Location: St Helier, Jersey
CIK: 0001610880 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $2.583B (89.2% shares, 10.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 233,300 | $56.41M | 2.2% | $241.79 | — | Put | 78462F103 |
| XLK | SELECT SECTOR SPDR TR | 816,404 | $44.67M | 1.7% | $54.69 | — | TECHNOLOGY | 81369Y803 |
| — | TESLA INC | 35,000,000 | $44.21M | 1.7% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| XOM | EXXON MOBIL CORP | 500,000 | $40.37M | 1.6% | $55.47 | 0.0% | Call | 30231G102 |
| BIO | BIO RAD LABS INC | 131,851 | $29.84M | 1.2% | $184.62 | +18.0% | CL A | 090572207 |
| XOM | EXXON MOBIL CORP | 340,091 | $27.46M | 1.1% | $55.47 | 0.0% | COM | 30231G102 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 23,730,000 | $26.14M | 1.0% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| PNC | PNC FINL SVCS GROUP INC | 181,219 | $22.63M | 0.9% | $90.75 | -0.5% | COM | 693475105 |
| XLF | SELECT SECTOR SPDR TR | 905,007 | $22.33M | 0.9% | $24.50 | — | SBI INT-FINL | 81369Y605 |
| XLI | SELECT SECTOR SPDR TR | 318,732 | $21.71M | 0.8% | $67.39 | — | SBI INT-INDS | 81369Y704 |
| SWK | STANLEY BLACK & DECKER INC | 151,223 | $21.28M | 0.8% | $108.71 | 0.0% | COM | 854502101 |
| OLN | OLIN CORP | 680,828 | $20.61M | 0.8% | $23.98 | +0.5% | COM PAR $1 | 680665205 |
| — | RSP PERMIAN INC | 623,969 | $20.14M | 0.8% | $32.95 | — | COM | 74978Q105 |
| XLV | SELECT SECTOR SPDR TR | 251,174 | $19.9M | 0.8% | $78.83 | — | SBI HEALTHCARE | 81369Y209 |
| ITB | ISHARES TR | 577,423 | $19.6M | 0.8% | $33.19 | — | US HOME CONS ETF | 464288752 |
| RSG | REPUBLIC SVCS INC | 289,364 | $18.44M | 0.7% | $55.11 | 0.0% | COM | 760759100 |
| — | PRICELINE GRP INC | 9,664 | $18.08M | 0.7% | $1870.55 | — | COM NEW | 741503403 |
| — | CTRIP COM INTL LTD | 12,541,000 | $17.74M | 0.7% | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| XLU | SELECT SECTOR SPDR TR | 337,323 | $17.53M | 0.7% | $51.87 | — | SBI INT-UTILS | 81369Y886 |
| — | PRICELINE GRP INC | 8,411,000 | $16.66M | 0.6% | $1.55 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | VEECO INSTRS INC DEL | 16,018,000 | $16.43M | 0.6% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | WRIGHT MED GROUP N V | 11,000,000 | $15.59M | 0.6% | $1.42 | — | NOTE 2.250%11/1 | 98236JAB4 |
| WCN | WASTE CONNECTIONS INC | 241,720 | $15.57M | 0.6% | $49.33 | +18.7% | COM | 94106B101 |
| CC | CHEMOURS CO | 393,012 | $14.9M | 0.6% | $28.88 | 0.0% | COM | 163851108 |
| KEY | KEYCORP NEW | 788,317 | $14.77M | 0.6% | $11.48 | +8.1% | COM | 493267108 |
| PTEN | PATTERSON UTI ENERGY INC | 723,355 | $14.61M | 0.6% | $22.87 | -4.7% | COM | 703481101 |
| XPO | XPO LOGISTICS INC | 225,437 | $14.57M | 0.6% | $18.72 | 0.0% | COM | 983793100 |
| SKT | TANGER FACTORY OUTLET CTRS I | 560,577 | $14.56M | 0.6% | $26.79 | — | COM | 875465106 |
| FANG | DIAMONDBACK ENERGY INC | 161,340 | $14.33M | 0.6% | $72.41 | +3.7% | COM | 25278X109 |
| — | TESORO CORP | 143,508 | $13.43M | 0.5% | $81.06 | — | COM | 881609101 |
| — | CARRIAGE SVCS INC | 10,073,000 | $13.15M | 0.5% | $1.54 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | WRIGHT MED GROUP INC | 11,500,000 | $12.85M | 0.5% | $1.13 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | RENEWABLE ENERGY GROUP INC | 9,423,000 | $12.85M | 0.5% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| XYL | XYLEM INC | 229,385 | $12.71M | 0.5% | $46.83 | +0.3% | COM | 98419M100 |
| PH | PARKER HANNIFIN CORP | 79,555 | $12.71M | 0.5% | $132.13 | +5.2% | COM | 701094104 |
| — | VERISIGN INC | 4,630,000 | $12.66M | 0.5% | $5.80 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| HAL | HALLIBURTON CO | 295,874 | $12.64M | 0.5% | $34.21 | +13.1% | COM | 406216101 |
| — | VANECK VECTORS ETF TR | 500,000 | $12.39M | 0.5% | $24.78 | — | Call | 92189F718 |
| CME | CME GROUP INC | 98,950 | $12.39M | 0.5% | $72.90 | +20.1% | COM | 12572Q105 |
| — | TWO HBRS INVT CORP | 11,250,000 | $11.85M | 0.5% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 68,920 | $11.67M | 0.5% | $166.33 | 0.0% | CL B NEW | 084670702 |
| — | MICROCHIP TECHNOLOGY INC | 7,564,000 | $11.42M | 0.4% | $1.46 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BARD C R INC | 34,599 | $10.94M | 0.4% | $316.11 | — | COM | 067383109 |
| — | SPDR SERIES TRUST | 338,816 | $10.81M | 0.4% | $32.73 | — | S&P OILGAS EXP | 78464A730 |
| — | ALPS ETF TR | 867,147 | $10.37M | 0.4% | $12.07 | — | ALERIAN MLP | 00162Q866 |
| — | COLFAX CORP | 259,934 | $10.23M | 0.4% | $39.37 | — | COM | 194014106 |
| FITB | FIFTH THIRD BANCORP | 390,118 | $10.13M | 0.4% | $18.02 | 0.0% | COM | 316773100 |
| AAPL | APPLE INC | 70,182 | $10.11M | 0.4% | $34.31 | 0.0% | COM | 037833100 |
| HLT | HILTON WORLDWIDE HLDGS INC | 162,682 | $10.06M | 0.4% | $50.01 | +20.3% | COM | 43300A203 |
| MGM | MGM RESORTS INTERNATIONAL | 321,415 | $10.06M | 0.4% | $29.05 | +1.0% | COM | 552953101 |
| TRV | TRAVELERS COMPANIES INC | 78,783 | $9.968M | 0.4% | $101.48 | +0.4% | COM | 89417E109 |
| — | RAYTHEON CO | 61,640 | $9.954M | 0.4% | $161.49 | — | COM NEW | 755111507 |
| CMA | COMERICA INC | 135,593 | $9.931M | 0.4% | $48.63 | +0.1% | COM | 200340107 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 135,235 | $9.924M | 0.4% | $68.46 | 0.0% | COM | 874054109 |
| VOYA | VOYA FINL INC | 265,697 | $9.802M | 0.4% | $32.58 | +0.2% | COM | 929089100 |
| — | BECTON DICKINSON & CO | 178,039 | $9.753M | 0.4% | $54.78 | — | PFD SHS CONV A | 075887208 |
| XLE | SELECT SECTOR SPDR TR | 150,177 | $9.749M | 0.4% | $69.90 | — | ENERGY | 81369Y506 |
| HD | HOME DEPOT INC | 61,655 | $9.458M | 0.4% | $124.48 | 0.0% | COM | 437076102 |
| JPM | JPMORGAN CHASE & CO | 103,343 | $9.446M | 0.4% | $62.42 | +9.8% | COM | 46625H100 |
| EMN | EASTMAN CHEM CO | 111,001 | $9.323M | 0.4% | $58.67 | +2.8% | COM | 277432100 |
| — | ENCANA CORP | 1,058,754 | $9.317M | 0.4% | $11.66 | — | COM | 292505104 |
| — | COHERENT INC | 41,151 | $9.259M | 0.4% | $225.00 | — | COM | 192479103 |
| EMB | ISHARES TR | 80,000 | $9.149M | 0.4% | $114.20 | — | JP MOR EM MK ETF | 464288281 |
| WLK | WESTLAKE CHEM CORP | 137,872 | $9.129M | 0.4% | $55.52 | +0.4% | COM | 960413102 |
| HBAN | HUNTINGTON BANCSHARES INC | 673,142 | $9.101M | 0.4% | $8.65 | +2.8% | COM | 446150104 |
| BYD | BOYD GAMING CORP | 365,395 | $9.065M | 0.4% | $22.60 | 0.0% | COM | 103304101 |
| LNC | LINCOLN NATL CORP IND | 133,581 | $9.027M | 0.3% | $45.97 | +1.4% | COM | 534187109 |
| — | EXTENDED STAY AMER INC | 464,685 | $8.996M | 0.3% | $15.94 | — | UNIT 99/99/9999B | 30224P200 |
| URI | UNITED RENTALS INC | 79,734 | $8.987M | 0.3% | $89.10 | +21.4% | COM | 911363109 |
| JACK | JACK IN THE BOX INC | 90,696 | $8.934M | 0.3% | $103.21 | 0.0% | COM | 466367109 |
| COP | CONOCOPHILLIPS | 202,980 | $8.923M | 0.3% | $34.55 | +2.7% | COM | 20825C104 |
| — | BEACON ROOFING SUPPLY INC | 180,984 | $8.868M | 0.3% | $49.16 | — | COM | 073685109 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $8.78M | 0.3% | $4.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | PINNACLE FINL PARTNERS INC | 138,839 | $8.719M | 0.3% | $62.80 | — | COM | 72346Q104 |
| — | REPLIGEN CORP | 6,000,000 | $8.66M | 0.3% | $1.34 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | LIBERTY MEDIA CORP DELAWARE | 246,775 | $8.645M | 0.3% | $32.77 | — | COM SER A FRMLA | 531229870 |
| IWM | ISHARES TR | 61,070 | $8.606M | 0.3% | $139.36 | — | RUSSELL 2000 ETF | 464287655 |
| CNQ | CANADIAN NAT RES LTD | 298,092 | $8.597M | 0.3% | $10.13 | -0.0% | COM | 136385101 |
| LUV | SOUTHWEST AIRLS CO | 137,999 | $8.575M | 0.3% | $45.80 | +14.3% | COM | 844741108 |
| — | CTRIP COM INTL LTD | 7,000,000 | $8.574M | 0.3% | $1.14 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| AMD | ADVANCED MICRO DEVICES INC | 678,995 | $8.474M | 0.3% | $12.22 | 0.0% | COM | 007903107 |
| — | ROYAL DUTCH SHELL PLC | 158,180 | $8.414M | 0.3% | $53.18 | — | SPONS ADR A | 780259206 |
| SPY | SPDR S&P 500 ETF TR | 34,696 | $8.389M | 0.3% | $241.79 | — | TR UNIT | 78462F103 |
| FTI | TECHNIPFMC PLC | 306,989 | $8.35M | 0.3% | $22.64 | -8.6% | COM | G87110105 |
| DAL | DELTA AIR LINES INC DEL | 151,980 | $8.167M | 0.3% | $35.92 | +23.4% | COM NEW | 247361702 |
| — | ENERGEN CORP | 164,178 | $8.105M | 0.3% | $52.74 | — | COM | 29265N108 |
| — | E TRADE FINANCIAL CORP | 210,370 | $8M | 0.3% | $37.33 | — | COM NEW | 269246401 |
| PB | PROSPERITY BANCSHARES INC | 122,826 | $7.89M | 0.3% | $51.10 | 0.0% | COM | 743606105 |
| STLD | STEEL DYNAMICS INC | 216,054 | $7.737M | 0.3% | $29.36 | -1.3% | COM | 858119100 |
| VLY | VALLEY NATL BANCORP | 652,077 | $7.701M | 0.3% | $10.00 | +17.0% | COM | 919794107 |
| — | TIME WARNER INC | 75,492 | $7.58M | 0.3% | $93.18 | — | COM NEW | 887317303 |
| SNPS | SYNOPSYS INC | 103,492 | $7.548M | 0.3% | $73.56 | 0.0% | COM | 871607107 |
| WBS | WEBSTER FINL CORP CONN | 143,250 | $7.481M | 0.3% | $50.51 | 0.0% | COM | 947890109 |
| — | DUPONT FABROS TECHNOLOGY INC | 121,598 | $7.437M | 0.3% | $61.16 | — | COM | 26613Q106 |
| BBD | BANCO BRADESCO S A | 866,513 | $7.365M | 0.3% | $8.18 | — | SP ADR PFD NEW | 059460303 |
| JBLU | JETBLUE AIRWAYS CORP | 322,262 | $7.357M | 0.3% | $21.66 | +1.5% | COM | 477143101 |
| CHTR | CHARTER COMMUNICATIONS INC N | 21,810 | $7.347M | 0.3% | $269.52 | +23.8% | CL A | 16119P108 |
| CTRA | CABOT OIL & GAS CORP | 292,344 | $7.332M | 0.3% | $16.52 | +4.5% | COM | 127097103 |
| EL | LAUDER ESTEE COS INC | 75,895 | $7.284M | 0.3% | $73.84 | +11.6% | CL A | 518439104 |
| — | LOGMEIN INC | 69,329 | $7.245M | 0.3% | $104.50 | — | COM | 54142L109 |
| — | TOTAL S A | 145,798 | $7.23M | 0.3% | $49.59 | — | SPONSORED ADR | 89151E109 |
| LAD | LITHIA MTRS INC | 76,279 | $7.188M | 0.3% | $86.98 | +3.9% | CL A | 536797103 |
| — | MICROSEMI CORP | 151,274 | $7.08M | 0.3% | $46.80 | — | COM | 595137100 |
| VMC | VULCAN MATLS CO | 55,854 | $7.076M | 0.3% | $108.95 | +6.8% | COM | 929160109 |
| SPG | SIMON PPTY GROUP INC NEW | 43,286 | $7.002M | 0.3% | $102.67 | 0.0% | COM | 828806109 |
| — | KANSAS CITY SOUTHERN | 66,737 | $6.984M | 0.3% | $104.65 | — | COM NEW | 485170302 |
| — | PIONEER NAT RES CO | 43,697 | $6.973M | 0.3% | $186.23 | — | COM | 723787107 |
| AFG | AMERICAN FINL GROUP INC OHIO | 69,833 | $6.939M | 0.3% | $47.38 | +3.0% | COM | 025932104 |
| — | CORESITE RLTY CORP | 66,701 | $6.906M | 0.3% | $103.54 | — | COM | 21870Q105 |
| HON | HONEYWELL INTL INC | 51,782 | $6.902M | 0.3% | $98.75 | 0.0% | COM | 438516106 |
| IBB | ISHARES TR | 22,026 | $6.83M | 0.3% | $310.09 | — | NASDQ BIOTEC ETF | 464287556 |
| — | PARSLEY ENERGY INC | 244,417 | $6.783M | 0.3% | $27.92 | — | CL A | 701877102 |
| — | CARDTRONICS INC | 7,050,000 | $6.751M | 0.3% | $1.08 | — | NOTE 1.000%12/0 | 14161HAG3 |
| FDX | FEDEX CORP | 31,042 | $6.746M | 0.3% | $157.10 | +8.9% | COM | 31428X106 |
| — | C&J ENERGY SVCS INC NEW | 195,906 | $6.714M | 0.3% | $34.23 | — | COM | 12674R100 |
| NSC | NORFOLK SOUTHERN CORP | 55,040 | $6.698M | 0.3% | $98.76 | 0.0% | COM | 655844108 |
| — | NEWFIELD EXPL CO | 233,624 | $6.649M | 0.3% | $32.92 | — | COM | 651290108 |
| ADM | ARCHER DANIELS MIDLAND CO | 160,377 | $6.636M | 0.3% | $33.24 | 0.0% | COM | 039483102 |
| NNN | NATIONAL RETAIL PPTYS INC | 169,300 | $6.62M | 0.3% | $39.66 | — | COM | 637417106 |
| — | HUDSON PAC PPTYS INC | 192,052 | $6.566M | 0.3% | $34.19 | — | COM | 444097109 |
| — | AMAG PHARMACEUTICALS INC | 6,750,000 | $6.5M | 0.3% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| PUMP | PROPETRO HLDG CORP | 462,023 | $6.45M | 0.2% | $13.44 | 0.0% | COM | 74347M108 |
| — | AK STL HLDG CORP | 974,664 | $6.404M | 0.2% | $6.52 | — | COM | 001547108 |
| ESNT | ESSENT GROUP LTD | 171,206 | $6.359M | 0.2% | $32.86 | 0.0% | COM | G3198U102 |
| OLED | UNIVERSAL DISPLAY CORP | 57,486 | $6.28M | 0.2% | $99.76 | 0.0% | COM | 91347P105 |
| COF | CAPITAL ONE FINL CORP | 75,749 | $6.258M | 0.2% | $69.96 | 0.0% | COM | 14040H105 |
| RYAAY | RYANAIR HLDGS PLC | 57,971 | $6.238M | 0.2% | $82.99 | — | SPONSORED ADR NE | 783513203 |
| — | CIT GROUP INC | 125,000 | $6.088M | 0.2% | $42.68 | — | Put | 125581801 |
| — | BANCORPSOUTH INC | 198,780 | $6.063M | 0.2% | $30.50 | — | COM | 059692103 |
| BJRI | BJS RESTAURANTS INC | 162,623 | $6.058M | 0.2% | $40.92 | +0.9% | COM | 09180C106 |
| — | L BRANDS INC | 112,404 | $6.057M | 0.2% | $53.89 | — | COM | 501797104 |
| — | RICE ENERGY INC | 226,848 | $6.041M | 0.2% | $26.22 | — | COM | 762760106 |
| — | ATHENE HLDG LTD | 120,000 | $5.953M | 0.2% | $49.69 | — | CL A | G0684D107 |
| — | SUNTRUST BKS INC | 102,674 | $5.824M | 0.2% | $54.85 | — | COM | 867914103 |
| — | SWIFT TRANSN CO | 218,700 | $5.796M | 0.2% | $26.08 | — | CL A | 87074U101 |
| USFD | US FOODS HLDG CORP | 212,898 | $5.795M | 0.2% | $28.06 | +1.4% | COM | 912008109 |
| — | BANK OF THE OZARKS INC | 123,298 | $5.779M | 0.2% | $46.87 | — | COM | 063904106 |
| — | SYNOVUS FINL CORP | 130,286 | $5.764M | 0.2% | $32.72 | — | COM NEW | 87161C501 |
| — | MONSANTO CO NEW | 48,167 | $5.701M | 0.2% | $105.09 | — | COM | 61166W101 |
| CM | CDN IMPERIAL BK COMM TORONTO | 70,039 | $5.684M | 0.2% | $26.78 | 0.0% | COM | 136069101 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 86,908 | $5.67M | 0.2% | $42.96 | +10.8% | COM | 34964C106 |
| — | PACWEST BANCORP DEL | 120,110 | $5.609M | 0.2% | $42.68 | — | COM | 695263103 |
| FNB | FNB CORP PA | 395,479 | $5.6M | 0.2% | $10.03 | 0.0% | COM | 302520101 |
| MA | MASTERCARD INCORPORATED | 45,796 | $5.562M | 0.2% | $113.06 | 0.0% | CL A | 57636Q104 |
| — | LEGG MASON INC | 145,520 | $5.553M | 0.2% | $37.03 | — | COM | 524901105 |
| — | CAVIUM INC | 88,516 | $5.499M | 0.2% | $62.12 | — | COM | 14964U108 |
| RITM | NEW RESIDENTIAL INVT CORP | 352,427 | $5.484M | 0.2% | $15.56 | — | COM NEW | 64828T201 |
| EXEL | EXELIXIS INC | 222,241 | $5.474M | 0.2% | $21.16 | 0.0% | COM | 30161Q104 |
| — | GRACE W R & CO DEL NEW | 75,584 | $5.443M | 0.2% | $69.72 | — | COM | 38388F108 |
| PCG | PG&E CORP | 81,619 | $5.417M | 0.2% | $61.62 | +6.4% | COM | 69331C108 |
| — | GENERAL ELECTRIC CO | 200,000 | $5.402M | 0.2% | $30.98 | — | Call | 369604103 |
| MPT | MEDICAL PPTYS TRUST INC | 415,625 | $5.349M | 0.2% | $12.87 | — | COM | 58463J304 |
| CFG | CITIZENS FINL GROUP INC | 148,504 | $5.299M | 0.2% | $25.56 | -1.6% | COM | 174610105 |
| EA | ELECTRONIC ARTS INC | 48,977 | $5.178M | 0.2% | $100.14 | 0.0% | COM | 285512109 |
| EFX | EQUIFAX INC | 37,201 | $5.112M | 0.2% | $126.80 | 0.0% | COM | 294429105 |
| — | THOMSON REUTERS CORP | 110,034 | $5.093M | 0.2% | $46.29 | — | COM | 884903105 |
| EZU | ISHARES | 125,000 | $5.041M | 0.2% | $39.13 | — | MSCI EURZONE ETF | 464286608 |
| ACGL | ARCH CAP GROUP LTD | 53,081 | $4.952M | 0.2% | $30.16 | 0.0% | ORD | G0450A105 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 63,770 | $4.924M | 0.2% | $75.95 | 0.0% | COM | 109194100 |
| MKC | MCCORMICK & CO INC | 50,377 | $4.912M | 0.2% | $42.69 | +0.6% | COM NON VTG | 579780206 |
| RGA | REINSURANCE GROUP AMER INC | 38,128 | $4.895M | 0.2% | $126.72 | -0.4% | COM NEW | 759351604 |
| — | PEOPLES UNITED FINANCIAL INC | 276,044 | $4.875M | 0.2% | $17.90 | — | COM | 712704105 |
| CTAS | CINTAS CORP | 38,172 | $4.811M | 0.2% | $28.48 | 0.0% | COM | 172908105 |
| — | CONTINENTAL RESOURCES INC | 148,640 | $4.806M | 0.2% | $45.42 | — | COM | 212015101 |
| — | U S SILICA HLDGS INC | 133,551 | $4.74M | 0.2% | $36.76 | — | COM | 90346E103 |
| — | BGC PARTNERS INC | 372,322 | $4.706M | 0.2% | $12.64 | — | CL A | 05541T101 |
| MOS | MOSAIC CO NEW | 204,642 | $4.672M | 0.2% | $22.69 | -6.1% | COM | 61945C103 |
| MAC | MACERICH CO | 79,070 | $4.591M | 0.2% | $58.06 | — | COM | 554382101 |
| — | SPIRIT AIRLS INC | 88,812 | $4.587M | 0.2% | $51.46 | — | COM | 848577102 |
| TDY | TELEDYNE TECHNOLOGIES INC | 35,863 | $4.578M | 0.2% | $129.61 | 0.0% | COM | 879360105 |
| EMR | EMERSON ELEC CO | 75,000 | $4.472M | 0.2% | — | — | Call | 291011104 |
| — | HARRIS CORP DEL | 40,606 | $4.429M | 0.2% | $109.07 | — | COM | 413875105 |
| — | KELLOGG CO | 63,407 | $4.404M | 0.2% | $49.13 | 0.0% | COM | 487836108 |
| — | CITRIX SYS INC | 55,000 | $4.377M | 0.2% | $80.22 | — | Call | 177376100 |
| BP | BP PLC | 123,289 | $4.272M | 0.2% | $34.64 | — | SPONSORED ADR | 055622104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 50,610 | $4.271M | 0.2% | $49.76 | +0.1% | SHS - A - | N53745100 |
| ALL | ALLSTATE CORP | 47,741 | $4.222M | 0.2% | $64.52 | +8.1% | COM | 020002101 |
| — | DELEK US HLDGS INC | 158,053 | $4.179M | 0.2% | $24.27 | — | COM | 246647101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 61,890 | $4.109M | 0.2% | $56.39 | 0.0% | CL A | 192446102 |
| IAG | IAMGOLD CORP | 795,142 | $4.103M | 0.2% | $4.50 | 0.0% | COM | 450913108 |
| VNO | VORNADO RLTY TR | 43,097 | $4.047M | 0.2% | $94.25 | — | SH BEN INT | 929042109 |
| SYF | SYNCHRONY FINL | 135,476 | $4.04M | 0.2% | $24.03 | 0.0% | COM | 87165B103 |
| CVX | CHEVRON CORP NEW | 38,672 | $4.035M | 0.2% | $76.56 | -4.4% | COM | 166764100 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 36,878 | $4.028M | 0.2% | $97.28 | 0.0% | COM | V7780T103 |
| RES | RPC INC | 198,747 | $4.017M | 0.2% | $16.39 | +1.1% | COM | 749660106 |
| — | BHP BILLITON PLC | 129,401 | $3.98M | 0.2% | $29.17 | — | SPONSORED ADR | 05545E209 |
| — | GENESEE & WYO INC | 58,153 | $3.977M | 0.2% | $68.95 | — | CL A | 371559105 |
| SEE | SEALED AIR CORP NEW | 88,658 | $3.968M | 0.2% | $37.96 | -0.2% | COM | 81211K100 |
| CPA | COPA HOLDINGS SA | 33,314 | $3.898M | 0.2% | $88.66 | +1.3% | CL A | P31076105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 73,960 | $3.888M | 0.2% | $38.46 | +6.7% | COM | 416515104 |
| — | CBS CORP NEW | 60,399 | $3.852M | 0.1% | $67.93 | — | CL B | 124857202 |
| — | STANDARD PAC CORP NEW | 3,230,000 | $3.848M | 0.1% | $1.19 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| CMC | COMMERCIAL METALS CO | 197,470 | $3.837M | 0.1% | $15.87 | -0.7% | COM | 201723103 |
| — | IAC INTERACTIVECORP | 36,863 | $3.806M | 0.1% | $103.25 | — | COM | 44919P508 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 674,578 | $3.805M | 0.1% | $6.63 | -8.8% | COM | 42330P107 |
| FHB | FIRST HAWAIIAN INC | 123,271 | $3.775M | 0.1% | $21.90 | -8.1% | COM | 32051X108 |
| MTDR | MATADOR RES CO | 174,215 | $3.723M | 0.1% | $23.57 | -3.7% | COM | 576485205 |
| TS | TENARIS S A | 118,958 | $3.704M | 0.1% | $34.30 | — | SPONSORED ADR | 88031M109 |
| GTLS | CHART INDS INC | 106,230 | $3.689M | 0.1% | $28.54 | +22.2% | COM PAR $0.01 | 16115Q308 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 16,766 | $3.667M | 0.1% | $16.33 | 0.0% | COM | 67103H107 |
| — | QUINTILES IMS HOLDINGS INC | 40,394 | $3.615M | 0.1% | $88.56 | — | COM | 74876Y101 |
| ETN | EATON CORP PLC | 45,694 | $3.556M | 0.1% | $63.97 | 0.0% | SHS | G29183103 |
| EOG | EOG RES INC | 39,024 | $3.532M | 0.1% | $66.10 | +3.9% | COM | 26875P101 |
| ALK | ALASKA AIR GROUP INC | 39,063 | $3.506M | 0.1% | $82.77 | 0.0% | COM | 011659109 |
| HUM | HUMANA INC | 14,493 | $3.487M | 0.1% | $203.87 | +3.3% | COM | 444859102 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 66,745 | $3.481M | 0.1% | $52.15 | — | COM NEW | 049164205 |
| — | ENSCO PLC | 673,400 | $3.475M | 0.1% | $7.81 | — | Call | G3157S106 |
| W | WAYFAIR INC | 45,079 | $3.466M | 0.1% | $59.29 | 0.0% | CL A | 94419L101 |
| — | UNITED STATES STL CORP NEW | 155,880 | $3.451M | 0.1% | $26.76 | — | COM | 912909108 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 80,188 | $3.449M | 0.1% | $32.91 | 0.0% | COM | 744573106 |
| JHG | JANUS HENDERSON GROUP PLC | 103,455 | $3.425M | 0.1% | $32.71 | 0.0% | ORD SHS | G4474Y214 |
| — | DRIL-QUIP INC | 70,000 | $3.416M | 0.1% | $48.80 | — | COM | 262037104 |
| — | NOBLE ENERGY INC | 119,896 | $3.393M | 0.1% | $34.34 | — | COM | 655044105 |
| WFC | WELLS FARGO CO NEW | 60,896 | $3.374M | 0.1% | $42.18 | 0.0% | COM | 949746101 |
| WMT | WAL-MART STORES INC | 44,576 | $3.374M | 0.1% | $22.02 | 0.0% | COM | 931142103 |
| LULU | LULULEMON ATHLETICA INC | 56,367 | $3.363M | 0.1% | $52.06 | 0.0% | COM | 550021109 |
| D | DOMINION ENERGY INC | 43,799 | $3.356M | 0.1% | $53.74 | 0.0% | COM | 25746U109 |
| CVS | CVS HEALTH CORP | 41,694 | $3.355M | 0.1% | $60.32 | 0.0% | COM | 126650100 |
| AA | ALCOA CORP | 102,387 | $3.343M | 0.1% | $31.76 | -2.4% | COM | 013872106 |
| MET | METLIFE INC | 60,544 | $3.326M | 0.1% | $34.63 | 0.0% | COM | 59156R108 |
| GWW | GRAINGER W W INC | 18,388 | $3.32M | 0.1% | $166.15 | 0.0% | COM | 384802104 |
| PAAS | PAN AMERICAN SILVER CORP | 195,874 | $3.295M | 0.1% | $15.84 | +9.1% | COM | 697900108 |
| — | NEVSUN RES LTD | 1,362,900 | $3.285M | 0.1% | $3.05 | — | COM | 64156L101 |
| VFC | V F CORP | 56,208 | $3.238M | 0.1% | $51.60 | 0.0% | COM | 918204108 |
| — | APACHE CORP | 66,841 | $3.204M | 0.1% | $50.44 | — | COM | 037411105 |
| AAL | AMERICAN AIRLS GROUP INC | 63,632 | $3.202M | 0.1% | $45.08 | 0.0% | COM | 02376R102 |
| IEF | ISHARES TR | 30,000 | $3.198M | 0.1% | $106.60 | — | 7-10YR TR BD ETF | 464287440 |
| MTN | VAIL RESORTS INC | 15,707 | $3.186M | 0.1% | $201.54 | 0.0% | COM | 91879Q109 |
| PSX | PHILLIPS 66 | 38,318 | $3.169M | 0.1% | $56.29 | 0.0% | COM | 718546104 |
| — | ENSCO PLC | 608,116 | $3.138M | 0.1% | $7.81 | — | SHS CLASS A | G3157S106 |
| C | CITIGROUP INC | 46,720 | $3.125M | 0.1% | $40.63 | +14.3% | COM NEW | 172967424 |
| — | HCP INC | 96,963 | $3.099M | 0.1% | $31.96 | — | COM | 40414L109 |
| — | PLATFORM SPECIALTY PRODS COR | 242,616 | $3.076M | 0.1% | $11.39 | — | COM | 72766Q105 |
| EXR | EXTRA SPACE STORAGE INC | 39,402 | $3.073M | 0.1% | $55.37 | +0.2% | COM | 30225T102 |
| DLTR | DOLLAR TREE INC | 43,845 | $3.066M | 0.1% | $76.96 | +0.3% | COM | 256746108 |
| TRIP | TRIPADVISOR INC | 80,253 | $3.066M | 0.1% | $36.78 | 0.0% | COM | 896945201 |
| — | HAWAIIAN HOLDINGS INC | 65,034 | $3.053M | 0.1% | $46.94 | — | COM | 419879101 |
| — | OPUS BK IRVINE CALIF | 125,000 | $3.025M | 0.1% | $24.20 | — | COM | 684000102 |
| — | TIMKENSTEEL CORP | 2,000,000 | $3.012M | 0.1% | $1.30 | — | NOTE 6.000% 6/0 | 887399AA1 |
| RF | REGIONS FINL CORP NEW | 205,316 | $3.006M | 0.1% | $10.15 | 0.0% | COM | 7591EP100 |
| IP | INTL PAPER CO | 52,711 | $2.984M | 0.1% | $34.17 | +1.7% | COM | 460146103 |
| R | RYDER SYS INC | 41,447 | $2.983M | 0.1% | $69.22 | 0.0% | COM | 783549108 |
| BURL | BURLINGTON STORES INC | 32,361 | $2.977M | 0.1% | $96.16 | 0.0% | COM | 122017106 |
| — | VANTIV INC | 46,532 | $2.947M | 0.1% | $63.33 | — | CL A | 92210H105 |
| XEL | XCEL ENERGY INC | 63,985 | $2.936M | 0.1% | $32.23 | +9.5% | COM | 98389B100 |
| — | FLEETCOR TECHNOLOGIES INC | 20,288 | $2.926M | 0.1% | $145.48 | — | COM | 339041105 |
| NEM | NEWMONT MINING CORP | 90,000 | $2.915M | 0.1% | $27.24 | -2.4% | COM | 651639106 |
| — | PHYSICIANS RLTY TR | 144,453 | $2.909M | 0.1% | $20.09 | — | COM | 71943U104 |
| — | CHESAPEAKE ENERGY CORP | 582,336 | $2.894M | 0.1% | $5.11 | — | COM | 165167107 |
| AME | AMETEK INC NEW | 47,560 | $2.881M | 0.1% | $47.45 | +17.2% | COM | 031100100 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 28,751 | $2.878M | 0.1% | $90.73 | +0.1% | COM | 33616C100 |
| TEX | TEREX CORP NEW | 76,597 | $2.872M | 0.1% | $33.83 | 0.0% | COM | 880779103 |
| OIS | OIL STS INTL INC | 105,622 | $2.868M | 0.1% | $29.62 | 0.0% | COM | 678026105 |
| LVS | LAS VEGAS SANDS CORP | 44,897 | $2.868M | 0.1% | $49.42 | 0.0% | COM | 517834107 |
| COLB | COLUMBIA BKG SYS INC | 71,294 | $2.841M | 0.1% | $26.82 | 0.0% | COM | 197236102 |
| DG | DOLLAR GEN CORP NEW | 39,312 | $2.834M | 0.1% | $64.42 | 0.0% | COM | 256677105 |
| AZO | AUTOZONE INC | 4,932 | $2.814M | 0.1% | $651.02 | 0.0% | COM | 053332102 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 20,822 | $2.809M | 0.1% | $115.38 | +4.0% | CL A | 78410G104 |
| — | CITRIX SYS INC | 35,099 | $2.793M | 0.1% | $80.22 | — | COM | 177376100 |
| PGR | PROGRESSIVE CORP OHIO | 63,302 | $2.791M | 0.1% | $30.58 | +4.9% | COM | 743315103 |
| AIG | AMERICAN INTL GROUP INC | 43,901 | $2.745M | 0.1% | $44.23 | +12.5% | COM NEW | 026874784 |
| — | CALPINE CORP | 202,653 | $2.742M | 0.1% | $12.73 | — | COM NEW | 131347304 |
| IT | GARTNER INC | 22,141 | $2.735M | 0.1% | $116.06 | 0.0% | COM | 366651107 |
| O | REALTY INCOME CORP | 49,422 | $2.727M | 0.1% | $36.61 | 0.0% | COM | 756109104 |
| HXL | HEXCEL CORP NEW | 50,911 | $2.688M | 0.1% | $51.72 | 0.0% | COM | 428291108 |
| NJR | NEW JERSEY RES | 67,699 | $2.688M | 0.1% | $30.62 | 0.0% | COM | 646025106 |
| SHOO | MADDEN STEVEN LTD | 66,970 | $2.675M | 0.1% | $21.92 | 0.0% | COM | 556269108 |
| — | ANADARKO PETE CORP | 58,860 | $2.669M | 0.1% | $49.82 | — | COM | 032511107 |
| — | NATIONAL INSTRS CORP | 65,942 | $2.652M | 0.1% | $40.22 | — | COM | 636518102 |
| — | DEPOMED INC | 3,000,000 | $2.651M | 0.1% | $0.78 | — | NOTE 2.500% 9/0 | 249908AA2 |
| WSO | WATSCO INC | 17,160 | $2.646M | 0.1% | $142.89 | 0.0% | COM | 942622200 |
| — | INVACARE CORP | 2,450,000 | $2.646M | 0.1% | $1.02 | — | NOTE 5.000% 2/1 | 461203AF8 |
| ROP | ROPER TECHNOLOGIES INC | 11,395 | $2.638M | 0.1% | $210.41 | 0.0% | COM | 776696106 |
| — | AK STL HLDG CORP | 400,000 | $2.628M | 0.1% | $6.52 | — | Call | 001547108 |
| NBIS | YANDEX N V | 100,000 | $2.624M | 0.1% | $26.24 | — | SHS CLASS A | N97284108 |
| HST | HOST HOTELS & RESORTS INC | 143,121 | $2.615M | 0.1% | $13.14 | 0.0% | COM | 44107P104 |
| MTZ | MASTEC INC | 56,995 | $2.573M | 0.1% | $43.26 | 0.0% | COM | 576323109 |
| MZTI | LANCASTER COLONY CORP | 20,866 | $2.559M | 0.1% | $125.32 | 0.0% | COM | 513847103 |
| KMI | KINDER MORGAN INC DEL | 132,420 | $2.537M | 0.1% | $13.35 | -6.6% | COM | 49456B101 |
| — | ELDORADO GOLD CORP NEW | 960,739 | $2.536M | 0.1% | $3.22 | — | COM | 284902103 |
| AWK | AMERICAN WTR WKS CO INC NEW | 32,473 | $2.531M | 0.1% | $66.71 | 0.0% | COM | 030420103 |
| — | CIMAREX ENERGY CO | 26,859 | $2.525M | 0.1% | $119.49 | — | COM | 171798101 |
| DIS | DISNEY WALT CO | 23,744 | $2.523M | 0.1% | $102.45 | 0.0% | COM DISNEY | 254687106 |
| FMC | F M C CORP | 34,475 | $2.518M | 0.1% | $27.69 | +88.1% | COM NEW | 302491303 |
| CSGP | COSTAR GROUP INC | 9,542 | $2.515M | 0.1% | $24.32 | 0.0% | COM | 22160N109 |
| OII | OCEANEERING INTL INC | 110,000 | $2.512M | 0.1% | $25.44 | 0.0% | COM | 675232102 |
| — | BROADSOFT INC | 2,000,000 | $2.51M | 0.1% | $1.25 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| ETR | ENTERGY CORP NEW | 32,619 | $2.504M | 0.1% | $27.93 | 0.0% | COM | 29364G103 |
| UAL | UNITED CONTL HLDGS INC | 33,247 | $2.502M | 0.1% | $75.50 | 0.0% | COM | 910047109 |
| — | BAKER HUGHES INC | 45,696 | $2.491M | 0.1% | $55.43 | — | COM | 057224107 |
| — | MEREDITH CORP | 41,790 | $2.484M | 0.1% | $59.29 | — | COM | 589433101 |
| — | NATIONAL OILWELL VARCO INC | 75,338 | $2.482M | 0.1% | $34.56 | — | COM | 637071101 |
| — | CONCHO RES INC | 20,255 | $2.462M | 0.1% | $121.55 | — | COM | 20605P101 |
| OGE | OGE ENERGY CORP | 70,240 | $2.444M | 0.1% | $34.43 | +1.6% | COM | 670837103 |
| BAC | BANK AMER CORP | 100,000 | $2.426M | 0.1% | $17.91 | +6.6% | Call | 060505104 |
| — | WPX ENERGY INC | 250,347 | $2.418M | 0.1% | $9.66 | — | COM | 98212B103 |
| BA | BOEING CO | 12,123 | $2.397M | 0.1% | $174.89 | 0.0% | COM | 097023105 |
| OC | OWENS CORNING NEW | 35,810 | $2.396M | 0.1% | $57.34 | +9.3% | COM | 690742101 |
| PCAR | PACCAR INC | 36,268 | $2.395M | 0.1% | $30.90 | 0.0% | COM | 693718108 |
| UGI | UGI CORP NEW | 49,303 | $2.387M | 0.1% | $48.40 | +2.7% | COM | 902681105 |
| — | ROCKWELL COLLINS INC | 22,652 | $2.38M | 0.1% | $97.16 | — | COM | 774341101 |
| BANC | BANC OF CALIFORNIA INC | 110,409 | $2.374M | 0.1% | $17.31 | 0.0% | COM | 05990K106 |
| EPC | EDGEWELL PERS CARE CO | 30,949 | $2.353M | 0.1% | $67.08 | 0.0% | COM | 28035Q102 |
| MS | MORGAN STANLEY | 52,378 | $2.334M | 0.1% | $23.49 | +42.8% | COM NEW | 617446448 |
| AN | AUTONATION INC | 54,647 | $2.304M | 0.1% | $40.69 | 0.0% | COM | 05329W102 |
| EXC | EXELON CORP | 63,457 | $2.289M | 0.1% | $18.70 | +0.8% | COM | 30161N101 |
| MOS | MOSAIC CO NEW | 100,000 | $2.283M | 0.1% | $22.69 | -6.1% | Call | 61945C103 |
| — | TCF FINL CORP | 142,443 | $2.271M | 0.1% | $15.94 | — | COM | 872275102 |
| ETD | ETHAN ALLEN INTERIORS INC | 69,497 | $2.245M | 0.1% | $16.52 | 0.0% | COM | 297602104 |
| — | REYNOLDS AMERICAN INC | 33,996 | $2.211M | 0.1% | $65.04 | — | COM | 761713106 |
| PWR | QUANTA SVCS INC | 67,135 | $2.21M | 0.1% | $33.01 | -1.0% | COM | 74762E102 |
| JNJ | JOHNSON & JOHNSON | 16,678 | $2.206M | 0.1% | $100.38 | 0.0% | COM | 478160104 |
| — | VARIAN MED SYS INC | 21,264 | $2.194M | 0.1% | $96.43 | — | COM | 92220P105 |
| FMC | F M C CORP | 30,000 | $2.192M | 0.1% | $27.69 | +88.1% | Put | 302491303 |
| GS | GOLDMAN SACHS GROUP INC | 9,844 | $2.184M | 0.1% | $190.30 | -3.0% | COM | 38141G104 |
| — | MRC GLOBAL INC | 131,924 | $2.179M | 0.1% | $16.52 | — | COM | 55345K103 |
| TKR | TIMKEN CO | 47,104 | $2.179M | 0.1% | $45.93 | 0.0% | COM | 887389104 |
| XLB | SELECT SECTOR SPDR TR | 40,018 | $2.153M | 0.1% | $53.45 | — | SBI MATERIALS | 81369Y100 |
| EQIX | EQUINIX INC | 5,013 | $2.151M | 0.1% | $359.41 | 0.0% | COM PAR $0.001 | 29444U700 |
| UCB | UNITED CMNTY BKS BLAIRSVLE G | 77,246 | $2.147M | 0.1% | $27.04 | 0.0% | COM | 90984P303 |
| IVZ | INVESCO LTD | 60,791 | $2.139M | 0.1% | $21.78 | 0.0% | SHS | G491BT108 |
| MKL | MARKEL CORP | 2,183 | $2.13M | 0.1% | $966.92 | +0.4% | COM | 570535104 |
| — | MAXIM INTEGRATED PRODS INC | 47,344 | $2.126M | 0.1% | $44.91 | — | COM | 57772K101 |
| ITW | ILLINOIS TOOL WKS INC | 14,823 | $2.123M | 0.1% | $104.58 | +8.4% | COM | 452308109 |
| CHD | CHURCH & DWIGHT INC | 40,530 | $2.103M | 0.1% | $45.79 | 0.0% | COM | 171340102 |
| — | APACHE CORP | 43,800 | $2.099M | 0.1% | $50.44 | — | Call | 037411105 |
| EIX | EDISON INTL | 26,616 | $2.081M | 0.1% | $52.34 | +6.3% | COM | 281020107 |
| — | FORUM ENERGY TECHNOLOGIES IN | 132,651 | $2.069M | 0.1% | $16.43 | — | COM | 34984V100 |
| — | DUN & BRADSTREET CORP DEL NE | 18,823 | $2.036M | 0.1% | $108.17 | — | COM | 26483E100 |
| — | SOUTHWESTERN ENERGY CO | 334,492 | $2.034M | 0.1% | $7.28 | — | COM | 845467109 |
| SEB | SEABOARD CORP | 509 | $2.033M | 0.1% | $3937.85 | 0.0% | COM | 811543107 |
| ABT | ABBOTT LABS | 41,788 | $2.031M | 0.1% | $36.93 | +5.3% | COM | 002824100 |
| PRAA | PRA GROUP INC | 53,306 | $2.02M | 0.1% | $34.85 | 0.0% | COM | 69354N106 |
| — | UNITED TECHNOLOGIES CORP | 16,512 | $2.016M | 0.1% | $122.09 | — | COM | 913017109 |
| — | TRONOX LTD | 133,000 | $2.011M | 0.1% | $15.12 | — | SHS CL A | Q9235V101 |
| — | RYLAND GROUP INC | 2,000,000 | $2.005M | 0.1% | $1.10 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| NI | NISOURCE INC | 78,361 | $1.987M | 0.1% | $17.55 | +7.6% | COM | 65473P105 |
| — | FIRST DATA CORP NEW | 109,012 | $1.984M | 0.1% | $17.49 | — | COM CL A | 32008D106 |
| — | NRG YIELD INC | 112,576 | $1.981M | 0.1% | $17.60 | — | CL C | 62942X405 |
| PPL | PPL CORP | 50,937 | $1.969M | 0.1% | $24.03 | +9.3% | COM | 69351T106 |
| — | ARCH COAL INC | 28,778 | $1.966M | 0.1% | $68.94 | — | CL A | 039380407 |
| TPH | TRI POINTE GROUP INC | 147,634 | $1.947M | 0.1% | $12.28 | +1.6% | COM | 87265H109 |
| — | POTASH CORP SASK INC | 118,924 | $1.938M | 0.1% | $17.93 | — | COM | 73755L107 |
| — | SCANA CORP NEW | 28,905 | $1.937M | 0.1% | $67.12 | — | COM | 80589M102 |
| PAYX | PAYCHEX INC | 33,783 | $1.924M | 0.1% | $45.43 | 0.0% | COM | 704326107 |
| SON | SONOCO PRODS CO | 37,313 | $1.919M | 0.1% | $38.61 | -0.6% | COM | 835495102 |
| — | APACHE CORP | 39,900 | $1.912M | 0.1% | $50.44 | — | Put | 037411105 |
| FE | FIRSTENERGY CORP | 65,255 | $1.903M | 0.1% | $21.37 | -2.5% | COM | 337932107 |
| MDT | MEDTRONIC PLC | 21,335 | $1.893M | 0.1% | $67.64 | 0.0% | SHS | G5960L103 |
| NRG | NRG ENERGY INC | 108,656 | $1.871M | 0.1% | $13.67 | +1.3% | COM NEW | 629377508 |
| KIM | KIMCO RLTY CORP | 101,232 | $1.858M | 0.1% | $12.68 | 0.0% | COM | 49446R109 |
| — | SEMGROUP CORP | 67,592 | $1.825M | 0.1% | $27.00 | — | CL A | 81663A105 |
| LW | LAMB WESTON HLDGS INC | 40,825 | $1.798M | 0.1% | $38.08 | +1.5% | COM | 513272104 |
| CL | COLGATE PALMOLIVE CO | 23,995 | $1.779M | 0.1% | $60.64 | 0.0% | COM | 194162103 |
| USB | US BANCORP DEL | 34,242 | $1.778M | 0.1% | $36.97 | 0.0% | COM NEW | 902973304 |
| XLP | SELECT SECTOR SPDR TR | 32,334 | $1.776M | 0.1% | $54.85 | — | SBI CONS STPLS | 81369Y308 |
| — | PREMIER INC | 49,301 | $1.775M | 0.1% | $33.76 | — | CL A | 74051N102 |
| HRI | HERC HLDGS INC | 44,557 | $1.752M | 0.1% | $38.04 | +1.1% | COM | 42704L104 |
| — | KAPSTONE PAPER & PACKAGING C | 83,045 | $1.713M | 0.1% | $19.83 | — | COM | 48562P103 |
| NFG | NATIONAL FUEL GAS CO N J | 30,684 | $1.713M | 0.1% | $56.29 | 0.0% | COM | 636180101 |
| — | LAREDO PETROLEUM INC | 162,333 | $1.708M | 0.1% | $14.60 | — | COM | 516806106 |
| TXT | TEXTRON INC | 36,247 | $1.707M | 0.1% | $46.50 | 0.0% | COM | 883203101 |
| — | SUCAMPO PHARMACEUTICALS INC | 1,750,000 | $1.706M | 0.1% | $0.99 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | ATHENAHEALTH INC | 12,012 | $1.688M | 0.1% | $140.53 | — | COM | 04685W103 |
| — | WORKDAY INC | 1,253,000 | $1.676M | 0.1% | $1.34 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ARBOR RLTY TR INC | 1,574,000 | $1.675M | 0.1% | $1.02 | — | NOTE 6.500%10/0 | 038923AA6 |
| HUBB | HUBBELL INC | 14,762 | $1.671M | 0.1% | $96.78 | 0.0% | COM | 443510607 |
| CASY | CASEYS GEN STORES INC | 15,567 | $1.667M | 0.1% | $104.83 | 0.0% | COM | 147528103 |
| DUK | DUKE ENERGY CORP NEW | 19,910 | $1.664M | 0.1% | $59.10 | 0.0% | COM NEW | 26441C204 |
| — | ALON USA ENERGY INC | 124,481 | $1.658M | 0.1% | $13.32 | — | COM | 020520102 |
| — | HESS CORP | 37,694 | $1.654M | 0.1% | $46.11 | — | COM | 42809H107 |
| HOLX | HOLOGIC INC | 36,089 | $1.638M | 0.1% | $44.14 | 0.0% | COM | 436440101 |
| — | POTASH CORP SASK INC | 100,000 | $1.63M | 0.1% | $17.93 | — | Call | 73755L107 |
| — | FEDERAL REALTY INVT TR | 12,796 | $1.617M | 0.1% | $132.81 | — | SH BEN INT NEW | 313747206 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 97,157 | $1.612M | 0.1% | $10.32 | +3.9% | COM | 42824C109 |
| — | QIAGEN NV | 47,999 | $1.609M | 0.1% | $28.97 | — | SHS NEW | N72482123 |
| — | DST SYS INC DEL | 25,922 | $1.599M | 0.1% | $61.69 | — | COM | 233326107 |
| — | LIBERTY GLOBAL PLC | 74,377 | $1.592M | 0.1% | $21.40 | — | LILAC SHS CL C | G5480U153 |
| TRGP | TARGA RES CORP | 34,269 | $1.549M | 0.1% | $35.33 | 0.0% | COM | 87612G101 |
| PRU | PRUDENTIAL FINL INC | 14,268 | $1.543M | 0.1% | $71.07 | 0.0% | COM | 744320102 |
| KBE | SPDR SERIES TRUST | 35,454 | $1.543M | 0.1% | $43.52 | — | S&P BK ETF | 78464A797 |
| — | WEATHERFORD INTL PLC | 398,307 | $1.541M | 0.1% | $5.42 | — | ORD SHS | G48833100 |
| NVRI | HARSCO CORP | 95,564 | $1.539M | 0.1% | $14.42 | 0.0% | COM | 415864107 |
| — | INVESTORS BANCORP INC NEW | 113,535 | $1.517M | 0.1% | $13.81 | — | COM | 46146L101 |
| PNW | PINNACLE WEST CAP CORP | 17,773 | $1.514M | 0.1% | $56.18 | +8.6% | COM | 723484101 |
| UBSI | UNITED BANKSHARES INC WEST V | 38,347 | $1.503M | 0.1% | $42.99 | -7.7% | COM | 909907107 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 201,000 | $1.499M | 0.1% | $7.46 | — | SP ADR NON VTG | 71654V101 |
| — | TORCHMARK CORP | 19,478 | $1.49M | 0.1% | $76.50 | — | COM | 891027104 |
| — | SUPERIOR ENERGY SVCS INC | 142,470 | $1.486M | 0.1% | $18.03 | — | COM | 868157108 |
| UNP | UNION PAC CORP | 13,548 | $1.476M | 0.1% | $78.21 | +15.2% | COM | 907818108 |
| EVH | EVOLENT HEALTH INC | 57,700 | $1.463M | 0.1% | $19.20 | +25.3% | CL A | 30050B101 |
| ES | EVERSOURCE ENERGY | 24,067 | $1.461M | 0.1% | $45.05 | 0.0% | COM | 30040W108 |
| BLMN | BLOOMIN BRANDS INC | 68,449 | $1.453M | 0.1% | $16.42 | 0.0% | COM | 094235108 |
| — | WPX ENERGY INC | 150,000 | $1.449M | 0.1% | $9.66 | — | Call | 98212B103 |
| JBHT | HUNT J B TRANS SVCS INC | 15,818 | $1.445M | 0.1% | $81.66 | 0.0% | COM | 445658107 |
| — | EL PASO ELEC CO | 27,923 | $1.444M | 0.1% | $50.50 | — | COM NEW | 283677854 |
| OKE | ONEOK INC NEW | 27,592 | $1.439M | 0.1% | $30.31 | 0.0% | COM | 682680103 |
| DOV | DOVER CORP | 17,900 | $1.436M | 0.1% | $48.50 | +17.1% | Put | 260003108 |
| ACM | AECOM | 44,185 | $1.429M | 0.1% | $31.88 | 0.0% | COM | 00766T100 |
| TROW | PRICE T ROWE GROUP INC | 19,169 | $1.423M | 0.1% | $50.90 | +1.9% | COM | 74144T108 |
| — | GREAT PLAINS ENERGY INC | 48,317 | $1.415M | 0.1% | $29.29 | — | COM | 391164100 |
| IONS | IONIS PHARMACEUTICALS INC | 27,706 | $1.409M | 0.1% | $43.62 | +6.8% | COM | 462222100 |
| MDLZ | MONDELEZ INTL INC | 32,494 | $1.403M | 0.1% | $36.67 | 0.0% | CL A | 609207105 |
| TRN | TRINITY INDS INC | 50,000 | $1.402M | 0.1% | — | — | Call | 896522109 |
| — | AT HOME GROUP INC | 60,155 | $1.401M | 0.1% | $23.29 | — | COM | 04650Y100 |
| DVN | DEVON ENERGY CORP NEW | 43,712 | $1.397M | 0.1% | $25.86 | 0.0% | COM | 25179M103 |
| MUSA | MURPHY USA INC | 18,712 | $1.387M | 0.1% | $67.28 | +1.1% | COM | 626755102 |
| — | STARWOOD PPTY TR INC | 1,346,000 | $1.365M | 0.1% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| CSX | CSX CORP | 24,941 | $1.361M | 0.1% | $8.22 | +85.3% | COM | 126408103 |
| — | DUNKIN BRANDS GROUP INC | 24,464 | $1.348M | 0.1% | $55.10 | — | COM | 265504100 |
| — | BLACKSTONE MTG TR INC | 1,160,000 | $1.347M | 0.1% | $1.16 | — | NOTE 5.250%12/0 | 09257WAA8 |
| EW | EDWARDS LIFESCIENCES CORP | 11,379 | $1.345M | 0.1% | $31.31 | +16.6% | COM | 28176E108 |
| HLF | HERBALIFE LTD | 18,860 | $1.345M | 0.1% | $32.62 | +3.3% | COM USD SHS | G4412G101 |
| MRK | MERCK & CO INC | 20,612 | $1.321M | 0.1% | $46.54 | 0.0% | COM | 58933Y105 |
| AVY | AVERY DENNISON CORP | 14,903 | $1.317M | 0.1% | $71.76 | 0.0% | COM | 053611109 |
| G | GENPACT LIMITED | 47,265 | $1.315M | 0.1% | $23.54 | 0.0% | SHS | G3922B107 |
| — | GOVERNMENT PPTYS INCOME TR | 71,644 | $1.312M | 0.1% | $18.31 | — | COM SHS BEN INT | 38376A103 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 16,347 | $1.304M | 0.1% | $63.91 | 0.0% | COM | 02043Q107 |
| — | SRC ENERGY INC | 193,275 | $1.301M | 0.1% | $6.73 | — | COM | 78470V108 |
| WEC | WEC ENERGY GROUP INC | 20,983 | $1.288M | 0.0% | $46.87 | 0.0% | COM | 92939U106 |
| CSL | CARLISLE COS INC | 13,391 | $1.278M | 0.0% | $90.68 | 0.0% | COM | 142339100 |
| PFE | PFIZER INC | 38,042 | $1.278M | 0.0% | $21.09 | +2.4% | COM | 717081103 |
| — | CENTENNIAL RESOURCE DEV INC | 80,424 | $1.272M | 0.0% | $17.23 | — | CL A | 15136A102 |
| — | HANESBRANDS INC | 54,459 | $1.261M | 0.0% | $23.16 | — | COM | 410345102 |
| BK | BANK NEW YORK MELLON CORP | 24,675 | $1.259M | 0.0% | $37.96 | 0.0% | COM | 064058100 |
| GVA | GRANITE CONSTR INC | 26,078 | $1.258M | 0.0% | $53.21 | -6.5% | COM | 387328107 |
| AES | AES CORP | 112,652 | $1.252M | 0.0% | $8.23 | +1.8% | COM | 00130H105 |
| WCC | WESCO INTL INC | 21,807 | $1.25M | 0.0% | $62.16 | -2.9% | COM | 95082P105 |
| — | CALLON PETE CO DEL | 117,506 | $1.247M | 0.0% | $11.56 | — | COM | 13123X102 |
| GME | GAMESTOP CORP NEW | 57,056 | $1.233M | 0.0% | $4.68 | 0.0% | CL A | 36467W109 |
| — | STAPLES INC | 121,846 | $1.227M | 0.0% | $10.07 | — | COM | 855030102 |
| — | BEMIS INC | 26,445 | $1.223M | 0.0% | $46.69 | — | COM | 081437105 |
| — | SVB FINL GROUP | 6,946 | $1.221M | 0.0% | $172.04 | — | COM | 78486Q101 |
| — | NOVAVAX INC | 2,750,000 | $1.215M | 0.0% | $0.45 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | VEON LTD | 308,753 | $1.207M | 0.0% | $4.07 | — | SPONSORED ADR | 91822M106 |
| AOS | SMITH A O | 21,251 | $1.197M | 0.0% | $44.23 | +5.2% | COM | 831865209 |
| WAT | WATERS CORP | 6,434 | $1.183M | 0.0% | $166.49 | +4.4% | COM | 941848103 |
| BRKR | BRUKER CORP | 40,714 | $1.174M | 0.0% | $24.94 | 0.0% | COM | 116794108 |
| — | PATHEON N V | 33,588 | $1.172M | 0.0% | $34.89 | — | SHS | N6865W105 |
| GGG | GRACO INC | 10,678 | $1.167M | 0.0% | $31.78 | 0.0% | COM | 384109104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 7,581 | $1.166M | 0.0% | $103.77 | 0.0% | COM | 459200101 |
| PVH | PVH CORP | 10,057 | $1.152M | 0.0% | $102.42 | 0.0% | COM | 693656100 |
| XLY | SELECT SECTOR SPDR TR | 12,622 | $1.131M | 0.0% | $89.61 | — | SBI CONS DISCR | 81369Y407 |
| SNDR | SCHNEIDER NATIONAL INC | 50,000 | $1.119M | 0.0% | $19.77 | 0.0% | CL B | 80689H102 |
| STT | STATE STR CORP | 12,414 | $1.114M | 0.0% | $64.20 | 0.0% | COM | 857477103 |
| — | UNITED STATES STL CORP NEW | 50,000 | $1.107M | 0.0% | $26.76 | — | Call | 912909108 |
| — | SOTHEBYS | 20,606 | $1.106M | 0.0% | $53.67 | — | COM | 835898107 |
| — | WESTAR ENERGY INC | 20,854 | $1.106M | 0.0% | $54.27 | — | COM | 95709T100 |
| — | GENERAL COMMUNICATION INC | 29,965 | $1.098M | 0.0% | $36.64 | — | CL A | 369385109 |
| — | LIBERTY GLOBAL PLC | 35,000 | $1.091M | 0.0% | $31.17 | — | SHS CL C | G5480U120 |
| KRO | KRONOS WORLDWIDE INC | 59,597 | $1.086M | 0.0% | $11.43 | 0.0% | COM | 50105F105 |
| — | INTEGRATED DEVICE TECHNOLOGY | 41,400 | $1.068M | 0.0% | $22.32 | — | COM | 458118106 |
| XYZ | SQUARE INC | 45,500 | $1.067M | 0.0% | $20.67 | 0.0% | CL A | 852234103 |
| — | CLUBCORP HLDGS INC | 81,286 | $1.065M | 0.0% | $13.10 | — | COM | 18948M108 |
| — | CALATLANTIC GROUP INC | 30,034 | $1.062M | 0.0% | $35.36 | — | COM | 128195104 |
| — | TRANSCANADA CORP | 22,240 | $1.06M | 0.0% | $46.13 | — | COM | 89353D107 |
| — | WABCO HLDGS INC | 8,232 | $1.05M | 0.0% | $127.55 | — | COM | 92927K102 |
| WM | WASTE MGMT INC DEL | 14,283 | $1.048M | 0.0% | $62.53 | 0.0% | COM | 94106L109 |
| FLO | FLOWERS FOODS INC | 60,376 | $1.045M | 0.0% | $13.35 | 0.0% | COM | 343498101 |
| — | BLACKROCK CAPITAL INVESTMENT | 1,000,000 | $1.029M | 0.0% | $1.03 | — | NOTE 5.000% 6/1 | 092533AC2 |
| WRB | BERKLEY W R CORP | 14,799 | $1.024M | 0.0% | $16.61 | 0.0% | COM | 084423102 |
| WMB | WILLIAMS COS INC DEL | 33,204 | $1.005M | 0.0% | $18.66 | 0.0% | COM | 969457100 |
| RIG | TRANSOCEAN LTD | 122,000 | $1.004M | 0.0% | $13.22 | -22.7% | REG SHS | H8817H100 |
| — | TABLEAU SOFTWARE INC | 16,265 | $997K | 0.0% | $61.30 | — | CL A | 87336U105 |
| ENB | ENBRIDGE INC | 25,040 | $997K | 0.0% | $24.73 | -3.7% | COM | 29250N105 |
| — | CONSTELLIUM NV | 144,331 | $996K | 0.0% | $6.39 | — | CL A | N22035104 |
| MPC | MARATHON PETE CORP | 18,949 | $992K | 0.0% | $39.52 | 0.0% | COM | 56585A102 |
| SLB | SCHLUMBERGER LTD | 15,000 | $988K | 0.0% | $63.35 | -11.9% | COM | 806857108 |
| — | CAESARS ENTMT CORP | 81,074 | $973K | 0.0% | $12.00 | — | COM | 127686103 |
| — | QEP RES INC | 95,308 | $963K | 0.0% | $10.10 | — | COM | 74733V100 |
| — | RED HAT INC | 9,967 | $954K | 0.0% | $70.18 | — | COM | 756577102 |
| HRTX | HERON THERAPEUTICS INC | 68,434 | $948K | 0.0% | $14.48 | 0.0% | COM | 427746102 |
| ED | CONSOLIDATED EDISON INC | 11,722 | $947K | 0.0% | $59.31 | 0.0% | COM | 209115104 |
| NEE | NEXTERA ENERGY INC | 6,745 | $945K | 0.0% | $26.49 | +4.0% | COM | 65339F101 |
| FHI | FEDERATED INVS INC PA | 33,084 | $935K | 0.0% | $18.30 | 0.0% | CL B | 314211103 |
| — | INPHI CORP | 26,757 | $918K | 0.0% | $45.33 | — | COM | 45772F107 |
| MNST | MONSTER BEVERAGE CORP NEW | 18,201 | $904K | 0.0% | $24.08 | 0.0% | COM | 61174X109 |
| — | RANDGOLD RES LTD | 10,180 | $901K | 0.0% | $88.51 | — | ADR | 752344309 |
| — | CIGNA CORPORATION | 5,385 | $901K | 0.0% | $132.97 | — | COM | 125509109 |
| NUS | NU SKIN ENTERPRISES INC | 14,277 | $897K | 0.0% | $42.98 | 0.0% | CL A | 67018T105 |
| KEX | KIRBY CORP | 13,359 | $893K | 0.0% | $63.89 | +6.6% | COM | 497266106 |
| XBI | SPDR SERIES TRUST | 11,547 | $891K | 0.0% | $77.16 | — | S&P BIOTECH | 78464A870 |
| — | LEUCADIA NATL CORP | 33,939 | $888K | 0.0% | $26.16 | — | COM | 527288104 |
| AXP | AMERICAN EXPRESS CO | 10,469 | $882K | 0.0% | $69.17 | +1.6% | COM | 025816109 |
| — | KRATON CORPORATION | 25,536 | $879K | 0.0% | $34.42 | — | COM | 50077C106 |
| BKH | BLACK HILLS CORP | 12,912 | $871K | 0.0% | $49.84 | 0.0% | COM | 092113109 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 130,667 | $870K | 0.0% | $6.78 | — | COM | 518415104 |
| — | HARMONIC INC | 750,000 | $865K | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | ORBITAL ATK INC | 8,792 | $865K | 0.0% | $98.22 | — | COM | 68557N103 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 70,274 | $864K | 0.0% | $12.29 | — | COM | 44157R109 |
| AVD | AMERICAN VANGUARD CORP | 50,000 | $863K | 0.0% | $16.34 | +1.5% | COM | 030371108 |
| GOOS | CANADA GOOSE HOLDINGS INC | 43,477 | $859K | 0.0% | $18.53 | 0.0% | SHS SUB VTG | 135086106 |
| GLNG | GOLAR LNG LTD BERMUDA | 38,366 | $854K | 0.0% | $21.97 | 0.0% | SHS | G9456A100 |
| RDN | RADIAN GROUP INC | 52,117 | $852K | 0.0% | $14.17 | 0.0% | COM | 750236101 |
| LBRDK | LIBERTY BROADBAND CORP | 9,782 | $849K | 0.0% | $81.88 | 0.0% | COM SER C | 530307305 |
| AGI | ALAMOS GOLD INC NEW | 117,433 | $843K | 0.0% | $7.36 | -9.0% | COM CL A | 011532108 |
| — | NEW YORK CMNTY BANCORP INC | 64,100 | $842K | 0.0% | $13.38 | — | COM | 649445103 |
| — | LIBERTY EXPEDIA HOLDINGS | 15,575 | $841K | 0.0% | $49.37 | — | SER A COM | 53046P109 |
| MAS | MASCO CORP | 21,973 | $840K | 0.0% | $27.95 | +14.7% | COM | 574599106 |
| — | DIGITALGLOBE INC | 24,783 | $825K | 0.0% | $32.76 | — | COM NEW | 25389M877 |
| — | VMWARE INC | 9,414 | $823K | 0.0% | $90.36 | — | CL A COM | 928563402 |
| MRTN | MARTEN TRANS LTD | 29,678 | $813K | 0.0% | $8.31 | 0.0% | COM | 573075108 |
| CPB | CAMPBELL SOUP CO | 15,510 | $809K | 0.0% | $42.63 | 0.0% | COM | 134429109 |
| GLW | CORNING INC | 26,790 | $805K | 0.0% | $22.77 | 0.0% | COM | 219350105 |
| — | AKORN INC | 23,973 | $804K | 0.0% | $28.70 | — | COM | 009728106 |
| — | KOSMOS ENERGY LTD | 124,096 | $795K | 0.0% | $6.41 | — | SHS | G5315B107 |
| — | YAMANA GOLD INC | 325,905 | $792K | 0.0% | $2.75 | — | COM | 98462Y100 |
| BRX | BRIXMOR PPTY GROUP INC | 43,762 | $782K | 0.0% | $17.87 | — | COM | 11120U105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,550 | $777K | 0.0% | $87.70 | +3.7% | COM | 09061G101 |
| VLO | VALERO ENERGY CORP NEW | 11,503 | $776K | 0.0% | $46.41 | -0.8% | COM | 91913Y100 |
| — | PENNEY J C INC | 166,878 | $776K | 0.0% | $4.65 | — | COM | 708160106 |
| ELV | ANTHEM INC | 4,064 | $765K | 0.0% | $160.37 | 0.0% | COM | 036752103 |
| MDU | MDU RES GROUP INC | 28,970 | $759K | 0.0% | $8.03 | -1.4% | COM | 552690109 |
| — | CONSOL ENERGY INC | 50,821 | $759K | 0.0% | $16.20 | — | COM | 20854P109 |
| GWRE | GUIDEWIRE SOFTWARE INC | 10,985 | $755K | 0.0% | $63.63 | 0.0% | COM | 40171V100 |
| — | MATCH GROUP INC | 43,300 | $753K | 0.0% | $17.39 | — | COM | 57665R106 |
| CLX | CLOROX CO DEL | 5,593 | $745K | 0.0% | $105.34 | 0.0% | COM | 189054109 |
| OSK | OSHKOSH CORP | 10,684 | $736K | 0.0% | $58.82 | 0.0% | COM | 688239201 |
| — | ABIOMED INC | 5,134 | $736K | 0.0% | $135.20 | — | COM | 003654100 |
| — | SENIOR HSG PPTYS TR | 35,874 | $733K | 0.0% | $20.43 | — | SH BEN INT | 81721M109 |
| WY | WEYERHAEUSER CO | 21,877 | $733K | 0.0% | $22.56 | +6.5% | COM | 962166104 |
| CNA | CNA FINL CORP | 14,966 | $730K | 0.0% | $25.12 | 0.0% | COM | 126117100 |
| PRA | PROASSURANCE CORP | 11,868 | $722K | 0.0% | $60.01 | 0.0% | COM | 74267C106 |
| — | FLIR SYS INC | 20,772 | $720K | 0.0% | $35.13 | — | COM | 302445101 |
| FIVE | FIVE BELOW INC | 14,516 | $717K | 0.0% | $49.24 | 0.0% | COM | 33829M101 |
| — | NEVRO CORP | 9,549 | $711K | 0.0% | $93.69 | — | COM | 64157F103 |
| TRMB | TRIMBLE INC | 19,908 | $710K | 0.0% | $34.71 | 0.0% | COM | 896239100 |
| RY | ROYAL BK CDA MONTREAL QUE | 9,783 | $709K | 0.0% | $70.12 | 0.0% | COM | 780087102 |
| LNG | CHENIERE ENERGY INC | 14,470 | $705K | 0.0% | $46.49 | +2.6% | COM NEW | 16411R208 |
| — | MIMECAST LTD | 26,152 | $700K | 0.0% | $26.77 | — | ORD SHS | G14838109 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 15,000 | $690K | 0.0% | $41.71 | 0.0% | COM | 04247X102 |
| DCI | DONALDSON INC | 15,002 | $683K | 0.0% | $35.04 | +14.4% | COM | 257651109 |
| PNNT | PENNANTPARK INVT CORP | 91,297 | $675K | 0.0% | $2.77 | -0.6% | COM | 708062104 |
| — | VIACOM INC NEW | 19,877 | $667K | 0.0% | $46.62 | — | CL B | 92553P201 |
| — | CABELAS INC | 11,215 | $666K | 0.0% | $57.79 | — | COM | 126804301 |
| — | LIONS GATE ENTMNT CORP | 23,451 | $662K | 0.0% | $28.23 | — | CL A VTG | 535919401 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 8,679 | $656K | 0.0% | $62.39 | 0.0% | COM | 11133T103 |
| — | WEINGARTEN RLTY INVS | 21,782 | $656K | 0.0% | $30.12 | — | SH BEN INT | 948741103 |
| — | APARTMENT INVT & MGMT CO | 15,120 | $650K | 0.0% | $42.99 | — | CL A | 03748R101 |
| GSM | FERROGLOBE PLC | 54,334 | $649K | 0.0% | $9.78 | -0.3% | SHS | G33856108 |
| BGS | B & G FOODS INC NEW | 18,175 | $647K | 0.0% | $19.15 | 0.0% | COM | 05508R106 |
| DY | DYCOM INDS INC | 7,200 | $645K | 0.0% | $96.96 | 0.0% | COM | 267475101 |
| AFL | AFLAC INC | 8,232 | $639K | 0.0% | $30.73 | 0.0% | COM | 001055102 |
| PFGC | PERFORMANCE FOOD GROUP CO | 23,330 | $639K | 0.0% | $23.19 | +14.0% | COM | 71377A103 |
| — | LIBERTY MEDIA CORP DELAWARE | 17,230 | $631K | 0.0% | $36.62 | — | COM SER C FRMLA | 531229854 |
| UDR | UDR INC | 16,161 | $630K | 0.0% | $27.96 | 0.0% | COM | 902653104 |
| — | CHENIERE ENERGY PTNRS LP HLD | 23,455 | $630K | 0.0% | $26.86 | — | COM REP LLC IN | 16411W108 |
| RJF | RAYMOND JAMES FINANCIAL INC | 7,823 | $628K | 0.0% | $44.22 | 0.0% | COM | 754730109 |
| PBF | PBF ENERGY INC | 27,764 | $618K | 0.0% | $21.47 | 0.0% | CL A | 69318G106 |
| — | ESTERLINE TECHNOLOGIES CORP | 6,494 | $616K | 0.0% | $94.86 | — | COM | 297425100 |
| BMY | BRISTOL MYERS SQUIBB CO | 10,931 | $609K | 0.0% | $39.90 | 0.0% | COM | 110122108 |
| — | COLUMBIA PPTY TR INC | 27,024 | $605K | 0.0% | $22.39 | — | COM NEW | 198287203 |
| BEN | FRANKLIN RES INC | 13,378 | $599K | 0.0% | $26.15 | +3.5% | COM | 354613101 |
| BB | BLACKBERRY LTD | 59,911 | $599K | 0.0% | $9.23 | +6.5% | COM | 09228F103 |
| — | LIBERTY MEDIA CORP | 889,472 | $598K | 0.0% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| TYL | TYLER TECHNOLOGIES INC | 3,404 | $598K | 0.0% | $166.17 | 0.0% | COM | 902252105 |
| ENS | ENERSYS | 8,165 | $592K | 0.0% | $72.46 | 0.0% | COM | 29275Y102 |
| IYZ | ISHARES TR | 18,269 | $589K | 0.0% | $32.24 | — | U.S. TELECOM ETF | 464287713 |
| — | INFRAREIT INC | 30,768 | $589K | 0.0% | $19.14 | — | COM | 45685L100 |
| — | FAIRMOUNT SANTROL HLDGS INC | 150,018 | $585K | 0.0% | $4.53 | — | COM | 30555Q108 |
| SYY | SYSCO CORP | 11,586 | $583K | 0.0% | $42.64 | 0.0% | COM | 871829107 |
| FLS | FLOWSERVE CORP | 12,356 | $574K | 0.0% | $38.51 | +4.8% | COM | 34354P105 |
| — | JAGGED PEAK ENERGY INC | 42,937 | $573K | 0.0% | $13.22 | — | COM | 47009K107 |
| BBT | BERKSHIRE HILLS BANCORP INC | 16,153 | $568K | 0.0% | $27.79 | 0.0% | COM | 084680107 |
| HCA | HCA HEALTHCARE INC | 6,449 | $562K | 0.0% | $78.64 | 0.0% | COM | 40412C101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 2,191 | $562K | 0.0% | $150.52 | +14.7% | COM | 018581108 |
| KSS | KOHLS CORP | 14,499 | $561K | 0.0% | $38.33 | 0.0% | COM | 500255104 |
| — | FRONTIER COMMUNICATIONS CORP | 482,071 | $559K | 0.0% | $3.07 | — | COM | 35906A108 |
| — | ROWAN COMPANIES PLC | 54,502 | $558K | 0.0% | $10.24 | — | SHS CL A | G7665A101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 12,100 | $557K | 0.0% | $48.51 | 0.0% | COM | 64125C109 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 30,346 | $555K | 0.0% | $12.61 | -1.6% | SHS USD | G4863A108 |
| — | XEROX CORP | 19,274 | $554K | 0.0% | $28.74 | — | COM NEW | 984121608 |
| KMX | CARMAX INC | 8,685 | $548K | 0.0% | $64.78 | -6.7% | COM | 143130102 |
| — | VANECK VECTORS ETF TR | 21,995 | $545K | 0.0% | $24.78 | — | OIL SVCS ETF | 92189F718 |
| TR | TOOTSIE ROLL INDS INC | 15,520 | $541K | 0.0% | $30.38 | 0.0% | COM | 890516107 |
| GPRE | GREEN PLAINS INC | 26,139 | $537K | 0.0% | $24.56 | -7.2% | COM | 393222104 |
| — | AVEXIS INC | 6,460 | $531K | 0.0% | $82.20 | — | COM | 05366U100 |
| — | OBSIDIAN ENERGY LTD | 418,395 | $531K | 0.0% | $1.27 | — | COM | 674482104 |
| TECH | BIO TECHNE CORP | 4,523 | $531K | 0.0% | $26.08 | 0.0% | COM | 09073M104 |
| — | ELDORADO GOLD CORP NEW | 200,000 | $528K | 0.0% | $3.22 | — | Call | 284902103 |
| HAS | HASBRO INC | 4,706 | $525K | 0.0% | $76.47 | 0.0% | COM | 418056107 |
| CDE | COEUR MNG INC | 60,977 | $523K | 0.0% | $12.40 | -26.7% | COM NEW | 192108504 |
| ADC | AGREE REALTY CORP | 11,402 | $523K | 0.0% | $45.87 | — | COM | 008492100 |
| FISV | FISERV INC | 4,273 | $523K | 0.0% | $52.44 | +15.3% | COM | 337738108 |
| CAH | CARDINAL HEALTH INC | 6,641 | $517K | 0.0% | $58.41 | 0.0% | COM | 14149Y108 |
| PM | PHILIP MORRIS INTL INC | 4,313 | $507K | 0.0% | $70.54 | +5.3% | COM | 718172109 |
| — | HEALTHCARE RLTY TR | 14,728 | $503K | 0.0% | $34.15 | — | COM | 421946104 |
| BCE | BCE INC | 11,172 | $503K | 0.0% | $26.61 | 0.0% | COM NEW | 05534B760 |
| PCRX | PACIRA PHARMACEUTICALS INC | 10,370 | $495K | 0.0% | $46.40 | 0.0% | COM | 695127100 |
| — | HOLLYFRONTIER CORP | 17,930 | $493K | 0.0% | $27.50 | — | COM | 436106108 |
| IYT | ISHARES TR | 2,858 | $492K | 0.0% | $172.15 | — | TRANS AVG ETF | 464287192 |
| — | TRINSEO S A | 7,122 | $489K | 0.0% | $68.66 | — | SHS | L9340P101 |
| ONB | OLD NATL BANCORP IND | 28,357 | $489K | 0.0% | $16.75 | 0.0% | COM | 680033107 |
| JELD | JELD-WEN HLDG INC | 15,007 | $487K | 0.0% | $32.40 | 0.0% | COM | 47580P103 |
| — | ATLANTICA YIELD PLC | 22,734 | $486K | 0.0% | $21.38 | — | SHS | G0751N103 |
| — | ADVANCED DISP SVCS INC DEL | 21,403 | $486K | 0.0% | $22.71 | — | COM | 00790X101 |
| — | MYLAN N V | 12,439 | $483K | 0.0% | $38.83 | — | SHS EURO | N59465109 |
| KFY | KORN FERRY INTL | 13,962 | $482K | 0.0% | $28.71 | 0.0% | COM NEW | 500643200 |
| — | BLUEBIRD BIO INC | 4,556 | $479K | 0.0% | $105.14 | — | COM | 09609G100 |
| ETD | ETHAN ALLEN INTERIORS INC | 14,800 | $478K | 0.0% | $16.52 | 0.0% | Put | 297602104 |
| ARQ | ADVANCED EMISSIONS SOLUTS IN | 50,887 | $466K | 0.0% | $7.30 | -2.6% | COM | 00770C101 |
| GLOB | GLOBANT S A | 10,717 | $466K | 0.0% | $38.66 | 0.0% | COM | L44385109 |
| ESRT | EMPIRE ST RLTY TR INC | 22,247 | $462K | 0.0% | $20.77 | — | CL A | 292104106 |
| GHC | GRAHAM HLDGS CO | 769 | $461K | 0.0% | $549.24 | 0.0% | COM | 384637104 |
| MTB | M & T BK CORP | 2,828 | $458K | 0.0% | $122.39 | 0.0% | COM | 55261F104 |
| DLX | DELUXE CORP | 6,491 | $449K | 0.0% | $47.73 | 0.0% | COM | 248019101 |
| NGG | NATIONAL GRID PLC | 7,138 | $448K | 0.0% | $62.76 | — | SPONSORED ADR NE | 636274409 |
| F | FORD MTR CO DEL | 39,927 | $447K | 0.0% | $7.09 | 0.0% | COM PAR $0.01 | 345370860 |
| — | WALGREENS BOOTS ALLIANCE INC | 5,640 | $442K | 0.0% | $78.37 | — | COM | 931427108 |
| RVTY | PERKINELMER INC | 6,453 | $440K | 0.0% | $60.71 | 0.0% | COM | 714046109 |
| CRI | CARTER INC | 4,932 | $439K | 0.0% | $67.17 | +2.6% | COM | 146229109 |
| — | INTREXON CORP | 18,180 | $438K | 0.0% | $24.09 | — | COM | 46122T102 |
| VALE | VALE S A | 50,000 | $438K | 0.0% | $8.76 | — | ADR | 91912E105 |
| AMGN | AMGEN INC | 2,528 | $435K | 0.0% | $125.35 | 0.0% | COM | 031162100 |
| — | SPRINT CORP | 52,630 | $432K | 0.0% | $8.21 | — | COM SER 1 | 85207U105 |
| — | PDC ENERGY INC | 10,031 | $432K | 0.0% | $50.94 | — | COM | 69327R101 |
| — | AETNA INC NEW | 2,797 | $425K | 0.0% | $151.95 | — | COM | 00817Y108 |
| CCJ | CAMECO CORP | 46,354 | $422K | 0.0% | $10.73 | -12.2% | COM | 13321L108 |
| — | BED BATH & BEYOND INC | 13,889 | $422K | 0.0% | $30.38 | — | COM | 075896100 |
| CAKE | CHEESECAKE FACTORY INC | 8,374 | $421K | 0.0% | $48.94 | 0.0% | COM | 163072101 |
| GIS | GENERAL MLS INC | 7,572 | $419K | 0.0% | $42.00 | 0.0% | COM | 370334104 |
| — | BERRY GLOBAL GROUP INC | 7,353 | $419K | 0.0% | $51.87 | — | COM | 08579W103 |
| — | ILG INC | 15,237 | $419K | 0.0% | $27.50 | — | COM | 44967H101 |
| — | NABORS INDUSTRIES LTD | 51,365 | $418K | 0.0% | $10.85 | — | SHS | G6359F103 |
| — | SIRIUS XM HLDGS INC | 76,285 | $417K | 0.0% | $5.47 | — | COM | 82968B103 |
| — | VECTREN CORP | 7,046 | $412K | 0.0% | $58.61 | — | COM | 92240G101 |
| WELL | WELLTOWER INC | 5,508 | $412K | 0.0% | $53.58 | 0.0% | COM | 95040Q104 |
| AL | AIR LEASE CORP | 11,000 | $411K | 0.0% | $25.16 | +28.4% | CL A | 00912X302 |
| VYX | NCR CORP NEW | 10,000 | $408K | 0.0% | — | — | Call | 62886E108 |
| TAP | MOLSON COORS BREWING CO | 4,686 | $405K | 0.0% | $77.67 | -4.6% | CL B | 60871R209 |
| RRC | RANGE RES CORP | 17,499 | $405K | 0.0% | $31.41 | -19.7% | COM | 75281A109 |
| NKE | NIKE INC | 6,841 | $404K | 0.0% | $48.25 | 0.0% | CL B | 654106103 |
| GFF | GRIFFON CORP | 18,213 | $400K | 0.0% | $16.94 | 0.0% | COM | 398433102 |
| KRE | SPDR SERIES TRUST | 7,260 | $399K | 0.0% | $54.96 | — | S&P REGL BKG | 78464A698 |
| — | SHIP FINANCE INTERNATIONAL L | 29,262 | $398K | 0.0% | $14.60 | — | SHS | G81075106 |
| — | UNIVERSAL FST PRODS INC | 4,523 | $395K | 0.0% | $87.33 | — | COM | 913543104 |
| SM | SM ENERGY CO | 23,861 | $394K | 0.0% | $30.03 | -40.8% | COM | 78454L100 |
| — | FINISAR CORP | 15,066 | $391K | 0.0% | $25.95 | — | COM NEW | 31787A507 |
| ORCL | ORACLE CORP | 7,761 | $389K | 0.0% | $40.10 | 0.0% | COM | 68389X105 |
| FIBK | FIRST INTST BANCSYSTEM INC | 10,450 | $389K | 0.0% | $24.61 | 0.0% | COM CL A | 32055Y201 |
| — | PROOFPOINT INC | 4,472 | $388K | 0.0% | $75.92 | — | COM | 743424103 |
| CAT | CATERPILLAR INC DEL | 3,589 | $386K | 0.0% | $84.05 | 0.0% | COM | 149123101 |
| — | EXPRESS SCRIPTS HLDG CO | 5,942 | $379K | 0.0% | $68.77 | — | COM | 30219G108 |
| — | STONEGATE BK FT LAUDERDALE F | 8,185 | $378K | 0.0% | $46.18 | — | COM | 861811107 |
| — | ASPEN INSURANCE HOLDINGS LTD | 7,588 | $378K | 0.0% | $52.05 | — | SHS | G05384105 |
| — | WESTROCK CO | 6,665 | $378K | 0.0% | $56.71 | — | COM | 96145D105 |
| — | PARAMOUNT GROUP INC | 23,543 | $377K | 0.0% | $16.01 | — | COM | 69924R108 |
| — | CHINA MOBILE LIMITED | 7,063 | $375K | 0.0% | $52.50 | — | SPONSORED ADR | 16941M109 |
| BMA | BANCO MACRO SA | 4,061 | $374K | 0.0% | $92.10 | — | SPON ADR B | 05961W105 |
| — | EXTERRAN CORP | 14,006 | $374K | 0.0% | $26.70 | — | COM | 30227H106 |
| EQT | EQT CORP | 6,367 | $373K | 0.0% | $29.20 | 0.0% | COM | 26884L109 |
| CNO | CNO FINL GROUP INC | 17,831 | $372K | 0.0% | $17.03 | 0.0% | COM | 12621E103 |
| CNP | CENTERPOINT ENERGY INC | 13,600 | $372K | 0.0% | $21.49 | 0.0% | COM | 15189T107 |
| NUE | NUCOR CORP | 6,427 | $372K | 0.0% | $48.45 | 0.0% | COM | 670346105 |
| — | ALLERGAN PLC | 1,520 | $369K | 0.0% | $242.76 | — | SHS | G0177J108 |
| CSTE | CAESARSTONE LTD | 10,520 | $369K | 0.0% | $34.62 | 0.0% | ORD SHS | M20598104 |
| MLM | MARTIN MARIETTA MATLS INC | 1,632 | $363K | 0.0% | $206.40 | +2.8% | COM | 573284106 |
| SU | SUNCOR ENERGY INC NEW | 12,380 | $361K | 0.0% | $22.32 | 0.0% | COM | 867224107 |
| — | STRAIGHT PATH COMMUNICATNS I | 2,008 | $361K | 0.0% | $179.78 | — | CL B | 862578101 |
| WT | WISDOMTREE INVTS INC | 35,280 | $359K | 0.0% | $9.23 | 0.0% | COM | 97717P104 |
| EME | EMCOR GROUP INC | 5,482 | $358K | 0.0% | $62.22 | 0.0% | COM | 29084Q100 |
| — | BRISTOW GROUP INC | 45,514 | $348K | 0.0% | $9.97 | — | COM | 110394103 |
| ANF | ABERCROMBIE & FITCH CO | 27,778 | $346K | 0.0% | $10.78 | 0.0% | CL A | 002896207 |
| GAP | GAP INC DEL | 15,715 | $346K | 0.0% | $17.59 | 0.0% | COM | 364760108 |
| SUI | SUN CMNTYS INC | 3,901 | $342K | 0.0% | $87.67 | — | COM | 866674104 |
| — | H & E EQUIPMENT SERVICES INC | 16,639 | $340K | 0.0% | $21.96 | — | COM | 404030108 |
| CWH | CAMPING WORLD HLDGS INC | 11,021 | $340K | 0.0% | $19.47 | 0.0% | CL A | 13462K109 |
| DGX | QUEST DIAGNOSTICS INC | 3,048 | $339K | 0.0% | $82.56 | +8.0% | COM | 74834L100 |
| — | CDK GLOBAL INC | 5,451 | $338K | 0.0% | $55.68 | — | COM | 12508E101 |
| — | ARMOUR RESIDENTIAL REIT INC | 13,407 | $335K | 0.0% | $24.99 | — | COM NEW | 042315507 |
| AGX | ARGAN INC | 5,580 | $335K | 0.0% | $51.44 | 0.0% | COM | 04010E109 |
| — | DISCOVERY COMMUNICATNS NEW | 13,119 | $331K | 0.0% | $25.23 | — | COM SER C | 25470F302 |
| — | BARNES & NOBLE INC | 43,486 | $330K | 0.0% | $7.59 | — | COM | 067774109 |
| — | RITE AID CORP | 111,455 | $329K | 0.0% | $2.95 | — | COM | 767754104 |
| — | MARATHON OIL CORP | 27,625 | $327K | 0.0% | $11.84 | — | COM | 565849106 |
| WAFD | WASHINGTON FED INC | 9,828 | $326K | 0.0% | $25.51 | 0.0% | COM | 938824109 |
| — | TWENTY FIRST CENTY FOX INC | 11,675 | $325K | 0.0% | $27.01 | — | CL B | 90130A200 |
| CACC | CREDIT ACCEP CORP MICH | 1,252 | $322K | 0.0% | $219.16 | 0.0% | COM | 225310101 |
| RGR | STURM RUGER & CO INC | 5,156 | $320K | 0.0% | $62.14 | 0.0% | COM | 864159108 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 59,277 | $320K | 0.0% | $5.04 | 0.0% | COM | 84920Y106 |
| — | DEL TACO RESTAURANTS INC | 23,179 | $319K | 0.0% | $13.76 | — | COM | 245496104 |
| HIW | HIGHWOODS PPTYS INC | 6,134 | $311K | 0.0% | $50.70 | — | COM | 431284108 |
| FORR | FORRESTER RESH INC | 7,846 | $307K | 0.0% | $38.38 | 0.0% | COM | 346563109 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 5,654 | $307K | 0.0% | $51.64 | 0.0% | SHS | G66721104 |
| — | MICHAEL KORS HLDGS LTD | 8,439 | $306K | 0.0% | $36.26 | — | SHS | G60754101 |
| NWBI | NORTHWEST BANCSHARES INC MD | 19,480 | $304K | 0.0% | $9.66 | 0.0% | COM | 667340103 |
| GEF | GREIF INC | 5,437 | $303K | 0.0% | $41.59 | 0.0% | CL A | 397624107 |
| ADBE | ADOBE SYS INC | 2,084 | $295K | 0.0% | $136.92 | 0.0% | COM | 00724F101 |
| — | VEREIT INC | 35,990 | $293K | 0.0% | $8.14 | — | COM | 92339V100 |
| — | FORWARD AIR CORP | 5,498 | $293K | 0.0% | $53.29 | — | COM | 349853101 |
| — | KLX INC | 5,818 | $291K | 0.0% | $50.02 | — | COM | 482539103 |
| SXI | STANDEX INTL CORP | 3,176 | $288K | 0.0% | $90.77 | 0.0% | COM | 854231107 |
| — | SMART & FINAL STORES INC | 31,626 | $288K | 0.0% | $9.11 | — | COM | 83190B101 |
| UNM | UNUM GROUP | 6,124 | $286K | 0.0% | $46.83 | -1.8% | COM | 91529Y106 |
| — | ATLASSIAN CORP PLC | 8,133 | $286K | 0.0% | $30.38 | — | CL A | G06242104 |
| UHAL | AMERCO | 780 | $286K | 0.0% | $36.27 | 0.0% | COM | 023586100 |
| FCF | FIRST COMWLTH FINL CORP PA | 22,456 | $285K | 0.0% | $9.53 | 0.0% | COM | 319829107 |
| LNN | LINDSAY CORP | 3,189 | $285K | 0.0% | $70.14 | +10.8% | COM | 535555106 |
| — | BARRETT BILL CORP | 92,526 | $284K | 0.0% | $3.07 | — | COM | 06846N104 |
| PRI | PRIMERICA INC | 3,718 | $282K | 0.0% | $78.46 | 0.0% | COM | 74164M108 |
| — | LEGACY TEX FINL GROUP INC | 7,374 | $281K | 0.0% | $38.11 | — | COM | 52471Y106 |
| — | SCORPIO TANKERS INC | 70,897 | $281K | 0.0% | $4.05 | — | SHS | Y7542C106 |
| — | BLUE APRON HLDGS INC | 30,000 | $280K | 0.0% | $9.33 | — | CL A | 09523Q101 |
| ARCC | ARES CAP CORP | 17,118 | $280K | 0.0% | $7.44 | -0.4% | COM | 04010L103 |
| — | POLYONE CORP | 7,198 | $279K | 0.0% | $38.76 | — | COM | 73179P106 |
| — | ASANKO GOLD INC | 181,453 | $278K | 0.0% | $1.53 | — | COM | 04341Y105 |
| — | PANERA BREAD CO | 881 | $277K | 0.0% | $314.42 | — | CL A | 69840W108 |
| BKU | BANKUNITED INC | 8,175 | $276K | 0.0% | $26.40 | 0.0% | COM | 06652K103 |
| MMSI | MERIT MED SYS INC | 7,238 | $276K | 0.0% | $33.42 | 0.0% | COM | 589889104 |
| FICO | FAIR ISAAC CORP | 1,981 | $276K | 0.0% | $133.66 | 0.0% | COM | 303250104 |
| SBNY | SIGNATURE BK NEW YORK N Y | 1,918 | $275K | 0.0% | $143.38 | — | COM | 82669G104 |
| — | NOVAVAX INC | 239,245 | $275K | 0.0% | $1.15 | — | COM | 670002104 |
| — | CONTINENTAL BLDG PRODS INC | 11,483 | $268K | 0.0% | $21.31 | — | COM | 211171103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 20,652 | $264K | 0.0% | $12.43 | -2.3% | COM | 01988P108 |
| — | SANDY SPRING BANCORP INC | 6,469 | $263K | 0.0% | $40.66 | — | COM | 800363103 |
| — | NUTRI SYS INC NEW | 5,040 | $262K | 0.0% | $51.98 | — | COM | 67069D108 |
| — | BOSTON PRIVATE FINL HLDGS IN | 17,035 | $261K | 0.0% | $15.32 | — | COM | 101119105 |
| — | ANNALY CAP MGMT INC | 21,580 | $260K | 0.0% | $9.96 | — | COM | 035710409 |
| CVE | CENOVUS ENERGY INC | 35,207 | $259K | 0.0% | $11.44 | -30.9% | COM | 15135U109 |
| — | SPECTRANETICS CORP | 6,713 | $258K | 0.0% | $38.43 | — | COM | 84760C107 |
| — | LEXINGTON REALTY TRUST | 25,926 | $257K | 0.0% | $9.91 | — | COM | 529043101 |
| KOP | KOPPERS HOLDINGS INC | 7,064 | $255K | 0.0% | $37.33 | 0.0% | COM | 50060P106 |
| CCK | CROWN HOLDINGS INC | 4,273 | $255K | 0.0% | $53.64 | 0.0% | COM | 228368106 |
| — | RENEWABLE ENERGY GROUP INC | 229,000 | $255K | 0.0% | $1.06 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | ARLINGTON ASSET INVT CORP | 18,511 | $253K | 0.0% | $13.93 | — | CL A NEW | 041356205 |
| CPF | CENTRAL PAC FINL CORP | 8,050 | $253K | 0.0% | $21.91 | 0.0% | COM NEW | 154760409 |
| — | FS INVT CORP | 27,323 | $250K | 0.0% | $9.76 | — | COM | 302635107 |
| CFR | CULLEN FROST BANKERS INC | 2,661 | $250K | 0.0% | $69.53 | +3.1% | COM | 229899109 |
| ESS | ESSEX PPTY TR INC | 971 | $250K | 0.0% | $170.16 | +10.4% | COM | 297178105 |
| CMRE | COSTAMARE INC | 34,053 | $249K | 0.0% | $4.97 | 0.0% | SHS | Y1771G102 |
| TILE | INTERFACE INC | 12,680 | $249K | 0.0% | $19.63 | 0.0% | COM | 458665304 |
| — | CEDAR REALTY TRUST INC | 50,794 | $246K | 0.0% | $4.89 | — | COM NEW | 150602209 |
| GATX | GATX CORP | 3,790 | $244K | 0.0% | $50.82 | 0.0% | COM | 361448103 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 24,496 | $244K | 0.0% | $9.15 | 0.0% | COM | 203668108 |
| — | USA TRUCK INC | 28,105 | $243K | 0.0% | $8.71 | — | COM | 902925106 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 4,287 | $242K | 0.0% | $57.49 | 0.0% | COM | 043436104 |
| — | NAVIGATORS GROUP INC | 4,392 | $241K | 0.0% | $54.87 | — | COM | 638904102 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,769 | $241K | 0.0% | $38.76 | — | COM C SIRIUSXM | 531229607 |
| BHE | BENCHMARK ELECTRS INC | 7,341 | $237K | 0.0% | $26.73 | 0.0% | COM | 08160H101 |
| — | NEOPHOTONICS CORP | 30,327 | $234K | 0.0% | $7.72 | — | COM | 64051T100 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,967 | $233K | 0.0% | $78.53 | — | COM | 55608B105 |
| ODFL | OLD DOMINION FGHT LINES INC | 2,448 | $233K | 0.0% | $28.34 | 0.0% | COM | 679580100 |
| — | NORTHWEST NAT GAS CO | 3,863 | $231K | 0.0% | $59.80 | — | COM | 667655104 |
| RACE | FERRARI N V | 2,681 | $231K | 0.0% | $81.90 | 0.0% | COM | N3167Y103 |
| PCH | POTLATCH CORP NEW | 5,047 | $231K | 0.0% | $45.77 | — | COM | 737630103 |
| SANM | SANMINA CORPORATION | 6,013 | $229K | 0.0% | $38.00 | 0.0% | COM | 801056102 |
| — | SCHNITZER STL INDS | 9,032 | $228K | 0.0% | $25.24 | — | CL A | 806882106 |
| USPH | U S PHYSICAL THERAPY INC | 3,707 | $224K | 0.0% | $63.88 | 0.0% | COM | 90337L108 |
| — | OSISKO GOLD ROYALTIES LTD | 18,343 | $224K | 0.0% | $11.10 | — | COM | 68827L101 |
| PRGO | PERRIGO CO PLC | 2,931 | $221K | 0.0% | $71.71 | 0.0% | SHS | G97822103 |
| — | SP PLUS CORP | 7,249 | $221K | 0.0% | $30.49 | — | COM | 78469C103 |
| — | DELTIC TIMBER CORP | 2,954 | $221K | 0.0% | $74.81 | — | COM | 247850100 |
| UPBD | RENT A CTR INC NEW | 18,689 | $219K | 0.0% | $11.30 | 0.0% | COM | 76009N100 |
| — | TALLGRASS ENERGY GP LP | 8,595 | $219K | 0.0% | $25.48 | — | SHS CL A | 874696107 |
| — | BLUCORA INC | 10,306 | $218K | 0.0% | $21.15 | — | COM | 095229100 |
| — | RPX CORP | 15,652 | $218K | 0.0% | $13.93 | — | COM | 74972G103 |
| HELE | HELEN OF TROY CORP LTD | 2,286 | $215K | 0.0% | $93.07 | 0.0% | COM | G4388N106 |
| ZUMZ | ZUMIEZ INC | 17,429 | $215K | 0.0% | $15.28 | 0.0% | COM | 989817101 |
| — | FELCOR LODGING TR INC | 29,638 | $214K | 0.0% | $7.22 | — | COM | 31430F101 |
| UMH | UMH PPTYS INC | 12,564 | $214K | 0.0% | $17.03 | — | COM | 903002103 |
| — | ASCENA RETAIL GROUP INC | 98,515 | $212K | 0.0% | $3.17 | — | COM | 04351G101 |
| ESLT | ELBIT SYS LTD | 1,700 | $210K | 0.0% | $109.89 | 0.0% | ORD | M3760D101 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 5,554 | $208K | 0.0% | $32.55 | 0.0% | COM | 01973R101 |
| — | TRIUMPH GROUP INC NEW | 6,564 | $207K | 0.0% | $31.54 | — | COM | 896818101 |
| REX | REX AMERICAN RESOURCES CORP | 2,127 | $205K | 0.0% | $15.86 | 0.0% | COM | 761624105 |
| — | CARDIOVASCULAR SYS INC DEL | 6,339 | $204K | 0.0% | $32.18 | — | COM | 141619106 |
| — | SILVER STD RES INC | 21,034 | $204K | 0.0% | $9.70 | — | COM | 82823L106 |
| LSTR | LANDSTAR SYS INC | 2,355 | $202K | 0.0% | $85.77 | — | COM | 515098101 |
| NMFC | NEW MTN FIN CORP | 13,669 | $199K | 0.0% | $5.65 | +2.1% | COM | 647551100 |
| KRNT | KORNIT DIGITAL LTD | 10,239 | $198K | 0.0% | $19.36 | 0.0% | SHS | M6372Q113 |
| — | MAG SILVER CORP | 15,029 | $196K | 0.0% | $13.04 | — | COM | 55903Q104 |
| — | GLOBALSTAR INC | 92,126 | $196K | 0.0% | $2.13 | — | COM | 378973408 |
| — | SUNPOWER CORP | 20,045 | $187K | 0.0% | $7.52 | — | COM | 867652406 |
| — | SAPIENS INTL CORP N V | 15,889 | $178K | 0.0% | $11.20 | — | SHS NEW | N7716A151 |
| — | CALGON CARBON CORP | 11,671 | $176K | 0.0% | $14.12 | — | COM | 129603106 |
| — | PENNSYLVANIA RL ESTATE INVT | 15,152 | $172K | 0.0% | $14.69 | — | SH BEN INT | 709102107 |
| — | OM ASSET MGMT PLC | 11,290 | $168K | 0.0% | $14.88 | — | SHS | G67506108 |
| NG | NOVAGOLD RES INC | 36,874 | $168K | 0.0% | $4.30 | 0.0% | COM NEW | 66987E206 |
| CENX | CENTURY ALUM CO | 10,298 | $160K | 0.0% | $13.95 | 0.0% | COM | 156431108 |
| — | CELLDEX THERAPEUTICS INC NEW | 63,772 | $158K | 0.0% | $2.48 | — | COM | 15117B103 |
| — | RENREN INC | 25,657 | $156K | 0.0% | $7.80 | — | SPON ADR A NEW | 759892201 |
| — | PIONEER ENERGY SVCS CORP | 76,328 | $156K | 0.0% | $2.48 | — | COM | 723664108 |
| PACB | PACIFIC BIOSCIENCES CALIF IN | 43,585 | $155K | 0.0% | $4.03 | 0.0% | COM | 69404D108 |
| — | NOBLE CORP PLC | 42,652 | $154K | 0.0% | $4.43 | — | SHS USD | G65431101 |
| — | PRETIUM RES INC | 15,825 | $152K | 0.0% | $9.61 | — | COM | 74139C102 |
| — | TERRAFORM GLOBAL INC | 29,852 | $151K | 0.0% | $5.06 | — | CL A | 88104M101 |
| — | FORTUNA SILVER MINES INC | 30,125 | $147K | 0.0% | $4.88 | — | COM | 349915108 |
| — | FLOTEK INDS INC DEL | 16,473 | $147K | 0.0% | $8.92 | — | COM | 343389102 |
| — | HERTZ GLOBAL HLDGS INC | 12,751 | $147K | 0.0% | $11.53 | — | COM | 42806J106 |
| — | ELEVATE CREDIT INC | 18,433 | $146K | 0.0% | $7.92 | — | COM | 28621V101 |
| HIMX | HIMAX TECHNOLOGIES INC | 17,706 | $145K | 0.0% | $8.19 | — | SPONSORED ADR | 43289P106 |
| — | CALIFORNIA RES CORP | 16,808 | $144K | 0.0% | $14.07 | — | COM NEW | 13057Q206 |
| — | EXTRACTION OIL AND GAS INC | 10,700 | $144K | 0.0% | $13.46 | — | COM | 30227M105 |
| — | PARK STERLING CORP | 11,943 | $142K | 0.0% | $11.89 | — | COM | 70086Y105 |
| SVM | SILVERCORP METALS INC | 44,140 | $142K | 0.0% | $3.04 | 0.0% | COM | 82835P103 |
| — | UNITED STATES OIL FUND LP | 14,735 | $140K | 0.0% | $9.50 | — | UNITS | 91232N108 |
| — | LIVEPERSON INC | 11,890 | $131K | 0.0% | $11.02 | — | COM | 538146101 |
| FOSL | FOSSIL GROUP INC | 12,536 | $130K | 0.0% | $13.52 | 0.0% | COM | 34988V106 |
| — | PGT INNOVATIONS INC | 10,000 | $128K | 0.0% | $11.50 | — | COM | 69336V101 |
| — | INNERWORKINGS INC | 10,941 | $127K | 0.0% | $11.61 | — | COM | 45773Y105 |
| — | INVESTORS REAL ESTATE TR | 20,242 | $126K | 0.0% | $6.22 | — | SH BEN INT | 461730103 |
| — | GENMARK DIAGNOSTICS INC | 10,693 | $126K | 0.0% | $11.78 | — | COM | 372309104 |
| AG | FIRST MAJESTIC SILVER CORP | 14,388 | $120K | 0.0% | $13.36 | -37.8% | COM | 32076V103 |
| CLNE | CLEAN ENERGY FUELS CORP | 45,868 | $117K | 0.0% | $2.52 | -1.6% | COM | 184499101 |
| — | SEARS HLDGS CORP | 13,226 | $117K | 0.0% | $8.85 | — | COM | 812350106 |
| BOOT | BOOT BARN HLDGS INC | 16,355 | $116K | 0.0% | $8.62 | 0.0% | COM | 099406100 |
| EXTR | EXTREME NETWORKS INC | 12,586 | $116K | 0.0% | $8.85 | 0.0% | COM | 30226D106 |
| — | GRAN TIERRA ENERGY INC | 50,887 | $114K | 0.0% | $2.24 | — | COM | 38500T101 |
| BTG | B2GOLD CORP | 39,723 | $112K | 0.0% | $2.11 | 0.0% | COM | 11777Q209 |
| CROX | CROCS INC | 14,247 | $110K | 0.0% | $6.71 | 0.0% | COM | 227046109 |
| — | INOVIO PHARMACEUTICALS INC | 13,614 | $107K | 0.0% | $7.86 | — | COM NEW | 45773H201 |
| — | TICC CAPITAL CORP | 16,712 | $106K | 0.0% | $7.36 | — | COM | 87244T109 |
| VIAV | VIAVI SOLUTIONS INC | 10,000 | $105K | 0.0% | — | — | Put | 925550105 |
| — | SEASPAN CORP | 14,767 | $105K | 0.0% | $6.92 | — | SHS | Y75638109 |
| — | DYNEGY INC NEW DEL | 12,249 | $101K | 0.0% | $8.25 | — | COM | 26817R108 |
| NPKI | NEWPARK RES INC | 13,555 | $100K | 0.0% | $7.63 | 0.0% | COM PAR $.01NEW | 651718504 |
| MTRX | MATRIX SVC CO | 10,569 | $99,000 | 0.0% | $11.24 | 0.0% | COM | 576853105 |
| — | MCEWEN MNG INC | 37,808 | $99,000 | 0.0% | $2.62 | — | COM | 58039P107 |
| — | SANDSTORM GOLD LTD | 25,248 | $98,000 | 0.0% | $3.88 | — | COM NEW | 80013R206 |
| — | AGENUS INC | 24,786 | $97,000 | 0.0% | $3.91 | — | COM NEW | 00847G705 |
| HL | HECLA MNG CO | 18,755 | $96,000 | 0.0% | $5.54 | -4.0% | COM | 422704106 |
| MBI | MBIA INC | 10,025 | $95,000 | 0.0% | $3.71 | 0.0% | COM | 55262C100 |
| — | TAHOE RES INC | 11,023 | $95,000 | 0.0% | $8.03 | — | COM | 873868103 |
| — | MINERVA NEUROSCIENCES INC | 10,776 | $95,000 | 0.0% | $8.82 | — | COM | 603380106 |
| — | EXPRESS INC | 13,720 | $93,000 | 0.0% | $9.10 | — | COM | 30219E103 |
| NAGE | CHROMADEX CORP | 23,708 | $91,000 | 0.0% | $3.17 | 0.0% | COM NEW | 171077407 |
| — | KLONDEX MNS LTD | 26,217 | $88,000 | 0.0% | $3.36 | — | COM | 498696103 |
| — | PRECISION DRILLING CORP | 25,601 | $87,000 | 0.0% | $4.77 | — | COM 2010 | 74022D308 |
| EZPW | EZCORP INC | 11,298 | $87,000 | 0.0% | $8.71 | 0.0% | CL A NON VTG | 302301106 |
| — | CYS INVTS INC | 10,279 | $86,000 | 0.0% | $7.73 | — | COM | 12673A108 |
| — | ENDOLOGIX INC | 17,626 | $86,000 | 0.0% | $4.88 | — | COM | 29266S106 |
| BTE | BAYTEX ENERGY CORP | 33,932 | $82,000 | 0.0% | $2.84 | 0.0% | COM | 07317Q105 |
| MUFG | MITSUBISHI UFJ FINL GROUP IN | 12,142 | $82,000 | 0.0% | $6.33 | — | SPONSORED ADR | 606822104 |
| — | ARATANA THERAPEUTICS INC | 11,049 | $80,000 | 0.0% | $7.24 | — | COM | 03874P101 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 12,363 | $78,000 | 0.0% | $8.27 | -15.1% | COM | G65773106 |
| — | APOLLO INVT CORP | 11,575 | $74,000 | 0.0% | $5.86 | — | COM | 03761U106 |
| — | NATIONAL CINEMEDIA INC | 10,029 | $74,000 | 0.0% | $7.38 | — | COM | 635309107 |
| — | FIFTH STREET FINANCE CORP | 15,061 | $73,000 | 0.0% | $4.85 | — | COM | 31678A103 |
| EXK | ENDEAVOUR SILVER CORP | 23,855 | $73,000 | 0.0% | $3.09 | 0.0% | COM | 29258Y103 |
| — | ECLIPSE RES CORP | 25,253 | $72,000 | 0.0% | $2.72 | — | COM | 27890G100 |
| — | RAIT FINANCIAL TRUST | 32,559 | $71,000 | 0.0% | $2.18 | — | COM NEW | 749227609 |
| — | CLOUD PEAK ENERGY INC | 20,100 | $71,000 | 0.0% | $5.53 | — | COM | 18911Q102 |
| — | PACIFIC ETHANOL INC | 10,820 | $68,000 | 0.0% | $6.28 | — | COM PAR $.001 | 69423U305 |
| — | NAVIOS MARITIME HOLDINGS INC | 49,493 | $68,000 | 0.0% | $1.73 | — | COM | Y62196103 |
| — | ADVANCED SEMICONDUCTOR ENGR | 10,624 | $67,000 | 0.0% | $6.31 | — | SPONSORED ADR | 00756M404 |
| — | ANWORTH MORTGAGE ASSET CP | 10,834 | $65,000 | 0.0% | $6.00 | — | COM | 037347101 |
| — | RITE AID CORP | 21,400 | $63,000 | 0.0% | $2.95 | — | Call | 767754104 |
| — | VITAL THERAPIES INC | 21,619 | $63,000 | 0.0% | $2.91 | — | COM | 92847R104 |
| DSX | DIANA SHIPPING INC | 15,229 | $62,000 | 0.0% | $2.45 | 0.0% | COM | Y2066G104 |
| — | ABRAXAS PETE CORP | 36,954 | $60,000 | 0.0% | $1.84 | — | COM | 003830106 |
| — | HORNBECK OFFSHORE SVCS INC N | 21,074 | $60,000 | 0.0% | $2.85 | — | COM | 440543106 |
| — | AEGON N V | 11,610 | $59,000 | 0.0% | $5.08 | — | NY REGISTRY SH | 007924103 |
| KOPN | KOPIN CORP | 15,264 | $57,000 | 0.0% | $3.76 | 0.0% | COM | 500600101 |
| — | TESCO CORP | 12,502 | $56,000 | 0.0% | $4.48 | — | COM | 88157K101 |
| TTI | TETRA TECHNOLOGIES INC DEL | 19,265 | $54,000 | 0.0% | $3.32 | 0.0% | COM | 88162F105 |
| — | NUMEREX CORP PA | 10,515 | $52,000 | 0.0% | $4.95 | — | CL A | 67053A102 |
| LYG | LLOYDS BANKING GROUP PLC | 14,463 | $51,000 | 0.0% | $3.40 | — | SPONSORED ADR | 539439109 |
| — | TEEKAY TANKERS LTD | 26,357 | $50,000 | 0.0% | $2.04 | — | CL A | Y8565N102 |
| — | GLU MOBILE INC | 19,961 | $50,000 | 0.0% | $2.50 | — | COM | 379890106 |
| GLDD | GREAT LAKES DREDGE & DOCK CO | 11,369 | $49,000 | 0.0% | $4.36 | 0.0% | COM | 390607109 |
| NGD | NEW GOLD INC CDA | 14,991 | $48,000 | 0.0% | $4.20 | -28.7% | COM | 644535106 |
| — | EAGLE BULK SHIPPING INC | 10,000 | $47,000 | 0.0% | $5.72 | — | SHS NEW | Y2187A143 |
| UMC | UNITED MICROELECTRONICS CORP | 19,231 | $47,000 | 0.0% | $2.44 | — | SPON ADR NEW | 910873405 |
| — | QUORUM HEALTH CORP | 11,382 | $47,000 | 0.0% | $4.13 | — | COM | 74909E106 |
| — | GOLDEN STAR RES LTD CDA | 70,664 | $46,000 | 0.0% | $0.65 | — | COM | 38119T104 |
| — | GOLD STD VENTURES CORP | 26,489 | $45,000 | 0.0% | $1.70 | — | COM | 380738104 |
| — | GREAT PANTHER SILVER LTD | 30,522 | $39,000 | 0.0% | $1.28 | — | COM | 39115V101 |
| — | OPHTHOTECH CORP | 14,387 | $37,000 | 0.0% | $2.57 | — | COM | 683745103 |
| MCHX | MARCHEX INC | 12,355 | $37,000 | 0.0% | $2.83 | 0.0% | CL B | 56624R108 |
| — | TURQUOISE HILL RES LTD | 13,437 | $36,000 | 0.0% | $3.06 | — | COM | 900435108 |
| — | CURIS INC | 17,750 | $34,000 | 0.0% | $1.92 | — | COM | 231269101 |
| — | MERRIMACK PHARMACEUTICALS IN | 26,007 | $32,000 | 0.0% | $1.23 | — | COM | 590328100 |
| DXLG | DESTINATION XL GROUP INC | 13,734 | $32,000 | 0.0% | $2.45 | 0.0% | COM | 25065K104 |
| UEC | URANIUM ENERGY CORP | 19,935 | $32,000 | 0.0% | $1.51 | -7.4% | COM | 916896103 |
| — | TUESDAY MORNING CORP | 16,457 | $31,000 | 0.0% | $1.88 | — | COM NEW | 899035505 |
| — | DENBURY RES INC | 20,000 | $31,000 | 0.0% | $1.55 | — | COM NEW | 247916208 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 18,614 | $29,000 | 0.0% | $1.93 | 0.0% | COM | 45665G303 |
| — | ACELRX PHARMACEUTICALS INC | 12,866 | $28,000 | 0.0% | $2.18 | — | COM | 00444T100 |
| — | PDL BIOPHARMA INC | 11,062 | $27,000 | 0.0% | $2.44 | — | COM | 69329Y104 |
| — | ENDOCYTE INC | 14,280 | $21,000 | 0.0% | $1.47 | — | COM | 29269A102 |
| — | STEIN MART INC | 11,638 | $20,000 | 0.0% | $1.72 | — | COM | 858375108 |
| — | NEW YORK & CO INC | 10,888 | $15,000 | 0.0% | $1.38 | — | COM | 649295102 |
| — | NII HLDGS INC | 13,644 | $11,000 | 0.0% | $0.81 | — | COM PAR | 62913F508 |