CIK: 0001056973 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $7,864,837 (96.6% shares, 3.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TIME WARNER INC | 2,970,905 | $290,287 | 3.7% | $93.33 | — | COM NEW | 887317303 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,394,036 | $194,207 | 2.5% | $55.62 | — | COM NEW | 52729N308 |
| NXPI | NXP SEMICONDUCTORS N V | 1,634,000 | $169,119 | 2.2% | $88.48 | +1.6% | COM | N6596X109 |
| — | MONSANTO CO NEW | 1,370,441 | $155,134 | 2.0% | $103.04 | — | COM | 61166W101 |
| — | BUNGE LIMITED | 1,745,000 | $138,309 | 1.8% | $71.44 | — | COM | G16962105 |
| — | MOBILEYE N V AMSTELVEEN | 2,142,000 | $131,519 | 1.7% | $61.40 | — | ORD SHS | N51488117 |
| CIEN | CIENA CORP | 5,002,703 | $118,114 | 1.5% | $20.89 | +17.4% | COM NEW | 171779309 |
| — | SYNGENTA AG | 1,333,000 | $117,971 | 1.5% | $80.76 | — | SPONSORED ADR | 87160A100 |
| — | ALLIED WRLD ASSUR COM HLDG A | 2,120,000 | $112,572 | 1.4% | $53.51 | — | SHS | H01531104 |
| — | WHITEWAVE FOODS CO | 1,851,100 | $103,939 | 1.3% | $54.90 | — | COM | 966244105 |
| — | CABELAS INC | 1,885,000 | $100,112 | 1.3% | $55.80 | — | COM | 126804301 |
| — | YAHOO INC | 2,146,950 | $99,640 | 1.3% | $39.68 | — | COM | 984332106 |
| HAL | HALLIBURTON CO | 2,012,618 | $99,041 | 1.3% | $34.24 | +31.8% | COM | 406216101 |
| M | MACYS INC | 3,221,679 | $95,491 | 1.2% | $30.90 | 0.0% | COM | 55616P104 |
| — | VCA INC | 1,021,000 | $93,422 | 1.2% | $91.50 | — | COM | 918194101 |
| — | PARSLEY ENERGY INC | 2,825,584 | $91,860 | 1.2% | $32.51 | — | CL A | 701877102 |
| — | MEAD JOHNSON NUTRITION CO | 1,026,000 | $91,396 | 1.2% | $89.08 | — | COM | 582839106 |
| PUMP | PROPETRO HLDG CORP | 7,749,998 | $91,379 | 1.2% | $13.50 | 0.0% | COM | 74347M108 |
| NRG | NRG ENERGY INC | 4,850,000 | $90,695 | 1.2% | $15.62 | -12.5% | COM NEW | 629377508 |
| — | EXPRESS SCRIPTS HLDG CO | 1,365,384 | $89,992 | 1.1% | $68.35 | — | COM | 30219G108 |
| TAP | MOLSON COORS BREWING CO | 930,271 | $89,036 | 1.1% | $77.52 | +0.3% | CL B | 60871R209 |
| — | SANTANDER CONSUMER USA HDG I | 6,500,000 | $86,580 | 1.1% | $12.85 | — | COM | 80283M101 |
| — | ANADARKO PETE CORP | 1,378,977 | $85,497 | 1.1% | $50.81 | — | COM | 032511107 |
| — | DYNEGY INC NEW DEL | 10,600,000 | $83,316 | 1.1% | $13.71 | — | COM | 26817R108 |
| WFC | WELLS FARGO & CO NEW | 1,495,287 | $83,228 | 1.1% | $37.07 | +19.7% | COM | 949746101 |
| TS | TENARIS S A | 2,112,918 | $72,135 | 0.9% | $26.70 | — | SPONSORED ADR | 88031M109 |
| RRC | RANGE RES CORP | 2,468,873 | $71,844 | 0.9% | $33.68 | -8.3% | COM | 75281A109 |
| — | ULTRATECH INC | 2,415,258 | $71,540 | 0.9% | $26.31 | — | COM | 904034105 |
| — | WPX ENERGY INC | 5,336,117 | $71,451 | 0.9% | $8.55 | — | COM | 98212B103 |
| MDLZ | MONDELEZ INTL INC | 1,632,448 | $70,326 | 0.9% | $35.04 | +2.4% | CL A | 609207105 |
| — | MYLAN N V | 1,798,596 | $70,127 | 0.9% | $38.43 | — | SHS EURO | N59465109 |
| PFE | PFIZER INC | 1,981,544 | $67,789 | 0.9% | $20.71 | +3.4% | COM | 717081103 |
| — | EXTERRAN CORP | 2,061,458 | $64,833 | 0.8% | $17.65 | — | COM | 30227H106 |
| TRV | TRAVELERS COMPANIES INC | 523,107 | $63,055 | 0.8% | $97.01 | +2.0% | COM | 89417E109 |
| CMA | COMERICA INC | 914,831 | $62,739 | 0.8% | $31.15 | +54.9% | COM | 200340107 |
| — | NEWFIELD EXPL CO | 1,639,344 | $60,508 | 0.8% | $39.50 | — | COM | 651290108 |
| — | B/E AEROSPACE INC | 920,000 | $58,981 | 0.7% | $60.19 | — | COM | 073302101 |
| VZ | VERIZON COMMUNICATIONS INC | 1,203,769 | $58,684 | 0.7% | $29.33 | +7.2% | COM | 92343V104 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 950,656 | $56,583 | 0.7% | $47.97 | +6.3% | CL A | 192446102 |
| MET | METLIFE INC | 1,053,608 | $55,652 | 0.7% | $34.60 | +2.1% | COM | 59156R108 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,845,702 | $54,633 | 0.7% | $40.16 | -22.9% | COM | 803607100 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,294,000 | $54,368 | 0.7% | $10.29 | +0.3% | COM | 42824C109 |
| — | CENTURYLINK INC | 2,250,954 | $53,055 | 0.7% | $23.73 | — | COM | 156700106 |
| NI | NISOURCE INC | 2,212,436 | $52,634 | 0.7% | $16.59 | +3.6% | COM | 65473P105 |
| CL | COLGATE PALMOLIVE CO | 717,353 | $52,503 | 0.7% | $56.70 | +0.3% | COM | 194162103 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,079,497 | $51,891 | 0.7% | $35.54 | +12.2% | COM | 416515104 |
| OMF | ONEMAIN HLDGS INC | 2,000,065 | $49,702 | 0.6% | $24.78 | +1.3% | COM | 68268W103 |
| PAYX | PAYCHEX INC | 838,557 | $49,391 | 0.6% | $45.37 | +2.9% | COM | 704326107 |
| — | AETNA INC NEW | 386,825 | $49,340 | 0.6% | $127.55 | — | COM | 00817Y108 |
| — | SUNTRUST BKS INC | 845,617 | $46,763 | 0.6% | $43.80 | — | COM | 867914103 |
| — | VITAMIN SHOPPE INC | 2,287,521 | $46,094 | 0.6% | $39.26 | — | COM | 92849E101 |
| — | CONTINENTAL RESOURCES INC | 1,011,877 | $45,959 | 0.6% | $23.29 | — | COM | 212015101 |
| — | ALEXION PHARMACEUTICALS INC | 374,500 | $45,404 | 0.6% | $121.55 | — | COM | 015351109 |
| EQR | EQUITY RESIDENTIAL | 708,000 | $44,052 | 0.6% | $45.20 | 0.0% | SH BEN INT | 29476L107 |
| — | INTEL CORP | 25,000,000 | $43,711 | 0.6% | $1.66 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CIGNA CORPORATION | 293,400 | $42,980 | 0.5% | $146.49 | — | COM | 125509109 |
| — | VERISIGN INC | 16,000,000 | $40,863 | 0.5% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RENEWABLE ENERGY GROUP INC | 3,900,000 | $40,755 | 0.5% | $10.62 | — | COM NEW | 75972A301 |
| SLAB | SILICON LABORATORIES INC | 547,233 | $40,249 | 0.5% | $44.26 | +58.1% | COM | 826919102 |
| AROC | ARCHROCK INC | 3,236,654 | $40,135 | 0.5% | $6.79 | +26.1% | COM | 03957W106 |
| BIIB | BIOGEN INC | 144,895 | $39,617 | 0.5% | $293.16 | -3.6% | COM | 09062X103 |
| BWXT | BWX TECHNOLOGIES INC | 815,099 | $38,799 | 0.5% | $27.42 | +43.2% | COM | 05605H100 |
| LW | LAMB WESTON HLDGS INC | 891,700 | $37,505 | 0.5% | $30.30 | +14.1% | COM | 513272104 |
| PK | PARK HOTELS RESORTS INC | 1,456,100 | $37,378 | 0.5% | $25.67 | — | COM | 700517105 |
| — | STORE CAP CORP | 1,537,617 | $36,718 | 0.5% | $23.88 | — | COM | 862121100 |
| MPC | MARATHON PETE CORP | 723,503 | $36,566 | 0.5% | $33.18 | +14.0% | COM | 56585A102 |
| — | PIONEER NAT RES CO | 193,360 | $36,009 | 0.5% | $185.65 | — | COM | 723787107 |
| — | PINNACLE FOODS INC DEL | 618,521 | $35,794 | 0.5% | $38.84 | — | COM | 72348P104 |
| BK | BANK NEW YORK MELLON CORP | 744,920 | $35,183 | 0.4% | $36.97 | 0.0% | COM | 064058100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 400,572 | $35,162 | 0.4% | $86.00 | +3.5% | COM | 09061G101 |
| — | NATIONSTAR MTG HLDGS INC | 2,224,100 | $35,052 | 0.4% | $12.67 | — | COM | 63861C109 |
| — | RICE ENERGY INC | 1,467,251 | $34,774 | 0.4% | $23.70 | — | COM | 762760106 |
| — | DELL TECHNOLOGIES INC | 540,524 | $34,637 | 0.4% | $49.00 | — | COM CL V | 24703L103 |
| — | PRIVATEBANCORP INC | 579,500 | $34,405 | 0.4% | $45.34 | — | COM | 742962103 |
| HRTX | HERON THERAPEUTICS INC | 2,201,160 | $33,017 | 0.4% | $13.84 | 0.0% | COM | 427746102 |
| PYPL | PAYPAL HLDGS INC | 764,985 | $32,910 | 0.4% | $41.10 | +1.6% | COM | 70450Y103 |
| LDOS | LEIDOS HLDGS INC | 639,885 | $32,724 | 0.4% | $37.98 | +18.2% | COM | 525327102 |
| — | MALLINCKRODT PUB LTD CO | 732,861 | $32,664 | 0.4% | $46.28 | — | SHS | G5785G107 |
| HUM | HUMANA INC | 157,070 | $32,378 | 0.4% | $189.00 | +1.6% | COM | 444859102 |
| FHB | FIRST HAWAIIAN INC | 1,079,600 | $32,302 | 0.4% | $21.90 | 0.0% | COM | 32051X108 |
| — | ARCH COAL INC | 465,999 | $32,126 | 0.4% | $78.05 | — | CL A | 039380407 |
| GPK | GRAPHIC PACKAGING HLDG CO | 2,462,900 | $31,698 | 0.4% | $12.94 | +0.4% | COM | 388689101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 522,283 | $31,269 | 0.4% | $52.22 | 0.0% | COM | 45866F104 |
| — | NABORS INDUSTRIES LTD | 2,349,855 | $30,713 | 0.4% | $13.07 | — | SHS | G6359F103 |
| MCD | MCDONALDS CORP | 235,037 | $30,463 | 0.4% | $96.35 | +5.6% | COM | 580135101 |
| — | EXPRESS INC | 3,308,417 | $30,140 | 0.4% | $9.11 | — | COM | 30219E103 |
| — | CITRIX SYS INC | 24,000,000 | $30,075 | 0.4% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| YUM | YUM BRANDS INC | 469,793 | $30,020 | 0.4% | $53.63 | +3.6% | COM | 988498101 |
| META | FACEBOOK INC | 203,779 | $28,947 | 0.4% | $116.87 | +13.6% | CL A | 30303M102 |
| CBOE | CBOE HLDGS INC | 355,651 | $28,833 | 0.4% | $60.45 | +15.5% | COM | 12503M108 |
| SBNY | SIGNATURE BK NEW YORK N Y | 193,813 | $28,760 | 0.4% | $149.41 | — | COM | 82669G104 |
| — | RED HAT INC | 332,484 | $28,760 | 0.4% | $73.26 | — | COM | 756577102 |
| CMS | CMS ENERGY CORP | 632,400 | $28,294 | 0.4% | $33.35 | 0.0% | COM | 125896100 |
| ES | EVERSOURCE ENERGY | 465,250 | $27,347 | 0.3% | $39.62 | +5.6% | COM | 30040W108 |
| WEC | WEC ENERGY GROUP INC | 449,000 | $27,223 | 0.3% | $44.32 | 0.0% | COM | 92939U106 |
| AMT | AMERICAN TOWER CORP NEW | 222,125 | $26,997 | 0.3% | $87.85 | 0.0% | COM | 03027X100 |
| — | TWENTY FIRST CENTY FOX INC | 802,918 | $26,007 | 0.3% | $29.42 | — | CL A | 90130A101 |
| MS | MORGAN STANLEY | 596,000 | $25,533 | 0.3% | $29.54 | +16.3% | COM NEW | 617446448 |
| CHRS | COHERUS BIOSCIENCES INC | 1,206,801 | $25,524 | 0.3% | $25.72 | -4.4% | COM | 19249H103 |
| — | PHH CORP | 2,002,000 | $25,485 | 0.3% | $14.79 | — | COM NEW | 693320202 |
| ADNT | ADIENT PLC | 340,186 | $24,721 | 0.3% | $50.50 | +27.0% | ORD SHS | G0084W101 |
| HRL | HORMEL FOODS CORP | 709,228 | $24,561 | 0.3% | $29.25 | -2.5% | COM | 440452100 |
| — | XILINX INC | 421,772 | $24,416 | 0.3% | $48.73 | — | COM | 983919101 |
| CNQ | CANADIAN NAT RES LTD | 734,566 | $24,086 | 0.3% | $10.54 | -4.0% | COM | 136385101 |
| SLB | SCHLUMBERGER LTD | 306,125 | $23,908 | 0.3% | $63.35 | 0.0% | COM | 806857108 |
| UHS | UNIVERSAL HLTH SVCS INC | 190,795 | $23,744 | 0.3% | $113.71 | 0.0% | CL B | 913903100 |
| — | DIEBOLD NXDF INC | 772,800 | $23,725 | 0.3% | $30.70 | — | COM | 253651103 |
| SO | SOUTHERN CO | 470,500 | $23,421 | 0.3% | $34.16 | 0.0% | COM | 842587107 |
| BAC | BANK AMER CORP | 976,500 | $23,036 | 0.3% | $11.79 | +64.3% | COM | 060505104 |
| — | KELLOGG CO | 307,768 | $22,347 | 0.3% | $47.90 | +4.5% | COM | 487836108 |
| ZBH | ZIMMER BIOMET HLDGS INC | 182,175 | $22,245 | 0.3% | $105.40 | 0.0% | COM | 98956P102 |
| V | VISA INC | 250,018 | $22,219 | 0.3% | $71.31 | +13.4% | COM CL A | 92826C839 |
| XEL | XCEL ENERGY INC | 495,589 | $22,029 | 0.3% | $30.78 | +4.7% | COM | 98389B100 |
| — | CITRIX SYS INC | 263,361 | $21,962 | 0.3% | $83.39 | — | COM | 177376100 |
| — | SYNOVUS FINL CORP | 531,545 | $21,804 | 0.3% | $41.08 | — | COM NEW | 87161C501 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 150,037 | $21,775 | 0.3% | $118.83 | +9.6% | SHS USD | G50871105 |
| — | MICROCHIP TECHNOLOGY INC | 15,000,000 | $21,552 | 0.3% | $1.44 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 2,075,334 | $21,065 | 0.3% | $10.15 | — | COM | 44157R109 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 449,177 | $20,999 | 0.3% | $46.75 | — | SPONSORED ADR | 82706C108 |
| PVH | PVH CORP | 200,000 | $20,694 | 0.3% | $103.84 | -12.0% | COM | 693656100 |
| — | OLD REP INTL CORP | 15,000,000 | $20,011 | 0.3% | $1.33 | — | NOTE 3.750% 3/1 | 680223AH7 |
| GPRE | GREEN PLAINS INC | 800,000 | $19,800 | 0.3% | $23.80 | 0.0% | COM | 393222104 |
| — | PALO ALTO NETWORKS INC | 16,506,000 | $19,691 | 0.3% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| CNDT | CONDUENT INC | 1,150,000 | $19,297 | 0.2% | $15.16 | +0.4% | COM | 206787103 |
| TPH | TRI POINTE GROUP INC | 1,517,858 | $19,034 | 0.2% | $13.91 | -11.7% | COM | 87265H109 |
| — | COBALT INTL ENERGY INC | 35,547,171 | $18,961 | 0.2% | $1.95 | — | COM | 19075F106 |
| — | PRICELINE GRP INC | 10,000,000 | $18,837 | 0.2% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| PLXS | PLEXUS CORP | 323,726 | $18,711 | 0.2% | $39.31 | +41.8% | COM | 729132100 |
| DHI | D R HORTON INC | 553,300 | $18,430 | 0.2% | $27.45 | +2.5% | COM | 23331A109 |
| — | SHIRE PLC | 103,742 | $18,075 | 0.2% | $170.38 | — | SPONSORED ADR | 82481R106 |
| — | FORESTAR GROUP INC | 1,318,230 | $17,994 | 0.2% | $11.79 | — | COM | 346233109 |
| — | PRICELINE GRP INC | 12,500,000 | $17,801 | 0.2% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BARD C R INC | 70,308 | $17,474 | 0.2% | $224.66 | — | COM | 067383109 |
| — | DOW CHEM CO | 273,714 | $17,392 | 0.2% | $57.22 | — | COM | 260543103 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 1,200,000 | $16,836 | 0.2% | $11.67 | 0.0% | COM | 02553E106 |
| — | VALE S A | 1,815,000 | $16,299 | 0.2% | $8.98 | — | ADR REPSTG PFD | 91912E204 |
| — | REGAL ENTMT GROUP | 720,965 | $16,279 | 0.2% | $21.39 | — | CL A | 758766109 |
| DGX | QUEST DIAGNOSTICS INC | 164,825 | $16,184 | 0.2% | $80.00 | 0.0% | COM | 74834L100 |
| ALLY | ALLY FINL INC | 794,100 | $16,144 | 0.2% | $17.01 | -3.5% | COM | 02005N100 |
| HSY | HERSHEY CO | 147,654 | $16,131 | 0.2% | $86.82 | 0.0% | COM | 427866108 |
| FIS | FIDELITY NATL INFORMATION SV | 198,550 | $15,809 | 0.2% | $61.05 | +12.6% | COM | 31620M106 |
| STAG | STAG INDL INC | 629,952 | $15,761 | 0.2% | $25.02 | — | COM | 85254J102 |
| — | DUKE REALTY CORP | 585,250 | $15,375 | 0.2% | $26.27 | — | COM NEW | 264411505 |
| PGR | PROGRESSIVE CORP OHIO | 390,000 | $15,280 | 0.2% | $29.31 | 0.0% | COM | 743315103 |
| MPWR | MONOLITHIC PWR SYS INC | 165,391 | $15,233 | 0.2% | $46.25 | +78.1% | COM | 609839105 |
| MAA | MID AMER APT CMNTYS INC | 146,450 | $14,900 | 0.2% | $72.80 | 0.0% | COM | 59522J103 |
| — | CBS CORP NEW | 214,688 | $14,891 | 0.2% | $56.26 | — | CL B | 124857202 |
| LNG | CHENIERE ENERGY INC | 312,800 | $14,786 | 0.2% | $34.29 | +34.5% | COM NEW | 16411R208 |
| CINF | CINCINNATI FINL CORP | 202,250 | $14,617 | 0.2% | $57.06 | 0.0% | COM | 172062101 |
| IPGP | IPG PHOTONICS CORP | 120,840 | $14,585 | 0.2% | $93.27 | +21.3% | COM | 44980X109 |
| INTC | INTEL CORP | 403,844 | $14,567 | 0.2% | $29.15 | +1.8% | COM | 458140100 |
| BSX | BOSTON SCIENTIFIC CORP | 580,300 | $14,432 | 0.2% | $22.19 | +9.6% | COM | 101137107 |
| RHI | ROBERT HALF INTL INC | 293,600 | $14,336 | 0.2% | $48.32 | 0.0% | COM | 770323103 |
| PEP | PEPSICO INC | 128,078 | $14,327 | 0.2% | $81.92 | 0.0% | COM | 713448108 |
| — | CALATLANTIC GROUP INC | 381,923 | $14,303 | 0.2% | $33.44 | — | COM | 128195104 |
| — | SALESFORCE COM INC | 11,000,000 | $14,173 | 0.2% | $1.24 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| CRM | SALESFORCE COM INC | 171,626 | $14,157 | 0.2% | $67.96 | +16.1% | COM | 79466L302 |
| VVV | VALVOLINE INC | 575,000 | $14,116 | 0.2% | $22.89 | 0.0% | COM | 92047W101 |
| MRK | MERCK & CO INC | 220,600 | $14,017 | 0.2% | $38.30 | +20.3% | COM | 58933Y105 |
| SABR | SABRE CORP | 658,200 | $13,947 | 0.2% | $22.89 | 0.0% | COM | 78573M104 |
| — | CYBERARK SOFTWARE LTD | 270,900 | $13,781 | 0.2% | $50.87 | — | SHS | M2682V108 |
| WTFC | WINTRUST FINL CORP | 198,496 | $13,720 | 0.2% | $62.10 | +15.7% | COM | 97650W108 |
| — | J2 GLOBAL INC | 10,000,000 | $13,536 | 0.2% | $1.35 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | GULFPORT ENERGY CORP | 786,401 | $13,518 | 0.2% | $20.78 | — | COM NEW | 402635304 |
| CMCSA | COMCAST CORP NEW | 358,810 | $13,488 | 0.2% | $24.13 | +24.0% | CL A | 20030N101 |
| BKD | BROOKDALE SR LIVING INC | 1,000,000 | $13,430 | 0.2% | $14.11 | 0.0% | COM | 112463104 |
| EPC | EDGEWELL PERS CARE CO | 182,950 | $13,381 | 0.2% | $69.43 | 0.0% | COM | 28035Q102 |
| MO | ALTRIA GROUP INC | 185,600 | $13,256 | 0.2% | $34.22 | +12.7% | COM | 02209S103 |
| — | CELGENE CORP | 106,350 | $13,233 | 0.2% | $124.43 | — | COM | 151020104 |
| XLE | SELECT SECTOR SPDR TR | 182,662 | $12,768 | 0.2% | $69.90 | — | SBI INT-ENERGY | 81369Y506 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 121,339 | $12,457 | 0.2% | $82.03 | +19.5% | ORD | M22465104 |
| AAPL | APPLE INC | 85,944 | $12,347 | 0.2% | $22.70 | +34.1% | COM | 037833100 |
| — | PRAXAIR INC | 101,400 | $12,026 | 0.2% | $117.19 | — | COM | 74005P104 |
| MANH | MANHATTAN ASSOCS INC | 231,000 | $12,024 | 0.2% | $50.41 | 0.0% | COM | 562750109 |
| — | NEW YORK REIT INC | 1,236,307 | $11,980 | 0.2% | $10.34 | — | COM | 64976L109 |
| CRL | CHARLES RIV LABS INTL INC | 132,818 | $11,947 | 0.2% | $84.93 | 0.0% | COM | 159864107 |
| PNW | PINNACLE WEST CAP CORP | 140,115 | $11,683 | 0.1% | $51.68 | +8.7% | COM | 723484101 |
| — | BHP BILLITON PLC | 360,000 | $11,214 | 0.1% | $24.15 | — | SPONSORED ADR | 05545E209 |
| REXR | REXFORD INDL RLTY INC | 492,400 | $11,089 | 0.1% | $22.52 | — | COM | 76169C100 |
| KEY | KEYCORP NEW | 611,857 | $10,879 | 0.1% | $7.99 | +56.2% | COM | 493267108 |
| MSFT | MICROSOFT CORP | 165,000 | $10,867 | 0.1% | $57.84 | 0.0% | COM | 594918104 |
| SUI | SUN CMNTYS INC | 135,050 | $10,849 | 0.1% | $80.33 | — | COM | 866674104 |
| — | COLONY STARWOOD HOMES | 316,500 | $10,745 | 0.1% | $33.95 | — | COM | 19625X102 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 97,125 | $10,734 | 0.1% | $82.08 | 0.0% | COM | 015271109 |
| CE | CELANESE CORP DEL | 118,536 | $10,650 | 0.1% | $54.82 | +34.3% | COM SER A | 150870103 |
| — | PHYSICIANS RLTY TR | 535,400 | $10,638 | 0.1% | $19.87 | — | COM | 71943U104 |
| PSA | PUBLIC STORAGE | 48,325 | $10,579 | 0.1% | $154.24 | 0.0% | COM | 74460D109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 443,180 | $10,490 | 0.1% | $23.27 | — | COM | 458118106 |
| — | CONSOLIDATED TOMOKA LD CO | 193,000 | $10,333 | 0.1% | $44.96 | — | COM | 210226106 |
| — | INTERXION HOLDING N.V | 256,451 | $10,145 | 0.1% | $34.72 | — | SHS | N47279109 |
| — | CAVIUM INC | 141,160 | $10,116 | 0.1% | $65.71 | — | COM | 14964U108 |
| DLTR | DOLLAR TREE INC | 128,425 | $10,076 | 0.1% | $77.78 | -1.2% | COM | 256746108 |
| — | RYLAND GROUP INC | 8,000,000 | $10,055 | 0.1% | $1.20 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ALLEGHANY CORP DEL | 16,175 | $9,942 | 0.1% | $610.21 | — | COM | 017175100 |
| — | GRACE W R & CO DEL NEW | 140,189 | $9,773 | 0.1% | $71.55 | — | COM | 38388F108 |
| — | EXAR CORP | 750,000 | $9,758 | 0.1% | $13.01 | — | COM | 300645108 |
| VLO | VALERO ENERGY CORP NEW | 147,132 | $9,753 | 0.1% | $36.69 | +28.1% | COM | 91913Y100 |
| — | DISH NETWORK CORP | 150,678 | $9,567 | 0.1% | $54.01 | — | CL A | 25470M109 |
| — | TESLA INC | 9,000,000 | $9,375 | 0.1% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | VIACOM INC NEW | 195,100 | $9,096 | 0.1% | $35.10 | — | CL B | 92553P201 |
| EQIX | EQUINIX INC | 22,500 | $9,008 | 0.1% | $320.31 | 0.0% | COM PAR $0.001 | 29444U700 |
| TMO | THERMO FISHER SCIENTIFIC INC | 58,518 | $8,988 | 0.1% | $143.74 | +3.8% | COM | 883556102 |
| — | CYRUSONE INC | 171,700 | $8,837 | 0.1% | $51.47 | — | COM | 23283R100 |
| TGNA | TEGNA INC | 340,019 | $8,711 | 0.1% | $15.38 | 0.0% | COM | 87901J105 |
| — | INTERPUBLIC GROUP COS INC | 337,700 | $8,297 | 0.1% | $16.96 | 0.0% | COM | 460690100 |
| — | FINISAR CORP | 299,600 | $8,191 | 0.1% | $27.34 | — | COM NEW | 31787A507 |
| AMAT | APPLIED MATLS INC | 202,596 | $7,881 | 0.1% | $32.54 | 0.0% | COM | 038222105 |
| MRSH | MARSH & MCLENNAN COS INC | 103,336 | $7,635 | 0.1% | $57.67 | +7.0% | COM | 571748102 |
| BHE | BENCHMARK ELECTRS INC | 232,267 | $7,386 | 0.1% | $20.08 | +29.6% | COM | 08160H101 |
| — | OUTFRONT MEDIA INC | 275,865 | $7,324 | 0.1% | $25.01 | — | COM | 69007J106 |
| — | GNC HLDGS INC | 12,000,000 | $7,320 | 0.1% | $0.61 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| ELF | E L F BEAUTY INC | 250,000 | $7,200 | 0.1% | $27.03 | 0.0% | COM | 26856L103 |
| SM | SM ENERGY CO | 275,000 | $6,606 | 0.1% | $24.78 | 0.0% | COM | 78454L100 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 173,094 | $6,256 | 0.1% | $37.24 | 0.0% | COM | 49338L103 |
| BXC | BLUELINX HLDGS INC | 686,999 | $6,252 | 0.1% | $7.06 | +1.9% | COM NEW | 09624H208 |
| — | VERSO CORP | 970,000 | $5,820 | 0.1% | $6.43 | — | CL A | 92531L207 |
| — | CHESAPEAKE ENERGY CORP | 935,000 | $5,554 | 0.1% | $5.94 | — | COM | 165167107 |
| SPY | SPDR S&P 500 ETF TR | 23,489 | $5,537 | 0.1% | $235.73 | — | TR UNIT | 78462F103 |
| — | ARDAGH GROUP S A | 250,000 | $5,490 | 0.1% | $21.96 | — | CL A | L0223L101 |
| — | LIBERTY EXPEDIA HOLDINGS | 119,960 | $5,456 | 0.1% | $39.67 | — | SER A COM | 53046P109 |
| SHW | SHERWIN WILLIAMS CO | 17,000 | $5,273 | 0.1% | $92.99 | 0.0% | COM | 824348106 |
| — | SPIRIT RLTY CAP INC NEW | 492,200 | $4,986 | 0.1% | $10.13 | — | COM | 84860W102 |
| XRT | SPDR SERIES TRUST | 108,511 | $4,584 | 0.1% | $42.24 | — | S&P RETAIL ETF | 78464A714 |
| AAPL | APPLE INC | 3,500 | $3,710 | 0.0% | $22.70 | +34.1% | Call | 037833100 |
| — | BANK AMER CORP | 307,000 | $3,469 | 0.0% | $9.95 | — | *W EXP 01/16/201 | 060505146 |
| — | ARCELORMITTAL SA LUXEMBOURG | 390,000 | $3,257 | 0.0% | $5.39 | — | NY REGISTRY SH | 03938L104 |
| — | SUPERVALU INC | 749,350 | $2,892 | 0.0% | $4.97 | — | COM | 868536103 |
| — | MONEYGRAM INTL INC | 164,600 | $2,767 | 0.0% | $14.18 | — | COM NEW | 60935Y208 |
| — | LIPOCINE INC NEW | 676,574 | $2,639 | 0.0% | $6.43 | — | COM | 53630X104 |
| SPY | SPDR S&P 500 ETF TR | 12,050 | $2,591 | 0.0% | $235.73 | — | Put | 78462F103 |
| — | VALIDUS HOLDINGS LTD | 38,740 | $2,185 | 0.0% | $56.40 | — | COM SHS | G9319H102 |
| — | EP ENERGY CORP | 400,000 | $1,900 | 0.0% | $4.75 | — | CL A | 268785102 |
| ORI | OLD REP INTL CORP | 86,700 | $1,776 | 0.0% | $10.11 | 0.0% | COM | 680223104 |
| — | PENNEY J C INC | 9,000 | $1,710 | 0.0% | — | — | Put | 708160106 |
| — | GNC HLDGS INC | 2,500 | $1,680 | 0.0% | — | — | Put | 36191G107 |
| SPY | SPDR S&P 500 ETF TR | 950 | $1,560 | 0.0% | $235.73 | — | Call | 78462F103 |
| IWM | ISHARES TR | 3,675 | $1,381 | 0.0% | — | — | Put | 464287655 |
| — | AK STL HLDG CORP | 185,000 | $1,330 | 0.0% | $5.68 | — | COM | 001547108 |
| — | ARCONIC INC | 49,998 | $1,317 | 0.0% | $18.54 | — | COM | 03965L100 |
| TSLA | TESLA INC | 1,000 | $1,041 | 0.0% | — | — | Put | 88160R101 |
| CVS | CVS HEALTH CORP | 12,325 | $968 | 0.0% | $60.59 | 0.0% | COM | 126650100 |
| NNN | NATIONAL RETAIL PPTYS INC | 20,700 | $903 | 0.0% | $43.62 | — | COM | 637417106 |
| — | COVISINT CORP | 393,275 | $806 | 0.0% | $4.63 | — | COM | 22357R103 |
| — | LEGACY TEX FINL GROUP INC | 18,258 | $728 | 0.0% | $39.87 | — | COM | 52471Y106 |
| — | CONTINENTAL RESOURCES INC | 500 | $428 | 0.0% | $23.29 | — | Put | 212015101 |
| — | AMERICAN RLTY CAP PPTYS INC | 400,000 | $401 | 0.0% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CONCHO RES INC | 250 | $384 | 0.0% | — | — | Put | 20605P101 |
| — | PIONEER NAT RES CO | 200 | $350 | 0.0% | $185.65 | — | Put | 723787107 |
| AAPL | APPLE INC | 2,500 | $285 | 0.0% | $22.70 | +34.1% | Put | 037833100 |
| — | CHESAPEAKE ENERGY CORP | 3,000 | $267 | 0.0% | $5.94 | — | Put | 165167107 |
| — | SOTHEBYS | 1,000 | $255 | 0.0% | — | — | Put | 835898107 |
| EOG | EOG RES INC | 400 | $244 | 0.0% | — | — | Put | 26875P101 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,333,568 | $28 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |