CIK: 0001056973 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $5,875,156 (97.4% shares, 2.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TIME WARNER INC | 4,298,743 | $393,206 | 6.7% | $93.79 | — | COM NEW | 887317303 |
| NXPI | NXP SEMICONDUCTORS N V | 1,889,204 | $221,207 | 3.8% | $89.73 | +14.4% | COM | N6596X109 |
| — | SCRIPPS NETWORKS INTERACT IN | 2,369,365 | $202,296 | 3.4% | $85.77 | — | CL A COM | 811065101 |
| — | CALATLANTIC GROUP INC | 2,872,577 | $161,985 | 2.8% | $53.86 | — | COM | 128195104 |
| — | BUNGE LIMITED | 2,058,097 | $138,057 | 2.3% | $72.32 | — | COM | G16962105 |
| — | ROCKWELL COLLINS INC | 958,000 | $129,924 | 2.2% | $132.08 | — | COM | 774341101 |
| — | MONSANTO CO NEW | 1,054,121 | $123,100 | 2.1% | $107.93 | — | COM | 61166W101 |
| — | DOWDUPONT INC | 1,522,572 | $108,438 | 1.8% | $71.22 | — | COM | 26078J100 |
| — | ALTABA INC | 1,456,803 | $101,758 | 1.7% | $54.48 | — | COM | 021346101 |
| — | DELL TECHNOLOGIES INC | 1,148,751 | $93,370 | 1.6% | $66.63 | — | COM CL V | 24703L103 |
| V | VISA INC | 770,059 | $87,802 | 1.5% | $84.79 | +23.1% | COM CL A | 92826C839 |
| — | CAVIUM INC | 1,035,754 | $86,827 | 1.5% | $81.13 | — | COM | 14964U108 |
| BPOP | POPULAR INC | 2,052,516 | $72,844 | 1.2% | $27.69 | -1.1% | COM NEW | 733174700 |
| BWXT | BWX TECHNOLOGIES INC | 1,192,052 | $72,107 | 1.2% | $34.19 | +59.7% | COM | 05605H100 |
| — | SANTANDER CONSUMER USA HDG I | 3,750,000 | $69,825 | 1.2% | $12.82 | — | COM | 80283M101 |
| — | DELPHI AUTOMOTIVE PLC | 759,416 | $64,421 | 1.1% | $84.83 | — | SHS | G27823106 |
| DXC | DXC TECHNOLOGY CO | 610,190 | $57,907 | 1.0% | $65.37 | +17.6% | COM | 23355L106 |
| MCD | MCDONALDS CORP | 335,046 | $57,668 | 1.0% | $105.21 | +31.8% | COM | 580135101 |
| — | BB&T CORP | 1,077,101 | $53,553 | 0.9% | $49.11 | — | COM | 054937107 |
| — | GREAT PLAINS ENERGY INC | 1,633,411 | $52,661 | 0.9% | $30.85 | — | COM | 391164100 |
| KHC | KRAFT HEINZ CO | 663,513 | $51,595 | 0.9% | $57.33 | -6.9% | COM | 500754106 |
| CFG | CITIZENS FINL GROUP INC | 1,180,103 | $49,541 | 0.8% | $25.23 | +11.0% | COM | 174610105 |
| — | ORBITAL ATK INC | 372,200 | $48,944 | 0.8% | $131.50 | — | COM | 68557N103 |
| GPK | GRAPHIC PACKAGING HLDG CO | 3,098,735 | $47,875 | 0.8% | $13.14 | +14.6% | COM | 388689101 |
| USFD | US FOODS HLDG CORP | 1,457,897 | $46,551 | 0.8% | $28.32 | 0.0% | COM | 912008109 |
| — | REGAL ENTMT GROUP | 1,936,600 | $44,561 | 0.8% | $23.01 | — | CL A | 758766109 |
| — | VERISIGN INC | 13,000,000 | $43,637 | 0.7% | $1.92 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| CAG | CONAGRA BRANDS INC | 1,145,861 | $43,165 | 0.7% | $25.52 | +2.3% | COM | 205887102 |
| BAX | BAXTER INTL INC | 664,801 | $42,973 | 0.7% | $54.48 | +2.4% | COM | 071813109 |
| — | MICRO FOCUS INTERNATIONAL PL | 1,247,193 | $41,893 | 0.7% | $33.59 | — | SPON ADR NEW | 594837304 |
| — | AETNA INC NEW | 213,000 | $38,423 | 0.7% | $180.39 | — | COM | 00817Y108 |
| YUM | YUM BRANDS INC | 470,064 | $38,362 | 0.7% | $54.37 | +25.5% | COM | 988498101 |
| CMA | COMERICA INC | 439,321 | $38,137 | 0.6% | $33.53 | +67.7% | COM | 200340107 |
| SLAB | SILICON LABORATORIES INC | 427,975 | $37,790 | 0.6% | $48.23 | +86.3% | COM | 826919102 |
| TPH | TRI POINTE GROUP INC | 2,082,174 | $37,313 | 0.6% | $13.24 | +27.3% | COM | 87265H109 |
| CL | COLGATE PALMOLIVE CO | 489,150 | $36,906 | 0.6% | $57.53 | +4.8% | COM | 194162103 |
| — | XPERI CORP | 1,488,568 | $36,321 | 0.6% | $28.74 | — | COM | 98421B100 |
| C | CITIGROUP INC | 485,039 | $36,092 | 0.6% | $51.82 | +9.0% | COM NEW | 172967424 |
| — | GULFPORT ENERGY CORP | 2,819,954 | $35,983 | 0.6% | $15.93 | — | COM NEW | 402635304 |
| TRV | TRAVELERS COMPANIES INC | 260,301 | $35,307 | 0.6% | $110.50 | 0.0% | COM | 89417E109 |
| CIEN | CIENA CORP | 1,647,568 | $34,484 | 0.6% | $22.13 | -4.2% | COM NEW | 171779309 |
| — | RENEWABLE ENERGY GROUP INC | 2,880,000 | $33,984 | 0.6% | $10.62 | — | COM NEW | 75972A301 |
| EQT | EQT CORP | 595,841 | $33,915 | 0.6% | $30.89 | -2.1% | COM | 26884L109 |
| — | BARRACUDA NETWORKS INC | 1,215,000 | $33,413 | 0.6% | $27.50 | — | COM | 068323104 |
| NAVI | NAVIENT CORPORATION | 2,500,000 | $33,300 | 0.6% | $12.63 | 0.0% | COM | 63938C108 |
| DG | DOLLAR GEN CORP NEW | 351,635 | $32,706 | 0.6% | $77.43 | 0.0% | COM | 256677105 |
| LW | LAMB WESTON HLDGS INC | 575,081 | $32,463 | 0.6% | $36.95 | +26.5% | COM | 513272104 |
| ZION | ZIONS BANCORPORATION | 632,909 | $32,171 | 0.5% | $47.89 | 0.0% | COM | 989701107 |
| LOW | LOWES COS INC | 339,655 | $31,568 | 0.5% | $69.71 | +2.2% | COM | 548661107 |
| NI | NISOURCE INC | 1,227,573 | $31,512 | 0.5% | $20.38 | 0.0% | COM | 65473P105 |
| MRSH | MARSH & MCLENNAN COS INC | 382,931 | $31,167 | 0.5% | $68.51 | +6.4% | COM | 571748102 |
| SO | SOUTHERN CO | 638,978 | $30,728 | 0.5% | $34.56 | +5.5% | COM | 842587107 |
| VIAV | VIAVI SOLUTIONS INC | 3,500,679 | $30,596 | 0.5% | $9.06 | 0.0% | COM | 925550105 |
| — | BLACK KNIGHT INC | 687,217 | $30,341 | 0.5% | $44.15 | — | COM | 09215C105 |
| AEP | AMERICAN ELEC PWR INC | 411,737 | $30,291 | 0.5% | $53.74 | +4.3% | COM | 025537101 |
| GS | GOLDMAN SACHS GROUP INC | 117,153 | $29,846 | 0.5% | $188.03 | +9.1% | COM | 38141G104 |
| XRT | SPDR SERIES TRUST | 656,507 | $29,661 | 0.5% | $40.92 | — | S&P RETAIL ETF | 78464A714 |
| DUK | DUKE ENERGY CORP NEW | 350,832 | $29,508 | 0.5% | $62.65 | 0.0% | COM NEW | 26441C204 |
| — | TWENTY FIRST CENTY FOX INC | 830,000 | $28,660 | 0.5% | $34.53 | — | CL A | 90130A101 |
| — | STRAIGHT PATH COMMUNICATNS I | 152,506 | $27,724 | 0.5% | $181.79 | — | CL B | 862578101 |
| AROC | ARCHROCK INC | 2,603,015 | $27,332 | 0.5% | $6.81 | +0.4% | COM | 03957W106 |
| HRTX | HERON THERAPEUTICS INC | 1,501,544 | $27,178 | 0.5% | $13.84 | +17.8% | COM | 427746102 |
| EXC | EXELON CORP | 688,580 | $27,137 | 0.5% | $20.00 | +8.3% | COM | 30161N101 |
| STAG | STAG INDL INC | 987,103 | $26,978 | 0.5% | $26.08 | — | COM | 85254J102 |
| META | FACEBOOK INC | 150,181 | $26,501 | 0.5% | $137.28 | +27.9% | CL A | 30303M102 |
| D | DOMINION ENERGY INC | 325,764 | $26,406 | 0.4% | $53.66 | +5.1% | COM | 25746U109 |
| PTEN | PATTERSON UTI ENERGY INC | 1,123,640 | $25,855 | 0.4% | $20.72 | 0.0% | COM | 703481101 |
| GWW | GRAINGER W W INC | 108,940 | $25,737 | 0.4% | $161.14 | +14.6% | COM | 384802104 |
| ATO | ATMOS ENERGY CORP | 290,566 | $24,957 | 0.4% | $72.39 | 0.0% | COM | 049560105 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 272,915 | $24,262 | 0.4% | $77.11 | +12.4% | COM | 88224Q107 |
| — | EDUCATION RLTY TR INC | 689,454 | $24,076 | 0.4% | $34.92 | — | COM NEW | 28140H203 |
| DVN | DEVON ENERGY CORP NEW | 575,079 | $23,808 | 0.4% | $22.96 | +17.0% | COM | 25179M103 |
| — | IGNYTA INC | 866,000 | $23,122 | 0.4% | $26.70 | — | COM | 451731103 |
| WAL | WESTERN ALLIANCE BANCORP | 399,054 | $22,594 | 0.4% | $44.20 | +9.4% | COM | 957638109 |
| GNTX | GENTEX CORP | 1,077,808 | $22,580 | 0.4% | $18.77 | +6.0% | COM | 371901109 |
| — | SYNOVUS FINL CORP | 468,751 | $22,472 | 0.4% | $47.94 | — | COM NEW | 87161C501 |
| BDX | BECTON DICKINSON & CO | 103,590 | $22,174 | 0.4% | $185.44 | 0.0% | COM | 075887109 |
| PEP | PEPSICO INC | 176,861 | $21,209 | 0.4% | $83.93 | +6.0% | COM | 713448108 |
| — | PRICELINE GRP INC | 15,000,000 | $20,820 | 0.4% | $1.26 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | PINNACLE FINL PARTNERS INC | 305,802 | $20,275 | 0.3% | $66.30 | — | COM | 72346Q104 |
| AMAT | APPLIED MATLS INC | 396,087 | $20,248 | 0.3% | $43.03 | +14.8% | COM | 038222105 |
| VMC | VULCAN MATLS CO | 154,800 | $19,872 | 0.3% | $113.72 | 0.0% | COM | 929160109 |
| — | APARTMENT INVT & MGMT CO | 450,922 | $19,710 | 0.3% | $43.05 | — | CL A | 03748R101 |
| — | PHYSICIANS RLTY TR | 1,091,153 | $19,630 | 0.3% | $20.03 | — | COM | 71943U104 |
| — | VANECK VECTORS ETF TR | 753,300 | $19,623 | 0.3% | $26.05 | — | OIL SVCS ETF | 92189F718 |
| CUBE | CUBESMART | 678,097 | $19,611 | 0.3% | $24.37 | — | COM | 229663109 |
| DHI | D R HORTON INC | 376,020 | $19,203 | 0.3% | $28.24 | +50.8% | COM | 23331A109 |
| REXR | REXFORD INDL RLTY INC | 648,373 | $18,907 | 0.3% | $23.89 | — | COM | 76169C100 |
| — | J2 GLOBAL INC | 15,200,000 | $18,877 | 0.3% | $1.35 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | MICROCHIP TECHNOLOGY INC | 11,000,000 | $18,858 | 0.3% | $1.44 | — | NOTE 1.625% 2/1 | 595017AD6 |
| FBP | FIRST BANCORP P R | 3,681,536 | $18,776 | 0.3% | $4.26 | -4.5% | COM NEW | 318672706 |
| MANH | MANHATTAN ASSOCS INC | 378,548 | $18,753 | 0.3% | $49.02 | -8.5% | COM | 562750109 |
| RHI | ROBERT HALF INTL INC | 335,393 | $18,628 | 0.3% | $48.65 | +9.4% | COM | 770323103 |
| CHD | CHURCH & DWIGHT INC | 367,426 | $18,434 | 0.3% | $44.22 | -4.3% | COM | 171340102 |
| — | BHP BILLITON PLC | 455,000 | $18,337 | 0.3% | $29.77 | — | SPONSORED ADR | 05545E209 |
| MDLZ | MONDELEZ INTL INC | 425,054 | $18,192 | 0.3% | $35.30 | -2.3% | CL A | 609207105 |
| — | NOBLE ENERGY INC | 620,721 | $18,088 | 0.3% | $28.36 | — | COM | 655044105 |
| — | OUTFRONT MEDIA INC | 775,023 | $17,981 | 0.3% | $23.72 | — | COM | 69007J106 |
| WTFC | WINTRUST FINL CORP | 211,641 | $17,433 | 0.3% | $74.69 | +7.8% | COM | 97650W108 |
| — | ULTIMATE SOFTWARE GROUP INC | 79,628 | $17,377 | 0.3% | $206.69 | — | COM | 90385D107 |
| — | XILINX INC | 256,495 | $17,293 | 0.3% | $48.73 | — | COM | 983919101 |
| — | DUKE REALTY CORP | 630,121 | $17,146 | 0.3% | $26.54 | — | COM NEW | 264411505 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 236,471 | $16,685 | 0.3% | $59.17 | +4.5% | COM | 45866F104 |
| SNPS | SYNOPSYS INC | 194,936 | $16,616 | 0.3% | $86.51 | 0.0% | COM | 871607107 |
| UNP | UNION PAC CORP | 123,059 | $16,502 | 0.3% | $100.79 | 0.0% | COM | 907818108 |
| ASB | ASSOCIATED BANC CORP | 648,764 | $16,479 | 0.3% | $18.46 | 0.0% | COM | 045487105 |
| NDAQ | NASDAQ INC | 213,731 | $16,421 | 0.3% | $22.22 | 0.0% | COM | 631103108 |
| NSC | NORFOLK SOUTHERN CORP | 113,189 | $16,401 | 0.3% | $113.99 | 0.0% | COM | 655844108 |
| UPS | UNITED PARCEL SERVICE INC | 137,398 | $16,371 | 0.3% | $83.06 | +3.9% | CL B | 911312106 |
| AMH | AMERICAN HOMES 4 RENT | 748,714 | $16,352 | 0.3% | $21.84 | — | CL A | 02665T306 |
| POOL | POOL CORPORATION | 126,085 | $16,347 | 0.3% | $110.89 | 0.0% | COM | 73278L105 |
| SABR | SABRE CORP | 777,354 | $15,936 | 0.3% | $21.92 | -12.6% | COM | 78573M104 |
| — | TRINITY INDS INC | 10,000,000 | $15,801 | 0.3% | $1.58 | — | NOTE 3.875% 6/0 | 896522AF6 |
| AIG | AMERICAN INTL GROUP INC | 265,003 | $15,789 | 0.3% | $49.72 | 0.0% | COM NEW | 026874784 |
| — | LIBERTY PPTY TR | 359,818 | $15,476 | 0.3% | $43.01 | — | SH BEN INT | 531172104 |
| MAS | MASCO CORP | 351,648 | $15,451 | 0.3% | $35.80 | 0.0% | COM | 574599106 |
| — | PINNACLE FOODS INC DEL | 256,634 | $15,262 | 0.3% | $50.52 | — | COM | 72348P104 |
| SUI | SUN CMNTYS INC | 160,950 | $14,933 | 0.3% | $82.29 | — | COM | 866674104 |
| — | LIBERTY MEDIA CORP DELAWARE | 435,246 | $14,868 | 0.3% | $35.06 | — | COM SER C FRMLA | 531229854 |
| — | BLUE BUFFALO PET PRODS INC | 447,972 | $14,689 | 0.3% | $22.81 | — | COM | 09531U102 |
| — | CYBERARK SOFTWARE LTD | 350,676 | $14,514 | 0.2% | $49.93 | — | SHS | M2682V108 |
| CRM | SALESFORCE COM INC | 141,965 | $14,513 | 0.2% | $78.13 | +28.9% | COM | 79466L302 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 332,975 | $14,341 | 0.2% | $32.90 | +8.9% | COM | 01973R101 |
| HBAN | HUNTINGTON BANCSHARES INC | 983,000 | $14,312 | 0.2% | $9.77 | 0.0% | COM | 446150104 |
| AZO | AUTOZONE INC | 20,089 | $14,291 | 0.2% | $593.02 | +7.8% | COM | 053332102 |
| HON | HONEYWELL INTL INC | 92,579 | $14,198 | 0.2% | $113.37 | 0.0% | COM | 438516106 |
| — | SOUTHWESTERN ENERGY CO | 2,500,737 | $13,954 | 0.2% | $6.11 | — | COM | 845467109 |
| — | SUPER MICRO COMPUTER INC | 659,120 | $13,792 | 0.2% | $24.23 | — | COM | 86800U104 |
| — | CANADIAN PAC RY LTD | 74,879 | $13,685 | 0.2% | $169.14 | — | COM | 13645T100 |
| — | CORNERSTONE ONDEMAND INC | 386,321 | $13,649 | 0.2% | $35.74 | — | COM | 21925Y103 |
| — | WRIGHT MED GROUP N V | 11,000,000 | $13,467 | 0.2% | $1.35 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | FINISAR CORP | 661,612 | $13,464 | 0.2% | $23.15 | — | COM NEW | 31787A507 |
| — | TECH DATA CORP | 135,554 | $13,280 | 0.2% | $97.97 | — | COM | 878237106 |
| PLXS | PLEXUS CORP | 218,629 | $13,275 | 0.2% | $40.12 | +51.1% | COM | 729132100 |
| HAL | HALLIBURTON CO | 270,914 | $13,240 | 0.2% | $34.53 | +8.5% | COM | 406216101 |
| — | RED HAT INC | 8,000,000 | $13,235 | 0.2% | $1.54 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | GRAMERCY PPTY TR | 494,599 | $13,186 | 0.2% | $29.82 | — | COM NEW | 385002308 |
| MPWR | MONOLITHIC PWR SYS INC | 116,414 | $13,080 | 0.2% | $46.25 | +134.7% | COM | 609839105 |
| SPY | SPDR S&P 500 ETF TR | 40,550 | $12,958 | 0.2% | $251.24 | — | Call | 78462F103 |
| SLM | SLM CORP | 1,131,200 | $12,783 | 0.2% | $10.85 | +1.0% | COM | 78442P106 |
| FIS | FIDELITY NATL INFORMATION SV | 135,100 | $12,712 | 0.2% | $62.22 | +30.4% | COM | 31620M106 |
| CE | CELANESE CORP DEL | 118,140 | $12,650 | 0.2% | $63.19 | +43.9% | COM SER A | 150870103 |
| BHF | BRIGHTHOUSE FINL INC | 212,194 | $12,443 | 0.2% | $59.17 | 0.0% | COM | 10922N103 |
| KRE | SPDR SERIES TRUST | 211,135 | $12,425 | 0.2% | $54.95 | — | S&P REGL BKG | 78464A698 |
| BRX | BRIXMOR PPTY GROUP INC | 645,802 | $12,051 | 0.2% | $18.66 | — | COM | 11120U105 |
| BAC | BANK AMER CORP | 400,802 | $11,832 | 0.2% | $13.25 | +72.0% | COM | 060505104 |
| — | HCP INC | 442,627 | $11,544 | 0.2% | $26.08 | — | COM | 40414L109 |
| MSFT | MICROSOFT CORP | 132,094 | $11,299 | 0.2% | $60.61 | +24.2% | COM | 594918104 |
| JACK | JACK IN THE BOX INC | 114,592 | $11,243 | 0.2% | $102.62 | -0.9% | COM | 466367109 |
| AL | AIR LEASE CORP | 231,200 | $11,118 | 0.2% | $32.68 | +16.7% | CL A | 00912X302 |
| — | WADDELL & REED FINL INC | 492,611 | $11,005 | 0.2% | $22.34 | — | CL A | 930059100 |
| GPRE | GREEN PLAINS INC | 646,200 | $10,888 | 0.2% | $19.71 | -10.8% | COM | 393222104 |
| ALLY | ALLY FINL INC | 372,301 | $10,856 | 0.2% | $15.87 | +31.0% | COM | 02005N100 |
| — | STORE CAP CORP | 413,366 | $10,764 | 0.2% | $24.12 | — | COM | 862121100 |
| — | SUNTRUST BKS INC | 165,844 | $10,712 | 0.2% | $47.81 | — | COM | 867914103 |
| TSN | TYSON FOODS INC | 129,377 | $10,489 | 0.2% | $61.44 | 0.0% | CL A | 902494103 |
| — | KELLOGG CO | 153,694 | $10,448 | 0.2% | $46.50 | -3.9% | COM | 487836108 |
| BKD | BROOKDALE SR LIVING INC | 1,071,599 | $10,395 | 0.2% | $11.40 | -10.5% | COM | 112463104 |
| — | CONSOLIDATED TOMOKA LD CO | 162,617 | $10,326 | 0.2% | $44.96 | — | COM | 210226106 |
| LKQ | LKQ CORP | 253,678 | $10,317 | 0.2% | $34.36 | 0.0% | COM | 501889208 |
| REG | REGENCY CTRS CORP | 148,164 | $10,250 | 0.2% | $45.97 | +3.4% | COM | 758849103 |
| — | INPHI CORP | 277,376 | $10,152 | 0.2% | $34.49 | — | COM | 45772F107 |
| OMF | ONEMAIN HLDGS INC | 387,800 | $10,079 | 0.2% | $24.78 | +11.5% | COM | 68268W103 |
| NGVT | INGEVITY CORP | 140,349 | $9,890 | 0.2% | $72.15 | 0.0% | COM | 45688C107 |
| MO | ALTRIA GROUP INC | 138,284 | $9,875 | 0.2% | $36.64 | 0.0% | COM | 02209S103 |
| — | GCP APPLIED TECHNOLOGIES INC | 305,344 | $9,740 | 0.2% | $31.90 | — | COM | 36164Y101 |
| — | COTT CORP QUE | 582,411 | $9,703 | 0.2% | $16.66 | — | COM | 22163N106 |
| INVH | INVITATION HOMES INC | 409,517 | $9,652 | 0.2% | $18.66 | 0.0% | COM | 46187W107 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 71,561 | $9,636 | 0.2% | $138.70 | 0.0% | SHS USD | G50871105 |
| — | LOGMEIN INC | 84,034 | $9,622 | 0.2% | $114.50 | — | COM | 54142L109 |
| NWE | NORTHWESTERN CORP | 160,496 | $9,582 | 0.2% | $42.54 | 0.0% | COM NEW | 668074305 |
| SBRA | SABRA HEALTH CARE REIT INC | 500,987 | $9,404 | 0.2% | $21.94 | — | COM | 78573L106 |
| — | NUVASIVE INC | 8,000,000 | $9,376 | 0.2% | $1.15 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | SPIRIT RLTY CAP INC NEW | 1,073,081 | $9,207 | 0.2% | $8.58 | — | COM | 84860W102 |
| HOG | HARLEY DAVIDSON INC | 178,366 | $9,075 | 0.2% | $48.62 | 0.0% | COM | 412822108 |
| AVB | AVALONBAY CMNTYS INC | 50,559 | $9,020 | 0.2% | $136.97 | 0.0% | COM | 053484101 |
| PSA | PUBLIC STORAGE | 41,771 | $8,730 | 0.1% | $152.95 | -1.0% | COM | 74460D109 |
| OFG | OFG BANCORP | 906,436 | $8,520 | 0.1% | $9.38 | -4.4% | COM | 67103X102 |
| AXTA | AXALTA COATING SYS LTD | 250,000 | $8,090 | 0.1% | $31.67 | 0.0% | COM | G0750C108 |
| — | SKECHERS U S A INC | 213,675 | $8,085 | 0.1% | $37.84 | — | CL A | 830566105 |
| VVV | VALVOLINE INC | 320,487 | $8,031 | 0.1% | $23.09 | +4.6% | COM | 92047W101 |
| PAYX | PAYCHEX INC | 117,877 | $8,025 | 0.1% | $45.39 | +13.7% | COM | 704326107 |
| — | CABOT MICROELECTRONICS CORP | 83,427 | $7,849 | 0.1% | $73.83 | — | COM | 12709P103 |
| SFM | SPROUTS FMRS MKT INC | 320,802 | $7,812 | 0.1% | $22.44 | -5.6% | COM | 85208M102 |
| — | DDR CORP | 871,845 | $7,812 | 0.1% | $9.16 | — | COM | 23317H102 |
| — | PLATFORM SPECIALTY PRODS COR | 750,000 | $7,440 | 0.1% | $9.92 | — | COM | 72766Q105 |
| — | ASPEN INSURANCE HOLDINGS LTD | 182,927 | $7,427 | 0.1% | $40.60 | — | SHS | G05384105 |
| — | NEW YORK REIT INC | 1,868,447 | $7,343 | 0.1% | $9.31 | — | COM | 64976L109 |
| — | UNITI GROUP INC | 400,000 | $7,116 | 0.1% | $17.79 | — | COM | 91325V108 |
| — | ENTERCOM COMMUNICATIONS CORP | 646,552 | $6,983 | 0.1% | $10.80 | — | CL A | 293639100 |
| — | CF CORP | 687,766 | $6,926 | 0.1% | $11.23 | — | SHS CL A | G20307107 |
| BAK | BRASKEM S A | 250,000 | $6,565 | 0.1% | $26.26 | — | SP ADR PFD A | 105532105 |
| NSA | NATIONAL STORAGE AFFILIATES | 238,947 | $6,514 | 0.1% | $27.26 | — | COM SHS BEN IN | 637870106 |
| LEN | LENNAR CORP | 102,699 | $6,495 | 0.1% | $45.63 | +14.1% | CL A | 526057104 |
| TSLA | TESLA INC | 2,050 | $6,173 | 0.1% | — | — | Put | 88160R101 |
| — | ARDAGH GROUP S A | 290,000 | $6,119 | 0.1% | $22.15 | — | CL A | L0223L101 |
| CMRE | COSTAMARE INC | 1,052,037 | $6,070 | 0.1% | $4.97 | -13.4% | SHS | Y1771G102 |
| IPGP | IPG PHOTONICS CORP | 26,810 | $5,741 | 0.1% | $97.25 | +118.3% | COM | 44980X109 |
| — | SCORPIO TANKERS INC | 1,858,392 | $5,668 | 0.1% | $3.05 | — | SHS | Y7542C106 |
| AAPL | APPLE INC | 33,353 | $5,644 | 0.1% | $22.70 | +72.2% | COM | 037833100 |
| — | NORDSTROM INC | 114,256 | $5,413 | 0.1% | $47.38 | — | COM | 655664100 |
| — | BANK AMER CORP | 307,000 | $5,391 | 0.1% | $9.95 | — | *W EXP 01/16/201 | 060505146 |
| HD | HOME DEPOT INC | 27,806 | $5,270 | 0.1% | $141.67 | 0.0% | COM | 437076102 |
| — | ENVISION HEALTHCARE CORP | 152,493 | $5,270 | 0.1% | $34.56 | — | COM | 29414D100 |
| BXC | BLUELINX HLDGS INC | 507,073 | $4,949 | 0.1% | $7.75 | +20.8% | COM NEW | 09624H208 |
| DHT | DHT HOLDINGS INC | 1,251,549 | $4,493 | 0.1% | $2.24 | -3.7% | SHS NEW | Y2065G121 |
| — | LIBERTY GLOBAL PLC | 121,635 | $4,116 | 0.1% | $33.84 | — | SHS CL C | G5480U120 |
| THC | TENET HEALTHCARE CORP | 250,000 | $3,790 | 0.1% | $17.30 | -18.7% | COM NEW | 88033G407 |
| — | LIBERTY INTERACTIVE CORP | 67,193 | $3,645 | 0.1% | $54.25 | — | LBT VEN COM A NE | 53071M856 |
| — | ARCONIC INC | 130,000 | $3,543 | 0.1% | $23.90 | — | COM | 03965L100 |
| PRU | PRUDENTIAL FINL INC | 22,718 | $2,612 | 0.0% | $72.07 | +5.7% | COM | 744320102 |
| — | LIPOCINE INC NEW | 670,000 | $2,305 | 0.0% | $5.67 | — | COM | 53630X104 |
| CLF | CLEVELAND CLIFFS INC | 285,000 | $2,055 | 0.0% | $6.30 | 0.0% | COM | 185899101 |
| — | NATIONSTAR MTG HLDGS INC | 94,525 | $1,749 | 0.0% | $12.67 | — | COM | 63861C109 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 46,665 | $1,508 | 0.0% | $22.73 | — | NY REGISTRY SH | 03938L203 |
| — | GNC HLDGS INC | 2,000,000 | $936 | 0.0% | $0.61 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| — | AK STL HLDG CORP | 160,000 | $906 | 0.0% | $6.00 | — | COM | 001547108 |
| — | MACQUARIE INFRASTRUCTURE COR | 10,000 | $642 | 0.0% | $64.20 | — | COM | 55608B105 |
| — | GNC HLDGS INC | 3,000 | $638 | 0.0% | — | — | Put | 36191G107 |
| BURL | BURLINGTON STORES INC | 300 | $294 | 0.0% | — | — | Put | 122017106 |
| — | DISCOVERY COMMUNICATNS NEW | 2,000 | $240 | 0.0% | — | — | Call | 25470F302 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,333,568 | $24 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |