Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | Buy | INVESCO QQQ TRput | $501,578,000 | +59.7% | 1,400,000 | +64.7% | 7.12% | +45.3% |
| HZNP | Sell | HORIZON THERAPEUTICS PUB L | $380,571,973 | +12.4% | 3,289,584 | -0.1% | 5.40% | +2.3% |
| ATVI | New | ACTIVISION BLIZZARD INC | $280,890,094 | – | 3,000,001 | – | 3.99% | – |
| TLT | Buy | ISHARES TRcall | $199,552,500 | +38.5% | 2,250,000 | +60.7% | 2.83% | +26.0% |
| Buy | SEA LTDnote 0.250% 9/1 | $195,608,800 | +21.0% | 244,511,000 | +21.9% | 2.78% | +10.1% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $183,737,909 | +7.8% | 1,404,080 | -1.4% | 2.61% | -2.0% |
| IWM | Buy | ISHARES TRput | $176,740,000 | +169.6% | 1,000,000 | +185.7% | 2.51% | +145.4% |
| Sell | DIGITALOCEAN HLDGS INCnote 12/0 | $150,839,674 | -12.7% | 196,518,000 | -10.5% | 2.14% | -20.6% | |
| ABCM | New | ABCAM PLCads | $139,938,240 | – | 6,183,749 | – | 1.99% | – |
| NVO | New | NOVO-NORDISK A Sadr | $138,758,980 | – | 1,525,830 | – | 1.97% | – |
| AER | Buy | AERCAP HOLDINGS NV | $116,418,549 | +117.9% | 1,857,644 | +120.8% | 1.65% | +98.3% |
| New | CRH PLCord | $113,098,396 | – | 2,066,479 | – | 1.60% | – | |
| Buy | WAYFAIR INCnote 1.000% 8/1 | $106,947,761 | +11.6% | 129,950,000 | +13.0% | 1.52% | +1.5% | |
| AMZN | Sell | AMAZON COM INC | $97,127,434 | -3.1% | 764,061 | -0.7% | 1.38% | -11.9% |
| Buy | LYFT INCnote 1.500% 5/1 | $94,075,583 | +4.6% | 102,100,000 | +2.0% | 1.34% | -4.8% | |
| Sell | CLOUDFLARE INCnote 8/1 | $92,420,474 | -4.6% | 108,500,000 | -4.4% | 1.31% | -13.1% | |
| Buy | DISH NETWORK CORPORATIONnote 12/1 | $90,749,416 | +53.4% | 134,150,000 | +21.2% | 1.29% | +39.5% | |
| SPLK | Sell | SPLUNK INCcall | $87,662,250 | +27.1% | 599,400 | -7.8% | 1.24% | +15.6% |
| BABA | Buy | ALIBABA GROUP HLDG LTDcall | $86,740,000 | +197.3% | 1,000,000 | +185.7% | 1.23% | +170.5% |
| Sell | SNAP INCnote 0.125% 3/0 | $85,271,271 | -18.3% | 122,750,000 | -15.6% | 1.21% | -25.7% | |
| SPLK | New | SPLUNK INC | $84,088,193 | – | 574,962 | – | 1.19% | – |
| Buy | CONFLUENT INCnote 1/1 | $77,454,931 | +1.4% | 94,500,000 | +3.3% | 1.10% | -7.8% | |
| LQD | New | ISHARES TRcall | $76,515,000 | – | 750,000 | – | 1.09% | – |
| Sell | SEA LTDnote 2.375%12/0 | $76,257,175 | -40.8% | 79,725,000 | -37.1% | 1.08% | -46.1% | |
| Sell | PELOTON INTERACTIVE INCnote 2/1 | $73,917,675 | -6.2% | 97,500,000 | -5.8% | 1.05% | -14.6% | |
| Buy | RAPID7 INCnote 0.250% 3/1 | $73,255,691 | +1.9% | 85,500,000 | +4.3% | 1.04% | -7.2% | |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $71,648,933 | – | 1,335,737 | – | 1.02% | – |
| Sell | UNITY SOFTWARE INCnote 11/1 | $67,907,057 | -15.9% | 85,500,000 | -15.3% | 0.96% | -23.4% | |
| AYX | Buy | ALTERYX INCcall | $66,432,394 | +72.1% | 1,762,600 | +107.4% | 0.94% | +56.6% |
| Sell | MICROSTRATEGY INCnote 2/1 | $66,117,905 | +0.6% | 94,485,000 | -4.3% | 0.94% | -8.5% | |
| AAPL | New | APPLE INCput | $59,923,500 | – | 350,000 | – | 0.85% | – |
| XLU | New | SELECT SECTOR SPDR TRcall | $58,930,000 | – | 1,000,000 | – | 0.84% | – |
| Buy | WOLFSPEED INCnote 0.250% 2/1 | $52,430,627 | +12.8% | 77,000,000 | +28.3% | 0.74% | +2.6% | |
| PDD | New | PDD HOLDINGS INCput | $52,173,240 | – | 532,000 | – | 0.74% | – |
| CBOE | Buy | CBOE GLOBAL MKTS INC | $51,832,977 | +42.9% | 331,816 | +26.3% | 0.74% | +30.0% |
| Sell | LUMENTUM HLDGS INCnote 0.500% 6/1 | $50,509,542 | -29.5% | 69,000,000 | -24.0% | 0.72% | -35.9% | |
| DEN | New | DENBURY INC | $49,267,863 | – | 502,682 | – | 0.70% | – |
| Sell | BLOCK INCnote 0.250%11/0 | $48,321,005 | -9.2% | 64,007,000 | -7.2% | 0.69% | -17.3% | |
| Sell | SPLUNK INCnote 1.125% 6/1 | $47,218,750 | -61.3% | 50,000,000 | -64.4% | 0.67% | -64.8% | |
| Sell | NCL CORP LTDnote 5.375% 8/0 | $47,173,972 | -29.3% | 40,500,000 | -16.5% | 0.67% | -35.7% | |
| NET | Buy | CLOUDFLARE INCcall | $44,128,000 | +237.5% | 700,000 | +250.0% | 0.63% | +206.9% |
| BKNG | Buy | BOOKING HOLDINGS INC | $43,175,300 | +23.0% | 14,000 | +7.7% | 0.61% | +11.9% |
| Sell | SNAP INCnote 0.750% 8/0 | $42,144,309 | -46.3% | 48,187,000 | -43.3% | 0.60% | -51.2% | |
| OKTA | Sell | OKTA INCcall | $40,755,000 | -34.7% | 500,000 | -44.4% | 0.58% | -40.6% |
| UBER | Buy | UBER TECHNOLOGIES INC | $40,423,140 | +24.2% | 878,955 | +16.6% | 0.57% | +13.0% |
| INTU | Sell | INTUIT | $38,021,089 | -9.2% | 74,414 | -18.6% | 0.54% | -17.3% |
| XLE | New | SELECT SECTOR SPDR TRcall | $36,156,000 | – | 400,000 | – | 0.51% | – |
| KWEB | Buy | KRANESHARES TRcsi chi internet | $34,891,851 | +10.9% | 1,274,821 | +9.2% | 0.50% | +0.8% |
| INDI | Buy | INDIE SEMICONDUCTOR INC | $34,770,330 | +23.8% | 5,519,100 | +84.7% | 0.49% | +12.6% |
| New | SHIFT4 PMTS INCnote 12/1 | $34,637,088 | – | 35,000,000 | – | 0.49% | – | |
| EMXC | Buy | ISHARES INCmsci emrg chn | $32,015,775 | +28.1% | 642,500 | +33.7% | 0.45% | +16.4% |
| New | ARAMARK | $31,931,910 | – | 1,274,725 | – | 0.45% | – | |
| NET | Buy | CLOUDFLARE INCput | $31,520,000 | +20.5% | 500,000 | +25.0% | 0.45% | +9.6% |
| AVGO | New | BROADCOM INCput | $31,146,750 | – | 37,500 | – | 0.44% | – |
| APTV | Sell | APTIV PLC | $30,505,323 | -8.4% | 309,416 | -5.2% | 0.43% | -16.7% |
| W | Buy | WAYFAIR INCput | $30,285,000 | +132.9% | 500,000 | +150.0% | 0.43% | +111.8% |
| ACN | Buy | ACCENTURE PLC IRELAND | $30,054,399 | +17.5% | 97,862 | +18.1% | 0.43% | +7.0% |
| IWM | New | ISHARES TRrussell 2000 etf | $28,371,365 | – | 160,526 | – | 0.40% | – |
| PDD | Sell | PDD HOLDINGS INCcall | $27,655,740 | -58.0% | 282,000 | -70.4% | 0.39% | -61.8% |
| KWEB | New | KRANESHARES TRcall | $27,370,000 | – | 1,000,000 | – | 0.39% | – |
| Buy | JACOBS SOLUTIONS INC | $26,906,334 | +774.3% | 197,116 | +661.5% | 0.38% | +695.8% | |
| CPRI | New | CAPRI HOLDINGS LIMITEDcall | $24,426,823 | – | 464,300 | – | 0.35% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $24,389,750 | – | 275,000 | – | 0.35% | – |
| LVS | New | LAS VEGAS SANDS CORP | $23,699,280 | – | 517,000 | – | 0.34% | – |
| NKE | Buy | NIKE INCcl b | $22,635,166 | -3.1% | 236,720 | +11.8% | 0.32% | -11.8% |
| FIVN | Sell | FIVE9 INCput | $22,505,000 | -45.4% | 350,000 | -30.0% | 0.32% | -50.4% |
| SQ | Buy | BLOCK INCcall | $22,130,000 | +66.2% | 500,000 | +150.0% | 0.31% | +51.0% |
| FOUR | New | SHIFT4 PMTS INCcall | $22,148,000 | – | 400,000 | – | 0.31% | – |
| RNR | Sell | RENAISSANCERE HLDGS LTD | $22,028,496 | -36.7% | 111,300 | -40.4% | 0.31% | -42.4% |
| U | Buy | UNITY SOFTWARE INCcall | $21,973,000 | +153.0% | 700,000 | +250.0% | 0.31% | +131.1% |
| SE | Buy | SEA LTDcall | $21,975,000 | +26.2% | 500,000 | +66.7% | 0.31% | +14.7% |
| DT | New | DYNATRACE INCput | $21,028,500 | – | 450,000 | – | 0.30% | – |
| CDAY | New | CERIDIAN HCM HLDG INCput | $20,355,000 | – | 300,000 | – | 0.29% | – |
| GM | Buy | GENERAL MTRS CO | $20,213,907 | +16.5% | 613,100 | +36.3% | 0.29% | +5.9% |
| ARKK | Sell | ARK ETF TRcall | $19,835,000 | -55.1% | 500,000 | -50.0% | 0.28% | -59.2% |
| RILY | Sell | B. RILEY FINANCIAL INCput | $19,457,953 | -36.9% | 474,700 | -29.2% | 0.28% | -42.6% |
| Buy | WOLFSPEED INCput | $19,050,000 | +71.3% | 500,000 | +150.0% | 0.27% | +56.1% | |
| MTN | Buy | VAIL RESORTS INC | $18,416,870 | -7.3% | 83,000 | +5.2% | 0.26% | -15.8% |
| RPD | New | RAPID7 INCcall | $18,312,000 | – | 400,000 | – | 0.26% | – |
| FIVN | New | FIVE9 INC | $18,351,220 | – | 285,400 | – | 0.26% | – |
| BL | Buy | BLACKLINE INCcall | $17,750,400 | +31.9% | 320,000 | +28.0% | 0.25% | +20.0% |
| SE | Buy | SEA LTDput | $17,580,000 | +51.4% | 400,000 | +100.0% | 0.25% | +37.6% |
| New | ARM HOLDINGS PLCsponsored adr | $17,394,000 | – | 325,000 | – | 0.25% | – | |
| DXCM | New | DEXCOM INC | $17,260,500 | – | 185,000 | – | 0.24% | – |
| New | KENVUE INC | $17,288,880 | – | 861,000 | – | 0.24% | – | |
| HYG | Buy | ISHARES TRiboxx hi yd etf | $16,587,000 | +194.6% | 225,000 | +200.0% | 0.24% | +167.0% |
| GM | New | GENERAL MTRS COput | $16,485,000 | – | 500,000 | – | 0.23% | – |
| MSTR | New | MICROSTRATEGY INCcall | $16,414,000 | – | 50,000 | – | 0.23% | – |
| MSTR | Sell | MICROSTRATEGY INCput | $16,414,000 | -52.1% | 50,000 | -50.0% | 0.23% | -56.4% |
| CI | New | THE CIGNA GROUP | $15,733,850 | – | 55,000 | – | 0.22% | – |
| Sell | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $15,512,805 | -11.4% | 27,951,000 | -0.2% | 0.22% | -19.4% | |
| CFLT | Sell | CONFLUENT INCcall | $14,805,000 | -53.4% | 500,000 | -44.4% | 0.21% | -57.7% |
| New | VESTIS CORPORATION | $14,713,548 | – | 762,360 | – | 0.21% | – | |
| DOCN | New | DIGITALOCEAN HLDGS INC | $14,685,646 | – | 611,138 | – | 0.21% | – |
| DASH | Buy | DOORDASH INCcl a | $14,151,620 | +36.1% | 178,075 | +30.9% | 0.20% | +24.1% |
| VFH | Sell | VANGUARD WORLD FDSfinancials etf | $14,022,908 | -13.0% | 174,588 | -12.0% | 0.20% | -21.0% |
| LITE | New | LUMENTUM HLDGS INCput | $13,554,000 | – | 300,000 | – | 0.19% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $13,553,900 | – | 230,000 | – | 0.19% | – |
| New | BGC GROUP INCcl a | $13,291,302 | – | 2,517,292 | – | 0.19% | – | |
| SNAP | Buy | SNAP INCcall | $12,474,000 | +5.4% | 1,400,000 | +40.0% | 0.18% | -4.3% |
| TECK | New | TECK RESOURCES LTDcl b | $12,280,650 | – | 285,000 | – | 0.17% | – |
| DOCN | New | DIGITALOCEAN HLDGS INCput | $12,015,000 | – | 500,000 | – | 0.17% | – |
| SNY | New | SANOFIsponsored adr | $11,532,600 | – | 215,000 | – | 0.16% | – |
| CPRI | New | CAPRI HOLDINGS LIMITEDput | $11,274,323 | – | 214,300 | – | 0.16% | – |
| LEN | Buy | LENNAR CORPcl a | $11,223,000 | +47.4% | 100,000 | +64.6% | 0.16% | +33.6% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $11,222,200 | -96.7% | 110,000 | -96.5% | 0.16% | -97.0% |
| SNOW | New | SNOWFLAKE INCcl a | $10,968,886 | – | 71,800 | – | 0.16% | – |
| FSLY | Sell | FASTLY INCcl a | $10,652,558 | -32.3% | 555,689 | -44.3% | 0.15% | -38.4% |
| CSX | Buy | CSX CORP | $10,439,287 | +3.7% | 339,489 | +15.0% | 0.15% | -5.7% |
| DOCN | Buy | DIGITALOCEAN HLDGS INCcall | $10,188,720 | -15.4% | 424,000 | +41.3% | 0.14% | -22.9% |
| HCA | New | HCA HEALTHCARE INC | $10,085,180 | – | 41,000 | – | 0.14% | – |
| XBI | New | SPDR SER TRs&p biotech | $10,003,740 | – | 137,000 | – | 0.14% | – |
| Sell | FIVE9 INCnote 0.500% 6/0 | $9,364,003 | -66.5% | 10,000,000 | -65.5% | 0.13% | -69.6% | |
| Sell | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $8,848,944 | -81.5% | 10,000,000 | -81.5% | 0.13% | -83.1% | |
| CFLT | New | CONFLUENT INCput | $8,883,000 | – | 300,000 | – | 0.13% | – |
| FMC | Buy | FMC CORP | $8,629,888 | +41.2% | 128,862 | +120.0% | 0.12% | +28.4% |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG Lcall | $8,240,000 | – | 500,000 | – | 0.12% | – |
| NTRA | New | NATERA INC | $7,965,000 | – | 180,000 | – | 0.11% | – |
| JWN | New | NORDSTROM INCcall | $7,470,000 | – | 500,000 | – | 0.11% | – |
| AAPL | New | APPLE INC | $7,059,502 | – | 41,233 | – | 0.10% | – |
| DT | New | DYNATRACE INC | $6,962,770 | – | 149,000 | – | 0.10% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $6,952,000 | – | 80,000 | – | 0.10% | – |
| Sell | NIO INCnote 0.500% 2/0 | $6,875,484 | -67.6% | 7,830,000 | -69.1% | 0.10% | -70.4% | |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $6,858,333 | -5.1% | 535,389 | +32.9% | 0.10% | -14.2% |
| New | SUNNOVA ENERGY INTL INC.note 2.625% 2/1 | $6,809,715 | – | 11,000,000 | – | 0.10% | – | |
| BSIG | Buy | BRIGHTSPHERE INVT GROUP INC | $6,715,261 | +30.1% | 346,326 | +40.6% | 0.10% | +18.8% |
| LYFT | New | LYFT INCput | $6,324,000 | – | 600,000 | – | 0.09% | – |
| INDI | New | INDIE SEMICONDUCTOR INCcall | $6,300,000 | – | 1,000,000 | – | 0.09% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $6,187,500 | – | 55,000 | – | 0.09% | – |
| LEGN | New | LEGEND BIOTECH CORPsponsored ads | $6,045,300 | – | 90,000 | – | 0.09% | – |
| QCOM | Sell | QUALCOMM INC | $6,036,111 | -31.8% | 54,350 | -26.9% | 0.09% | -37.7% |
| DTE | New | DTE ENERGY CO | $5,956,800 | – | 60,000 | – | 0.08% | – |
| AVGO | New | BROADCOM INC | $5,955,259 | – | 7,170 | – | 0.08% | – |
| SO | New | SOUTHERN CO | $5,824,800 | – | 90,000 | – | 0.08% | – |
| DUK | New | DUKE ENERGY CORP NEW | $5,825,160 | – | 66,000 | – | 0.08% | – |
| NSC | Buy | NORFOLK SOUTHN CORP | $5,860,637 | -2.0% | 29,760 | +12.9% | 0.08% | -10.8% |
| SRE | New | SEMPRA | $5,850,580 | – | 86,000 | – | 0.08% | – |
| AME | Sell | AMETEK INC | $5,822,631 | -23.7% | 39,406 | -16.4% | 0.08% | -30.3% |
| New | CORE & MAIN INCcl a | $5,770,000 | – | 200,000 | – | 0.08% | – | |
| HON | New | HONEYWELL INTL INC | $5,639,373 | – | 30,526 | – | 0.08% | – |
| DDOG | New | DATADOG INC | $5,647,580 | – | 62,000 | – | 0.08% | – |
| PEN | New | PENUMBRA INC | $5,442,975 | – | 22,500 | – | 0.08% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $4,989,600 | – | 440,000 | – | 0.07% | – |
| SWAV | New | SHOCKWAVE MED INC | $4,977,500 | – | 25,000 | – | 0.07% | – |
| ALL | New | ALLSTATE CORP | $4,846,335 | – | 43,500 | – | 0.07% | – |
| FTV | Sell | FORTIVE CORP | $4,651,908 | -60.7% | 62,728 | -60.4% | 0.07% | -64.3% |
| TRIN | New | TRINITY CAP INC | $4,554,902 | – | 327,220 | – | 0.06% | – |
| JWN | New | NORDSTROM INCput | $4,482,000 | – | 300,000 | – | 0.06% | – |
| MCK | New | MCKESSON CORP | $4,348,500 | – | 10,000 | – | 0.06% | – |
| FSLY | New | FASTLY INCcall | $4,004,613 | – | 208,900 | – | 0.06% | – |
| TMUS | Sell | T-MOBILE US INC | $3,991,425 | -66.8% | 28,500 | -67.1% | 0.06% | -69.5% |
| Sell | WOLFSPEED INCcall | $3,810,000 | -65.7% | 100,000 | -50.0% | 0.05% | -68.8% | |
| DISH | Sell | DISH NETWORK CORPORATIONcall | $3,809,000 | -17.4% | 650,000 | -7.1% | 0.05% | -25.0% |
| New | FORTREA HLDGS INC | $3,573,750 | – | 125,000 | – | 0.05% | – | |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $3,469,600 | -76.2% | 40,000 | -77.1% | 0.05% | -78.5% |
| OKE | New | ONEOK INC NEW | $3,456,554 | – | 54,494 | – | 0.05% | – |
| PRVA | New | PRIVIA HEALTH GROUP INC | $3,220,000 | – | 140,000 | – | 0.05% | – |
| EWC | New | ISHARES INCmsci cda etf | $3,269,042 | – | 97,700 | – | 0.05% | – |
| CDAY | New | CERIDIAN HCM HLDG INC | $3,152,040 | – | 46,456 | – | 0.04% | – |
| New | MOONLAKE IMMUNOTHERAPEUTICSclass a ord | $3,192,000 | – | 56,000 | – | 0.04% | – | |
| LNT | New | ALLIANT ENERGY CORP | $3,052,350 | – | 63,000 | – | 0.04% | – |
| ETR | New | ENTERGY CORP NEW | $2,960,000 | – | 32,000 | – | 0.04% | – |
| Sell | ATLASSIAN CORPORATIONcl a | $2,967,638 | -55.5% | 14,727 | -62.9% | 0.04% | -59.6% | |
| RBC | Sell | REGAL REXNORD CORPORATION | $2,886,748 | -41.4% | 20,204 | -36.9% | 0.04% | -46.8% |
| OSK | New | OSHKOSH CORP | $2,862,900 | – | 30,000 | – | 0.04% | – |
| IMVT | New | IMMUNOVANT INC | $2,879,250 | – | 75,000 | – | 0.04% | – |
| EXC | New | EXELON CORP | $2,909,830 | – | 77,000 | – | 0.04% | – |
| CMS | New | CMS ENERGY CORP | $2,921,050 | – | 55,000 | – | 0.04% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $2,735,080 | – | 101,000 | – | 0.04% | – |
| LTHM | New | LIVENT CORP | $2,577,400 | – | 140,000 | – | 0.04% | – |
| WEC | New | WEC ENERGY GROUP INC | $2,013,750 | – | 25,000 | – | 0.03% | – |
| WK | New | WORKIVA INC | $2,002,276 | – | 19,758 | – | 0.03% | – |
| AEIS | New | ADVANCED ENERGY INDS | $1,804,600 | – | 17,500 | – | 0.03% | – |
| New | ENPHASE ENERGY INCnote 3/0 | $1,762,711 | – | 2,000,000 | – | 0.02% | – | |
| Buy | HASHICORP INC | $1,712,250 | +18.9% | 75,000 | +36.4% | 0.02% | +9.1% | |
| OPRA | New | OPERA LTDsponsored ads | $1,408,750 | – | 125,000 | – | 0.02% | – |
| SQSP | New | SQUARESPACE INCclass a | $1,140,636 | – | 39,373 | – | 0.02% | – |
| New | MAPLEBEAR INC | $890,700 | – | 30,000 | – | 0.01% | – | |
| TGAN | Sell | TRANSPHORM INC | $754,800 | -48.4% | 340,000 | -20.9% | 0.01% | -52.2% |
| New | KLAVIYO INC | $793,500 | – | 23,000 | – | 0.01% | – | |
| GT | New | GOODYEAR TIRE & RUBR CO | $647,951 | – | 52,128 | – | 0.01% | – |
| New | RAYZEBIO INC | $444,000 | – | 20,000 | – | 0.01% | – | |
| New | NEUMORA THERAPEUTICS INC. | $141,100 | – | 10,000 | – | 0.00% | – | |
| LYFT | New | LYFT INC | $146,654 | – | 13,914 | – | 0.00% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $105 | – | 2 | – | 0.00% | – |
| Exit | BLUE APRON HLDGS INC | $0 | – | -24,999 | – | -0.00% | – | |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -25,245 | – | -0.01% | – |
| Exit | AMYRIS INCnote 1.500%11/1 | $0 | – | -2,000,000 | – | -0.01% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRfinancial | $0 | – | -12,270 | – | -0.01% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -57,285 | – | -0.01% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $0 | – | -120,348 | – | -0.01% | – |
| HDB | Exit | HDFC BANK LTDsponsored ads | $0 | – | -11,818 | – | -0.01% | – |
| MDB | Exit | MONGODB INCcl a | $0 | – | -2,500 | – | -0.02% | – |
| IBN | Exit | ICICI BANK LIMITEDadr | $0 | – | -43,063 | – | -0.02% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD | $0 | – | -31,801 | – | -0.02% | – |
| RPD | Exit | RAPID7 INC | $0 | – | -33,804 | – | -0.02% | – |
| FIGS | Exit | FIGS INCcl a | $0 | – | -200,000 | – | -0.03% | – |
| GOOS | Exit | CANADA GOOSE HLDGS INC | $0 | – | -100,000 | – | -0.03% | – |
| IBB | Exit | ISHARES TRishares biotech | $0 | – | -15,800 | – | -0.03% | – |
| Exit | SAVERS VALUE VLG INC | $0 | – | -100,000 | – | -0.04% | – | |
| ADS | Exit | BREAD FINANCIAL HOLDINGS INC | $0 | – | -86,500 | – | -0.04% | – |
| PTRA | Exit | PROTERRA INC | $0 | – | -2,315,201 | – | -0.04% | – |
| RKT | Exit | ROCKET COS INC | $0 | – | -314,597 | – | -0.04% | – |
| DDD | Exit | 3-D SYS CORP DELcall | $0 | – | -300,000 | – | -0.05% | – |
| SKIN | Exit | THE BEAUTY HEALTH COMPANYcall | $0 | – | -400,000 | – | -0.05% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -10,001 | – | -0.05% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -46,400 | – | -0.06% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -10,000 | – | -0.07% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORPcall | $0 | – | -47,000 | – | -0.07% | – |
| Exit | MOBILEYE GLOBAL INC | $0 | – | -119,429 | – | -0.07% | – | |
| OKTA | Exit | OKTA INCcl a | $0 | – | -71,049 | – | -0.08% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -52,100 | – | -0.08% | – |
| SMTC | Exit | SEMTECH CORPput | $0 | – | -200,000 | – | -0.08% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -81,700 | – | -0.08% | – |
| CORSU | Exit | CORSAIR PARTNERING CORPunit 99/99/9999 | $0 | – | -500,054 | – | -0.08% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTDput | $0 | – | -150,000 | – | -0.09% | – |
| KRE | Exit | SPDR SER TRs? regl bkg | $0 | – | -179,200 | – | -0.11% | – |
| ISEE | Exit | IVERIC BIO INCput | $0 | – | -250,000 | – | -0.15% | – |
| DISH | Exit | DISH NETWORK CORPORATIONput | $0 | – | -1,500,000 | – | -0.15% | – |
| KRE | Exit | SPDR SER TRcall | $0 | – | -250,000 | – | -0.16% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -50,000 | – | -0.16% | – |
| LITE | Exit | LUMENTUM HLDGS INCcall | $0 | – | -200,000 | – | -0.18% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -2,717,292 | – | -0.19% | – |
| Exit | ZILLOW GROUP INCnote 0.750% 9/0 | $0 | – | -10,000,000 | – | -0.19% | – | |
| Exit | WOLFSPEED INCnote 1.750% 5/0 | $0 | – | -10,000,000 | – | -0.21% | – | |
| RNG | Exit | RINGCENTRAL INCcall | $0 | – | -500,000 | – | -0.26% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INCput | $0 | – | -500,000 | – | -0.30% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -350,000 | – | -0.30% | – |
| AYX | Exit | ALTERYX INCput | $0 | – | -500,000 | – | -0.35% | – |
| Exit | ALTERYX INCnote 1.000% 8/0 | $0 | – | -27,000,000 | – | -0.36% | – | |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -118,798 | – | -0.42% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INCput | $0 | – | -250,000 | – | -0.44% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -246,881 | – | -0.45% | – |
| MDB | Exit | MONGODB INCput | $0 | – | -70,000 | – | -0.45% | – |
| FOCS | Exit | FOCUS FINL PARTNERS INC | $0 | – | -558,461 | – | -0.46% | – |
| FIVN | Exit | FIVE9 INCcall | $0 | – | -400,000 | – | -0.51% | – |
| Exit | AFFIRM HLDGS INCnote 11/1 | $0 | – | -61,500,000 | – | -0.71% | – | |
| DFS | Exit | DISCOVER FINL SVCSput | $0 | – | -400,000 | – | -0.73% | – |
| IWM | Exit | ISHARES TRcall | $0 | – | -250,000 | – | -0.73% | – |
| ARMK | Exit | ARAMARK | $0 | – | -1,224,725 | – | -0.82% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -750,000 | – | -0.88% | – |
| ISEE | Exit | IVERIC BIO INC | $0 | – | -1,700,001 | – | -1.04% | – |
| Exit | RIVIAN AUTOMOTIVE INC | $0 | – | -4,187,680 | – | -1.09% | – | |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -1,393,467 | – | -1.55% | – |
| Exit | NIO INCnote 2/0 | $0 | – | -115,308,000 | – | -1.72% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -530,000 | – | -3.66% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LQD | New | ISHARES TRiboxx inv cp etf | $343,170,395 | – | 3,173,390 | – | 5.35% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB L | $338,561,733 | – | 3,291,801 | – | 5.28% | – |
| QQQ | New | INVESCO QQQ TRput | $314,007,000 | – | 850,000 | – | 4.90% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $234,938,400 | – | 530,000 | – | 3.66% | – |
| New | DIGITALOCEAN HLDGS INCnote 12/0 | $172,858,445 | – | 219,518,000 | – | 2.70% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $170,462,376 | – | 1,424,080 | – | 2.66% | – |
| New | SEA LTDnote 0.250% 9/1 | $161,667,626 | – | 200,511,000 | – | 2.52% | – | |
| TLT | New | ISHARES TRcall | $144,116,000 | – | 1,400,000 | – | 2.25% | – |
| New | SEA LTDnote 2.375%12/0 | $128,772,289 | – | 126,725,000 | – | 2.01% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $121,865,278 | – | 140,500,000 | – | 1.90% | – | |
| LBRDK | New | LIBERTY BROADBAND CORP | $111,344,328 | – | 1,389,893 | – | 1.74% | – |
| New | NIO INCnote 2/0 | $110,119,140 | – | 115,308,000 | – | 1.72% | – | |
| New | MICROSTRATEGY INCnote 0.750%12/1 | $104,447,703 | – | 95,642,000 | – | 1.63% | – | |
| New | SNAP INCnote 0.125% 3/0 | $104,404,482 | – | 145,500,000 | – | 1.63% | – | |
| AMZN | New | AMAZON COM INC | $100,254,792 | – | 769,061 | – | 1.56% | – |
| PDCE | New | PDC ENERGY INC | $99,131,242 | – | 1,393,467 | – | 1.55% | – |
| New | CLOUDFLARE INCnote 8/1 | $96,827,948 | – | 113,500,000 | – | 1.51% | – | |
| New | WAYFAIR INCnote 1.000% 8/1 | $95,867,740 | – | 114,950,000 | – | 1.50% | – | |
| New | LYFT INCnote 1.500% 5/1 | $89,966,143 | – | 100,100,000 | – | 1.40% | – | |
| New | UNITY SOFTWARE INCnote 11/1 | $80,716,574 | – | 101,000,000 | – | 1.26% | – | |
| New | PELOTON INTERACTIVE INCnote 2/1 | $78,790,370 | – | 103,500,000 | – | 1.23% | – | |
| New | SNAP INCnote 0.750% 8/0 | $78,550,747 | – | 85,000,000 | – | 1.22% | – | |
| New | CONFLUENT INCnote 1/1 | $76,395,523 | – | 91,500,000 | – | 1.19% | – | |
| New | RAPID7 INCnote 0.250% 3/1 | $71,899,639 | – | 82,000,000 | – | 1.12% | – | |
| New | LUMENTUM HLDGS INCnote 0.500% 6/1 | $71,678,017 | – | 90,800,000 | – | 1.12% | – | |
| New | RIVIAN AUTOMOTIVE INC | $69,766,749 | – | 4,187,680 | – | 1.09% | – | |
| SPLK | New | SPLUNK INCcall | $68,958,500 | – | 650,000 | – | 1.08% | – |
| ISEE | New | IVERIC BIO INC | $66,878,039 | – | 1,700,001 | – | 1.04% | – |
| New | NCL CORP LTDnote 5.375% 8/0 | $66,699,614 | – | 48,500,000 | – | 1.04% | – | |
| PDD | New | PDD HOLDINGS INCcall | $65,848,936 | – | 952,400 | – | 1.03% | – |
| New | MICROSTRATEGY INCnote 2/1 | $65,708,788 | – | 98,735,000 | – | 1.02% | – | |
| IWM | New | ISHARES TRput | $65,544,500 | – | 350,000 | – | 1.02% | – |
| FEZ | New | SPDR INDEX SHS FDSeuro stoxx 50 | $63,208,706 | – | 1,374,700 | – | 0.99% | – |
| OKTA | New | OKTA INCcall | $62,415,000 | – | 900,000 | – | 0.97% | – |
| New | DISH NETWORK CORPORATIONnote 12/1 | $59,173,989 | – | 110,650,000 | – | 0.92% | – | |
| HYG | New | ISHARES TRput | $56,302,500 | – | 750,000 | – | 0.88% | – |
| AER | New | AERCAP HOLDINGS NV | $53,436,136 | – | 841,249 | – | 0.83% | – |
| New | BLOCK INCnote 0.250%11/0 | $53,233,419 | – | 69,007,000 | – | 0.83% | – | |
| ARMK | New | ARAMARK | $52,724,411 | – | 1,224,725 | – | 0.82% | – |
| New | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $47,848,266 | – | 54,025,000 | – | 0.75% | – | |
| IWM | New | ISHARES TRcall | $46,817,500 | – | 250,000 | – | 0.73% | – |
| DFS | New | DISCOVER FINL SVCSput | $46,740,000 | – | 400,000 | – | 0.73% | – |
| New | WOLFSPEED INCnote 0.250% 2/1 | $46,490,381 | – | 60,000,000 | – | 0.72% | – | |
| New | AFFIRM HLDGS INCnote 11/1 | $45,510,000 | – | 61,500,000 | – | 0.71% | – | |
| ARKK | New | ARK ETF TRcall | $44,140,000 | – | 1,000,000 | – | 0.69% | – |
| INTU | New | INTUIT | $41,884,981 | – | 91,414 | – | 0.65% | – |
| FIVN | New | FIVE9 INCput | $41,225,000 | – | 500,000 | – | 0.64% | – |
| AYX | New | ALTERYX INCcall | $38,590,000 | – | 850,000 | – | 0.60% | – |
| New | FASTLY INCnote 3/1 | $38,040,821 | – | 45,695,000 | – | 0.59% | – | |
| CBOE | New | CBOE GLOBAL MKTS INC | $36,269,028 | – | 262,800 | – | 0.57% | – |
| BKNG | New | BOOKING HOLDINGS INC | $35,104,290 | – | 13,000 | – | 0.55% | – |
| RNR | New | RENAISSANCERE HLDGS LTD | $34,813,585 | – | 186,648 | – | 0.54% | – |
| MSTR | New | MICROSTRATEGY INCput | $34,242,000 | – | 100,000 | – | 0.53% | – |
| New | BLACKLINE INCnote 3/1 | $34,057,009 | – | 40,000,000 | – | 0.53% | – | |
| APTV | New | APTIV PLC | $33,314,417 | – | 326,324 | – | 0.52% | – |
| FIVN | New | FIVE9 INCcall | $32,980,000 | – | 400,000 | – | 0.51% | – |
| UBER | New | UBER TECHNOLOGIES INC | $32,548,237 | – | 753,955 | – | 0.51% | – |
| CFLT | New | CONFLUENT INCcall | $31,779,000 | – | 900,000 | – | 0.50% | – |
| KWEB | New | KRANESHARES TRcsi chi internet | $31,449,420 | – | 1,167,821 | – | 0.49% | – |
| RILY | New | B. RILEY FINANCIAL INCput | $30,834,188 | – | 670,600 | – | 0.48% | – |
| FOCS | New | FOCUS FINL PARTNERS INC | $29,324,787 | – | 558,461 | – | 0.46% | – |
| LPLA | New | LPL FINL HLDGS INC | $29,243,248 | – | 134,495 | – | 0.46% | – |
| BABA | New | ALIBABA GROUP HLDG LTDcall | $29,172,500 | – | 350,000 | – | 0.46% | – |
| MDB | New | MONGODB INCput | $28,769,300 | – | 70,000 | – | 0.45% | – |
| CE | New | CELANESE CORP DEL | $28,588,820 | – | 246,881 | – | 0.45% | – |
| AMD | New | ADVANCED MICRO DEVICES INCput | $28,477,500 | – | 250,000 | – | 0.44% | – |
| LEN | New | LENNAR CORPput | $28,194,750 | – | 225,000 | – | 0.44% | – |
| INDI | New | INDIE SEMICONDUCTOR INC | $28,092,840 | – | 2,988,600 | – | 0.44% | – |
| New | FIVE9 INCnote 0.500% 6/0 | $27,989,670 | – | 28,980,000 | – | 0.44% | – | |
| AAL | New | AMERICAN AIRLS GROUP INCput | $26,910,000 | – | 1,500,000 | – | 0.42% | – |
| VMC | New | VULCAN MATLS CO | $26,781,821 | – | 118,798 | – | 0.42% | – |
| NET | New | CLOUDFLARE INCput | $26,148,000 | – | 400,000 | – | 0.41% | – |
| MUB | New | ISHARES TRnational mun etf | $25,764,622 | – | 241,400 | – | 0.40% | – |
| ACN | New | ACCENTURE PLC IRELAND | $25,569,556 | – | 82,862 | – | 0.40% | – |
| EMXC | New | ISHARES INCmsci emrg chn | $24,986,786 | – | 480,700 | – | 0.39% | – |
| NKE | New | NIKE INCcl b | $23,367,536 | – | 211,720 | – | 0.36% | – |
| New | ALTERYX INCnote 1.000% 8/0 | $22,864,149 | – | 27,000,000 | – | 0.36% | – | |
| AYX | New | ALTERYX INCput | $22,700,000 | – | 500,000 | – | 0.35% | – |
| New | NIO INCnote 0.500% 2/0 | $21,204,250 | – | 25,330,000 | – | 0.33% | – | |
| IBKR | New | INTERACTIVE BROKERS GROUP IN | $21,027,592 | – | 253,131 | – | 0.33% | – |
| MTN | New | VAIL RESORTS INC | $19,858,074 | – | 78,877 | – | 0.31% | – |
| CRH | New | CRH PLCadr | $19,505,500 | – | 350,000 | – | 0.30% | – |
| IPG | New | INTERPUBLIC GROUP COS INCput | $19,290,000 | – | 500,000 | – | 0.30% | – |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $18,863,573 | – | 21,250,000 | – | 0.29% | – | |
| New | LIVONGO HEALTH INCnote 0.875% 6/0 | $18,162,600 | – | 20,000,000 | – | 0.28% | – | |
| New | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $17,500,625 | – | 28,001,000 | – | 0.27% | – | |
| SE | New | SEA LTDcall | $17,412,000 | – | 300,000 | – | 0.27% | – |
| GM | New | GENERAL MTRS CO | $17,344,288 | – | 449,800 | – | 0.27% | – |
| New | ETSY INCnote 0.125%10/0 | $16,613,389 | – | 14,000,000 | – | 0.26% | – | |
| RNG | New | RINGCENTRAL INCcall | $16,365,000 | – | 500,000 | – | 0.26% | – |
| VFH | New | VANGUARD WORLD FDSfinancials etf | $16,126,140 | – | 198,500 | – | 0.25% | – |
| FSLY | New | FASTLY INCcl a | $15,731,206 | – | 997,540 | – | 0.24% | – |
| CME | New | CME GROUP INC | $14,995,149 | – | 80,928 | – | 0.23% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $14,586,250 | – | 175,000 | – | 0.23% | – |
| New | WOLFSPEED INCnote 1.750% 5/0 | $13,517,136 | – | 10,000,000 | – | 0.21% | – | |
| BL | New | BLACKLINE INCcall | $13,455,000 | – | 250,000 | – | 0.21% | – |
| SQ | New | BLOCK INCcall | $13,314,000 | – | 200,000 | – | 0.21% | – |
| SQ | New | BLOCK INCput | $13,314,000 | – | 200,000 | – | 0.21% | – |
| NET | New | CLOUDFLARE INCcall | $13,074,000 | – | 200,000 | – | 0.20% | – |
| W | New | WAYFAIR INCput | $13,002,000 | – | 200,000 | – | 0.20% | – |
| New | ZILLOW GROUP INCnote 0.750% 9/0 | $12,395,729 | – | 10,000,000 | – | 0.19% | – | |
| DOCN | New | DIGITALOCEAN HLDGS INCcall | $12,042,000 | – | 300,000 | – | 0.19% | – |
| BGCP | New | BGC PARTNERS INCcl a | $12,037,604 | – | 2,717,292 | – | 0.19% | – |
| TMUS | New | T-MOBILE US INC | $12,014,850 | – | 86,500 | – | 0.19% | – |
| SNAP | New | SNAP INCcall | $11,840,000 | – | 1,000,000 | – | 0.18% | – |
| FTV | New | FORTIVE CORP | $11,831,231 | – | 158,235 | – | 0.18% | – |
| SE | New | SEA LTDput | $11,608,000 | – | 200,000 | – | 0.18% | – |
| LITE | New | LUMENTUM HLDGS INCcall | $11,346,000 | – | 200,000 | – | 0.18% | – |
| New | WOLFSPEED INCput | $11,118,000 | – | 200,000 | – | 0.17% | – | |
| New | WOLFSPEED INCcall | $11,118,000 | – | 200,000 | – | 0.17% | – | |
| PXD | New | PIONEER NAT RES CO | $10,359,000 | – | 50,000 | – | 0.16% | – |
| DASH | New | DOORDASH INCcl a | $10,398,852 | – | 136,075 | – | 0.16% | – |
| KRE | New | SPDR SER TRcall | $10,207,500 | – | 250,000 | – | 0.16% | – |
| CSX | New | CSX CORP | $10,066,047 | – | 295,192 | – | 0.16% | – |
| DISH | New | DISH NETWORK CORPORATIONput | $9,885,000 | – | 1,500,000 | – | 0.15% | – |
| ISEE | New | IVERIC BIO INCput | $9,835,000 | – | 250,000 | – | 0.15% | – |
| New | OKTA INCnote 0.375% 6/1 | $9,038,873 | – | 10,500,000 | – | 0.14% | – | |
| QCOM | New | QUALCOMM INC | $8,850,624 | – | 74,350 | – | 0.14% | – |
| U | New | UNITY SOFTWARE INCcall | $8,684,000 | – | 200,000 | – | 0.14% | – |
| AME | New | AMETEK INC | $7,628,595 | – | 47,125 | – | 0.12% | – |
| LEN | New | LENNAR CORPcl a | $7,612,583 | – | 60,750 | – | 0.12% | – |
| KRE | New | SPDR SER TRs? regl bkg | $7,316,736 | – | 179,200 | – | 0.11% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $7,225,245 | – | 402,745 | – | 0.11% | – |
| New | ATLASSIAN CORPORATIONcl a | $6,666,588 | – | 39,727 | – | 0.10% | – | |
| FMC | New | FMC CORP | $6,111,924 | – | 58,577 | – | 0.10% | – |
| ET | New | ENERGY TRANSFER L P | $6,067,425 | – | 477,750 | – | 0.10% | – |
| NSC | New | NORFOLK SOUTHN CORP | $5,978,074 | – | 26,363 | – | 0.09% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $5,630,250 | – | 75,000 | – | 0.09% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTDput | $5,628,000 | – | 150,000 | – | 0.09% | – |
| CORSU | New | CORSAIR PARTNERING CORPunit 99/99/9999 | $5,210,563 | – | 500,054 | – | 0.08% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $5,160,530 | – | 246,326 | – | 0.08% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $5,091,544 | – | 81,700 | – | 0.08% | – |
| SMTC | New | SEMTECH CORPput | $5,092,000 | – | 200,000 | – | 0.08% | – |
| PYPL | New | PAYPAL HLDGS INC | $5,004,750 | – | 75,000 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $5,006,500 | – | 190,000 | – | 0.08% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $5,019,835 | – | 52,100 | – | 0.08% | – |
| RBC | New | REGAL REXNORD CORPORATION | $4,926,185 | – | 32,009 | – | 0.08% | – |
| OKTA | New | OKTA INCcl a | $4,927,248 | – | 71,049 | – | 0.08% | – |
| New | MOBILEYE GLOBAL INC | $4,588,462 | – | 119,429 | – | 0.07% | – | |
| RTX | New | RAYTHEON TECHNOLOGIES CORPcall | $4,604,120 | – | 47,000 | – | 0.07% | – |
| DISH | New | DISH NETWORK CORPORATIONcall | $4,613,000 | – | 700,000 | – | 0.07% | – |
| NVDA | New | NVIDIA CORPORATION | $4,230,200 | – | 10,000 | – | 0.07% | – |
| DIS | New | DISNEY WALT CO | $4,142,592 | – | 46,400 | – | 0.06% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $3,722,005 | – | 2,900 | – | 0.06% | – |
| MSFT | New | MICROSOFT CORP | $3,405,741 | – | 10,001 | – | 0.05% | – |
| SKIN | New | THE BEAUTY HEALTH COMPANYcall | $3,348,000 | – | 400,000 | – | 0.05% | – |
| New | JACOBS SOLUTIONS INC | $3,077,468 | – | 25,885 | – | 0.05% | – | |
| DDD | New | 3-D SYS CORP DELcall | $2,979,000 | – | 300,000 | – | 0.05% | – |
| RKT | New | ROCKET COS INC | $2,818,789 | – | 314,597 | – | 0.04% | – |
| PTRA | New | PROTERRA INC | $2,778,241 | – | 2,315,201 | – | 0.04% | – |
| ADS | New | BREAD FINANCIAL HOLDINGS INC | $2,715,235 | – | 86,500 | – | 0.04% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS L | $2,507,466 | – | 94,550 | – | 0.04% | – |
| New | SAVERS VALUE VLG INC | $2,370,000 | – | 100,000 | – | 0.04% | – | |
| IBB | New | ISHARES TRishares biotech | $2,005,968 | – | 15,800 | – | 0.03% | – |
| GOOS | New | CANADA GOOSE HLDGS INC | $1,780,000 | – | 100,000 | – | 0.03% | – |
| SPSB | New | SPDR SER TRportfolio short | $1,642,752 | – | 55,800 | – | 0.03% | – |
| FIGS | New | FIGS INCcl a | $1,654,000 | – | 200,000 | – | 0.03% | – |
| New | RINGCENTRAL INCnote 3/1 | $1,663,730 | – | 2,000,000 | – | 0.03% | – | |
| RPD | New | RAPID7 INC | $1,530,645 | – | 33,804 | – | 0.02% | – |
| TGAN | New | TRANSPHORM INC | $1,462,000 | – | 430,000 | – | 0.02% | – |
| New | HASHICORP INC | $1,439,900 | – | 55,000 | – | 0.02% | – | |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $1,282,952 | – | 134,200 | – | 0.02% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $1,193,174 | – | 31,801 | – | 0.02% | – |
| MDB | New | MONGODB INCcl a | $1,027,475 | – | 2,500 | – | 0.02% | – |
| IBN | New | ICICI BANK LIMITEDadr | $993,894 | – | 43,063 | – | 0.02% | – |
| HDB | New | HDFC BANK LTDsponsored ads | $823,715 | – | 11,818 | – | 0.01% | – |
| ITUB | New | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $710,053 | – | 120,348 | – | 0.01% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $473,747 | – | 57,285 | – | 0.01% | – |
| New | AMYRIS INCnote 1.500%11/1 | $376,495 | – | 2,000,000 | – | 0.01% | – | |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $413,622 | – | 12,270 | – | 0.01% | – |
| INFY | New | INFOSYS LTDsponsored adr | $405,687 | – | 25,245 | – | 0.01% | – |
| New | BLUE APRON HLDGS INC | $145,994 | – | 24,999 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATAQWS | Exit | ALTIMAR ACQUISITION CORP III*w exp 03/08/202 | $0 | – | -12,499 | – | 0.00% | – |
| KAIRW | Exit | KAIROS ACQUISITION CORP*w exp 11/30/202 | $0 | – | -74,273 | – | 0.00% | – |
| RMGCW | Exit | RMG ACQUISITION CORP III*w exp 02/08/202 | $0 | – | -100,000 | – | 0.00% | – |
| U | Exit | UNITY SOFTWARE INC | $0 | – | -1 | – | 0.00% | – |
| DTOCW | Exit | DIGITAL TRANSFORMATN OPT COR*w exp 03/31/202 | $0 | – | -125,000 | – | 0.00% | – |
| GTPAW | Exit | GORES TECHNOLOGY PARTNERS IN*w exp 03/16/202 | $0 | – | -25,000 | – | 0.00% | – |
| Exit | RIGETTI COMPUTING INC*w exp 99/99/999 | $0 | – | -49,998 | – | 0.00% | – | |
| OEPWW | Exit | ONE EQUITY PARTNERS OPEN WTR*w exp 01/14/202 | $0 | – | -80,000 | – | 0.00% | – |
| COLIW | Exit | COLICITY INC*w exp 02/24/202 | $0 | – | -20,000 | – | 0.00% | – |
| NSTDWS | Exit | NORTHERN STAR INVEST CORP IV*w exp 02/25/202 | $0 | – | -33,332 | – | 0.00% | – |
| PDOTWS | Exit | PERIDOT ACQUISITION CORP II*w exp 04/30/202 | $0 | – | -100,000 | – | 0.00% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | -1 | – | 0.00% | – |
| SLACWS | Exit | SOCIAL LEVERAGE ACQUISN CORP*w exp 02/17/202 | $0 | – | -50,000 | – | 0.00% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -1 | – | 0.00% | – |
| TSPQWS | Exit | TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999 | $0 | – | -159,615 | – | 0.00% | – |
| ASZWS | Exit | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $0 | – | -50,000 | – | 0.00% | – |
| FSRXW | Exit | FINSERV ACQUISITION CORP II*w exp 02/17/202 | $0 | – | -37,500 | – | 0.00% | – |
| ESMWS | Exit | ESM ACQUISITION CORPORATION*w exp 02/02/202 | $0 | – | -166,666 | – | 0.00% | – |
| FRXBWS | Exit | FOREST ROAD ACQUISITION COR*w exp 01/15/202 | $0 | – | -20,000 | – | 0.00% | – |
| FTEVWS | Exit | FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202 | $0 | – | -100,000 | – | 0.00% | – |
| FACAWS | Exit | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $0 | – | -125,000 | – | 0.00% | – |
| AACWS | Exit | ARES ACQUISITION CORPORATION*w exp 99/99/999 | $0 | – | -100,000 | – | 0.00% | – |
| SLAMW | Exit | SLAM CORP*w exp 02/23/202 | $0 | – | -24,999 | – | 0.00% | – |
| NRACW | Exit | NOBLE ROCK ACQUISITION CORP*w exp 01/31/202 | $0 | – | -83,333 | – | 0.00% | – |
| PFDRW | Exit | PATHFINDER ACQUISITION CORP*w exp 02/19/202 | $0 | – | -60,000 | – | 0.00% | – |
| ACIIWS | Exit | ATLAS CREST INVESTMENT CORP*w exp 02/03/202 | $0 | – | -125,000 | – | 0.00% | – |
| TWNIWS | Exit | TAILWIND INTERNATNAL ACQ COR*w exp 03/01/202 | $0 | – | -100,000 | – | 0.00% | – |
| RXRAW | Exit | RXR ACQUISITION CORP*w exp 03/08/202 | $0 | – | -40,000 | – | 0.00% | – |
| NVSAW | Exit | NEW VISTA ACQUISITION CORP*w exp 02/01/202 | $0 | – | -33,333 | – | 0.00% | – |
| TZPSW | Exit | TZP STRATEGIES ACQUISTN CORP*w exp 01/06/202 | $0 | – | -79,999 | – | 0.00% | – |
| NSTCWS | Exit | NORTHERN STAR INVEST CORP II*w exp 02/25/202 | $0 | – | -33,332 | – | 0.00% | – |
| GTPBW | Exit | GORES TECHNOLOGY PARTNERS II*w exp 03/16/202 | $0 | – | -50,000 | – | 0.00% | – |
| TSIBW | Exit | TISHMAN SPEYER INNOVATION CO*w exp 02/11/202 | $0 | – | -20,000 | – | 0.00% | – |
| CLAAWS | Exit | COLONNADE ACQUISITION CORP I*w exp 99/99/999 | $0 | – | -100,000 | – | 0.00% | – |
| LOKMWS | Exit | LIVE OAK MOBILITY ACQUISI CO*w exp 03/04/202 | $0 | – | -13,999 | – | 0.00% | – |
| HUGSWS | Exit | USHG ACQUISITION CORP*w exp 02/24/202 | $0 | – | -33,332 | – | 0.00% | – |
| GLBLW | Exit | CARTESIAN GROWTH CORP*w exp 02/26/202 | $0 | – | -66,666 | – | 0.00% | – |
| MBACWS | Exit | M3 BRIGADE ACQUISITION II CO*w exp 03/09/202 | $0 | – | -144,537 | – | 0.00% | – |
| TLGAWS | Exit | TLG ACQUISITION ONE CORP*w exp 01/25/202 | $0 | – | -83,333 | – | 0.00% | – |
| FSNBWS | Exit | FUSION ACQUISITION CORP II*w exp 02/29/202 | $0 | – | -166,666 | – | 0.00% | – |
| ACQRW | Exit | INDEPENDENCE HOLDINGS CORP*w exp 03/31/202 | $0 | – | -80,000 | – | 0.00% | – |
| HERAW | Exit | FTAC HERA ACQUISITION CORP*w exp 02/28/202 | $0 | – | -99,999 | – | 0.00% | – |
| MITWS | Exit | MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999 | $0 | – | -80,000 | – | 0.00% | – |
| Exit | FATHOM DIGITAL MFG CORP*w exp 12/22/202 | $0 | – | -50,000 | – | 0.00% | – | |
| CVIIWS | Exit | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $0 | – | -80,000 | – | 0.00% | – |
| Exit | FAST RADIUS INC*w exp 02/11/202 | $0 | – | -43,750 | – | 0.00% | – | |
| FACTWS | Exit | FREEDOM ACQUISITION I CORP*w exp 99/99/999 | $0 | – | -12,499 | – | 0.00% | – |
| APGBWS | Exit | APOLLO STRATEGIC GRWT CPTL I*w exp 02/12/202 | $0 | – | -80,000 | – | 0.00% | – |
| AMPIWS | Exit | ADVANCED MERGER PARTNERS INC*w exp 06/30/202 | $0 | – | -8,332 | – | 0.00% | – |
| LCAHW | Exit | LANDCADIA HOLDINGS IV INC*w exp 03/29/202 | $0 | – | -74,999 | – | 0.00% | – |
| SPGSWS | Exit | SIMON PROPERTY GRP ACQ HOLDI*w exp 02/04/202 | $0 | – | -20,000 | – | 0.00% | – |
| NDACW | Exit | NIGHTDRAGON ACQUISITION CORP*w exp 02/26/202 | $0 | – | -20,000 | – | 0.00% | – |
| AUSWS | Exit | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $0 | – | -100,000 | – | 0.00% | – |
| JWSMWS | Exit | JAWS MUSTANG ACQUISITION COR*w exp 01/30/202 | $0 | – | -125,000 | – | 0.00% | – |
| GSEVW | Exit | GORES HOLDINGS VII INC*w exp 02/25/202 | $0 | – | -37,499 | – | 0.00% | – |
| Exit | PAGAYA TECHNOLOGIES LTD*w exp 09/01/202 | $0 | – | -66,666 | – | 0.00% | – | |
| BOASWS | Exit | BOA ACQUISITION CORP*w exp 02/22/202 | $0 | – | -66,666 | – | 0.00% | – |
| HIIIW | Exit | HUDSON EXECUTIVE INVES III*w exp 02/22/202 | $0 | – | -30,000 | – | 0.00% | – |
| GIIXW | Exit | GORES HLDGS VIII INC*w exp 03/01/202 | $0 | – | -24,999 | – | 0.00% | – |
| DHBCW | Exit | DHB CAPITAL CORP*w exp 03/31/202 | $0 | – | -66,666 | – | 0.00% | – |
| Exit | LOCAL BOUNTI CORP*w exp 99/99/999 | $0 | – | -21,716 | – | 0.00% | – | |
| ANACWS | Exit | ARCTOS NORTHSTAR ACQUIS CORP*w exp 99/99/999 | $0 | – | -24,999 | – | 0.00% | – |
| OHPAW | Exit | ORION ACQUISITION CORP*w exp 02/19/202 | $0 | – | -75,000 | – | 0.00% | – |
| Exit | GINKGO BIOWORKS HOLDINGS INC*w exp 09/16/202 | $0 | – | -80,000 | – | -0.00% | – | |
| SCLEW | Exit | BROADSCALE ACQUISITION CORP*w exp 02/02/202 | $0 | – | -706,677 | – | -0.00% | – |
| Exit | MONDEE HOLDINGS INC*w exp 07/18/202 | $0 | – | -125,000 | – | -0.00% | – | |
| Exit | ALLEGO N V*w exp 03/16/202 | $0 | – | -125,000 | – | -0.00% | – | |
| Exit | TERRAN ORBITAL CORPORATION*w exp 03/25/202 | $0 | – | -166,666 | – | -0.00% | – | |
| Exit | SITIO ROYALTIES CORP*w exp 08/23/202 | $0 | – | -1,071,250 | – | -0.00% | – | |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -7,257 | – | -0.00% | – |
| Exit | TPB ACQUISITION CORP I*w exp 08/09/202 | $0 | – | -437,499 | – | -0.01% | – | |
| SE | Exit | SEA LTDsponsord ads | $0 | – | -5,303 | – | -0.01% | – |
| FACT | Exit | FREEDOM ACQUISITION I CORP | $0 | – | -50,000 | – | -0.01% | – |
| ATAQ | Exit | ALTIMAR ACQUISITION CORP III | $0 | – | -50,000 | – | -0.01% | – |
| AMPI | Exit | ADVANCED MERGER PARTNERS INC | $0 | – | -50,000 | – | -0.01% | – |
| NESR | Exit | NATIONAL ENERGY SERVICES REU | $0 | – | -90,212 | – | -0.01% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -2,284 | – | -0.01% | – |
| LOKM | Exit | LIVE OAK MOBILITY ACQUISI CO | $0 | – | -70,000 | – | -0.01% | – |
| SPGS | Exit | SIMON PROPERTY GRP ACQ HOLDI | $0 | – | -100,000 | – | -0.02% | – |
| FRXB | Exit | FOREST ROAD ACQUISITION CORcl a | $0 | – | -100,000 | – | -0.02% | – |
| NVSA | Exit | NEW VISTA ACQUISITION CORP | $0 | – | -100,000 | – | -0.02% | – |
| SLAM | Exit | SLAM CORP | $0 | – | -100,000 | – | -0.02% | – |
| TSIB | Exit | TISHMAN SPEYER INNOVATION CO | $0 | – | -100,000 | – | -0.02% | – |
| ANAC | Exit | ARCTOS NORTHSTAR ACQUIS CORP | $0 | – | -100,000 | – | -0.02% | – |
| COLI | Exit | COLICITY INC | $0 | – | -100,000 | – | -0.02% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -134,200 | – | -0.02% | – |
| NDAC | Exit | NIGHTDRAGON ACQUISITION CORP | $0 | – | -100,000 | – | -0.02% | – |
| OWL | Exit | BLUE OWL CAPITAL INC | $0 | – | -125,000 | – | -0.02% | – |
| ALHC | Exit | ALIGNMENT HEALTHCARE INC | $0 | – | -99,800 | – | -0.02% | – |
| DGNU | Exit | DRAGONEER GROWTH OPT CORP II | $0 | – | -125,000 | – | -0.02% | – |
| GTPA | Exit | GORES TECHNOLOGY PARTNERS IN | $0 | – | -125,000 | – | -0.02% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,099 | – | -0.02% | – |
| KAIR | Exit | KAIROS ACQUISITION CORP | $0 | – | -148,547 | – | -0.02% | – |
| FSRX | Exit | FINSERV ACQUISITION CORP II | $0 | – | -150,000 | – | -0.02% | – |
| HIII | Exit | HUDSON EXECUTIVE INVES III | $0 | – | -150,000 | – | -0.02% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -125,000 | – | -0.03% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -8,118 | – | -0.03% | – |
| Exit | ROCKET LAB USA INC | $0 | – | -399,700 | – | -0.03% | – | |
| HBI | Exit | HANESBRANDS INC | $0 | – | -250,000 | – | -0.03% | – |
| GIIX | Exit | GORES HLDGS VIII INCcl a | $0 | – | -181,213 | – | -0.03% | – |
| ASZ | Exit | AUSTERLITZ ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – |
| SLAC | Exit | SOCIAL LEVERAGE ACQUISN CORP | $0 | – | -200,000 | – | -0.03% | – |
| NSTD | Exit | NORTHERN STAR INVEST CORP IV | $0 | – | -200,000 | – | -0.03% | – |
| DHBC | Exit | DHB CAPITAL CORP | $0 | – | -200,000 | – | -0.03% | – |
| Exit | RXR ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| GLBL | Exit | CARTESIAN GROWTH CORP | $0 | – | -200,000 | – | -0.03% | – |
| NSTC | Exit | NORTHERN STAR INVEST CORP II | $0 | – | -200,000 | – | -0.03% | – |
| BOAS | Exit | BOA ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – |
| ARNC | Exit | ARCONIC CORPORATION | $0 | – | -120,140 | – | -0.04% | – |
| Exit | STARRY GROUP HOLDINGS INC | $0 | – | -1,383,343 | – | -0.04% | – | |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -35,300 | – | -0.04% | – |
| PLL | Exit | PIEDMONT LITHIUM INC | $0 | – | -40,000 | – | -0.04% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -50,000 | – | -0.04% | – |
| MIT | Exit | MASON INDUSTRIAL TECHNOLGY I | $0 | – | -240,000 | – | -0.04% | – |
| OEPW | Exit | ONE EQUITY PARTNERS OPEN WTRcl a | $0 | – | -240,000 | – | -0.04% | – |
| DDD | Exit | 3-D SYS CORP DELput | $0 | – | -300,000 | – | -0.04% | – |
| WES | Exit | WESTERN MIDSTREAM PARTNERS L | $0 | – | -94,550 | – | -0.04% | – |
| TZPS | Exit | TZP STRATEGIES ACQUISTN CORP | $0 | – | -240,000 | – | -0.04% | – |
| TLGA | Exit | TLG ACQUISITION ONE CORP | $0 | – | -250,000 | – | -0.04% | – |
| NRAC | Exit | NOBLE ROCK ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – |
| GTPB | Exit | GORES TECHNOLOGY PARTNERS II | $0 | – | -250,000 | – | -0.04% | – |
| Exit | SHELL PLCspon ads | $0 | – | -50,000 | – | -0.04% | – | |
| LCA | Exit | LANDCADIA HOLDINGS IV INC | $0 | – | -300,000 | – | -0.05% | – |
| OHPA | Exit | ORION ACQUISITION CORP | $0 | – | -300,000 | – | -0.05% | – |
| FTEV | Exit | FINTECH EVOLUTION ACQUIS GRO | $0 | – | -300,000 | – | -0.05% | – |
| GSEV | Exit | GORES HOLDINGS VII INC | $0 | – | -300,000 | – | -0.05% | – |
| TWNI | Exit | TAILWIND INTERNATNAL ACQ COR | $0 | – | -300,000 | – | -0.05% | – |
| PFDR | Exit | PATHFINDER ACQUISITION CORPcl a | $0 | – | -300,000 | – | -0.05% | – |
| NIO | Exit | NIO INCcall | $0 | – | -200,000 | – | -0.05% | – |
| EXP | Exit | EAGLE MATLS INC | $0 | – | -30,051 | – | -0.06% | – |
| TGAN | Exit | TRANSPHORM INC | $0 | – | -673,991 | – | -0.06% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -246,326 | – | -0.06% | – |
| FMC | Exit | FMC CORP | $0 | – | -35,523 | – | -0.06% | – |
| AFRM | Exit | AFFIRM HLDGS INCput | $0 | – | -200,000 | – | -0.06% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -81,700 | – | -0.07% | – |
| AUS | Exit | AUSTERLITZ ACQUISITION CORP | $0 | – | -400,000 | – | -0.07% | – |
| CVII | Exit | CHURCHILL CAPITAL CORP VII | $0 | – | -400,000 | – | -0.07% | – |
| APGB | Exit | APOLLO STRATEGIC GRWT CPTL I | $0 | – | -400,000 | – | -0.07% | – |
| VAQC | Exit | VECTOR ACQUISITION CORP II | $0 | – | -400,000 | – | -0.07% | – |
| HERA | Exit | FTAC HERA ACQUISITION CORP | $0 | – | -400,000 | – | -0.07% | – |
| ACQR | Exit | INDEPENDENCE HOLDINGS CORP | $0 | – | -400,000 | – | -0.07% | – |
| Exit | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $0 | – | -5,660,000 | – | -0.07% | – | |
| IBKR | Exit | INTERACTIVE BROKERS GROUP IN | $0 | – | -64,200 | – | -0.07% | – |
| MBAC | Exit | M3 BRIGADE ACQUISITION II CO | $0 | – | -433,614 | – | -0.07% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -190,000 | – | -0.08% | – |
| ASO | Exit | ACADEMY SPORTS & OUTDOORS IN | $0 | – | -110,354 | – | -0.08% | – |
| TSPQ | Exit | TCW SPECIAL PURPOSE ACQU COR | $0 | – | -478,848 | – | -0.08% | – |
| Exit | SHIFT4 PMTS INCnote 0.500% 8/0 | $0 | – | -6,000,000 | – | -0.08% | – | |
| CIXX | Exit | CI FINL CORP | $0 | – | -489,400 | – | -0.08% | – |
| FACA | Exit | FIGURE ACQUISITION CORP I | $0 | – | -500,000 | – | -0.08% | – |
| FSNB | Exit | FUSION ACQUISITION CORP II | $0 | – | -500,000 | – | -0.08% | – |
| LHAA | Exit | LERER HIPPEAU ACQUISITION COcl a | $0 | – | -500,000 | – | -0.08% | – |
| CORSU | Exit | CORSAIR PARTNERING CORPunit 99/99/9999 | $0 | – | -500,054 | – | -0.08% | – |
| ACII | Exit | ATLAS CREST INVESTMENT CORP | $0 | – | -500,000 | – | -0.08% | – |
| Exit | BENTLEY SYS INCnote 0.125% 1/1 | $0 | – | -5,882,000 | – | -0.08% | – | |
| DTOC | Exit | DIGITAL TRANSFORMATN OPT COR | $0 | – | -500,000 | – | -0.08% | – |
| ESM | Exit | ESM ACQUISITION CORPORATION | $0 | – | -500,000 | – | -0.08% | – |
| JWSM | Exit | JAWS MUSTANG ACQUISITION COR | $0 | – | -500,000 | – | -0.08% | – |
| RMGC | Exit | RMG ACQUISITION CORP III | $0 | – | -500,000 | – | -0.08% | – |
| PDOT | Exit | PERIDOT ACQUISITION CORP II | $0 | – | -500,000 | – | -0.08% | – |
| CLAA | Exit | COLONNADE ACQUISITION CORP I | $0 | – | -500,000 | – | -0.08% | – |
| AAC | Exit | ARES ACQUISITION CORPORATION | $0 | – | -500,000 | – | -0.08% | – |
| ET | Exit | ENERGY TRANSFER L P | $0 | – | -477,750 | – | -0.09% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,028 | – | -0.09% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -62,672 | – | -0.09% | – |
| Exit | LUCID GROUP INCput | $0 | – | -400,000 | – | -0.10% | – | |
| Exit | EVENTBRITE INCnote 5.000%12/0 | $0 | – | -6,500,000 | – | -0.10% | – | |
| U | Exit | UNITY SOFTWARE INCcall | $0 | – | -200,000 | – | -0.11% | – |
| ABNB | Exit | AIRBNB INC | $0 | – | -63,000 | – | -0.11% | – |
| FTV | Exit | FORTIVE CORP | $0 | – | -117,963 | – | -0.12% | – |
| CBOE | Exit | CBOE GLOBAL MKTS INC | $0 | – | -59,700 | – | -0.12% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -100,000 | – | -0.12% | – |
| ZM | Exit | ZOOM VIDEO COMMUNICATIONS INcl a | $0 | – | -98,600 | – | -0.12% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -279,046 | – | -0.13% | – |
| Exit | MAGNITE INCnote 0.250% 3/1 | $0 | – | -10,027,000 | – | -0.13% | – | |
| AME | Exit | AMETEK INC | $0 | – | -67,940 | – | -0.13% | – |
| QS | Exit | QUANTUMSCAPE CORPcall | $0 | – | -1,000,000 | – | -0.14% | – |
| DEN | Exit | DENBURY INC | $0 | – | -100,000 | – | -0.15% | – |
| Exit | EVENTBRITE INCnote 0.750% 9/1 | $0 | – | -12,750,000 | – | -0.15% | – | |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -2,917,292 | – | -0.16% | – |
| Exit | INFINERA CORPdebt 3.750% 8/0 | $0 | – | -10,000,000 | – | -0.17% | – | |
| Exit | ROYAL CARIBBEAN GROUPnote 2.875%11/1 | $0 | – | -11,000,000 | – | -0.17% | – | |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -825,037 | – | -0.18% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -31,248 | – | -0.18% | – |
| MSTR | Exit | MICROSTRATEGY INCput | $0 | – | -50,000 | – | -0.18% | – |
| Exit | INVACARE CORPnote 5.000%11/1 | $0 | – | -13,500,000 | – | -0.19% | – | |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -78,719 | – | -0.19% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -70,000 | – | -0.19% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -57,148 | – | -0.19% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -101,500 | – | -0.19% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG Lput | $0 | – | -1,000,000 | – | -0.19% | – |
| Exit | COUPA SOFTWARE INCnote 0.375% 6/1 | $0 | – | -15,000,000 | – | -0.20% | – | |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -43,375 | – | -0.20% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -123,736 | – | -0.20% | – |
| BL | Exit | BLACKLINE INCput | $0 | – | -200,000 | – | -0.20% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCput | $0 | – | -1,000,000 | – | -0.21% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -324,590 | – | -0.21% | – |
| PTRA | Exit | PROTERRA INC | $0 | – | -2,515,201 | – | -0.21% | – |
| W | Exit | WAYFAIR INCput | $0 | – | -400,000 | – | -0.22% | – |
| Exit | TPB ACQUISITION CORP I | $0 | – | -1,312,500 | – | -0.22% | – | |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -517,755 | – | -0.23% | – |
| Exit | ETSY INCnote 0.125% 9/0 | $0 | – | -15,646,000 | – | -0.24% | – | |
| Exit | ATI INCnote 3.500% 6/1 | $0 | – | -8,000,000 | – | -0.25% | – | |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -28,484 | – | -0.26% | – |
| Exit | PELOTON INTERACTIVE INCnote 2/1 | $0 | – | -22,500,000 | – | -0.26% | – | |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -401,227 | – | -0.26% | – |
| ADC | Exit | AGREE RLTY CORP | $0 | – | -231,728 | – | -0.27% | – |
| Exit | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $0 | – | -28,001,000 | – | -0.28% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -550,000 | – | -0.28% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS INput | $0 | – | -250,000 | – | -0.29% | – |
| SNOW | Exit | SNOWFLAKE INCcl a | $0 | – | -102,797 | – | -0.30% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -10,800 | – | -0.30% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -86,987 | – | -0.31% | – |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -22,250,000 | – | -0.32% | – | |
| Exit | NIO INCnote 0.500% 2/0 | $0 | – | -25,330,000 | – | -0.33% | – | |
| FOCS | Exit | FOCUS FINL PARTNERS INC | $0 | – | -615,611 | – | -0.33% | – |
| APTV | Exit | APTIV PLC | $0 | – | -260,231 | – | -0.35% | – |
| Exit | OKTA INCnote 0.375% 6/1 | $0 | – | -28,000,000 | – | -0.38% | – | |
| Exit | GREEN PLAINS INCnote 2.250% 3/1 | $0 | – | -19,900,000 | – | -0.39% | – | |
| TSLA | Exit | TESLA INC | $0 | – | -89,647 | – | -0.41% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -241,400 | – | -0.42% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -226,350 | – | -0.44% | – |
| Exit | FRESHWORKS INC | $0 | – | -2,264,156 | – | -0.50% | – | |
| SPSB | Exit | SPDR SER TRportfolio short | $0 | – | -1,113,000 | – | -0.56% | – |
| DISH | Exit | DISH NETWORK CORPORATIONput | $0 | – | -2,400,000 | – | -0.57% | – |
| INTU | Exit | INTUIT | $0 | – | -86,814 | – | -0.57% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -405,235 | – | -0.58% | – |
| FIGS | Exit | FIGS INCcl a | $0 | – | -4,156,477 | – | -0.59% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -100,000 | – | -0.61% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -146,862 | – | -0.64% | – |
| SE | Exit | SEA LTDput | $0 | – | -700,000 | – | -0.67% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -184,031 | – | -0.69% | – |
| Exit | BENTLEY SYS INCnote 0.375% 7/0 | $0 | – | -53,713,000 | – | -0.70% | – | |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -307,872 | – | -0.70% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -1,399,801 | – | -0.73% | – |
| Exit | MICROSTRATEGY INCnote 2/1 | $0 | – | -98,735,000 | – | -0.77% | – | |
| Exit | CINEMARK HLDGS INCnote 4.500% 8/1 | $0 | – | -43,500,000 | – | -0.84% | – | |
| IGSB | Exit | ISHARES TR | $0 | – | -1,113,000 | – | -0.94% | – |
| INDI | Exit | INDIE SEMICONDUCTOR INC | $0 | – | -9,089,136 | – | -1.14% | – |
| Exit | FORD MTR CO DELnote 3/1 | $0 | – | -78,000,000 | – | -1.23% | – | |
| Exit | MICROSTRATEGY INCnote 0.750%12/1 | $0 | – | -95,642,000 | – | -1.24% | – | |
| Exit | BLACKLINE INCnote 3/1 | $0 | – | -89,500,000 | – | -1.25% | – | |
| Exit | NCL CORP LTDnote 5.375% 8/0 | $0 | – | -76,000,000 | – | -1.27% | – | |
| CCXI | Exit | CHEMOCENTRYX INC | $0 | – | -1,575,001 | – | -1.39% | – |
| Exit | TWITTER INCnote 3/1 | $0 | – | -90,000,000 | – | -1.42% | – | |
| Exit | RINGCENTRAL INCnote 3/0 | $0 | – | -98,500,000 | – | -1.42% | – | |
| Exit | LUMENTUM HLDGS INCnote 0.500%12/1 | $0 | – | -90,500,000 | – | -1.45% | – | |
| Exit | ETSY INCnote 0.125%10/0 | $0 | – | -65,900,000 | – | -1.51% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,250,000 | – | -1.54% | – |
| Exit | WAYFAIR INCnote 1.000% 8/1 | $0 | – | -151,950,000 | – | -1.63% | – | |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,013,500 | – | -1.66% | – |
| CRM | Exit | SALESFORCE INC | $0 | – | -677,579 | – | -1.66% | – |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -114,875,000 | – | -1.69% | – | |
| Exit | SEA LTDnote 2.375%12/0 | $0 | – | -99,225,000 | – | -1.70% | – | |
| Exit | SEA LTDnote 0.250% 9/1 | $0 | – | -144,500,000 | – | -1.72% | – | |
| Exit | NIO INCnote 2/0 | $0 | – | -115,317,000 | – | -1.74% | – | |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -1,389,893 | – | -1.75% | – |
| Exit | DISH NETWORK CORPORATIONnote 12/1 | $0 | – | -158,150,000 | – | -1.78% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -300,000 | – | -1.83% | – |
| Exit | BOWLERO CORP | $0 | – | -8,800,000 | – | -1.85% | – | |
| ARMK | Exit | ARAMARK | $0 | – | -3,656,400 | – | -1.95% | – |
| Exit | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $0 | – | -113,054,000 | – | -1.96% | – | |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -145,696,000 | – | -2.09% | – | |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -500,000 | – | -2.28% | – |
| Y | Exit | ALLEGHANY CORP MD | $0 | – | -201,961 | – | -2.90% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -2,616,888 | – | -3.01% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -1,981,161 | – | -3.82% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -6,386,556 | – | -5.26% | – |
| BHVN | Exit | BIOHAVEN PHARMACTL HLDG CO L | $0 | – | -2,272,535 | – | -5.87% | – |
| Exit | RIVIAN AUTOMOTIVE INC | $0 | – | -16,360,016 | – | -9.19% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | RIVIAN AUTOMOTIVE INC | $538,408,000 | +17.3% | 16,360,016 | -8.3% | 9.19% | +12.5% | |
| BHVN | Buy | BIOHAVEN PHARMACTL HLDG CO L | $343,539,000 | +87.9% | 2,272,535 | +81.1% | 5.87% | +80.2% |
| DRE | Buy | DUKE REALTY CORP | $307,832,000 | +2033.0% | 6,386,556 | +2331.6% | 5.26% | +1945.1% |
| AMZN | Sell | AMAZON COM INC | $223,871,000 | +5.2% | 1,981,161 | -1.2% | 3.82% | +0.8% |
| DHI | Sell | D R HORTON INC | $176,247,000 | -10.6% | 2,616,888 | -12.1% | 3.01% | -14.2% |
| QQQ | Buy | INVESCO QQQ TRcall | $133,630,000 | +19.2% | 500,000 | +25.0% | 2.28% | +14.3% |
| Buy | OKTA INCnote 0.125% 9/0 | $122,402,000 | +21.2% | 145,696,000 | +28.9% | 2.09% | +16.2% | |
| Sell | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $114,484,000 | -6.4% | 113,054,000 | -2.2% | 1.96% | -10.2% | |
| ARMK | Buy | ARAMARK | $114,080,000 | +3.0% | 3,656,400 | +1.1% | 1.95% | -1.3% |
| Sell | BOWLERO CORP | $108,328,000 | +5.7% | 8,800,000 | -9.0% | 1.85% | +1.4% | |
| Buy | DISH NETWORK CORPORATIONnote 12/1 | $104,250,000 | -6.4% | 158,150,000 | +1.3% | 1.78% | -10.2% | |
| LBRDK | Sell | LIBERTY BROADBAND CORP | $102,574,000 | -49.3% | 1,389,893 | -20.6% | 1.75% | -51.4% |
| Buy | NIO INCnote 2/0 | $102,175,000 | +132.8% | 115,317,000 | +124.7% | 1.74% | +123.1% | |
| Sell | SEA LTDnote 0.250% 9/1 | $100,938,000 | -6.7% | 144,500,000 | -1.7% | 1.72% | -10.5% | |
| CRM | Buy | SALESFORCE INC | $97,463,000 | -5.9% | 677,579 | +8.0% | 1.66% | -9.8% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $96,941,000 | -16.3% | 1,013,500 | +1806.0% | 1.66% | -19.8% |
| Buy | WAYFAIR INCnote 1.000% 8/1 | $95,696,000 | +0.3% | 151,950,000 | +2.7% | 1.63% | -3.9% | |
| XLE | New | SELECT SECTOR SPDR TRput | $90,025,000 | – | 1,250,000 | – | 1.54% | – |
| Buy | ETSY INCnote 0.125%10/0 | $88,201,000 | +25.4% | 65,900,000 | +6.5% | 1.51% | +20.2% | |
| Buy | LUMENTUM HLDGS INCnote 0.500%12/1 | $84,766,000 | +31.6% | 90,500,000 | +44.8% | 1.45% | +26.2% | |
| Buy | RINGCENTRAL INCnote 3/0 | $83,403,000 | +210.3% | 98,500,000 | +203.1% | 1.42% | +197.3% | |
| CCXI | New | CHEMOCENTRYX INC | $81,365,000 | – | 1,575,001 | – | 1.39% | – |
| Buy | NCL CORP LTDnote 5.375% 8/0 | $74,608,000 | +50.7% | 76,000,000 | +49.0% | 1.27% | +44.4% | |
| Buy | BLACKLINE INCnote 3/1 | $73,087,000 | +629.3% | 89,500,000 | +616.0% | 1.25% | +601.1% | |
| Buy | FORD MTR CO DELnote 3/1 | $71,895,000 | +166.3% | 78,000,000 | +164.4% | 1.23% | +155.3% | |
| INDI | Sell | INDIE SEMICONDUCTOR INC | $66,532,000 | +27.9% | 9,089,136 | -0.4% | 1.14% | +22.7% |
| SWIR | New | SIERRA WIRELESS INC | $42,610,000 | – | 1,399,801 | – | 0.73% | – |
| TMUS | Sell | T-MOBILE US INC | $41,307,000 | -3.3% | 307,872 | -3.0% | 0.70% | -7.4% |
| New | BENTLEY SYS INCnote 0.375% 7/0 | $40,738,000 | – | 53,713,000 | – | 0.70% | – | |
| LPLA | Sell | LPL FINL HLDGS INC | $40,207,000 | +12.4% | 184,031 | -5.1% | 0.69% | +7.8% |
| SE | Buy | SEA LTDput | $39,235,000 | -2.2% | 700,000 | +16.7% | 0.67% | -6.2% |
| ACN | Buy | ACCENTURE PLC IRELAND | $37,788,000 | +13.5% | 146,862 | +22.5% | 0.64% | +8.8% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $35,718,000 | -52.7% | 100,000 | -50.0% | 0.61% | -54.6% |
| FIGS | Buy | FIGS INCcl a | $34,291,000 | +8.0% | 4,156,477 | +19.2% | 0.59% | +3.5% |
| NKE | Buy | NIKE INCcl b | $33,683,000 | -5.4% | 405,235 | +16.4% | 0.58% | -9.3% |
| INTU | Buy | INTUIT | $33,625,000 | +13.9% | 86,814 | +13.4% | 0.57% | +9.1% |
| DISH | Buy | DISH NETWORK CORPORATIONput | $33,192,000 | +2.8% | 2,400,000 | +33.3% | 0.57% | -1.4% |
| Buy | FRESHWORKS INC | $29,366,000 | +9.5% | 2,264,156 | +11.0% | 0.50% | +4.8% | |
| QCOM | Sell | QUALCOMM INC | $25,573,000 | -12.8% | 226,350 | -1.4% | 0.44% | -16.3% |
| TSLA | Buy | TESLA INC | $23,779,000 | +18.2% | 89,647 | +200.0% | 0.41% | +13.4% |
| New | OKTA INCnote 0.375% 6/1 | $21,956,000 | – | 28,000,000 | – | 0.38% | – | |
| APTV | Buy | APTIV PLC | $20,353,000 | -7.1% | 260,231 | +5.8% | 0.35% | -10.8% |
| Sell | NIO INCnote 0.500% 2/0 | $19,344,000 | -64.9% | 25,330,000 | -64.8% | 0.33% | -66.4% | |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $18,962,000 | – | 22,250,000 | – | 0.32% | – | |
| TEAM | Buy | ATLASSIAN CORP PLCcl a | $18,319,000 | +39.7% | 86,987 | +24.3% | 0.31% | +33.8% |
| BKNG | New | BOOKING HOLDINGS INC | $17,747,000 | – | 10,800 | – | 0.30% | – |
| SNOW | Buy | SNOWFLAKE INCcl a | $17,471,000 | +23.4% | 102,797 | +1.0% | 0.30% | +18.3% |
| GBT | New | GLOBAL BLOOD THERAPEUTICS INput | $17,025,000 | – | 250,000 | – | 0.29% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $16,698,000 | – | 550,000 | – | 0.28% | – |
| ADC | New | AGREE RLTY CORP | $15,660,000 | – | 231,728 | – | 0.27% | – |
| BK | Buy | BANK NEW YORK MELLON CORP | $15,455,000 | +6476.6% | 401,227 | +7030.4% | 0.26% | +6500.0% |
| New | PELOTON INTERACTIVE INCnote 2/1 | $15,075,000 | – | 22,500,000 | – | 0.26% | – | |
| TDG | Buy | TRANSDIGM GROUP INC | $14,949,000 | +26.0% | 28,484 | +28.9% | 0.26% | +20.9% |
| Sell | ETSY INCnote 0.125% 9/0 | $13,823,000 | -48.0% | 15,646,000 | -54.2% | 0.24% | -50.1% | |
| UBER | Buy | UBER TECHNOLOGIES INC | $13,721,000 | +123.5% | 517,755 | +72.6% | 0.23% | +114.7% |
| PTRA | Sell | PROTERRA INC | $12,526,000 | -4.1% | 2,515,201 | -10.7% | 0.21% | -8.2% |
| LVS | Buy | LAS VEGAS SANDS CORP | $12,179,000 | +64.8% | 324,590 | +47.5% | 0.21% | +57.6% |
| DIS | Buy | DISNEY WALT CO | $11,672,000 | +330.2% | 123,736 | +330.6% | 0.20% | +314.6% |
| QQQ | Buy | INVESCO QQQ TRunit ser 1 | $11,592,000 | +75.3% | 43,375 | +83.9% | 0.20% | +67.8% |
| New | COUPA SOFTWARE INCnote 0.375% 6/1 | $11,574,000 | – | 15,000,000 | – | 0.20% | – | |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDG Lput | $11,360,000 | -14.9% | 1,000,000 | -16.7% | 0.19% | -18.5% |
| SRPT | New | SAREPTA THERAPEUTICS INC | $11,220,000 | – | 101,500 | – | 0.19% | – |
| UNP | New | UNION PAC CORP | $11,134,000 | – | 57,148 | – | 0.19% | – |
| VMC | New | VULCAN MATLS CO | $11,040,000 | – | 70,000 | – | 0.19% | – |
| ADI | Sell | ANALOG DEVICES INC | $10,969,000 | -39.8% | 78,719 | -36.8% | 0.19% | -42.3% |
| MSTR | Sell | MICROSTRATEGY INCput | $10,613,000 | -67.7% | 50,000 | -75.0% | 0.18% | -69.1% |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $10,545,000 | – | 31,248 | – | 0.18% | – |
| Sell | ROYAL CARIBBEAN GROUPnote 2.875%11/1 | $10,202,000 | -78.3% | 11,000,000 | -78.9% | 0.17% | -79.2% | |
| New | INFINERA CORPdebt 3.750% 8/0 | $10,011,000 | – | 10,000,000 | – | 0.17% | – | |
| BGCP | Sell | BGC PARTNERS INCcl a | $9,160,000 | -12.8% | 2,917,292 | -6.4% | 0.16% | -16.6% |
| AME | New | AMETEK INC | $7,705,000 | – | 67,940 | – | 0.13% | – |
| Buy | MAGNITE INCnote 0.250% 3/1 | $7,419,000 | -0.2% | 10,027,000 | +0.3% | 0.13% | -3.8% | |
| ZM | New | ZOOM VIDEO COMMUNICATIONS INcl a | $7,256,000 | – | 98,600 | – | 0.12% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $7,202,000 | – | 100,000 | – | 0.12% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $7,007,000 | – | 59,700 | – | 0.12% | – |
| FTV | New | FORTIVE CORP | $6,877,000 | – | 117,963 | – | 0.12% | – |
| ABNB | Buy | AIRBNB INC | $6,618,000 | +54.8% | 63,000 | +31.2% | 0.11% | +48.7% |
| U | Sell | UNITY SOFTWARE INCcall | $6,372,000 | -42.3% | 200,000 | -33.3% | 0.11% | -44.7% |
| Sell | LUCID GROUP INCput | $5,588,000 | -85.8% | 400,000 | -82.6% | 0.10% | -86.5% | |
| SPOT | Buy | SPOTIFY TECHNOLOGY S A | $5,409,000 | +47.9% | 62,672 | +60.8% | 0.09% | +41.5% |
| New | SHIFT4 PMTS INCnote 0.500% 8/0 | $4,706,000 | – | 6,000,000 | – | 0.08% | – | |
| ASO | Sell | ACADEMY SPORTS & OUTDOORS IN | $4,655,000 | -35.2% | 110,354 | -45.4% | 0.08% | -38.3% |
| FMC | New | FMC CORP | $3,755,000 | – | 35,523 | – | 0.06% | – |
| AFRM | Sell | AFFIRM HLDGS INCput | $3,752,000 | -81.1% | 200,000 | -81.8% | 0.06% | -81.9% |
| EXP | New | EAGLE MATLS INC | $3,221,000 | – | 30,051 | – | 0.06% | – |
| NIO | New | NIO INCcall | $3,154,000 | – | 200,000 | – | 0.05% | – |
| New | SHELL PLCspon ads | $2,488,000 | – | 50,000 | – | 0.04% | – | |
| DDD | Sell | 3-D SYS CORP DELput | $2,394,000 | -38.3% | 300,000 | -25.0% | 0.04% | -40.6% |
| CNQ | New | CANADIAN NAT RES LTD | $2,329,000 | – | 50,000 | – | 0.04% | – |
| PLL | Sell | PIEDMONT LITHIUM INC | $2,140,000 | -16.0% | 40,000 | -42.9% | 0.04% | -17.8% |
| ARNC | New | ARCONIC CORPORATION | $2,047,000 | – | 120,140 | – | 0.04% | – |
| Sell | STARRY GROUP HOLDINGS INC | $2,061,000 | -64.8% | 1,383,343 | -2.5% | 0.04% | -66.3% | |
| HBI | New | HANESBRANDS INC | $1,740,000 | – | 250,000 | – | 0.03% | – |
| SHW | New | SHERWIN WILLIAMS CO | $1,662,000 | – | 8,118 | – | 0.03% | – |
| New | ROCKET LAB USA INC | $1,627,000 | – | 399,700 | – | 0.03% | – | |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $1,511,000 | – | 125,000 | – | 0.03% | – |
| ALHC | New | ALIGNMENT HEALTHCARE INC | $1,182,000 | – | 99,800 | – | 0.02% | – |
| NESR | Sell | NATIONAL ENERGY SERVICES REU | $536,000 | -68.4% | 90,212 | -63.9% | 0.01% | -70.0% |
| SE | Sell | SEA LTDsponsord ads | $297,000 | -75.5% | 5,303 | -70.7% | 0.01% | -77.3% |
| New | MONDEE HOLDINGS INC*w exp 07/18/202 | $80,000 | – | 125,000 | – | 0.00% | – | |
| SCLEW | Sell | BROADSCALE ACQUISITION CORP*w exp 02/02/202 | $42,000 | -82.3% | 706,677 | -29.3% | 0.00% | -75.0% |
| New | ALLEGO N V*w exp 03/16/202 | $57,000 | – | 125,000 | – | 0.00% | – | |
| GBT | New | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | 1 | – | 0.00% | – |
| Sell | LOCAL BOUNTI CORP*w exp 99/99/999 | $8,000 | -78.9% | 21,716 | -72.4% | 0.00% | -100.0% | |
| U | New | UNITY SOFTWARE INC | $0 | – | 1 | – | 0.00% | – |
| Exit | EQRX INC*w exp 12/17/202 | $0 | – | -50,000 | – | -0.00% | – | |
| TPTX | Exit | TURNING POINT THERAPEUTICS Iput | $0 | – | -5,400 | – | -0.01% | – |
| Exit | FUBOTV INCnote 3.250% 2/1 | $0 | – | -2,000,000 | – | -0.01% | – | |
| LPRO | Exit | OPEN LENDING CORP | $0 | – | -90,500 | – | -0.02% | – |
| Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -152,810 | – | -0.02% | – | |
| AFRM | Exit | AFFIRM HLDGS INC | $0 | – | -69,020 | – | -0.02% | – |
| BL | Exit | BLACKLINE INC | $0 | – | -19,600 | – | -0.02% | – |
| Exit | FLUENCE ENERGY INC | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | WARBY PARKER INC | $0 | – | -128,216 | – | -0.03% | – | |
| Exit | ATLANTIC COASTAL AQSTN CORPunit 01/13/2027 | $0 | – | -157,501 | – | -0.03% | – | |
| INDI | Exit | INDIE SEMICONDUCTOR INCcall | $0 | – | -375,000 | – | -0.04% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -50,000 | – | -0.05% | – |
| OIH | Exit | VANECK ETF TRUSToil services etf | $0 | – | -15,000 | – | -0.06% | – |
| TWTR | Exit | TWITTER INCput | $0 | – | -100,000 | – | -0.07% | – |
| Exit | GOSSAMER BIO INCnote 5.000% 6/0 | $0 | – | -4,945,000 | – | -0.07% | – | |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -74,900 | – | -0.09% | – |
| ACTD | Exit | ARCLIGHT CLEAN TRANSITION II | $0 | – | -500,000 | – | -0.09% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -400,000 | – | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -63,367 | – | -0.09% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -34,653 | – | -0.11% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -100,000 | – | -0.12% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -225,000 | – | -0.12% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -332,500 | – | -0.13% | – |
| OPEN | Exit | OPENDOOR TECHNOLOGIES INC | $0 | – | -1,650,000 | – | -0.14% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -500,000 | – | -0.15% | – |
| OKTA | Exit | OKTA INCput | $0 | – | -100,000 | – | -0.16% | – |
| MP | Exit | MP MATERIALS CORPput | $0 | – | -400,000 | – | -0.23% | – |
| Exit | INFINERA CORPnote 2.500% 3/0 | $0 | – | -13,000,000 | – | -0.23% | – | |
| ACI | Exit | ALBERTSONS COS INC | $0 | – | -500,000 | – | -0.24% | – |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -15,933,000 | – | -0.26% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -250,000 | – | -0.32% | – |
| DOCN | Exit | DIGITALOCEAN HLDGS INCcall | $0 | – | -500,000 | – | -0.37% | – |
| CFLT | Exit | CONFLUENT INCput | $0 | – | -1,000,000 | – | -0.41% | – |
| WBT | Exit | WELBILT INC | $0 | – | -1,800,001 | – | -0.76% | – |
| TPTX | Exit | TURNING POINT THERAPEUTICS I | $0 | – | -821,635 | – | -1.10% | – |
| GCP | Exit | GCP APPLIED TECHNOLOGIES INC | $0 | – | -2,110,888 | – | -1.18% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -2,116,942 | – | -1.37% | – |
| Exit | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $0 | – | -155,149,000 | – | -2.65% | – | |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -3,125,001 | – | -3.59% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | RIVIAN AUTOMOTIVE INC | $459,086,000 | – | 17,835,511 | – | 8.18% | – | |
| AMZN | New | AMAZON COM INC | $212,898,000 | – | 2,004,500 | – | 3.79% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $202,352,000 | – | 1,749,844 | – | 3.60% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $201,469,000 | – | 3,125,001 | – | 3.59% | – |
| DHI | New | D R HORTON INC | $197,067,000 | – | 2,977,288 | – | 3.51% | – |
| BHVN | New | BIOHAVEN PHARMACTL HLDG CO L | $182,866,000 | – | 1,255,001 | – | 3.26% | – |
| Y | New | ALLEGHANY CORP MD | $168,254,000 | – | 201,961 | – | 3.00% | – |
| New | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $149,012,000 | – | 155,149,000 | – | 2.65% | – | |
| New | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $122,273,000 | – | 115,554,000 | – | 2.18% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $115,882,000 | – | 53,175 | – | 2.06% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $113,175,000 | – | 300,000 | – | 2.02% | – |
| QQQ | New | INVESCO QQQ TRcall | $112,112,000 | – | 400,000 | – | 2.00% | – |
| New | DISH NETWORK CORPORATIONnote 12/1 | $111,362,000 | – | 156,150,000 | – | 1.98% | – | |
| ARMK | New | ARAMARK | $110,770,000 | – | 3,616,400 | – | 1.97% | – |
| New | SEA LTDnote 2.375%12/0 | $110,262,000 | – | 99,225,000 | – | 1.96% | – | |
| New | SNAP INCnote 0.750% 8/0 | $110,240,000 | – | 114,875,000 | – | 1.96% | – | |
| New | SEA LTDnote 0.250% 9/1 | $108,202,000 | – | 147,000,000 | – | 1.93% | – | |
| CRM | New | SALESFORCE INC | $103,564,000 | – | 627,509 | – | 1.84% | – |
| New | BOWLERO CORP | $102,443,000 | – | 9,673,524 | – | 1.82% | – | |
| New | OKTA INCnote 0.125% 9/0 | $100,973,000 | – | 113,000,000 | – | 1.80% | – | |
| New | WAYFAIR INCnote 1.000% 8/1 | $95,447,000 | – | 147,950,000 | – | 1.70% | – | |
| New | TWITTER INCnote 3/1 | $79,986,000 | – | 90,000,000 | – | 1.42% | – | |
| MTOR | New | MERITOR INC | $76,909,000 | – | 2,116,942 | – | 1.37% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $75,450,000 | – | 200,000 | – | 1.34% | – |
| New | ETSY INCnote 0.125%10/0 | $70,351,000 | – | 61,900,000 | – | 1.25% | – | |
| GCP | New | GCP APPLIED TECHNOLOGIES INC | $66,029,000 | – | 2,110,888 | – | 1.18% | – |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $64,413,000 | – | 62,500,000 | – | 1.15% | – | |
| TPTX | New | TURNING POINT THERAPEUTICS I | $61,828,000 | – | 821,635 | – | 1.10% | – |
| New | MICROSTRATEGY INCnote 0.750%12/1 | $59,139,000 | – | 95,642,000 | – | 1.05% | – | |
| New | CINEMARK HLDGS INCnote 4.500% 8/1 | $56,448,000 | – | 43,500,000 | – | 1.00% | – | |
| IGSB | New | ISHARES TR | $56,262,000 | – | 1,113,000 | – | 1.00% | – |
| New | NIO INCnote 0.500% 2/0 | $55,061,000 | – | 71,896,000 | – | 0.98% | – | |
| INDI | New | INDIE SEMICONDUCTOR INC | $52,012,000 | – | 9,124,894 | – | 0.93% | – |
| New | NCL CORP LTDnote 5.375% 8/0 | $49,519,000 | – | 51,000,000 | – | 0.88% | – | |
| New | ROYAL CARIBBEAN GROUPnote 2.875%11/1 | $47,077,000 | – | 52,157,000 | – | 0.84% | – | |
| New | MICROSTRATEGY INCnote 2/1 | $44,969,000 | – | 98,735,000 | – | 0.80% | – | |
| New | NIO INCnote 2/0 | $43,892,000 | – | 51,317,000 | – | 0.78% | – | |
| WBT | New | WELBILT INC | $42,858,000 | – | 1,800,001 | – | 0.76% | – |
| TMUS | New | T-MOBILE US INC | $42,724,000 | – | 317,556 | – | 0.76% | – |
| SE | New | SEA LTDput | $40,116,000 | – | 600,000 | – | 0.71% | – |
| New | LUCID GROUP INCput | $39,468,000 | – | 2,300,000 | – | 0.70% | – | |
| LPLA | New | LPL FINL HLDGS INC | $35,758,000 | – | 193,831 | – | 0.64% | – |
| NKE | New | NIKE INCcl b | $35,590,000 | – | 348,235 | – | 0.63% | – |
| ACN | New | ACCENTURE PLC IRELAND | $33,280,000 | – | 119,862 | – | 0.59% | – |
| SPSB | New | SPDR SER TRportfolio short | $33,089,000 | – | 1,113,000 | – | 0.59% | – |
| MSTR | New | MICROSTRATEGY INCput | $32,860,000 | – | 200,000 | – | 0.58% | – |
| DISH | New | DISH NETWORK CORPORATIONput | $32,274,000 | – | 1,800,000 | – | 0.58% | – |
| FIGS | New | FIGS INCcl a | $31,759,000 | – | 3,486,215 | – | 0.57% | – |
| INTU | New | INTUIT | $29,515,000 | – | 76,574 | – | 0.53% | – |
| QCOM | New | QUALCOMM INC | $29,327,000 | – | 229,582 | – | 0.52% | – |
| New | FORD MTR CO DELnote 3/1 | $27,001,000 | – | 29,500,000 | – | 0.48% | – | |
| New | RINGCENTRAL INCnote 3/0 | $26,876,000 | – | 32,500,000 | – | 0.48% | – | |
| New | FRESHWORKS INC | $26,822,000 | – | 2,039,676 | – | 0.48% | – | |
| New | ETSY INCnote 0.125% 9/0 | $26,559,000 | – | 34,129,000 | – | 0.47% | – | |
| MUB | New | ISHARES TRnational mun etf | $25,675,000 | – | 241,400 | – | 0.46% | – |
| CFLT | New | CONFLUENT INCput | $23,240,000 | – | 1,000,000 | – | 0.41% | – |
| New | GREEN PLAINS INCnote 2.250% 3/1 | $22,224,000 | – | 19,900,000 | – | 0.40% | – | |
| APTV | New | APTIV PLC | $21,916,000 | – | 246,055 | – | 0.39% | – |
| FOCS | New | FOCUS FINL PARTNERS INC | $20,968,000 | – | 615,611 | – | 0.37% | – |
| DOCN | New | DIGITALOCEAN HLDGS INCcall | $20,680,000 | – | 500,000 | – | 0.37% | – |
| TSLA | New | TESLA INC | $20,124,000 | – | 29,883 | – | 0.36% | – |
| AFRM | New | AFFIRM HLDGS INCput | $19,866,000 | – | 1,100,000 | – | 0.35% | – |
| ADI | New | ANALOG DEVICES INC | $18,206,000 | – | 124,619 | – | 0.32% | – |
| XLE | New | SELECT SECTOR SPDR TRcall | $17,878,000 | – | 250,000 | – | 0.32% | – |
| W | New | WAYFAIR INCput | $17,424,000 | – | 400,000 | – | 0.31% | – |
| New | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $16,213,000 | – | 28,001,000 | – | 0.29% | – | |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $16,195,000 | – | 825,037 | – | 0.29% | – |
| New | INFINERA CORPnote 2.125% 9/0 | $14,737,000 | – | 15,933,000 | – | 0.26% | – | |
| DRE | New | DUKE REALTY CORP | $14,432,000 | – | 262,645 | – | 0.26% | – |
| SNOW | New | SNOWFLAKE INCcl a | $14,156,000 | – | 101,797 | – | 0.25% | – |
| ACI | New | ALBERTSONS COS INC | $13,360,000 | – | 500,000 | – | 0.24% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG Lput | $13,344,000 | – | 1,200,000 | – | 0.24% | – |
| BL | New | BLACKLINE INCput | $13,320,000 | – | 200,000 | – | 0.24% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $13,116,000 | – | 69,987 | – | 0.23% | – |
| PTRA | New | PROTERRA INC | $13,063,000 | – | 2,815,201 | – | 0.23% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $12,978,000 | – | 8,000,000 | – | 0.23% | – | |
| New | INFINERA CORPnote 2.500% 3/0 | $12,966,000 | – | 13,000,000 | – | 0.23% | – | |
| MP | New | MP MATERIALS CORPput | $12,832,000 | – | 400,000 | – | 0.23% | – |
| AAL | New | AMERICAN AIRLS GROUP INCput | $12,680,000 | – | 1,000,000 | – | 0.23% | – |
| New | TPB ACQUISITION CORP I | $12,679,000 | – | 1,312,500 | – | 0.23% | – | |
| TDG | New | TRANSDIGM GROUP INC | $11,860,000 | – | 22,100 | – | 0.21% | – |
| New | INVACARE CORPnote 5.000%11/1 | $11,340,000 | – | 13,500,000 | – | 0.20% | – | |
| U | New | UNITY SOFTWARE INCcall | $11,046,000 | – | 300,000 | – | 0.20% | – |
| BGCP | New | BGC PARTNERS INCcl a | $10,505,000 | – | 3,117,292 | – | 0.19% | – |
| New | EVENTBRITE INCnote 0.750% 9/1 | $10,119,000 | – | 12,750,000 | – | 0.18% | – | |
| New | BLACKLINE INCnote 3/1 | $10,021,000 | – | 12,500,000 | – | 0.18% | – | |
| OKTA | New | OKTA INCput | $9,040,000 | – | 100,000 | – | 0.16% | – |
| QS | New | QUANTUMSCAPE CORPcall | $8,590,000 | – | 1,000,000 | – | 0.15% | – |
| KMI | New | KINDER MORGAN INC DEL | $8,380,000 | – | 500,000 | – | 0.15% | – |
| OPEN | New | OPENDOOR TECHNOLOGIES INC | $7,772,000 | – | 1,650,000 | – | 0.14% | – |
| New | EVENTBRITE INCnote 5.000%12/0 | $7,469,000 | – | 6,500,000 | – | 0.13% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $7,432,000 | – | 10,000,000 | – | 0.13% | – | |
| LVS | New | LAS VEGAS SANDS CORP | $7,390,000 | – | 220,000 | – | 0.13% | – |
| EQH | New | EQUITABLE HLDGS INC | $7,275,000 | – | 279,046 | – | 0.13% | – |
| ASO | New | ACADEMY SPORTS & OUTDOORS IN | $7,189,000 | – | 202,274 | – | 0.13% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $7,179,000 | – | 332,500 | – | 0.13% | – |
| ROST | New | ROSS STORES INC | $7,023,000 | – | 100,000 | – | 0.12% | – |
| WMB | New | WILLIAMS COS INC | $7,022,000 | – | 225,000 | – | 0.12% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $6,612,000 | – | 23,590 | – | 0.12% | – |
| ILMN | New | ILLUMINA INC | $6,389,000 | – | 34,653 | – | 0.11% | – |
| CME | New | CME GROUP INC | $6,147,000 | – | 30,028 | – | 0.11% | – |
| UBER | New | UBER TECHNOLOGIES INC | $6,138,000 | – | 300,000 | – | 0.11% | – |
| DEN | New | DENBURY INC | $5,999,000 | – | 100,000 | – | 0.11% | – |
| New | STARRY GROUP HOLDINGS INC | $5,848,000 | – | 1,419,431 | – | 0.10% | – | |
| CIXX | New | CI FINL CORP | $5,197,000 | – | 489,400 | – | 0.09% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $5,180,000 | – | 63,367 | – | 0.09% | – |
| New | BENTLEY SYS INCnote 0.125% 1/1 | $5,138,000 | – | 5,882,000 | – | 0.09% | – | |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $5,072,000 | – | 400,000 | – | 0.09% | – |
| ACTD | New | ARCLIGHT CLEAN TRANSITION II | $4,975,000 | – | 500,000 | – | 0.09% | – |
| JWSM | New | JAWS MUSTANG ACQUISITION COR | $4,915,000 | – | 500,000 | – | 0.09% | – |
| AAC | New | ARES ACQUISITION CORPORATION | $4,915,000 | – | 500,000 | – | 0.09% | – |
| RMGC | New | RMG ACQUISITION CORP III | $4,915,000 | – | 500,000 | – | 0.09% | – |
| ESM | New | ESM ACQUISITION CORPORATION | $4,900,000 | – | 500,000 | – | 0.09% | – |
| FACA | New | FIGURE ACQUISITION CORP I | $4,900,000 | – | 500,000 | – | 0.09% | – |
| CLAA | New | COLONNADE ACQUISITION CORP I | $4,895,000 | – | 500,000 | – | 0.09% | – |
| CORSU | New | CORSAIR PARTNERING CORPunit 99/99/9999 | $4,899,000 | – | 500,054 | – | 0.09% | – |
| DTOC | New | DIGITAL TRANSFORMATN OPT COR | $4,890,000 | – | 500,000 | – | 0.09% | – |
| FSNB | New | FUSION ACQUISITION CORP II | $4,905,000 | – | 500,000 | – | 0.09% | – |
| PDOT | New | PERIDOT ACQUISITION CORP II | $4,905,000 | – | 500,000 | – | 0.09% | – |
| LHAA | New | LERER HIPPEAU ACQUISITION COcl a | $4,890,000 | – | 500,000 | – | 0.09% | – |
| ACII | New | ATLAS CREST INVESTMENT CORP | $4,905,000 | – | 500,000 | – | 0.09% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,854,000 | – | 74,900 | – | 0.09% | – |
| ET | New | ENERGY TRANSFER L P | $4,768,000 | – | 477,750 | – | 0.08% | – |
| TSPQ | New | TCW SPECIAL PURPOSE ACQU COR | $4,669,000 | – | 478,848 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $4,630,000 | – | 190,000 | – | 0.08% | – |
| New | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $4,484,000 | – | 5,660,000 | – | 0.08% | – | |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $4,436,000 | – | 246,326 | – | 0.08% | – |
| ABNB | New | AIRBNB INC | $4,276,000 | – | 48,000 | – | 0.08% | – |
| MBAC | New | M3 BRIGADE ACQUISITION II CO | $4,254,000 | – | 433,614 | – | 0.08% | – |
| HERA | New | FTAC HERA ACQUISITION CORP | $3,920,000 | – | 400,000 | – | 0.07% | – |
| CVII | New | CHURCHILL CAPITAL CORP VII | $3,908,000 | – | 400,000 | – | 0.07% | – |
| VAQC | New | VECTOR ACQUISITION CORP II | $3,924,000 | – | 400,000 | – | 0.07% | – |
| APGB | New | APOLLO STRATEGIC GRWT CPTL I | $3,932,000 | – | 400,000 | – | 0.07% | – |
| ACQR | New | INDEPENDENCE HOLDINGS CORP | $3,920,000 | – | 400,000 | – | 0.07% | – |
| AUS | New | AUSTERLITZ ACQUISITION CORP | $3,900,000 | – | 400,000 | – | 0.07% | – |
| DDD | New | 3-D SYS CORP DELput | $3,880,000 | – | 400,000 | – | 0.07% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $3,902,000 | – | 81,700 | – | 0.07% | – |
| TWTR | New | TWITTER INCput | $3,739,000 | – | 100,000 | – | 0.07% | – |
| New | GOSSAMER BIO INCnote 5.000% 6/0 | $3,737,000 | – | 4,945,000 | – | 0.07% | – | |
| SPOT | New | SPOTIFY TECHNOLOGY S A | $3,658,000 | – | 38,987 | – | 0.06% | – |
| IBKR | New | INTERACTIVE BROKERS GROUP IN | $3,532,000 | – | 64,200 | – | 0.06% | – |
| OIH | New | VANECK ETF TRUSToil services etf | $3,489,000 | – | 15,000 | – | 0.06% | – |
| TWNI | New | TAILWIND INTERNATNAL ACQ COR | $2,943,000 | – | 300,000 | – | 0.05% | – |
| GSEV | New | GORES HOLDINGS VII INC | $2,937,000 | – | 300,000 | – | 0.05% | – |
| LCA | New | LANDCADIA HOLDINGS IV INC | $2,937,000 | – | 300,000 | – | 0.05% | – |
| FTEV | New | FINTECH EVOLUTION ACQUIS GRO | $2,940,000 | – | 300,000 | – | 0.05% | – |
| OHPA | New | ORION ACQUISITION CORP | $2,940,000 | – | 300,000 | – | 0.05% | – |
| PFDR | New | PATHFINDER ACQUISITION CORPcl a | $2,943,000 | – | 300,000 | – | 0.05% | – |
| DIS | New | DISNEY WALT CO | $2,713,000 | – | 28,736 | – | 0.05% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $2,632,000 | – | 50,000 | – | 0.05% | – |
| TGAN | New | TRANSPHORM INC | $2,568,000 | – | 673,991 | – | 0.05% | – |
| PLL | New | PIEDMONT LITHIUM INC | $2,549,000 | – | 70,000 | – | 0.04% | – |
| NRAC | New | NOBLE ROCK ACQUISITION CORP | $2,455,000 | – | 250,000 | – | 0.04% | – |
| GTPB | New | GORES TECHNOLOGY PARTNERS II | $2,445,000 | – | 250,000 | – | 0.04% | – |
| TLGA | New | TLG ACQUISITION ONE CORP | $2,450,000 | – | 250,000 | – | 0.04% | – |
| OEPW | New | ONE EQUITY PARTNERS OPEN WTRcl a | $2,357,000 | – | 240,000 | – | 0.04% | – |
| TZPS | New | TZP STRATEGIES ACQUISTN CORP | $2,362,000 | – | 240,000 | – | 0.04% | – |
| MIT | New | MASON INDUSTRIAL TECHNOLGY I | $2,347,000 | – | 240,000 | – | 0.04% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS L | $2,299,000 | – | 94,550 | – | 0.04% | – |
| INDI | New | INDIE SEMICONDUCTOR INCcall | $2,138,000 | – | 375,000 | – | 0.04% | – |
| ARES | New | ARES MANAGEMENT CORPORATION | $2,007,000 | – | 35,300 | – | 0.04% | – |
| NSTD | New | NORTHERN STAR INVEST CORP IV | $1,960,000 | – | 200,000 | – | 0.04% | – |
| NSTC | New | NORTHERN STAR INVEST CORP II | $1,960,000 | – | 200,000 | – | 0.04% | – |
| New | RXR ACQUISITION CORP | $1,958,000 | – | 200,000 | – | 0.04% | – | |
| GLBL | New | CARTESIAN GROWTH CORP | $1,966,000 | – | 200,000 | – | 0.04% | – |
| DHBC | New | DHB CAPITAL CORP | $1,956,000 | – | 200,000 | – | 0.04% | – |
| BOAS | New | BOA ACQUISITION CORP | $1,958,000 | – | 200,000 | – | 0.04% | – |
| SLAC | New | SOCIAL LEVERAGE ACQUISN CORP | $1,966,000 | – | 200,000 | – | 0.04% | – |
| ASZ | New | AUSTERLITZ ACQUISITION CORP | $1,950,000 | – | 200,000 | – | 0.04% | – |
| GIIX | New | GORES HLDGS VIII INCcl a | $1,785,000 | – | 181,213 | – | 0.03% | – |
| NESR | New | NATIONAL ENERGY SERVICES REU | $1,695,000 | – | 250,000 | – | 0.03% | – |
| New | ATLANTIC COASTAL AQSTN CORPunit 01/13/2027 | $1,577,000 | – | 157,501 | – | 0.03% | – | |
| FSRX | New | FINSERV ACQUISITION CORP II | $1,470,000 | – | 150,000 | – | 0.03% | – |
| KAIR | New | KAIROS ACQUISITION CORP | $1,460,000 | – | 148,547 | – | 0.03% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,475,000 | – | 13,099 | – | 0.03% | – |
| HIII | New | HUDSON EXECUTIVE INVES III | $1,471,000 | – | 150,000 | – | 0.03% | – |
| New | WARBY PARKER INC | $1,444,000 | – | 128,216 | – | 0.03% | – | |
| New | FLUENCE ENERGY INC | $1,422,000 | – | 150,000 | – | 0.02% | – | |
| BL | New | BLACKLINE INC | $1,305,000 | – | 19,600 | – | 0.02% | – |
| DGNU | New | DRAGONEER GROWTH OPT CORP II | $1,216,000 | – | 125,000 | – | 0.02% | – |
| OWL | New | BLUE OWL CAPITAL INC | $1,254,000 | – | 125,000 | – | 0.02% | – |
| SE | New | SEA LTDsponsord ads | $1,210,000 | – | 18,098 | – | 0.02% | – |
| GTPA | New | GORES TECHNOLOGY PARTNERS IN | $1,223,000 | – | 125,000 | – | 0.02% | – |
| AFRM | New | AFFIRM HLDGS INC | $1,247,000 | – | 69,020 | – | 0.02% | – |
| SLAM | New | SLAM CORP | $984,000 | – | 100,000 | – | 0.02% | – |
| NDAC | New | NIGHTDRAGON ACQUISITION CORP | $975,000 | – | 100,000 | – | 0.02% | – |
| FRXB | New | FOREST ROAD ACQUISITION CORcl a | $980,000 | – | 100,000 | – | 0.02% | – |
| COLI | New | COLICITY INC | $981,000 | – | 100,000 | – | 0.02% | – |
| SPGS | New | SIMON PROPERTY GRP ACQ HOLDI | $980,000 | – | 100,000 | – | 0.02% | – |
| TSIB | New | TISHMAN SPEYER INNOVATION CO | $979,000 | – | 100,000 | – | 0.02% | – |
| ANAC | New | ARCTOS NORTHSTAR ACQUIS CORP | $982,000 | – | 100,000 | – | 0.02% | – |
| NVSA | New | NEW VISTA ACQUISITION CORP | $982,000 | – | 100,000 | – | 0.02% | – |
| LPRO | New | OPEN LENDING CORP | $926,000 | – | 90,500 | – | 0.02% | – |
| New | DIAMOND OFFSHORE DRILLING IN | $900,000 | – | 152,810 | – | 0.02% | – | |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $854,000 | – | 134,200 | – | 0.02% | – |
| New | FUBOTV INCnote 3.250% 2/1 | $648,000 | – | 2,000,000 | – | 0.01% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $678,000 | – | 2,284 | – | 0.01% | – |
| LOKM | New | LIVE OAK MOBILITY ACQUISI CO | $686,000 | – | 70,000 | – | 0.01% | – |
| AMPI | New | ADVANCED MERGER PARTNERS INC | $489,000 | – | 50,000 | – | 0.01% | – |
| ATAQ | New | ALTIMAR ACQUISITION CORP III | $491,000 | – | 50,000 | – | 0.01% | – |
| FACT | New | FREEDOM ACQUISITION I CORP | $491,000 | – | 50,000 | – | 0.01% | – |
| TPTX | New | TURNING POINT THERAPEUTICS Iput | $406,000 | – | 5,400 | – | 0.01% | – |
| BK | New | BANK NEW YORK MELLON CORP | $235,000 | – | 5,627 | – | 0.00% | – |
| SYF | New | SYNCHRONY FINANCIAL | $200,000 | – | 7,257 | – | 0.00% | – |
| SCLEW | New | BROADSCALE ACQUISITION CORP*w exp 02/02/202 | $237,000 | – | 1,000,000 | – | 0.00% | – |
| New | SITIO ROYALTIES CORP*w exp 08/23/202 | $204,000 | – | 1,071,250 | – | 0.00% | – | |
| New | TPB ACQUISITION CORP I*w exp 08/09/202 | $87,000 | – | 437,499 | – | 0.00% | – | |
| GLBLW | New | CARTESIAN GROWTH CORP*w exp 02/26/202 | $43,000 | – | 66,666 | – | 0.00% | – |
| New | GINKGO BIOWORKS HOLDINGS INC*w exp 09/16/202 | $42,000 | – | 80,000 | – | 0.00% | – | |
| New | RIGETTI COMPUTING INC*w exp 99/99/999 | $32,000 | – | 49,998 | – | 0.00% | – | |
| JWSMWS | New | JAWS MUSTANG ACQUISITION COR*w exp 01/30/202 | $31,000 | – | 125,000 | – | 0.00% | – |
| New | LOCAL BOUNTI CORP*w exp 99/99/999 | $38,000 | – | 78,676 | – | 0.00% | – | |
| New | TERRAN ORBITAL CORPORATION*w exp 03/25/202 | $82,000 | – | 166,666 | – | 0.00% | – | |
| TSPQWS | New | TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999 | $35,000 | – | 159,615 | – | 0.00% | – |
| DTOCW | New | DIGITAL TRANSFORMATN OPT COR*w exp 03/31/202 | $34,000 | – | 125,000 | – | 0.00% | – |
| New | EQRX INC*w exp 12/17/202 | $41,000 | – | 50,000 | – | 0.00% | – | |
| FACAWS | New | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $23,000 | – | 125,000 | – | 0.00% | – |
| CLAAWS | New | COLONNADE ACQUISITION CORP I*w exp 99/99/999 | $13,000 | – | 100,000 | – | 0.00% | – |
| New | FAST RADIUS INC*w exp 02/11/202 | $3,000 | – | 43,750 | – | 0.00% | – | |
| New | FATHOM DIGITAL MFG CORP*w exp 12/22/202 | $19,000 | – | 50,000 | – | 0.00% | – | |
| FSRXW | New | FINSERV ACQUISITION CORP II*w exp 02/17/202 | $6,000 | – | 37,500 | – | 0.00% | – |
| ESMWS | New | ESM ACQUISITION CORPORATION*w exp 02/02/202 | $28,000 | – | 166,666 | – | 0.00% | – |
| MITWS | New | MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999 | $11,000 | – | 80,000 | – | 0.00% | – |
| AACWS | New | ARES ACQUISITION CORPORATION*w exp 99/99/999 | $23,000 | – | 100,000 | – | 0.00% | – |
| FACTWS | New | FREEDOM ACQUISITION I CORP*w exp 99/99/999 | $3,000 | – | 12,499 | – | 0.00% | – |
| MBACWS | New | M3 BRIGADE ACQUISITION II CO*w exp 03/09/202 | $14,000 | – | 144,537 | – | 0.00% | – |
| HERAW | New | FTAC HERA ACQUISITION CORP*w exp 02/28/202 | $24,000 | – | 99,999 | – | 0.00% | – |
| FRXBWS | New | FOREST ROAD ACQUISITION COR*w exp 01/15/202 | $6,000 | – | 20,000 | – | 0.00% | – |
| FTEVWS | New | FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202 | $9,000 | – | 100,000 | – | 0.00% | – |
| ACQRW | New | INDEPENDENCE HOLDINGS CORP*w exp 03/31/202 | $17,000 | – | 80,000 | – | 0.00% | – |
| KAIRW | New | KAIROS ACQUISITION CORP*w exp 11/30/202 | $2,000 | – | 74,273 | – | 0.00% | – |
| LOKMWS | New | LIVE OAK MOBILITY ACQUISI CO*w exp 03/04/202 | $2,000 | – | 13,999 | – | 0.00% | – |
| FSNBWS | New | FUSION ACQUISITION CORP II*w exp 02/29/202 | $16,000 | – | 166,666 | – | 0.00% | – |
| New | PAGAYA TECHNOLOGIES LTD*w exp 09/01/202 | $26,000 | – | 66,666 | – | 0.00% | – | |
| NVSAW | New | NEW VISTA ACQUISITION CORP*w exp 02/01/202 | $4,000 | – | 33,333 | – | 0.00% | – |
| NRACW | New | NOBLE ROCK ACQUISITION CORP*w exp 01/31/202 | $8,000 | – | 83,333 | – | 0.00% | – |
| AMPIWS | New | ADVANCED MERGER PARTNERS INC*w exp 06/30/202 | $2,000 | – | 8,332 | – | 0.00% | – |
| LCAHW | New | LANDCADIA HOLDINGS IV INC*w exp 03/29/202 | $24,000 | – | 74,999 | – | 0.00% | – |
| PDOTWS | New | PERIDOT ACQUISITION CORP II*w exp 04/30/202 | $18,000 | – | 100,000 | – | 0.00% | – |
| RMGCW | New | RMG ACQUISITION CORP III*w exp 02/08/202 | $8,000 | – | 100,000 | – | 0.00% | – |
| GIIXW | New | GORES HLDGS VIII INC*w exp 03/01/202 | $14,000 | – | 24,999 | – | 0.00% | – |
| SLAMW | New | SLAM CORP*w exp 02/23/202 | $5,000 | – | 24,999 | – | 0.00% | – |
| GSEVW | New | GORES HOLDINGS VII INC*w exp 02/25/202 | $17,000 | – | 37,499 | – | 0.00% | – |
| TWNIWS | New | TAILWIND INTERNATNAL ACQ COR*w exp 03/01/202 | $8,000 | – | 100,000 | – | 0.00% | – |
| GTPAW | New | GORES TECHNOLOGY PARTNERS IN*w exp 03/16/202 | $13,000 | – | 25,000 | – | 0.00% | – |
| TZPSW | New | TZP STRATEGIES ACQUISTN CORP*w exp 01/06/202 | $6,000 | – | 79,999 | – | 0.00% | – |
| TSIBW | New | TISHMAN SPEYER INNOVATION CO*w exp 02/11/202 | $3,000 | – | 20,000 | – | 0.00% | – |
| GTPBW | New | GORES TECHNOLOGY PARTNERS II*w exp 03/16/202 | $20,000 | – | 50,000 | – | 0.00% | – |
| TLGAWS | New | TLG ACQUISITION ONE CORP*w exp 01/25/202 | $7,000 | – | 83,333 | – | 0.00% | – |
| SLACWS | New | SOCIAL LEVERAGE ACQUISN CORP*w exp 02/17/202 | $8,000 | – | 50,000 | – | 0.00% | – |
| TWTR | New | TWITTER INC | $0 | – | 1 | – | 0.00% | – |
| BOASWS | New | BOA ACQUISITION CORP*w exp 02/22/202 | $11,000 | – | 66,666 | – | 0.00% | – |
| SPGSWS | New | SIMON PROPERTY GRP ACQ HOLDI*w exp 02/04/202 | $4,000 | – | 20,000 | – | 0.00% | – |
| HUGSWS | New | USHG ACQUISITION CORP*w exp 02/24/202 | $13,000 | – | 33,332 | – | 0.00% | – |
| CVIIWS | New | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $28,000 | – | 80,000 | – | 0.00% | – |
| COLIW | New | COLICITY INC*w exp 02/24/202 | $4,000 | – | 20,000 | – | 0.00% | – |
| ACIIWS | New | ATLAS CREST INVESTMENT CORP*w exp 02/03/202 | $18,000 | – | 125,000 | – | 0.00% | – |
| DHBCW | New | DHB CAPITAL CORP*w exp 03/31/202 | $8,000 | – | 66,666 | – | 0.00% | – |
| RXRAW | New | RXR ACQUISITION CORP*w exp 03/08/202 | $6,000 | – | 40,000 | – | 0.00% | – |
| ATAQWS | New | ALTIMAR ACQUISITION CORP III*w exp 03/08/202 | $5,000 | – | 12,499 | – | 0.00% | – |
| PFDRW | New | PATHFINDER ACQUISITION CORP*w exp 02/19/202 | $8,000 | – | 60,000 | – | 0.00% | – |
| APGBWS | New | APOLLO STRATEGIC GRWT CPTL I*w exp 02/12/202 | $20,000 | – | 80,000 | – | 0.00% | – |
| HIIIW | New | HUDSON EXECUTIVE INVES III*w exp 02/22/202 | $3,000 | – | 30,000 | – | 0.00% | – |
| ANACWS | New | ARCTOS NORTHSTAR ACQUIS CORP*w exp 99/99/999 | $3,000 | – | 24,999 | – | 0.00% | – |
| OHPAW | New | ORION ACQUISITION CORP*w exp 02/19/202 | $6,000 | – | 75,000 | – | 0.00% | – |
| AUSWS | New | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $27,000 | – | 100,000 | – | 0.00% | – |
| OEPWW | New | ONE EQUITY PARTNERS OPEN WTR*w exp 01/14/202 | $9,000 | – | 80,000 | – | 0.00% | – |
| ASZWS | New | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $6,000 | – | 50,000 | – | 0.00% | – |
| NSTDWS | New | NORTHERN STAR INVEST CORP IV*w exp 02/25/202 | $6,000 | – | 33,332 | – | 0.00% | – |
| NSTCWS | New | NORTHERN STAR INVEST CORP II*w exp 02/25/202 | $7,000 | – | 33,332 | – | 0.00% | – |
| NDACW | New | NIGHTDRAGON ACQUISITION CORP*w exp 02/26/202 | $5,000 | – | 20,000 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VPCBW | Exit | VPC IMPACT ACQUISITION HLDG*w exp 03/05/202 | $0 | – | -20,000 | – | 0.00% | – |
| OHPAW | Exit | ORION ACQUISITION CORP*w exp 02/19/202 | $0 | – | -75,000 | – | -0.00% | – |
| CVIIWS | Exit | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $0 | – | -80,000 | – | -0.00% | – |
| DHBCW | Exit | DHB CAPITAL CORP*w exp 03/31/202 | $0 | – | -66,666 | – | -0.00% | – |
| KCACWS | Exit | KENSINGTON CAPITAL ACQUISITI*w exp 02/23/202 | $0 | – | -24,999 | – | -0.00% | – |
| GTPBW | Exit | GORES TECHNOLOGY PARTNERS II*w exp 03/16/202 | $0 | – | -50,000 | – | -0.00% | – |
| PFDRW | Exit | PATHFINDER ACQUISITION CORP*w exp 02/19/202 | $0 | – | -60,000 | – | -0.00% | – |
| TZPSW | Exit | TZP STRATEGIES ACQUISTN CORP*w exp 01/06/202 | $0 | – | -79,999 | – | -0.00% | – |
| TWNIWS | Exit | TAILWIND INTERNATNAL ACQ COR*w exp 03/01/202 | $0 | – | -100,000 | – | -0.00% | – |
| GSEVW | Exit | GORES HOLDINGS VII INC*w exp 02/25/202 | $0 | – | -37,499 | – | -0.00% | – |
| ITHXW | Exit | ITHAX ACQUISITION CORP*w exp 02/01/202 | $0 | – | -125,000 | – | -0.00% | – |
| PDOTWS | Exit | PERIDOT ACQUISITION CORP II*w exp 04/30/202 | $0 | – | -100,000 | – | -0.00% | – |
| BOASWS | Exit | BOA ACQUISITION CORP*w exp 02/22/202 | $0 | – | -66,666 | – | -0.00% | – |
| NRACW | Exit | NOBLE ROCK ACQUISITION CORP*w exp 01/31/202 | $0 | – | -83,333 | – | -0.00% | – |
| MITWS | Exit | MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999 | $0 | – | -80,000 | – | -0.00% | – |
| ATMRWS | Exit | ALTIMAR ACQUISITION CORP II*w exp 02/09/202 | $0 | – | -50,000 | – | -0.00% | – |
| OEPWW | Exit | ONE EQUITY PARTNERS OPEN WTR*w exp 01/14/202 | $0 | – | -80,000 | – | -0.00% | – |
| SNIIWS | Exit | SUPERNOVA PARTNERS ACQUISTN*w exp 99/99/999 | $0 | – | -49,998 | – | -0.00% | – |
| ASZWS | Exit | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $0 | – | -50,000 | – | -0.00% | – |
| TLGAWS | Exit | TLG ACQUISITION ONE CORP*w exp 01/25/202 | $0 | – | -83,333 | – | -0.00% | – |
| GIIXW | Exit | GORES HLDGS VIII INC*w exp 03/01/202 | $0 | – | -24,999 | – | -0.00% | – |
| KURIW | Exit | ALKURI GLOBAL ACQUISITION CO*w exp 02/09/202 | $0 | – | -50,000 | – | -0.00% | – |
| LCAHW | Exit | LANDCADIA HOLDINGS IV INC*w exp 03/29/202 | $0 | – | -74,999 | – | -0.00% | – |
| CLAAWS | Exit | COLONNADE ACQUISITION CORP I*w exp 99/99/999 | $0 | – | -100,000 | – | -0.00% | – |
| FTEVWS | Exit | FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202 | $0 | – | -100,000 | – | -0.00% | – |
| LIIIWS | Exit | LEO HOLDINGS III CORP*w exp 03/02/202 | $0 | – | -100,000 | – | -0.00% | – |
| APGBWS | Exit | APOLLO STRATEGIC GRWT CPTL I*w exp 02/12/202 | $0 | – | -80,000 | – | -0.00% | – |
| DTOCW | Exit | DIGITAL TRANSFORMATN OPT COR*w exp 03/31/202 | $0 | – | -125,000 | – | -0.00% | – |
| ACIIWS | Exit | ATLAS CREST INVESTMENT CORP*w exp 02/03/202 | $0 | – | -125,000 | – | -0.00% | – |
| EJFAW | Exit | EJF ACQUISITION CORP*w exp 03/10/202 | $0 | – | -66,666 | – | -0.00% | – |
| ACQRW | Exit | INDEPENDENCE HOLDINGS CORP*w exp 03/31/202 | $0 | – | -80,000 | – | -0.00% | – |
| FACAWS | Exit | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $0 | – | -125,000 | – | -0.00% | – |
| FSNBWS | Exit | FUSION ACQUISITION CORP II*w exp 02/29/202 | $0 | – | -166,666 | – | -0.00% | – |
| HERAW | Exit | FTAC HERA ACQUISITION CORP*w exp 02/28/202 | $0 | – | -99,999 | – | -0.00% | – |
| RMGCW | Exit | RMG ACQUISITION CORP III*w exp 02/08/202 | $0 | – | -100,000 | – | -0.00% | – |
| ESMWS | Exit | ESM ACQUISITION CORPORATION*w exp 02/02/202 | $0 | – | -166,666 | – | -0.00% | – |
| AACWS | Exit | ARES ACQUISITION CORPORATION*w exp 99/99/999 | $0 | – | -100,000 | – | -0.00% | – |
| ISOSWS | Exit | ISOS ACQUISITION CORPORATION*w exp 03/01/202 | $0 | – | -66,666 | – | -0.00% | – |
| CMLTW | Exit | CM LIFE SCIENCES III INC*w exp 04/30/202 | $0 | – | -50,000 | – | -0.00% | – |
| TSPQWS | Exit | TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999 | $0 | – | -159,615 | – | -0.00% | – |
| ACTDW | Exit | ARCLIGHT CLEAN TRANSITION II*w exp 03/16/202 | $0 | – | -100,000 | – | -0.00% | – |
| Exit | FALCON MINERALS CORP*w exp 07/21/202 | $0 | – | -1,072,500 | – | -0.00% | – | |
| SPAQWS | Exit | SPARTAN ACQUISITION CORP III*w exp 02/04/202 | $0 | – | -125,000 | – | -0.00% | – |
| TWNTWS | Exit | TAILWIND TWO ACQUISITION COR*w exp 03/09/202 | $0 | – | -166,666 | – | -0.00% | – |
| NXUWS | Exit | NOVUS CAPITAL CORPORATION II*w exp 02/02/202 | $0 | – | -166,666 | – | -0.00% | – |
| AUSWS | Exit | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $0 | – | -100,000 | – | -0.00% | – |
| JWSMWS | Exit | JAWS MUSTANG ACQUISITION COR*w exp 01/30/202 | $0 | – | -125,000 | – | -0.00% | – |
| MBACWS | Exit | M3 BRIGADE ACQUISITION II CO*w exp 09/03/202 | $0 | – | -144,537 | – | -0.00% | – |
| DCRNW | Exit | DECARBONIZATION PLUS ACQU II*w exp 01/19/202 | $0 | – | -166,666 | – | -0.00% | – |
| Exit | GINKGO BIOWORKS HOLDINGS INC | $0 | – | -80,000 | – | -0.01% | – | |
| BILI | Exit | BILIBILI INCspons ads rep z | $0 | – | -4,700 | – | -0.01% | – |
| AMPIU | Exit | ADVANCED MERGER PARTNERS INCunit 99/99/9999 | $0 | – | -50,000 | – | -0.01% | – |
| ATAQU | Exit | ALTIMAR ACQUISITION CORP IIIunit 99/99/9999 | $0 | – | -50,000 | – | -0.01% | – |
| FACTU | Exit | FREEDOM ACQUISITION I CORPunit 99/99/9999 | $0 | – | -50,000 | – | -0.01% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE I | $0 | – | -50,000 | – | -0.01% | – |
| INDIW | Exit | INDIE SEMICONDUCTOR INC*w exp 06/15/202 | $0 | – | -201,710 | – | -0.01% | – |
| LOKMU | Exit | LIVE OAK MOBILITY ACQUISI COunit 03/01/2028 | $0 | – | -70,000 | – | -0.01% | – |
| RTPYW | Exit | REINVENT TECHNOLOGY PARTNERS*w exp 03/12/202 | $0 | – | -498,995 | – | -0.01% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -51,530 | – | -0.01% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -7,095 | – | -0.02% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -19,063 | – | -0.02% | – |
| RADI | Exit | RADIUS GLOBAL INFRASTRCTRE I | $0 | – | -55,700 | – | -0.02% | – |
| SPGSU | Exit | SIMON PROPERTY GRP ACQ HOLDIunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| NDACU | Exit | NIGHTDRAGON ACQUISITION CORPunit 02/26/20266 | $0 | – | -100,000 | – | -0.02% | – |
| FRXBU | Exit | FOREST ROAD ACQUISITION CORunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| SBEAU | Exit | SILVERBOX ENGAGED MERGER COunit 03/31/2028 | $0 | – | -100,000 | – | -0.02% | – |
| NGAB | Exit | NORTHERN GENESIS ACQUISITION | $0 | – | -100,000 | – | -0.02% | – |
| HUGSU | Exit | USHG ACQUISITION CORPunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| NVSAU | Exit | NEW VISTA ACQUISITION CORPunit 02/01/2026 | $0 | – | -100,000 | – | -0.02% | – |
| COLIU | Exit | COLICITY INCunit 02/24/2026 | $0 | – | -100,000 | – | -0.02% | – |
| ANACU | Exit | ARCTOS NORTHSTAR ACQUIS CORPunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| SLAMU | Exit | SLAM CORPunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| TSIBU | Exit | TISHMAN SPEYER INNOVATION COunit 02/11/2026 | $0 | – | -100,000 | – | -0.02% | – |
| Exit | LI-CYCLE HOLDINGS CORP*w exp 08/10/202 | $0 | – | -425,744 | – | -0.02% | – | |
| Exit | FRESHWORKS INC | $0 | – | -27,000 | – | -0.02% | – | |
| DGNU | Exit | DRAGONEER GROWTH OPT CORP II | $0 | – | -125,000 | – | -0.02% | – |
| GTPAU | Exit | GORES TECHNOLOGY PARTNERS INunit 03/16/2028 | $0 | – | -125,000 | – | -0.02% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -134,200 | – | -0.02% | – |
| ZM | Exit | ZOOM VIDEO COMMUNICATIONS INcl a | $0 | – | -5,301 | – | -0.03% | – |
| HIIIU | Exit | HUDSON EXECUTIVE INVES IIIunit 02/22/2026 | $0 | – | -150,000 | – | -0.03% | – |
| FSRXU | Exit | FINSERV ACQUISITION CORP IIunit 02/17/2026 | $0 | – | -150,000 | – | -0.03% | – |
| DEN | Exit | DENBURY INC | $0 | – | -21,427 | – | -0.03% | – |
| KAIRU | Exit | KAIROS ACQUISITION CORPunit 99/99/9999 | $0 | – | -148,547 | – | -0.03% | – |
| ENNVU | Exit | ECP ENVIRONMENTAL GW OPT CORunit 03/01/2026 | $0 | – | -175,000 | – | -0.03% | – |
| GIIX | Exit | GORES HLDGS VIII INCcl a | $0 | – | -181,213 | – | -0.03% | – |
| NSTDU | Exit | NORTHERN STAR INVEST CORP IVunit 02/25/2028 | $0 | – | -200,000 | – | -0.04% | – |
| ATMR | Exit | ALTIMAR ACQUISITION CORP II | $0 | – | -200,000 | – | -0.04% | – |
| RXRAU | Exit | RXR ACQUISITION CORPunit 01/01/2025 | $0 | – | -200,000 | – | -0.04% | – |
| BOAS | Exit | BOA ACQUISITION CORP | $0 | – | -200,000 | – | -0.04% | – |
| SNII | Exit | SUPERNOVA PARTNERS ACQUISTN | $0 | – | -200,000 | – | -0.04% | – |
| EJFA | Exit | EJF ACQUISITION CORP | $0 | – | -200,000 | – | -0.04% | – |
| NSTCU | Exit | NORTHERN STAR INVEST CORP IIunit 02/25/2028 | $0 | – | -200,000 | – | -0.04% | – |
| ASZ | Exit | AUSTERLITZ ACQUISITION CORP | $0 | – | -200,000 | – | -0.04% | – |
| DHBC | Exit | DHB CAPITAL CORP | $0 | – | -200,000 | – | -0.04% | – |
| KURI | Exit | ALKURI GLOBAL ACQUISITION CO | $0 | – | -200,000 | – | -0.04% | – |
| WES | Exit | WESTERN MIDSTREAM PARTNERS L | $0 | – | -94,550 | – | -0.04% | – |
| ISOS | Exit | ISOS ACQUISITION CORPORATIONshares cl a | $0 | – | -200,000 | – | -0.04% | – |
| SLACU | Exit | SOCIAL LEVERAGE ACQUISN CORPunit 99/99/9999 | $0 | – | -200,000 | – | -0.04% | – |
| GLBLU | Exit | CARTESIAN GROWTH CORPunit 02/26/2028 | $0 | – | -200,000 | – | -0.04% | – |
| GGPI | Exit | GORES GUGGENHEIM INC | $0 | – | -200,000 | – | -0.04% | – |
| CMLT | Exit | CM LIFE SCIENCES III INC | $0 | – | -208,833 | – | -0.04% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -25,001 | – | -0.04% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -20,000 | – | -0.04% | – |
| TZPS | Exit | TZP STRATEGIES ACQUISTN CORP | $0 | – | -240,000 | – | -0.04% | – |
| OEPW | Exit | ONE EQUITY PARTNERS OPEN WTRcl a | $0 | – | -240,000 | – | -0.04% | – |
| MIT | Exit | MASON INDUSTRIAL TECHNOLGY I | $0 | – | -240,000 | – | -0.04% | – |
| NRAC | Exit | NOBLE ROCK ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – |
| GTPB | Exit | GORES TECHNOLOGY PARTNERS II | $0 | – | -250,000 | – | -0.04% | – |
| TLGA | Exit | TLG ACQUISITION ONE CORP | $0 | – | -250,000 | – | -0.04% | – |
| ITHX | Exit | ITHAX ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -48,244 | – | -0.05% | – |
| SOFI | Exit | SOFI TECHNOLOGIES INC | $0 | – | -177,500 | – | -0.05% | – |
| PCG | Exit | PG&E CORP | $0 | – | -300,000 | – | -0.05% | – |
| TWNI | Exit | TAILWIND INTERNATNAL ACQ COR | $0 | – | -300,000 | – | -0.05% | – |
| FTEV | Exit | FINTECH EVOLUTION ACQUIS GRO | $0 | – | -300,000 | – | -0.05% | – |
| LCA | Exit | LANDCADIA HOLDINGS IV INC | $0 | – | -300,000 | – | -0.05% | – |
| OHPA | Exit | ORION ACQUISITION CORP | $0 | – | -300,000 | – | -0.05% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -38,400 | – | -0.06% | – |
| GSEV | Exit | GORES HOLDINGS VII INC | $0 | – | -300,000 | – | -0.06% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -31,576 | – | -0.06% | – |
| PFDR | Exit | PATHFINDER ACQUISITION CORPcl a | $0 | – | -300,000 | – | -0.06% | – |
| OPEN | Exit | OPENDOOR TECHNOLOGIES INCcall | $0 | – | -150,000 | – | -0.06% | – |
| Exit | BEST INCnote 1.750%10/0 | $0 | – | -6,019,000 | – | -0.06% | – | |
| SRE | Exit | SEMPRA | $0 | – | -25,000 | – | -0.06% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -50,000 | – | -0.06% | – |
| DNMR | Exit | DANIMER SCIENTIFIC INC | $0 | – | -200,000 | – | -0.06% | – |
| VPCB | Exit | VPC IMPACT ACQUISITION HLDGclass a ord | $0 | – | -350,000 | – | -0.06% | – |
| NI | Exit | NISOURCE INC | $0 | – | -150,000 | – | -0.07% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -80,500 | – | -0.07% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -81,700 | – | -0.07% | – |
| APGB | Exit | APOLLO STRATEGIC GRWT CPTL I | $0 | – | -400,000 | – | -0.07% | – |
| HERA | Exit | FTAC HERA ACQUISITION CORP | $0 | – | -400,000 | – | -0.07% | – |
| VAQC | Exit | VECTOR ACQUISITION CORP II | $0 | – | -400,000 | – | -0.07% | – |
| ACQR | Exit | INDEPENDENCE HOLDINGS CORP | $0 | – | -400,000 | – | -0.07% | – |
| CVII | Exit | CHURCHILL CAPITAL CORP VII | $0 | – | -400,000 | – | -0.07% | – |
| AUS | Exit | AUSTERLITZ ACQUISITION CORP | $0 | – | -400,000 | – | -0.07% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -190,000 | – | -0.08% | – |
| MBAC | Exit | M3 BRIGADE ACQUISITION II CO | $0 | – | -433,614 | – | -0.08% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -5,000,000 | – | -0.08% | – | |
| WMG | Exit | WARNER MUSIC GROUP CORP | $0 | – | -106,385 | – | -0.08% | – |
| ET | Exit | ENERGY TRANSFER L P | $0 | – | -477,750 | – | -0.08% | – |
| Exit | JACKSON FINANCIAL INC | $0 | – | -175,000 | – | -0.08% | – | |
| TSPQ | Exit | TCW SPECIAL PURPOSE ACQU COR | $0 | – | -478,848 | – | -0.09% | – |
| FSR | Exit | FISKER INC | $0 | – | -317,300 | – | -0.09% | – |
| TWNT | Exit | TAILWIND TWO ACQUISITION COR | $0 | – | -500,000 | – | -0.09% | – |
| RMGC | Exit | RMG ACQUISITION CORP III | $0 | – | -500,000 | – | -0.09% | – |
| ACII | Exit | ATLAS CREST INVESTMENT CORP | $0 | – | -500,000 | – | -0.09% | – |
| JWSM | Exit | JAWS MUSTANG ACQUISITION COR | $0 | – | -500,000 | – | -0.09% | – |
| CORSU | Exit | CORSAIR PARTNERING CORPunit 99/99/9999 | $0 | – | -500,054 | – | -0.09% | – |
| PDOT | Exit | PERIDOT ACQUISITION CORP II | $0 | – | -500,000 | – | -0.09% | – |
| DTOC | Exit | DIGITAL TRANSFORMATN OPT COR | $0 | – | -500,000 | – | -0.09% | – |
| CLAA | Exit | COLONNADE ACQUISITION CORP I | $0 | – | -500,000 | – | -0.09% | – |
| FSNB | Exit | FUSION ACQUISITION CORP II | $0 | – | -500,000 | – | -0.09% | – |
| ESM | Exit | ESM ACQUISITION CORPORATION | $0 | – | -500,000 | – | -0.09% | – |
| AAC | Exit | ARES ACQUISITION CORPORATION | $0 | – | -500,000 | – | -0.09% | – |
| ACTD | Exit | ARCLIGHT CLEAN TRANSITION II | $0 | – | -500,000 | – | -0.09% | – |
| LHAA | Exit | LERER HIPPEAU ACQUISITION COcl a | $0 | – | -500,000 | – | -0.09% | – |
| DCRN | Exit | DECARBONIZATION PLUS ACQU II | $0 | – | -500,000 | – | -0.09% | – |
| IVAN | Exit | IVANHOE CAPITAL ACQUISTIN CO | $0 | – | -500,000 | – | -0.09% | – |
| SPAQ | Exit | SPARTAN ACQUISITION CORP III | $0 | – | -500,000 | – | -0.09% | – |
| FACA | Exit | FIGURE ACQUISITION CORP I | $0 | – | -500,000 | – | -0.09% | – |
| NXU | Exit | NOVUS CAPITAL CORPORATION II | $0 | – | -500,000 | – | -0.09% | – |
| LIII | Exit | LEO HOLDINGS III CORP | $0 | – | -500,000 | – | -0.09% | – |
| Exit | GOSSAMER BIO INCnote 5.000% 6/0 | $0 | – | -5,000,000 | – | -0.10% | – | |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -13,500 | – | -0.10% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,028 | – | -0.11% | – |
| INTU | Exit | INTUIT | $0 | – | -11,150 | – | -0.11% | – |
| INDI | Exit | INDIE SEMICONDUCTOR INCput | $0 | – | -500,000 | – | -0.11% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -42,467 | – | -0.12% | – |
| Exit | HYZON MOTORS INC | $0 | – | -950,000 | – | -0.12% | – | |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -31,500 | – | -0.13% | – |
| Exit | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $0 | – | -7,860,000 | – | -0.14% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -19,575 | – | -0.14% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -150,000 | – | -0.14% | – |
| SNOW | Exit | SNOWFLAKE INCcl a | $0 | – | -26,000 | – | -0.14% | – |
| DCRC | Exit | DECARBONIZATION PLUS ACQU II | $0 | – | -800,000 | – | -0.15% | – |
| DEN | Exit | DENBURY INCcall | $0 | – | -125,000 | – | -0.16% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -200,000 | – | -0.18% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -329,046 | – | -0.18% | – |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -9,183,000 | – | -0.19% | – | |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -4,404 | – | -0.19% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -72,000 | – | -0.19% | – |
| EQT | Exit | EQT CORP | $0 | – | -534,475 | – | -0.20% | – |
| Exit | LIMELIGHT NETWORKS INCnote 3.500% 8/0 | $0 | – | -12,500,000 | – | -0.20% | – | |
| Exit | EVENTBRITE INCnote 5.000%12/0 | $0 | – | -6,500,000 | – | -0.21% | – | |
| QCOM | Exit | QUALCOMM INC | $0 | – | -93,425 | – | -0.22% | – |
| Exit | INVACARE CORPnote 5.000%11/1 | $0 | – | -13,500,000 | – | -0.24% | – | |
| ABNB | Exit | AIRBNB INC | $0 | – | -77,500 | – | -0.24% | – |
| Exit | TPB ACQUISITION CORP Iunit 08/09/2026 | $0 | – | -1,312,500 | – | -0.24% | – | |
| Exit | WAYFAIR INCnote 1.000% 8/1 | $0 | – | -7,450,000 | – | -0.26% | – | |
| CPNG | Exit | COUPANG INCcl a | $0 | – | -500,000 | – | -0.26% | – |
| APTV | Exit | APTIV PLC | $0 | – | -95,361 | – | -0.26% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $0 | – | -11,500,000 | – | -0.29% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -40,001 | – | -0.29% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -608,478 | – | -0.29% | – |
| Exit | INFINERA CORPnote 2.500% 3/0 | $0 | – | -12,000,000 | – | -0.30% | – | |
| LAD | Exit | LITHIA MTRS INC | $0 | – | -51,050 | – | -0.30% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -3,117,292 | – | -0.30% | – |
| CZR | Exit | CAESARS ENTERTAINMENT INC NE | $0 | – | -151,147 | – | -0.31% | – |
| EXP | Exit | EAGLE MATLS INC | $0 | – | -130,000 | – | -0.32% | – |
| ASO | Exit | ACADEMY SPORTS & OUTDOORS IN | $0 | – | -438,419 | – | -0.32% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -112,280 | – | -0.34% | – |
| Exit | CINEMARK HLDGS INCnote 4.500% 8/1 | $0 | – | -11,500,000 | – | -0.34% | – | |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -331,763 | – | -0.34% | – |
| Exit | WAYFAIR INCnote 0.625%10/0 | $0 | – | -18,500,000 | – | -0.34% | – | |
| DIDI | Exit | DIDI GLOBAL INCsponsored ads | $0 | – | -2,717,720 | – | -0.39% | – |
| Exit | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $0 | – | -28,001,000 | – | -0.42% | – | |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -75,500 | – | -0.45% | – |
| QS | Exit | QUANTUMSCAPE CORPcall | $0 | – | -1,000,000 | – | -0.45% | – |
| Exit | GREEN PLAINS INCnote 2.250% 3/1 | $0 | – | -19,900,000 | – | -0.47% | – | |
| OPEN | Exit | OPENDOOR TECHNOLOGIES INC | $0 | – | -1,339,662 | – | -0.51% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -241,400 | – | -0.52% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -111,000 | – | -0.56% | – |
| INDI | Exit | INDIE SEMICONDUCTOR INC | $0 | – | -2,500,000 | – | -0.57% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -605,409 | – | -0.57% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -205,431 | – | -0.60% | – |
| SPSB | Exit | SPDR SER TRportfolio short | $0 | – | -1,113,000 | – | -0.64% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -1,300,001 | – | -0.68% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -976,886 | – | -0.69% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -40,250,000 | – | -0.74% | – | |
| FOCS | Exit | FOCUS FINL PARTNERS INC | $0 | – | -766,436 | – | -0.74% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -245,000 | – | -0.76% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -795,002 | – | -0.77% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -250,903 | – | -0.78% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -896,810 | – | -0.81% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -1,223,116 | – | -0.97% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -1,650,000 | – | -0.97% | – |
| IGSB | Exit | ISHARES TR | $0 | – | -1,113,000 | – | -1.12% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -540,467 | – | -1.28% | – |
| HRC | Exit | HILL-ROM HLDGS INC | $0 | – | -515,001 | – | -1.43% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -582,371 | – | -1.43% | – |
| Exit | SEA LTDnote 0.250% 9/1 | $0 | – | -77,000,000 | – | -1.44% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -1,500,000 | – | -1.44% | – |
| PTRA | Exit | PROTERRA INC | $0 | – | -7,754,587 | – | -1.45% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -1,533,500 | – | -1.49% | – |
| MQ | Exit | MARQETA INC | $0 | – | -4,000,000 | – | -1.63% | – |
| ARMK | Exit | ARAMARK | $0 | – | -3,073,690 | – | -1.86% | – |
| Exit | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $0 | – | -66,557,000 | – | -1.88% | – | |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -1,400,000 | – | -2.00% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -270,000 | – | -2.14% | – |
| FIGS | Exit | FIGS INCcl a | $0 | – | -3,124,577 | – | -2.14% | – |
| PPD | Exit | PPD INC | $0 | – | -2,800,259 | – | -2.42% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -2,847,830 | – | -2.89% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -59,482 | – | -2.94% | – |
| VER | Exit | VEREIT INC | $0 | – | -4,357,631 | – | -3.64% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -2,442,411 | – | -5.26% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -91,961 | – | -5.58% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -995,013 | – | -6.58% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -4,322,660 | – | -6.70% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -3,902,068 | – | -12.44% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | Sell | LIBERTY BROADBAND CORP | $673,887,000 | -2.5% | 3,902,068 | -1.9% | 12.44% | +6.9% |
| DHI | Buy | D R HORTON INC | $362,974,000 | -5.8% | 4,322,660 | +1.4% | 6.70% | +3.2% |
| QQQ | Sell | INVESCO QQQ TRunit ser 1 | $356,175,000 | -9.2% | 995,013 | -10.1% | 6.58% | -0.5% |
| AMZN | Sell | AMAZON COM INC | $302,096,000 | -7.2% | 91,961 | -2.8% | 5.58% | +1.7% |
| INFO | Buy | IHS MARKIT LTD | $284,834,000 | +87.3% | 2,442,411 | +80.9% | 5.26% | +105.2% |
| VER | Buy | VEREIT INC | $197,096,000 | +112.5% | 4,357,631 | +115.8% | 3.64% | +132.8% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $159,026,000 | -7.3% | 59,482 | -15.3% | 2.94% | +1.6% |
| NUAN | Buy | NUANCE COMMUNICATIONS INC | $156,745,000 | +114.1% | 2,847,830 | +111.7% | 2.89% | +134.5% |
| PPD | Buy | PPD INC | $131,024,000 | +36.1% | 2,800,259 | +34.0% | 2.42% | +49.0% |
| FIGS | Sell | FIGS INCcl a | $116,047,000 | -27.0% | 3,124,577 | -1.6% | 2.14% | -20.1% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $115,868,000 | -24.3% | 270,000 | -24.5% | 2.14% | -17.1% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $108,346,000 | -24.5% | 1,400,000 | -6.9% | 2.00% | -17.3% |
| Buy | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $102,019,000 | +71.4% | 66,557,000 | +75.3% | 1.88% | +87.7% | |
| ARMK | Buy | ARAMARK | $101,001,000 | +20.5% | 3,073,690 | +36.6% | 1.86% | +32.0% |
| GM | New | GENERAL MTRS COcall | $80,831,000 | – | 1,533,500 | – | 1.49% | – |
| XLE | New | SELECT SECTOR SPDR TRcall | $78,135,000 | – | 1,500,000 | – | 1.44% | – |
| New | SEA LTDnote 0.250% 9/1 | $78,068,000 | – | 77,000,000 | – | 1.44% | – | |
| HRC | New | HILL-ROM HLDGS INC | $77,250,000 | – | 515,001 | – | 1.43% | – |
| TMUS | Buy | T-MOBILE US INC | $69,050,000 | +5.8% | 540,467 | +19.9% | 1.28% | +15.9% |
| ELAN | Sell | ELANCO ANIMAL HEALTH INC | $52,619,000 | -32.6% | 1,650,000 | -26.7% | 0.97% | -26.2% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $52,325,000 | -3.6% | 1,223,116 | -9.6% | 0.97% | +5.6% |
| SYF | Buy | SYNCHRONY FINANCIAL | $43,836,000 | +20.6% | 896,810 | +19.7% | 0.81% | +32.0% |
| ADI | Buy | ANALOG DEVICES INC | $42,021,000 | +37.2% | 250,903 | +41.0% | 0.78% | +50.4% |
| GM | Buy | GENERAL MTRS CO | $41,905,000 | +25.3% | 795,002 | +40.7% | 0.77% | +37.5% |
| DIS | Sell | DISNEY WALT CO | $41,447,000 | -34.5% | 245,000 | -32.0% | 0.76% | -28.3% |
| FOCS | Buy | FOCUS FINL PARTNERS INC | $40,138,000 | +8.2% | 766,436 | +0.2% | 0.74% | +18.6% |
| MGP | New | MGM GROWTH PPTYS LLC | $37,415,000 | – | 976,886 | – | 0.69% | – |
| VICI | Buy | VICI PPTYS INC | $36,933,000 | +19.1% | 1,300,001 | +30.0% | 0.68% | +30.4% |
| LPLA | Buy | LPL FINL HLDGS INC | $32,203,000 | +16.4% | 205,431 | +0.2% | 0.60% | +27.7% |
| ALLY | Buy | ALLY FINL INC | $30,906,000 | +5.2% | 605,409 | +2.7% | 0.57% | +15.4% |
| CRM | Buy | SALESFORCE COM INC | $30,105,000 | +73.6% | 111,000 | +56.3% | 0.56% | +90.4% |
| OPEN | Sell | OPENDOOR TECHNOLOGIES INC | $27,503,000 | -13.8% | 1,339,662 | -25.6% | 0.51% | -5.6% |
| Buy | GREEN PLAINS INCnote 2.250% 3/1 | $25,501,000 | +57.6% | 19,900,000 | +59.2% | 0.47% | +72.5% | |
| QS | New | QUANTUMSCAPE CORPcall | $24,540,000 | – | 1,000,000 | – | 0.45% | – |
| ACN | Buy | ACCENTURE PLC IRELAND | $24,154,000 | +63.9% | 75,500 | +51.0% | 0.45% | +79.8% |
| New | WAYFAIR INCnote 0.625%10/0 | $18,497,000 | – | 18,500,000 | – | 0.34% | – | |
| JPM | New | JPMORGAN CHASE & CO | $18,379,000 | – | 112,280 | – | 0.34% | – |
| New | CINEMARK HLDGS INCnote 4.500% 8/1 | $18,354,000 | – | 11,500,000 | – | 0.34% | – | |
| OMF | Sell | ONEMAIN HLDGS INC | $18,356,000 | -32.3% | 331,763 | -26.7% | 0.34% | -25.8% |
| ASO | Buy | ACADEMY SPORTS & OUTDOORS IN | $17,546,000 | +37.2% | 438,419 | +41.4% | 0.32% | +50.7% |
| EXP | Buy | EAGLE MATLS INC | $17,051,000 | +45.4% | 130,000 | +57.6% | 0.32% | +59.1% |
| CZR | Buy | CAESARS ENTERTAINMENT INC NE | $16,971,000 | +18.4% | 151,147 | +9.4% | 0.31% | +29.3% |
| BGCP | Buy | BGC PARTNERS INCcl a | $16,241,000 | +1.7% | 3,117,292 | +10.6% | 0.30% | +11.5% |
| LAD | Buy | LITHIA MTRS INC | $16,185,000 | -2.0% | 51,050 | +6.2% | 0.30% | +7.6% |
| Sell | INFINERA CORPnote 2.500% 3/0 | $15,983,000 | -22.3% | 12,000,000 | -11.1% | 0.30% | -15.0% | |
| UNH | New | UNITEDHEALTH GROUP INC | $15,630,000 | – | 40,001 | – | 0.29% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $15,481,000 | – | 11,500,000 | – | 0.29% | – | |
| APTV | Buy | APTIV PLC | $14,206,000 | -3.8% | 95,361 | +1.6% | 0.26% | +5.2% |
| CPNG | New | COUPANG INCcl a | $13,925,000 | – | 500,000 | – | 0.26% | – |
| New | TPB ACQUISITION CORP Iunit 08/09/2026 | $13,051,000 | – | 1,312,500 | – | 0.24% | – | |
| ABNB | Buy | AIRBNB INC | $13,001,000 | +55.8% | 77,500 | +42.2% | 0.24% | +70.2% |
| QCOM | Buy | QUALCOMM INC | $12,050,000 | -9.8% | 93,425 | +0.0% | 0.22% | -1.3% |
| New | LIMELIGHT NETWORKS INCnote 3.500% 8/0 | $11,050,000 | – | 12,500,000 | – | 0.20% | – | |
| EQT | New | EQT CORP | $10,935,000 | – | 534,475 | – | 0.20% | – |
| BKNG | Buy | BOOKING HOLDINGS INC | $10,455,000 | +164.9% | 4,404 | +144.1% | 0.19% | +188.1% |
| NKE | Buy | NIKE INCcl b | $10,457,000 | +125.6% | 72,000 | +140.0% | 0.19% | +147.4% |
| Sell | INFINERA CORPnote 2.125% 9/0 | $10,220,000 | -39.6% | 9,183,000 | -32.9% | 0.19% | -33.7% | |
| EQH | Sell | EQUITABLE HLDGS INC | $9,753,000 | -34.5% | 329,046 | -32.7% | 0.18% | -28.3% |
| TTE | Buy | TOTALENERGIES SEsponsored ads | $9,586,000 | +21.0% | 200,000 | +14.3% | 0.18% | +33.1% |
| DEN | Sell | DENBURY INCcall | $8,781,000 | -54.3% | 125,000 | -50.0% | 0.16% | -49.8% |
| SNOW | Buy | SNOWFLAKE INCcl a | $7,863,000 | +116.8% | 26,000 | +73.3% | 0.14% | +137.7% |
| XLE | New | SELECT SECTOR SPDR TRenergy | $7,814,000 | – | 150,000 | – | 0.14% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $7,400,000 | – | 19,575 | – | 0.14% | – |
| Sell | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $7,335,000 | -20.4% | 7,860,000 | -19.5% | 0.14% | -12.9% | |
| SPOT | Buy | SPOTIFY TECHNOLOGY S A | $7,098,000 | +157.5% | 31,500 | +215.0% | 0.13% | +184.8% |
| New | HYZON MOTORS INC | $6,593,000 | – | 950,000 | – | 0.12% | – | |
| MTB | New | M & T BK CORP | $6,342,000 | – | 42,467 | – | 0.12% | – |
| INDI | New | INDIE SEMICONDUCTOR INCput | $6,155,000 | – | 500,000 | – | 0.11% | – |
| INTU | New | INTUIT | $6,016,000 | – | 11,150 | – | 0.11% | – |
| TEAM | Sell | ATLASSIAN CORP PLCcl a | $5,284,000 | -46.6% | 13,500 | -64.9% | 0.10% | -41.3% |
| Sell | GOSSAMER BIO INCnote 5.000% 6/0 | $5,142,000 | -54.7% | 5,000,000 | -64.6% | 0.10% | -50.3% | |
| IVAN | New | IVANHOE CAPITAL ACQUISTIN CO | $4,950,000 | – | 500,000 | – | 0.09% | – |
| CORSU | New | CORSAIR PARTNERING CORPunit 99/99/9999 | $4,856,000 | – | 500,054 | – | 0.09% | – |
| FSR | New | FISKER INC | $4,648,000 | – | 317,300 | – | 0.09% | – |
| WMG | Sell | WARNER MUSIC GROUP CORP | $4,547,000 | -2.9% | 106,385 | -18.2% | 0.08% | +6.3% |
| New | JACKSON FINANCIAL INC | $4,550,000 | – | 175,000 | – | 0.08% | – | |
| UBER | New | UBER TECHNOLOGIES INC | $3,606,000 | – | 80,500 | – | 0.07% | – |
| VPCB | New | VPC IMPACT ACQUISITION HLDGclass a ord | $3,448,000 | – | 350,000 | – | 0.06% | – |
| DNMR | Buy | DANIMER SCIENTIFIC INC | $3,268,000 | -25.5% | 200,000 | +14.3% | 0.06% | -18.9% |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $3,194,000 | -74.7% | 50,000 | -75.0% | 0.06% | -72.3% |
| Sell | BEST INCnote 1.750%10/0 | $3,160,000 | -78.3% | 6,019,000 | -73.6% | 0.06% | -76.4% | |
| OPEN | New | OPENDOOR TECHNOLOGIES INCcall | $3,080,000 | – | 150,000 | – | 0.06% | – |
| MGLN | Sell | MAGELLAN HEALTH INC | $2,986,000 | -91.7% | 31,576 | -91.7% | 0.06% | -90.9% |
| EWBC | New | EAST WEST BANCORP INC | $2,978,000 | – | 38,400 | – | 0.06% | – |
| OHPA | New | ORION ACQUISITION CORP | $2,910,000 | – | 300,000 | – | 0.05% | – |
| TWNI | New | TAILWIND INTERNATNAL ACQ COR | $2,910,000 | – | 300,000 | – | 0.05% | – |
| FTEV | New | FINTECH EVOLUTION ACQUIS GRO | $2,907,000 | – | 300,000 | – | 0.05% | – |
| LCA | New | LANDCADIA HOLDINGS IV INC | $2,922,000 | – | 300,000 | – | 0.05% | – |
| SOFI | New | SOFI TECHNOLOGIES INC | $2,819,000 | – | 177,500 | – | 0.05% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $2,501,000 | -21.0% | 48,244 | -21.9% | 0.05% | -13.2% |
| TLGA | New | TLG ACQUISITION ONE CORP | $2,463,000 | – | 250,000 | – | 0.04% | – |
| GTPB | New | GORES TECHNOLOGY PARTNERS II | $2,460,000 | – | 250,000 | – | 0.04% | – |
| ITHX | New | ITHAX ACQUISITION CORP | $2,438,000 | – | 250,000 | – | 0.04% | – |
| OEPW | New | ONE EQUITY PARTNERS OPEN WTRcl a | $2,335,000 | – | 240,000 | – | 0.04% | – |
| MIT | New | MASON INDUSTRIAL TECHNOLGY I | $2,338,000 | – | 240,000 | – | 0.04% | – |
| TZPS | New | TZP STRATEGIES ACQUISTN CORP | $2,347,000 | – | 240,000 | – | 0.04% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,233,000 | – | 20,000 | – | 0.04% | – |
| XEC | New | CIMAREX ENERGY CO | $2,180,000 | – | 25,001 | – | 0.04% | – |
| CMLT | New | CM LIFE SCIENCES III INC | $2,072,000 | – | 208,833 | – | 0.04% | – |
| GGPI | New | GORES GUGGENHEIM INC | $2,044,000 | – | 200,000 | – | 0.04% | – |
| KURI | New | ALKURI GLOBAL ACQUISITION CO | $1,994,000 | – | 200,000 | – | 0.04% | – |
| ISOS | New | ISOS ACQUISITION CORPORATIONshares cl a | $1,996,000 | – | 200,000 | – | 0.04% | – |
| ASZ | New | AUSTERLITZ ACQUISITION CORP | $1,950,000 | – | 200,000 | – | 0.04% | – |
| EJFA | New | EJF ACQUISITION CORP | $1,972,000 | – | 200,000 | – | 0.04% | – |
| BOAS | New | BOA ACQUISITION CORP | $1,942,000 | – | 200,000 | – | 0.04% | – |
| GIIX | Sell | GORES HLDGS VIII INCcl a | $1,785,000 | -10.0% | 181,213 | -9.4% | 0.03% | 0.0% |
| DEN | New | DENBURY INC | $1,505,000 | – | 21,427 | – | 0.03% | – |
| ZM | New | ZOOM VIDEO COMMUNICATIONS INcl a | $1,386,000 | – | 5,301 | – | 0.03% | – |
| New | FRESHWORKS INC | $1,153,000 | – | 27,000 | – | 0.02% | – | |
| New | LI-CYCLE HOLDINGS CORP*w exp 08/10/202 | $1,022,000 | – | 425,744 | – | 0.02% | – | |
| RADI | New | RADIUS GLOBAL INFRASTRCTRE I | $910,000 | – | 55,700 | – | 0.02% | – |
| DTM | New | DT MIDSTREAM INC | $881,000 | – | 19,063 | – | 0.02% | – |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $815,000 | -4.1% | 7,095 | -1.0% | 0.02% | +7.1% |
| RTPYW | New | REINVENT TECHNOLOGY PARTNERS*w exp 03/12/202 | $748,000 | – | 498,995 | – | 0.01% | – |
| INDIW | New | INDIE SEMICONDUCTOR INC*w exp 06/15/202 | $714,000 | – | 201,710 | – | 0.01% | – |
| IEA | New | INFRA AND ENERGY ALTRNTIVE I | $572,000 | – | 50,000 | – | 0.01% | – |
| New | GINKGO BIOWORKS HOLDINGS INC | $271,000 | – | 80,000 | – | 0.01% | – | |
| EJFAW | New | EJF ACQUISITION CORP*w exp 03/10/202 | $109,000 | – | 66,666 | – | 0.00% | – |
| ISOSWS | New | ISOS ACQUISITION CORPORATION*w exp 03/01/202 | $92,000 | – | 66,666 | – | 0.00% | – |
| CMLTW | New | CM LIFE SCIENCES III INC*w exp 04/30/202 | $107,000 | – | 50,000 | – | 0.00% | – |
| BOASWS | New | BOA ACQUISITION CORP*w exp 02/22/202 | $39,000 | – | 66,666 | – | 0.00% | – |
| OHPAW | New | ORION ACQUISITION CORP*w exp 02/19/202 | $48,000 | – | 75,000 | – | 0.00% | – |
| ASZWS | New | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $53,000 | – | 50,000 | – | 0.00% | – |
| OEPWW | New | ONE EQUITY PARTNERS OPEN WTR*w exp 01/14/202 | $51,000 | – | 80,000 | – | 0.00% | – |
| KURIW | New | ALKURI GLOBAL ACQUISITION CO*w exp 02/09/202 | $71,000 | – | 50,000 | – | 0.00% | – |
| MITWS | New | MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999 | $57,000 | – | 80,000 | – | 0.00% | – |
| LCAHW | New | LANDCADIA HOLDINGS IV INC*w exp 03/29/202 | $75,000 | – | 74,999 | – | 0.00% | – |
| FTEVWS | New | FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202 | $67,000 | – | 100,000 | – | 0.00% | – |
| ITHXW | New | ITHAX ACQUISITION CORP*w exp 02/01/202 | $81,000 | – | 125,000 | – | 0.00% | – |
| GTPBW | New | GORES TECHNOLOGY PARTNERS II*w exp 03/16/202 | $60,000 | – | 50,000 | – | 0.00% | – |
| TWNIWS | New | TAILWIND INTERNATNAL ACQ COR*w exp 03/01/202 | $62,000 | – | 100,000 | – | 0.00% | – |
| TZPSW | New | TZP STRATEGIES ACQUISTN CORP*w exp 01/06/202 | $50,000 | – | 79,999 | – | 0.00% | – |
| TLGAWS | New | TLG ACQUISITION ONE CORP*w exp 01/25/202 | $47,000 | – | 83,333 | – | 0.00% | – |
| VPCBW | New | VPC IMPACT ACQUISITION HLDG*w exp 03/05/202 | $24,000 | – | 20,000 | – | 0.00% | – |
| KLRWS | Exit | KALEYRA INC*w exp 11/25/202 | $0 | – | -25,399 | – | -0.00% | – |
| SRNGW | Exit | SOARING EAGLE ACQUISITION CO*w exp 02/23/202 | $0 | – | -80,000 | – | -0.00% | – |
| LAZR | Exit | LUMINAR TECHNOLOGIES INC | $0 | – | -25,000 | – | -0.01% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -38,986 | – | -0.01% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -16,618 | – | -0.01% | – |
| FTAAU | Exit | FTAC ATHENA ACQUISITION CORPunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| DMYQU | Exit | DMY TECHNOLOGY GROUP INC IVunit 99/99/9999 | $0 | – | -100,000 | – | -0.02% | – |
| KCAC | Exit | KENSINGTON CAPITAL ACQUISITI | $0 | – | -100,000 | – | -0.02% | – |
| NEP | Exit | NEXTERA ENERGY PARTNERS LP | $0 | – | -15,700 | – | -0.02% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -25,219 | – | -0.03% | – |
| DNB | Exit | DUN & BRADSTREET HLDGS INC | $0 | – | -75,000 | – | -0.03% | – |
| BSY | Exit | BENTLEY SYS INC | $0 | – | -25,000 | – | -0.03% | – |
| LU | Exit | LUFAX HOLDING LTD | $0 | – | -150,000 | – | -0.03% | – |
| BOASU | Exit | BOA ACQUISITION CORPunit 99/99/9999 | $0 | – | -200,000 | – | -0.03% | – |
| EJFAU | Exit | EJF ACQUISITION CORPunit 03/10/2026 | $0 | – | -200,000 | – | -0.03% | – |
| ISOSU | Exit | ISOS ACQUISITION CORPORATIONunit 99/99/9999 | $0 | – | -200,000 | – | -0.03% | – |
| ASZU | Exit | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $0 | – | -200,000 | – | -0.03% | – |
| FRSGU | Exit | FIRST RESERVE SUSTAINABLE GWunit 03/05/2026 | $0 | – | -200,000 | – | -0.03% | – |
| KURIU | Exit | ALKURI GLOBAL ACQUISITION COunit 01/01/2028 | $0 | – | -200,000 | – | -0.04% | – |
| ALC | Exit | ALCON AG | $0 | – | -32,464 | – | -0.04% | – |
| OEPWU | Exit | ONE EQUITY PARTNERS OPEN WTRunit 01/14/2026 | $0 | – | -240,000 | – | -0.04% | – |
| TZPSU | Exit | TZP STRATEGIES ACQUISTN CORPunit 01/06/2026 | $0 | – | -240,000 | – | -0.04% | – |
| MITU | Exit | MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999 | $0 | – | -240,000 | – | -0.04% | – |
| TLGAU | Exit | TLG ACQUISITION ONE CORPunit 99/99/9999 | $0 | – | -250,000 | – | -0.04% | – |
| ALUS | Exit | ALUSSA ENERGY ACQUISITION CO | $0 | – | -250,000 | – | -0.04% | – |
| ITHXU | Exit | ITHAX ACQUISITION CORPunit 12/31/2027 | $0 | – | -250,000 | – | -0.04% | – |
| STWO | Exit | ACON S2 ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – |
| GTPBU | Exit | GORES TECHNOLOGY PARTNERS IIunit 03/16/2028 | $0 | – | -250,000 | – | -0.04% | – |
| CMLTU | Exit | CM LIFE SCIENCES III INCunit 04/30/2028 | $0 | – | -250,000 | – | -0.05% | – |
| TCOM | Exit | TRIP COM GROUP LTDads | $0 | – | -82,800 | – | -0.05% | – |
| CAP | Exit | CAPITOL INVESTMENT CORP V | $0 | – | -300,000 | – | -0.05% | – |
| LCAHU | Exit | LANDCADIA HOLDINGS IV INCunit 05/01/2025 | $0 | – | -300,000 | – | -0.05% | – |
| FTEVU | Exit | FINTECH EVOLUTION ACQUIS GROunit 99/99/9999 | $0 | – | -300,000 | – | -0.05% | – |
| OHPAU | Exit | ORION ACQUISITION CORPunit 02/19/2026 | $0 | – | -300,000 | – | -0.05% | – |
| TWNIU | Exit | TAILWIND INTERNATNAL ACQ CORunit 99/99/9999 | $0 | – | -300,000 | – | -0.05% | – |
| PSFE | Exit | PAYSAFE LIMITEDord | $0 | – | -271,000 | – | -0.06% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -6,317 | – | -0.06% | – |
| PDAC | Exit | PERIDOT ACQUISITION CORP | $0 | – | -307,591 | – | -0.06% | – |
| AQNU | Exit | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $0 | – | -80,000 | – | -0.07% | – |
| SRNG | Exit | SOARING EAGLE ACQUISITION CO | $0 | – | -400,000 | – | -0.07% | – |
| PATH | Exit | UIPATH INCcl a | $0 | – | -60,000 | – | -0.07% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -125,000 | – | -0.07% | – |
| XMTR | Exit | XOMETRY INC | $0 | – | -50,000 | – | -0.07% | – |
| Exit | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $0 | – | -4,365,000 | – | -0.08% | – | |
| QELL | Exit | QELL ACQUISITION CORPcl a | $0 | – | -500,000 | – | -0.08% | – |
| DDOG | Exit | DATADOG INC | $0 | – | -52,760 | – | -0.09% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -120,200 | – | -0.11% | – |
| Exit | GRANITE CONSTR INCnote 2.750%11/0 | $0 | – | -5,500,000 | – | -0.14% | – | |
| Exit | LANNETT CO INCnote 4.500%10/0 | $0 | – | -13,500,000 | – | -0.14% | – | |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -200,000 | – | -0.14% | – |
| Exit | VEONEER INCnote 4.000% 6/0 | $0 | – | -6,800,000 | – | -0.14% | – | |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -280,731 | – | -0.15% | – |
| Exit | INVACARE CORPnote 5.000%11/1 | $0 | – | -9,500,000 | – | -0.16% | – | |
| DEN | Exit | DENBURY INCput | $0 | – | -125,000 | – | -0.16% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -7,000,000 | – | -0.17% | – | |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -48,044 | – | -0.17% | – |
| S | Exit | SENTINELONE INCcl a | $0 | – | -275,000 | – | -0.20% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -61,309 | – | -0.20% | – |
| Exit | BURLINGTON STORES INCnote 2.250% 4/1 | $0 | – | -7,500,000 | – | -0.20% | – | |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -4,500,000 | – | -0.21% | – | |
| Exit | VAREX IMAGING CORPnote 4.000% 6/0 | $0 | – | -8,845,000 | – | -0.22% | – | |
| Exit | EVOLENT HEALTH INCnote 1.500%10/1 | $0 | – | -14,168,000 | – | -0.23% | – | |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -492,890 | – | -0.25% | – |
| UPST | Exit | UPSTART HLDGS INC | $0 | – | -150,208 | – | -0.32% | – |
| Exit | UNDER ARMOUR INCnote 1.500% 6/0 | $0 | – | -10,000,000 | – | -0.33% | – | |
| Exit | LIBERTY LATIN AMERICA LTDnote 2.000% 7/1 | $0 | – | -19,442,000 | – | -0.33% | – | |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -14,500,000 | – | -0.37% | – | |
| W | Exit | WAYFAIR INCcl a | $0 | – | -70,715 | – | -0.38% | – |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -18,050,000 | – | -0.42% | – | |
| Exit | TRIP COM GROUP LTDdebt 1.500% 7/0 | $0 | – | -18,717,000 | – | -0.45% | – | |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -212,400 | – | -0.54% | – |
| Exit | ZILLOW GROUP INCnote 0.750% 9/0 | $0 | – | -12,500,000 | – | -0.59% | – | |
| CLVT | Exit | CLARIVATE PLC | $0 | – | -1,445,000 | – | -0.67% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INCput | $0 | – | -250,000 | – | -0.77% | – |
| QS | Exit | QUANTUMSCAPE CORP | $0 | – | -1,608,888 | – | -0.79% | – |
| XOP | Exit | SPDR SER TRput | $0 | – | -500,000 | – | -0.82% | – |
| OTIS | Exit | OTIS WORLDWIDE CORP | $0 | – | -601,513 | – | -0.83% | – |
| Exit | ZILLOW GROUP INCnote 1.375% 9/0 | $0 | – | -17,500,000 | – | -0.84% | – | |
| AMZN | Exit | AMAZON COM INCcall | $0 | – | -14,500 | – | -0.84% | – |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -200,000 | – | -1.19% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -500,001 | – | -1.55% | – |
| Exit | SEA LTDnote 1.000%12/0 | $0 | – | -17,000,000 | – | -1.57% | – | |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -1,087,667 | – | -1.93% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | New | LIBERTY BROADBAND CORP | $690,909,000 | – | 3,978,517 | – | 11.64% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $392,153,000 | – | 1,106,434 | – | 6.61% | – |
| DHI | New | D R HORTON INC | $385,326,000 | – | 4,263,866 | – | 6.49% | – |
| AMZN | New | AMAZON COM INC | $325,453,000 | – | 94,604 | – | 5.48% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $171,548,000 | – | 70,255 | – | 2.89% | – |
| FIGS | New | FIGS INCcl a | $159,046,000 | – | 3,174,577 | – | 2.68% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $153,031,000 | – | 357,500 | – | 2.58% | – |
| INFO | New | IHS MARKIT LTD | $152,091,000 | – | 1,350,001 | – | 2.56% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $143,467,000 | – | 1,503,214 | – | 2.42% | – |
| PTRA | New | PROTERRA INC | $132,681,000 | – | 7,754,587 | – | 2.24% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $114,597,000 | – | 1,087,667 | – | 1.93% | – |
| MQ | New | MARQETA INC | $112,280,000 | – | 4,000,000 | – | 1.89% | – |
| PPD | New | PPD INC | $96,287,000 | – | 2,089,105 | – | 1.62% | – |
| New | SEA LTDnote 1.000%12/0 | $92,905,000 | – | 17,000,000 | – | 1.57% | – | |
| VER | New | VEREIT INC | $92,745,000 | – | 2,019,260 | – | 1.56% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $91,855,000 | – | 500,001 | – | 1.55% | – |
| ARMK | New | ARAMARK | $83,848,000 | – | 2,250,942 | – | 1.41% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $78,247,000 | – | 582,371 | – | 1.32% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $78,076,000 | – | 2,250,682 | – | 1.32% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $73,227,000 | – | 1,345,101 | – | 1.23% | – |
| QQQ | New | INVESCO QQQ TRcall | $70,886,000 | – | 200,000 | – | 1.19% | – |
| TMUS | New | T-MOBILE US INC | $65,285,000 | – | 450,767 | – | 1.10% | – |
| DIS | New | DISNEY WALT CO | $63,294,000 | – | 360,095 | – | 1.07% | – |
| IGSB | New | ISHARES TR | $61,004,000 | – | 1,113,000 | – | 1.03% | – |
| New | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $59,537,000 | – | 37,959,000 | – | 1.00% | – | |
| HAIN | New | HAIN CELESTIAL GROUP INC | $54,287,000 | – | 1,353,116 | – | 0.92% | – |
| AMZN | New | AMAZON COM INCcall | $49,882,000 | – | 14,500 | – | 0.84% | – |
| New | ZILLOW GROUP INCnote 1.375% 9/0 | $49,549,000 | – | 17,500,000 | – | 0.84% | – | |
| OTIS | New | OTIS WORLDWIDE CORP | $49,186,000 | – | 601,513 | – | 0.83% | – |
| XOP | New | SPDR SER TRput | $48,345,000 | – | 500,000 | – | 0.82% | – |
| QS | New | QUANTUMSCAPE CORP | $47,076,000 | – | 1,608,888 | – | 0.79% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INCput | $45,928,000 | – | 250,000 | – | 0.77% | – |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $39,975,000 | – | 40,250,000 | – | 0.67% | – | |
| CLVT | New | CLARIVATE PLC | $39,781,000 | – | 1,445,000 | – | 0.67% | – |
| DIDI | New | DIDI GLOBAL INCsponsored ads | $38,429,000 | – | 2,717,720 | – | 0.65% | – |
| FOCS | New | FOCUS FINL PARTNERS INC | $37,106,000 | – | 765,070 | – | 0.62% | – |
| SYF | New | SYNCHRONY FINANCIAL | $36,349,000 | – | 749,165 | – | 0.61% | – |
| MGLN | New | MAGELLAN HEALTH INC | $35,975,000 | – | 381,902 | – | 0.61% | – |
| New | ZILLOW GROUP INCnote 0.750% 9/0 | $35,158,000 | – | 12,500,000 | – | 0.59% | – | |
| SPSB | New | SPDR SER TRportfolio short | $34,837,000 | – | 1,113,000 | – | 0.59% | – |
| GM | New | GENERAL MTRS CO | $33,431,000 | – | 565,002 | – | 0.56% | – |
| OPEN | New | OPENDOOR TECHNOLOGIES INC | $31,905,000 | – | 1,799,512 | – | 0.54% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $31,733,000 | – | 212,400 | – | 0.54% | – |
| VICI | New | VICI PPTYS INC | $31,020,000 | – | 1,000,000 | – | 0.52% | – |
| ADI | New | ANALOG DEVICES INC | $30,628,000 | – | 177,904 | – | 0.52% | – |
| ALLY | New | ALLY FINL INC | $29,392,000 | – | 589,728 | – | 0.50% | – |
| MUB | New | ISHARES TRnational mun etf | $28,292,000 | – | 241,400 | – | 0.48% | – |
| LPLA | New | LPL FINL HLDGS INC | $27,663,000 | – | 204,938 | – | 0.47% | – |
| OMF | New | ONEMAIN HLDGS INC | $27,132,000 | – | 452,881 | – | 0.46% | – |
| New | TRIP COM GROUP LTDdebt 1.500% 7/0 | $26,718,000 | – | 18,717,000 | – | 0.45% | – | |
| New | TWITTER INCnote 0.250% 6/1 | $24,855,000 | – | 18,050,000 | – | 0.42% | – | |
| INDI | New | INDIE SEMICONDUCTOR INC | $24,700,000 | – | 2,500,000 | – | 0.42% | – |
| W | New | WAYFAIR INCcl a | $22,325,000 | – | 70,715 | – | 0.38% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $21,978,000 | – | 14,500,000 | – | 0.37% | – | |
| New | ACORDA THERAPEUTICS INCnote 6.000%12/0 | $20,573,000 | – | 28,001,000 | – | 0.35% | – | |
| New | INFINERA CORPnote 2.500% 3/0 | $20,564,000 | – | 13,500,000 | – | 0.35% | – | |
| New | LIBERTY LATIN AMERICA LTDnote 2.000% 7/1 | $19,824,000 | – | 19,442,000 | – | 0.33% | – | |
| New | UNDER ARMOUR INCnote 1.500% 6/0 | $19,683,000 | – | 10,000,000 | – | 0.33% | – | |
| DEN | New | DENBURY INCcall | $19,195,000 | – | 250,000 | – | 0.32% | – |
| UPST | New | UPSTART HLDGS INC | $18,761,000 | – | 150,208 | – | 0.32% | – |
| CRM | New | SALESFORCE COM INC | $17,343,000 | – | 71,001 | – | 0.29% | – |
| New | INFINERA CORPnote 2.125% 9/0 | $16,921,000 | – | 13,683,000 | – | 0.28% | – | |
| LAD | New | LITHIA MTRS INC | $16,512,000 | – | 48,050 | – | 0.28% | – |
| New | WAYFAIR INCnote 1.000% 8/1 | $16,431,000 | – | 7,450,000 | – | 0.28% | – | |
| New | GREEN PLAINS INCnote 2.250% 3/1 | $16,176,000 | – | 12,500,000 | – | 0.27% | – | |
| BGCP | New | BGC PARTNERS INCcl a | $15,977,000 | – | 2,817,879 | – | 0.27% | – |
| AXTA | New | AXALTA COATING SYS LTD | $15,028,000 | – | 492,890 | – | 0.25% | – |
| EQH | New | EQUITABLE HLDGS INC | $14,886,000 | – | 488,871 | – | 0.25% | – |
| APTV | New | APTIV PLC | $14,767,000 | – | 93,861 | – | 0.25% | – |
| ACN | New | ACCENTURE PLC IRELAND | $14,740,000 | – | 50,000 | – | 0.25% | – |
| New | BEST INCnote 1.750%10/0 | $14,593,000 | – | 22,819,000 | – | 0.25% | – | |
| CZR | New | CAESARS ENTERTAINMENT INC NE | $14,333,000 | – | 138,147 | – | 0.24% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $14,257,000 | – | 608,478 | – | 0.24% | – |
| New | EVOLENT HEALTH INCnote 1.500%10/1 | $13,616,000 | – | 14,168,000 | – | 0.23% | – | |
| New | INVACARE CORPnote 5.000%11/1 | $13,418,000 | – | 13,500,000 | – | 0.23% | – | |
| QCOM | New | QUALCOMM INC | $13,353,000 | – | 93,424 | – | 0.22% | – |
| New | VAREX IMAGING CORPnote 4.000% 6/0 | $13,114,000 | – | 8,845,000 | – | 0.22% | – | |
| ASO | New | ACADEMY SPORTS & OUTDOORS IN | $12,784,000 | – | 310,000 | – | 0.22% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $12,646,000 | – | 200,000 | – | 0.21% | – |
| New | WAYFAIR INCnote 1.125%11/0 | $12,274,000 | – | 4,500,000 | – | 0.21% | – | |
| New | BURLINGTON STORES INCnote 2.250% 4/1 | $11,941,000 | – | 7,500,000 | – | 0.20% | – | |
| TXN | New | TEXAS INSTRS INC | $11,790,000 | – | 61,309 | – | 0.20% | – |
| EXP | New | EAGLE MATLS INC | $11,724,000 | – | 82,500 | – | 0.20% | – |
| S | New | SENTINELONE INCcl a | $11,688,000 | – | 275,000 | – | 0.20% | – |
| New | EVENTBRITE INCnote 5.000%12/0 | $11,405,000 | – | 6,500,000 | – | 0.19% | – | |
| New | GOSSAMER BIO INCnote 5.000% 6/0 | $11,355,000 | – | 14,137,000 | – | 0.19% | – | |
| NXPI | New | NXP SEMICONDUCTORS N V | $9,884,000 | – | 48,044 | – | 0.17% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $9,889,000 | – | 38,500 | – | 0.17% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $9,823,000 | – | 7,000,000 | – | 0.17% | – | |
| DEN | New | DENBURY INCput | $9,598,000 | – | 125,000 | – | 0.16% | – |
| New | INVACARE CORPnote 5.000%11/1 | $9,310,000 | – | 9,500,000 | – | 0.16% | – | |
| New | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $9,212,000 | – | 9,760,000 | – | 0.16% | – | |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $8,720,000 | – | 280,731 | – | 0.15% | – |
| New | VEONEER INCnote 4.000% 6/0 | $8,578,000 | – | 6,800,000 | – | 0.14% | – | |
| MGM | New | MGM RESORTS INTERNATIONAL | $8,530,000 | – | 200,000 | – | 0.14% | – |
| New | LANNETT CO INCnote 4.500%10/0 | $8,338,000 | – | 13,500,000 | – | 0.14% | – | |
| ABNB | New | AIRBNB INC | $8,346,000 | – | 54,500 | – | 0.14% | – |
| DCRC | New | DECARBONIZATION PLUS ACQU II | $8,296,000 | – | 800,000 | – | 0.14% | – |
| New | GRANITE CONSTR INCnote 2.750%11/0 | $8,026,000 | – | 5,500,000 | – | 0.14% | – | |
| TTE | New | TOTALENERGIES SEsponsored ads | $7,921,000 | – | 175,000 | – | 0.13% | – |
| CME | New | CME GROUP INC | $6,386,000 | – | 30,028 | – | 0.11% | – |
| LVS | New | LAS VEGAS SANDS CORP | $6,333,000 | – | 120,200 | – | 0.11% | – |
| DDOG | New | DATADOG INC | $5,491,000 | – | 52,760 | – | 0.09% | – |
| ET | New | ENERGY TRANSFER L P | $5,078,000 | – | 477,750 | – | 0.09% | – |
| QELL | New | QELL ACQUISITION CORPcl a | $4,975,000 | – | 500,000 | – | 0.08% | – |
| FACA | New | FIGURE ACQUISITION CORP I | $5,000,000 | – | 500,000 | – | 0.08% | – |
| DCRN | New | DECARBONIZATION PLUS ACQU II | $4,935,000 | – | 500,000 | – | 0.08% | – |
| ACTD | New | ARCLIGHT CLEAN TRANSITION II | $4,900,000 | – | 500,000 | – | 0.08% | – |
| LHAA | New | LERER HIPPEAU ACQUISITION COcl a | $4,927,000 | – | 500,000 | – | 0.08% | – |
| LIII | New | LEO HOLDINGS III CORP | $4,935,000 | – | 500,000 | – | 0.08% | – |
| SPAQ | New | SPARTAN ACQUISITION CORP III | $4,890,000 | – | 500,000 | – | 0.08% | – |
| ACII | New | ATLAS CREST INVESTMENT CORP | $4,875,000 | – | 500,000 | – | 0.08% | – |
| DTOC | New | DIGITAL TRANSFORMATN OPT COR | $4,870,000 | – | 500,000 | – | 0.08% | – |
| NXU | New | NOVUS CAPITAL CORPORATION II | $4,875,000 | – | 500,000 | – | 0.08% | – |
| CLAA | New | COLONNADE ACQUISITION CORP I | $4,883,000 | – | 500,000 | – | 0.08% | – |
| ESM | New | ESM ACQUISITION CORPORATION | $4,850,000 | – | 500,000 | – | 0.08% | – |
| AAC | New | ARES ACQUISITION CORPORATION | $4,875,000 | – | 500,000 | – | 0.08% | – |
| JWSM | New | JAWS MUSTANG ACQUISITION COR | $4,880,000 | – | 500,000 | – | 0.08% | – |
| PDOT | New | PERIDOT ACQUISITION CORP II | $4,880,000 | – | 500,000 | – | 0.08% | – |
| RMGC | New | RMG ACQUISITION CORP III | $4,875,000 | – | 500,000 | – | 0.08% | – |
| FSNB | New | FUSION ACQUISITION CORP II | $4,835,000 | – | 500,000 | – | 0.08% | – |
| TWNT | New | TAILWIND TWO ACQUISITION COR | $4,830,000 | – | 500,000 | – | 0.08% | – |
| WMG | New | WARNER MUSIC GROUP CORP | $4,685,000 | – | 130,000 | – | 0.08% | – |
| TSPQ | New | TCW SPECIAL PURPOSE ACQU COR | $4,654,000 | – | 478,848 | – | 0.08% | – |
| NKE | New | NIKE INCcl b | $4,635,000 | – | 30,000 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $4,585,000 | – | 190,000 | – | 0.08% | – |
| New | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $4,490,000 | – | 4,365,000 | – | 0.08% | – | |
| XMTR | New | XOMETRY INC | $4,370,000 | – | 50,000 | – | 0.07% | – |
| DNMR | New | DANIMER SCIENTIFIC INC | $4,384,000 | – | 175,000 | – | 0.07% | – |
| ATUS | New | ALTICE USA INCcl a | $4,268,000 | – | 125,000 | – | 0.07% | – |
| MBAC | New | M3 BRIGADE ACQUISITION II CO | $4,215,000 | – | 433,614 | – | 0.07% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $4,218,000 | – | 5,000,000 | – | 0.07% | – | |
| PATH | New | UIPATH INCcl a | $4,076,000 | – | 60,000 | – | 0.07% | – |
| AUS | New | AUSTERLITZ ACQUISITION CORP | $3,968,000 | – | 400,000 | – | 0.07% | – |
| AQNU | New | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $3,973,000 | – | 80,000 | – | 0.07% | – |
| VAQC | New | VECTOR ACQUISITION CORP II | $3,972,000 | – | 400,000 | – | 0.07% | – |
| ACQR | New | INDEPENDENCE HOLDINGS CORP | $3,960,000 | – | 400,000 | – | 0.07% | – |
| SRNG | New | SOARING EAGLE ACQUISITION CO | $3,984,000 | – | 400,000 | – | 0.07% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $3,996,000 | – | 81,700 | – | 0.07% | – |
| BKNG | New | BOOKING HOLDINGS INC | $3,947,000 | – | 1,804 | – | 0.07% | – |
| APGB | New | APOLLO STRATEGIC GRWT CPTL I | $3,896,000 | – | 400,000 | – | 0.07% | – |
| CVII | New | CHURCHILL CAPITAL CORP VII | $3,892,000 | – | 400,000 | – | 0.07% | – |
| HERA | New | FTAC HERA ACQUISITION CORP | $3,900,000 | – | 400,000 | – | 0.07% | – |
| PDAC | New | PERIDOT ACQUISITION CORP | $3,746,000 | – | 307,591 | – | 0.06% | – |
| NI | New | NISOURCE INC | $3,675,000 | – | 150,000 | – | 0.06% | – |
| SNOW | New | SNOWFLAKE INCcl a | $3,627,000 | – | 15,000 | – | 0.06% | – |
| NOW | New | SERVICENOW INC | $3,472,000 | – | 6,317 | – | 0.06% | – |
| SRE | New | SEMPRA ENERGY | $3,312,000 | – | 25,000 | – | 0.06% | – |
| PSFE | New | PAYSAFE LIMITEDord | $3,282,000 | – | 271,000 | – | 0.06% | – |
| BK | New | BANK NEW YORK MELLON CORP | $3,166,000 | – | 61,800 | – | 0.05% | – |
| PCG | New | PG&E CORP | $3,051,000 | – | 300,000 | – | 0.05% | – |
| TWNIU | New | TAILWIND INTERNATNAL ACQ CORunit 99/99/9999 | $3,000,000 | – | 300,000 | – | 0.05% | – |
| CAP | New | CAPITOL INVESTMENT CORP V | $2,991,000 | – | 300,000 | – | 0.05% | – |
| LCAHU | New | LANDCADIA HOLDINGS IV INCunit 05/01/2025 | $2,988,000 | – | 300,000 | – | 0.05% | – |
| OHPAU | New | ORION ACQUISITION CORPunit 02/19/2026 | $2,976,000 | – | 300,000 | – | 0.05% | – |
| GSEV | New | GORES HOLDINGS VII INC | $2,970,000 | – | 300,000 | – | 0.05% | – |
| FTEVU | New | FINTECH EVOLUTION ACQUIS GROunit 99/99/9999 | $2,994,000 | – | 300,000 | – | 0.05% | – |
| PFDR | New | PATHFINDER ACQUISITION CORPcl a | $2,922,000 | – | 300,000 | – | 0.05% | – |
| TCOM | New | TRIP COM GROUP LTDads | $2,936,000 | – | 82,800 | – | 0.05% | – |
| CMLTU | New | CM LIFE SCIENCES III INCunit 04/30/2028 | $2,738,000 | – | 250,000 | – | 0.05% | – |
| SPOT | New | SPOTIFY TECHNOLOGY S A | $2,756,000 | – | 10,000 | – | 0.05% | – |
| GTPBU | New | GORES TECHNOLOGY PARTNERS IIunit 03/16/2028 | $2,583,000 | – | 250,000 | – | 0.04% | – |
| ALUS | New | ALUSSA ENERGY ACQUISITION CO | $2,478,000 | – | 250,000 | – | 0.04% | – |
| TLGAU | New | TLG ACQUISITION ONE CORPunit 99/99/9999 | $2,480,000 | – | 250,000 | – | 0.04% | – |
| STWO | New | ACON S2 ACQUISITION CORP | $2,475,000 | – | 250,000 | – | 0.04% | – |
| ITHXU | New | ITHAX ACQUISITION CORPunit 12/31/2027 | $2,498,000 | – | 250,000 | – | 0.04% | – |
| MITU | New | MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999 | $2,417,000 | – | 240,000 | – | 0.04% | – |
| NRAC | New | NOBLE ROCK ACQUISITION CORP | $2,418,000 | – | 250,000 | – | 0.04% | – |
| OEPWU | New | ONE EQUITY PARTNERS OPEN WTRunit 01/14/2026 | $2,400,000 | – | 240,000 | – | 0.04% | – |
| TZPSU | New | TZP STRATEGIES ACQUISTN CORPunit 01/06/2026 | $2,386,000 | – | 240,000 | – | 0.04% | – |
| ALC | New | ALCON AG | $2,281,000 | – | 32,464 | – | 0.04% | – |
| KURIU | New | ALKURI GLOBAL ACQUISITION COunit 01/01/2028 | $2,052,000 | – | 200,000 | – | 0.04% | – |
| EJFAU | New | EJF ACQUISITION CORPunit 03/10/2026 | $1,996,000 | – | 200,000 | – | 0.03% | – |
| ASZU | New | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $2,014,000 | – | 200,000 | – | 0.03% | – |
| NSTDU | New | NORTHERN STAR INVEST CORP IVunit 02/25/2028 | $2,000,000 | – | 200,000 | – | 0.03% | – |
| ISOSU | New | ISOS ACQUISITION CORPORATIONunit 99/99/9999 | $2,038,000 | – | 200,000 | – | 0.03% | – |
| GLBLU | New | CARTESIAN GROWTH CORPunit 02/26/2028 | $1,996,000 | – | 200,000 | – | 0.03% | – |
| RXRAU | New | RXR ACQUISITION CORPunit 01/01/2025 | $1,994,000 | – | 200,000 | – | 0.03% | – |
| FRSGU | New | FIRST RESERVE SUSTAINABLE GWunit 03/05/2026 | $1,998,000 | – | 200,000 | – | 0.03% | – |
| NSTCU | New | NORTHERN STAR INVEST CORP IIunit 02/25/2028 | $2,000,000 | – | 200,000 | – | 0.03% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS L | $2,025,000 | – | 94,550 | – | 0.03% | – |
| SLACU | New | SOCIAL LEVERAGE ACQUISN CORPunit 99/99/9999 | $1,998,000 | – | 200,000 | – | 0.03% | – |
| GIIX | New | GORES HLDGS VIII INCcl a | $1,984,000 | – | 200,000 | – | 0.03% | – |
| SNII | New | SUPERNOVA PARTNERS ACQUISTN | $1,942,000 | – | 200,000 | – | 0.03% | – |
| ATMR | New | ALTIMAR ACQUISITION CORP II | $1,944,000 | – | 200,000 | – | 0.03% | – |
| BOASU | New | BOA ACQUISITION CORPunit 99/99/9999 | $1,982,000 | – | 200,000 | – | 0.03% | – |
| DHBC | New | DHB CAPITAL CORP | $1,954,000 | – | 200,000 | – | 0.03% | – |
| ENNVU | New | ECP ENVIRONMENTAL GW OPT CORunit 03/01/2026 | $1,775,000 | – | 175,000 | – | 0.03% | – |
| LU | New | LUFAX HOLDING LTD | $1,695,000 | – | 150,000 | – | 0.03% | – |
| BSY | New | BENTLEY SYS INC | $1,620,000 | – | 25,000 | – | 0.03% | – |
| DNB | New | DUN & BRADSTREET HLDGS INC | $1,603,000 | – | 75,000 | – | 0.03% | – |
| APO | New | APOLLO GLOBAL MGMT INC | $1,569,000 | – | 25,219 | – | 0.03% | – |
| FSRXU | New | FINSERV ACQUISITION CORP IIunit 02/17/2026 | $1,500,000 | – | 150,000 | – | 0.02% | – |
| KAIRU | New | KAIROS ACQUISITION CORPunit 99/99/9999 | $1,488,000 | – | 148,547 | – | 0.02% | – |
| HIIIU | New | HUDSON EXECUTIVE INVES IIIunit 02/22/2026 | $1,499,000 | – | 150,000 | – | 0.02% | – |
| DGNU | New | DRAGONEER GROWTH OPT CORP II | $1,250,000 | – | 125,000 | – | 0.02% | – |
| GTPAU | New | GORES TECHNOLOGY PARTNERS INunit 03/16/2028 | $1,256,000 | – | 125,000 | – | 0.02% | – |
| NEP | New | NEXTERA ENERGY PARTNERS LP | $1,199,000 | – | 15,700 | – | 0.02% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $1,142,000 | – | 134,200 | – | 0.02% | – |
| NGAB | New | NORTHERN GENESIS ACQUISITION | $995,000 | – | 100,000 | – | 0.02% | – |
| KCAC | New | KENSINGTON CAPITAL ACQUISITI | $995,000 | – | 100,000 | – | 0.02% | – |
| FRXBU | New | FOREST ROAD ACQUISITION CORunit 99/99/9999 | $1,004,000 | – | 100,000 | – | 0.02% | – |
| SBEAU | New | SILVERBOX ENGAGED MERGER COunit 03/31/2028 | $1,000,000 | – | 100,000 | – | 0.02% | – |
| SPGSU | New | SIMON PROPERTY GRP ACQ HOLDIunit 99/99/9999 | $1,007,000 | – | 100,000 | – | 0.02% | – |
| TSIBU | New | TISHMAN SPEYER INNOVATION COunit 02/11/2026 | $1,009,000 | – | 100,000 | – | 0.02% | – |
| HUGSU | New | USHG ACQUISITION CORPunit 99/99/9999 | $1,002,000 | – | 100,000 | – | 0.02% | – |
| DMYQU | New | DMY TECHNOLOGY GROUP INC IVunit 99/99/9999 | $1,002,000 | – | 100,000 | – | 0.02% | – |
| SLAMU | New | SLAM CORPunit 99/99/9999 | $998,000 | – | 100,000 | – | 0.02% | – |
| COLIU | New | COLICITY INCunit 02/24/2026 | $1,007,000 | – | 100,000 | – | 0.02% | – |
| NDACU | New | NIGHTDRAGON ACQUISITION CORPunit 02/26/20266 | $1,006,000 | – | 100,000 | – | 0.02% | – |
| ANACU | New | ARCTOS NORTHSTAR ACQUIS CORPunit 99/99/9999 | $1,000,000 | – | 100,000 | – | 0.02% | – |
| NVSAU | New | NEW VISTA ACQUISITION CORPunit 02/01/2026 | $1,000,000 | – | 100,000 | – | 0.02% | – |
| FTAAU | New | FTAC ATHENA ACQUISITION CORPunit 99/99/9999 | $1,020,000 | – | 100,000 | – | 0.02% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $894,000 | – | 51,530 | – | 0.02% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $850,000 | – | 7,164 | – | 0.01% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $786,000 | – | 16,618 | – | 0.01% | – |
| LOKMU | New | LIVE OAK MOBILITY ACQUISI COunit 03/01/2028 | $703,000 | – | 70,000 | – | 0.01% | – |
| BILI | New | BILIBILI INCspons ads rep z | $573,000 | – | 4,700 | – | 0.01% | – |
| CBB | New | CINCINNATI BELL INC NEW | $601,000 | – | 38,986 | – | 0.01% | – |
| LAZR | New | LUMINAR TECHNOLOGIES INC | $549,000 | – | 25,000 | – | 0.01% | – |
| ATAQU | New | ALTIMAR ACQUISITION CORP IIIunit 99/99/9999 | $505,000 | – | 50,000 | – | 0.01% | – |
| FACTU | New | FREEDOM ACQUISITION I CORPunit 99/99/9999 | $499,000 | – | 50,000 | – | 0.01% | – |
| AMPIU | New | ADVANCED MERGER PARTNERS INCunit 99/99/9999 | $500,000 | – | 50,000 | – | 0.01% | – |
| DCRNW | New | DECARBONIZATION PLUS ACQU II*w exp 01/19/202 | $243,000 | – | 166,666 | – | 0.00% | – |
| SRNGW | New | SOARING EAGLE ACQUISITION CO*w exp 02/23/202 | $264,000 | – | 80,000 | – | 0.00% | – |
| FSNBWS | New | FUSION ACQUISITION CORP II*w exp 02/29/202 | $163,000 | – | 166,666 | – | 0.00% | – |
| JWSMWS | New | JAWS MUSTANG ACQUISITION COR*w exp 01/30/202 | $158,000 | – | 125,000 | – | 0.00% | – |
| New | FALCON MINERALS CORP*w exp 07/21/202 | $204,000 | – | 1,072,500 | – | 0.00% | – | |
| ACTDW | New | ARCLIGHT CLEAN TRANSITION II*w exp 03/16/202 | $168,000 | – | 100,000 | – | 0.00% | – |
| AUSWS | New | AUSTERLITZ ACQUISITION CORP*w exp 02/19/202 | $173,000 | – | 100,000 | – | 0.00% | – |
| FACAWS | New | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $173,000 | – | 125,000 | – | 0.00% | – |
| SPAQWS | New | SPARTAN ACQUISITION CORP III*w exp 02/04/202 | $149,000 | – | 125,000 | – | 0.00% | – |
| TSPQWS | New | TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999 | $152,000 | – | 159,615 | – | 0.00% | – |
| MBACWS | New | M3 BRIGADE ACQUISITION II CO*w exp 09/03/202 | $167,000 | – | 144,537 | – | 0.00% | – |
| TWNTWS | New | TAILWIND TWO ACQUISITION COR*w exp 03/09/202 | $167,000 | – | 166,666 | – | 0.00% | – |
| NXUWS | New | NOVUS CAPITAL CORPORATION II*w exp 02/02/202 | $197,000 | – | 166,666 | – | 0.00% | – |
| ESMWS | New | ESM ACQUISITION CORPORATION*w exp 02/02/202 | $168,000 | – | 166,666 | – | 0.00% | – |
| HERAW | New | FTAC HERA ACQUISITION CORP*w exp 02/28/202 | $132,000 | – | 99,999 | – | 0.00% | – |
| AACWS | New | ARES ACQUISITION CORPORATION*w exp 99/99/999 | $125,000 | – | 100,000 | – | 0.00% | – |
| ACIIWS | New | ATLAS CREST INVESTMENT CORP*w exp 02/03/202 | $144,000 | – | 125,000 | – | 0.00% | – |
| LIIIWS | New | LEO HOLDINGS III CORP*w exp 03/02/202 | $116,000 | – | 100,000 | – | 0.00% | – |
| CLAAWS | New | COLONNADE ACQUISITION CORP I*w exp 99/99/999 | $107,000 | – | 100,000 | – | 0.00% | – |
| APGBWS | New | APOLLO STRATEGIC GRWT CPTL I*w exp 02/12/202 | $101,000 | – | 80,000 | – | 0.00% | – |
| PDOTWS | New | PERIDOT ACQUISITION CORP II*w exp 04/30/202 | $111,000 | – | 100,000 | – | 0.00% | – |
| CVIIWS | New | CHURCHILL CAPITAL CORP VII*w exp 02/29/202 | $111,000 | – | 80,000 | – | 0.00% | – |
| RMGCW | New | RMG ACQUISITION CORP III*w exp 02/08/202 | $125,000 | – | 100,000 | – | 0.00% | – |
| DTOCW | New | DIGITAL TRANSFORMATN OPT COR*w exp 03/31/202 | $117,000 | – | 125,000 | – | 0.00% | – |
| KLRWS | New | KALEYRA INC*w exp 11/25/202 | $81,000 | – | 25,399 | – | 0.00% | – |
| GSEVW | New | GORES HOLDINGS VII INC*w exp 02/25/202 | $51,000 | – | 37,499 | – | 0.00% | – |
| SNIIWS | New | SUPERNOVA PARTNERS ACQUISTN*w exp 99/99/999 | $60,000 | – | 49,998 | – | 0.00% | – |
| KCACWS | New | KENSINGTON CAPITAL ACQUISITI*w exp 02/23/202 | $43,000 | – | 24,999 | – | 0.00% | – |
| DHBCW | New | DHB CAPITAL CORP*w exp 03/31/202 | $60,000 | – | 66,666 | – | 0.00% | – |
| ATMRWS | New | ALTIMAR ACQUISITION CORP II*w exp 02/09/202 | $58,000 | – | 50,000 | – | 0.00% | – |
| GIIXW | New | GORES HLDGS VIII INC*w exp 03/01/202 | $32,000 | – | 24,999 | – | 0.00% | – |
| PFDRW | New | PATHFINDER ACQUISITION CORP*w exp 02/19/202 | $62,000 | – | 60,000 | – | 0.00% | – |
| NRACW | New | NOBLE ROCK ACQUISITION CORP*w exp 01/31/202 | $71,000 | – | 83,333 | – | 0.00% | – |
| ACQRW | New | INDEPENDENCE HOLDINGS CORP*w exp 03/31/202 | $89,000 | – | 80,000 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XERS | Exit | XERIS PHARMACEUTICALS INC | $0 | – | -4,248 | – | -0.00% | – |
| Exit | FALCON MINERALS CORP*w exp 07/21/202 | $0 | – | -1,072,500 | – | -0.00% | – | |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -35,000 | – | -0.00% | – |
| MR | Exit | MONTAGE RES CORP | $0 | – | -51,877 | – | -0.01% | – |
| BMYRT | Exit | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $0 | – | -125,000 | – | -0.01% | – |
| FRTA | Exit | FORTERRA INC | $0 | – | -57,155 | – | -0.02% | – |
| WES | Exit | WESTERN MIDSTREAM PARTNERS L | $0 | – | -94,550 | – | -0.02% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -134,200 | – | -0.03% | – |
| MCS | Exit | MARCUS CORP DEL | $0 | – | -148,668 | – | -0.03% | – |
| OMCL | Exit | OMNICELL COM | $0 | – | -15,169 | – | -0.03% | – |
| EGHT | Exit | 8X8 INC NEW | $0 | – | -82,600 | – | -0.03% | – |
| CHWY | Exit | CHEWY INCcl a | $0 | – | -23,657 | – | -0.03% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -100,000 | – | -0.03% | – |
| DEN | Exit | DENBURY INC | $0 | – | -83,680 | – | -0.04% | – |
| PTON | Exit | PELOTON INTERACTIVE INC | $0 | – | -14,652 | – | -0.04% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -24,300 | – | -0.04% | – |
| Exit | INSEEGO CORPnote 3.250% 5/0 | $0 | – | -1,835,000 | – | -0.04% | – | |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -2,000,000 | – | -0.04% | – | |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -45,000 | – | -0.05% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -75,000 | – | -0.05% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -25,000 | – | -0.06% | – |
| ET | Exit | ENERGY TRANSFER LP | $0 | – | -477,750 | – | -0.06% | – |
| TTE | Exit | TOTAL SEsponsored ads | $0 | – | -75,000 | – | -0.06% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -50,000 | – | -0.06% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -175,000 | – | -0.06% | – |
| Exit | INVACARE CORPnote 4.500% 6/0 | $0 | – | -2,973,000 | – | -0.06% | – | |
| ZGNX | Exit | ZOGENIX INC | $0 | – | -150,000 | – | -0.07% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -81,700 | – | -0.07% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -100,000 | – | -0.07% | – |
| AVTR | Exit | AVANTOR INC | $0 | – | -130,248 | – | -0.07% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -190,000 | – | -0.07% | – |
| LCI | Exit | LANNET INCput | $0 | – | -500,000 | – | -0.08% | – |
| MNTA | Exit | MOMENTA PHARMACEUTICALS INC | $0 | – | -60,000 | – | -0.08% | – |
| NI | Exit | NISOURCE INC | $0 | – | -150,000 | – | -0.08% | – |
| Exit | OMEROS CORPnote 6.250%11/1 | $0 | – | -3,600,000 | – | -0.08% | – | |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -421,142 | – | -0.09% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -300,000 | – | -0.09% | – |
| C | Exit | CITIGROUP INC | $0 | – | -94,787 | – | -0.10% | – |
| Exit | APPLIED OPTOELECTRONICS INCnote 5.000% 3/1 | $0 | – | -5,000,000 | – | -0.11% | – | |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -56,354 | – | -0.11% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -158,000 | – | -0.11% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -99,701 | – | -0.12% | – |
| Exit | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $0 | – | -4,365,000 | – | -0.12% | – | |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -50,000 | – | -0.12% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,028 | – | -0.12% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -2,611,698 | – | -0.15% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -54,683 | – | -0.16% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -302,500 | – | -0.16% | – |
| RNR | Exit | RENAISSANCERE HLDGS LTD | $0 | – | -39,760 | – | -0.16% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -306,666 | – | -0.17% | – |
| Exit | GOSSAMER BIO INCnote 5.000% 6/0 | $0 | – | -6,700,000 | – | -0.17% | – | |
| SIRI | Exit | SIRIUS XM HOLDINGS INC | $0 | – | -1,341,666 | – | -0.18% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -158,578 | – | -0.19% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -7,000,000 | – | -0.19% | – | |
| Exit | EAGLE BULK SHIPPING INCnote 5.000% 8/0 | $0 | – | -10,525,000 | – | -0.19% | – | |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -612,427 | – | -0.19% | – |
| VST | Exit | VISTRA CORP | $0 | – | -430,000 | – | -0.20% | – |
| Exit | GREENLIGHT CAP RE LTDnote 4.000% 8/0 | $0 | – | -10,250,000 | – | -0.20% | – | |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -456,826 | – | -0.20% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -70,000 | – | -0.21% | – |
| Exit | RESOURCE CAP CORPnote 4.500% 8/1 | $0 | – | -9,941,000 | – | -0.22% | – | |
| PCG | Exit | PG&E CORPput | $0 | – | -1,000,000 | – | -0.23% | – |
| Exit | OMEROS CORPnote 5.250% 2/1 | $0 | – | -11,000,000 | – | -0.23% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -13,625,000 | – | -0.24% | – | |
| TIF | Exit | TIFFANY & CO NEWput | $0 | – | -85,000 | – | -0.24% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -1,149,085 | – | -0.25% | – |
| Exit | GREEN PLAINS INCnote 4.125% 9/0 | $0 | – | -11,050,000 | – | -0.26% | – | |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -829,652 | – | -0.27% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -91,000 | – | -0.27% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -361,438 | – | -0.28% | – |
| APTV | Exit | APTIV PLC | $0 | – | -123,666 | – | -0.28% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -36,634 | – | -0.29% | – |
| Exit | INVACARE CORPnote 5.000%11/1 | $0 | – | -13,500,000 | – | -0.30% | – | |
| Exit | INVACARE CORPnote 5.000%11/1 | $0 | – | -14,500,000 | – | -0.30% | – | |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -21,350 | – | -0.33% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -400,000 | – | -0.33% | – |
| Exit | INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1 | $0 | – | -19,552,000 | – | -0.33% | – | |
| Exit | GOGO INCnote 6.000% 5/1 | $0 | – | -8,553,000 | – | -0.33% | – | |
| Exit | XERIS PHARMACEUTICALS INCnote 5.000% 7/1 | $0 | – | -6,986,000 | – | -0.33% | – | |
| PCG | Exit | PG&E CORP | $0 | – | -1,456,891 | – | -0.34% | – |
| Exit | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $0 | – | -19,760,000 | – | -0.35% | – | |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -14,620,000 | – | -0.35% | – | |
| Exit | BENEFITFOCUS INCnote 1.250%12/1 | $0 | – | -18,116,000 | – | -0.36% | – | |
| Exit | LIBERTY LATIN AMERICA LTDnote 2.000% 7/1 | $0 | – | -17,906,000 | – | -0.36% | – | |
| Exit | TIMKENSTEEL CORPnote 6.000% 6/0 | $0 | – | -17,115,000 | – | -0.36% | – | |
| MCHI | Exit | ISHARES TRmsci china etf | $0 | – | -204,000 | – | -0.37% | – |
| CZR | Exit | CAESARS ENTERTAINMENT INC NE | $0 | – | -276,373 | – | -0.38% | – |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -19,200,000 | – | -0.40% | – | |
| ADI | Exit | ANALOG DEVICES INCcall | $0 | – | -150,000 | – | -0.43% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -597,500 | – | -0.43% | – |
| Exit | VEONEER INCnote 4.000% 6/0 | $0 | – | -18,300,000 | – | -0.43% | – | |
| DIS | Exit | DISNEY WALT CO | $0 | – | -150,000 | – | -0.46% | – |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -14,500,000 | – | -0.46% | – | |
| Exit | EVOLENT HEALTH INCnote 1.500%10/1 | $0 | – | -24,117,000 | – | -0.46% | – | |
| FOCS | Exit | FOCUS FINL PARTNERS INC | $0 | – | -584,792 | – | -0.47% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -294,369 | – | -0.49% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEW | $0 | – | -406,386 | – | -0.58% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -1,764,581 | – | -0.60% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -321,547 | – | -0.60% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -145,058 | – | -0.61% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -17,517 | – | -0.63% | – |
| U | Exit | UNITY SOFTWARE INC | $0 | – | -300,000 | – | -0.64% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC. | $0 | – | -267,956 | – | -0.67% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -241,400 | – | -0.68% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -750,656 | – | -0.72% | – |
| XLU | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -500,000 | – | -0.73% | – |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -411,600 | – | -0.78% | – |
| IMMU | Exit | IMMUNOMEDICS INC | $0 | – | -384,096 | – | -0.80% | – |
| SE | Exit | SEA LTDsponsord ads | $0 | – | -219,500 | – | -0.83% | – |
| SPSB | Exit | SPDR SER TRportfolio short | $0 | – | -1,113,000 | – | -0.86% | – |
| ALC | Exit | ALCON AG | $0 | – | -700,762 | – | -0.98% | – |
| Exit | ZILLOW GROUP INCnote 1.375% 9/0 | $0 | – | -17,500,000 | – | -1.02% | – | |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -894,955 | – | -1.10% | – |
| NLOK | Exit | NORTONLIFELOCK INC | $0 | – | -2,313,742 | – | -1.18% | – |
| OTIS | Exit | OTIS WORLDWIDE CORP | $0 | – | -802,547 | – | -1.23% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -150,000 | – | -1.23% | – |
| ARMK | Exit | ARAMARK | $0 | – | -2,000,400 | – | -1.30% | – |
| Exit | WAYFAIR INCnote 1.000% 8/1 | $0 | – | -28,000,000 | – | -1.42% | – | |
| IGSB | Exit | ISHARES TR | $0 | – | -1,113,000 | – | -1.50% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -567,529 | – | -1.59% | – |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -30,252,000 | – | -1.91% | – | |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -1,097,466 | – | -2.18% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -1,017,866 | – | -2.51% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -5,555,556 | – | -2.76% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -5,492,229 | – | -3.14% | – |
| DKNG | Exit | DRAFTKINGS INC | $0 | – | -2,363,380 | – | -3.40% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -4,391,753 | – | -3.69% | – |
| PLTR | Exit | PALANTIR TECHNOLOGIES INCcla | $0 | – | -18,457,516 | – | -4.29% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -1,341,081 | – | -4.42% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -3,054,004 | – | -5.66% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -1,127,872 | – | -7.67% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -5,281,767 | – | -18.48% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | INVESCO QQQ TRunit ser 1 | $313,368,000 | – | 1,127,872 | – | 7.67% | – |
| DHI | Buy | D R HORTON INC | $230,974,000 | +131.9% | 3,054,004 | +70.0% | 5.66% | +154.5% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $180,657,000 | -2.8% | 1,341,081 | -3.0% | 4.42% | +6.7% |
| PLTR | New | PALANTIR TECHNOLOGIES INCcla | $175,346,000 | – | 18,457,516 | – | 4.29% | – |
| DKNG | Sell | DRAFTKINGS INC | $139,061,000 | +68.6% | 2,363,380 | -4.7% | 3.40% | +85.1% |
| VICI | Sell | VICI PPTYS INC | $128,353,000 | +3.3% | 5,492,229 | -10.7% | 3.14% | +13.4% |
| DRI | Buy | DARDEN RESTAURANTS INC | $102,540,000 | +53.5% | 1,017,866 | +15.5% | 2.51% | +68.5% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $88,840,000 | +9.8% | 1,097,466 | +2.9% | 2.18% | +20.4% |
| Sell | WAYFAIR INCnote 1.125%11/0 | $78,017,000 | -13.2% | 30,252,000 | -39.8% | 1.91% | -4.7% | |
| TMUS | Sell | T-MOBILE US INC | $64,903,000 | -57.2% | 567,529 | -61.0% | 1.59% | -53.0% |
| IGSB | Sell | ISHARES TR | $61,115,000 | -61.7% | 1,113,000 | -61.8% | 1.50% | -57.9% |
| New | WAYFAIR INCnote 1.000% 8/1 | $58,080,000 | – | 28,000,000 | – | 1.42% | – | |
| ARMK | Buy | ARAMARK | $52,911,000 | +42.0% | 2,000,400 | +21.2% | 1.30% | +56.0% |
| SPY | New | SPDR S&P 500 ETF TRput | $50,234,000 | – | 150,000 | – | 1.23% | – |
| OTIS | Sell | OTIS WORLDWIDE CORP | $50,095,000 | -27.4% | 802,547 | -33.8% | 1.23% | -20.2% |
| NLOK | Sell | NORTONLIFELOCK INC | $48,218,000 | -49.4% | 2,313,742 | -51.8% | 1.18% | -44.4% |
| ETFC | Buy | E TRADE FINANCIAL CORP | $44,792,000 | +52.3% | 894,955 | +51.3% | 1.10% | +67.2% |
| New | ZILLOW GROUP INCnote 1.375% 9/0 | $41,836,000 | – | 17,500,000 | – | 1.02% | – | |
| SE | Sell | SEA LTDsponsord ads | $33,812,000 | +29.0% | 219,500 | -10.2% | 0.83% | +41.5% |
| IMMU | New | IMMUNOMEDICS INC | $32,660,000 | – | 384,096 | – | 0.80% | – |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $31,685,000 | – | 411,600 | – | 0.78% | – |
| XLU | Sell | SELECT SECTOR SPDR TRcall | $29,690,000 | -85.0% | 500,000 | -85.7% | 0.73% | -83.5% |
| AMTD | Buy | TD AMERITRADE HLDG CORP | $29,388,000 | +15.3% | 750,656 | +7.1% | 0.72% | +26.5% |
| MCHP | New | MICROCHIP TECHNOLOGY INC. | $27,535,000 | – | 267,956 | – | 0.67% | – |
| U | New | UNITY SOFTWARE INC | $26,184,000 | – | 300,000 | – | 0.64% | – |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $25,673,000 | -44.9% | 17,517 | -46.7% | 0.63% | -39.5% |
| VAR | New | VARIAN MED SYS INC | $24,950,000 | – | 145,058 | – | 0.61% | – |
| LPLA | Sell | LPL FINL HLDGS INC | $24,653,000 | -34.2% | 321,547 | -32.8% | 0.60% | -27.8% |
| PFSI | Buy | PENNYMAC FINL SVCS INC NEW | $23,619,000 | +48.1% | 406,386 | +6.5% | 0.58% | +62.4% |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $19,902,000 | – | 294,369 | – | 0.49% | – |
| FOCS | Buy | FOCUS FINL PARTNERS INC | $19,175,000 | +15.3% | 584,792 | +16.2% | 0.47% | +26.7% |
| Sell | SOUTHWEST AIRLS COnote 1.250% 5/0 | $18,920,000 | -42.6% | 14,500,000 | -47.3% | 0.46% | -37.1% | |
| DIS | New | DISNEY WALT CO | $18,612,000 | – | 150,000 | – | 0.46% | – |
| GM | Buy | GENERAL MTRS CO | $17,680,000 | +134.9% | 597,500 | +100.8% | 0.43% | +157.7% |
| ADI | New | ANALOG DEVICES INCcall | $17,511,000 | – | 150,000 | – | 0.43% | – |
| CZR | New | CAESARS ENTERTAINMENT INC NE | $15,493,000 | – | 276,373 | – | 0.38% | – |
| MCHI | New | ISHARES TRmsci china etf | $15,131,000 | – | 204,000 | – | 0.37% | – |
| New | LIBERTY LATIN AMERICA LTDnote 2.000% 7/1 | $14,685,000 | – | 17,906,000 | – | 0.36% | – | |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $14,379,000 | – | 14,620,000 | – | 0.35% | – | |
| New | CORENERGY INFRASTRUCTURE TRnote 5.875% 8/1 | $14,221,000 | – | 19,760,000 | – | 0.35% | – | |
| PCG | Sell | PG&E CORP | $13,680,000 | -86.9% | 1,456,891 | -87.6% | 0.34% | -85.6% |
| Sell | XERIS PHARMACEUTICALS INCnote 5.000% 7/1 | $13,597,000 | +96.0% | 6,986,000 | -0.2% | 0.33% | +114.8% | |
| New | INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1 | $13,548,000 | – | 19,552,000 | – | 0.33% | – | |
| Sell | GOGO INCnote 6.000% 5/1 | $13,544,000 | +4.1% | 8,553,000 | -53.1% | 0.33% | +14.5% | |
| NGHC | New | NATIONAL GEN HLDGS CORP | $13,500,000 | – | 400,000 | – | 0.33% | – |
| CHTR | Buy | CHARTER COMMUNICATIONS INC Ncl a | $13,330,000 | +42.8% | 21,350 | +16.7% | 0.33% | +56.7% |
| SBAC | Buy | SBA COMMUNICATIONS CORP NEWcl a | $11,667,000 | +48.3% | 36,634 | +38.8% | 0.29% | +63.4% |
| APTV | Buy | APTIV PLC | $11,338,000 | +53.2% | 123,666 | +30.2% | 0.28% | +68.5% |
| PPG | New | PPG INDS INC | $11,109,000 | – | 91,000 | – | 0.27% | – |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $10,993,000 | +85.9% | 829,652 | +50.5% | 0.27% | +103.8% |
| MTG | Sell | MGIC INVT CORP WIS | $10,181,000 | -7.9% | 1,149,085 | -14.8% | 0.25% | +0.8% |
| TIF | Sell | TIFFANY & CO NEWput | $9,847,000 | -35.4% | 85,000 | -32.0% | 0.24% | -29.1% |
| New | OMEROS CORPnote 5.250% 2/1 | $9,510,000 | – | 11,000,000 | – | 0.23% | – | |
| PCG | New | PG&E CORPput | $9,390,000 | – | 1,000,000 | – | 0.23% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $8,737,000 | – | 70,000 | – | 0.21% | – |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $7,900,000 | -4.3% | 612,427 | -7.6% | 0.19% | +4.9% |
| New | EAGLE BULK SHIPPING INCnote 5.000% 8/0 | $7,790,000 | – | 10,525,000 | – | 0.19% | – | |
| TOL | New | TOLL BROTHERS INC | $7,716,000 | – | 158,578 | – | 0.19% | – |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $7,191,000 | +16.7% | 1,341,666 | +27.8% | 0.18% | +27.5% |
| New | GOSSAMER BIO INCnote 5.000% 6/0 | $6,925,000 | – | 6,700,000 | – | 0.17% | – | |
| AXTA | New | AXALTA COATING SYS LTD | $6,799,000 | – | 306,666 | – | 0.17% | – |
| RNR | Sell | RENAISSANCERE HLDGS LTD | $6,749,000 | -33.5% | 39,760 | -33.0% | 0.16% | -27.3% |
| BXMT | Sell | BLACKSTONE MTG TR INC | $6,646,000 | -22.3% | 302,500 | -14.8% | 0.16% | -14.7% |
| TIF | Buy | TIFFANY & CO NEW | $6,335,000 | +592.3% | 54,683 | +629.1% | 0.16% | +675.0% |
| BGCP | Buy | BGC PARTNERS INCcl a | $6,268,000 | -5.1% | 2,611,698 | +8.3% | 0.15% | +4.1% |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $5,003,000 | – | 50,000 | – | 0.12% | – |
| MS | Sell | MORGAN STANLEY | $4,821,000 | -82.9% | 99,701 | -82.9% | 0.12% | -81.2% |
| GM | New | GENERAL MTRS COcall | $4,675,000 | – | 158,000 | – | 0.11% | – |
| Sell | APPLIED OPTOELECTRONICS INCnote 5.000% 3/1 | $4,611,000 | -32.4% | 5,000,000 | -37.5% | 0.11% | -25.7% | |
| GLIBA | Sell | GCI LIBERTY INC | $4,619,000 | +10.3% | 56,354 | -4.2% | 0.11% | +21.5% |
| C | Sell | CITIGROUP INC | $4,086,000 | -84.5% | 94,787 | -81.6% | 0.10% | -83.0% |
| Sell | OMEROS CORPnote 6.250%11/1 | $3,421,000 | -71.5% | 3,600,000 | -69.0% | 0.08% | -68.7% | |
| NI | Sell | NISOURCE INC | $3,300,000 | -51.6% | 150,000 | -50.0% | 0.08% | -46.7% |
| MNTA | New | MOMENTA PHARMACEUTICALS INC | $3,149,000 | – | 60,000 | – | 0.08% | – |
| AVTR | Sell | AVANTOR INC | $2,929,000 | -5.5% | 130,248 | -28.5% | 0.07% | +4.3% |
| FE | Sell | FIRSTENERGY CORP | $2,871,000 | -57.7% | 100,000 | -42.9% | 0.07% | -53.6% |
| ZGNX | New | ZOGENIX INC | $2,690,000 | – | 150,000 | – | 0.07% | – |
| AMBA | New | AMBARELLA INC | $2,609,000 | – | 50,000 | – | 0.06% | – |
| CBB | New | CINCINNATI BELL INC NEW | $2,625,000 | – | 175,000 | – | 0.06% | – |
| TTE | New | TOTAL SEsponsored ads | $2,573,000 | – | 75,000 | – | 0.06% | – |
| ETR | Sell | ENTERGY CORP NEW | $2,463,000 | -47.5% | 25,000 | -50.0% | 0.06% | -42.9% |
| FBC | New | FLAGSTAR BANCORP INC | $2,222,000 | – | 75,000 | – | 0.05% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $1,959,000 | – | 45,000 | – | 0.05% | – |
| New | INFINERA CORPnote 2.125% 9/0 | $1,854,000 | – | 2,000,000 | – | 0.04% | – | |
| FSLR | New | FIRST SOLAR INC | $1,609,000 | – | 24,300 | – | 0.04% | – |
| DEN | New | DENBURY INC | $1,473,000 | – | 83,680 | – | 0.04% | – |
| PTON | Sell | PELOTON INTERACTIVE INC | $1,454,000 | -95.1% | 14,652 | -97.1% | 0.04% | -94.5% |
| EQNR | New | EQUINOR ASAsponsored adr | $1,406,000 | – | 100,000 | – | 0.03% | – |
| CHWY | New | CHEWY INCcl a | $1,297,000 | – | 23,657 | – | 0.03% | – |
| EGHT | New | 8X8 INC NEW | $1,284,000 | – | 82,600 | – | 0.03% | – |
| MCS | New | MARCUS CORP DEL | $1,149,000 | – | 148,668 | – | 0.03% | – |
| OMCL | New | OMNICELL COM | $1,133,000 | – | 15,169 | – | 0.03% | – |
| FRTA | New | FORTERRA INC | $676,000 | – | 57,155 | – | 0.02% | – |
| BMYRT | Buy | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $281,000 | +4.5% | 125,000 | +66.7% | 0.01% | +16.7% |
| GNW | New | GENWORTH FINL INC | $117,000 | – | 35,000 | – | 0.00% | – |
| XERS | Sell | XERIS PHARMACEUTICALS INC | $25,000 | -95.3% | 4,248 | -97.9% | 0.00% | -91.7% |
| TMUSR | Exit | T-MOBILE US INCright 07/27/2020 | $0 | – | -105,399 | – | 0.00% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -14,473 | – | -0.00% | – |
| Exit | EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $0 | – | -225,000 | – | -0.00% | – | |
| Exit | DENBURY RES INC DELdebt 6.375%12/3 | $0 | – | -1,348,000 | – | -0.00% | – | |
| INO | Exit | INOVIO PHARMACEUTICALS INC | $0 | – | -7,979 | – | -0.01% | – |
| BAND | Exit | BANDWIDTH INC | $0 | – | -3,400 | – | -0.01% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -20,000 | – | -0.02% | – |
| LTHM | Exit | LIVENT CORP | $0 | – | -132,355 | – | -0.02% | – |
| GOGO | Exit | GOGO INCput | $0 | – | -250,000 | – | -0.02% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -4,770 | – | -0.02% | – |
| BV | Exit | BRIGHTVIEW HLDGS INC | $0 | – | -100,000 | – | -0.02% | – |
| ZEN | Exit | ZENDESK INC | $0 | – | -14,300 | – | -0.03% | – |
| XOP | Exit | SPDR SER TRs&p oilgas exp | $0 | – | -25,000 | – | -0.03% | – |
| PFF | Exit | ISHARES TRpfd and incm sec | $0 | – | -54,500 | – | -0.04% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -53,836 | – | -0.04% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -20,600 | – | -0.05% | – |
| Exit | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $0 | – | -2,500,000 | – | -0.05% | – | |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -9,800 | – | -0.06% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -379,225 | – | -0.06% | – |
| DDOG | Exit | DATADOG INC | $0 | – | -32,429 | – | -0.06% | – |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -3,500,000 | – | -0.07% | – | |
| SPLK | Exit | SPLUNK INC | $0 | – | -21,500 | – | -0.10% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -250,000 | – | -0.10% | – |
| ORCC | Exit | OWL ROCK CAPITAL CORPORATION | $0 | – | -400,162 | – | -0.11% | – |
| DD | Exit | DUPONT DE NEMOURS INCcall | $0 | – | -100,000 | – | -0.12% | – |
| Exit | UNISYS CORPnote 5.500% 3/0 | $0 | – | -4,500,000 | – | -0.12% | – | |
| EVRG | Exit | EVERGY INC | $0 | – | -100,000 | – | -0.13% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -27,801 | – | -0.14% | – |
| ERI | Exit | ELDORADO RESORTS INC | $0 | – | -160,000 | – | -0.14% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -214,538 | – | -0.15% | – |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -69,200 | – | -0.16% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -105,433 | – | -0.16% | – |
| Exit | ZILLOW GROUP INCnote 2.750% 5/1 | $0 | – | -7,500,000 | – | -0.20% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -391,000 | – | -0.20% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -386,334 | – | -0.21% | – |
| PTLA | Exit | PORTOLA PHARMACEUTICALS INC | $0 | – | -535,000 | – | -0.22% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -38,350 | – | -0.22% | – |
| LPRO | Exit | OPEN LENDING CORP | $0 | – | -800,000 | – | -0.27% | – |
| Exit | COLLEGIUM PHARMACEUTICAL INCnote 2.625% 2/1 | $0 | – | -14,990,000 | – | -0.30% | – | |
| Exit | GAIN CAP HLDGS INCnote 5.000% 8/1 | $0 | – | -18,582,000 | – | -0.41% | – | |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -498,669 | – | -0.42% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -762,819 | – | -0.44% | – |
| XOP | Exit | SPDR SER TRput | $0 | – | -400,000 | – | -0.47% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -614,294 | – | -0.50% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -217,276 | – | -0.51% | – |
| Exit | CYTOKINETICS INCnote 4.000%11/1 | $0 | – | -10,000,000 | – | -0.53% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -120,745 | – | -0.53% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -258,252 | – | -0.54% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -512,053 | – | -0.57% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -1,188,255 | – | -0.63% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -826,218 | – | -0.71% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -3,499,528 | – | -0.95% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -2,692,099 | – | -1.10% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -173,231 | – | -1.71% | – |
| Exit | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $0 | – | -53,434,000 | – | -1.74% | – | |
| IWM | Exit | ISHARES TRput | $0 | – | -3,500,000 | – | -11.18% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | New | LIBERTY BROADBAND CORP | $654,728,000 | – | 5,281,767 | – | 14.61% | – |
| IWM | New | ISHARES TRput | $501,130,000 | – | 3,500,000 | – | 11.18% | – |
| XLU | New | SELECT SECTOR SPDR TRcall | $197,505,000 | – | 3,500,000 | – | 4.41% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $185,924,000 | – | 1,382,331 | – | 4.15% | – |
| IGSB | New | ISHARES TRsh tr crport etf | $159,370,000 | – | 2,913,000 | – | 3.56% | – |
| TMUS | New | T-MOBILE US INC | $151,497,000 | – | 1,454,600 | – | 3.38% | – |
| SLQT | New | SELECTQUOTE INC | $140,722,000 | – | 5,555,556 | – | 3.14% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $138,384,000 | – | 4,391,753 | – | 3.09% | – |
| VICI | New | VICI PPTYS INC | $124,243,000 | – | 6,153,697 | – | 2.77% | – |
| PCG | New | PG&E CORP | $104,525,000 | – | 11,784,118 | – | 2.33% | – |
| DHI | New | D R HORTON INC | $99,592,000 | – | 1,796,070 | – | 2.22% | – |
| NLOK | New | NORTONLIFELOCK INC | $95,247,000 | – | 4,803,192 | – | 2.12% | – |
| New | WAYFAIR INCnote 1.125%11/0 | $89,865,000 | – | 50,252,000 | – | 2.00% | – | |
| DKNG | New | DRAFTKINGS INC | $82,480,000 | – | 2,479,862 | – | 1.84% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $80,940,000 | – | 1,066,400 | – | 1.81% | – |
| New | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $78,019,000 | – | 53,434,000 | – | 1.74% | – | |
| TDG | New | TRANSDIGM GROUP INC | $76,577,000 | – | 173,231 | – | 1.71% | – |
| OTIS | New | OTIS WORLDWIDE CORP | $68,956,000 | – | 1,212,729 | – | 1.54% | – |
| DRI | New | DARDEN RESTAURANTS INC | $66,784,000 | – | 881,400 | – | 1.49% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $49,104,000 | – | 2,692,099 | – | 1.10% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $46,618,000 | – | 32,875 | – | 1.04% | – |
| CZR | New | CAESARS ENTMT CORP | $42,449,000 | – | 3,499,528 | – | 0.95% | – |
| ALC | New | ALCON AG | $40,168,000 | – | 700,762 | – | 0.90% | – |
| LPLA | New | LPL FINL HLDGS INC | $37,493,000 | – | 478,222 | – | 0.84% | – |
| ARMK | New | ARAMARK | $37,250,000 | – | 1,650,400 | – | 0.83% | – |
| SPSB | New | SPDR SER TRportfolio short | $34,881,000 | – | 1,113,000 | – | 0.78% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $32,970,000 | – | 27,500,000 | – | 0.74% | – | |
| BK | New | BANK NEW YORK MELLON CORP | $31,933,000 | – | 826,218 | – | 0.71% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $29,415,000 | – | 591,500 | – | 0.66% | – |
| PTON | New | PELOTON INTERACTIVE INC | $29,402,000 | – | 508,953 | – | 0.66% | – |
| BAC | New | BK OF AMERICA CORP | $28,221,000 | – | 1,188,255 | – | 0.63% | – |
| MS | New | MORGAN STANLEY | $28,123,000 | – | 582,263 | – | 0.63% | – |
| MUB | New | ISHARES TRnational mun etf | $27,858,000 | – | 241,400 | – | 0.62% | – |
| C | New | CITIGROUP INC | $26,332,000 | – | 515,302 | – | 0.59% | – |
| SE | New | SEA LTDsponsored ads | $26,220,000 | – | 244,500 | – | 0.58% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $25,490,000 | – | 700,656 | – | 0.57% | – |
| LM | New | LEGG MASON INC | $25,475,000 | – | 512,053 | – | 0.57% | – |
| JPM | New | JPMORGAN CHASE & CO | $24,291,000 | – | 258,252 | – | 0.54% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $23,862,000 | – | 120,745 | – | 0.53% | – |
| New | CYTOKINETICS INCnote 4.000%11/1 | $23,643,000 | – | 10,000,000 | – | 0.53% | – | |
| PNC | New | PNC FINL SVCS GROUP INC | $22,860,000 | – | 217,276 | – | 0.51% | – |
| AGNC | New | AGNC INVT CORP | $22,763,000 | – | 1,764,581 | – | 0.51% | – |
| USB | New | US BANCORP DEL | $22,618,000 | – | 614,294 | – | 0.50% | – |
| XOP | New | SPDR SER TRput | $20,872,000 | – | 400,000 | – | 0.47% | – |
| WFC | New | WELLS FARGO CO NEW | $19,528,000 | – | 762,819 | – | 0.44% | – |
| TFC | New | TRUIST FINL CORP | $18,725,000 | – | 498,669 | – | 0.42% | – |
| New | GAIN CAP HLDGS INCnote 5.000% 8/1 | $18,538,000 | – | 18,582,000 | – | 0.41% | – | |
| FOCS | New | FOCUS FINL PARTNERS INC | $16,628,000 | – | 503,112 | – | 0.37% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $15,947,000 | – | 381,593 | – | 0.36% | – |
| New | EVOLENT HEALTH INCnote 1.500%10/1 | $15,405,000 | – | 24,117,000 | – | 0.34% | – | |
| New | VEONEER INCnote 4.000% 6/0 | $15,279,000 | – | 18,300,000 | – | 0.34% | – | |
| TIF | New | TIFFANY & CO NEWput | $15,243,000 | – | 125,000 | – | 0.34% | – |
| New | TIMKENSTEEL CORPnote 6.000% 6/0 | $14,414,000 | – | 17,115,000 | – | 0.32% | – | |
| New | BENEFITFOCUS INCnote 1.250%12/1 | $14,276,000 | – | 18,116,000 | – | 0.32% | – | |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $13,603,000 | – | 19,200,000 | – | 0.30% | – | |
| New | COLLEGIUM PHARMACEUTICAL INCnote 2.625% 2/1 | $13,524,000 | – | 14,990,000 | – | 0.30% | – | |
| New | GOGO INCnote 6.000% 5/1 | $13,010,000 | – | 18,255,000 | – | 0.29% | – | |
| LPRO | New | OPEN LENDING CORP | $12,080,000 | – | 800,000 | – | 0.27% | – |
| New | OMEROS CORPnote 6.250%11/1 | $12,024,000 | – | 11,600,000 | – | 0.27% | – | |
| New | INVACARE CORPnote 5.000%11/1 | $11,988,000 | – | 14,500,000 | – | 0.27% | – | |
| New | INVACARE CORPnote 5.000%11/1 | $11,758,000 | – | 13,500,000 | – | 0.26% | – | |
| MTG | New | MGIC INVT CORP WIS | $11,049,000 | – | 1,349,085 | – | 0.25% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $10,152,000 | – | 59,360 | – | 0.23% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $9,915,000 | – | 38,350 | – | 0.22% | – |
| PTLA | New | PORTOLA PHARMACEUTICALS INC | $9,625,000 | – | 535,000 | – | 0.22% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $9,334,000 | – | 18,300 | – | 0.21% | – |
| EAT | New | BRINKER INTL INC | $9,272,000 | – | 386,334 | – | 0.21% | – |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $9,048,000 | – | 391,000 | – | 0.20% | – |
| New | GREEN PLAINS INCnote 4.125% 9/0 | $8,902,000 | – | 11,050,000 | – | 0.20% | – | |
| OMF | New | ONEMAIN HLDGS INC | $8,870,000 | – | 361,438 | – | 0.20% | – |
| EQH | New | EQUITABLE HLDGS INC | $8,812,000 | – | 456,826 | – | 0.20% | – |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $8,778,000 | – | 7,500,000 | – | 0.20% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $8,648,000 | – | 13,625,000 | – | 0.19% | – | |
| BXMT | New | BLACKSTONE MTG TR INC | $8,552,000 | – | 355,000 | – | 0.19% | – |
| New | GREENLIGHT CAP RE LTDnote 4.000% 8/0 | $8,373,000 | – | 10,250,000 | – | 0.19% | – | |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $8,259,000 | – | 662,801 | – | 0.18% | – |
| VST | New | VISTRA ENERGY CORP | $8,007,000 | – | 430,000 | – | 0.18% | – |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $7,865,000 | – | 26,400 | – | 0.18% | – |
| GM | New | GENERAL MTRS CO | $7,527,000 | – | 297,500 | – | 0.17% | – |
| New | RESOURCE CAP CORPnote 4.500% 8/1 | $7,474,000 | – | 9,941,000 | – | 0.17% | – | |
| GRUB | New | GRUBHUB INC | $7,412,000 | – | 105,433 | – | 0.16% | – |
| APTV | New | APTIV PLC | $7,402,000 | – | 95,000 | – | 0.16% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $7,146,000 | – | 7,000,000 | – | 0.16% | – | |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $6,940,000 | – | 69,200 | – | 0.16% | – |
| New | XERIS PHARMACEUTICALS INCnote 5.000% 7/1 | $6,939,000 | – | 7,000,000 | – | 0.16% | – | |
| New | APPLIED OPTOELECTRONICS INCnote 5.000% 3/1 | $6,816,000 | – | 8,000,000 | – | 0.15% | – | |
| NI | New | NISOURCE INC | $6,822,000 | – | 300,000 | – | 0.15% | – |
| FE | New | FIRSTENERGY CORP | $6,787,000 | – | 175,000 | – | 0.15% | – |
| KKR | New | KKR & CO INC | $6,625,000 | – | 214,538 | – | 0.15% | – |
| BGCP | New | BGC PARTNERS INCcl a | $6,608,000 | – | 2,411,698 | – | 0.15% | – |
| ERI | New | ELDORADO RESORTS INC | $6,410,000 | – | 160,000 | – | 0.14% | – |
| PANW | New | PALO ALTO NETWORKS INC | $6,385,000 | – | 27,801 | – | 0.14% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $6,164,000 | – | 1,050,000 | – | 0.14% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $5,914,000 | – | 551,130 | – | 0.13% | – |
| EVRG | New | EVERGY INC | $5,929,000 | – | 100,000 | – | 0.13% | – |
| New | UNISYS CORPnote 5.500% 3/0 | $5,616,000 | – | 4,500,000 | – | 0.12% | – | |
| DD | New | DUPONT DE NEMOURS INCcall | $5,313,000 | – | 100,000 | – | 0.12% | – |
| SU | New | SUNCOR ENERGY INC NEW | $5,058,000 | – | 300,000 | – | 0.11% | – |
| ORCC | New | OWL ROCK CAPITAL CORPORATION | $4,934,000 | – | 400,162 | – | 0.11% | – |
| CME | New | CME GROUP INC | $4,881,000 | – | 30,028 | – | 0.11% | – |
| ETR | New | ENTERGY CORP NEW | $4,691,000 | – | 50,000 | – | 0.10% | – |
| SLB | New | SCHLUMBERGER LTD | $4,598,000 | – | 250,000 | – | 0.10% | – |
| SPLK | New | SPLUNK INC | $4,272,000 | – | 21,500 | – | 0.10% | – |
| New | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $4,222,000 | – | 4,365,000 | – | 0.09% | – | |
| GLIBA | New | GCI LIBERTY INC | $4,186,000 | – | 58,854 | – | 0.09% | – |
| LCI | New | LANNET INCput | $3,630,000 | – | 500,000 | – | 0.08% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $3,527,000 | – | 81,700 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $3,452,000 | – | 190,000 | – | 0.08% | – |
| ET | New | ENERGY TRANSFER LP | $3,402,000 | – | 477,750 | – | 0.08% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $3,266,000 | – | 3,500,000 | – | 0.07% | – | |
| AVTR | New | AVANTOR INC | $3,099,000 | – | 182,284 | – | 0.07% | – |
| NAVI | New | NAVIENT CORPORATION | $2,961,000 | – | 421,142 | – | 0.07% | – |
| DDOG | New | DATADOG INC | $2,820,000 | – | 32,429 | – | 0.06% | – |
| X | New | UNITED STATES STL CORP NEW | $2,738,000 | – | 379,225 | – | 0.06% | – |
| COUP | New | COUPA SOFTWARE INC | $2,715,000 | – | 9,800 | – | 0.06% | – |
| New | INVACARE CORPnote 4.500% 6/0 | $2,493,000 | – | 2,973,000 | – | 0.06% | – | |
| New | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $2,355,000 | – | 2,500,000 | – | 0.05% | – | |
| ZS | New | ZSCALER INC | $2,256,000 | – | 20,600 | – | 0.05% | – |
| New | INSEEGO CORPnote 3.250% 5/0 | $1,943,000 | – | 1,835,000 | – | 0.04% | – | |
| PFF | New | ISHARES TRpfd and incm sec | $1,888,000 | – | 54,500 | – | 0.04% | – |
| BWA | New | BORGWARNER INC | $1,900,000 | – | 53,836 | – | 0.04% | – |
| XOP | New | SPDR SER TRs&p oilgas exp | $1,305,000 | – | 25,000 | – | 0.03% | – |
| ZEN | New | ZENDESK INC | $1,266,000 | – | 14,300 | – | 0.03% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $1,115,000 | – | 134,200 | – | 0.02% | – |
| BV | New | BRIGHTVIEW HLDGS INC | $1,120,000 | – | 100,000 | – | 0.02% | – |
| HUBS | New | HUBSPOT INC | $1,070,000 | – | 4,770 | – | 0.02% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS L | $949,000 | – | 94,550 | – | 0.02% | – |
| TIF | New | TIFFANY & CO NEW | $915,000 | – | 7,500 | – | 0.02% | – |
| GOGO | New | GOGO INCput | $790,000 | – | 250,000 | – | 0.02% | – |
| LTHM | New | LIVENT CORP | $815,000 | – | 132,355 | – | 0.02% | – |
| TCO | New | TAUBMAN CTRS INC | $755,000 | – | 20,000 | – | 0.02% | – |
| XERS | New | XERIS PHARMACEUTICALS INC | $532,000 | – | 200,000 | – | 0.01% | – |
| BAND | New | BANDWIDTH INC | $432,000 | – | 3,400 | – | 0.01% | – |
| BMYRT | New | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $269,000 | – | 75,000 | – | 0.01% | – |
| MR | New | MONTAGE RES CORP | $205,000 | – | 51,877 | – | 0.01% | – |
| INO | New | INOVIO PHARMACEUTICALS INC | $215,000 | – | 7,979 | – | 0.01% | – |
| New | DENBURY RES INC DELdebt 6.375%12/3 | $199,000 | – | 1,348,000 | – | 0.00% | – | |
| New | EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $151,000 | – | 225,000 | – | 0.00% | – | |
| New | FALCON MINERALS CORP*w exp 07/21/202 | $97,000 | – | 1,072,500 | – | 0.00% | – | |
| CLVS | New | CLOVIS ONCOLOGY INC | $98,000 | – | 14,473 | – | 0.00% | – |
| TMUSR | New | T-MOBILE US INCright 07/27/2020 | $18,000 | – | 105,399 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IIVI | Exit | II VI INC | $0 | – | -242 | – | 0.00% | – |
| MR | Exit | MONTAGE RES CORP | $0 | – | -51,877 | – | -0.01% | – |
| Exit | EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $0 | – | -250,000 | – | -0.01% | – | |
| HOSSQ | Exit | HORNBECK OFFSHORE SVCS INC N | $0 | – | -504,552 | – | -0.01% | – |
| Exit | FALCON MINERALS CORP*w exp 07/21/202 | $0 | – | -1,087,640 | – | -0.01% | – | |
| OIBRC | Exit | OI S Asponsored adr ne | $0 | – | -592,000 | – | -0.02% | – |
| Exit | DENBURY RES INC DELdebt 6.375%12/3 | $0 | – | -1,348,000 | – | -0.02% | – | |
| MTB | Exit | M & T BK CORP | $0 | – | -5,185 | – | -0.02% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -31,228 | – | -0.02% | – |
| CMA | Exit | COMERICA INC | $0 | – | -13,041 | – | -0.02% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -20,327 | – | -0.03% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -4,412 | – | -0.03% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -60,695 | – | -0.03% | – |
| STT | Exit | STATE STR CORP | $0 | – | -17,264 | – | -0.03% | – |
| ERI | Exit | ELDORADO RESORTS INC | $0 | – | -36,900 | – | -0.04% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -3,680 | – | -0.04% | – |
| Exit | GREENLIGHT CAP RE LTDnote 4.000% 8/0 | $0 | – | -1,837,000 | – | -0.05% | – | |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -26,395 | – | -0.05% | – |
| EQM | Exit | EQM MIDSTREAM PARTNERS LPunit ltd partn | $0 | – | -55,000 | – | -0.05% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -68,500 | – | -0.05% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -136,085 | – | -0.05% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -111,467 | – | -0.06% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -25,000 | – | -0.06% | – |
| MSCI | Exit | MSCI INC | $0 | – | -9,401 | – | -0.06% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -125,000 | – | -0.06% | – |
| BA | Exit | BOEING CO | $0 | – | -5,500 | – | -0.06% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -59,730 | – | -0.06% | – |
| BBL | Exit | BHP GROUP PLCsponsored adr | $0 | – | -50,000 | – | -0.06% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -26,098 | – | -0.06% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -77,531 | – | -0.06% | – |
| SCHW | Exit | THE CHARLES SCHWAB CORPORATI | $0 | – | -53,404 | – | -0.06% | – |
| WES | Exit | WESTERN MIDSTREAM PARTNERS L | $0 | – | -94,550 | – | -0.06% | – |
| Exit | REDFIN CORPnote 1.750% 7/1 | $0 | – | -2,636,000 | – | -0.07% | – | |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -16,426 | – | -0.07% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -26,433 | – | -0.07% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -56,730 | – | -0.07% | – |
| Exit | AVAYA HLDGS CORPnote 2.250% 6/1 | $0 | – | -3,000,000 | – | -0.07% | – | |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -23,756 | – | -0.08% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -40,000 | – | -0.08% | – |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -3,500,000 | – | -0.08% | – | |
| NDAQ | Exit | NASDAQ INC | $0 | – | -30,177 | – | -0.08% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -32,003 | – | -0.08% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -67,845 | – | -0.08% | – |
| MET | Exit | METLIFE INC | $0 | – | -66,772 | – | -0.09% | – |
| Exit | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $0 | – | -7,871,000 | – | -0.09% | – | |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -38,861 | – | -0.10% | – |
| RH | Exit | RH | $0 | – | -21,192 | – | -0.10% | – |
| Exit | HCI GROUP INCnote 4.250% 3/0 | $0 | – | -3,642,000 | – | -0.10% | – | |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -72,063 | – | -0.11% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -259,159 | – | -0.11% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -186,916 | – | -0.12% | – |
| ET | Exit | ENERGY TRANSFER LP | $0 | – | -321,500 | – | -0.12% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -48,445 | – | -0.12% | – |
| Exit | SUNPOWER CORPdbcv 4.000% 1/1 | $0 | – | -5,000,000 | – | -0.13% | – | |
| AFL | Exit | AFLAC INC | $0 | – | -87,419 | – | -0.13% | – |
| KRP | Exit | KIMBELL RTY PARTNERS LPunit | $0 | – | -320,080 | – | -0.13% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -22,682 | – | -0.13% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -4,000,000 | – | -0.13% | – |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -4,634,000 | – | -0.13% | – | |
| ALL | Exit | ALLSTATE CORP | $0 | – | -44,195 | – | -0.13% | – |
| BBT | Exit | BB&T CORP | $0 | – | -90,674 | – | -0.13% | – |
| AON | Exit | AON PLC | $0 | – | -24,925 | – | -0.13% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -100,000 | – | -0.14% | – |
| V | Exit | VISA INC | $0 | – | -28,749 | – | -0.14% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -65,130 | – | -0.14% | – |
| BX | Exit | BLACKSTONE GROUP INC | $0 | – | -105,074 | – | -0.14% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -51,090 | – | -0.14% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -150,000 | – | -0.14% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -86,972 | – | -0.14% | – |
| Exit | PRETIUM RES INCnote 2.250% 3/1 | $0 | – | -4,920,000 | – | -0.14% | – | |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -61,600 | – | -0.15% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -5,230,000 | – | -0.15% | – | |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -81,700 | – | -0.15% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -190,000 | – | -0.15% | – |
| KBH | Exit | KB HOME | $0 | – | -162,075 | – | -0.15% | – |
| Exit | FALCON MINERALS CORP | $0 | – | -960,230 | – | -0.15% | – | |
| LCI | Exit | LANNET INCput | $0 | – | -500,000 | – | -0.16% | – |
| Exit | II VI INCnote 0.250% 9/0 | $0 | – | -5,500,000 | – | -0.16% | – | |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -449,043 | – | -0.16% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -62,386 | – | -0.16% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -134,143 | – | -0.16% | – |
| Exit | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $0 | – | -5,294,000 | – | -0.16% | – | |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -40,423 | – | -0.17% | – |
| Exit | RESOURCE CAP CORPnote 4.500% 8/1 | $0 | – | -6,026,000 | – | -0.17% | – | |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -45,904 | – | -0.18% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -40,306 | – | -0.18% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -119,003 | – | -0.18% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -56,077 | – | -0.18% | – |
| Exit | VEONEER INCORPORATEDnote 4.000% 6/0 | $0 | – | -7,000,000 | – | -0.19% | – | |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -7,021,000 | – | -0.19% | – | |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -6,000,000 | – | -0.19% | – | |
| Exit | EVOLENT HEALTH INCnote 2.000%12/0 | $0 | – | -8,000,000 | – | -0.20% | – | |
| Exit | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $0 | – | -7,365,000 | – | -0.20% | – | |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -31,602 | – | -0.22% | – |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -4,719,943 | – | -0.22% | – | |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -7,951,000 | – | -0.22% | – | |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -304,511 | – | -0.23% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -76,900 | – | -0.23% | – |
| Exit | PDL BIOPHARMA INCnote 2.750%12/0 | $0 | – | -8,733,000 | – | -0.23% | – | |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -378,647 | – | -0.24% | – |
| Exit | SOLARCITY CORPnote 1.625%11/0 | $0 | – | -9,286,000 | – | -0.26% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -10,000,000 | – | -0.26% | – | |
| CME | Exit | CME GROUP INC | $0 | – | -46,130 | – | -0.27% | – |
| Exit | INVACARE CORPnote 4.500% 6/0 | $0 | – | -11,953,000 | – | -0.28% | – | |
| BP | Exit | BP PLCsponsored adr | $0 | – | -270,000 | – | -0.28% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -71,500 | – | -0.29% | – |
| FTCH | Exit | FARFETCH LTDord sh cl a | $0 | – | -1,306,573 | – | -0.31% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -183,700 | – | -0.32% | – |
| MNRL | Exit | BRIGHAM MINERALS INC | $0 | – | -586,779 | – | -0.32% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -22,815 | – | -0.33% | – |
| Exit | GREEN PLAINS INCnote 4.125% 9/0 | $0 | – | -14,700,000 | – | -0.33% | – | |
| D | Exit | DOMINION ENERGY INC | $0 | – | -150,000 | – | -0.34% | – |
| Exit | GAIN CAP HLDGS INCnote 5.000% 8/1 | $0 | – | -13,000,000 | – | -0.34% | – | |
| INTEQ | Exit | INTELSAT S A | $0 | – | -548,517 | – | -0.35% | – |
| Exit | REDWOOD TR INCnote 5.625% 7/1 | $0 | – | -13,250,000 | – | -0.37% | – | |
| Exit | CARBONITE INCnote 2.500% 4/0 | $0 | – | -14,158,000 | – | -0.38% | – | |
| Exit | TIMKENSTEEL CORPnote 6.000% 6/0 | $0 | – | -14,815,000 | – | -0.38% | – | |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $0 | – | -16,600,000 | – | -0.38% | – | |
| COP | Exit | CONOCOPHILLIPScall | $0 | – | -250,000 | – | -0.39% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -350,000 | – | -0.40% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -563,641 | – | -0.40% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -285,630 | – | -0.40% | – |
| Exit | RAMBUS INC DELnote 1.375% 2/0 | $0 | – | -14,500,000 | – | -0.40% | – | |
| Exit | OPKO HEALTH INCnote 4.500% 2/1 | $0 | – | -17,900,000 | – | -0.41% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -14,858,000 | – | -0.42% | – | |
| Exit | PDL BIOPHARMA INCnote 2.750%12/0 | $0 | – | -17,624,000 | – | -0.46% | – | |
| Exit | CALAMP CORPnote 2.000% 8/0 | $0 | – | -20,467,000 | – | -0.46% | – | |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -506,887 | – | -0.48% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -1,000,000 | – | -0.49% | – |
| Exit | TEAM INCnote 5.000% 8/0 | $0 | – | -15,944,000 | – | -0.49% | – | |
| XOP | Exit | SPDR SERIES TRUSTcall | $0 | – | -800,000 | – | -0.50% | – |
| VNOM | Exit | VIPER ENERGY PARTNERS LP | $0 | – | -646,887 | – | -0.50% | – |
| Exit | MESA LABS INCnote 1.375% 8/1 | $0 | – | -17,000,000 | – | -0.50% | – | |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -690,000 | – | -0.51% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -643,968 | – | -0.52% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -1,177,213 | – | -0.52% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -480,000 | – | -0.53% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -64,849 | – | -0.53% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -3,567,145 | – | -0.54% | – |
| ORCC | Exit | OWL ROCK CAPITAL CORPORATION | $0 | – | -1,373,713 | – | -0.60% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -655,953 | – | -0.60% | – |
| C | Exit | CITIGROUP INC | $0 | – | -319,779 | – | -0.61% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -689,729 | – | -0.65% | – |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -23,930,000 | – | -0.67% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -212,244 | – | -0.69% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -21,813,000 | – | -0.71% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -916,467 | – | -0.71% | – |
| KDP | Exit | KEURIG DR PEPPER INC | $0 | – | -955,000 | – | -0.72% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -606,190 | – | -0.73% | – |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -30,975,000 | – | -0.77% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -135,000 | – | -0.81% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -700,000 | – | -0.84% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -3,517,428 | – | -0.86% | – |
| ALC | Exit | ALCON INC | $0 | – | -532,340 | – | -0.86% | – |
| Exit | INTELSAT S Anote 4.500% 6/1 | $0 | – | -21,500,000 | – | -0.88% | – | |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -990,000 | – | -0.89% | – |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -36,400,000 | – | -0.99% | – | |
| Exit | INSEEGO CORPnote 5.500% 6/1 | $0 | – | -30,769,000 | – | -1.09% | – | |
| PTON | Exit | PELOTON INTERACTIVE INC | $0 | – | -1,575,000 | – | -1.10% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 2.250% 2/1 | $0 | – | -31,886,000 | – | -1.14% | – | |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -2,082,086 | – | -1.16% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -511,416 | – | -1.16% | – |
| AABA | Exit | ALTABA INC | $0 | – | -2,328,937 | – | -1.26% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,953,063 | – | -1.28% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,191,000 | – | -1.29% | – |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -53,209,000 | – | -1.50% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,000,000 | – | -1.64% | – |
| Exit | ROVI CORPnote 0.500% 3/0 | $0 | – | -63,222,000 | – | -1.73% | – | |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,214,000 | – | -1.86% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -1,348,705 | – | -1.97% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -65,750 | – | -2.22% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -1,178,657 | – | -3.24% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -12,835,265 | – | -4.15% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -18,535,657 | – | -11.63% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -7,042,696 | – | -20.42% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | Sell | LIBERTY BROADBAND CORP | $737,159,000 | -2.4% | 7,042,696 | -2.9% | 20.42% | +15.4% |
| VICI | Sell | VICI PPTYS INC | $419,833,000 | -7.2% | 18,535,657 | -9.7% | 11.63% | +9.8% |
| CZR | Sell | CAESARS ENTMT CORP | $149,659,000 | -33.5% | 12,835,265 | -32.6% | 4.15% | -21.3% |
| CELG | Buy | CELGENE CORP | $117,041,000 | +54.9% | 1,178,657 | +44.2% | 3.24% | +83.3% |
| DHI | Sell | D R HORTON INC | $71,090,000 | +0.5% | 1,348,705 | -17.8% | 1.97% | +18.9% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $67,158,000 | +5.3% | 1,214,000 | +2.6% | 1.86% | +24.6% |
| XLE | New | SELECT SECTOR SPDR TRput | $59,200,000 | – | 1,000,000 | – | 1.64% | – |
| Buy | TESLA INCnote 2.000% 5/1 | $54,176,000 | +120.1% | 53,209,000 | +112.8% | 1.50% | +160.6% | |
| EBAY | Buy | EBAY INC | $46,425,000 | +10.4% | 1,191,000 | +11.8% | 1.29% | +30.6% |
| SYMC | Buy | SYMANTEC CORP | $46,151,000 | +14.4% | 1,953,063 | +5.3% | 1.28% | +35.3% |
| AABA | Sell | ALTABA INC | $45,368,000 | -73.4% | 2,328,937 | -5.2% | 1.26% | -68.5% |
| LPLA | Sell | LPL FINL HLDGS INC | $41,885,000 | -4.3% | 511,416 | -4.7% | 1.16% | +13.3% |
| GRFS | Sell | GRIFOLS S Asp adr rep b nvt | $41,725,000 | -7.0% | 2,082,086 | -2.1% | 1.16% | +10.1% |
| New | MICROCHIP TECHNOLOGY INCnote 2.250% 2/1 | $41,107,000 | – | 31,886,000 | – | 1.14% | – | |
| PTON | New | PELOTON INTERACTIVE INC | $39,533,000 | – | 1,575,000 | – | 1.10% | – |
| Sell | TESLA INCnote 1.250% 3/0 | $35,604,000 | -7.9% | 36,400,000 | -10.6% | 0.99% | +9.0% | |
| EPC | Buy | EDGEWELL PERS CARE CO | $32,165,000 | +49.2% | 990,000 | +23.8% | 0.89% | +76.4% |
| New | INTELSAT S Anote 4.500% 6/1 | $31,781,000 | – | 21,500,000 | – | 0.88% | – | |
| ALC | New | ALCON INC | $31,030,000 | – | 532,340 | – | 0.86% | – |
| NLY | Buy | ANNALY CAP MGMT INC | $30,953,000 | +43.4% | 3,517,428 | +48.8% | 0.86% | +69.9% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $30,506,000 | -4.9% | 700,000 | -15.7% | 0.84% | +12.5% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $29,338,000 | +4.6% | 135,000 | +17.4% | 0.81% | +23.7% |
| Sell | VEECO INSTRS INC DELnote 2.700% 1/1 | $27,728,000 | -16.0% | 30,975,000 | -16.3% | 0.77% | -0.6% | |
| ETFC | Sell | E TRADE FINANCIAL CORP | $26,484,000 | -8.4% | 606,190 | -6.5% | 0.73% | +8.4% |
| KDP | Sell | KEURIG DR PEPPER INC | $26,091,000 | -6.9% | 955,000 | -1.5% | 0.72% | +10.2% |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $25,516,000 | -26.0% | 21,813,000 | -22.1% | 0.71% | -12.4% | |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $24,167,000 | – | 23,930,000 | – | 0.67% | – | |
| C | Buy | CITIGROUP INC | $22,090,000 | +72.5% | 319,779 | +74.9% | 0.61% | +104.0% |
| ALLY | New | ALLY FINL INC | $21,751,000 | – | 655,953 | – | 0.60% | – |
| ORCC | New | OWL ROCK CAPITAL CORPORATION | $21,663,000 | – | 1,373,713 | – | 0.60% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $19,245,000 | +7.0% | 64,849 | +5.6% | 0.53% | +26.6% |
| NRG | Buy | NRG ENERGY INC | $19,008,000 | +17.7% | 480,000 | +4.3% | 0.53% | +39.4% |
| AGNC | Buy | AGNC INVT CORP | $18,941,000 | +32.4% | 1,177,213 | +38.5% | 0.52% | +56.7% |
| VST | Buy | VISTRA ENERGY CORP | $18,444,000 | +108.9% | 690,000 | +76.9% | 0.51% | +146.9% |
| New | MESA LABS INCnote 1.375% 8/1 | $18,206,000 | – | 17,000,000 | – | 0.50% | – | |
| XOP | Sell | SPDR SERIES TRUSTcall | $17,888,000 | -34.4% | 800,000 | -20.0% | 0.50% | -22.3% |
| VNOM | Sell | VIPER ENERGY PARTNERS LP | $17,899,000 | -38.9% | 646,887 | -31.9% | 0.50% | -27.7% |
| New | TEAM INCnote 5.000% 8/0 | $17,659,000 | – | 15,944,000 | – | 0.49% | – | |
| COG | New | CABOT OIL & GAS CORP | $17,570,000 | – | 1,000,000 | – | 0.49% | – |
| ZAYO | Buy | ZAYO GROUP HLDGS INC | $17,183,000 | +11.6% | 506,887 | +8.4% | 0.48% | +32.2% |
| New | CALAMP CORPnote 2.000% 8/0 | $16,749,000 | – | 20,467,000 | – | 0.46% | – | |
| New | PDL BIOPHARMA INCnote 2.750%12/0 | $16,577,000 | – | 17,624,000 | – | 0.46% | – | |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $15,320,000 | – | 14,858,000 | – | 0.42% | – | |
| New | OPKO HEALTH INCnote 4.500% 2/1 | $14,696,000 | – | 17,900,000 | – | 0.41% | – | |
| Sell | RAMBUS INC DELnote 1.375% 2/0 | $14,438,000 | -15.3% | 14,500,000 | -16.2% | 0.40% | +0.3% | |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $14,378,000 | -15.7% | 563,641 | -20.9% | 0.40% | -0.5% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $14,375,000 | -58.5% | 350,000 | -58.8% | 0.40% | -51.0% |
| COP | New | CONOCOPHILLIPScall | $14,138,000 | – | 250,000 | – | 0.39% | – |
| New | TIMKENSTEEL CORPnote 6.000% 6/0 | $13,864,000 | – | 14,815,000 | – | 0.38% | – | |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $13,877,000 | – | 16,600,000 | – | 0.38% | – | |
| New | CARBONITE INCnote 2.500% 4/0 | $13,517,000 | – | 14,158,000 | – | 0.38% | – | |
| New | REDWOOD TR INCnote 5.625% 7/1 | $13,486,000 | – | 13,250,000 | – | 0.37% | – | |
| INTEQ | Sell | INTELSAT S A | $12,506,000 | +0.8% | 548,517 | -14.0% | 0.35% | +19.2% |
| New | GAIN CAP HLDGS INCnote 5.000% 8/1 | $12,207,000 | – | 13,000,000 | – | 0.34% | – | |
| D | New | DOMINION ENERGY INC | $12,156,000 | – | 150,000 | – | 0.34% | – |
| New | GREEN PLAINS INCnote 4.125% 9/0 | $12,068,000 | – | 14,700,000 | – | 0.33% | – | |
| TDG | New | TRANSDIGM GROUP INC | $11,879,000 | – | 22,815 | – | 0.33% | – |
| MNRL | Buy | BRIGHAM MINERALS INC | $11,677,000 | +42.7% | 586,779 | +53.8% | 0.32% | +68.8% |
| LNG | New | CHENIERE ENERGY INC | $11,584,000 | – | 183,700 | – | 0.32% | – |
| FTCH | New | FARFETCH LTDord sh cl a | $11,289,000 | – | 1,306,573 | – | 0.31% | – |
| EEFT | New | EURONET WORLDWIDE INC | $10,460,000 | – | 71,500 | – | 0.29% | – |
| BP | New | BP PLCsponsored adr | $10,257,000 | – | 270,000 | – | 0.28% | – |
| New | INVACARE CORPnote 4.500% 6/0 | $10,043,000 | – | 11,953,000 | – | 0.28% | – | |
| New | SOLARCITY CORPnote 1.625%11/0 | $9,200,000 | – | 9,286,000 | – | 0.26% | – | |
| Sell | DISH NETWORK CORPnote 3.375% 8/1 | $9,187,000 | -21.5% | 10,000,000 | -16.7% | 0.26% | -6.9% | |
| CY | Sell | CYPRESS SEMICONDUCTOR CORP | $8,838,000 | -27.7% | 378,647 | -31.2% | 0.24% | -14.3% |
| New | PDL BIOPHARMA INCnote 2.750%12/0 | $8,439,000 | – | 8,733,000 | – | 0.23% | – | |
| NXPI | New | NXP SEMICONDUCTORS N V | $8,391,000 | – | 76,900 | – | 0.23% | – |
| KKR | New | KKR & CO INCcl a | $8,176,000 | – | 304,511 | – | 0.23% | – |
| New | TESLA INCnote 2.375% 3/1 | $8,084,000 | – | 7,951,000 | – | 0.22% | – | |
| Sell | CAESARS ENTMT CORPnote 5.000%10/0 | $8,028,000 | -51.8% | 4,719,943 | -51.4% | 0.22% | -43.1% | |
| SPGI | Buy | S&P GLOBAL INC | $7,742,000 | +17.5% | 31,602 | +9.3% | 0.22% | +39.6% |
| New | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $7,383,000 | – | 7,365,000 | – | 0.20% | – | |
| New | EVOLENT HEALTH INCnote 2.000%12/0 | $7,025,000 | – | 8,000,000 | – | 0.20% | – | |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $7,016,000 | – | 6,000,000 | – | 0.19% | – | |
| New | COLONY CAP INCnote 3.875% 1/1 | $6,951,000 | – | 7,021,000 | – | 0.19% | – | |
| New | VEONEER INCORPORATEDnote 4.000% 6/0 | $6,934,000 | – | 7,000,000 | – | 0.19% | – | |
| New | RESOURCE CAP CORPnote 4.500% 8/1 | $6,256,000 | – | 6,026,000 | – | 0.17% | – | |
| Sell | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $5,774,000 | -66.0% | 5,294,000 | -67.0% | 0.16% | -59.7% | |
| MS | Sell | MORGAN STANLEY | $5,724,000 | -78.9% | 134,143 | -78.4% | 0.16% | -75.0% |
| NAVI | Buy | NAVIENT CORPORATION | $5,748,000 | +46.9% | 449,043 | +56.7% | 0.16% | +72.8% |
| Sell | II VI INCnote 0.250% 9/0 | $5,691,000 | -73.7% | 5,500,000 | -73.2% | 0.16% | -68.8% | |
| LCI | New | LANNET INCput | $5,600,000 | – | 500,000 | – | 0.16% | – |
| Buy | FALCON MINERALS CORP | $5,521,000 | -27.0% | 960,230 | +6.7% | 0.15% | -13.6% | |
| KBH | New | KB HOME | $5,511,000 | – | 162,075 | – | 0.15% | – |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $5,324,000 | – | 5,230,000 | – | 0.15% | – | |
| TSN | New | TYSON FOODS INCcl a | $5,306,000 | – | 61,600 | – | 0.15% | – |
| New | PRETIUM RES INCnote 2.250% 3/1 | $5,204,000 | – | 4,920,000 | – | 0.14% | – | |
| SLB | New | SCHLUMBERGER LTD | $5,126,000 | – | 150,000 | – | 0.14% | – |
| BX | New | BLACKSTONE GROUP INC | $5,132,000 | – | 105,074 | – | 0.14% | – |
| V | Sell | VISA INC | $4,945,000 | -36.6% | 28,749 | -36.0% | 0.14% | -25.1% |
| CF | Sell | CF INDS HLDGS INC | $4,920,000 | -55.2% | 100,000 | -57.4% | 0.14% | -47.1% |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $4,794,000 | – | 4,634,000 | – | 0.13% | – | |
| DNRCQ | Sell | DENBURY RES INC | $4,760,000 | -40.9% | 4,000,000 | -38.5% | 0.13% | -30.2% |
| KRP | Buy | KIMBELL RTY PARTNERS LPunit | $4,708,000 | -4.3% | 320,080 | +5.0% | 0.13% | +13.0% |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $4,548,000 | – | 5,000,000 | – | 0.13% | – | |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $4,064,000 | – | 259,159 | – | 0.11% | – |
| New | HCI GROUP INCnote 4.250% 3/0 | $3,637,000 | – | 3,642,000 | – | 0.10% | – | |
| RH | New | RH | $3,620,000 | – | 21,192 | – | 0.10% | – |
| New | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $3,368,000 | – | 7,871,000 | – | 0.09% | – | |
| DUK | New | DUKE ENERGY CORP NEW | $3,068,000 | – | 32,003 | – | 0.08% | – |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $2,912,000 | – | 3,500,000 | – | 0.08% | – | |
| CXO | New | CONCHO RES INC | $2,716,000 | – | 40,000 | – | 0.08% | – |
| New | AVAYA HLDGS CORPnote 2.250% 6/1 | $2,570,000 | – | 3,000,000 | – | 0.07% | – | |
| New | REDFIN CORPnote 1.750% 7/1 | $2,425,000 | – | 2,636,000 | – | 0.07% | – | |
| BBL | New | BHP GROUP PLCsponsored adr | $2,142,000 | – | 50,000 | – | 0.06% | – |
| BA | New | BOEING CO | $2,093,000 | – | 5,500 | – | 0.06% | – |
| SEMG | New | SEMGROUP CORPcl a | $2,043,000 | – | 125,000 | – | 0.06% | – |
| EVR | New | EVERCORE INCclass a | $2,003,000 | – | 25,000 | – | 0.06% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $1,830,000 | – | 68,500 | – | 0.05% | – |
| New | GREENLIGHT CAP RE LTDnote 4.000% 8/0 | $1,741,000 | – | 1,837,000 | – | 0.05% | – | |
| ERI | New | ELDORADO RESORTS INC | $1,471,000 | – | 36,900 | – | 0.04% | – |
| MTB | Sell | M & T BK CORP | $819,000 | -95.2% | 5,185 | -94.8% | 0.02% | -94.2% |
| OIBRC | Sell | OI S Asponsored adr ne | $651,000 | -87.7% | 592,000 | -77.4% | 0.02% | -85.4% |
| Buy | FALCON MINERALS CORP*w exp 07/21/202 | $379,000 | -60.1% | 1,087,640 | +8.8% | 0.01% | -50.0% | |
| HOSSQ | Buy | HORNBECK OFFSHORE SVCS INC N | $383,000 | -38.7% | 504,552 | +0.9% | 0.01% | -26.7% |
| New | EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $267,000 | – | 250,000 | – | 0.01% | – | |
| MR | Sell | MONTAGE RES CORP | $196,000 | -47.3% | 51,877 | -15.0% | 0.01% | -44.4% |
| IIVI | Sell | II VI INC | $9,000 | -98.0% | 242 | -98.1% | 0.00% | -100.0% |
| CELG | Exit | CELGENE CORPput | $0 | – | -11,800 | – | -0.03% | – |
| CRAY | Exit | CRAY INC | $0 | – | -41,136 | – | -0.03% | – |
| HCM | Exit | HUTCHISON CHINA MEDITECH LTDsponsored adr | $0 | – | -75,000 | – | -0.04% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -6,400 | – | -0.04% | – |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -2,000,000 | – | -0.05% | – | |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -200,000 | – | -0.06% | – |
| Exit | ALTAIR ENGR INCnote 0.250% 6/0 | $0 | – | -2,500,000 | – | -0.06% | – | |
| TTE | Exit | TOTAL S Asponsored ads | $0 | – | -50,000 | – | -0.06% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -100,000 | – | -0.07% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -40,000 | – | -0.07% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -21,936 | – | -0.07% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -403,423 | – | -0.07% | – |
| APC | Exit | ANADARKO PETE CORPput | $0 | – | -49,100 | – | -0.08% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -81,704 | – | -0.10% | – |
| ETSY | Exit | ETSY INC | $0 | – | -86,300 | – | -0.12% | – |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -90,000 | – | -0.13% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -35,370 | – | -0.14% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -550,000 | – | -0.14% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -200,000 | – | -0.15% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -88,714 | – | -0.15% | – |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -5,120,000 | – | -0.15% | – | |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -144,138 | – | -0.16% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.750% 6/0 | $0 | – | -7,346,000 | – | -0.20% | – | |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -350,000 | – | -0.20% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -197,179 | – | -0.21% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -71,000 | – | -0.28% | – |
| LYFT | Exit | LYFT INC | $0 | – | -200,000 | – | -0.31% | – |
| WORK | Exit | SLACK TECHNOLOGIES INC | $0 | – | -498,771 | – | -0.44% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -154,245 | – | -0.44% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -275,000 | – | -0.46% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -827,402 | – | -0.52% | – |
| Exit | CTRIP COM INTL LTDnote 1.250% 9/1 | $0 | – | -23,000,000 | – | -0.54% | – | |
| CNQ | Exit | CANADIAN NAT RES LTDcall | $0 | – | -1,000,000 | – | -0.63% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -175,000 | – | -0.64% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -1,150,000 | – | -0.71% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -230,000 | – | -0.74% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -21,500,000 | – | -0.85% | – | |
| IWB | Exit | ISHARES TRrus 1000 etf | $0 | – | -262,740 | – | -1.00% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -315,000 | – | -1.03% | – |
| RHT | Exit | RED HAT INC | $0 | – | -518,629 | – | -2.28% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -1,165,350 | – | -5.10% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -1,122,000 | – | -7.70% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | New | LIBERTY BROADBAND CORP | $755,626,000 | – | 7,250,296 | – | 17.69% | – |
| VICI | New | VICI PPTYS INC | $452,606,000 | – | 20,535,657 | – | 10.60% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $328,746,000 | – | 1,122,000 | – | 7.70% | – |
| CZR | New | CAESARS ENTMT CORP | $225,096,000 | – | 19,043,658 | – | 5.27% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $217,617,000 | – | 1,165,350 | – | 5.10% | – |
| AABA | New | ALTABA INC | $170,507,000 | – | 2,457,938 | – | 3.99% | – |
| RHT | New | RED HAT INC | $97,378,000 | – | 518,629 | – | 2.28% | – |
| CELG | New | CELGENE CORP | $75,559,000 | – | 817,385 | – | 1.77% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $71,194,000 | – | 65,750 | – | 1.67% | – |
| DHI | New | D R HORTON INC | $70,771,000 | – | 1,640,871 | – | 1.66% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $63,764,000 | – | 1,183,000 | – | 1.49% | – |
| New | ROVI CORPnote 0.500% 3/0 | $61,803,000 | – | 63,222,000 | – | 1.45% | – | |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $44,857,000 | – | 2,125,925 | – | 1.05% | – |
| DIS | New | DISNEY WALT CO | $43,987,000 | – | 315,000 | – | 1.03% | – |
| LPLA | New | LPL FINL HLDGS INC | $43,779,000 | – | 536,699 | – | 1.02% | – |
| IWB | New | ISHARES TRrus 1000 etf | $42,771,000 | – | 262,740 | – | 1.00% | – |
| EBAY | New | EBAY INC | $42,068,000 | – | 1,065,000 | – | 0.98% | – |
| SYMC | New | SYMANTEC CORP | $40,352,000 | – | 1,854,400 | – | 0.94% | – |
| New | TESLA INCnote 1.250% 3/0 | $38,665,000 | – | 40,700,000 | – | 0.90% | – | |
| New | INSEEGO CORPnote 5.500% 6/1 | $38,649,000 | – | 30,769,000 | – | 0.90% | – | |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $36,139,000 | – | 21,500,000 | – | 0.85% | – | |
| ADM | New | ARCHER DANIELS MIDLAND CO | $34,680,000 | – | 850,000 | – | 0.81% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $34,468,000 | – | 28,000,000 | – | 0.81% | – | |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $33,013,000 | – | 37,000,000 | – | 0.77% | – | |
| ENR | New | ENERGIZER HLDGS INC NEW | $32,071,000 | – | 830,000 | – | 0.75% | – |
| VMC | New | VULCAN MATLS CO | $31,581,000 | – | 230,000 | – | 0.74% | – |
| CAG | New | CONAGRA BRANDS INC | $30,498,000 | – | 1,150,000 | – | 0.71% | – |
| VNOM | New | VIPER ENERGY PARTNERS LP | $29,279,000 | – | 950,000 | – | 0.69% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $28,906,000 | – | 648,118 | – | 0.68% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $28,061,000 | – | 115,000 | – | 0.66% | – |
| KDP | New | KEURIG DR PEPPER INC | $28,033,000 | – | 970,000 | – | 0.66% | – |
| XOP | New | SPDR SERIES TRUSTcall | $27,250,000 | – | 1,000,000 | – | 0.64% | – |
| MS | New | MORGAN STANLEY | $27,183,000 | – | 620,468 | – | 0.64% | – |
| MKC | New | MCCORMICK & CO INC | $27,127,000 | – | 175,000 | – | 0.64% | – |
| CNQ | New | CANADIAN NAT RES LTDcall | $26,970,000 | – | 1,000,000 | – | 0.63% | – |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $25,294,000 | – | 916,467 | – | 0.59% | – |
| New | TESLA INCnote 2.000% 5/1 | $24,616,000 | – | 25,000,000 | – | 0.58% | – | |
| SYF | New | SYNCHRONY FINL | $23,913,000 | – | 689,729 | – | 0.56% | – |
| JPM | New | JPMORGAN CHASE & CO | $23,729,000 | – | 212,244 | – | 0.56% | – |
| New | CTRIP COM INTL LTDnote 1.250% 9/1 | $22,906,000 | – | 23,000,000 | – | 0.54% | – | |
| FDC | New | FIRST DATA CORP NEW | $22,398,000 | – | 827,402 | – | 0.52% | – |
| New | II VI INCnote 0.250% 9/0 | $21,640,000 | – | 20,500,000 | – | 0.51% | – | |
| NLY | New | ANNALY CAP MGMT INC | $21,586,000 | – | 2,364,306 | – | 0.50% | – |
| EPC | New | EDGEWELL PERS CARE CO | $21,560,000 | – | 800,000 | – | 0.50% | – |
| CL | New | COLGATE PALMOLIVE CO | $19,709,000 | – | 275,000 | – | 0.46% | – |
| WP | New | WORLDPAY INCcl a | $18,903,000 | – | 154,245 | – | 0.44% | – |
| WORK | New | SLACK TECHNOLOGIES INC | $18,704,000 | – | 498,771 | – | 0.44% | – |
| BGCP | New | BGC PARTNERS INCcl a | $18,656,000 | – | 3,567,145 | – | 0.44% | – |
| BAC | New | BANK AMER CORP | $18,675,000 | – | 643,968 | – | 0.44% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $17,986,000 | – | 61,384 | – | 0.42% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $17,064,000 | – | 712,175 | – | 0.40% | – |
| New | RAMBUS INC DELnote 1.375% 2/0 | $17,055,000 | – | 17,300,000 | – | 0.40% | – | |
| New | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $16,958,000 | – | 16,055,000 | – | 0.40% | – | |
| MTB | New | M & T BK CORP | $16,892,000 | – | 99,325 | – | 0.40% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $16,662,000 | – | 9,719,943 | – | 0.39% | – | |
| NRG | New | NRG ENERGY INC | $16,155,000 | – | 460,000 | – | 0.38% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $15,391,000 | – | 467,671 | – | 0.36% | – |
| AGNC | New | AGNC INVT CORP | $14,301,000 | – | 850,213 | – | 0.34% | – |
| WFC | New | WELLS FARGO CO NEW | $13,516,000 | – | 285,630 | – | 0.32% | – |
| LYFT | New | LYFT INC | $13,142,000 | – | 200,000 | – | 0.31% | – |
| C | New | CITIGROUP INC | $12,806,000 | – | 182,867 | – | 0.30% | – |
| INTEQ | New | INTELSAT S A | $12,411,000 | – | 638,117 | – | 0.29% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $12,232,000 | – | 550,016 | – | 0.29% | – |
| AGN | New | ALLERGAN PLC | $11,888,000 | – | 71,000 | – | 0.28% | – |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $11,696,000 | – | 12,000,000 | – | 0.27% | – | |
| CF | New | CF INDS HLDGS INC | $10,977,000 | – | 235,000 | – | 0.26% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $9,135,000 | – | 197,179 | – | 0.21% | – |
| CME | New | CME GROUP INC | $8,954,000 | – | 46,130 | – | 0.21% | – |
| VST | New | VISTRA ENERGY CORP | $8,830,000 | – | 390,000 | – | 0.21% | – |
| MOS | New | MOSAIC CO NEW | $8,761,000 | – | 350,000 | – | 0.20% | – |
| New | VIAVI SOLUTIONS INCnote 1.750% 6/0 | $8,527,000 | – | 7,346,000 | – | 0.20% | – | |
| MNRL | New | BRIGHAM MINERALS INC | $8,185,000 | – | 381,424 | – | 0.19% | – |
| DNRCQ | New | DENBURY RES INC | $8,060,000 | – | 6,500,000 | – | 0.19% | – |
| V | New | VISA INC | $7,800,000 | – | 44,944 | – | 0.18% | – |
| New | FALCON MINERALS CORP | $7,560,000 | – | 900,000 | – | 0.18% | – | |
| AXP | New | AMERICAN EXPRESS CO | $6,922,000 | – | 56,077 | – | 0.16% | – |
| EWBC | New | EAST WEST BANCORP INC | $6,741,000 | – | 144,138 | – | 0.16% | – |
| SPGI | New | S&P GLOBAL INC | $6,588,000 | – | 28,920 | – | 0.15% | – |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $6,382,000 | – | 5,120,000 | – | 0.15% | – | |
| PNC | New | PNC FINL SVCS GROUP INC | $6,302,000 | – | 45,904 | – | 0.15% | – |
| APC | New | ANADARKO PETE CORP | $6,260,000 | – | 88,714 | – | 0.15% | – |
| SU | New | SUNCOR ENERGY INC NEW | $6,232,000 | – | 200,000 | – | 0.15% | – |
| USB | New | US BANCORP DEL | $6,236,000 | – | 119,003 | – | 0.15% | – |
| TRV | New | TRAVELERS COMPANIES INC | $6,044,000 | – | 40,423 | – | 0.14% | – |
| CB | New | CHUBB LIMITED | $5,937,000 | – | 40,306 | – | 0.14% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $5,872,000 | – | 35,370 | – | 0.14% | – |
| BRY | New | BERRY PETE CORP | $5,830,000 | – | 550,000 | – | 0.14% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $5,541,000 | – | 86,972 | – | 0.13% | – |
| GLIBA | New | GCI LIBERTY INC | $5,531,000 | – | 90,000 | – | 0.13% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $5,485,000 | – | 190,000 | – | 0.13% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $5,361,000 | – | 62,386 | – | 0.13% | – |
| ETSY | New | ETSY INC | $5,296,000 | – | 86,300 | – | 0.12% | – |
| OIBRC | New | OI S Asponsored adr ne | $5,273,000 | – | 2,623,192 | – | 0.12% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $5,206,000 | – | 65,130 | – | 0.12% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $5,229,000 | – | 81,700 | – | 0.12% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $5,093,000 | – | 186,916 | – | 0.12% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $5,096,000 | – | 51,090 | – | 0.12% | – |
| KRP | New | KIMBELL RTY PARTNERS LPunit | $4,922,000 | – | 304,776 | – | 0.12% | – |
| PRU | New | PRUDENTIAL FINL INC | $4,893,000 | – | 48,445 | – | 0.12% | – |
| AON | New | AON PLC | $4,810,000 | – | 24,925 | – | 0.11% | – |
| AFL | New | AFLAC INC | $4,791,000 | – | 87,419 | – | 0.11% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $4,641,000 | – | 22,682 | – | 0.11% | – |
| ET | New | ENERGY TRANSFER LP | $4,527,000 | – | 321,500 | – | 0.11% | – |
| ALL | New | ALLSTATE CORP | $4,494,000 | – | 44,195 | – | 0.10% | – |
| BBT | New | BB&T CORP | $4,455,000 | – | 90,674 | – | 0.10% | – |
| MTH | New | MERITAGE HOMES CORP | $4,195,000 | – | 81,704 | – | 0.10% | – |
| NAVI | New | NAVIENT CORPORATION | $3,912,000 | – | 286,579 | – | 0.09% | – |
| AIG | New | AMERICAN INTL GROUP INC | $3,840,000 | – | 72,063 | – | 0.09% | – |
| COF | New | CAPITAL ONE FINL CORP | $3,526,000 | – | 38,861 | – | 0.08% | – |
| APC | New | ANADARKO PETE CORPput | $3,464,000 | – | 49,100 | – | 0.08% | – |
| MET | New | METLIFE INC | $3,317,000 | – | 66,772 | – | 0.08% | – |
| TIVO | New | TIVO CORP | $2,973,000 | – | 403,423 | – | 0.07% | – |
| BK | New | BANK NEW YORK MELLON CORP | $2,995,000 | – | 67,845 | – | 0.07% | – |
| WBC | New | WABCO HLDGS INC | $2,909,000 | – | 21,936 | – | 0.07% | – |
| NDAQ | New | NASDAQ INC | $2,902,000 | – | 30,177 | – | 0.07% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $2,902,000 | – | 40,000 | – | 0.07% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS L | $2,909,000 | – | 94,550 | – | 0.07% | – |
| CNP | New | CENTERPOINT ENERGY INC | $2,863,000 | – | 100,000 | – | 0.07% | – |
| TTE | New | TOTAL S Asponsored ads | $2,790,000 | – | 50,000 | – | 0.06% | – |
| New | ALTAIR ENGR INCnote 0.250% 6/0 | $2,721,000 | – | 2,500,000 | – | 0.06% | – | |
| BEN | New | FRANKLIN RES INC | $2,698,000 | – | 77,531 | – | 0.06% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,606,000 | – | 23,756 | – | 0.06% | – |
| ZION | New | ZIONS BANCORPORATION N A | $2,608,000 | – | 56,730 | – | 0.06% | – |
| EQM | New | EQM MIDSTREAM PARTNERS LPunit ltd partn | $2,457,000 | – | 55,000 | – | 0.06% | – |
| AMP | New | AMERIPRISE FINL INC | $2,384,000 | – | 16,426 | – | 0.06% | – |
| NTRS | New | NORTHERN TR CORP | $2,379,000 | – | 26,433 | – | 0.06% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $2,356,000 | – | 200,000 | – | 0.06% | – |
| MSCI | New | MSCI INC | $2,245,000 | – | 9,401 | – | 0.05% | – |
| SCHW | New | THE CHARLES SCHWAB CORPORATI | $2,146,000 | – | 53,404 | – | 0.05% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,112,000 | – | 59,730 | – | 0.05% | – |
| DFS | New | DISCOVER FINL SVCS | $2,025,000 | – | 26,098 | – | 0.05% | – |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $1,977,000 | – | 2,000,000 | – | 0.05% | – | |
| KEY | New | KEYCORP NEW | $1,979,000 | – | 111,467 | – | 0.05% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $1,881,000 | – | 136,085 | – | 0.04% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $1,824,000 | – | 6,400 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $1,727,000 | – | 3,680 | – | 0.04% | – |
| STI | New | SUNTRUST BKS INC | $1,659,000 | – | 26,395 | – | 0.04% | – |
| HCM | New | HUTCHISON CHINA MEDITECH LTDsponsored adr | $1,650,000 | – | 75,000 | – | 0.04% | – |
| CRAY | New | CRAY INC | $1,432,000 | – | 41,136 | – | 0.03% | – |
| IVZ | New | INVESCO LTD | $1,242,000 | – | 60,695 | – | 0.03% | – |
| CELG | New | CELGENE CORPput | $1,091,000 | – | 11,800 | – | 0.03% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $1,015,000 | – | 20,327 | – | 0.02% | – |
| STT | New | STATE STR CORP | $968,000 | – | 17,264 | – | 0.02% | – |
| SIVB | New | SVB FINL GROUP | $991,000 | – | 4,412 | – | 0.02% | – |
| New | FALCON MINERALS CORP*w exp 07/21/202 | $950,000 | – | 1,000,000 | – | 0.02% | – | |
| CMA | New | COMERICA INC | $947,000 | – | 13,041 | – | 0.02% | – |
| New | DENBURY RES INC DELdebt 6.375%12/3 | $877,000 | – | 1,348,000 | – | 0.02% | – | |
| FITB | New | FIFTH THIRD BANCORP | $871,000 | – | 31,228 | – | 0.02% | – |
| HOSSQ | New | HORNBECK OFFSHORE SVCS INC N | $625,000 | – | 500,000 | – | 0.02% | – |
| IIVI | New | II VI INC | $460,000 | – | 12,575 | – | 0.01% | – |
| MR | New | MONTAGE RES CORP | $372,000 | – | 61,031 | – | 0.01% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ZLAB | Exit | ZAI LAB LTDadr | $0 | – | -17,500 | – | -0.01% | – |
| Exit | FALCON MINERALS CORP*w exp 07/21/202 | $0 | – | -200,000 | – | -0.01% | – | |
| FRC | Exit | FIRST REP BK SAN FRANCISCO C | $0 | – | -5,408 | – | -0.01% | – |
| CBOE | Exit | CBOE GLOBAL MARKETS INC | $0 | – | -5,768 | – | -0.01% | – |
| AKRXQ | Exit | AKORN INCcall | $0 | – | -50,000 | – | -0.01% | – |
| GLOG | Exit | GASLOG LTD | $0 | – | -33,367 | – | -0.01% | – |
| Z | Exit | ZILLOW GROUP INCcl c cap stk | $0 | – | -17,550 | – | -0.02% | – |
| DOMO | Exit | DOMO INC | $0 | – | -39,533 | – | -0.02% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -25,000 | – | -0.02% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -42,670 | – | -0.03% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -30,300 | – | -0.03% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -8,448 | – | -0.03% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -60,695 | – | -0.03% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -26,508 | – | -0.03% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -48,772 | – | -0.03% | – |
| YUMC | Exit | YUM CHINA HLDGS INCcall | $0 | – | -50,000 | – | -0.04% | – |
| STT | Exit | STATE STR CORP | $0 | – | -23,659 | – | -0.04% | – |
| FGWS | Exit | FGL HLDGS*w exp 11/30/202 | $0 | – | -1,000,000 | – | -0.04% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -93,750 | – | -0.04% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INCcall | $0 | – | -200,400 | – | -0.05% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -33,048 | – | -0.05% | – |
| MSCI | Exit | MSCI INC | $0 | – | -12,589 | – | -0.05% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -4,791 | – | -0.05% | – |
| XOGAQ | Exit | EXTRACTION OIL AND GAS INC | $0 | – | -200,000 | – | -0.05% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -59,730 | – | -0.05% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -100,000 | – | -0.05% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -132,540 | – | -0.06% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -34,567 | – | -0.06% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -150,578 | – | -0.06% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -180,933 | – | -0.06% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -32,758 | – | -0.06% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -90,140 | – | -0.07% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -99,493 | – | -0.07% | – |
| FND | Exit | FLOOR & DECOR HLDGS INCcl a | $0 | – | -100,000 | – | -0.07% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -83,487 | – | -0.07% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -20,717 | – | -0.07% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -50,000 | – | -0.07% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -175,000 | – | -0.07% | – |
| VNOM | Exit | VIPER ENERGY PARTNERS LP | $0 | – | -75,000 | – | -0.07% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -30,068 | – | -0.07% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N Vcall | $0 | – | -40,000 | – | -0.08% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -34,096 | – | -0.08% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $0 | – | -160,000 | – | -0.08% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -71,019 | – | -0.08% | – |
| MET | Exit | METLIFE INC | $0 | – | -80,890 | – | -0.08% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -59,000 | – | -0.09% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -150,000 | – | -0.09% | – |
| ENDP | Exit | ENDO INTL PLCput | $0 | – | -250,000 | – | -0.09% | – |
| AON | Exit | AON PLC | $0 | – | -28,994 | – | -0.10% | – |
| FG | Exit | FGL HLDGS | $0 | – | -510,938 | – | -0.10% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -90,510 | – | -0.10% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -97,100 | – | -0.10% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -55,000 | – | -0.10% | – |
| OIBRC | Exit | OI S Asponsored adr ne | $0 | – | -1,743,778 | – | -0.10% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -100,000 | – | -0.10% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPcall | $0 | – | -194,600 | – | -0.11% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -95,337 | – | -0.11% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -51,947 | – | -0.11% | – |
| KRP | Exit | KIMBELL RTY PARTNERS LPunit | $0 | – | -250,000 | – | -0.11% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -94,160 | – | -0.11% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -44,000 | – | -0.11% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -13,800 | – | -0.11% | – |
| RLGY | Exit | REALOGY HLDGS CORPput | $0 | – | -250,000 | – | -0.11% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -46,528 | – | -0.11% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -63,400 | – | -0.12% | – |
| BBT | Exit | BB&T CORP | $0 | – | -107,630 | – | -0.12% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDput | $0 | – | -250,000 | – | -0.12% | – |
| AFL | Exit | AFLAC INC | $0 | – | -116,969 | – | -0.12% | – |
| PNK | Exit | PINNACLE ENTMT INC NEW | $0 | – | -165,000 | – | -0.12% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -150,000 | – | -0.12% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -50,000 | – | -0.12% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -57,400 | – | -0.12% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -80,982 | – | -0.13% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -76,746 | – | -0.13% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -58,547 | – | -0.13% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -85,000 | – | -0.13% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -101,196 | – | -0.13% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -28,206 | – | -0.14% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -48,925 | – | -0.14% | – |
| SVMK | Exit | SVMK INC | $0 | – | -400,000 | – | -0.14% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -250,000 | – | -0.15% | – |
| Exit | KNOWLES CORPnote 3.250%11/0 | $0 | – | -6,000,000 | – | -0.15% | – | |
| CB | Exit | CHUBB LIMITED | $0 | – | -51,632 | – | -0.15% | – |
| K | Exit | KELLOGG CO | $0 | – | -100,000 | – | -0.15% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -36,022 | – | -0.15% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -280,593 | – | -0.16% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -405,782 | – | -0.16% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -70,557 | – | -0.16% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -500,000 | – | -0.16% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -55,863 | – | -0.17% | – |
| Exit | FALCON MINERALS CORP | $0 | – | -700,000 | – | -0.17% | – | |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -60,000 | – | -0.17% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -100,000 | – | -0.18% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -160,595 | – | -0.19% | – |
| CME | Exit | CME GROUP INC | $0 | – | -50,332 | – | -0.19% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -291,926 | – | -0.19% | – |
| Exit | KB HOMEnote 1.375% 2/0 | $0 | – | -8,500,000 | – | -0.19% | – | |
| Exit | PANDORA MEDIA INCnote 1.750%12/0 | $0 | – | -9,103,000 | – | -0.19% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -244,000 | – | -0.20% | – |
| PDD | Exit | PINDUODUO INCsponsored ads | $0 | – | -350,000 | – | -0.20% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -501,993 | – | -0.20% | – |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -10,000,000 | – | -0.21% | – | |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -308,500 | – | -0.21% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -134,400 | – | -0.21% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -231,000 | – | -0.22% | – |
| Exit | ZILLOW GROUP INCnote 1.500% 7/0 | $0 | – | -11,000,000 | – | -0.22% | – | |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -175,000 | – | -0.23% | – |
| COTY | Exit | COTY INC | $0 | – | -850,000 | – | -0.23% | – |
| GSKY | Exit | GREENSKY INCcl a | $0 | – | -622,054 | – | -0.25% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -42,500 | – | -0.25% | – |
| INTEQ | Exit | INTELSAT S Acall | $0 | – | -379,500 | – | -0.25% | – |
| KO | Exit | COCA COLA CO | $0 | – | -250,000 | – | -0.25% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -10,000,000 | – | -0.26% | – | |
| TSG | Exit | STARS GROUP INC | $0 | – | -479,300 | – | -0.26% | – |
| EA | Exit | ELECTRONIC ARTS INCcall | $0 | – | -100,000 | – | -0.26% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -250,000 | – | -0.27% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -2,000,000 | – | -0.27% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -150,000 | – | -0.27% | – |
| FCEA | Exit | FOREST CITY RLTY TR INC | $0 | – | -503,769 | – | -0.28% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -300,000 | – | -0.30% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -297,955 | – | -0.30% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -276,986 | – | -0.30% | – |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -14,000,000 | – | -0.31% | – | |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -91,200 | – | -0.33% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -300,000 | – | -0.36% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -314,774 | – | -0.36% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -13,700 | – | -0.36% | – |
| C | Exit | CITIGROUP INC | $0 | – | -232,060 | – | -0.36% | – |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -16,500,000 | – | -0.37% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -18,000,000 | – | -0.38% | – | |
| HSY | Exit | HERSHEY CO | $0 | – | -170,000 | – | -0.38% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -505,000 | – | -0.39% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -387,859 | – | -0.40% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -367,096 | – | -0.42% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -1,616,494 | – | -0.44% | – |
| AAPL | Exit | APPLE INC | $0 | – | -89,300 | – | -0.44% | – |
| Exit | LIBERTY MEDIA CORP DELAWAREdeb 2.250% 9/3 | $0 | – | -40,000,000 | – | -0.48% | – | |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -490,100 | – | -0.49% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -570,000 | – | -0.50% | – |
| S | Exit | SPRINT CORPcall | $0 | – | -3,500,000 | – | -0.50% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -1,200,000 | – | -0.51% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -541,700 | – | -0.51% | – |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -23,500,000 | – | -0.52% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -19,000,000 | – | -0.54% | – | |
| CMA | Exit | COMERICA INC | $0 | – | -274,912 | – | -0.54% | – |
| Exit | INFINERA CORPORATIONnote 2.125% 9/0 | $0 | – | -25,000,000 | – | -0.56% | – | |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -30,000,000 | – | -0.56% | – | |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -82,346 | – | -0.56% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -271,711 | – | -0.57% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -25,000,000 | – | -0.59% | – | |
| EQT | Exit | EQT CORP | $0 | – | -617,207 | – | -0.60% | – |
| ALLT | Exit | ALLOT COMMUNICATIONS LTD | $0 | – | -4,471,663 | – | -0.61% | – |
| Exit | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $0 | – | -19,000,000 | – | -0.63% | – | |
| BAC | Exit | BANK AMER CORP | $0 | – | -988,844 | – | -0.64% | – |
| Exit | TESLA INCnote 0.250% 3/0 | $0 | – | -30,000,000 | – | -0.65% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -268,324 | – | -0.66% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -560,000 | – | -0.68% | – |
| LGFA | Exit | LIONS GATE ENTMNT CORPcl a vtg | $0 | – | -1,306,849 | – | -0.70% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -25,500,000 | – | -0.70% | – | |
| XOP | Exit | SPDR SERIES TRUSTcall | $0 | – | -750,000 | – | -0.71% | – |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -636,520 | – | -0.71% | – |
| Exit | INSEEGO CORPnote 5.500% 6/1 | $0 | – | -30,769,000 | – | -0.72% | – | |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -375,000 | – | -0.77% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -299,000 | – | -0.77% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -225,000 | – | -0.78% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -720,000 | – | -0.79% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -571,971 | – | -0.81% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -22,100 | – | -0.97% | – |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -570,000 | – | -0.99% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -273,100 | – | -1.08% | – |
| DVN | Exit | DEVON ENERGY CORP NEWcall | $0 | – | -1,250,000 | – | -1.10% | – |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -30,719,943 | – | -1.10% | – | |
| T | Exit | AT&T INC | $0 | – | -1,500,000 | – | -1.10% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -5,345,000 | – | -1.12% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -1,278,500 | – | -1.20% | – |
| EMB | Exit | ISHARES TRput | $0 | – | -510,000 | – | -1.21% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -849,445 | – | -1.21% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -482,500 | – | -1.21% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -1,600,000 | – | -1.35% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -339,489 | – | -1.51% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -2,441,581 | – | -1.61% | – |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -1,000,000 | – | -1.66% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -280,000 | – | -1.79% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -340,000 | – | -2.17% | – |
| Exit | ROVI CORPnote 0.500% 3/0 | $0 | – | -116,687,000 | – | -2.44% | – | |
| AABA | Exit | ALTABA INC | $0 | – | -2,674,619 | – | -4.00% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -34,498,395 | – | -7.76% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -21,498,926 | – | -10.20% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -7,290,838 | – | -13.48% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | Sell | LIBERTY BROADBAND CORP | $614,618,000 | +10.5% | 7,290,838 | -0.7% | 13.48% | +51.5% |
| AABA | Sell | ALTABA INC | $182,195,000 | -7.8% | 2,674,619 | -0.9% | 4.00% | +26.3% |
| SPY | Sell | SPDR S&P 500 ETF TRcall | $98,845,000 | -41.7% | 340,000 | -45.6% | 2.17% | -20.1% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $81,402,000 | -87.0% | 280,000 | -87.9% | 1.79% | -82.2% |
| XLE | New | SELECT SECTOR SPDR TRcall | $75,740,000 | – | 1,000,000 | – | 1.66% | – |
| INTEQ | Buy | INTELSAT S A | $73,247,000 | +142.3% | 2,441,581 | +34.6% | 1.61% | +232.0% |
| AET | Sell | AETNA INC NEW | $68,865,000 | -26.8% | 339,489 | -33.8% | 1.51% | +0.3% |
| TRCO | New | TRIBUNE MEDIA COcl a | $61,488,000 | – | 1,600,000 | – | 1.35% | – |
| MSFT | Buy | MICROSOFT CORP | $55,184,000 | +945.9% | 482,500 | +801.9% | 1.21% | +1341.7% |
| PF | Buy | PINNACLE FOODS INC DEL | $55,053,000 | +467.7% | 849,445 | +469.9% | 1.21% | +679.4% |
| EMB | Sell | ISHARES TRput | $54,983,000 | -20.8% | 510,000 | -21.5% | 1.21% | +8.6% |
| EEM | Buy | ISHARES TRmsci emg mkt etf | $54,873,000 | +535.0% | 1,278,500 | +541.1% | 1.20% | +772.5% |
| P | Sell | PANDORA MEDIA INC | $50,831,000 | -9.4% | 5,345,000 | -25.0% | 1.12% | +24.0% |
| T | Sell | AT&T INC | $50,370,000 | -21.6% | 1,500,000 | -25.0% | 1.10% | +7.5% |
| DVN | New | DEVON ENERGY CORP NEWcall | $49,925,000 | – | 1,250,000 | – | 1.10% | – |
| SPOT | Sell | SPOTIFY TECHNOLOGY S A | $49,385,000 | -59.7% | 273,100 | -62.5% | 1.08% | -44.8% |
| COUP | Buy | COUPA SOFTWARE INC | $45,087,000 | +44.9% | 570,000 | +14.0% | 0.99% | +98.6% |
| AMZN | Sell | AMAZON COM INC | $44,266,000 | -12.9% | 22,100 | -26.1% | 0.97% | +19.3% |
| ADM | New | ARCHER DANIELS MIDLAND CO | $36,194,000 | – | 720,000 | – | 0.79% | – |
| CRM | Sell | SALESFORCE COM INC | $35,782,000 | +7.8% | 225,000 | -7.5% | 0.78% | +47.8% |
| DIS | New | DISNEY WALT CO | $34,965,000 | – | 299,000 | – | 0.77% | – |
| RNG | Sell | RINGCENTRAL INCcl a | $34,894,000 | +4.4% | 375,000 | -21.1% | 0.77% | +43.2% |
| XOP | New | SPDR SERIES TRUSTcall | $32,468,000 | – | 750,000 | – | 0.71% | – |
| GLIBA | Sell | GCI LIBERTY INC | $32,463,000 | +2.3% | 636,520 | -9.6% | 0.71% | +40.2% |
| Buy | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $32,109,000 | +9.9% | 25,500,000 | +15.9% | 0.70% | +50.4% | |
| LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $31,874,000 | +14.1% | 1,306,849 | +16.1% | 0.70% | +56.4% |
| KHC | New | KRAFT HEINZ CO | $30,862,000 | – | 560,000 | – | 0.68% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $30,278,000 | -55.8% | 268,324 | -59.2% | 0.66% | -39.5% |
| Sell | TESLA INCnote 0.250% 3/0 | $29,818,000 | -22.8% | 30,000,000 | -14.3% | 0.65% | +5.8% | |
| BAC | Sell | BANK AMER CORP | $29,131,000 | -51.9% | 988,844 | -54.0% | 0.64% | -34.1% |
| Buy | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $28,601,000 | +400.9% | 19,000,000 | +280.0% | 0.63% | +589.0% | |
| ALLT | Sell | ALLOT COMMUNICATIONS LTD | $27,635,000 | +3.4% | 4,471,663 | -10.3% | 0.61% | +41.6% |
| EQT | Buy | EQT CORP | $27,299,000 | -17.5% | 617,207 | +2.9% | 0.60% | +13.0% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $25,815,000 | +292.4% | 271,711 | +218.9% | 0.57% | +439.0% |
| SIVB | Buy | SVB FINL GROUP | $25,596,000 | +122.3% | 82,346 | +106.5% | 0.56% | +205.4% |
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $25,555,000 | +17.9% | 30,000,000 | +22.4% | 0.56% | +61.7% | |
| New | INFINERA CORPORATIONnote 2.125% 9/0 | $25,360,000 | – | 25,000,000 | – | 0.56% | – | |
| CMA | Sell | COMERICA INC | $24,797,000 | -15.4% | 274,912 | -14.8% | 0.54% | +16.0% |
| New | HERBALIFE LTDnote 2.000% 8/1 | $24,761,000 | – | 19,000,000 | – | 0.54% | – | |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $23,870,000 | +54.0% | 23,500,000 | +56.7% | 0.52% | +111.3% | |
| MDLZ | New | MONDELEZ INTL INCcl a | $23,271,000 | – | 541,700 | – | 0.51% | – |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $23,160,000 | -28.0% | 1,200,000 | -20.0% | 0.51% | -1.4% |
| S | New | SPRINT CORPcall | $22,890,000 | – | 3,500,000 | – | 0.50% | – |
| DVN | Sell | DEVON ENERGY CORP NEW | $22,766,000 | -26.0% | 570,000 | -18.6% | 0.50% | +1.2% |
| MU | New | MICRON TECHNOLOGY INC | $22,167,000 | – | 490,100 | – | 0.49% | – |
| Sell | LIBERTY MEDIA CORP DELAWAREdeb 2.250% 9/3 | $21,976,000 | -7.5% | 40,000,000 | -11.1% | 0.48% | +26.8% | |
| TIVO | Sell | TIVO CORP | $20,125,000 | -35.7% | 1,616,494 | -30.5% | 0.44% | -11.8% |
| AAPL | Buy | APPLE INC | $20,159,000 | +99.8% | 89,300 | +63.9% | 0.44% | +174.5% |
| WFC | Sell | WELLS FARGO CO NEW | $19,295,000 | -63.4% | 367,096 | -61.3% | 0.42% | -49.8% |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $18,233,000 | – | 387,859 | – | 0.40% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $17,619,000 | – | 505,000 | – | 0.39% | – |
| HSY | New | HERSHEY CO | $17,340,000 | – | 170,000 | – | 0.38% | – |
| Sell | CEMEX SAB DE CVnote 3.720% 3/1 | $16,663,000 | -30.8% | 16,500,000 | -31.2% | 0.37% | -5.2% | |
| C | Sell | CITIGROUP INC | $16,648,000 | -57.0% | 232,060 | -59.9% | 0.36% | -41.1% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $16,537,000 | +18.1% | 13,700 | +10.5% | 0.36% | +62.1% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $16,491,000 | -36.3% | 314,774 | -25.6% | 0.36% | -12.6% |
| CF | New | CF INDS HLDGS INC | $16,332,000 | – | 300,000 | – | 0.36% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $15,026,000 | – | 91,200 | – | 0.33% | – |
| Sell | CEMEX SAB DE CVnote 3.720% 3/1 | $14,147,000 | -26.0% | 14,000,000 | -26.3% | 0.31% | +1.3% | |
| ZION | Sell | ZIONS BANCORPORATION | $13,891,000 | -24.9% | 276,986 | -21.1% | 0.30% | +3.0% |
| MS | Sell | MORGAN STANLEY | $13,876,000 | -42.4% | 297,955 | -41.4% | 0.30% | -21.2% |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $13,641,000 | – | 300,000 | – | 0.30% | – |
| FCEA | New | FOREST CITY RLTY TR INC | $12,640,000 | – | 503,769 | – | 0.28% | – |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $12,479,000 | +103.6% | 150,000 | +86.8% | 0.27% | +179.6% |
| DNRCQ | Sell | DENBURY RES INC | $12,400,000 | -45.1% | 2,000,000 | -57.4% | 0.27% | -24.9% |
| CRCQQ | Buy | CALIFORNIA RES CORP | $12,133,000 | +434.0% | 250,000 | +400.0% | 0.27% | +638.9% |
| EA | New | ELECTRONIC ARTS INCcall | $12,049,000 | – | 100,000 | – | 0.26% | – |
| TSG | Buy | STARS GROUP INC | $11,935,000 | +45.5% | 479,300 | +112.1% | 0.26% | +100.0% |
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $11,626,000 | +256.7% | 10,000,000 | +300.0% | 0.26% | +390.4% | |
| KO | New | COCA COLA CO | $11,548,000 | – | 250,000 | – | 0.25% | – |
| INTEQ | Buy | INTELSAT S Acall | $11,385,000 | +114.0% | 379,500 | +18.8% | 0.25% | +194.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $11,307,000 | +122.6% | 42,500 | +105.3% | 0.25% | +206.2% |
| GSKY | Buy | GREENSKY INCcl a | $11,197,000 | +526.2% | 622,054 | +636.0% | 0.25% | +748.3% |
| COTY | New | COTY INC | $10,676,000 | – | 850,000 | – | 0.23% | – |
| MO | New | ALTRIA GROUP INC | $10,554,000 | – | 175,000 | – | 0.23% | – |
| New | ZILLOW GROUP INCnote 1.500% 7/0 | $10,186,000 | – | 11,000,000 | – | 0.22% | – | |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $10,000,000 | – | 231,000 | – | 0.22% | – |
| QCOM | Buy | QUALCOMM INC | $9,681,000 | +146.1% | 134,400 | +91.7% | 0.21% | +236.5% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $9,530,000 | -14.7% | 308,500 | -58.6% | 0.21% | +16.8% |
| PDD | New | PINDUODUO INCsponsored ads | $9,202,000 | – | 350,000 | – | 0.20% | – |
| RF | Sell | REGIONS FINL CORP NEW | $9,212,000 | -20.5% | 501,993 | -23.0% | 0.20% | +8.6% |
| New | PANDORA MEDIA INCnote 1.750%12/0 | $8,814,000 | – | 9,103,000 | – | 0.19% | – | |
| DISCK | Sell | DISCOVERY INC | $8,635,000 | +12.9% | 291,926 | -2.7% | 0.19% | +54.9% |
| CME | Sell | CME GROUP INC | $8,567,000 | -34.4% | 50,332 | -36.8% | 0.19% | -10.0% |
| USB | Sell | US BANCORP DEL | $8,481,000 | -65.3% | 160,595 | -67.1% | 0.19% | -52.4% |
| PG | New | PROCTER AND GAMBLE CO | $8,323,000 | – | 100,000 | – | 0.18% | – |
| MKC | New | MCCORMICK & CO INC | $7,905,000 | – | 60,000 | – | 0.17% | – |
| New | FALCON MINERALS CORP | $7,700,000 | – | 700,000 | – | 0.17% | – | |
| PNC | Sell | PNC FINL SVCS GROUP INC | $7,608,000 | -51.8% | 55,863 | -52.2% | 0.17% | -34.0% |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $7,505,000 | – | 500,000 | – | 0.16% | – |
| AXP | Sell | AMERICAN EXPRESS CO | $7,514,000 | -54.8% | 70,557 | -58.4% | 0.16% | -38.0% |
| TMHC | Sell | TAYLOR MORRISON HOME CORPcl a | $7,320,000 | -55.0% | 405,782 | -48.1% | 0.16% | -38.1% |
| ASB | Sell | ASSOCIATED BANC CORP | $7,295,000 | -29.8% | 280,593 | -26.3% | 0.16% | -3.6% |
| SPGI | Sell | S&P GLOBAL INC | $7,038,000 | -60.1% | 36,022 | -58.4% | 0.15% | -45.6% |
| K | New | KELLOGG CO | $7,002,000 | – | 100,000 | – | 0.15% | – |
| CB | Sell | CHUBB LIMITED | $6,900,000 | -59.1% | 51,632 | -61.2% | 0.15% | -44.1% |
| Sell | KNOWLES CORPnote 3.250%11/0 | $6,864,000 | -48.8% | 6,000,000 | -50.0% | 0.15% | -29.4% | |
| BJ | New | BJS WHSL CLUB HLDGS INC | $6,695,000 | – | 250,000 | – | 0.15% | – |
| SVMK | New | SVMK INC | $6,412,000 | – | 400,000 | – | 0.14% | – |
| TRV | Sell | TRAVELERS COMPANIES INC | $6,346,000 | -47.9% | 48,925 | -50.9% | 0.14% | -28.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $6,325,000 | -55.8% | 28,206 | -56.5% | 0.14% | -39.3% |
| EWBC | Buy | EAST WEST BANCORP INC | $6,109,000 | +53.1% | 101,196 | +65.4% | 0.13% | +109.4% |
| HFC | New | HOLLYFRONTIER CORP | $5,942,000 | – | 85,000 | – | 0.13% | – |
| PRU | Sell | PRUDENTIAL FINL INC | $5,932,000 | -46.6% | 58,547 | -50.7% | 0.13% | -27.0% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $5,753,000 | -47.4% | 80,982 | -56.2% | 0.13% | -28.0% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $5,748,000 | -53.7% | 76,746 | -54.6% | 0.13% | -36.7% |
| ALL | Sell | ALLSTATE CORP | $5,665,000 | -59.9% | 57,400 | -62.9% | 0.12% | -45.1% |
| DLR | New | DIGITAL RLTY TR INC | $5,624,000 | – | 50,000 | – | 0.12% | – |
| FE | New | FIRSTENERGY CORP | $5,576,000 | – | 150,000 | – | 0.12% | – |
| AFL | Sell | AFLAC INC | $5,506,000 | -63.1% | 116,969 | -66.3% | 0.12% | -49.4% |
| BBT | Sell | BB&T CORP | $5,224,000 | -47.9% | 107,630 | -45.9% | 0.12% | -28.6% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $5,244,000 | -55.6% | 63,400 | -56.0% | 0.12% | -39.2% |
| VAC | New | MARRIOTT VACATIONS WRLDWDE C | $5,200,000 | – | 46,528 | – | 0.11% | – |
| NFLX | Sell | NETFLIX INC | $5,163,000 | -89.0% | 13,800 | -88.5% | 0.11% | -85.0% |
| RLGY | New | REALOGY HLDGS CORPput | $5,160,000 | – | 250,000 | – | 0.11% | – |
| SRE | New | SEMPRA ENERGY | $5,005,000 | – | 44,000 | – | 0.11% | – |
| AIG | Sell | AMERICAN INTL GROUP INC | $5,013,000 | -63.6% | 94,160 | -63.7% | 0.11% | -50.0% |
| COF | Sell | CAPITAL ONE FINL CORP | $4,931,000 | -65.1% | 51,947 | -66.2% | 0.11% | -52.2% |
| SGMS | Sell | SCIENTIFIC GAMES CORPcall | $4,943,000 | -49.7% | 194,600 | -2.7% | 0.11% | -31.2% |
| KRP | New | KIMBELL RTY PARTNERS LPunit | $4,905,000 | – | 250,000 | – | 0.11% | – |
| OIBRC | New | OI S Asponsored adr ne | $4,761,000 | – | 1,743,778 | – | 0.10% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $4,755,000 | – | 100,000 | – | 0.10% | – |
| WTFC | New | WINTRUST FINL CORP | $4,672,000 | – | 55,000 | – | 0.10% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $4,615,000 | -67.8% | 90,510 | -65.9% | 0.10% | -55.9% |
| AON | Sell | AON PLC | $4,459,000 | -31.7% | 28,994 | -39.1% | 0.10% | -6.7% |
| ENDP | New | ENDO INTL PLCput | $4,208,000 | – | 250,000 | – | 0.09% | – |
| CNP | New | CENTERPOINT ENERGY INC | $4,148,000 | – | 150,000 | – | 0.09% | – |
| TMUS | Buy | T MOBILE US INC | $4,141,000 | +669.7% | 59,000 | +555.6% | 0.09% | +911.1% |
| MET | Sell | METLIFE INC | $3,779,000 | -47.6% | 80,890 | -51.1% | 0.08% | -27.8% |
| SCHW | Sell | SCHWAB CHARLES CORP NEW | $3,491,000 | -67.0% | 71,019 | -65.6% | 0.08% | -54.4% |
| NTRS | Sell | NORTHERN TR CORP | $3,482,000 | -62.4% | 34,096 | -62.1% | 0.08% | -48.6% |
| NXPI | New | NXP SEMICONDUCTORS N Vcall | $3,420,000 | – | 40,000 | – | 0.08% | – |
| TROW | Sell | PRICE T ROWE GROUP INC | $3,283,000 | -61.8% | 30,068 | -59.3% | 0.07% | -47.4% |
| VNOM | New | VIPER ENERGY PARTNERS LP | $3,158,000 | – | 75,000 | – | 0.07% | – |
| BRY | New | BERRY PETE CORP | $3,084,000 | – | 175,000 | – | 0.07% | – |
| VRTV | New | VERITIV CORP | $3,039,000 | – | 83,487 | – | 0.07% | – |
| SLB | New | SCHLUMBERGER LTD | $3,046,000 | – | 50,000 | – | 0.07% | – |
| AMP | Sell | AMERIPRISE FINL INC | $3,059,000 | -56.5% | 20,717 | -58.8% | 0.07% | -40.7% |
| BEN | Sell | FRANKLIN RES INC | $3,026,000 | -63.3% | 99,493 | -61.4% | 0.07% | -50.0% |
| FND | New | FLOOR & DECOR HLDGS INCcl a | $3,017,000 | – | 100,000 | – | 0.07% | – |
| NDAQ | Buy | NASDAQ INC | $2,811,000 | +1.9% | 32,758 | +8.4% | 0.06% | +40.9% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $2,700,000 | -65.3% | 180,933 | -65.6% | 0.06% | -52.4% |
| DFS | Sell | DISCOVER FINL SVCS | $2,643,000 | -62.2% | 34,567 | -65.2% | 0.06% | -48.2% |
| KEY | Sell | KEYCORP NEW | $2,636,000 | -45.5% | 132,540 | -46.5% | 0.06% | -24.7% |
| BOX | New | BOX INCcl a | $2,391,000 | – | 100,000 | – | 0.05% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,304,000 | – | 59,730 | – | 0.05% | – |
| XOGAQ | New | EXTRACTION OIL AND GAS INC | $2,258,000 | – | 200,000 | – | 0.05% | – |
| BLK | Sell | BLACKROCK INC | $2,258,000 | -65.1% | 4,791 | -63.1% | 0.05% | -51.9% |
| MSCI | Sell | MSCI INC | $2,233,000 | -63.8% | 12,589 | -66.3% | 0.05% | -50.5% |
| STI | Sell | SUNTRUST BKS INC | $2,207,000 | -57.2% | 33,048 | -57.7% | 0.05% | -42.2% |
| PGTI | New | PGT INNOVATIONS INC | $2,025,000 | – | 93,750 | – | 0.04% | – |
| STT | Sell | STATE STR CORP | $1,982,000 | -71.6% | 23,659 | -68.5% | 0.04% | -61.6% |
| YUMC | New | YUM CHINA HLDGS INCcall | $1,756,000 | – | 50,000 | – | 0.04% | – |
| SYF | New | SYNCHRONY FINL | $1,516,000 | – | 48,772 | – | 0.03% | – |
| AMTD | Sell | TD AMERITRADE HLDG CORP | $1,400,000 | -64.8% | 26,508 | -63.4% | 0.03% | -51.6% |
| IVZ | New | INVESCO LTD | $1,389,000 | – | 60,695 | – | 0.03% | – |
| MTB | Sell | M & T BK CORP | $1,390,000 | -78.7% | 8,448 | -78.0% | 0.03% | -71.4% |
| LTXB | New | LEGACY TEX FINL GROUP INC | $1,291,000 | – | 30,300 | – | 0.03% | – |
| FITB | Sell | FIFTH THIRD BANCORP | $1,191,000 | -69.6% | 42,670 | -68.7% | 0.03% | -58.7% |
| DK | New | DELEK US HLDGS INC NEW | $1,061,000 | – | 25,000 | – | 0.02% | – |
| Z | Sell | ZILLOW GROUP INCcl c cap stk | $777,000 | -85.3% | 17,550 | -80.3% | 0.02% | -79.8% |
| AKRXQ | New | AKORN INCcall | $649,000 | – | 50,000 | – | 0.01% | – |
| GLOG | New | GASLOG LTD | $659,000 | – | 33,367 | – | 0.01% | – |
| CBOE | Sell | CBOE GLOBAL MARKETS INC | $553,000 | -92.2% | 5,768 | -91.5% | 0.01% | -89.4% |
| FRC | Sell | FIRST REP BK SAN FRANCISCO C | $519,000 | -91.5% | 5,408 | -91.5% | 0.01% | -88.8% |
| New | FALCON MINERALS CORP*w exp 07/21/202 | $340,000 | – | 200,000 | – | 0.01% | – | |
| ZLAB | New | ZAI LAB LTDadr | $341,000 | – | 17,500 | – | 0.01% | – |
| KODKWS | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| KODKWSA | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -20,815 | – | -0.01% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -16,045 | – | -0.02% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEWcall | $0 | – | -570,000 | – | -0.03% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -133,411 | – | -0.03% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -16,800 | – | -0.04% | – |
| AGLE | Exit | AEGLEA BIOTHERAPEUTICS INC | $0 | – | -206,407 | – | -0.04% | – |
| CDAY | Exit | CERIDIAN HCM HLDG INC | $0 | – | -75,000 | – | -0.04% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -35,000 | – | -0.04% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -175,000 | – | -0.05% | – |
| LHO | Exit | LASALLE HOTEL PPTYS | $0 | – | -92,500 | – | -0.05% | – |
| NYT | Exit | NEW YORK TIMES COcl a | $0 | – | -126,400 | – | -0.05% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -125,482 | – | -0.05% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -97,383 | – | -0.05% | – |
| ILG | Exit | ILG INC | $0 | – | -101,393 | – | -0.05% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -50,192 | – | -0.06% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -28,200 | – | -0.06% | – |
| USG | Exit | U S G CORP | $0 | – | -98,000 | – | -0.07% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -250,000 | – | -0.07% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -105,200 | – | -0.07% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -88,449 | – | -0.08% | – |
| Exit | REDWOOD TR INCnote 5.625% 7/1 | $0 | – | -5,000,000 | – | -0.08% | – | |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -217,392 | – | -0.08% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -175,000 | – | -0.08% | – |
| PPL | Exit | PPL CORP | $0 | – | -185,713 | – | -0.08% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -5,000,000 | – | -0.08% | – | |
| TPGE | Exit | TPG PACE ENERGY HLDGS CORPcl a | $0 | – | -501,926 | – | -0.09% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -41,548 | – | -0.09% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -120,462 | – | -0.09% | – |
| PVH | Exit | PVH CORP | $0 | – | -37,700 | – | -0.09% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -105,069 | – | -0.09% | – |
| EVHC | Exit | ENVISION HEALTHCARE CORP | $0 | – | -139,700 | – | -0.10% | – |
| ETFC | Exit | E TRADE FINANCIAL CORPcall | $0 | – | -107,700 | – | -0.10% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -138,310 | – | -0.11% | – |
| MTG | Exit | MGIC INVT CORP WIScall | $0 | – | -700,000 | – | -0.12% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -60,000 | – | -0.12% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -33,100 | – | -0.12% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -709,637 | – | -0.12% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -170,700 | – | -0.13% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTLput | $0 | – | -350,000 | – | -0.13% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -40,500 | – | -0.14% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -50,000 | – | -0.15% | – |
| INTC | Exit | INTEL CORP | $0 | – | -191,100 | – | -0.15% | – |
| BBU | Exit | BROOKFIELD BUSINESS PARTNERSunit ltd lp | $0 | – | -263,373 | – | -0.16% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N Vput | $0 | – | -95,600 | – | -0.17% | – |
| TWTR | Exit | TWITTER INCcall | $0 | – | -250,000 | – | -0.18% | – |
| MGM | Exit | MGM RESORTS INTERNATIONALput | $0 | – | -385,000 | – | -0.18% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -197,000 | – | -0.19% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -231,801 | – | -0.19% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -551,439 | – | -0.19% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -190,300 | – | -0.24% | – |
| Exit | CIENA CORPnote 3.750%10/1 | $0 | – | -11,500,000 | – | -0.24% | – | |
| HUBS | Exit | HUBSPOT INC | $0 | – | -132,466 | – | -0.27% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -170,347 | – | -0.27% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -145,030 | – | -0.29% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -1,750,000 | – | -0.29% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -413,410 | – | -0.30% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -263,401 | – | -0.34% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDcall | $0 | – | -1,000,000 | – | -0.34% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -850,000 | – | -0.37% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -167,700 | – | -0.41% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -431,493 | – | -0.41% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -217,500 | – | -0.41% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -159,200 | – | -0.50% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -5,118,789 | – | -0.50% | – |
| T | Exit | AT&T INCput | $0 | – | -1,000,000 | – | -0.51% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -250,000 | – | -0.56% | – |
| CNQ | Exit | CANADIAN NAT RES LTDcall | $0 | – | -1,000,000 | – | -0.58% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -563,770 | – | -0.61% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -221,339 | – | -0.61% | – |
| CVX | Exit | CHEVRON CORP NEWcall | $0 | – | -502,000 | – | -1.02% | – |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -387,500 | – | -1.06% | – |
| SMH | Exit | VANECK VECTORS ETF TRput | $0 | – | -663,100 | – | -1.09% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -1,281,490 | – | -1.15% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -634,080 | – | -1.37% | – |
| Exit | SERVICESOURCE INTL INCnote 1.500% 8/0 | $0 | – | -121,085,000 | – | -1.90% | – | |
| T | Exit | AT&T INCcall | $0 | – | -4,000,000 | – | -2.06% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -1,920,494 | – | -3.36% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $626,060,000 | – | 2,307,800 | – | 10.02% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $556,090,000 | – | 7,344,036 | – | 8.90% | – |
| VICI | New | VICI PPTYS INC | $443,738,000 | – | 21,498,926 | – | 7.10% | – |
| CZR | New | CAESARS ENTMT CORP | $369,133,000 | – | 34,498,395 | – | 5.91% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $209,852,000 | – | 1,920,494 | – | 3.36% | – |
| AABA | New | ALTABA INC | $197,639,000 | – | 2,699,619 | – | 3.16% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $169,550,000 | – | 625,000 | – | 2.71% | – |
| T | New | AT&T INCcall | $128,440,000 | – | 4,000,000 | – | 2.06% | – |
| SPOT | New | SPOTIFY TECHNOLOGY S A | $122,596,000 | – | 728,700 | – | 1.96% | – |
| New | SERVICESOURCE INTL INCnote 1.500% 8/0 | $118,902,000 | – | 121,085,000 | – | 1.90% | – | |
| New | ROVI CORPnote 0.500% 3/0 | $111,078,000 | – | 116,687,000 | – | 1.78% | – | |
| AET | New | AETNA INC NEW | $94,122,000 | – | 512,928 | – | 1.51% | – |
| COL | New | ROCKWELL COLLINS INC | $85,398,000 | – | 634,080 | – | 1.37% | – |
| XL | New | XL GROUP LTD | $71,699,000 | – | 1,281,490 | – | 1.15% | – |
| EMB | New | ISHARES TRput | $69,401,000 | – | 650,000 | – | 1.11% | – |
| JPM | New | JPMORGAN CHASE & CO | $68,555,000 | – | 657,921 | – | 1.10% | – |
| SMH | New | VANECK VECTORS ETF TRput | $68,080,000 | – | 663,100 | – | 1.09% | – |
| QQQ | New | INVESCO QQQ TRput | $66,514,000 | – | 387,500 | – | 1.06% | – |
| T | New | AT&T INC | $64,220,000 | – | 2,000,000 | – | 1.03% | – |
| CVX | New | CHEVRON CORP NEWcall | $63,468,000 | – | 502,000 | – | 1.02% | – |
| BAC | New | BANK AMER CORP | $60,582,000 | – | 2,149,053 | – | 0.97% | – |
| P | New | PANDORA MEDIA INC | $56,131,000 | – | 7,123,275 | – | 0.90% | – |
| WFC | New | WELLS FARGO CO NEW | $52,650,000 | – | 949,674 | – | 0.84% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $52,617,000 | – | 30,719,943 | – | 0.84% | – | |
| AMZN | New | AMAZON COM INC | $50,824,000 | – | 29,900 | – | 0.81% | – |
| NFLX | New | NETFLIX INC | $47,050,000 | – | 120,200 | – | 0.75% | – |
| C | New | CITIGROUP INC | $38,718,000 | – | 578,568 | – | 0.62% | – |
| New | TESLA INCnote 0.250% 3/0 | $38,613,000 | – | 35,000,000 | – | 0.62% | – | |
| NOW | New | SERVICENOW INC | $38,174,000 | – | 221,339 | – | 0.61% | – |
| VR | New | VALIDUS HOLDINGS LTD | $38,111,000 | – | 563,770 | – | 0.61% | – |
| LPLA | New | LPL FINL HLDGS INC | $37,487,000 | – | 571,971 | – | 0.60% | – |
| CNQ | New | CANADIAN NAT RES LTDcall | $36,070,000 | – | 1,000,000 | – | 0.58% | – |
| EA | New | ELECTRONIC ARTS INC | $35,255,000 | – | 250,000 | – | 0.56% | – |
| RNG | New | RINGCENTRAL INCcl a | $33,416,000 | – | 475,000 | – | 0.54% | – |
| CRM | New | SALESFORCE COM INC | $33,182,000 | – | 243,269 | – | 0.53% | – |
| EQT | New | EQT CORP | $33,108,000 | – | 600,000 | – | 0.53% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $32,160,000 | – | 1,500,000 | – | 0.52% | – |
| T | New | AT&T INCput | $32,110,000 | – | 1,000,000 | – | 0.51% | – |
| GLIBA | New | GCI LIBERTY INC | $31,746,000 | – | 704,220 | – | 0.51% | – |
| TIVO | New | TIVO CORP | $31,283,000 | – | 2,325,901 | – | 0.50% | – |
| SIGM | New | SIGMA DESIGNS INC | $31,225,000 | – | 5,118,789 | – | 0.50% | – |
| COUP | New | COUPA SOFTWARE INC | $31,120,000 | – | 500,000 | – | 0.50% | – |
| FB | New | FACEBOOK INCcl a | $30,936,000 | – | 159,200 | – | 0.50% | – |
| DVN | New | DEVON ENERGY CORP NEW | $30,772,000 | – | 700,000 | – | 0.49% | – |
| INTEQ | New | INTELSAT S A | $30,230,000 | – | 1,814,549 | – | 0.48% | – |
| CMA | New | COMERICA INC | $29,322,000 | – | 322,503 | – | 0.47% | – |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $29,219,000 | – | 22,000,000 | – | 0.47% | – | |
| LGFA | New | LIONS GATE ENTMNT CORPcl a vtg | $27,947,000 | – | 1,126,000 | – | 0.45% | – |
| New | INSEEGO CORPnote 5.500% 6/1 | $26,922,000 | – | 30,769,000 | – | 0.43% | – | |
| ALLT | New | ALLOT COMMUNICATIONS LTD | $26,725,000 | – | 4,986,063 | – | 0.43% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $25,892,000 | – | 423,344 | – | 0.41% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $25,743,000 | – | 217,500 | – | 0.41% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $25,661,000 | – | 431,493 | – | 0.41% | – |
| IAC | New | IAC INTERACTIVECORP | $25,573,000 | – | 167,700 | – | 0.41% | – |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $25,294,000 | – | 25,000,000 | – | 0.40% | – | |
| USB | New | US BANCORP DEL | $24,414,000 | – | 488,076 | – | 0.39% | – |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $24,090,000 | – | 24,000,000 | – | 0.39% | – | |
| MS | New | MORGAN STANLEY | $24,106,000 | – | 508,558 | – | 0.39% | – |
| New | LIBERTY MEDIA CORP DELAWAREdeb 2.250% 9/3 | $23,747,000 | – | 45,000,000 | – | 0.38% | – | |
| DISCA | New | DISCOVERY INC | $23,375,000 | – | 850,000 | – | 0.37% | – |
| DNRCQ | New | DENBURY RES INC | $22,607,000 | – | 4,700,000 | – | 0.36% | – |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $21,675,000 | – | 24,500,000 | – | 0.35% | – | |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDcall | $21,440,000 | – | 1,000,000 | – | 0.34% | – |
| IYR | New | ISHARES TRu.s. real es etf | $21,225,000 | – | 263,401 | – | 0.34% | – |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $19,117,000 | – | 19,000,000 | – | 0.31% | – | |
| ZION | New | ZIONS BANCORPORATION | $18,491,000 | – | 350,938 | – | 0.30% | – |
| URBN | New | URBAN OUTFITTERS INC | $18,417,000 | – | 413,410 | – | 0.30% | – |
| CVE | New | CENOVUS ENERGY INC | $18,165,000 | – | 1,750,000 | – | 0.29% | – |
| LULU | New | LULULEMON ATHLETICA INC | $18,107,000 | – | 145,030 | – | 0.29% | – |
| SPGI | New | S&P GLOBAL INC | $17,660,000 | – | 86,613 | – | 0.28% | – |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $17,480,000 | – | 18,000,000 | – | 0.28% | – | |
| EXR | New | EXTRA SPACE STORAGE INC | $17,002,000 | – | 170,347 | – | 0.27% | – |
| CB | New | CHUBB LIMITED | $16,886,000 | – | 132,936 | – | 0.27% | – |
| HUBS | New | HUBSPOT INC | $16,611,000 | – | 132,466 | – | 0.27% | – |
| AXP | New | AMERICAN EXPRESS CO | $16,615,000 | – | 169,539 | – | 0.27% | – |
| TMHC | New | TAYLOR MORRISON HOME CORPcl a | $16,251,000 | – | 782,039 | – | 0.26% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $15,793,000 | – | 116,901 | – | 0.25% | – |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $15,496,000 | – | 15,000,000 | – | 0.25% | – | |
| New | CIENA CORPnote 3.750%10/1 | $15,245,000 | – | 11,500,000 | – | 0.24% | – | |
| HLT | New | HILTON WORLDWIDE HLDGS INC | $15,064,000 | – | 190,300 | – | 0.24% | – |
| AFL | New | AFLAC INC | $14,914,000 | – | 346,675 | – | 0.24% | – |
| BK | New | BANK NEW YORK MELLON CORP | $14,324,000 | – | 265,600 | – | 0.23% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $14,296,000 | – | 64,814 | – | 0.23% | – |
| COF | New | CAPITAL ONE FINL CORP | $14,127,000 | – | 153,716 | – | 0.23% | – |
| ALL | New | ALLSTATE CORP | $14,122,000 | – | 154,723 | – | 0.23% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $14,002,000 | – | 12,400 | – | 0.22% | – |
| AIG | New | AMERICAN INTL GROUP INC | $13,759,000 | – | 259,497 | – | 0.22% | – |
| New | KNOWLES CORPnote 3.250%11/0 | $13,398,000 | – | 12,000,000 | – | 0.21% | – | |
| CME | New | CME GROUP INC | $13,054,000 | – | 79,636 | – | 0.21% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $12,421,000 | – | 168,875 | – | 0.20% | – |
| TRV | New | TRAVELERS COMPANIES INC | $12,191,000 | – | 99,645 | – | 0.20% | – |
| COLD | New | AMERICOLD RLTY TR | $12,143,000 | – | 551,439 | – | 0.19% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $11,819,000 | – | 144,183 | – | 0.19% | – |
| OKTA | New | OKTA INCcl a | $11,676,000 | – | 231,801 | – | 0.19% | – |
| RF | New | REGIONS FINL CORP NEW | $11,590,000 | – | 651,839 | – | 0.19% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INC | $11,593,000 | – | 197,000 | – | 0.19% | – |
| SIVB | New | SVB FINL GROUP | $11,515,000 | – | 39,878 | – | 0.18% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $11,174,000 | – | 745,400 | – | 0.18% | – |
| MGM | New | MGM RESORTS INTERNATIONALput | $11,177,000 | – | 385,000 | – | 0.18% | – |
| PRU | New | PRUDENTIAL FINL INC | $11,107,000 | – | 118,775 | – | 0.18% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $10,936,000 | – | 184,881 | – | 0.18% | – |
| TWTR | New | TWITTER INCcall | $10,918,000 | – | 250,000 | – | 0.18% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $10,564,000 | – | 206,733 | – | 0.17% | – |
| NXPI | New | NXP SEMICONDUCTORS N Vput | $10,446,000 | – | 95,600 | – | 0.17% | – |
| ASB | New | ASSOCIATED BANC CORP | $10,390,000 | – | 380,593 | – | 0.17% | – |
| AAPL | New | APPLE INC | $10,088,000 | – | 54,500 | – | 0.16% | – |
| BBU | New | BROOKFIELD BUSINESS PARTNERSunit ltd lp | $10,077,000 | – | 263,373 | – | 0.16% | – |
| BBT | New | BB&T CORP | $10,031,000 | – | 198,869 | – | 0.16% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $9,866,000 | – | 10,000,000 | – | 0.16% | – | |
| SGMS | New | SCIENTIFIC GAMES CORPcall | $9,830,000 | – | 200,000 | – | 0.16% | – |
| PF | New | PINNACLE FOODS INC DEL | $9,697,000 | – | 149,044 | – | 0.16% | – |
| INTC | New | INTEL CORP | $9,500,000 | – | 191,100 | – | 0.15% | – |
| PXD | New | PIONEER NAT RES CO | $9,462,000 | – | 50,000 | – | 0.15% | – |
| NTRS | New | NORTHERN TR CORP | $9,257,000 | – | 89,969 | – | 0.15% | – |
| New | KB HOMEnote 1.375% 2/0 | $9,252,000 | – | 8,500,000 | – | 0.15% | – | |
| MLM | New | MARTIN MARIETTA MATLS INC | $9,045,000 | – | 40,500 | – | 0.14% | – |
| EEM | New | ISHARES TRmsci emg mkt etf | $8,641,000 | – | 199,430 | – | 0.14% | – |
| TROW | New | PRICE T ROWE GROUP INC | $8,585,000 | – | 73,951 | – | 0.14% | – |
| BEN | New | FRANKLIN RES INC | $8,256,000 | – | 257,585 | – | 0.13% | – |
| TSG | New | STARS GROUP INC | $8,204,000 | – | 226,000 | – | 0.13% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTLput | $8,134,000 | – | 350,000 | – | 0.13% | – |
| TPR | New | TAPESTRY INC | $7,973,000 | – | 170,700 | – | 0.13% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $7,834,000 | – | 709,637 | – | 0.12% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $7,772,000 | – | 526,527 | – | 0.12% | – |
| ULTA | New | ULTA BEAUTY INC | $7,728,000 | – | 33,100 | – | 0.12% | – |
| DISCK | New | DISCOVERY INC | $7,650,000 | – | 300,000 | – | 0.12% | – |
| CVX | New | CHEVRON CORP NEW | $7,586,000 | – | 60,000 | – | 0.12% | – |
| MTG | New | MGIC INVT CORP WIScall | $7,504,000 | – | 700,000 | – | 0.12% | – |
| NRG | New | NRG ENERGY INC | $7,491,000 | – | 244,000 | – | 0.12% | – |
| MET | New | METLIFE INC | $7,212,000 | – | 165,422 | – | 0.12% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $7,127,000 | – | 138,310 | – | 0.11% | – |
| CBOE | New | CBOE GLOBAL MARKETS INC | $7,088,000 | – | 68,111 | – | 0.11% | – |
| AMP | New | AMERIPRISE FINL INC | $7,029,000 | – | 50,247 | – | 0.11% | – |
| STT | New | STATE STR CORP | $6,986,000 | – | 75,041 | – | 0.11% | – |
| DFS | New | DISCOVER FINL SVCS | $6,999,000 | – | 99,397 | – | 0.11% | – |
| ETFC | New | E TRADE FINANCIAL CORPcall | $6,587,000 | – | 107,700 | – | 0.10% | – |
| MTB | New | M & T BK CORP | $6,534,000 | – | 38,400 | – | 0.10% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $6,578,000 | – | 85,200 | – | 0.10% | – |
| AON | New | AON PLC | $6,530,000 | – | 47,608 | – | 0.10% | – |
| BLK | New | BLACKROCK INC | $6,479,000 | – | 12,983 | – | 0.10% | – |
| MSCI | New | MSCI INC | $6,176,000 | – | 37,335 | – | 0.10% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $6,128,000 | – | 80,300 | – | 0.10% | – |
| EVHC | New | ENVISION HEALTHCARE CORP | $6,148,000 | – | 139,700 | – | 0.10% | – |
| FRC | New | FIRST REP BK SAN FRANCISCO C | $6,127,000 | – | 63,307 | – | 0.10% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDput | $6,080,000 | – | 250,000 | – | 0.10% | – |
| EVRG | New | EVERGY INC | $5,900,000 | – | 105,069 | – | 0.09% | – |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $5,710,000 | – | 5,000,000 | – | 0.09% | – | |
| PVH | New | PVH CORP | $5,644,000 | – | 37,700 | – | 0.09% | – |
| PNK | New | PINNACLE ENTMT INC NEW | $5,565,000 | – | 165,000 | – | 0.09% | – |
| SO | New | SOUTHERN CO | $5,579,000 | – | 120,462 | – | 0.09% | – |
| TPGE | New | TPG PACE ENERGY HLDGS CORPcl a | $5,456,000 | – | 501,926 | – | 0.09% | – |
| ANDV | New | ANDEAVOR | $5,450,000 | – | 41,548 | – | 0.09% | – |
| PE | New | PARSLEY ENERGY INCcl a | $5,299,000 | – | 175,000 | – | 0.08% | – |
| INTEQ | New | INTELSAT S Acall | $5,321,000 | – | 319,400 | – | 0.08% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $5,311,000 | – | 5,000,000 | – | 0.08% | – | |
| PPL | New | PPL CORP | $5,302,000 | – | 185,713 | – | 0.08% | – |
| MSFT | New | MICROSOFT CORP | $5,276,000 | – | 53,500 | – | 0.08% | – |
| Z | New | ZILLOW GROUP INCcl c cap stk | $5,268,000 | – | 89,200 | – | 0.08% | – |
| STI | New | SUNTRUST BKS INC | $5,154,000 | – | 78,065 | – | 0.08% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,079,000 | – | 20,700 | – | 0.08% | – |
| New | REDWOOD TR INCnote 5.625% 7/1 | $4,959,000 | – | 5,000,000 | – | 0.08% | – | |
| JEF | New | JEFFERIES FINL GROUP INC | $4,943,000 | – | 217,392 | – | 0.08% | – |
| KEY | New | KEYCORP NEW | $4,840,000 | – | 247,703 | – | 0.08% | – |
| PACW | New | PACWEST BANCORP DEL | $4,799,000 | – | 97,100 | – | 0.08% | – |
| SNV | New | SYNOVUS FINL CORP | $4,673,000 | – | 88,449 | – | 0.08% | – |
| RSPP | New | RSP PERMIAN INC | $4,631,000 | – | 105,200 | – | 0.07% | – |
| FHN | New | FIRST HORIZON NATL CORP | $4,460,000 | – | 250,000 | – | 0.07% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $4,359,000 | – | 95,337 | – | 0.07% | – |
| FG | New | FGL HLDGS | $4,287,000 | – | 510,938 | – | 0.07% | – |
| USG | New | U S G CORP | $4,226,000 | – | 98,000 | – | 0.07% | – |
| EWBC | New | EAST WEST BANCORP INC | $3,990,000 | – | 61,196 | – | 0.06% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $3,972,000 | – | 72,522 | – | 0.06% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $4,024,000 | – | 28,200 | – | 0.06% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,917,000 | – | 136,491 | – | 0.06% | – |
| QCOM | New | QUALCOMM INC | $3,934,000 | – | 70,100 | – | 0.06% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $3,891,000 | – | 160,000 | – | 0.06% | – |
| D | New | DOMINION ENERGY INC | $3,422,000 | – | 50,192 | – | 0.06% | – |
| ILG | New | ILG INC | $3,349,000 | – | 101,393 | – | 0.05% | – |
| WMB | New | WILLIAMS COS INC DEL | $3,402,000 | – | 125,482 | – | 0.05% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $3,360,000 | – | 97,383 | – | 0.05% | – |
| NYT | New | NEW YORK TIMES COcl a | $3,274,000 | – | 126,400 | – | 0.05% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $3,259,000 | – | 2,500,000 | – | 0.05% | – | |
| LHO | New | LASALLE HOTEL PPTYS | $3,166,000 | – | 92,500 | – | 0.05% | – |
| OMF | New | ONEMAIN HLDGS INC | $3,001,000 | – | 90,140 | – | 0.05% | – |
| RRC | New | RANGE RES CORP | $2,928,000 | – | 175,000 | – | 0.05% | – |
| ETR | New | ENTERGY CORP NEW | $2,828,000 | – | 35,000 | – | 0.04% | – |
| NDAQ | New | NASDAQ INC | $2,759,000 | – | 30,226 | – | 0.04% | – |
| KMI | New | KINDER MORGAN INC DEL | $2,661,000 | – | 150,578 | – | 0.04% | – |
| CDAY | New | CERIDIAN HCM HLDG INC | $2,489,000 | – | 75,000 | – | 0.04% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $2,272,000 | – | 50,000 | – | 0.04% | – |
| TIF | New | TIFFANY & CO NEW | $2,211,000 | – | 16,800 | – | 0.04% | – |
| AGLE | New | AEGLEA BIOTHERAPEUTICS INC | $2,184,000 | – | 206,407 | – | 0.04% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INCcall | $2,212,000 | – | 200,400 | – | 0.04% | – |
| SGRY | New | SURGERY PARTNERS INC | $1,988,000 | – | 133,411 | – | 0.03% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEWcall | $1,892,000 | – | 570,000 | – | 0.03% | – |
| GSKY | New | GREENSKY INCcl a | $1,788,000 | – | 84,522 | – | 0.03% | – |
| DOMO | New | DOMO INC | $1,079,000 | – | 39,533 | – | 0.02% | – |
| LNC | New | LINCOLN NATL CORP IND | $999,000 | – | 16,045 | – | 0.02% | – |
| TMUS | New | T MOBILE US INC | $538,000 | – | 9,000 | – | 0.01% | – |
| ATUS | New | ALTICE USA INCcl a | $355,000 | – | 20,815 | – | 0.01% | – |
| KODKWS | New | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | 8,383 | – | 0.00% | – |
| KODKWSA | New | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | 8,383 | – | 0.00% | – |
| FGWS | New | FGL HLDGS*w exp 11/30/202 | $0 | – | 1,000,000 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KODKWS | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| KODKWSA | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| REXXQ | Exit | REX ENERGY CORPORATION | $0 | – | -16,500 | – | -0.00% | – |
| SLM | Exit | SLM CORP | $0 | – | -10,400 | – | -0.00% | – |
| KODK | Exit | EASTMAN KODAK CO | $0 | – | -24,123 | – | -0.00% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -40,000 | – | -0.00% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -14,300 | – | -0.01% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -9,800 | – | -0.01% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -2,100 | – | -0.01% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -3,500 | – | -0.01% | – |
| MMM | Exit | 3M CO | $0 | – | -1,100 | – | -0.01% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -600 | – | -0.01% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,100 | – | -0.01% | – |
| HCP | Exit | HCP INC | $0 | – | -8,400 | – | -0.01% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -1,800 | – | -0.01% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -3,500 | – | -0.01% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -2,000 | – | -0.01% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -2,400 | – | -0.01% | – |
| RHP | Exit | RYMAN HOSPITALITY PPTYS INC | $0 | – | -4,300 | – | -0.01% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -10,300 | – | -0.01% | – |
| GRPN | Exit | GROUPON INC | $0 | – | -50,300 | – | -0.01% | – |
| AGIO | Exit | AGIOS PHARMACEUTICALS INC | $0 | – | -3,500 | – | -0.01% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -4,000 | – | -0.01% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -2,700 | – | -0.01% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -4,700 | – | -0.01% | – |
| VMW | Exit | VMWARE INC | $0 | – | -2,500 | – | -0.01% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -1,600 | – | -0.01% | – |
| PK | Exit | PARK HOTELS RESORTS INC | $0 | – | -9,000 | – | -0.01% | – |
| COHR | Exit | COHERENT INC | $0 | – | -1,100 | – | -0.01% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -5,400 | – | -0.01% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -2,900 | – | -0.01% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -4,800 | – | -0.01% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -1,300 | – | -0.01% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -4,500 | – | -0.01% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -9,600 | – | -0.01% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -19,500 | – | -0.01% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -18,400 | – | -0.01% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -44,500 | – | -0.01% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -2,800 | – | -0.01% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -2,100 | – | -0.01% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -13,000 | – | -0.01% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -1,500 | – | -0.01% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,000 | – | -0.01% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -2,600 | – | -0.01% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -4,500 | – | -0.01% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -7,300 | – | -0.01% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -4,000 | – | -0.01% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -3,800 | – | -0.01% | – |
| ETSY | Exit | ETSY INC | $0 | – | -19,600 | – | -0.01% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -400 | – | -0.01% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -27,900 | – | -0.01% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -2,500 | – | -0.01% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -1,800 | – | -0.01% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -5,400 | – | -0.01% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -1,600 | – | -0.01% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -7,600 | – | -0.01% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -2,800 | – | -0.01% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -16,400 | – | -0.01% | – |
| AOI | Exit | ALLIANCE ONE INTL INC | $0 | – | -36,099 | – | -0.01% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -6,800 | – | -0.01% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -7,900 | – | -0.01% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -24,366 | – | -0.01% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -3,200 | – | -0.01% | – |
| BWLD | Exit | BUFFALO WILD WINGS INC | $0 | – | -4,000 | – | -0.01% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -17,200 | – | -0.01% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -11,000 | – | -0.01% | – |
| CCOI | Exit | COGENT COMMUNICATIONS HLDGS | $0 | – | -9,600 | – | -0.01% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -3,500 | – | -0.01% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -8,700 | – | -0.01% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -9,000 | – | -0.01% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -3,900 | – | -0.01% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -37,200 | – | -0.01% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -12,900 | – | -0.01% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -7,400 | – | -0.01% | – |
| HDP | Exit | HORTONWORKS INC | $0 | – | -34,200 | – | -0.01% | – |
| HIFR | Exit | INFRAREIT INC | $0 | – | -28,585 | – | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -71,100 | – | -0.02% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -11,300 | – | -0.02% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INC | $0 | – | -18,300 | – | -0.02% | – |
| CUDA | Exit | BARRACUDA NETWORKS INC | $0 | – | -27,200 | – | -0.02% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -20,600 | – | -0.02% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -4,800 | – | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -6,000 | – | -0.02% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -9,600 | – | -0.02% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -37,200 | – | -0.02% | – |
| WBT | Exit | WELBILT INC | $0 | – | -33,200 | – | -0.02% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -5,800 | – | -0.02% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -23,200 | – | -0.02% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -74,783 | – | -0.02% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -8,800 | – | -0.02% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -8,100 | – | -0.02% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -10,000 | – | -0.02% | – |
| AGYS | Exit | AGILYSYS INC | $0 | – | -96,666 | – | -0.03% | – |
| INVE | Exit | IDENTIV INC | $0 | – | -266,666 | – | -0.03% | – |
| CALX | Exit | CALIX INC | $0 | – | -266,666 | – | -0.03% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -90,400 | – | -0.04% | – |
| ITCI | Exit | INTRA CELLULAR THERAPIES INC | $0 | – | -114,000 | – | -0.04% | – |
| DSPG | Exit | DSP GROUP INC | $0 | – | -141,666 | – | -0.04% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -27,200 | – | -0.05% | – |
| ENDP | Exit | ENDO INTL PLCput | $0 | – | -250,000 | – | -0.05% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -150,000 | – | -0.06% | – |
| AIRG | Exit | AIRGAIN INC | $0 | – | -289,105 | – | -0.06% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -2,000,000 | – | -0.06% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -3,000 | – | -0.07% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -72,900 | – | -0.07% | – |
| OA | Exit | ORBITAL ATK INC | $0 | – | -22,600 | – | -0.07% | – |
| XOGAQ | Exit | EXTRACTION OIL AND GAS INC | $0 | – | -200,000 | – | -0.07% | – |
| SREV | Exit | SERVICESOURCE INTL INC | $0 | – | -1,006,666 | – | -0.08% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -670,400 | – | -0.08% | – |
| EVHC | Exit | ENVISION HEALTHCARE CORP | $0 | – | -78,500 | – | -0.08% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -157,884 | – | -0.09% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODS INC | $0 | – | -128,912 | – | -0.09% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -15,000 | – | -0.10% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,000 | – | -0.10% | – |
| YELP | Exit | YELP INCcall | $0 | – | -100,000 | – | -0.10% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -175,000 | – | -0.11% | – |
| SCG | Exit | SCANA CORP NEWput | $0 | – | -100,000 | – | -0.12% | – |
| PF | Exit | PINNACLE FOODS INC DELcall | $0 | – | -85,000 | – | -0.12% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -100,000 | – | -0.12% | – |
| XLP | Exit | SELECT SECTOR SPDR TRput | $0 | – | -90,000 | – | -0.12% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -37,700 | – | -0.12% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -450,000 | – | -0.12% | – |
| EQT | Exit | EQT CORPcall | $0 | – | -80,000 | – | -0.12% | – |
| OIH | Exit | VANECK VECTORS ETF TRoil svcs etf | $0 | – | -204,400 | – | -0.13% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -180,677 | – | -0.13% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -126,666 | – | -0.13% | – |
| INTU | Exit | INTUIT | $0 | – | -40,000 | – | -0.14% | – |
| AA | Exit | ALCOA CORP | $0 | – | -123,787 | – | -0.14% | – |
| ABCO | Exit | ADVISORY BRD CO | $0 | – | -113,400 | – | -0.14% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -76,789 | – | -0.15% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -105,620 | – | -0.15% | – |
| COTY | Exit | COTY INC | $0 | – | -390,000 | – | -0.15% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -100,000 | – | -0.16% | – |
| LUMN | Exit | CENTURYLINK INCcall | $0 | – | -350,000 | – | -0.16% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -85,600 | – | -0.16% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -27,800 | – | -0.17% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -150,824 | – | -0.17% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -65,100 | – | -0.17% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -150,000 | – | -0.17% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -175,000 | – | -0.17% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -62,500 | – | -0.17% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -185,686 | – | -0.18% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -226,600 | – | -0.18% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -118,000 | – | -0.18% | – |
| LGFA | Exit | LIONS GATE ENTMNT CORPcl a vtg | $0 | – | -228,300 | – | -0.18% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -103,000 | – | -0.18% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -1,606,866 | – | -0.19% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -54,000 | – | -0.19% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncall | $0 | – | -25,000 | – | -0.22% | – |
| EXFO | Exit | EXFO INC | $0 | – | -2,306,000 | – | -0.22% | – |
| TMUS | Exit | T MOBILE US INCcall | $0 | – | -152,000 | – | -0.22% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -10,000 | – | -0.23% | – |
| KEGX | Exit | KEY ENERGY SVCS INC DEL | $0 | – | -761,130 | – | -0.24% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -248,166 | – | -0.24% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -540,400 | – | -0.24% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -216,430 | – | -0.24% | – |
| KBH | Exit | KB HOME | $0 | – | -429,608 | – | -0.25% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -69,000 | – | -0.25% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -90,000 | – | -0.25% | – |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -10,000 | – | -0.25% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -747,600 | – | -0.26% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -1,208,300 | – | -0.29% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -306,580 | – | -0.30% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -73,750 | – | -0.30% | – |
| NEWS | Exit | NEWSTAR FINANCIAL INC | $0 | – | -1,107,683 | – | -0.31% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -737,697 | – | -0.31% | – |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -282,431 | – | -0.32% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -90,000 | – | -0.33% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -88,100 | – | -0.33% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -38,700 | – | -0.34% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -76,800 | – | -0.34% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -250,000 | – | -0.34% | – |
| NOMD | Exit | NOMAD FOODS LTD | $0 | – | -1,022,259 | – | -0.35% | – |
| MMYT | Exit | MAKEMYTRIP LIMITED MAURITIUS | $0 | – | -584,079 | – | -0.40% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -321,400 | – | -0.40% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -1,629,724 | – | -0.41% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -286,913 | – | -0.44% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -109,451 | – | -0.44% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -479,049 | – | -0.45% | – |
| GSUM | Exit | GRIDSUM HLDG INCadr repsg cl b | $0 | – | -1,841,679 | – | -0.45% | – |
| CMCSA | Exit | COMCAST CORP NEWcall | $0 | – | -500,000 | – | -0.46% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -695,305 | – | -0.47% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -400,000 | – | -0.48% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -111,425 | – | -0.49% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDput | $0 | – | -1,190,000 | – | -0.50% | – |
| CARS | Exit | CARS COM INC | $0 | – | -810,403 | – | -0.51% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -631,223 | – | -0.54% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -188,539 | – | -0.54% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -440,493 | – | -0.54% | – |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -24,259,000 | – | -0.54% | – | |
| K | Exit | KELLOGG CO | $0 | – | -382,697 | – | -0.57% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -571,416 | – | -0.64% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -278,600 | – | -0.66% | – |
| ALLT | Exit | ALLOT COMMUNICATIONS LTD | $0 | – | -5,341,063 | – | -0.68% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -200,000 | – | -0.69% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTLput | $0 | – | -2,160,000 | – | -0.74% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -431,500 | – | -0.75% | – |
| MODN | Exit | MODEL N INC | $0 | – | -2,156,666 | – | -0.77% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -5,118,789 | – | -0.77% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -326,400 | – | -0.79% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -2,301,604 | – | -0.86% | – |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -36,439,000 | – | -0.88% | – | |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -2,956,417 | – | -0.94% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -358,690 | – | -0.96% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,084,500 | – | -0.99% | – |
| EXA | Exit | EXA CORP | $0 | – | -1,744,776 | – | -1.00% | – |
| Exit | INSEEGO CORPnote 5.500% 6/1 | $0 | – | -52,769,000 | – | -1.02% | – | |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -686,789 | – | -1.04% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -213,196 | – | -1.05% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -664,951 | – | -1.15% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -5,126,361 | – | -1.15% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -200,000 | – | -1.20% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -200,000 | – | -1.20% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -684,733 | – | -1.26% | – |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -66,000,000 | – | -1.49% | – | |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,750,031 | – | -1.69% | – |
| EQT | Exit | EQT CORP | $0 | – | -1,264,834 | – | -1.96% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -5,138,625 | – | -2.43% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -1,020,000 | – | -2.49% | – |
| Exit | SERVICESOURCE INTL INCnote 1.500% 8/0 | $0 | – | -121,085,000 | – | -2.83% | – | |
| CACQ | Exit | CAESARS ACQUISITION COcl a | $0 | – | -5,705,079 | – | -2.91% | – |
| Exit | ROVI CORPnote 0.500% 3/0 | $0 | – | -165,107,000 | – | -3.96% | – | |
| IWM | Exit | ISHARES TRput | $0 | – | -1,189,700 | – | -4.20% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -182,720,000 | – | -4.36% | – | |
| AABA | Exit | ALTABA INC | $0 | – | -2,803,269 | – | -4.42% | – |
| Exit | FIREEYE INCnote 1.000% 6/0 | $0 | – | -245,672,000 | – | -5.55% | – | |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -7,744,036 | – | -17.56% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AABA | Buy | ALTABA INC | $185,689,000 | +33.9% | 2,803,269 | +10.1% | 4.42% | +79.2% |
| Sell | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $183,405,000 | -0.1% | 182,720,000 | -0.6% | 4.36% | +33.6% | |
| IWM | Sell | ISHARES TRput | $176,290,000 | -50.6% | 1,189,700 | -53.0% | 4.20% | -33.9% |
| Sell | ROVI CORPnote 0.500% 3/0 | $166,655,000 | +2.0% | 165,107,000 | -0.3% | 3.96% | +36.4% | |
| Buy | SERVICESOURCE INTL INCnote 1.500% 8/0 | $119,117,000 | +6.4% | 121,085,000 | +6.4% | 2.83% | +42.4% | |
| TWX | Buy | TIME WARNER INC | $104,499,000 | +74.2% | 1,020,000 | +70.8% | 2.49% | +133.0% |
| TIVO | Buy | TIVO CORP | $102,002,000 | +11.4% | 5,138,625 | +4.7% | 2.43% | +49.1% |
| EQT | Buy | EQT CORP | $82,518,000 | +114.8% | 1,264,834 | +92.9% | 1.96% | +187.4% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $71,156,000 | +21.8% | 1,750,031 | +29.3% | 1.69% | +62.9% |
| Sell | TWITTER INCnote 0.250% 9/1 | $62,700,000 | -27.0% | 66,000,000 | -27.0% | 1.49% | -2.4% | |
| KHC | Buy | KRAFT HEINZ CO | $53,101,000 | +34.6% | 684,733 | +48.6% | 1.26% | +79.9% |
| SPY | Sell | SPDR S&P 500 ETF TRcall | $50,246,000 | +0.9% | 200,000 | -2.9% | 1.20% | +35.0% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $50,246,000 | -88.2% | 200,000 | -88.6% | 1.20% | -84.2% |
| VIAV | Buy | VIAVI SOLUTIONS INC | $48,495,000 | +25.6% | 5,126,361 | +39.8% | 1.15% | +68.0% |
| EPC | Buy | EDGEWELL PERS CARE CO | $48,388,000 | +37.5% | 664,951 | +43.7% | 1.15% | +83.9% |
| CHDN | Sell | CHURCHILL DOWNS INC | $43,961,000 | -38.1% | 213,196 | -45.0% | 1.05% | -17.2% |
| ZTS | Sell | ZOETIS INCcl a | $43,790,000 | +0.0% | 686,789 | -2.2% | 1.04% | +33.8% |
| EXA | Buy | EXA CORP | $42,189,000 | +111.5% | 1,744,776 | +20.7% | 1.00% | +182.8% |
| CMCSA | New | COMCAST CORP NEWcl a | $41,732,000 | – | 1,084,500 | – | 0.99% | – |
| Buy | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $37,008,000 | +30.9% | 36,439,000 | +29.9% | 0.88% | +75.1% | |
| CNDT | Buy | CONDUENT INC | $36,066,000 | +5.8% | 2,301,604 | +7.6% | 0.86% | +41.6% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $33,368,000 | +115.2% | 326,400 | +54.5% | 0.79% | +187.7% |
| MODN | Sell | MODEL N INC | $32,242,000 | -7.0% | 2,156,666 | -17.2% | 0.77% | +24.5% |
| SIGM | Buy | SIGMA DESIGNS INC | $32,248,000 | +19.7% | 5,118,789 | +11.1% | 0.77% | +60.1% |
| CL | Buy | COLGATE PALMOLIVE CO | $31,435,000 | +202.9% | 431,500 | +208.2% | 0.75% | +304.3% |
| VRX | Buy | VALEANT PHARMACEUTICALS INTLput | $30,953,000 | +8.4% | 2,160,000 | +30.9% | 0.74% | +44.9% |
| SBAC | Buy | SBA COMMUNICATIONS CORP NEWcl a | $28,810,000 | +94.2% | 200,000 | +81.8% | 0.69% | +159.8% |
| ALLT | Buy | ALLOT COMMUNICATIONS LTD | $28,788,000 | +8.2% | 5,341,063 | +2.6% | 0.68% | +44.8% |
| CCI | Buy | CROWN CASTLE INTL CORP NEW | $27,854,000 | +194.5% | 278,600 | +195.1% | 0.66% | +294.6% |
| CPB | New | CAMPBELL SOUP CO | $26,754,000 | – | 571,416 | – | 0.64% | – |
| K | Buy | KELLOGG CO | $23,869,000 | +26.2% | 382,697 | +40.6% | 0.57% | +69.0% |
| GIS | Buy | GENERAL MLS INC | $22,800,000 | +12.6% | 440,493 | +20.5% | 0.54% | +50.8% |
| Sell | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $22,834,000 | -33.4% | 24,259,000 | -31.4% | 0.54% | -11.0% | |
| MON | Buy | MONSANTO CO NEW | $22,591,000 | +52.8% | 188,539 | +51.0% | 0.54% | +104.6% |
| ATGE | Sell | ADTALEM GLOBAL ED INC | $22,629,000 | -24.2% | 631,223 | -19.7% | 0.54% | +1.3% |
| CARS | Buy | CARS COM INC | $21,565,000 | +67.1% | 810,403 | +67.2% | 0.51% | +123.0% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDput | $20,944,000 | +5.1% | 1,190,000 | +98.3% | 0.50% | +40.7% |
| LRCX | Sell | LAM RESEARCH CORP | $20,618,000 | +0.2% | 111,425 | -23.4% | 0.49% | +34.2% |
| INXN | Buy | INTERXION HOLDING N.V | $20,372,000 | +23.6% | 400,000 | +11.1% | 0.48% | +65.5% |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $19,851,000 | – | 695,305 | – | 0.47% | – |
| CMCSA | New | COMCAST CORP NEWcall | $19,240,000 | – | 500,000 | – | 0.46% | – |
| GSUM | New | GRIDSUM HLDG INCadr repsg cl b | $18,969,000 | – | 1,841,679 | – | 0.45% | – |
| SYNA | New | SYNAPTICS INC | $18,769,000 | – | 479,049 | – | 0.45% | – |
| FB | Sell | FACEBOOK INCcl a | $18,702,000 | -74.0% | 109,451 | -77.0% | 0.44% | -65.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $18,371,000 | -51.6% | 286,913 | -59.4% | 0.44% | -35.3% |
| CRCQQ | Buy | CALIFORNIA RES CORP | $17,047,000 | +155.6% | 1,629,724 | +108.9% | 0.41% | +241.2% |
| GRUB | New | GRUBHUB INC | $16,925,000 | – | 321,400 | – | 0.40% | – |
| MMYT | Sell | MAKEMYTRIP LIMITED MAURITIUS | $16,792,000 | -65.9% | 584,079 | -60.2% | 0.40% | -54.3% |
| NOMD | Sell | NOMAD FOODS LTD | $14,894,000 | -51.1% | 1,022,259 | -52.6% | 0.35% | -34.7% |
| CI | New | CIGNA CORPORATION | $14,357,000 | – | 76,800 | – | 0.34% | – |
| LVNTA | Buy | LIBERTY INTERACTIVE CORP | $14,388,000 | +175.2% | 250,000 | +150.0% | 0.34% | +267.7% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $14,064,000 | – | 38,700 | – | 0.34% | – |
| AET | New | AETNA INC NEW | $14,009,000 | – | 88,100 | – | 0.33% | – |
| SHPG | New | SHIRE PLCsponsored adr | $13,783,000 | – | 90,000 | – | 0.33% | – |
| LW | Sell | LAMB WESTON HLDGS INC | $13,243,000 | -5.4% | 282,431 | -11.2% | 0.32% | +26.5% |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $13,212,000 | – | 737,697 | – | 0.31% | – |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $12,737,000 | -53.0% | 73,750 | -61.7% | 0.30% | -37.1% |
| CVE | New | CENOVUS ENERGY INC | $12,107,000 | – | 1,208,300 | – | 0.29% | – |
| CPN | New | CALPINE CORP | $11,027,000 | – | 747,600 | – | 0.26% | – |
| MCK | New | MCKESSON CORP | $10,599,000 | – | 69,000 | – | 0.25% | – |
| NOW | Buy | SERVICENOW INC | $10,578,000 | +99.6% | 90,000 | +80.0% | 0.25% | +168.1% |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $10,602,000 | – | 10,000 | – | 0.25% | – |
| KBH | New | KB HOME | $10,362,000 | – | 429,608 | – | 0.25% | – |
| TRGP | Sell | TARGA RES CORP | $10,237,000 | -29.2% | 216,430 | -32.4% | 0.24% | -5.1% |
| LUMN | New | CENTURYLINK INC | $10,214,000 | – | 540,400 | – | 0.24% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $10,078,000 | – | 248,166 | – | 0.24% | – |
| KEGX | Sell | KEY ENERGY SVCS INC DEL | $10,024,000 | -58.3% | 761,130 | -39.0% | 0.24% | -44.0% |
| AMZN | Buy | AMAZON COM INC | $9,614,000 | +32.4% | 10,000 | +33.3% | 0.23% | +77.5% |
| TMUS | Sell | T MOBILE US INCcall | $9,372,000 | -41.7% | 152,000 | -42.7% | 0.22% | -22.0% |
| EXFO | Buy | EXFO INC | $9,224,000 | +14.3% | 2,306,000 | +34.3% | 0.22% | +53.1% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncall | $9,086,000 | – | 25,000 | – | 0.22% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $8,152,000 | – | 54,000 | – | 0.19% | – |
| BV | Buy | BAZAARVOICE INC | $7,954,000 | +23.0% | 1,606,866 | +23.0% | 0.19% | +64.3% |
| MSFT | Buy | MICROSOFT CORP | $7,672,000 | +2679.7% | 103,000 | +2475.0% | 0.18% | +3560.0% |
| LGFA | New | LIONS GATE ENTMNT CORPcl a vtg | $7,637,000 | – | 228,300 | – | 0.18% | – |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $7,612,000 | +150.0% | 118,000 | +123.1% | 0.18% | +235.2% |
| CNQ | New | CANADIAN NAT RES LTD | $7,589,000 | – | 226,600 | – | 0.18% | – |
| GM | New | GENERAL MTRS CO | $7,498,000 | – | 185,686 | – | 0.18% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $7,318,000 | – | 62,500 | – | 0.17% | – |
| RNG | New | RINGCENTRAL INCcl a | $7,306,000 | – | 175,000 | – | 0.17% | – |
| ORCL | New | ORACLE CORP | $7,253,000 | – | 150,000 | – | 0.17% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $7,222,000 | – | 65,100 | – | 0.17% | – |
| MLNX | New | MELLANOX TECHNOLOGIES LTD | $7,111,000 | – | 150,824 | – | 0.17% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $6,984,000 | +162.6% | 27,800 | +152.7% | 0.17% | +253.2% |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $6,610,000 | – | 85,600 | – | 0.16% | – |
| LUMN | New | CENTURYLINK INCcall | $6,615,000 | – | 350,000 | – | 0.16% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $6,510,000 | – | 100,000 | – | 0.16% | – |
| COTY | Buy | COTY INC | $6,447,000 | +158.6% | 390,000 | +193.5% | 0.15% | +247.7% |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $6,346,000 | – | 105,620 | – | 0.15% | – |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $6,213,000 | +3.6% | 76,789 | -0.2% | 0.15% | +38.3% |
| ABCO | New | ADVISORY BRD CO | $6,081,000 | – | 113,400 | – | 0.14% | – |
| AA | New | ALCOA CORP | $5,771,000 | – | 123,787 | – | 0.14% | – |
| INTU | New | INTUIT | $5,686,000 | – | 40,000 | – | 0.14% | – |
| IMPV | New | IMPERVA INC | $5,497,000 | – | 126,666 | – | 0.13% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $5,415,000 | – | 180,677 | – | 0.13% | – |
| OIH | New | VANECK VECTORS ETF TRoil svcs etf | $5,329,000 | – | 204,400 | – | 0.13% | – |
| EQT | Sell | EQT CORPcall | $5,219,000 | -81.6% | 80,000 | -83.5% | 0.12% | -75.4% |
| WPX | New | WPX ENERGY INC | $5,175,000 | – | 450,000 | – | 0.12% | – |
| COL | New | ROCKWELL COLLINS INC | $4,928,000 | – | 37,700 | – | 0.12% | – |
| APC | New | ANADARKO PETE CORP | $4,885,000 | – | 100,000 | – | 0.12% | – |
| PF | New | PINNACLE FOODS INC DELcall | $4,859,000 | – | 85,000 | – | 0.12% | – |
| XLP | New | SELECT SECTOR SPDR TRput | $4,858,000 | – | 90,000 | – | 0.12% | – |
| SCG | New | SCANA CORP NEWput | $4,849,000 | – | 100,000 | – | 0.12% | – |
| USFD | Buy | US FOODS HLDG CORP | $4,673,000 | +1940.6% | 175,000 | +1983.3% | 0.11% | +2675.0% |
| YELP | New | YELP INCcall | $4,330,000 | – | 100,000 | – | 0.10% | – |
| CSGP | Buy | COSTAR GROUP INC | $4,024,000 | +1173.4% | 15,000 | +1150.0% | 0.10% | +1500.0% |
| BUFF | New | BLUE BUFFALO PET PRODS INC | $3,655,000 | – | 128,912 | – | 0.09% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $3,630,000 | – | 157,884 | – | 0.09% | – |
| PACB | New | PACIFIC BIOSCIENCES CALIF IN | $3,520,000 | – | 670,400 | – | 0.08% | – |
| EVHC | New | ENVISION HEALTHCARE CORP | $3,529,000 | – | 78,500 | – | 0.08% | – |
| XOGAQ | New | EXTRACTION OIL AND GAS INC | $3,078,000 | – | 200,000 | – | 0.07% | – |
| OA | Buy | ORBITAL ATK INC | $3,009,000 | +511.6% | 22,600 | +352.0% | 0.07% | +700.0% |
| TRCO | New | TRIBUNE MEDIA COcl a | $2,979,000 | – | 72,900 | – | 0.07% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $2,921,000 | – | 3,000 | – | 0.07% | – |
| DNRCQ | New | DENBURY RES INC | $2,680,000 | – | 2,000,000 | – | 0.06% | – |
| AIRG | Buy | AIRGAIN INC | $2,628,000 | -11.4% | 289,105 | +38.3% | 0.06% | +18.9% |
| NUAN | New | NUANCE COMMUNICATIONS INC | $2,358,000 | – | 150,000 | – | 0.06% | – |
| DVMT | Buy | DELL TECHNOLOGIES INC | $2,100,000 | +45.6% | 27,200 | +15.3% | 0.05% | +92.3% |
| DSPG | Buy | DSP GROUP INC | $1,842,000 | +333.4% | 141,666 | +286.4% | 0.04% | +450.0% |
| ITCI | New | INTRA CELLULAR THERAPIES INC | $1,799,000 | – | 114,000 | – | 0.04% | – |
| CLDR | New | CLOUDERA INC | $1,502,000 | – | 90,400 | – | 0.04% | – |
| CALX | Sell | CALIX INC | $1,347,000 | -46.4% | 266,666 | -27.3% | 0.03% | -28.9% |
| AGYS | Sell | AGILYSYS INC | $1,155,000 | -14.1% | 96,666 | -27.3% | 0.03% | +12.5% |
| TIF | New | TIFFANY & CO NEW | $918,000 | – | 10,000 | – | 0.02% | – |
| LSTR | New | LANDSTAR SYS INC | $877,000 | – | 8,800 | – | 0.02% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $900,000 | – | 8,100 | – | 0.02% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $867,000 | – | 23,200 | – | 0.02% | – |
| URI | New | UNITED RENTALS INC | $805,000 | – | 5,800 | – | 0.02% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $774,000 | – | 37,200 | – | 0.02% | – |
| WBT | New | WELBILT INC | $765,000 | – | 33,200 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $721,000 | – | 6,000 | – | 0.02% | – |
| PZZA | Buy | PAPA JOHNS INTL INC | $701,000 | +23.6% | 9,600 | +21.5% | 0.02% | +70.0% |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $673,000 | – | 4,800 | – | 0.02% | – |
| CUDA | New | BARRACUDA NETWORKS INC | $659,000 | – | 27,200 | – | 0.02% | – |
| SAVE | Buy | SPIRIT AIRLS INC | $688,000 | +31.8% | 20,600 | +104.0% | 0.02% | +77.8% |
| NBIX | Buy | NEUROCRINE BIOSCIENCES INC | $692,000 | +207.6% | 11,300 | +130.6% | 0.02% | +300.0% |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $689,000 | – | 18,300 | – | 0.02% | – |
| HIFR | New | INFRAREIT INC | $639,000 | – | 28,585 | – | 0.02% | – |
| PLAB | New | PHOTRONICS INC | $629,000 | – | 71,100 | – | 0.02% | – |
| HDP | Sell | HORTONWORKS INC | $580,000 | +30.9% | 34,200 | -0.6% | 0.01% | +75.0% |
| ACN | Buy | ACCENTURE PLC IRELAND | $527,000 | +102.7% | 3,900 | +85.7% | 0.01% | +160.0% |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $537,000 | +215.9% | 37,200 | +171.5% | 0.01% | +333.3% |
| LULU | New | LULULEMON ATHLETICA INC | $560,000 | – | 9,000 | – | 0.01% | – |
| DIN | Buy | DINEEQUITY INC | $554,000 | +13.3% | 12,900 | +16.2% | 0.01% | +44.4% |
| SRCL | New | STERICYCLE INC | $530,000 | – | 7,400 | – | 0.01% | – |
| ADBE | Buy | ADOBE SYS INC | $522,000 | +131.0% | 3,500 | +118.8% | 0.01% | +200.0% |
| CBS | New | CBS CORP NEWcl b | $505,000 | – | 8,700 | – | 0.01% | – |
| YELP | Sell | YELP INCcl a | $476,000 | +34.5% | 11,000 | -6.8% | 0.01% | +83.3% |
| JNPR | Buy | JUNIPER NETWORKS INC | $479,000 | +53.5% | 17,200 | +53.6% | 0.01% | +83.3% |
| CCOI | Buy | COGENT COMMUNICATIONS HLDGS | $469,000 | +29.9% | 9,600 | +6.7% | 0.01% | +83.3% |
| BWLD | Buy | BUFFALO WILD WINGS INC | $423,000 | +1.2% | 4,000 | +21.2% | 0.01% | +42.9% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $437,000 | -28.2% | 3,200 | -30.4% | 0.01% | -9.1% |
| FEYE | Buy | FIREEYE INC | $409,000 | +285.8% | 24,366 | +249.8% | 0.01% | +400.0% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $385,000 | +64.5% | 7,900 | +68.1% | 0.01% | +125.0% |
| BBBY | Buy | BED BATH & BEYOND INC | $385,000 | -14.4% | 16,400 | +10.8% | 0.01% | +12.5% |
| JWN | Buy | NORDSTROM INC | $358,000 | +17.0% | 7,600 | +18.8% | 0.01% | +80.0% |
| MSTR | Buy | MICROSTRATEGY INCcl a new | $358,000 | -25.6% | 2,800 | +11.7% | 0.01% | 0.0% |
| DISH | New | DISH NETWORK CORPcl a | $369,000 | – | 6,800 | – | 0.01% | – |
| RL | New | RALPH LAUREN CORPcl a | $336,000 | – | 3,800 | – | 0.01% | – |
| FINL | Sell | FINISH LINE INCcl a | $336,000 | -25.2% | 27,900 | -12.0% | 0.01% | 0.0% |
| WTM | New | WHITE MTNS INS GROUP LTD | $343,000 | – | 400 | – | 0.01% | – |
| ETSY | Sell | ETSY INC | $331,000 | -28.7% | 19,600 | -36.6% | 0.01% | 0.0% |
| LNG | New | CHENIERE ENERGY INC | $329,000 | – | 7,300 | – | 0.01% | – |
| AMCX | Sell | AMC NETWORKS INCcl a | $316,000 | -3.1% | 5,400 | -11.5% | 0.01% | +33.3% |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $325,000 | – | 4,500 | – | 0.01% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $338,000 | – | 2,500 | – | 0.01% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $341,000 | – | 1,800 | – | 0.01% | – |
| HUBS | Sell | HUBSPOT INC | $336,000 | +2.1% | 4,000 | -20.0% | 0.01% | +33.3% |
| DPZ | New | DOMINOS PIZZA INC | $318,000 | – | 1,600 | – | 0.01% | – |
| EXPR | Buy | EXPRESS INC | $301,000 | +73.0% | 44,500 | +72.5% | 0.01% | +133.3% |
| STMP | Buy | STAMPS COM INC | $304,000 | +51.2% | 1,500 | +15.4% | 0.01% | +75.0% |
| MCD | New | MCDONALDS CORP | $313,000 | – | 2,000 | – | 0.01% | – |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS NE | $279,000 | +89.8% | 19,500 | +59.8% | 0.01% | +133.3% |
| ADSK | New | AUTODESK INC | $314,000 | – | 2,800 | – | 0.01% | – |
| VRSN | New | VERISIGN INC | $277,000 | – | 2,600 | – | 0.01% | – |
| URBN | New | URBAN OUTFITTERS INC | $311,000 | – | 13,000 | – | 0.01% | – |
| TWTR | Sell | TWITTER INC | $310,000 | -28.1% | 18,400 | -23.7% | 0.01% | -12.5% |
| EAT | Sell | BRINKER INTL INC | $306,000 | -25.0% | 9,600 | -10.3% | 0.01% | 0.0% |
| EXPE | New | EXPEDIA INC DEL | $302,000 | – | 2,100 | – | 0.01% | – |
| RHP | New | RYMAN HOSPITALITY PPTYS INC | $269,000 | – | 4,300 | – | 0.01% | – |
| MASI | New | MASIMO CORP | $234,000 | – | 2,700 | – | 0.01% | – |
| LII | New | LENNOX INTL INC | $233,000 | – | 1,300 | – | 0.01% | – |
| PK | New | PARK HOTELS RESORTS INC | $248,000 | – | 9,000 | – | 0.01% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $237,000 | – | 1,600 | – | 0.01% | – |
| RPM | New | RPM INTL INC | $246,000 | – | 4,800 | – | 0.01% | – |
| RHI | New | ROBERT HALF INTL INC | $272,000 | – | 5,400 | – | 0.01% | – |
| HRS | New | HARRIS CORP DEL | $263,000 | – | 2,000 | – | 0.01% | – |
| HCP | New | HCP INC | $234,000 | – | 8,400 | – | 0.01% | – |
| GRPN | Sell | GROUPON INC | $262,000 | -3.0% | 50,300 | -28.4% | 0.01% | +20.0% |
| GE | New | GENERAL ELECTRIC CO | $249,000 | – | 10,300 | – | 0.01% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $269,000 | – | 4,500 | – | 0.01% | – |
| SPLK | New | SPLUNK INC | $266,000 | – | 4,000 | – | 0.01% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $273,000 | – | 1,800 | – | 0.01% | – |
| COHR | New | COHERENT INC | $259,000 | – | 1,100 | – | 0.01% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $262,000 | – | 2,400 | – | 0.01% | – |
| VMW | New | VMWARE INC | $273,000 | – | 2,500 | – | 0.01% | – |
| WMT | Sell | WAL-MART STORES INC | $273,000 | -11.9% | 3,500 | -14.6% | 0.01% | 0.0% |
| ADI | New | ANALOG DEVICES INC | $250,000 | – | 2,900 | – | 0.01% | – |
| ATH | New | ATHENE HLDG LTDcl a | $253,000 | – | 4,700 | – | 0.01% | – |
| AGIO | New | AGIOS PHARMACEUTICALS INC | $234,000 | – | 3,500 | – | 0.01% | – |
| MMM | Sell | 3M CO | $231,000 | -14.8% | 1,100 | -15.4% | 0.01% | 0.0% |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $230,000 | – | 14,300 | – | 0.01% | – |
| POOL | New | POOL CORPORATION | $227,000 | – | 2,100 | – | 0.01% | – |
| IBB | New | ISHARES TRnasdq biotec etf | $200,000 | – | 600 | – | 0.01% | – |
| MTCH | New | MATCH GROUP INC | $227,000 | – | 9,800 | – | 0.01% | – |
| MRK | New | MERCK & CO INC | $224,000 | – | 3,500 | – | 0.01% | – |
| AGN | New | ALLERGAN PLC | $225,000 | – | 1,100 | – | 0.01% | – |
| SLM | New | SLM CORP | $119,000 | – | 10,400 | – | 0.00% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -72,200 | – | -0.00% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -1,800 | – | -0.00% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,700 | – | -0.00% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -2,500 | – | -0.00% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -2,500 | – | -0.00% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -4,900 | – | -0.00% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -4,400 | – | -0.00% | – |
| TECH | Exit | BIO TECHNE CORP | $0 | – | -2,000 | – | -0.00% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -3,600 | – | -0.00% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -6,800 | – | -0.01% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -4,400 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -6,100 | – | -0.01% | – |
| FTV | Exit | FORTIVE CORP | $0 | – | -4,200 | – | -0.01% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -2,900 | – | -0.01% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -4,600 | – | -0.01% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,700 | – | -0.01% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -6,400 | – | -0.01% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -4,000 | – | -0.01% | – |
| XYL | Exit | XYLEM INC | $0 | – | -5,000 | – | -0.01% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -3,800 | – | -0.01% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,500 | – | -0.01% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -5,300 | – | -0.01% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -9,500 | – | -0.01% | – |
| GES | Exit | GUESS INC | $0 | – | -27,200 | – | -0.01% | – |
| OZRK | Exit | BANK OF THE OZARKS INC | $0 | – | -7,400 | – | -0.01% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -1,000 | – | -0.01% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -5,500 | – | -0.01% | – |
| WEN | Exit | WENDYS CO | $0 | – | -27,100 | – | -0.01% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -13,200 | – | -0.01% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -3,600 | – | -0.01% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -7,800 | – | -0.01% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -5,100 | – | -0.01% | – |
| NEWR | Exit | NEW RELIC INC | $0 | – | -11,800 | – | -0.01% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -18,800 | – | -0.01% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -3,600 | – | -0.01% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -10,700 | – | -0.01% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -7,000 | – | -0.01% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -4,600 | – | -0.01% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -19,100 | – | -0.01% | – |
| NATI | Exit | NATIONAL INSTRS CORP | $0 | – | -13,400 | – | -0.01% | – |
| ABEOW | Exit | ABEONA THERAPEUTICS INC*w exp 12/24/201 | $0 | – | -250,000 | – | -0.02% | – |
| CNSL | Exit | CONSOLIDATED COMM HLDGS INC | $0 | – | -45,700 | – | -0.02% | – |
| CAB | Exit | CABELAS INC | $0 | – | -18,520 | – | -0.02% | – |
| LPI | Exit | LAREDO PETROLEUM INCcall | $0 | – | -120,000 | – | -0.02% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -35,000 | – | -0.03% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INCcall | $0 | – | -30,000 | – | -0.03% | – |
| GUID | Exit | GUIDANCE SOFTWARE INC | $0 | – | -286,666 | – | -0.03% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -198,500 | – | -0.04% | – |
| WFM | Exit | WHOLE FOODS MKT INCcall | $0 | – | -50,000 | – | -0.04% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -125,000 | – | -0.04% | – |
| DOC | Exit | PHYSICIANS RLTY TR | $0 | – | -148,100 | – | -0.05% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -55,500 | – | -0.06% | – |
| SWP | Exit | STANLEY BLACK & DECKER INCunit 05/15/2020 | $0 | – | -33,000 | – | -0.06% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -125,000 | – | -0.07% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -108,456 | – | -0.08% | – |
| RPD | Exit | RAPID7 INC | $0 | – | -252,889 | – | -0.08% | – |
| BTU | Exit | PEABODY ENERGY CORP NEW | $0 | – | -184,863 | – | -0.08% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -247,800 | – | -0.08% | – |
| QMCO | Exit | QUANTUM CORP | $0 | – | -686,666 | – | -0.10% | – |
| ABEO | Exit | ABEONA THERAPEUTICS INC | $0 | – | -896,642 | – | -0.10% | – |
| CACC | Exit | CREDIT ACCEP CORP MICH | $0 | – | -25,600 | – | -0.12% | – |
| AMLP | Exit | ALPS ETF TRput | $0 | – | -555,600 | – | -0.12% | – |
| Exit | CREDIT SUISSE GROUPdebt 6.250%12/3 | $0 | – | -7,000,000 | – | -0.13% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -117,300 | – | -0.14% | – |
| XOP | Exit | SPDR SERIES TRUSTcall | $0 | – | -245,000 | – | -0.14% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -131,650 | – | -0.14% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -124,290 | – | -0.14% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -250,000 | – | -0.17% | – |
| EMB | Exit | ISHARES TRjp mor em mk etf | $0 | – | -87,000 | – | -0.18% | – |
| Exit | STANDARD CHARTERED PLCdebt 7.750%12/3 | $0 | – | -10,000,000 | – | -0.19% | – | |
| Exit | STANDARD CHARTERED PLCdebt 7.500%12/3 | $0 | – | -10,000,000 | – | -0.19% | – | |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -200,660 | – | -0.20% | – |
| NEP | Exit | NEXTERA ENERGY PARTNERS LP | $0 | – | -345,709 | – | -0.23% | – |
| Exit | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $0 | – | -13,000,000 | – | -0.25% | – | |
| BCR | Exit | BARD C R INC | $0 | – | -45,772 | – | -0.26% | – |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -16,000,000 | – | -0.26% | – | |
| PAGP | Exit | PLAINS GP HLDGS L Pput | $0 | – | -650,000 | – | -0.30% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltd partnr int a | $0 | – | -651,600 | – | -0.30% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -700,000 | – | -0.40% | – |
| Exit | WEB COM GROUP INCnote 1.000% 8/1 | $0 | – | -25,552,000 | – | -0.46% | – | |
| SNAP | Exit | SNAP INCcl a | $0 | – | -1,550,000 | – | -0.49% | – |
| Exit | CALAMP CORPnote 1.625% 5/1 | $0 | – | -35,172,000 | – | -0.64% | – | |
| MGM | Exit | MGM RESORTS INTERNATIONALput | $0 | – | -1,350,000 | – | -0.75% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -657,370 | – | -0.76% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -1,563,069 | – | -0.84% | – |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -47,757,000 | – | -0.94% | – | |
| Exit | PROS HOLDINGS INCnote 2.000%12/0 | $0 | – | -68,352,000 | – | -1.29% | – | |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -7,320,000 | – | -17.92% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | POWERSHARES QQQ TRUSTput | $1,007,525,000 | – | 7,320,000 | – | 17.92% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $671,795,000 | – | 7,744,036 | – | 11.95% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $424,818,000 | – | 1,756,900 | – | 7.56% | – |
| IWM | New | ISHARES TRput | $356,824,000 | – | 2,532,100 | – | 6.35% | – |
| New | FIREEYE INCnote 1.000% 6/0 | $232,774,000 | – | 245,672,000 | – | 4.14% | – | |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $183,644,000 | – | 183,759,000 | – | 3.27% | – | |
| New | ROVI CORPnote 0.500% 3/0 | $163,433,000 | – | 165,607,000 | – | 2.91% | – | |
| AABA | New | ALTABA INC | $138,650,000 | – | 2,544,969 | – | 2.47% | – |
| New | SERVICESOURCE INTL INCnote 1.500% 8/0 | $111,907,000 | – | 113,828,000 | – | 1.99% | – | |
| CACQ | New | CAESARS ACQUISITION COcl a | $108,682,000 | – | 5,705,079 | – | 1.93% | – |
| TIVO | New | TIVO CORP | $91,540,000 | – | 4,908,293 | – | 1.63% | – |
| New | TWITTER INCnote 0.250% 9/1 | $85,889,000 | – | 90,469,000 | – | 1.53% | – | |
| New | PROS HOLDINGS INCnote 2.000%12/0 | $72,709,000 | – | 68,352,000 | – | 1.29% | – | |
| FB | New | FACEBOOK INCcl a | $71,974,000 | – | 476,713 | – | 1.28% | – |
| CHDN | New | CHURCHILL DOWNS INC | $71,007,000 | – | 387,381 | – | 1.26% | – |
| TWX | New | TIME WARNER INC | $59,978,000 | – | 597,327 | – | 1.07% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $58,437,000 | – | 1,353,031 | – | 1.04% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $52,980,000 | – | 47,757,000 | – | 0.94% | – | |
| SPY | New | SPDR S&P 500 ETF TRcall | $49,811,000 | – | 206,000 | – | 0.89% | – |
| MMYT | New | MAKEMYTRIP LIMITED MAURITIUS | $49,279,000 | – | 1,468,811 | – | 0.88% | – |
| WMB | New | WILLIAMS COS INC DEL | $47,330,000 | – | 1,563,069 | – | 0.84% | – |
| ZTS | New | ZOETIS INCcl a | $43,789,000 | – | 701,969 | – | 0.78% | – |
| RAI | New | REYNOLDS AMERICAN INC | $42,755,000 | – | 657,370 | – | 0.76% | – |
| MGM | New | MGM RESORTS INTERNATIONALput | $42,242,000 | – | 1,350,000 | – | 0.75% | – |
| KHC | New | KRAFT HEINZ CO | $39,457,000 | – | 460,733 | – | 0.70% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $39,259,000 | – | 358,690 | – | 0.70% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $38,610,000 | – | 3,666,666 | – | 0.69% | – |
| New | INSEEGO CORPnote 5.500% 6/1 | $38,389,000 | – | 52,769,000 | – | 0.68% | – | |
| EQT | New | EQT CORP | $38,416,000 | – | 655,669 | – | 0.68% | – |
| PYPL | New | PAYPAL HLDGS INC | $37,967,000 | – | 707,413 | – | 0.68% | – |
| New | CALAMP CORPnote 1.625% 5/1 | $36,007,000 | – | 35,172,000 | – | 0.64% | – | |
| CZR | New | CAESARS ENTMT CORP | $35,477,000 | – | 2,956,417 | – | 0.63% | – |
| EPC | New | EDGEWELL PERS CARE CO | $35,181,000 | – | 462,786 | – | 0.63% | – |
| MODN | New | MODEL N INC | $34,659,000 | – | 2,605,966 | – | 0.62% | – |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $34,273,000 | – | 35,379,000 | – | 0.61% | – | |
| CNDT | New | CONDUENT INC | $34,094,000 | – | 2,138,870 | – | 0.61% | – |
| NOMD | New | NOMAD FOODS LTD | $30,455,000 | – | 2,158,426 | – | 0.54% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $29,839,000 | – | 786,279 | – | 0.53% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTLput | $28,545,000 | – | 1,650,000 | – | 0.51% | – |
| EQT | New | EQT CORPcall | $28,416,000 | – | 485,000 | – | 0.50% | – |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $28,270,000 | – | 28,060,000 | – | 0.50% | – | |
| SNAP | New | SNAP INCcl a | $27,544,000 | – | 1,550,000 | – | 0.49% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $27,109,000 | – | 192,400 | – | 0.48% | – |
| SIGM | New | SIGMA DESIGNS INC | $26,941,000 | – | 4,605,326 | – | 0.48% | – |
| ALLT | New | ALLOT COMMUNICATIONS LTD | $26,600,000 | – | 5,205,437 | – | 0.47% | – |
| New | WEB COM GROUP INCnote 1.000% 8/1 | $25,728,000 | – | 25,552,000 | – | 0.46% | – | |
| KEGX | New | KEY ENERGY SVCS INC DEL | $24,021,000 | – | 1,248,468 | – | 0.43% | – |
| ATUS | New | ALTICE USA INCcl a | $22,610,000 | – | 700,000 | – | 0.40% | – |
| LRCX | New | LAM RESEARCH CORP | $20,578,000 | – | 145,497 | – | 0.37% | – |
| GIS | New | GENERAL MLS INC | $20,248,000 | – | 365,493 | – | 0.36% | – |
| EXA | New | EXA CORP | $19,944,000 | – | 1,445,189 | – | 0.36% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDput | $19,932,000 | – | 600,000 | – | 0.35% | – |
| K | New | KELLOGG CO | $18,907,000 | – | 272,198 | – | 0.34% | – |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $17,046,000 | – | 651,600 | – | 0.30% | – |
| PAGP | New | PLAINS GP HLDGS L Pput | $17,004,000 | – | 650,000 | – | 0.30% | – |
| INXN | New | INTERXION HOLDING N.V | $16,481,000 | – | 360,000 | – | 0.29% | – |
| TMUS | New | T MOBILE US INCcall | $16,082,000 | – | 265,300 | – | 0.29% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $15,505,000 | – | 211,300 | – | 0.28% | – |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $14,839,000 | – | 110,000 | – | 0.26% | – |
| MON | New | MONSANTO CO NEW | $14,782,000 | – | 124,889 | – | 0.26% | – |
| New | FIREEYE INCnote 1.625% 6/0 | $14,650,000 | – | 16,000,000 | – | 0.26% | – | |
| BCR | New | BARD C R INC | $14,469,000 | – | 45,772 | – | 0.26% | – |
| TRGP | New | TARGA RES CORP | $14,469,000 | – | 320,100 | – | 0.26% | – |
| New | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $14,203,000 | – | 13,000,000 | – | 0.25% | – | |
| LW | New | LAMB WESTON HLDGS INC | $14,005,000 | – | 317,999 | – | 0.25% | – |
| CARS | New | CARS COM INC | $12,909,000 | – | 484,746 | – | 0.23% | – |
| NEP | New | NEXTERA ENERGY PARTNERS LP | $12,788,000 | – | 345,709 | – | 0.23% | – |
| TRIP | New | TRIPADVISOR INC | $11,711,000 | – | 306,580 | – | 0.21% | – |
| NEWS | New | NEWSTAR FINANCIAL INC | $11,631,000 | – | 1,107,683 | – | 0.21% | – |
| BDXA | New | BECTON DICKINSON & CO | $11,004,000 | – | 200,660 | – | 0.20% | – |
| New | STANDARD CHARTERED PLCdebt 7.500%12/3 | $10,725,000 | – | 10,000,000 | – | 0.19% | – | |
| New | STANDARD CHARTERED PLCdebt 7.750%12/3 | $10,763,000 | – | 10,000,000 | – | 0.19% | – | |
| CL | New | COLGATE PALMOLIVE CO | $10,378,000 | – | 140,000 | – | 0.18% | – |
| EMB | New | ISHARES TRjp mor em mk etf | $9,949,000 | – | 87,000 | – | 0.18% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $9,508,000 | – | 250,000 | – | 0.17% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $9,457,000 | – | 94,400 | – | 0.17% | – |
| EXFO | New | EXFO INC | $8,068,000 | – | 1,716,666 | – | 0.14% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $7,805,000 | – | 124,290 | – | 0.14% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $7,807,000 | – | 131,650 | – | 0.14% | – |
| XOP | New | SPDR SERIES TRUSTcall | $7,820,000 | – | 245,000 | – | 0.14% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $7,615,000 | – | 117,300 | – | 0.14% | – |
| New | CREDIT SUISSE GROUPdebt 6.250%12/3 | $7,454,000 | – | 7,000,000 | – | 0.13% | – | |
| AMZN | New | AMAZON COM INC | $7,260,000 | – | 7,500 | – | 0.13% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $6,669,000 | – | 780,000 | – | 0.12% | – |
| AMLP | New | ALPS ETF TRput | $6,645,000 | – | 555,600 | – | 0.12% | – |
| CACC | New | CREDIT ACCEP CORP MICH | $6,583,000 | – | 25,600 | – | 0.12% | – |
| BV | New | BAZAARVOICE INC | $6,468,000 | – | 1,306,666 | – | 0.12% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $5,998,000 | – | 76,950 | – | 0.11% | – |
| ABEO | New | ABEONA THERAPEUTICS INC | $5,739,000 | – | 896,642 | – | 0.10% | – |
| QMCO | New | QUANTUM CORP | $5,363,000 | – | 686,666 | – | 0.10% | – |
| NOW | New | SERVICENOW INC | $5,300,000 | – | 50,000 | – | 0.09% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $5,229,000 | – | 100,000 | – | 0.09% | – |
| KATE | New | KATE SPADE & CO | $4,582,000 | – | 247,800 | – | 0.08% | – |
| BTU | New | PEABODY ENERGY CORP NEW | $4,520,000 | – | 184,863 | – | 0.08% | – |
| TOL | New | TOLL BROTHERS INC | $4,285,000 | – | 108,456 | – | 0.08% | – |
| RPD | New | RAPID7 INC | $4,256,000 | – | 252,889 | – | 0.08% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $4,015,000 | – | 125,000 | – | 0.07% | – |
| SREV | New | SERVICESOURCE INTL INC | $3,906,000 | – | 1,006,666 | – | 0.07% | – |
| CME | New | CME GROUP INC | $3,757,000 | – | 30,000 | – | 0.07% | – |
| SWP | New | STANLEY BLACK & DECKER INCunit 05/15/2020 | $3,621,000 | – | 33,000 | – | 0.06% | – |
| TMUS | New | T MOBILE US INC | $3,364,000 | – | 55,500 | – | 0.06% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $3,045,000 | – | 52,900 | – | 0.05% | – |
| DOC | New | PHYSICIANS RLTY TR | $2,983,000 | – | 148,100 | – | 0.05% | – |
| AIRG | New | AIRGAIN INC | $2,965,000 | – | 209,105 | – | 0.05% | – |
| ENDP | New | ENDO INTL PLCput | $2,793,000 | – | 250,000 | – | 0.05% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $2,660,000 | – | 11,000 | – | 0.05% | – |
| CALX | New | CALIX INC | $2,512,000 | – | 366,666 | – | 0.04% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INC | $2,469,000 | – | 125,000 | – | 0.04% | – |
| COTY | New | COTY INC | $2,493,000 | – | 132,900 | – | 0.04% | – |
| WFM | New | WHOLE FOODS MKT INCcall | $2,106,000 | – | 50,000 | – | 0.04% | – |
| SPLS | New | STAPLES INC | $1,999,000 | – | 198,500 | – | 0.04% | – |
| GUID | New | GUIDANCE SOFTWARE INC | $1,895,000 | – | 286,666 | – | 0.03% | – |
| ATVI | New | ACTIVISION BLIZZARD INCcall | $1,727,000 | – | 30,000 | – | 0.03% | – |
| WFM | New | WHOLE FOODS MKT INC | $1,474,000 | – | 35,000 | – | 0.03% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $1,442,000 | – | 23,600 | – | 0.03% | – |
| INVE | New | IDENTIV INC | $1,400,000 | – | 266,666 | – | 0.02% | – |
| AGYS | New | AGILYSYS INC | $1,345,000 | – | 132,935 | – | 0.02% | – |
| LPI | New | LAREDO PETROLEUM INCcall | $1,262,000 | – | 120,000 | – | 0.02% | – |
| CAB | New | CABELAS INC | $1,100,000 | – | 18,520 | – | 0.02% | – |
| CNSL | New | CONSOLIDATED COMM HLDGS INC | $981,000 | – | 45,700 | – | 0.02% | – |
| ABEOW | New | ABEONA THERAPEUTICS INC*w exp 12/24/201 | $851,000 | – | 250,000 | – | 0.02% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $708,000 | – | 74,783 | – | 0.01% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $609,000 | – | 4,600 | – | 0.01% | – |
| PZZA | New | PAPA JOHNS INTL INC | $567,000 | – | 7,900 | – | 0.01% | – |
| BRKR | New | BRUKER CORP | $551,000 | – | 19,100 | – | 0.01% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $544,000 | – | 10,700 | – | 0.01% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $558,000 | – | 7,000 | – | 0.01% | – |
| NATI | New | NATIONAL INSTRS CORP | $539,000 | – | 13,400 | – | 0.01% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $544,000 | – | 4,600 | – | 0.01% | – |
| VAR | New | VARIAN MED SYS INC | $526,000 | – | 5,100 | – | 0.01% | – |
| OA | New | ORBITAL ATK INC | $492,000 | – | 5,000 | – | 0.01% | – |
| AOI | New | ALLIANCE ONE INTL INC | $520,000 | – | 36,099 | – | 0.01% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $481,000 | – | 2,507 | – | 0.01% | – |
| ATHN | New | ATHENAHEALTH INC | $506,000 | – | 3,600 | – | 0.01% | – |
| G | New | GENPACT LIMITED | $523,000 | – | 18,800 | – | 0.01% | – |
| SAVE | New | SPIRIT AIRLS INC | $522,000 | – | 10,100 | – | 0.01% | – |
| DIN | New | DINEEQUITY INC | $489,000 | – | 11,100 | – | 0.01% | – |
| NEWR | New | NEW RELIC INC | $508,000 | – | 11,800 | – | 0.01% | – |
| DSPG | New | DSP GROUP INC | $425,000 | – | 36,666 | – | 0.01% | – |
| FINL | New | FINISH LINE INCcl a | $449,000 | – | 31,700 | – | 0.01% | – |
| ETSY | New | ETSY INC | $464,000 | – | 30,900 | – | 0.01% | – |
| BBBY | New | BED BATH & BEYOND INC | $450,000 | – | 14,800 | – | 0.01% | – |
| HDP | New | HORTONWORKS INC | $443,000 | – | 34,400 | – | 0.01% | – |
| TWTR | New | TWITTER INC | $431,000 | – | 24,100 | – | 0.01% | – |
| DDS | New | DILLARDS INCcl a | $450,000 | – | 7,800 | – | 0.01% | – |
| EAT | New | BRINKER INTL INC | $408,000 | – | 10,700 | – | 0.01% | – |
| BWLD | New | BUFFALO WILD WINGS INC | $418,000 | – | 3,300 | – | 0.01% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $408,000 | – | 13,200 | – | 0.01% | – |
| WEN | New | WENDYS CO | $420,000 | – | 27,100 | – | 0.01% | – |
| IAC | New | IAC INTERACTIVECORP | $372,000 | – | 3,600 | – | 0.01% | – |
| CC | New | CHEMOURS CO | $360,000 | – | 9,500 | – | 0.01% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $328,000 | – | 1,500 | – | 0.01% | – |
| PNRA | New | PANERA BREAD COcl a | $315,000 | – | 1,000 | – | 0.01% | – |
| JNPR | New | JUNIPER NETWORKS INC | $312,000 | – | 11,200 | – | 0.01% | – |
| HUBS | New | HUBSPOT INC | $329,000 | – | 5,000 | – | 0.01% | – |
| GES | New | GUESS INC | $348,000 | – | 27,200 | – | 0.01% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $337,000 | – | 5,500 | – | 0.01% | – |
| CSGP | New | COSTAR GROUP INC | $316,000 | – | 1,200 | – | 0.01% | – |
| CCOI | New | COGENT COMMUNICATIONS HLDGS | $361,000 | – | 9,000 | – | 0.01% | – |
| WMT | New | WAL-MART STORES INC | $310,000 | – | 4,100 | – | 0.01% | – |
| WBMD | New | WEBMD HEALTH CORP | $311,000 | – | 5,300 | – | 0.01% | – |
| YELP | New | YELP INCcl a | $354,000 | – | 11,800 | – | 0.01% | – |
| OZRK | New | BANK OF THE OZARKS INC | $347,000 | – | 7,400 | – | 0.01% | – |
| ALK | New | ALASKA AIR GROUP INC | $341,000 | – | 3,800 | – | 0.01% | – |
| AMCX | New | AMC NETWORKS INCcl a | $326,000 | – | 6,100 | – | 0.01% | – |
| MMM | New | 3M CO | $271,000 | – | 1,300 | – | 0.01% | – |
| FL | New | FOOT LOCKER INC | $301,000 | – | 6,100 | – | 0.01% | – |
| FTV | New | FORTIVE CORP | $266,000 | – | 4,200 | – | 0.01% | – |
| JWN | New | NORDSTROM INC | $306,000 | – | 6,400 | – | 0.01% | – |
| GRPN | New | GROUPON INC | $270,000 | – | 70,300 | – | 0.01% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $286,000 | – | 6,400 | – | 0.01% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $273,000 | – | 4,000 | – | 0.01% | – |
| WAB | New | WABTEC CORP | $265,000 | – | 2,900 | – | 0.01% | – |
| NKE | New | NIKE INCcl b | $277,000 | – | 4,700 | – | 0.01% | – |
| HRI | New | HERC HLDGS INC | $267,000 | – | 6,800 | – | 0.01% | – |
| XYL | New | XYLEM INC | $277,000 | – | 5,000 | – | 0.01% | – |
| ACN | New | ACCENTURE PLC IRELAND | $260,000 | – | 2,100 | – | 0.01% | – |
| MSFT | New | MICROSOFT CORP | $276,000 | – | 4,000 | – | 0.01% | – |
| EMR | New | EMERSON ELEC CO | $262,000 | – | 4,400 | – | 0.01% | – |
| LUV | New | SOUTHWEST AIRLS CO | $286,000 | – | 4,600 | – | 0.01% | – |
| USFD | New | US FOODS HLDG CORP | $229,000 | – | 8,400 | – | 0.00% | – |
| MNST | New | MONSTER BEVERAGE CORP NEW | $243,000 | – | 4,900 | – | 0.00% | – |
| AAPL | New | APPLE INC | $245,000 | – | 1,700 | – | 0.00% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $227,000 | – | 2,500 | – | 0.00% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $218,000 | – | 1,800 | – | 0.00% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $234,000 | – | 4,700 | – | 0.00% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $207,000 | – | 4,400 | – | 0.00% | – |
| LVS | New | LAS VEGAS SANDS CORP | $230,000 | – | 3,600 | – | 0.00% | – |
| KODK | New | EASTMAN KODAK CO | $220,000 | – | 24,123 | – | 0.00% | – |
| ADBE | New | ADOBE SYS INC | $226,000 | – | 1,600 | – | 0.00% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $251,000 | – | 2,500 | – | 0.00% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $225,000 | – | 4,900 | – | 0.00% | – |
| TECH | New | BIO TECHNE CORP | $235,000 | – | 2,000 | – | 0.00% | – |
| STMP | New | STAMPS COM INC | $201,000 | – | 1,300 | – | 0.00% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $170,000 | – | 13,700 | – | 0.00% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $147,000 | – | 12,200 | – | 0.00% | – |
| GLUU | New | GLU MOBILE INC | $181,000 | – | 72,200 | – | 0.00% | – |
| EXPR | New | EXPRESS INC | $174,000 | – | 25,800 | – | 0.00% | – |
| FEYE | New | FIREEYE INC | $106,000 | – | 6,966 | – | 0.00% | – |
| INTEQ | New | INTELSAT S A | $122,000 | – | 40,000 | – | 0.00% | – |
| REXXQ | New | REX ENERGY CORPORATION | $48,000 | – | 16,500 | – | 0.00% | – |
| KODKWS | New | EASTMAN KODAK CO*w exp 09/03/201 | $4,000 | – | 8,383 | – | 0.00% | – |
| KODKWSA | New | EASTMAN KODAK CO*w exp 09/03/201 | $3,000 | – | 8,383 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -21,590 | – | -0.00% | – |
| KODKWS | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | -0.00% | – |
| KODKWSA | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | -0.00% | – |
| VMEMQ | Exit | VIOLIN MEMORY INC | $0 | – | -104,166 | – | -0.00% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -165,000 | – | -0.00% | – |
| BIOAWS | Exit | BIOAMBER INC*w exp 05/09/201 | $0 | – | -194,000 | – | -0.00% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -4,600 | – | -0.01% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -7,598 | – | -0.01% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -4,347 | – | -0.01% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -2,576 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -25,500 | – | -0.01% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -777 | – | -0.01% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -1,394 | – | -0.01% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -1,912 | – | -0.01% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -5,205 | – | -0.01% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -7,294 | – | -0.01% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -1,322 | – | -0.01% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -5,678 | – | -0.01% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -2,515 | – | -0.01% | – |
| Z | Exit | ZILLOW GROUP INCcl c cap stk | $0 | – | -6,582 | – | -0.01% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -4,823 | – | -0.01% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -7,200 | – | -0.01% | – |
| WEX | Exit | WEX INC | $0 | – | -2,213 | – | -0.01% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -1,598 | – | -0.01% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -2,680 | – | -0.01% | – |
| IEX | Exit | IDEX CORP | $0 | – | -2,604 | – | -0.01% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -2,527 | – | -0.01% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -7,236 | – | -0.01% | – |
| STRZA | Exit | STARZ | $0 | – | -8,865 | – | -0.01% | – |
| CHH | Exit | CHOICE HOTELS INTL INC | $0 | – | -5,760 | – | -0.01% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -2,945 | – | -0.01% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -5,615 | – | -0.01% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -3,869 | – | -0.01% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -4,100 | – | -0.01% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -3,800 | – | -0.01% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -14,800 | – | -0.01% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -74,783 | – | -0.01% | – |
| KODK | Exit | EASTMAN KODAK CO | $0 | – | -24,123 | – | -0.01% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -22,700 | – | -0.01% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -7,100 | – | -0.01% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -3,200 | – | -0.01% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -30,220 | – | -0.01% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -4,976 | – | -0.01% | – |
| KMX | Exit | CARMAX INC | $0 | – | -7,945 | – | -0.01% | – |
| CUBE | Exit | CUBESMART | $0 | – | -16,312 | – | -0.01% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -2,800 | – | -0.01% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -295 | – | -0.01% | – |
| MSGS | Exit | MADISON SQUARE GARDEN CO NEWcl a | $0 | – | -2,607 | – | -0.01% | – |
| ATR | Exit | APTARGROUP INC | $0 | – | -5,900 | – | -0.01% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -16,996 | – | -0.01% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -3,200 | – | -0.01% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -7,267 | – | -0.01% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -11,879 | – | -0.01% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -5,200 | – | -0.01% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -20,216 | – | -0.01% | – |
| VC | Exit | VISTEON CORP | $0 | – | -6,535 | – | -0.01% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -8,916 | – | -0.01% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -9,371 | – | -0.01% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -8,824 | – | -0.01% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -6,600 | – | -0.01% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -5,734 | – | -0.01% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -50,100 | – | -0.01% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -1,381 | – | -0.01% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -11,322 | – | -0.01% | – |
| AUDC | Exit | AUDIOCODES LTDord | $0 | – | -106,666 | – | -0.01% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INC | $0 | – | -17,645 | – | -0.01% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -15,200 | – | -0.02% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -3,208 | – | -0.02% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -3,506 | – | -0.02% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -3,623 | – | -0.02% | – |
| GSAT | Exit | GLOBALSTAR INC | $0 | – | -500,000 | – | -0.02% | – |
| APTI | Exit | APPTIO INCcl a | $0 | – | -30,000 | – | -0.02% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -59,837 | – | -0.02% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -7,970 | – | -0.02% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,994 | – | -0.02% | – |
| AOI | Exit | ALLIANCE ONE INTL INC | $0 | – | -36,099 | – | -0.02% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -50,000 | – | -0.02% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -15,433 | – | -0.02% | – |
| ABEOW | Exit | ABEONA THERAPEUTICS INC*w exp 12/19/201 | $0 | – | -250,000 | – | -0.02% | – |
| GSIT | Exit | GSI TECHNOLOGY | $0 | – | -166,666 | – | -0.02% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -17,100 | – | -0.02% | – |
| LN | Exit | LINE CORPsponsored adr | $0 | – | -20,000 | – | -0.02% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -27,200 | – | -0.02% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -53,100 | – | -0.03% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -11,305 | – | -0.03% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -22,241 | – | -0.03% | – |
| KO | Exit | COCA COLA CO | $0 | – | -26,383 | – | -0.03% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -15,449 | – | -0.03% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -18,466 | – | -0.03% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -12,985 | – | -0.03% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -10,859 | – | -0.03% | – |
| DSPG | Exit | DSP GROUP INC | $0 | – | -104,459 | – | -0.03% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -50,500 | – | -0.03% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -36,250 | – | -0.03% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -28,500 | – | -0.04% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -125,000 | – | -0.04% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -13,000 | – | -0.04% | – |
| USCR | Exit | U S CONCRETE INC | $0 | – | -36,300 | – | -0.04% | – |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -2,000,000 | – | -0.04% | – | |
| CALX | Exit | CALIX INC | $0 | – | -235,936 | – | -0.04% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -37,470 | – | -0.04% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -521,334 | – | -0.04% | – |
| VIP | Exit | VIMPELCOM LTDcall | $0 | – | -530,000 | – | -0.05% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -44,900 | – | -0.05% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -25,558 | – | -0.05% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODS INC | $0 | – | -89,865 | – | -0.05% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -70,000 | – | -0.05% | – |
| BITA | Exit | BITAUTO HLDGS LTDsponsored ads | $0 | – | -80,995 | – | -0.06% | – |
| DMRC | Exit | DIGIMARC CORP NEW | $0 | – | -66,666 | – | -0.06% | – |
| APFH | Exit | ADVANCEPIERRE FOODS HLDGS IN | $0 | – | -95,000 | – | -0.06% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -406,666 | – | -0.07% | – |
| IRT | Exit | INDEPENDENCE RLTY TR INC | $0 | – | -300,000 | – | -0.07% | – |
| EVBG | Exit | EVERBRIDGE INC | $0 | – | -166,666 | – | -0.07% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -66,666 | – | -0.07% | – |
| SREV | Exit | SERVICESOURCE INTL INC | $0 | – | -626,666 | – | -0.08% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -64,700 | – | -0.08% | – |
| EXFO | Exit | EXFO INC | $0 | – | -866,666 | – | -0.08% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -12,135 | – | -0.08% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -180,000 | – | -0.09% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -108,440 | – | -0.09% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -78,000 | – | -0.09% | – |
| LILA | Exit | LIBERTY GLOBAL PLC | $0 | – | -133,200 | – | -0.09% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -666,666 | – | -0.10% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -45,420 | – | -0.10% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -514,216 | – | -0.10% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -157,000 | – | -0.10% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -182,000 | – | -0.11% | – |
| XLU | Exit | SELECT SECTOR SPDR TRput | $0 | – | -91,700 | – | -0.11% | – |
| GIG | Exit | GIGPEAK INC | $0 | – | -1,958,179 | – | -0.12% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -315,837 | – | -0.12% | – |
| CX | Exit | CEMEX SAB DE CVcall | $0 | – | -592,000 | – | -0.12% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -1,066,666 | – | -0.12% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -85,900 | – | -0.13% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -145,000 | – | -0.13% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -576,701 | – | -0.14% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -80,819 | – | -0.14% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -101,644 | – | -0.14% | – |
| LGF | Exit | LIONS GATE ENTMNT CORPcall | $0 | – | -322,500 | – | -0.16% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -32,000 | – | -0.17% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -36,426 | – | -0.17% | – |
| CACC | Exit | CREDIT ACCEP CORP MICH | $0 | – | -34,932 | – | -0.18% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -168,385 | – | -0.19% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -46,700 | – | -0.19% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -382,004 | – | -0.19% | – |
| Exit | VIOLIN MEMORY INCnote 4.250%10/0 | $0 | – | -25,650,000 | – | -0.20% | – | |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -987,439 | – | -0.20% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -325,000 | – | -0.21% | – |
| XXIA | Exit | IXIA | $0 | – | -691,206 | – | -0.22% | – |
| ABEO | Exit | ABEONA THERAPEUTICS INC | $0 | – | -1,462,122 | – | -0.22% | – |
| QTM | Exit | QUANTUM CORP | $0 | – | -11,932,860 | – | -0.22% | – |
| EWW | Exit | ISHAREScall | $0 | – | -187,700 | – | -0.23% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -1,177,114 | – | -0.23% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -185,851 | – | -0.23% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -310,538 | – | -0.23% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -12,700 | – | -0.25% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -213,600 | – | -0.25% | – |
| Exit | STANDARD CHARTERED PLCdebt 7.500%12/3 added | $0 | – | -10,000,000 | – | -0.25% | – | |
| Exit | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 added | $0 | – | -11,000,000 | – | -0.27% | – | |
| ABT | Exit | ABBOTT LABS | $0 | – | -259,181 | – | -0.27% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLCcall | $0 | – | -333,300 | – | -0.28% | – |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -12,000,000 | – | -0.28% | – | |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -1,516,666 | – | -0.28% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -70,500 | – | -0.28% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -254,327 | – | -0.30% | – |
| MMYT | Exit | MAKEMYTRIP LIMITED MAURITIUS | $0 | – | -534,258 | – | -0.32% | – |
| ALLT | Exit | ALLOT COMMUNICATIONS LTD | $0 | – | -2,401,574 | – | -0.32% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -1,366,666 | – | -0.32% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -162,228 | – | -0.32% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -165,200 | – | -0.33% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -137,166 | – | -0.34% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -310,031 | – | -0.34% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -279,100 | – | -0.35% | – |
| HUM | Exit | HUMANA INCcall | $0 | – | -82,700 | – | -0.37% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -1,243,600 | – | -0.39% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -630,392 | – | -0.40% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVcall | $0 | – | -122,500 | – | -0.40% | – |
| EXA | Exit | EXA CORP | $0 | – | -1,046,495 | – | -0.42% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -646,400 | – | -0.43% | – |
| LILAK | Exit | LIBERTY GLOBAL PLC | $0 | – | -656,534 | – | -0.46% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -80,735 | – | -0.46% | – |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $0 | – | -18,500,000 | – | -0.48% | – | |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -359,361 | – | -0.48% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS IN | $0 | – | -667,334 | – | -0.52% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -235,733 | – | -0.53% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -706,882 | – | -0.53% | – |
| BAC | Exit | BANK AMER CORPcall | $0 | – | -1,372,500 | – | -0.54% | – |
| WUBA | Exit | 58 COM INCspon adr rep a | $0 | – | -468,698 | – | -0.56% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -633,059 | – | -0.60% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -3,301,393 | – | -0.62% | – |
| INTC | Exit | INTEL CORP | $0 | – | -685,500 | – | -0.65% | – |
| EBAY | Exit | EBAY INC | $0 | – | -822,251 | – | -0.68% | – |
| R114PS | Exit | CHIPMOS TECH BERMUDA LTD | $0 | – | -1,372,921 | – | -0.68% | – |
| SUPV | Exit | GRUPO SUPERVIELLE S Asponsored adr | $0 | – | -1,918,504 | – | -0.71% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -1,302,647 | – | -0.74% | – |
| MODN | Exit | MODEL N INC | $0 | – | -2,700,000 | – | -0.75% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -39,510 | – | -0.83% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -811,385 | – | -0.83% | – |
| DXJ | Exit | WISDOMTREE TRjapn hedge eqt | $0 | – | -795,000 | – | -0.85% | – |
| VMW | Exit | VMWARE INC | $0 | – | -482,094 | – | -0.88% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -2,400,000 | – | -0.90% | – |
| Exit | SERVICESOURCE INTL INCnote 1.500% 8/0 | $0 | – | -38,584,000 | – | -0.94% | – | |
| Exit | LINKEDIN CORPnote 0.500%11/0 | $0 | – | -38,000,000 | – | -0.95% | – | |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -831,619 | – | -1.08% | – |
| NFLX | Exit | NETFLIX INCcall | $0 | – | -476,000 | – | -1.17% | – |
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -50,880,000 | – | -1.26% | – | |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -2,852,300 | – | -1.26% | – |
| Exit | NOVATEL WIRELESS INCnote 5.500% 6/1 | $0 | – | -51,269,000 | – | -1.29% | – | |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -387,381 | – | -1.42% | – |
| CVS | Exit | CVS HEALTH CORPcall | $0 | – | -689,500 | – | -1.54% | – |
| MGM | Exit | MGM RESORTS INTERNATIONALput | $0 | – | -2,770,000 | – | -1.80% | – |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -76,469,000 | – | -1.85% | – | |
| TIVO | Exit | TIVO CORP | $0 | – | -4,121,303 | – | -2.01% | – |
| CACQ | Exit | CAESARS ACQUISITION COcl a | $0 | – | -6,510,083 | – | -2.02% | – |
| Exit | ROVI CORPnote 0.500% 3/0 | $0 | – | -84,310,000 | – | -2.11% | – | |
| Exit | PROS HOLDINGS INCnote 2.000%12/0 | $0 | – | -86,102,000 | – | -2.13% | – | |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -2,453,990 | – | -2.30% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -3,171,321 | – | -2.44% | – |
| Exit | INVENSENSE INCnote 1.750%11/0 | $0 | – | -120,240,000 | – | -2.88% | – | |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -11,917,157 | – | -3.40% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -675,000 | – | -3.65% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -190,259,000 | – | -4.80% | – | |
| Exit | FIREEYE INCnote 1.000% 6/0 | $0 | – | -213,602,000 | – | -4.94% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -269,259,000 | – | -6.73% | – | |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -8,898,688 | – | -15.91% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LBRDK | Buy | LIBERTY BROADBAND CORP | $636,078,000 | +19.2% | 8,898,688 | +0.1% | 15.91% | +39.4% |
| Buy | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $269,259,000 | +9.6% | 269,259,000 | +7.4% | 6.73% | +28.2% | |
| Buy | FIREEYE INCnote 1.000% 6/0 | $197,715,000 | +18.9% | 213,602,000 | +17.2% | 4.94% | +39.1% | |
| Buy | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $191,805,000 | +2.2% | 190,259,000 | +2.5% | 4.80% | +19.5% | |
| SPY | Sell | SPDR S&P 500 ETF TRput | $146,003,000 | -82.6% | 675,000 | -83.1% | 3.65% | -79.6% |
| Buy | INVENSENSE INCnote 1.750%11/0 | $115,055,000 | +10.3% | 120,240,000 | +8.0% | 2.88% | +29.1% | |
| WMB | New | WILLIAMS COS INC DEL | $97,455,000 | – | 3,171,321 | – | 2.44% | – |
| EEM | New | ISHARES TRmsci emg mkt etf | $91,902,000 | – | 2,453,990 | – | 2.30% | – |
| Buy | PROS HOLDINGS INCnote 2.000%12/0 | $85,241,000 | +12.3% | 86,102,000 | +1.8% | 2.13% | +31.3% | |
| Sell | ROVI CORPnote 0.500% 3/0 | $84,468,000 | -9.8% | 84,310,000 | -14.5% | 2.11% | +5.5% | |
| TIVO | New | TIVO CORP | $80,283,000 | – | 4,121,303 | – | 2.01% | – |
| Buy | TWITTER INCnote 0.250% 9/1 | $73,793,000 | +208.1% | 76,469,000 | +194.1% | 1.85% | +260.5% | |
| MGM | Buy | MGM RESORTS INTERNATIONALput | $72,103,000 | +201.9% | 2,770,000 | +162.4% | 1.80% | +252.8% |
| CVS | New | CVS HEALTH CORPcall | $61,359,000 | – | 689,500 | – | 1.54% | – |
| Buy | NOVATEL WIRELESS INCnote 5.500% 6/1 | $51,493,000 | +78.9% | 51,269,000 | +24.6% | 1.29% | +109.1% | |
| GOLD | Buy | BARRICK GOLD CORP | $50,543,000 | +121.0% | 2,852,300 | +166.3% | 1.26% | +158.5% |
| Buy | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $50,467,000 | +37.6% | 50,880,000 | +36.8% | 1.26% | +61.0% | |
| NFLX | New | NETFLIX INCcall | $46,910,000 | – | 476,000 | – | 1.17% | – |
| ZTS | Sell | ZOETIS INCcl a | $43,253,000 | -27.6% | 831,619 | -33.9% | 1.08% | -15.3% |
| New | SERVICESOURCE INTL INCnote 1.500% 8/0 | $37,499,000 | – | 38,584,000 | – | 0.94% | – | |
| VMW | Buy | VMWARE INC | $35,362,000 | +500.8% | 482,094 | +368.6% | 0.88% | +601.6% |
| DXJ | New | WISDOMTREE TRjapn hedge eqt | $34,113,000 | – | 795,000 | – | 0.85% | – |
| PYPL | Sell | PAYPAL HLDGS INC | $33,242,000 | +11.4% | 811,385 | -0.7% | 0.83% | +30.3% |
| AMZN | Buy | AMAZON COM INC | $33,082,000 | +268.7% | 39,510 | +215.1% | 0.83% | +330.7% |
| MODN | Buy | MODEL N INC | $29,997,000 | +5.2% | 2,700,000 | +26.5% | 0.75% | +23.0% |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $29,635,000 | – | 1,302,647 | – | 0.74% | – |
| SUPV | Buy | GRUPO SUPERVIELLE S Asponsored adr | $28,413,000 | +62.1% | 1,918,504 | +40.0% | 0.71% | +89.6% |
| EBAY | Sell | EBAY INC | $27,052,000 | -33.8% | 822,251 | -52.9% | 0.68% | -22.5% |
| INTC | New | INTEL CORP | $25,878,000 | – | 685,500 | – | 0.65% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $24,063,000 | – | 633,059 | – | 0.60% | – |
| WUBA | Buy | 58 COM INCspon adr rep a | $22,338,000 | +159.6% | 468,698 | +149.9% | 0.56% | +203.8% |
| BAC | New | BANK AMER CORPcall | $21,480,000 | – | 1,372,500 | – | 0.54% | – |
| AMAT | Buy | APPLIED MATLS INC | $21,312,000 | +138.0% | 706,882 | +89.2% | 0.53% | +177.6% |
| KHC | Sell | KRAFT HEINZ CO | $21,100,000 | -37.9% | 235,733 | -38.6% | 0.53% | -27.4% |
| CSAL | Sell | COMMUNICATIONS SALES&LEAS IN | $20,961,000 | -0.8% | 667,334 | -8.7% | 0.52% | +15.9% |
| UBNT | New | UBIQUITI NETWORKS INC | $19,226,000 | – | 359,361 | – | 0.48% | – |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $19,043,000 | – | 18,500,000 | – | 0.48% | – | |
| LILAK | New | LIBERTY GLOBAL PLC | $18,416,000 | – | 656,534 | – | 0.46% | – |
| FHB | New | FIRST HAWAIIAN INC | $17,362,000 | – | 646,400 | – | 0.43% | – |
| EXA | Sell | EXA CORP | $16,796,000 | -18.7% | 1,046,495 | -26.8% | 0.42% | -5.0% |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVcall | $16,098,000 | – | 122,500 | – | 0.40% | – |
| SYMC | New | SYMANTEC CORP | $15,823,000 | – | 630,392 | – | 0.40% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $15,545,000 | – | 1,243,600 | – | 0.39% | – |
| HUM | New | HUMANA INCcall | $14,629,000 | – | 82,700 | – | 0.37% | – |
| CYBR | Buy | CYBERARK SOFTWARE LTD | $13,835,000 | +44.3% | 279,100 | +41.4% | 0.35% | +68.8% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $13,610,000 | -36.7% | 310,031 | -34.4% | 0.34% | -26.1% |
| NFLX | New | NETFLIX INC | $13,518,000 | – | 137,166 | – | 0.34% | – |
| MJN | Sell | MEAD JOHNSON NUTRITION CO | $13,052,000 | -20.1% | 165,200 | -8.2% | 0.33% | -6.6% |
| EXAR | Sell | EXAR CORP | $12,724,000 | -44.2% | 1,366,666 | -51.8% | 0.32% | -34.8% |
| ALLT | Buy | ALLOT COMMUNICATIONS LTD | $12,656,000 | +84.5% | 2,401,574 | +72.2% | 0.32% | +115.6% |
| BAX | Sell | BAXTER INTL INC | $12,106,000 | -5.8% | 254,327 | -10.6% | 0.30% | +10.2% |
| PANW | New | PALO ALTO NETWORKS INC | $11,233,000 | – | 70,500 | – | 0.28% | – |
| VIAV | Buy | VIAVI SOLUTIONS INC | $11,208,000 | +361.0% | 1,516,666 | +313.6% | 0.28% | +438.5% |
| Sell | FIREEYE INCnote 1.625% 6/0 | $10,995,000 | -22.5% | 12,000,000 | -25.0% | 0.28% | -9.2% | |
| ABT | Sell | ABBOTT LABS | $10,961,000 | -15.3% | 259,181 | -21.3% | 0.27% | -1.1% |
| New | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 added | $10,794,000 | – | 11,000,000 | – | 0.27% | – | |
| TMUS | New | T MOBILE US INC | $9,979,000 | – | 213,600 | – | 0.25% | – |
| New | STANDARD CHARTERED PLCdebt 7.500%12/3 added | $10,000,000 | – | 10,000,000 | – | 0.25% | – | |
| GOOG | New | ALPHABET INCcap stk cl c | $9,872,000 | – | 12,700 | – | 0.25% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $9,226,000 | – | 310,538 | – | 0.23% | – |
| NUE | Sell | NUCOR CORP | $9,190,000 | -18.2% | 185,851 | -18.2% | 0.23% | -4.2% |
| SIGM | Buy | SIGMA DESIGNS INC | $9,170,000 | +117.5% | 1,177,114 | +79.5% | 0.23% | +154.4% |
| EWW | New | ISHAREScall | $9,100,000 | – | 187,700 | – | 0.23% | – |
| QTM | Sell | QUANTUM CORP | $8,785,000 | +65.1% | 11,932,860 | -5.8% | 0.22% | +93.0% |
| XXIA | Sell | IXIA | $8,640,000 | +22.7% | 691,206 | -3.6% | 0.22% | +43.0% |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $8,206,000 | – | 987,439 | – | 0.20% | – |
| LGF | Buy | LIONS GATE ENTMNT CORP | $7,636,000 | +99.5% | 382,004 | +101.9% | 0.19% | +132.9% |
| WHR | Buy | WHIRLPOOL CORP | $7,573,000 | +127.2% | 46,700 | +133.5% | 0.19% | +166.2% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $7,459,000 | -50.3% | 168,385 | -55.6% | 0.19% | -41.7% |
| CACC | New | CREDIT ACCEP CORP MICH | $7,024,000 | – | 34,932 | – | 0.18% | – |
| LNKD | Buy | LINKEDIN CORP | $6,962,000 | +40.8% | 36,426 | +39.4% | 0.17% | +64.2% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $6,922,000 | +6.9% | 32,000 | +3.6% | 0.17% | +25.4% |
| LGF | New | LIONS GATE ENTMNT CORPcall | $6,447,000 | – | 322,500 | – | 0.16% | – |
| NVDA | Sell | NVIDIA CORP | $5,538,000 | -27.9% | 80,819 | -50.5% | 0.14% | -15.2% |
| DISH | Sell | DISH NETWORK CORPcl a | $5,568,000 | -85.4% | 101,644 | -86.0% | 0.14% | -82.9% |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $5,381,000 | – | 576,701 | – | 0.14% | – |
| FTNT | New | FORTINET INC | $5,355,000 | – | 145,000 | – | 0.13% | – |
| SPLK | New | SPLUNK INC | $5,041,000 | – | 85,900 | – | 0.13% | – |
| EXTR | New | EXTREME NETWORKS INC | $4,789,000 | – | 1,066,666 | – | 0.12% | – |
| CX | New | CEMEX SAB DE CVcall | $4,700,000 | – | 592,000 | – | 0.12% | – |
| GIG | Buy | GIGPEAK INC | $4,602,000 | +22.1% | 1,958,179 | +1.8% | 0.12% | +42.0% |
| XLU | New | SELECT SECTOR SPDR TRput | $4,492,000 | – | 91,700 | – | 0.11% | – |
| VVV | New | VALVOLINE INC | $4,275,000 | – | 182,000 | – | 0.11% | – |
| RICE | New | RICE ENERGY INC | $4,099,000 | – | 157,000 | – | 0.10% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $4,083,000 | – | 514,216 | – | 0.10% | – |
| SYT | New | SYNGENTA AGsponsored adr | $3,979,000 | – | 45,420 | – | 0.10% | – |
| BV | Buy | BAZAARVOICE INC | $3,940,000 | +220.3% | 666,666 | +117.4% | 0.10% | +280.8% |
| LILA | Sell | LIBERTY GLOBAL PLC | $3,675,000 | -17.7% | 133,200 | -3.8% | 0.09% | -3.2% |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $3,618,000 | – | 78,000 | – | 0.09% | – |
| PAM | Sell | PAMPA ENERGIA S Aspons adr lvl i | $3,513,000 | +3.6% | 108,440 | -12.5% | 0.09% | +20.5% |
| LUK | New | LEUCADIA NATL CORP | $3,427,000 | – | 180,000 | – | 0.09% | – |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $3,276,000 | -48.1% | 12,135 | -56.1% | 0.08% | -39.3% |
| EXFO | New | EXFO INC | $3,224,000 | – | 866,666 | – | 0.08% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $3,093,000 | – | 64,700 | – | 0.08% | – |
| SREV | Buy | SERVICESOURCE INTL INC | $3,058,000 | +1535.3% | 626,666 | +1248.8% | 0.08% | +1800.0% |
| MLNX | New | MELLANOX TECHNOLOGIES LTD | $2,883,000 | – | 66,666 | – | 0.07% | – |
| EVBG | New | EVERBRIDGE INC | $2,810,000 | – | 166,666 | – | 0.07% | – |
| IRT | New | INDEPENDENCE RLTY TR INC | $2,700,000 | – | 300,000 | – | 0.07% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $2,639,000 | – | 406,666 | – | 0.07% | – |
| APFH | New | ADVANCEPIERRE FOODS HLDGS IN | $2,618,000 | – | 95,000 | – | 0.06% | – |
| DMRC | New | DIGIMARC CORP NEW | $2,557,000 | – | 66,666 | – | 0.06% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $2,178,000 | – | 70,000 | – | 0.05% | – |
| BUFF | New | BLUE BUFFALO PET PRODS INC | $2,135,000 | – | 89,865 | – | 0.05% | – |
| SAVE | Sell | SPIRIT AIRLS INC | $1,910,000 | -50.7% | 44,900 | -48.0% | 0.05% | -42.2% |
| VIP | New | VIMPELCOM LTDcall | $1,844,000 | – | 530,000 | – | 0.05% | – |
| VIP | New | VIMPELCOM LTDsponsored adr | $1,814,000 | – | 521,334 | – | 0.04% | – |
| BFB | New | BROWN FORMAN CORPcl b | $1,778,000 | – | 37,470 | – | 0.04% | – |
| CALX | Buy | CALIX INC | $1,734,000 | +472.3% | 235,936 | +437.8% | 0.04% | +616.7% |
| USCR | New | U S CONCRETE INC | $1,672,000 | – | 36,300 | – | 0.04% | – |
| CI | New | CIGNA CORPORATION | $1,694,000 | – | 13,000 | – | 0.04% | – |
| RMBS | New | RAMBUS INC DEL | $1,563,000 | – | 125,000 | – | 0.04% | – |
| UAL | New | UNITED CONTL HLDGS INC | $1,495,000 | – | 28,500 | – | 0.04% | – |
| NTNX | New | NUTANIX INCcl a | $1,341,000 | – | 36,250 | – | 0.03% | – |
| DSPG | Buy | DSP GROUP INC | $1,255,000 | +694.3% | 104,459 | +602.4% | 0.03% | +933.3% |
| CFG | New | CITIZENS FINL GROUP INC | $1,248,000 | – | 50,500 | – | 0.03% | – |
| PEP | New | PEPSICO INC | $1,181,000 | – | 10,859 | – | 0.03% | – |
| HLF | New | HERBALIFE LTD | $1,145,000 | – | 18,466 | – | 0.03% | – |
| PG | Sell | PROCTER AND GAMBLE CO | $1,165,000 | -8.9% | 12,985 | -14.0% | 0.03% | +7.4% |
| CL | New | COLGATE PALMOLIVE CO | $1,145,000 | – | 15,449 | – | 0.03% | – |
| KO | New | COCA COLA CO | $1,117,000 | – | 26,383 | – | 0.03% | – |
| PF | Sell | PINNACLE FOODS INC DEL | $1,116,000 | -17.1% | 22,241 | -23.6% | 0.03% | -3.4% |
| PM | New | PHILIP MORRIS INTL INC | $1,099,000 | – | 11,305 | – | 0.03% | – |
| SFM | New | SPROUTS FMRS MKT INC | $1,097,000 | – | 53,100 | – | 0.03% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $996,000 | -88.1% | 27,200 | -90.8% | 0.02% | -86.0% |
| LN | New | LINE CORPsponsored adr | $968,000 | – | 20,000 | – | 0.02% | – |
| WWAV | New | WHITEWAVE FOODS CO | $931,000 | – | 17,100 | – | 0.02% | – |
| GSIT | Sell | GSI TECHNOLOGY | $788,000 | +10.5% | 166,666 | -2.6% | 0.02% | +33.3% |
| TRGP | New | TARGA RES CORP | $758,000 | – | 15,433 | – | 0.02% | – |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $710,000 | – | 50,000 | – | 0.02% | – |
| OPK | New | OPKO HEALTH INC | $634,000 | – | 59,837 | – | 0.02% | – |
| APTI | New | APPTIO INCcl a | $651,000 | – | 30,000 | – | 0.02% | – |
| DHR | New | DANAHER CORP DEL | $625,000 | – | 7,970 | – | 0.02% | – |
| BIIB | New | BIOGEN INC | $624,000 | – | 1,994 | – | 0.02% | – |
| AMGN | New | AMGEN INC | $585,000 | – | 3,506 | – | 0.02% | – |
| ICPT | Sell | INTERCEPT PHARMACEUTICALS IN | $596,000 | -48.4% | 3,623 | -55.3% | 0.02% | -40.0% |
| ILMN | New | ILLUMINA INC | $583,000 | – | 3,208 | – | 0.02% | – |
| HTZGQ | New | HERTZ GLOBAL HLDGS INC | $610,000 | – | 15,200 | – | 0.02% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $555,000 | – | 1,381 | – | 0.01% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $573,000 | – | 11,322 | – | 0.01% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $561,000 | – | 17,645 | – | 0.01% | – |
| AUDC | Sell | AUDIOCODES LTDord | $570,000 | -50.9% | 106,666 | -61.5% | 0.01% | -44.0% |
| ECA | New | ENCANA CORP | $523,000 | – | 50,100 | – | 0.01% | – |
| DLTR | New | DOLLAR TREE INC | $521,000 | – | 6,600 | – | 0.01% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $531,000 | – | 5,734 | – | 0.01% | – |
| LVS | New | LAS VEGAS SANDS CORP | $508,000 | – | 8,824 | – | 0.01% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $474,000 | – | 11,879 | – | 0.01% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $475,000 | – | 7,267 | – | 0.01% | – |
| JWN | New | NORDSTROM INC | $486,000 | – | 9,371 | – | 0.01% | – |
| INCY | Sell | INCYTE CORP | $490,000 | -18.3% | 5,200 | -30.7% | 0.01% | -7.7% |
| VC | Sell | VISTEON CORP | $468,000 | -46.5% | 6,535 | -50.9% | 0.01% | -36.8% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $493,000 | – | 20,216 | – | 0.01% | – |
| HOG | New | HARLEY DAVIDSON INC | $469,000 | – | 8,916 | – | 0.01% | – |
| ATR | New | APTARGROUP INC | $457,000 | – | 5,900 | – | 0.01% | – |
| MSGS | New | MADISON SQUARE GARDEN CO NEWcl a | $442,000 | – | 2,607 | – | 0.01% | – |
| PCLN | New | PRICELINE GRP INC | $434,000 | – | 295 | – | 0.01% | – |
| CUBE | New | CUBESMART | $445,000 | – | 16,312 | – | 0.01% | – |
| SNA | New | SNAP ON INC | $425,000 | – | 2,800 | – | 0.01% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $423,000 | – | 3,200 | – | 0.01% | – |
| STLD | New | STEEL DYNAMICS INC | $425,000 | – | 16,996 | – | 0.01% | – |
| KMX | Buy | CARMAX INC | $424,000 | +39.5% | 7,945 | +28.1% | 0.01% | +57.1% |
| NEE | New | NEXTERA ENERGY INC | $391,000 | – | 3,200 | – | 0.01% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $395,000 | – | 4,976 | – | 0.01% | – |
| FDC | New | FIRST DATA CORP NEW | $398,000 | – | 30,220 | – | 0.01% | – |
| CNO | New | CNO FINL GROUP INC | $347,000 | – | 22,700 | – | 0.01% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $343,000 | – | 74,783 | – | 0.01% | – |
| CSC | New | COMPUTER SCIENCES CORP | $371,000 | – | 7,100 | – | 0.01% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $337,000 | – | 3,800 | – | 0.01% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $331,000 | – | 14,800 | – | 0.01% | – |
| STRZA | New | STARZ | $276,000 | – | 8,865 | – | 0.01% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $290,000 | – | 4,100 | – | 0.01% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $292,000 | – | 5,615 | – | 0.01% | – |
| HOLX | New | HOLOGIC INC | $281,000 | – | 7,236 | – | 0.01% | – |
| WYNN | New | WYNN RESORTS LTD | $287,000 | – | 2,945 | – | 0.01% | – |
| CHH | New | CHOICE HOTELS INTL INC | $260,000 | – | 5,760 | – | 0.01% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $276,000 | – | 3,869 | – | 0.01% | – |
| WBC | New | WABCO HLDGS INC | $287,000 | – | 2,527 | – | 0.01% | – |
| MIDD | New | MIDDLEBY CORP | $236,000 | – | 1,912 | – | 0.01% | – |
| DXCM | New | DEXCOM INC | $226,000 | – | 2,576 | – | 0.01% | – |
| SGEN | Sell | SEATTLE GENETICS INC | $235,000 | -60.4% | 4,347 | -70.4% | 0.01% | -53.8% |
| SCHW | New | SCHWAB CHARLES CORP NEW | $230,000 | – | 7,294 | – | 0.01% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $259,000 | – | 2,680 | – | 0.01% | – |
| EV | New | EATON VANCE CORP | $222,000 | – | 5,678 | – | 0.01% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $242,000 | – | 1,394 | – | 0.01% | – |
| WEX | New | WEX INC | $239,000 | – | 2,213 | – | 0.01% | – |
| JCPNQ | New | PENNEY J C INC | $235,000 | – | 25,500 | – | 0.01% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $256,000 | -88.3% | 7,200 | -83.6% | 0.01% | -87.2% |
| HII | New | HUNTINGTON INGALLS INDS INC | $245,000 | – | 1,598 | – | 0.01% | – |
| Z | New | ZILLOW GROUP INCcl c cap stk | $228,000 | – | 6,582 | – | 0.01% | – |
| IEX | New | IDEX CORP | $244,000 | – | 2,604 | – | 0.01% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $245,000 | – | 4,823 | – | 0.01% | – |
| MELI | New | MERCADOLIBRE INC | $245,000 | – | 1,322 | – | 0.01% | – |
| IBB | New | ISHARES TRnasdq biotec etf | $225,000 | – | 777 | – | 0.01% | – |
| ITC | New | ITC HLDGS CORP | $242,000 | – | 5,205 | – | 0.01% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $236,000 | – | 2,515 | – | 0.01% | – |
| CBRE | New | CBRE GROUP INCcl a | $213,000 | – | 7,598 | – | 0.01% | – |
| ALKS | New | ALKERMES PLC | $216,000 | – | 4,600 | – | 0.01% | – |
| VMEMQ | New | VIOLIN MEMORY INC | $76,000 | – | 104,166 | – | 0.00% | – |
| TWER | New | TOWERSTREAM CORP | $29,000 | – | 21,590 | – | 0.00% | – |
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -431,800 | – | -0.00% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -500,000 | – | -0.00% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -16,200 | – | -0.00% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -5,300 | – | -0.01% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -7,200 | – | -0.01% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -7,900 | – | -0.01% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -4,300 | – | -0.01% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -7,000 | – | -0.01% | – |
| MAT | Exit | MATTEL INC | $0 | – | -10,100 | – | -0.01% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -9,369 | – | -0.01% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -10,800 | – | -0.01% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -2,700 | – | -0.01% | – |
| VMEM | Exit | VIOLIN MEMORY INC | $0 | – | -416,666 | – | -0.01% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -3,600 | – | -0.01% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -8,100 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -6,800 | – | -0.01% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -747,838 | – | -0.01% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -18,700 | – | -0.01% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -6,300 | – | -0.01% | – |
| AN | Exit | AUTONATION INC | $0 | – | -13,200 | – | -0.01% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -6,900 | – | -0.01% | – |
| CERN | Exit | CERNER CORP | $0 | – | -10,800 | – | -0.01% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -23,400 | – | -0.01% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -51,000 | – | -0.01% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -12,900 | – | -0.02% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -11,900 | – | -0.02% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -10,574 | – | -0.02% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -12,800 | – | -0.02% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -10,800 | – | -0.02% | – |
| PRO | Exit | PROS HOLDINGS INC | $0 | – | -56,666 | – | -0.02% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -38,400 | – | -0.02% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -7,800 | – | -0.02% | – |
| CJESQ | Exit | C&J ENERGY SVCS LTD | $0 | – | -2,000,000 | – | -0.03% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -13,200 | – | -0.03% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -62,373 | – | -0.04% | – |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -2,000,000 | – | -0.04% | – | |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -15,873 | – | -0.04% | – |
| INVN | Exit | INVENSENSE INC | $0 | – | -366,666 | – | -0.05% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -23,000 | – | -0.05% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -60,000 | – | -0.05% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -16,200 | – | -0.06% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -38,795 | – | -0.06% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,000 | – | -0.06% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -76,180 | – | -0.06% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -38,860 | – | -0.06% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -125,000 | – | -0.06% | – |
| MON | Exit | MONSANTO CO NEWcall | $0 | – | -30,000 | – | -0.07% | – |
| COTV | Exit | COTIVITI HLDGS INC | $0 | – | -160,000 | – | -0.07% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -28,104 | – | -0.07% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -209,184 | – | -0.08% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -48,446 | – | -0.08% | – |
| Exit | NETSUITE INCnote 0.250% 6/0 | $0 | – | -4,000,000 | – | -0.08% | – | |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -41,175 | – | -0.08% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -351,975 | – | -0.10% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -166,700 | – | -0.10% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -70,000 | – | -0.11% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -396,666 | – | -0.12% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -73,695 | – | -0.12% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -132,671 | – | -0.14% | – |
| HUM | Exit | HUMANA INC | $0 | – | -37,833 | – | -0.15% | – |
| CNX | Exit | CONSOL ENERGY INCput | $0 | – | -500,000 | – | -0.17% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -162,000 | – | -0.23% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -196,666 | – | -0.23% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -352,632 | – | -0.29% | – |
| W | Exit | WAYFAIR INCcall | $0 | – | -375,000 | – | -0.31% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -848,378 | – | -0.38% | – |
| TWX | Exit | TIME WARNER INCput | $0 | – | -269,000 | – | -0.42% | – |
| ANTM | Exit | ANTHEM INCcall | $0 | – | -157,600 | – | -0.44% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -763,569 | – | -0.44% | – |
| CBPO | Exit | CHINA BIOLOGIC PRODS INC | $0 | – | -236,700 | – | -0.54% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -240,000 | – | -0.65% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -1,481,278 | – | -0.69% | – |
| CIT | Exit | CIT GROUP INC (NYQ) | $0 | – | -1,189,474 | – | -0.81% | – |
| Exit | TIVO INCnote 2.000%10/0 | $0 | – | -62,012,000 | – | -1.30% | – | |
| Exit | OCLARO INCnote 6.000% 2/1 | $0 | – | -23,500,000 | – | -1.33% | – | |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -1,801,471 | – | -1.33% | – |
| ROVI | Exit | ROVI CORP | $0 | – | -4,066,666 | – | -1.36% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -820,000 | – | -1.48% | – |
| Exit | NORTEL NETWORKS CORP NEWnote 2.125% 4/1 | $0 | – | -99,123,000 | – | -1.85% | – | |
| PLCM | Exit | POLYCOM INC | $0 | – | -7,931,566 | – | -1.91% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -205,139,000 | – | -4.36% | – | |
| IWM | Exit | ISHARES TRput | $0 | – | -1,813,000 | – | -4.46% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $838,958,000 | – | 4,004,000 | – | 17.94% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $533,523,000 | – | 8,892,050 | – | 11.41% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $245,610,000 | – | 250,782,000 | – | 5.25% | – | |
| IWM | New | ISHARES TRput | $208,441,000 | – | 1,813,000 | – | 4.46% | – |
| New | CIENA CORPnote 0.875% 6/1 | $203,729,000 | – | 205,139,000 | – | 4.36% | – | |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $187,621,000 | – | 185,534,000 | – | 4.01% | – | |
| New | FIREEYE INCnote 1.000% 6/0 | $166,237,000 | – | 182,302,000 | – | 3.56% | – | |
| AGRO | New | ADECOAGRO S A | $130,731,000 | – | 11,917,157 | – | 2.80% | – |
| New | INVENSENSE INCnote 1.750%11/0 | $104,265,000 | – | 111,290,000 | – | 2.23% | – | |
| New | ROVI CORPnote 0.500% 3/0 | $93,632,000 | – | 98,560,000 | – | 2.00% | – | |
| PLCM | New | POLYCOM INC | $89,230,000 | – | 7,931,566 | – | 1.91% | – |
| New | NORTEL NETWORKS CORP NEWnote 2.125% 4/1 | $86,485,000 | – | 99,123,000 | – | 1.85% | – | |
| New | PROS HOLDINGS INCnote 2.000%12/0 | $75,930,000 | – | 84,602,000 | – | 1.62% | – | |
| CACQ | New | CAESARS ACQUISITION COcl a | $73,043,000 | – | 6,510,083 | – | 1.56% | – |
| HYG | New | ISHARES TRput | $69,446,000 | – | 820,000 | – | 1.48% | – |
| ROVI | New | ROVI CORP | $63,603,000 | – | 4,066,666 | – | 1.36% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $62,115,000 | – | 1,801,471 | – | 1.33% | – |
| New | OCLARO INCnote 6.000% 2/1 | $61,996,000 | – | 23,500,000 | – | 1.33% | – | |
| New | TIVO INCnote 2.000%10/0 | $60,849,000 | – | 62,012,000 | – | 1.30% | – | |
| ZTS | New | ZOETIS INCcl a | $59,748,000 | – | 1,258,919 | – | 1.28% | – |
| CHDN | New | CHURCHILL DOWNS INC | $48,949,000 | – | 387,381 | – | 1.05% | – |
| EBAY | New | EBAY INC | $40,846,000 | – | 1,744,830 | – | 0.87% | – |
| DISH | New | DISH NETWORK CORPcl a | $38,016,000 | – | 725,489 | – | 0.81% | – |
| CIT | New | CIT GROUP INC (NYQ) | $37,956,000 | – | 1,189,474 | – | 0.81% | – |
| New | LINKEDIN CORPnote 0.500%11/0 | $37,691,000 | – | 38,000,000 | – | 0.81% | – | |
| New | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $36,679,000 | – | 37,190,000 | – | 0.78% | – | |
| KHC | New | KRAFT HEINZ CO | $33,988,000 | – | 384,133 | – | 0.73% | – |
| ESNT | New | ESSENT GROUP LTD | $32,307,000 | – | 1,481,278 | – | 0.69% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $30,936,000 | – | 2,400,000 | – | 0.66% | – |
| GLD | New | SPDR GOLD TRUST | $30,365,000 | – | 240,000 | – | 0.65% | – |
| PYPL | New | PAYPAL HLDGS INC | $29,844,000 | – | 817,413 | – | 0.64% | – |
| New | NOVATEL WIRELESS INCnote 5.500% 6/1 | $28,783,000 | – | 41,155,000 | – | 0.62% | – | |
| MODN | New | MODEL N INC | $28,504,000 | – | 2,135,148 | – | 0.61% | – |
| CZR | New | CAESARS ENTMT CORP | $25,388,000 | – | 3,301,393 | – | 0.54% | – |
| CBPO | New | CHINA BIOLOGIC PRODS INC | $25,166,000 | – | 236,700 | – | 0.54% | – |
| R114PS | New | CHIPMOS TECH BERMUDA LTD | $24,864,000 | – | 1,372,921 | – | 0.53% | – |
| New | TWITTER INCnote 0.250% 9/1 | $23,953,000 | – | 26,000,000 | – | 0.51% | – | |
| MGM | New | MGM RESORTS INTERNATIONALput | $23,886,000 | – | 1,055,500 | – | 0.51% | – |
| GOLD | New | BARRICK GOLD CORP | $22,867,000 | – | 1,071,074 | – | 0.49% | – |
| EXAR | New | EXAR CORP | $22,823,000 | – | 2,835,194 | – | 0.49% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $21,514,000 | – | 472,731 | – | 0.46% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $21,123,000 | – | 730,898 | – | 0.45% | – |
| EMC | New | E M C CORP MASS | $20,746,000 | – | 763,569 | – | 0.44% | – |
| ANTM | New | ANTHEM INCcall | $20,699,000 | – | 157,600 | – | 0.44% | – |
| EXA | New | EXA CORP | $20,664,000 | – | 1,430,000 | – | 0.44% | – |
| TWX | New | TIME WARNER INCput | $19,782,000 | – | 269,000 | – | 0.42% | – |
| AGN | New | ALLERGAN PLC | $18,657,000 | – | 80,735 | – | 0.40% | – |
| JD | New | JD COM INCspon adr cl a | $18,011,000 | – | 848,378 | – | 0.38% | – |
| SUPV | New | GRUPO SUPERVIELLE S Asponsored adr | $17,523,000 | – | 1,370,089 | – | 0.38% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $16,335,000 | – | 180,000 | – | 0.35% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $15,019,000 | – | 378,981 | – | 0.32% | – |
| W | New | WAYFAIR INCcall | $14,625,000 | – | 375,000 | – | 0.31% | – |
| New | FIREEYE INCnote 1.625% 6/0 | $14,190,000 | – | 16,000,000 | – | 0.30% | – | |
| W | New | WAYFAIR INCcl a | $13,753,000 | – | 352,632 | – | 0.29% | – |
| EPC | New | EDGEWELL PERS CARE CO | $13,694,000 | – | 162,228 | – | 0.29% | – |
| ABT | New | ABBOTT LABS | $12,940,000 | – | 329,181 | – | 0.28% | – |
| BAX | New | BAXTER INTL INC | $12,857,000 | – | 284,327 | – | 0.28% | – |
| New | VIOLIN MEMORY INCnote 4.250%10/0 | $11,366,000 | – | 25,650,000 | – | 0.24% | – | |
| NUE | New | NUCOR CORP | $11,230,000 | – | 227,291 | – | 0.24% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $10,561,000 | – | 162,000 | – | 0.23% | – |
| SYNA | New | SYNAPTICS INC | $10,571,000 | – | 196,666 | – | 0.23% | – |
| CYBR | New | CYBERARK SOFTWARE LTD | $9,588,000 | – | 197,334 | – | 0.20% | – |
| LBTYK | New | LIBERTY GLOBAL PLCcall | $9,549,000 | – | 333,300 | – | 0.20% | – |
| RLGY | New | REALOGY HLDGS CORP | $9,432,000 | – | 325,000 | – | 0.20% | – |
| AMAT | New | APPLIED MATLS INC | $8,955,000 | – | 373,596 | – | 0.19% | – |
| AMZN | New | AMAZON COM INC | $8,972,000 | – | 12,537 | – | 0.19% | – |
| WUBA | New | 58 COM INCspon adr rep a | $8,606,000 | – | 187,526 | – | 0.18% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $8,380,000 | – | 296,018 | – | 0.18% | – |
| CNX | New | CONSOL ENERGY INCput | $8,045,000 | – | 500,000 | – | 0.17% | – |
| MMYT | New | MAKEMYTRIP LIMITED MAURITIUS | $7,939,000 | – | 534,258 | – | 0.17% | – |
| NVDA | New | NVIDIA CORP | $7,678,000 | – | 163,322 | – | 0.16% | – |
| XXIA | New | IXIA | $7,043,000 | – | 717,238 | – | 0.15% | – |
| ALLT | New | ALLOT COMMUNICATIONS LTD | $6,861,000 | – | 1,394,483 | – | 0.15% | – |
| HUM | New | HUMANA INC | $6,805,000 | – | 37,833 | – | 0.15% | – |
| POWI | New | POWER INTEGRATIONS INC | $6,643,000 | – | 132,671 | – | 0.14% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $6,474,000 | – | 30,900 | – | 0.14% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $6,317,000 | – | 27,627 | – | 0.14% | – |
| VMW | New | VMWARE INC | $5,886,000 | – | 102,870 | – | 0.13% | – |
| QLGC | New | QLOGIC CORP | $5,847,000 | – | 396,666 | – | 0.12% | – |
| LOW | New | LOWES COS INC | $5,834,000 | – | 73,695 | – | 0.12% | – |
| QTM | New | QUANTUM CORP | $5,320,000 | – | 12,666,666 | – | 0.11% | – |
| TWX | New | TIME WARNER INC | $5,148,000 | – | 70,000 | – | 0.11% | – |
| LNKD | New | LINKEDIN CORP | $4,944,000 | – | 26,126 | – | 0.11% | – |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $4,719,000 | – | 166,700 | – | 0.10% | – |
| BAC | New | BANK AMER CORP | $4,671,000 | – | 351,975 | – | 0.10% | – |
| LILA | New | LIBERTY GLOBAL PLC | $4,465,000 | – | 138,400 | – | 0.10% | – |
| SIGM | New | SIGMA DESIGNS INC | $4,216,000 | – | 655,629 | – | 0.09% | – |
| CVS | New | CVS HEALTH CORP | $3,942,000 | – | 41,175 | – | 0.08% | – |
| New | NETSUITE INCnote 0.250% 6/0 | $3,938,000 | – | 4,000,000 | – | 0.08% | – | |
| SAVE | New | SPIRIT AIRLS INC | $3,877,000 | – | 86,400 | – | 0.08% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $3,827,000 | – | 189,187 | – | 0.08% | – |
| GIG | New | GIGPEAK INC | $3,770,000 | – | 1,923,366 | – | 0.08% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $3,795,000 | – | 48,446 | – | 0.08% | – |
| MXL | New | MAXLINEAR INCcl a | $3,761,000 | – | 209,184 | – | 0.08% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $3,528,000 | – | 315,837 | – | 0.08% | – |
| ABEO | New | ABEONA THERAPEUTICS INC | $3,451,000 | – | 1,462,122 | – | 0.07% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $3,390,000 | – | 123,977 | – | 0.07% | – |
| AET | New | AETNA INC NEW | $3,432,000 | – | 28,104 | – | 0.07% | – |
| COTV | New | COTIVITI HLDGS INC | $3,381,000 | – | 160,000 | – | 0.07% | – |
| WHR | New | WHIRLPOOL CORP | $3,333,000 | – | 20,000 | – | 0.07% | – |
| MON | New | MONSANTO CO NEWcall | $3,102,000 | – | 30,000 | – | 0.07% | – |
| STJ | New | ST JUDE MED INC | $3,031,000 | – | 38,860 | – | 0.06% | – |
| USFD | New | US FOODS HLDG CORP | $3,030,000 | – | 125,000 | – | 0.06% | – |
| CAVM | New | CAVIUM INC | $2,941,000 | – | 76,180 | – | 0.06% | – |
| CME | New | CME GROUP INC | $2,922,000 | – | 30,000 | – | 0.06% | – |
| CNC | New | CENTENE CORP DEL | $2,769,000 | – | 38,795 | – | 0.06% | – |
| MNST | New | MONSTER BEVERAGE CORP NEW | $2,604,000 | – | 16,200 | – | 0.06% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $2,431,000 | – | 366,666 | – | 0.05% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $2,388,000 | – | 60,000 | – | 0.05% | – |
| MON | New | MONSANTO CO NEW | $2,378,000 | – | 23,000 | – | 0.05% | – |
| INVN | New | INVENSENSE INC | $2,248,000 | – | 366,666 | – | 0.05% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $2,179,000 | – | 43,800 | – | 0.05% | – |
| BITA | New | BITAUTO HLDGS LTDsponsored ads | $2,184,000 | – | 80,995 | – | 0.05% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $2,128,000 | – | 25,558 | – | 0.05% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $2,090,000 | – | 15,873 | – | 0.04% | – |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $2,064,000 | – | 2,000,000 | – | 0.04% | – | |
| GM | New | GENERAL MTRS CO | $1,765,000 | – | 62,373 | – | 0.04% | – |
| New | TESLA MTRS INCnote 1.250% 3/0 | $1,654,000 | – | 2,000,000 | – | 0.04% | – | |
| HSY | New | HERSHEY CO | $1,498,000 | – | 13,200 | – | 0.03% | – |
| PF | New | PINNACLE FOODS INC DEL | $1,347,000 | – | 29,100 | – | 0.03% | – |
| PG | New | PROCTER & GAMBLE CO | $1,279,000 | – | 15,100 | – | 0.03% | – |
| CJESQ | New | C&J ENERGY SVCS LTD | $1,205,000 | – | 2,000,000 | – | 0.03% | – |
| BV | New | BAZAARVOICE INC | $1,230,000 | – | 306,666 | – | 0.03% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $1,156,000 | – | 8,100 | – | 0.02% | – |
| AUDC | New | AUDIOCODES LTDord | $1,161,000 | – | 277,188 | – | 0.02% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $1,102,000 | – | 7,800 | – | 0.02% | – |
| AKRXQ | New | AKORN INC | $1,094,000 | – | 38,400 | – | 0.02% | – |
| PRO | New | PROS HOLDINGS INC | $988,000 | – | 56,666 | – | 0.02% | – |
| PRGO | New | PERRIGO CO PLC | $979,000 | – | 10,800 | – | 0.02% | – |
| VC | New | VISTEON CORP | $875,000 | – | 13,300 | – | 0.02% | – |
| MDVN | New | MEDIVATION INC | $772,000 | – | 12,800 | – | 0.02% | – |
| ALK | New | ALASKA AIR GROUP INC | $752,000 | – | 12,900 | – | 0.02% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $753,000 | – | 11,900 | – | 0.02% | – |
| ALLE | New | ALLEGION PUB LTD CO | $734,000 | – | 10,574 | – | 0.02% | – |
| GSIT | New | GSI TECHNOLOGY | $713,000 | – | 171,081 | – | 0.02% | – |
| CERN | New | CERNER CORP | $633,000 | – | 10,800 | – | 0.01% | – |
| P | New | PANDORA MEDIA INC | $635,000 | – | 51,000 | – | 0.01% | – |
| SCI | New | SERVICE CORP INTL | $633,000 | – | 23,400 | – | 0.01% | – |
| DIS | New | DISNEY WALT CO | $675,000 | – | 6,900 | – | 0.01% | – |
| INCY | New | INCYTE CORP | $600,000 | – | 7,500 | – | 0.01% | – |
| GSAT | New | GLOBALSTAR INC | $605,000 | – | 500,000 | – | 0.01% | – |
| SGEN | New | SEATTLE GENETICS INC | $594,000 | – | 14,700 | – | 0.01% | – |
| AN | New | AUTONATION INC | $620,000 | – | 13,200 | – | 0.01% | – |
| AOI | New | ALLIANCE ONE INTL INC | $556,000 | – | 36,099 | – | 0.01% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $542,000 | – | 6,300 | – | 0.01% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $476,000 | – | 18,700 | – | 0.01% | – |
| GNK | New | GENCO SHIPPING & TRADING LTD | $426,000 | – | 747,838 | – | 0.01% | – |
| FL | New | FOOT LOCKER INC | $373,000 | – | 6,800 | – | 0.01% | – |
| SYNT | New | SYNTEL INC | $367,000 | – | 8,100 | – | 0.01% | – |
| VMEM | New | VIOLIN MEMORY INC | $383,000 | – | 416,666 | – | 0.01% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $383,000 | – | 3,600 | – | 0.01% | – |
| KODK | New | EASTMAN KODAK CO | $388,000 | – | 24,123 | – | 0.01% | – |
| CAR | New | AVIS BUDGET GROUP | $348,000 | – | 10,800 | – | 0.01% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $330,000 | – | 9,369 | – | 0.01% | – |
| MAT | New | MATTEL INC | $316,000 | – | 10,100 | – | 0.01% | – |
| IPGP | New | IPG PHOTONICS CORP | $344,000 | – | 4,300 | – | 0.01% | – |
| KMX | New | CARMAX INC | $304,000 | – | 6,200 | – | 0.01% | – |
| EAT | New | BRINKER INTL INC | $319,000 | – | 7,000 | – | 0.01% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $337,000 | – | 2,700 | – | 0.01% | – |
| VIAB | New | VIACOM INC NEWcl b | $299,000 | – | 7,200 | – | 0.01% | – |
| CALX | New | CALIX INC | $303,000 | – | 43,872 | – | 0.01% | – |
| TPX | New | TEMPUR SEALY INTL INC | $293,000 | – | 5,300 | – | 0.01% | – |
| DAL | New | DELTA AIR LINES INC DEL | $288,000 | – | 7,900 | – | 0.01% | – |
| ABEOW | New | ABEONA THERAPEUTICS INC*w exp 12/19/201 | $238,000 | – | 250,000 | – | 0.01% | – |
| SREV | New | SERVICESOURCE INTL INC | $187,000 | – | 46,460 | – | 0.00% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $158,000 | – | 16,200 | – | 0.00% | – |
| DSPG | New | DSP GROUP INC | $158,000 | – | 14,872 | – | 0.00% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $116,000 | – | 500,000 | – | 0.00% | – |
| REXX | New | REX ENERGY CORPORATION | $109,000 | – | 165,000 | – | 0.00% | – |
| TWER | New | TOWERSTREAM CORP | $73,000 | – | 431,800 | – | 0.00% | – |
| KODKWSA | New | EASTMAN KODAK CO*w exp 09/03/201 | $34,000 | – | 8,383 | – | 0.00% | – |
| KODKWS | New | EASTMAN KODAK CO*w exp 09/03/201 | $29,000 | – | 8,383 | – | 0.00% | – |
| BIOAWS | New | BIOAMBER INC*w exp 05/09/201 | $70,000 | – | 194,000 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KODKWSA | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| KODKWS | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -8,383 | – | 0.00% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -1,000 | – | -0.00% | – |
| WEN | Exit | WENDYS CO | $0 | – | -16,400 | – | -0.00% | – |
| VFC | Exit | V F CORP | $0 | – | -3,300 | – | -0.00% | – |
| CBOE | Exit | CBOE HLDGS INC | $0 | – | -3,200 | – | -0.00% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -7,000 | – | -0.00% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -11,700 | – | -0.00% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -10,000 | – | -0.00% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -5,600 | – | -0.00% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -300 | – | -0.00% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,100 | – | -0.00% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -500,000 | – | -0.00% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -5,000 | – | -0.00% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -6,200 | – | -0.00% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -2,200 | – | -0.00% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -200 | – | -0.00% | – |
| UHAL | Exit | AMERCO | $0 | – | -800 | – | -0.01% | – |
| BIOAWS | Exit | BIOAMBER INC*w exp 05/09/201 | $0 | – | -194,000 | – | -0.01% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -15,000 | – | -0.01% | – |
| ABEOW | Exit | ABEONA THERAPEUTICS INC*w exp 12/19/201 | $0 | – | -250,000 | – | -0.01% | – |
| MGNX | Exit | MACROGENICS INC | $0 | – | -19,488 | – | -0.01% | – |
| KODK | Exit | EASTMAN KODAK CO | $0 | – | -24,123 | – | -0.01% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -38,200 | – | -0.01% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -7,900 | – | -0.01% | – |
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -431,800 | – | -0.01% | – |
| TASIF | Exit | TASMAN METALS ORD (CVE) | $0 | – | -1,666,666 | – | -0.01% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -3,700 | – | -0.01% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -3,700 | – | -0.01% | – |
| INVN | Exit | INVENSENSE INC | $0 | – | -51,811 | – | -0.01% | – |
| XRAY | Exit | DENTSPLY INTL INC NEW | $0 | – | -9,800 | – | -0.01% | – |
| TECH | Exit | BIO TECHNE CORP | $0 | – | -5,500 | – | -0.01% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -6,800 | – | -0.01% | – |
| EXXIQ | Exit | ENERGY XXI LTD | $0 | – | -500,000 | – | -0.01% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -1,100 | – | -0.01% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -16,790 | – | -0.01% | – |
| VMEM | Exit | VIOLIN MEMORY INC | $0 | – | -416,666 | – | -0.01% | – |
| AOI | Exit | ALLIANCE ONE INTL INC | $0 | – | -36,099 | – | -0.01% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -8,000 | – | -0.01% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -39,527 | – | -0.01% | – |
| GSAT | Exit | GLOBALSTAR INC | $0 | – | -500,000 | – | -0.01% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -9,100 | – | -0.01% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -7,900 | – | -0.01% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | -21,000 | – | -0.01% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -93,900 | – | -0.02% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -61,583 | – | -0.02% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -6,300 | – | -0.02% | – |
| JNS | Exit | JANUS CAP GROUP INC | $0 | – | -87,061 | – | -0.02% | – |
| LILA | Exit | LIBERTY GLOBAL PLC | $0 | – | -35,000 | – | -0.02% | – |
| LILAK | Exit | LIBERTY GLOBAL PLC | $0 | – | -35,900 | – | -0.02% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -54,012 | – | -0.02% | – |
| DYNWS | Exit | DYNEGY INC NEW DEL*w exp 10/02/201 | $0 | – | -1,270,300 | – | -0.02% | – |
| K | Exit | KELLOGG CO | $0 | – | -24,600 | – | -0.02% | – |
| FN | Exit | FABRINET | $0 | – | -100,000 | – | -0.03% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC NE | $0 | – | -40,700 | – | -0.03% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -17,300 | – | -0.03% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -34,600 | – | -0.03% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -146,011 | – | -0.03% | – |
| QTM | Exit | QUANTUM CORP | $0 | – | -3,266,666 | – | -0.03% | – |
| GSIT | Exit | GSI TECHNOLOGY | $0 | – | -562,726 | – | -0.04% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -316,718 | – | -0.04% | – |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -127,600 | – | -0.04% | – |
| AGYS | Exit | AGILYSYS INC | $0 | – | -245,805 | – | -0.04% | – |
| WUBA | Exit | 58 COM INCspon adr rep a | $0 | – | -57,399 | – | -0.04% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,000 | – | -0.04% | – |
| CALX | Exit | CALIX INC | $0 | – | -353,097 | – | -0.04% | – |
| GNK | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -747,838 | – | -0.04% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -13,000 | – | -0.04% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INCcl a | $0 | – | -187,382 | – | -0.04% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -6,003,509 | – | -0.05% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -18,121 | – | -0.05% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -14,160 | – | -0.05% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -42,541 | – | -0.05% | – |
| BKD | Exit | BROOKDALE SR LIVING INCcall | $0 | – | -148,000 | – | -0.05% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Dcl a new | $0 | – | -20,000 | – | -0.05% | – |
| XLB | Exit | SELECT SECTOR SPDR TRsbi materials | $0 | – | -90,900 | – | -0.06% | – |
| MODN | Exit | MODEL N INC | $0 | – | -366,666 | – | -0.06% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -98,207 | – | -0.06% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -275,992 | – | -0.06% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -115,824 | – | -0.06% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -229,318 | – | -0.06% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -195,000 | – | -0.07% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -322,512 | – | -0.07% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -714,938 | – | -0.07% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -146,713 | – | -0.07% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -43,700 | – | -0.08% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -503,018 | – | -0.08% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -73,313 | – | -0.08% | – |
| MIFI | Exit | NOVATEL WIRELESS INC | $0 | – | -2,375,866 | – | -0.08% | – |
| OLN | Exit | OLIN CORP | $0 | – | -310,400 | – | -0.08% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVcall | $0 | – | -50,000 | – | -0.08% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -92,091 | – | -0.08% | – |
| MZOR | Exit | MAZOR ROBOTICS LTDsponsored ads | $0 | – | -514,565 | – | -0.09% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -205,000 | – | -0.09% | – |
| ABEO | Exit | ABEONA THERAPEUTICS INC | $0 | – | -1,462,122 | – | -0.09% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -71,821 | – | -0.09% | – |
| LGF | Exit | LIONS GATE ENTMNT CORPcall | $0 | – | -163,600 | – | -0.09% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -1,061,899 | – | -0.09% | – |
| EQT | Exit | EQT CORP | $0 | – | -95,494 | – | -0.09% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -666,666 | – | -0.10% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -1,008,349 | – | -0.11% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -88,210 | – | -0.11% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -666,666 | – | -0.11% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -30,600 | – | -0.12% | – |
| VMW | Exit | VMWARE INCcall | $0 | – | -100,000 | – | -0.12% | – |
| TAP | Exit | MOLSON COORS BREWING COput | $0 | – | -95,200 | – | -0.12% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -1,279,719 | – | -0.12% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -84,516 | – | -0.13% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INCput | $0 | – | -12,500 | – | -0.14% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -130,000 | – | -0.14% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -346,441 | – | -0.14% | – |
| NYLD | Exit | NRG YIELD INCcl c | $0 | – | -814,670 | – | -0.14% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORPcall | $0 | – | -91,000 | – | -0.14% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -83,426 | – | -0.15% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -77,724 | – | -0.15% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -187,103 | – | -0.15% | – |
| PAGP | Exit | PLAINS GP HLDGS L P | $0 | – | -615,415 | – | -0.16% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -525,000 | – | -0.16% | – |
| XPO | Exit | XPO LOGISTICS INCcall | $0 | – | -455,000 | – | -0.16% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -1,176,914 | – | -0.16% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -255,852 | – | -0.17% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -142,228 | – | -0.18% | – |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -13,200,000 | – | -0.19% | – | |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -12,500,000 | – | -0.19% | – | |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -484,550 | – | -0.19% | – |
| EXA | Exit | EXA CORP | $0 | – | -1,257,067 | – | -0.20% | – |
| SFUN | Exit | SOUFUN HLDGS LTDadr | $0 | – | -1,969,051 | – | -0.20% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -129,000 | – | -0.21% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -220,900 | – | -0.21% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -832,479 | – | -0.22% | – |
| BAC | Exit | BANK AMER CORPcall | $0 | – | -952,000 | – | -0.22% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -108,381 | – | -0.23% | – |
| BEAV | Exit | B/E AEROSPACE INCcall | $0 | – | -345,000 | – | -0.23% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -181,412 | – | -0.23% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -206,684 | – | -0.23% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -2,577,027 | – | -0.23% | – |
| VTR | Exit | VENTAS INC | $0 | – | -282,600 | – | -0.24% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -237,386 | – | -0.24% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -89,614 | – | -0.25% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -140,333 | – | -0.25% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -121,734 | – | -0.25% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -509,700 | – | -0.25% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVput | $0 | – | -159,000 | – | -0.26% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -1,125,504 | – | -0.27% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -113,921 | – | -0.27% | – |
| MBI | Exit | MBIA INC | $0 | – | -2,970,736 | – | -0.27% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -1,122,873 | – | -0.32% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -849,924 | – | -0.32% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -487,469 | – | -0.32% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -441,606 | – | -0.33% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -877,713 | – | -0.34% | – |
| R114PS | Exit | CHIPMOS TECH BERMUDA LTD | $0 | – | -1,422,921 | – | -0.35% | – |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -9,122,024 | – | -0.36% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -795,969 | – | -0.36% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -1,461,666 | – | -0.38% | – |
| SFS | Exit | SMART & FINAL STORES INC | $0 | – | -1,609,414 | – | -0.38% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORPput | $0 | – | -3,500,000 | – | -0.39% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -993,462 | – | -0.39% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -3,507,400 | – | -0.39% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -957,073 | – | -0.40% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -669,923 | – | -0.40% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -888,899 | – | -0.40% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -250,000 | – | -0.41% | – |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -30,000 | – | -0.43% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -971,300 | – | -0.44% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -731,481 | – | -0.44% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -5,018,427 | – | -0.45% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -575,000 | – | -0.45% | – |
| VER | Exit | VEREIT INC | $0 | – | -3,886,300 | – | -0.45% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -2,563,407 | – | -0.48% | – |
| INTU | Exit | INTUIT | $0 | – | -360,429 | – | -0.48% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -317,534 | – | -0.50% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -2,650,000 | – | -0.53% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -617,230 | – | -0.54% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -572,354 | – | -0.55% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -1,296,455 | – | -0.56% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -77,877 | – | -0.60% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -1,384,826 | – | -0.62% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,084,595 | – | -0.64% | – |
| ROVI | Exit | ROVI CORP | $0 | – | -4,066,666 | – | -0.64% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -11,266,666 | – | -0.66% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -1,202,443 | – | -0.67% | – |
| CACQ | Exit | CAESARS ACQUISITION COcl a | $0 | – | -6,274,465 | – | -0.67% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -529,120 | – | -0.68% | – |
| Exit | IXIAnote 3.000%12/1 | $0 | – | -45,314,000 | – | -0.69% | – | |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -895,077 | – | -0.70% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,102,731 | – | -0.70% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -981,780 | – | -0.74% | – |
| Exit | HOMEAWAY INCnote 0.125% 4/0 | $0 | – | -53,195,000 | – | -0.75% | – | |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -1,055,440 | – | -0.75% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -1,338,253 | – | -0.77% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -387,381 | – | -0.78% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -741,133 | – | -0.79% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -764,859 | – | -0.79% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -655,000 | – | -0.79% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -1,236,349 | – | -0.84% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -10,466,666 | – | -0.85% | – |
| CVX | Exit | CHEVRON CORP NEWcall | $0 | – | -730,000 | – | -0.87% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDcall | $0 | – | -985,000 | – | -0.88% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -59,500,000 | – | -0.89% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -330,500 | – | -0.96% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -4,321,456 | – | -0.97% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -982,116 | – | -1.02% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -2,981,278 | – | -1.12% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -1,918,419 | – | -1.13% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -1,295,520 | – | -1.14% | – |
| PMCS | Exit | PMC-SIERRA INC | $0 | – | -11,161,666 | – | -1.14% | – |
| Exit | QUANTUM CORPnote 3.500%11/1 | $0 | – | -80,980,000 | – | -1.23% | – | |
| QUNR | Exit | QUNAR CAYMAN IS LTDspns adr cl b | $0 | – | -2,756,958 | – | -1.25% | – |
| DOW | Exit | DOW CHEM COcall | $0 | – | -2,045,500 | – | -1.31% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -2,005,471 | – | -1.32% | – |
| Exit | INVENSENSE INCnote 1.750%11/0 | $0 | – | -98,814,000 | – | -1.35% | – | |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,007,055 | – | -1.48% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -5,881,922 | – | -1.49% | – |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -102,534,000 | – | -1.57% | – | |
| CIT | Exit | CIT GROUP | $0 | – | -2,801,256 | – | -1.70% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -10,738,012 | – | -1.70% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -702,554 | – | -1.91% | – |
| EBAY | Exit | EBAY INC | $0 | – | -5,405,913 | – | -2.00% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -4,428,759 | – | -2.08% | – |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -148,666,000 | – | -2.11% | – | |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -2,016,984 | – | -2.11% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -3,520,997 | – | -2.19% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -4,140,000 | – | -2.22% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -10,133,956 | – | -2.33% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -836,000 | – | -2.42% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -1,805,875 | – | -2.46% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -3,919,221 | – | -2.51% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -19,811,445 | – | -2.55% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -174,586,000 | – | -2.70% | – | |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -25,915,076 | – | -3.12% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -774,566 | – | -3.18% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGN | Buy | ALLERGAN PLC | $210,535,000 | +335.4% | 774,566 | +386.1% | 3.18% | +607.6% |
| Buy | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $178,623,000 | +2.0% | 174,586,000 | +1.3% | 2.70% | +65.7% | |
| CY | Buy | CYPRESS SEMICONDUCTOR CORP | $168,794,000 | -9.5% | 19,811,445 | +24.9% | 2.55% | +47.0% |
| DOW | Sell | DOW CHEM CO | $166,175,000 | -33.2% | 3,919,221 | -19.4% | 2.51% | +8.6% |
| FB | Sell | FACEBOOK INCcl a | $162,348,000 | -27.0% | 1,805,875 | -30.3% | 2.46% | +18.7% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $160,203,000 | -73.3% | 836,000 | -71.4% | 2.42% | -56.7% |
| YPF | Sell | YPF SOCIEDAD ANONIMAspon adr cl d | $154,340,000 | -48.8% | 10,133,956 | -7.9% | 2.33% | -16.9% |
| FXI | Buy | ISHARES TRcall | $146,846,000 | +65.9% | 4,140,000 | +115.6% | 2.22% | +169.4% |
| ZTS | Buy | ZOETIS INCcl a | $144,995,000 | +9.6% | 3,520,997 | +28.3% | 2.19% | +77.9% |
| ENDP | Sell | ENDO INTL PLC | $139,737,000 | -23.7% | 2,016,984 | -12.3% | 2.11% | +23.9% |
| Buy | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $139,467,000 | +19.3% | 148,666,000 | +25.5% | 2.11% | +93.8% | |
| PYPL | New | PAYPAL HLDGS INC | $137,469,000 | – | 4,428,759 | – | 2.08% | – |
| EBAY | Buy | EBAY INC | $132,121,000 | -31.4% | 5,405,913 | +69.0% | 2.00% | +11.4% |
| TWC | Sell | TIME WARNER CABLE INC | $126,017,000 | -51.4% | 702,554 | -51.7% | 1.91% | -21.0% |
| PLCM | Buy | POLYCOM INC | $112,534,000 | -7.6% | 10,738,012 | +0.9% | 1.70% | +50.2% |
| CIT | New | CIT GROUP | $112,134,000 | – | 2,801,256 | – | 1.70% | – |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $103,688,000 | -0.5% | 102,534,000 | +0.6% | 1.57% | +61.6% | |
| VIPS | Buy | VIPSHOP HLDGS LTDsponsored adr | $98,816,000 | -6.5% | 5,881,922 | +23.9% | 1.49% | +52.0% |
| NEE | Sell | NEXTERA ENERGY INC | $98,238,000 | -25.4% | 1,007,055 | -25.0% | 1.48% | +21.2% |
| Buy | INVENSENSE INCnote 1.750%11/0 | $89,241,000 | +54.9% | 98,814,000 | +66.1% | 1.35% | +151.7% | |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $87,619,000 | -20.2% | 2,005,471 | -3.9% | 1.32% | +29.6% |
| DOW | New | DOW CHEM COcall | $86,729,000 | – | 2,045,500 | – | 1.31% | – |
| QUNR | Buy | QUNAR CAYMAN IS LTDspns adr cl b | $82,902,000 | +43.3% | 2,756,958 | +104.2% | 1.25% | +133.1% |
| PMCS | Buy | PMC-SIERRA INC | $75,564,000 | +45.5% | 11,161,666 | +84.0% | 1.14% | +136.6% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $74,492,000 | +47.2% | 1,918,419 | +51.4% | 1.13% | +139.1% |
| ESNT | Sell | ESSENT GROUP LTD | $74,085,000 | -39.6% | 2,981,278 | -33.5% | 1.12% | -1.8% |
| SLB | New | SCHLUMBERGER LTD | $67,737,000 | – | 982,116 | – | 1.02% | – |
| NRG | Buy | NRG ENERGY INC | $64,174,000 | +11.3% | 4,321,456 | +71.4% | 0.97% | +80.6% |
| SPY | Sell | SPDR S&P 500 ETF TRcall | $63,334,000 | -96.5% | 330,500 | -96.3% | 0.96% | -94.3% |
| Sell | CIENA CORPnote 0.875% 6/1 | $58,979,000 | -40.8% | 59,500,000 | -39.8% | 0.89% | -3.8% | |
| BABA | New | ALIBABA GROUP HLDG LTDcall | $58,085,000 | – | 985,000 | – | 0.88% | – |
| CVX | New | CHEVRON CORP NEWcall | $57,582,000 | – | 730,000 | – | 0.87% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $56,206,000 | – | 10,466,666 | – | 0.85% | – |
| DAL | Buy | DELTA AIR LINES INC DEL | $55,475,000 | +78.4% | 1,236,349 | +63.3% | 0.84% | +190.3% |
| KHC | New | KRAFT HEINZ CO | $52,309,000 | – | 741,133 | – | 0.79% | – |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $52,301,000 | -4.1% | 764,859 | -19.6% | 0.79% | +55.7% |
| LUV | Buy | SOUTHWEST AIRLS CO | $50,907,000 | +120.5% | 1,338,253 | +91.8% | 0.77% | +258.1% |
| Buy | HOMEAWAY INCnote 0.125% 4/0 | $49,338,000 | -2.8% | 53,195,000 | +0.9% | 0.75% | +58.1% | |
| EGN | Buy | ENERGEN CORP | $48,952,000 | +315.7% | 981,780 | +469.5% | 0.74% | +572.7% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $46,171,000 | -17.0% | 1,102,731 | -18.4% | 0.70% | +34.7% |
| BRCM | Buy | BROADCOM CORPcl a | $46,034,000 | +80.5% | 895,077 | +80.7% | 0.70% | +193.7% |
| Sell | IXIAnote 3.000%12/1 | $45,541,000 | -24.0% | 45,314,000 | -24.2% | 0.69% | +23.7% | |
| MON | Sell | MONSANTO CO NEW | $45,155,000 | -63.6% | 529,120 | -54.5% | 0.68% | -40.8% |
| LGF | Buy | LIONS GATE ENTMNT CORP | $44,250,000 | +673.9% | 1,202,443 | +679.2% | 0.67% | +1162.3% |
| LSCC | Buy | LATTICE SEMICONDUCTOR CORP | $43,377,000 | -27.6% | 11,266,666 | +10.8% | 0.66% | +17.8% |
| ROVI | Buy | ROVI CORP | $42,659,000 | -18.1% | 4,066,666 | +24.5% | 0.64% | +33.0% |
| GLPI | Buy | GAMING & LEISURE PPTYS INC | $41,129,000 | -9.1% | 1,384,826 | +12.1% | 0.62% | +47.7% |
| AMZN | New | AMAZON COM INC | $39,864,000 | – | 77,877 | – | 0.60% | – |
| SCHW | Sell | SCHWAB CHARLES CORP NEW | $37,027,000 | -42.1% | 1,296,455 | -33.8% | 0.56% | -5.9% |
| CTRP | Buy | CTRIP COM INTL LTD | $36,161,000 | +76.5% | 572,354 | +102.9% | 0.55% | +186.4% |
| ALLE | Sell | ALLEGION PUB LTD CO | $35,589,000 | -31.8% | 617,230 | -28.8% | 0.54% | +10.9% |
| NFLX | New | NETFLIX INC | $32,789,000 | – | 317,534 | – | 0.50% | – |
| INTU | New | INTUIT | $31,988,000 | – | 360,429 | – | 0.48% | – |
| MXL | Sell | MAXLINEAR INCcl a | $31,889,000 | +1.3% | 2,563,407 | -1.5% | 0.48% | +64.5% |
| VER | New | VEREIT INC | $30,002,000 | – | 3,886,300 | – | 0.45% | – |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $29,584,000 | – | 575,000 | – | 0.45% | – |
| CZR | Buy | CAESARS ENTMT CORP | $29,559,000 | +1.3% | 5,018,427 | +5.3% | 0.45% | +64.9% |
| ABT | Buy | ABBOTT LABS | $29,420,000 | -0.5% | 731,481 | +21.5% | 0.44% | +61.8% |
| GM | New | GENERAL MTRS COcall | $29,158,000 | – | 971,300 | – | 0.44% | – |
| IWM | New | ISHARES TRput | $27,300,000 | – | 250,000 | – | 0.41% | – |
| GM | Sell | GENERAL MTRS CO | $26,685,000 | -29.4% | 888,899 | -21.7% | 0.40% | +14.8% |
| DK | Buy | DELEK US HLDGS INC | $26,511,000 | +5.8% | 957,073 | +40.7% | 0.40% | +72.1% |
| DHT | Buy | DHT HOLDINGS INC | $26,025,000 | +13.7% | 3,507,400 | +19.1% | 0.39% | +85.0% |
| JD | Buy | JD COM INCspon adr cl a | $25,890,000 | +148.6% | 993,462 | +225.3% | 0.39% | +303.1% |
| CHK | Buy | CHESAPEAKE ENERGY CORPput | $25,655,000 | +20.9% | 3,500,000 | +84.2% | 0.39% | +96.0% |
| SFS | Sell | SMART & FINAL STORES INC | $25,284,000 | -31.5% | 1,609,414 | -22.1% | 0.38% | +11.0% |
| LITE | New | LUMENTUM HLDGS INC | $24,775,000 | – | 1,461,666 | – | 0.38% | – |
| NBL | Sell | NOBLE ENERGY INC | $24,022,000 | -33.6% | 795,969 | -6.0% | 0.36% | +8.0% |
| CRC | Buy | CALIFORNIA RES CORP | $23,717,000 | -52.1% | 9,122,024 | +11.2% | 0.36% | -22.1% |
| R114PS | Buy | CHIPMOS TECH BERMUDA LTD | $23,364,000 | -22.1% | 1,422,921 | +3.6% | 0.35% | +26.5% |
| ZAYO | Buy | ZAYO GROUP HLDGS INC | $22,259,000 | +10.1% | 877,713 | +11.7% | 0.34% | +79.3% |
| ALTR | Buy | ALTERA CORP | $22,116,000 | +344.9% | 441,606 | +354.9% | 0.33% | +626.1% |
| WNR | Sell | WESTERN REFNG INC | $21,507,000 | -68.0% | 487,469 | -68.4% | 0.32% | -48.1% |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $20,998,000 | – | 1,122,873 | – | 0.32% | – |
| MBI | Buy | MBIA INC | $18,062,000 | +72.3% | 2,970,736 | +70.4% | 0.27% | +178.6% |
| RDN | Sell | RADIAN GROUP INC | $17,907,000 | -54.5% | 1,125,504 | -46.4% | 0.27% | -26.0% |
| PRGO | Buy | PERRIGO CO PLC | $17,916,000 | +4.6% | 113,921 | +23.0% | 0.27% | +70.4% |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVput | $16,905,000 | – | 159,000 | – | 0.26% | – |
| BAX | New | BAXTER INTL INC | $16,744,000 | – | 509,700 | – | 0.25% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $16,611,000 | – | 121,734 | – | 0.25% | – |
| BXP | New | BOSTON PROPERTIES INC | $16,615,000 | – | 140,333 | – | 0.25% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $16,464,000 | – | 89,614 | – | 0.25% | – |
| WELL | New | WELLTOWER INC | $16,076,000 | – | 237,386 | – | 0.24% | – |
| VTR | New | VENTAS INC | $15,843,000 | – | 282,600 | – | 0.24% | – |
| EXAR | Sell | EXAR CORP | $15,333,000 | -40.2% | 2,577,027 | -1.7% | 0.23% | -2.9% |
| VRSK | Sell | VERISK ANALYTICS INC | $15,276,000 | -9.4% | 206,684 | -10.8% | 0.23% | +47.1% |
| BEAV | New | B/E AEROSPACE INCcall | $15,146,000 | – | 345,000 | – | 0.23% | – |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $15,123,000 | -91.8% | 181,412 | -89.8% | 0.23% | -86.7% |
| BAC | New | BANK AMER CORPcall | $14,832,000 | – | 952,000 | – | 0.22% | – |
| WIX | Buy | WIX COM LTD | $14,502,000 | +79.9% | 832,479 | +143.9% | 0.22% | +192.0% |
| TRIP | New | TRIPADVISOR INC | $13,921,000 | – | 220,900 | – | 0.21% | – |
| BUD | Buy | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $13,715,000 | +94.6% | 129,000 | +120.9% | 0.21% | +213.6% |
| SFUN | Buy | SOUFUN HLDGS LTDadr | $12,996,000 | +8.3% | 1,969,051 | +38.1% | 0.20% | +75.9% |
| EXA | Sell | EXA CORP | $12,986,000 | -14.8% | 1,257,067 | -8.0% | 0.20% | +38.0% |
| DISCA | Sell | DISCOVERY COMMUNICATNS NEW | $12,613,000 | -37.5% | 484,550 | -20.2% | 0.19% | +1.6% |
| Sell | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $12,555,000 | -87.9% | 12,500,000 | -87.8% | 0.19% | -80.3% | |
| EPC | Buy | EDGEWELL PERS CARE CO | $11,606,000 | +357.3% | 142,228 | +447.0% | 0.18% | +629.2% |
| MTG | Sell | MGIC INVT CORP WIS | $10,898,000 | -38.6% | 1,176,914 | -24.6% | 0.16% | 0.0% |
| XPO | New | XPO LOGISTICS INCcall | $10,843,000 | – | 455,000 | – | 0.16% | – |
| PAGP | New | PLAINS GP HLDGS L P | $10,770,000 | – | 615,415 | – | 0.16% | – |
| WYNN | New | WYNN RESORTS LTD | $9,939,000 | – | 187,103 | – | 0.15% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $9,716,000 | – | 77,724 | – | 0.15% | – |
| HD | Sell | HOME DEPOT INC | $9,635,000 | -15.0% | 83,426 | -18.2% | 0.15% | +37.7% |
| SBAC | New | SBA COMMUNICATIONS CORPcall | $9,531,000 | – | 91,000 | – | 0.14% | – |
| NYLD | New | NRG YIELD INCcl c | $9,458,000 | – | 814,670 | – | 0.14% | – |
| ETFC | Sell | E TRADE FINANCIAL CORP | $9,122,000 | -64.7% | 346,441 | -59.8% | 0.14% | -42.5% |
| MJN | Buy | MEAD JOHNSON NUTRITION CO | $9,152,000 | +44.9% | 130,000 | +85.7% | 0.14% | +133.9% |
| CMG | New | CHIPOTLE MEXICAN GRILL INCput | $9,003,000 | – | 12,500 | – | 0.14% | – |
| MCD | New | MCDONALDS CORP | $8,327,000 | – | 84,516 | – | 0.13% | – |
| ODP | Buy | OFFICE DEPOT INC | $8,216,000 | +7.3% | 1,279,719 | +44.8% | 0.12% | +74.6% |
| TAP | New | MOLSON COORS BREWING COput | $7,904,000 | – | 95,200 | – | 0.12% | – |
| VMW | New | VMWARE INCcall | $7,879,000 | – | 100,000 | – | 0.12% | – |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $7,650,000 | +5.1% | 30,600 | -5.0% | 0.12% | +70.6% |
| FNSR | Buy | FINISAR CORP | $7,420,000 | +523.0% | 666,666 | +900.0% | 0.11% | +918.2% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $7,323,000 | +376.8% | 88,210 | +301.0% | 0.11% | +692.9% |
| SUNEQ | Sell | SUNEDISON INC | $7,240,000 | -82.2% | 1,008,349 | -25.9% | 0.11% | -71.2% |
| QLGC | New | QLOGIC CORP | $6,833,000 | – | 666,666 | – | 0.10% | – |
| EQT | Sell | EQT CORP | $6,185,000 | -90.1% | 95,494 | -87.5% | 0.09% | -83.8% |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $6,138,000 | – | 1,061,899 | – | 0.09% | – |
| LGF | Sell | LIONS GATE ENTMNT CORPcall | $6,020,000 | -86.3% | 163,600 | -86.2% | 0.09% | -77.8% |
| ABEO | Buy | ABEONA THERAPEUTICS INC | $5,922,000 | +27.7% | 1,462,122 | +59.5% | 0.09% | +109.3% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $5,968,000 | -87.3% | 71,821 | -87.1% | 0.09% | -79.4% |
| HBI | New | HANESBRANDS INC | $5,933,000 | – | 205,000 | – | 0.09% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $5,647,000 | – | 92,091 | – | 0.08% | – |
| MIFI | Buy | NOVATEL WIRELESS INC | $5,251,000 | -21.8% | 2,375,866 | +15.0% | 0.08% | +25.4% |
| OLN | New | OLIN CORP | $5,218,000 | – | 310,400 | – | 0.08% | – |
| LOW | Sell | LOWES COS INC | $5,053,000 | -28.2% | 73,313 | -30.2% | 0.08% | +16.9% |
| SJM | New | SMUCKER J M CO | $4,986,000 | – | 43,700 | – | 0.08% | – |
| NLY | New | ANNALY CAP MGMT INC | $4,965,000 | – | 503,018 | – | 0.08% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $4,900,000 | – | 146,713 | – | 0.07% | – |
| NPTN | New | NEOPHOTONICS CORP | $4,869,000 | – | 714,938 | – | 0.07% | – |
| KKD | Sell | KRISPY KREME DOUGHNUTS INC | $4,718,000 | -61.9% | 322,512 | -49.8% | 0.07% | -38.3% |
| BKD | New | BROOKDALE SR LIVING INC | $4,477,000 | – | 195,000 | – | 0.07% | – |
| ALJ | Sell | ALON USA ENERGY INC | $4,144,000 | -13.1% | 229,318 | -9.1% | 0.06% | +43.2% |
| W | Sell | WAYFAIR INCcl a | $4,061,000 | -56.4% | 115,824 | -53.2% | 0.06% | -29.9% |
| EURN | New | EURONAV NV ANTWERPEN | $3,836,000 | – | 275,992 | – | 0.06% | – |
| RLGY | Sell | REALOGY HLDGS CORP | $3,696,000 | -92.7% | 98,207 | -91.0% | 0.06% | -88.2% |
| MODN | New | MODEL N INC | $3,670,000 | – | 366,666 | – | 0.06% | – |
| XLB | New | SELECT SECTOR SPDR TRsbi materials | $3,629,000 | – | 90,900 | – | 0.06% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Dcl a new | $3,517,000 | – | 20,000 | – | 0.05% | – |
| BKD | New | BROOKDALE SR LIVING INCcall | $3,398,000 | – | 148,000 | – | 0.05% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $3,196,000 | – | 42,541 | – | 0.05% | – |
| ESS | New | ESSEX PPTY TR INC | $3,164,000 | – | 14,160 | – | 0.05% | – |
| AVB | New | AVALONBAY CMNTYS INC | $3,168,000 | – | 18,121 | – | 0.05% | – |
| PCP | Sell | PRECISION CASTPARTS CORP | $2,986,000 | -33.6% | 13,000 | -42.2% | 0.04% | +7.1% |
| GNK | New | GENCO SHIPPING & TRADING LTD | $2,924,000 | – | 747,838 | – | 0.04% | – |
| CALX | Sell | CALIX INC | $2,751,000 | -74.3% | 353,097 | -74.9% | 0.04% | -58.0% |
| AGYS | Buy | AGILYSYS INC | $2,733,000 | +123.6% | 245,805 | +84.7% | 0.04% | +272.7% |
| WUBA | Buy | 58 COM INCspon adr rep a | $2,701,000 | +779.8% | 57,399 | +1095.8% | 0.04% | +1266.7% |
| LPSN | New | LIVEPERSON INC | $2,394,000 | – | 316,718 | – | 0.04% | – |
| GSIT | Sell | GSI TECHNOLOGY | $2,285,000 | -22.6% | 562,726 | -0.7% | 0.04% | +29.6% |
| QTM | Sell | QUANTUM CORP | $2,278,000 | -74.7% | 3,266,666 | -39.1% | 0.03% | -59.5% |
| VLRS | Sell | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $2,178,000 | -40.4% | 146,011 | -52.3% | 0.03% | -2.9% |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $2,118,000 | – | 34,600 | – | 0.03% | – |
| CCE | New | COCA COLA ENTERPRISES INC NE | $1,968,000 | – | 40,700 | – | 0.03% | – |
| CLX | New | CLOROX CO DEL | $1,999,000 | – | 17,300 | – | 0.03% | – |
| FN | New | FABRINET | $1,833,000 | – | 100,000 | – | 0.03% | – |
| K | New | KELLOGG CO | $1,637,000 | – | 24,600 | – | 0.02% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $1,475,000 | – | 54,012 | – | 0.02% | – |
| DYNWS | Buy | DYNEGY INC NEW DEL*w exp 10/02/201 | $1,461,000 | -69.5% | 1,270,300 | +7.4% | 0.02% | -51.1% |
| LILAK | New | LIBERTY GLOBAL PLC | $1,229,000 | – | 35,900 | – | 0.02% | – |
| JNS | New | JANUS CAP GROUP INC | $1,184,000 | – | 87,061 | – | 0.02% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $1,207,000 | -68.9% | 6,300 | -66.6% | 0.02% | -50.0% |
| LILA | New | LIBERTY GLOBAL PLC | $1,179,000 | – | 35,000 | – | 0.02% | – |
| RMBS | New | RAMBUS INC DEL | $1,108,000 | – | 93,900 | – | 0.02% | – |
| GGAL | Sell | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $1,097,000 | -70.5% | 61,583 | -68.9% | 0.02% | -51.4% |
| GBT | New | GLOBAL BLOOD THERAPEUTICS IN | $885,000 | – | 21,000 | – | 0.01% | – |
| KMB | New | KIMBERLY CLARK CORP | $861,000 | – | 7,900 | – | 0.01% | – |
| HSY | New | HERSHEY CO | $836,000 | – | 9,100 | – | 0.01% | – |
| DYN | New | DYNEGY INC NEW DEL | $817,000 | – | 39,527 | – | 0.01% | – |
| AOI | Sell | ALLIANCE ONE INTL INC | $736,000 | -23.0% | 36,099 | -9.8% | 0.01% | +22.2% |
| PEP | New | PEPSICO INC | $754,000 | – | 8,000 | – | 0.01% | – |
| IDXX | Sell | IDEXX LABS INC | $505,000 | -56.2% | 6,800 | -62.2% | 0.01% | -27.3% |
| XRAY | New | DENTSPLY INTL INC NEW | $496,000 | – | 9,800 | – | 0.01% | – |
| TECH | New | BIO TECHNE CORP | $509,000 | – | 5,500 | – | 0.01% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $506,000 | – | 1,100 | – | 0.01% | – |
| BDX | New | BECTON DICKINSON & CO | $491,000 | – | 3,700 | – | 0.01% | – |
| ATHN | New | ATHENAHEALTH INC | $493,000 | – | 3,700 | – | 0.01% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $474,000 | – | 38,200 | – | 0.01% | – |
| ALKS | New | ALKERMES PLC | $463,000 | – | 7,900 | – | 0.01% | – |
| UHAL | New | AMERCO | $315,000 | – | 800 | – | 0.01% | – |
| P | New | PANDORA MEDIA INC | $320,000 | – | 15,000 | – | 0.01% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $296,000 | – | 5,000 | – | 0.00% | – |
| BIO | New | BIO RAD LABS INCcl a | $295,000 | – | 2,200 | – | 0.00% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $284,000 | – | 6,200 | – | 0.00% | – |
| AMGN | New | AMGEN INC | $290,000 | – | 2,100 | – | 0.00% | – |
| PCLN | New | PRICELINE GRP INC | $247,000 | – | 200 | – | 0.00% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $216,000 | – | 300 | – | 0.00% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $224,000 | – | 11,700 | – | 0.00% | – |
| CBOE | New | CBOE HLDGS INC | $215,000 | – | 3,200 | – | 0.00% | – |
| FCEA | New | FOREST CITY ENTERPRISES INCcl a | $201,000 | – | 10,000 | – | 0.00% | – |
| XL | New | XL GROUP PLC | $203,000 | – | 5,600 | – | 0.00% | – |
| VFC | New | V F CORP | $225,000 | – | 3,300 | – | 0.00% | – |
| BPOP | New | POPULAR INC | $212,000 | – | 7,000 | – | 0.00% | – |
| WEN | New | WENDYS CO | $142,000 | – | 16,400 | – | 0.00% | – |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $59,000 | -98.8% | 1,000 | -98.3% | 0.00% | -97.8% |
| MPO | Exit | MIDSTATES PETE CO INC | $0 | – | -26,600 | – | 0.00% | – |
| XXII | Exit | 22ND CENTY GROUP INC | $0 | – | -17,200 | – | 0.00% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -38,100 | – | 0.00% | – |
| SPDC | Exit | SPEED COMM INC | $0 | – | -88,700 | – | 0.00% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -12,400 | – | 0.00% | – |
| NOR | Exit | NORANDA ALUM HLDG CORP | $0 | – | -20,800 | – | 0.00% | – |
| LF | Exit | LEAPFROG ENTERPRISES INCcl a | $0 | – | -13,100 | – | 0.00% | – |
| CUR | Exit | NEURALSTEM INC | $0 | – | -18,000 | – | 0.00% | – |
| MILLQ | Exit | MILLER ENERGY RES INC | $0 | – | -15,300 | – | 0.00% | – |
| CYTX | Exit | CYTORI THERAPEUTICS INC | $0 | – | -22,400 | – | 0.00% | – |
| BPTH | Exit | BIO PATH HOLDINGS ORD (NMQ) | $0 | – | -17,600 | – | 0.00% | – |
| MNI | Exit | MCCLATCHY COcl a | $0 | – | -11,900 | – | 0.00% | – |
| REN | Exit | RESOLUTE ENERGY CORP | $0 | – | -18,800 | – | 0.00% | – |
| QUIK | Exit | QUICKLOGIC CORP | $0 | – | -11,900 | – | 0.00% | – |
| SFYWQ | Exit | SWIFT ENERGY CO | $0 | – | -12,900 | – | 0.00% | – |
| OHRP | Exit | OHR PHARMACEUTICAL INC | $0 | – | -12,100 | – | 0.00% | – |
| WGRP | Exit | WILLBROS GROUP INC DEL | $0 | – | -10,100 | – | 0.00% | – |
| CIDM | Exit | CINEDIGM CORP | $0 | – | -38,900 | – | 0.00% | – |
| PTIE | Exit | PAIN THERAPEUTICS INC | $0 | – | -21,700 | – | 0.00% | – |
| HELI | Exit | CHC GROUP LTD | $0 | – | -11,700 | – | 0.00% | – |
| PQ | Exit | PETROQUEST ENERGY INC | $0 | – | -12,600 | – | 0.00% | – |
| WRESQ | Exit | WARREN RES INC | $0 | – | -32,000 | – | 0.00% | – |
| HNR | Exit | HARVEST NATURAL RESOURCES IN | $0 | – | -35,000 | – | -0.00% | – |
| PGNPQ | Exit | PARAGON OFFSHORE PLC | $0 | – | -134,900 | – | -0.00% | – |
| ACI | Exit | ARCH COAL INC | $0 | – | -553,200 | – | -0.00% | – |
| FXCM | Exit | FXCM INC | $0 | – | -133,000 | – | -0.00% | – |
| ZQKSQ | Exit | QUIKSILVER INC | $0 | – | -323,800 | – | -0.00% | – |
| AROPQ | Exit | AEROPOSTALE | $0 | – | -210,800 | – | -0.00% | – |
| MRTN | Exit | MARTEN TRANS LTD | $0 | – | -16,900 | – | -0.00% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -4,500 | – | -0.00% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -7,500 | – | -0.00% | – |
| EZCH | Exit | EZCHIP SEMICONDUCTOR LIMITEDord | $0 | – | -21,166 | – | -0.00% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -19,200 | – | -0.00% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -17,400 | – | -0.00% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -8,100 | – | -0.00% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -2,600 | – | -0.00% | – |
| YY | Exit | YY INC | $0 | – | -5,700 | – | -0.00% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -75,000 | – | -0.01% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -2,400 | – | -0.01% | – |
| AUDC | Exit | AUDIOCODES LTDord | $0 | – | -280,552 | – | -0.01% | – |
| TRU | Exit | TRANSUNION | $0 | – | -50,000 | – | -0.01% | – |
| T | Exit | AT&T INC | $0 | – | -44,600 | – | -0.02% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -166,666 | – | -0.02% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -113,000 | – | -0.02% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -9,254 | – | -0.02% | – |
| BTU | Exit | PEABODY ENERGY CORP | $0 | – | -1,029,400 | – | -0.02% | – |
| RSTI | Exit | ROFIN SINAR TECHNOLOGIES INC | $0 | – | -86,373 | – | -0.02% | – |
| CZR | Exit | CAESARS ENTMT CORPcall | $0 | – | -400,000 | – | -0.02% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -106,342 | – | -0.02% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -78,000 | – | -0.03% | – |
| C | Exit | CITIGROUP INC | $0 | – | -50,000 | – | -0.03% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -200,000 | – | -0.03% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -235,600 | – | -0.04% | – |
| BA | Exit | BOEING CO | $0 | – | -28,000 | – | -0.04% | – |
| COHR | Exit | COHERENT INC | $0 | – | -61,677 | – | -0.04% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -170,000 | – | -0.04% | – |
| BITA | Exit | BITAUTO HLDGS LTDsponsored ads | $0 | – | -85,077 | – | -0.04% | – |
| YOKU | Exit | YOUKU TUDOU INCsponsored adr | $0 | – | -179,265 | – | -0.04% | – |
| LEN | Exit | LENNAR CORPcall | $0 | – | -87,000 | – | -0.04% | – |
| BEAV | Exit | B/E AEROSPACE INC | $0 | – | -84,500 | – | -0.04% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -636,742 | – | -0.05% | – |
| CRI | Exit | CARTER INC | $0 | – | -50,896 | – | -0.05% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -666,666 | – | -0.05% | – |
| DHI | Exit | D R HORTON INCcall | $0 | – | -205,000 | – | -0.05% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -166,666 | – | -0.06% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -71,044 | – | -0.06% | – |
| KBH | Exit | KB HOMEcall | $0 | – | -377,000 | – | -0.06% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -98,983 | – | -0.06% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -85,835 | – | -0.06% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -146,254 | – | -0.06% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -70,166 | – | -0.06% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -63,300 | – | -0.07% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -363,200 | – | -0.07% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDads | $0 | – | -117,359 | – | -0.07% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -3,113,884 | – | -0.08% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -418,000 | – | -0.08% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -42,800 | – | -0.08% | – |
| SGNT | Exit | SAGENT PHARMACEUTICALS INC | $0 | – | -347,200 | – | -0.08% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -281,066 | – | -0.09% | – |
| MYL | Exit | MYLAN N Vcall | $0 | – | -160,000 | – | -0.10% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORPcall | $0 | – | -1,000,000 | – | -0.11% | – |
| FSL | Exit | FREESCALE SEMICONDUCTOR LTD | $0 | – | -326,666 | – | -0.12% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -761,000 | – | -0.13% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -279,158 | – | -0.13% | – |
| SCTY | Exit | SOLARCITY CORP | $0 | – | -274,816 | – | -0.14% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -379,017 | – | -0.14% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -116,228 | – | -0.14% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -172,139 | – | -0.14% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -607,020 | – | -0.17% | – |
| CVC | Exit | CABLEVISION SYS CORPcall | $0 | – | -785,000 | – | -0.18% | – |
| HRB | Exit | BLOCK H & R INCcall | $0 | – | -660,000 | – | -0.18% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -1,886,000 | – | -0.19% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -469,330 | – | -0.20% | – |
| Exit | BROADSOFT INCnote 1.500% 7/0 | $0 | – | -22,112,000 | – | -0.22% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -1,000,000 | – | -0.23% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -423,308 | – | -0.23% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -407,580 | – | -0.23% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -664,000 | – | -0.24% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -423,162 | – | -0.25% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -211,931 | – | -0.27% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -3,886,300 | – | -0.29% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -1,293,349 | – | -0.30% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -531,800 | – | -0.35% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -2,065,251 | – | -0.35% | – |
| CKSW | Exit | CLICKSOFTWARE TECHNOLOGIES Lord | $0 | – | -3,130,000 | – | -0.37% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -713,457 | – | -0.37% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -1,099,593 | – | -0.37% | – |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -488,733 | – | -0.39% | – |
| LC | Exit | LENDINGCLUB CORP | $0 | – | -3,300,000 | – | -0.45% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -5,166,666 | – | -0.47% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -1,317,950 | – | -0.48% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -3,699,897 | – | -0.49% | – |
| AA | Exit | ALCOA INC | $0 | – | -5,338,700 | – | -0.55% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -3,169,581 | – | -0.59% | – |
| A309PS | Exit | DIRECTV | $0 | – | -695,956 | – | -0.60% | – |
| NICE | Exit | NICE SYS LTDsponsored adr | $0 | – | -1,026,666 | – | -0.61% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -801,133 | – | -0.64% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -1,302,512 | – | -0.64% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -6,266,666 | – | -0.68% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -2,796,105 | – | -0.71% | – |
| Exit | HOLOGIC INCfrnt 12/1 | $0 | – | -63,201,000 | – | -0.72% | – | |
| EEM | Exit | ISHARES TRcall | $0 | – | -2,000,000 | – | -0.74% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -1,575,650 | – | -0.75% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -1,968,833 | – | -1.01% | – |
| Exit | WEBMD HEALTH CORPnote 2.250% 3/3 | $0 | – | -139,900,000 | – | -1.31% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRcall | $1,820,949,000 | – | 8,846,000 | – | 16.95% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $600,876,000 | – | 2,919,000 | – | 5.59% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $301,684,000 | – | 10,998,308 | – | 2.81% | – |
| TWC | New | TIME WARNER CABLE INC | $259,175,000 | – | 1,454,651 | – | 2.41% | – |
| DOW | New | DOW CHEM CO | $248,690,000 | – | 4,860,084 | – | 2.31% | – |
| AGRO | New | ADECOAGRO SA | $238,937,000 | – | 25,915,076 | – | 2.22% | – |
| FB | New | FACEBOOK INCcl a | $222,252,000 | – | 2,591,407 | – | 2.07% | – |
| EBAY | New | EBAY INC | $192,714,000 | – | 3,199,100 | – | 1.79% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $186,594,000 | – | 15,866,866 | – | 1.74% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $184,454,000 | – | 1,781,818 | – | 1.72% | – |
| ENDP | New | ENDO INTL PLC | $183,178,000 | – | 2,299,781 | – | 1.70% | – |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $175,188,000 | – | 172,281,000 | – | 1.63% | – | |
| New | WEBMD HEALTH CORPnote 2.250% 3/3 | $140,862,000 | – | 139,900,000 | – | 1.31% | – | |
| ZTS | New | ZOETIS INCcl a | $132,346,000 | – | 2,744,635 | – | 1.23% | – |
| NEE | New | NEXTERA ENERGY INC | $131,603,000 | – | 1,342,473 | – | 1.22% | – |
| MON | New | MONSANTO CO NEW | $123,936,000 | – | 1,162,738 | – | 1.15% | – |
| ESNT | New | ESSENT GROUP LTD | $122,563,000 | – | 4,481,278 | – | 1.14% | – |
| PLCM | New | POLYCOM INC | $121,798,000 | – | 10,646,666 | – | 1.13% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $116,861,000 | – | 118,415,000 | – | 1.09% | – | |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $109,861,000 | – | 2,085,843 | – | 1.02% | – |
| HLF | New | HERBALIFE LTD | $108,463,000 | – | 1,968,833 | – | 1.01% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $105,666,000 | – | 4,749,048 | – | 0.98% | – |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $104,236,000 | – | 101,880,000 | – | 0.97% | – | |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $103,664,000 | – | 102,195,000 | – | 0.96% | – | |
| New | CIENA CORPnote 0.875% 6/1 | $99,646,000 | – | 98,782,000 | – | 0.93% | – | |
| FXI | New | ISHARES TRcall | $88,512,000 | – | 1,920,000 | – | 0.82% | – |
| DISH | New | DISH NETWORK CORPcl a | $87,720,000 | – | 1,295,520 | – | 0.82% | – |
| New | QUANTUM CORPnote 3.500%11/1 | $81,587,000 | – | 80,980,000 | – | 0.76% | – | |
| LEN | New | LENNAR CORPcl a | $80,421,000 | – | 1,575,650 | – | 0.75% | – |
| EEM | New | ISHARES TRcall | $79,240,000 | – | 2,000,000 | – | 0.74% | – |
| New | HOLOGIC INCfrnt 12/1 | $76,829,000 | – | 63,201,000 | – | 0.72% | – | |
| DHI | New | D R HORTON INC | $76,501,000 | – | 2,796,105 | – | 0.71% | – |
| JDSU | New | JDS UNIPHASE CORP | $72,568,000 | – | 6,266,666 | – | 0.68% | – |
| UAL | New | UNITED CONTL HLDGS INC | $69,046,000 | – | 1,302,512 | – | 0.64% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $68,208,000 | – | 801,133 | – | 0.64% | – |
| WNR | New | WESTERN REFNG INC | $67,314,000 | – | 1,543,199 | – | 0.63% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $66,619,000 | – | 1,055,440 | – | 0.62% | – |
| NICE | New | NICE SYS LTDsponsored adr | $65,286,000 | – | 1,026,666 | – | 0.61% | – |
| A309PS | New | DIRECTV | $64,578,000 | – | 695,956 | – | 0.60% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $63,983,000 | – | 1,959,665 | – | 0.60% | – |
| PHM | New | PULTE GROUP INC | $63,867,000 | – | 3,169,581 | – | 0.59% | – |
| EQT | New | EQT CORP | $62,210,000 | – | 764,820 | – | 0.58% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $59,882,000 | – | 10,166,666 | – | 0.56% | – |
| New | IXIAnote 3.000%12/1 | $59,889,000 | – | 59,814,000 | – | 0.56% | – | |
| AA | New | ALCOA INC | $59,527,000 | – | 5,338,700 | – | 0.55% | – |
| YUM | New | YUM BRANDS INC | $59,002,000 | – | 655,000 | – | 0.55% | – |
| QUNR | New | QUNAR CAYMAN IS LTDspns adr cl b | $57,853,000 | – | 1,350,120 | – | 0.54% | – |
| NRG | New | NRG ENERGY INC | $57,684,000 | – | 2,521,145 | – | 0.54% | – |
| New | INVENSENSE INCnote 1.750%11/0 | $57,602,000 | – | 59,499,000 | – | 0.54% | – | |
| MDLZ | New | MONDELEZ INTL INCcl a | $55,610,000 | – | 1,351,731 | – | 0.52% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $54,565,000 | – | 951,609 | – | 0.51% | – |
| CCJ | New | CAMECO CORP | $52,835,000 | – | 3,699,897 | – | 0.49% | – |
| ROVI | New | ROVI CORP | $52,103,000 | – | 3,266,666 | – | 0.48% | – |
| ALLE | New | ALLEGION PUB LTD CO | $52,167,000 | – | 867,430 | – | 0.48% | – |
| PMCS | New | PMC-SIERRA INC | $51,931,000 | – | 6,066,666 | – | 0.48% | – |
| YHOO | New | YAHOO INC | $51,782,000 | – | 1,317,950 | – | 0.48% | – |
| ATML | New | ATMEL CORP | $50,917,000 | – | 5,166,666 | – | 0.47% | – |
| RLGY | New | REALOGY HLDGS CORP | $50,925,000 | – | 1,090,000 | – | 0.47% | – |
| New | HOMEAWAY INCnote 0.125% 4/0 | $50,752,000 | – | 52,695,000 | – | 0.47% | – | |
| AAL | New | AMERICAN AIRLS GROUP INC | $50,595,000 | – | 1,266,938 | – | 0.47% | – |
| CRC | New | CALIFORNIA RES CORP | $49,537,000 | – | 8,201,477 | – | 0.46% | – |
| LC | New | LENDINGCLUB CORP | $48,675,000 | – | 3,300,000 | – | 0.45% | – |
| CHDN | New | CHURCHILL DOWNS INC | $48,442,000 | – | 387,381 | – | 0.45% | – |
| AGN | New | ALLERGAN PLC | $48,353,000 | – | 159,338 | – | 0.45% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $46,949,000 | – | 556,000 | – | 0.44% | – |
| ALLY | New | ALLY FINL INC | $46,757,000 | – | 2,084,595 | – | 0.44% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $45,269,000 | – | 1,234,826 | – | 0.42% | – |
| LGF | New | LIONS GATE ENTMNT CORPcall | $43,904,000 | – | 1,185,000 | – | 0.41% | – |
| CACQ | New | CAESARS ACQUISITION COcl a | $43,168,000 | – | 6,274,465 | – | 0.40% | – |
| DRC | New | DRESSER-RAND GROUP INC | $41,630,000 | – | 488,733 | – | 0.39% | – |
| SUNEQ | New | SUNEDISON INC | $40,678,000 | – | 1,360,000 | – | 0.38% | – |
| NFX | New | NEWFIELD EXPL CO | $39,717,000 | – | 1,099,593 | – | 0.37% | – |
| CBS | New | CBS CORP NEWcl b | $39,597,000 | – | 713,457 | – | 0.37% | – |
| RDN | New | RADIAN GROUP INC | $39,378,000 | – | 2,099,053 | – | 0.37% | – |
| CKSW | New | CLICKSOFTWARE TECHNOLOGIES Lord | $39,344,000 | – | 3,130,000 | – | 0.37% | – |
| CLI | New | MACK CALI RLTY CORP | $38,063,000 | – | 2,065,251 | – | 0.35% | – |
| GM | New | GENERAL MTRS CO | $37,823,000 | – | 1,134,818 | – | 0.35% | – |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $37,609,000 | – | 531,800 | – | 0.35% | – |
| SFS | New | SMART & FINAL STORES INC | $36,916,000 | – | 2,065,796 | – | 0.34% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $36,517,000 | – | 2,650,000 | – | 0.34% | – |
| NBL | New | NOBLE ENERGY INC | $36,154,000 | – | 847,092 | – | 0.34% | – |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $31,713,000 | – | 1,293,349 | – | 0.30% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $31,596,000 | – | 3,886,300 | – | 0.29% | – |
| MXL | New | MAXLINEAR INCcl a | $31,478,000 | – | 2,601,472 | – | 0.29% | – |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $31,277,000 | – | 30,000 | – | 0.29% | – |
| DAL | New | DELTA AIR LINES INC DEL | $31,094,000 | – | 756,904 | – | 0.29% | – |
| R114PS | New | CHIPMOS TECH BERMUDA LTD | $29,985,000 | – | 1,372,921 | – | 0.28% | – |
| ABT | New | ABBOTT LABS | $29,555,000 | – | 602,181 | – | 0.28% | – |
| PXD | New | PIONEER NAT RES CO | $29,393,000 | – | 211,931 | – | 0.27% | – |
| CZR | New | CAESARS ENTMT CORP | $29,170,000 | – | 4,766,327 | – | 0.27% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $26,448,000 | – | 423,162 | – | 0.25% | – |
| PVAHQ | New | PENN VA CORP | $26,295,000 | – | 6,003,509 | – | 0.24% | – |
| TMUS | New | T MOBILE US INC | $25,973,000 | – | 669,923 | – | 0.24% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $25,808,000 | – | 861,692 | – | 0.24% | – |
| EXAR | New | EXAR CORP | $25,631,000 | – | 2,620,757 | – | 0.24% | – |
| BRCM | New | BROADCOM CORPcl a | $25,503,000 | – | 495,300 | – | 0.24% | – |
| TOL | New | TOLL BROTHERS INC | $25,358,000 | – | 664,000 | – | 0.24% | – |
| BHI | New | BAKER HUGHES INC | $25,148,000 | – | 407,580 | – | 0.23% | – |
| DK | New | DELEK US HLDGS INC | $25,048,000 | – | 680,273 | – | 0.23% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $25,018,000 | – | 423,308 | – | 0.23% | – |
| XLF | New | SELECT SECTOR SPDR TRcall | $24,380,000 | – | 1,000,000 | – | 0.23% | – |
| New | BROADSOFT INCnote 1.500% 7/0 | $23,618,000 | – | 22,112,000 | – | 0.22% | – | |
| LUV | New | SOUTHWEST AIRLS CO | $23,090,000 | – | 697,800 | – | 0.22% | – |
| DHT | New | DHT HOLDINGS INC | $22,882,000 | – | 2,944,900 | – | 0.21% | – |
| CHK | New | CHESAPEAKE ENERGY CORPput | $21,223,000 | – | 1,900,000 | – | 0.20% | – |
| XPO | New | XPO LOGISTICS INC | $21,204,000 | – | 469,330 | – | 0.20% | – |
| CTRP | New | CTRIP COM INTL LTD | $20,484,000 | – | 282,075 | – | 0.19% | – |
| AGO | New | ASSURED GUARANTY LTD | $20,390,000 | – | 849,924 | – | 0.19% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $20,189,000 | – | 607,000 | – | 0.19% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $20,217,000 | – | 786,038 | – | 0.19% | – |
| GOLD | New | BARRICK GOLD CORP | $20,105,000 | – | 1,886,000 | – | 0.19% | – |
| HRB | New | BLOCK H & R INCcall | $19,569,000 | – | 660,000 | – | 0.18% | – |
| CVC | New | CABLEVISION SYS CORPcall | $18,793,000 | – | 785,000 | – | 0.18% | – |
| SLCA | New | U S SILICA HLDGS INC | $17,822,000 | – | 607,020 | – | 0.17% | – |
| MTG | New | MGIC INVT CORP WIS | $17,758,000 | – | 1,560,482 | – | 0.16% | – |
| PRGO | New | PERRIGO CO PLC | $17,125,000 | – | 92,653 | – | 0.16% | – |
| VRSK | New | VERISK ANALYTICS INC | $16,857,000 | – | 231,684 | – | 0.16% | – |
| EXA | New | EXA CORP | $15,238,000 | – | 1,366,666 | – | 0.14% | – |
| HSP | New | HOSPIRA INC | $15,270,000 | – | 172,139 | – | 0.14% | – |
| R108 | New | ENERGIZER HLDGS INC | $15,290,000 | – | 116,228 | – | 0.14% | – |
| SIAL | New | SIGMA ALDRICH CORP | $15,103,000 | – | 108,381 | – | 0.14% | – |
| OKE | New | ONEOK INC NEW | $14,964,000 | – | 379,017 | – | 0.14% | – |
| SCTY | New | SOLARCITY CORP | $14,716,000 | – | 274,816 | – | 0.14% | – |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $14,109,000 | – | 279,158 | – | 0.13% | – |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $13,515,000 | – | 761,000 | – | 0.13% | – |
| FSL | New | FREESCALE SEMICONDUCTOR LTD | $13,057,000 | – | 326,666 | – | 0.12% | – |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $12,606,000 | – | 13,200,000 | – | 0.12% | – | |
| KKD | New | KRISPY KREME DOUGHNUTS INC | $12,375,000 | – | 642,512 | – | 0.12% | – |
| SFUN | New | SOUFUN HLDGS LTDadr | $11,995,000 | – | 1,426,282 | – | 0.11% | – |
| EGN | New | ENERGEN CORP | $11,775,000 | – | 172,404 | – | 0.11% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORPcall | $11,760,000 | – | 1,000,000 | – | 0.11% | – |
| VSTO | New | VISTA OUTDOOR INC | $11,488,000 | – | 255,852 | – | 0.11% | – |
| HD | New | HOME DEPOT INC | $11,337,000 | – | 102,016 | – | 0.11% | – |
| STWD | New | STARWOOD PPTY TR INC | $11,324,000 | – | 525,000 | – | 0.10% | – |
| MYL | New | MYLAN N Vcall | $10,858,000 | – | 160,000 | – | 0.10% | – |
| CALX | New | CALIX INC | $10,705,000 | – | 1,406,666 | – | 0.10% | – |
| MBI | New | MBIA INC | $10,480,000 | – | 1,743,713 | – | 0.10% | – |
| JD | New | JD COM INCspon adr cl a | $10,415,000 | – | 305,412 | – | 0.10% | – |
| MSCC | New | MICROSEMI CORP | $9,823,000 | – | 281,066 | – | 0.09% | – |
| W | New | WAYFAIR INCcl a | $9,322,000 | – | 247,663 | – | 0.09% | – |
| QTM | New | QUANTUM CORP | $9,016,000 | – | 5,366,666 | – | 0.08% | – |
| BIDU | New | BAIDU INCspon adr rep a | $8,521,000 | – | 42,800 | – | 0.08% | – |
| SGNT | New | SAGENT PHARMACEUTICALS INC | $8,440,000 | – | 347,200 | – | 0.08% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $8,402,000 | – | 418,000 | – | 0.08% | – |
| EXTR | New | EXTREME NETWORKS INC | $8,376,000 | – | 3,113,884 | – | 0.08% | – |
| WIX | New | WIX COM LTD | $8,062,000 | – | 341,310 | – | 0.08% | – |
| QIHU | New | QIHOO 360 TECHNOLOGY CO LTDads | $7,944,000 | – | 117,359 | – | 0.07% | – |
| ODP | New | OFFICE DEPOT INC | $7,654,000 | – | 883,838 | – | 0.07% | – |
| RICE | New | RICE ENERGY INC | $7,565,000 | – | 363,200 | – | 0.07% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $7,278,000 | – | 63,300 | – | 0.07% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $7,282,000 | – | 32,224 | – | 0.07% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $7,047,000 | – | 58,400 | – | 0.07% | – |
| LOW | New | LOWES COS INC | $7,036,000 | – | 105,068 | – | 0.06% | – |
| MZOR | New | MAZOR ROBOTICS LTDsponsored ads | $6,849,000 | – | 514,565 | – | 0.06% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $6,890,000 | – | 70,166 | – | 0.06% | – |
| MIFI | New | NOVATEL WIRELESS INC | $6,717,000 | – | 2,066,666 | – | 0.06% | – |
| TXT | New | TEXTRON INC | $6,527,000 | – | 146,254 | – | 0.06% | – |
| RAI | New | REYNOLDS AMERICAN INC | $6,408,000 | – | 85,835 | – | 0.06% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $6,315,000 | – | 70,000 | – | 0.06% | – |
| ALK | New | ALASKA AIR GROUP INC | $6,377,000 | – | 98,983 | – | 0.06% | – |
| URI | New | UNITED RENTALS INC | $6,225,000 | – | 71,044 | – | 0.06% | – |
| KBH | New | KB HOMEcall | $6,258,000 | – | 377,000 | – | 0.06% | – |
| TDC | New | TERADATA CORP DEL | $6,167,000 | – | 166,666 | – | 0.06% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVcall | $6,034,000 | – | 50,000 | – | 0.06% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $5,718,000 | – | 154,320 | – | 0.05% | – |
| DHI | New | D R HORTON INCcall | $5,609,000 | – | 205,000 | – | 0.05% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $5,413,000 | – | 666,666 | – | 0.05% | – |
| CRI | New | CARTER INC | $5,410,000 | – | 50,896 | – | 0.05% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $5,196,000 | – | 636,742 | – | 0.05% | – |
| ALTR | New | ALTERA CORP | $4,971,000 | – | 97,087 | – | 0.05% | – |
| DYNWS | New | DYNEGY INC NEW DEL*w exp 10/02/201 | $4,790,000 | – | 1,182,626 | – | 0.04% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $4,880,000 | – | 59,320 | – | 0.04% | – |
| ALJ | New | ALON USA ENERGY INC | $4,767,000 | – | 252,198 | – | 0.04% | – |
| ABEO | New | ABEONA THERAPEUTICS INC | $4,638,000 | – | 916,667 | – | 0.04% | – |
| BEAV | New | B/E AEROSPACE INC | $4,639,000 | – | 84,500 | – | 0.04% | – |
| PCP | New | PRECISION CASTPARTS CORP | $4,497,000 | – | 22,500 | – | 0.04% | – |
| LEN | New | LENNAR CORPcall | $4,440,000 | – | 87,000 | – | 0.04% | – |
| YOKU | New | YOUKU TUDOU INCsponsored adr | $4,397,000 | – | 179,265 | – | 0.04% | – |
| BITA | New | BITAUTO HLDGS LTDsponsored ads | $4,343,000 | – | 85,077 | – | 0.04% | – |
| LUK | New | LEUCADIA NATL CORP | $4,128,000 | – | 170,000 | – | 0.04% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $3,880,000 | – | 18,851 | – | 0.04% | – |
| COHR | New | COHERENT INC | $3,915,000 | – | 61,677 | – | 0.04% | – |
| BA | New | BOEING CO | $3,884,000 | – | 28,000 | – | 0.04% | – |
| OPK | New | OPKO HEALTH INC | $3,788,000 | – | 235,600 | – | 0.04% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $3,722,000 | – | 198,077 | – | 0.04% | – |
| VLRS | New | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $3,654,000 | – | 306,011 | – | 0.03% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $3,688,000 | – | 127,600 | – | 0.03% | – |
| PFSI | New | PENNYMAC FINL SVCS INCcl a | $3,395,000 | – | 187,382 | – | 0.03% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $3,272,000 | – | 200,000 | – | 0.03% | – |
| GSIT | New | GSI TECHNOLOGY | $2,953,000 | – | 566,779 | – | 0.03% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $2,843,000 | – | 78,000 | – | 0.03% | – |
| C | New | CITIGROUP INC | $2,762,000 | – | 50,000 | – | 0.03% | – |
| CME | New | CME GROUP INC | $2,792,000 | – | 30,000 | – | 0.03% | – |
| EPC | New | EDGEWELL PERS CARE CO | $2,538,000 | – | 26,000 | – | 0.02% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $2,526,000 | – | 106,342 | – | 0.02% | – |
| CZR | New | CAESARS ENTMT CORPcall | $2,448,000 | – | 400,000 | – | 0.02% | – |
| RSTI | New | ROFIN SINAR TECHNOLOGIES INC | $2,384,000 | – | 86,373 | – | 0.02% | – |
| BTU | New | PEABODY ENERGY CORP | $2,254,000 | – | 1,029,400 | – | 0.02% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $2,056,000 | – | 9,254 | – | 0.02% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $2,033,000 | – | 113,000 | – | 0.02% | – |
| ERIC | New | ERICSSONadr b sek 10 | $1,740,000 | – | 166,666 | – | 0.02% | – |
| T | New | AT&T INC | $1,584,000 | – | 44,600 | – | 0.02% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $1,536,000 | – | 22,000 | – | 0.01% | – |
| TRU | New | TRANSUNION | $1,255,000 | – | 50,000 | – | 0.01% | – |
| EXXIQ | New | ENERGY XXI LTD | $1,315,000 | – | 500,000 | – | 0.01% | – |
| AGYS | New | AGILYSYS INC | $1,222,000 | – | 133,067 | – | 0.01% | – |
| IDXX | New | IDEXX LABS INC | $1,153,000 | – | 17,974 | – | 0.01% | – |
| FNSR | New | FINISAR CORP | $1,191,000 | – | 66,666 | – | 0.01% | – |
| VMEM | New | VIOLIN MEMORY INC | $1,021,000 | – | 416,666 | – | 0.01% | – |
| GSAT | New | GLOBALSTAR INC | $1,055,000 | – | 500,000 | – | 0.01% | – |
| AOI | New | ALLIANCE ONE INTL INC | $956,000 | – | 40,000 | – | 0.01% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $900,000 | – | 500,000 | – | 0.01% | – |
| AUDC | New | AUDIOCODES LTDord | $906,000 | – | 280,552 | – | 0.01% | – |
| TASIF | New | TASMAN METALS ORD (CVE) | $854,000 | – | 1,666,666 | – | 0.01% | – |
| IBB | New | ISHARES TRnasdq biotec etf | $886,000 | – | 2,400 | – | 0.01% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $783,000 | – | 16,790 | – | 0.01% | – |
| INVN | New | INVENSENSE INC | $782,000 | – | 51,811 | – | 0.01% | – |
| COT | New | COTT CORP QUE | $734,000 | – | 75,000 | – | 0.01% | – |
| TWER | New | TOWERSTREAM CORP | $773,000 | – | 431,800 | – | 0.01% | – |
| MGNX | New | MACROGENICS INC | $740,000 | – | 19,488 | – | 0.01% | – |
| ABEOW | New | ABEONA THERAPEUTICS INC*w exp 12/19/201 | $475,000 | – | 250,000 | – | 0.00% | – |
| NTES | New | NETEASE INCsponsored adr | $377,000 | – | 2,600 | – | 0.00% | – |
| MLCO | New | MELCO CROWN ENTMT LTDadr | $377,000 | – | 19,200 | – | 0.00% | – |
| YY | New | YY INC | $396,000 | – | 5,700 | – | 0.00% | – |
| KODK | New | EASTMAN KODAK CO | $405,000 | – | 24,123 | – | 0.00% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $397,000 | – | 17,400 | – | 0.00% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $431,000 | – | 8,100 | – | 0.00% | – |
| WUBA | New | 58 COM INCspon adr rep a | $307,000 | – | 4,800 | – | 0.00% | – |
| MRTN | New | MARTEN TRANS LTD | $367,000 | – | 16,900 | – | 0.00% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $358,000 | – | 4,500 | – | 0.00% | – |
| EZCH | New | EZCHIP SEMICONDUCTOR LIMITEDord | $338,000 | – | 21,166 | – | 0.00% | – |
| BIOAWS | New | BIOAMBER INC*w exp 05/09/201 | $372,000 | – | 194,000 | – | 0.00% | – |
| AER | New | AERCAP HOLDINGS NV | $343,000 | – | 7,500 | – | 0.00% | – |
| AROPQ | New | AEROPOSTALE | $341,000 | – | 210,800 | – | 0.00% | – |
| FXCM | New | FXCM INC | $193,000 | – | 133,000 | – | 0.00% | – |
| ACI | New | ARCH COAL INC | $188,000 | – | 553,200 | – | 0.00% | – |
| ZQKSQ | New | QUIKSILVER INC | $215,000 | – | 323,800 | – | 0.00% | – |
| PGNPQ | New | PARAGON OFFSHORE PLC | $147,000 | – | 134,900 | – | 0.00% | – |
| HNR | New | HARVEST NATURAL RESOURCES IN | $61,000 | – | 35,000 | – | 0.00% | – |
| XXII | New | 22ND CENTY GROUP INC | $16,000 | – | 17,200 | – | 0.00% | – |
| SPDC | New | SPEED COMM INC | $25,000 | – | 88,700 | – | 0.00% | – |
| PTIE | New | PAIN THERAPEUTICS INC | $38,000 | – | 21,700 | – | 0.00% | – |
| PQ | New | PETROQUEST ENERGY INC | $25,000 | – | 12,600 | – | 0.00% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $7,000 | – | 38,100 | – | 0.00% | – |
| CIDM | New | CINEDIGM CORP | $27,000 | – | 38,900 | – | 0.00% | – |
| QUIK | New | QUICKLOGIC CORP | $19,000 | – | 11,900 | – | 0.00% | – |
| BPTH | New | BIO PATH HOLDINGS ORD (NMQ) | $20,000 | – | 17,600 | – | 0.00% | – |
| WRESQ | New | WARREN RES INC | $15,000 | – | 32,000 | – | 0.00% | – |
| CUR | New | NEURALSTEM INC | $35,000 | – | 18,000 | – | 0.00% | – |
| MILLQ | New | MILLER ENERGY RES INC | $6,000 | – | 15,300 | – | 0.00% | – |
| WGRP | New | WILLBROS GROUP INC DEL | $13,000 | – | 10,100 | – | 0.00% | – |
| MPO | New | MIDSTATES PETE CO INC | $25,000 | – | 26,600 | – | 0.00% | – |
| MNI | New | MCCLATCHY COcl a | $13,000 | – | 11,900 | – | 0.00% | – |
| SFYWQ | New | SWIFT ENERGY CO | $26,000 | – | 12,900 | – | 0.00% | – |
| KODKWS | New | EASTMAN KODAK CO*w exp 09/03/201 | $34,000 | – | 8,383 | – | 0.00% | – |
| KODKWSA | New | EASTMAN KODAK CO*w exp 09/03/201 | $31,000 | – | 8,383 | – | 0.00% | – |
| REN | New | RESOLUTE ENERGY CORP | $18,000 | – | 18,800 | – | 0.00% | – |
| CYTX | New | CYTORI THERAPEUTICS INC | $12,000 | – | 22,400 | – | 0.00% | – |
| EGY | New | VAALCO ENERGY INC | $27,000 | – | 12,400 | – | 0.00% | – |
| LF | New | LEAPFROG ENTERPRISES INCcl a | $18,000 | – | 13,100 | – | 0.00% | – |
| HELI | New | CHC GROUP LTD | $10,000 | – | 11,700 | – | 0.00% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $18,000 | – | 20,800 | – | 0.00% | – |
| OHRP | New | OHR PHARMACEUTICAL INC | $30,000 | – | 12,100 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KODKWS | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -7,481 | – | 0.00% | – |
| KODKWSA | Exit | EASTMAN KODAK CO*w exp 09/03/201 | $0 | – | -7,481 | – | 0.00% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -6,666 | – | -0.00% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -52,100 | – | -0.00% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -6,666 | – | -0.00% | – |
| MGNX | Exit | MACROGENICS INC | $0 | – | -19,488 | – | -0.00% | – |
| KODK | Exit | EASTMAN KODAK CO | $0 | – | -21,532 | – | -0.00% | – |
| ORPN | Exit | BIO BLAST PHARMA LTD | $0 | – | -71,254 | – | -0.00% | – |
| BIOAWS | Exit | BIOAMBER INC*w exp 05/09/201 | $0 | – | -194,000 | – | -0.00% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -7,500 | – | -0.01% | – |
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -431,800 | – | -0.01% | – |
| ARIA | Exit | ARIAD PHARMACEUTICALS INC | $0 | – | -150,000 | – | -0.01% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -66,660 | – | -0.01% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -54,663 | – | -0.01% | – |
| AEGR | Exit | AEGERION PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.01% | – |
| INVN | Exit | INVENSENSE INC | $0 | – | -51,811 | – | -0.01% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -52,600 | – | -0.01% | – |
| TASIF | Exit | TASMAN METALS LTD | $0 | – | -1,666,666 | – | -0.01% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -25,930 | – | -0.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -25,000 | – | -0.01% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -52,626 | – | -0.01% | – |
| APA | Exit | APACHE CORP | $0 | – | -15,000 | – | -0.01% | – |
| PGEM | Exit | PLY GEM HLDGS INC | $0 | – | -134,900 | – | -0.01% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -150,000 | – | -0.01% | – |
| NG | Exit | NOVAGOLD RES INC | $0 | – | -550,000 | – | -0.01% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -38,000 | – | -0.01% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -50,000 | – | -0.01% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -5,000 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -20,000 | – | -0.01% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -25,000 | – | -0.01% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Dcl a new | $0 | – | -12,500 | – | -0.01% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -59,665 | – | -0.01% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -235,600 | – | -0.02% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -242,311 | – | -0.02% | – |
| FNFV | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -160,668 | – | -0.02% | – |
| PSEM | Exit | PERICOM SEMICONDUCTOR CORP | $0 | – | -249,020 | – | -0.02% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,000 | – | -0.02% | – |
| AUQ | Exit | AURICO GOLD INC | $0 | – | -700,000 | – | -0.02% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INCcl a | $0 | – | -187,382 | – | -0.02% | – |
| ANVGQ | Exit | ALLIED NEVADA GOLD CORP | $0 | – | -800,000 | – | -0.02% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -80,000 | – | -0.02% | – |
| CRI | Exit | CARTER INC | $0 | – | -34,061 | – | -0.02% | – |
| SLH | Exit | SOLERA HOLDINGS INC | $0 | – | -50,000 | – | -0.02% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -100,000 | – | -0.02% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -50,000 | – | -0.02% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -115,734 | – | -0.02% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -600,000 | – | -0.02% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -300,000 | – | -0.02% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -1,000,000 | – | -0.02% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -84,000 | – | -0.02% | – |
| DSKY | Exit | IDREAMSKY TECHNOLOGY LIMITEDsponsored ads | $0 | – | -205,000 | – | -0.03% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -206,666 | – | -0.03% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -150,000 | – | -0.03% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -150,000 | – | -0.03% | – |
| ADNC | Exit | AUDIENCE INC | $0 | – | -506,666 | – | -0.03% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -100,000 | – | -0.03% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -80,000 | – | -0.03% | – |
| KO | Exit | COCA COLA CO | $0 | – | -100,000 | – | -0.03% | – |
| TERP | Exit | TERRAFORM PWR INC | $0 | – | -150,000 | – | -0.03% | – |
| BIRT | Exit | ACTUATE CORP | $0 | – | -1,106,666 | – | -0.03% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -110,700 | – | -0.03% | – |
| M | Exit | MACYS INC | $0 | – | -82,467 | – | -0.04% | – |
| DYNWS | Exit | DYNEGY INC NEW DEL*w exp 10/02/201 | $0 | – | -1,170,300 | – | -0.04% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -32,224 | – | -0.04% | – |
| TWTC | Exit | TW TELECOM INC | $0 | – | -114,583 | – | -0.04% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -24,911 | – | -0.04% | – |
| VMEM | Exit | VIOLIN MEMORY INC | $0 | – | -1,016,666 | – | -0.04% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -70,000 | – | -0.04% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -491,666 | – | -0.04% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INCcall | $0 | – | -123,000 | – | -0.04% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -150,000 | – | -0.04% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -54,000 | – | -0.04% | – |
| MZOR | Exit | MAZOR ROBOTICS LTDsponsored ads | $0 | – | -514,565 | – | -0.04% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -450,000 | – | -0.04% | – |
| BEAV | Exit | B/E AEROSPACE INCput | $0 | – | -73,000 | – | -0.05% | – |
| CIEN | Exit | CIENA CORPcall | $0 | – | -375,000 | – | -0.05% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -125,000 | – | -0.05% | – |
| C | Exit | CITIGROUP INC | $0 | – | -126,208 | – | -0.05% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -71,226 | – | -0.05% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -137,500 | – | -0.05% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -200,000 | – | -0.05% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -162,000 | – | -0.05% | – |
| GDXJ | Exit | MARKET VECTORS ETF TRjr gold miners e | $0 | – | -200,000 | – | -0.05% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -325,000 | – | -0.05% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -426,471 | – | -0.05% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -483,570 | – | -0.05% | – |
| BEAV | Exit | B/E AEROSPACE INC | $0 | – | -85,167 | – | -0.05% | – |
| ROVI | Exit | ROVI CORP | $0 | – | -366,666 | – | -0.05% | – |
| T102PS | Exit | SILICON IMAGE INC | $0 | – | -1,441,666 | – | -0.05% | – |
| INFN | Exit | INFINERA CORPORATION | $0 | – | -700,000 | – | -0.06% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -147,097 | – | -0.06% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -28,712 | – | -0.06% | – |
| NRG | Exit | NRG ENERGY INCcall | $0 | – | -270,000 | – | -0.06% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC | $0 | – | -71,000 | – | -0.06% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -240,000 | – | -0.06% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -125,000 | – | -0.06% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -566,666 | – | -0.06% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -42,222 | – | -0.06% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -806,666 | – | -0.07% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -117,509 | – | -0.07% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -127,100 | – | -0.07% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -82,500 | – | -0.07% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -314,350 | – | -0.07% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -17,142 | – | -0.08% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -152,045 | – | -0.08% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -93,047 | – | -0.08% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -150,000 | – | -0.08% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -766,667 | – | -0.08% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -425,000 | – | -0.09% | – |
| GSAT | Exit | GLOBALSTAR INC | $0 | – | -3,230,617 | – | -0.09% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -189,840 | – | -0.09% | – |
| UPIP | Exit | UNWIRED PLANET INC NEW | $0 | – | -6,451,979 | – | -0.09% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -1,560,482 | – | -0.09% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -79,122 | – | -0.09% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -75,102 | – | -0.09% | – |
| DRIV | Exit | DIGITAL RIV INC | $0 | – | -846,666 | – | -0.09% | – |
| TOL | Exit | TOLL BROTHERS INCcall | $0 | – | -400,000 | – | -0.09% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -63,330 | – | -0.10% | – |
| KBH | Exit | KB HOMEcall | $0 | – | -850,000 | – | -0.10% | – |
| DHI | Exit | D R HORTON INCcall | $0 | – | -630,000 | – | -0.10% | – |
| INTU | Exit | INTUIT | $0 | – | -150,000 | – | -0.10% | – |
| QCOM | Exit | QUALCOMM INCcall | $0 | – | -175,000 | – | -0.10% | – |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -13,000,000 | – | -0.10% | – | |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -3,750,000 | – | -0.10% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -100,007 | – | -0.10% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -850,000 | – | -0.10% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -72,075 | – | -0.10% | – |
| RDC | Exit | ROWAN COMPANIES PLCcall | $0 | – | -540,000 | – | -0.10% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -231,684 | – | -0.10% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -200,000 | – | -0.11% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -100,000 | – | -0.11% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -485,323 | – | -0.11% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -3,066,666 | – | -0.11% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -200,000 | – | -0.11% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -378,609 | – | -0.11% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -639,649 | – | -0.11% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -450,000 | – | -0.12% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDads | $0 | – | -230,000 | – | -0.12% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -281,537 | – | -0.12% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -1,182,143 | – | -0.13% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -900,000 | – | -0.13% | – |
| PLKI | Exit | POPEYES LA KITCHEN INC | $0 | – | -429,959 | – | -0.13% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -245,546 | – | -0.14% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -492,000 | – | -0.14% | – |
| KITE | Exit | KITE PHARMA | $0 | – | -660,148 | – | -0.14% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -369,139 | – | -0.15% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -250,000 | – | -0.15% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -2,466,666 | – | -0.15% | – |
| MBI | Exit | MBIA INC | $0 | – | -2,187,715 | – | -0.15% | – |
| BSFT | Exit | BROADSOFT INC | $0 | – | -966,666 | – | -0.15% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPcl a | $0 | – | -1,894,935 | – | -0.15% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -485,000 | – | -0.15% | – |
| TIBX | Exit | TIBCO SOFTWARE INCcall | $0 | – | -866,600 | – | -0.15% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -550,000 | – | -0.15% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -235,000 | – | -0.15% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -260,000 | – | -0.16% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -331,476 | – | -0.16% | – |
| 3101PS | Exit | MICREL INC | $0 | – | -1,816,666 | – | -0.16% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -1,036,135 | – | -0.16% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -890,565 | – | -0.17% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -1,040,800 | – | -0.17% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -720,000 | – | -0.17% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -494,512 | – | -0.17% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -365,000 | – | -0.18% | – |
| CKSW | Exit | CLICKSOFTWARE TECHNOLOGIES Lord | $0 | – | -3,130,000 | – | -0.19% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -890,401 | – | -0.19% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -1,506,666 | – | -0.19% | – |
| PMCS | Exit | PMC-SIERRA INC | $0 | – | -3,566,666 | – | -0.20% | – |
| INFA | Exit | INFORMATICA CORP | $0 | – | -806,666 | – | -0.21% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -1,131,152 | – | -0.21% | – |
| Exit | BROADSOFT INCnote 1.500% 7/0 | $0 | – | -28,512,000 | – | -0.21% | – | |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -2,866,666 | – | -0.21% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -494,049 | – | -0.22% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -1,201,011 | – | -0.23% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -546,133 | – | -0.23% | – |
| R114PS | Exit | CHIPMOS TECH BERMUDA LTD | $0 | – | -1,372,921 | – | -0.23% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -550,000 | – | -0.24% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -944,843 | – | -0.24% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -854,190 | – | -0.24% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -797,181 | – | -0.25% | – |
| RFMD | Exit | RF MICRODEVICES INC | $0 | – | -2,926,666 | – | -0.25% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -372,635 | – | -0.26% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -1,494,450 | – | -0.26% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -149,885 | – | -0.27% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -1,445,000 | – | -0.28% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -67,572 | – | -0.29% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -2,279,563 | – | -0.30% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -668,968 | – | -0.31% | – |
| IBB | Exit | ISHARES TRput | $0 | – | -150,000 | – | -0.31% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -4,704,762 | – | -0.31% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -450,000 | – | -0.33% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,291,731 | – | -0.33% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -784,400 | – | -0.33% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -98,764 | – | -0.33% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -45,797,000 | – | -0.34% | – | |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -1,211,531 | – | -0.34% | – |
| EBAY | Exit | EBAY INC | $0 | – | -809,500 | – | -0.34% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -2,800,000 | – | -0.34% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -1,300,000 | – | -0.34% | – |
| CODE | Exit | SPANSION INC | $0 | – | -2,166,666 | – | -0.37% | – |
| SMH | Exit | MARKET VECTORS ETF TRput | $0 | – | -1,000,000 | – | -0.38% | – |
| CNX | Exit | CONSOL ENERGY INCcall | $0 | – | -1,380,000 | – | -0.39% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -666,533 | – | -0.41% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -1,325,000 | – | -0.42% | – |
| CACQ | Exit | CAESARS ACQUISITION COcl a | $0 | – | -6,174,465 | – | -0.44% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -720,726 | – | -0.45% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -2,590,000 | – | -0.45% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -307,791 | – | -0.45% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROcall | $0 | – | -4,313,100 | – | -0.46% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -345,000 | – | -0.49% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -704,839 | – | -0.51% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,534,700 | – | -0.53% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -327,500 | – | -0.53% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -1,987,128 | – | -0.54% | – |
| HUBB | Exit | HUBBELL INCcl b | $0 | – | -618,356 | – | -0.56% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -3,943,319 | – | -0.56% | – |
| NICE | Exit | NICE SYS LTDsponsored adr | $0 | – | -1,859,597 | – | -0.57% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -1,055,440 | – | -0.57% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -6,003,509 | – | -0.57% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -1,627,956 | – | -0.58% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -800,000 | – | -0.59% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -6,316,666 | – | -0.60% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -626,748 | – | -0.61% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -1,888,288 | – | -0.62% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -6,604,383 | – | -0.62% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -770,000 | – | -0.63% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -1,426,000 | – | -0.63% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -770,244 | – | -0.65% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -3,613,441 | – | -0.66% | – |
| XOM | Exit | EXXON MOBIL CORPput | $0 | – | -940,000 | – | -0.66% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,537,146 | – | -0.66% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -2,314,784 | – | -0.72% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,802,717 | – | -0.73% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -4,282,343 | – | -0.76% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -1,590,664 | – | -0.77% | – |
| Exit | WEBMD HEALTH CORPnote 2.250% 3/3 | $0 | – | -106,000,000 | – | -0.80% | – | |
| GM | Exit | GENERAL MTRS CO | $0 | – | -3,448,270 | – | -0.82% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -1,368,566 | – | -0.82% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -1,570,620 | – | -0.84% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,139,991 | – | -0.86% | – |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -117,855,000 | – | -0.88% | – | |
| Exit | DIGITAL RIV INCnote 2.000%11/0 | $0 | – | -125,181,000 | – | -0.93% | – | |
| Exit | QUANTUM CORPnote 3.500%11/1 | $0 | – | -130,980,000 | – | -0.98% | – | |
| INTC | Exit | INTEL CORP | $0 | – | -3,889,382 | – | -1.01% | – |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -5,914,634 | – | -1.04% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -11,472,120 | – | -1.05% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -1,964,234 | – | -1.06% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -145,222,000 | – | -1.07% | – | |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -4,031,735 | – | -1.11% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -2,379,455 | – | -1.12% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -2,918,714 | – | -1.14% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -7,548,618 | – | -1.21% | – |
| Exit | HOLOGIC INCfrnt 12/1 | $0 | – | -151,367,000 | – | -1.23% | – | |
| EQT | Exit | EQT CORP | $0 | – | -1,998,718 | – | -1.37% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -2,373,582 | – | -1.44% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -5,600,744 | – | -1.48% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -5,052,412 | – | -1.54% | – |
| Exit | ROVI CORPnote 2.625% 2/1 | $0 | – | -217,877,000 | – | -1.64% | – | |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -25,915,076 | – | -1.70% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -5,426,582 | – | -1.85% | – |
| Exit | TIBCO SOFTWARE INCnote 2.250% 5/0 | $0 | – | -327,937,000 | – | -2.46% | – | |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -6,231,722 | – | -2.50% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -4,400,000 | – | -2.92% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -13,324,763 | – | -3.68% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -22,500,000 | – | -6.98% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -8,545,000 | – | -12.56% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRput | $1,683,536,000 | -23.8% | 8,545,000 | -24.3% | 12.56% | -24.5% |
| EEM | Buy | ISHARES TRput | $935,100,000 | +13211.0% | 22,500,000 | +13746.2% | 6.98% | +13067.9% |
| YPF | Sell | YPF SOCIEDAD ANONIMAspon adr cl d | $492,883,000 | +9.4% | 13,324,763 | -3.3% | 3.68% | +8.4% |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $390,940,000 | – | 4,400,000 | – | 2.92% | – |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDadr | $334,956,000 | -12.1% | 6,231,722 | -14.3% | 2.50% | -13.0% |
| Buy | TIBCO SOFTWARE INCnote 2.250% 5/0 | $329,782,000 | +5.3% | 327,937,000 | +6.3% | 2.46% | +4.3% | |
| LVLT | Buy | LEVEL 3 COMMUNICATIONS INC | $248,157,000 | +216.2% | 5,426,582 | +203.6% | 1.85% | +213.4% |
| Buy | ROVI CORPnote 2.625% 2/1 | $220,056,000 | -0.2% | 217,877,000 | +0.2% | 1.64% | -1.2% | |
| YHOO | New | YAHOO INC | $205,886,000 | – | 5,052,412 | – | 1.54% | – |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $198,715,000 | +82.5% | 5,600,744 | +121.0% | 1.48% | +80.9% |
| PSX | Buy | PHILLIPS 66 | $192,995,000 | +94.3% | 2,373,582 | +92.2% | 1.44% | +92.5% |
| EQT | Buy | EQT CORP | $182,963,000 | +1.7% | 1,998,718 | +18.8% | 1.37% | +0.7% |
| Buy | HOLOGIC INCfrnt 12/1 | $164,233,000 | +5.9% | 151,367,000 | +7.1% | 1.23% | +5.0% | |
| DOW | Buy | DOW CHEM CO | $153,057,000 | +260.2% | 2,918,714 | +253.4% | 1.14% | +256.9% |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $150,572,000 | +23.1% | 2,379,455 | +29.5% | 1.12% | +22.0% |
| ZTS | Sell | ZOETIS INCcl a | $148,973,000 | +5.2% | 4,031,735 | -8.1% | 1.11% | +4.2% |
| Buy | CIENA CORPnote 0.875% 6/1 | $143,134,000 | +212.3% | 145,222,000 | +215.7% | 1.07% | +209.6% | |
| EGN | Sell | ENERGEN CORP | $141,896,000 | -27.3% | 1,964,234 | -10.5% | 1.06% | -28.0% |
| PLCM | Buy | POLYCOM INC | $140,935,000 | +2.2% | 11,472,120 | +4.2% | 1.05% | +1.3% |
| TIBX | Buy | TIBCO SOFTWARE INC | $139,762,000 | +19.9% | 5,914,634 | +2.3% | 1.04% | +18.7% |
| INTC | Sell | INTEL CORP | $135,428,000 | +12.2% | 3,889,382 | -0.4% | 1.01% | +11.2% |
| Buy | DIGITAL RIV INCnote 2.000%11/0 | $125,181,000 | +1.1% | 125,181,000 | +1.3% | 0.93% | +0.1% | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $118,371,000 | – | 117,855,000 | – | 0.88% | – | |
| AAPL | Sell | APPLE INC | $114,854,000 | -32.6% | 1,139,991 | -37.8% | 0.86% | -33.3% |
| CTXS | Sell | CITRIX SYS INC | $112,048,000 | -17.7% | 1,570,620 | -27.8% | 0.84% | -18.5% |
| SYK | Sell | STRYKER CORP | $110,511,000 | -21.9% | 1,368,566 | -18.4% | 0.82% | -22.6% |
| GM | Sell | GENERAL MTRS CO | $110,138,000 | -21.5% | 3,448,270 | -10.8% | 0.82% | -22.3% |
| Sell | WEBMD HEALTH CORPnote 2.250% 3/3 | $106,530,000 | -2.7% | 106,000,000 | -0.0% | 0.80% | -3.6% | |
| DISH | Sell | DISH NETWORK CORPcl a | $102,725,000 | -6.6% | 1,590,664 | -5.9% | 0.77% | -7.5% |
| WNR | Buy | WESTERN REFNG INC | $97,197,000 | +32.7% | 2,314,784 | +18.7% | 0.72% | +31.3% |
| ABBV | Buy | ABBVIE INC | $88,785,000 | +948.7% | 1,537,146 | +924.8% | 0.66% | +935.9% |
| XOM | New | EXXON MOBIL CORPput | $88,407,000 | – | 940,000 | – | 0.66% | – |
| CNP | Buy | CENTERPOINT ENERGY INC | $88,421,000 | +44.6% | 3,613,441 | +50.9% | 0.66% | +43.2% |
| MON | Buy | MONSANTO CO NEW | $86,660,000 | +29.0% | 770,244 | +43.1% | 0.65% | +27.9% |
| WAG | Buy | WALGREEN CO | $84,519,000 | -12.3% | 1,426,000 | +9.7% | 0.63% | -13.1% |
| IWM | Buy | ISHARES TRput | $84,201,000 | +41.7% | 770,000 | +54.0% | 0.63% | +40.2% |
| HLF | Sell | HERBALIFE LTD | $82,613,000 | -73.0% | 1,888,288 | -60.1% | 0.62% | -73.2% |
| VRX | Buy | VALEANT PHARMACEUTICALS INTL | $82,229,000 | +38.1% | 626,748 | +32.7% | 0.61% | +36.7% |
| JDSU | Buy | JDS UNIPHASE CORP | $80,853,000 | +507.9% | 6,316,666 | +492.2% | 0.60% | +503.0% |
| QQQ | New | POWERSHARES QQQ TRUSTput | $79,032,000 | – | 800,000 | – | 0.59% | – |
| ALLE | Buy | ALLEGION PUB LTD CO | $77,556,000 | +538.3% | 1,627,956 | +659.5% | 0.58% | +529.3% |
| NICE | Buy | NICE SYS LTDsponsored adr | $75,853,000 | +12.8% | 1,859,597 | +12.8% | 0.57% | +11.6% |
| CLI | Sell | MACK CALI RLTY CORP | $75,357,000 | -12.4% | 3,943,319 | -1.6% | 0.56% | -13.3% |
| HUBB | Buy | HUBBELL INCcl b | $74,531,000 | +97.5% | 618,356 | +101.8% | 0.56% | +95.8% |
| DAL | Buy | DELTA AIR LINES INC DEL | $71,834,000 | +485.3% | 1,987,128 | +526.9% | 0.54% | +482.6% |
| BIDU | Buy | BAIDU INCspon adr rep a | $71,471,000 | +101.4% | 327,500 | +72.4% | 0.53% | +99.6% |
| MSFT | Sell | MICROSOFT CORP | $71,149,000 | -23.3% | 1,534,700 | -31.0% | 0.53% | -24.0% |
| VIPS | Sell | VIPSHOP HLDGS LTDsponsored adr | $65,208,000 | -26.9% | 345,000 | -27.4% | 0.49% | -27.5% |
| PBR | Buy | PETROLEO BRASILEIRO SA PETROcall | $61,203,000 | +71.5% | 4,313,100 | +76.8% | 0.46% | +69.9% |
| PXD | Buy | PIONEER NAT RES CO | $60,625,000 | +180.5% | 307,791 | +227.2% | 0.45% | +177.3% |
| SEMG | Sell | SEMGROUP CORPcl a | $60,015,000 | -40.1% | 720,726 | -43.3% | 0.45% | -40.7% |
| EDU | Buy | NEW ORIENTAL ED & TECH GRP Ispon adr | $60,088,000 | -6.1% | 2,590,000 | +7.5% | 0.45% | -7.1% |
| SWI | Sell | SOLARWINDS INC | $55,716,000 | +4.8% | 1,325,000 | -3.6% | 0.42% | +3.7% |
| HOT | Buy | STARWOOD HOTELS&RESORTS WRLD | $55,463,000 | +253.4% | 666,533 | +243.3% | 0.41% | +250.8% |
| CNX | New | CONSOL ENERGY INCcall | $52,247,000 | – | 1,380,000 | – | 0.39% | – |
| SMH | New | MARKET VECTORS ETF TRput | $51,090,000 | – | 1,000,000 | – | 0.38% | – |
| CODE | Sell | SPANSION INC | $49,378,000 | -12.1% | 2,166,666 | -18.8% | 0.37% | -12.8% |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $46,088,000 | – | 2,800,000 | – | 0.34% | – |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $46,124,000 | – | 1,300,000 | – | 0.34% | – |
| EBAY | Buy | EBAY INC | $45,842,000 | +145.8% | 809,500 | +117.3% | 0.34% | +142.6% |
| XPO | Buy | XPO LOGISTICS INC | $45,638,000 | +80.4% | 1,211,531 | +37.1% | 0.34% | +78.5% |
| Buy | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $45,396,000 | +653.7% | 45,797,000 | +663.3% | 0.34% | +653.3% | |
| NFLX | New | NETFLIX INC | $44,561,000 | – | 98,764 | – | 0.33% | – |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $44,261,000 | -0.8% | 1,291,731 | +8.8% | 0.33% | -1.8% |
| SNDK | Buy | SANDISK CORP | $44,078,000 | +29.9% | 450,000 | +38.5% | 0.33% | +28.5% |
| EXAR | Sell | EXAR CORP | $42,108,000 | -21.0% | 4,704,762 | -0.3% | 0.31% | -21.9% |
| IBB | New | ISHARES TRput | $41,045,000 | – | 150,000 | – | 0.31% | – |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $41,034,000 | -19.5% | 668,968 | -9.8% | 0.31% | -20.3% |
| GOOG | Sell | GOOGLE INCcl c | $39,013,000 | -65.1% | 67,572 | -65.3% | 0.29% | -65.5% |
| MLCO | Buy | MELCO CROWN ENTMT LTDadr | $37,989,000 | -17.9% | 1,445,000 | +11.6% | 0.28% | -18.4% |
| B108PS | Buy | ACTAVIS PLC | $36,164,000 | +154.0% | 149,885 | +134.8% | 0.27% | +152.3% |
| HD | Buy | HOME DEPOT INC | $34,186,000 | +744.5% | 372,635 | +645.3% | 0.26% | +722.6% |
| RFMD | Buy | RF MICRODEVICES INC | $33,774,000 | +99.4% | 2,926,666 | +65.7% | 0.25% | +96.9% |
| ABT | Sell | ABBOTT LABS | $33,155,000 | -13.0% | 797,181 | -14.5% | 0.25% | -13.9% |
| OGE | Buy | OGE ENERGY CORP | $31,699,000 | +25.2% | 854,190 | +31.9% | 0.24% | +24.1% |
| BBY | New | BEST BUY INC | $31,737,000 | – | 944,843 | – | 0.24% | – |
| CRM | Buy | SALESFORCE COM INC | $31,642,000 | +117.9% | 550,000 | +120.0% | 0.24% | +116.5% |
| R114PS | Buy | CHIPMOS TECH BERMUDA LTD | $31,055,000 | +8.8% | 1,372,921 | +16.1% | 0.23% | +7.9% |
| KRFT | Sell | KRAFT FOODS GROUP INC | $30,802,000 | -10.8% | 546,133 | -5.2% | 0.23% | -11.5% |
| RDC | New | ROWAN COMPANIES PLC | $30,397,000 | – | 1,201,011 | – | 0.23% | – |
| DG | New | DOLLAR GEN CORP NEW | $30,191,000 | – | 494,049 | – | 0.22% | – |
| CY | Buy | CYPRESS SEMICONDUCTOR CORP | $28,308,000 | -6.2% | 2,866,666 | +3.6% | 0.21% | -7.0% |
| Buy | BROADSOFT INCnote 1.500% 7/0 | $28,084,000 | +399.7% | 28,512,000 | +418.4% | 0.21% | +400.0% | |
| CSTM | Buy | CONSTELLIUM NVcl a | $27,838,000 | -14.9% | 1,131,152 | +10.8% | 0.21% | -15.8% |
| INFA | Buy | INFORMATICA CORP | $27,620,000 | +226.2% | 806,666 | +239.6% | 0.21% | +221.9% |
| PMCS | New | PMC-SIERRA INC | $26,607,000 | – | 3,566,666 | – | 0.20% | – |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $25,930,000 | -11.0% | 1,506,666 | -9.6% | 0.19% | -11.8% |
| TMUS | Buy | T-MOBILE US INC | $25,706,000 | +140.4% | 890,401 | +180.0% | 0.19% | +137.0% |
| DFS | New | DISCOVER FINL SVCS | $23,502,000 | – | 365,000 | – | 0.18% | – |
| UAL | New | UNITED CONTL HLDGS INC | $23,138,000 | – | 494,512 | – | 0.17% | – |
| GM | New | GENERAL MTRS COcall | $22,997,000 | – | 720,000 | – | 0.17% | – |
| HTZ | Sell | HERTZ GLOBAL HOLDINGS INC | $22,611,000 | -47.0% | 890,565 | -41.5% | 0.17% | -47.5% |
| GDX | Sell | MARKET VECTORS ETF TRgold miner etf | $22,122,000 | -59.2% | 1,036,135 | -49.5% | 0.16% | -59.7% |
| 3101PS | New | MICREL INC | $21,854,000 | – | 1,816,666 | – | 0.16% | – |
| BHI | Sell | BAKER HUGHES INC | $21,565,000 | -21.4% | 331,476 | -10.1% | 0.16% | -22.2% |
| COF | New | CAPITAL ONE FINL CORP | $21,221,000 | – | 260,000 | – | 0.16% | – |
| AXP | New | AMERICAN EXPRESS CO | $20,572,000 | – | 235,000 | – | 0.15% | – |
| TIBX | Buy | TIBCO SOFTWARE INCcall | $20,478,000 | +117.6% | 866,600 | +85.7% | 0.15% | +115.5% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $20,488,000 | +780.1% | 550,000 | +746.2% | 0.15% | +750.0% |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $20,375,000 | – | 485,000 | – | 0.15% | – |
| SGMS | New | SCIENTIFIC GAMES CORPcl a | $20,408,000 | – | 1,894,935 | – | 0.15% | – |
| BSFT | Buy | BROADSOFT INC | $20,339,000 | +64.0% | 966,666 | +105.7% | 0.15% | +63.4% |
| MBI | Sell | MBIA INC | $20,083,000 | -26.1% | 2,187,715 | -11.1% | 0.15% | -26.8% |
| ATML | Sell | ATMEL CORP | $19,931,000 | -25.8% | 2,466,666 | -14.0% | 0.15% | -26.2% |
| FB | Sell | FACEBOOK INCcl a | $19,760,000 | -84.1% | 250,000 | -86.4% | 0.15% | -84.3% |
| CBS | Sell | CBS CORP NEWcl b | $19,749,000 | -31.2% | 369,139 | -20.1% | 0.15% | -31.9% |
| KITE | New | KITE PHARMA | $18,814,000 | – | 660,148 | – | 0.14% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $18,598,000 | – | 492,000 | – | 0.14% | – |
| FANG | Buy | DIAMONDBACK ENERGY INC | $18,362,000 | +42.6% | 245,546 | +69.3% | 0.14% | +41.2% |
| SUNEQ | Buy | SUNEDISON INC | $16,992,000 | +88.0% | 900,000 | +125.0% | 0.13% | +86.8% |
| DLTR | New | DOLLAR TREE INC | $15,786,000 | – | 281,537 | – | 0.12% | – |
| QIHU | New | QIHOO 360 TECHNOLOGY CO LTDads | $15,518,000 | – | 230,000 | – | 0.12% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $15,417,000 | -33.2% | 450,000 | -35.7% | 0.12% | -33.9% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $15,294,000 | -21.3% | 639,649 | -23.8% | 0.11% | -21.9% |
| ERJ | Buy | EMBRAER S A | $14,849,000 | +271.3% | 378,609 | +244.9% | 0.11% | +270.0% |
| EXTR | Buy | EXTREME NETWORKS INC | $14,689,000 | +111.2% | 3,066,666 | +95.7% | 0.11% | +111.5% |
| MA | New | MASTERCARD INCcl a | $14,784,000 | – | 200,000 | – | 0.11% | – |
| NRG | New | NRG ENERGY INC | $14,793,000 | – | 485,323 | – | 0.11% | – |
| TWC | Sell | TIME WARNER CABLE INC | $14,349,000 | -78.0% | 100,000 | -77.4% | 0.11% | -78.2% |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPcl a | $14,194,000 | -52.1% | 200,000 | -44.4% | 0.11% | -52.5% |
| VRSK | Sell | VERISK ANALYTICS INCcl a | $14,107,000 | -8.4% | 231,684 | -9.7% | 0.10% | -9.5% |
| RDC | New | ROWAN COMPANIES PLCcall | $13,667,000 | – | 540,000 | – | 0.10% | – |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $13,558,000 | – | 850,000 | – | 0.10% | – |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $13,179,000 | +4.0% | 13,000,000 | +8.3% | 0.10% | +2.1% | |
| QCOM | New | QUALCOMM INCcall | $13,085,000 | – | 175,000 | – | 0.10% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $13,088,000 | – | 3,750,000 | – | 0.10% | – |
| DHI | New | D R HORTON INCcall | $12,928,000 | – | 630,000 | – | 0.10% | – |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $12,689,000 | -33.6% | 63,330 | -31.9% | 0.10% | -34.0% |
| KBH | New | KB HOMEcall | $12,699,000 | – | 850,000 | – | 0.10% | – |
| TOL | New | TOLL BROTHERS INCcall | $12,464,000 | – | 400,000 | – | 0.09% | – |
| DRIV | Buy | DIGITAL RIV INC | $12,294,000 | +19.5% | 846,666 | +27.0% | 0.09% | +17.9% |
| ILMN | Sell | ILLUMINA INC | $12,311,000 | -64.7% | 75,102 | -61.5% | 0.09% | -64.9% |
| MTG | Sell | MGIC INVT CORP WIS | $12,187,000 | -39.8% | 1,560,482 | -28.7% | 0.09% | -40.1% |
| BAP | Sell | CREDICORP LTD | $12,136,000 | -24.0% | 79,122 | -23.0% | 0.09% | -24.2% |
| GSAT | Buy | GLOBALSTAR INC | $11,824,000 | +8.2% | 3,230,617 | +25.7% | 0.09% | +7.3% |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $11,683,000 | – | 425,000 | – | 0.09% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $10,879,000 | – | 766,667 | – | 0.08% | – |
| SBAC | Sell | SBA COMMUNICATIONS CORP | $10,319,000 | -68.2% | 93,047 | -70.7% | 0.08% | -68.6% |
| GOOGL | New | GOOGLE INCcl a | $10,087,000 | – | 17,142 | – | 0.08% | – |
| IAC | New | IAC INTERACTIVECORP | $10,020,000 | – | 152,045 | – | 0.08% | – |
| FDO | New | FAMILY DLR STORES INC | $9,817,000 | – | 127,100 | – | 0.07% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $9,798,000 | – | 314,350 | – | 0.07% | – |
| FFIV | Buy | F5 NETWORKS INC | $9,797,000 | +15.7% | 82,500 | +8.6% | 0.07% | +14.1% |
| WMT | New | WAL-MART STORES INC | $8,986,000 | – | 117,509 | – | 0.07% | – |
| MRCY | Buy | MERCURY SYS INC | $8,881,000 | +369.9% | 806,666 | +384.0% | 0.07% | +371.4% |
| LNKD | Sell | LINKEDIN CORP | $8,774,000 | -31.8% | 42,222 | -43.7% | 0.06% | -33.0% |
| NUAN | Buy | NUANCE COMMUNICATIONS INC | $8,735,000 | +340.3% | 566,666 | +436.0% | 0.06% | +333.3% |
| ALTR | New | ALTERA CORP | $8,587,000 | – | 240,000 | – | 0.06% | – |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $8,554,000 | -67.0% | 125,000 | -68.0% | 0.06% | -67.2% |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $8,444,000 | – | 71,000 | – | 0.06% | – |
| NRG | New | NRG ENERGY INCcall | $8,230,000 | – | 270,000 | – | 0.06% | – |
| CF | New | CF INDS HLDGS INC | $8,017,000 | – | 28,712 | – | 0.06% | – |
| TRP | New | TRANSCANADA CORP | $7,580,000 | – | 147,097 | – | 0.06% | – |
| INFN | Sell | INFINERA CORPORATION | $7,469,000 | +13.9% | 700,000 | -1.8% | 0.06% | +14.3% |
| T102PS | New | SILICON IMAGE INC | $7,266,000 | – | 1,441,666 | – | 0.05% | – |
| ROVI | New | ROVI CORP | $7,240,000 | – | 366,666 | – | 0.05% | – |
| BEAV | Buy | B/E AEROSPACE INC | $7,149,000 | +5.6% | 85,167 | +16.4% | 0.05% | +3.9% |
| LMOS | Sell | LUMOS NETWORKS CORP | $6,930,000 | -25.6% | 426,471 | -33.8% | 0.05% | -25.7% |
| SRPT | Sell | SAREPTA THERAPEUTICS INC | $6,858,000 | -66.1% | 325,000 | -52.2% | 0.05% | -66.7% |
| FNV | Buy | FRANCO NEVADA CORP | $6,721,000 | +26.7% | 137,500 | +48.6% | 0.05% | +25.0% |
| GDXJ | Sell | MARKET VECTORS ETF TRjr gold miners e | $6,724,000 | -79.1% | 200,000 | -73.7% | 0.05% | -79.3% |
| LBTYK | Sell | LIBERTY GLOBAL PLC | $6,645,000 | -90.8% | 162,000 | -90.5% | 0.05% | -90.8% |
| NCR | New | NCR CORP NEW | $6,682,000 | – | 200,000 | – | 0.05% | – |
| C | Buy | CITIGROUP INC | $6,540,000 | +29.6% | 126,208 | +17.8% | 0.05% | +28.9% |
| PEP | Sell | PEPSICO INC | $6,630,000 | -70.2% | 71,226 | -71.4% | 0.05% | -70.8% |
| DWRE | New | DEMANDWARE INC | $6,365,000 | – | 125,000 | – | 0.05% | – |
| CIEN | New | CIENA CORPcall | $6,270,000 | – | 375,000 | – | 0.05% | – |
| RKUS | Buy | RUCKUS WIRELESS INC | $6,012,000 | +44.2% | 450,000 | +28.6% | 0.04% | +45.2% |
| MZOR | Buy | MAZOR ROBOTICS LTDsponsored ads | $6,062,000 | -27.8% | 514,565 | +7.7% | 0.04% | -28.6% |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $5,986,000 | – | 54,000 | – | 0.04% | – |
| LEN | New | LENNAR CORPcl a | $5,824,000 | – | 150,000 | – | 0.04% | – |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INCcall | $5,625,000 | -35.9% | 123,000 | -38.5% | 0.04% | -36.4% |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $5,344,000 | – | 491,666 | – | 0.04% | – |
| SYNA | New | SYNAPTICS INC | $5,124,000 | – | 70,000 | – | 0.04% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $4,908,000 | -62.9% | 24,911 | -63.2% | 0.04% | -63.0% |
| TWTC | New | TW TELECOM INC | $4,768,000 | – | 114,583 | – | 0.04% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $4,845,000 | – | 32,224 | – | 0.04% | – |
| M | New | MACYS INC | $4,798,000 | – | 82,467 | – | 0.04% | – |
| DYNWS | Buy | DYNEGY INC NEW DEL*w exp 10/02/201 | $4,845,000 | +75.0% | 1,170,300 | +90.2% | 0.04% | +71.4% |
| CNQ | New | CANADIAN NAT RES LTD | $4,300,000 | – | 110,700 | – | 0.03% | – |
| TERP | New | TERRAFORM PWR INC | $4,329,000 | – | 150,000 | – | 0.03% | – |
| KO | Buy | COCA COLA CO | $4,266,000 | +38.0% | 100,000 | +37.0% | 0.03% | +39.1% |
| BIRT | Buy | ACTUATE CORP | $4,316,000 | -15.2% | 1,106,666 | +3.8% | 0.03% | -15.8% |
| BRCM | New | BROADCOM CORPcl a | $4,042,000 | – | 100,000 | – | 0.03% | – |
| CVLT | Sell | COMMVAULT SYSTEMS INC | $4,032,000 | -59.0% | 80,000 | -60.0% | 0.03% | -59.5% |
| ADNC | Buy | AUDIENCE INC | $3,749,000 | -14.5% | 506,666 | +38.2% | 0.03% | -15.2% |
| WPX | New | WPX ENERGY INC | $3,609,000 | – | 150,000 | – | 0.03% | – |
| GG | Sell | GOLDCORP INC NEW | $3,455,000 | -72.0% | 150,000 | -66.1% | 0.03% | -72.0% |
| FNSR | New | FINISAR CORP | $3,437,000 | – | 206,666 | – | 0.03% | – |
| DSKY | New | IDREAMSKY TECHNOLOGY LIMITEDsponsored ads | $3,487,000 | – | 205,000 | – | 0.03% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $3,410,000 | – | 1,000,000 | – | 0.02% | – |
| PAAS | Sell | PAN AMERICAN SILVER CORP | $3,294,000 | -73.3% | 300,000 | -62.7% | 0.02% | -73.1% |
| IVZ | Sell | INVESCO LTD | $3,316,000 | -91.5% | 84,000 | -91.9% | 0.02% | -91.5% |
| NGD | Sell | NEW GOLD INC CDA | $3,030,000 | -58.9% | 600,000 | -48.1% | 0.02% | -58.2% |
| SNECQ | Sell | SANCHEZ ENERGY CORP | $3,039,000 | -83.4% | 115,734 | -76.2% | 0.02% | -83.3% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $2,903,000 | -83.1% | 100,000 | -77.7% | 0.02% | -82.9% |
| NOW | New | SERVICENOW INC | $2,939,000 | – | 50,000 | – | 0.02% | – |
| SLH | New | SOLERA HOLDINGS INC | $2,818,000 | – | 50,000 | – | 0.02% | – |
| ANVGQ | Sell | ALLIED NEVADA GOLD CORP | $2,648,000 | -29.6% | 800,000 | -20.0% | 0.02% | -28.6% |
| COG | New | CABOT OIL & GAS CORP | $2,615,000 | – | 80,000 | – | 0.02% | – |
| CRI | New | CARTER INC | $2,640,000 | – | 34,061 | – | 0.02% | – |
| AUQ | Sell | AURICO GOLD INC | $2,443,000 | -63.9% | 700,000 | -55.9% | 0.02% | -64.7% |
| PSEM | New | PERICOM SEMICONDUCTOR CORP | $2,425,000 | – | 249,020 | – | 0.02% | – |
| FNFV | New | FIDELITY NATIONAL FINANCIAL | $2,211,000 | – | 160,668 | – | 0.02% | – |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Dcl a new | $1,892,000 | -99.1% | 12,500 | -99.0% | 0.01% | -99.1% |
| HRB | New | BLOCK H & R INC | $1,850,000 | – | 59,665 | – | 0.01% | – |
| YELP | New | YELP INCcl a | $1,706,000 | – | 25,000 | – | 0.01% | – |
| PRU | Sell | PRUDENTIAL FINL INC | $1,759,000 | -33.9% | 20,000 | -33.3% | 0.01% | -35.0% |
| BRO | New | BROWN & BROWN INC | $1,608,000 | – | 50,000 | – | 0.01% | – |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $1,593,000 | -41.3% | 150,000 | -40.0% | 0.01% | -40.0% |
| NG | New | NOVAGOLD RES INC | $1,667,000 | – | 550,000 | – | 0.01% | – |
| LBTYA | Sell | LIBERTY GLOBAL PLC | $1,617,000 | -94.9% | 38,000 | -94.7% | 0.01% | -95.0% |
| APA | Sell | APACHE CORP | $1,408,000 | -86.6% | 15,000 | -85.7% | 0.01% | -86.1% |
| PGEM | Buy | PLY GEM HLDGS INC | $1,462,000 | +25.4% | 134,900 | +16.8% | 0.01% | +22.2% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,345,000 | -74.9% | 25,000 | -75.0% | 0.01% | -75.0% |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $1,379,000 | – | 52,626 | – | 0.01% | – |
| VRTV | New | VERITIV CORP | $1,298,000 | – | 25,930 | – | 0.01% | – |
| BBG | New | BARRETT BILL CORP | $1,159,000 | – | 52,600 | – | 0.01% | – |
| ENT | Sell | GLOBAL EAGLE ENTMT INC | $748,000 | -61.8% | 66,660 | -57.8% | 0.01% | -60.0% |
| AEGR | New | AEGERION PHARMACEUTICALS INC | $835,000 | – | 25,000 | – | 0.01% | – |
| ARIA | Sell | ARIAD PHARMACEUTICALS INC | $810,000 | -87.3% | 150,000 | -85.0% | 0.01% | -87.5% |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $777,000 | – | 54,663 | – | 0.01% | – |
| TWER | Sell | TOWERSTREAM CORP | $639,000 | -32.7% | 431,800 | -11.7% | 0.01% | -28.6% |
| HAR | Sell | HARMAN INTL INDS INC | $735,000 | -94.5% | 7,500 | -94.0% | 0.01% | -95.0% |
| ORPN | New | BIO BLAST PHARMA LTD | $518,000 | – | 71,254 | – | 0.00% | – |
| KODK | Buy | EASTMAN KODAK CO | $473,000 | +0.4% | 21,532 | +12.0% | 0.00% | 0.0% |
| VRNT | Sell | VERINT SYS INC | $371,000 | -88.7% | 6,666 | -90.0% | 0.00% | -88.0% |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $224,000 | – | 52,100 | – | 0.00% | – |
| MDSO | Sell | MEDIDATA SOLUTIONS INC | $295,000 | -94.6% | 6,666 | -94.7% | 0.00% | -95.1% |
| GMOLQ | Exit | GENERAL MOLY INC | $0 | – | -54,400 | – | 0.00% | – |
| NGPC | Exit | NGP CAP RES CO | $0 | – | -10,400 | – | 0.00% | – |
| CNDO | Exit | CORONADO BIOSCIENCES INC | $0 | – | -29,279 | – | 0.00% | – |
| KIORQ | Exit | KIOR INCcl a | $0 | – | -25,900 | – | 0.00% | – |
| INTX | Exit | INTERSECTIONS INC | $0 | – | -10,500 | – | 0.00% | – |
| BODY | Exit | BODY CENT CORP | $0 | – | -27,700 | – | 0.00% | – |
| FSGI | Exit | FIRST SEC GROUP INC | $0 | – | -23,400 | – | 0.00% | – |
| HTCH | Exit | HUTCHINSON TECHNOLOGY INC | $0 | – | -20,986 | – | 0.00% | – |
| PZG | Exit | PARAMOUNT GOLD & SILVER CORP | $0 | – | -58,300 | – | 0.00% | – |
| RCPI | Exit | ROCK CREEK PHARMACEUTICALS I | $0 | – | -87,800 | – | 0.00% | – |
| GTXI | Exit | GTX INC DEL | $0 | – | -38,828 | – | 0.00% | – |
| ENZN | Exit | ENZON PHARMACEUTICALS INC | $0 | – | -50,123 | – | 0.00% | – |
| KODKWSA | Buy | EASTMAN KODAK CO*w exp 09/03/201 | $49,000 | -19.7% | 7,481 | +12.0% | 0.00% | – |
| KODKWS | Buy | EASTMAN KODAK CO*w exp 09/03/201 | $55,000 | -12.7% | 7,481 | +12.0% | 0.00% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -13,800 | – | 0.00% | – |
| RSYS | Exit | RADISYS CORP | $0 | – | -15,296 | – | 0.00% | – |
| IMN | Exit | IMATION CORP | $0 | – | -13,500 | – | 0.00% | – |
| COCOQ | Exit | CORINTHIAN COLLEGES INC | $0 | – | -68,900 | – | 0.00% | – |
| MITK | Exit | MITEK SYS INC | $0 | – | -16,358 | – | 0.00% | – |
| LINC | Exit | LINCOLN EDL SVCS CORP | $0 | – | -12,700 | – | 0.00% | – |
| ONTX | Exit | ONCONOVA THERAPEUTICS INC | $0 | – | -10,774 | – | 0.00% | – |
| ATEC | Exit | ALPHATEC HOLDINGS INC | $0 | – | -35,816 | – | 0.00% | – |
| TRGT | Exit | TARGACEPT INC | $0 | – | -13,800 | – | 0.00% | – |
| GLYC | Exit | GLYCOMIMETICS INC | $0 | – | -10,300 | – | -0.00% | – |
| APPCQ | Exit | AMERICAN APPAREL INC | $0 | – | -166,500 | – | -0.00% | – |
| CDVIQ | Exit | CAL DIVE INTL INC DEL | $0 | – | -54,200 | – | -0.00% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -12,800 | – | -0.00% | – |
| VICL | Exit | VICAL INC | $0 | – | -58,179 | – | -0.00% | – |
| CNAT | Exit | CONATUS PHARMACEUTICALS INC | $0 | – | -19,500 | – | -0.00% | – |
| BIOL | Exit | BIOLASE INC | $0 | – | -30,949 | – | -0.00% | – |
| AMSC | Exit | AMERICAN SUPERCONDUCTOR CORP | $0 | – | -72,700 | – | -0.00% | – |
| SPRT | Exit | SUPPORT COM INC | $0 | – | -40,400 | – | -0.00% | – |
| ARQL | Exit | ARQULE INC | $0 | – | -78,600 | – | -0.00% | – |
| DRLCQ | Exit | DORAL FINL CORP | $0 | – | -28,900 | – | -0.00% | – |
| TWGP | Exit | TOWER GROUP INTL LTD | $0 | – | -86,000 | – | -0.00% | – |
| OMEX | Exit | ODYSSEY MARINE EXPLORATION I | $0 | – | -85,000 | – | -0.00% | – |
| WTSLQ | Exit | WET SEAL INCcl a | $0 | – | -120,100 | – | -0.00% | – |
| UEC | Exit | URANIUM ENERGY CORP | $0 | – | -112,000 | – | -0.00% | – |
| AVEO | Exit | AVEO PHARMACEUTICALS INC | $0 | – | -49,076 | – | -0.00% | – |
| NSPH | Exit | NANOSPHERE INC | $0 | – | -58,000 | – | -0.00% | – |
| IMI | Exit | INTERMOLECULAR INC | $0 | – | -44,100 | – | -0.00% | – |
| NEON | Exit | NEONODE INC | $0 | – | -36,700 | – | -0.00% | – |
| LOV | Exit | SPARK NETWORKS INC | $0 | – | -13,100 | – | -0.00% | – |
| SCM | Exit | STELLUS CAP INVT CORP | $0 | – | -11,400 | – | -0.00% | – |
| PMFG | Exit | PMFG INC | $0 | – | -21,700 | – | -0.00% | – |
| ENDRQ | Exit | ENDEAVOUR INTL CORP | $0 | – | -83,000 | – | -0.00% | – |
| CRIS | Exit | CURIS INC | $0 | – | -44,000 | – | -0.00% | – |
| ACFN | Exit | ACORN ENERGY INC | $0 | – | -39,326 | – | -0.00% | – |
| CWCO | Exit | CONSOLIDATED WATER CO INCord | $0 | – | -11,800 | – | -0.00% | – |
| LFVN | Exit | LIFEVANTAGE CORP | $0 | – | -53,600 | – | -0.00% | – |
| AVNW | Exit | AVIAT NETWORKS INC | $0 | – | -74,117 | – | -0.00% | – |
| RSHCQ | Exit | RADIOSHACK CORP | $0 | – | -137,900 | – | -0.00% | – |
| GMANQ | Exit | GORDMANS STORES INC | $0 | – | -17,300 | – | -0.00% | – |
| OGXI | Exit | ONCOGENEX PHARMACEUTICALS IN | $0 | – | -30,800 | – | -0.00% | – |
| WSTL | Exit | WESTELL TECHNOLOGIES INCcl a | $0 | – | -28,600 | – | -0.00% | – |
| BTH | Exit | BLYTH INC | $0 | – | -15,500 | – | -0.00% | – |
| ANAD | Exit | ANADIGICS INC | $0 | – | -82,700 | – | -0.00% | – |
| NIHDQ | Exit | NII HLDGS INCcl b new | $0 | – | -317,200 | – | -0.00% | – |
| PCTI | Exit | PC-TEL INC | $0 | – | -17,200 | – | -0.00% | – |
| GLAD | Exit | GLADSTONE CAPITAL CORP | $0 | – | -18,600 | – | -0.00% | – |
| UNXLQ | Exit | UNI PIXEL INC | $0 | – | -22,700 | – | -0.00% | – |
| IFT | Exit | IMPERIAL HLDGS INC | $0 | – | -10,200 | – | -0.00% | – |
| UNTD | Exit | UNITED ONLINE INC | $0 | – | -12,200 | – | -0.00% | – |
| CLUBQ | Exit | TOWN SPORTS INTL HLDGS INC | $0 | – | -11,300 | – | -0.00% | – |
| MEIP | Exit | MEI PHARMA INC | $0 | – | -15,900 | – | -0.00% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -47,500 | – | -0.00% | – |
| CSWC | Exit | CAPITAL SOUTHWEST CORP | $0 | – | -7,800 | – | -0.00% | – |
| KCAP | Exit | KCAP FINL INC | $0 | – | -25,800 | – | -0.00% | – |
| MVC | Exit | MVC CAPITAL INC | $0 | – | -18,000 | – | -0.00% | – |
| GAIN | Exit | GLADSTONE INVT CORP | $0 | – | -35,000 | – | -0.00% | – |
| MFIN | Exit | MEDALLION FINL CORP | $0 | – | -18,800 | – | -0.00% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -39,500 | – | -0.00% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -70,500 | – | -0.00% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -44,000 | – | -0.00% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -30,000 | – | -0.00% | – |
| FLXN | Exit | FLEXION THERAPEUTICS INC | $0 | – | -30,000 | – | -0.00% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -41,700 | – | -0.00% | – |
| P107PS | Exit | MCG CAPITAL CORP | $0 | – | -87,000 | – | -0.00% | – |
| TCRD | Exit | THL CR INC | $0 | – | -30,800 | – | -0.00% | – |
| GSVC | Exit | GSV CAP CORP | $0 | – | -42,000 | – | -0.00% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -21,000 | – | -0.00% | – |
| TCAP | Exit | TRIANGLE CAP CORP | $0 | – | -17,400 | – | -0.00% | – |
| TICC | Exit | TICC CAPITAL CORP | $0 | – | -51,600 | – | -0.00% | – |
| HTGC | Exit | HERCULES TECH GROWTH CAP INC | $0 | – | -31,500 | – | -0.00% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -14,500 | – | -0.00% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -48,300 | – | -0.00% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -56,500 | – | -0.00% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -26,600 | – | -0.00% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -39,800 | – | -0.00% | – |
| BKCC | Exit | BLACKROCK KELSO CAPITAL CORP | $0 | – | -53,500 | – | -0.00% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -42,700 | – | -0.00% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -38,600 | – | -0.01% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -44,600 | – | -0.01% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -30,000 | – | -0.01% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -54,900 | – | -0.01% | – |
| DEPO | Exit | DEPOMED INC | $0 | – | -75,600 | – | -0.01% | – |
| SDOCQ | Exit | SANDRIDGE ENERGY INC | $0 | – | -139,760 | – | -0.01% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -22,150 | – | -0.01% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -35,400 | – | -0.01% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -67,500 | – | -0.01% | – |
| MANU | Exit | MANCHESTER UTD PLC NEWord cl a | $0 | – | -69,703 | – | -0.01% | – |
| MCC | Exit | MEDLEY CAP CORP | $0 | – | -97,200 | – | -0.01% | – |
| ZOES | Exit | ZOES KITCHEN INC | $0 | – | -46,667 | – | -0.01% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -33,600 | – | -0.01% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -25,000 | – | -0.01% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -20,000 | – | -0.01% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -15,100 | – | -0.02% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIALcl a | $0 | – | -60,500 | – | -0.02% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -75,000 | – | -0.02% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -258,397 | – | -0.02% | – |
| CJES | Exit | C&J ENERGY SVCS INC | $0 | – | -65,000 | – | -0.02% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -88,564 | – | -0.02% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -350,000 | – | -0.02% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -133,900 | – | -0.02% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -50,000 | – | -0.02% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -31,152 | – | -0.02% | – |
| KBR | Exit | KBR INC | $0 | – | -135,676 | – | -0.02% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -34,100 | – | -0.02% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -50,441 | – | -0.02% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -50,000 | – | -0.03% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -266,624 | – | -0.03% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -142,500 | – | -0.03% | – |
| PVAHQ | Exit | PENN VA CORPcall | $0 | – | -250,000 | – | -0.03% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -15,000 | – | -0.04% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -150,000 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -86,800 | – | -0.04% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -139,781 | – | -0.04% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -50,000 | – | -0.04% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -150,000 | – | -0.05% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -117,014 | – | -0.05% | – |
| GOGO | Exit | GOGO INC | $0 | – | -344,589 | – | -0.05% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -100,000 | – | -0.05% | – |
| VC | Exit | VISTEON CORP | $0 | – | -74,350 | – | -0.05% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -333,000 | – | -0.06% | – |
| OPEN | Exit | OPENTABLE INC | $0 | – | -70,587 | – | -0.06% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -580,000 | – | -0.06% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -100,000 | – | -0.06% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored adr | $0 | – | -280,000 | – | -0.06% | – |
| CCIPRA | Exit | CROWN CASTLE INTL CORPcnv pfd stk sr a | $0 | – | -85,000 | – | -0.06% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -265,000 | – | -0.07% | – |
| RHT | Exit | RED HAT INC | $0 | – | -166,250 | – | -0.07% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLCcall | $0 | – | -220,000 | – | -0.07% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -250,000 | – | -0.07% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -100,000 | – | -0.08% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -964,300 | – | -0.08% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -400,000 | – | -0.08% | – |
| ENBL | Exit | ENABLE MIDSTREAM PARTNERS LP | $0 | – | -442,000 | – | -0.09% | – |
| MHRCQ | Exit | MAGNUM HUNTER RES CORP DEL | $0 | – | -1,423,068 | – | -0.09% | – |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -200,000 | – | -0.09% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -150,997 | – | -0.09% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -221,534 | – | -0.10% | – |
| 6107SC | Exit | URS CORP NEW | $0 | – | -300,000 | – | -0.10% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -476,040 | – | -0.10% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -500,000 | – | -0.11% | – |
| BA | Exit | BOEING CO | $0 | – | -121,196 | – | -0.12% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -2,300,000 | – | -0.12% | – |
| KOG | Exit | KODIAK OIL & GAS CORP | $0 | – | -1,132,013 | – | -0.12% | – |
| JNPR | Exit | JUNIPER NETWORKS INCcall | $0 | – | -690,000 | – | -0.13% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -71,050 | – | -0.13% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -3,125,000 | – | -0.13% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -2,164,906 | – | -0.13% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -45,100 | – | -0.14% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -227,000 | – | -0.15% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORPput | $0 | – | -675,000 | – | -0.16% | – |
| WFT | Exit | WEATHERFORD INTERNATIONAL LT | $0 | – | -914,563 | – | -0.16% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -890,000 | – | -0.16% | – |
| CBS | Exit | CBS CORP NEWcall | $0 | – | -360,000 | – | -0.17% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -217,610 | – | -0.17% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAput | $0 | – | -750,000 | – | -0.18% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -341,412 | – | -0.20% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -918,990 | – | -0.20% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -536,000 | – | -0.24% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -360,000 | – | -0.24% | – |
| SALE | Exit | RETAILMENOT INC | $0 | – | -1,288,236 | – | -0.26% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -547,501 | – | -0.26% | – |
| GDX | Exit | MARKET VECTORS ETF TRcall | $0 | – | -1,327,000 | – | -0.26% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -2,063,515 | – | -0.34% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -2,041,169 | – | -0.36% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -688,000 | – | -0.44% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,266,008 | – | -1.21% | – |
| CNX | Exit | CONSOL ENERGY INC | $0 | – | -5,088,283 | – | -1.77% | – |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -2,700,000 | – | -2.04% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -2,100,000 | – | -3.10% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $2,209,777,000 | – | 11,290,500 | – | 16.65% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $450,449,000 | – | 13,783,638 | – | 3.39% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $411,012,000 | – | 2,100,000 | – | 3.10% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $381,263,000 | – | 7,273,240 | – | 2.87% | – |
| New | TIBCO SOFTWARE INCnote 2.250% 5/0 | $313,050,000 | – | 308,614,000 | – | 2.36% | – | |
| HLF | New | HERBALIFE LTD | $305,683,000 | – | 4,736,337 | – | 2.30% | – |
| XLE | New | SELECT SECTOR SPDR TRput | $270,270,000 | – | 2,700,000 | – | 2.04% | – |
| AGRO | New | ADECOAGRO S A | $244,638,000 | – | 25,915,076 | – | 1.84% | – |
| CNX | New | CONSOL ENERGY INC | $234,417,000 | – | 5,088,283 | – | 1.77% | – |
| New | ROVI CORPnote 2.625% 2/1 | $220,563,000 | – | 217,437,000 | – | 1.66% | – | |
| CHTR | New | CHARTER COMMUNICATIONS INC Dcl a new | $203,821,000 | – | 1,286,908 | – | 1.54% | – |
| EGN | New | ENERGEN CORP | $195,148,000 | – | 2,195,635 | – | 1.47% | – |
| EQT | New | EQT CORP | $179,897,000 | – | 1,682,857 | – | 1.36% | – |
| AAPL | New | APPLE INC | $170,412,000 | – | 1,833,764 | – | 1.28% | – |
| HAL | New | HALLIBURTON CO | $160,910,000 | – | 2,266,008 | – | 1.21% | – |
| New | HOLOGIC INCfrnt 12/1 | $155,062,000 | – | 141,367,000 | – | 1.17% | – | |
| ESNT | New | ESSENT GROUP LTD | $151,652,000 | – | 7,548,618 | – | 1.14% | – |
| ZTS | New | ZOETIS INCcl a | $141,557,000 | – | 4,386,635 | – | 1.07% | – |
| SYK | New | STRYKER CORP | $141,498,000 | – | 1,678,108 | – | 1.07% | – |
| GM | New | GENERAL MTRS CO | $140,359,000 | – | 3,866,654 | – | 1.06% | – |
| PLCM | New | POLYCOM INC | $137,919,000 | – | 11,007,120 | – | 1.04% | – |
| CTXS | New | CITRIX SYS INC | $136,122,000 | – | 2,176,220 | – | 1.03% | – |
| New | QUANTUM CORPnote 3.500%11/1 | $130,980,000 | – | 130,980,000 | – | 0.99% | – | |
| FB | New | FACEBOOK INCcl a | $123,899,000 | – | 1,841,260 | – | 0.93% | – |
| New | DIGITAL RIV INCnote 2.000%11/0 | $123,780,000 | – | 123,625,000 | – | 0.93% | – | |
| MSI | New | MOTOROLA SOLUTIONS INC | $122,278,000 | – | 1,836,840 | – | 0.92% | – |
| INTC | New | INTEL CORP | $120,697,000 | – | 3,906,048 | – | 0.91% | – |
| CZR | New | CAESARS ENTMT CORP | $119,408,000 | – | 6,604,383 | – | 0.90% | – |
| TIBX | New | TIBCO SOFTWARE INC | $116,595,000 | – | 5,780,618 | – | 0.88% | – |
| LUK | New | LEUCADIA NATL CORP | $112,283,000 | – | 4,282,343 | – | 0.85% | – |
| GOOG | New | GOOGLE INCcl c | $111,886,000 | – | 194,489 | – | 0.84% | – |
| DISH | New | DISH NETWORK CORPcl a | $110,028,000 | – | 1,690,664 | – | 0.83% | – |
| New | WEBMD HEALTH CORPnote 2.250% 3/3 | $109,476,000 | – | 106,030,000 | – | 0.82% | – | |
| AAL | New | AMERICAN AIRLS GROUP INC | $108,869,000 | – | 2,534,188 | – | 0.82% | – |
| PVAHQ | New | PENN VA CORP | $101,760,000 | – | 6,003,509 | – | 0.77% | – |
| SEMG | New | SEMGROUP CORPcl a | $100,140,000 | – | 1,270,011 | – | 0.76% | – |
| PSX | New | PHILLIPS 66 | $99,316,000 | – | 1,234,822 | – | 0.75% | – |
| AIG | New | AMERICAN INTL GROUP INC | $98,392,000 | – | 1,802,717 | – | 0.74% | – |
| WAG | New | WALGREEN CO | $96,369,000 | – | 1,300,000 | – | 0.73% | – |
| MSFT | New | MICROSOFT CORP | $92,756,000 | – | 2,224,366 | – | 0.70% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $89,177,000 | – | 475,000 | – | 0.67% | – |
| CLI | New | MACK CALI RLTY CORP | $86,039,000 | – | 4,005,539 | – | 0.65% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $78,481,000 | – | 1,787,306 | – | 0.59% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $76,720,000 | – | 1,055,440 | – | 0.58% | – |
| CACQ | New | CAESARS ACQUISITION COcl a | $76,378,000 | – | 6,174,465 | – | 0.58% | – |
| WNR | New | WESTERN REFNG INC | $73,237,000 | – | 1,950,394 | – | 0.55% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $72,439,000 | – | 1,712,129 | – | 0.55% | – |
| NICE | New | NICE SYS LTDsponsored adr | $67,275,000 | – | 1,648,502 | – | 0.51% | – |
| MON | New | MONSANTO CO NEW | $67,160,000 | – | 538,404 | – | 0.51% | – |
| TWC | New | TIME WARNER CABLE INC | $65,164,000 | – | 442,393 | – | 0.49% | – |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $64,007,000 | – | 2,409,000 | – | 0.48% | – |
| CHDN | New | CHURCHILL DOWNS INC | $63,513,000 | – | 704,839 | – | 0.48% | – |
| CNP | New | CENTERPOINT ENERGY INC | $61,143,000 | – | 2,394,013 | – | 0.46% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $59,552,000 | – | 472,187 | – | 0.45% | – |
| IWM | New | ISHARESput | $59,405,000 | – | 500,000 | – | 0.45% | – |
| CELG | New | CELGENE CORP | $59,086,000 | – | 688,000 | – | 0.44% | – |
| CODE | New | SPANSION INC | $56,187,000 | – | 2,666,666 | – | 0.42% | – |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $54,240,000 | – | 2,050,664 | – | 0.41% | – |
| EXAR | New | EXAR CORP | $53,329,000 | – | 4,719,395 | – | 0.40% | – |
| SWI | New | SOLARWINDS INC | $53,158,000 | – | 1,375,000 | – | 0.40% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $50,961,000 | – | 741,358 | – | 0.38% | – |
| CTRP | New | CTRIP COM INTL LTD | $50,233,000 | – | 784,400 | – | 0.38% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $47,784,000 | – | 2,041,169 | – | 0.36% | – |
| MLCO | New | MELCO CROWN ENTMT LTDadr | $46,244,000 | – | 1,295,000 | – | 0.35% | – |
| New | CIENA CORPnote 0.875% 6/1 | $45,828,000 | – | 46,000,000 | – | 0.34% | – | |
| HST | New | HOST HOTELS & RESORTS INC | $45,418,000 | – | 2,063,515 | – | 0.34% | – |
| CCJ | New | CAMECO CORP | $44,702,000 | – | 2,279,563 | – | 0.34% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $44,633,000 | – | 1,186,731 | – | 0.34% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $42,669,000 | – | 1,522,272 | – | 0.32% | – |
| DOW | New | DOW CHEM CO | $42,495,000 | – | 825,792 | – | 0.32% | – |
| IVZ | New | INVESCO LTD | $38,959,000 | – | 1,032,014 | – | 0.29% | – |
| ABT | New | ABBOTT LABS | $38,126,000 | – | 932,181 | – | 0.29% | – |
| HUBB | New | HUBBELL INCcl b | $37,730,000 | – | 306,371 | – | 0.28% | – |
| ALLY | New | ALLY FINL INC | $35,732,000 | – | 1,494,450 | – | 0.27% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROcall | $35,697,000 | – | 2,440,000 | – | 0.27% | – |
| BIDU | New | BAIDU INCspon adr rep a | $35,494,000 | – | 190,000 | – | 0.27% | – |
| GDX | New | MARKET VECTORS ETF TRcall | $35,099,000 | – | 1,327,000 | – | 0.26% | – |
| ILMN | New | ILLUMINA INC | $34,834,000 | – | 195,102 | – | 0.26% | – |
| PDCE | New | PDC ENERGY INC | $34,575,000 | – | 547,501 | – | 0.26% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $34,539,000 | – | 576,133 | – | 0.26% | – |
| SALE | New | RETAILMENOT INC | $34,280,000 | – | 1,288,236 | – | 0.26% | – |
| SNDK | New | SANDISK CORP | $33,940,000 | – | 325,000 | – | 0.26% | – |
| CSTM | New | CONSTELLIUM NVcl a | $32,729,000 | – | 1,020,875 | – | 0.25% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $32,467,000 | – | 317,368 | – | 0.24% | – |
| WDAY | New | WORKDAY INCcl a | $32,350,000 | – | 360,000 | – | 0.24% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $32,214,000 | – | 536,000 | – | 0.24% | – |
| GDXJ | New | MARKET VECTORS ETF TRjr gold miners e | $32,139,000 | – | 760,497 | – | 0.24% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $31,750,000 | – | 718,000 | – | 0.24% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $30,184,000 | – | 2,766,666 | – | 0.23% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $29,635,000 | – | 360,000 | – | 0.22% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $29,150,000 | – | 1,666,666 | – | 0.22% | – |
| CBS | New | CBS CORP NEWcl b | $28,704,000 | – | 461,917 | – | 0.22% | – |
| R114PS | New | CHIPMOS TECH BERMUDA LTD | $28,533,000 | – | 1,182,454 | – | 0.22% | – |
| BHI | New | BAKER HUGHES INC | $27,451,000 | – | 368,721 | – | 0.21% | – |
| MBI | New | MBIA INC | $27,180,000 | – | 2,461,962 | – | 0.20% | – |
| ATML | New | ATMEL CORP | $26,861,000 | – | 2,866,666 | – | 0.20% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $26,651,000 | – | 918,990 | – | 0.20% | – |
| NBL | New | NOBLE ENERGY INC | $26,445,000 | – | 341,412 | – | 0.20% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $25,886,000 | – | 391,135 | – | 0.20% | – |
| AGO | New | ASSURED GUARANTY LTD | $25,500,000 | – | 1,040,800 | – | 0.19% | – |
| OGE | New | OGE ENERGY CORP | $25,316,000 | – | 647,800 | – | 0.19% | – |
| XPO | New | XPO LOGISTICS INC | $25,298,000 | – | 883,926 | – | 0.19% | – |
| CKSW | New | CLICKSOFTWARE TECHNOLOGIES Lord | $25,259,000 | – | 3,130,000 | – | 0.19% | – |
| YPF | New | YPF SOCIEDAD ANONIMAput | $24,510,000 | – | 750,000 | – | 0.18% | – |
| MU | New | MICRON TECHNOLOGY INC | $23,065,000 | – | 700,000 | – | 0.17% | – |
| URI | New | UNITED RENTALS INC | $22,790,000 | – | 217,610 | – | 0.17% | – |
| CBS | New | CBS CORP NEWcall | $22,370,000 | – | 360,000 | – | 0.17% | – |
| PEP | New | PEPSICO INC | $22,230,000 | – | 248,826 | – | 0.17% | – |
| PXD | New | PIONEER NAT RES CO | $21,616,000 | – | 94,059 | – | 0.16% | – |
| WFT | New | WEATHERFORD INTERNATIONAL LT | $21,035,000 | – | 914,563 | – | 0.16% | – |
| STWD | New | STARWOOD PPTY TR INC | $21,155,000 | – | 890,000 | – | 0.16% | – |
| CHK | New | CHESAPEAKE ENERGY CORPput | $20,979,000 | – | 675,000 | – | 0.16% | – |
| F113PS | New | COVIDIEN PLC | $20,471,000 | – | 227,000 | – | 0.15% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $20,257,000 | – | 680,000 | – | 0.15% | – |
| MTG | New | MGIC INVT CORP WIS | $20,234,000 | – | 2,189,808 | – | 0.15% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $19,421,000 | – | 839,649 | – | 0.15% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $19,102,000 | – | 93,000 | – | 0.14% | – |
| PLKI | New | POPEYES LA KITCHEN INC | $18,794,000 | – | 429,959 | – | 0.14% | – |
| EBAY | New | EBAY INC | $18,647,000 | – | 372,500 | – | 0.14% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $18,572,000 | – | 45,100 | – | 0.14% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $18,273,000 | – | 486,119 | – | 0.14% | – |
| AUY | New | YAMANA GOLD INC | $17,796,000 | – | 2,164,906 | – | 0.13% | – |
| ODP | New | OFFICE DEPOT INC | $17,781,000 | – | 3,125,000 | – | 0.13% | – |
| RDN | New | RADIAN GROUP INC | $17,508,000 | – | 1,182,143 | – | 0.13% | – |
| TSLA | New | TESLA MTRS INC | $17,057,000 | – | 71,050 | – | 0.13% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $17,140,000 | – | 447,525 | – | 0.13% | – |
| RFMD | New | RF MICRODEVICES INC | $16,942,000 | – | 1,766,666 | – | 0.13% | – |
| JNPR | New | JUNIPER NETWORKS INCcall | $16,933,000 | – | 690,000 | – | 0.13% | – |
| KOG | New | KODIAK OIL & GAS CORP | $16,471,000 | – | 1,132,013 | – | 0.12% | – |
| RAD | New | RITE AID CORP | $16,491,000 | – | 2,300,000 | – | 0.12% | – |
| BAP | New | CREDICORP LTD | $15,966,000 | – | 102,695 | – | 0.12% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $15,693,000 | – | 194,180 | – | 0.12% | – |
| BA | New | BOEING CO | $15,420,000 | – | 121,196 | – | 0.12% | – |
| VRSK | New | VERISK ANALYTICS INCcl a | $15,406,000 | – | 256,684 | – | 0.12% | – |
| WYNN | New | WYNN RESORTS LTD | $14,960,000 | – | 72,075 | – | 0.11% | – |
| LVS | New | LAS VEGAS SANDS CORP | $14,470,000 | – | 189,840 | – | 0.11% | – |
| CRM | New | SALESFORCE COM INC | $14,520,000 | – | 250,000 | – | 0.11% | – |
| UPIP | New | UNWIRED PLANET INC NEW | $14,388,000 | – | 6,451,979 | – | 0.11% | – |
| SEAS | New | SEAWORLD ENTMT INC | $14,165,000 | – | 500,000 | – | 0.11% | – |
| B108PS | New | ACTAVIS PLC | $14,238,000 | – | 63,831 | – | 0.11% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $14,063,000 | – | 100,007 | – | 0.11% | – |
| NBR | New | NABORS INDUSTRIES LTD | $13,982,000 | – | 476,040 | – | 0.10% | – |
| 6107SC | New | URS CORP NEW | $13,755,000 | – | 300,000 | – | 0.10% | – |
| MEOH | New | METHANEX CORP | $13,686,000 | – | 221,534 | – | 0.10% | – |
| HAR | New | HARMAN INTL INDS INC | $13,429,000 | – | 125,000 | – | 0.10% | – |
| JDSU | New | JDS UNIPHASE CORP | $13,301,000 | – | 1,066,666 | – | 0.10% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $13,237,000 | – | 67,632 | – | 0.10% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $12,877,000 | – | 145,000 | – | 0.10% | – |
| LNKD | New | LINKEDIN CORP | $12,860,000 | – | 75,000 | – | 0.10% | – |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $12,675,000 | – | 12,000,000 | – | 0.10% | – | |
| HSH | New | HILLSHIRE BRANDS CO | $12,460,000 | – | 200,000 | – | 0.09% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $12,434,000 | – | 150,997 | – | 0.09% | – |
| BSFT | New | BROADSOFT INC | $12,399,000 | – | 469,842 | – | 0.09% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $12,355,000 | – | 804,900 | – | 0.09% | – |
| GG | New | GOLDCORP INC NEW | $12,341,000 | – | 442,172 | – | 0.09% | – |
| DAL | New | DELTA AIR LINES INC DEL | $12,274,000 | – | 317,000 | – | 0.09% | – |
| ALLE | New | ALLEGION PUB LTD CO | $12,150,000 | – | 214,353 | – | 0.09% | – |
| INTU | New | INTUIT | $12,080,000 | – | 150,000 | – | 0.09% | – |
| MHRCQ | New | MAGNUM HUNTER RES CORP DEL | $11,669,000 | – | 1,423,068 | – | 0.09% | – |
| ENBL | New | ENABLE MIDSTREAM PARTNERS LP | $11,576,000 | – | 442,000 | – | 0.09% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $11,147,000 | – | 150,000 | – | 0.08% | – |
| GSAT | New | GLOBALSTAR INC | $10,927,000 | – | 2,571,017 | – | 0.08% | – |
| TMUS | New | T-MOBILE US INC | $10,691,000 | – | 317,989 | – | 0.08% | – |
| SLW | New | SILVER WHEATON CORP | $10,508,000 | – | 400,000 | – | 0.08% | – |
| APA | New | APACHE CORP | $10,544,000 | – | 104,794 | – | 0.08% | – |
| DRIV | New | DIGITAL RIV INC | $10,287,000 | – | 666,666 | – | 0.08% | – |
| RF | New | REGIONS FINL CORP NEW | $10,241,000 | – | 964,300 | – | 0.08% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $10,010,000 | – | 100,000 | – | 0.08% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $9,834,000 | – | 200,000 | – | 0.07% | – |
| AL | New | AIR LEASE CORPcl a | $9,645,000 | – | 250,000 | – | 0.07% | – |
| LBTYA | New | LIBERTY GLOBAL PLCcall | $9,728,000 | – | 220,000 | – | 0.07% | – |
| TIBX | New | TIBCO SOFTWARE INCcall | $9,411,000 | – | 466,600 | – | 0.07% | – |
| LMOS | New | LUMOS NETWORKS CORP | $9,315,000 | – | 643,773 | – | 0.07% | – |
| RHT | New | RED HAT INC | $9,189,000 | – | 166,250 | – | 0.07% | – |
| SUNEQ | New | SUNEDISON INC | $9,040,000 | – | 400,000 | – | 0.07% | – |
| GOLD | New | BARRICK GOLD CORP | $8,849,000 | – | 483,570 | – | 0.07% | – |
| RAX | New | RACKSPACE HOSTING INC | $8,920,000 | – | 265,000 | – | 0.07% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INCcall | $8,782,000 | – | 200,000 | – | 0.07% | – |
| CCIPRA | New | CROWN CASTLE INTL CORPcnv pfd stk sr a | $8,670,000 | – | 85,000 | – | 0.06% | – |
| INFA | New | INFORMATICA CORP | $8,467,000 | – | 237,500 | – | 0.06% | – |
| ABBV | New | ABBVIE INC | $8,466,000 | – | 150,000 | – | 0.06% | – |
| FFIV | New | F5 NETWORKS INC | $8,469,000 | – | 76,000 | – | 0.06% | – |
| MZOR | New | MAZOR ROBOTICS LTDsponsored ads | $8,396,000 | – | 477,865 | – | 0.06% | – |
| VNET | New | 21VIANET GROUP INCsponsored adr | $8,392,000 | – | 280,000 | – | 0.06% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $7,309,000 | – | 333,000 | – | 0.06% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $7,267,000 | – | 580,000 | – | 0.06% | – |
| KLAC | New | KLA-TENCOR CORP | $7,264,000 | – | 100,000 | – | 0.06% | – |
| OPEN | New | OPENTABLE INC | $7,313,000 | – | 70,587 | – | 0.06% | – |
| NGD | New | NEW GOLD INC CDA | $7,365,000 | – | 1,156,204 | – | 0.06% | – |
| FSLR | New | FIRST SOLAR INC | $7,106,000 | – | 100,000 | – | 0.05% | – |
| VC | New | VISTEON CORP | $7,213,000 | – | 74,350 | – | 0.05% | – |
| EEM | New | ISHARESput | $7,025,000 | – | 162,500 | – | 0.05% | – |
| EXTR | New | EXTREME NETWORKS INC | $6,956,000 | – | 1,566,666 | – | 0.05% | – |
| GOGO | New | GOGO INC | $6,740,000 | – | 344,589 | – | 0.05% | – |
| BEAV | New | B/E AEROSPACE INCput | $6,752,000 | – | 73,000 | – | 0.05% | – |
| AUQ | New | AURICO GOLD INC | $6,763,000 | – | 1,587,650 | – | 0.05% | – |
| BEAV | New | B/E AEROSPACE INC | $6,768,000 | – | 73,172 | – | 0.05% | – |
| INFN | New | INFINERA CORPORATION | $6,555,000 | – | 712,500 | – | 0.05% | – |
| ARIA | New | ARIAD PHARMACEUTICALS INC | $6,370,000 | – | 1,000,000 | – | 0.05% | – |
| ATW | New | ATWOOD OCEANICS INC | $6,141,000 | – | 117,014 | – | 0.05% | – |
| TWTR | New | TWITTER INC | $6,146,000 | – | 150,000 | – | 0.05% | – |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $6,023,000 | – | 6,000,000 | – | 0.04% | – | |
| New | BROADSOFT INCnote 1.500% 7/0 | $5,620,000 | – | 5,500,000 | – | 0.04% | – | |
| MDSO | New | MEDIDATA SOLUTIONS INC | $5,423,000 | – | 126,666 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $5,368,000 | – | 100,000 | – | 0.04% | – |
| FNV | New | FRANCO NEVADA CORP | $5,304,000 | – | 92,500 | – | 0.04% | – |
| JNJ | New | JOHNSON & JOHNSON | $5,231,000 | – | 50,000 | – | 0.04% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $5,102,000 | – | 139,781 | – | 0.04% | – |
| MRK | New | MERCK & CO INC NEW | $5,021,000 | – | 86,800 | – | 0.04% | – |
| BIRT | New | ACTUATE CORP | $5,088,000 | – | 1,066,666 | – | 0.04% | – |
| C | New | CITIGROUP INC | $5,045,000 | – | 107,114 | – | 0.04% | – |
| VNTV | New | VANTIV INCcl a | $5,043,000 | – | 150,000 | – | 0.04% | – |
| AMZN | New | AMAZON COM INC | $4,872,000 | – | 15,000 | – | 0.04% | – |
| VMEM | New | VIOLIN MEMORY INC | $4,504,000 | – | 1,016,666 | – | 0.03% | – |
| ADNC | New | AUDIENCE INC | $4,385,000 | – | 366,666 | – | 0.03% | – |
| PVAHQ | New | PENN VA CORPcall | $4,238,000 | – | 250,000 | – | 0.03% | – |
| HD | New | HOME DEPOT INC | $4,048,000 | – | 50,000 | – | 0.03% | – |
| RKUS | New | RUCKUS WIRELESS INC | $4,169,000 | – | 350,000 | – | 0.03% | – |
| ERJ | New | EMBRAER S A | $3,999,000 | – | 109,770 | – | 0.03% | – |
| ANVGQ | New | ALLIED NEVADA GOLD CORP | $3,760,000 | – | 1,000,000 | – | 0.03% | – |
| IMPV | New | IMPERVA INC | $3,731,000 | – | 142,500 | – | 0.03% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $3,527,000 | – | 266,624 | – | 0.03% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $3,567,000 | – | 50,000 | – | 0.03% | – |
| VRNT | New | VERINT SYS INC | $3,270,000 | – | 66,666 | – | 0.02% | – |
| KBR | New | KBR INC | $3,236,000 | – | 135,676 | – | 0.02% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $3,197,000 | – | 31,152 | – | 0.02% | – |
| LLY | New | LILLY ELI & CO | $3,136,000 | – | 50,441 | – | 0.02% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $3,177,000 | – | 34,100 | – | 0.02% | – |
| TSCO | New | TRACTOR SUPPLY CO | $3,020,000 | – | 50,000 | – | 0.02% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $3,086,000 | – | 133,900 | – | 0.02% | – |
| KO | New | COCA COLA CO | $3,092,000 | – | 73,000 | – | 0.02% | – |
| PFSI | New | PENNYMAC FINL SVCS INCcl a | $2,846,000 | – | 187,382 | – | 0.02% | – |
| DYNWS | New | DYNEGY INC NEW DEL*w exp 99/99/999 | $2,769,000 | – | 615,300 | – | 0.02% | – |
| NOK | New | NOKIA CORPsponsored adr | $2,646,000 | – | 350,000 | – | 0.02% | – |
| PRU | New | PRUDENTIAL FINL INC | $2,663,000 | – | 30,000 | – | 0.02% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $2,713,000 | – | 250,000 | – | 0.02% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $2,531,000 | – | 88,564 | – | 0.02% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $2,328,000 | – | 65,000 | – | 0.02% | – |
| CJES | New | C&J ENERGY SVCS INC | $2,196,000 | – | 65,000 | – | 0.02% | – |
| CME | New | CME GROUP INC | $2,129,000 | – | 30,000 | – | 0.02% | – |
| OPK | New | OPKO HEALTH INC | $2,083,000 | – | 235,600 | – | 0.02% | – |
| VIP | New | VIMPELCOM LTDsponsored adr | $2,171,000 | – | 258,397 | – | 0.02% | – |
| VLRS | New | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $2,181,000 | – | 242,311 | – | 0.02% | – |
| MDCO | New | MEDICINES CO | $2,180,000 | – | 75,000 | – | 0.02% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $1,984,000 | – | 105,717 | – | 0.02% | – |
| FNF | New | FIDELITY NATIONAL FINANCIALcl a | $1,982,000 | – | 60,500 | – | 0.02% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $1,994,000 | – | 15,100 | – | 0.02% | – |
| ENT | New | GLOBAL EAGLE ENTMT INC | $1,959,000 | – | 158,000 | – | 0.02% | – |
| CCI | New | CROWN CASTLE INTL CORP | $1,857,000 | – | 25,000 | – | 0.01% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $1,800,000 | – | 20,000 | – | 0.01% | – |
| MRCY | New | MERCURY SYS INC | $1,890,000 | – | 166,666 | – | 0.01% | – |
| TASIF | New | TASMAN METALS LTD | $1,609,000 | – | 1,666,666 | – | 0.01% | – |
| BLK | New | BLACKROCK INC | $1,598,000 | – | 5,000 | – | 0.01% | – |
| GHL | New | GREENHILL & CO INC | $1,655,000 | – | 33,600 | – | 0.01% | – |
| ZOES | New | ZOES KITCHEN INC | $1,604,000 | – | 46,667 | – | 0.01% | – |
| MCC | New | MEDLEY CAP CORP | $1,269,000 | – | 97,200 | – | 0.01% | – |
| PGEM | New | PLY GEM HLDGS INC | $1,166,000 | – | 115,461 | – | 0.01% | – |
| INVN | New | INVENSENSE INC | $1,176,000 | – | 51,811 | – | 0.01% | – |
| STLD | New | STEEL DYNAMICS INC | $1,212,000 | – | 67,500 | – | 0.01% | – |
| MANU | New | MANCHESTER UTD PLC NEWord cl a | $1,216,000 | – | 69,703 | – | 0.01% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $1,100,000 | – | 35,400 | – | 0.01% | – |
| SDOCQ | New | SANDRIDGE ENERGY INC | $999,000 | – | 139,760 | – | 0.01% | – |
| DEPO | New | DEPOMED INC | $1,051,000 | – | 75,600 | – | 0.01% | – |
| THC | New | TENET HEALTHCARE CORP | $1,040,000 | – | 22,150 | – | 0.01% | – |
| TWER | New | TOWERSTREAM CORP | $949,000 | – | 488,800 | – | 0.01% | – |
| IPI | New | INTREPID POTASH INC | $920,000 | – | 54,900 | – | 0.01% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $816,000 | – | 30,000 | – | 0.01% | – |
| TCPC | New | TCP CAP CORP | $812,000 | – | 44,600 | – | 0.01% | – |
| GBDC | New | GOLUB CAP BDC INC | $683,000 | – | 38,600 | – | 0.01% | – |
| BKCC | New | BLACKROCK KELSO CAPITAL CORP | $487,000 | – | 53,500 | – | 0.00% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $477,000 | – | 14,500 | – | 0.00% | – |
| TCAP | New | TRIANGLE CAP CORP | $494,000 | – | 17,400 | – | 0.00% | – |
| AINV | New | APOLLO INVT CORP | $486,000 | – | 56,500 | – | 0.00% | – |
| ARCC | New | ARES CAP CORP | $475,000 | – | 26,600 | – | 0.00% | – |
| KODK | New | EASTMAN KODAK CO | $471,000 | – | 19,228 | – | 0.00% | – |
| PNNT | New | PENNANTPARK INVT CORP | $489,000 | – | 42,700 | – | 0.00% | – |
| BIOAWS | New | BIOAMBER INC*w exp 05/09/201 | $497,000 | – | 194,000 | – | 0.00% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $509,000 | – | 31,500 | – | 0.00% | – |
| NMFC | New | NEW MTN FIN CORP | $591,000 | – | 39,800 | – | 0.00% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $475,000 | – | 48,300 | – | 0.00% | – |
| TICC | New | TICC CAPITAL CORP | $511,000 | – | 51,600 | – | 0.00% | – |
| SLRC | New | SOLAR CAP LTD | $447,000 | – | 21,000 | – | 0.00% | – |
| JAKK | New | JAKKS PAC INC | $341,000 | – | 44,000 | – | 0.00% | – |
| MGNX | New | MACROGENICS INC | $423,000 | – | 19,488 | – | 0.00% | – |
| P107PS | New | MCG CAPITAL CORP | $341,000 | – | 87,000 | – | 0.00% | – |
| GSVC | New | GSV CAP CORP | $444,000 | – | 42,000 | – | 0.00% | – |
| FLXN | New | FLEXION THERAPEUTICS INC | $405,000 | – | 30,000 | – | 0.00% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $443,000 | – | 41,700 | – | 0.00% | – |
| TCRD | New | THL CR INC | $431,000 | – | 30,800 | – | 0.00% | – |
| ACAS | New | AMERICAN CAP LTD | $459,000 | – | 30,000 | – | 0.00% | – |
| KCAP | New | KCAP FINL INC | $219,000 | – | 25,800 | – | 0.00% | – |
| GAIN | New | GLADSTONE INVT CORP | $259,000 | – | 35,000 | – | 0.00% | – |
| ZAGG | New | ZAGG INC | $214,000 | – | 39,500 | – | 0.00% | – |
| SIGM | New | SIGMA DESIGNS INC | $218,000 | – | 47,500 | – | 0.00% | – |
| MFIN | New | MEDALLION FINL CORP | $234,000 | – | 18,800 | – | 0.00% | – |
| CSWC | New | CAPITAL SOUTHWEST CORP | $281,000 | – | 7,800 | – | 0.00% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $235,000 | – | 70,500 | – | 0.00% | – |
| MVC | New | MVC CAPITAL INC | $233,000 | – | 18,000 | – | 0.00% | – |
| DRLCQ | New | DORAL FINL CORP | $125,000 | – | 28,900 | – | 0.00% | – |
| CWCO | New | CONSOLIDATED WATER CO INCord | $139,000 | – | 11,800 | – | 0.00% | – |
| CDVIQ | New | CAL DIVE INTL INC DEL | $72,000 | – | 54,200 | – | 0.00% | – |
| LOV | New | SPARK NETWORKS INC | $74,000 | – | 13,100 | – | 0.00% | – |
| CNAT | New | CONATUS PHARMACEUTICALS INC | $178,000 | – | 19,500 | – | 0.00% | – |
| CRIS | New | CURIS INC | $82,000 | – | 44,000 | – | 0.00% | – |
| BTH | New | BLYTH INC | $121,000 | – | 15,500 | – | 0.00% | – |
| CLUBQ | New | TOWN SPORTS INTL HLDGS INC | $75,000 | – | 11,300 | – | 0.00% | – |
| RSHCQ | New | RADIOSHACK CORP | $137,000 | – | 137,900 | – | 0.00% | – |
| OMEX | New | ODYSSEY MARINE EXPLORATION I | $143,000 | – | 85,000 | – | 0.00% | – |
| NEON | New | NEONODE INC | $115,000 | – | 36,700 | – | 0.00% | – |
| NSPH | New | NANOSPHERE INC | $92,000 | – | 58,000 | – | 0.00% | – |
| NIHDQ | New | NII HLDGS INCcl b new | $174,000 | – | 317,200 | – | 0.00% | – |
| WSTL | New | WESTELL TECHNOLOGIES INCcl a | $70,000 | – | 28,600 | – | 0.00% | – |
| AVNW | New | AVIAT NETWORKS INC | $95,000 | – | 74,117 | – | 0.00% | – |
| WTSLQ | New | WET SEAL INCcl a | $109,000 | – | 120,100 | – | 0.00% | – |
| AVEO | New | AVEO PHARMACEUTICALS INC | $90,000 | – | 49,076 | – | 0.00% | – |
| ARQL | New | ARQULE INC | $122,000 | – | 78,600 | – | 0.00% | – |
| GLAD | New | GLADSTONE CAPITAL CORP | $187,000 | – | 18,600 | – | 0.00% | – |
| MEIP | New | MEI PHARMA INC | $101,000 | – | 15,900 | – | 0.00% | – |
| GLYC | New | GLYCOMIMETICS INC | $87,000 | – | 10,300 | – | 0.00% | – |
| ACFN | New | ACORN ENERGY INC | $93,000 | – | 39,326 | – | 0.00% | – |
| ANAD | New | ANADIGICS INC | $67,000 | – | 82,700 | – | 0.00% | – |
| LFVN | New | LIFEVANTAGE CORP | $77,000 | – | 53,600 | – | 0.00% | – |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $119,000 | – | 72,700 | – | 0.00% | – |
| GMANQ | New | GORDMANS STORES INC | $74,000 | – | 17,300 | – | 0.00% | – |
| APPCQ | New | AMERICAN APPAREL INC | $150,000 | – | 166,500 | – | 0.00% | – |
| TWGP | New | TOWER GROUP INTL LTD | $155,000 | – | 86,000 | – | 0.00% | – |
| IMI | New | INTERMOLECULAR INC | $103,000 | – | 44,100 | – | 0.00% | – |
| IFT | New | IMPERIAL HLDGS INC | $70,000 | – | 10,200 | – | 0.00% | – |
| SPRT | New | SUPPORT COM INC | $109,000 | – | 40,400 | – | 0.00% | – |
| SCM | New | STELLUS CAP INVT CORP | $167,000 | – | 11,400 | – | 0.00% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $183,000 | – | 12,800 | – | 0.00% | – |
| UNXLQ | New | UNI PIXEL INC | $183,000 | – | 22,700 | – | 0.00% | – |
| UNTD | New | UNITED ONLINE INC | $127,000 | – | 12,200 | – | 0.00% | – |
| PMFG | New | PMFG INC | $114,000 | – | 21,700 | – | 0.00% | – |
| UEC | New | URANIUM ENERGY CORP | $175,000 | – | 112,000 | – | 0.00% | – |
| BIOL | New | BIOLASE INC | $68,000 | – | 30,949 | – | 0.00% | – |
| ENDRQ | New | ENDEAVOUR INTL CORP | $114,000 | – | 83,000 | – | 0.00% | – |
| PCTI | New | PC-TEL INC | $139,000 | – | 17,200 | – | 0.00% | – |
| VICL | New | VICAL INC | $71,000 | – | 58,179 | – | 0.00% | – |
| OGXI | New | ONCOGENEX PHARMACEUTICALS IN | $115,000 | – | 30,800 | – | 0.00% | – |
| KODKWS | New | EASTMAN KODAK CO*w exp 09/03/201 | $63,000 | – | 6,681 | – | 0.00% | – |
| KODKWSA | New | EASTMAN KODAK CO*w exp 09/03/201 | $61,000 | – | 6,681 | – | 0.00% | – |
| TRGT | New | TARGACEPT INC | $62,000 | – | 13,800 | – | 0.00% | – |
| NGPC | New | NGP CAP RES CO | $65,000 | – | 10,400 | – | 0.00% | – |
| FSGI | New | FIRST SEC GROUP INC | $51,000 | – | 23,400 | – | 0.00% | – |
| PZG | New | PARAMOUNT GOLD & SILVER CORP | $56,000 | – | 58,300 | – | 0.00% | – |
| MITK | New | MITEK SYS INC | $54,000 | – | 16,358 | – | 0.00% | – |
| RSYS | New | RADISYS CORP | $53,000 | – | 15,296 | – | 0.00% | – |
| INTX | New | INTERSECTIONS INC | $52,000 | – | 10,500 | – | 0.00% | – |
| BODY | New | BODY CENT CORP | $25,000 | – | 27,700 | – | 0.00% | – |
| GMOLQ | New | GENERAL MOLY INC | $63,000 | – | 54,400 | – | 0.00% | – |
| ONTX | New | ONCONOVA THERAPEUTICS INC | $59,000 | – | 10,774 | – | 0.00% | – |
| IMN | New | IMATION CORP | $46,000 | – | 13,500 | – | 0.00% | – |
| RCPI | New | ROCK CREEK PHARMACEUTICALS I | $52,000 | – | 87,800 | – | 0.00% | – |
| ENZN | New | ENZON PHARMACEUTICALS INC | $52,000 | – | 50,123 | – | 0.00% | – |
| CNDO | New | CORONADO BIOSCIENCES INC | $50,000 | – | 29,279 | – | 0.00% | – |
| NPTN | New | NEOPHOTONICS CORP | $57,000 | – | 13,800 | – | 0.00% | – |
| HTCH | New | HUTCHINSON TECHNOLOGY INC | $52,000 | – | 20,986 | – | 0.00% | – |
| ATEC | New | ALPHATEC HOLDINGS INC | $58,000 | – | 35,816 | – | 0.00% | – |
| LINC | New | LINCOLN EDL SVCS CORP | $57,000 | – | 12,700 | – | 0.00% | – |
| GTXI | New | GTX INC DEL | $54,000 | – | 38,828 | – | 0.00% | – |
| KIORQ | New | KIOR INCcl a | $9,000 | – | 25,900 | – | 0.00% | – |
| COCOQ | New | CORINTHIAN COLLEGES INC | $20,000 | – | 68,900 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SB | Exit | SAFE BULKERS INC | $0 | – | -20,463 | – | -0.00% | – |
| BIOAWS | Exit | BIOAMBER INC*w exp 05/09/201 | $0 | – | -194,000 | – | -0.00% | – |
| CLDT | Exit | CHATHAM LODGING TR | $0 | – | -20,600 | – | -0.00% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -55,632 | – | -0.00% | – |
| INVN | Exit | INVENSENSE INC | $0 | – | -27,848 | – | -0.01% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -22,800 | – | -0.01% | – |
| MIC | Exit | MACQUARIE INFRASTR CO LLCmembership int | $0 | – | -7,800 | – | -0.01% | – |
| FUR | Exit | WINTHROP RLTY TRsh ben int new | $0 | – | -47,386 | – | -0.01% | – |
| BALT | Exit | BALTIC TRADING LIMITED | $0 | – | -117,600 | – | -0.01% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -36,900 | – | -0.01% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -10,000 | – | -0.01% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -10,102 | – | -0.01% | – |
| NMM | Exit | NAVIOS MARITIME PARTNERS L Punit lpi | $0 | – | -53,600 | – | -0.01% | – |
| A | Exit | AGILENT TECHNOLOGIES INCcall | $0 | – | -17,500 | – | -0.01% | – |
| EOX | Exit | EMERALD OIL INC | $0 | – | -126,400 | – | -0.01% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -75,000 | – | -0.01% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -77,942 | – | -0.01% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -40,000 | – | -0.01% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -34,000 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -14,219 | – | -0.01% | – |
| TXTR | Exit | TEXTURA CORP | $0 | – | -25,700 | – | -0.01% | – |
| GEVA | Exit | SYNAGEVA BIOPHARMA CORP | $0 | – | -17,700 | – | -0.01% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -25,000 | – | -0.01% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -5,000 | – | -0.01% | – |
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -431,800 | – | -0.01% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -24,425 | – | -0.01% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -60,700 | – | -0.02% | – |
| TASIF | Exit | TASMAN METALS ORD (CVE) | $0 | – | -1,666,666 | – | -0.02% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -25,000 | – | -0.02% | – |
| FLTX | Exit | FLEETMATICS GROUP PLC | $0 | – | -41,700 | – | -0.02% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -23,200 | – | -0.02% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -200,000 | – | -0.02% | – |
| NVAX | Exit | NOVAVAX INC | $0 | – | -573,000 | – | -0.02% | – |
| UIL | Exit | UIL HLDG CORP | $0 | – | -50,300 | – | -0.02% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -41,200 | – | -0.02% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -180,600 | – | -0.02% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -78,000 | – | -0.02% | – |
| MKTO | Exit | MARKETO INC | $0 | – | -60,000 | – | -0.02% | – |
| WR | Exit | WESTAR ENERGY INC | $0 | – | -64,100 | – | -0.02% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -50,700 | – | -0.02% | – |
| ACE | Exit | ACE LTD | $0 | – | -21,000 | – | -0.02% | – |
| INTC | Exit | INTEL CORP | $0 | – | -86,666 | – | -0.02% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -113,900 | – | -0.02% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -590,278 | – | -0.02% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -29,282 | – | -0.02% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -41,500 | – | -0.02% | – |
| CME | Exit | CME GROUP INC | $0 | – | -30,000 | – | -0.02% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -100,000 | – | -0.02% | – |
| PRGO | Exit | PERRIGO CO | $0 | – | -19,000 | – | -0.03% | – |
| AFL | Exit | AFLAC INC | $0 | – | -40,000 | – | -0.03% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -39,300 | – | -0.03% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -100,000 | – | -0.03% | – |
| V | Exit | VISA INCcall | $0 | – | -14,000 | – | -0.03% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -75,000 | – | -0.03% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -90,000 | – | -0.03% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -121,400 | – | -0.03% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -50,000 | – | -0.03% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -10,000 | – | -0.03% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -17,109 | – | -0.03% | – |
| BRY | Exit | BERRY PETE COcall | $0 | – | -75,000 | – | -0.04% | – |
| INTU | Exit | INTUIT | $0 | – | -50,000 | – | -0.04% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -100,000 | – | -0.04% | – |
| BRY | Exit | BERRY PETE COcl a | $0 | – | -85,000 | – | -0.04% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -50,000 | – | -0.04% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -50,000 | – | -0.04% | – |
| WPRT | Exit | WESTPORT INNOVATIONS INC | $0 | – | -153,200 | – | -0.04% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -25,000 | – | -0.04% | – |
| VPHM | Exit | VIROPHARMA INC | $0 | – | -100,000 | – | -0.04% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -57,000 | – | -0.04% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -100,000 | – | -0.04% | – |
| YUME | Exit | YUME INC | $0 | – | -400,000 | – | -0.05% | – |
| MSFT | Exit | MICROSOFT CORPcall | $0 | – | -126,500 | – | -0.05% | – |
| SUPX | Exit | SUPERTEX INC | $0 | – | -166,666 | – | -0.05% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -100,000 | – | -0.05% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -144,300 | – | -0.06% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -85,000 | – | -0.06% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -238,853 | – | -0.06% | – |
| Exit | DIGITAL RIV INCnote 1.250% 1/0 | $0 | – | -5,683,000 | – | -0.06% | – | |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -101,427 | – | -0.06% | – |
| COTY | Exit | COTY INC | $0 | – | -369,300 | – | -0.06% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -232,000 | – | -0.07% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -110,800 | – | -0.07% | – |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -203,262 | – | -0.07% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -166,666 | – | -0.07% | – |
| RH | Exit | RESTORATION HARDWARE HLDGS I | $0 | – | -100,000 | – | -0.07% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -745,000 | – | -0.07% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -75,000 | – | -0.07% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -54,035 | – | -0.08% | – |
| SALE | Exit | RETAILMENOT INC | $0 | – | -200,000 | – | -0.08% | – |
| BIRT | Exit | ACTUATE CORP | $0 | – | -978,048 | – | -0.08% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -111,384 | – | -0.08% | – |
| ABBV | Exit | ABBVIE INCcall | $0 | – | -165,000 | – | -0.08% | – |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -135,200 | – | -0.09% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CVput | $0 | – | -400,000 | – | -0.09% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -250,000 | – | -0.09% | – |
| TIVO | Exit | TIVO INC | $0 | – | -700,000 | – | -0.10% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -350,000 | – | -0.10% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -118,360 | – | -0.10% | – |
| CBST | Exit | CUBIST PHARMACEUTICALS INC | $0 | – | -150,000 | – | -0.10% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -374,828 | – | -0.12% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -400,000 | – | -0.12% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -148,920 | – | -0.12% | – |
| UPIP | Exit | UNWIRED PLANET INC NEW | $0 | – | -6,451,979 | – | -0.12% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -300,000 | – | -0.12% | – |
| XYL | Exit | XYLEM INC | $0 | – | -401,328 | – | -0.12% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -141,060 | – | -0.12% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -2,266,666 | – | -0.13% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -420,800 | – | -0.13% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -329,964 | – | -0.13% | – |
| DXJ | Exit | WISDOMTREE TRcall | $0 | – | -250,000 | – | -0.13% | – |
| GDXJ | Exit | MARKET VECTORS ETF TRjr gold miners e | $0 | – | -300,000 | – | -0.13% | – |
| TWTC | Exit | TW TELECOM INC | $0 | – | -413,742 | – | -0.14% | – |
| V | Exit | VISA INC | $0 | – | -67,801 | – | -0.14% | – |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -12,996,000 | – | -0.14% | – | |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N Vput | $0 | – | -200,000 | – | -0.15% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -523,505 | – | -0.15% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -691,662 | – | -0.15% | – |
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -2,200,000 | – | -0.16% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -1,000,000 | – | -0.16% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -385,228 | – | -0.16% | – |
| MHRCQ | Exit | MAGNUM HUNTER RES CORP DEL | $0 | – | -2,455,000 | – | -0.17% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -191,226 | – | -0.17% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -1,527,766 | – | -0.17% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -91,734 | – | -0.17% | – |
| EGN | Exit | ENERGEN CORPcall | $0 | – | -210,000 | – | -0.18% | – |
| TSO | Exit | TESORO CORPcall | $0 | – | -375,000 | – | -0.18% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -217,862 | – | -0.18% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -300,000 | – | -0.18% | – |
| YOKU | Exit | YOUKU TUDOU INCsponsored adr | $0 | – | -620,000 | – | -0.19% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -350,791 | – | -0.19% | – |
| TRQ | Exit | TURQUOISE HILL RES LTD | $0 | – | -3,910,000 | – | -0.19% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDput | $0 | – | -1,500,000 | – | -0.19% | – |
| GMPRB | Exit | GENERAL MTRS COjr pfd cnv srb | $0 | – | -350,700 | – | -0.19% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -1,250,000 | – | -0.20% | – |
| CTCT | Exit | CONSTANT CONTACT INC | $0 | – | -804,600 | – | -0.21% | – |
| CKSW | Exit | CLICKSOFTWARE TECHNOLOGIES Lord | $0 | – | -3,130,000 | – | -0.21% | – |
| CCJ | Exit | CAMECO CORPcall | $0 | – | -1,060,100 | – | -0.21% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -436,600 | – | -0.22% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -333,046 | – | -0.22% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -1,150,000 | – | -0.22% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -969,379 | – | -0.24% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -425,000 | – | -0.24% | – |
| EWZ | Exit | ISHARESput | $0 | – | -465,000 | – | -0.24% | – |
| CRI | Exit | CARTER INC | $0 | – | -295,000 | – | -0.24% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -314,000 | – | -0.25% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -1,652,980 | – | -0.25% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -350,000 | – | -0.25% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -575,000 | – | -0.26% | – |
| Exit | CADENCE DESIGN SYSTEM INCnote 1.500%12/1 | $0 | – | -23,720,000 | – | -0.26% | – | |
| RHT | Exit | RED HAT INC | $0 | – | -550,000 | – | -0.28% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -571,403 | – | -0.28% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -26,000,000 | – | -0.29% | – | |
| WAG | Exit | WALGREEN CO | $0 | – | -500,000 | – | -0.29% | – |
| BA | Exit | BOEING CO | $0 | – | -231,268 | – | -0.30% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -541,500 | – | -0.30% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -1,100,000 | – | -0.30% | – |
| VC | Exit | VISTEON CORP | $0 | – | -374,350 | – | -0.31% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -573,100 | – | -0.32% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INCcall | $0 | – | -1,335,000 | – | -0.32% | – |
| A309PS | Exit | DIRECTV | $0 | – | -503,453 | – | -0.33% | – |
| AAPL | Exit | APPLE INC | $0 | – | -65,400 | – | -0.34% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -596,133 | – | -0.34% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -665,274 | – | -0.34% | – |
| NICE | Exit | NICE SYS LTDsponsored adr | $0 | – | -766,666 | – | -0.35% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -1,874,126 | – | -0.37% | – |
| LSI | Exit | LSI CORPORATION | $0 | – | -4,366,666 | – | -0.37% | – |
| ANGI | Exit | ANGIES LIST INC | $0 | – | -1,525,000 | – | -0.38% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,101,731 | – | -0.38% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -1,054,252 | – | -0.38% | – |
| M | Exit | MACYS INC | $0 | – | -815,000 | – | -0.39% | – |
| GOLD | Exit | BARRICK GOLD CORPcall | $0 | – | -1,920,000 | – | -0.39% | – |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -35,350 | – | -0.39% | – |
| XLU | Exit | SELECT SECTOR SPDR TRput | $0 | – | -960,000 | – | -0.39% | – |
| MANU | Exit | MANCHESTER UTD PLC NEWord cl a | $0 | – | -2,097,557 | – | -0.40% | – |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -1,434,874 | – | -0.40% | – |
| DXJ | Exit | WISDOMTREE TRjapn hedge eqt | $0 | – | -800,000 | – | -0.42% | – |
| BHI | Exit | BAKER HUGHES INCcall | $0 | – | -800,000 | – | -0.43% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -6,248,515 | – | -0.45% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -1,322,270 | – | -0.46% | – |
| FDX | Exit | FEDEX CORPcall | $0 | – | -375,000 | – | -0.47% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -774,207 | – | -0.48% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,000,000 | – | -0.49% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -1,283,000 | – | -0.50% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -830,341 | – | -0.53% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -718,897 | – | -0.53% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -182,590 | – | -0.54% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -476,170 | – | -0.54% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -1,619,011 | – | -0.55% | – |
| YNDX | Exit | YANDEX N V | $0 | – | -1,500,000 | – | -0.60% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -654,839 | – | -0.62% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -1,325,816 | – | -0.62% | – |
| SPRD | Exit | SPREADTRUM COMMUNICATIONS INadr | $0 | – | -1,900,000 | – | -0.63% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -755,836 | – | -0.73% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -1,829,858 | – | -0.77% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -6,500,000 | – | -0.80% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -1,322,000 | – | -0.83% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -1,692,841 | – | -0.83% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -361,652 | – | -0.83% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -5,950,136 | – | -0.87% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -3,964,136 | – | -0.87% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -1,034,058 | – | -0.90% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -10,666,666 | – | -0.94% | – |
| DISH | Exit | DISH NETWORK CORPcall | $0 | – | -2,077,000 | – | -0.99% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,961,335 | – | -1.03% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -1,293,169 | – | -1.08% | – |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -107,000,000 | – | -1.11% | – | |
| HAL | Exit | HALLIBURTON COcall | $0 | – | -2,225,000 | – | -1.17% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,267,000 | – | -1.20% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -5,654,383 | – | -1.22% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -109,275,000 | – | -1.22% | – | |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -1,918,552 | – | -1.25% | – |
| Exit | QUANTUM CORPnote 3.500%11/1 | $0 | – | -130,980,000 | – | -1.41% | – | |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -3,608,000 | – | -1.49% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -164,500 | – | -1.58% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -2,002,566 | – | -1.65% | – |
| SLB | Exit | SCHLUMBERGER LTDcall | $0 | – | -1,739,500 | – | -1.68% | – |
| EQT | Exit | EQT CORP | $0 | – | -1,859,256 | – | -1.80% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -1,515,730 | – | -1.89% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -19,986,361 | – | -1.93% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -963,774 | – | -1.99% | – |
| Exit | WEBMD HEALTH CORPnote 2.250% 3/3 | $0 | – | -179,530,000 | – | -2.00% | – | |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -25,915,076 | – | -2.10% | – |
| Exit | ROVI CORPnote 2.625% 2/1 | $0 | – | -196,174,000 | – | -2.17% | – | |
| NTAP | Exit | NETAPP INC | $0 | – | -4,816,700 | – | -2.24% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Dcl a new | $0 | – | -1,544,662 | – | -2.28% | – |
| Exit | HOLOGIC INCfrnt 4.000%12/1 | $0 | – | -219,802,000 | – | -2.51% | – | |
| CVX | Exit | CHEVRON CORP NEWput | $0 | – | -1,925,000 | – | -2.56% | – |
| Exit | DIGITAL RIV INCnote 2.000%11/0 | $0 | – | -270,875,000 | – | -2.95% | – | |
| Exit | TIBCO SOFTWARE INCnote 2.250% 5/0 | $0 | – | -300,114,000 | – | -3.35% | – | |
| HLF | Exit | HERBALIFE LTD | $0 | – | -5,039,175 | – | -3.84% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -12,580,700 | – | -4.58% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -2,794,100 | – | -5.14% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRput | $469,688,000 | -62.4% | 2,794,100 | -64.2% | 5.14% | -62.1% |
| MSFT | New | MICROSOFT CORP | $419,064,000 | – | 12,580,700 | – | 4.58% | – |
| Buy | TIBCO SOFTWARE INCnote 2.250% 5/0 | $306,304,000 | +78.6% | 300,114,000 | +71.5% | 3.35% | +80.1% | |
| CVX | Buy | CHEVRON CORP NEWput | $233,888,000 | +680.0% | 1,925,000 | +659.7% | 2.56% | +687.1% |
| Buy | HOLOGIC INCfrnt 4.000%12/1 | $229,693,000 | +4.3% | 219,802,000 | +2.8% | 2.51% | +5.2% | |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Dcl a new | $208,159,000 | -6.8% | 1,544,662 | -14.3% | 2.28% | -6.0% |
| NTAP | Sell | NETAPP INC | $205,288,000 | +11.7% | 4,816,700 | -1.0% | 2.24% | +12.6% |
| Sell | WEBMD HEALTH CORPnote 2.250% 3/3 | $182,672,000 | -33.3% | 179,530,000 | -35.8% | 2.00% | -32.7% | |
| PXD | Sell | PIONEER NAT RES CO | $181,960,000 | +28.2% | 963,774 | -1.7% | 1.99% | +29.3% |
| FDX | New | FEDEX CORP | $172,960,000 | – | 1,515,730 | – | 1.89% | – |
| EQT | Sell | EQT CORP | $164,954,000 | -15.2% | 1,859,256 | -24.1% | 1.80% | -14.5% |
| SLB | New | SCHLUMBERGER LTDcall | $153,703,000 | – | 1,739,500 | – | 1.68% | – |
| LBTYK | Sell | LIBERTY GLOBAL PLC | $151,053,000 | +6.6% | 2,002,566 | -4.1% | 1.65% | +7.5% |
| GOOGL | Sell | GOOGLE INCcl a | $144,088,000 | -58.8% | 164,500 | -58.6% | 1.58% | -58.4% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $136,311,000 | – | 3,608,000 | – | 1.49% | – |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $113,924,000 | +1.9% | 1,918,552 | -0.9% | 1.25% | +2.8% |
| Buy | CIENA CORPnote 0.875% 6/1 | $111,802,000 | +9.8% | 109,275,000 | +3.5% | 1.22% | +10.8% | |
| CZR | Sell | CAESARS ENTMT CORP | $111,449,000 | +35.8% | 5,654,383 | -5.6% | 1.22% | +37.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $109,836,000 | -49.5% | 1,267,000 | -50.0% | 1.20% | -49.1% |
| HAL | New | HALLIBURTON COcall | $107,134,000 | – | 2,225,000 | – | 1.17% | – |
| EGN | Sell | ENERGEN CORP | $98,785,000 | +45.2% | 1,293,169 | -0.7% | 1.08% | +46.3% |
| HAL | New | HALLIBURTON CO | $94,438,000 | – | 1,961,335 | – | 1.03% | – |
| DISH | Sell | DISH NETWORK CORPcall | $90,176,000 | -5.2% | 2,077,000 | -7.2% | 0.99% | -4.5% |
| BRCD | Sell | BROCADE COMMUNICATIONS SYS I | $85,867,000 | +16.8% | 10,666,666 | -16.4% | 0.94% | +17.7% |
| LBTYA | Sell | LIBERTY GLOBAL PLC | $82,053,000 | -18.4% | 1,034,058 | -23.8% | 0.90% | -17.7% |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $79,798,000 | – | 3,964,136 | – | 0.87% | – |
| EXAR | Sell | EXAR CORP | $79,791,000 | +18.4% | 5,950,136 | -4.9% | 0.87% | +19.4% |
| CF | Buy | CF INDS HLDGS INC | $76,247,000 | +1196.1% | 361,652 | +954.1% | 0.83% | +1203.1% |
| DISH | Sell | DISH NETWORK CORPcl a | $76,195,000 | +3.4% | 1,692,841 | -2.3% | 0.83% | +4.3% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $75,883,000 | -40.3% | 1,322,000 | -45.8% | 0.83% | -39.8% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $72,670,000 | -2.3% | 6,500,000 | -7.5% | 0.80% | -1.4% |
| SLB | New | SCHLUMBERGER LTD | $66,785,000 | – | 755,836 | – | 0.73% | – |
| MOS | New | MOSAIC CO NEW | $57,036,000 | – | 1,325,816 | – | 0.62% | – |
| CHDN | Buy | CHURCHILL DOWNS INC | $56,656,000 | +19.2% | 654,839 | +8.6% | 0.62% | +20.2% |
| YNDX | New | YANDEX N V | $54,630,000 | – | 1,500,000 | – | 0.60% | – |
| ZTS | Sell | ZOETIS INCcl a | $50,384,000 | -32.2% | 1,619,011 | -32.7% | 0.55% | -31.6% |
| MON | New | MONSANTO CO NEW | $49,698,000 | – | 476,170 | – | 0.54% | – |
| BLK | New | BLACKROCK INC | $49,413,000 | – | 182,590 | – | 0.54% | – |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $48,691,000 | +15.1% | 718,897 | +1.9% | 0.53% | +15.9% |
| GM | Buy | GENERAL MTRS CO | $46,149,000 | +82.8% | 1,283,000 | +69.3% | 0.50% | +84.3% |
| ABBV | Sell | ABBVIE INC | $44,730,000 | +7.3% | 1,000,000 | -0.9% | 0.49% | +8.2% |
| SEMG | Buy | SEMGROUP CORPcl a | $44,146,000 | +130.8% | 774,207 | +118.0% | 0.48% | +133.3% |
| FDX | New | FEDEX CORPcall | $42,792,000 | – | 375,000 | – | 0.47% | – |
| IVZ | New | INVESCO LTD | $42,180,000 | – | 1,322,270 | – | 0.46% | – |
| PVAHQ | Buy | PENN VA CORP | $41,553,000 | +370.7% | 6,248,515 | +232.7% | 0.45% | +372.9% |
| BHI | New | BAKER HUGHES INCcall | $39,280,000 | – | 800,000 | – | 0.43% | – |
| DXJ | Buy | WISDOMTREE TRjapn hedge eqt | $38,344,000 | +3263.5% | 800,000 | +3100.0% | 0.42% | +3391.7% |
| TIBX | Buy | TIBCO SOFTWARE INC | $36,718,000 | +35.5% | 1,434,874 | +13.3% | 0.40% | +36.7% |
| MANU | Sell | MANCHESTER UTD PLC NEWord cl a | $36,435,000 | -22.9% | 2,097,557 | -29.3% | 0.40% | -22.3% |
| XLU | New | SELECT SECTOR SPDR TRput | $35,856,000 | – | 960,000 | – | 0.39% | – |
| PCLN | New | PRICELINE COM INC | $35,738,000 | – | 35,350 | – | 0.39% | – |
| M | Sell | MACYS INC | $35,265,000 | -58.7% | 815,000 | -54.2% | 0.39% | -58.4% |
| ABT | Buy | ABBOTT LABS | $34,991,000 | -3.0% | 1,054,252 | +1.9% | 0.38% | -2.0% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $34,616,000 | +27.7% | 1,101,731 | +15.9% | 0.38% | +28.9% |
| ANGI | Buy | ANGIES LIST INC | $34,313,000 | +17.5% | 1,525,000 | +38.6% | 0.38% | +18.3% |
| LSI | Buy | LSI CORPORATION | $34,147,000 | +56.0% | 4,366,666 | +42.4% | 0.37% | +57.4% |
| NICE | Buy | NICE SYS LTDsponsored adr | $31,717,000 | +220.4% | 766,666 | +185.7% | 0.35% | +224.3% |
| SRPT | Buy | SAREPTA THERAPEUTICS INC | $31,421,000 | +94.0% | 665,274 | +56.3% | 0.34% | +95.5% |
| AAPL | Sell | APPLE INC | $31,180,000 | +17.8% | 65,400 | -2.1% | 0.34% | +18.8% |
| A309PS | Buy | DIRECTV | $30,081,000 | +3.1% | 503,453 | +6.3% | 0.33% | +4.1% |
| HTZ | New | HERTZ GLOBAL HOLDINGS INCcall | $29,584,000 | – | 1,335,000 | – | 0.32% | – |
| BEN | New | FRANKLIN RES INC | $28,970,000 | – | 573,100 | – | 0.32% | – |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $27,566,000 | – | 1,100,000 | – | 0.30% | – |
| FB | New | FACEBOOK INCcl a | $27,205,000 | – | 541,500 | – | 0.30% | – |
| BA | Sell | BOEING CO | $27,174,000 | -10.2% | 231,268 | -21.7% | 0.30% | -9.5% |
| WAG | New | WALGREEN CO | $26,900,000 | – | 500,000 | – | 0.29% | – |
| Sell | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $26,406,000 | -19.9% | 26,000,000 | -18.8% | 0.29% | -19.0% | |
| IP | New | INTL PAPER CO | $25,599,000 | – | 571,403 | – | 0.28% | – |
| RHT | Buy | RED HAT INC | $25,377,000 | +253.8% | 550,000 | +266.7% | 0.28% | +256.4% |
| Sell | CADENCE DESIGN SYSTEM INCnote 1.500%12/1 | $23,720,000 | -27.9% | 23,720,000 | -27.5% | 0.26% | -27.5% | |
| HAR | New | HARMAN INTL INDS INC | $23,181,000 | – | 350,000 | – | 0.25% | – |
| RDN | New | RADIAN GROUP INC | $23,026,000 | – | 1,652,980 | – | 0.25% | – |
| TROW | New | PRICE T ROWE GROUP INC | $22,586,000 | – | 314,000 | – | 0.25% | – |
| EWZ | New | ISHARESput | $22,278,000 | – | 465,000 | – | 0.24% | – |
| CRM | New | SALESFORCE COM INC | $22,062,000 | – | 425,000 | – | 0.24% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $21,482,000 | – | 969,379 | – | 0.24% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $20,091,000 | -29.9% | 1,150,000 | -42.5% | 0.22% | -29.3% |
| PDCE | Buy | PDC ENERGY INC | $19,829,000 | +1142.4% | 333,046 | +974.3% | 0.22% | +1176.5% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $19,712,000 | +527.6% | 436,600 | +482.1% | 0.22% | +535.3% |
| CCJ | Sell | CAMECO CORPcall | $19,156,000 | -63.8% | 1,060,100 | -58.6% | 0.21% | -63.6% |
| CTCT | Buy | CONSTANT CONTACT INC | $19,061,000 | +58.1% | 804,600 | +7.3% | 0.21% | +58.8% |
| JDSU | New | JDS UNIPHASE CORP | $18,388,000 | – | 1,250,000 | – | 0.20% | – |
| GMPRB | Sell | GENERAL MTRS COjr pfd cnv srb | $17,588,000 | -33.7% | 350,700 | -36.3% | 0.19% | -33.3% |
| TRQ | Buy | TURQUOISE HILL RES LTD | $17,282,000 | -15.8% | 3,910,000 | +13.0% | 0.19% | -15.2% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDput | $17,250,000 | -34.5% | 1,500,000 | -33.3% | 0.19% | -33.9% |
| BHI | Buy | BAKER HUGHES INC | $17,224,000 | +68.1% | 350,791 | +57.9% | 0.19% | +69.4% |
| YOKU | New | YOUKU TUDOU INCsponsored adr | $16,988,000 | – | 620,000 | – | 0.19% | – |
| RRC | New | RANGE RES CORP | $16,533,000 | – | 217,862 | – | 0.18% | – |
| CBS | Buy | CBS CORP NEWcl b | $16,548,000 | +577.1% | 300,000 | +500.0% | 0.18% | +570.4% |
| TSO | New | TESORO CORPcall | $16,493,000 | – | 375,000 | – | 0.18% | – |
| EGN | New | ENERGEN CORPcall | $16,042,000 | – | 210,000 | – | 0.18% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $15,420,000 | +268.5% | 91,734 | +250.7% | 0.17% | +275.6% |
| MRCY | Buy | MERCURY SYS INC | $15,262,000 | +30.7% | 1,527,766 | +20.6% | 0.17% | +31.5% |
| MHRCQ | Buy | MAGNUM HUNTER RES CORP DEL | $15,147,000 | +1559.0% | 2,455,000 | +882.0% | 0.17% | +1560.0% |
| DOW | New | DOW CHEM CO | $14,793,000 | – | 385,228 | – | 0.16% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $14,700,000 | – | 1,000,000 | – | 0.16% | – |
| MCPIQ | New | MOLYCORP INC DEL | $14,432,000 | – | 2,200,000 | – | 0.16% | – |
| JNPR | New | JUNIPER NETWORKS INC | $13,736,000 | – | 691,662 | – | 0.15% | – |
| BRCM | New | BROADCOM CORPcl a | $13,617,000 | – | 523,505 | – | 0.15% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vput | $13,554,000 | – | 200,000 | – | 0.15% | – |
| Sell | HOLOGIC INCfrnt 2.000%12/1 | $13,037,000 | -23.4% | 12,996,000 | -23.5% | 0.14% | -22.7% | |
| V | New | VISA INC | $12,957,000 | – | 67,801 | – | 0.14% | – |
| TWTC | Buy | TW TELECOM INC | $12,356,000 | +10.4% | 413,742 | +4.0% | 0.14% | +11.6% |
| GDXJ | New | MARKET VECTORS ETF TRjr gold miners e | $12,222,000 | – | 300,000 | – | 0.13% | – |
| DXJ | New | WISDOMTREE TRcall | $11,983,000 | – | 250,000 | – | 0.13% | – |
| OGE | Buy | OGE ENERGY CORP | $11,909,000 | -34.8% | 329,964 | +23.2% | 0.13% | -34.3% |
| KAR | New | KAR AUCTION SVCS INC | $11,871,000 | – | 420,800 | – | 0.13% | – |
| EXTR | Sell | EXTREME NETWORKS INC | $11,832,000 | -62.9% | 2,266,666 | -75.5% | 0.13% | -62.7% |
| SBAC | New | SBA COMMUNICATIONS CORP | $11,350,000 | – | 141,060 | – | 0.12% | – |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $11,163,000 | +140.2% | 300,000 | +100.0% | 0.12% | +144.0% |
| UPIP | Buy | UNWIRED PLANET INC NEW | $11,162,000 | -4.6% | 6,451,979 | +7.5% | 0.12% | -3.9% |
| AL | New | AIR LEASE CORPcl a | $11,064,000 | – | 400,000 | – | 0.12% | – |
| CAR | New | AVIS BUDGET GROUP | $10,806,000 | – | 374,828 | – | 0.12% | – |
| CBST | Sell | CUBIST PHARMACEUTICALS INC | $9,533,000 | +12.8% | 150,000 | -14.3% | 0.10% | +13.0% |
| CCI | New | CROWN CASTLE INTL CORP | $8,644,000 | – | 118,360 | – | 0.10% | – |
| TIVO | Sell | TIVO INC | $8,708,000 | -21.2% | 700,000 | -30.0% | 0.10% | -20.8% |
| SLCA | New | U S SILICA HLDGS INC | $8,715,000 | – | 350,000 | – | 0.10% | – |
| MDCO | Buy | MEDICINES CO | $8,380,000 | +81.6% | 250,000 | +66.7% | 0.09% | +84.0% |
| MSG | New | MADISON SQUARE GARDEN COcl a | $7,851,000 | – | 135,200 | – | 0.09% | – |
| BIRT | Sell | ACTUATE CORP | $7,189,000 | -7.2% | 978,048 | -16.2% | 0.08% | -6.0% |
| SALE | New | RETAILMENOT INC | $7,114,000 | – | 200,000 | – | 0.08% | – |
| BAP | New | CREDICORP LTD | $6,941,000 | – | 54,035 | – | 0.08% | – |
| AGN | New | ALLERGAN INC | $6,784,000 | – | 75,000 | – | 0.07% | – |
| OPK | New | OPKO HEALTH INC | $6,563,000 | – | 745,000 | – | 0.07% | – |
| RH | New | RESTORATION HARDWARE HLDGS I | $6,335,000 | – | 100,000 | – | 0.07% | – |
| VRNT | Sell | VERINT SYS INC | $6,177,000 | -60.3% | 166,666 | -62.0% | 0.07% | -59.8% |
| HSH | Buy | HILLSHIRE BRANDS CO | $6,248,000 | +103.0% | 203,262 | +118.5% | 0.07% | +106.1% |
| TDC | Sell | TERADATA CORP DEL | $6,143,000 | -72.2% | 110,800 | -74.9% | 0.07% | -72.1% |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $5,761,000 | – | 101,427 | – | 0.06% | – |
| LMOS | Buy | LUMOS NETWORKS CORP | $5,176,000 | +1079.0% | 238,853 | +829.8% | 0.06% | +1040.0% |
| WLL | Buy | WHITING PETE CORP NEW | $5,087,000 | +85.9% | 85,000 | +43.2% | 0.06% | +86.7% |
| MSFT | New | MICROSOFT CORPcall | $4,214,000 | – | 126,500 | – | 0.05% | – |
| YUME | New | YUME INC | $4,240,000 | – | 400,000 | – | 0.05% | – |
| ADSK | New | AUTODESK INC | $4,117,000 | – | 100,000 | – | 0.04% | – |
| DATA | Buy | TABLEAU SOFTWARE INCcl a | $4,061,000 | +266.5% | 57,000 | +185.0% | 0.04% | +266.7% |
| VPHM | Buy | VIROPHARMA INC | $3,930,000 | +174.2% | 100,000 | +100.0% | 0.04% | +168.8% |
| BIDU | Sell | BAIDU INCspon adr rep a | $3,880,000 | -47.0% | 25,000 | -67.7% | 0.04% | -46.8% |
| WPRT | New | WESTPORT INNOVATIONS INC | $3,706,000 | – | 153,200 | – | 0.04% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $3,707,000 | – | 50,000 | – | 0.04% | – |
| NTES | New | NETEASE INCsponsored adr | $3,631,000 | – | 50,000 | – | 0.04% | – |
| BRY | New | BERRY PETE COcl a | $3,666,000 | – | 85,000 | – | 0.04% | – |
| SWI | New | SOLARWINDS INC | $3,506,000 | – | 100,000 | – | 0.04% | – |
| INTU | New | INTUIT | $3,316,000 | – | 50,000 | – | 0.04% | – |
| BRY | New | BERRY PETE COcall | $3,235,000 | – | 75,000 | – | 0.04% | – |
| NFLX | Sell | NETFLIX INC | $3,092,000 | -63.4% | 10,000 | -75.0% | 0.03% | -63.0% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $3,125,000 | -42.4% | 17,109 | -48.3% | 0.03% | -42.4% |
| CTRP | New | CTRIP COM INTL LTD | $2,922,000 | – | 50,000 | – | 0.03% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $2,738,000 | – | 121,400 | – | 0.03% | – |
| V | New | VISA INCcall | $2,675,000 | – | 14,000 | – | 0.03% | – |
| ADTN | New | ADTRAN INC | $2,664,000 | – | 100,000 | – | 0.03% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $2,653,000 | – | 75,000 | – | 0.03% | – |
| FI | New | FRANKS INTL N V | $2,694,000 | – | 90,000 | – | 0.03% | – |
| AFL | New | AFLAC INC | $2,480,000 | – | 40,000 | – | 0.03% | – |
| PRGO | New | PERRIGO CO | $2,344,000 | – | 19,000 | – | 0.03% | – |
| XPO | New | XPO LOGISTICS INC | $2,167,000 | – | 100,000 | – | 0.02% | – |
| ALL | New | ALLSTATE CORP | $2,098,000 | – | 41,500 | – | 0.02% | – |
| DRYS | New | DRYSHIPS INC | $2,090,000 | – | 590,278 | – | 0.02% | – |
| FLR | New | FLUOR CORP NEW | $2,078,000 | – | 29,282 | – | 0.02% | – |
| ARCC | New | ARES CAP CORP | $1,969,000 | – | 113,900 | – | 0.02% | – |
| INTC | Sell | INTEL CORP | $1,986,000 | -71.4% | 86,666 | -69.8% | 0.02% | -70.7% |
| MKTO | Buy | MARKETO INC | $1,913,000 | +92.3% | 60,000 | +50.0% | 0.02% | +90.9% |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $1,932,000 | – | 50,700 | – | 0.02% | – |
| P | Sell | PANDORA MEDIA INC | $1,960,000 | -67.4% | 78,000 | -76.1% | 0.02% | -67.7% |
| WR | New | WESTAR ENERGY INC | $1,965,000 | – | 64,100 | – | 0.02% | – |
| ACE | New | ACE LTD | $1,965,000 | – | 21,000 | – | 0.02% | – |
| FIVE | New | FIVE BELOW INC | $1,803,000 | – | 41,200 | – | 0.02% | – |
| UIL | New | UIL HLDG CORP | $1,870,000 | – | 50,300 | – | 0.02% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $1,858,000 | – | 180,600 | – | 0.02% | – |
| NVAX | New | NOVAVAX INC | $1,811,000 | – | 573,000 | – | 0.02% | – |
| SSTK | New | SHUTTERSTOCK INC | $1,687,000 | – | 23,200 | – | 0.02% | – |
| GILD | Sell | GILEAD SCIENCES INC | $1,571,000 | -75.5% | 25,000 | -80.0% | 0.02% | -75.4% |
| FLTX | New | FLEETMATICS GROUP PLC | $1,566,000 | – | 41,700 | – | 0.02% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $1,395,000 | – | 60,700 | – | 0.02% | – |
| TWER | Buy | TOWERSTREAM CORP | $1,235,000 | +146.0% | 431,800 | +119.4% | 0.01% | +180.0% |
| A | New | AGILENT TECHNOLOGIES INC | $1,252,000 | – | 24,425 | – | 0.01% | – |
| LNKD | New | LINKEDIN CORP | $1,230,000 | – | 5,000 | – | 0.01% | – |
| AIG | Sell | AMERICAN INTL GROUP INC | $1,216,000 | -98.8% | 25,000 | -98.9% | 0.01% | -98.8% |
| PRU | Sell | PRUDENTIAL FINL INC | $1,109,000 | -72.5% | 14,219 | -74.2% | 0.01% | -72.7% |
| GEVA | New | SYNAGEVA BIOPHARMA CORP | $1,121,000 | – | 17,700 | – | 0.01% | – |
| TXTR | New | TEXTURA CORP | $1,107,000 | – | 25,700 | – | 0.01% | – |
| A | New | AGILENT TECHNOLOGIES INCcall | $897,000 | – | 17,500 | – | 0.01% | – |
| EOX | New | EMERALD OIL INC | $909,000 | – | 126,400 | – | 0.01% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $903,000 | – | 40,000 | – | 0.01% | – |
| ASC | New | ARDMORE SHIPPING CORP | $911,000 | – | 75,000 | – | 0.01% | – |
| DSX | New | DIANA SHIPPING INC | $941,000 | – | 77,942 | – | 0.01% | – |
| NMM | New | NAVIOS MARITIME PARTNERS L Punit lpi | $785,000 | – | 53,600 | – | 0.01% | – |
| ILMN | Sell | ILLUMINA INC | $816,000 | -56.4% | 10,102 | -59.6% | 0.01% | -55.0% |
| YELP | Sell | YELP INCcl a | $662,000 | -98.4% | 10,000 | -99.1% | 0.01% | -98.4% |
| TCPC | New | TCP CAP CORP | $599,000 | – | 36,900 | – | 0.01% | – |
| BALT | New | BALTIC TRADING LIMITED | $575,000 | – | 117,600 | – | 0.01% | – |
| FUR | New | WINTHROP RLTY TRsh ben int new | $528,000 | – | 47,386 | – | 0.01% | – |
| HPQ | New | HEWLETT PACKARD CO | $478,000 | – | 22,800 | – | 0.01% | – |
| INVN | New | INVENSENSE INC | $491,000 | – | 27,848 | – | 0.01% | – |
| MIC | Sell | MACQUARIE INFRASTR CO LLCmembership int | $418,000 | -68.7% | 7,800 | -68.8% | 0.01% | -64.3% |
| NM | New | NAVIOS MARITIME HOLDINGS INC | $396,000 | – | 55,632 | – | 0.00% | – |
| CLDT | New | CHATHAM LODGING TR | $368,000 | – | 20,600 | – | 0.00% | – |
| SB | New | SAFE BULKERS INC | $139,000 | – | 20,463 | – | 0.00% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INCcl a | $0 | – | -37,500 | – | -0.01% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -20,000 | – | -0.01% | – |
| ZTS | Exit | ZOETIS INCcall | $0 | – | -31,000 | – | -0.01% | – |
| VHC | Exit | VIRNETX HLDG CORPput | $0 | – | -50,000 | – | -0.01% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -76,600 | – | -0.01% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -49,650 | – | -0.01% | – |
| FCS | Exit | FAIRCHILD SEMICONDUCTOR INTL | $0 | – | -100,000 | – | -0.02% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -40,400 | – | -0.02% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -250,000 | – | -0.02% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -225,876 | – | -0.02% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -100,000 | – | -0.02% | – |
| OPEN | Exit | OPENTABLE INC | $0 | – | -35,821 | – | -0.02% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -100,000 | – | -0.03% | – |
| GDPMQ | Exit | GOODRICH PETE CORPcall | $0 | – | -200,000 | – | -0.03% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -200,000 | – | -0.03% | – |
| 4305PS | Exit | ALCATEL-LUCENTsponsored adr | $0 | – | -1,500,000 | – | -0.03% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -130,000 | – | -0.03% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -131,000 | – | -0.03% | – |
| MET | Exit | METLIFE INC | $0 | – | -72,000 | – | -0.04% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -282,820 | – | -0.04% | – |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -200,000 | – | -0.04% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -50,000 | – | -0.04% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -165,840 | – | -0.04% | – |
| GPORQ | Exit | GULFPORT ENERGY CORPcall | $0 | – | -100,000 | – | -0.05% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -350,000 | – | -0.06% | – |
| SFD | Exit | SMITHFIELD FOODS INC | $0 | – | -166,666 | – | -0.06% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -236,726 | – | -0.06% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -100,000 | – | -0.06% | – |
| MM | Exit | MILLENNIAL MEDIA INC | $0 | – | -800,000 | – | -0.08% | – |
| KMI | Exit | KINDER MORGAN INC DELput | $0 | – | -200,000 | – | -0.08% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -109,000 | – | -0.08% | – |
| C | Exit | CITIGROUP INC | $0 | – | -172,722 | – | -0.09% | – |
| JCPNQ | Exit | PENNEY J C INCcall | $0 | – | -500,000 | – | -0.09% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -140,744 | – | -0.09% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -310,000 | – | -0.09% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -147,600 | – | -0.09% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -260,000 | – | -0.10% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -150,000 | – | -0.10% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -76,000 | – | -0.10% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -250,000 | – | -0.10% | – |
| GG | Exit | GOLDCORP INC NEWput | $0 | – | -395,000 | – | -0.11% | – |
| GOOGL | Exit | GOOGLE INCcall | $0 | – | -11,200 | – | -0.11% | – |
| CBS | Exit | CBS CORP NEWcall | $0 | – | -210,000 | – | -0.11% | – |
| GDXJ | Exit | MARKET VECTORS ETF TRjr gold miners e | $0 | – | -1,200,000 | – | -0.12% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -40,000 | – | -0.12% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -100,000 | – | -0.12% | – |
| HMIN | Exit | HOME INNS & HOTELS MGMT INCspon adr | $0 | – | -423,500 | – | -0.12% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -250,000 | – | -0.13% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -160,668 | – | -0.15% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -125,000 | – | -0.15% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -1,766,666 | – | -0.17% | – |
| RATE | Exit | BANKRATE INC DEL | $0 | – | -1,108,613 | – | -0.17% | – |
| PEP | Exit | PEPSICO INCcall | $0 | – | -200,000 | – | -0.18% | – |
| RDN | Exit | RADIAN GROUP INCcall | $0 | – | -1,654,500 | – | -0.21% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTcall | $0 | – | -300,000 | – | -0.23% | – |
| ITB | Exit | ISHARES TRput | $0 | – | -1,000,000 | – | -0.24% | – |
| FMC | Exit | F M C CORP | $0 | – | -373,179 | – | -0.25% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -486,289 | – | -0.25% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -143,600 | – | -0.25% | – |
| Exit | CDN IMPERIAL BK OF COMMERCEput | $0 | – | -352,000 | – | -0.27% | – | |
| CSTR | Exit | COINSTAR INC | $0 | – | -450,000 | – | -0.29% | – |
| Exit | MARKET VECTORS ETF TRput | $0 | – | -3,110,000 | – | -0.31% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -1,083,188 | – | -0.31% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -410,000 | – | -0.33% | – |
| XHB | Exit | SPDR SERIES TRUSTput | $0 | – | -1,040,000 | – | -0.33% | – |
| NEM | Exit | NEWMONT MINING CORPput | $0 | – | -1,117,500 | – | -0.36% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -1,956,791 | – | -0.37% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -383,578 | – | -0.37% | – |
| NRG | Exit | NRG ENERGY INCcall | $0 | – | -1,370,000 | – | -0.40% | – |
| CA | Exit | CA INC | $0 | – | -1,306,666 | – | -0.41% | – |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -623,500 | – | -0.53% | – |
| ACTG | Exit | ACACIA RESH CORP | $0 | – | -2,324,900 | – | -0.56% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -752,000 | – | -0.58% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -1,610,000 | – | -0.97% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -3,059,666 | – | -1.04% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -5,151,757 | – | -1.04% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -1,030,000 | – | -1.08% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -3,708,000 | – | -1.55% | – |
| Exit | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $0 | – | -156,000,000 | – | -1.93% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $1,248,463,000 | – | 7,802,400 | – | 13.54% | – |
| GOOGL | New | GOOGLE INCcl a | $349,465,000 | – | 396,953 | – | 3.79% | – |
| JCPNQ | New | PENNEY J C INC | $341,368,000 | – | 19,986,361 | – | 3.70% | – |
| New | WEBMD HEALTH CORPnote 2.250% 3/3 | $273,939,000 | – | 279,530,000 | – | 2.97% | – | |
| New | DIGITAL RIV INCnote 2.000%11/0 | $268,843,000 | – | 270,875,000 | – | 2.92% | – | |
| HLF | New | HERBALIFE LTD | $227,467,000 | – | 5,039,175 | – | 2.47% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Dcl a new | $223,267,000 | – | 1,802,718 | – | 2.42% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $220,216,000 | – | 213,802,000 | – | 2.39% | – | |
| JNJ | New | JOHNSON & JOHNSON | $217,571,000 | – | 2,534,022 | – | 2.36% | – |
| New | ROVI CORPnote 2.625% 2/1 | $201,446,000 | – | 196,174,000 | – | 2.18% | – | |
| EQT | New | EQT CORP | $194,419,000 | – | 2,449,537 | – | 2.11% | – |
| NTAP | New | NETAPP INC | $183,864,000 | – | 4,866,700 | – | 1.99% | – |
| New | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $178,328,000 | – | 156,000,000 | – | 1.93% | – | |
| New | TIBCO SOFTWARE INCnote 2.250% 5/0 | $171,506,000 | – | 175,006,000 | – | 1.86% | – | |
| AGRO | New | ADECOAGRO S A | $161,969,000 | – | 25,915,076 | – | 1.76% | – |
| EEM | New | ISHARES TRput | $143,018,000 | – | 3,708,000 | – | 1.55% | – |
| PXD | New | PIONEER NAT RES CO | $141,890,000 | – | 980,240 | – | 1.54% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $141,753,000 | – | 2,087,972 | – | 1.54% | – |
| New | QUANTUM CORPnote 3.500%11/1 | $127,706,000 | – | 130,980,000 | – | 1.38% | – | |
| STZ | New | CONSTELLATION BRANDS INCcl a | $127,017,000 | – | 2,437,000 | – | 1.38% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $111,754,000 | – | 1,935,801 | – | 1.21% | – |
| New | CIENA CORPnote 0.875% 6/1 | $101,779,000 | – | 105,607,000 | – | 1.10% | – | |
| AIG | New | AMERICAN INTL GROUP INC | $101,507,000 | – | 2,270,849 | – | 1.10% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $100,512,000 | – | 1,356,805 | – | 1.09% | – |
| IWM | New | ISHARES TRput | $100,074,000 | – | 1,030,000 | – | 1.08% | – |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $100,045,000 | – | 107,000,000 | – | 1.08% | – | |
| DAL | New | DELTA AIR LINES INC DEL | $96,390,000 | – | 5,151,757 | – | 1.04% | – |
| UAL | New | UNITED CONTL HLDGS INC | $95,738,000 | – | 3,059,666 | – | 1.04% | – |
| DISH | New | DISH NETWORK CORPcall | $95,117,000 | – | 2,237,000 | – | 1.03% | – |
| SFLY | New | SHUTTERFLY INC | $89,822,000 | – | 1,610,000 | – | 0.97% | – |
| M | New | MACYS INC | $85,440,000 | – | 1,780,000 | – | 0.93% | – |
| CZR | New | CAESARS ENTMT CORP | $82,041,000 | – | 5,988,342 | – | 0.89% | – |
| ZTS | New | ZOETIS INCcl a | $74,285,000 | – | 2,404,811 | – | 0.81% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $74,350,000 | – | 7,027,332 | – | 0.81% | – |
| DISH | New | DISH NETWORK CORPcl a | $73,697,000 | – | 1,733,240 | – | 0.80% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $73,536,000 | – | 12,766,666 | – | 0.80% | – |
| EGN | New | ENERGEN CORP | $68,035,000 | – | 1,301,862 | – | 0.74% | – |
| EXAR | New | EXAR CORP | $67,394,000 | – | 6,257,579 | – | 0.73% | – |
| 4107PS | New | MEADWESTVACO CORP | $62,416,000 | – | 1,829,858 | – | 0.68% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $53,550,000 | – | 752,000 | – | 0.58% | – |
| CCJ | New | CAMECO CORPcall | $52,892,000 | – | 2,560,100 | – | 0.57% | – |
| ACTG | New | ACACIA RESH CORP | $51,962,000 | – | 2,324,900 | – | 0.56% | – |
| SPRD | New | SPREADTRUM COMMUNICATIONS INadr | $49,875,000 | – | 1,900,000 | – | 0.54% | – |
| XLE | New | SELECT SECTOR SPDR TRput | $48,858,000 | – | 623,500 | – | 0.53% | – |
| CHDN | New | CHURCHILL DOWNS INC | $47,542,000 | – | 602,943 | – | 0.52% | – |
| MANU | New | MANCHESTER UTD PLC NEWord cl a | $47,252,000 | – | 2,968,097 | – | 0.51% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $42,301,000 | – | 705,258 | – | 0.46% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $42,090,000 | – | 830,341 | – | 0.46% | – |
| ABBV | New | ABBVIE INC | $41,702,000 | – | 1,008,752 | – | 0.45% | – |
| YELP | New | YELP INCcl a | $40,855,000 | – | 1,175,000 | – | 0.44% | – |
| CCJ | New | CAMECO CORP | $38,719,000 | – | 1,874,126 | – | 0.42% | – |
| CA | New | CA INC | $37,410,000 | – | 1,306,666 | – | 0.41% | – |
| NRG | New | NRG ENERGY INCcall | $36,579,000 | – | 1,370,000 | – | 0.40% | – |
| ABT | New | ABBOTT LABS | $36,075,000 | – | 1,034,252 | – | 0.39% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $34,227,000 | – | 383,578 | – | 0.37% | – |
| DNRCQ | New | DENBURY RES INC | $33,891,000 | – | 1,956,791 | – | 0.37% | – |
| NEM | New | NEWMONT MINING CORPput | $33,469,000 | – | 1,117,500 | – | 0.36% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $33,306,000 | – | 596,133 | – | 0.36% | – |
| New | CADENCE DESIGN SYSTEM INCnote 1.500%12/1 | $32,884,000 | – | 32,720,000 | – | 0.36% | – | |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $32,960,000 | – | 32,000,000 | – | 0.36% | – | |
| EXTR | New | EXTREME NETWORKS INC | $31,865,000 | – | 9,236,249 | – | 0.35% | – |
| XHB | New | SPDR SERIES TRUSTput | $30,597,000 | – | 1,040,000 | – | 0.33% | – |
| WMT | New | WAL-MART STORES INC | $30,541,000 | – | 410,000 | – | 0.33% | – |
| GOLD | New | BARRICK GOLD CORPcall | $30,221,000 | – | 1,920,000 | – | 0.33% | – |
| BA | New | BOEING CO | $30,247,000 | – | 295,268 | – | 0.33% | – |
| CVX | New | CHEVRON CORP NEWput | $29,987,000 | – | 253,400 | – | 0.32% | – |
| ANGI | New | ANGIES LIST INC | $29,205,000 | – | 1,100,000 | – | 0.32% | – |
| A309PS | New | DIRECTV | $29,174,000 | – | 473,453 | – | 0.32% | – |
| NRG | New | NRG ENERGY INC | $28,921,000 | – | 1,083,188 | – | 0.31% | – |
| MU | New | MICRON TECHNOLOGY INC | $28,660,000 | – | 2,000,000 | – | 0.31% | – |
| New | MARKET VECTORS ETF TRput | $28,488,000 | – | 3,110,000 | – | 0.31% | – | |
| MDLZ | New | MONDELEZ INTL INCcl a | $27,113,000 | – | 950,343 | – | 0.29% | – |
| TIBX | New | TIBCO SOFTWARE INC | $27,107,000 | – | 1,266,666 | – | 0.29% | – |
| GMPRB | New | GENERAL MTRS COjr pfd cnv srb | $26,522,000 | – | 550,700 | – | 0.29% | – |
| AAPL | New | APPLE INC | $26,458,000 | – | 66,800 | – | 0.29% | – |
| CSTR | New | COINSTAR INC | $26,406,000 | – | 450,000 | – | 0.29% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDput | $26,348,000 | – | 2,250,000 | – | 0.29% | – |
| CKSW | New | CLICKSOFTWARE TECHNOLOGIES Lord | $26,104,000 | – | 3,130,000 | – | 0.28% | – |
| GM | New | GENERAL MTRS CO | $25,249,000 | – | 758,000 | – | 0.27% | – |
| New | CDN IMPERIAL BK OF COMMERCEput | $24,958,000 | – | 352,000 | – | 0.27% | – | |
| VC | New | VISTEON CORP | $23,629,000 | – | 374,350 | – | 0.26% | – |
| ADT | New | THE ADT CORPORATION | $22,914,000 | – | 575,000 | – | 0.25% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $22,977,000 | – | 143,600 | – | 0.25% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $22,890,000 | – | 486,289 | – | 0.25% | – |
| FMC | New | F M C CORP | $22,786,000 | – | 373,179 | – | 0.25% | – |
| ITB | New | ISHARES TRput | $22,380,000 | – | 1,000,000 | – | 0.24% | – |
| TDC | New | TERADATA CORP DEL | $22,132,000 | – | 440,600 | – | 0.24% | – |
| CRI | New | CARTER INC | $21,851,000 | – | 295,000 | – | 0.24% | – |
| LSI | New | LSI CORPORATION | $21,896,000 | – | 3,066,666 | – | 0.24% | – |
| QQQ | New | POWERSHARES QQQ TRUSTcall | $21,363,000 | – | 300,000 | – | 0.23% | – |
| TRQ | New | TURQUOISE HILL RES LTD | $20,518,000 | – | 3,460,060 | – | 0.22% | – |
| RDN | New | RADIAN GROUP INCcall | $19,225,000 | – | 1,654,500 | – | 0.21% | – |
| SEMG | New | SEMGROUP CORPcl a | $19,129,000 | – | 355,154 | – | 0.21% | – |
| OGE | New | OGE ENERGY CORP | $18,260,000 | – | 267,747 | – | 0.20% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $17,017,000 | – | 16,996,000 | – | 0.18% | – | |
| PEP | New | PEPSICO INCcall | $16,358,000 | – | 200,000 | – | 0.18% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $16,197,000 | – | 425,689 | – | 0.18% | – |
| RATE | New | BANKRATE INC DEL | $15,920,000 | – | 1,108,613 | – | 0.17% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $15,882,000 | – | 1,766,666 | – | 0.17% | – |
| PEP | New | PEPSICO INC | $15,640,000 | – | 191,226 | – | 0.17% | – |
| VRNT | New | VERINT SYS INC | $15,553,000 | – | 438,472 | – | 0.17% | – |
| TWC | New | TIME WARNER CABLE INC | $14,060,000 | – | 125,000 | – | 0.15% | – |
| GRA | New | GRACE W R & CO DEL NEW | $13,503,000 | – | 160,668 | – | 0.15% | – |
| CTCT | New | CONSTANT CONTACT INC | $12,053,000 | – | 750,000 | – | 0.13% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $11,799,000 | – | 148,920 | – | 0.13% | – |
| UPIP | New | UNWIRED PLANET INC NEW | $11,700,000 | – | 6,000,000 | – | 0.13% | – |
| MRCY | New | MERCURY SYS INC | $11,679,000 | – | 1,266,666 | – | 0.13% | – |
| MRK | New | MERCK & CO INC NEW | $11,613,000 | – | 250,000 | – | 0.13% | – |
| HMIN | New | HOME INNS & HOTELS MGMT INCspon adr | $11,312,000 | – | 423,500 | – | 0.12% | – |
| HHC | New | HOWARD HUGHES CORP | $11,209,000 | – | 100,000 | – | 0.12% | – |
| TWTC | New | TW TELECOM INC | $11,197,000 | – | 397,909 | – | 0.12% | – |
| TIVO | New | TIVO INC | $11,050,000 | – | 1,000,000 | – | 0.12% | – |
| AMZN | New | AMAZON COM INC | $11,108,000 | – | 40,000 | – | 0.12% | – |
| GDXJ | New | MARKET VECTORS ETF TRjr gold miners e | $10,992,000 | – | 1,200,000 | – | 0.12% | – |
| XYL | New | XYLEM INC | $10,812,000 | – | 401,328 | – | 0.12% | – |
| CBS | New | CBS CORP NEWcall | $10,263,000 | – | 210,000 | – | 0.11% | – |
| BHI | New | BAKER HUGHES INC | $10,247,000 | – | 222,141 | – | 0.11% | – |
| GOOGL | New | GOOGLE INCcall | $9,860,000 | – | 11,200 | – | 0.11% | – |
| NICE | New | NICE SYS LTDsponsored adr | $9,900,000 | – | 268,366 | – | 0.11% | – |
| GG | New | GOLDCORP INC NEWput | $9,768,000 | – | 395,000 | – | 0.11% | – |
| RAX | New | RACKSPACE HOSTING INC | $9,473,000 | – | 250,000 | – | 0.10% | – |
| TM | New | TOYOTA MOTOR CORP | $9,170,000 | – | 76,000 | – | 0.10% | – |
| SNDK | New | SANDISK CORP | $9,165,000 | – | 150,000 | – | 0.10% | – |
| PVAHQ | New | PENN VA CORP | $8,828,000 | – | 1,878,242 | – | 0.10% | – |
| RDC | New | ROWAN COMPANIES PLC | $8,858,000 | – | 260,000 | – | 0.10% | – |
| PSX | New | PHILLIPS 66 | $8,695,000 | – | 147,600 | – | 0.09% | – |
| AMX | New | AMERICA MOVIL SAB DE CVput | $8,700,000 | – | 400,000 | – | 0.09% | – |
| WNR | New | WESTERN REFNG INC | $8,701,000 | – | 310,000 | – | 0.09% | – |
| JCPNQ | New | PENNEY J C INCcall | $8,540,000 | – | 500,000 | – | 0.09% | – |
| TRIP | New | TRIPADVISOR INC | $8,567,000 | – | 140,744 | – | 0.09% | – |
| CBST | New | CUBIST PHARMACEUTICALS INC | $8,453,000 | – | 175,000 | – | 0.09% | – |
| NFLX | New | NETFLIX INC | $8,444,000 | – | 40,000 | – | 0.09% | – |
| C | New | CITIGROUP INC | $8,285,000 | – | 172,722 | – | 0.09% | – |
| BIRT | New | ACTUATE CORP | $7,747,000 | – | 1,166,766 | – | 0.08% | – |
| COG | New | CABOT OIL & GAS CORP | $7,742,000 | – | 109,000 | – | 0.08% | – |
| KMI | New | KINDER MORGAN INC DELput | $7,630,000 | – | 200,000 | – | 0.08% | – |
| BIDU | New | BAIDU INCspon adr rep a | $7,326,000 | – | 77,500 | – | 0.08% | – |
| RHT | New | RED HAT INC | $7,173,000 | – | 150,000 | – | 0.08% | – |
| MM | New | MILLENNIAL MEDIA INC | $6,968,000 | – | 800,000 | – | 0.08% | – |
| INTC | New | INTEL CORP | $6,943,000 | – | 286,666 | – | 0.08% | – |
| ABBV | New | ABBVIE INCcall | $6,821,000 | – | 165,000 | – | 0.07% | – |
| VRSK | New | VERISK ANALYTICS INCcl a | $6,650,000 | – | 111,384 | – | 0.07% | – |
| COTY | New | COTY INC | $6,345,000 | – | 369,300 | – | 0.07% | – |
| GILD | New | GILEAD SCIENCES INC | $6,401,000 | – | 125,000 | – | 0.07% | – |
| CTXS | New | CITRIX SYS INC | $6,033,000 | – | 100,000 | – | 0.06% | – |
| P | New | PANDORA MEDIA INC | $6,016,000 | – | 326,956 | – | 0.06% | – |
| CF | New | CF INDS HLDGS INC | $5,883,000 | – | 34,308 | – | 0.06% | – |
| CSCO | New | CISCO SYS INC | $5,755,000 | – | 236,726 | – | 0.06% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $5,635,000 | – | 232,000 | – | 0.06% | – |
| New | DIGITAL RIV INCnote 1.250% 1/0 | $5,598,000 | – | 5,683,000 | – | 0.06% | – | |
| AMG | New | AFFILIATED MANAGERS GROUP | $5,428,000 | – | 33,109 | – | 0.06% | – |
| SFD | New | SMITHFIELD FOODS INC | $5,458,000 | – | 166,666 | – | 0.06% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $5,352,000 | – | 350,000 | – | 0.06% | – |
| GPORQ | New | GULFPORT ENERGY CORPcall | $4,707,000 | – | 100,000 | – | 0.05% | – |
| MDCO | New | MEDICINES CO | $4,614,000 | – | 150,000 | – | 0.05% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $4,647,000 | – | 150,000 | – | 0.05% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $4,469,000 | – | 100,000 | – | 0.05% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $4,185,000 | – | 26,157 | – | 0.04% | – |
| TMUS | New | T-MOBILE US INC | $4,114,000 | – | 165,840 | – | 0.04% | – |
| PRU | New | PRUDENTIAL FINL INC | $4,033,000 | – | 55,219 | – | 0.04% | – |
| SUPX | New | SUPERTEX INC | $3,985,000 | – | 166,666 | – | 0.04% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $3,964,000 | – | 144,300 | – | 0.04% | – |
| HD | New | HOME DEPOT INC | $3,874,000 | – | 50,000 | – | 0.04% | – |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $3,898,000 | – | 200,000 | – | 0.04% | – |
| LUV | New | SOUTHWEST AIRLS CO | $3,646,000 | – | 282,820 | – | 0.04% | – |
| MET | New | METLIFE INC | $3,295,000 | – | 72,000 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $3,141,000 | – | 75,000 | – | 0.03% | – |
| HSH | New | HILLSHIRE BRANDS CO | $3,078,000 | – | 93,042 | – | 0.03% | – |
| CNP | New | CENTERPOINT ENERGY INC | $3,077,000 | – | 131,000 | – | 0.03% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $2,991,000 | – | 130,000 | – | 0.03% | – |
| WLL | New | WHITING PETE CORP NEW | $2,736,000 | – | 59,359 | – | 0.03% | – |
| 4305PS | New | ALCATEL-LUCENTsponsored adr | $2,730,000 | – | 1,500,000 | – | 0.03% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $2,676,000 | – | 200,000 | – | 0.03% | – |
| AMCX | New | AMC NETWORKS INCcl a | $2,571,000 | – | 39,300 | – | 0.03% | – |
| GDPMQ | New | GOODRICH PETE CORPcall | $2,560,000 | – | 200,000 | – | 0.03% | – |
| CBS | New | CBS CORP NEWcl b | $2,444,000 | – | 50,000 | – | 0.03% | – |
| YHOO | New | YAHOO INC | $2,511,000 | – | 100,000 | – | 0.03% | – |
| CME | New | CME GROUP INC | $2,279,000 | – | 30,000 | – | 0.02% | – |
| OPEN | New | OPENTABLE INC | $2,291,000 | – | 35,821 | – | 0.02% | – |
| DXCM | New | DEXCOM INC | $2,245,000 | – | 100,000 | – | 0.02% | – |
| ENT | New | GLOBAL EAGLE ENTMT INC | $2,012,000 | – | 200,000 | – | 0.02% | – |
| ON | New | ON SEMICONDUCTOR CORP | $2,020,000 | – | 250,000 | – | 0.02% | – |
| AMCC | New | APPLIED MICRO CIRCUITS CORP | $1,988,000 | – | 225,876 | – | 0.02% | – |
| ILMN | New | ILLUMINA INC | $1,871,000 | – | 25,000 | – | 0.02% | – |
| PDCE | New | PDC ENERGY INC | $1,596,000 | – | 31,000 | – | 0.02% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $1,587,000 | – | 40,400 | – | 0.02% | – |
| VPHM | New | VIROPHARMA INC | $1,433,000 | – | 50,000 | – | 0.02% | – |
| FCS | New | FAIRCHILD SEMICONDUCTOR INTL | $1,380,000 | – | 100,000 | – | 0.02% | – |
| MIC | New | MACQUARIE INFRASTR CO LLCmembership int | $1,336,000 | – | 25,000 | – | 0.01% | – |
| DXJ | New | WISDOMTREE TRUSTjapn hedge eqt | $1,140,000 | – | 25,000 | – | 0.01% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $1,108,000 | – | 20,000 | – | 0.01% | – |
| DYN | New | DYNEGY INC NEW DEL | $1,120,000 | – | 49,650 | – | 0.01% | – |
| MKTO | New | MARKETO INC | $995,000 | – | 40,000 | – | 0.01% | – |
| CST | New | CST BRANDS INC | $1,048,000 | – | 34,000 | – | 0.01% | – |
| RKUS | New | RUCKUS WIRELESS INC | $981,000 | – | 76,600 | – | 0.01% | – |
| VHC | New | VIRNETX HLDG CORPput | $1,000,000 | – | 50,000 | – | 0.01% | – |
| ZTS | New | ZOETIS INCcall | $958,000 | – | 31,000 | – | 0.01% | – |
| MHRCQ | New | MAGNUM HUNTER RES CORP DEL | $913,000 | – | 250,000 | – | 0.01% | – |
| VRSN | New | VERISIGN INC | $893,000 | – | 20,000 | – | 0.01% | – |
| TASIF | New | TASMAN METALS ORD (CVE) | $903,000 | – | 1,666,666 | – | 0.01% | – |
| HAWK | New | BLACKHAWK NETWORK HLDGS INCcl a | $870,000 | – | 37,500 | – | 0.01% | – |
| LMOS | New | LUMOS NETWORKS CORP | $439,000 | – | 25,690 | – | 0.01% | – |
| TWER | New | TOWERSTREAM CORP | $502,000 | – | 196,800 | – | 0.01% | – |
| BIOAWS | New | BIOAMBER INC*w exp 05/09/201 | $107,000 | – | 194,000 | – | 0.00% | – |