Location: Dallas, TX
CIK: 0001056973 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $7.003B (96.6% shares, 3.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TIME WARNER INC | 3,111,000 | $312M | 4.5% | $93.65 | — | COM NEW | 887317303 |
| — | MOBILEYE N V AMSTELVEEN | 3,489,000 | $219M | 3.1% | $61.94 | — | ORD SHS | N51488117 |
| — | BARD C R INC | 686,000 | $217M | 3.1% | $306.74 | — | COM | 067383109 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,414,000 | $202M | 2.9% | $55.62 | — | COM NEW | 52729N308 |
| NXPI | NXP SEMICONDUCTORS N V | 1,764,000 | $193M | 2.8% | $88.97 | +7.0% | COM | N6596X109 |
| — | BUNGE LIMITED | 2,413,600 | $180M | 2.6% | $72.32 | — | COM | G16962105 |
| — | ALTABA INC | 2,939,350 | $160M | 2.3% | $54.48 | — | COM | 021346101 |
| — | RICE ENERGY INC | 4,853,279 | $129M | 1.8% | $25.74 | — | COM | 762760106 |
| — | SANTANDER CONSUMER USA HDG I | 10,000,787 | $128M | 1.8% | $12.82 | — | COM | 80283M101 |
| — | MONSANTO CO NEW | 811,000 | $95.99M | 1.4% | $103.04 | — | COM | 61166W101 |
| KRE | SPDR SERIES TRUST | 1,676,600 | $92.13M | 1.3% | $54.95 | — | S&P REGL BKG | 78464A698 |
| TRV | TRAVELERS COMPANIES INC | 698,757 | $88.41M | 1.3% | $98.23 | +3.7% | COM | 89417E109 |
| MDLZ | MONDELEZ INTL INC | 1,933,948 | $83.53M | 1.2% | $35.30 | +3.9% | CL A | 609207105 |
| PUMP | PROPETRO HLDG CORP | 6,346,591 | $82.21M | 1.2% | $13.50 | -0.5% | COM | 74347M108 |
| — | CABELAS INC | 1,216,000 | $72.25M | 1.0% | $55.80 | — | COM | 126804301 |
| — | SUNTRUST BKS INC | 1,225,832 | $69.53M | 1.0% | $47.81 | — | COM | 867914103 |
| CIEN | CIENA CORP | 2,709,800 | $67.8M | 1.0% | $20.89 | +14.7% | COM NEW | 171779309 |
| — | DYNEGY INC NEW DEL | 8,121,218 | $67.16M | 1.0% | $13.71 | — | COM | 26817R108 |
| PAYX | PAYCHEX INC | 1,139,457 | $64.88M | 0.9% | $45.39 | +0.1% | COM | 704326107 |
| — | CIGNA CORPORATION | 370,075 | $61.95M | 0.9% | $150.82 | — | COM | 125509109 |
| — | ALERE INC | 1,200,000 | $60.23M | 0.9% | $50.19 | — | COM | 01449J105 |
| MET | METLIFE INC | 1,096,108 | $60.22M | 0.9% | $34.60 | +0.1% | COM | 59156R108 |
| — | PARSLEY ENERGY INC | 2,014,879 | $55.91M | 0.8% | $32.51 | — | CL A | 701877102 |
| — | AETNA INC NEW | 356,063 | $54.06M | 0.8% | $127.55 | — | COM | 00817Y108 |
| V | VISA INC | 573,893 | $53.82M | 0.8% | $80.41 | +8.7% | COM CL A | 92826C839 |
| WFC | WELLS FARGO CO NEW | 968,787 | $53.68M | 0.8% | $37.07 | +13.8% | COM | 949746101 |
| — | NEWFIELD EXPL CO | 1,814,900 | $51.65M | 0.7% | $38.44 | — | COM | 651290108 |
| BWXT | BWX TECHNOLOGIES INC | 1,058,099 | $51.58M | 0.7% | $31.15 | +40.2% | COM | 05605H100 |
| META | FACEBOOK INC | 335,779 | $50.7M | 0.7% | $128.97 | +14.5% | CL A | 30303M102 |
| VVV | VALVOLINE INC | 2,122,992 | $50.36M | 0.7% | $23.09 | +0.3% | COM | 92047W101 |
| OMF | ONEMAIN HLDGS INC | 2,000,174 | $49.18M | 0.7% | $24.78 | -5.1% | COM | 68268W103 |
| GPK | GRAPHIC PACKAGING HLDG CO | 3,527,600 | $48.61M | 0.7% | $13.08 | +2.5% | COM | 388689101 |
| ALLY | ALLY FINL INC | 2,219,200 | $46.38M | 0.7% | $15.87 | -4.0% | COM | 02005N100 |
| — | ANADARKO PETE CORP | 1,014,690 | $46.01M | 0.7% | $50.81 | — | COM | 032511107 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $45.33M | 0.6% | $10.62 | — | COM NEW | 75972A301 |
| ZBH | ZIMMER BIOMET HLDGS INC | 351,975 | $45.19M | 0.6% | $107.86 | +2.4% | COM | 98956P102 |
| — | PIONEER NAT RES CO | 276,107 | $44.06M | 0.6% | $177.84 | — | COM | 723787107 |
| EQR | EQUITY RESIDENTIAL | 664,562 | $43.75M | 0.6% | $45.20 | +5.4% | SH BEN INT | 29476L107 |
| — | VERISIGN INC | 16,000,000 | $43.63M | 0.6% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| SLAB | SILICON LABORATORIES INC | 637,608 | $43.58M | 0.6% | $48.23 | +49.9% | COM | 826919102 |
| MCD | MCDONALDS CORP | 283,037 | $43.35M | 0.6% | $100.01 | +17.9% | COM | 580135101 |
| — | DU PONT E I DE NEMOURS & CO | 535,000 | $43.18M | 0.6% | $80.71 | — | COM | 263534109 |
| SYY | SYSCO CORP | 854,346 | $43M | 0.6% | $42.64 | 0.0% | COM | 871829107 |
| — | ALLEGHANY CORP DEL | 71,735 | $42.67M | 0.6% | $598.28 | — | COM | 017175100 |
| PK | PARK HOTELS RESORTS INC | 1,571,800 | $42.38M | 0.6% | $25.76 | — | COM | 700517105 |
| KMB | KIMBERLY CLARK CORP | 326,000 | $42.09M | 0.6% | $96.22 | 0.0% | COM | 494368103 |
| RRC | RANGE RES CORP | 1,812,453 | $41.99M | 0.6% | $33.68 | -25.1% | COM | 75281A109 |
| SLB | SCHLUMBERGER LTD | 635,345 | $41.83M | 0.6% | $59.45 | -6.1% | COM | 806857108 |
| LOW | LOWES COS INC | 522,400 | $40.5M | 0.6% | $69.71 | 0.0% | COM | 548661107 |
| LW | LAMB WESTON HLDGS INC | 917,726 | $40.42M | 0.6% | $30.54 | +26.6% | COM | 513272104 |
| — | XPERI CORP | 1,351,094 | $40.26M | 0.6% | $29.80 | — | COM | 98421B100 |
| TPH | TRI POINTE GROUP INC | 2,999,748 | $39.57M | 0.6% | $13.20 | -5.5% | COM | 87265H109 |
| VZ | VERIZON COMMUNICATIONS INC | 876,069 | $39.13M | 0.6% | $29.33 | +0.7% | COM | 92343V104 |
| CNQ | CANADIAN NAT RES LTD | 1,335,092 | $38.5M | 0.5% | $10.35 | -2.2% | COM | 136385101 |
| — | RED HAT INC | 400,309 | $38.33M | 0.5% | $77.07 | — | COM | 756577102 |
| — | VCA INC | 410,700 | $37.91M | 0.5% | $91.50 | — | COM | 918194101 |
| — | WPX ENERGY INC | 3,871,847 | $37.4M | 0.5% | $8.55 | — | COM | 98212B103 |
| SO | SOUTHERN CO | 778,400 | $37.27M | 0.5% | $34.53 | +1.6% | COM | 842587107 |
| YUM | YUM BRANDS INC | 500,293 | $36.9M | 0.5% | $53.99 | +10.4% | COM | 988498101 |
| HAL | HALLIBURTON CO | 848,053 | $36.22M | 0.5% | $34.24 | +12.9% | COM | 406216101 |
| CL | COLGATE PALMOLIVE CO | 477,703 | $35.41M | 0.5% | $56.70 | +7.0% | COM | 194162103 |
| XRT | SPDR SERIES TRUST | 829,825 | $33.79M | 0.5% | $40.92 | — | S&P RETAIL ETF | 78464A714 |
| — | EXTERRAN CORP | 1,262,219 | $33.7M | 0.5% | $17.65 | — | COM | 30227H106 |
| LDOS | LEIDOS HLDGS INC | 629,885 | $32.56M | 0.5% | $37.98 | +22.9% | COM | 525327102 |
| — | MALLINCKRODT PUB LTD CO | 725,000 | $32.49M | 0.5% | $46.28 | — | SHS | G5785G107 |
| ADM | ARCHER DANIELS MIDLAND CO | 762,820 | $31.57M | 0.5% | $33.24 | 0.0% | COM | 039483102 |
| — | DELL TECHNOLOGIES INC | 515,000 | $31.47M | 0.4% | $49.00 | — | COM CL V | 24703L103 |
| CMA | COMERICA INC | 416,014 | $30.47M | 0.4% | $31.15 | +56.3% | COM | 200340107 |
| DXC | DXC TECHNOLOGY CO | 388,178 | $29.78M | 0.4% | $62.87 | 0.0% | COM | 23355L106 |
| ES | EVERSOURCE ENERGY | 490,350 | $29.77M | 0.4% | $39.90 | +12.9% | COM | 30040W108 |
| HRL | HORMEL FOODS CORP | 872,328 | $29.75M | 0.4% | $28.96 | -4.4% | COM | 440452100 |
| MSFT | MICROSOFT CORP | 431,200 | $29.72M | 0.4% | $60.61 | +2.8% | COM | 594918104 |
| XEL | XCEL ENERGY INC | 647,589 | $29.71M | 0.4% | $31.84 | +10.9% | COM | 98389B100 |
| — | COLONY STARWOOD HOMES | 864,170 | $29.65M | 0.4% | $34.18 | — | COM | 19625X102 |
| AROC | ARCHROCK INC | 2,586,724 | $29.49M | 0.4% | $6.79 | +4.0% | COM | 03957W106 |
| HRTX | HERON THERAPEUTICS INC | 2,094,795 | $29.01M | 0.4% | $13.84 | +4.6% | COM | 427746102 |
| — | CITRIX SYS INC | 24,000,000 | $28.88M | 0.4% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | VALIDUS HOLDINGS LTD | 552,075 | $28.69M | 0.4% | $52.28 | — | COM SHS | G9319H102 |
| — | VALE S A | 3,410,000 | $27.79M | 0.4% | $8.59 | — | ADR REPSTG PFD | 91912E204 |
| NI | NISOURCE INC | 1,084,796 | $27.51M | 0.4% | $16.59 | +13.8% | COM | 65473P105 |
| PGR | PROGRESSIVE CORP OHIO | 599,900 | $26.45M | 0.4% | $30.28 | +6.0% | COM | 743315103 |
| — | PHYSICIANS RLTY TR | 1,303,640 | $26.25M | 0.4% | $20.03 | — | COM | 71943U104 |
| DHI | D R HORTON INC | 758,900 | $26.23M | 0.4% | $28.24 | +7.6% | COM | 23331A109 |
| MDT | MEDTRONIC PLC | 293,800 | $26.07M | 0.4% | $67.64 | 0.0% | SHS | G5960L103 |
| — | NATIONSTAR MTG HLDGS INC | 1,436,026 | $25.69M | 0.4% | $12.67 | — | COM | 63861C109 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 323,084 | $25.01M | 0.4% | $77.01 | 0.0% | COM | 88224Q107 |
| KHC | KRAFT HEINZ CO | 290,000 | $24.84M | 0.4% | $60.74 | 0.0% | COM | 500754106 |
| — | MICROCHIP TECHNOLOGY INC | 16,500,000 | $24.73M | 0.4% | $1.44 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | VITAMIN SHOPPE INC | 2,062,229 | $24.02M | 0.3% | $39.26 | — | COM | 92849E101 |
| STAG | STAG INDL INC | 842,889 | $23.26M | 0.3% | $25.67 | — | COM | 85254J102 |
| — | MYLAN N V | 599,217 | $23.26M | 0.3% | $38.43 | — | SHS EURO | N59465109 |
| MO | ALTRIA GROUP INC | 311,050 | $23.16M | 0.3% | $36.27 | +8.3% | COM | 02209S103 |
| — | WHOLE FOODS MKT INC | 550,000 | $23.16M | 0.3% | $42.11 | — | COM | 966837106 |
| EIX | EDISON INTL | 291,250 | $22.77M | 0.3% | $55.65 | 0.0% | COM | 281020107 |
| NNN | NATIONAL RETAIL PPTYS INC | 581,004 | $22.72M | 0.3% | $39.26 | — | COM | 637417106 |
| — | GREAT PLAINS ENERGY INC | 767,800 | $22.48M | 0.3% | $29.28 | — | COM | 391164100 |
| NAVI | NAVIENT CORPORATION | 1,350,000 | $22.48M | 0.3% | $15.09 | 0.0% | COM | 63938C108 |
| — | BLUE BUFFALO PET PRODS INC | 980,500 | $22.36M | 0.3% | $22.81 | — | COM | 09531U102 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,340,000 | $22.23M | 0.3% | $10.29 | +4.3% | COM | 42824C109 |
| — | PRICELINE GRP INC | 15,000,000 | $22.03M | 0.3% | $1.26 | — | NOTE 0.350% 6/1 | 741503AS5 |
| BAC | BANK AMER CORP | 907,300 | $22.01M | 0.3% | $11.79 | +61.9% | COM | 060505104 |
| RHI | ROBERT HALF INTL INC | 452,700 | $21.7M | 0.3% | $47.77 | -2.1% | COM | 770323103 |
| — | PALO ALTO NETWORKS INC | 16,506,000 | $21.69M | 0.3% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| BSX | BOSTON SCIENTIFIC CORP | 781,993 | $21.68M | 0.3% | $23.31 | +13.9% | COM | 101137107 |
| XLE | SELECT SECTOR SPDR TR | 330,600 | $21.46M | 0.3% | $67.67 | — | ENERGY | 81369Y506 |
| — | XILINX INC | 329,972 | $21.22M | 0.3% | $48.73 | — | COM | 983919101 |
| ORI | OLD REP INTL CORP | 1,085,100 | $21.19M | 0.3% | $10.08 | -0.0% | COM | 680223104 |
| MANH | MANHATTAN ASSOCS INC | 427,800 | $20.56M | 0.3% | $49.02 | -3.3% | COM | 562750109 |
| — | INTEL CORP | 12,000,000 | $19.8M | 0.3% | $1.66 | — | SDCV 3.250% 8/0 | 458140AF7 |
| EPC | EDGEWELL PERS CARE CO | 260,052 | $19.77M | 0.3% | $68.74 | -2.4% | COM | 28035Q102 |
| IPGP | IPG PHOTONICS CORP | 133,840 | $19.42M | 0.3% | $97.25 | +38.0% | COM | 44980X109 |
| SPG | SIMON PPTY GROUP INC NEW | 119,850 | $19.39M | 0.3% | $102.67 | 0.0% | COM | 828806109 |
| — | J2 GLOBAL INC | 14,000,000 | $19.11M | 0.3% | $1.36 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| FIS | FIDELITY NATL INFORMATION SV | 222,950 | $19.04M | 0.3% | $62.22 | +15.3% | COM | 31620M106 |
| — | OLD REP INTL CORP | 15,000,000 | $19.03M | 0.3% | $1.33 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | LIBERTY GLOBAL PLC | 608,400 | $18.97M | 0.3% | $31.18 | — | SHS CL C | G5480U120 |
| — | DUKE REALTY CORP | 664,200 | $18.56M | 0.3% | $26.47 | — | COM NEW | 264411505 |
| — | CYBERARK SOFTWARE LTD | 366,300 | $18.3M | 0.3% | $50.63 | — | SHS | M2682V108 |
| PLXS | PLEXUS CORP | 344,012 | $18.09M | 0.3% | $40.12 | +32.1% | COM | 729132100 |
| — | APARTMENT INVT & MGMT CO | 416,810 | $17.91M | 0.3% | $42.97 | — | CL A | 03748R101 |
| PNW | PINNACLE WEST CAP CORP | 207,340 | $17.66M | 0.3% | $54.71 | +11.6% | COM | 723484101 |
| DLTR | DOLLAR TREE INC | 250,175 | $17.49M | 0.2% | $77.49 | -0.4% | COM | 256746108 |
| — | EDUCATION RLTY TR INC | 448,228 | $17.37M | 0.2% | $38.75 | — | COM NEW | 28140H203 |
| CCI | CROWN CASTLE INTL CORP NEW | 171,575 | $17.19M | 0.2% | $68.42 | 0.0% | COM | 22822V101 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 142,565 | $17.18M | 0.2% | $83.08 | +2.6% | COM | 015271109 |
| PSA | PUBLIC STORAGE | 82,175 | $17.14M | 0.2% | $152.95 | -1.2% | COM | 74460D109 |
| — | FORESTAR GROUP INC | 988,000 | $16.94M | 0.2% | $11.79 | — | COM | 346233109 |
| CMRE | COSTAMARE INC | 2,301,863 | $16.83M | 0.2% | $4.97 | 0.0% | SHS | Y1771G102 |
| CRL | CHARLES RIV LABS INTL INC | 163,568 | $16.55M | 0.2% | $86.27 | +6.7% | COM | 159864107 |
| — | INTERXION HOLDING N.V | 361,195 | $16.54M | 0.2% | $37.93 | — | SHS | N47279109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 638,880 | $16.48M | 0.2% | $24.04 | — | COM | 458118106 |
| REXR | REXFORD INDL RLTY INC | 589,275 | $16.17M | 0.2% | $23.33 | — | COM | 76169C100 |
| — | SUPER MICRO COMPUTER INC | 654,300 | $16.13M | 0.2% | $24.65 | — | COM | 86800U104 |
| — | ALLERGAN PLC | 66,341 | $16.13M | 0.2% | $243.09 | — | SHS | G0177J108 |
| — | CALLON PETE CO DEL | 1,496,872 | $15.88M | 0.2% | $10.61 | — | COM | 13123X102 |
| — | CALATLANTIC GROUP INC | 446,378 | $15.78M | 0.2% | $33.71 | — | COM | 128195104 |
| — | CAVIUM INC | 253,405 | $15.74M | 0.2% | $64.12 | — | COM | 14964U108 |
| PNR | PENTAIR PLC | 235,000 | $15.64M | 0.2% | $38.30 | 0.0% | SHS | G7S00T104 |
| — | GULFPORT ENERGY CORP | 1,060,052 | $15.64M | 0.2% | $19.22 | — | COM NEW | 402635304 |
| MCK | MCKESSON CORP | 94,700 | $15.58M | 0.2% | $141.57 | 0.0% | COM | 58155Q103 |
| — | ULTIMATE SOFTWARE GROUP INC | 73,500 | $15.44M | 0.2% | $210.05 | — | COM | 90385D107 |
| — | DR PEPPER SNAPPLE GROUP INC | 169,025 | $15.4M | 0.2% | $91.11 | — | COM | 26138E109 |
| — | SYNOVUS FINL CORP | 346,946 | $15.35M | 0.2% | $41.08 | — | COM NEW | 87161C501 |
| SUI | SUN CMNTYS INC | 174,153 | $15.27M | 0.2% | $81.98 | — | COM | 866674104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 288,643 | $15.17M | 0.2% | $35.54 | +15.5% | COM | 416515104 |
| PEP | PEPSICO INC | 128,625 | $14.86M | 0.2% | $81.92 | +7.6% | COM | 713448108 |
| CHRS | COHERUS BIOSCIENCES INC | 1,018,483 | $14.62M | 0.2% | $25.72 | -25.2% | COM | 19249H103 |
| — | SALESFORCE COM INC | 11,000,000 | $14.59M | 0.2% | $1.24 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CORNERSTONE ONDEMAND INC | 407,800 | $14.58M | 0.2% | $35.75 | — | COM | 21925Y103 |
| OMC | OMNICOM GROUP INC | 175,814 | $14.57M | 0.2% | $61.42 | 0.0% | COM | 681919106 |
| CRM | SALESFORCE COM INC | 168,226 | $14.57M | 0.2% | $67.96 | +26.6% | COM | 79466L302 |
| ASB | ASSOCIATED BANC CORP | 576,000 | $14.52M | 0.2% | $17.97 | 0.0% | COM | 045487105 |
| — | CBS CORP NEW | 227,200 | $14.49M | 0.2% | $56.68 | — | CL B | 124857202 |
| VMC | VULCAN MATLS CO | 113,975 | $14.44M | 0.2% | $116.40 | 0.0% | COM | 929160109 |
| PFE | PFIZER INC | 426,211 | $14.32M | 0.2% | $20.71 | +4.3% | COM | 717081103 |
| CUBE | CUBESMART | 593,900 | $14.28M | 0.2% | $24.04 | — | COM | 229663109 |
| — | GRAMERCY PPTY TR | 476,537 | $14.16M | 0.2% | $29.71 | — | COM NEW | 385002308 |
| UMBF | UMB FINL CORP | 186,930 | $13.99M | 0.2% | $73.19 | 0.0% | COM | 902788108 |
| — | ALEXION PHARMACEUTICALS INC | 114,697 | $13.96M | 0.2% | $121.55 | — | COM | 015351109 |
| FHB | FIRST HAWAIIAN INC | 450,200 | $13.79M | 0.2% | $21.90 | -8.1% | COM | 32051X108 |
| CMS | CMS ENERGY CORP | 295,200 | $13.65M | 0.2% | $33.35 | +7.5% | COM | 125896100 |
| — | PRAXAIR INC | 101,400 | $13.44M | 0.2% | $117.19 | — | COM | 74005P104 |
| LNG | CHENIERE ENERGY INC | 272,800 | $13.29M | 0.2% | $34.29 | +39.1% | COM NEW | 16411R208 |
| M | MACYS INC | 570,200 | $13.25M | 0.2% | $30.90 | -17.1% | COM | 55616P104 |
| ELF | E L F BEAUTY INC | 466,722 | $12.7M | 0.2% | $26.87 | -0.7% | COM | 26856L103 |
| EOG | EOG RES INC | 139,419 | $12.62M | 0.2% | $68.68 | 0.0% | COM | 26875P101 |
| — | PANERA BREAD CO | 40,000 | $12.59M | 0.2% | $314.65 | — | CL A | 69840W108 |
| — | NEW YORK REIT INC | 1,436,307 | $12.41M | 0.2% | $10.11 | — | COM | 64976L109 |
| AAPL | APPLE INC | 85,644 | $12.33M | 0.2% | $22.70 | +51.2% | COM | 037833100 |
| SABR | SABRE CORP | 563,700 | $12.27M | 0.2% | $22.89 | -0.5% | COM | 78573M104 |
| — | STORE CAP CORP | 540,800 | $12.14M | 0.2% | $23.88 | — | COM | 862121100 |
| MAA | MID AMER APT CMNTYS INC | 114,371 | $12.05M | 0.2% | $72.80 | +5.0% | COM | 59522J103 |
| BK | BANK NEW YORK MELLON CORP | 235,300 | $12.01M | 0.2% | $36.97 | +2.7% | COM | 064058100 |
| — | FLEETCOR TECHNOLOGIES INC | 82,700 | $11.93M | 0.2% | $144.21 | — | COM | 339041105 |
| MPWR | MONOLITHIC PWR SYS INC | 123,541 | $11.91M | 0.2% | $46.25 | +91.9% | COM | 609839105 |
| — | CABOT MICROELECTRONICS CORP | 159,800 | $11.8M | 0.2% | $73.83 | — | COM | 12709P103 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 954,070 | $11.73M | 0.2% | $10.15 | — | COM | 44157R109 |
| — | TESLA INC | 9,000,000 | $11.33M | 0.2% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | INPHI CORP | 318,457 | $10.92M | 0.2% | $34.30 | — | COM | 45772F107 |
| NRG | NRG ENERGY INC | 600,000 | $10.33M | 0.1% | $15.62 | -11.4% | COM NEW | 629377508 |
| AMAT | APPLIED MATLS INC | 250,113 | $10.33M | 0.1% | $33.70 | +14.6% | COM | 038222105 |
| — | CONSOLIDATED TOMOKA LD CO | 179,888 | $10.24M | 0.1% | $44.96 | — | COM | 210226106 |
| HUN | HUNTSMAN CORP | 390,000 | $10.08M | 0.1% | $24.77 | 0.0% | COM | 447011107 |
| — | II VI INC | 291,200 | $9.988M | 0.1% | $34.30 | — | COM | 902104108 |
| — | REGAL ENTMT GROUP | 482,765 | $9.877M | 0.1% | $21.39 | — | CL A | 758766109 |
| MRK | MERCK & CO INC | 151,500 | $9.71M | 0.1% | $38.30 | +21.5% | COM | 58933Y105 |
| — | SHIRE PLC | 58,442 | $9.659M | 0.1% | $170.38 | — | SPONSORED ADR | 82481R106 |
| — | COSAN LTD | 1,500,267 | $9.617M | 0.1% | $6.41 | — | SHS A | G25343107 |
| — | RYLAND GROUP INC | 8,000,000 | $9.479M | 0.1% | $1.20 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| AZO | AUTOZONE INC | 16,450 | $9.384M | 0.1% | $651.02 | 0.0% | COM | 053332102 |
| JACK | JACK IN THE BOX INC | 86,650 | $8.535M | 0.1% | $103.21 | 0.0% | COM | 466367109 |
| CE | CELANESE CORP DEL | 86,000 | $8.165M | 0.1% | $54.82 | +37.8% | COM SER A | 150870103 |
| AL | AIR LEASE CORP | 216,200 | $8.077M | 0.1% | $32.30 | 0.0% | CL A | 00912X302 |
| — | ARDAGH GROUP S A | 352,000 | $7.959M | 0.1% | $22.15 | — | CL A | L0223L101 |
| — | DCT INDUSTRIAL TRUST INC | 143,044 | $7.644M | 0.1% | $53.44 | — | COM NEW | 233153204 |
| — | BHP BILLITON PLC | 235,000 | $7.229M | 0.1% | $24.15 | — | SPONSORED ADR | 05545E209 |
| SJM | SMUCKER J M CO | 58,950 | $6.976M | 0.1% | $96.25 | 0.0% | COM NEW | 832696405 |
| — | FINISAR CORP | 240,000 | $6.235M | 0.1% | $27.34 | — | COM NEW | 31787A507 |
| BXC | BLUELINX HLDGS INC | 566,416 | $6.197M | 0.1% | $7.06 | +40.8% | COM NEW | 09624H208 |
| — | PINNACLE FOODS INC DEL | 100,000 | $5.94M | 0.1% | $38.84 | — | COM | 72348P104 |
| — | CITRIX SYS INC | 69,860 | $5.559M | 0.1% | $83.39 | — | COM | 177376100 |
| — | OUTFRONT MEDIA INC | 231,865 | $5.361M | 0.1% | $25.01 | — | COM | 69007J106 |
| UHS | UNIVERSAL HLTH SVCS INC | 41,434 | $5.058M | 0.1% | $113.71 | +0.8% | CL B | 913903100 |
| THC | TENET HEALTHCARE CORP | 250,000 | $4.835M | 0.1% | $17.44 | 0.0% | COM NEW | 88033G407 |
| — | VERSO CORP | 1,020,000 | $4.784M | 0.1% | $6.34 | — | CL A | 92531L207 |
| — | GNC HLDGS INC | 7,000,000 | $4.673M | 0.1% | $0.61 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| MRSH | MARSH & MCLENNAN COS INC | 59,850 | $4.666M | 0.1% | $57.67 | +13.7% | COM | 571748102 |
| — | CF CORP | 400,000 | $4.5M | 0.1% | $11.25 | — | SHS CL A | G20307107 |
| GPRE | GREEN PLAINS INC | 212,000 | $4.357M | 0.1% | $23.80 | -4.2% | COM | 393222104 |
| — | BANK AMER CORP | 307,000 | $3.696M | 0.1% | $9.95 | — | *W EXP 01/16/201 | 060505146 |
| — | ARCH COAL INC | 52,300 | $3.572M | 0.1% | $78.05 | — | CL A | 039380407 |
| SFM | SPROUTS FMRS MKT INC | 149,751 | $3.395M | 0.0% | $23.16 | 0.0% | COM | 85208M102 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 146,665 | $3.334M | 0.0% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | COBALT INTL ENERGY INC | 1,253,903 | $3.097M | 0.0% | $2.47 | — | COM NEW | 19075F304 |
| — | LIPOCINE INC NEW | 600,000 | $2.412M | 0.0% | $6.43 | — | COM | 53630X104 |
| WMT | WAL-MART STORES INC | 30,578 | $2.314M | 0.0% | $22.02 | 0.0% | COM | 931142103 |
| — | COVISINT CORP | 900,000 | $2.205M | 0.0% | $3.40 | — | COM | 22357R103 |
| TSLA | TESLA INC | 2,400 | $2.131M | 0.0% | — | — | Put | 88160R101 |
| — | AK STL HLDG CORP | 290,000 | $1.905M | 0.0% | $6.00 | — | COM | 001547108 |
| IWM | ISHARES TR | 3,325 | $1.876M | 0.0% | — | — | Put | 464287655 |
| — | ARCONIC INC | 49,998 | $1.132M | 0.0% | $18.54 | — | COM | 03965L100 |
| — | BARCLAYS BK PLC | 31,000 | $1.054M | 0.0% | — | — | Call | 06740Q252 |
| — | NABORS INDUSTRIES LTD | 125,200 | $1.019M | 0.0% | $13.07 | — | SHS | G6359F103 |
| — | PENNEY J C INC | 6,000 | $909K | 0.0% | — | — | Put | 708160106 |
| DHT | DHT HOLDINGS INC | 187,408 | $778K | 0.0% | $2.39 | 0.0% | SHS NEW | Y2065G121 |
| — | GENER8 MARITIME INC | 123,004 | $700K | 0.0% | $5.69 | — | COM | Y26889108 |
| C | CITIGROUP INC | 10,424 | $697K | 0.0% | $46.46 | 0.0% | COM NEW | 172967424 |
| — | SOTHEBYS | 750 | $641K | 0.0% | — | — | Put | 835898107 |
| — | AMTRUST FINL SVCS INC | 10,000 | $575K | 0.0% | — | — | Put | 032359309 |
| AA | ALCOA CORP | 16,666 | $544K | 0.0% | $30.99 | 0.0% | COM | 013872106 |
| — | QEP RES INC | 3,100 | $519K | 0.0% | — | — | Call | 74733V100 |
| — | GNC HLDGS INC | 3,500 | $499K | 0.0% | — | — | Put | 36191G107 |
| C | CITIGROUP INC | 3,000 | $441K | 0.0% | $46.46 | 0.0% | Call | 172967424 |
| SWKS | SKYWORKS SOLUTIONS INC | 1,240 | $440K | 0.0% | — | — | Put | 83088M102 |
| TXN | TEXAS INSTRS INC | 1,775 | $410K | 0.0% | — | — | Put | 882508104 |
| — | BUNGE LIMITED | 2,500 | $400K | 0.0% | $72.32 | — | Call | G16962105 |
| MU | MICRON TECHNOLOGY INC | 4,275 | $391K | 0.0% | — | — | Put | 595112103 |
| — | WPX ENERGY INC | 2,500 | $369K | 0.0% | $8.55 | — | Call | 98212B103 |
| — | CONTINENTAL RESOURCES INC | 1,000 | $365K | 0.0% | $23.29 | — | Call | 212015101 |
| — | WPX ENERGY INC | 2,000 | $345K | 0.0% | $8.55 | — | Put | 98212B103 |
| — | WHITING PETE CORP NEW | 3,100 | $335K | 0.0% | — | — | Call | 966387102 |
| — | PIONEER NAT RES CO | 200 | $329K | 0.0% | $177.84 | — | Put | 723787107 |
| AMAT | APPLIED MATLS INC | 3,615 | $295K | 0.0% | $33.70 | +14.6% | Put | 038222105 |
| — | POWERSHARES QQQ TRUST | 1,500 | $281K | 0.0% | — | — | Put | 73935A104 |
| — | BROADCOM LTD | 630 | $261K | 0.0% | — | — | Put | Y09827109 |
| EOG | EOG RES INC | 400 | $258K | 0.0% | $68.68 | 0.0% | Put | 26875P101 |
| — | CONTINENTAL RESOURCES INC | 500 | $248K | 0.0% | $23.29 | — | Put | 212015101 |
| — | STAPLES INC | 10,000 | $75,000 | 0.0% | — | — | Put | 855030102 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,333,568 | $65,000 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |