CIK: 0001288136 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $5.808B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TRUST | 5,655,000 | $1.223B | 21.1% | $216.30 | $215.44 | — | PUT | 78462F103 |
| PG | PROCTER & GAMBLE CO/THE | 7,007,980 | $629M | 10.8% | $89.75 * | $67.50 | +0.0% | COM | 742718109 |
| PG | PROCTER & GAMBLE CO/THE | 7,000,000 | $628M | 10.8% | $89.75 * | $67.50 | +0.0% | PUT | 742718109 |
| — | LINKEDIN CORP - A | 1,991,283 | $381M | 6.6% | $191.12 | $189.16 | — | COM | 53578A108 |
| — | ITC Holdings Corp ON XNYS | 6,845,959 | $318M | 5.5% | $46.48 | $46.53 | — | COM | 465685105 |
| — | SPDR S&P OIL & GAS EXP & PR | 2,500,000 | $96.15M | 1.7% | $38.46 | — | — | PUT | 78464A730 |
| SPY | SPDR S&P 500 ETF TRUST | 438,600 | $94.87M | 1.6% | $216.30 | $215.44 | — | ETP | 78462F103 |
| COTY | Coty Inc ON XNYS | 3,314,826 | $76.9M | 1.3% | $23.20 | $23.11 | 0.0% | COM | 222070203 |
| — | CEPHEID | 1,414,326 | $74.52M | 1.3% | $52.69 | $52.69 | — | COM | 15670R107 |
| — | WHITEWAVE FOODS CO | 1,364,929 | $74.29M | 1.3% | $54.43 | $54.43 | — | COM | 966244105 |
| EEM | ISHARES MSCI EMERGING MARKET | 1,864,300 | $69.82M | 1.2% | $37.45 | — | — | PUT | 464287234 |
| — | FMC TEHCNOLOGIES | 2,223,580 | $65.97M | 1.1% | $29.67 | $31.50 | — | COM | 30249U101 |
| IWM | ISHARES RUSSELL 2000 ETF | 526,000 | $65.33M | 1.1% | $124.21 | — | — | PUT | 464287655 |
| VZ | VERIZON COMMUNICATIONS INC | 1,173,321 | $60.99M | 1.1% | $51.98 * | $27.26 | +20.7% | COM | 92343V104 |
| — | POWERSHARES QQQ TRUST SERIES | 500,000 | $59.36M | 1.0% | $118.72 | — | — | PUT | 73935A104 |
| GOOG | ALPHABET INC-CL C | 76,015 | $59.09M | 1.0% | $777.29 * | $35.61 | +5.8% | COM | 02079K107 |
| — | REDWOOD TRUST INC | 52,784,000 | $52.98M | 0.9% | $1.00 | $1.05 | — | DEBT | 758075AB1 |
| META | FACEBOOK INC-A | 386,016 | $49.51M | 0.9% | $128.27 * | $104.11 | +18.4% | COM | 30303M102 |
| — | LIBERTY INTERACTIVE LLC | 82,000,000 | $42.84M | 0.7% | $0.52 | $0.53 | — | DEBT | 530715AN1 |
| — | MONSTER WORLDWIDE INC | 42,943,000 | $42.65M | 0.7% | $0.99 | $0.89 | — | DEBT | 611742AB3 |
| HPQ | HP INC | 2,742,883 | $42.6M | 0.7% | $15.53 * | $9.74 | +7.6% | COM | 40434L105 |
| — | PENNYMAC CORP | 38,415,000 | $36.86M | 0.6% | $0.96 | $0.97 | — | DEBT | 70932AAB9 |
| — | SPLUNK INC | 595,592 | $34.95M | 0.6% | $58.68 | $56.44 | — | COM | 848637104 |
| — | TABLEAU SOFTWARE INC-CL A | 615,798 | $34.04M | 0.6% | $55.27 | $61.59 | — | COM | 87336U105 |
| — | COWEN GROUP INC | 33,500,000 | $32.56M | 0.6% | $0.97 | $0.93 | — | DEBT | 223622AB7 |
| COTY | COTY INC-CL A | 1,375,000 | $32.31M | 0.6% | $23.50 | $23.11 | 0.0% | PUT | 222070203 |
| — | RWT HOLDINGS INC | 30,089,000 | $30.43M | 0.5% | $1.01 | $0.93 | — | DEBT | 749772AB5 |
| — | AVID TECHNOLOGY INC | 36,300,000 | $29.59M | 0.5% | $0.82 | $0.68 | — | DEBT | 05367PAB6 |
| — | GSV CAPITAL CORP | 32,262,000 | $29.56M | 0.5% | $0.92 | $0.92 | — | DEBT | 36191JAB7 |
| — | RAIT FINANCIAL TRUST | 31,887,000 | $29.34M | 0.5% | $0.92 | $0.89 | — | DEBT | 749227AB0 |
| — | RESOURCE CAPITAL CORP | 27,330,000 | $26.78M | 0.5% | $0.98 | $0.97 | — | DEBT | 76120WAA2 |
| — | DELPHI AUTOMOTIVE PLC | 375,278 | $26.77M | 0.5% | $71.32 | $65.38 | — | COM | G27823106 |
| — | SINA CORP | 26,500,000 | $26.43M | 0.5% | $1.00 | $1.00 | — | DEBT | 82922RAD5 |
| — | TRINA SOLAR LTD-SPON ADR | 2,360,183 | $24.17M | 0.4% | $10.24 | $9.27 | — | ADR | 89628E104 |
| ADSK | AUTODESK INC | 324,394 | $23.46M | 0.4% | $72.33 * | $50.12 | +25.7% | COM | 052769106 |
| HAL | HALLIBURTON CO | 502,521 | $22.55M | 0.4% | $44.88 * | $45.55 | -20.2% | COM | 406216101 |
| — | PROSPECT CAPITAL CORP | 20,317,000 | $20.85M | 0.4% | $1.03 | $0.99 | — | DEBT | 74348TAL6 |
| — | TICC CAPITAL CORP | 20,458,000 | $20.74M | 0.4% | $1.01 | $0.98 | — | DEBT | 87244TAB5 |
| — | WORKDAY INC | 15,550,000 | $19.13M | 0.3% | $1.23 | $1.16 | — | DEBT | 98138HAC5 |
| — | NOBLE ENERGY INC | 518,566 | $18.53M | 0.3% | $35.74 | $32.61 | — | COM | 655044105 |
| — | ENERGEN CORP | 320,040 | $18.47M | 0.3% | $57.72 | $38.66 | — | COM | 29265N108 |
| VLO | VALERO ENERGY CORP | 345,554 | $18.32M | 0.3% | $53.00 * | $37.95 | -3.2% | COM | 91913Y100 |
| ILMN | ILLUMINA INC | 99,510 | $18.08M | 0.3% | $181.66 * | $162.11 | -1.3% | COM | 452327109 |
| TAP | MOLSON COORS BREWING CO -B | 162,954 | $17.89M | 0.3% | $109.79 * | $72.92 | +10.1% | COM | 60871R209 |
| — | COMSTOCK RESOURCES INC | 24,220,000 | $17.56M | 0.3% | $0.73 | $0.73 | — | DEBT | 205768AM6 |
| — | FANG HOLDINGS LTD | 17,000,000 | $16.91M | 0.3% | $0.99 | $0.91 | — | DEBT | 836034AB4 |
| — | AMTRUST FINANCIAL SERVIC | 19,079,000 | $16.51M | 0.3% | $0.87 | $0.84 | — | DEBT | 032359AG6 |
| — | PIONEER NATURAL RESOURCES CO | 86,200 | $16M | 0.3% | $185.67 | $142.28 | — | COM | 723787107 |
| JD | JD.COM INC-ADR | 611,000 | $15.94M | 0.3% | $26.09 | $23.30 | — | ADR | 47215P106 |
| — | CONSTELLIUM NV- CLASS A | 2,200,000 | $15.84M | 0.3% | $7.20 | $13.44 | — | COM | N22035104 |
| KMI | KINDER MORGAN INC | 647,391 | $14.97M | 0.3% | $23.13 * | $11.36 | +14.9% | COM | 49456B101 |
| CTSH | COGNIZANT TECH SOLUTIONS-A | 296,766 | $14.16M | 0.2% | $47.71 * | $45.41 | +11.1% | COM | 192446102 |
| — | VIMPELCOM LTD-SPON ADR | 4,000,000 | $13.92M | 0.2% | $3.48 | $3.52 | — | ADR | 92719A106 |
| — | TAL EDUCATION GROUP | 5,000,000 | $13.55M | 0.2% | $2.71 | $1.32 | — | DEBT | 874080AB0 |
| STZ | CONSTELLATION BRANDS INC-A | 80,170 | $13.35M | 0.2% | $166.50 * | $129.73 | +10.3% | COM | 21036P108 |
| — | WHITING PETROLEUM CORP | 1,518,624 | $13.27M | 0.2% | $8.74 | $11.48 | — | COM | 966387102 |
| GDX | VANECK VECTORS GOLD MINERS E | 500,000 | $13.21M | 0.2% | $26.43 | — | — | PUT | 92189F106 |
| — | PINNACLE FOODS INC | 260,000 | $13.04M | 0.2% | $50.17 | $50.17 | — | COM | 72348P104 |
| CMCSA | COMCAST CORP-CLASS A | 194,858 | $12.93M | 0.2% | $66.34 * | $24.05 | +10.7% | COM | 20030N101 |
| — | TESLA MOTORS INC | 15,000,000 | $12.84M | 0.2% | $0.86 | $0.93 | — | DEBT | 88160RAC5 |
| — | TESLA MOTORS INC | 13,928,000 | $12.61M | 0.2% | $0.91 | $0.94 | — | DEBT | 88160RAB7 |
| GOOGL | ALPHABET INC-CL A | 15,656 | $12.59M | 0.2% | $804.04 * | $38.82 | 0.0% | COM | 02079K305 |
| CHTR | CHARTER COMMUNICATIONS INC-A | 45,133 | $12.19M | 0.2% | $269.98 * | $214.89 | +17.6% | COM | 16119P108 |
| UNP | UNION PACIFIC CORP | 122,199 | $11.92M | 0.2% | $97.53 * | $74.44 | +2.0% | COM | 907818108 |
| — | PROSPECT CAPITAL CORP | 11,441,000 | $11.68M | 0.2% | $1.02 | $0.94 | — | DEBT | 74348TAM4 |
| — | NEWPARK RESOURCES INC | 11,615,000 | $11.53M | 0.2% | $0.99 | $0.94 | — | DEBT | 651718AC2 |
| MU | MICRON TECHNOLOGY INC | 642,471 | $11.42M | 0.2% | $17.78 * | $16.26 | -8.5% | COM | 595112103 |
| — | CALIFORNIA RESOURCES CORP | 894,253 | $11.18M | 0.2% | $12.50 | $12.20 | — | COM | 13057Q206 |
| — | SUPERIOR ENERGY SERVICES INC | 600,000 | $10.74M | 0.2% | $17.90 | $16.60 | — | COM | 868157108 |
| — | COBALT INTL ENERGY INC | 20,723,000 | $10.67M | 0.2% | $0.52 | $0.56 | — | DEBT | 19075FAA4 |
| — | PROSPECT CAPITAL CORP | 10,166,000 | $10.42M | 0.2% | $1.02 | $0.99 | — | DEBT | 74348TAK8 |
| — | RESOURCE CAPITAL CORP | 10,482,000 | $10.4M | 0.2% | $0.99 | $0.96 | — | DEBT | 76120WAB0 |
| — | HARMAN INTERNATIONAL | 120,000 | $10.13M | 0.2% | $84.45 | $71.82 | — | COM | 413086109 |
| — | HERBALIFE LTD | 10,200,000 | $10.1M | 0.2% | $0.99 | $0.99 | — | DEBT | 42703MAB9 |
| RES | RPC INC | 585,000 | $9.828M | 0.2% | $16.80 * | $11.88 | +10.9% | COM | 749660106 |
| — | LAYNE CHRISTENSEN CO | 8,949,000 | $9.583M | 0.2% | $1.07 | $1.03 | — | DEBT | 521050AD6 |
| — | YY INC | 9,500,000 | $9.358M | 0.2% | $0.99 | $0.95 | — | DEBT | 98426TAB2 |
| — | LIBERTY INTERACTIVE LLC | 15,118,000 | $9.298M | 0.2% | $0.62 | $0.58 | — | DEBT | 530715AG6 |
| MNST | MONSTER BEVERAGE CORP | 61,879 | $9.085M | 0.2% | $146.82 * | $23.22 | +11.7% | COM | 61174X109 |
| EBS | EMERGENT BIOSOLUTIONS INC | 284,180 | $8.96M | 0.2% | $31.53 * | $24.45 | +18.8% | COM | 29089Q105 |
| LUV | SOUTHWEST AIRLINES CO | 229,700 | $8.933M | 0.2% | $38.89 * | $38.02 | -10.6% | COM | 844741108 |
| — | RED HAT INC | 107,910 | $8.723M | 0.2% | $80.84 | $69.76 | — | COM | 756577102 |
| — | MODUSLINK GLOBAL SOLUTIO | 10,920,000 | $8.613M | 0.1% | $0.79 | $0.79 | — | DEBT | 60786LAB3 |
| — | CARDTRONICS PLC - A | 192,746 | $8.596M | 0.1% | $44.60 | $44.60 | — | COM | G1991C105 |
| — | OASIS PETROLEUM INC | 713,640 | $8.185M | 0.1% | $11.47 | $9.24 | — | COM | 674215108 |
| CAG | CONAGRA FOODS INC | 172,856 | $8.142M | 0.1% | $47.10 * | $25.06 | +2.4% | COM | 205887102 |
| FLS | FLOWSERVE CORP | 162,541 | $7.841M | 0.1% | $48.24 * | $38.08 | +3.0% | COM | 34354P105 |
| — | RICE ENERGY INC | 300,000 | $7.833M | 0.1% | $26.11 | $19.95 | — | COM | 762760106 |
| — | GENERAL CABLE CORP | 11,440,000 | $7.703M | 0.1% | $0.67 | $0.63 | — | DEBT | 369300AL2 |
| — | WEATHERFORD INTERNATIONAL PL | 1,350,000 | $7.587M | 0.1% | $5.62 | $7.58 | — | COM | G48833100 |
| — | SAFEGUARD SCIENTIFICS IN | 7,240,000 | $7.51M | 0.1% | $1.04 | $1.30 | — | DEBT | 786449AK4 |
| — | CTRIP.COM INTERNATIONAL-ADR | 160,846 | $7.491M | 0.1% | $46.57 | $45.94 | — | ADR | 22943F100 |
| — | ENERNOC INC | 10,307,000 | $7.421M | 0.1% | $0.72 | $0.66 | — | DEBT | 292764AB3 |
| — | CARRIZO OIL & GAS INC | 182,026 | $7.394M | 0.1% | $40.62 | $35.85 | — | COM | 144577103 |
| MGA | MAGNA INTERNATIONAL INC | 169,291 | $7.272M | 0.1% | $42.96 * | $36.52 | -18.5% | COM | 559222401 |
| UPS | UNITED PARCEL SERVICE-CL B | 64,447 | $7.048M | 0.1% | $109.36 * | $76.01 | +1.6% | COM | 911312106 |
| CSX | CSX CORP | 230,682 | $7.036M | 0.1% | $30.50 * | $8.29 | 0.0% | COM | 126408103 |
| — | YY INC-ADR | 128,520 | $6.848M | 0.1% | $53.28 | $59.43 | — | ADR | 98426T106 |
| LDOS | LEIDOS HOLDINGS INC | 150,000 | $6.492M | 0.1% | $43.28 * | $33.42 | 0.0% | COM | 525327102 |
| XOM | EXXON MOBIL CORP | 73,520 | $6.416M | 0.1% | $87.27 * | $51.48 | +13.7% | COM | 30231G102 |
| — | MORGANS HOTEL GROUP CO | 3,139,668 | $6.343M | 0.1% | $2.02 | $7.97 | — | COM | 61748W108 |
| — | ICONIX BRAND GROUP INC | 7,270,000 | $6.261M | 0.1% | $0.86 | $0.96 | — | DEBT | 451055AF4 |
| AMZN | AMAZON.COM INC | 7,475 | $6.259M | 0.1% | $837.32 * | $24.11 | +58.7% | COM | 023135106 |
| — | JUNIPER NETWORKS INC | 248,448 | $5.978M | 0.1% | $24.06 | $24.22 | — | COM | 48203R104 |
| — | KONGZHONG CORP-ADR | 877,416 | $5.914M | 0.1% | $6.74 | $6.62 | — | ADR | 50047P104 |
| IRT | INDEPENDENCE REALTY TRUST IN | 650,000 | $5.85M | 0.1% | $9.00 | $9.00 | — | REIT | 45378A106 |
| — | COMSTOCK RESOURCES INC | 8,062,000 | $5.845M | 0.1% | $0.73 | $0.73 | — | DEBT | 205768AN4 |
| — | CITRIX SYSTEMS INC | 67,400 | $5.744M | 0.1% | $85.22 | $68.89 | — | COM | 177376100 |
| — | TREEHOUSE FOODS INC | 65,601 | $5.72M | 0.1% | $87.19 | $102.65 | — | COM | 89469A104 |
| — | IKANG HEALTCHARE | 310,820 | $5.621M | 0.1% | $18.08 | $21.00 | — | ADR | 45174L108 |
| — | ADVANCEPIERRE FOODS HOLDINGS | 200,000 | $5.512M | 0.1% | $27.56 | $27.56 | — | COM | 00782L107 |
| — | CONTINENTAL RESOURCES INC/OK | 104,003 | $5.403M | 0.1% | $51.95 | $30.36 | — | COM | 212015101 |
| — | TIMKENSTEEL | 4,825,000 | $5.329M | 0.1% | $1.10 | $1.06 | — | DEBT | 887399AA1 |
| — | ANADARKO PETROLEUM CORP | 82,741 | $5.242M | 0.1% | $63.35 | $69.35 | — | COM | 032511107 |
| EWZ | ISHARES MSCI BRAZIL CAPPED E | 150,000 | $5.059M | 0.1% | $33.73 | — | — | PUT | 464286400 |
| — | HSBC 6.375 P12/29/49-V2 | 5,000,000 | $4.975M | 0.1% | $0.99 | $95.00 | — | DEBT | 404280AT6 |
| — | LAYNE CHRISTENSEN CO | 5,655,000 | $4.955M | 0.1% | $0.88 | $0.68 | — | DEBT | 521050AB0 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 375,900 | $4.951M | 0.1% | $13.17 | $14.16 | -5.6% | COM | 01988P108 |
| — | ST JUDE MEDICAL INC | 61,325 | $4.892M | 0.1% | $79.77 | $72.69 | — | COM | 790849103 |
| HPE | HEWLETT PACKARD ENTERPRIS | 211,245 | $4.805M | 0.1% | $22.75 * | $7.76 | +21.6% | COM | 42824C109 |
| — | UNITED STATES STEEL CORP | 250,000 | $4.715M | 0.1% | $18.86 | $17.26 | — | COM | 912909108 |
| HURN | HURON CONSULTING GROUP INC | 76,800 | $4.59M | 0.1% | $59.77 * | $68.49 | -9.8% | COM | 447462102 |
| — | SPECTRUM PHARMACEUTICALS | 5,000,000 | $4.488M | 0.1% | $0.90 | $0.90 | — | DEBT | 84763AAB4 |
| HYG | ISHARES IBOXX USD HIGH YIELD | 50,000 | $4.363M | 0.1% | $87.26 | — | — | PUT | 464288513 |
| RRC | RANGE RESOURCES CORP | 111,374 | $4.316M | 0.1% | $38.75 * | $40.45 | 0.0% | COM | 75281A109 |
| — | TRINA SOLAR LTD | 4,405,000 | $4.284M | 0.1% | $0.97 | $0.86 | — | DEBT | 89628EAC8 |
| — | NOVATEL WIRELESS INC | 4,350,000 | $4.283M | 0.1% | $0.98 | $0.98 | — | DEBT | 66987MAE9 |
| EEFT | EURONET WORLDWIDE INC | 48,500 | $3.969M | 0.1% | $81.84 * | $66.91 | +14.5% | COM | 298736109 |
| — | LAREDO PETROLEUM INC | 301,295 | $3.887M | 0.1% | $12.90 | $10.48 | — | COM | 516806106 |
| — | GRIDSUM HOLDING INC-ADR | 220,500 | $3.716M | 0.1% | $16.85 | $16.85 | — | ADR | 398132100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 30,000 | $3.644M | 0.1% | $121.47 * | $148.15 | -9.0% | COM | G50871105 |
| — | MARATHON OIL CORP | 223,750 | $3.537M | 0.1% | $15.81 | $14.83 | — | COM | 565849106 |
| DVN | DEVON ENERGY CORP | 79,642 | $3.513M | 0.1% | $44.11 * | $26.93 | +6.1% | COM | 25179M103 |
| — | NIELSEN HOLDINGS PLC | 65,260 | $3.496M | 0.1% | $53.57 | $53.57 | — | COM | G6518L108 |
| — | AK STEEL HOLDING CORP | 700,300 | $3.382M | 0.1% | $4.83 | $4.83 | — | COM | 001547108 |
| ANIP | ANI PHARMACEUTICALS INC | 50,400 | $3.344M | 0.1% | $66.35 * | $62.55 | 0.0% | COM | 00182C103 |
| AMD | ADVANCED MICRO DEVICES | 468,800 | $3.239M | 0.1% | $6.91 * | $6.38 | 0.0% | COM | 007903107 |
| — | 500.COM LTD-CLASS A-ADR | 182,476 | $3.217M | 0.1% | $17.63 | $16.70 | — | ADR | 33829R100 |
| — | SPECTRANETICS CORP | 2,950,000 | $3.117M | 0.1% | $1.06 | $0.75 | — | DEBT | 84760CAA5 |
| — | DISH NETWORK CORP-A | 52,900 | $2.898M | 0.0% | $54.78 | $52.09 | — | COM | 25470M109 |
| BIDU | BAIDU INC - SPON ADR | 15,815 | $2.879M | 0.0% | $182.04 | $192.67 | — | ADR | 056752108 |
| — | VERINT SYSTEMS INC | 72,900 | $2.743M | 0.0% | $37.63 | $56.27 | — | COM | 92343X100 |
| BMA | BANCO MACRO SA-ADR | 35,000 | $2.739M | 0.0% | $78.26 | $78.26 | — | ADR | 05961W105 |
| FHB | FIRST HAWAIIAN INC | 100,000 | $2.686M | 0.0% | $26.86 * | $17.74 | 0.0% | COM | 32051X108 |
| — | SYNGENTA AG-ADR | 30,300 | $2.654M | 0.0% | $87.59 | $87.59 | — | ADR | 87160A100 |
| — | CHINA BIOLOGIC PRODUCTS INC | 21,157 | $2.634M | 0.0% | $124.50 | $124.50 | — | COM | 16938C106 |
| — | APOLLO CMMRL REAL EST FI | 2,549,000 | $2.616M | 0.0% | $1.03 | $1.02 | — | DEBT | 03762UAA3 |
| — | WHITING PETROLEUM CORP | 3,298,000 | $2.49M | 0.0% | $0.76 | $0.76 | — | DEBT | 966387AY8 |
| — | LIBERTY INTERACTIVE LLC | 4,115,000 | $2.474M | 0.0% | $0.60 | $0.60 | — | DEBT | 530715AL5 |
| — | CONSOLIDATED-TOMOKA LAND | 2,475,000 | $2.415M | 0.0% | $0.98 | $0.94 | — | DEBT | 210226AB2 |
| BOX | BOX INC - CLASS A | 152,014 | $2.395M | 0.0% | $15.76 * | $11.96 | +5.9% | COM | 10316T104 |
| TTD | TRADE DESK INC/THE -CLASS A | 75,000 | $2.191M | 0.0% | $29.21 * | $2.95 | 0.0% | COM | 88339J105 |
| — | LIBERTY TRIPADVISOR HDG-A | 95,414 | $2.085M | 0.0% | $21.85 | $30.34 | — | COM | 531465102 |
| POST | POST HOLDINGS INC | 27,000 | $2.084M | 0.0% | $77.19 * | $54.87 | 0.0% | COM | 737446104 |
| — | SOLARCITY CORP | 2,505,000 | $1.951M | 0.0% | $0.78 | $0.78 | — | DEBT | 83416TAA8 |
| — | SOLARCITY CORP | 2,600,000 | $1.94M | 0.0% | $0.75 | $0.67 | — | DEBT | 83416TAC4 |
| ONC | BEIGENE LTD-ADR | 61,509 | $1.895M | 0.0% | $30.81 | $29.32 | — | ADR | 07725L102 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 200,000 | $1.866M | 0.0% | $9.33 | $9.33 | — | ADR | 71654V408 |
| — | CALLIDUS SOFTWARE INC | 100,000 | $1.835M | 0.0% | $18.35 | $18.35 | — | COM | 13123E500 |
| AKAM | AKAMAI TECHNOLOGIES INC | 33,495 | $1.775M | 0.0% | $52.99 | $72.27 | -25.9% | COM | 00971T101 |
| — | PTC THERAPEUTICS INC | 3,100,000 | $1.748M | 0.0% | $0.56 | $0.56 | — | DEBT | 69366JAB7 |
| VVV | VALVOLINE INC | 73,200 | $1.719M | 0.0% | $23.48 | $23.60 | 0.0% | COM | 92047W101 |
| DQ | DAQO NEW ENERGY CORP-ADR | 79,113 | $1.677M | 0.0% | $21.20 | $21.20 | — | ADR | 23703Q203 |
| — | WHITING PETROLEUM CORP | 2,000,000 | $1.645M | 0.0% | $0.82 | $0.82 | — | DEBT | 966387AL6 |
| RPM | RPM INTERNATIONAL INC | 29,606 | $1.591M | 0.0% | $53.74 | $44.37 | +19.6% | COM | 749685103 |
| WDC | WESTERN DIGITAL CORP | 26,700 | $1.561M | 0.0% | $58.46 * | $53.32 | -37.9% | COM | 958102105 |
| PLNT | PLANET FITNESS INC - CL A | 75,000 | $1.505M | 0.0% | $20.07 * | $20.59 | 0.0% | COM | 72703H101 |
| NTB | BANK OF NT BUTTERFIELD & SON | 60,000 | $1.486M | 0.0% | $24.77 * | $16.00 | 0.0% | COM | G0772R208 |
| — | PRICELINE GROUP INC/THE | 1,000 | $1.472M | 0.0% | $1472.00 | $1231.38 | — | COM | 741503403 |
| MSFT | MICROSOFT CORP | 25,125 | $1.447M | 0.0% | $57.59 * | $46.04 | +9.2% | COM | 594918104 |
| — | EVERBRIDGE INC | 85,000 | $1.433M | 0.0% | $16.86 | $16.86 | — | COM | 29978A104 |
| — | CBS CORP-CLASS B NON VOTING | 24,800 | $1.358M | 0.0% | $54.76 | $55.21 | — | COM | 124857202 |
| SHOP | SHOPIFY INC - CLASS A | 30,000 | $1.288M | 0.0% | $42.93 * | $3.82 | 0.0% | COM | 82509L107 |
| XLE | ENERGY SELECT SECTOR SPDR | 17,685 | $1.249M | 0.0% | $70.62 | $69.14 | — | ETP | 81369Y506 |
| LOW | LOWE'S COS INC | 15,593 | $1.126M | 0.0% | $72.21 * | $65.42 | 0.0% | COM | 548661107 |
| — | GREAT PLAINS ENERGY INC | 38,275 | $1.045M | 0.0% | $27.30 | $27.30 | — | COM | 391164100 |
| — | SKY-MOBI LTD-SP A | 508,794 | $1.033M | 0.0% | $2.03 | $2.02 | — | ADR | 83084C109 |
| FBK | FB FINANCIAL CORP | 50,000 | $1.009M | 0.0% | $20.18 * | $18.53 | 0.0% | COM | 30257X104 |
| — | SHAW COMMUNICATIONS INC-B | 37,024 | $994K | 0.0% | $26.85 | $27.51 | — | COM | 82028K200 |
| — | AMERICAN NATIONAL INSURANCE | 8,083 | $986K | 0.0% | $121.98 | $102.24 | — | COM | 028591105 |
| TU | TELUS CORP | 22,769 | $986K | 0.0% | $43.30 * | $17.86 | -7.5% | COM | 87971M103 |
| — | NEW RELIC INC | 25,627 | $982K | 0.0% | $38.32 | $29.40 | — | COM | 64829B100 |
| BMO | BANK OF MONTREAL | 11,373 | $978K | 0.0% | $85.99 * | $42.73 | +4.3% | COM | 063671101 |
| BCE | BCE INC | 16,136 | $978K | 0.0% | $60.61 * | $22.92 | +17.8% | COM | 05534B760 |
| CM | CAN IMPERIAL BK OF COMMERCE | 9,573 | $974K | 0.0% | $101.74 * | $24.52 | +0.6% | COM | 136069101 |
| RCI | ROGERS COMMUNICATIONS INC-B | 17,483 | $973K | 0.0% | $55.65 * | $38.16 | +12.4% | COM | 775109200 |
| RY | ROYAL BANK OF CANADA | 11,941 | $970K | 0.0% | $81.23 * | $67.89 | -9.4% | COM | 780087102 |
| BNS | BANK OF NOVA SCOTIA | 13,822 | $961K | 0.0% | $69.53 * | $33.93 | -5.0% | COM | 064149107 |
| HMN | HORACE MANN EDUCATORS | 26,000 | $953K | 0.0% | $36.65 * | $30.67 | +15.4% | COM | 440327104 |
| — | ARMOUR RESIDENTIAL REIT INC | 41,959 | $946K | 0.0% | $22.55 | $22.55 | — | REIT | 042315507 |
| NTNX | NUTANIX INC - A | 25,000 | $925K | 0.0% | $37.00 | $37.00 | 0.0% | COM | 67059N108 |
| — | ENSTAR GROUP LTD | 5,439 | $895K | 0.0% | $164.55 | $150.49 | — | COM | G3075P101 |
| NNI | NELNET INC-CL A | 22,105 | $892K | 0.0% | $40.35 * | $43.92 | -15.1% | COM | 64031N108 |
| — | FIDELITY & GUARANTY LIFE | 38,175 | $885K | 0.0% | $23.18 | $23.18 | — | COM | 315785105 |
| EVTC | EVERTEC INC | 52,681 | $884K | 0.0% | $16.78 * | $15.61 | 0.0% | COM | 30040P103 |
| — | BARNES GROUP INC | 21,768 | $883K | 0.0% | $40.56 | $40.56 | — | COM | 067806109 |
| — | ARGO GROUP INTERNATIONAL | 15,350 | $866K | 0.0% | $56.42 | $50.47 | — | COM | G0464B107 |
| AIT | APPLIED INDUSTRIAL TECH INC | 18,276 | $854K | 0.0% | $46.73 * | $38.75 | +4.8% | COM | 03820C105 |
| — | NAVIGATORS GROUP INC | 8,800 | $853K | 0.0% | $96.93 | $83.85 | — | COM | 638904102 |
| ELF | ELF BEAUTY INC | 30,000 | $844K | 0.0% | $28.13 * | $26.17 | 0.0% | COM | 26856L103 |
| — | MANTECH INTERNATIONAL CORP-A | 22,202 | $837K | 0.0% | $37.70 | $30.24 | — | COM | 564563104 |
| — | BLUE CAPITAL REINSURANCE HOL | 45,285 | $830K | 0.0% | $18.33 | $18.32 | — | COM | G1190F107 |
| SATS | ECHOSTAR CORP-A | 18,474 | $810K | 0.0% | $43.85 * | $41.42 | -23.5% | COM | 278768106 |
| ACN | ACCENTURE PLC-CL A | 6,623 | $809K | 0.0% | $122.15 * | $98.18 | 0.0% | COM | G1151C101 |
| CMI | CUMMINS INC | 6,206 | $795K | 0.0% | $128.10 * | $87.68 | +8.0% | COM | 231021106 |
| CCL | CARNIVAL CORP | 16,228 | $792K | 0.0% | $48.80 * | $41.05 | 0.0% | COM | 143658300 |
| IMPM | IMPAC MORTGAGE HOLDINGS INC | 60,000 | $791K | 0.0% | $13.18 * | $16.23 | 0.0% | COM | 45254P508 |
| — | SCRIPPS NETWORKS INTER-CL A | 12,408 | $788K | 0.0% | $63.51 | $65.38 | — | COM | 811065101 |
| THO | THOR INDUSTRIES INC | 9,284 | $786K | 0.0% | $84.66 * | $64.52 | 0.0% | COM | 885160101 |
| WLY | WILEY (JOHN) & SONS-CLASS A | 15,222 | $786K | 0.0% | $51.64 * | $43.81 | -6.4% | COM | 968223206 |
| CCK | CROWN HOLDINGS INC | 13,738 | $784K | 0.0% | $57.07 * | $49.67 | +2.5% | COM | 228368106 |
| EMR | EMERSON ELECTRIC CO | 14,373 | $783K | 0.0% | $54.48 * | $43.77 | -3.4% | COM | 291011104 |
| EMN | EASTMAN CHEMICAL CO | 11,431 | $774K | 0.0% | $67.71 * | $49.22 | 0.0% | COM | 277432100 |
| CW | CURTISS-WRIGHT CORP | 8,489 | $773K | 0.0% | $91.06 * | $84.12 | 0.0% | COM | 231561101 |
| — | SPIRIT AEROSYSTEMS HOLD-CL A | 17,351 | $773K | 0.0% | $44.55 | $44.55 | — | COM | 848574109 |
| — | INTL SPEEDWAY CORP-CL A | 23,104 | $772K | 0.0% | $33.41 | $35.24 | — | COM | 460335201 |
| OC | OWENS CORNING | 14,469 | $772K | 0.0% | $53.36 | $53.72 | 0.0% | COM | 690742101 |
| CVX | CHEVRON CORP | 7,500 | $772K | 0.0% | $102.93 * | $57.42 | +19.3% | COM | 166764100 |
| — | CONVERGYS CORP | 25,314 | $770K | 0.0% | $30.42 | $24.50 | — | COM | 212485106 |
| SYF | SYNCHRONY FINANCIAL | 27,500 | $770K | 0.0% | $28.00 * | $22.17 | -0.8% | COM | 87165B103 |
| — | ALLEGHANY CORP | 1,464 | $769K | 0.0% | $525.27 | $451.00 | — | COM | 017175100 |
| WWD | WOODWARD INC | 12,280 | $767K | 0.0% | $62.46 * | $56.57 | 0.0% | COM | 980745103 |
| — | CIT GROUP INC | 21,131 | $767K | 0.0% | $36.30 | $31.91 | — | COM | 125581801 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 10,878 | $766K | 0.0% | $70.42 * | $56.18 | 0.0% | COM | 12541W209 |
| ALSN | ALLISON TRANSMISSION HOLDING | 26,700 | $766K | 0.0% | $28.69 * | $20.64 | +17.6% | COM | 01973R101 |
| — | KAMAN CORP | 17,449 | $766K | 0.0% | $43.90 | $43.90 | — | COM | 483548103 |
| NUE | NUCOR CORP | 15,500 | $766K | 0.0% | $49.42 * | $39.15 | +5.2% | COM | 670346105 |
| EBAY | EBAY INC | 23,241 | $765K | 0.0% | $32.92 * | $21.65 | +24.1% | COM | 278642103 |
| — | SIX FLAGS ENTERTAINMENT CORP | 14,279 | $765K | 0.0% | $53.58 | $53.58 | — | COM | 83001A102 |
| INGR | INGREDION INC | 5,746 | $765K | 0.0% | $133.14 | $80.06 | +66.9% | COM | 457187102 |
| CBT | CABOT CORP | 14,556 | $763K | 0.0% | $52.42 * | $39.36 | 0.0% | COM | 127055101 |
| LSTR | LANDSTAR SYSTEM INC | 11,208 | $763K | 0.0% | $68.08 | $68.08 | — | COM | 515098101 |
| GWW | WW GRAINGER INC | 3,395 | $763K | 0.0% | $224.74 * | $189.92 | +2.4% | COM | 384802104 |
| MSM | MSC INDUSTRIAL DIRECT CO-A | 10,379 | $762K | 0.0% | $73.42 | $66.99 | +8.5% | COM | 553530106 |
| — | FOOT LOCKER INC | 11,236 | $761K | 0.0% | $67.73 | $67.73 | — | COM | 344849104 |
| UVV | UNIVERSAL CORP/VA | 13,054 | $760K | 0.0% | $58.22 | $52.53 | +12.3% | COM | 913456109 |
| CPS | COOPER-STANDARD HOLDING | 7,689 | $760K | 0.0% | $98.84 * | $94.16 | 0.0% | COM | 21676P103 |
| SLGN | SILGAN HOLDINGS INC | 15,015 | $760K | 0.0% | $50.62 * | $25.84 | -3.5% | COM | 827048109 |
| CHKP | CHECK POINT SOFTWARE TECH | 9,778 | $759K | 0.0% | $77.62 | $77.56 | 0.0% | COM | M22465104 |
| CSL | CARLISLE COS INC | 7,384 | $757K | 0.0% | $102.52 * | $92.70 | 0.0% | COM | 142339100 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 12,070 | $756K | 0.0% | $62.63 | $66.25 | -6.0% | COM | 533900106 |
| RS | RELIANCE STEEL & ALUMINUM | 10,500 | $756K | 0.0% | $72.00 * | $73.37 | +2.2% | COM | 759509102 |
| TER | TERADYNE INC | 34,971 | $755K | 0.0% | $21.59 * | $19.55 | 0.0% | COM | 880770102 |
| EXPD | EXPEDITORS INTL WASH INC | 14,649 | $755K | 0.0% | $51.54 * | $45.00 | 0.0% | COM | 302130109 |
| APD | AIR PRODUCTS & CHEMICALS INC | 5,023 | $755K | 0.0% | $150.31 * | $94.71 | +16.1% | COM | 009158106 |
| — | CA INC | 22,780 | $754K | 0.0% | $33.10 | $32.82 | — | COM | 12673P105 |
| PRU | PRUDENTIAL FINANCIAL INC | 9,233 | $754K | 0.0% | $81.66 * | $50.24 | 0.0% | COM | 744320102 |
| — | L-3 COMMUNICATIONS HOLDINGS | 5,000 | $754K | 0.0% | $150.80 | $114.87 | — | COM | 502424104 |
| — | CENTURYLINK INC | 27,451 | $753K | 0.0% | $27.43 | $35.43 | — | COM | 156700106 |
| — | PREMIER INC-CLASS A | 23,273 | $753K | 0.0% | $32.36 | $32.36 | — | COM | 74051N102 |
| — | PRAXAIR INC | 6,232 | $753K | 0.0% | $120.83 | $111.90 | — | COM | 74005P104 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 4,900 | $752K | 0.0% | $153.47 * | $126.27 | +9.5% | COM | 446413106 |
| PCAR | PACCAR INC | 12,800 | $752K | 0.0% | $58.75 * | $25.66 | +3.9% | COM | 693718108 |
| CSCO | CISCO SYSTEMS INC | 23,704 | $752K | 0.0% | $31.72 * | $19.06 | +21.0% | COM | 17275R102 |
| FDP | FRESH DEL MONTE PRODUCE INC | 12,553 | $752K | 0.0% | $59.91 * | $30.27 | +59.2% | COM | G36738105 |
| LEA | LEAR CORP | 6,200 | $752K | 0.0% | $121.29 * | $92.70 | +2.8% | COM | 521865204 |
| OXY | OCCIDENTAL PETROLEUM CORP | 10,300 | $751K | 0.0% | $72.91 * | $50.37 | +13.9% | COM | 674599105 |
| PGR | PROGRESSIVE CORP | 23,826 | $751K | 0.0% | $31.52 * | $23.53 | +4.9% | COM | 743315103 |
| — | REGAL ENTERTAINMENT GROUP-A | 34,500 | $750K | 0.0% | $21.74 | $22.05 | — | COM | 758766109 |
| LOPE | GRAND CANYON EDUCATION INC | 18,559 | $750K | 0.0% | $40.41 * | $41.57 | 0.0% | COM | 38526M106 |
| SNPS | SYNOPSYS INC | 12,612 | $749K | 0.0% | $59.39 * | $45.94 | +23.6% | COM | 871607107 |
| — | EXPRESS SCRIPTS HOLDING CO | 10,624 | $749K | 0.0% | $70.50 | $70.50 | — | COM | 30219G108 |
| PEP | PEPSICO INC | 6,890 | $749K | 0.0% | $108.71 * | $68.95 | +17.6% | COM | 713448108 |
| INTC | INTEL CORP | 19,836 | $749K | 0.0% | $37.76 * | $25.11 | +14.0% | COM | 458140100 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 17,500 | $749K | 0.0% | $42.80 * | $35.41 | -3.6% | COM | 416515104 |
| THG | HANOVER INSURANCE GROUP INC/ | 9,932 | $749K | 0.0% | $75.41 * | $49.53 | +22.0% | COM | 410867105 |
| ALL | ALLSTATE CORP | 10,806 | $748K | 0.0% | $69.22 * | $49.02 | +14.1% | COM | 020002101 |
| — | TIFFANY & CO | 10,297 | $748K | 0.0% | $72.64 | $72.64 | — | COM | 886547108 |
| CNK | CINEMARK HOLDINGS INC | 19,543 | $748K | 0.0% | $38.27 * | $32.93 | 0.0% | COM | 17243V102 |
| ODFL | OLD DOMINION FREIGHT LINE | 10,896 | $748K | 0.0% | $68.65 * | $20.78 | +4.5% | COM | 679580100 |
| COF | CAPITAL ONE FINANCIAL CORP | 10,414 | $748K | 0.0% | $71.83 * | $65.12 | -10.6% | COM | 14040H105 |
| MLI | MUELLER INDUSTRIES INC | 23,063 | $748K | 0.0% | $32.43 * | $10.65 | +28.3% | COM | 624756102 |
| AGO | ASSURED GUARANTY LTD | 26,948 | $748K | 0.0% | $27.76 * | $23.01 | 0.0% | COM | G0585R106 |
| — | SANDERSON FARMS INC | 7,758 | $747K | 0.0% | $96.29 | $96.29 | — | COM | 800013104 |
| — | BED BATH & BEYOND INC | 17,300 | $746K | 0.0% | $43.12 | $48.39 | — | COM | 075896100 |
| TXN | TEXAS INSTRUMENTS INC | 10,629 | $746K | 0.0% | $70.19 * | $52.67 | 0.0% | COM | 882508104 |
| KALU | KAISER ALUMINUM CORP | 8,621 | $746K | 0.0% | $86.53 * | $63.15 | 0.0% | COM | 483007704 |
| FDX | FEDEX CORP | 4,268 | $746K | 0.0% | $174.79 * | $131.39 | +7.3% | COM | 31428X106 |
| — | THOMSON REUTERS CORP | 18,023 | $746K | 0.0% | $41.39 | $38.05 | — | COM | 884903105 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 9,176 | $745K | 0.0% | $81.19 * | $78.44 | -4.6% | COM | 445658107 |
| — | ASPEN INSURANCE HOLDINGS LTD | 15,989 | $745K | 0.0% | $46.59 | $45.53 | — | COM | G05384105 |
| — | NEENAH PAPER INC | 9,435 | $745K | 0.0% | $78.96 | $78.96 | — | COM | 640079109 |
| MET | METLIFE INC | 16,770 | $745K | 0.0% | $44.42 * | $28.36 | -3.4% | COM | 59156R108 |
| AFG | AMERICAN FINANCIAL GROUP INC | 9,930 | $745K | 0.0% | $75.03 * | $27.50 | +29.4% | COM | 025932104 |
| SIGI | SELECTIVE INSURANCE GROUP | 18,677 | $744K | 0.0% | $39.84 * | $23.54 | +45.2% | COM | 816300107 |
| UNF | UNIFIRST CORP/MA | 5,642 | $744K | 0.0% | $131.87 * | $110.86 | +6.1% | COM | 904708104 |
| DIS | WALT DISNEY CO/THE | 8,007 | $744K | 0.0% | $92.92 * | $88.87 | 0.0% | COM | 254687106 |
| TDY | TELEDYNE TECHNOLOGIES INC | 6,891 | $744K | 0.0% | $107.97 * | $105.60 | -0.1% | COM | 879360105 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 11,264 | $744K | 0.0% | $66.05 * | $77.54 | -9.2% | COM | 23918K108 |
| GPC | GENUINE PARTS CO | 7,396 | $743K | 0.0% | $100.46 * | $68.47 | +12.8% | COM | 372460105 |
| GPK | GRAPHIC PACKAGING HOLDING CO | 53,100 | $743K | 0.0% | $13.99 | $12.16 | +13.1% | COM | 388689101 |
| GNTX | GENTEX CORP | 42,300 | $743K | 0.0% | $17.57 | $15.89 | +8.8% | COM | 371901109 |
| VSH | VISHAY INTERTECHNOLOGY INC | 52,709 | $743K | 0.0% | $14.10 * | $10.48 | +7.2% | COM | 928298108 |
| AXP | AMERICAN EXPRESS CO | 11,600 | $743K | 0.0% | $64.05 * | $60.87 | -7.5% | COM | 025816109 |
| WRB | WR BERKLEY CORP | 12,853 | $742K | 0.0% | $57.73 * | $13.86 | 0.0% | COM | 084423102 |
| — | BEMIS COMPANY | 14,543 | $742K | 0.0% | $51.02 | $45.01 | — | COM | 081437105 |
| HTLD | HEARTLAND EXPRESS INC | 39,262 | $741K | 0.0% | $18.87 | $21.45 | -12.7% | COM | 422347104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 8,227 | $741K | 0.0% | $90.07 * | $64.79 | -2.3% | COM | 693475105 |
| WERN | WERNER ENTERPRISES INC | 31,847 | $741K | 0.0% | $23.27 * | $27.41 | -13.4% | COM | 950755108 |
| T | AT&T INC | 18,257 | $741K | 0.0% | $40.59 * | $15.11 | +7.8% | COM | 00206R102 |
| F | FORD MOTOR CO | 61,375 | $741K | 0.0% | $12.07 * | $7.68 | 0.0% | COM | 345370860 |
| WM | WASTE MANAGEMENT INC | 11,607 | $740K | 0.0% | $63.75 * | $40.85 | +35.0% | COM | 94106L109 |
| SON | SONOCO PRODUCTS CO | 14,000 | $740K | 0.0% | $52.86 * | $31.04 | +21.2% | COM | 835495102 |
| JNJ | JOHNSON & JOHNSON | 6,266 | $740K | 0.0% | $118.10 * | $77.17 | +21.3% | COM | 478160104 |
| — | TIVO CORP | 38,000 | $740K | 0.0% | $19.47 | $19.47 | — | COM | 88870P106 |
| JPM | JPMORGAN CHASE & CO | 11,098 | $739K | 0.0% | $66.59 * | $42.87 | +18.6% | COM | 46625H100 |
| — | SYKES ENTERPRISES INC | 26,280 | $739K | 0.0% | $28.12 | $28.12 | — | COM | 871237103 |
| ORCL | ORACLE CORP | 18,825 | $739K | 0.0% | $39.26 * | $31.95 | +10.9% | COM | 68389X105 |
| — | ENDURANCE SPECIALTY HOLDINGS | 11,291 | $739K | 0.0% | $65.45 | $61.04 | — | COM | G30397106 |
| WMT | WAL-MART STORES INC | 10,235 | $738K | 0.0% | $72.11 * | $19.52 | +5.6% | COM | 931142103 |
| AMP | AMERIPRISE FINANCIAL INC | 7,400 | $738K | 0.0% | $99.73 * | $76.51 | +4.6% | COM | 03076C106 |
| USB | US BANCORP | 17,198 | $738K | 0.0% | $42.91 * | $29.18 | +2.7% | COM | 902973304 |
| CHDN | CHURCHILL DOWNS INC | 5,041 | $738K | 0.0% | $146.40 * | $22.50 | 0.0% | COM | 171484108 |
| USMV | ISHARES EDGE MSCI MIN VOL US | 16,249 | $738K | 0.0% | $45.42 | $40.30 | — | ETP | 46429B697 |
| IP | INTERNATIONAL PAPER CO | 15,367 | $737K | 0.0% | $47.96 * | $25.59 | +15.3% | COM | 460146103 |
| BAX | BAXTER INTERNATIONAL INC | 15,474 | $737K | 0.0% | $47.63 * | $32.35 | +25.0% | COM | 071813109 |
| BRK/B | BERKSHIRE HATHAWAY INC-CL B | 5,100 | $737K | 0.0% | $144.51 | $132.58 | +10.3% | COM | 084670702 |
| RNR | RENAISSANCERE HOLDINGS LTD | 6,122 | $736K | 0.0% | $120.22 | $100.24 | +17.6% | COM | G7496G103 |
| RGA | REINSURANCE GROUP OF AMERICA | 6,817 | $736K | 0.0% | $107.97 * | $84.51 | +20.8% | COM | 759351604 |
| MCD | MCDONALD'S CORP | 6,383 | $736K | 0.0% | $115.31 * | $85.18 | +11.0% | COM | 580135101 |
| — | POWERSHARES S&P 500 LOW VOLA | 17,741 | $736K | 0.0% | $41.49 | $36.64 | — | ETP | 73937B779 |
| PFE | PFIZER INC | 21,735 | $736K | 0.0% | $33.86 * | $19.87 | +12.0% | COM | 717081103 |
| TGT | TARGET CORP | 10,700 | $735K | 0.0% | $68.69 * | $56.11 | -3.1% | COM | 87612E106 |
| BWXT | BWX TECHNOLOGIES INC | 19,143 | $735K | 0.0% | $38.40 * | $33.83 | 0.0% | COM | 05605H100 |
| — | BB&T CORP | 19,462 | $734K | 0.0% | $37.71 | $36.82 | — | COM | 054937107 |
| ATR | APTARGROUP INC | 9,465 | $733K | 0.0% | $77.44 * | $55.28 | +24.8% | COM | 038336103 |
| FITB | FIFTH THIRD BANCORP | 35,837 | $733K | 0.0% | $20.45 * | $12.98 | +6.6% | COM | 316773100 |
| EAT | BRINKER INTERNATIONAL INC | 14,534 | $733K | 0.0% | $50.43 * | $46.35 | -5.0% | COM | 109641100 |
| TRV | TRAVELERS COS INC/THE | 6,390 | $732K | 0.0% | $114.55 * | $78.40 | +21.5% | COM | 89417E109 |
| CVS | CVS HEALTH CORP | 8,221 | $732K | 0.0% | $89.04 * | $70.89 | 0.0% | COM | 126650100 |
| — | VALIDUS HOLDINGS LTD | 14,702 | $732K | 0.0% | $49.79 | $39.05 | — | COM | G9319H102 |
| BPOP | POPULAR INC | 19,152 | $732K | 0.0% | $38.22 * | $22.59 | +21.5% | COM | 733174700 |
| JKHY | JACK HENRY & ASSOCIATES INC | 8,542 | $731K | 0.0% | $85.58 * | $51.35 | +52.6% | COM | 426281101 |
| CAKE | CHEESECAKE FACTORY INC/THE | 14,609 | $731K | 0.0% | $50.04 * | $37.13 | +12.6% | COM | 163072101 |
| RSG | REPUBLIC SERVICES INC | 14,487 | $731K | 0.0% | $50.46 * | $31.44 | +39.5% | COM | 760759100 |
| DRI | DARDEN RESTAURANTS INC | 11,923 | $731K | 0.0% | $61.31 * | $47.66 | 0.0% | COM | 237194105 |
| — | XL GROUP LTD | 21,700 | $730K | 0.0% | $33.64 | $33.64 | — | COM | G98294104 |
| EG | EVEREST RE GROUP LTD | 3,843 | $730K | 0.0% | $189.96 * | $150.24 | +2.9% | COM | G3223R108 |
| — | TORCHMARK CORP | 11,418 | $729K | 0.0% | $63.85 | $56.51 | — | COM | 891027104 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 13,409 | $729K | 0.0% | $54.37 * | $33.76 | +25.7% | COM | G0692U109 |
| — | DISCOVER FINANCIAL SERVICES | 12,880 | $728K | 0.0% | $56.52 | $56.39 | — | COM | 254709108 |
| MMM | 3M CO | 4,131 | $728K | 0.0% | $176.23 * | $93.10 | +17.3% | COM | 88579Y101 |
| FISV | FISERV INC | 7,312 | $727K | 0.0% | $99.43 * | $40.53 | +29.4% | COM | 337738108 |
| CPB | CAMPBELL SOUP CO | 13,272 | $726K | 0.0% | $54.70 * | $34.25 | +30.7% | COM | 134429109 |
| UHAL | AMERCO | 2,239 | $726K | 0.0% | $324.25 * | $35.71 | 0.0% | COM | 023586100 |
| AFL | AFLAC INC | 10,098 | $726K | 0.0% | $71.90 * | $27.28 | +7.2% | COM | 001055102 |
| DOX | AMDOCS LTD | 12,556 | $726K | 0.0% | $57.82 * | $47.37 | +3.9% | COM | G02602103 |
| GIS | GENERAL MILLS INC | 11,348 | $725K | 0.0% | $63.89 * | $39.02 | +28.2% | COM | 370334104 |
| DLX | DELUXE CORP | 10,846 | $725K | 0.0% | $66.84 * | $45.99 | 0.0% | COM | 248019101 |
| ACGL | ARCH CAPITAL GROUP LTD | 9,123 | $723K | 0.0% | $79.25 * | $18.17 | +33.2% | COM | G0450A105 |
| BEN | FRANKLIN RESOURCES INC | 20,324 | $723K | 0.0% | $35.57 * | $26.49 | -16.7% | COM | 354613101 |
| ATNI | ATN INTERNATIONAL INC | 11,110 | $723K | 0.0% | $65.08 * | $56.80 | 0.0% | COM | 00215F107 |
| ORI | OLD REPUBLIC INTL CORP | 40,994 | $722K | 0.0% | $17.61 * | $7.13 | +30.9% | COM | 680223104 |
| COR | AMERISOURCEBERGEN CORP | 8,929 | $721K | 0.0% | $80.75 * | $67.63 | -5.0% | COM | 03073E105 |
| — | DOUBLE EAGLE ACQUISITION-A | 1,800,000 | $720K | 0.0% | $0.40 | $0.60 | — | WRT | G28195116 |
| GS | GOLDMAN SACHS GROUP INC | 4,457 | $719K | 0.0% | $161.32 * | $151.27 | -11.5% | COM | 38141G104 |
| WFC | WELLS FARGO & CO | 16,222 | $718K | 0.0% | $44.26 * | $37.23 | -1.1% | COM | 949746101 |
| — | TABULA RASA HEALTHCARE INC | 50,000 | $716K | 0.0% | $14.32 | $14.32 | — | COM | 873379101 |
| GILD | GILEAD SCIENCES INC | 9,039 | $715K | 0.0% | $79.10 * | $57.78 | 0.0% | COM | 375558103 |
| KR | KROGER CO | 23,983 | $712K | 0.0% | $29.69 * | $26.79 | +2.3% | COM | 501044101 |
| — | WHITING PETROLEUM CORP | 1,000,000 | $710K | 0.0% | $0.71 | $0.71 | — | DEBT | 966387AX0 |
| — | CAPITOL ACQUISITION CORP III | 1,000,000 | $700K | 0.0% | $0.70 | $0.42 | — | WRT | 14055M114 |
| MLKN | HERMAN MILLER INC | 23,150 | $662K | 0.0% | $28.60 * | $26.14 | 0.0% | COM | 600544100 |
| — | SHUTTERFLY INC | 14,671 | $655K | 0.0% | $44.65 | $44.65 | — | COM | 82568P304 |
| VOYA | VOYA FINANCIAL INC | 22,182 | $639K | 0.0% | $28.81 * | $33.37 | -26.6% | COM | 929089100 |
| SVA | SINOVAC BIOTECH LTD | 106,198 | $627K | 0.0% | $5.90 | $6.09 | -3.4% | COM | P8696W104 |
| — | MEDIDATA SOLUTIONS INC | 11,200 | $625K | 0.0% | $55.80 | $55.80 | — | COM | 58471A105 |
| — | AMYRIS INC | 1,102,000 | $617K | 0.0% | $0.56 | $1.06 | — | DEBT | 03236MAD3 |
| — | BOULEVARD ACQUISITION COR II | 855,100 | $487K | 0.0% | $0.57 | $0.65 | — | WRT | 10157Q110 |
| — | TRINITY BIOTECH INV LP | 500,000 | $476K | 0.0% | $0.95 | $0.90 | — | DEBT | 89643QAB4 |
| — | APPTIO INC - CLASS A | 20,000 | $434K | 0.0% | $21.70 | $21.70 | — | COM | 03835C108 |
| — | TITAN MACHINERY INC | 486,000 | $423K | 0.0% | $0.87 | $0.87 | — | DEBT | 88830RAB7 |
| — | ELECTRUM SPECIAL ACQUISITION | 1,617,500 | $396K | 0.0% | $0.24 | $0.22 | — | WRT | G3105C112 |
| HCM | HUTCHISON CHINA MEDITECH-ADR | 28,641 | $341K | 0.0% | $11.91 | $11.91 | — | ADR | 44842L103 |
| — | MERITOR INC | 171,000 | $234K | 0.0% | $1.37 | $1.37 | — | DEBT | 59001KAC4 |
| — | CONCORD MEDICAL | 58,400 | $232K | 0.0% | $3.97 | $3.97 | — | ADR | 206277105 |
| — | QUINPARIO ACQUISITION CORP 2 | 1,222,482 | $214K | 0.0% | $0.18 | $0.45 | — | WRT | 74874U119 |
| — | BIOAMBER INC | 344,656 | $163K | 0.0% | $0.47 | $0.55 | — | WRT | 09072Q114 |
| — | ANWORTH MORTGAGE ASSET CORP | 30,648 | $151K | 0.0% | $4.93 | $4.93 | — | REIT | 037347101 |
| — | FOREST CITY REALTY TRUST | 113,000 | $131K | 0.0% | $1.16 | $1.16 | — | DEBT | 345550AP2 |
| — | SYNCHRONOSS TECHNOLOGIES | 120,000 | $127K | 0.0% | $1.06 | $1.06 | — | DEBT | 87157BAA1 |
| — | LIBERTY INTERACTIVE LLC | 100,000 | $127K | 0.0% | $1.27 | $1.27 | — | DEBT | 530610AC8 |
| — | PACE HOLDINGS CORP | 300,000 | $126K | 0.0% | $0.42 | $0.45 | — | WRT | G6865N111 |
| — | AGROFRESH SOLUTIONS INC | 151,000 | $118K | 0.0% | $0.78 | $2.19 | — | WRT | 00856G117 |
| — | NEXEO SOLUTIONS INC | 135,625 | $84,000 | 0.0% | $0.62 | $0.69 | — | WRT | 65342H110 |
| — | COMMUNITY HEALTH SYSTEMS-CVR | 5,303,225 | $47,000 | 0.0% | $0.01 | $0.06 | — | WRT | 203668116 |
| — | JASON INDUSTRIES INC | 556,126 | $44,000 | 0.0% | $0.08 | $1.64 | — | WRT | 471172114 |
| — | GREENBRIER COS INC | 31,000 | $35,000 | 0.0% | $1.13 | $1.13 | — | DEBT | 393657AH4 |
| — | ASCENT CAPITAL GROUP INC | 40,000 | $29,000 | 0.0% | $0.72 | $0.72 | — | DEBT | 043632AA6 |
| — | CALADRIUS BIOSCIENCES INC | 1,250,000 | $22,000 | 0.0% | $0.02 | $0.02 | — | COM | 128058203 |
| — | GALENA BIOPHARMA INC | 50,665 | $18,000 | 0.0% | $0.36 | $1.36 | — | COM | 363256108 |
| — | BLUCORA INC | 14,000 | $13,000 | 0.0% | $0.93 | $0.93 | — | DEBT | 095229AB6 |
| — | PRICELINE GROUP INC/THE | 11,000 | $12,000 | 0.0% | $1.09 | $1.09 | — | DEBT | 741503AX4 |
| — | KINDER MORGAN INC | 500,000 | $8,000 | 0.0% | $0.02 | $1.62 | — | WRT | 49456B119 |
| — | BARINGTON/HILCO ACQUISITION | 98,475 | $7,000 | 0.0% | $0.07 | $0.16 | — | WRT | 06759V127 |
| — | WESTERN ASSET MORTGAGE CAPIT | 559,440 | $1,000 | 0.0% | $0.00 | $0.83 | — | REIT | 95790D105 |
| — | MAST THERAPEUTICS INC | 1,250,000 | $0 | 0.0% | $0.00 | $0.01 | — | COM | 576314108 |
| — | CLEVELAND BIOLABS INC | 150,000 | $0 | 0.0% | $0.00 | $0.87 | — | COM | 185860202 |