CIK: 0001610880 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $1,824,015 (92.4% shares, 7.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 278,000 | $62,141 | 3.4% | — | — | Put | 78462F103 |
| IWM | ISHARES TR | 190,000 | $25,622 | 1.4% | $114.98 | — | Put | 464287655 |
| IYR | ISHARES TR | 319,455 | $24,579 | 1.3% | $81.70 | — | U.S. REAL ES ETF | 464287739 |
| — | ADVANCED MICRO DEVICES INC | 12,795,000 | $20,174 | 1.1% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| MGM | MGM RESORTS INTERNATIONAL | 680,410 | $19,616 | 1.1% | $23.87 | +9.6% | COM | 552953101 |
| MAR | MARRIOTT INTL INC NEW | 204,164 | $16,880 | 0.9% | $68.62 | +1.1% | CL A | 571903202 |
| HAL | HALLIBURTON CO | 303,218 | $16,401 | 0.9% | $32.87 | +26.9% | COM | 406216101 |
| YUM | YUM BRANDS INC | 255,753 | $16,197 | 0.9% | $53.56 | -0.5% | COM | 988498101 |
| CME | CME GROUP INC | 138,593 | $15,987 | 0.9% | $72.90 | +7.8% | COM | 12572Q105 |
| WCN | WASTE CONNECTIONS INC | 201,887 | $15,866 | 0.9% | $47.42 | 0.0% | COM | 94106B101 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 1,777,177 | $15,657 | 0.9% | $8.81 | — | SP ADR NON VTG | 71654V101 |
| AIG | AMERICAN INTL GROUP INC | 239,422 | $15,637 | 0.9% | $44.23 | +12.6% | COM NEW | 026874784 |
| — | CARDTRONICS INC | 13,110,000 | $15,459 | 0.8% | $1.08 | — | NOTE 1.000%12/0 | 14161HAG3 |
| HUBB | HUBBELL INC | 127,303 | $14,856 | 0.8% | $90.77 | 0.0% | COM | 443510607 |
| NSC | NORFOLK SOUTHERN CORP | 129,731 | $14,020 | 0.8% | $70.31 | +19.5% | COM | 655844108 |
| KHC | KRAFT HEINZ CO | 155,206 | $13,553 | 0.7% | $55.74 | +1.3% | COM | 500754106 |
| DOV | DOVER CORP | 179,081 | $13,419 | 0.7% | $48.50 | +2.6% | COM | 260003108 |
| RHI | ROBERT HALF INTL INC | 273,014 | $13,318 | 0.7% | $42.83 | 0.0% | COM | 770323103 |
| HSY | HERSHEY CO | 128,617 | $13,303 | 0.7% | $79.42 | +0.1% | COM | 427866108 |
| AMH | AMERICAN HOMES 4 RENT | 633,698 | $13,295 | 0.7% | $16.37 | — | CL A | 02665T306 |
| DRH | DIAMONDROCK HOSPITALITY CO | 1,068,585 | $12,321 | 0.7% | $11.53 | — | COM | 252784301 |
| BIO | BIO RAD LABS INC | 66,270 | $12,080 | 0.7% | $169.96 | +0.3% | CL A | 090572207 |
| — | SUNTRUST BKS INC | 219,023 | $12,013 | 0.7% | $54.85 | — | COM | 867914103 |
| CPB | CAMPBELL SOUP CO | 196,414 | $11,877 | 0.7% | $42.02 | -0.8% | COM | 134429109 |
| NXST | NEXSTAR BROADCASTING GROUP I | 184,282 | $11,665 | 0.6% | $42.67 | +4.7% | CL A | 65336K103 |
| CF | CF INDS HLDGS INC | 366,595 | $11,540 | 0.6% | $21.09 | 0.0% | COM | 125269100 |
| ASH | ASHLAND GLOBAL HLDGS INC | 105,128 | $11,489 | 0.6% | $47.40 | 0.0% | COM | 044186104 |
| — | RSP PERMIAN INC | 254,095 | $11,338 | 0.6% | $38.74 | — | COM | 74978Q105 |
| — | CARRIAGE SVCS INC | 8,073,000 | $10,915 | 0.6% | $1.60 | — | NOTE 2.750% 3/1 | 143905AM9 |
| LAD | LITHIA MTRS INC | 112,285 | $10,873 | 0.6% | $86.98 | +5.4% | CL A | 536797103 |
| — | THERAVANCE BIOPHARMA INC | 9,167,000 | $10,570 | 0.6% | $1.15 | — | NOTE 3.250%11/0 | 88339KAA0 |
| CHD | CHURCH & DWIGHT INC | 236,690 | $10,459 | 0.6% | $40.50 | 0.0% | COM | 171340102 |
| — | U S SILICA HLDGS INC | 183,520 | $10,402 | 0.6% | $36.19 | — | COM | 90346E103 |
| — | VERISIGN INC | 4,630,000 | $10,314 | 0.6% | $5.80 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | HD SUPPLY HLDGS INC | 240,606 | $10,228 | 0.6% | $41.96 | — | COM | 40416M105 |
| — | GENESEE & WYO INC | 143,559 | $9,964 | 0.5% | $69.16 | — | CL A | 371559105 |
| SJM | SMUCKER J M CO | 76,647 | $9,815 | 0.5% | $97.73 | -0.1% | COM NEW | 832696405 |
| — | MEREDITH CORP | 160,015 | $9,465 | 0.5% | $59.15 | — | COM | 589433101 |
| — | PRICELINE GRP INC | 5,846,000 | $9,205 | 0.5% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BAKER HUGHES INC | 135,923 | $8,831 | 0.5% | $49.87 | — | COM | 057224107 |
| CHTR | CHARTER COMMUNICATIONS INC N | 30,588 | $8,807 | 0.5% | $233.31 | +15.4% | CL A | 16119P108 |
| — | TESARO INC | 2,260,000 | $8,771 | 0.5% | $2.51 | — | NOTE 3.000%10/0 | 881569AA5 |
| DAL | DELTA AIR LINES INC DEL | 178,011 | $8,756 | 0.5% | $33.89 | +20.7% | COM NEW | 247361702 |
| HLT | HILTON WORLDWIDE HLDGS INC | 320,830 | $8,727 | 0.5% | $48.37 | 0.0% | WHEN ISSUED | 43300A203 |
| — | PINNACLE FOODS INC DEL | 163,093 | $8,717 | 0.5% | $50.17 | — | COM | 72348P104 |
| MGM | MGM RESORTS INTERNATIONAL | 300,000 | $8,649 | 0.5% | $23.87 | +9.6% | Call | 552953101 |
| — | TWENTY FIRST CENTY FOX INC | 317,331 | $8,647 | 0.5% | $27.01 | — | CL B | 90130A200 |
| SHW | SHERWIN WILLIAMS CO | 31,921 | $8,578 | 0.5% | $82.62 | -1.5% | COM | 824348106 |
| — | ENSCO PLC | 875,964 | $8,514 | 0.5% | $9.02 | — | SHS CLASS A | G3157S106 |
| AME | AMETEK INC NEW | 173,193 | $8,417 | 0.5% | $44.89 | -0.7% | COM | 031100100 |
| — | DYNEGY INC NEW DEL | 135,000 | $8,374 | 0.5% | $1.08 | — | UNIT 07/01/20191 | 26817R405 |
| — | FMC TECHNOLOGIES INC | 234,192 | $8,321 | 0.5% | $35.35 | — | COM | 30249U101 |
| IBB | ISHARES TR | 30,933 | $8,209 | 0.5% | $265.38 | — | NASDQ BIOTEC ETF | 464287556 |
| ETN | EATON CORP PLC | 121,163 | $8,129 | 0.4% | $54.15 | 0.0% | SHS | G29183103 |
| VMC | VULCAN MATLS CO | 63,800 | $7,985 | 0.4% | $108.68 | +2.8% | COM | 929160109 |
| — | DOW CHEM CO | 139,000 | $7,954 | 0.4% | $51.83 | — | COM | 260543103 |
| LUV | SOUTHWEST AIRLS CO | 159,593 | $7,954 | 0.4% | $35.20 | +14.1% | COM | 844741108 |
| FDX | FEDEX CORP | 41,849 | $7,792 | 0.4% | $139.18 | +13.8% | COM | 31428X106 |
| — | ELDORADO GOLD CORP NEW | 2,380,780 | $7,666 | 0.4% | $3.22 | — | COM | 284902103 |
| ABM | ABM INDS INC | 187,688 | $7,665 | 0.4% | $33.86 | 0.0% | COM | 000957100 |
| COP | CONOCOPHILLIPS | 150,595 | $7,551 | 0.4% | $32.87 | +5.8% | COM | 20825C104 |
| — | OASIS PETE INC NEW | 488,725 | $7,399 | 0.4% | $10.28 | — | COM | 674215108 |
| VLY | VALLEY NATL BANCORP | 623,342 | $7,256 | 0.4% | $9.92 | +7.8% | COM | 919794107 |
| — | NABORS INDUSTRIES LTD | 441,111 | $7,234 | 0.4% | $10.85 | — | SHS | G6359F103 |
| — | SPIRIT AIRLS INC | 124,580 | $7,208 | 0.4% | $49.43 | — | COM | 848577102 |
| GWW | GRAINGER W W INC | 29,962 | $6,959 | 0.4% | $194.73 | -0.3% | COM | 384802104 |
| FXI | ISHARES TR | 200,000 | $6,942 | 0.4% | — | — | Put | 464287184 |
| — | TTM TECHNOLOGIES INC | 4,500,000 | $6,863 | 0.4% | $1.07 | — | NOTE 1.750%12/1 | 87305RAD1 |
| VLO | VALERO ENERGY CORP NEW | 100,000 | $6,832 | 0.4% | $42.78 | 0.0% | Put | 91913Y100 |
| — | MOLINA HEALTHCARE INC | 4,750,000 | $6,826 | 0.4% | $6.33 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| FANG | DIAMONDBACK ENERGY INC | 67,234 | $6,795 | 0.4% | $68.48 | +12.7% | COM | 25278X109 |
| PCAR | PACCAR INC | 104,437 | $6,674 | 0.4% | $28.43 | 0.0% | COM | 693718108 |
| — | SWIFT TRANSN CO | 267,705 | $6,521 | 0.4% | $24.36 | — | CL A | 87074U101 |
| LNC | LINCOLN NATL CORP IND | 98,070 | $6,499 | 0.4% | $39.10 | +3.9% | COM | 534187109 |
| — | GRACE W R & CO DEL NEW | 95,443 | $6,456 | 0.4% | $67.64 | — | COM | 38388F108 |
| CMCSA | COMCAST CORP NEW | 93,173 | $6,434 | 0.4% | $25.29 | +6.0% | CL A | 20030N101 |
| — | JACOBS ENGR GROUP INC DEL | 112,367 | $6,405 | 0.4% | $57.00 | — | COM | 469814107 |
| JPM | JPMORGAN CHASE & CO | 74,088 | $6,393 | 0.4% | $47.55 | +26.0% | COM | 46625H100 |
| — | PACWEST BANCORP DEL | 116,693 | $6,353 | 0.3% | $42.27 | — | COM | 695263103 |
| — | GENERAL ELECTRIC CO | 200,873 | $6,348 | 0.3% | $31.25 | — | COM | 369604103 |
| C | CITIGROUP INC | 106,486 | $6,328 | 0.3% | $40.63 | 0.0% | COM NEW | 172967424 |
| — | NEWFIELD EXPL CO | 156,210 | $6,327 | 0.3% | $40.25 | — | COM | 651290108 |
| AMZN | AMAZON COM INC | 8,426 | $6,318 | 0.3% | $32.52 | +20.5% | COM | 023135106 |
| HUN | HUNTSMAN CORP | 329,453 | $6,286 | 0.3% | $18.16 | 0.0% | COM | 447011107 |
| VOYA | VOYA FINL INC | 159,869 | $6,270 | 0.3% | $31.62 | 0.0% | COM | 929089100 |
| EOG | EOG RES INC | 61,664 | $6,234 | 0.3% | $63.95 | +13.2% | COM | 26875P101 |
| — | UNITED TECHNOLOGIES CORP | 55,422 | $6,075 | 0.3% | $109.61 | — | COM | 913017109 |
| DVN | DEVON ENERGY CORP NEW | 132,967 | $6,073 | 0.3% | $25.69 | +21.2% | COM | 25179M103 |
| ROST | ROSS STORES INC | 91,415 | $5,997 | 0.3% | $55.94 | +6.8% | COM | 778296103 |
| URI | UNITED RENTALS INC | 56,557 | $5,971 | 0.3% | $80.58 | +9.4% | COM | 911363109 |
| POST | POST HLDGS INC | 74,216 | $5,966 | 0.3% | $50.77 | -0.5% | COM | 737446104 |
| DG | DOLLAR GEN CORP NEW | 80,000 | $5,926 | 0.3% | $74.64 | -13.1% | Call | 256677105 |
| MS | MORGAN STANLEY | 139,924 | $5,912 | 0.3% | $23.14 | +26.0% | COM NEW | 617446448 |
| — | ARCELORMITTAL SA LUXEMBOURG | 804,579 | $5,873 | 0.3% | $7.30 | — | NY REGISTRY SH | 03938L104 |
| FIS | FIDELITY NATL INFORMATION SV | 77,347 | $5,851 | 0.3% | $65.98 | -1.5% | COM | 31620M106 |
| — | CANADIAN PAC RY LTD | 39,995 | $5,710 | 0.3% | $133.76 | — | COM | 13645T100 |
| MA | MASTERCARD INCORPORATED | 54,290 | $5,605 | 0.3% | $91.62 | +7.3% | CL A | 57636Q104 |
| TSCO | TRACTOR SUPPLY CO | 73,263 | $5,554 | 0.3% | $12.32 | 0.0% | COM | 892356106 |
| SMH | VANECK VECTORS ETF TR | 77,145 | $5,527 | 0.3% | $69.85 | — | SEMICONDUCTOR ET | 92189F676 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 622,250 | $5,488 | 0.3% | $7.33 | +31.6% | COM | 42330P107 |
| — | TESLA MTRS INC | 6,324,000 | $5,474 | 0.3% | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 150,000 | $5,438 | 0.3% | $46.00 | — | Call | 881624209 |
| COF | CAPITAL ONE FINL CORP | 62,282 | $5,433 | 0.3% | $65.63 | +4.8% | COM | 14040H105 |
| — | CIT GROUP INC | 125,000 | $5,335 | 0.3% | $42.68 | — | Put | 125581801 |
| — | POTASH CORP SASK INC | 293,907 | $5,317 | 0.3% | $17.93 | — | COM | 73755L107 |
| GTLS | CHART INDS INC | 146,925 | $5,292 | 0.3% | $25.94 | +31.4% | COM PAR $0.01 | 16115Q308 |
| DAN | DANA INCORPORATED | 278,546 | $5,287 | 0.3% | $13.83 | 0.0% | COM | 235825205 |
| MCD | MCDONALDS CORP | 42,552 | $5,179 | 0.3% | $94.35 | -0.1% | COM | 580135101 |
| MAS | MASCO CORP | 162,198 | $5,129 | 0.3% | $27.95 | 0.0% | COM | 574599106 |
| — | QUINTILES IMS HOLDINGS INC | 65,976 | $5,017 | 0.3% | $77.85 | — | COM | 74876Y101 |
| — | KAPSTONE PAPER & PACKAGING C | 227,234 | $5,011 | 0.3% | $18.13 | — | COM | 48562P103 |
| — | IHS MARKIT LTD | 141,514 | $5,011 | 0.3% | $35.41 | — | SHS | G47567105 |
| CTRA | CABOT OIL & GAS CORP | 211,980 | $4,952 | 0.3% | $16.40 | 0.0% | COM | 127097103 |
| — | GREAT PLAINS ENERGY INC | 96,770 | $4,897 | 0.3% | $50.60 | — | DEP SHS 1/20 B | 391164878 |
| PTEN | PATTERSON UTI ENERGY INC | 181,094 | $4,875 | 0.3% | $21.76 | +13.5% | COM | 703481101 |
| CMP | COMPASS MINERALS INTL INC | 61,576 | $4,824 | 0.3% | $57.67 | 0.0% | COM | 20451N101 |
| — | OWENS ILL INC | 274,004 | $4,770 | 0.3% | $17.25 | — | COM NEW | 690768403 |
| — | MONSANTO CO NEW | 44,811 | $4,715 | 0.3% | $103.41 | — | COM | 61166W101 |
| FAST | FASTENAL CO | 100,314 | $4,713 | 0.3% | $8.65 | 0.0% | COM | 311900104 |
| BA | BOEING CO | 30,000 | $4,670 | 0.3% | $117.53 | +14.9% | Put | 097023105 |
| — | INTEROIL CORP | 97,550 | $4,641 | 0.3% | $47.39 | — | COM | 460951106 |
| — | XEROX CORP | 525,251 | $4,585 | 0.3% | $10.13 | — | COM | 984121103 |
| TEX | TEREX CORP NEW | 142,645 | $4,498 | 0.2% | $27.74 | 0.0% | COM | 880779103 |
| — | INTERDIGITAL INC | 3,307,000 | $4,489 | 0.2% | $1.36 | — | NOTE 1.500% 3/0 | 458660AD9 |
| CSCO | CISCO SYS INC | 148,457 | $4,486 | 0.2% | $23.05 | 0.0% | COM | 17275R102 |
| — | ANADARKO PETE CORP | 64,326 | $4,485 | 0.2% | $59.52 | — | COM | 032511107 |
| SM | SM ENERGY CO | 130,034 | $4,484 | 0.2% | $30.03 | +7.6% | COM | 78454L100 |
| — | SUPERIOR ENERGY SVCS INC | 265,406 | $4,480 | 0.2% | $18.03 | — | COM | 868157108 |
| MMM | 3M CO | 25,000 | $4,464 | 0.2% | $106.20 | 0.0% | Call | 88579Y101 |
| WMB | WILLIAMS COS INC DEL | 143,088 | $4,456 | 0.2% | $16.23 | +14.3% | COM | 969457100 |
| JCI | JOHNSON CTLS INTL PLC | 108,085 | $4,452 | 0.2% | $33.21 | +3.3% | SHS | G51502105 |
| — | LEGG MASON INC | 148,254 | $4,434 | 0.2% | $30.80 | — | COM | 524901105 |
| SEE | SEALED AIR CORP NEW | 97,569 | $4,424 | 0.2% | $39.16 | 0.0% | COM | 81211K100 |
| — | BLACKROCK INC | 11,623 | $4,423 | 0.2% | $362.43 | — | COM | 09247X101 |
| — | RAYTHEON CO | 31,096 | $4,416 | 0.2% | $139.93 | — | COM NEW | 755111507 |
| RES | RPC INC | 221,561 | $4,389 | 0.2% | $13.17 | +23.5% | COM | 749660106 |
| CNI | CANADIAN NATL RY CO | 65,000 | $4,381 | 0.2% | $55.82 | 0.0% | COM | 136375102 |
| — | INTERXION HOLDING N.V | 124,195 | $4,356 | 0.2% | $36.52 | — | SHS | N47279109 |
| INCY | INCYTE CORP | 42,716 | $4,283 | 0.2% | $97.56 | 0.0% | COM | 45337C102 |
| — | HD SUPPLY HLDGS INC | 100,000 | $4,251 | 0.2% | $41.96 | — | Call | 40416M105 |
| — | NEVSUN RES LTD | 1,375,000 | $4,249 | 0.2% | $3.09 | — | COM | 64156L101 |
| KEY | KEYCORP NEW | 230,479 | $4,211 | 0.2% | $9.14 | +17.1% | COM | 493267108 |
| EZA | ISHARES | 80,000 | $4,189 | 0.2% | $52.36 | — | MSCI STH AFR ETF | 464286780 |
| HBAN | HUNTINGTON BANCSHARES INC | 314,083 | $4,152 | 0.2% | $7.67 | +3.2% | COM | 446150104 |
| — | CALLON PETE CO DEL | 268,989 | $4,134 | 0.2% | $15.69 | — | COM | 13123X102 |
| STT | STATE STR CORP | 52,829 | $4,106 | 0.2% | $49.26 | +16.8% | COM | 857477103 |
| DVA | DAVITA INC | 63,655 | $4,087 | 0.2% | $62.28 | 0.0% | COM | 23918K108 |
| KMT | KENNAMETAL INC | 130,457 | $4,078 | 0.2% | $20.18 | +21.4% | COM | 489170100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 85,179 | $4,059 | 0.2% | $35.44 | +6.2% | COM | 416515104 |
| BJRI | BJS RESTAURANTS INC | 102,553 | $4,030 | 0.2% | $36.27 | 0.0% | COM | 09180C106 |
| — | SYNOVUS FINL CORP | 98,100 | $4,030 | 0.2% | $29.83 | — | COM NEW | 87161C501 |
| RY | ROYAL BK CDA MONTREAL QUE | 59,454 | $4,026 | 0.2% | $64.82 | 0.0% | COM | 780087102 |
| NTAP | NETAPP INC | 111,954 | $3,949 | 0.2% | $27.72 | 0.0% | COM | 64110D104 |
| PCH | POTLATCH CORP NEW | 91,818 | $3,824 | 0.2% | $39.99 | — | COM | 737630103 |
| ORCL | ORACLE CORP | 99,238 | $3,816 | 0.2% | $35.08 | -2.7% | COM | 68389X105 |
| RNST | RENASANT CORP | 90,143 | $3,806 | 0.2% | $37.92 | 0.0% | COM | 75970E107 |
| TXRH | TEXAS ROADHOUSE INC | 78,701 | $3,797 | 0.2% | $37.83 | 0.0% | COM | 882681109 |
| STWD | STARWOOD PPTY TR INC | 171,972 | $3,775 | 0.2% | $21.95 | — | COM | 85571B105 |
| WCC | WESCO INTL INC | 56,208 | $3,741 | 0.2% | $61.73 | 0.0% | COM | 95082P105 |
| GLW | CORNING INC | 152,669 | $3,705 | 0.2% | $18.29 | +1.9% | COM | 219350105 |
| WY | WEYERHAEUSER CO | 121,951 | $3,670 | 0.2% | $21.74 | -0.3% | COM | 962166104 |
| RNR | RENAISSANCERE HOLDINGS LTD | 26,702 | $3,637 | 0.2% | $117.66 | +8.9% | COM | G7496G103 |
| ZION | ZIONS BANCORPORATION | 84,375 | $3,632 | 0.2% | $36.84 | 0.0% | COM | 989701107 |
| UA | UNDER ARMOUR INC | 141,099 | $3,551 | 0.2% | $32.18 | -14.0% | CL C | 904311206 |
| FMC | F M C CORP | 62,346 | $3,526 | 0.2% | $27.69 | +32.7% | COM NEW | 302491303 |
| HUBB | HUBBELL INC | 30,000 | $3,501 | 0.2% | $90.77 | 0.0% | Call | 443510607 |
| LOW | LOWES COS INC | 47,752 | $3,396 | 0.2% | $62.54 | -4.4% | COM | 548661107 |
| — | FAIRMOUNT SANTROL HLDGS INC | 284,830 | $3,358 | 0.2% | $11.03 | — | COM | 30555Q108 |
| — | AVANGRID INC | 88,018 | $3,334 | 0.2% | $42.33 | — | COM | 05351W103 |
| SNA | SNAP ON INC | 19,366 | $3,317 | 0.2% | $129.14 | +0.7% | COM | 833034101 |
| SCHW | SCHWAB CHARLES CORP NEW | 81,992 | $3,236 | 0.2% | $25.96 | +22.4% | COM | 808513105 |
| — | WHOLE FOODS MKT INC | 104,956 | $3,228 | 0.2% | $30.89 | — | COM | 966837106 |
| — | REYNOLDS AMERICAN INC | 57,324 | $3,212 | 0.2% | $53.67 | — | COM | 761713106 |
| NOC | NORTHROP GRUMMAN CORP | 13,646 | $3,174 | 0.2% | $168.19 | +19.3% | COM | 666807102 |
| — | CONSTELLIUM NV | 537,289 | $3,170 | 0.2% | $6.36 | — | CL A | N22035104 |
| CSX | CSX CORP | 88,194 | $3,169 | 0.2% | $8.22 | +20.3% | COM | 126408103 |
| SPGI | S&P GLOBAL INC | 29,205 | $3,141 | 0.2% | $109.91 | 0.0% | COM | 78409V104 |
| — | LYON WILLIAM HOMES | 164,050 | $3,122 | 0.2% | $19.03 | — | CL A NEW | 552074700 |
| — | CTRIP COM INTL LTD | 3,000,000 | $3,120 | 0.2% | $1.04 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | RED HAT INC | 44,717 | $3,117 | 0.2% | $70.18 | — | COM | 756577102 |
| KMI | KINDER MORGAN INC DEL | 150,000 | $3,107 | 0.2% | $13.06 | +0.3% | Put | 49456B101 |
| KMI | KINDER MORGAN INC DEL | 150,000 | $3,107 | 0.2% | $13.06 | +0.3% | Call | 49456B101 |
| PH | PARKER HANNIFIN CORP | 22,009 | $3,081 | 0.2% | $115.62 | 0.0% | COM | 701094104 |
| HUM | HUMANA INC | 14,929 | $3,046 | 0.2% | $170.01 | +4.0% | COM | 444859102 |
| F | FORD MTR CO DEL | 250,000 | $3,033 | 0.2% | — | — | Call | 345370860 |
| NBIS | YANDEX N V | 150,000 | $3,020 | 0.2% | $20.13 | — | SHS CLASS A | N97284108 |
| PAAS | PAN AMERICAN SILVER CORP | 200,000 | $3,014 | 0.2% | $15.67 | +2.8% | COM | 697900108 |
| TOL | TOLL BROTHERS INC | 96,779 | $3,000 | 0.2% | $29.64 | 0.0% | COM | 889478103 |
| RCI | ROGERS COMMUNICATIONS INC | 76,721 | $2,960 | 0.2% | $39.48 | 0.0% | CL B | 775109200 |
| UPS | UNITED PARCEL SERVICE INC | 25,782 | $2,956 | 0.2% | $78.81 | +1.9% | CL B | 911312106 |
| ACN | ACCENTURE PLC IRELAND | 25,000 | $2,928 | 0.2% | $101.40 | +1.8% | SHS CLASS A | G1151C101 |
| — | CRANE CO | 40,395 | $2,913 | 0.2% | $72.11 | — | COM | 224399105 |
| — | E TRADE FINANCIAL CORP | 83,769 | $2,903 | 0.2% | $34.65 | — | COM NEW | 269246401 |
| HON | HONEYWELL INTL INC | 25,000 | $2,896 | 0.2% | $81.99 | +2.7% | Call | 438516106 |
| — | CYRUSONE INC | 64,727 | $2,895 | 0.2% | $44.73 | — | COM | 23283R100 |
| CRM | SALESFORCE COM INC | 42,069 | $2,880 | 0.2% | $72.99 | -1.8% | COM | 79466L302 |
| — | DEPOMED INC | 2,500,000 | $2,875 | 0.2% | $0.69 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | ARBOR RLTY TR INC | 2,800,000 | $2,843 | 0.2% | $1.02 | — | NOTE 6.500%10/0 | 038923AA6 |
| CAT | CATERPILLAR INC DEL | 30,000 | $2,782 | 0.2% | — | — | Put | 149123101 |
| SITE | SITEONE LANDSCAPE SUPPLY INC | 80,000 | $2,778 | 0.2% | $33.56 | 0.0% | COM | 82982L103 |
| — | NATIONAL OILWELL VARCO INC | 73,681 | $2,759 | 0.2% | $37.45 | — | COM | 637071101 |
| AMT | AMERICAN TOWER CORP NEW | 26,096 | $2,758 | 0.2% | $86.33 | 0.0% | COM | 03027X100 |
| DHI | D R HORTON INC | 100,866 | $2,757 | 0.2% | $25.83 | -0.1% | COM | 23331A109 |
| ROP | ROPER TECHNOLOGIES INC | 15,000 | $2,746 | 0.2% | $165.03 | +2.9% | COM | 776696106 |
| FISV | FISERV INC | 25,673 | $2,729 | 0.1% | $52.44 | -2.1% | COM | 337738108 |
| NEM | NEWMONT MINING CORP | 80,000 | $2,726 | 0.1% | $28.97 | -7.2% | COM | 651639106 |
| WOR | WORTHINGTON INDS INC | 57,428 | $2,724 | 0.1% | $32.18 | 0.0% | COM | 981811102 |
| FITB | FIFTH THIRD BANCORP | 100,000 | $2,697 | 0.1% | $17.29 | 0.0% | COM | 316773100 |
| — | LIBERTY INTERACTIVE CORP | 72,578 | $2,676 | 0.1% | $36.87 | — | LBT VEN COM A NE | 53071M856 |
| OKE | ONEOK INC NEW | 46,365 | $2,662 | 0.1% | $30.05 | 0.0% | COM | 682680103 |
| EWY | ISHARES | 50,000 | $2,661 | 0.1% | — | — | Put | 464286772 |
| — | MARATHON OIL CORP | 152,418 | $2,638 | 0.1% | $12.66 | — | COM | 565849106 |
| — | WEBMD HEALTH CORP | 52,961 | $2,625 | 0.1% | $49.63 | — | COM | 94770V102 |
| BBD | BANCO BRADESCO S A | 300,766 | $2,620 | 0.1% | $7.56 | — | SP ADR PFD NEW | 059460303 |
| V | VISA INC | 33,475 | $2,612 | 0.1% | $74.42 | +1.4% | COM CL A | 92826C839 |
| PFE | PFIZER INC | 80,012 | $2,599 | 0.1% | $20.75 | -1.2% | COM | 717081103 |
| — | CBS CORP NEW | 40,796 | $2,595 | 0.1% | $54.19 | — | CL B | 124857202 |
| CTAS | CINTAS CORP | 21,856 | $2,526 | 0.1% | $22.45 | +14.0% | COM | 172908105 |
| — | TIMKENSTEEL CORP | 1,690,000 | $2,472 | 0.1% | $1.09 | — | NOTE 6.000% 6/0 | 887399AA1 |
| FCX | FREEPORT-MCMORAN INC | 185,856 | $2,451 | 0.1% | $11.28 | +2.9% | CL B | 35671D857 |
| GOOGL | ALPHABET INC | 3,078 | $2,439 | 0.1% | $36.89 | +7.6% | CAP STK CL A | 02079K305 |
| — | UNITED STATES STL CORP NEW | 73,416 | $2,423 | 0.1% | $26.87 | — | COM | 912909108 |
| HD | HOME DEPOT INC | 18,031 | $2,418 | 0.1% | $103.40 | 0.0% | COM | 437076102 |
| — | EXPRESS SCRIPTS HLDG CO | 35,123 | $2,416 | 0.1% | $68.77 | — | COM | 30219G108 |
| GGG | GRACO INC | 29,066 | $2,415 | 0.1% | $23.37 | 0.0% | COM | 384109104 |
| LNN | LINDSAY CORP | 32,139 | $2,398 | 0.1% | $70.14 | +1.3% | COM | 535555106 |
| CHRW | C H ROBINSON WORLDWIDE INC | 32,500 | $2,381 | 0.1% | $58.26 | 0.0% | COM NEW | 12541W209 |
| — | YAHOO INC | 60,771 | $2,350 | 0.1% | $43.10 | — | COM | 984332106 |
| KEX | KIRBY CORP | 35,000 | $2,328 | 0.1% | $63.22 | 0.0% | COM | 497266106 |
| CNP | CENTERPOINT ENERGY INC | 93,491 | $2,304 | 0.1% | $17.54 | 0.0% | COM | 15189T107 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 53,758 | $2,286 | 0.1% | $40.13 | -0.2% | SHS | G66721104 |
| AYI | ACUITY BRANDS INC | 9,891 | $2,283 | 0.1% | $235.37 | 0.0% | COM | 00508Y102 |
| — | ACORDA THERAPEUTICS INC | 2,990,000 | $2,272 | 0.1% | $0.89 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| SYK | STRYKER CORP | 18,901 | $2,265 | 0.1% | $103.92 | 0.0% | COM | 863667101 |
| DG | DOLLAR GEN CORP NEW | 30,000 | $2,222 | 0.1% | $74.64 | -13.1% | Put | 256677105 |
| TJX | TJX COS INC NEW | 29,473 | $2,214 | 0.1% | $33.23 | 0.0% | COM | 872540109 |
| SYY | SYSCO CORP | 39,790 | $2,203 | 0.1% | $40.96 | 0.0% | COM | 871829107 |
| — | MEDIDATA SOLUTIONS INC | 2,000,000 | $2,175 | 0.1% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| VRSN | VERISIGN INC | 28,365 | $2,158 | 0.1% | $78.37 | 0.0% | COM | 92343E102 |
| META | FACEBOOK INC | 18,570 | $2,136 | 0.1% | $92.17 | +32.3% | CL A | 30303M102 |
| — | CIT GROUP INC | 50,000 | $2,134 | 0.1% | $42.68 | — | Call | 125581801 |
| NJR | NEW JERSEY RES | 59,905 | $2,127 | 0.1% | $25.01 | 0.0% | COM | 646025106 |
| — | HD SUPPLY HLDGS INC | 50,000 | $2,126 | 0.1% | $41.96 | — | Put | 40416M105 |
| LMT | LOCKHEED MARTIN CORP | 8,500 | $2,124 | 0.1% | $194.84 | +0.6% | COM | 539830109 |
| TGT | TARGET CORP | 29,309 | $2,117 | 0.1% | $55.94 | -1.0% | COM | 87612E106 |
| AAPL | APPLE INC | 18,262 | $2,115 | 0.1% | $23.87 | +9.3% | COM | 037833100 |
| — | CLIFFS NAT RES INC | 250,000 | $2,103 | 0.1% | $8.41 | — | COM | 18683K101 |
| — | ANGLOGOLD ASHANTI LTD | 200,000 | $2,102 | 0.1% | $10.51 | — | SPONSORED ADR | 035128206 |
| — | ULTIMATE SOFTWARE GROUP INC | 11,462 | $2,090 | 0.1% | $187.59 | — | COM | 90385D107 |
| WAB | WABTEC CORP | 24,723 | $2,053 | 0.1% | $76.83 | +1.7% | COM | 929740108 |
| — | LIBERTY MEDIA CORP DELAWARE | 59,000 | $2,037 | 0.1% | $32.64 | — | COM A SIRIUSXM | 531229409 |
| NKE | NIKE INC | 39,881 | $2,027 | 0.1% | $45.58 | 0.0% | CL B | 654106103 |
| — | FORUM ENERGY TECHNOLOGIES IN | 91,700 | $2,017 | 0.1% | $18.04 | — | COM | 34984V100 |
| FCX | FREEPORT-MCMORAN INC | 150,000 | $1,979 | 0.1% | $11.28 | +2.9% | Call | 35671D857 |
| DUK | DUKE ENERGY CORP NEW | 25,469 | $1,977 | 0.1% | $53.27 | -1.1% | COM NEW | 26441C204 |
| — | DELL TECHNOLOGIES INC | 35,800 | $1,968 | 0.1% | $54.97 | — | COM CL V | 24703L103 |
| — | STERICYCLE INC | 25,384 | $1,956 | 0.1% | $77.06 | — | COM | 858912108 |
| — | SVB FINL GROUP | 11,255 | $1,932 | 0.1% | $171.66 | — | COM | 78486Q101 |
| JNJ | JOHNSON & JOHNSON | 16,767 | $1,932 | 0.1% | $93.58 | -4.1% | COM | 478160104 |
| IT | GARTNER INC | 19,101 | $1,931 | 0.1% | $96.64 | 0.0% | COM | 366651107 |
| — | CAPITAL BK FINL CORP | 49,051 | $1,925 | 0.1% | $39.24 | — | CL A COM | 139794101 |
| — | CIGNA CORPORATION | 14,353 | $1,915 | 0.1% | $132.97 | — | COM | 125509109 |
| NXPI | NXP SEMICONDUCTORS N V | 19,505 | $1,912 | 0.1% | $85.40 | +3.4% | COM | N6596X109 |
| NNN | NATIONAL RETAIL PPTYS INC | 43,151 | $1,907 | 0.1% | $45.09 | — | COM | 637417106 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 25,000 | $1,905 | 0.1% | $76.20 | — | SPON ADR UNITS | 344419106 |
| — | VITAMIN SHOPPE INC | 2,050,000 | $1,891 | 0.1% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | TIME WARNER INC | 19,569 | $1,889 | 0.1% | $77.58 | — | COM NEW | 887317303 |
| — | AK STL HLDG CORP | 184,174 | $1,880 | 0.1% | $5.45 | — | COM | 001547108 |
| NUE | NUCOR CORP | 31,540 | $1,877 | 0.1% | $44.42 | +2.7% | COM | 670346105 |
| — | ADVANCED DISP SVCS INC DEL | 84,093 | $1,869 | 0.1% | $22.23 | — | COM | 00790X101 |
| — | ENCANA CORP | 157,190 | $1,845 | 0.1% | $11.35 | — | COM | 292505104 |
| — | CA INC | 57,872 | $1,839 | 0.1% | $32.03 | — | COM | 12673P105 |
| GPRE | GREEN PLAINS INC | 65,963 | $1,837 | 0.1% | $24.56 | +8.4% | COM | 393222104 |
| NMIH | NMI HLDGS INC | 171,830 | $1,830 | 0.1% | $8.01 | +10.3% | CL A | 629209305 |
| — | WNS HOLDINGS LTD | 64,900 | $1,788 | 0.1% | $27.27 | — | SPON ADR | 92932M101 |
| — | RITE AID CORP | 216,922 | $1,787 | 0.1% | $7.70 | — | COM | 767754104 |
| CDNS | CADENCE DESIGN SYSTEM INC | 70,515 | $1,778 | 0.1% | $24.78 | +3.8% | COM | 127387108 |
| PANW | PALO ALTO NETWORKS INC | 14,060 | $1,758 | 0.1% | $23.96 | 0.0% | COM | 697435105 |
| — | REPLIGEN CORP | 1,500,000 | $1,739 | 0.1% | $1.16 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | CELGENE CORP | 14,921 | $1,727 | 0.1% | $115.74 | — | COM | 151020104 |
| — | JOY GLOBAL INC | 61,370 | $1,718 | 0.1% | $27.99 | — | COM | 481165108 |
| SPG | SIMON PPTY GROUP INC NEW | 9,666 | $1,717 | 0.1% | $114.79 | 0.0% | COM | 828806109 |
| BMY | BRISTOL MYERS SQUIBB CO | 28,500 | $1,666 | 0.1% | $39.53 | 0.0% | COM | 110122108 |
| SU | SUNCOR ENERGY INC NEW | 50,888 | $1,664 | 0.1% | $17.13 | +28.6% | COM | 867224107 |
| ITB | ISHARES TR | 60,103 | $1,652 | 0.1% | $27.60 | — | US HOME CONS ETF | 464288752 |
| DOX | AMDOCS LTD | 28,202 | $1,643 | 0.1% | $49.45 | 0.0% | SHS | G02602103 |
| VZ | VERIZON COMMUNICATIONS INC | 30,775 | $1,643 | 0.1% | $32.90 | -5.8% | COM | 92343V104 |
| SRE | SEMPRA ENERGY | 16,310 | $1,641 | 0.1% | $38.00 | 0.0% | COM | 816851109 |
| CBU | COMMUNITY BK SYS INC | 26,122 | $1,614 | 0.1% | $41.26 | 0.0% | COM | 203607106 |
| EXPE | EXPEDIA INC DEL | 14,171 | $1,605 | 0.1% | $102.79 | +13.6% | COM NEW | 30212P303 |
| — | PALO ALTO NETWORKS INC | 1,250,000 | $1,591 | 0.1% | $1.27 | — | NOTE 7/0 | 697435AB1 |
| WGO | WINNEBAGO INDS INC | 50,000 | $1,583 | 0.1% | $31.15 | 0.0% | COM | 974637100 |
| — | KRATON CORPORATION | 55,014 | $1,567 | 0.1% | $28.48 | — | COM | 50077C106 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 54,000 | $1,553 | 0.1% | $30.29 | — | SPONSORED ADR | 874039100 |
| KMI | KINDER MORGAN INC DEL | 74,733 | $1,548 | 0.1% | $13.06 | +0.3% | COM | 49456B101 |
| TSN | TYSON FOODS INC | 25,000 | $1,542 | 0.1% | $56.40 | -7.8% | CL A | 902494103 |
| — | SHIRE PLC | 9,002 | $1,534 | 0.1% | $170.41 | — | SPONSORED ADR | 82481R106 |
| — | LIBERTY MEDIA CORP | 2,438,428 | $1,510 | 0.1% | $0.58 | — | DEB 3.750% 2/1 | 530715AL5 |
| TWI | TITAN INTL INC ILL | 134,500 | $1,508 | 0.1% | $10.80 | 0.0% | COM | 88830M102 |
| INTC | INTEL CORP | 41,354 | $1,500 | 0.1% | $29.15 | 0.0% | COM | 458140100 |
| — | SBA COMMUNICATIONS CORP | 14,400 | $1,487 | 0.1% | $103.68 | — | COM | 78388J106 |
| CVE | CENOVUS ENERGY INC | 98,254 | $1,487 | 0.1% | $11.57 | +10.3% | COM | 15135U109 |
| — | MRC GLOBAL INC | 73,083 | $1,481 | 0.1% | $20.26 | — | COM | 55345K103 |
| NGVT | INGEVITY CORP | 26,868 | $1,474 | 0.1% | $47.96 | 0.0% | COM | 45688C107 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,100,000 | $1,474 | 0.1% | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| AZN | ASTRAZENECA PLC | 53,553 | $1,463 | 0.1% | $27.32 | — | SPONSORED ADR | 046353108 |
| — | ALLERGAN PLC | 6,957 | $1,461 | 0.1% | $210.00 | — | SHS | G0177J108 |
| XLI | SELECT SECTOR SPDR TR | 23,097 | $1,437 | 0.1% | $62.22 | — | SBI INT-INDS | 81369Y704 |
| RF | REGIONS FINL CORP NEW | 100,000 | $1,436 | 0.1% | $8.84 | 0.0% | COM | 7591EP100 |
| — | OASIS PETE INC NEW | 1,026,000 | $1,426 | 0.1% | $1.14 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| HCA | HCA HOLDINGS INC | 19,086 | $1,413 | 0.1% | $69.62 | 0.0% | COM | 40412C101 |
| ADI | ANALOG DEVICES INC | 19,292 | $1,401 | 0.1% | $48.03 | +19.0% | COM | 032654105 |
| — | CTRIP COM INTL LTD | 34,997 | $1,400 | 0.1% | $40.00 | — | AMERICAN DEP SHS | 22943F100 |
| HON | HONEYWELL INTL INC | 11,911 | $1,380 | 0.1% | $81.99 | +2.7% | COM | 438516106 |
| ROL | ROLLINS INC | 40,599 | $1,371 | 0.1% | $12.40 | 0.0% | COM | 775711104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 15,900 | $1,364 | 0.1% | $49.39 | 0.0% | SHS - A - | N53745100 |
| CVS | CVS HEALTH CORP | 17,268 | $1,363 | 0.1% | $71.89 | -15.1% | COM | 126650100 |
| — | PIONEER ENERGY SVCS CORP | 198,817 | $1,362 | 0.1% | $4.78 | — | COM | 723664108 |
| VFC | V F CORP | 25,440 | $1,357 | 0.1% | $51.86 | 0.0% | COM | 918204108 |
| EXR | EXTRA SPACE STORAGE INC | 17,500 | $1,352 | 0.1% | $54.94 | -5.1% | COM | 30225T102 |
| — | KELLOGG CO | 18,323 | $1,351 | 0.1% | $53.16 | -5.9% | COM | 487836108 |
| — | ASPEN TECHNOLOGY INC | 24,673 | $1,349 | 0.1% | $54.68 | — | COM | 045327103 |
| — | DISCOVER FINL SVCS | 18,633 | $1,343 | 0.1% | $72.08 | — | COM | 254709108 |
| BAC | BANK AMER CORP | 59,352 | $1,312 | 0.1% | $11.33 | +38.4% | COM | 060505104 |
| HAS | HASBRO INC | 16,771 | $1,305 | 0.1% | $59.17 | +2.3% | COM | 418056107 |
| — | ENERGEN CORP | 22,606 | $1,304 | 0.1% | $57.71 | — | COM | 29265N108 |
| BBY | BEST BUY INC | 30,000 | $1,280 | 0.1% | — | — | Put | 086516101 |
| DKS | DICKS SPORTING GOODS INC | 23,969 | $1,273 | 0.1% | $35.21 | +25.2% | COM | 253393102 |
| SYF | SYNCHRONY FINL | 35,000 | $1,269 | 0.1% | $21.98 | +16.8% | COM | 87165B103 |
| CBRE | CBRE GROUP INC | 40,198 | $1,266 | 0.1% | $28.95 | 0.0% | CL A | 12504L109 |
| — | PLATFORM SPECIALTY PRODS COR | 126,155 | $1,238 | 0.1% | $9.81 | — | COM | 72766Q105 |
| — | CHICAGO BRIDGE & IRON CO N V | 38,861 | $1,234 | 0.1% | $31.75 | — | COM | 167250109 |
| — | LSC COMMUNICATIONS INC | 41,486 | $1,231 | 0.1% | $29.67 | — | COM | 50218P107 |
| — | CIT GROUP INC | 28,235 | $1,205 | 0.1% | $42.68 | — | COM NEW | 125581801 |
| — | DELPHI AUTOMOTIVE PLC | 17,849 | $1,202 | 0.1% | $62.60 | — | SHS | G27823106 |
| XHB | SPDR SERIES TRUST | 35,000 | $1,185 | 0.1% | $33.86 | — | S&P HOMEBUILD | 78464A888 |
| AAP | ADVANCE AUTO PARTS INC | 7,000 | $1,184 | 0.1% | $137.83 | 0.0% | COM | 00751Y106 |
| — | UNITED STATES OIL FUND LP | 100,000 | $1,172 | 0.1% | — | — | Put | 91232N108 |
| AWK | AMERICAN WTR WKS CO INC NEW | 16,096 | $1,165 | 0.1% | $60.77 | 0.0% | COM | 030420103 |
| — | CTRIP COM INTL LTD | 1,000,000 | $1,158 | 0.1% | $1.29 | — | NOTE 1.250%10/1 | 22943FAD2 |
| MATW | MATTHEWS INTL CORP | 14,941 | $1,148 | 0.1% | $52.68 | 0.0% | CL A | 577128101 |
| — | RANDGOLD RES LTD | 15,000 | $1,145 | 0.1% | $76.33 | — | ADR | 752344309 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 3,028 | $1,143 | 0.1% | $7.89 | 0.0% | COM | 169656105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 5,000 | $1,143 | 0.1% | $150.52 | 0.0% | COM | 018581108 |
| GFI | GOLD FIELDS LTD NEW | 374,000 | $1,126 | 0.1% | $3.01 | — | SPONSORED ADR | 38059T106 |
| — | NORDSTROM INC | 23,188 | $1,111 | 0.1% | $47.91 | — | COM | 655664100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 7,866 | $1,110 | 0.1% | $143.68 | +0.0% | COM | 883556102 |
| SBUX | STARBUCKS CORP | 20,000 | $1,110 | 0.1% | $45.58 | 0.0% | COM | 855244109 |
| BABA | ALIBABA GROUP HLDG LTD | 12,600 | $1,106 | 0.1% | $102.90 | — | SPONSORED ADS | 01609W102 |
| — | DR PEPPER SNAPPLE GROUP INC | 12,154 | $1,102 | 0.1% | $90.67 | — | COM | 26138E109 |
| — | QIAGEN NV | 39,263 | $1,100 | 0.1% | $28.02 | — | REG SHS | N72482107 |
| TU | TELUS CORP | 34,262 | $1,091 | 0.1% | $15.94 | 0.0% | COM | 87971M103 |
| XLV | SELECT SECTOR SPDR TR | 15,781 | $1,088 | 0.1% | $68.94 | — | SBI HEALTHCARE | 81369Y209 |
| XLF | SELECT SECTOR SPDR TR | 46,772 | $1,087 | 0.1% | $23.24 | — | SBI INT-FINL | 81369Y605 |
| FTV | FORTIVE CORP | 20,000 | $1,073 | 0.1% | $30.87 | +3.2% | COM | 34959J108 |
| HSIC | SCHEIN HENRY INC | 7,024 | $1,066 | 0.1% | $60.36 | 0.0% | COM | 806407102 |
| EFX | EQUIFAX INC | 9,000 | $1,064 | 0.1% | $112.26 | 0.0% | COM | 294429105 |
| TAP | MOLSON COORS BREWING CO | 10,880 | $1,059 | 0.1% | $77.67 | +4.1% | CL B | 60871R209 |
| — | REXNORD CORP NEW | 53,786 | $1,054 | 0.1% | $19.60 | — | COM | 76169B102 |
| GIS | GENERAL MLS INC | 17,000 | $1,050 | 0.1% | $50.01 | -10.3% | COM | 370334104 |
| WDC | WESTERN DIGITAL CORP | 15,436 | $1,049 | 0.1% | $33.13 | +23.4% | COM | 958102105 |
| GDX | VANECK VECTORS ETF TR | 50,000 | $1,046 | 0.1% | — | — | Call | 92189F106 |
| WYNN | WYNN RESORTS LTD | 12,000 | $1,038 | 0.1% | $84.03 | 0.0% | COM | 983134107 |
| MTDR | MATADOR RES CO | 40,280 | $1,038 | 0.1% | $21.97 | +10.2% | COM | 576485205 |
| UNP | UNION PAC CORP | 10,000 | $1,037 | 0.1% | $68.24 | +17.7% | COM | 907818108 |
| — | ALERE INC | 26,510 | $1,033 | 0.1% | $40.18 | — | COM | 01449J105 |
| USFD | US FOODS HLDG CORP | 37,335 | $1,026 | 0.1% | $24.01 | 0.0% | COM | 912008109 |
| ZBH | ZIMMER BIOMET HLDGS INC | 9,900 | $1,022 | 0.1% | $105.34 | -5.6% | COM | 98956P102 |
| EPC | EDGEWELL PERS CARE CO | 13,817 | $1,009 | 0.1% | $70.52 | 0.0% | COM | 28035Q102 |
| — | YAHOO INC | 1,000,000 | $990 | 0.1% | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | XL GROUP LTD | 26,534 | $989 | 0.1% | $37.27 | — | COM | G98294104 |
| BWA | BORGWARNER INC | 25,000 | $986 | 0.1% | $25.48 | +10.0% | Call | 099724106 |
| — | BHP BILLITON PLC | 31,185 | $981 | 0.1% | $23.79 | — | SPONSORED ADR | 05545E209 |
| — | U S G CORP | 33,566 | $969 | 0.1% | $28.87 | — | COM NEW | 903293405 |
| — | ELDORADO GOLD CORP NEW | 300,000 | $966 | 0.1% | $3.22 | — | Call | 284902103 |
| — | DISH NETWORK CORP | 16,600 | $962 | 0.1% | — | — | Call | 25470M109 |
| FLS | FLOWSERVE CORP | 20,000 | $961 | 0.1% | $38.51 | -0.2% | COM | 34354P105 |
| UNFI | UNITED NAT FOODS INC | 20,000 | $954 | 0.1% | $45.87 | -2.1% | COM | 911163103 |
| — | H & E EQUIPMENT SERVICES INC | 40,937 | $952 | 0.1% | $16.76 | — | COM | 404030108 |
| — | LIBERTY MEDIA CORP DELAWARE | 30,144 | $944 | 0.1% | $29.53 | — | COM C MEDIA GRP | 531229854 |
| MANH | MANHATTAN ASSOCS INC | 17,606 | $934 | 0.1% | $53.33 | 0.0% | COM | 562750109 |
| NI | NISOURCE INC | 41,927 | $928 | 0.1% | $18.54 | -10.5% | COM | 65473P105 |
| RVTY | PERKINELMER INC | 17,537 | $915 | 0.1% | $52.05 | -2.1% | COM | 714046109 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 7,701 | $907 | 0.0% | $95.50 | +4.5% | COM | 459506101 |
| CAG | CONAGRA BRANDS INC | 22,898 | $906 | 0.0% | $25.39 | +5.8% | COM | 205887102 |
| XLP | SELECT SECTOR SPDR TR | 17,344 | $897 | 0.0% | $55.15 | — | SBI CONS STPLS | 81369Y308 |
| TLT | ISHARES TR | 7,500 | $893 | 0.0% | — | — | Call | 464287432 |
| — | CALPINE CORP | 77,957 | $891 | 0.0% | $11.43 | — | COM NEW | 131347304 |
| PRU | PRUDENTIAL FINL INC | 8,549 | $890 | 0.0% | $62.61 | 0.0% | COM | 744320102 |
| — | INTEGRATED DEVICE TECHNOLOGY | 37,400 | $881 | 0.0% | $22.00 | — | COM | 458118106 |
| LSTR | LANDSTAR SYS INC | 10,264 | $876 | 0.0% | $85.35 | — | COM | 515098101 |
| — | CABELAS INC | 14,900 | $872 | 0.0% | $56.28 | — | COM | 126804301 |
| — | CLOUD PEAK ENERGY INC | 155,309 | $871 | 0.0% | $5.53 | — | COM | 18911Q102 |
| — | ALON USA ENERGY INC | 76,470 | $870 | 0.0% | $11.38 | — | COM | 020520102 |
| — | RITE AID CORP | 105,300 | $868 | 0.0% | $7.70 | — | Call | 767754104 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 28,157 | $861 | 0.0% | $30.58 | — | SHS CL A | G5480U104 |
| — | TOTAL SYS SVCS INC | 17,306 | $849 | 0.0% | $49.06 | — | COM | 891906109 |
| VISN | COMMSCOPE HLDG CO INC | 22,712 | $845 | 0.0% | $29.75 | +14.6% | COM | 20337X109 |
| GRFS | GRIFOLS S A | 52,475 | $843 | 0.0% | $19.30 | — | SP ADR REP B NVT | 398438408 |
| — | HARMONIC INC | 750,000 | $840 | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | FRONTIER COMMUNICATIONS CORP | 247,077 | $835 | 0.0% | $4.23 | — | COM | 35906A108 |
| — | CDK GLOBAL INC | 13,896 | $829 | 0.0% | $55.68 | — | COM | 12508E101 |
| MUR | MURPHY OIL CORP | 26,608 | $828 | 0.0% | $21.76 | 0.0% | COM | 626717102 |
| WAT | WATERS CORP | 6,000 | $806 | 0.0% | $142.72 | 0.0% | COM | 941848103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 78,026 | $797 | 0.0% | $12.51 | -8.8% | COM | 01988P108 |
| QRVO | QORVO INC | 15,000 | $791 | 0.0% | $55.19 | -1.4% | COM | 74736K101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 10,000 | $784 | 0.0% | $67.45 | 0.0% | COM | 88224Q107 |
| COTY | COTY INC | 42,502 | $778 | 0.0% | $23.11 | -21.4% | COM CL A | 222070203 |
| — | AEROJET ROCKETDYNE HLDGS INC | 42,300 | $759 | 0.0% | — | — | Call | 007800105 |
| IVZ | INVESCO LTD | 25,000 | $759 | 0.0% | $19.10 | +5.7% | SHS | G491BT108 |
| MCY | MERCURY GENL CORP NEW | 12,487 | $752 | 0.0% | $54.02 | +5.2% | COM | 589400100 |
| — | KEYW HLDG CORP | 750,000 | $751 | 0.0% | $1.00 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | HORIZON PHARMA PLC | 46,300 | $749 | 0.0% | $18.12 | — | SHS | G4617B105 |
| WFC | WELLS FARGO & CO NEW | 13,572 | $748 | 0.0% | $36.83 | +6.0% | COM | 949746101 |
| — | MFA FINL INC | 97,599 | $745 | 0.0% | $7.63 | — | COM | 55272X102 |
| VLO | VALERO ENERGY CORP NEW | 10,807 | $738 | 0.0% | $42.78 | 0.0% | COM | 91913Y100 |
| — | DONNELLEY R R & SONS CO | 45,144 | $737 | 0.0% | $16.33 | — | COM | 257867200 |
| AL | AIR LEASE CORP | 20,960 | $720 | 0.0% | $25.16 | +12.7% | CL A | 00912X302 |
| — | FMC TECHNOLOGIES INC | 20,000 | $711 | 0.0% | $35.35 | — | Call | 30249U101 |
| — | PARTY CITY HOLDCO INC | 50,000 | $710 | 0.0% | $16.39 | — | COM | 702149105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,550 | $708 | 0.0% | $87.70 | -1.9% | COM | 09061G101 |
| — | SIBANYE GOLD LTD | 100,000 | $706 | 0.0% | $7.06 | — | SPONSORED ADR | 825724206 |
| — | BB&T CORP | 15,000 | $705 | 0.0% | $36.44 | — | COM | 054937107 |
| DCI | DONALDSON INC | 16,587 | $698 | 0.0% | $34.27 | 0.0% | COM | 257651109 |
| OGE | OGE ENERGY CORP | 20,734 | $694 | 0.0% | $31.57 | 0.0% | COM | 670837103 |
| LAMR | LAMAR ADVERTISING CO NEW | 9,801 | $659 | 0.0% | $67.24 | — | CL A | 512816109 |
| — | VWR CORP | 26,325 | $659 | 0.0% | $25.03 | — | COM | 91843L103 |
| TS | TENARIS S A | 18,453 | $659 | 0.0% | $35.71 | — | SPONSORED ADR | 88031M109 |
| AOS | SMITH A O | 13,703 | $649 | 0.0% | $41.33 | 0.0% | COM | 831865209 |
| CIEN | CIENA CORP | 26,300 | $642 | 0.0% | — | — | Call | 171779309 |
| TXT | TEXTRON INC | 13,157 | $639 | 0.0% | $43.05 | 0.0% | COM | 883203101 |
| MSM | MSC INDL DIRECT INC | 6,824 | $630 | 0.0% | $72.67 | +13.5% | CL A | 553530106 |
| ADBE | ADOBE SYS INC | 6,000 | $618 | 0.0% | $94.55 | +12.0% | COM | 00724F101 |
| GHC | GRAHAM HLDGS CO | 1,186 | $607 | 0.0% | $444.66 | 0.0% | COM | 384637104 |
| — | CHINA MOBILE LIMITED | 11,422 | $599 | 0.0% | $52.44 | — | SPONSORED ADR | 16941M109 |
| — | FRONTIER COMMUNICATIONS CORP | 8,402 | $598 | 0.0% | $1.30 | — | PFD CONV SER-A | 35906A207 |
| — | ROWAN COMPANIES PLC | 31,631 | $598 | 0.0% | $17.29 | — | SHS CL A | G7665A101 |
| — | DU PONT E I DE NEMOURS & CO | 8,150 | $598 | 0.0% | $73.37 | — | COM | 263534109 |
| — | CHIMERA INVT CORP | 34,474 | $587 | 0.0% | $17.03 | — | COM NEW | 16934Q208 |
| MET | METLIFE INC | 10,866 | $586 | 0.0% | $33.72 | 0.0% | COM | 59156R108 |
| — | PRIVATEBANCORP INC | 10,797 | $585 | 0.0% | $54.18 | — | COM | 742962103 |
| EG | EVEREST RE GROUP LTD | 2,700 | $584 | 0.0% | $154.50 | +10.4% | COM | G3223R108 |
| — | KLX INC | 12,900 | $582 | 0.0% | $45.12 | — | COM | 482539103 |
| KR | KROGER CO | 16,737 | $578 | 0.0% | $26.97 | 0.0% | COM | 501044101 |
| OMF | ONEMAIN HLDGS INC | 25,906 | $574 | 0.0% | $24.56 | 0.0% | COM | 68268W103 |
| BXMT | BLACKSTONE MTG TR INC | 18,989 | $571 | 0.0% | $30.07 | — | COM CL A | 09257W100 |
| SIG | SIGNET JEWELERS LIMITED | 6,047 | $570 | 0.0% | $72.55 | 0.0% | SHS | G81276100 |
| — | PREMIER INC | 18,542 | $563 | 0.0% | $30.36 | — | CL A | 74051N102 |
| AG | FIRST MAJESTIC SILVER CORP | 73,141 | $558 | 0.0% | $14.46 | -43.0% | COM | 32076V103 |
| BKD | BROOKDALE SR LIVING INC | 44,901 | $558 | 0.0% | $13.42 | 0.0% | COM | 112463104 |
| NGD | NEW GOLD INC CDA | 158,957 | $556 | 0.0% | $4.99 | -23.8% | COM | 644535106 |
| — | TWO HBRS INVT CORP | 63,562 | $554 | 0.0% | $8.72 | — | COM | 90187B101 |
| — | NORTHSTAR RLTY FIN CORP | 36,600 | $554 | 0.0% | $15.14 | — | COM | 66704R803 |
| HXL | HEXCEL CORP NEW | 10,706 | $551 | 0.0% | $48.09 | 0.0% | COM | 428291108 |
| VOD | VODAFONE GROUP PLC NEW | 22,419 | $548 | 0.0% | $24.44 | — | SPNSR ADR | 92857W308 |
| — | CSRA INC | 17,184 | $547 | 0.0% | $31.83 | — | COM | 12650T104 |
| RPM | RPM INTL INC | 10,097 | $544 | 0.0% | $51.20 | 0.0% | COM | 749685103 |
| — | NIELSEN HLDGS PLC | 12,964 | $544 | 0.0% | $53.48 | — | SHS EUR | G6518L108 |
| — | PROOFPOINT INC | 7,572 | $535 | 0.0% | $74.79 | — | COM | 743424103 |
| — | AMERICAN CAP LTD | 29,592 | $530 | 0.0% | $17.20 | — | COM | 02503Y103 |
| WDAY | WORKDAY INC | 8,000 | $529 | 0.0% | $80.58 | 0.0% | CL A | 98138H101 |
| BCO | BRINKS CO | 12,717 | $525 | 0.0% | $36.44 | 0.0% | COM | 109696104 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 7,210 | $520 | 0.0% | $72.12 | — | COM | 29472R108 |
| RYN | RAYONIER INC | 19,155 | $510 | 0.0% | $26.62 | — | COM | 754907103 |
| CENTA | CENTRAL GARDEN & PET CO | 16,460 | $509 | 0.0% | $21.65 | 0.0% | CL A NON-VTG | 153527205 |
| — | HCP INC | 17,000 | $505 | 0.0% | $29.71 | — | COM | 40414L109 |
| — | GLAXOSMITHKLINE PLC | 13,000 | $501 | 0.0% | $38.54 | — | SPONSORED ADR | 37733W105 |
| LXU | LSB INDS INC | 59,532 | $501 | 0.0% | $5.80 | 0.0% | COM | 502160104 |
| CDE | COEUR MNG INC | 54,704 | $497 | 0.0% | $13.68 | -24.9% | COM NEW | 192108504 |
| BSX | BOSTON SCIENTIFIC CORP | 23,000 | $497 | 0.0% | $21.64 | +0.8% | COM | 101137107 |
| VC | VISTEON CORP | 6,175 | $496 | 0.0% | $68.22 | +9.6% | COM NEW | 92839U206 |
| — | KNIGHT TRANSN INC | 15,000 | $496 | 0.0% | $33.07 | — | COM | 499064103 |
| RACE | FERRARI N V | 8,500 | $494 | 0.0% | $42.97 | +26.9% | COM | N3167Y103 |
| — | INPHI CORP | 11,000 | $491 | 0.0% | $44.64 | — | COM | 45772F107 |
| HII | HUNTINGTON INGALLS INDS INC | 2,664 | $491 | 0.0% | $138.29 | +2.7% | COM | 446413106 |
| — | CHESAPEAKE ENERGY CORP | 70,000 | $491 | 0.0% | — | — | Call | 165167107 |
| ED | CONSOLIDATED EDISON INC | 6,530 | $481 | 0.0% | $52.05 | 0.0% | COM | 209115104 |
| ACGL | ARCH CAP GROUP LTD | 5,428 | $468 | 0.0% | $25.85 | 0.0% | ORD | G0450A105 |
| MTUS | TIMKENSTEEL CORP | 30,000 | $464 | 0.0% | $13.39 | 0.0% | COM | 887399103 |
| — | MATCH GROUP INC | 27,090 | $463 | 0.0% | $15.66 | — | COM | 57665R106 |
| MAC | MACERICH CO | 6,500 | $460 | 0.0% | $80.77 | — | COM | 554382101 |
| LPLA | LPL FINL HLDGS INC | 12,900 | $454 | 0.0% | $34.95 | 0.0% | COM | 50212V100 |
| M | MACYS INC | 12,501 | $448 | 0.0% | $36.24 | +7.3% | COM | 55616P104 |
| — | POLYONE CORP | 13,904 | $445 | 0.0% | $32.01 | — | COM | 73179P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,828 | $438 | 0.0% | $135.61 | +23.7% | COM | 38141G104 |
| — | CONSOL ENERGY INC | 23,678 | $432 | 0.0% | $17.66 | — | COM | 20854P109 |
| — | FIDELITY & GTY LIFE | 18,000 | $427 | 0.0% | $23.72 | — | COM | 315785105 |
| HEI | HEICO CORP NEW | 5,523 | $426 | 0.0% | $37.55 | 0.0% | COM | 422806109 |
| PPC | PILGRIMS PRIDE CORP NEW | 22,425 | $426 | 0.0% | $23.20 | -15.8% | COM | 72147K108 |
| FSLR | FIRST SOLAR INC | 13,008 | $417 | 0.0% | $35.10 | 0.0% | COM | 336433107 |
| MAT | MATTEL INC | 15,000 | $413 | 0.0% | $32.69 | -7.0% | COM | 577081102 |
| EL | LAUDER ESTEE COS INC | 5,387 | $412 | 0.0% | $72.37 | 0.0% | CL A | 518439104 |
| — | VALIDUS HOLDINGS LTD | 7,498 | $412 | 0.0% | $54.95 | — | COM SHS | G9319H102 |
| — | EXTRACTION OIL AND GAS INC | 20,419 | $409 | 0.0% | $20.03 | — | COM | 30227M105 |
| — | ANNALY CAP MGMT INC | 40,968 | $408 | 0.0% | $9.96 | — | COM | 035710409 |
| — | BLUE BUFFALO PET PRODS INC | 16,879 | $406 | 0.0% | $23.76 | — | COM | 09531U102 |
| — | APOLLO ED GROUP INC | 41,000 | $406 | 0.0% | $9.90 | — | CL A | 037604105 |
| — | AQUA AMERICA INC | 13,479 | $405 | 0.0% | $30.48 | — | COM | 03836W103 |
| NWS | NEWS CORP NEW | 33,811 | $399 | 0.0% | $12.89 | -11.0% | CL B | 65249B208 |
| PYPL | PAYPAL HLDGS INC | 10,000 | $395 | 0.0% | $38.68 | +3.7% | COM | 70450Y103 |
| GDDY | GODADDY INC | 11,250 | $393 | 0.0% | $31.01 | +13.1% | CL A | 380237107 |
| — | CYS INVTS INC | 50,568 | $391 | 0.0% | $7.73 | — | COM | 12673A108 |
| TROW | PRICE T ROWE GROUP INC | 5,150 | $388 | 0.0% | $49.18 | +2.9% | COM | 74144T108 |
| — | DISCOVERY COMMUNICATNS NEW | 14,092 | $386 | 0.0% | $25.23 | — | COM SER A | 25470F104 |
| COR | AMERISOURCEBERGEN CORP | 4,889 | $382 | 0.0% | $64.02 | -8.2% | COM | 03073E105 |
| RRC | RANGE RES CORP | 11,040 | $379 | 0.0% | $40.45 | -11.5% | COM | 75281A109 |
| — | INVESCO MORTGAGE CAPITAL INC | 25,880 | $378 | 0.0% | $14.61 | — | COM | 46131B100 |
| — | TOTAL S A | 7,393 | $377 | 0.0% | $47.70 | — | SPONSORED ADR | 89151E109 |
| — | SK TELECOM LTD | 17,723 | $370 | 0.0% | $20.88 | — | SPONSORED ADR | 78440P108 |
| XYZ | SQUARE INC | 27,000 | $368 | 0.0% | $12.45 | 0.0% | CL A | 852234103 |
| — | ISTAR INC | 29,569 | $366 | 0.0% | $11.79 | — | COM | 45031U101 |
| WHR | WHIRLPOOL CORP | 2,000 | $364 | 0.0% | $177.14 | -6.5% | COM | 963320106 |
| XLU | SELECT SECTOR SPDR TR | 7,364 | $358 | 0.0% | $49.62 | — | SBI INT-UTILS | 81369Y886 |
| HRL | HORMEL FOODS CORP | 10,289 | $358 | 0.0% | $29.47 | -2.6% | COM | 440452100 |
| — | SOUTHWESTERN ENERGY CO | 32,726 | $354 | 0.0% | $12.58 | — | COM | 845467109 |
| EMR | EMERSON ELEC CO | 6,357 | $354 | 0.0% | $41.32 | +3.7% | COM | 291011104 |
| ADP | AUTOMATIC DATA PROCESSING IN | 3,443 | $354 | 0.0% | $73.77 | +4.1% | COM | 053015103 |
| SNY | SANOFI | 8,593 | $348 | 0.0% | $40.50 | — | SPONSORED ADR | 80105N105 |
| — | PARSLEY ENERGY INC | 9,857 | $347 | 0.0% | $31.84 | — | CL A | 701877102 |
| — | WESTROCK CO | 6,804 | $345 | 0.0% | $41.41 | — | COM | 96145D105 |
| BB | BLACKBERRY LTD | 50,000 | $345 | 0.0% | $9.46 | -21.4% | COM | 09228F103 |
| — | TREEHOUSE FOODS INC | 4,766 | $344 | 0.0% | $102.65 | — | COM | 89469A104 |
| KMB | KIMBERLY CLARK CORP | 3,000 | $342 | 0.0% | $93.50 | -9.6% | COM | 494368103 |
| — | NUANCE COMMUNICATIONS INC | 22,670 | $338 | 0.0% | $16.03 | — | COM | 67020Y100 |
| — | BED BATH & BEYOND INC | 8,273 | $336 | 0.0% | $40.61 | — | COM | 075896100 |
| — | ELLIE MAE INC | 4,000 | $335 | 0.0% | $83.75 | — | COM | 28849P100 |
| KN | KNOWLES CORP | 20,000 | $334 | 0.0% | — | — | Call | 49926D109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 3,898 | $334 | 0.0% | $74.12 | 0.0% | CL A | 989207105 |
| EQT | EQT CORP | 5,098 | $333 | 0.0% | $34.21 | 0.0% | COM | 26884L109 |
| CPT | CAMDEN PPTY TR | 3,931 | $330 | 0.0% | $58.23 | 0.0% | SH BEN INT | 133131102 |
| CFFN | CAPITOL FED FINL INC | 20,067 | $330 | 0.0% | $8.33 | 0.0% | COM | 14057J101 |
| HCSG | HEALTHCARE SVCS GRP INC | 8,250 | $323 | 0.0% | $38.22 | 0.0% | COM | 421906108 |
| AVT | AVNET INC | 6,767 | $322 | 0.0% | $33.03 | +9.2% | COM | 053807103 |
| GILD | GILEAD SCIENCES INC | 4,499 | $322 | 0.0% | $53.19 | 0.0% | COM | 375558103 |
| — | ECHO GLOBAL LOGISTICS INC | 12,800 | $321 | 0.0% | $25.08 | — | COM | 27875T101 |
| RLI | RLI CORP | 4,966 | $314 | 0.0% | $22.56 | 0.0% | COM | 749607107 |
| — | SCANA CORP NEW | 4,230 | $310 | 0.0% | $73.29 | — | COM | 80589M102 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 5,311 | $310 | 0.0% | $45.59 | — | COM CL A | 848574109 |
| DLTR | DOLLAR TREE INC | 4,000 | $309 | 0.0% | $80.47 | 0.0% | COM | 256746108 |
| — | CYPRESS SEMICONDUCTOR CORP | 27,000 | $309 | 0.0% | — | — | Call | 232806109 |
| CHH | CHOICE HOTELS INTL INC | 5,457 | $306 | 0.0% | $43.96 | +4.9% | COM | 169905106 |
| AES | AES CORP | 26,343 | $306 | 0.0% | $8.18 | +2.4% | COM | 00130H105 |
| ARI | APOLLO COML REAL EST FIN INC | 18,423 | $306 | 0.0% | $16.61 | — | COM | 03762U105 |
| CVX | CHEVRON CORP NEW | 2,595 | $305 | 0.0% | $68.48 | +7.8% | COM | 166764100 |
| — | FERRO CORP | 21,272 | $305 | 0.0% | $13.64 | — | COM | 315405100 |
| BCS | BARCLAYS PLC | 27,673 | $304 | 0.0% | $10.99 | — | ADR | 06738E204 |
| CFG | CITIZENS FINL GROUP INC | 8,518 | $303 | 0.0% | $21.33 | 0.0% | COM | 174610105 |
| ALKS | ALKERMES PLC | 5,450 | $303 | 0.0% | $53.46 | 0.0% | SHS | G01767105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 4,500 | $300 | 0.0% | $53.52 | +19.0% | COM | 00971T101 |
| PMT | PENNYMAC MTG INVT TR | 18,144 | $297 | 0.0% | $16.37 | — | COM | 70931T103 |
| — | MAXIM INTEGRATED PRODS INC | 7,683 | $296 | 0.0% | $38.53 | — | COM | 57772K101 |
| CCL | CARNIVAL CORP | 5,678 | $296 | 0.0% | $43.16 | +3.7% | UNIT 99/99/9999 | 143658300 |
| — | FIRST DATA CORP NEW | 20,740 | $294 | 0.0% | $14.18 | — | COM CL A | 32008D106 |
| MPC | MARATHON PETE CORP | 5,687 | $286 | 0.0% | $30.47 | +12.3% | COM | 56585A102 |
| — | MSG NETWORK INC | 13,263 | $285 | 0.0% | $21.49 | — | CL A | 553573106 |
| ARW | ARROW ELECTRS INC | 4,000 | $285 | 0.0% | $66.14 | 0.0% | COM | 042735100 |
| NTRS | NORTHERN TR CORP | 3,190 | $284 | 0.0% | $52.57 | +17.4% | COM | 665859104 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 32,658 | $283 | 0.0% | $8.67 | — | SPONSORED ADR | 20441A102 |
| EXP | EAGLE MATERIALS INC | 2,851 | $281 | 0.0% | $85.95 | 0.0% | COM | 26969P108 |
| WST | WEST PHARMACEUTICAL SVSC INC | 3,299 | $280 | 0.0% | $76.11 | 0.0% | COM | 955306105 |
| AR | ANTERO RES CORP | 11,650 | $276 | 0.0% | $26.97 | -4.8% | COM | 03674X106 |
| AMG | AFFILIATED MANAGERS GROUP | 1,893 | $275 | 0.0% | $140.58 | 0.0% | COM | 008252108 |
| — | APOLLO INVT CORP | 46,772 | $274 | 0.0% | $5.86 | — | COM | 03761U106 |
| MMM | 3M CO | 1,522 | $272 | 0.0% | $106.20 | 0.0% | COM | 88579Y101 |
| FFIV | F5 NETWORKS INC | 1,850 | $268 | 0.0% | $135.48 | 0.0% | COM | 315616102 |
| — | CONTINENTAL BLDG PRODS INC | 11,609 | $268 | 0.0% | $21.01 | — | COM | 211171103 |
| — | CREE INC | 9,990 | $264 | 0.0% | $26.43 | — | COM | 225447101 |
| CL | COLGATE PALMOLIVE CO | 4,000 | $262 | 0.0% | $55.37 | 0.0% | COM | 194162103 |
| PKX | POSCO | 4,960 | $261 | 0.0% | $51.03 | — | SPONSORED ADR | 693483109 |
| GPK | GRAPHIC PACKAGING HLDG CO | 20,888 | $261 | 0.0% | $13.75 | -5.9% | COM | 388689101 |
| BKU | BANKUNITED INC | 6,863 | $259 | 0.0% | $25.17 | 0.0% | COM | 06652K103 |
| ADSK | AUTODESK INC | 3,500 | $259 | 0.0% | $60.83 | +21.0% | COM | 052769106 |
| PTC | PTC INC | 5,600 | $259 | 0.0% | $41.47 | +12.7% | COM | 69370C100 |
| AAL | AMERICAN AIRLS GROUP INC | 5,497 | $257 | 0.0% | $42.05 | 0.0% | COM | 02376R102 |
| — | TCF FINL CORP | 13,011 | $255 | 0.0% | $19.60 | — | COM | 872275102 |
| CNQ | CANADIAN NAT RES LTD | 7,945 | $253 | 0.0% | $10.54 | 0.0% | COM | 136385101 |
| — | SUNPOWER CORP | 38,183 | $252 | 0.0% | $7.57 | — | COM | 867652406 |
| EPAM | EPAM SYS INC | 3,781 | $243 | 0.0% | $74.80 | -14.2% | COM | 29414B104 |
| — | NUVASIVE INC | 3,600 | $242 | 0.0% | — | — | Call | 670704105 |
| — | TEAM INC | 6,093 | $239 | 0.0% | $32.71 | — | COM | 878155100 |
| AEE | AMEREN CORP | 4,559 | $239 | 0.0% | $38.17 | -0.4% | COM | 023608102 |
| — | TAUBMAN CTRS INC | 3,176 | $235 | 0.0% | $73.99 | — | COM | 876664103 |
| — | EQUITY COMWLTH | 7,727 | $234 | 0.0% | $30.22 | — | COM SH BEN INT | 294628102 |
| — | ALLEGHANY CORP DEL | 380 | $231 | 0.0% | $607.89 | — | COM | 017175100 |
| — | COACH INC | 6,543 | $229 | 0.0% | $36.44 | — | COM | 189754104 |
| RWT | REDWOOD TR INC | 15,045 | $229 | 0.0% | $15.22 | — | COM | 758075402 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 8,862 | $226 | 0.0% | $13.09 | +22.3% | SHS USD | G4863A108 |
| — | EXTENDED STAY AMER INC | 13,884 | $224 | 0.0% | $16.13 | — | UNIT 99/99/9999B | 30224P200 |
| EMBJ | EMBRAER S A | 11,589 | $223 | 0.0% | $19.24 | — | SP ADR REP 4 COM | 29082A107 |
| — | ARMOUR RESIDENTIAL REIT INC | 10,176 | $221 | 0.0% | $21.72 | — | COM NEW | 042315507 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 9,533 | $220 | 0.0% | $23.08 | — | COM | 20369C106 |
| IONS | IONIS PHARMACEUTICALS INC | 4,597 | $220 | 0.0% | $31.29 | +26.5% | COM | 462222100 |
| ASB | ASSOCIATED BANC CORP | 8,905 | $220 | 0.0% | $13.27 | +20.0% | COM | 045487105 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 3,468 | $219 | 0.0% | $63.15 | — | COM | 78377T107 |
| — | USA TRUCK INC | 25,000 | $218 | 0.0% | $8.72 | — | COM | 902925106 |
| HRI | HERC HLDGS INC | 5,422 | $218 | 0.0% | $33.23 | 0.0% | COM | 42704L104 |
| NTTYY | NIPPON TELEG & TEL CORP | 5,164 | $217 | 0.0% | $45.80 | — | SPONSORED ADR | 654624105 |
| — | HANESBRANDS INC | 10,000 | $216 | 0.0% | $21.60 | — | COM | 410345102 |
| PDM | PIEDMONT OFFICE REALTY TR IN | 10,276 | $215 | 0.0% | $21.75 | — | COM CL A | 720190206 |
| WM | WASTE MGMT INC DEL | 3,000 | $213 | 0.0% | $56.80 | 0.0% | COM | 94106L109 |
| ATO | ATMOS ENERGY CORP | 2,862 | $212 | 0.0% | $61.59 | -5.6% | COM | 049560105 |
| CLH | CLEAN HARBORS INC | 3,791 | $211 | 0.0% | $50.41 | 0.0% | COM | 184496107 |
| GD | GENERAL DYNAMICS CORP | 1,222 | $211 | 0.0% | $134.10 | 0.0% | COM | 369550108 |
| — | BNC BANCORP | 6,626 | $211 | 0.0% | $31.84 | — | COM | 05566T101 |
| — | FITBIT INC | 28,755 | $210 | 0.0% | $7.30 | — | CL A | 33812L102 |
| — | NATIONAL INSTRS CORP | 6,828 | $210 | 0.0% | $30.76 | — | COM | 636518102 |
| HSBC | HSBC HLDGS PLC | 5,206 | $209 | 0.0% | $40.15 | — | SPON ADR NEW | 404280406 |
| BUSE | FIRST BUSEY CORP | 6,733 | $207 | 0.0% | $18.44 | 0.0% | COM NEW | 319383204 |
| GSM | FERROGLOBE PLC | 18,712 | $203 | 0.0% | $9.90 | 0.0% | SHS | G33856108 |
| PPL | PPL CORP | 5,954 | $203 | 0.0% | $23.64 | -5.7% | COM | 69351T106 |
| APD | AIR PRODS & CHEMS INC | 1,404 | $202 | 0.0% | $109.66 | +1.8% | COM | 009158106 |
| SKT | TANGER FACTORY OUTLET CTRS I | 5,628 | $201 | 0.0% | $35.71 | — | COM | 875465106 |
| — | GENERAL CABLE CORP DEL NEW | 240,000 | $188 | 0.0% | $0.56 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | TRINA SOLAR LIMITED | 20,000 | $186 | 0.0% | $9.30 | — | Call | 89628E104 |
| — | THIRD PT REINS LTD | 15,646 | $181 | 0.0% | $11.57 | — | COM | G8827U100 |
| PENN | PENN NATL GAMING INC | 13,076 | $180 | 0.0% | $13.63 | 0.0% | COM | 707569109 |
| THC | TENET HEALTHCARE CORP | 12,059 | $179 | 0.0% | $26.03 | -31.1% | COM NEW | 88033G407 |
| — | LUMBER LIQUIDATORS HLDGS INC | 11,371 | $179 | 0.0% | $19.68 | — | COM | 55003T107 |
| — | WESCO AIRCRAFT HLDGS INC | 11,805 | $176 | 0.0% | $14.91 | — | COM | 950814103 |
| — | CALGON CARBON CORP | 10,050 | $171 | 0.0% | $14.00 | — | COM | 129603106 |
| — | HRG GROUP INC | 11,012 | $171 | 0.0% | $15.71 | — | COM | 40434J100 |
| — | RENREN INC | 102,813 | $163 | 0.0% | $2.05 | — | SPONSORED ADR | 759892102 |
| — | GOLDCORP INC NEW | 11,936 | $162 | 0.0% | $13.57 | — | COM | 380956409 |
| KBH | KB HOME | 10,000 | $158 | 0.0% | $13.97 | 0.0% | COM | 48666K109 |
| — | FOGO DE CHAO INC | 10,581 | $152 | 0.0% | $10.59 | — | COM | 344177100 |
| — | OASIS PETE INC NEW | 10,000 | $151 | 0.0% | $10.28 | — | Call | 674215108 |
| ERII | ENERGY RECOVERY INC | 14,528 | $150 | 0.0% | $12.01 | 0.0% | COM | 29270J100 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 13,339 | $135 | 0.0% | $10.12 | — | SPONSORED ADR | 71654V408 |
| — | FIAT CHRYSLER AUTOMOBILES N | 13,241 | $121 | 0.0% | $9.14 | — | SHS | N31738102 |
| — | PRECISION DRILLING CORP | 21,998 | $120 | 0.0% | $5.46 | — | COM 2010 | 74022D308 |
| — | PGT INNOVATIONS INC | 10,000 | $115 | 0.0% | $11.50 | — | COM | 69336V101 |
| — | TRINA SOLAR LIMITED | 10,541 | $98 | 0.0% | $9.30 | — | SPON ADR | 89628E104 |
| — | FELCOR LODGING TR INC | 11,819 | $95 | 0.0% | $8.04 | — | COM | 31430F101 |
| — | NOBLE CORP PLC | 15,608 | $92 | 0.0% | $5.89 | — | SHS USD | G65431101 |
| — | COBALT INTL ENERGY INC | 65,000 | $79 | 0.0% | — | — | Call | 19075F106 |
| — | ASCENA RETAIL GROUP INC | 12,273 | $76 | 0.0% | $6.19 | — | COM | 04351G101 |
| — | HORNBECK OFFSHORE SVCS INC N | 10,000 | $72 | 0.0% | — | — | Call | 440543106 |
| — | EAGLE BULK SHIPPING INC | 10,000 | $59 | 0.0% | $5.90 | — | SHS NEW | Y2187A143 |
| HBM | HUDBAY MINERALS INC | 10,401 | $59 | 0.0% | $5.35 | 0.0% | COM | 443628102 |