 0.1% | $22.73 | — | SPONSORED ADR | 05545E209 |
| — | CONSOLIDATED TOMOKA LD CO | 172,974 | $9,240 | 0.1% | $43.97 | — | COM | 210226106 |
| — | VERINT SYS INC | 259,804 | $9,158 | 0.1% | $39.24 | — | COM | 92343X100 |
| — | IHS MARKIT LTD | 258,536 | $9,155 | 0.1% | $37.55 | — | SHS | G47567105 |
| — | TOTAL SYS SVCS INC | 185,482 | $9,094 | 0.1% | $50.63 | — | COM | 891906109 |
| — | COMPUTER SCIENCES CORP | 152,938 | $9,088 | 0.1% | $50.83 | — | COM | 205363104 |
| — | CAVIUM INC | 145,488 | $9,084 | 0.1% | $65.71 | — | COM | 14964U108 |
| — | FRONTIER COMMUNICATIONS CORP | 125,000 | $8,914 | 0.1% | $71.31 | — | PFD CONV SER-A | 35906A207 |
| — | REGAL ENTMT GROUP | 432,165 | $8,903 | 0.1% | $20.60 | — | CL A | 758766109 |
| LOW | LOWES COS INC | 125,017 | $8,891 | 0.1% | $61.28 | -2.4% | COM | 548661107 |
| CE | CELANESE CORP DEL | 111,000 | $8,740 | 0.1% | $53.55 | +17.9% | COM SER A | 150870103 |
| CVLT | COMMVAULT SYSTEMS INC | 167,062 | $8,587 | 0.1% | $44.86 | +19.5% | COM | 204166102 |
| FIS | FIDELITY NATL INFORMATION SV | 111,038 | $8,399 | 0.1% | $54.97 | +18.2% | COM | 31620M106 |
| UNH | UNITEDHEALTH GROUP INC | 51,600 | $8,258 | 0.1% | $129.15 | 0.0% | COM | 91324P102 |
| ODFL | OLD DOMINION FGHT LINES INC | 96,084 | $8,243 | 0.1% | $25.77 | 0.0% | COM | 679580100 |
| AME | AMETEK INC NEW | 166,529 | $8,093 | 0.1% | $45.07 | -1.1% | COM | 031100100 |
| LKQ | LKQ CORP | 262,953 | $8,060 | 0.1% | $25.04 | +17.0% | COM | 501889208 |
| EBAY | EBAY INC | 270,847 | $8,041 | 0.1% | $22.78 | +15.4% | COM | 278642103 |
| — | VIACOM INC NEW | 226,800 | $7,961 | 0.1% | $35.10 | — | CL B | 92553P201 |
| — | BUFFALO WILD WINGS INC | 51,327 | $7,925 | 0.1% | $143.41 | — | COM | 119848109 |
| — | IBERIABANK CORP | 93,595 | $7,839 | 0.1% | $83.75 | — | COM | 450828108 |
| DAL | DELTA AIR LINES INC DEL | 152,323 | $7,493 | 0.1% | $38.91 | +5.1% | COM NEW | 247361702 |
| — | MONEYGRAM INTL INC | 634,311 | $7,491 | 0.1% | $14.18 | — | COM NEW | 60935Y208 |
| — | INTEGRATED DEVICE TECHNOLOGY | 313,504 | $7,386 | 0.1% | $23.10 | — | COM | 458118106 |
| INTU | INTUIT | 62,665 | $7,182 | 0.1% | $98.47 | +6.4% | COM | 461202103 |
| GDDY | GODADDY INC | 203,700 | $7,119 | 0.1% | $29.13 | +20.4% | CL A | 380237107 |
| — | LIBERTY INTERACTIVE CORP | 355,428 | $7,101 | 0.1% | $24.65 | — | QVC GP COM SER A | 53071M104 |
| — | ALLEGHANY CORP DEL | 10,975 | $6,674 | 0.1% | $608.11 | — | COM | 017175100 |
| HWC | HANCOCK HLDG CO | 152,245 | $6,562 | 0.1% | $38.02 | 0.0% | COM | 410120109 |
| — | VERSO CORP | 920,000 | $6,532 | 0.1% | $6.45 | — | CL A | 92531L207 |
| LUV | SOUTHWEST AIRLS CO | 130,267 | $6,493 | 0.1% | $33.98 | +18.2% | COM | 844741108 |
| — | OUTFRONT MEDIA INC | 253,865 | $6,314 | 0.1% | $24.87 | — | COM | 69007J106 |
| HUM | HUMANA INC | 30,770 | $6,278 | 0.1% | $176.81 | 0.0% | COM | 444859102 |
| — | SANCHEZ ENERGY CORP | 650,000 | $5,870 | 0.1% | $9.03 | — | COM | 79970Y105 |
| TOL | TOLL BROTHERS INC | 181,500 | $5,627 | 0.1% | $28.53 | +3.9% | COM | 889478103 |
| — | U S G CORP | 194,818 | $5,626 | 0.1% | $28.88 | — | COM NEW | 903293405 |
| PPG | PPG INDS INC | 58,962 | $5,587 | 0.1% | $80.65 | 0.0% | COM | 693506107 |
| BXC | BLUELINX HLDGS INC | 746,908 | $5,579 | 0.1% | $7.06 | +12.4% | COM NEW | 09624H208 |
| ADBE | ADOBE SYS INC | 54,113 | $5,571 | 0.1% | $105.86 | 0.0% | COM | 00724F101 |
| — | COMMUNICATIONS SALES&LEAS IN | 218,284 | $5,547 | 0.1% | $25.41 | — | COM | 20341J104 |
| ORCL | ORACLE CORP | 141,665 | $5,447 | 0.1% | $34.14 | 0.0% | COM | 68389X105 |
| — | SINCLAIR BROADCAST GROUP INC | 157,974 | $5,268 | 0.1% | $33.35 | — | CL A | 829226109 |
| OMC | OMNICOM GROUP INC | 61,383 | $5,224 | 0.1% | $60.96 | 0.0% | COM | 681919106 |
| PRKS | SEAWORLD ENTMT INC | 267,645 | $5,067 | 0.1% | $16.39 | 0.0% | COM | 81282V100 |
| — | NIELSEN HLDGS PLC | 120,546 | $5,057 | 0.1% | $41.95 | — | SHS EUR | G6518L108 |
| VRSK | VERISK ANALYTICS INC | 62,118 | $5,042 | 0.1% | $78.34 | 0.0% | COM | 92345Y106 |
| PKG | PACKAGING CORP AMER | 58,378 | $4,952 | 0.1% | $64.06 | 0.0% | COM | 695156109 |
| LEN | LENNAR CORP | 113,500 | $4,873 | 0.1% | $40.12 | -8.0% | CL A | 526057104 |
| PHM | PULTE GROUP INC | 249,000 | $4,577 | 0.1% | $16.51 | +3.4% | COM | 745867101 |
| DHI | D R HORTON INC | 163,700 | $4,474 | 0.1% | $25.80 | 0.0% | COM | 23331A109 |
| SPGI | S&P GLOBAL INC | 41,120 | $4,422 | 0.1% | $96.34 | +14.1% | COM | 78409V104 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 143,431 | $4,388 | 0.1% | $30.59 | — | SHS CL A | G5480U104 |
| AMGN | AMGEN INC | 28,054 | $4,102 | 0.0% | $114.37 | 0.0% | COM | 031162100 |
| ABT | ABBOTT LABS | 106,697 | $4,098 | 0.0% | $33.65 | 0.0% | COM | 002824100 |
| EFX | EQUIFAX INC | 34,213 | $4,045 | 0.0% | $121.49 | -7.6% | COM | 294429105 |
| PAYC | PAYCOM SOFTWARE INC | 83,307 | $3,790 | 0.0% | $37.62 | +21.0% | COM | 70432V102 |
| — | SUFFOLK BANCORP | 82,960 | $3,552 | 0.0% | $31.49 | — | COM | 864739107 |
| — | SUPERVALU INC | 753,100 | $3,517 | 0.0% | $4.97 | — | COM | 868536103 |
| — | WESTERN ASSET HIGH INCM OPP | 654,945 | $3,268 | 0.0% | $5.56 | — | COM | 95766K109 |
| — | FIRST TR HIGH INCOME L/S FD | 200,000 | $3,216 | 0.0% | $17.38 | — | COM | 33738E109 |
| NOW | SERVICENOW INC | 41,766 | $3,105 | 0.0% | $12.78 | +26.3% | COM | 81762P102 |
| URI | UNITED RENTALS INC | 29,379 | $3,102 | 0.0% | $88.13 | 0.0% | COM | 911363109 |
| — | BANK AMER CORP | 307,000 | $3,055 | 0.0% | $9.95 | — | *W EXP 01/16/201 | 060505146 |
| CNDT | CONDUENT INC | 200,000 | $2,980 | 0.0% | $14.90 | 0.0% | COM | 206787103 |
| — | ARCELORMITTAL SA LUXEMBOURG | 390,000 | $2,847 | 0.0% | $5.39 | — | NY REGISTRY SH | 03938L104 |
| DLTR | DOLLAR TREE INC | 32,812 | $2,532 | 0.0% | $80.47 | 0.0% | COM | 256746108 |
| — | PRICELINE GRP INC | 1,700 | $2,492 | 0.0% | $1465.88 | — | COM NEW | 741503403 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,306 | 0.0% | $17.88 | — | COM | 95768B107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 34,400 | $2,294 | 0.0% | $63.69 | 0.0% | COM | 00971T101 |
| — | LIPOCINE INC NEW | 603,600 | $2,221 | 0.0% | $6.73 | — | COM | 53630X104 |
| — | DEUTSCHE HIGH INCOME OPPORT | 100,033 | $1,441 | 0.0% | $14.58 | — | COM | 25158Y102 |
| — | GNC HLDGS INC | 2,500 | $1,175 | 0.0% | — | — | Put | 36191G107 |
| — | AK STL HLDG CORP | 110,000 | $1,123 | 0.0% | $4.66 | — | COM | 001547108 |
| — | PENNEY J C INC | 9,800 | $1,049 | 0.0% | — | — | Put | 708160106 |
| — | ARCONIC INC | 49,998 | $927 | 0.0% | $18.54 | — | COM | 03965L100 |
| — | COVISINT CORP | 393,275 | $747 | 0.0% | $4.63 | — | COM | 22357R103 |
| CAG | CONAGRA BRANDS INC | 17,487 | $692 | 0.0% | $20.77 | +29.3% | COM | 205887102 |
| XLB | SELECT SECTOR SPDR TR | 5,500 | $583 | 0.0% | — | — | Put | 81369Y100 |
| GM | GENERAL MTRS CO | 14,764 | $514 | 0.0% | $26.55 | +6.1% | COM | 37045V100 |
| — | PIONEER NAT RES CO | 200 | $511 | 0.0% | $185.65 | — | Put | 723787107 |
| — | CONCHO RES INC | 250 | $473 | 0.0% | $135.94 | — | Put | 20605P101 |
| — | CONTINENTAL RESOURCES INC | 500 | $400 | 0.0% | $23.29 | — | Put | 212015101 |
| EOG | EOG RES INC | 400 | $330 | 0.0% | — | — | Put | 26875P101 |
| — | CHESAPEAKE ENERGY CORP | 3,000 | $273 | 0.0% | — | — | Put | 165167107 |
| — | WPX ENERGY INC | 2,000 | $240 | 0.0% | $7.95 | — | Put | 98212B103 |
| TSLA | TESLA MTRS INC | 1,500 | $236 | 0.0% | — | — | Put | 88160R101 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,333,568 | $15 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |