CIK: 0001000742 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value ($000): $860,892 (98.8% shares, 1.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 229,400 | $43,960 | 5.1% | $191.63 | — | TR UNIT | 78462F103 |
| META | FACEBOOK INC | 419,944 | $37,753 | 4.4% | $72.67 | +25.4% | CL A | 30303M102 |
| V | VISA INC | 541,000 | $37,686 | 4.4% | $56.45 | +17.6% | Call | 92826C839 |
| — | POWERSHARES QQQ TRUST | 355,000 | $36,125 | 4.2% | $101.76 | — | UNIT SER 1 | 73935A104 |
| — | EXPRESS SCRIPTS HLDG CO | 350,000 | $28,336 | 3.3% | — | — | Call | 30219G108 |
| — | GENERAL ELECTRIC CO | 1,011,200 | $25,502 | 3.0% | — | — | Put | 369604103 |
| — | OUTERWALL INC | 366,200 | $20,848 | 2.4% | — | — | Put | 690070107 |
| LYV | LIVE NATION ENTERTAINMENT IN | 699,539 | $16,817 | 2.0% | $24.87 | +3.1% | COM | 538034109 |
| HD | HOME DEPOT INC | 144,696 | $16,711 | 1.9% | $79.42 | +13.9% | COM | 437076102 |
| — | SANDISK CORP | 296,500 | $16,109 | 1.9% | — | — | Call | 80004C101 |
| — | STARZ | 404,500 | $15,104 | 1.8% | — | — | Put | 85571Q102 |
| — | SOTHEBYS | 449,400 | $14,372 | 1.7% | — | — | Put | 835898107 |
| JNJ | JOHNSON & JOHNSON | 148,700 | $13,881 | 1.6% | — | — | Call | 478160104 |
| — | BUNGE LIMITED | 181,400 | $13,297 | 1.5% | — | — | Put | G16962105 |
| AOS | SMITH A O | 200,000 | $13,038 | 1.5% | $23.46 | +23.1% | Call | 831865209 |
| C | CITIGROUP INC | 250,000 | $12,403 | 1.4% | — | — | Put | 172967424 |
| EFX | EQUIFAX INC | 124,417 | $12,091 | 1.4% | $85.74 | +5.0% | COM | 294429105 |
| — | WEBMD HEALTH CORP | 302,600 | $12,056 | 1.4% | — | — | Put | 94770V102 |
| MPT | MEDICAL PPTYS TRUST INC | 1,070,949 | $11,845 | 1.4% | $12.68 | — | COM | 58463J304 |
| — | BROADCOM CORP | 222,226 | $11,429 | 1.3% | $51.43 | — | CL A | 111320107 |
| — | NATUS MEDICAL INC DEL | 288,000 | $11,362 | 1.3% | $41.33 | — | COM | 639050103 |
| BEN | FRANKLIN RES INC | 303,400 | $11,305 | 1.3% | — | — | Put | 354613101 |
| TILE | INTERFACE INC | 480,642 | $10,786 | 1.3% | $23.77 | +3.4% | COM | 458665304 |
| — | SOLARCITY CORP | 248,100 | $10,596 | 1.2% | — | — | Put | 83416T100 |
| — | TUPPERWARE BRANDS CORP | 201,900 | $9,992 | 1.2% | — | — | Put | 899896104 |
| — | JANUS CAP GROUP INC | 707,600 | $9,623 | 1.1% | — | — | Put | 47102X105 |
| NOC | NORTHROP GRUMMAN CORP | 55,670 | $9,238 | 1.1% | $127.80 | +10.8% | COM | 666807102 |
| CLX | CLOROX CO DEL | 74,900 | $8,653 | 1.0% | $83.86 | 0.0% | COM | 189054109 |
| THRM | GENTHERM INC | 191,656 | $8,609 | 1.0% | $53.00 | -9.6% | COM | 37253A103 |
| ETD | ETHAN ALLEN INTERIORS INC | 303,400 | $8,013 | 0.9% | — | — | Put | 297602104 |
| — | ARRIS GROUP INC NEW | 302,400 | $7,853 | 0.9% | — | — | Call | 04270V106 |
| CCI | CROWN CASTLE INTL CORP NEW | 99,350 | $7,836 | 0.9% | $53.09 | -0.8% | COM | 22822V101 |
| — | G & K SVCS INC | 113,629 | $7,570 | 0.9% | $71.59 | — | CL A | 361268105 |
| — | MACQUARIE INFRASTRUCTURE COR | 101,100 | $7,548 | 0.9% | — | — | Put | 55608B105 |
| COTY | COTY INC | 267,600 | $7,241 | 0.8% | — | — | Put | 222070203 |
| VMC | VULCAN MATLS CO | 80,944 | $7,220 | 0.8% | $72.67 | +17.4% | COM | 929160109 |
| — | MEAD JOHNSON NUTRITION CO | 102,200 | $7,195 | 0.8% | — | — | Call | 582839106 |
| PYPL | PAYPAL HLDGS INC | 229,519 | $7,124 | 0.8% | $35.85 | 0.0% | COM | 70450Y103 |
| GIS | GENERAL MLS INC | 126,100 | $7,078 | 0.8% | $39.98 | 0.0% | COM | 370334104 |
| EBAY | EBAY INC | 282,900 | $6,914 | 0.8% | $22.74 | +5.2% | COM | 278642103 |
| ABT | ABBOTT LABS | 167,500 | $6,737 | 0.8% | $38.80 | 0.0% | COM | 002824100 |
| FICO | FAIR ISAAC CORP | 78,000 | $6,591 | 0.8% | $88.04 | 0.0% | COM | 303250104 |
| CSCO | CISCO SYS INC | 240,100 | $6,303 | 0.7% | $19.57 | 0.0% | COM | 17275R102 |
| — | STERIS CORP | 95,100 | $6,179 | 0.7% | $66.70 | — | COM | 859152100 |
| MDT | MEDTRONIC PLC | 91,000 | $6,092 | 0.7% | $58.10 | -1.9% | SHS | G5960L103 |
| AKAM | AKAMAI TECHNOLOGIES INC | 87,000 | $6,008 | 0.7% | — | — | Call | 00971T101 |
| — | WORLD WRESTLING ENTMT INC | 343,000 | $5,797 | 0.7% | $16.90 | — | CL A | 98156Q108 |
| — | MENS WEARHOUSE INC | 136,200 | $5,791 | 0.7% | — | — | Put | 587118100 |
| AWK | AMERICAN WTR WKS CO INC NEW | 104,904 | $5,778 | 0.7% | $42.74 | -0.0% | COM | 030420103 |
| FAF | FIRST AMERN FINL CORP | 147,100 | $5,747 | 0.7% | $28.11 | 0.0% | COM | 31847R102 |
| — | PENNEY J C INC | 617,600 | $5,738 | 0.7% | — | — | Put | 708160106 |
| EME | EMCOR GROUP INC | 127,908 | $5,660 | 0.7% | $44.50 | +0.3% | COM | 29084Q100 |
| FOSL | FOSSIL GROUP INC | 101,100 | $5,649 | 0.7% | — | — | Put | 34988V106 |
| HOLX | HOLOGIC INC | 144,000 | $5,635 | 0.7% | $39.66 | 0.0% | COM | 436440101 |
| LMT | LOCKHEED MARTIN CORP | 26,200 | $5,432 | 0.6% | $132.02 | +16.6% | COM | 539830109 |
| ENVA | ENOVA INTL INC | 526,400 | $5,380 | 0.6% | — | — | Put | 29357K103 |
| — | UNITED STATES OIL FUND LP | 364,265 | $5,347 | 0.6% | $16.84 | — | UNITS | 91232N108 |
| — | BARD C R INC | 28,500 | $5,310 | 0.6% | $186.32 | — | COM | 067383109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 42,300 | $5,172 | 0.6% | $126.34 | 0.0% | COM | 883556102 |
| — | TUPPERWARE BRANDS CORP | 101,000 | $4,998 | 0.6% | — | — | Call | 899896104 |
| — | B/E AEROSPACE INC | 111,400 | $4,890 | 0.6% | — | — | Call | 073302101 |
| SWKS | SKYWORKS SOLUTIONS INC | 55,600 | $4,682 | 0.5% | $73.93 | 0.0% | COM | 83088M102 |
| TSCO | TRACTOR SUPPLY CO | 55,274 | $4,661 | 0.5% | $15.19 | +0.4% | COM | 892356106 |
| COR | AMERISOURCEBERGEN CORP | 47,643 | $4,526 | 0.5% | $83.00 | -6.6% | COM | 03073E105 |
| A | AGILENT TECHNOLOGIES INC | 130,600 | $4,483 | 0.5% | $36.66 | -5.1% | Call | 00846U101 |
| SWK | STANLEY BLACK & DECKER INC | 45,900 | $4,451 | 0.5% | $78.82 | 0.0% | COM | 854502101 |
| — | AMSURG CORP | 55,942 | $4,347 | 0.5% | $69.95 | — | COM | 03232P405 |
| — | QIAGEN NV | 166,500 | $4,296 | 0.5% | $25.80 | — | REG SHS | N72482107 |
| EA | ELECTRONIC ARTS INC | 59,900 | $4,058 | 0.5% | $68.14 | 0.0% | COM | 285512109 |
| — | TE CONNECTIVITY LTD | 66,700 | $3,995 | 0.5% | $64.15 | — | REG SHS | H84989104 |
| SNA | SNAP ON INC | 26,094 | $3,939 | 0.5% | $120.51 | +4.3% | COM | 833034101 |
| — | CORELOGIC INC | 104,321 | $3,884 | 0.5% | $35.85 | — | COM | 21871D103 |
| — | SINCLAIR BROADCAST GROUP INC | 147,800 | $3,742 | 0.4% | — | — | Put | 829226109 |
| APD | AIR PRODS & CHEMS INC | 28,900 | $3,687 | 0.4% | $98.40 | 0.0% | COM | 009158106 |
| — | DEMANDWARE INC | 71,155 | $3,677 | 0.4% | $71.08 | — | COM | 24802Y105 |
| ADI | ANALOG DEVICES INC | 65,000 | $3,667 | 0.4% | $47.18 | 0.0% | COM | 032654105 |
| — | SEADRILL LIMITED | 583,900 | $3,445 | 0.4% | — | — | Put | G7945E105 |
| — | OUTERWALL INC | 60,000 | $3,416 | 0.4% | — | — | Call | 690070107 |
| RVTY | PERKINELMER INC | 73,840 | $3,394 | 0.4% | $38.47 | +24.9% | COM | 714046109 |
| JBHT | HUNT J B TRANS SVCS INC | 45,851 | $3,274 | 0.4% | $73.05 | -1.7% | COM | 445658107 |
| — | VCA INC | 61,740 | $3,251 | 0.4% | $48.77 | — | COM | 918194101 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 68,100 | $3,233 | 0.4% | $35.48 | 0.0% | COM | 34964C106 |
| — | L BRANDS INC | 35,740 | $3,221 | 0.4% | $86.87 | — | COM | 501797104 |
| — | UNITED STATES STL CORP NEW | 303,400 | $3,161 | 0.4% | — | — | Put | 912909108 |
| — | RESTORATION HARDWARE HLDGS I | 32,800 | $3,061 | 0.4% | $93.32 | — | COM | 761283100 |
| — | NUANCE COMMUNICATIONS INC | 182,500 | $2,988 | 0.3% | — | — | Call | 67020Y100 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,035 | $2,928 | 0.3% | $75.83 | — | COM | 26138E109 |
| WEN | WENDYS CO | 323,740 | $2,800 | 0.3% | $11.02 | -12.0% | COM | 95058W100 |
| ETSY | ETSY INC | 202,200 | $2,768 | 0.3% | — | — | Put | 29786A106 |
| — | PRA HEALTH SCIENCES INC | 70,100 | $2,722 | 0.3% | $38.83 | — | COM | 69354M108 |
| WAB | WABTEC CORP | 30,160 | $2,656 | 0.3% | $78.11 | +15.0% | COM | 929740108 |
| KR | KROGER CO | 68,900 | $2,485 | 0.3% | $30.18 | 0.0% | COM | 501044101 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 41,000 | $2,442 | 0.3% | $31.27 | 0.0% | COM NEW | 457985208 |
| — | SONIC CORP | 103,441 | $2,374 | 0.3% | $28.26 | — | COM | 835451105 |
| — | QUINTILES TRANSNATIO HLDGS I | 32,210 | $2,241 | 0.3% | $63.33 | — | COM | 74876Y101 |
| — | GILEAD SCIENCES INC | 500,000 | $2,143 | 0.2% | $4.31 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | LIVE NATION ENTERTAINMENT IN | 2,055,000 | $2,141 | 0.2% | $1.08 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 490,000 | $2,132 | 0.2% | — | — | Put | 71654V408 |
| KMT | KENNAMETAL INC | 84,300 | $2,098 | 0.2% | — | — | Put | 489170100 |
| PTEN | PATTERSON UTI ENERGY INC | 153,500 | $2,017 | 0.2% | — | — | Put | 703481101 |
| WSO | WATSCO INC | 15,912 | $1,885 | 0.2% | $104.23 | +19.6% | COM | 942622200 |
| — | JARDEN CORP | 1,175,000 | $1,883 | 0.2% | $1.44 | — | NOTE 1.875% 9/1 | 471109AH1 |
| LAD | LITHIA MTRS INC | 17,018 | $1,840 | 0.2% | $112.26 | 0.0% | CL A | 536797103 |
| AMN | AMN HEALTHCARE SERVICES INC | 60,883 | $1,827 | 0.2% | $20.69 | +59.5% | COM | 001744101 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 21,181 | $1,719 | 0.2% | $84.70 | 0.0% | COM | 043436104 |
| — | ELECTRONIC ARTS INC | 775,000 | $1,645 | 0.2% | $2.12 | — | NOTE 0.750% 7/1 | 285512AA7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,700 | $1,604 | 0.2% | $1009.48 | — | PFD CONV SER A | G0177J116 |
| BKD | BROOKDALE SR LIVING INC | 67,323 | $1,546 | 0.2% | $36.63 | -19.4% | COM | 112463104 |
| NEOG | NEOGEN CORP | 29,300 | $1,318 | 0.2% | $19.69 | 0.0% | COM | 640491106 |
| AOS | SMITH A O | 20,131 | $1,312 | 0.2% | $23.46 | +23.1% | COM | 831865209 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,000,000 | $1,292 | 0.2% | $1.54 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | COMCAST CORP NEW | 21,180 | $1,212 | 0.1% | $59.96 | — | CL A SPL | 20030N200 |
| CRL | CHARLES RIV LABS INTL INC | 17,200 | $1,093 | 0.1% | $71.81 | 0.0% | COM | 159864107 |
| JPM | JPMORGAN CHASE & CO | 17,800 | $1,085 | 0.1% | $49.32 | +0.6% | COM | 46625H100 |
| BAC | BANK AMER CORP | 67,760 | $1,056 | 0.1% | $13.25 | +1.5% | COM | 060505104 |
| — | CLOVIS ONCOLOGY INC | 600,000 | $1,002 | 0.1% | $1.67 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | AMERICAN TOWER CORP NEW | 10,000 | $989 | 0.1% | $103.20 | — | PFD CONV SER A | 03027X308 |
| — | CROWN CASTLE INTL CORP NEW | 9,000 | $917 | 0.1% | $102.56 | — | CNV PFD STK SR A | 22822V200 |
| — | AMSURG CORP | 6,000 | $882 | 0.1% | $110.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | DENBURY RES INC | 358,900 | $876 | 0.1% | — | — | Put | 247916208 |
| — | LABORATORY CORP AMER HLDGS | 7,595 | $824 | 0.1% | $125.70 | — | COM NEW | 50540R409 |
| — | CYRUSONE INC | 25,000 | $817 | 0.1% | $32.68 | — | COM | 23283R100 |
| — | FRONTIER COMMUNICATIONS CORP | 8,250 | $768 | 0.1% | $93.09 | — | PFD CONV SER-A | 35906A207 |
| VZ | VERIZON COMMUNICATIONS INC | 10,200 | $444 | 0.1% | $27.78 | -2.8% | COM | 92343V104 |
| CHMI | CHERRY HILL MTG INVT CORP | 29,125 | $444 | 0.1% | $18.67 | — | COM | 164651101 |
| EQIX | EQUINIX INC | 1,110 | $303 | 0.0% | $215.15 | 0.0% | COM PAR $0.001 | 29444U700 |
| — | VEREIT INC | 31,300 | $242 | 0.0% | $7.73 | — | COM | 92339V100 |
| GLPI | GAMING & LEISURE PPTYS INC | 7,665 | $228 | 0.0% | $29.75 | — | COM | 36467J108 |