Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATVI | Buy | ACTIVISION BLIZZARD INC | $100,652,250 | +545.4% | 1,075,000 | +481.1% | 7.85% | +487.6% |
| HZNP | Sell | HORIZON THERAPEUTICS PUB L | $72,240,538 | +1.6% | 624,432 | -9.7% | 5.64% | -7.5% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $35,777,880 | +329.1% | 667,000 | +316.9% | 2.79% | +290.9% |
| CPRI | New | CAPRI HOLDINGS LIMITED | $32,881,250 | – | 625,000 | – | 2.56% | – |
| TWNK | New | HOSTESS BRANDS INCcl a | $32,477,250 | – | 975,000 | – | 2.53% | – |
| SGEN | New | SEAGEN INC | $31,822,500 | – | 150,000 | – | 2.48% | – |
| DEN | New | DENBURY INC | $28,422,900 | – | 290,000 | – | 2.22% | – |
| NATI | Sell | NATIONAL INSTRS CORP | $24,419,935 | -50.2% | 409,593 | -52.1% | 1.90% | -54.7% |
| NSC | New | NORFOLK SOUTHN CORP | $22,706,029 | – | 115,300 | – | 1.77% | – |
| LEN | Buy | LENNAR CORPcl a | $21,360,960 | -2.7% | 190,332 | +8.7% | 1.67% | -11.4% |
| MSFT | Buy | MICROSOFT CORP | $20,929,489 | +719.5% | 66,285 | +783.8% | 1.63% | +645.2% |
| WRK | New | WESTROCK CO | $20,585,000 | – | 575,000 | – | 1.61% | – |
| SPLK | New | SPLUNK INC | $20,475,000 | – | 140,000 | – | 1.60% | – |
| ABCM | New | ABCAM PLCads | $19,914,400 | – | 880,000 | – | 1.55% | – |
| SCPL | Buy | SCIPLAY CORPORATIONcl a | $16,888,008 | +43.8% | 741,678 | +24.3% | 1.32% | +30.9% |
| BLKB | Buy | BLACKBAUD INC | $15,822,000 | +5.8% | 225,000 | +7.1% | 1.23% | -3.6% |
| LBRDK | Buy | LIBERTY BROADBAND CORP | $15,567,960 | +17.3% | 170,477 | +2.9% | 1.21% | +6.8% |
| TIP | Buy | ISHARES TRtips bd etf | $15,558,000 | +189.1% | 150,000 | +200.0% | 1.21% | +163.1% |
| WFC | Buy | WELLS FARGO CO NEW | $15,355,188 | +5.1% | 375,800 | +9.8% | 1.20% | -4.3% |
| ARMK | Buy | ARAMARK | $14,274,886 | +6.8% | 411,380 | +32.5% | 1.11% | -2.8% |
| PNM | New | PNM RES INC | $13,855,866 | – | 310,600 | – | 1.08% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $13,723,786 | – | 15,100 | – | 1.07% | – |
| TSEM | Sell | TOWER SEMICONDUCTOR LTD | $13,149,424 | -44.8% | 535,400 | -15.7% | 1.03% | -49.7% |
| GPC | New | GENUINE PARTS CO | $12,936,448 | – | 89,600 | – | 1.01% | – |
| GLT | Buy | GLATFELTER CORPORATION | $12,930,000 | -27.6% | 6,465,000 | +9.3% | 1.01% | -34.1% |
| DVN | Buy | DEVON ENERGY CORP NEW | $12,827,198 | +168.0% | 268,914 | +171.6% | 1.00% | +143.9% |
| X | New | UNITED STATES STL CORP NEW | $12,667,200 | – | 390,000 | – | 0.99% | – |
| CSX | Buy | CSX CORP | $12,239,238 | +90.4% | 398,024 | +111.2% | 0.96% | +73.3% |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $11,918,308 | +121.3% | 201,800 | +111.5% | 0.93% | +101.7% |
| FHN | Sell | FIRST HORIZON CORPORATION | $11,628,414 | -40.1% | 1,055,210 | -38.8% | 0.91% | -45.5% |
| CARR | Buy | CARRIER GLOBAL CORPORATION | $10,107,120 | +78.2% | 183,100 | +60.5% | 0.79% | +62.1% |
| VMW | New | VMWARE INC | $9,988,800 | – | 60,000 | – | 0.78% | – |
| CNI | Buy | CANADIAN NATL RY CO | $9,954,010 | -1.5% | 91,886 | +10.1% | 0.78% | -10.4% |
| KBR | Sell | KBR INC | $9,721,446 | -14.9% | 164,938 | -6.1% | 0.76% | -22.5% |
| JCI | New | JOHNSON CTLS INTL PLC | $9,657,615 | – | 181,500 | – | 0.75% | – |
| MRO | Buy | MARATHON OIL CORP | $9,461,475 | +86.4% | 353,700 | +60.4% | 0.74% | +69.7% |
| COG | Buy | COTERRA ENERGY INC | $9,302,495 | +126.1% | 343,900 | +111.5% | 0.73% | +106.2% |
| CNNE | Buy | CANNAE HLDGS INC | $9,126,666 | -0.1% | 489,628 | +8.3% | 0.71% | -9.1% |
| SAIA | New | SAIA INC | $8,889,895 | – | 22,300 | – | 0.69% | – |
| New | KENVUE INC | $8,068,586 | – | 401,822 | – | 0.63% | – | |
| MTH | Sell | MERITAGE HOMES CORP | $8,013,118 | -34.7% | 65,472 | -24.1% | 0.62% | -40.5% |
| LGIH | New | LGI HOMES INC | $7,814,741 | – | 78,548 | – | 0.61% | – |
| KNX | Buy | KNIGHT-SWIFT TRANSN HLDGS INcl a | $7,682,980 | +40.8% | 153,200 | +56.0% | 0.60% | +28.3% |
| New | ATLANTA BRAVES HLDGS INC | $7,366,633 | – | 206,175 | – | 0.58% | – | |
| DHI | New | D R HORTON INC | $7,318,707 | – | 68,100 | – | 0.57% | – |
| TFC | New | TRUIST FINL CORP | $7,302,044 | – | 255,227 | – | 0.57% | – |
| CIR | Buy | CIRCOR INTL INC | $7,255,640 | +2.8% | 130,146 | +4.1% | 0.57% | -6.3% |
| KBH | Buy | KB HOME | $7,215,839 | +22.5% | 155,917 | +36.9% | 0.56% | +11.5% |
| CTO | Buy | CTO RLTY GROWTH INC NEW | $7,223,144 | +36.7% | 445,598 | +44.5% | 0.56% | +24.3% |
| Sell | BELLRING BRANDS INC | $7,029,138 | +3.4% | 170,486 | -8.2% | 0.55% | -5.8% | |
| AXTA | Sell | AXALTA COATING SYS LTD | $6,999,380 | -30.4% | 260,200 | -15.2% | 0.55% | -36.7% |
| SUI | Buy | SUN CMNTYS INC | $6,887,388 | +5.0% | 58,200 | +15.7% | 0.54% | -4.4% |
| SNOW | New | SNOWFLAKE INCcl a | $6,676,049 | – | 43,700 | – | 0.52% | – |
| VLO | Buy | VALERO ENERGY CORP | $6,575,344 | +49.9% | 46,400 | +24.1% | 0.51% | +36.4% |
| ZS | New | ZSCALER INC | $6,519,221 | – | 41,900 | – | 0.51% | – |
| WH | Buy | WYNDHAM HOTELS & RESORTS INC | $6,505,397 | +24.3% | 93,549 | +22.6% | 0.51% | +13.2% |
| MRVI | Buy | MARAVAI LIFESCIENCES HLDGS I | $6,350,000 | +18.8% | 635,000 | +47.7% | 0.50% | +8.1% |
| XBI | Buy | SPDR SER TRs&p biotech | $6,308,928 | +21.5% | 86,400 | +38.5% | 0.49% | +10.6% |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $6,247,555 | +1.8% | 113,037 | +0.7% | 0.49% | -7.4% |
| Buy | MOBILEYE GLOBAL INC | $6,207,570 | +76.6% | 149,400 | +63.3% | 0.48% | +60.8% | |
| GFF | Buy | GRIFFON CORP | $6,024,604 | +142.4% | 151,868 | +146.2% | 0.47% | +120.7% |
| NVR | Sell | NVR INC | $5,999,080 | -56.1% | 1,006 | -53.2% | 0.47% | -60.0% |
| CMA | New | COMERICA INC | $5,981,496 | – | 143,959 | – | 0.47% | – |
| ADBE | Buy | ADOBE INC | $5,863,850 | +16.4% | 11,500 | +11.7% | 0.46% | +6.0% |
| CHH | New | CHOICE HOTELS INTL INC | $5,733,468 | – | 46,800 | – | 0.45% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $5,702,767 | – | 64,300 | – | 0.44% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $5,444,670 | – | 21,000 | – | 0.42% | – |
| TGT | Buy | TARGET CORP | $5,130,448 | +14.1% | 46,400 | +36.1% | 0.40% | +3.9% |
| CVX | Buy | CHEVRON CORP NEW | $5,109,186 | +50.4% | 30,300 | +40.3% | 0.40% | +37.1% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $5,084,560 | – | 488,900 | – | 0.40% | – |
| ALLE | Buy | ALLEGION PLC | $5,012,020 | +86.8% | 48,100 | +115.1% | 0.39% | +70.0% |
| PANW | New | PALO ALTO NETWORKS INC | $4,970,128 | – | 21,200 | – | 0.39% | – |
| OKTA | Buy | OKTA INCcl a | $4,844,302 | +142.5% | 59,432 | +106.4% | 0.38% | +121.1% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $4,736,000 | -31.7% | 800,000 | -4.8% | 0.37% | -37.9% |
| Buy | MIRION TECHNOLOGIES INC | $4,212,624 | -9.6% | 563,939 | +2.3% | 0.33% | -17.5% | |
| C | Buy | CITIGROUP INC | $4,133,565 | -7.9% | 100,500 | +3.1% | 0.32% | -16.1% |
| LOW | Sell | LOWES COS INC | $4,053,504 | -55.2% | 19,503 | -51.4% | 0.32% | -59.2% |
| ALIT | Sell | ALIGHT INC | $4,036,053 | -27.4% | 569,260 | -5.4% | 0.32% | -33.8% |
| HST | New | HOST HOTELS & RESORTS INC | $4,001,430 | – | 249,000 | – | 0.31% | – |
| HRI | Sell | HERC HLDGS INC | $3,936,914 | -37.3% | 33,100 | -27.9% | 0.31% | -42.9% |
| UDR | Sell | UDR INC | $3,847,438 | -18.8% | 107,862 | -2.2% | 0.30% | -26.1% |
| VRNS | New | VARONIS SYS INC | $3,737,516 | – | 122,381 | – | 0.29% | – |
| PXD | Sell | PIONEER NAT RES CO | $3,695,755 | -8.5% | 16,100 | -17.4% | 0.29% | -16.8% |
| INTU | New | INTUIT | $3,530,084 | – | 6,909 | – | 0.28% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $3,397,485 | -31.2% | 10,500 | -31.4% | 0.26% | -37.4% |
| BECN | New | BEACON ROOFING SUPPLY INC | $3,349,178 | – | 43,400 | – | 0.26% | – |
| PB | Sell | PROSPERITY BANCSHARES INC | $3,120,557 | -71.7% | 57,174 | -70.7% | 0.24% | -74.3% |
| MS | New | MORGAN STANLEY | $3,054,458 | – | 37,400 | – | 0.24% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $2,948,800 | – | 40,000 | – | 0.23% | – |
| MAT | Sell | MATTEL INC | $2,753,750 | -74.4% | 125,000 | -77.3% | 0.22% | -76.6% |
| BLD | Buy | TOPBUILD CORP | $2,698,158 | +17.9% | 10,724 | +24.7% | 0.21% | +7.1% |
| NOW | New | SERVICENOW INC | $2,683,008 | – | 4,800 | – | 0.21% | – |
| OAS | New | CHORD ENERGY CORPORATION | $2,589,230 | – | 15,976 | – | 0.20% | – |
| MNDY | New | MONDAY COM LTD | $2,356,456 | – | 14,800 | – | 0.18% | – |
| TPH | New | TRI POINTE HOMES INC | $2,295,376 | – | 83,926 | – | 0.18% | – |
| NTRS | Sell | NORTHERN TR CORP | $2,246,844 | -47.6% | 32,338 | -44.1% | 0.18% | -52.3% |
| S | New | SENTINELONE INCcl a | $2,121,713 | – | 125,843 | – | 0.16% | – |
| SNFCA | Sell | SECURITY NATL FINL CORPcl a new | $2,063,880 | -13.8% | 263,250 | -2.5% | 0.16% | -21.5% |
| BK | New | BANK NEW YORK MELLON CORP | $2,042,935 | – | 47,900 | – | 0.16% | – |
| New | PERMIAN RESOURCES CORP | $1,996,280 | – | 143,000 | – | 0.16% | – | |
| IBP | New | INSTALLED BLDG PRODS INC | $1,990,622 | – | 15,939 | – | 0.16% | – |
| EURN | New | EURONAV NV | $1,889,450 | – | 115,000 | – | 0.15% | – |
| AYX | Sell | ALTERYX INC | $1,883,143 | -22.2% | 49,964 | -6.3% | 0.15% | -29.0% |
| HYG | Buy | ISHARES TRput | $1,861,500 | +516.4% | 12,000 | +200.0% | 0.14% | +457.7% |
| SCU | New | SCULPTOR CAP MGMT | $1,740,000 | – | 150,000 | – | 0.14% | – |
| TFFP | Buy | TFF PHARMACEUTICALS INC | $1,706,250 | +183.6% | 4,875,000 | +280.9% | 0.13% | +155.8% |
| FIVN | New | FIVE9 INC | $1,604,092 | – | 24,947 | – | 0.12% | – |
| MTDR | New | MATADOR RES CO | $1,558,376 | – | 26,200 | – | 0.12% | – |
| QURE | New | UNIQURE NV | $1,309,121 | – | 195,100 | – | 0.10% | – |
| FANG | Sell | DIAMONDBACK ENERGY INC | $1,208,064 | -69.6% | 7,800 | -74.3% | 0.09% | -72.4% |
| VNOM | New | VIPER ENERGY PARTNERS LP | $1,070,592 | – | 38,400 | – | 0.08% | – |
| EWBC | Sell | EAST WEST BANCORP INC | $1,022,258 | -89.4% | 19,394 | -89.4% | 0.08% | -90.3% |
| AR | New | ANTERO RESOURCES CORP | $873,072 | – | 34,400 | – | 0.07% | – |
| Sell | MEI PHARMA INC | $876,250 | -1.4% | 125,000 | -7.4% | 0.07% | -10.5% | |
| RBLX | New | ROBLOX CORPcl a | $724,000 | – | 25,000 | – | 0.06% | – |
| FREY | New | FREYR BATTERYput | $620,000 | – | 2,000 | – | 0.05% | – |
| TSLA | Buy | TESLA INCput | $553,350 | +93.1% | 420 | +40.0% | 0.04% | +72.0% |
| LPI | New | VITAL ENERGY INC | $554,200 | – | 10,000 | – | 0.04% | – |
| IOVA | Buy | IOVANCE BIOTHERAPEUTICS INC | $492,674 | -33.0% | 108,280 | +3.6% | 0.04% | -39.7% |
| New | EXPRO GROUP HOLDINGS NV | $476,215 | – | 20,500 | – | 0.04% | – | |
| Buy | COGNITION THERAPEUTICS INC | $417,600 | -6.9% | 290,000 | +18.4% | 0.03% | -13.2% | |
| New | CIVITAS RESOURCES INC | $363,915 | – | 4,500 | – | 0.03% | – | |
| CUE | Buy | CUE BIOPHARMA INC | $310,500 | -36.5% | 135,000 | +0.7% | 0.02% | -42.9% |
| XOP | New | SPDR SER TRs&p oilgas exp | $266,238 | – | 1,800 | – | 0.02% | – |
| NOVA | New | SUNNOVA ENERGY INTL INC. | $130,875 | – | 12,500 | – | 0.01% | – |
| PLUG | New | PLUG POWER INC | $114,000 | – | 15,000 | – | 0.01% | – |
| Sell | EXICURE INC | $82,080 | -49.9% | 114,000 | -8.8% | 0.01% | -57.1% | |
| SPWR | New | SUNPOWER CORP | $77,125 | – | 12,500 | – | 0.01% | – |
| RPD | Exit | RAPID7 INC | $0 | – | -6,000 | – | -0.02% | – |
| INFI | Exit | INFINITY PHARMACEUTICALS INC | $0 | – | -1,300,000 | – | -0.02% | – |
| TSHA | Exit | TAYSHA GENE THERAPIES INC | $0 | – | -484,000 | – | -0.03% | – |
| APA | Exit | APA CORPORATION | $0 | – | -12,500 | – | -0.04% | – |
| PINE | Exit | ALPINE INCOME PPTY TR INC | $0 | – | -32,501 | – | -0.04% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -50,000 | – | -0.08% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -27,000 | – | -0.14% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -47,402 | – | -0.15% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -32,040 | – | -0.18% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -27,968 | – | -0.21% | – |
| WMT | Exit | WALMART INC | $0 | – | -18,500 | – | -0.25% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -26,871 | – | -0.27% | – |
| BATRK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -85,000 | – | -0.29% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -20,000 | – | -0.31% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -21,500 | – | -0.31% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -25,700 | – | -0.32% | – |
| BAC | Exit | BANK AMERICA CORP | $0 | – | -133,400 | – | -0.33% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -112,144 | – | -0.34% | – |
| Exit | FORGEROCK INCcl a | $0 | – | -210,000 | – | -0.37% | – | |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -38,100 | – | -0.40% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -40,400 | – | -0.46% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -57,200 | – | -0.46% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -6,900 | – | -0.47% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -17,100 | – | -0.48% | – |
| POOL | Exit | POOL CORP | $0 | – | -15,000 | – | -0.48% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -174,600 | – | -0.49% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -27,600 | – | -0.52% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -30,300 | – | -0.53% | – |
| USX | Exit | U S XPRESS ENTERPRISES INC | $0 | – | -1,246,976 | – | -0.66% | – |
| Exit | CADENCE BANK | $0 | – | -402,400 | – | -0.68% | – | |
| WWD | Exit | WOODWARD INC | $0 | – | -71,105 | – | -0.72% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -150,000 | – | -0.91% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -478,936 | – | -0.92% | – |
| ABST | Exit | ABSOLUTE SOFTWARE CORP | $0 | – | -994,963 | – | -0.98% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -512,300 | – | -1.14% | – |
| DSEY | Exit | DIVERSEY HLDGS LTD | $0 | – | -1,881,966 | – | -1.35% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -805,339 | – | -2.04% | – |
| TRTN | Exit | TRITON INTL LTDcl a | $0 | – | -385,000 | – | -2.74% | – |
| ISEE | Exit | IVERIC BIO INC | $0 | – | -835,000 | – | -2.81% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -261,906 | – | -2.98% | – |
| BKI | Exit | BLACK KNIGHT INC | $0 | – | -824,360 | – | -4.22% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INC | $0 | – | -1,014,766 | – | -4.77% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKH | New | SWK HLDGS CORP | $152,229,643 | – | 9,093,766 | – | 13.04% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB L | $71,097,737 | – | 691,276 | – | 6.09% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $55,680,210 | – | 1,014,766 | – | 4.77% | – |
| BKI | New | BLACK KNIGHT INC | $49,239,023 | – | 824,360 | – | 4.22% | – |
| NATI | New | NATIONAL INSTRS CORP | $49,077,000 | – | 855,000 | – | 4.20% | – |
| LSI | New | LIFE STORAGE INC | $34,823,022 | – | 261,906 | – | 2.98% | – |
| ISEE | New | IVERIC BIO INC | $32,848,900 | – | 835,000 | – | 2.81% | – |
| TRTN | New | TRITON INTL LTDcl a | $32,055,100 | – | 385,000 | – | 2.74% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $23,846,088 | – | 805,339 | – | 2.04% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $23,825,200 | – | 635,000 | – | 2.04% | – |
| LEN | New | LENNAR CORPcl a | $21,944,663 | – | 175,123 | – | 1.88% | – |
| FHN | New | FIRST HORIZON CORPORATION | $19,415,956 | – | 1,722,800 | – | 1.66% | – |
| GLT | New | GLATFELTER CORPORATION | $17,863,300 | – | 5,915,000 | – | 1.53% | – |
| DSEY | New | DIVERSEY HLDGS LTD | $15,789,695 | – | 1,881,966 | – | 1.35% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $15,595,500 | – | 185,000 | – | 1.34% | – |
| BLKB | New | BLACKBAUD INC | $14,947,800 | – | 210,000 | – | 1.28% | – |
| WFC | New | WELLS FARGO CO NEW | $14,613,632 | – | 342,400 | – | 1.25% | – |
| NVR | New | NVR INC | $13,653,833 | – | 2,150 | – | 1.17% | – |
| ARMK | New | ARAMARK | $13,367,628 | – | 310,514 | – | 1.14% | – |
| CFG | New | CITIZENS FINL GROUP INC | $13,360,784 | – | 512,300 | – | 1.14% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $13,276,791 | – | 165,732 | – | 1.14% | – |
| MTH | New | MERITAGE HOMES CORP | $12,266,662 | – | 86,221 | – | 1.05% | – |
| SCPL | New | SCIPLAY CORPORATIONcl a | $11,747,425 | – | 596,922 | – | 1.01% | – |
| KBR | New | KBR INC | $11,422,259 | – | 175,565 | – | 0.98% | – |
| ABST | New | ABSOLUTE SOFTWARE CORP | $11,402,276 | – | 994,963 | – | 0.98% | – |
| PB | New | PROSPERITY BANCSHARES INC | $11,022,580 | – | 195,159 | – | 0.94% | – |
| HEIA | New | HEICO CORP NEWcl a | $10,840,260 | – | 77,100 | – | 0.93% | – |
| FOR | New | FORESTAR GROUP INC | $10,800,007 | – | 478,936 | – | 0.92% | – |
| MAT | New | MATTEL INC | $10,747,000 | – | 550,000 | – | 0.92% | – |
| PDCE | New | PDC ENERGY INC | $10,671,000 | – | 150,000 | – | 0.91% | – |
| CNI | New | CANADIAN NATL RY CO | $10,107,650 | – | 83,486 | – | 0.87% | – |
| AXTA | New | AXALTA COATING SYS LTD | $10,063,614 | – | 306,724 | – | 0.86% | – |
| EWBC | New | EAST WEST BANCORP INC | $9,674,084 | – | 183,256 | – | 0.83% | – |
| CNNE | New | CANNAE HLDGS INC | $9,137,244 | – | 452,115 | – | 0.78% | – |
| LOW | New | LOWES COS INC | $9,051,247 | – | 40,103 | – | 0.78% | – |
| WWD | New | WOODWARD INC | $8,455,096 | – | 71,105 | – | 0.72% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $8,337,600 | – | 160,000 | – | 0.71% | – |
| New | CADENCE BANK | $7,903,136 | – | 402,400 | – | 0.68% | – | |
| USX | New | U S XPRESS ENTERPRISES INC | $7,656,433 | – | 1,246,976 | – | 0.66% | – |
| CIR | New | CIRCOR INTL INC | $7,056,250 | – | 125,000 | – | 0.60% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $6,938,400 | – | 840,000 | – | 0.59% | – |
| New | BELLRING BRANDS INC | $6,794,973 | – | 185,655 | – | 0.58% | – | |
| SUI | New | SUN CMNTYS INC | $6,562,138 | – | 50,300 | – | 0.56% | – |
| CSX | New | CSX CORP | $6,427,850 | – | 188,500 | – | 0.55% | – |
| HRI | New | HERC HLDGS INC | $6,279,362 | – | 45,885 | – | 0.54% | – |
| UNP | New | UNION PAC CORP | $6,199,986 | – | 30,300 | – | 0.53% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $6,139,364 | – | 112,237 | – | 0.53% | – |
| TSCO | New | TRACTOR SUPPLY CO | $6,102,360 | – | 27,600 | – | 0.52% | – |
| KBH | New | KB HOME | $5,890,907 | – | 113,922 | – | 0.50% | – |
| USB | New | US BANCORP DEL | $5,768,784 | – | 174,600 | – | 0.49% | – |
| CARR | New | CARRIER GLOBAL CORPORATION | $5,671,911 | – | 114,100 | – | 0.49% | – |
| POOL | New | POOL CORP | $5,619,600 | – | 15,000 | – | 0.48% | – |
| LII | New | LENNOX INTL INC | $5,575,797 | – | 17,100 | – | 0.48% | – |
| ALIT | New | ALIGHT INC | $5,560,105 | – | 601,743 | – | 0.48% | – |
| KNX | New | KNIGHT-SWIFT TRANSN HLDGS INcl a | $5,455,992 | – | 98,200 | – | 0.47% | – |
| GWW | New | GRAINGER W W INC | $5,441,271 | – | 6,900 | – | 0.47% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $5,396,820 | – | 57,200 | – | 0.46% | – |
| TIP | New | ISHARES TRtips bd etf | $5,381,000 | – | 50,000 | – | 0.46% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $5,386,284 | – | 95,400 | – | 0.46% | – |
| MRVI | New | MARAVAI LIFESCIENCES HLDGS I | $5,344,900 | – | 430,000 | – | 0.46% | – |
| PKG | New | PACKAGING CORP AMER | $5,339,264 | – | 40,400 | – | 0.46% | – |
| CTO | New | CTO RLTY GROWTH INC NEW | $5,285,119 | – | 308,350 | – | 0.45% | – |
| New | COMPASS DIGITAL ACQUISITN COunit 09/29/2026 | $5,248,325 | – | 505,619 | – | 0.45% | – | |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $5,231,891 | – | 76,300 | – | 0.45% | – |
| XBI | New | SPDR SER TRs&p biotech | $5,191,680 | – | 62,400 | – | 0.44% | – |
| MRO | New | MARATHON OIL CORP | $5,075,910 | – | 220,500 | – | 0.44% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $5,036,597 | – | 10,300 | – | 0.43% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $4,934,862 | – | 15,300 | – | 0.42% | – |
| DVN | New | DEVON ENERGY CORP NEW | $4,785,660 | – | 99,000 | – | 0.41% | – |
| UDR | New | UDR INC | $4,738,488 | – | 110,300 | – | 0.41% | – |
| New | MIRION TECHNOLOGIES INC | $4,659,955 | – | 551,474 | – | 0.40% | – | |
| GOOG | New | ALPHABET INCcap stk cl c | $4,608,957 | – | 38,100 | – | 0.40% | – |
| TGT | New | TARGET CORP | $4,497,790 | – | 34,100 | – | 0.38% | – |
| C | New | CITIGROUP INC | $4,488,900 | – | 97,500 | – | 0.38% | – |
| VLO | New | VALERO ENERGY CORP | $4,387,020 | – | 37,400 | – | 0.38% | – |
| New | FORGEROCK INCcl a | $4,313,400 | – | 210,000 | – | 0.37% | – | |
| NTRS | New | NORTHERN TR CORP | $4,288,109 | – | 57,838 | – | 0.37% | – |
| COG | New | COTERRA ENERGY INC | $4,113,780 | – | 162,600 | – | 0.35% | – |
| PXD | New | PIONEER NAT RES CO | $4,040,010 | – | 19,500 | – | 0.35% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $3,980,208 | – | 30,300 | – | 0.34% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $3,975,505 | – | 112,144 | – | 0.34% | – |
| BAC | New | BANK AMERICA CORP | $3,827,246 | – | 133,400 | – | 0.33% | – |
| HLT | New | HILTON WORLDWIDE HLDGS INC | $3,740,635 | – | 25,700 | – | 0.32% | – |
| DG | New | DOLLAR GEN CORP NEW | $3,650,270 | – | 21,500 | – | 0.31% | – |
| WCC | New | WESCO INTL INC | $3,581,200 | – | 20,000 | – | 0.31% | – |
| New | MOBILEYE GLOBAL INC | $3,515,430 | – | 91,500 | – | 0.30% | – | |
| CVX | New | CHEVRON CORP NEW | $3,397,659 | – | 21,593 | – | 0.29% | – |
| BATRK | New | LIBERTY MEDIA CORP DEL | $3,367,700 | – | 85,000 | – | 0.29% | – |
| DFS | New | DISCOVER FINL SVCS | $3,139,876 | – | 26,871 | – | 0.27% | – |
| WMT | New | WALMART INC | $2,907,830 | – | 18,500 | – | 0.25% | – |
| ALLE | New | ALLEGION PLC | $2,683,287 | – | 22,357 | – | 0.23% | – |
| MSFT | New | MICROSOFT CORP | $2,554,050 | – | 7,500 | – | 0.22% | – |
| GFF | New | GRIFFON CORP | $2,485,462 | – | 61,674 | – | 0.21% | – |
| MHO | New | M/I HOMES INC | $2,438,530 | – | 27,968 | – | 0.21% | – |
| AYX | New | ALTERYX INC | $2,419,820 | – | 53,300 | – | 0.21% | – |
| SNFCA | New | SECURITY NATL FINL CORPcl a new | $2,394,900 | – | 270,000 | – | 0.20% | – |
| BLD | New | TOPBUILD CORP | $2,287,772 | – | 8,600 | – | 0.20% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $2,096,698 | – | 32,040 | – | 0.18% | – |
| OKTA | New | OKTA INCcl a | $1,997,280 | – | 28,800 | – | 0.17% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $1,728,751 | – | 47,402 | – | 0.15% | – |
| OXY | New | OCCIDENTAL PETE CORP | $1,587,600 | – | 27,000 | – | 0.14% | – |
| GLPG | New | GALAPAGOS NVspon adr | $1,016,500 | – | 25,000 | – | 0.09% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $897,000 | – | 50,000 | – | 0.08% | – |
| New | MEI PHARMA INC | $888,300 | – | 135,000 | – | 0.08% | – | |
| IOVA | New | IOVANCE BIOTHERAPEUTICS INC | $735,497 | – | 104,474 | – | 0.06% | – |
| TFFP | New | TFF PHARMACEUTICALS INC | $601,600 | – | 1,280,000 | – | 0.05% | – |
| LTRN | New | LANTERN PHARMA INC | $535,800 | – | 95,000 | – | 0.05% | – |
| PINE | New | ALPINE INCOME PPTY TR INC | $528,141 | – | 32,501 | – | 0.04% | – |
| CUE | New | CUE BIOPHARMA INC | $489,231 | – | 134,036 | – | 0.04% | – |
| New | APTOSE BIOSCIENCES INC | $494,930 | – | 106,666 | – | 0.04% | – | |
| New | COGNITION THERAPEUTICS INC | $448,350 | – | 245,000 | – | 0.04% | – | |
| APA | New | APA CORPORATION | $427,125 | – | 12,500 | – | 0.04% | – |
| TSHA | New | TAYSHA GENE THERAPIES INC | $319,924 | – | 484,000 | – | 0.03% | – |
| HYG | New | ISHARES TRput | $302,000 | – | 4,000 | – | 0.03% | – |
| TSLA | New | TESLA INCput | $286,500 | – | 300 | – | 0.02% | – |
| RPD | New | RAPID7 INC | $271,680 | – | 6,000 | – | 0.02% | – |
| INFI | New | INFINITY PHARMACEUTICALS INC | $273,650 | – | 1,300,000 | – | 0.02% | – |
| New | EXICURE INC | $163,750 | – | 125,000 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HMCOW | Exit | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $0 | – | -530,125 | – | -0.00% | – |
| Exit | COGNITION THERAPEUTICS INC | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | EXICURE INC | $0 | – | -190,000 | – | -0.02% | – | |
| TSHA | Exit | TAYSHA GENE THERAPIES INC | $0 | – | -200,000 | – | -0.03% | – |
| EIGR | Exit | EIGER BIOPHARMACEUTICALS INC | $0 | – | -55,000 | – | -0.03% | – |
| MEIP | Exit | MEI PHARMA INC | $0 | – | -1,150,000 | – | -0.03% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -400 | – | -0.04% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -10,800 | – | -0.04% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -21,523 | – | -0.05% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -2,500 | – | -0.05% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -2,100 | – | -0.05% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -2,300 | – | -0.05% | – |
| LTRN | Exit | LANTERN PHARMA INC | $0 | – | -168,000 | – | -0.06% | – |
| TFFP | Exit | TFF PHARMACEUTICALS INC | $0 | – | -275,000 | – | -0.08% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -60,000 | – | -0.08% | – |
| INTC | Exit | INTEL CORP | $0 | – | -45,000 | – | -0.09% | – |
| CUE | Exit | CUE BIOPHARMA INC | $0 | – | -535,000 | – | -0.09% | – |
| Exit | APTOSE BIOSCIENCES INC | $0 | – | -2,010,000 | – | -0.09% | – | |
| SNFCA | Exit | SECURITY NATL FINL CORPcl a new | $0 | – | -223,319 | – | -0.11% | – |
| TWTR | Exit | TWITTER INCcall | $0 | – | -2,830 | – | -0.11% | – |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -700 | – | -0.12% | – |
| IOVA | Exit | IOVANCE BIOTHERAPEUTICS INC | $0 | – | -175,000 | – | -0.13% | – |
| JWSMU | Exit | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $0 | – | -192,488 | – | -0.14% | – |
| GLPG | Exit | GALAPAGOS NVspon adr | $0 | – | -45,000 | – | -0.14% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -26,100 | – | -0.15% | – |
| TWTR | Exit | TWITTER INCput | $0 | – | -8,000 | – | -0.16% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -16,400 | – | -0.19% | – |
| LMACA | Exit | LIBERTY MEDIA ACQUISITION CO | $0 | – | -265,812 | – | -0.20% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -9,500 | – | -0.20% | – |
| KAHC | Exit | KKR ACQUISITION HOLDING I CO | $0 | – | -275,000 | – | -0.20% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -45,000 | – | -0.22% | – |
| AON | Exit | AON PLC | $0 | – | -11,100 | – | -0.22% | – |
| GFF | Exit | GRIFFON CORP | $0 | – | -108,004 | – | -0.24% | – |
| TENB | Exit | TENABLE HLDGS INC | $0 | – | -91,806 | – | -0.24% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -107,500 | – | -0.25% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -17,600 | – | -0.27% | – |
| EWJ | Exit | ISHARES INCmsci jpn etf new | $0 | – | -76,400 | – | -0.28% | – |
| BLKB | Exit | BLACKBAUD INC | $0 | – | -85,000 | – | -0.28% | – |
| NSC | Exit | NORFOLK SOUTHN CORP | $0 | – | -18,291 | – | -0.29% | – |
| ALIT | Exit | ALIGHT INC | $0 | – | -550,000 | – | -0.30% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -12,400 | – | -0.31% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -81,000 | – | -0.31% | – |
| GLOB | Exit | GLOBANT S A | $0 | – | -22,288 | – | -0.31% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -24,300 | – | -0.32% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -38,600 | – | -0.33% | – |
| SAIA | Exit | SAIA INC | $0 | – | -23,400 | – | -0.34% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -37,000 | – | -0.34% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -38,300 | – | -0.34% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -42,600 | – | -0.36% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -36,500 | – | -0.36% | – |
| Exit | COMPASS DIGITAL ACQUISITN COunit 09/29/2026 | $0 | – | -500,000 | – | -0.37% | – | |
| LOW | Exit | LOWES COS INC | $0 | – | -25,903 | – | -0.37% | – |
| TRU | Exit | TRANSUNION | $0 | – | -86,800 | – | -0.39% | – |
| PNM | Exit | PNM RES INC | $0 | – | -115,000 | – | -0.40% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -425,000 | – | -0.40% | – |
| LSXMK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -140,926 | – | -0.40% | – |
| Exit | MIRION TECHNOLOGIES INC | $0 | – | -750,000 | – | -0.42% | – | |
| DHI | Exit | D R HORTON INC | $0 | – | -84,336 | – | -0.43% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -20,500 | – | -0.44% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -179,200 | – | -0.45% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -284,405 | – | -0.45% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -49,700 | – | -0.45% | – |
| WBS | Exit | WEBSTER FINL CORP | $0 | – | -133,700 | – | -0.46% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -44,800 | – | -0.46% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -180,000 | – | -0.46% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -253,000 | – | -0.47% | – |
| HWM | Exit | HOWMET AEROSPACE INC | $0 | – | -222,713 | – | -0.52% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -22,700 | – | -0.52% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -97,360 | – | -0.53% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -469,715 | – | -0.54% | – |
| Exit | BELLRING BRANDS INC | $0 | – | -350,333 | – | -0.54% | – | |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -31,000 | – | -0.54% | – |
| ARMK | Exit | ARAMARK | $0 | – | -235,000 | – | -0.55% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -658,082 | – | -0.56% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -100,150 | – | -0.56% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -160,000 | – | -0.56% | – |
| SCPL | Exit | SCIPLAY CORPORATIONcl a | $0 | – | -640,000 | – | -0.57% | – |
| KBH | Exit | KB HOME | $0 | – | -296,158 | – | -0.58% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -187,300 | – | -0.59% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -400,222 | – | -0.62% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -79,300 | – | -0.63% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -55,000 | – | -0.64% | – |
| POOL | Exit | POOL CORP | $0 | – | -27,400 | – | -0.66% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -261,316 | – | -0.66% | – |
| HEIA | Exit | HEICO CORP NEWcl a | $0 | – | -77,100 | – | -0.67% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -100,891 | – | -0.68% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -50,200 | – | -0.74% | – |
| WAB | Exit | WABTEC | $0 | – | -121,800 | – | -0.75% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -20,400 | – | -0.75% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -277,660 | – | -0.76% | – |
| SSB | Exit | SOUTHSTATE CORPORATION | $0 | – | -127,300 | – | -0.76% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -133,400 | – | -0.76% | – |
| EURN | Exit | EURONAV NV | $0 | – | -680,000 | – | -0.79% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -153,045 | – | -0.81% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -299,859 | – | -0.86% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -108,700 | – | -0.88% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -144,099 | – | -0.89% | – |
| MAT | Exit | MATTEL INC | $0 | – | -675,000 | – | -0.96% | – |
| KBR | Exit | KBR INC | $0 | – | -300,218 | – | -0.98% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -400,000 | – | -1.01% | – |
| GLT | Exit | GLATFELTER CORPORATION | $0 | – | -4,365,000 | – | -1.02% | – |
| SGFY | Exit | SIGNIFY HEALTH INC | $0 | – | -700,000 | – | -1.54% | – |
| VMW | Exit | VMWARE INC | $0 | – | -195,900 | – | -1.57% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -277,931 | – | -1.93% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -661,700 | – | -2.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -836,200 | – | -2.01% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | -400,000 | – | -2.05% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -759,300 | – | -2.31% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -430,000 | – | -2.41% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -900,000 | – | -2.62% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -335,700 | – | -2.64% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -1,570,000 | – | -2.71% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD | $0 | – | -830,000 | – | -2.75% | – |
| LHCG | Exit | LHC GROUP INC | $0 | – | -235,000 | – | -2.90% | – |
| CCXI | Exit | CHEMOCENTRYX INC | $0 | – | -750,000 | – | -2.92% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -1,017,500 | – | -3.36% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -950,000 | – | -3.45% | – |
| BKI | Exit | BLACK KNIGHT INC | $0 | – | -925,000 | – | -4.51% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -260,000 | – | -4.74% | – |
| SWKH | Exit | SWK HLDGS CORP | $0 | – | -9,093,766 | – | -11.65% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ROG | Buy | ROGERS CORP | $62,889,000 | +8.4% | 260,000 | +17.4% | 4.74% | +18.8% |
| BKI | Buy | BLACK KNIGHT INC | $59,875,000 | +55.2% | 925,000 | +56.8% | 4.51% | +70.1% |
| DRE | Buy | DUKE REALTY CORP | $45,790,000 | -7.4% | 950,000 | +5.6% | 3.45% | +1.5% |
| TWTR | Buy | TWITTER INC | $44,607,000 | +89.4% | 1,017,500 | +61.5% | 3.36% | +107.6% |
| CCXI | New | CHEMOCENTRYX INC | $38,745,000 | – | 750,000 | – | 2.92% | – |
| LHCG | New | LHC GROUP INC | $38,460,000 | – | 235,000 | – | 2.90% | – |
| TSEM | Buy | TOWER SEMICONDUCTOR LTD | $36,470,000 | +22.3% | 830,000 | +28.5% | 2.75% | +34.0% |
| FHN | Sell | FIRST HORIZON CORPORATION | $35,953,000 | -9.4% | 1,570,000 | -13.5% | 2.71% | -0.7% |
| JPM | New | JPMORGAN CHASE & CO | $35,081,000 | – | 335,700 | – | 2.64% | – |
| COWN | New | COWEN INCcl a new | $34,776,000 | – | 900,000 | – | 2.62% | – |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $31,966,000 | +2.6% | 430,000 | +7.5% | 2.41% | +12.5% |
| USB | New | US BANCORP DEL | $30,615,000 | – | 759,300 | – | 2.31% | – |
| GBT | New | GLOBAL BLOOD THERAPEUTICS IN | $27,240,000 | – | 400,000 | – | 2.05% | – |
| FITB | Buy | FIFTH THIRD BANCORP | $26,725,000 | +9.6% | 836,200 | +15.2% | 2.01% | +20.2% |
| WFC | Sell | WELLS FARGO CO NEW | $26,614,000 | -23.1% | 661,700 | -25.1% | 2.01% | -15.7% |
| COF | Buy | CAPITAL ONE FINL CORP | $25,617,000 | +725.0% | 277,931 | +832.7% | 1.93% | +806.1% |
| VMW | Buy | VMWARE INC | $20,856,000 | -0.1% | 195,900 | +6.9% | 1.57% | +9.5% |
| SGFY | New | SIGNIFY HEALTH INC | $20,405,000 | – | 700,000 | – | 1.54% | – |
| GLT | Buy | GLATFELTER CORPORATION | $13,575,000 | -32.5% | 4,365,000 | +49.2% | 1.02% | -26.0% |
| SJI | Buy | SOUTH JERSEY INDS INC | $13,368,000 | +15.2% | 400,000 | +17.6% | 1.01% | +26.2% |
| KBR | Buy | KBR INC | $12,975,000 | +5.0% | 300,218 | +17.6% | 0.98% | +15.2% |
| MAT | Buy | MATTEL INC | $12,785,000 | -0.4% | 675,000 | +17.4% | 0.96% | +9.1% |
| WTFC | Sell | WINTRUST FINL CORP | $11,751,000 | -29.2% | 144,099 | -30.4% | 0.89% | -22.3% |
| CNI | New | CANADIAN NATL RY CO | $11,739,000 | – | 108,700 | – | 0.88% | – |
| MTH | Buy | MERITAGE HOMES CORP | $10,754,000 | -0.2% | 153,045 | +3.0% | 0.81% | +9.5% |
| EURN | Buy | EURONAV NV | $10,465,000 | +3160.1% | 680,000 | +2429.0% | 0.79% | +3486.4% |
| FIS | New | FIDELITY NATL INFORMATION SV | $10,081,000 | – | 133,400 | – | 0.76% | – |
| SSB | New | SOUTHSTATE CORPORATION | $10,072,000 | – | 127,300 | – | 0.76% | – |
| MHO | Sell | M/I HOMES INC | $10,060,000 | -11.2% | 277,660 | -2.8% | 0.76% | -2.7% |
| GWW | New | GRAINGER W W INC | $9,979,000 | – | 20,400 | – | 0.75% | – |
| WAB | Buy | WABTEC | $9,908,000 | +36.7% | 121,800 | +37.9% | 0.75% | +50.0% |
| UNP | New | UNION PAC CORP | $9,780,000 | – | 50,200 | – | 0.74% | – |
| ALLE | Buy | ALLEGION PLC | $9,048,000 | +24.3% | 100,891 | +35.7% | 0.68% | +36.4% |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $8,822,000 | +26.4% | 261,316 | +44.0% | 0.66% | +38.5% |
| POOL | New | POOL CORP | $8,719,000 | – | 27,400 | – | 0.66% | – |
| GLD | New | SPDR GOLD TR | $8,507,000 | – | 55,000 | – | 0.64% | – |
| TIP | New | ISHARES TRtips bd etf | $8,319,000 | – | 79,300 | – | 0.63% | – |
| TOL | Buy | TOLL BROTHERS INC | $7,867,000 | +118.8% | 187,300 | +132.4% | 0.59% | +140.1% |
| KBH | Sell | KB HOME | $7,676,000 | -18.9% | 296,158 | -10.9% | 0.58% | -11.2% |
| SCPL | Sell | SCIPLAY CORPORATIONcl a | $7,526,000 | -38.4% | 640,000 | -26.9% | 0.57% | -32.5% |
| BERY | Sell | BERRY GLOBAL GROUP INC | $7,445,000 | -24.3% | 160,000 | -11.1% | 0.56% | -17.0% |
| LBRDK | Buy | LIBERTY BROADBAND CORP | $7,391,000 | -24.8% | 100,150 | +17.8% | 0.56% | -17.6% |
| FOR | Buy | FORESTAR GROUP INC | $7,364,000 | -11.6% | 658,082 | +8.1% | 0.56% | -3.1% |
| ARMK | Sell | ARAMARK | $7,332,000 | -7.9% | 235,000 | -9.6% | 0.55% | +1.1% |
| Buy | BELLRING BRANDS INC | $7,220,000 | +11.4% | 350,333 | +34.6% | 0.54% | +22.2% | |
| MSFT | New | MICROSOFT CORP | $7,220,000 | – | 31,000 | – | 0.54% | – |
| TPH | New | TRI POINTE HOMES INC | $7,097,000 | – | 469,715 | – | 0.54% | – |
| BPOP | New | POPULAR INC | $7,016,000 | – | 97,360 | – | 0.53% | – |
| SPGI | Buy | S&P GLOBAL INC | $6,931,000 | +29.3% | 22,700 | +42.8% | 0.52% | +41.8% |
| HWM | Sell | HOWMET AEROSPACE INC | $6,889,000 | -13.7% | 222,713 | -12.3% | 0.52% | -5.5% |
| HAL | New | HALLIBURTON CO | $6,229,000 | – | 253,000 | – | 0.47% | – |
| DELL | Sell | DELL TECHNOLOGIES INCcl c | $6,151,000 | -56.4% | 180,000 | -41.1% | 0.46% | -52.2% |
| WBS | New | WEBSTER FINL CORP | $6,043,000 | – | 133,700 | – | 0.46% | – |
| HLT | Buy | HILTON WORLDWIDE HLDGS INC | $5,995,000 | +55.9% | 49,700 | +44.1% | 0.45% | +71.2% |
| AXTA | Sell | AXALTA COATING SYS LTD | $5,990,000 | -15.1% | 284,405 | -10.8% | 0.45% | -7.0% |
| KHC | Buy | KRAFT HEINZ CO | $5,976,000 | +17.3% | 179,200 | +34.1% | 0.45% | +28.6% |
| MA | New | MASTERCARD INCORPORATEDcl a | $5,829,000 | – | 20,500 | – | 0.44% | – |
| DHI | Sell | D R HORTON INC | $5,680,000 | -37.9% | 84,336 | -39.0% | 0.43% | -32.0% |
| Sell | MIRION TECHNOLOGIES INC | $5,603,000 | +25.5% | 750,000 | -3.2% | 0.42% | +37.5% | |
| ELAN | Buy | ELANCO ANIMAL HEALTH INC | $5,274,000 | -25.4% | 425,000 | +18.1% | 0.40% | -18.3% |
| PNM | Sell | PNM RES INC | $5,259,000 | -25.7% | 115,000 | -22.3% | 0.40% | -18.5% |
| TRU | Buy | TRANSUNION | $5,164,000 | +21.6% | 86,800 | +63.5% | 0.39% | +33.2% |
| LOW | Sell | LOWES COS INC | $4,865,000 | -31.1% | 25,903 | -35.9% | 0.37% | -24.3% |
| CFR | Sell | CULLEN FROST BANKERS INC | $4,826,000 | -39.1% | 36,500 | -46.3% | 0.36% | -33.1% |
| PKG | New | PACKAGING CORP AMER | $4,784,000 | – | 42,600 | – | 0.36% | – |
| WCC | Buy | WESCO INTL INC | $4,572,000 | +14.8% | 38,300 | +3.0% | 0.34% | +25.9% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $4,457,000 | +125.7% | 37,000 | +127.0% | 0.34% | +147.1% |
| SAIA | Buy | SAIA INC | $4,446,000 | +10.0% | 23,400 | +8.8% | 0.34% | +20.5% |
| PAYX | New | PAYCHEX INC | $4,331,000 | – | 38,600 | – | 0.33% | – |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $4,281,000 | +8.4% | 24,300 | +29.3% | 0.32% | +19.2% |
| GLOB | New | GLOBANT S A | $4,170,000 | – | 22,288 | – | 0.31% | – |
| ZION | Sell | ZIONS BANCORPORATION N A | $4,120,000 | -72.1% | 81,000 | -72.0% | 0.31% | -69.4% |
| PAYC | New | PAYCOM SOFTWARE INC | $4,092,000 | – | 12,400 | – | 0.31% | – |
| NSC | Sell | NORFOLK SOUTHN CORP | $3,835,000 | -70.1% | 18,291 | -67.6% | 0.29% | -67.2% |
| BLKB | New | BLACKBAUD INC | $3,745,000 | – | 85,000 | – | 0.28% | – |
| EWJ | New | ISHARES INCmsci jpn etf new | $3,732,000 | – | 76,400 | – | 0.28% | – |
| WLTW | Sell | WILLIS TOWERS WATSON PLC LTD | $3,537,000 | -20.7% | 17,600 | -22.1% | 0.27% | -13.0% |
| WRK | New | WESTROCK CO | $3,321,000 | – | 107,500 | – | 0.25% | – |
| TENB | New | TENABLE HLDGS INC | $3,195,000 | – | 91,806 | – | 0.24% | – |
| GFF | New | GRIFFON CORP | $3,188,000 | – | 108,004 | – | 0.24% | – |
| AON | Sell | AON PLC | $2,973,000 | -33.2% | 11,100 | -32.7% | 0.22% | -26.8% |
| BC | Sell | BRUNSWICK CORP | $2,945,000 | -2.1% | 45,000 | -2.2% | 0.22% | +7.2% |
| HYG | Sell | ISHARES TRput | $2,653,000 | -49.8% | 9,500 | -13.6% | 0.20% | -44.9% |
| WDAY | New | WORKDAY INCcl a | $2,496,000 | – | 16,400 | – | 0.19% | – |
| TWTR | Buy | TWITTER INCput | $2,129,000 | +146.1% | 8,000 | +300.0% | 0.16% | +171.2% |
| EEFT | New | EURONET WORLDWIDE INC | $1,977,000 | – | 26,100 | – | 0.15% | – |
| GLPG | Buy | GALAPAGOS NVspon adr | $1,919,000 | -1.7% | 45,000 | +28.6% | 0.14% | +8.2% |
| IOVA | Buy | IOVANCE BIOTHERAPEUTICS INC | $1,677,000 | +1.3% | 175,000 | +16.7% | 0.13% | +10.5% |
| QQQ | Sell | INVESCO QQQ TRput | $1,602,000 | +17.4% | 700 | -30.0% | 0.12% | +28.7% |
| TWTR | New | TWITTER INCcall | $1,507,000 | – | 2,830 | – | 0.11% | – |
| SNFCA | Buy | SECURITY NATL FINL CORPcl a new | $1,418,000 | -6.0% | 223,319 | +25.2% | 0.11% | +2.9% |
| Buy | APTOSE BIOSCIENCES INC | $1,196,000 | -15.5% | 2,010,000 | +5.4% | 0.09% | -7.2% | |
| CUE | Sell | CUE BIOPHARMA INC | $1,193,000 | -17.4% | 535,000 | -7.8% | 0.09% | -9.1% |
| INTC | New | INTEL CORP | $1,160,000 | – | 45,000 | – | 0.09% | – |
| QURE | Sell | UNIQURE NV | $1,126,000 | -17.7% | 60,000 | -18.3% | 0.08% | -9.6% |
| TFFP | Sell | TFF PHARMACEUTICALS INC | $1,117,000 | -34.1% | 275,000 | -8.3% | 0.08% | -28.2% |
| LTRN | Sell | LANTERN PHARMA INC | $803,000 | -17.3% | 168,000 | -1.2% | 0.06% | -9.0% |
| DPZ | New | DOMINOS PIZZA INC | $713,000 | – | 2,300 | – | 0.05% | – |
| SAM | New | BOSTON BEER INCcl a | $680,000 | – | 2,100 | – | 0.05% | – |
| BIIB | New | BIOGEN INC | $668,000 | – | 2,500 | – | 0.05% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $630,000 | – | 21,523 | – | 0.05% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $488,000 | – | 10,800 | – | 0.04% | – |
| TSLA | Sell | TESLA INCput | $473,000 | -72.1% | 400 | -29.8% | 0.04% | -69.2% |
| MEIP | Buy | MEI PHARMA INC | $445,000 | -33.2% | 1,150,000 | +4.5% | 0.03% | -26.1% |
| EIGR | Sell | EIGER BIOPHARMACEUTICALS INC | $414,000 | +1.0% | 55,000 | -15.4% | 0.03% | +10.7% |
| TSHA | Buy | TAYSHA GENE THERAPIES INC | $386,000 | -37.1% | 200,000 | +21.2% | 0.03% | -31.0% |
| Buy | EXICURE INC | $298,000 | +38.0% | 190,000 | +90.0% | 0.02% | +46.7% | |
| New | COGNITION THERAPEUTICS INC | $190,000 | – | 100,000 | – | 0.01% | – | |
| HMCOW | Buy | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $58,000 | +5.5% | 530,125 | +10.7% | 0.00% | 0.0% |
| Exit | NUSCALE PWR CORP*w exp 05/02/202 | $0 | – | -87,000 | – | -0.01% | – | |
| FREY | Exit | FREYR BATTERYput | $0 | – | -1,000 | – | -0.02% | – |
| GLD | Exit | SPDR GOLD TRcall | $0 | – | -2,000 | – | -0.03% | – |
| Exit | NUSCALE PWR CORP | $0 | – | -50,000 | – | -0.03% | – | |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -6,400 | – | -0.08% | – |
| RBAC | Exit | REDBALL ACQUISITION CORP | $0 | – | -168,397 | – | -0.12% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -19,010 | – | -0.16% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -20,000 | – | -0.16% | – |
| OTIS | Exit | OTIS WORLDWIDE CORP | $0 | – | -32,852 | – | -0.16% | – |
| MAS | Exit | MASCO CORP | $0 | – | -48,900 | – | -0.17% | – |
| WMT | Exit | WALMART INC | $0 | – | -23,900 | – | -0.20% | – |
| AZEK | Exit | AZEK CO INCcl a | $0 | – | -176,600 | – | -0.20% | – |
| XBI | Exit | SPDR SER TRs&p biotech | $0 | – | -39,900 | – | -0.20% | – |
| PRPB | Exit | CC NEUBERGER PRIN HLDGS II | $0 | – | -301,543 | – | -0.21% | – |
| TGT | Exit | TARGET CORP | $0 | – | -25,700 | – | -0.25% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -100,700 | – | -0.26% | – |
| Exit | APOLLO GLOBAL MGMT INC | $0 | – | -81,200 | – | -0.27% | – | |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -78,300 | – | -0.28% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -22,200 | – | -0.28% | – |
| SWX | Exit | SOUTHWEST GAS HLDGS INC | $0 | – | -50,000 | – | -0.30% | – |
| V | Exit | VISA INC | $0 | – | -23,500 | – | -0.32% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -200,000 | – | -0.32% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -70,000 | – | -0.35% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -61,000 | – | -0.38% | – |
| HMCO | Exit | HUMANCO ACQUISITION CORP | $0 | – | -562,050 | – | -0.38% | – |
| STT | Exit | STATE STR CORP | $0 | – | -92,800 | – | -0.39% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -300,000 | – | -0.48% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -11,100 | – | -0.48% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -68,333 | – | -0.52% | – |
| CSX | Exit | CSX CORP | $0 | – | -268,400 | – | -0.54% | – |
| SRRA | Exit | SIERRA ONCOLOGY INC | $0 | – | -145,000 | – | -0.55% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -652,700 | – | -0.82% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -335,000 | – | -0.84% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -101,900 | – | -1.12% | – |
| SWCH | Exit | SWITCH INCcl a | $0 | – | -518,000 | – | -1.19% | – |
| Exit | MANDIANT INC | $0 | – | -805,000 | – | -1.21% | – | |
| CCMP | Exit | CMC MATERIALS INC | $0 | – | -105,000 | – | -1.26% | – |
| CMA | Exit | COMERICA INC | $0 | – | -289,357 | – | -1.46% | – |
| TPTX | Exit | TURNING POINT THERAPEUTICS I | $0 | – | -415,000 | – | -2.15% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -2,030,000 | – | -2.63% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -1,247,800 | – | -2.67% | – |
| COHR | Exit | COHERENT INC | $0 | – | -175,911 | – | -3.22% | – |
| BHVN | Exit | BIOHAVEN PHARMACTL HLDG CO L | $0 | – | -510,000 | – | -5.11% | – |
| Y | Exit | ALLEGHANY CORP MD | $0 | – | -91,000 | – | -5.21% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKH | New | SWK HLDGS CORP | $158,868,000 | – | 9,093,766 | – | 10.92% | – |
| Y | New | ALLEGHANY CORP MD | $75,812,000 | – | 91,000 | – | 5.21% | – |
| BHVN | New | BIOHAVEN PHARMACTL HLDG CO L | $74,312,000 | – | 510,000 | – | 5.11% | – |
| ROG | New | ROGERS CORP | $58,027,000 | – | 221,400 | – | 3.99% | – |
| DRE | New | DUKE REALTY CORP | $49,455,000 | – | 900,000 | – | 3.40% | – |
| COHR | New | COHERENT INC | $46,831,000 | – | 175,911 | – | 3.22% | – |
| FHN | New | FIRST HORIZON CORPORATION | $39,676,000 | – | 1,815,000 | – | 2.73% | – |
| BAC | New | BK OF AMERICA CORP | $38,844,000 | – | 1,247,800 | – | 2.67% | – |
| BKI | New | BLACK KNIGHT INC | $38,580,000 | – | 590,000 | – | 2.65% | – |
| VG | New | VONAGE HLDGS CORP | $38,245,000 | – | 2,030,000 | – | 2.63% | – |
| WFC | New | WELLS FARGO CO NEW | $34,607,000 | – | 883,500 | – | 2.38% | – |
| TPTX | New | TURNING POINT THERAPEUTICS I | $31,229,000 | – | 415,000 | – | 2.15% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $31,144,000 | – | 400,000 | – | 2.14% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $29,832,000 | – | 646,000 | – | 2.05% | – |
| FITB | New | FIFTH THIRD BANCORP | $24,387,000 | – | 725,800 | – | 1.68% | – |
| TWTR | New | TWITTER INC | $23,556,000 | – | 630,000 | – | 1.62% | – |
| CMA | New | COMERICA INC | $21,233,000 | – | 289,357 | – | 1.46% | – |
| VMW | New | VMWARE INC | $20,881,000 | – | 183,200 | – | 1.44% | – |
| GLT | New | GLATFELTER CORPORATION | $20,126,000 | – | 2,925,303 | – | 1.38% | – |
| CCMP | New | CMC MATERIALS INC | $18,321,000 | – | 105,000 | – | 1.26% | – |
| New | MANDIANT INC | $17,565,000 | – | 805,000 | – | 1.21% | – | |
| SWCH | New | SWITCH INCcl a | $17,353,000 | – | 518,000 | – | 1.19% | – |
| WTFC | New | WINTRUST FINL CORP | $16,599,000 | – | 207,099 | – | 1.14% | – |
| MTB | New | M & T BK CORP | $16,242,000 | – | 101,900 | – | 1.12% | – |
| ZION | New | ZIONS BANCORPORATION N A | $14,746,000 | – | 289,704 | – | 1.01% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $14,117,000 | – | 305,500 | – | 0.97% | – |
| MAT | New | MATTEL INC | $12,840,000 | – | 575,000 | – | 0.88% | – |
| NSC | New | NORFOLK SOUTHN CORP | $12,819,000 | – | 56,400 | – | 0.88% | – |
| KBR | New | KBR INC | $12,358,000 | – | 255,390 | – | 0.85% | – |
| SCPL | New | SCIPLAY CORPORATIONcl a | $12,224,000 | – | 875,000 | – | 0.84% | – |
| MTOR | New | MERITOR INC | $12,171,000 | – | 335,000 | – | 0.84% | – |
| ASB | New | ASSOCIATED BANC CORP | $11,918,000 | – | 652,700 | – | 0.82% | – |
| SJI | New | SOUTH JERSEY INDS INC | $11,608,000 | – | 340,000 | – | 0.80% | – |
| MHO | New | M/I HOMES INC | $11,331,000 | – | 285,693 | – | 0.78% | – |
| LSXMA | New | LIBERTY MEDIA CORP DEL | $10,807,000 | – | 299,859 | – | 0.74% | – |
| MTH | New | MERITAGE HOMES CORP | $10,771,000 | – | 148,559 | – | 0.74% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $9,835,000 | – | 180,000 | – | 0.68% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $9,829,000 | – | 85,000 | – | 0.68% | – |
| KBH | New | KB HOME | $9,465,000 | – | 332,569 | – | 0.65% | – |
| DHI | New | D R HORTON INC | $9,145,000 | – | 138,165 | – | 0.63% | – |
| FOR | New | FORESTAR GROUP INC | $8,331,000 | – | 608,531 | – | 0.57% | – |
| HEIA | New | HEICO CORP NEWcl a | $8,125,000 | – | 77,100 | – | 0.56% | – |
| HWM | New | HOWMET AEROSPACE INC | $7,982,000 | – | 253,813 | – | 0.55% | – |
| SRRA | New | SIERRA ONCOLOGY INC | $7,974,000 | – | 145,000 | – | 0.55% | – |
| ARMK | New | ARAMARK | $7,964,000 | – | 260,000 | – | 0.55% | – |
| CFR | New | CULLEN FROST BANKERS INC | $7,922,000 | – | 68,031 | – | 0.54% | – |
| CSX | New | CSX CORP | $7,800,000 | – | 268,400 | – | 0.54% | – |
| CNNE | New | CANNAE HLDGS INC | $7,740,000 | – | 400,222 | – | 0.53% | – |
| GPN | New | GLOBAL PMTS INC | $7,560,000 | – | 68,333 | – | 0.52% | – |
| ALLE | New | ALLEGION PLC | $7,279,000 | – | 74,347 | – | 0.50% | – |
| WAB | New | WABTEC | $7,248,000 | – | 88,300 | – | 0.50% | – |
| PNM | New | PNM RES INC | $7,076,000 | – | 148,100 | – | 0.49% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $7,067,000 | – | 360,000 | – | 0.49% | – |
| LOW | New | LOWES COS INC | $7,057,000 | – | 40,403 | – | 0.48% | – |
| AXTA | New | AXALTA COATING SYS LTD | $7,053,000 | – | 319,005 | – | 0.48% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $7,013,000 | – | 11,100 | – | 0.48% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $6,979,000 | – | 181,516 | – | 0.48% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $6,918,000 | – | 300,000 | – | 0.48% | – |
| New | BELLRING BRANDS INC | $6,480,000 | – | 260,333 | – | 0.44% | – | |
| STT | New | STATE STR CORP | $5,721,000 | – | 92,800 | – | 0.39% | – |
| WCN | New | WASTE CONNECTIONS INC | $5,553,000 | – | 44,800 | – | 0.38% | – |
| HMCO | New | HUMANCO ACQUISITION CORP | $5,531,000 | – | 562,050 | – | 0.38% | – |
| COP | New | CONOCOPHILLIPS | $5,478,000 | – | 61,000 | – | 0.38% | – |
| SPGI | New | S&P GLOBAL INC | $5,359,000 | – | 15,900 | – | 0.37% | – |
| HYG | New | ISHARES TRput | $5,280,000 | – | 11,000 | – | 0.36% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $5,153,000 | – | 70,000 | – | 0.35% | – |
| KHC | New | KRAFT HEINZ CO | $5,096,000 | – | 133,600 | – | 0.35% | – |
| LSXMK | New | LIBERTY MEDIA CORP DEL | $5,080,000 | – | 140,926 | – | 0.35% | – |
| New | COMPASS DIGITAL ACQUISITN COunit 09/29/2026 | $4,825,000 | – | 500,000 | – | 0.33% | – | |
| NLSN | New | NIELSEN HLDGS PLC | $4,644,000 | – | 200,000 | – | 0.32% | – |
| V | New | VISA INC | $4,627,000 | – | 23,500 | – | 0.32% | – |
| New | MIRION TECHNOLOGIES INC | $4,464,000 | – | 775,000 | – | 0.31% | – | |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $4,461,000 | – | 22,600 | – | 0.31% | – |
| AON | New | AON PLC | $4,450,000 | – | 16,500 | – | 0.31% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $4,354,000 | – | 50,000 | – | 0.30% | – |
| TRU | New | TRANSUNION | $4,247,000 | – | 53,100 | – | 0.29% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $4,052,000 | – | 22,200 | – | 0.28% | – |
| SAIA | New | SAIA INC | $4,042,000 | – | 21,500 | – | 0.28% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $4,021,000 | – | 78,300 | – | 0.28% | – |
| WCC | New | WESCO INTL INC | $3,984,000 | – | 37,200 | – | 0.27% | – |
| New | APOLLO GLOBAL MGMT INC | $3,937,000 | – | 81,200 | – | 0.27% | – | |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $3,950,000 | – | 18,800 | – | 0.27% | – |
| HLT | New | HILTON WORLDWIDE HLDGS INC | $3,845,000 | – | 34,500 | – | 0.26% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $3,722,000 | – | 100,700 | – | 0.26% | – |
| ALIT | New | ALIGHT INC | $3,713,000 | – | 550,000 | – | 0.26% | – |
| TGT | New | TARGET CORP | $3,630,000 | – | 25,700 | – | 0.25% | – |
| TOL | New | TOLL BROTHERS INC | $3,595,000 | – | 80,600 | – | 0.25% | – |
| COF | New | CAPITAL ONE FINL CORP | $3,105,000 | – | 29,800 | – | 0.21% | – |
| BC | New | BRUNSWICK CORP | $3,007,000 | – | 46,000 | – | 0.21% | – |
| PRPB | New | CC NEUBERGER PRIN HLDGS II | $3,012,000 | – | 301,543 | – | 0.21% | – |
| XBI | New | SPDR SER TRs&p biotech | $2,963,000 | – | 39,900 | – | 0.20% | – |
| AZEK | New | AZEK CO INCcl a | $2,956,000 | – | 176,600 | – | 0.20% | – |
| WMT | New | WALMART INC | $2,906,000 | – | 23,900 | – | 0.20% | – |
| KAHC | New | KKR ACQUISITION HOLDING I CO | $2,692,000 | – | 275,000 | – | 0.18% | – |
| LMACA | New | LIBERTY MEDIA ACQUISITION CO | $2,616,000 | – | 265,812 | – | 0.18% | – |
| MAS | New | MASCO CORP | $2,474,000 | – | 48,900 | – | 0.17% | – |
| OTIS | New | OTIS WORLDWIDE CORP | $2,322,000 | – | 32,852 | – | 0.16% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $2,271,000 | – | 20,000 | – | 0.16% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $2,260,000 | – | 19,010 | – | 0.16% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $1,975,000 | – | 16,300 | – | 0.14% | – |
| GLPG | New | GALAPAGOS NVspon adr | $1,953,000 | – | 35,000 | – | 0.13% | – |
| JWSMU | New | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $1,904,000 | – | 192,488 | – | 0.13% | – |
| TFFP | New | TFF PHARMACEUTICALS INC | $1,695,000 | – | 300,000 | – | 0.12% | – |
| TSLA | New | TESLA INCput | $1,698,000 | – | 570 | – | 0.12% | – |
| RBAC | New | REDBALL ACQUISITION CORP | $1,677,000 | – | 168,397 | – | 0.12% | – |
| IOVA | New | IOVANCE BIOTHERAPEUTICS INC | $1,656,000 | – | 150,000 | – | 0.11% | – |
| SNFCA | New | SECURITY NATL FINL CORPcl a new | $1,509,000 | – | 178,319 | – | 0.10% | – |
| CUE | New | CUE BIOPHARMA INC | $1,444,000 | – | 580,000 | – | 0.10% | – |
| New | APTOSE BIOSCIENCES INC | $1,416,000 | – | 1,907,500 | – | 0.10% | – | |
| QURE | New | UNIQURE NV | $1,368,000 | – | 73,396 | – | 0.09% | – |
| QQQ | New | INVESCO QQQ TRput | $1,365,000 | – | 1,000 | – | 0.09% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $1,199,000 | – | 6,400 | – | 0.08% | – |
| LTRN | New | LANTERN PHARMA INC | $971,000 | – | 170,000 | – | 0.07% | – |
| TWTR | New | TWITTER INCput | $865,000 | – | 2,000 | – | 0.06% | – |
| MEIP | New | MEI PHARMA INC | $666,000 | – | 1,100,000 | – | 0.05% | – |
| TSHA | New | TAYSHA GENE THERAPIES INC | $614,000 | – | 165,000 | – | 0.04% | – |
| New | NUSCALE PWR CORP | $500,000 | – | 50,000 | – | 0.03% | – | |
| EIGR | New | EIGER BIOPHARMACEUTICALS INC | $410,000 | – | 65,000 | – | 0.03% | – |
| GLD | New | SPDR GOLD TRcall | $374,000 | – | 2,000 | – | 0.03% | – |
| EURN | New | EURONAV NV | $321,000 | – | 26,888 | – | 0.02% | – |
| New | EXICURE INC | $216,000 | – | 99,999 | – | 0.02% | – | |
| FREY | New | FREYR BATTERYput | $225,000 | – | 1,000 | – | 0.02% | – |
| New | NUSCALE PWR CORP*w exp 05/02/202 | $177,000 | – | 87,000 | – | 0.01% | – | |
| HMCOW | New | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $55,000 | – | 479,025 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DNMR | Exit | DANIMER SCIENTIFIC INCput | $0 | – | -1,250 | – | -0.01% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INCcall | $0 | – | -1,250 | – | -0.02% | – |
| Exit | SUMMIT HEALTHCRE ACQUISTN CO | $0 | – | -30,000 | – | -0.02% | – | |
| GLD | Exit | SPDR GOLD TRcall | $0 | – | -2,500 | – | -0.02% | – |
| HMCOW | Exit | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $0 | – | -349,025 | – | -0.02% | – |
| QS | Exit | QUANTUMSCAPE CORPput | $0 | – | -1,000 | – | -0.02% | – |
| COG | Exit | CABOT OIL & GAS CORPcall | $0 | – | -1,400 | – | -0.03% | – |
| RUN | Exit | SUNRUN INC | $0 | – | -12,700 | – | -0.03% | – |
| SQ | Exit | SQUARE INCput | $0 | – | -300 | – | -0.04% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -42,750 | – | -0.05% | – |
| APTV | Exit | APTIV PLC | $0 | – | -6,500 | – | -0.05% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -122,212 | – | -0.05% | – |
| QS | Exit | QUANTUMSCAPE CORP | $0 | – | -45,000 | – | -0.06% | – |
| MAXN | Exit | MAXEON SOLAR TECHNOLOGIES LT | $0 | – | -70,000 | – | -0.06% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -130,000 | – | -0.07% | – |
| CTRE | Exit | CARETRUST REIT INC | $0 | – | -71,471 | – | -0.08% | – |
| CUE | Exit | CUE BIOPHARMA INC | $0 | – | -102,816 | – | -0.08% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -16,100 | – | -0.08% | – |
| Exit | APTOSE BIOSCIENCES INC | $0 | – | -720,408 | – | -0.08% | – | |
| RBAC | Exit | REDBALL ACQUISITION CORP | $0 | – | -168,397 | – | -0.09% | – |
| VNE | Exit | VEONEER INC | $0 | – | -50,000 | – | -0.09% | – |
| DEI | Exit | DOUGLAS EMMETT INC | $0 | – | -54,897 | – | -0.09% | – |
| TFFP | Exit | TFF PHARMACEUTICALS INC | $0 | – | -227,701 | – | -0.09% | – |
| SNFCA | Exit | SECURITY NATL FINL CORPcl a new | $0 | – | -220,000 | – | -0.10% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -2,224 | – | -0.10% | – |
| JWSMU | Exit | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $0 | – | -192,488 | – | -0.10% | – |
| NESR | Exit | NATIONAL ENERGY SERVICES REU | $0 | – | -155,000 | – | -0.10% | – |
| KRG | Exit | KITE RLTY GROUP TR | $0 | – | -96,100 | – | -0.10% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -63,396 | – | -0.11% | – |
| EQT | Exit | EQT CORP | $0 | – | -100,000 | – | -0.11% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -15,663 | – | -0.11% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -14,043 | – | -0.11% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -66,100 | – | -0.11% | – |
| LMACA | Exit | LIBERTY MEDIA ACQUISITION CO | $0 | – | -225,000 | – | -0.12% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -50,000 | – | -0.12% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -66,900 | – | -0.12% | – |
| KAHC | Exit | KKR ACQUISITION HOLDING I CO | $0 | – | -250,000 | – | -0.13% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -30,000 | – | -0.14% | – |
| STEM | Exit | STEM INC | $0 | – | -112,000 | – | -0.14% | – |
| EURN | Exit | EURONAV NV | $0 | – | -275,000 | – | -0.14% | – |
| VST | Exit | VISTRA CORP | $0 | – | -160,000 | – | -0.14% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -103,000 | – | -0.15% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -36,890 | – | -0.15% | – |
| Exit | PHILLIPS EDISON & CO INC | $0 | – | -95,440 | – | -0.15% | – | |
| PRPB | Exit | CC NEUBERGER PRIN HLDGS II | $0 | – | -301,543 | – | -0.16% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -7,270 | – | -0.16% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -55,802 | – | -0.17% | – |
| COLM | Exit | COLUMBIA SPORTSWEAR CO | $0 | – | -35,000 | – | -0.18% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -55,000 | – | -0.18% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INCput | $0 | – | -9,200 | – | -0.19% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -17,500 | – | -0.20% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -149,200 | – | -0.20% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -49,280 | – | -0.20% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -109,548 | – | -0.20% | – |
| POOL | Exit | POOL CORP | $0 | – | -8,963 | – | -0.20% | – |
| FREY | Exit | FREYR BATTERY | $0 | – | -400,000 | – | -0.21% | – |
| TREB | Exit | TREBIA ACQUISITION CORP | $0 | – | -399,396 | – | -0.21% | – |
| XBI | Exit | SPDR SER TRs&p biotech | $0 | – | -32,800 | – | -0.22% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -83,200 | – | -0.22% | – |
| WMT | Exit | WALMART INC | $0 | – | -29,900 | – | -0.22% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -46,412 | – | -0.23% | – |
| WSO | Exit | WATSCO INC | $0 | – | -16,514 | – | -0.23% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -37,103 | – | -0.23% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -50,938 | – | -0.23% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -16,814 | – | -0.24% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -135,000 | – | -0.24% | – |
| AKR | Exit | ACADIA RLTY TR | $0 | – | -221,395 | – | -0.24% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -119,444 | – | -0.24% | – |
| KDMN | Exit | KADMON HLDGS INC | $0 | – | -564,569 | – | -0.26% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -30,222 | – | -0.26% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -14,400 | – | -0.26% | – |
| APSG | Exit | APOLLO STRATEGIC GROWTH CAPT | $0 | – | -645,316 | – | -0.26% | – |
| EXC | Exit | EXELON CORP | $0 | – | -105,000 | – | -0.27% | – |
| GSAH | Exit | GS ACQUISITION HLDGS CORP II | $0 | – | -500,000 | – | -0.27% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -8,385 | – | -0.27% | – |
| ALIT | Exit | ALIGHT INC | $0 | – | -450,000 | – | -0.27% | – |
| VTR | Exit | VENTAS INC | $0 | – | -93,933 | – | -0.27% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -113,135 | – | -0.28% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -75,000 | – | -0.28% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -16,706 | – | -0.28% | – |
| MTDR | Exit | MATADOR RES CO | $0 | – | -142,020 | – | -0.28% | – |
| T | Exit | AT&T INC | $0 | – | -205,400 | – | -0.29% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -214,100 | – | -0.29% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -100,000 | – | -0.29% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -314,735 | – | -0.30% | – |
| FRT | Exit | FEDERAL RLTY INVT TRsh ben int new | $0 | – | -47,911 | – | -0.30% | – |
| AES | Exit | AES CORP | $0 | – | -249,306 | – | -0.30% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -34,746 | – | -0.31% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -40,236 | – | -0.31% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -122,100 | – | -0.32% | – |
| AZEK | Exit | AZEK CO INCcl a | $0 | – | -166,942 | – | -0.32% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -92,135 | – | -0.32% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -64,490 | – | -0.33% | – |
| NOVA | Exit | SUNNOVA ENERGY INTL INC. | $0 | – | -191,682 | – | -0.33% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -200,000 | – | -0.34% | – |
| OTIS | Exit | OTIS WORLDWIDE CORP | $0 | – | -81,852 | – | -0.36% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -70,841 | – | -0.36% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -51,639 | – | -0.36% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -41,800 | – | -0.36% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -60,860 | – | -0.36% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -507,000 | – | -0.36% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -151,000 | – | -0.36% | – |
| HMCO | Exit | HUMANCO ACQUISITION CORP | $0 | – | -704,050 | – | -0.37% | – |
| SAIA | Exit | SAIA INC | $0 | – | -29,543 | – | -0.37% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -357,734 | – | -0.38% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -250,070 | – | -0.38% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -77,462 | – | -0.39% | – |
| CTO | Exit | CTO RLTY GROWTH INC NEW | $0 | – | -137,308 | – | -0.39% | – |
| CME | Exit | CME GROUP INC | $0 | – | -38,159 | – | -0.39% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -176,168 | – | -0.39% | – |
| KBH | Exit | KB HOME | $0 | – | -192,899 | – | -0.40% | – |
| LSXMK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -162,926 | – | -0.41% | – |
| EGP | Exit | EASTGROUP PPTYS INC | $0 | – | -48,216 | – | -0.42% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -174,200 | – | -0.42% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -172,859 | – | -0.43% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -249,600 | – | -0.43% | – |
| HWM | Exit | HOWMET AEROSPACE INC | $0 | – | -268,796 | – | -0.44% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -150,540 | – | -0.45% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -14,525 | – | -0.50% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -224,610 | – | -0.51% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -47,903 | – | -0.51% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -120,289 | – | -0.51% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -526,197 | – | -0.52% | – |
| ARMK | Exit | ARAMARK | $0 | – | -300,000 | – | -0.52% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -98,700 | – | -0.53% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -338,955 | – | -0.56% | – |
| KBR | Exit | KBR INC | $0 | – | -274,190 | – | -0.57% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -55,978 | – | -0.58% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -150,300 | – | -0.58% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -60,901 | – | -0.59% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -737,543 | – | -0.62% | – |
| XLRN | Exit | ACCELERON PHARMA INC | $0 | – | -80,000 | – | -0.73% | – |
| GSKY | Exit | GREENSKY INCcl a | $0 | – | -1,250,000 | – | -0.74% | – |
| PPC | Exit | PILGRIMS PRIDE CORP | $0 | – | -500,000 | – | -0.77% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -700,000 | – | -0.77% | – |
| CBOE | Exit | CBOE GLOBAL MKTS INC | $0 | – | -126,733 | – | -0.83% | – |
| Exit | TRILLIUM THERAPEUTICS INC | $0 | – | -900,000 | – | -0.83% | – | |
| SCPL | Exit | SCIPLAY CORPORATIONcl a | $0 | – | -900,000 | – | -0.98% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -400,000 | – | -1.07% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -75,101 | – | -1.08% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -224,294 | – | -1.29% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -419,963 | – | -1.30% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -544,142 | – | -1.30% | – |
| STT | Exit | STATE STR CORP | $0 | – | -292,854 | – | -1.31% | – |
| FIVN | Exit | FIVE9 INC | $0 | – | -160,000 | – | -1.35% | – |
| PNM | Exit | PNM RES INC | $0 | – | -518,800 | – | -1.35% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -429,363 | – | -1.36% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -140,400 | – | -1.72% | – |
| COHR | Exit | COHERENT INC | $0 | – | -132,000 | – | -1.74% | – |
| GLT | Exit | GLATFELTER CORPORATION | $0 | – | -2,355,872 | – | -1.75% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -768,219 | – | -1.78% | – |
| PPD | Exit | PPD INC | $0 | – | -922,900 | – | -2.28% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -166,500 | – | -2.38% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -518,624 | – | -2.38% | – |
| BBL | Exit | BHP GROUP PLCsponsored adr | $0 | – | -975,000 | – | -2.60% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -1,140,000 | – | -3.28% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -1,199,300 | – | -3.48% | – |
| HRC | Exit | HILL-ROM HLDGS INC | $0 | – | -480,000 | – | -3.79% | – |
| XLNX | Exit | XILINX INC | $0 | – | -883,184 | – | -7.03% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -1,190,000 | – | -7.31% | – |
| SWKH | Exit | SWK HLDGS CORP | $0 | – | -9,093,766 | – | -8.71% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INFO | Sell | IHS MARKIT LTD | $138,778,000 | +1.8% | 1,190,000 | -1.7% | 7.31% | +11.2% |
| XLNX | Buy | XILINX INC | $133,352,000 | +14.6% | 883,184 | +9.8% | 7.03% | +25.2% |
| HRC | New | HILL-ROM HLDGS INC | $72,000,000 | – | 480,000 | – | 3.79% | – |
| NUAN | Sell | NUANCE COMMUNICATIONS INC | $66,009,000 | -39.4% | 1,199,300 | -40.0% | 3.48% | -33.7% |
| UFS | Buy | DOMTAR CORP | $62,176,000 | +38.1% | 1,140,000 | +39.2% | 3.28% | +51.0% |
| BBL | New | BHP GROUP PLCsponsored adr | $49,423,000 | – | 975,000 | – | 2.60% | – |
| XEC | Buy | CIMAREX ENERGY CO | $45,224,000 | +183.7% | 518,624 | +135.7% | 2.38% | +209.9% |
| KSU | Buy | KANSAS CITY SOUTHERN | $45,062,000 | +47.2% | 166,500 | +54.2% | 2.38% | +60.9% |
| PPD | Sell | PPD INC | $43,182,000 | -36.3% | 922,900 | -37.3% | 2.28% | -30.4% |
| SNV | Buy | SYNOVUS FINL CORP | $33,717,000 | +837.9% | 768,219 | +837.8% | 1.78% | +927.2% |
| GLT | Buy | GLATFELTER CORPORATION | $33,218,000 | +40.5% | 2,355,872 | +39.2% | 1.75% | +53.6% |
| COHR | Sell | COHERENT INC | $33,012,000 | -18.3% | 132,000 | -13.7% | 1.74% | -10.7% |
| WLTW | Sell | WILLIS TOWERS WATSON PLC LTD | $32,637,000 | -46.5% | 140,400 | -47.1% | 1.72% | -41.6% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $25,770,000 | +46.3% | 429,363 | +54.7% | 1.36% | +60.0% |
| PNM | Sell | PNM RES INC | $25,670,000 | -52.2% | 518,800 | -52.9% | 1.35% | -47.8% |
| FIVN | New | FIVE9 INC | $25,558,000 | – | 160,000 | – | 1.35% | – |
| STT | Buy | STATE STR CORP | $24,811,000 | +81.7% | 292,854 | +76.5% | 1.31% | +98.8% |
| PACW | Buy | PACWEST BANCORP DEL | $24,661,000 | +33.0% | 544,142 | +20.7% | 1.30% | +45.4% |
| TFC | New | TRUIST FINL CORP | $24,631,000 | – | 419,963 | – | 1.30% | – |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $24,408,000 | +35.3% | 224,294 | +15.4% | 1.29% | +47.8% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $20,449,000 | -2.9% | 75,101 | -12.4% | 1.08% | +6.1% |
| STFC | New | STATE AUTO FINL CORP | $20,380,000 | – | 400,000 | – | 1.07% | – |
| SCPL | New | SCIPLAY CORPORATIONcl a | $18,621,000 | – | 900,000 | – | 0.98% | – |
| New | TRILLIUM THERAPEUTICS INC | $15,804,000 | – | 900,000 | – | 0.83% | – | |
| CBOE | Buy | CBOE GLOBAL MKTS INC | $15,697,000 | +135.7% | 126,733 | +126.5% | 0.83% | +157.6% |
| PPC | New | PILGRIMS PRIDE CORP | $14,540,000 | – | 500,000 | – | 0.77% | – |
| GSKY | New | GREENSKY INCcl a | $13,975,000 | – | 1,250,000 | – | 0.74% | – |
| XLRN | New | ACCELERON PHARMA INC | $13,768,000 | – | 80,000 | – | 0.73% | – |
| UBS | Sell | UBS GROUP AG | $11,756,000 | -21.7% | 737,543 | -24.6% | 0.62% | -14.4% |
| SUI | Buy | SUN CMNTYS INC | $11,273,000 | +15.0% | 60,901 | +6.5% | 0.59% | +25.6% |
| FLOW | New | SPX FLOW INC | $10,987,000 | – | 150,300 | – | 0.58% | – |
| UNP | New | UNION PAC CORP | $10,972,000 | – | 55,978 | – | 0.58% | – |
| CNNE | Buy | CANNAE HLDGS INC | $10,545,000 | -4.0% | 338,955 | +4.6% | 0.56% | +4.9% |
| CVX | New | CHEVRON CORP NEW | $10,013,000 | – | 98,700 | – | 0.53% | – |
| ARMK | Buy | ARAMARK | $9,858,000 | -0.1% | 300,000 | +13.2% | 0.52% | +9.2% |
| FOR | Sell | FORESTAR GROUP INC | $9,803,000 | -19.1% | 526,197 | -9.2% | 0.52% | -11.5% |
| EQR | New | EQUITY RESIDENTIALsh ben int | $9,734,000 | – | 120,289 | – | 0.51% | – |
| LOW | Buy | LOWES COS INC | $9,718,000 | +5.8% | 47,903 | +1.1% | 0.51% | +15.6% |
| NNN | Sell | NATIONAL RETAIL PROPERTIES I | $9,701,000 | -14.3% | 224,610 | -7.0% | 0.51% | -6.4% |
| SIVB | Sell | SVB FINANCIAL GROUP | $9,396,000 | -40.5% | 14,525 | -48.8% | 0.50% | -35.0% |
| REXR | New | REXFORD INDL RLTY INC | $8,543,000 | – | 150,540 | – | 0.45% | – |
| HWM | Buy | HOWMET AEROSPACE INC | $8,386,000 | +34.6% | 268,796 | +48.8% | 0.44% | +47.3% |
| OVV | Buy | OVINTIV INC | $8,207,000 | +70.7% | 249,600 | +63.4% | 0.43% | +86.2% |
| LSXMA | Sell | LIBERTY MEDIA CORP DEL | $8,154,000 | -37.9% | 172,859 | -38.7% | 0.43% | -32.1% |
| CLR | Buy | CONTINENTAL RES INC | $8,039,000 | +120.9% | 174,200 | +82.0% | 0.42% | +142.3% |
| EGP | Sell | EASTGROUP PPTYS INC | $8,034,000 | -6.8% | 48,216 | -8.0% | 0.42% | +1.9% |
| LSXMK | Sell | LIBERTY MEDIA CORP DEL | $7,734,000 | -21.0% | 162,926 | -22.8% | 0.41% | -13.6% |
| KBH | Buy | KB HOME | $7,508,000 | +26.5% | 192,899 | +32.4% | 0.40% | +38.5% |
| BAC | New | BK OF AMERICA CORP | $7,478,000 | – | 176,168 | – | 0.39% | – |
| CME | New | CME GROUP INC | $7,379,000 | – | 38,159 | – | 0.39% | – |
| CTO | Buy | CTO RLTY GROWTH INC NEW | $7,382,000 | +4.5% | 137,308 | +4.0% | 0.39% | +14.1% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $7,333,000 | +39.5% | 77,462 | +38.3% | 0.39% | +52.0% |
| AXTA | Sell | AXALTA COATING SYS LTD | $7,300,000 | -56.2% | 250,070 | -54.3% | 0.38% | -52.1% |
| MPW | New | MEDICAL PPTYS TRUST INC | $7,180,000 | – | 357,734 | – | 0.38% | – |
| SAIA | New | SAIA INC | $7,032,000 | – | 29,543 | – | 0.37% | – |
| HMCO | Buy | HUMANCO ACQUISITION CORP | $6,963,000 | +104.1% | 704,050 | +101.4% | 0.37% | +123.8% |
| PHM | New | PULTE GROUP INC | $6,934,000 | – | 151,000 | – | 0.36% | – |
| MRO | Buy | MARATHON OIL CORP | $6,931,000 | +51.0% | 507,000 | +50.5% | 0.36% | +65.2% |
| PWR | Buy | QUANTA SVCS INC | $6,927,000 | +56.5% | 60,860 | +24.6% | 0.36% | +71.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $6,842,000 | -72.0% | 41,800 | -73.4% | 0.36% | -69.4% |
| ALLE | New | ALLEGION PLC | $6,826,000 | – | 51,639 | – | 0.36% | – |
| BC | Buy | BRUNSWICK CORP | $6,749,000 | +139.2% | 70,841 | +150.1% | 0.36% | +161.8% |
| OTIS | Sell | OTIS WORLDWIDE CORP | $6,735,000 | -14.1% | 81,852 | -14.6% | 0.36% | -6.1% |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $6,378,000 | – | 200,000 | – | 0.34% | – |
| NOVA | Sell | SUNNOVA ENERGY INTL INC. | $6,314,000 | -19.8% | 191,682 | -8.3% | 0.33% | -12.4% |
| MTH | Sell | MERITAGE HOMES CORP | $6,256,000 | -35.0% | 64,490 | -37.0% | 0.33% | -28.9% |
| AZEK | New | AZEK CO INCcl a | $6,098,000 | – | 166,942 | – | 0.32% | – |
| KRC | Sell | KILROY RLTY CORP | $6,100,000 | -29.6% | 92,135 | -26.0% | 0.32% | -23.2% |
| TRGP | Buy | TARGA RES CORP | $6,009,000 | +511.9% | 122,100 | +452.5% | 0.32% | +574.5% |
| CPT | New | CAMDEN PPTY TRsh ben int | $5,934,000 | – | 40,236 | – | 0.31% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $5,810,000 | – | 34,746 | – | 0.31% | – |
| AES | Sell | AES CORP | $5,692,000 | -18.3% | 249,306 | -6.7% | 0.30% | -10.7% |
| FRT | Sell | FEDERAL RLTY INVT TRsh ben int new | $5,653,000 | -4.3% | 47,911 | -5.0% | 0.30% | +4.6% |
| MGY | Buy | MAGNOLIA OIL & GAS CORPcl a | $5,599,000 | +46.4% | 314,735 | +28.6% | 0.30% | +60.3% |
| MDP | New | MEREDITH CORP | $5,570,000 | – | 100,000 | – | 0.29% | – |
| WMB | Buy | WILLIAMS COS INC | $5,554,000 | +122.3% | 214,100 | +127.5% | 0.29% | +144.2% |
| T | Sell | AT&T INC | $5,548,000 | -49.7% | 205,400 | -46.4% | 0.29% | -45.1% |
| MTDR | Buy | MATADOR RES CO | $5,402,000 | +53.3% | 142,020 | +45.2% | 0.28% | +67.6% |
| ESS | Sell | ESSEX PPTY TR INC | $5,342,000 | -19.9% | 16,706 | -24.9% | 0.28% | -12.4% |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $5,269,000 | – | 75,000 | – | 0.28% | – |
| SRC | Sell | SPIRIT RLTY CAP INC NEW | $5,209,000 | -22.5% | 113,135 | -19.5% | 0.28% | -15.1% |
| VTR | New | VENTAS INC | $5,186,000 | – | 93,933 | – | 0.27% | – |
| ALIT | New | ALIGHT INC | $5,166,000 | – | 450,000 | – | 0.27% | – |
| ORLY | Buy | OREILLY AUTOMOTIVE INC | $5,124,000 | +113.1% | 8,385 | +97.5% | 0.27% | +132.8% |
| GSAH | New | GS ACQUISITION HLDGS CORP II | $5,110,000 | – | 500,000 | – | 0.27% | – |
| EXC | New | EXELON CORP | $5,076,000 | – | 105,000 | – | 0.27% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $5,007,000 | – | 14,400 | – | 0.26% | – |
| HRI | Sell | HERC HLDGS INC | $4,940,000 | +6.3% | 30,222 | -27.1% | 0.26% | +16.1% |
| KDMN | New | KADMON HLDGS INC | $4,917,000 | – | 564,569 | – | 0.26% | – |
| INVH | Sell | INVITATION HOMES INC | $4,578,000 | -64.4% | 119,444 | -65.4% | 0.24% | -61.1% |
| AKR | New | ACADIA RLTY TR | $4,519,000 | – | 221,395 | – | 0.24% | – |
| HFC | Buy | HOLLYFRONTIER CORP | $4,473,000 | +126.6% | 135,000 | +125.0% | 0.24% | +148.4% |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $4,459,000 | -18.6% | 16,814 | -15.1% | 0.24% | -11.0% |
| CHRW | Buy | C H ROBINSON WORLDWIDE INC | $4,432,000 | +48.8% | 50,938 | +60.2% | 0.23% | +62.5% |
| EXPD | New | EXPEDITORS INTL WASH INC | $4,420,000 | – | 37,103 | – | 0.23% | – |
| WSO | New | WATSCO INC | $4,370,000 | – | 16,514 | – | 0.23% | – |
| LEN | Sell | LENNAR CORPcl a | $4,348,000 | -64.9% | 46,412 | -62.8% | 0.23% | -61.6% |
| WMT | Sell | WALMART INC | $4,167,000 | -30.8% | 29,900 | -30.0% | 0.22% | -24.1% |
| WRK | New | WESTROCK CO | $4,146,000 | – | 83,200 | – | 0.22% | – |
| XBI | Buy | SPDR SER TRs&p biotech | $4,123,000 | -4.5% | 32,800 | +2.8% | 0.22% | +4.3% |
| FREY | New | FREYR BATTERY | $3,948,000 | – | 400,000 | – | 0.21% | – |
| POOL | Buy | POOL CORP | $3,894,000 | +25.9% | 8,963 | +32.9% | 0.20% | +37.6% |
| NEE | Buy | NEXTERA ENERGY INC | $3,869,000 | +12.6% | 49,280 | +5.1% | 0.20% | +22.9% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $3,869,000 | -42.0% | 109,548 | -34.7% | 0.20% | -36.6% |
| TMHC | New | TAYLOR MORRISON HOME CORP | $3,846,000 | – | 149,200 | – | 0.20% | – |
| ALB | New | ALBEMARLE CORP | $3,832,000 | – | 17,500 | – | 0.20% | – |
| AMD | New | ADVANCED MICRO DEVICES INCput | $3,667,000 | – | 9,200 | – | 0.19% | – |
| MPC | New | MARATHON PETE CORP | $3,400,000 | – | 55,000 | – | 0.18% | – |
| COLM | New | COLUMBIA SPORTSWEAR CO | $3,354,000 | – | 35,000 | – | 0.18% | – |
| MHO | Buy | M/I HOMES INC | $3,225,000 | +2.1% | 55,802 | +3.6% | 0.17% | +11.8% |
| GNRC | Sell | GENERAC HLDGS INC | $2,971,000 | -15.5% | 7,270 | -14.1% | 0.16% | -7.1% |
| New | PHILLIPS EDISON & CO INC | $2,931,000 | – | 95,440 | – | 0.15% | – | |
| PCAR | New | PACCAR INC | $2,911,000 | – | 36,890 | – | 0.15% | – |
| HP | New | HELMERICH & PAYNE INC | $2,823,000 | – | 103,000 | – | 0.15% | – |
| VST | New | VISTRA CORP | $2,736,000 | – | 160,000 | – | 0.14% | – |
| EURN | New | EURONAV NV | $2,684,000 | – | 275,000 | – | 0.14% | – |
| STEM | Buy | STEM INC | $2,676,000 | +35.2% | 112,000 | +103.8% | 0.14% | +48.4% |
| HYG | Buy | ISHARES TRput | $2,612,000 | +160.9% | 30,000 | +66.7% | 0.14% | +187.5% |
| KAHC | New | KKR ACQUISITION HOLDING I CO | $2,438,000 | – | 250,000 | – | 0.13% | – |
| DVN | New | DEVON ENERGY CORP NEW | $2,376,000 | – | 66,900 | – | 0.12% | – |
| PDCE | New | PDC ENERGY INC | $2,370,000 | – | 50,000 | – | 0.12% | – |
| LMACA | Buy | LIBERTY MEDIA ACQUISITION CO | $2,268,000 | +122.8% | 225,000 | +125.0% | 0.12% | +144.9% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $2,150,000 | +131.7% | 66,100 | +164.4% | 0.11% | +151.1% |
| MAR | New | MARRIOTT INTL INC NEWcl a | $2,080,000 | – | 14,043 | – | 0.11% | – |
| HLT | New | HILTON WORLDWIDE HLDGS INC | $2,069,000 | – | 15,663 | – | 0.11% | – |
| EQT | Sell | EQT CORP | $2,046,000 | -38.7% | 100,000 | -33.3% | 0.11% | -32.9% |
| QURE | Sell | UNIQURE NV | $2,029,000 | -30.5% | 63,396 | -33.1% | 0.11% | -24.1% |
| KRG | New | KITE RLTY GROUP TR | $1,957,000 | – | 96,100 | – | 0.10% | – |
| NESR | Buy | NATIONAL ENERGY SERVICES REU | $1,941,000 | -2.7% | 155,000 | +10.7% | 0.10% | +6.2% |
| TSLA | Buy | TESLA INCput | $1,859,000 | +6.4% | 2,224 | +1.1% | 0.10% | +16.7% |
| SNFCA | Sell | SECURITY NATL FINL CORPcl a new | $1,811,000 | -8.0% | 220,000 | -2.2% | 0.10% | 0.0% |
| TFFP | Buy | TFF PHARMACEUTICALS INC | $1,758,000 | -14.9% | 227,701 | +5.9% | 0.09% | -7.0% |
| DEI | Sell | DOUGLAS EMMETT INC | $1,735,000 | -64.7% | 54,897 | -62.4% | 0.09% | -61.6% |
| VNE | New | VEONEER INC | $1,703,000 | – | 50,000 | – | 0.09% | – |
| Buy | APTOSE BIOSCIENCES INC | $1,570,000 | -7.3% | 720,408 | +41.3% | 0.08% | +1.2% | |
| FSLR | Sell | FIRST SOLAR INC | $1,537,000 | -66.6% | 16,100 | -68.3% | 0.08% | -63.5% |
| CUE | Sell | CUE BIOPHARMA INC | $1,498,000 | -14.7% | 102,816 | -31.8% | 0.08% | -7.1% |
| CTRE | Sell | CARETRUST REIT INC | $1,452,000 | -60.3% | 71,471 | -54.6% | 0.08% | -56.2% |
| MAXN | New | MAXEON SOLAR TECHNOLOGIES LT | $1,234,000 | – | 70,000 | – | 0.06% | – |
| QS | New | QUANTUMSCAPE CORP | $1,104,000 | – | 45,000 | – | 0.06% | – |
| CLNE | Sell | CLEAN ENERGY FUELS CORP | $996,000 | -25.8% | 122,212 | -7.6% | 0.05% | -20.0% |
| APTV | New | APTIV PLC | $968,000 | – | 6,500 | – | 0.05% | – |
| KIM | Sell | KIMCO RLTY CORP | $887,000 | -87.9% | 42,750 | -87.8% | 0.05% | -86.7% |
| SQ | New | SQUARE INCput | $740,000 | – | 300 | – | 0.04% | – |
| RUN | New | SUNRUN INC | $559,000 | – | 12,700 | – | 0.03% | – |
| COG | New | CABOT OIL & GAS CORPcall | $539,000 | – | 1,400 | – | 0.03% | – |
| QS | New | QUANTUMSCAPE CORPput | $380,000 | – | 1,000 | – | 0.02% | – |
| GLD | New | SPDR GOLD TRcall | $355,000 | – | 2,500 | – | 0.02% | – |
| HMCOW | Buy | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $370,000 | +78.7% | 349,025 | +100.3% | 0.02% | +90.0% |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INCcall | $288,000 | – | 1,250 | – | 0.02% | – |
| New | SUMMIT HEALTHCRE ACQUISTN CO | $293,000 | – | 30,000 | – | 0.02% | – | |
| DNMR | New | DANIMER SCIENTIFIC INCput | $228,000 | – | 1,250 | – | 0.01% | – |
| SLV | Exit | ISHARES SILVER TRcall | $0 | – | -15,000 | – | -0.02% | – |
| GEVO | Exit | GEVO INC | $0 | – | -55,902 | – | -0.02% | – |
| S | Exit | SENTINELONE INCcl a | $0 | – | -10,000 | – | -0.02% | – |
| DIDI | Exit | DIDI GLOBAL INCsponsored ads | $0 | – | -35,000 | – | -0.02% | – |
| SPRQ | Exit | SPARTAN ACQUISITION CORP II | $0 | – | -94,268 | – | -0.04% | – |
| KMX | Exit | CARMAX INC | $0 | – | -7,700 | – | -0.05% | – |
| CHPT | Exit | CHARGEPOINT HOLDINGS INC | $0 | – | -33,324 | – | -0.06% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -8,669 | – | -0.06% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -57,123 | – | -0.08% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -14,907 | – | -0.09% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -19,500 | – | -0.10% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -26,820 | – | -0.10% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -36,621 | – | -0.12% | – |
| O | Exit | REALTY INCOME CORP | $0 | – | -44,700 | – | -0.14% | – |
| TREX | Exit | TREX CO INC | $0 | – | -31,659 | – | -0.16% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -195,151 | – | -0.17% | – |
| HMCOU | Exit | HUMANCO ACQUISITION CORPunit 12/08/2023 | $0 | – | -349,526 | – | -0.17% | – |
| WPF | Exit | FOLEY TRASIMENE ACQUISTN COR | $0 | – | -400,000 | – | -0.19% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -170,000 | – | -0.19% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -35,066 | – | -0.20% | – |
| GRSV | Exit | GORES HLDGS V INC | $0 | – | -409,079 | – | -0.20% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -181,800 | – | -0.20% | – |
| NVR | Exit | NVR INC | $0 | – | -908 | – | -0.22% | – |
| LESL | Exit | LESLIES INC | $0 | – | -170,471 | – | -0.23% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE IN | $0 | – | -19,995 | – | -0.24% | – |
| MAS | Exit | MASCO CORP | $0 | – | -91,813 | – | -0.26% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -54,993 | – | -0.27% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -32,000 | – | -0.28% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -50,556 | – | -0.29% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -30,300 | – | -0.30% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -37,900 | – | -0.31% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -31,345 | – | -0.31% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -35,000 | – | -0.32% | – |
| TT | Exit | TRANE TECHNOLOGIES PLC | $0 | – | -36,487 | – | -0.32% | – |
| ALUS | Exit | ALUSSA ENERGY ACQUISITION CO | $0 | – | -700,000 | – | -0.33% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -33,254 | – | -0.34% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -66,094 | – | -0.34% | – |
| V | Exit | VISA INC | $0 | – | -29,906 | – | -0.34% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -50,039 | – | -0.35% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -188,600 | – | -0.35% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -18,597 | – | -0.39% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -135,000 | – | -0.40% | – |
| WBT | Exit | WELBILT INC | $0 | – | -375,000 | – | -0.42% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -153,800 | – | -0.47% | – |
| CORE | Exit | CORE-MARK HLDG CO INC | $0 | – | -225,455 | – | -0.49% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -452,320 | – | -0.50% | – |
| CAI | Exit | CAI INTERNATIONAL INC | $0 | – | -215,000 | – | -0.58% | – |
| CMA | Exit | COMERICA INC | $0 | – | -181,393 | – | -0.62% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -177,257 | – | -0.78% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -362,313 | – | -0.79% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -88,229 | – | -0.81% | – |
| USCR | Exit | U S CONCRETE INC | $0 | – | -250,000 | – | -0.89% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -198,000 | – | -0.95% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -393,867 | – | -2.00% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -324,397 | – | -2.58% | – |
| WORK | Exit | SLACK TECHNOLOGIES INC | $0 | – | -2,435,000 | – | -5.20% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -679,150 | – | -6.02% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKH | New | SWK HLDGS CORP | $159,596,000 | – | 9,093,766 | – | 7.70% | – |
| INFO | New | IHS MARKIT LTD | $136,358,000 | – | 1,210,352 | – | 6.58% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $124,767,000 | – | 679,150 | – | 6.02% | – |
| XLNX | New | XILINX INC | $116,382,000 | – | 804,634 | – | 5.61% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $108,880,000 | – | 2,000,000 | – | 5.25% | – |
| WORK | New | SLACK TECHNOLOGIES INC | $107,871,000 | – | 2,435,000 | – | 5.20% | – |
| PPD | New | PPD INC | $67,799,000 | – | 1,471,022 | – | 3.27% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $61,047,000 | – | 265,400 | – | 2.94% | – |
| PNM | New | PNM RES INC | $53,754,000 | – | 1,102,203 | – | 2.59% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $53,594,000 | – | 324,397 | – | 2.58% | – |
| UFS | New | DOMTAR CORP | $45,012,000 | – | 819,000 | – | 2.17% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $41,498,000 | – | 393,867 | – | 2.00% | – |
| COHR | New | COHERENT INC | $40,424,000 | – | 152,923 | – | 1.95% | – |
| KSU | New | KANSAS CITY SOUTHERN | $30,604,000 | – | 108,000 | – | 1.48% | – |
| JPM | New | JPMORGAN CHASE & CO | $24,472,000 | – | 157,333 | – | 1.18% | – |
| GLT | New | GLATFELTER CORPORATION | $23,644,000 | – | 1,692,462 | – | 1.14% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $21,070,000 | – | 85,771 | – | 1.02% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $19,735,000 | – | 198,000 | – | 0.95% | – |
| PACW | New | PACWEST BANCORP DEL | $18,549,000 | – | 450,659 | – | 0.89% | – |
| USCR | New | U S CONCRETE INC | $18,450,000 | – | 250,000 | – | 0.89% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $18,041,000 | – | 194,303 | – | 0.87% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $17,616,000 | – | 277,463 | – | 0.85% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $16,831,000 | – | 88,229 | – | 0.81% | – |
| AXTA | New | AXALTA COATING SYS LTD | $16,683,000 | – | 547,171 | – | 0.80% | – |
| WFC | New | WELLS FARGO CO NEW | $16,409,000 | – | 362,313 | – | 0.79% | – |
| MS | New | MORGAN STANLEY | $16,253,000 | – | 177,257 | – | 0.78% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $16,128,000 | – | 700,000 | – | 0.78% | – |
| XEC | New | CIMAREX ENERGY CO | $15,939,000 | – | 220,000 | – | 0.77% | – |
| SIVB | New | SVB FINANCIAL GROUP | $15,781,000 | – | 28,362 | – | 0.76% | – |
| UBS | New | UBS GROUP AG | $15,013,000 | – | 978,700 | – | 0.72% | – |
| STT | New | STATE STR CORP | $13,655,000 | – | 165,957 | – | 0.66% | – |
| LSXMA | New | LIBERTY MEDIA CORP DEL | $13,129,000 | – | 281,859 | – | 0.63% | – |
| CMA | New | COMERICA INC | $12,941,000 | – | 181,393 | – | 0.62% | – |
| INVH | New | INVITATION HOMES INC | $12,857,000 | – | 344,796 | – | 0.62% | – |
| LEN | New | LENNAR CORPcl a | $12,386,000 | – | 124,666 | – | 0.60% | – |
| FOR | New | FORESTAR GROUP INC | $12,117,000 | – | 579,497 | – | 0.58% | – |
| CAI | New | CAI INTERNATIONAL INC | $12,040,000 | – | 215,000 | – | 0.58% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $11,323,000 | – | 241,522 | – | 0.55% | – |
| T | New | AT&T INC | $11,031,000 | – | 383,294 | – | 0.53% | – |
| CNNE | New | CANNAE HLDGS INC | $10,985,000 | – | 323,955 | – | 0.53% | – |
| KBR | New | KBR INC | $10,460,000 | – | 274,190 | – | 0.50% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $10,345,000 | – | 452,320 | – | 0.50% | – |
| CORE | New | CORE-MARK HLDG CO INC | $10,148,000 | – | 225,455 | – | 0.49% | – |
| ARMK | New | ARAMARK | $9,871,000 | – | 265,000 | – | 0.48% | – |
| SUI | New | SUN CMNTYS INC | $9,801,000 | – | 57,184 | – | 0.47% | – |
| LSXMK | New | LIBERTY MEDIA CORP DEL | $9,785,000 | – | 210,926 | – | 0.47% | – |
| XOM | New | EXXON MOBIL CORP | $9,702,000 | – | 153,800 | – | 0.47% | – |
| MTH | New | MERITAGE HOMES CORP | $9,623,000 | – | 102,290 | – | 0.46% | – |
| LOW | New | LOWES COS INC | $9,187,000 | – | 47,365 | – | 0.44% | – |
| WBT | New | WELBILT INC | $8,681,000 | – | 375,000 | – | 0.42% | – |
| KRC | New | KILROY RLTY CORP | $8,665,000 | – | 124,431 | – | 0.42% | – |
| EGP | New | EASTGROUP PPTYS INC | $8,617,000 | – | 52,399 | – | 0.42% | – |
| COP | New | CONOCOPHILLIPS | $8,222,000 | – | 135,000 | – | 0.40% | – |
| GWW | New | GRAINGER W W INC | $8,145,000 | – | 18,597 | – | 0.39% | – |
| NOVA | New | SUNNOVA ENERGY INTL INC. | $7,874,000 | – | 209,076 | – | 0.38% | – |
| OTIS | New | OTIS WORLDWIDE CORP | $7,838,000 | – | 95,852 | – | 0.38% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $7,323,000 | – | 188,600 | – | 0.35% | – |
| KIM | New | KIMCO RLTY CORP | $7,314,000 | – | 350,800 | – | 0.35% | – |
| TMUS | New | T-MOBILE US INC | $7,247,000 | – | 50,039 | – | 0.35% | – |
| CTO | New | CTO RLTY GROWTH INC NEW | $7,065,000 | – | 132,000 | – | 0.34% | – |
| V | New | VISA INC | $6,993,000 | – | 29,906 | – | 0.34% | – |
| AES | New | AES CORP | $6,969,000 | – | 267,306 | – | 0.34% | – |
| CNI | New | CANADIAN NATL RY CO | $6,974,000 | – | 66,094 | – | 0.34% | – |
| AVB | New | AVALONBAY CMNTYS INC | $6,940,000 | – | 33,254 | – | 0.34% | – |
| ALUS | New | ALUSSA ENERGY ACQUISITION CO | $6,937,000 | – | 700,000 | – | 0.33% | – |
| TT | New | TRANE TECHNOLOGIES PLC | $6,719,000 | – | 36,487 | – | 0.32% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $6,721,000 | – | 140,498 | – | 0.32% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $6,671,000 | – | 167,861 | – | 0.32% | – |
| ESS | New | ESSEX PPTY TR INC | $6,670,000 | – | 22,232 | – | 0.32% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $6,660,000 | – | 55,941 | – | 0.32% | – |
| SAFM | New | SANDERSON FARMS INC | $6,579,000 | – | 35,000 | – | 0.32% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $6,430,000 | – | 31,345 | – | 0.31% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $6,415,000 | – | 37,900 | – | 0.31% | – |
| HWM | New | HOWMET AEROSPACE INC | $6,229,000 | – | 180,696 | – | 0.30% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $6,211,000 | – | 30,300 | – | 0.30% | – |
| WMT | New | WALMART INC | $6,022,000 | – | 42,700 | – | 0.29% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $6,001,000 | – | 50,556 | – | 0.29% | – |
| KBH | New | KB HOME | $5,933,000 | – | 145,699 | – | 0.29% | – |
| FRT | New | FEDERAL RLTY INVT TRsh ben int new | $5,907,000 | – | 50,417 | – | 0.28% | – |
| ENPH | New | ENPHASE ENERGY INC | $5,876,000 | – | 32,000 | – | 0.28% | – |
| WCC | New | WESCO INTL INC | $5,654,000 | – | 54,993 | – | 0.27% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $5,476,000 | – | 19,814 | – | 0.26% | – |
| MAS | New | MASCO CORP | $5,409,000 | – | 91,813 | – | 0.26% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $5,258,000 | – | 56,000 | – | 0.25% | – |
| APSG | New | APOLLO STRATEGIC GROWTH CAPT | $5,095,000 | – | 645,316 | – | 0.25% | – |
| ODFL | New | OLD DOMINION FREIGHT LINE IN | $5,075,000 | – | 19,995 | – | 0.24% | – |
| DEI | New | DOUGLAS EMMETT INC | $4,910,000 | – | 146,039 | – | 0.24% | – |
| OVV | New | OVINTIV INC | $4,809,000 | – | 152,800 | – | 0.23% | – |
| LESL | New | LESLIES INC | $4,686,000 | – | 170,471 | – | 0.23% | – |
| HRI | New | HERC HLDGS INC | $4,647,000 | – | 41,462 | – | 0.22% | – |
| FSLR | New | FIRST SOLAR INC | $4,603,000 | – | 50,851 | – | 0.22% | – |
| MRO | New | MARATHON OIL CORP | $4,590,000 | – | 336,986 | – | 0.22% | – |
| NVR | New | NVR INC | $4,516,000 | – | 908 | – | 0.22% | – |
| PWR | New | QUANTA SVCS INC | $4,425,000 | – | 48,860 | – | 0.21% | – |
| XBI | New | SPDR SER TRs&p biotech | $4,319,000 | – | 31,900 | – | 0.21% | – |
| HAL | New | HALLIBURTON CO | $4,203,000 | – | 181,800 | – | 0.20% | – |
| GRSV | New | GORES HLDGS V INC | $4,132,000 | – | 409,079 | – | 0.20% | – |
| NTRS | New | NORTHERN TR CORP | $4,054,000 | – | 35,066 | – | 0.20% | – |
| TREB | New | TREBIA ACQUISITION CORP | $3,954,000 | – | 399,396 | – | 0.19% | – |
| MUR | New | MURPHY OIL CORP | $3,958,000 | – | 170,000 | – | 0.19% | – |
| WPF | New | FOLEY TRASIMENE ACQUISTN COR | $3,908,000 | – | 400,000 | – | 0.19% | – |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $3,825,000 | – | 244,735 | – | 0.18% | – |
| CTRE | New | CARETRUST REIT INC | $3,660,000 | – | 157,564 | – | 0.18% | – |
| CLR | New | CONTINENTAL RES INC | $3,639,000 | – | 95,700 | – | 0.18% | – |
| HMCOU | New | HUMANCO ACQUISITION CORPunit 12/08/2023 | $3,618,000 | – | 349,526 | – | 0.17% | – |
| SNV | New | SYNOVUS FINL CORP | $3,595,000 | – | 81,919 | – | 0.17% | – |
| MTDR | New | MATADOR RES CO | $3,523,000 | – | 97,822 | – | 0.17% | – |
| GNRC | New | GENERAC HLDGS INC | $3,515,000 | – | 8,467 | – | 0.17% | – |
| NEE | New | NEXTERA ENERGY INC | $3,435,000 | – | 46,880 | – | 0.17% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $3,446,000 | – | 195,151 | – | 0.17% | – |
| HMCO | New | HUMANCO ACQUISITION CORP | $3,411,000 | – | 349,524 | – | 0.16% | – |
| EQT | New | EQT CORP | $3,339,000 | – | 150,000 | – | 0.16% | – |
| TREX | New | TREX CO INC | $3,236,000 | – | 31,659 | – | 0.16% | – |
| MHO | New | M/I HOMES INC | $3,160,000 | – | 53,865 | – | 0.15% | – |
| POOL | New | POOL CORP | $3,092,000 | – | 6,742 | – | 0.15% | – |
| O | New | REALTY INCOME CORP | $2,983,000 | – | 44,700 | – | 0.14% | – |
| PRPB | New | CC NEUBERGER PRIN HLDGS II | $2,982,000 | – | 301,543 | – | 0.14% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,979,000 | – | 31,800 | – | 0.14% | – |
| QURE | New | UNIQURE NV | $2,920,000 | – | 94,790 | – | 0.14% | – |
| BC | New | BRUNSWICK CORP | $2,822,000 | – | 28,327 | – | 0.14% | – |
| WMB | New | WILLIAMS COS INC | $2,498,000 | – | 94,100 | – | 0.12% | – |
| DAR | New | DARLING INGREDIENTS INC | $2,472,000 | – | 36,621 | – | 0.12% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $2,404,000 | – | 4,246 | – | 0.12% | – |
| VLO | New | VALERO ENERGY CORP | $2,094,000 | – | 26,820 | – | 0.10% | – |
| TFFP | New | TFF PHARMACEUTICALS INC | $2,066,000 | – | 215,000 | – | 0.10% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $2,006,000 | – | 19,500 | – | 0.10% | – |
| NESR | New | NATIONAL ENERGY SERVICES REU | $1,995,000 | – | 140,000 | – | 0.10% | – |
| HFC | New | HOLLYFRONTIER CORP | $1,974,000 | – | 60,000 | – | 0.10% | – |
| SNFCA | New | SECURITY NATL FINL CORPcl a new | $1,969,000 | – | 225,000 | – | 0.10% | – |
| STEM | New | STEM INC | $1,979,000 | – | 54,960 | – | 0.10% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $1,945,000 | – | 14,907 | – | 0.09% | – |
| JWSMU | New | JAWS MUSTANG ACQUISITION CORunit 99/99/9999 | $1,936,000 | – | 192,488 | – | 0.09% | – |
| CUE | New | CUE BIOPHARMA INC | $1,756,000 | – | 150,700 | – | 0.08% | – |
| TSLA | New | TESLA INCput | $1,747,000 | – | 2,200 | – | 0.08% | – |
| HR | New | HEALTHCARE RLTY TR | $1,725,000 | – | 57,123 | – | 0.08% | – |
| New | APTOSE BIOSCIENCES INC | $1,693,000 | – | 510,000 | – | 0.08% | – | |
| RBAC | New | REDBALL ACQUISITION CORP | $1,645,000 | – | 168,397 | – | 0.08% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,341,000 | – | 8,669 | – | 0.06% | – |
| CLNE | New | CLEAN ENERGY FUELS CORP | $1,342,000 | – | 132,212 | – | 0.06% | – |
| CHPT | New | CHARGEPOINT HOLDINGS INC | $1,158,000 | – | 33,324 | – | 0.06% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $1,106,000 | – | 130,000 | – | 0.05% | – |
| LMACA | New | LIBERTY MEDIA ACQUISITION CO | $1,018,000 | – | 100,000 | – | 0.05% | – |
| HYG | New | ISHARES TRput | $1,001,000 | – | 18,000 | – | 0.05% | – |
| KMX | New | CARMAX INC | $994,000 | – | 7,700 | – | 0.05% | – |
| TRGP | New | TARGA RES CORP | $982,000 | – | 22,100 | – | 0.05% | – |
| SPRQ | New | SPARTAN ACQUISITION CORP II | $942,000 | – | 94,268 | – | 0.04% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $928,000 | – | 25,000 | – | 0.04% | – |
| DIDI | New | DIDI GLOBAL INCsponsored ads | $495,000 | – | 35,000 | – | 0.02% | – |
| GEVO | New | GEVO INC | $406,000 | – | 55,902 | – | 0.02% | – |
| S | New | SENTINELONE INCcl a | $425,000 | – | 10,000 | – | 0.02% | – |
| SLV | New | ISHARES SILVER TRcall | $383,000 | – | 15,000 | – | 0.02% | – |
| HMCOW | New | HUMANCO ACQUISITION CORP*w exp 99/99/999 | $207,000 | – | 174,262 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSLA | Exit | TESLA INCput | $0 | – | -1,800 | – | -0.01% | – |
| UFS | Exit | DOMTAR CORPcall | $0 | – | -20,032 | – | -0.01% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -22,504 | – | -0.03% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -80,000 | – | -0.03% | – |
| VMW | Exit | VMWARE INC | $0 | – | -17,908 | – | -0.04% | – |
| Exit | TRANSOCEAN INCdeb 0.500% 1/3 | $0 | – | -15,280,000 | – | -0.04% | – | |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -81,120 | – | -0.04% | – |
| HWM | Exit | HOWMET AEROSPACE INC | $0 | – | -200,000 | – | -0.05% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -182,200 | – | -0.05% | – |
| SBE | Exit | SWITCHBACK ENERGY ACQUISTN C | $0 | – | -240,000 | – | -0.06% | – |
| APA | Exit | APACHE CORP | $0 | – | -460,000 | – | -0.06% | – |
| GLD | Exit | SPDR GOLD TRcall | $0 | – | -28,000 | – | -0.06% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -687,800 | – | -0.07% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -199,812 | – | -0.07% | – |
| BMYRT | Exit | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $0 | – | -2,337,792 | – | -0.08% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -453,600 | – | -0.08% | – |
| PLNT | Exit | PLANET FITNESS INCcl a | $0 | – | -105,106 | – | -0.10% | – |
| PLTR | Exit | PALANTIR TECHNOLOGIES INCcl a | $0 | – | -688,000 | – | -0.10% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -2,830,000 | – | -0.10% | – |
| MOBL | Exit | MOBILEIRON INC | $0 | – | -1,000,000 | – | -0.10% | – |
| ASAN | Exit | ASANA INCcl a | $0 | – | -274,000 | – | -0.12% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -241,880 | – | -0.12% | – |
| GLT | Exit | GLATFELTER CORP | $0 | – | -600,000 | – | -0.12% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -809,780 | – | -0.12% | – |
| DISH | Exit | DISH NETWORK CORPORATIONcl a | $0 | – | -290,386 | – | -0.12% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -164,942 | – | -0.13% | – |
| NOVA | Exit | SUNNOVA ENERGY INTL INC. | $0 | – | -292,424 | – | -0.13% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -43,862 | – | -0.13% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -540,000 | – | -0.14% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -209,652 | – | -0.14% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -323,000 | – | -0.14% | – |
| OTIS | Exit | OTIS WORLDWIDE CORP | $0 | – | -160,000 | – | -0.15% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -242,964 | – | -0.15% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -55,400 | – | -0.16% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -340,000 | – | -0.16% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -572,000 | – | -0.16% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -577,226 | – | -0.16% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -189,696 | – | -0.17% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -498,392 | – | -0.17% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -198,652 | – | -0.17% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -110,000 | – | -0.18% | – |
| ANGI | Exit | ANGI HOMESERVICES INC | $0 | – | -1,145,700 | – | -0.19% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -356,200 | – | -0.19% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -539,600 | – | -0.19% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -599,972 | – | -0.20% | – |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -98,420 | – | -0.20% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -56,620 | – | -0.21% | – |
| CTO | Exit | CTO REALTY GROWTH INC | $0 | – | -335,206 | – | -0.22% | – |
| KMX | Exit | CARMAX INC | $0 | – | -161,450 | – | -0.22% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -448,524 | – | -0.22% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -335,892 | – | -0.22% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -654,000 | – | -0.24% | – |
| DLPH | Exit | DELPHI TECHNOLOGIES PL | $0 | – | -970,748 | – | -0.24% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -451,440 | – | -0.25% | – |
| HEI | Exit | HEICO CORP NEW | $0 | – | -162,854 | – | -0.25% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -78,034 | – | -0.25% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -193,246 | – | -0.26% | – |
| LSXMK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -552,966 | – | -0.27% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -402,898 | – | -0.27% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -236,434 | – | -0.27% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -1,100,888 | – | -0.28% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -245,528 | – | -0.29% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -2,108,686 | – | -0.29% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -389,190 | – | -0.29% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -55,374 | – | -0.29% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -413,738 | – | -0.29% | – |
| KBR | Exit | KBR INC | $0 | – | -895,996 | – | -0.29% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -290,520 | – | -0.30% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -1,328,400 | – | -0.30% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -413,654 | – | -0.31% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -247,270 | – | -0.31% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -49,474 | – | -0.31% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -636,000 | – | -0.31% | – |
| EQT | Exit | EQT CORP | $0 | – | -1,699,800 | – | -0.32% | – |
| EGP | Exit | EASTGROUP PPTY INC | $0 | – | -174,130 | – | -0.33% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -13,610 | – | -0.34% | – |
| UDR | Exit | UDR INC | $0 | – | -716,700 | – | -0.34% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -2,575,276 | – | -0.36% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -121,132 | – | -0.36% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -265,150 | – | -0.36% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -118,150 | – | -0.37% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -97,142 | – | -0.37% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -40,738 | – | -0.37% | – |
| FFG | Exit | FBL FINL GROUP INCcl a | $0 | – | -530,000 | – | -0.37% | – |
| GOOS | Exit | CANADA GOOSE HLDGS INC | $0 | – | -818,000 | – | -0.38% | – |
| MNTA | Exit | MOMENTA PHARMACEUTICALS INC | $0 | – | -501,552 | – | -0.38% | – |
| PINS | Exit | PINTEREST INCcl a | $0 | – | -635,748 | – | -0.39% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -1,648,648 | – | -0.39% | – |
| UE | Exit | URBAN EDGE PPTYS | $0 | – | -2,736,574 | – | -0.39% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -410,000 | – | -0.41% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -646,906 | – | -0.42% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -3,621,774 | – | -0.42% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -163,456 | – | -0.42% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -1,130,696 | – | -0.43% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -4,702,438 | – | -0.43% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -298,592 | – | -0.44% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -1,139,214 | – | -0.44% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -862,656 | – | -0.44% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -310,170 | – | -0.44% | – |
| CPRT | Exit | COPART INC | $0 | – | -288,802 | – | -0.44% | – |
| PTON | Exit | PELOTON INTERACTIVE INC | $0 | – | -310,356 | – | -0.45% | – |
| ADC | Exit | AGREE REALTY CORP | $0 | – | -490,244 | – | -0.46% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -272,150 | – | -0.46% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -364,908 | – | -0.46% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -1,492,220 | – | -0.46% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -310,086 | – | -0.47% | – |
| WMT | Exit | WALMART INC | $0 | – | -229,496 | – | -0.47% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -285,838 | – | -0.48% | – |
| TTE | Exit | TOTAL SEsponsored ads | $0 | – | -956,000 | – | -0.48% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -200,000 | – | -0.49% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -28,338 | – | -0.49% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -739,278 | – | -0.49% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -803,600 | – | -0.52% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -735,916 | – | -0.52% | – |
| MAS | Exit | MASCO CORP | $0 | – | -651,936 | – | -0.53% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -619,334 | – | -0.54% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -1,185,910 | – | -0.55% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -1,654,582 | – | -0.55% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -4,145,556 | – | -0.56% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -2,291,604 | – | -0.61% | – |
| POOL | Exit | POOL CORP | $0 | – | -124,352 | – | -0.61% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -234,356 | – | -0.62% | – |
| FR | Exit | FIRST INDL RLTY TR INC | $0 | – | -1,073,320 | – | -0.62% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -208,860 | – | -0.63% | – |
| NVR | Exit | NVR INC | $0 | – | -10,804 | – | -0.64% | – |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -1,212,828 | – | -0.65% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -164,268 | – | -0.66% | – |
| WRI | Exit | WEINGARTEN RLTY INVSsh ben int | $0 | – | -2,786,700 | – | -0.69% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -97,488 | – | -0.70% | – |
| CBOE | Exit | CBOE GLOBAL MARKETS INC | $0 | – | -545,384 | – | -0.70% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -159,734 | – | -0.71% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -227,874 | – | -0.71% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -3,011,448 | – | -0.75% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -1,724,502 | – | -0.76% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -214,608 | – | -0.77% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -921,854 | – | -0.78% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -7,510,996 | – | -0.79% | – |
| RH | Exit | RH | $0 | – | -142,220 | – | -0.80% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -438,008 | – | -0.80% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -1,302,262 | – | -0.81% | – |
| CSX | Exit | CSX CORP | $0 | – | -718,344 | – | -0.82% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -279,882 | – | -0.82% | – |
| CME | Exit | CME GROUP INC | $0 | – | -341,234 | – | -0.84% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -3,536,738 | – | -0.84% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -315,396 | – | -0.87% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -1,132,200 | – | -0.88% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -628,512 | – | -0.88% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -2,546,600 | – | -0.98% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -980,462 | – | -1.00% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -632,136 | – | -1.03% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -1,953,366 | – | -1.09% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -759,166 | – | -1.12% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -971,396 | – | -1.28% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -9,370,936 | – | -1.29% | – |
| FISV | Exit | FISERV INC | $0 | – | -913,084 | – | -1.38% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -576,928 | – | -1.40% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -3,051,200 | – | -1.51% | – |
| V | Exit | VISA INC | $0 | – | -543,372 | – | -1.59% | – |
| XLNX | Exit | XILINX INC | $0 | – | -1,054,800 | – | -1.61% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -1,934,666 | – | -1.68% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -3,694,640 | – | -1.86% | – |
| UN | Exit | UNILEVER N V | $0 | – | -2,180,000 | – | -1.93% | – |
| IMMU | Exit | IMMUNOMEDICS INC | $0 | – | -1,550,000 | – | -1.93% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -1,975,028 | – | -1.95% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -1,362,822 | – | -2.31% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -7,297,720 | – | -2.51% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -870,000 | – | -2.66% | – |
| WMGI | Exit | WRIGHT MED GROUP N V | $0 | – | -7,480,000 | – | -3.34% | – |
| SWKH | Exit | SWK HLDGS CORP | $0 | – | -18,187,532 | – | -3.72% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -3,569,730 | – | -3.78% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -1,548,760 | – | -3.90% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VAR | New | VARIAN MED SYS INC | $266,386,000 | – | 1,548,760 | – | 3.90% | – |
| GRUB | Buy | GRUBHUB INC | $258,198,000 | +120.0% | 3,569,730 | +113.8% | 3.78% | +16.5% |
| SWKH | Buy | SWK HLDGS CORP | $254,626,000 | +133.7% | 18,187,532 | +97.8% | 3.72% | +23.8% |
| WMGI | Buy | WRIGHT MED GROUP N V | $228,440,000 | +69.6% | 7,480,000 | +65.0% | 3.34% | -10.2% |
| WLTW | Buy | WILLIS TOWERS WATSON PLC LTD | $181,674,000 | +33.2% | 870,000 | +25.7% | 2.66% | -29.4% |
| WFC | Buy | WELLS FARGO CO NEW | $171,570,000 | +1573.0% | 7,297,720 | +1721.7% | 2.51% | +786.6% |
| TIF | Buy | TIFFANY & CO NEW | $157,882,000 | +18.1% | 1,362,822 | +24.3% | 2.31% | -37.4% |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $133,532,000 | – | 1,975,028 | – | 1.95% | – |
| IMMU | New | IMMUNOMEDICS INC | $131,796,000 | – | 1,550,000 | – | 1.93% | – |
| UN | Buy | UNILEVER N V | $131,672,000 | +1261.8% | 2,180,000 | +1101.1% | 1.93% | +621.3% |
| BK | Buy | BANK NEW YORK MELLON CORP | $126,874,000 | +24.8% | 3,694,640 | +40.4% | 1.86% | -33.9% |
| AMAT | Buy | APPLIED MATLS INC | $115,016,000 | +104.7% | 1,934,666 | +108.1% | 1.68% | +8.4% |
| XLNX | Buy | XILINX INC | $109,952,000 | +102.1% | 1,054,800 | +90.8% | 1.61% | +7.1% |
| V | Buy | VISA INC | $108,658,000 | +232.3% | 543,372 | +221.0% | 1.59% | +76.0% |
| NGHC | New | NATIONAL GEN HLDGS CORP | $102,978,000 | – | 3,051,200 | – | 1.51% | – |
| LOW | Buy | LOWES COS INC | $95,690,000 | +106.9% | 576,928 | +68.5% | 1.40% | +9.6% |
| FISV | Buy | FISERV INC | $94,094,000 | +93.0% | 913,084 | +82.9% | 1.38% | +2.2% |
| FHN | Buy | FIRST HORIZON NATL CORP | $88,368,000 | +3.8% | 9,370,936 | +9.7% | 1.29% | -45.0% |
| WSM | Buy | WILLIAMS SONOMA INC | $87,854,000 | +162.7% | 971,396 | +138.2% | 1.28% | +39.2% |
| DRI | Buy | DARDEN RESTAURANTS INC | $76,478,000 | +172.4% | 759,166 | +104.9% | 1.12% | +44.4% |
| TFC | Buy | TRUIST FINL CORP | $74,326,000 | +139.2% | 1,953,366 | +136.0% | 1.09% | +26.7% |
| BBY | Buy | BEST BUY INC | $70,350,000 | +196.0% | 632,136 | +132.1% | 1.03% | +56.9% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $68,064,000 | +241.5% | 980,462 | +179.5% | 1.00% | +81.1% |
| UFS | Buy | DOMTAR CORP | $66,900,000 | +208.6% | 2,546,600 | +148.0% | 0.98% | +63.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $60,506,000 | -30.1% | 628,512 | -31.7% | 0.88% | -63.0% |
| RHI | Buy | ROBERT HALF INTL INC | $59,938,000 | +119.3% | 1,132,200 | +118.9% | 0.88% | +16.3% |
| UNF | Buy | UNIFIRST CORP MASS | $59,726,000 | +159.1% | 315,396 | +144.8% | 0.87% | +37.4% |
| HRB | Buy | BLOCK H & R INC | $57,614,000 | +126.5% | 3,536,738 | +98.5% | 0.84% | +20.1% |
| CME | Buy | CME GROUP INC | $57,092,000 | +301.2% | 341,234 | +289.8% | 0.84% | +112.5% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $56,248,000 | -46.9% | 279,882 | -47.8% | 0.82% | -71.8% |
| CSX | New | CSX CORP | $55,794,000 | – | 718,344 | – | 0.82% | – |
| EAT | Buy | BRINKER INTL INC | $55,632,000 | +373.3% | 1,302,262 | +165.9% | 0.81% | +151.2% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $54,668,000 | +25.0% | 438,008 | +14.2% | 0.80% | -33.7% |
| RH | Buy | RH | $54,416,000 | +252.8% | 142,220 | +129.5% | 0.80% | +86.9% |
| QRTEA | Buy | QURATE RETAIL INC | $53,928,000 | +107.9% | 7,510,996 | +175.0% | 0.79% | +10.2% |
| DKS | Buy | DICKS SPORTING GOODS INC | $53,356,000 | +365.5% | 921,854 | +231.8% | 0.78% | +146.8% |
| PANW | Sell | PALO ALTO NETWORKS INC | $52,526,000 | +1.2% | 214,608 | -5.0% | 0.77% | -46.4% |
| HR | Buy | HEALTHCARE RLTY TR | $51,942,000 | +713.9% | 1,724,502 | +691.4% | 0.76% | +331.8% |
| PACW | Buy | PACWEST BANCORP DEL | $51,436,000 | +54.1% | 3,011,448 | +77.9% | 0.75% | -18.3% |
| SNPS | Buy | SYNOPSYS INC | $48,760,000 | +111.5% | 227,874 | +92.8% | 0.71% | +12.1% |
| CP | Sell | CANADIAN PAC RY LTD | $48,628,000 | +7.8% | 159,734 | -9.6% | 0.71% | -42.9% |
| CBOE | Buy | CBOE GLOBAL MARKETS INC | $47,852,000 | +79.1% | 545,384 | +90.5% | 0.70% | -5.0% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $47,812,000 | +74.2% | 97,488 | +54.7% | 0.70% | -7.8% |
| WRI | New | WEINGARTEN RLTY INVSsh ben int | $47,262,000 | – | 2,786,700 | – | 0.69% | – |
| LII | New | LENNOX INTL INC | $44,782,000 | – | 164,268 | – | 0.66% | – |
| WDC | Buy | WESTERN DIGITAL CORP. | $44,328,000 | +57.2% | 1,212,828 | +89.9% | 0.65% | -16.7% |
| NVR | Buy | NVR INC | $44,114,000 | +368.9% | 10,804 | +274.2% | 0.64% | +148.1% |
| BURL | Buy | BURLINGTON STORES INC | $43,044,000 | +101.5% | 208,860 | +92.6% | 0.63% | +6.8% |
| FR | New | FIRST INDL RLTY TR INC | $42,718,000 | – | 1,073,320 | – | 0.62% | – |
| KSU | Buy | KANSAS CITY SOUTHERN | $42,378,000 | +109.3% | 234,356 | +72.8% | 0.62% | +10.9% |
| POOL | New | POOL CORP | $41,600,000 | – | 124,352 | – | 0.61% | – |
| TPH | Buy | TRI POINTE GROUP INC | $41,570,000 | +263.8% | 2,291,604 | +194.6% | 0.61% | +92.4% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $38,014,000 | – | 4,145,556 | – | 0.56% | – |
| TDC | Buy | TERADATA CORP DEL | $37,560,000 | +88.1% | 1,654,582 | +72.3% | 0.55% | -0.4% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $37,498,000 | +122.3% | 1,185,910 | +166.2% | 0.55% | +17.6% |
| XLU | Buy | SELECT SECTOR SPDR TRsbi int-utils | $36,776,000 | +24.7% | 619,334 | +18.5% | 0.54% | -33.9% |
| MAS | Buy | MASCO CORP | $35,942,000 | +31.4% | 651,936 | +19.7% | 0.53% | -30.3% |
| VRNT | Buy | VERINT SYS INC | $35,456,000 | +37.6% | 735,916 | +29.1% | 0.52% | -27.0% |
| WCC | Sell | WESCO INTL INC | $35,374,000 | +15.7% | 803,600 | -7.7% | 0.52% | -38.7% |
| BG | Buy | BUNGE LIMITED | $33,786,000 | +24.2% | 739,278 | +11.7% | 0.49% | -34.2% |
| AZO | Buy | AUTOZONE INC | $33,372,000 | +276.1% | 28,338 | +260.3% | 0.49% | +99.2% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $33,326,000 | +166.0% | 200,000 | +77.5% | 0.49% | +40.8% |
| TTE | New | TOTAL SEsponsored ads | $32,790,000 | – | 956,000 | – | 0.48% | – |
| TMUS | Buy | T-MOBILE US INC | $32,688,000 | +348.6% | 285,838 | +308.6% | 0.48% | +137.8% |
| WMT | Buy | WALMART INC | $32,108,000 | +180.2% | 229,496 | +139.9% | 0.47% | +48.7% |
| CYBR | New | CYBERARK SOFTWARE LTD | $32,070,000 | – | 310,086 | – | 0.47% | – |
| FITB | Sell | FIFTH THIRD BANCORP | $31,814,000 | -8.3% | 1,492,220 | -17.1% | 0.46% | -51.5% |
| FBHS | Buy | FORTUNE BRANDS HOME & SEC IN | $31,572,000 | +114.9% | 364,908 | +58.8% | 0.46% | +13.8% |
| MAA | New | MID-AMER APT CMNTYS INC | $31,556,000 | – | 272,150 | – | 0.46% | – |
| ADC | Buy | AGREE REALTY CORP | $31,200,000 | +113.4% | 490,244 | +120.3% | 0.46% | +12.9% |
| PTON | New | PELOTON INTERACTIVE INC | $30,800,000 | – | 310,356 | – | 0.45% | – |
| SLAB | Buy | SILICON LABORATORIES INC | $30,350,000 | +63.6% | 310,170 | +67.7% | 0.44% | -13.3% |
| CPRT | New | COPART INC | $30,370,000 | – | 288,802 | – | 0.44% | – |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $30,314,000 | +38.7% | 862,656 | +45.2% | 0.44% | -26.5% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $30,076,000 | +115.4% | 1,139,214 | +131.6% | 0.44% | +14.0% |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $29,874,000 | – | 298,592 | – | 0.44% | – |
| FTI | New | TECHNIPFMC PLC | $29,672,000 | – | 4,702,438 | – | 0.43% | – |
| HTA | Sell | HEALTHCARE TR AMER INCcl a new | $29,398,000 | -25.0% | 1,130,696 | -23.5% | 0.43% | -60.3% |
| CASY | Buy | CASEYS GEN STORES INC | $29,038,000 | +230.8% | 163,456 | +178.5% | 0.42% | +75.6% |
| CHX | Buy | CHAMPIONX CORPORATION | $28,938,000 | +12.5% | 3,621,774 | +37.4% | 0.42% | -40.4% |
| CXO | New | CONCHO RES INC | $28,542,000 | – | 646,906 | – | 0.42% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $27,752,000 | – | 410,000 | – | 0.41% | – |
| UE | Buy | URBAN EDGE PPTYS | $26,600,000 | +42.1% | 2,736,574 | +73.5% | 0.39% | -24.8% |
| CNQ | Buy | CANADIAN NAT RES LTD | $26,394,000 | +422.8% | 1,648,648 | +469.1% | 0.39% | +177.7% |
| PINS | New | PINTEREST INCcl a | $26,390,000 | – | 635,748 | – | 0.39% | – |
| GOOS | New | CANADA GOOSE HLDGS INC | $26,316,000 | – | 818,000 | – | 0.38% | – |
| MNTA | New | MOMENTA PHARMACEUTICALS INC | $26,322,000 | – | 501,552 | – | 0.38% | – |
| FFG | New | FBL FINL GROUP INCcl a | $25,546,000 | – | 530,000 | – | 0.37% | – |
| WDAY | Sell | WORKDAY INCcl a | $25,418,000 | -8.3% | 118,150 | -20.1% | 0.37% | -51.4% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC Ncl a | $25,434,000 | +231.9% | 40,738 | +171.2% | 0.37% | +75.5% |
| FB | Sell | FACEBOOK INCcl a | $25,442,000 | -1.2% | 97,142 | -14.3% | 0.37% | -47.7% |
| ROST | Buy | ROSS STORES INC | $24,744,000 | +473.2% | 265,150 | +423.5% | 0.36% | +204.2% |
| DVN | New | DEVON ENERGY CORP NEW | $24,362,000 | – | 2,575,276 | – | 0.36% | – |
| ESS | New | ESSEX PPTY TR INC | $24,322,000 | – | 121,132 | – | 0.36% | – |
| UDR | Buy | UDR INC | $23,372,000 | +153.9% | 716,700 | +191.0% | 0.34% | +34.6% |
| BKNG | Sell | BOOKING HOLDINGS INC | $23,282,000 | -16.1% | 13,610 | -21.9% | 0.34% | -55.5% |
| EGP | New | EASTGROUP PPTY INC | $22,520,000 | – | 174,130 | – | 0.33% | – |
| EQT | New | EQT CORP | $21,978,000 | – | 1,699,800 | – | 0.32% | – |
| TCO | Buy | TAUBMAN CTRS INC | $21,172,000 | +126.1% | 636,000 | +156.5% | 0.31% | +19.7% |
| DPZ | Buy | DOMINOS PIZZA INC | $21,040,000 | +66.9% | 49,474 | +45.0% | 0.31% | -11.5% |
| WH | Buy | WYNDHAM HOTELS & RESORTS INC | $20,890,000 | +91.4% | 413,654 | +61.6% | 0.31% | +1.7% |
| XPO | Buy | XPO LOGISTICS INC | $20,934,000 | +118.8% | 247,270 | +99.6% | 0.31% | +15.9% |
| SLB | Buy | SCHLUMBERGER LTD | $20,670,000 | +14.8% | 1,328,400 | +35.6% | 0.30% | -39.2% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $20,478,000 | -16.2% | 290,520 | -21.9% | 0.30% | -55.6% |
| KBR | Buy | KBR INC | $20,034,000 | +54.4% | 895,996 | +55.7% | 0.29% | -18.2% |
| VOYA | Buy | VOYA FINANCIAL INC | $19,830,000 | +63.5% | 413,738 | +59.1% | 0.29% | -13.4% |
| EVRG | New | EVERGY INC | $19,778,000 | – | 389,190 | – | 0.29% | – |
| GWW | Buy | GRAINGER W W INC | $19,756,000 | +5168.3% | 55,374 | +4537.7% | 0.29% | +2790.0% |
| PE | Buy | PARSLEY ENERGY INCcl a | $19,738,000 | +93.4% | 2,108,686 | +120.7% | 0.29% | +2.5% |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $19,692,000 | +64.4% | 245,528 | +42.1% | 0.29% | -13.0% |
| FOR | Buy | FORESTAR GROUP INC | $19,486,000 | +204.6% | 1,100,888 | +159.5% | 0.28% | +61.0% |
| JACK | New | JACK IN THE BOX INC | $18,752,000 | – | 236,434 | – | 0.27% | – |
| CMCSA | Buy | COMCAST CORP NEWcl a | $18,638,000 | +25.2% | 402,898 | +5.5% | 0.27% | -33.6% |
| LSXMK | Buy | LIBERTY MEDIA CORP DEL | $18,292,000 | +129.7% | 552,966 | +139.2% | 0.27% | +21.8% |
| DLTR | Sell | DOLLAR TREE INC | $17,652,000 | -33.6% | 193,246 | -32.6% | 0.26% | -64.9% |
| EL | Buy | LAUDER ESTEE COS INCcl a | $17,030,000 | +79.9% | 78,034 | +55.5% | 0.25% | -4.6% |
| HEI | New | HEICO CORP NEW | $17,044,000 | – | 162,854 | – | 0.25% | – |
| CNNE | Buy | CANNAE HLDGS INC | $16,820,000 | +381.4% | 451,440 | +431.1% | 0.25% | +156.2% |
| DLPH | New | DELPHI TECHNOLOGIES PL | $16,222,000 | – | 970,748 | – | 0.24% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $16,082,000 | – | 654,000 | – | 0.24% | – |
| APO | Buy | APOLLO GLOBAL MGMT INC | $15,032,000 | +36.3% | 335,892 | +52.1% | 0.22% | -27.6% |
| LSXMA | Buy | LIBERTY MEDIA CORP DEL | $14,878,000 | +10.1% | 448,524 | +14.6% | 0.22% | -41.6% |
| KMX | New | CARMAX INC | $14,838,000 | – | 161,450 | – | 0.22% | – |
| CTO | Buy | CTO REALTY GROWTH INC | $14,782,000 | +116.8% | 335,206 | +94.2% | 0.22% | +14.9% |
| FDX | New | FEDEX CORP | $14,242,000 | – | 56,620 | – | 0.21% | – |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $13,516,000 | – | 98,420 | – | 0.20% | – |
| AXTA | New | AXALTA COATING SYS LTD | $13,302,000 | – | 599,972 | – | 0.20% | – |
| QURE | New | UNIQURE NV | $13,118,000 | – | 356,200 | – | 0.19% | – |
| XEC | New | CIMAREX ENERGY CO | $13,128,000 | – | 539,600 | – | 0.19% | – |
| ANGI | Sell | ANGI HOMESERVICES INC | $12,712,000 | -49.4% | 1,145,700 | -44.6% | 0.19% | -73.2% |
| PKG | New | PACKAGING CORP AMER | $11,996,000 | – | 110,000 | – | 0.18% | – |
| BC | Buy | BRUNSWICK CORP | $11,702,000 | +27.8% | 198,652 | +38.8% | 0.17% | -32.4% |
| TCF | New | TCF FINL CORP | $11,642,000 | – | 498,392 | – | 0.17% | – |
| NHI | Sell | NATIONAL HEALTH INVS INC | $11,432,000 | -38.1% | 189,696 | -37.6% | 0.17% | -67.3% |
| DISCK | Buy | DISCOVERY INC | $11,314,000 | +38.2% | 577,226 | +35.8% | 0.16% | -27.0% |
| WMB | Buy | WILLIAMS COS INC | $11,240,000 | +221.0% | 572,000 | +210.7% | 0.16% | +69.1% |
| COP | Buy | CONOCOPHILLIPS | $11,166,000 | +18.6% | 340,000 | +51.8% | 0.16% | -37.3% |
| PYPL | Buy | PAYPAL HLDGS INC | $10,916,000 | +80.5% | 55,400 | +59.7% | 0.16% | -4.2% |
| VLO | New | VALERO ENERGY CORP | $10,526,000 | – | 242,964 | – | 0.15% | – |
| OTIS | Buy | OTIS WORLDWIDE CORP | $9,988,000 | +49.4% | 160,000 | +36.1% | 0.15% | -21.1% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $9,728,000 | +1.1% | 323,000 | +40.4% | 0.14% | -46.6% |
| NVT | Buy | NVENT ELECTRIC PLC | $9,552,000 | -1.0% | 540,000 | +4.9% | 0.14% | -47.4% |
| REXR | Sell | REXFORD INDL RLTY INC | $9,594,000 | -22.3% | 209,652 | -29.6% | 0.14% | -58.9% |
| DG | New | DOLLAR GEN CORP NEW | $9,194,000 | – | 43,862 | – | 0.13% | – |
| NOVA | Buy | SUNNOVA ENERGY INTL INC. | $8,892,000 | +131.6% | 292,424 | +30.0% | 0.13% | +22.6% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $8,812,000 | +163.4% | 164,942 | +22.2% | 0.13% | +40.2% |
| DISH | Buy | DISH NETWORK CORPORATIONcl a | $8,430,000 | +29.3% | 290,386 | +53.7% | 0.12% | -31.7% |
| ROIC | Sell | RETAIL OPPORTUNITY INVTS COR | $8,434,000 | -49.2% | 809,780 | -44.8% | 0.12% | -73.2% |
| GLT | Sell | GLATFELTER CORP | $8,262,000 | -47.9% | 600,000 | -39.3% | 0.12% | -72.4% |
| KKR | Buy | KKR & CO INC | $8,306,000 | +153.2% | 241,880 | +127.7% | 0.12% | +33.0% |
| ASAN | New | ASANA INCcl a | $7,892,000 | – | 274,000 | – | 0.12% | – |
| MOBL | New | MOBILEIRON INC | $7,010,000 | – | 1,000,000 | – | 0.10% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $6,650,000 | – | 2,830,000 | – | 0.10% | – |
| PLTR | New | PALANTIR TECHNOLOGIES INCcl a | $6,536,000 | – | 688,000 | – | 0.10% | – |
| PLNT | Buy | PLANET FITNESS INCcl a | $6,476,000 | +121.3% | 105,106 | +117.5% | 0.10% | +17.3% |
| KMI | Sell | KINDER MORGAN INC DEL | $5,592,000 | -23.5% | 453,600 | -5.8% | 0.08% | -59.4% |
| BMYRT | Buy | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $5,260,000 | +58.8% | 2,337,792 | +152.7% | 0.08% | -15.4% |
| SATS | Buy | ECHOSTAR CORPcl a | $4,974,000 | +31.8% | 199,812 | +48.0% | 0.07% | -29.8% |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $4,898,000 | – | 687,800 | – | 0.07% | – |
| GLD | Buy | SPDR GOLD TRcall | $4,460,000 | +100.9% | 28,000 | +366.7% | 0.06% | +6.6% |
| APA | Buy | APACHE CORP | $4,356,000 | +40.3% | 460,000 | +100.0% | 0.06% | -25.6% |
| SBE | New | SWITCHBACK ENERGY ACQUISTN C | $3,744,000 | – | 240,000 | – | 0.06% | – |
| HFC | New | HOLLYFRONTIER CORP | $3,592,000 | – | 182,200 | – | 0.05% | – |
| HWM | Buy | HOWMET AEROSPACE INC | $3,344,000 | +50.7% | 200,000 | +42.9% | 0.05% | -19.7% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $3,100,000 | -11.7% | 81,120 | -18.9% | 0.04% | -53.6% |
| Buy | TRANSOCEAN INCdeb 0.500% 1/3 | $2,922,000 | -7.2% | 15,280,000 | +100.0% | 0.04% | -50.6% | |
| VMW | New | VMWARE INC | $2,572,000 | – | 17,908 | – | 0.04% | – |
| ENB | New | ENBRIDGE INC | $2,336,000 | – | 80,000 | – | 0.03% | – |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $1,920,000 | -91.1% | 22,504 | -92.3% | 0.03% | -95.3% |
| UFS | New | DOMTAR CORPcall | $752,000 | – | 20,032 | – | 0.01% | – |
| TSLA | Buy | TESLA INCput | $460,000 | -62.2% | 1,800 | +20.0% | 0.01% | -79.4% |
| TMUSR | Exit | T-MOBILE US INCright 07/27/2020 | $0 | – | -66,463 | – | 0.00% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -20,000 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -21,375 | – | -0.03% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -64,175 | – | -0.04% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -240,000 | – | -0.04% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -540,000 | – | -0.05% | – |
| MIME | Exit | MIMECAST LTD | $0 | – | -45,616 | – | -0.05% | – |
| GPS | Exit | GAP INC | $0 | – | -151,860 | – | -0.05% | – |
| SAIL | Exit | SAILPOINT TECHNLGIES HLDGS I | $0 | – | -97,918 | – | -0.07% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -414,000 | – | -0.07% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -14,736 | – | -0.08% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -88,498 | – | -0.09% | – |
| WEX | Exit | WEX INC | $0 | – | -23,446 | – | -0.11% | – |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -5,260,000 | – | -0.13% | – | |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -191,800 | – | -0.15% | – |
| CHH | Exit | CHOICE HOTELS INTL INC | $0 | – | -70,286 | – | -0.15% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -569,322 | – | -0.18% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -187,500 | – | -0.19% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -63,550 | – | -0.19% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -99,500 | – | -0.20% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -40,513 | – | -0.23% | – |
| FND | Exit | FLOOR & DECOR HLDGS INCcl a | $0 | – | -159,000 | – | -0.25% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -1,038,490 | – | -0.26% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -144,472 | – | -0.28% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -118,400 | – | -0.29% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -26,610 | – | -0.31% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -4,276 | – | -0.33% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -93,782 | – | -0.35% | – |
| INTC | Exit | INTEL CORP | $0 | – | -220,090 | – | -0.36% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -466,298 | – | -0.36% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -392,321 | – | -0.37% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -768,799 | – | -0.37% | – |
| RHP | Exit | RYMAN HOSPITALITY PPTYS INC | $0 | – | -396,217 | – | -0.38% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -282,680 | – | -0.42% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -1,279,435 | – | -0.45% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -154,646 | – | -0.50% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -2,472,900 | – | -0.64% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -708,539 | – | -0.72% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -225,800 | – | -1.10% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP | $0 | – | -327,463 | – | -1.26% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -5,500,000 | – | -1.84% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -1,780,465 | – | -2.44% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -2,908,829 | – | -4.00% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LM | New | LEGG MASON INC | $144,714,000 | – | 2,908,829 | – | 4.00% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $136,362,000 | – | 692,367 | – | 3.76% | – |
| WMGI | New | WRIGHT MED GROUP N V | $134,691,000 | – | 4,532,000 | – | 3.72% | – |
| TIF | New | TIFFANY & CO NEW | $133,646,000 | – | 1,096,000 | – | 3.69% | – |
| GRUB | New | GRUBHUB INC | $117,366,000 | – | 1,669,500 | – | 3.24% | – |
| SWKH | New | SWK HLDGS CORP | $108,977,000 | – | 9,193,766 | – | 3.01% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $105,880,000 | – | 535,775 | – | 2.92% | – |
| BK | New | BANK NEW YORK MELLON CORP | $101,673,000 | – | 2,630,600 | – | 2.81% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $88,543,000 | – | 1,780,465 | – | 2.44% | – |
| JPM | New | JPMORGAN CHASE & CO | $86,549,000 | – | 920,150 | – | 2.39% | – |
| FHN | New | FIRST HORIZON NATL CORP | $85,116,000 | – | 8,545,766 | – | 2.35% | – |
| CZR | New | CAESARS ENTMT CORP | $66,715,000 | – | 5,500,000 | – | 1.84% | – |
| AMAT | New | APPLIED MATLS INC | $56,200,000 | – | 929,686 | – | 1.55% | – |
| XLNX | New | XILINX INC | $54,392,000 | – | 552,816 | – | 1.50% | – |
| PANW | New | PALO ALTO NETWORKS INC | $51,910,000 | – | 226,022 | – | 1.43% | – |
| FISV | New | FISERV INC | $48,741,000 | – | 499,296 | – | 1.35% | – |
| LOW | New | LOWES COS INC | $46,251,000 | – | 342,293 | – | 1.28% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $45,694,000 | – | 327,463 | – | 1.26% | – |
| CP | New | CANADIAN PAC RY LTD | $45,110,000 | – | 176,665 | – | 1.24% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $43,723,000 | – | 383,397 | – | 1.21% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $39,644,000 | – | 225,800 | – | 1.10% | – |
| HTA | New | HEALTHCARE TR AMER INCcl a new | $39,183,000 | – | 1,477,500 | – | 1.08% | – |
| FITB | New | FIFTH THIRD BANCORP | $34,711,000 | – | 1,800,370 | – | 0.96% | – |
| WSM | New | WILLIAMS SONOMA INC | $33,440,000 | – | 407,750 | – | 0.92% | – |
| PACW | New | PACWEST BANCORP DEL | $33,370,000 | – | 1,693,066 | – | 0.92% | – |
| V | New | VISA INC | $32,700,000 | – | 169,283 | – | 0.90% | – |
| TFC | New | TRUIST FINL CORP | $31,076,000 | – | 827,597 | – | 0.86% | – |
| WCC | New | WESCO INTL INC | $30,570,000 | – | 870,690 | – | 0.84% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $29,496,000 | – | 522,700 | – | 0.81% | – |
| WDC | New | WESTERN DIGITAL CORP. | $28,192,000 | – | 638,557 | – | 0.78% | – |
| DRI | New | DARDEN RESTAURANTS INC | $28,078,000 | – | 370,575 | – | 0.78% | – |
| BKNG | New | BOOKING HOLDINGS INC | $27,762,000 | – | 17,435 | – | 0.77% | – |
| WDAY | New | WORKDAY INCcl a | $27,707,000 | – | 147,882 | – | 0.76% | – |
| ADBE | New | ADOBE INC | $27,440,000 | – | 63,036 | – | 0.76% | – |
| MAS | New | MASCO CORP | $27,344,000 | – | 544,589 | – | 0.76% | – |
| RHI | New | ROBERT HALF INTL INC | $27,327,000 | – | 517,255 | – | 0.75% | – |
| BG | New | BUNGE LIMITED | $27,213,000 | – | 661,639 | – | 0.75% | – |
| CBOE | New | CBOE GLOBAL MARKETS INC | $26,712,000 | – | 286,359 | – | 0.74% | – |
| DLTR | New | DOLLAR TREE INC | $26,570,000 | – | 286,689 | – | 0.73% | – |
| USB | New | US BANCORP DEL | $26,088,000 | – | 708,539 | – | 0.72% | – |
| QRTEA | New | QURATE RETAIL INC | $25,944,000 | – | 2,730,900 | – | 0.72% | – |
| VRNT | New | VERINT SYS INC | $25,764,000 | – | 570,243 | – | 0.71% | – |
| FB | New | FACEBOOK INCcl a | $25,742,000 | – | 113,367 | – | 0.71% | – |
| CHX | New | CHAMPIONX CORPORATION | $25,729,000 | – | 2,636,187 | – | 0.71% | – |
| HRB | New | BLOCK H & R INC | $25,438,000 | – | 1,781,339 | – | 0.70% | – |
| ANGI | New | ANGI HOMESERVICES INC | $25,133,000 | – | 2,068,600 | – | 0.69% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $24,444,000 | – | 371,949 | – | 0.68% | – |
| BBY | New | BEST BUY INC | $23,768,000 | – | 272,350 | – | 0.66% | – |
| SNPS | New | SYNOPSYS INC | $23,051,000 | – | 118,210 | – | 0.64% | – |
| UNF | New | UNIFIRST CORP MASS | $23,052,000 | – | 128,820 | – | 0.64% | – |
| ERIC | New | ERICSSONadr b sek 10 | $22,998,000 | – | 2,472,900 | – | 0.64% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $21,856,000 | – | 594,242 | – | 0.60% | – |
| UFS | New | DOMTAR CORP | $21,679,000 | – | 1,026,960 | – | 0.60% | – |
| HLT | New | HILTON WORLDWIDE HLDGS INC | $21,522,000 | – | 293,013 | – | 0.59% | – |
| BURL | New | BURLINGTON STORES INC | $21,360,000 | – | 108,464 | – | 0.59% | – |
| KSU | New | KANSAS CITY SOUTHERN | $20,247,000 | – | 135,625 | – | 0.56% | – |
| TDC | New | TERADATA CORP DEL | $19,970,000 | – | 960,114 | – | 0.55% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $19,933,000 | – | 350,801 | – | 0.55% | – |
| UE | New | URBAN EDGE PPTYS | $18,720,000 | – | 1,577,106 | – | 0.52% | – |
| SLAB | New | SILICON LABORATORIES INC | $18,548,000 | – | 184,982 | – | 0.51% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $18,463,000 | – | 304,075 | – | 0.51% | – |
| SLB | New | SCHLUMBERGER LTD | $18,010,000 | – | 979,353 | – | 0.50% | – |
| VMC | New | VULCAN MATLS CO | $17,916,000 | – | 154,646 | – | 0.50% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $16,870,000 | – | 445,466 | – | 0.47% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $16,612,000 | – | 1,466,206 | – | 0.46% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $16,402,000 | – | 1,279,435 | – | 0.45% | – |
| GLT | New | GLATFELTER | $15,873,000 | – | 989,000 | – | 0.44% | – |
| RH | New | RH | $15,422,000 | – | 61,960 | – | 0.43% | – |
| DD | New | DUPONT DE NEMOURS INC | $15,019,000 | – | 282,680 | – | 0.42% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $14,886,000 | – | 381,900 | – | 0.41% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $14,690,000 | – | 229,786 | – | 0.41% | – |
| ADC | New | AGREE REALTY CORP | $14,620,000 | – | 222,500 | – | 0.40% | – |
| CME | New | CME GROUP INC | $14,231,000 | – | 87,551 | – | 0.39% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $13,964,000 | – | 491,869 | – | 0.39% | – |
| RHP | New | RYMAN HOSPITALITY PPTYS INC | $13,709,000 | – | 396,217 | – | 0.38% | – |
| LSXMA | New | LIBERTY MEDIA CORP DEL | $13,509,000 | – | 391,330 | – | 0.37% | – |
| CLR | New | CONTINENTAL RES INC | $13,477,000 | – | 768,799 | – | 0.37% | – |
| PHM | New | PULTE GROUP INC | $13,351,000 | – | 392,321 | – | 0.37% | – |
| INTC | New | INTEL CORP | $13,168,000 | – | 220,090 | – | 0.36% | – |
| WRK | New | WESTROCK CO | $13,178,000 | – | 466,298 | – | 0.36% | – |
| KBR | New | KBR INC | $12,977,000 | – | 575,484 | – | 0.36% | – |
| SUI | New | SUN CMNTYS INC | $12,724,000 | – | 93,782 | – | 0.35% | – |
| DPZ | New | DOMINOS PIZZA INC | $12,609,000 | – | 34,130 | – | 0.35% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $12,528,000 | – | 112,685 | – | 0.35% | – |
| REXR | New | REXFORD INDL RLTY INC | $12,342,000 | – | 297,889 | – | 0.34% | – |
| VOYA | New | VOYA FINANCIAL INC | $12,129,000 | – | 260,000 | – | 0.34% | – |
| MNST | New | MONSTER BEVERAGE CORP NEW | $11,978,000 | – | 172,800 | – | 0.33% | – |
| AMZN | New | AMAZON COM INC | $11,797,000 | – | 4,276 | – | 0.33% | – |
| EAT | New | BRINKER INTL INC | $11,753,000 | – | 489,701 | – | 0.32% | – |
| TPH | New | TRI POINTE GROUP INC | $11,428,000 | – | 777,911 | – | 0.32% | – |
| WMT | New | WALMART INC | $11,457,000 | – | 95,650 | – | 0.32% | – |
| DKS | New | DICKS SPORTING GOODS INC | $11,462,000 | – | 277,800 | – | 0.32% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $11,221,000 | – | 26,610 | – | 0.31% | – |
| APO | New | APOLLO GLOBAL MGMT INC | $11,025,000 | – | 220,849 | – | 0.30% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $10,913,000 | – | 256,047 | – | 0.30% | – |
| CVX | New | CHEVRON CORP NEW | $10,565,000 | – | 118,400 | – | 0.29% | – |
| WFC | New | WELLS FARGO CO NEW | $10,255,000 | – | 400,600 | – | 0.28% | – |
| PE | New | PARSLEY ENERGY INCcl a | $10,206,000 | – | 955,600 | – | 0.28% | – |
| SONY | New | SONY CORPsponsored adr | $9,987,000 | – | 144,472 | – | 0.28% | – |
| UN | New | UNILEVER N V | $9,669,000 | – | 181,500 | – | 0.27% | – |
| NVT | New | NVENT ELECTRIC PLC | $9,646,000 | – | 515,000 | – | 0.27% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $9,619,000 | – | 230,000 | – | 0.27% | – |
| XPO | New | XPO LOGISTICS INC | $9,569,000 | – | 123,874 | – | 0.26% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $9,467,000 | – | 50,175 | – | 0.26% | – |
| NVR | New | NVR INC | $9,408,000 | – | 2,887 | – | 0.26% | – |
| COP | New | CONOCOPHILLIPS | $9,412,000 | – | 224,000 | – | 0.26% | – |
| TCO | New | TAUBMAN CTRS INC | $9,364,000 | – | 248,000 | – | 0.26% | – |
| NBL | New | NOBLE ENERGY INC | $9,305,000 | – | 1,038,490 | – | 0.26% | – |
| UDR | New | UDR INC | $9,205,000 | – | 246,250 | – | 0.25% | – |
| BC | New | BRUNSWICK CORP | $9,160,000 | – | 143,100 | – | 0.25% | – |
| FND | New | FLOOR & DECOR HLDGS INCcl a | $9,166,000 | – | 159,000 | – | 0.25% | – |
| AZO | New | AUTOZONE INC | $8,873,000 | – | 7,865 | – | 0.24% | – |
| CASY | New | CASEYS GEN STORES INC | $8,777,000 | – | 58,700 | – | 0.24% | – |
| ULTA | New | ULTA BEAUTY INC | $8,241,000 | – | 40,513 | – | 0.23% | – |
| DISCK | New | DISCOVERY INC | $8,186,000 | – | 425,000 | – | 0.23% | – |
| LSXMK | New | LIBERTY MEDIA CORP DEL | $7,964,000 | – | 231,181 | – | 0.22% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $7,663,000 | – | 15,024 | – | 0.21% | – |
| KMI | New | KINDER MORGAN INC DEL | $7,306,000 | – | 481,600 | – | 0.20% | – |
| TMUS | New | T-MOBILE US INC | $7,287,000 | – | 69,963 | – | 0.20% | – |
| PSX | New | PHILLIPS 66 | $7,154,000 | – | 99,500 | – | 0.20% | – |
| CTO | New | CTO REALTY GROWTH INC | $6,818,000 | – | 172,617 | – | 0.19% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $6,821,000 | – | 187,500 | – | 0.19% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $6,827,000 | – | 63,550 | – | 0.19% | – |
| OTIS | New | OTIS WORLDWIDE CORP | $6,685,000 | – | 117,571 | – | 0.18% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $6,672,000 | – | 569,322 | – | 0.18% | – |
| DISH | New | DISH NETWORK CORPORATIONcl a | $6,519,000 | – | 188,900 | – | 0.18% | – |
| FOR | New | FORESTAR GROUP INC | $6,398,000 | – | 424,253 | – | 0.18% | – |
| HR | New | HEALTHCARE RLTY TR | $6,382,000 | – | 217,900 | – | 0.18% | – |
| PYPL | New | PAYPAL HLDGS INC | $6,046,000 | – | 34,700 | – | 0.17% | – |
| CHH | New | CHOICE HOTELS INTL INC | $5,546,000 | – | 70,286 | – | 0.15% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $5,409,000 | – | 191,800 | – | 0.15% | – |
| CNQ | New | CANADIAN NAT RES LTD | $5,049,000 | – | 289,700 | – | 0.14% | – |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $4,840,000 | – | 5,260,000 | – | 0.13% | – | |
| ROST | New | ROSS STORES INC | $4,317,000 | – | 50,650 | – | 0.12% | – |
| WEX | New | WEX INC | $3,869,000 | – | 23,446 | – | 0.11% | – |
| NOVA | New | SUNNOVA ENERGY INTL INC | $3,839,000 | – | 224,912 | – | 0.11% | – |
| SATS | New | ECHOSTAR CORPcl a | $3,775,000 | – | 135,000 | – | 0.10% | – |
| WMB | New | WILLIAMS COS INC | $3,502,000 | – | 184,100 | – | 0.10% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $3,511,000 | – | 100,002 | – | 0.10% | – |
| CNNE | New | CANNAE HLDGS INC | $3,494,000 | – | 85,000 | – | 0.10% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $3,345,000 | – | 135,000 | – | 0.09% | – |
| KKR | New | KKR & CO INC | $3,281,000 | – | 106,235 | – | 0.09% | – |
| BMYRT | New | BRISTOL-MYERS SQUIBB COright 99/99/9999 | $3,312,000 | – | 925,000 | – | 0.09% | – |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $3,150,000 | – | 7,640,000 | – | 0.09% | – | |
| MDC | New | M D C HLDGS INC | $3,159,000 | – | 88,498 | – | 0.09% | – |
| APA | New | APACHE CORP | $3,105,000 | – | 230,000 | – | 0.09% | – |
| MSFT | New | MICROSOFT CORP | $2,999,000 | – | 14,736 | – | 0.08% | – |
| PLNT | New | PLANET FITNESS INCcl a | $2,927,000 | – | 48,327 | – | 0.08% | – |
| WPX | New | WPX ENERGY INC | $2,641,000 | – | 414,000 | – | 0.07% | – |
| SAIL | New | SAILPOINT TECHNLGIES HLDGS I | $2,592,000 | – | 97,918 | – | 0.07% | – |
| HWM | New | HOWMET AEROSPACE INC | $2,219,000 | – | 140,000 | – | 0.06% | – |
| GLD | New | SPDR GOLD TRcall | $2,220,000 | – | 6,000 | – | 0.06% | – |
| GPS | New | GAP INC | $1,916,000 | – | 151,860 | – | 0.05% | – |
| MIME | New | MIMECAST LTD | $1,900,000 | – | 45,616 | – | 0.05% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $1,874,000 | – | 540,000 | – | 0.05% | – |
| CLF | New | CLEVELAND CLIFFS INC | $1,325,000 | – | 240,000 | – | 0.04% | – |
| TRGP | New | TARGA RES CORP | $1,288,000 | – | 64,175 | – | 0.04% | – |
| TSLA | New | TESLA INCput | $1,218,000 | – | 1,500 | – | 0.03% | – |
| DHI | New | D R HORTON INC | $1,185,000 | – | 21,375 | – | 0.03% | – |
| MPC | New | MARATHON PETE CORP | $748,000 | – | 20,000 | – | 0.02% | – |
| GWW | New | GRAINGER W W INC | $375,000 | – | 1,194 | – | 0.01% | – |
| TMUSR | New | T-MOBILE US INCright 07/27/2020 | $11,000 | – | 66,463 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -30,000 | – | -0.00% | – |
| UNFI | Exit | UNITED NAT FOODS INCput | $0 | – | -4,500 | – | -0.00% | – |
| S | Exit | SPRINT CORPORATIONput | $0 | – | -5,203 | – | -0.01% | – |
| USWS | Exit | U S WELL SVCS INCcl a | $0 | – | -170,600 | – | -0.01% | – |
| CEIX | Exit | CONSOL ENERGY INC NEW | $0 | – | -32,000 | – | -0.01% | – |
| PRTY | Exit | PARTY CITY HOLDCO INC | $0 | – | -85,200 | – | -0.01% | – |
| INTEQ | Exit | INTELSAT S Acall | $0 | – | -800 | – | -0.01% | – |
| GOGO | Exit | GOGO INC | $0 | – | -121,932 | – | -0.01% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -63,266 | – | -0.02% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -725,000 | – | -0.02% | – |
| LIQT | Exit | LIQTECH INTL INC | $0 | – | -122,772 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -75,000 | – | -0.02% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -50,570 | – | -0.02% | – |
| WPRT | Exit | WESTPORT FUEL SYSTEMS INC | $0 | – | -382,758 | – | -0.02% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -140,000 | – | -0.02% | – |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -58,224 | – | -0.02% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -40,900 | – | -0.02% | – |
| TNK | Exit | TEEKAY TANKERS LTDcl a | $0 | – | -971,138 | – | -0.02% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -200,000 | – | -0.02% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -580,000 | – | -0.02% | – |
| MINI | Exit | MOBILE MINI INC | $0 | – | -45,000 | – | -0.03% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -175,000 | – | -0.03% | – |
| APY | Exit | APERGY CORP | $0 | – | -66,400 | – | -0.03% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -185,906 | – | -0.04% | – |
| STML | Exit | STEMLINE THERAPEUTICS INC | $0 | – | -193,000 | – | -0.04% | – |
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -199,904 | – | -0.04% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -55,000 | – | -0.04% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -3,000 | – | -0.04% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -236,434 | – | -0.04% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -15,000 | – | -0.04% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -153,000 | – | -0.04% | – |
| DSSI | Exit | DIAMOND S SHIPPING INC | $0 | – | -269,911 | – | -0.05% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -699,641 | – | -0.06% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -76,300 | – | -0.06% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -45,200 | – | -0.06% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -104,000 | – | -0.06% | – |
| SLM | Exit | SLM CORP | $0 | – | -372,000 | – | -0.06% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -25,000 | – | -0.06% | – |
| DOV | Exit | DOVER CORP | $0 | – | -35,000 | – | -0.06% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -116,756 | – | -0.06% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -75,000 | – | -0.06% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -414,419 | – | -0.07% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -84,300 | – | -0.07% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -325,000 | – | -0.07% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -59,858 | – | -0.08% | – |
| INSW | Exit | INTERNATIONAL SEAWAYS INC | $0 | – | -238,536 | – | -0.08% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -436,798 | – | -0.08% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -85,700 | – | -0.09% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -31,566 | – | -0.09% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -125,000 | – | -0.09% | – |
| NOVA | Exit | SUNNOVA ENERGY INTL INC | $0 | – | -463,718 | – | -0.09% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -49,904 | – | -0.09% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -42,136 | – | -0.10% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -205,000 | – | -0.10% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -250,000 | – | -0.11% | – |
| APA | Exit | APACHE CORP | $0 | – | -240,000 | – | -0.11% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -988,800 | – | -0.11% | – |
| EBAY | Exit | EBAY INC | $0 | – | -165,273 | – | -0.12% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -165,000 | – | -0.12% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -216,259 | – | -0.12% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -246,700 | – | -0.12% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -410,878 | – | -0.12% | – |
| KBH | Exit | KB HOME | $0 | – | -203,842 | – | -0.12% | – |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -6,375,000 | – | -0.13% | – | |
| Exit | TRANSOCEAN INCdeb 0.500% 1/3 | $0 | – | -8,500,000 | – | -0.13% | – | |
| GLT | Exit | GLATFELTER | $0 | – | -460,000 | – | -0.13% | – |
| MNRL | Exit | BRIGHAM MINERALS INC | $0 | – | -358,900 | – | -0.13% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -200,000 | – | -0.14% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -2,002,379 | – | -0.14% | – |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -300,610 | – | -0.15% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -366,600 | – | -0.15% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -269,899 | – | -0.15% | – |
| MTDR | Exit | MATADOR RES CO | $0 | – | -498,500 | – | -0.15% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -50,000 | – | -0.15% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -113,000 | – | -0.15% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -208,127 | – | -0.15% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -739,000 | – | -0.15% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -71,682 | – | -0.15% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -70,047 | – | -0.16% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -383,635 | – | -0.16% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -318,442 | – | -0.16% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -840,000 | – | -0.16% | – |
| ARMK | Exit | ARAMARK | $0 | – | -210,216 | – | -0.17% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -196,413 | – | -0.17% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -714,838 | – | -0.17% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -118,369 | – | -0.17% | – |
| MAT | Exit | MATTEL INC | $0 | – | -836,000 | – | -0.17% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -84,025 | – | -0.19% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -162,617 | – | -0.19% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -245,401 | – | -0.20% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -54,575 | – | -0.20% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -800,000 | – | -0.20% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -1,340,300 | – | -0.21% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -105,818 | – | -0.21% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -212,100 | – | -0.21% | – |
| EPR | Exit | EPR PPTYS | $0 | – | -155,019 | – | -0.22% | – |
| EPRT | Exit | ESSENTIAL PPTYS RLTY TR INC | $0 | – | -532,122 | – | -0.22% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -217,886 | – | -0.24% | – |
| SAIA | Exit | SAIA INC | $0 | – | -145,153 | – | -0.25% | – |
| FTV | Exit | FORTIVE CORP | $0 | – | -200,000 | – | -0.25% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -111,184 | – | -0.25% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -125,071 | – | -0.25% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -267,688 | – | -0.26% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -61,630 | – | -0.27% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -3,463,700 | – | -0.27% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -143,985 | – | -0.28% | – |
| FISV | Exit | FISERV INC | $0 | – | -152,719 | – | -0.29% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -401,423 | – | -0.30% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -285,124 | – | -0.30% | – |
| AON | Exit | AON PLC | $0 | – | -87,975 | – | -0.31% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -14,175 | – | -0.31% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -306,773 | – | -0.31% | – |
| C | Exit | CITIGROUP INC | $0 | – | -256,688 | – | -0.32% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -500,351 | – | -0.32% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -333,700 | – | -0.33% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -174,912 | – | -0.33% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -319,795 | – | -0.34% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -632,322 | – | -0.34% | – |
| AWI | Exit | ARMSTRONG WORLD INDS INC NEW | $0 | – | -197,280 | – | -0.34% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -364,168 | – | -0.35% | – |
| DEA | Exit | EASTERLY GOVT PPTYS INC | $0 | – | -906,428 | – | -0.35% | – |
| XLNX | Exit | XILINX INC | $0 | – | -204,743 | – | -0.36% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -110,175 | – | -0.36% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -380,000 | – | -0.36% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -514,856 | – | -0.37% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -422,733 | – | -0.37% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -498,025 | – | -0.37% | – |
| AMLP | Exit | ALPS ETF TRalerian mlp | $0 | – | -2,251,400 | – | -0.37% | – |
| KO | Exit | COCA COLA CO | $0 | – | -385,030 | – | -0.38% | – |
| NI | Exit | NISOURCE INC | $0 | – | -705,123 | – | -0.38% | – |
| CTRE | Exit | CARETRUST REIT INC | $0 | – | -909,492 | – | -0.39% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -10,890 | – | -0.39% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -361,611 | – | -0.39% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -112,677 | – | -0.39% | – |
| AIT | Exit | APPLIED INDL TECHNOLOGIES IN | $0 | – | -385,000 | – | -0.40% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -374,100 | – | -0.41% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -57,390 | – | -0.41% | – |
| HEIA | Exit | HEICO CORP NEWcl a | $0 | – | -244,925 | – | -0.43% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -157,850 | – | -0.43% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -301,894 | – | -0.43% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -1,224,400 | – | -0.43% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -202,254 | – | -0.44% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -224,200 | – | -0.45% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -181,156 | – | -0.45% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -160,000 | – | -0.45% | – |
| MIME | Exit | MIMECAST LTD | $0 | – | -725,593 | – | -0.47% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -430,895 | – | -0.47% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -252,714 | – | -0.47% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -306,275 | – | -0.47% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -240,426 | – | -0.47% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -195,354 | – | -0.48% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -900,163 | – | -0.48% | – |
| KBR | Exit | KBR INC | $0 | – | -1,100,011 | – | -0.49% | – |
| AABA | Exit | ALTABA INC | $0 | – | -1,399,821 | – | -0.49% | – |
| UE | Exit | URBAN EDGE PPTYS | $0 | – | -1,398,458 | – | -0.50% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,178,975 | – | -0.50% | – |
| EOG | Exit | EOG RES INC | $0 | – | -375,132 | – | -0.50% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -422,616 | – | -0.52% | – |
| WSO | Exit | WATSCO INC | $0 | – | -170,938 | – | -0.52% | – |
| WRI | Exit | WEINGARTEN RLTY INVSsh ben int | $0 | – | -1,006,666 | – | -0.53% | – |
| WMT | Exit | WALMART INC | $0 | – | -247,050 | – | -0.53% | – |
| PVTL | Exit | PIVOTAL SOFTWARE INC | $0 | – | -1,970,871 | – | -0.53% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -152,684 | – | -0.54% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -624,846 | – | -0.54% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -347,831 | – | -0.54% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -423,400 | – | -0.55% | – |
| FCPT | Exit | FOUR CORNERS PPTY TR INC | $0 | – | -1,074,642 | – | -0.55% | – |
| WEX | Exit | WEX INC | $0 | – | -157,875 | – | -0.58% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -3,169,306 | – | -0.59% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -857,900 | – | -0.59% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -250,000 | – | -0.59% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -161,809 | – | -0.60% | – |
| CUBE | Exit | CUBESMART | $0 | – | -957,017 | – | -0.60% | – |
| EXC | Exit | EXELON CORP | $0 | – | -694,475 | – | -0.61% | – |
| ITT | Exit | ITT INC | $0 | – | -550,000 | – | -0.61% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -228,560 | – | -0.61% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP | $0 | – | -242,475 | – | -0.62% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -700,000 | – | -0.62% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -160,570 | – | -0.62% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -156,521 | – | -0.63% | – |
| MCRN | Exit | MILACRON HLDGS CORP | $0 | – | -2,130,000 | – | -0.64% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -701,468 | – | -0.65% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -659,800 | – | -0.66% | – |
| DOW | Exit | DOW INC | $0 | – | -773,200 | – | -0.67% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -601,400 | – | -0.67% | – |
| CBOE | Exit | CBOE GLOBAL MARKETS INC | $0 | – | -325,924 | – | -0.68% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -255,628 | – | -0.68% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -677,199 | – | -0.69% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -1,693,553 | – | -0.69% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -280,722 | – | -0.70% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -2,942,133 | – | -0.76% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -144,900 | – | -0.78% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -1,482,033 | – | -0.79% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -458,650 | – | -0.80% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -997,100 | – | -0.80% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -336,213 | – | -0.81% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -405,245 | – | -0.83% | – |
| ADSW | Exit | ADVANCED DISP SVCS INC DEL | $0 | – | -1,425,418 | – | -0.84% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -955,680 | – | -0.86% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -354,621 | – | -0.87% | – |
| HCP | Exit | HCP INC | $0 | – | -1,356,973 | – | -0.87% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -454,364 | – | -0.90% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -871,800 | – | -0.96% | – |
| INTC | Exit | INTEL CORP | $0 | – | -1,032,262 | – | -0.96% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -1,815,042 | – | -0.96% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,183,000 | – | -0.97% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -687,950 | – | -1.00% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -598,695 | – | -1.01% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -339,108 | – | -1.09% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -559,422 | – | -1.19% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -606,920 | – | -1.21% | – |
| ALDR | Exit | ALDER BIOPHARMACEUTICALS INC | $0 | – | -3,550,500 | – | -1.21% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -1,618,600 | – | -1.25% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -497,153 | – | -1.26% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -1,371,336 | – | -1.28% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -4,339,100 | – | -1.40% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -1,335,238 | – | -1.42% | – |
| VSM | Exit | VERSUM MATLS INC | $0 | – | -1,973,572 | – | -1.89% | – |
| V | Exit | VISA INC | $0 | – | -616,592 | – | -1.92% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -3,913,731 | – | -1.94% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -7,475,000 | – | -3.15% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -1,311,751 | – | -3.17% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,210,000 | – | -3.68% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -3,081,091 | – | -5.53% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CELG | Buy | CELGENE CORP | $305,952,000 | +14.5% | 3,081,091 | +6.6% | 5.53% | +36.9% |
| AGN | Buy | ALLERGAN PLC | $203,631,000 | +182.8% | 1,210,000 | +181.4% | 3.68% | +238.2% |
| WBC | Buy | WABCO HLDGS INC | $175,447,000 | +50.9% | 1,311,751 | +49.6% | 3.17% | +80.4% |
| CY | Buy | CYPRESS SEMICONDUCTOR CORP | $174,467,000 | +181.4% | 7,475,000 | +168.1% | 3.15% | +236.5% |
| FITB | Buy | FIFTH THIRD BANCORP | $107,158,000 | +141.5% | 3,913,731 | +146.0% | 1.94% | +188.7% |
| V | Buy | VISA INC | $106,060,000 | +1.2% | 616,592 | +2.1% | 1.92% | +20.9% |
| VSM | Buy | VERSUM MATLS INC | $104,461,000 | +36.7% | 1,973,572 | +33.2% | 1.89% | +63.5% |
| FAF | Buy | FIRST AMERN FINL CORP | $78,792,000 | +113.2% | 1,335,238 | +94.0% | 1.42% | +154.7% |
| KEY | Buy | KEYCORP NEW | $77,410,000 | +273.0% | 4,339,100 | +271.1% | 1.40% | +345.5% |
| WH | Buy | WYNDHAM HOTELS & RESORTS INC | $70,953,000 | +0.5% | 1,371,336 | +8.3% | 1.28% | +20.1% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $69,681,000 | -21.1% | 497,153 | -22.7% | 1.26% | -5.7% |
| MS | New | MORGAN STANLEY | $69,066,000 | – | 1,618,600 | – | 1.25% | – |
| ALDR | New | ALDER BIOPHARMACEUTICALS INC | $66,962,000 | – | 3,550,500 | – | 1.21% | – |
| LOW | Buy | LOWES COS INC | $66,737,000 | +479.7% | 606,920 | +431.9% | 1.21% | +593.1% |
| ETR | Sell | ENTERGY CORP NEW | $65,654,000 | +1.9% | 559,422 | -10.7% | 1.19% | +21.9% |
| FB | Buy | FACEBOOK INCcl a | $60,388,000 | -3.6% | 339,108 | +4.5% | 1.09% | +15.2% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $56,092,000 | +30.1% | 598,695 | +22.2% | 1.01% | +55.5% |
| AEE | New | AMEREN CORP | $55,070,000 | – | 687,950 | – | 1.00% | – |
| BK | New | BANK NEW YORK MELLON CORP | $53,483,000 | – | 1,183,000 | – | 0.97% | – |
| HTA | Sell | HEALTHCARE TR AMER INCcl a new | $53,326,000 | -8.4% | 1,815,042 | -14.5% | 0.96% | +9.5% |
| INTC | Sell | INTEL CORP | $53,192,000 | +2.6% | 1,032,262 | -4.7% | 0.96% | +22.6% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $52,840,000 | +54.2% | 871,800 | +41.7% | 0.96% | +84.4% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $49,753,000 | +7.2% | 454,364 | +13.2% | 0.90% | +28.1% |
| HCP | Buy | HCP INC | $48,349,000 | +18.8% | 1,356,973 | +6.6% | 0.87% | +42.1% |
| FRT | Buy | FEDERAL REALTY INVT TRsh ben int new | $48,278,000 | +11.9% | 354,621 | +5.9% | 0.87% | +33.7% |
| AMAT | Sell | APPLIED MATLS INC | $47,688,000 | -7.3% | 955,680 | -16.6% | 0.86% | +10.8% |
| ADSW | Buy | ADVANCED DISP SVCS INC DEL | $46,426,000 | +56.4% | 1,425,418 | +53.3% | 0.84% | +86.9% |
| ATO | Sell | ATMOS ENERGY CORP | $46,153,000 | -4.6% | 405,245 | -11.5% | 0.83% | +14.1% |
| DTE | Sell | DTE ENERGY CO | $44,703,000 | -2.1% | 336,213 | -5.9% | 0.81% | +16.9% |
| ZION | New | ZIONS BANCORPORATION N A | $44,391,000 | – | 997,100 | – | 0.80% | – |
| DUK | Buy | DUKE ENERGY CORP NEW | $43,966,000 | +142.0% | 458,650 | +122.8% | 0.80% | +189.1% |
| STAG | Buy | STAG INDL INC | $43,690,000 | +88.5% | 1,482,033 | +93.4% | 0.79% | +125.7% |
| GWW | New | GRAINGER W W INC | $43,057,000 | – | 144,900 | – | 0.78% | – |
| REZI | Buy | RESIDEO TECHNOLOGIES INC | $42,220,000 | +26.4% | 2,942,133 | +93.1% | 0.76% | +51.1% |
| SNPS | Sell | SYNOPSYS INC | $38,529,000 | -39.6% | 280,722 | -43.4% | 0.70% | -27.9% |
| VICI | Buy | VICI PPTYS INC | $38,359,000 | +64.9% | 1,693,553 | +60.5% | 0.69% | +96.9% |
| POR | Sell | PORTLAND GEN ELEC CO | $38,174,000 | +1.3% | 677,199 | -2.7% | 0.69% | +21.1% |
| SRE | New | SEMPRA ENERGY | $37,733,000 | – | 255,628 | – | 0.68% | – |
| CBOE | Buy | CBOE GLOBAL MARKETS INC | $37,452,000 | +105.4% | 325,924 | +85.2% | 0.68% | +145.3% |
| SO | New | SOUTHERN CO | $37,148,000 | – | 601,400 | – | 0.67% | – |
| DOW | New | DOW INC | $36,843,000 | – | 773,200 | – | 0.67% | – |
| TJX | New | TJX COS INC NEW | $36,777,000 | – | 659,800 | – | 0.66% | – |
| LPT | Buy | LIBERTY PPTY TRsh ben int | $36,006,000 | +14.9% | 701,468 | +12.0% | 0.65% | +37.3% |
| MCRN | New | MILACRON HLDGS CORP | $35,507,000 | – | 2,130,000 | – | 0.64% | – |
| CP | Buy | CANADIAN PAC RY LTD | $34,820,000 | +135.2% | 156,521 | +148.7% | 0.63% | +180.8% |
| AVB | Buy | AVALONBAY CMNTYS INC | $34,576,000 | +152.8% | 160,570 | +138.5% | 0.62% | +201.9% |
| CCMP | Sell | CABOT MICROELECTRONICS CORP | $34,240,000 | +13.9% | 242,475 | -11.2% | 0.62% | +36.3% |
| TXT | New | TEXTRON INC | $34,272,000 | – | 700,000 | – | 0.62% | – |
| CRM | Buy | SALESFORCE COM INC | $33,927,000 | +86.8% | 228,560 | +91.0% | 0.61% | +122.9% |
| ITT | Buy | ITT INC | $33,655,000 | +2.8% | 550,000 | +10.0% | 0.61% | +22.8% |
| EXC | Sell | EXELON CORP | $33,550,000 | -3.2% | 694,475 | -4.0% | 0.61% | +15.6% |
| CUBE | Sell | CUBESMART | $33,400,000 | -7.7% | 957,017 | -11.6% | 0.60% | +10.4% |
| PANW | Sell | PALO ALTO NETWORKS INC | $32,982,000 | -13.4% | 161,809 | -13.4% | 0.60% | +3.5% |
| HUBB | Sell | HUBBELL INC | $32,850,000 | -3.7% | 250,000 | -4.4% | 0.59% | +15.1% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $32,832,000 | -47.1% | 857,900 | -42.3% | 0.59% | -36.8% |
| LXP | Sell | LEXINGTON REALTY TRUST | $32,485,000 | +5.1% | 3,169,306 | -3.5% | 0.59% | +25.7% |
| WEX | New | WEX INC | $31,902,000 | – | 157,875 | – | 0.58% | – |
| FCPT | Buy | FOUR CORNERS PPTY TR INC | $30,391,000 | +9.1% | 1,074,642 | +5.5% | 0.55% | +30.4% |
| DD | New | DUPONT DE NEMOURS INC | $30,193,000 | – | 423,400 | – | 0.55% | – |
| EME | Sell | EMCOR GROUP INC | $29,955,000 | -15.0% | 347,831 | -13.0% | 0.54% | +1.5% |
| WCC | Buy | WESCO INTL INC | $29,849,000 | +4.9% | 624,846 | +11.2% | 0.54% | +25.3% |
| UNF | Buy | UNIFIRST CORP MASS | $29,792,000 | +43.6% | 152,684 | +38.8% | 0.54% | +71.3% |
| PVTL | New | PIVOTAL SOFTWARE INC | $29,405,000 | – | 1,970,871 | – | 0.53% | – |
| WMT | Sell | WALMART INC | $29,320,000 | -15.0% | 247,050 | -20.9% | 0.53% | +1.5% |
| WRI | Buy | WEINGARTEN RLTY INVSsh ben int | $29,324,000 | +10.5% | 1,006,666 | +4.0% | 0.53% | +32.2% |
| WSO | Sell | WATSCO INC | $28,919,000 | -43.2% | 170,938 | -45.1% | 0.52% | -32.0% |
| CXO | New | CONCHO RES INC | $28,696,000 | – | 422,616 | – | 0.52% | – |
| EOG | Buy | EOG RES INC | $27,842,000 | -17.2% | 375,132 | +4.0% | 0.50% | -1.0% |
| SYMC | Buy | SYMANTEC CORP | $27,859,000 | +33.3% | 1,178,975 | +22.7% | 0.50% | +59.2% |
| UE | Buy | URBAN EDGE PPTYS | $27,675,000 | +21.4% | 1,398,458 | +6.3% | 0.50% | +44.9% |
| AABA | Buy | ALTABA INC | $27,269,000 | -40.8% | 1,399,821 | +110.7% | 0.49% | -29.3% |
| KBR | Sell | KBR INC | $26,994,000 | -39.4% | 1,100,011 | -38.4% | 0.49% | -27.5% |
| INVH | Buy | INVITATION HOMES INC | $26,654,000 | +28.3% | 900,163 | +15.8% | 0.48% | +53.5% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $26,670,000 | +51.7% | 195,354 | +44.7% | 0.48% | +81.2% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $26,235,000 | -16.1% | 240,426 | -24.9% | 0.47% | +0.2% |
| ES | New | EVERSOURCE ENERGY | $26,177,000 | – | 306,275 | – | 0.47% | – |
| ALLE | Buy | ALLEGION PUB LTD CO | $26,194,000 | -2.7% | 252,714 | +3.8% | 0.47% | +16.2% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $25,968,000 | +38.2% | 430,895 | +45.3% | 0.47% | +65.1% |
| MIME | New | MIMECAST LTD | $25,882,000 | – | 725,593 | – | 0.47% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $25,038,000 | – | 160,000 | – | 0.45% | – |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $24,867,000 | -42.8% | 181,156 | -51.0% | 0.45% | -31.8% |
| JBHT | New | HUNT J B TRANS SVCS INC | $24,808,000 | – | 224,200 | – | 0.45% | – |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $24,234,000 | -16.5% | 202,254 | -28.0% | 0.44% | -0.2% |
| MPW | New | MEDICAL PPTYS TRUST INC | $23,949,000 | – | 1,224,400 | – | 0.43% | – |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $23,925,000 | +46.5% | 301,894 | +42.8% | 0.43% | +74.9% |
| HEIA | New | HEICO CORP NEWcl a | $23,834,000 | – | 244,925 | – | 0.43% | – |
| VMC | Buy | VULCAN MATLS CO | $23,873,000 | +39.1% | 157,850 | +26.3% | 0.43% | +65.8% |
| ORLY | Buy | O REILLY AUTOMOTIVE INC NEW | $22,870,000 | +124.8% | 57,390 | +108.3% | 0.41% | +168.2% |
| LNC | New | LINCOLN NATL CORP IND | $22,566,000 | – | 374,100 | – | 0.41% | – |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $21,868,000 | -8.9% | 385,000 | -1.3% | 0.40% | +8.8% |
| WLTW | Sell | WILLIS TOWERS WATSON PUB LTD | $21,743,000 | -14.5% | 112,677 | -15.1% | 0.39% | +2.3% |
| WDC | Buy | WESTERN DIGITAL CORP | $21,566,000 | +27.5% | 361,611 | +1.7% | 0.39% | +52.3% |
| BKNG | Sell | BOOKING HLDGS INC | $21,373,000 | -26.6% | 10,890 | -29.9% | 0.39% | -12.3% |
| CTRE | Buy | CARETRUST REIT INC | $21,378,000 | +149.5% | 909,492 | +152.4% | 0.39% | +196.9% |
| NI | New | NISOURCE INC | $21,097,000 | – | 705,123 | – | 0.38% | – |
| KO | Buy | COCA COLA CO | $20,961,000 | +44.4% | 385,030 | +35.1% | 0.38% | +73.1% |
| AMLP | Sell | ALPS ETF TRalerian mlp | $20,578,000 | -10.5% | 2,251,400 | -3.6% | 0.37% | +6.9% |
| USFD | Sell | US FOODS HLDG CORP | $20,469,000 | +0.3% | 498,025 | -12.7% | 0.37% | +20.1% |
| FR | Sell | FIRST INDUSTRIAL REALTY TRUS | $20,368,000 | -35.5% | 514,856 | -40.1% | 0.37% | -22.9% |
| FE | Sell | FIRSTENERGY CORP | $20,388,000 | -42.1% | 422,733 | -48.6% | 0.37% | -31.0% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $19,794,000 | -34.8% | 110,175 | -27.7% | 0.36% | -22.0% |
| AIV | New | APARTMENT INVT & MGMT COcl a | $19,813,000 | – | 380,000 | – | 0.36% | – |
| XLNX | New | XILINX INC | $19,635,000 | – | 204,743 | – | 0.36% | – |
| DEA | Sell | EASTERLY GOVT PPTYS INC | $19,307,000 | +8.7% | 906,428 | -7.5% | 0.35% | +30.2% |
| DHI | Buy | D R HORTON INC | $19,195,000 | +38.7% | 364,168 | +13.5% | 0.35% | +66.0% |
| AWI | Buy | ARMSTRONG WORLD INDS INC NEW | $19,077,000 | +7.4% | 197,280 | +8.0% | 0.34% | +28.7% |
| MGP | Sell | MGM GROWTH PPTYS LLC | $19,001,000 | -2.9% | 632,322 | -1.0% | 0.34% | +15.9% |
| SONY | Buy | SONY CORPsponsored adr | $18,909,000 | +95.1% | 319,795 | +72.9% | 0.34% | +132.7% |
| LBRDK | Buy | LIBERTY BROADBAND CORP | $18,308,000 | +290.4% | 174,912 | +288.7% | 0.33% | +366.2% |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $18,253,000 | – | 333,700 | – | 0.33% | – |
| CFG | Buy | CITIZENS FINL GROUP INC | $17,697,000 | +37.1% | 500,351 | +37.1% | 0.32% | +64.1% |
| C | Buy | CITIGROUP INC | $17,732,000 | +149.4% | 256,688 | +152.9% | 0.32% | +199.1% |
| BG | Sell | BUNGE LIMITED | $17,369,000 | -63.9% | 306,773 | -64.5% | 0.31% | -56.8% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $17,310,000 | -34.5% | 14,175 | -42.0% | 0.31% | -21.8% |
| AON | New | AON PLC | $17,029,000 | – | 87,975 | – | 0.31% | – |
| XLE | Sell | SELECT SECTOR SPDR TRenergy | $16,879,000 | -27.4% | 285,124 | -21.9% | 0.30% | -13.1% |
| TOL | Sell | TOLL BROTHERS INC | $16,478,000 | +2.1% | 401,423 | -8.9% | 0.30% | +22.1% |
| FISV | Sell | FISERV INC | $15,820,000 | -1.1% | 152,719 | -13.0% | 0.29% | +18.2% |
| ALL | Sell | ALLSTATE CORP | $15,648,000 | -50.2% | 143,985 | -53.4% | 0.28% | -40.4% |
| CPE | New | CALLON PETE CO DEL | $15,032,000 | – | 3,463,700 | – | 0.27% | – |
| LII | New | LENNOX INTL INC | $14,974,000 | – | 61,630 | – | 0.27% | – |
| LITE | Buy | LUMENTUM HLDGS INC | $14,337,000 | +53.8% | 267,688 | +53.4% | 0.26% | +83.7% |
| CPT | Sell | CAMDEN PPTY TRsh ben int | $13,884,000 | -27.2% | 125,071 | -31.6% | 0.25% | -12.8% |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $13,828,000 | +67.1% | 111,184 | +88.5% | 0.25% | +100.0% |
| FTV | New | FORTIVE CORP | $13,712,000 | – | 200,000 | – | 0.25% | – |
| SAIA | New | SAIA INC | $13,601,000 | – | 145,153 | – | 0.25% | – |
| MPC | Sell | MARATHON PETE CORP | $13,237,000 | -41.0% | 217,886 | -45.8% | 0.24% | -29.5% |
| EPRT | Sell | ESSENTIAL PPTYS RLTY TR INC | $12,191,000 | -22.4% | 532,122 | -32.1% | 0.22% | -7.6% |
| EPR | New | EPR PPTYS | $11,915,000 | – | 155,019 | – | 0.22% | – |
| LEN | Sell | LENNAR CORPcl a | $11,846,000 | +5.1% | 212,100 | -8.8% | 0.21% | +25.9% |
| SLAB | Sell | SILICON LABORATORIES INC | $11,783,000 | -17.2% | 105,818 | -23.1% | 0.21% | -0.9% |
| CRZO | New | CARRIZO OIL & GAS INC | $11,506,000 | – | 1,340,300 | – | 0.21% | – |
| SFL | Buy | SHIP FINANCE INTERNATIONAL L | $11,232,000 | +28.3% | 800,000 | +14.3% | 0.20% | +53.8% |
| BURL | New | BURLINGTON STORES INC | $10,905,000 | – | 54,575 | – | 0.20% | – |
| REXR | Sell | REXFORD INDL RLTY INC | $10,803,000 | -41.8% | 245,401 | -46.6% | 0.20% | -30.4% |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $10,438,000 | – | 84,025 | – | 0.19% | – |
| MAT | New | MATTEL INC | $9,522,000 | – | 836,000 | – | 0.17% | – |
| TMUS | Sell | T MOBILE US INC | $9,324,000 | -83.8% | 118,369 | -84.7% | 0.17% | -80.6% |
| GLNG | Sell | GOLAR LNG LTD BERMUDA | $9,286,000 | -51.0% | 714,838 | -30.3% | 0.17% | -41.3% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $9,241,000 | -44.3% | 196,413 | -45.1% | 0.17% | -33.5% |
| ARMK | Sell | ARAMARK | $9,161,000 | -63.8% | 210,216 | -70.0% | 0.17% | -56.5% |
| WPX | Buy | WPX ENERGY INC | $8,896,000 | +8.7% | 840,000 | +18.1% | 0.16% | +29.8% |
| INTEQ | Sell | INTELSAT S A | $8,747,000 | +2.9% | 383,635 | -12.2% | 0.16% | +22.5% |
| CNNE | Buy | CANNAE HLDGS INC | $8,748,000 | +9.6% | 318,442 | +15.6% | 0.16% | +30.6% |
| IR | New | INGERSOLL-RAND PLC | $8,630,000 | – | 70,047 | – | 0.16% | – |
| PPG | New | PPG INDS INC | $8,495,000 | – | 71,682 | – | 0.15% | – |
| USO | New | UNITED STATES OIL FUND LPunits | $8,380,000 | – | 739,000 | – | 0.15% | – |
| OKE | New | ONEOK INC NEW | $8,327,000 | – | 113,000 | – | 0.15% | – |
| SYNA | Sell | SYNAPTICS INC | $8,315,000 | -61.2% | 208,127 | -71.7% | 0.15% | -53.7% |
| ROK | New | ROCKWELL AUTOMATION INC | $8,240,000 | – | 50,000 | – | 0.15% | – |
| MTDR | Buy | MATADOR RES CO | $8,240,000 | +170.3% | 498,500 | +225.2% | 0.15% | +223.9% |
| AXTA | Sell | AXALTA COATING SYS LTD | $8,137,000 | -32.1% | 269,899 | -33.0% | 0.15% | -18.8% |
| KKR | Sell | KKR & CO INCcl a | $8,071,000 | -53.9% | 300,610 | -56.6% | 0.15% | -44.9% |
| MUR | Buy | MURPHY OIL CORP | $8,106,000 | +75.4% | 366,600 | +95.5% | 0.15% | +108.6% |
| RRC | Sell | RANGE RES CORP | $7,649,000 | -57.8% | 2,002,379 | -22.9% | 0.14% | -49.6% |
| APO | New | APOLLO GLOBAL MGMT INC | $7,564,000 | – | 200,000 | – | 0.14% | – |
| MNRL | Buy | BRIGHAM MINERALS INC | $7,142,000 | +66.4% | 358,900 | +79.4% | 0.13% | +98.5% |
| GLT | Sell | GLATFELTER | $7,079,000 | -23.7% | 460,000 | -16.3% | 0.13% | -8.6% |
| Sell | SHIP FIN INTL LTDnote 4.875% 5/0 | $7,052,000 | -3.1% | 6,375,000 | -11.5% | 0.13% | +15.5% | |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $7,041,000 | – | 8,500,000 | – | 0.13% | – | |
| CTVA | Buy | CORTEVA INC | $6,908,000 | +5.1% | 246,700 | +11.0% | 0.12% | +26.3% |
| KBH | New | KB HOME | $6,931,000 | – | 203,842 | – | 0.12% | – |
| HGV | Buy | HILTON GRAND VACATIONS INC | $6,920,000 | +74.0% | 216,259 | +73.0% | 0.12% | +108.3% |
| PE | Sell | PARSLEY ENERGY INCcl a | $6,903,000 | -23.2% | 410,878 | -13.2% | 0.12% | -8.1% |
| TRGP | Sell | TARGA RES CORP | $6,628,000 | -6.2% | 165,000 | -8.3% | 0.12% | +12.1% |
| EBAY | Sell | EBAY INC | $6,442,000 | -53.4% | 165,273 | -52.8% | 0.12% | -44.5% |
| KOS | New | KOSMOS ENERGY LTD | $6,170,000 | – | 988,800 | – | 0.11% | – |
| APA | Sell | APACHE CORP | $6,144,000 | -61.4% | 240,000 | -56.3% | 0.11% | -53.9% |
| FTI | Sell | TECHNIPFMC PLC | $6,035,000 | -23.0% | 250,000 | -17.2% | 0.11% | -7.6% |
| L100PS | Sell | ARCONIC INC | $5,330,000 | -41.0% | 205,000 | -41.4% | 0.10% | -29.9% |
| URI | Sell | UNITED RENTALS INC | $5,252,000 | -63.3% | 42,136 | -61.0% | 0.10% | -56.0% |
| LBRDA | Buy | LIBERTY BROADBAND CORP | $5,216,000 | +102.9% | 49,904 | +99.6% | 0.09% | +141.0% |
| RBA | New | RITCHIE BROS AUCTIONEERS | $4,988,000 | – | 125,000 | – | 0.09% | – |
| NOVA | New | SUNNOVA ENERGY INTL INC | $4,985,000 | – | 463,718 | – | 0.09% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $4,913,000 | – | 31,566 | – | 0.09% | – |
| COP | Sell | CONOCOPHILLIPS | $4,883,000 | -86.6% | 85,700 | -85.7% | 0.09% | -84.1% |
| GPRE | Sell | GREEN PLAINS INC | $4,628,000 | -53.8% | 436,798 | -53.0% | 0.08% | -44.4% |
| INSW | Sell | INTERNATIONAL SEAWAYS INC | $4,594,000 | -49.0% | 238,536 | -49.7% | 0.08% | -39.0% |
| SITE | Sell | SITEONE LANDSCAPE SUPPLY INC | $4,431,000 | -44.8% | 59,858 | -48.3% | 0.08% | -33.9% |
| COT | New | COTT CORP QUE | $4,053,000 | – | 325,000 | – | 0.07% | – |
| CLB | New | CORE LABORATORIES N V | $3,930,000 | – | 84,300 | – | 0.07% | – |
| EURN | Sell | EURONAV NV ANTWERPEN | $3,813,000 | -45.2% | 414,419 | -43.7% | 0.07% | -34.3% |
| XEC | New | CIMAREX ENERGY CO | $3,596,000 | – | 75,000 | – | 0.06% | – |
| STNG | Sell | SCORPIO TANKERS INC | $3,475,000 | -51.4% | 116,756 | -51.8% | 0.06% | -41.7% |
| DOV | Sell | DOVER CORP | $3,485,000 | -82.6% | 35,000 | -82.5% | 0.06% | -79.1% |
| AYI | New | ACUITY BRANDS INC | $3,370,000 | – | 25,000 | – | 0.06% | – |
| SLM | Sell | SLM CORP | $3,283,000 | -76.7% | 372,000 | -74.3% | 0.06% | -72.3% |
| XOM | Sell | EXXON MOBIL CORP | $3,192,000 | -90.7% | 45,200 | -89.9% | 0.06% | -88.8% |
| CLR | Sell | CONTINENTAL RESOURCES INC | $3,202,000 | -76.3% | 104,000 | -67.6% | 0.06% | -71.6% |
| LSXMA | New | LIBERTY MEDIA CORP DELAWARE | $3,172,000 | – | 76,300 | – | 0.06% | – |
| CDEV | Buy | CENTENNIAL RESOURCE DEV INCcl a | $3,159,000 | -30.4% | 699,641 | +16.9% | 0.06% | -17.4% |
| DSSI | Buy | DIAMOND S SHIPPING INC | $2,974,000 | +2.6% | 269,911 | +19.0% | 0.05% | +22.7% |
| HYG | Buy | ISHARES TRput | $2,333,000 | +94.1% | 15,000 | +66.7% | 0.04% | +133.3% |
| AMRN | Sell | AMARIN CORP PLCspons adr new | $2,319,000 | -54.9% | 153,000 | -42.3% | 0.04% | -46.2% |
| CCJ | Sell | CAMECO CORP | $2,246,000 | -63.8% | 236,434 | -59.2% | 0.04% | -56.4% |
| TSLA | Buy | TESLA INCput | $2,155,000 | +14.3% | 3,000 | +50.0% | 0.04% | +39.3% |
| QURE | New | UNIQURE NV | $2,165,000 | – | 55,000 | – | 0.04% | – |
| AVYA | Sell | AVAYA HLDGS CORP | $2,045,000 | -35.8% | 199,904 | -25.2% | 0.04% | -22.9% |
| STML | Sell | STEMLINE THERAPEUTICS INC | $2,009,000 | -67.1% | 193,000 | -51.6% | 0.04% | -60.9% |
| COOP | Sell | MR COOPER GROUP INC | $1,974,000 | -67.1% | 185,906 | -75.1% | 0.04% | -60.4% |
| APY | Sell | APERGY CORP | $1,796,000 | -77.4% | 66,400 | -72.0% | 0.03% | -73.3% |
| MINI | New | MOBILE MINI INC | $1,659,000 | – | 45,000 | – | 0.03% | – |
| AKS | Sell | AK STL HLDG CORP | $1,317,000 | -8.2% | 580,000 | -4.1% | 0.02% | +9.1% |
| VSI | New | VITAMIN SHOPPE INC | $1,304,000 | – | 200,000 | – | 0.02% | – |
| TNK | Sell | TEEKAY TANKERS LTDcl a | $1,262,000 | -68.7% | 971,138 | -69.2% | 0.02% | -62.3% |
| CNP | New | CENTERPOINT ENERGY INC | $1,234,000 | – | 40,900 | – | 0.02% | – |
| CHRS | Sell | COHERUS BIOSCIENCES INC | $1,180,000 | -65.6% | 58,224 | -62.4% | 0.02% | -59.6% |
| TALO | New | TALOS ENERGY INC | $1,028,000 | – | 50,570 | – | 0.02% | – |
| WPRT | Sell | WESTPORT FUEL SYSTEMS INC | $1,041,000 | -61.9% | 382,758 | -62.0% | 0.02% | -53.7% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $1,022,000 | -16.2% | 725,000 | +16.0% | 0.02% | 0.0% |
| LIQT | New | LIQTECH INTL INC | $970,000 | – | 122,772 | – | 0.02% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $949,000 | -79.6% | 63,266 | -78.4% | 0.02% | -75.7% |
| GOGO | Sell | GOGO INC | $735,000 | -69.0% | 121,932 | -79.5% | 0.01% | -63.9% |
| CEIX | New | CONSOL ENERGY INC NEW | $500,000 | – | 32,000 | – | 0.01% | – |
| PRTY | New | PARTY CITY HOLDCO INC | $486,000 | – | 85,200 | – | 0.01% | – |
| S | New | SPRINT CORPORATIONput | $380,000 | – | 5,203 | – | 0.01% | – |
| UNFI | Buy | UNITED NAT FOODS INCput | $203,000 | -69.2% | 4,500 | +50.0% | 0.00% | -60.0% |
| DHT | New | DHT HOLDINGS INC | $185,000 | – | 30,000 | – | 0.00% | – |
| DBD | Exit | DIEBOLD NXDF INCput | $0 | – | -1,000 | – | -0.00% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -5,000 | – | -0.00% | – |
| VNE | Exit | VEONEER INCORPORATED | $0 | – | -20,000 | – | -0.01% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -1,321 | – | -0.01% | – |
| CRM | Exit | SALESFORCE COM INCput | $0 | – | -500 | – | -0.01% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -24,997 | – | -0.02% | – |
| SRCI | Exit | SRC ENERGY INC | $0 | – | -250,000 | – | -0.02% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -30,000 | – | -0.02% | – |
| SEB | Exit | SEABOARD CORP | $0 | – | -477 | – | -0.03% | – |
| TXMD | Exit | THERAPEUTICSMD INC | $0 | – | -785,000 | – | -0.03% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -109,973 | – | -0.04% | – |
| KMX | Exit | CARMAX INC | $0 | – | -34,600 | – | -0.04% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -601,284 | – | -0.04% | – |
| FLXN | Exit | FLEXION THERAPEUTICS INC | $0 | – | -269,000 | – | -0.05% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -270,348 | – | -0.05% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltd partnr int a | $0 | – | -144,000 | – | -0.05% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -176,100 | – | -0.06% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -341,833 | – | -0.06% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -172,347 | – | -0.07% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -120,000 | – | -0.07% | – |
| BBL | Exit | BHP GROUP PLCsponsored adr | $0 | – | -110,000 | – | -0.08% | – |
| EIX | Exit | EDISON INTL | $0 | – | -97,001 | – | -0.10% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -80,262 | – | -0.10% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -50,600 | – | -0.11% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -40,963 | – | -0.11% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -406,609 | – | -0.11% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -390,000 | – | -0.12% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -28,150 | – | -0.12% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -165,200 | – | -0.15% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -63,500 | – | -0.15% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -44,117 | – | -0.15% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -58,840 | – | -0.15% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -60,000 | – | -0.16% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -78,737 | – | -0.16% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -78,855 | – | -0.17% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -449,420 | – | -0.17% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -462,446 | – | -0.17% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -488,382 | – | -0.18% | – |
| SAIL | Exit | SAILPOINT TECHNLGIES HLDGS I | $0 | – | -589,099 | – | -0.18% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -304,300 | – | -0.18% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -43,986 | – | -0.19% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -51,825 | – | -0.20% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -150,000 | – | -0.21% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -324,800 | – | -0.21% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -109,878 | – | -0.22% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -346,736 | – | -0.22% | – |
| HUM | Exit | HUMANA INC | $0 | – | -56,450 | – | -0.23% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -499,035 | – | -0.24% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -184,449 | – | -0.24% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -236,740 | – | -0.25% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -200,000 | – | -0.25% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -15,182 | – | -0.25% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -527,890 | – | -0.26% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -1,186,500 | – | -0.27% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -1,038,900 | – | -0.27% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -437,075 | – | -0.27% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -651,300 | – | -0.28% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -170,100 | – | -0.28% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -190,860 | – | -0.28% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -563,087 | – | -0.28% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -283,155 | – | -0.30% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -387,406 | – | -0.31% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -208,975 | – | -0.32% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -151,320 | – | -0.32% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -253,516 | – | -0.32% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -223,800 | – | -0.32% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -205,116 | – | -0.33% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1,647,600 | – | -0.35% | – |
| IAA | Exit | IAA INC | $0 | – | -614,127 | – | -0.36% | – |
| ONCE | Exit | SPARK THERAPEUTICS INC | $0 | – | -245,000 | – | -0.38% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -230,000 | – | -0.38% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -385,000 | – | -0.44% | – |
| XYL | Exit | XYLEM INC | $0 | – | -400,000 | – | -0.51% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -264,238 | – | -0.54% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -410,000 | – | -0.54% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -416,078 | – | -0.55% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -485,189 | – | -0.57% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -168,486 | – | -0.57% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -799,859 | – | -0.59% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -196,844 | – | -0.61% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -738,479 | – | -0.62% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -947,234 | – | -0.66% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -450,000 | – | -0.87% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -2,010,000 | – | -1.40% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -795,000 | – | -1.47% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -775,442 | – | -1.95% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -5,675,000 | – | -2.32% | – |
| LLL | Exit | L3 TECHNOLOGIES INC | $0 | – | -866,253 | – | -3.21% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -3,667,826 | – | -3.91% | – |
| RHT | Exit | RED HAT INC | $0 | – | -1,964,024 | – | -5.58% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RHT | New | RED HAT INC | $368,765,000 | – | 1,964,024 | – | 5.58% | – |
| CELG | New | CELGENE CORP | $267,108,000 | – | 2,889,525 | – | 4.04% | – |
| APC | New | ANADARKO PETE CORP | $258,802,000 | – | 3,667,826 | – | 3.91% | – |
| LLL | New | L3 TECHNOLOGIES INC | $212,379,000 | – | 866,253 | – | 3.21% | – |
| FDC | New | FIRST DATA CORP NEW | $153,622,000 | – | 5,675,000 | – | 2.32% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $128,739,000 | – | 775,442 | – | 1.95% | – |
| WBC | New | WABCO HLDGS INC | $116,268,000 | – | 876,832 | – | 1.76% | – |
| V | New | VISA INC | $104,814,000 | – | 603,941 | – | 1.58% | – |
| WP | New | WORLDPAY INCcl a | $97,427,000 | – | 795,000 | – | 1.47% | – |
| TRCO | New | TRIBUNE MEDIA COcl a | $92,902,000 | – | 2,010,000 | – | 1.40% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $88,300,000 | – | 643,213 | – | 1.34% | – |
| VSM | New | VERSUM MATLS INC | $76,426,000 | – | 1,481,693 | – | 1.16% | – |
| AGN | New | ALLERGAN PLC | $71,995,000 | – | 430,000 | – | 1.09% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $70,585,000 | – | 1,266,318 | – | 1.07% | – |
| ETR | New | ENTERGY CORP NEW | $64,450,000 | – | 626,155 | – | 0.97% | – |
| SNPS | New | SYNOPSYS INC | $63,811,000 | – | 495,847 | – | 0.96% | – |
| FB | New | FACEBOOK INCcl a | $62,640,000 | – | 324,558 | – | 0.95% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $62,076,000 | – | 1,487,200 | – | 0.94% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $61,997,000 | – | 2,787,646 | – | 0.94% | – |
| HTA | New | HEALTHCARE TR AMER INCcl a new | $58,233,000 | – | 2,122,972 | – | 0.88% | – |
| TSS | New | TOTAL SYS SVCS INC | $57,722,000 | – | 450,000 | – | 0.87% | – |
| TMUS | New | T MOBILE US INC | $57,510,000 | – | 775,700 | – | 0.87% | – |
| INTC | New | INTEL CORP | $51,843,000 | – | 1,082,993 | – | 0.78% | – |
| AMAT | New | APPLIED MATLS INC | $51,466,000 | – | 1,145,990 | – | 0.78% | – |
| WSO | New | WATSCO INC | $50,883,000 | – | 311,154 | – | 0.77% | – |
| ATO | New | ATMOS ENERGY CORP | $48,361,000 | – | 458,137 | – | 0.73% | – |
| BG | New | BUNGE LIMITED | $48,111,000 | – | 863,600 | – | 0.73% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $46,407,000 | – | 401,414 | – | 0.70% | – |
| AABA | New | ALTABA INC | $46,097,000 | – | 664,506 | – | 0.70% | – |
| DTE | New | DTE ENERGY CO | $45,676,000 | – | 357,180 | – | 0.69% | – |
| KBR | New | KBR INC | $44,539,000 | – | 1,785,865 | – | 0.67% | – |
| FITB | New | FIFTH THIRD BANCORP | $44,380,000 | – | 1,590,664 | – | 0.67% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $43,885,000 | – | 947,234 | – | 0.66% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $43,492,000 | – | 369,389 | – | 0.66% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $43,125,000 | – | 489,999 | – | 0.65% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $43,133,000 | – | 334,984 | – | 0.65% | – |
| VOYA | New | VOYA FINL INC | $40,838,000 | – | 738,479 | – | 0.62% | – |
| HCP | New | HCP INC | $40,690,000 | – | 1,272,373 | – | 0.62% | – |
| NEE | New | NEXTERA ENERGY INC | $40,325,000 | – | 196,844 | – | 0.61% | – |
| LNT | New | ALLIANT ENERGY CORP | $39,257,000 | – | 799,859 | – | 0.59% | – |
| PANW | New | PALO ALTO NETWORKS INC | $38,090,000 | – | 186,934 | – | 0.58% | – |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $37,882,000 | – | 168,486 | – | 0.57% | – |
| POR | New | PORTLAND GEN ELEC CO | $37,690,000 | – | 695,772 | – | 0.57% | – |
| D | New | DOMINION ENERGY INC | $37,515,000 | – | 485,189 | – | 0.57% | – |
| FAF | New | FIRST AMERN FINL CORP | $36,958,000 | – | 688,238 | – | 0.56% | – |
| COP | New | CONOCOPHILLIPS | $36,563,000 | – | 599,400 | – | 0.55% | – |
| ED | New | CONSOLIDATED EDISON INC | $36,482,000 | – | 416,078 | – | 0.55% | – |
| CUBE | New | CUBESMART | $36,189,000 | – | 1,082,217 | – | 0.55% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $35,490,000 | – | 410,000 | – | 0.54% | – |
| MSFT | New | MICROSOFT CORP | $35,397,000 | – | 264,238 | – | 0.54% | – |
| FE | New | FIRSTENERGY CORP | $35,230,000 | – | 822,933 | – | 0.53% | – |
| EME | New | EMCOR GROUP INC | $35,240,000 | – | 400,000 | – | 0.53% | – |
| EXC | New | EXELON CORP | $34,665,000 | – | 723,081 | – | 0.52% | – |
| WMT | New | WALMART INC | $34,503,000 | – | 312,275 | – | 0.52% | – |
| XOM | New | EXXON MOBIL CORP | $34,307,000 | – | 447,700 | – | 0.52% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $34,273,000 | – | 615,100 | – | 0.52% | – |
| HUBB | New | HUBBELL INC | $34,102,000 | – | 261,518 | – | 0.52% | – |
| EOG | New | EOG RES INC | $33,612,000 | – | 360,800 | – | 0.51% | – |
| XYL | New | XYLEM INC | $33,456,000 | – | 400,000 | – | 0.51% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $33,407,000 | – | 1,524,024 | – | 0.50% | – |
| ITT | New | ITT INC | $32,740,000 | – | 500,000 | – | 0.50% | – |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $31,559,000 | – | 858,971 | – | 0.48% | – |
| ALL | New | ALLSTATE CORP | $31,446,000 | – | 309,235 | – | 0.48% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $31,348,000 | – | 626,468 | – | 0.47% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $31,255,000 | – | 320,207 | – | 0.47% | – |
| LXP | New | LEXINGTON REALTY TRUST | $30,908,000 | – | 3,284,630 | – | 0.47% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $30,380,000 | – | 152,409 | – | 0.46% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $30,055,000 | – | 273,025 | – | 0.45% | – |
| ADSW | New | ADVANCED DISP SVCS INC DEL | $29,676,000 | – | 930,000 | – | 0.45% | – |
| GRA | New | GRACE W R & CO DEL NEW | $29,302,000 | – | 385,000 | – | 0.44% | – |
| BKNG | New | BOOKING HLDGS INC | $29,133,000 | – | 15,540 | – | 0.44% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $29,016,000 | – | 280,976 | – | 0.44% | – |
| WCC | New | WESCO INTL INC | $28,465,000 | – | 561,995 | – | 0.43% | – |
| FCPT | New | FOUR CORNERS PPTY TR INC | $27,848,000 | – | 1,018,942 | – | 0.42% | – |
| ALLE | New | ALLEGION PUB LTD CO | $26,922,000 | – | 243,524 | – | 0.41% | – |
| WRI | New | WEINGARTEN RLTY INVSsh ben int | $26,542,000 | – | 967,966 | – | 0.40% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $26,447,000 | – | 24,425 | – | 0.40% | – |
| MLNX | New | MELLANOX TECHNOLOGIES LTD | $25,454,000 | – | 230,000 | – | 0.38% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $25,421,000 | – | 132,718 | – | 0.38% | – |
| ARMK | New | ARAMARK | $25,275,000 | – | 700,903 | – | 0.38% | – |
| ONCE | New | SPARK THERAPEUTICS INC | $25,083,000 | – | 245,000 | – | 0.38% | – |
| AIT | New | APPLIED INDL TECHNOLOGIES IN | $23,997,000 | – | 390,000 | – | 0.36% | – |
| IAA | New | IAA INC | $23,816,000 | – | 614,127 | – | 0.36% | – |
| MRO | New | MARATHON OIL CORP | $23,412,000 | – | 1,647,600 | – | 0.35% | – |
| VICI | New | VICI PPTYS INC | $23,259,000 | – | 1,055,300 | – | 0.35% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $23,247,000 | – | 364,882 | – | 0.35% | – |
| STAG | New | STAG INDL INC | $23,176,000 | – | 766,415 | – | 0.35% | – |
| AMLP | New | ALPS ETF TRalerian mlp | $23,004,000 | – | 2,335,400 | – | 0.35% | – |
| UE | New | URBAN EDGE PPTYS | $22,797,000 | – | 1,315,458 | – | 0.34% | – |
| MPC | New | MARATHON PETE CORP | $22,452,000 | – | 401,781 | – | 0.34% | – |
| DLTR | New | DOLLAR TREE INC | $22,027,000 | – | 205,116 | – | 0.33% | – |
| NDAQ | New | NASDAQ INC | $21,523,000 | – | 223,800 | – | 0.32% | – |
| SYNA | New | SYNAPTICS INC | $21,430,000 | – | 735,427 | – | 0.32% | – |
| ABT | New | ABBOTT LABS | $21,321,000 | – | 253,516 | – | 0.32% | – |
| PRU | New | PRUDENTIAL FINL INC | $21,106,000 | – | 208,975 | – | 0.32% | – |
| JNJ | New | JOHNSON & JOHNSON | $21,076,000 | – | 151,320 | – | 0.32% | – |
| SYMC | New | SYMANTEC CORP | $20,905,000 | – | 960,700 | – | 0.32% | – |
| KEY | New | KEYCORP NEW | $20,754,000 | – | 1,169,261 | – | 0.31% | – |
| UNF | New | UNIFIRST CORP MASS | $20,744,000 | – | 110,009 | – | 0.31% | – |
| INVH | New | INVITATION HOMES INC | $20,771,000 | – | 777,063 | – | 0.31% | – |
| USFD | New | US FOODS HLDG CORP | $20,405,000 | – | 570,600 | – | 0.31% | – |
| CNC | New | CENTENE CORP DEL | $20,316,000 | – | 387,406 | – | 0.31% | – |
| ARW | New | ARROW ELECTRS INC | $20,180,000 | – | 283,155 | – | 0.30% | – |
| DOV | New | DOVER CORP | $20,002,000 | – | 199,619 | – | 0.30% | – |
| MGP | New | MGM GROWTH PPTYS LLC | $19,577,000 | – | 638,722 | – | 0.30% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $19,075,000 | – | 182,731 | – | 0.29% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $18,942,000 | – | 1,025,000 | – | 0.29% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $18,795,000 | – | 296,495 | – | 0.28% | – |
| STOR | New | STORE CAP CORP | $18,689,000 | – | 563,087 | – | 0.28% | – |
| MDT | New | MEDTRONIC PLC | $18,588,000 | – | 190,860 | – | 0.28% | – |
| REXR | New | REXFORD INDL RLTY INC | $18,553,000 | – | 459,571 | – | 0.28% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $18,536,000 | – | 170,100 | – | 0.28% | – |
| CBOE | New | CBOE GLOBAL MARKETS INC | $18,234,000 | – | 175,950 | – | 0.28% | – |
| WMB | New | WILLIAMS COS INC DEL | $18,262,000 | – | 651,300 | – | 0.28% | – |
| DUK | New | DUKE ENERGY CORP NEW | $18,169,000 | – | 205,900 | – | 0.28% | – |
| CRM | New | SALESFORCE COM INC | $18,161,000 | – | 119,694 | – | 0.28% | – |
| RRC | New | RANGE RES CORP | $18,120,000 | – | 2,595,925 | – | 0.27% | – |
| CHFC | New | CHEMICAL FINL CORP | $17,968,000 | – | 437,075 | – | 0.27% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $17,796,000 | – | 1,038,900 | – | 0.27% | – |
| FHN | New | FIRST HORIZON NATL CORP | $17,714,000 | – | 1,186,500 | – | 0.27% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $17,758,000 | – | 182,700 | – | 0.27% | – |
| DEA | New | EASTERLY GOVT PPTYS INC | $17,755,000 | – | 980,402 | – | 0.27% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $17,577,000 | – | 135,000 | – | 0.27% | – |
| KKR | New | KKR & CO INCcl a | $17,507,000 | – | 692,782 | – | 0.26% | – |
| VMC | New | VULCAN MATLS CO | $17,167,000 | – | 125,024 | – | 0.26% | – |
| COLD | New | AMERICOLD RLTY TR | $17,114,000 | – | 527,890 | – | 0.26% | – |
| WDC | New | WESTERN DIGITAL CORP | $16,909,000 | – | 355,611 | – | 0.26% | – |
| ETN | New | EATON CORP PLC | $16,656,000 | – | 200,000 | – | 0.25% | – |
| AZO | New | AUTOZONE INC | $16,692,000 | – | 15,182 | – | 0.25% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $16,589,000 | – | 357,900 | – | 0.25% | – |
| HSIC | New | HENRY SCHEIN INC | $16,548,000 | – | 236,740 | – | 0.25% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $16,334,000 | – | 211,394 | – | 0.25% | – |
| TOL | New | TOLL BROTHERS INC | $16,132,000 | – | 440,523 | – | 0.24% | – |
| FISV | New | FISERV INC | $16,004,000 | – | 175,556 | – | 0.24% | – |
| APA | New | APACHE CORP | $15,919,000 | – | 549,500 | – | 0.24% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $15,726,000 | – | 184,449 | – | 0.24% | – |
| EPRT | New | ESSENTIAL PPTYS RLTY TR INC | $15,710,000 | – | 783,949 | – | 0.24% | – |
| HR | New | HEALTHCARE RLTY TR | $15,630,000 | – | 499,035 | – | 0.24% | – |
| HUM | New | HUMANA INC | $14,976,000 | – | 56,450 | – | 0.23% | – |
| HCA | New | HCA HEALTHCARE INC | $14,852,000 | – | 109,878 | – | 0.22% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $14,903,000 | – | 346,736 | – | 0.22% | – |
| CP | New | CANADIAN PAC RY LTD | $14,804,000 | – | 62,930 | – | 0.22% | – |
| KO | New | COCA COLA CO | $14,512,000 | – | 285,000 | – | 0.22% | – |
| URI | New | UNITED RENTALS INC | $14,318,000 | – | 107,952 | – | 0.22% | – |
| SLAB | New | SILICON LABORATORIES INC | $14,225,000 | – | 137,568 | – | 0.22% | – |
| SLM | New | SLM CORP | $14,091,000 | – | 1,449,656 | – | 0.21% | – |
| DHI | New | D R HORTON INC | $13,839,000 | – | 320,868 | – | 0.21% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $13,856,000 | – | 324,800 | – | 0.21% | – |
| EBAY | New | EBAY INC | $13,829,000 | – | 350,105 | – | 0.21% | – |
| AVB | New | AVALONBAY CMNTYS INC | $13,678,000 | – | 67,320 | – | 0.21% | – |
| AME | New | AMETEK INC NEW | $13,626,000 | – | 150,000 | – | 0.21% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $13,504,000 | – | 320,825 | – | 0.20% | – |
| BDX | New | BECTON DICKINSON & CO | $13,060,000 | – | 51,825 | – | 0.20% | – |
| CFG | New | CITIZENS FINL GROUP INC | $12,908,000 | – | 365,044 | – | 0.20% | – |
| ANTM | New | ANTHEM INC | $12,413,000 | – | 43,986 | – | 0.19% | – |
| AXTA | New | AXALTA COATING SYS LTD | $11,984,000 | – | 402,568 | – | 0.18% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $11,862,000 | – | 304,300 | – | 0.18% | – |
| SAIL | New | SAILPOINT TECHNLGIES HLDGS I | $11,806,000 | – | 589,099 | – | 0.18% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $11,702,000 | – | 488,382 | – | 0.18% | – |
| LOW | New | LOWES COS INC | $11,513,000 | – | 114,095 | – | 0.17% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $11,242,000 | – | 462,446 | – | 0.17% | – |
| LEN | New | LENNAR CORPcl a | $11,272,000 | – | 232,600 | – | 0.17% | – |
| KAR | New | KAR AUCTION SVCS INC | $11,236,000 | – | 449,420 | – | 0.17% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $11,126,000 | – | 78,855 | – | 0.17% | – |
| EFX | New | EQUIFAX INC | $10,648,000 | – | 78,737 | – | 0.16% | – |
| RTN | New | RAYTHEON CO | $10,433,000 | – | 60,000 | – | 0.16% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $10,173,000 | – | 58,840 | – | 0.15% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $10,175,000 | – | 27,550 | – | 0.15% | – |
| GPRE | New | GREEN PLAINS INC | $10,009,000 | – | 928,453 | – | 0.15% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $10,002,000 | – | 44,117 | – | 0.15% | – |
| PXD | New | PIONEER NAT RES CO | $9,770,000 | – | 63,500 | – | 0.15% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $9,708,000 | – | 162,617 | – | 0.15% | – |
| SONY | New | SONY CORPsponsored adr | $9,692,000 | – | 185,000 | – | 0.15% | – |
| NUVA | New | NUVASIVE INC | $9,671,000 | – | 165,200 | – | 0.15% | – |
| LITE | New | LUMENTUM HLDGS INC | $9,320,000 | – | 174,490 | – | 0.14% | – |
| GLT | New | GLATFELTER | $9,277,000 | – | 549,571 | – | 0.14% | – |
| L100PS | New | ARCONIC INC | $9,037,000 | – | 350,000 | – | 0.14% | – |
| PE | New | PARSLEY ENERGY INCcl a | $8,994,000 | – | 473,100 | – | 0.14% | – |
| INSW | New | INTERNATIONAL SEAWAYS INC | $9,007,000 | – | 474,067 | – | 0.14% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $8,757,000 | – | 700,000 | – | 0.13% | – |
| CTRE | New | CARETRUST REIT INC | $8,569,000 | – | 360,363 | – | 0.13% | – |
| INTEQ | New | INTELSAT S A | $8,501,000 | – | 437,079 | – | 0.13% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $8,276,000 | – | 58,990 | – | 0.12% | – |
| ADBE | New | ADOBE INC | $8,294,000 | – | 28,150 | – | 0.12% | – |
| WPX | New | WPX ENERGY INC | $8,186,000 | – | 711,248 | – | 0.12% | – |
| KMI | New | KINDER MORGAN INC DEL | $8,143,000 | – | 390,000 | – | 0.12% | – |
| CNNE | New | CANNAE HLDGS INC | $7,985,000 | – | 275,543 | – | 0.12% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $8,029,000 | – | 115,852 | – | 0.12% | – |
| APY | New | APERGY CORP | $7,942,000 | – | 236,800 | – | 0.12% | – |
| FTI | New | TECHNIPFMC PLC | $7,834,000 | – | 302,000 | – | 0.12% | – |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $7,277,000 | – | 7,200,000 | – | 0.11% | – | |
| BRX | New | BRIXMOR PPTY GROUP INC | $7,270,000 | – | 406,609 | – | 0.11% | – |
| STNG | New | SCORPIO TANKERS INC | $7,157,000 | – | 242,459 | – | 0.11% | – |
| HON | New | HONEYWELL INTL INC | $7,152,000 | – | 40,963 | – | 0.11% | – |
| C | New | CITIGROUP INC | $7,109,000 | – | 101,516 | – | 0.11% | – |
| CSL | New | CARLISLE COS INC | $7,105,000 | – | 50,600 | – | 0.11% | – |
| TRGP | New | TARGA RES CORP | $7,067,000 | – | 180,000 | – | 0.11% | – |
| EURN | New | EURONAV NV ANTWERPEN | $6,953,000 | – | 736,563 | – | 0.10% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $6,770,000 | – | 80,262 | – | 0.10% | – |
| EIX | New | EDISON INTL | $6,539,000 | – | 97,001 | – | 0.10% | – |
| CTVA | New | CORTEVA INC | $6,573,000 | – | 222,300 | – | 0.10% | – |
| CCJ | New | CAMECO CORP | $6,212,000 | – | 578,900 | – | 0.09% | – |
| STML | New | STEMLINE THERAPEUTICS INC | $6,103,000 | – | 398,400 | – | 0.09% | – |
| COOP | New | MR COOPER GROUP INC | $5,992,000 | – | 748,034 | – | 0.09% | – |
| BBL | New | BHP GROUP PLCsponsored adr | $5,622,000 | – | 110,000 | – | 0.08% | – |
| AMRN | New | AMARIN CORP PLCspons adr new | $5,138,000 | – | 265,000 | – | 0.08% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $4,865,000 | – | 120,000 | – | 0.07% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $4,690,000 | – | 45,000 | – | 0.07% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $4,646,000 | – | 292,968 | – | 0.07% | – |
| MUR | New | MURPHY OIL CORP | $4,622,000 | – | 187,500 | – | 0.07% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $4,542,000 | – | 598,400 | – | 0.07% | – |
| TS | New | TENARIS S Asponsored ads | $4,534,000 | – | 172,347 | – | 0.07% | – |
| MNRL | New | BRIGHAM MINERALS INC | $4,292,000 | – | 200,000 | – | 0.06% | – |
| SM | New | SM ENERGY CO | $4,280,000 | – | 341,833 | – | 0.06% | – |
| TNK | New | TEEKAY TANKERS LTDcl a | $4,032,000 | – | 3,150,000 | – | 0.06% | – |
| HGV | New | HILTON GRAND VACATIONS INC | $3,978,000 | – | 125,000 | – | 0.06% | – |
| ASB | New | ASSOCIATED BANC CORP | $3,723,000 | – | 176,100 | – | 0.06% | – |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $3,596,000 | – | 144,000 | – | 0.05% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $3,426,000 | – | 155,000 | – | 0.05% | – |
| VECO | New | VEECO INSTRS INC DEL | $3,304,000 | – | 270,348 | – | 0.05% | – |
| FLXN | New | FLEXION THERAPEUTICS INC | $3,309,000 | – | 269,000 | – | 0.05% | – |
| AVYA | New | AVAYA HLDGS CORP | $3,185,000 | – | 267,420 | – | 0.05% | – |
| MTDR | New | MATADOR RES CO | $3,048,000 | – | 153,300 | – | 0.05% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $2,952,000 | – | 601,284 | – | 0.04% | – |
| KMX | New | CARMAX INC | $3,004,000 | – | 34,600 | – | 0.04% | – |
| DSSI | New | DIAMOND S SHIPPING INC | $2,898,000 | – | 226,900 | – | 0.04% | – |
| FHB | New | FIRST HAWAIIAN INC | $2,845,000 | – | 109,973 | – | 0.04% | – |
| WPRT | New | WESTPORT FUEL SYSTEMS INC | $2,729,000 | – | 1,007,072 | – | 0.04% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $2,571,000 | – | 25,000 | – | 0.04% | – |
| GOGO | New | GOGO INC | $2,371,000 | – | 595,761 | – | 0.04% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $2,032,000 | – | 175,000 | – | 0.03% | – |
| TXMD | New | THERAPEUTICSMD INC | $2,041,000 | – | 785,000 | – | 0.03% | – |
| SEB | New | SEABOARD CORP | $1,973,000 | – | 477 | – | 0.03% | – |
| TSLA | New | TESLA INCput | $1,885,000 | – | 2,000 | – | 0.03% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $1,786,000 | – | 140,000 | – | 0.03% | – |
| FIX | New | COMFORT SYS USA INC | $1,530,000 | – | 30,000 | – | 0.02% | – |
| AKS | New | AK STL HLDG CORP | $1,434,000 | – | 605,000 | – | 0.02% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,352,000 | – | 75,000 | – | 0.02% | – |
| SRCI | New | SRC ENERGY INC | $1,240,000 | – | 250,000 | – | 0.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $1,219,000 | – | 625,000 | – | 0.02% | – |
| HYG | New | ISHARES TRput | $1,202,000 | – | 9,000 | – | 0.02% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $1,020,000 | – | 24,997 | – | 0.02% | – |
| USWS | New | U S WELL SVCS INCcl a | $822,000 | – | 170,600 | – | 0.01% | – |
| UNFI | New | UNITED NAT FOODS INCput | $660,000 | – | 3,000 | – | 0.01% | – |
| CRM | New | SALESFORCE COM INCput | $486,000 | – | 500 | – | 0.01% | – |
| INTEQ | New | INTELSAT S Acall | $426,000 | – | 800 | – | 0.01% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $387,000 | – | 1,321 | – | 0.01% | – |
| VNE | New | VEONEER INCORPORATED | $346,000 | – | 20,000 | – | 0.01% | – |
| DBD | New | DIEBOLD NXDF INCput | $243,000 | – | 1,000 | – | 0.00% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $233,000 | – | 5,000 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 12/31/2019 | $0 | – | -3,333,568 | – | 0.00% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -220,000 | – | -0.01% | – |
| JWN | Exit | NORDSTROM INCput | $0 | – | -500 | – | -0.01% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,850 | – | -0.01% | – |
| NVDA | Exit | NVIDIA CORPput | $0 | – | -1,500 | – | -0.01% | – |
| GLD | Exit | SPDR GOLD TRUSTcall | $0 | – | -4,000 | – | -0.01% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -6,850 | – | -0.01% | – |
| TNK | Exit | TEEKAY TANKERS LTDcl a | $0 | – | -884,098 | – | -0.01% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -50,000 | – | -0.01% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -12,382 | – | -0.01% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -18,500 | – | -0.01% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -80,000 | – | -0.01% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -302,600 | – | -0.01% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -100,000 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -46,665 | – | -0.02% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -90,000 | – | -0.02% | – |
| TS | Exit | TENARIS S Asponsored adr | $0 | – | -56,100 | – | -0.02% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -44,384 | – | -0.02% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -41,112 | – | -0.03% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -8,238 | – | -0.03% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -1,310,000 | – | -0.03% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -655,000 | – | -0.04% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -25,426 | – | -0.04% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -547,401 | – | -0.04% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -38,717 | – | -0.05% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -61,082 | – | -0.05% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -98,500 | – | -0.05% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -223,300 | – | -0.05% | – |
| QEP | Exit | QEP RES INC | $0 | – | -346,600 | – | -0.05% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -23,250 | – | -0.05% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -70,500 | – | -0.05% | – |
| MAS | Exit | MASCO CORP | $0 | – | -117,200 | – | -0.05% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -135,000 | – | -0.05% | – |
| GOV | Exit | GOVERNMENT PPTYS INCOME TR | $0 | – | -400,000 | – | -0.06% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -785,200 | – | -0.06% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -100,000 | – | -0.06% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -1,094,802 | – | -0.06% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -72,600 | – | -0.06% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -39,700 | – | -0.06% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -284,998 | – | -0.07% | – |
| WPRT | Exit | WESTPORT FUEL SYSTEMS INC | $0 | – | -1,891,495 | – | -0.07% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -30,900 | – | -0.07% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltd partnr int a | $0 | – | -231,000 | – | -0.07% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -217,439 | – | -0.07% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -43,145 | – | -0.08% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -377,700 | – | -0.08% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -905,831 | – | -0.08% | – |
| WMT | Exit | WALMART INC | $0 | – | -65,000 | – | -0.08% | – |
| Exit | BRP INC | $0 | – | -141,082 | – | -0.08% | – | |
| SM | Exit | SM ENERGY CO | $0 | – | -216,995 | – | -0.08% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -173,200 | – | -0.09% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -126,400 | – | -0.09% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -107,466 | – | -0.09% | – |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -7,200,000 | – | -0.09% | – | |
| NGVT | Exit | INGEVITY CORP | $0 | – | -70,780 | – | -0.09% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -45,000 | – | -0.09% | – |
| ARD | Exit | ARDAGH GROUP S Acl a | $0 | – | -455,493 | – | -0.09% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -263,800 | – | -0.10% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -50,000 | – | -0.10% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -59,000 | – | -0.10% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -98,344 | – | -0.10% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -99,200 | – | -0.10% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -173,388 | – | -0.10% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -791,000 | – | -0.10% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -299,970 | – | -0.10% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -151,862 | – | -0.10% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -375,000 | – | -0.10% | – |
| FLXN | Exit | FLEXION THERAPEUTICS INC | $0 | – | -452,100 | – | -0.10% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -107,147 | – | -0.10% | – |
| BKR | Exit | BAKER HUGHES A GE COcl a | $0 | – | -257,500 | – | -0.11% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -604,159 | – | -0.11% | – |
| MAC | Exit | MACERICH CO | $0 | – | -164,999 | – | -0.11% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -130,977 | – | -0.11% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -105,527 | – | -0.12% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -468,545 | – | -0.12% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -1,000,000 | – | -0.12% | – |
| INSW | Exit | INTERNATIONAL SEAWAYS INC | $0 | – | -490,580 | – | -0.12% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -3,750 | – | -0.12% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -257,300 | – | -0.12% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -658,700 | – | -0.12% | – |
| GLT | Exit | GLATFELTER | $0 | – | -520,000 | – | -0.12% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -89,162 | – | -0.12% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -97,600 | – | -0.12% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -502,800 | – | -0.12% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -62,900 | – | -0.13% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -162,617 | – | -0.13% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -476,620 | – | -0.13% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -891,800 | – | -0.13% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -139,400 | – | -0.13% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -501,800 | – | -0.14% | – |
| IPHI | Exit | INPHI CORP | $0 | – | -285,441 | – | -0.14% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -122,975 | – | -0.14% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -375,373 | – | -0.14% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -160,600 | – | -0.14% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -67,907 | – | -0.14% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -115,275 | – | -0.14% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -491,200 | – | -0.14% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -71,544 | – | -0.14% | – |
| ARMK | Exit | ARAMARK | $0 | – | -270,200 | – | -0.14% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -682,883 | – | -0.14% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -113,994 | – | -0.15% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -225,991 | – | -0.15% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -44,415 | – | -0.15% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -861,700 | – | -0.15% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -286,400 | – | -0.15% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -999,775 | – | -0.15% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -126,531 | – | -0.16% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -247,496 | – | -0.16% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -375,689 | – | -0.16% | – |
| XPER | Exit | XPERI CORP | $0 | – | -875,841 | – | -0.16% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -203,013 | – | -0.16% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -118,253 | – | -0.16% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -2,577,800 | – | -0.16% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -355,100 | – | -0.17% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -484,705 | – | -0.17% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -150,236 | – | -0.17% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -51,000 | – | -0.17% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -1,151,996 | – | -0.17% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -418,318 | – | -0.17% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -810,200 | – | -0.17% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -79,604 | – | -0.18% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -717,600 | – | -0.18% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -65,879 | – | -0.19% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -1,650,000 | – | -0.19% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -347,349 | – | -0.19% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -71,250 | – | -0.19% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -883,501 | – | -0.19% | – |
| FCPT | Exit | FOUR CORNERS PPTY TR INC | $0 | – | -613,876 | – | -0.20% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -210,000 | – | -0.20% | – |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -11,000,000 | – | -0.20% | – | |
| KBH | Exit | KB HOME | $0 | – | -667,105 | – | -0.20% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -127,492 | – | -0.20% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -140,288 | – | -0.20% | – |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -11,000,000 | – | -0.21% | – | |
| KMG | Exit | KMG CHEMICALS INC | $0 | – | -221,474 | – | -0.21% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -143,313 | – | -0.21% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -167,025 | – | -0.21% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -618,700 | – | -0.21% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -146,680 | – | -0.21% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -550,250 | – | -0.22% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -235,725 | – | -0.22% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -13,500,000 | – | -0.22% | – | |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -190,622 | – | -0.22% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -1,280,974 | – | -0.22% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -15,500,000 | – | -0.22% | – | |
| DHI | Exit | D R HORTON INC | $0 | – | -425,000 | – | -0.22% | – |
| HCP | Exit | HCP INC | $0 | – | -685,056 | – | -0.22% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -356,510 | – | -0.22% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -9,006,343 | – | -0.22% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -102,450 | – | -0.23% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -296,747 | – | -0.23% | – |
| EEQ | Exit | ENBRIDGE ENERGY MANAGEMENT L | $0 | – | -1,708,483 | – | -0.23% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -510,303 | – | -0.24% | – |
| NAVG | Exit | NAVIGATORS GROUP INC | $0 | – | -275,000 | – | -0.24% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -380,000 | – | -0.24% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -373,100 | – | -0.24% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -150,688 | – | -0.24% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -325,000 | – | -0.24% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -423,665 | – | -0.25% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -1,430,000 | – | -0.25% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -1,250,015 | – | -0.25% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -207,941 | – | -0.25% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -276,449 | – | -0.25% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -475,900 | – | -0.25% | – |
| Exit | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $0 | – | -20,000,000 | – | -0.26% | – | |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -171,900 | – | -0.26% | – |
| APTV | Exit | APTIV PLC | $0 | – | -252,819 | – | -0.26% | – |
| CUBE | Exit | CUBESMART | $0 | – | -756,758 | – | -0.27% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -2,499,962 | – | -0.27% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -373,887 | – | -0.27% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -162,100 | – | -0.27% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -886,564 | – | -0.28% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -500,000 | – | -0.28% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -220,704 | – | -0.28% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -238,925 | – | -0.28% | – |
| DE | Exit | DEERE & CO | $0 | – | -150,000 | – | -0.28% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -15,000,000 | – | -0.28% | – | |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -746,897 | – | -0.29% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -545,705 | – | -0.30% | – |
| Exit | WORKDAY INCnote 1.500% 7/1 | $0 | – | -13,500,000 | – | -0.30% | – | |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -892,139 | – | -0.30% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1,073,900 | – | -0.31% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -781,989 | – | -0.31% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -202,644 | – | -0.32% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -661,334 | – | -0.32% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -425,009 | – | -0.32% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -563,718 | – | -0.32% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -699,692 | – | -0.32% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -66,531 | – | -0.32% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -393,000 | – | -0.33% | – |
| SABR | Exit | SABRE CORP | $0 | – | -1,018,139 | – | -0.33% | – |
| EXC | Exit | EXELON CORP | $0 | – | -610,200 | – | -0.33% | – |
| Exit | REALPAGE INCnote 1.500%11/1 | $0 | – | -16,439,000 | – | -0.33% | – | |
| EPRT | Exit | ESSENTIAL PPTYS RLTY TR INC | $0 | – | -1,899,916 | – | -0.34% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -401,915 | – | -0.35% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -87,522 | – | -0.35% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -160,000 | – | -0.37% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -481,259 | – | -0.37% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -2,700,000 | – | -0.38% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -271,743 | – | -0.39% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -734,885 | – | -0.39% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -510,082 | – | -0.39% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -370,170 | – | -0.40% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -1,174,965 | – | -0.41% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -320,150 | – | -0.41% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -415,000 | – | -0.41% | – |
| EQT | Exit | EQT CORP | $0 | – | -745,200 | – | -0.41% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -286,002 | – | -0.42% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -723,687 | – | -0.42% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -441,980 | – | -0.44% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -418,955 | – | -0.44% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -256,150 | – | -0.45% | – |
| LHO | Exit | LASALLE HOTEL PPTYS | $0 | – | -1,048,000 | – | -0.45% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -1,262,380 | – | -0.45% | – |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -555,981 | – | -0.46% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -1,290,000 | – | -0.47% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -174,000 | – | -0.49% | – |
| CMA | Exit | COMERICA INC | $0 | – | -439,339 | – | -0.49% | – |
| CTRE | Exit | CARETRUST REIT INC | $0 | – | -2,241,982 | – | -0.49% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -1,486,900 | – | -0.50% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -475,000 | – | -0.51% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -1,436,425 | – | -0.53% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -568,400 | – | -0.54% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -275,116 | – | -0.56% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -466,395 | – | -0.57% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -485,000 | – | -0.57% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -880,157 | – | -0.61% | – |
| AABA | Exit | ALTABA INC | $0 | – | -727,720 | – | -0.62% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -780,268 | – | -0.62% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -1,830,000 | – | -0.66% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -1,144,583 | – | -0.71% | – |
| EIX | Exit | EDISON INTL | $0 | – | -846,000 | – | -0.71% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -74,488 | – | -0.72% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -625,156 | – | -0.73% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -447,960 | – | -0.74% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -975,674 | – | -0.74% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -4,445,548 | – | -0.74% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -1,248,248 | – | -0.78% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -825,379 | – | -0.79% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -1,171,457 | – | -0.80% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -962,014 | – | -0.85% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -2,486,968 | – | -0.85% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -2,257,880 | – | -0.86% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -1,550,443 | – | -0.88% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -1,498,497 | – | -0.89% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -1,595,183 | – | -0.91% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -1,090,020 | – | -0.92% | – |
| T | Exit | AT&T INC | $0 | – | -2,213,457 | – | -0.92% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -5,094,000 | – | -1.08% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -1,770,049 | – | -1.13% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -606,832 | – | -1.24% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -3,030,000 | – | -1.30% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -1,257,100 | – | -1.34% | – |
| V | Exit | VISA INC | $0 | – | -745,593 | – | -1.39% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -1,605,960 | – | -1.72% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -3,779,094 | – | -1.81% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -2,250,600 | – | -1.92% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -3,524,702 | – | -2.84% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -5,193,441 | – | -2.99% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -1,335,358 | – | -3.01% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -3,325,914 | – | -4.01% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -2,442,510 | – | -4.26% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -2,265,803 | – | -4.32% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -1,852,000 | – | -4.67% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AET | Buy | AETNA INC NEW | $375,678,000 | +66.0% | 1,852,000 | +50.2% | 4.67% | +47.2% |
| ANDV | Buy | ANDEAVOR | $347,801,000 | +173.4% | 2,265,803 | +133.7% | 4.32% | +142.5% |
| COL | Buy | ROCKWELL COLLINS INC | $343,099,000 | +21.2% | 2,442,510 | +16.2% | 4.26% | +7.5% |
| DVMT | Buy | DELL TECHNOLOGIES INC | $323,013,000 | +21.6% | 3,325,914 | +5.9% | 4.01% | +7.8% |
| SHPG | Buy | SHIRE PLCsponsored adr | $242,060,000 | +151.9% | 1,335,358 | +134.5% | 3.01% | +123.2% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $240,612,000 | +2.4% | 5,193,441 | +9.8% | 2.99% | -9.3% |
| PF | Buy | PINNACLE FOODS INC DEL | $228,436,000 | +193.1% | 3,524,702 | +194.2% | 2.84% | +159.9% |
| BG | Buy | BUNGE LIMITED | $154,639,000 | +2.8% | 2,250,600 | +4.3% | 1.92% | -8.8% |
| CFG | Buy | CITIZENS FINL GROUP INC | $145,760,000 | +17.0% | 3,779,094 | +18.0% | 1.81% | +3.7% |
| EGN | Buy | ENERGEN CORP | $138,386,000 | +3883.5% | 1,605,960 | +3266.8% | 1.72% | +3408.2% |
| V | Sell | VISA INC | $111,906,000 | +5.5% | 745,593 | -6.9% | 1.39% | -6.5% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $107,482,000 | -56.6% | 1,257,100 | -44.5% | 1.34% | -61.5% |
| ORIG | New | OCEAN RIG UDW INC | $104,899,000 | – | 3,030,000 | – | 1.30% | – |
| MTB | Buy | M & T BK CORP | $99,848,000 | +292.2% | 606,832 | +305.6% | 1.24% | +247.6% |
| BPOP | Buy | POPULAR INC | $90,715,000 | +28.3% | 1,770,049 | +13.2% | 1.13% | +13.7% |
| RRC | Buy | RANGE RES CORP | $86,547,000 | +130.8% | 5,094,000 | +127.3% | 1.08% | +104.8% |
| T | Buy | AT&T INC | $74,328,000 | +26.4% | 2,213,457 | +20.8% | 0.92% | +12.0% |
| LNC | Buy | LINCOLN NATL CORP IND | $73,751,000 | +45.3% | 1,090,020 | +33.7% | 0.92% | +28.8% |
| MIC | Buy | MACQUARIE INFRASTRUCTURE COR | $73,586,000 | +190.6% | 1,595,183 | +165.9% | 0.91% | +157.5% |
| CCK | Buy | CROWN HOLDINGS INC | $71,928,000 | +33.1% | 1,498,497 | +24.1% | 0.89% | +18.1% |
| FOX | Buy | TWENTY FIRST CENTY FOX INCcl b | $71,041,000 | +162.8% | 1,550,443 | +182.6% | 0.88% | +133.0% |
| USFD | Buy | US FOODS HLDG CORP | $69,588,000 | +142.6% | 2,257,880 | +197.7% | 0.86% | +115.2% |
| CNP | New | CENTERPOINT ENERGY INC | $68,765,000 | – | 2,486,968 | – | 0.85% | – |
| AEP | Buy | AMERICAN ELEC PWR INC | $68,188,000 | +46.5% | 962,014 | +43.2% | 0.85% | +29.9% |
| EVRG | Sell | EVERGY INC | $64,336,000 | -3.7% | 1,171,457 | -1.5% | 0.80% | -14.6% |
| BAX | Sell | BAXTER INTL INC | $63,628,000 | +3.2% | 825,379 | -1.2% | 0.79% | -8.4% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $62,749,000 | -15.9% | 1,248,248 | -23.3% | 0.78% | -25.4% |
| WCC | Buy | WESCO INTL INC | $59,955,000 | +114.5% | 975,674 | +99.3% | 0.74% | +90.1% |
| NAVI | Buy | NAVIENT CORPORATION | $59,926,000 | +104.4% | 4,445,548 | +97.6% | 0.74% | +81.3% |
| HUBB | Buy | HUBBELL INC | $59,834,000 | +253.7% | 447,960 | +180.0% | 0.74% | +213.5% |
| DXC | Sell | DXC TECHNOLOGY CO | $58,465,000 | +0.7% | 625,156 | -13.2% | 0.73% | -10.8% |
| AZO | Buy | AUTOZONE INC | $57,780,000 | +257.2% | 74,488 | +209.0% | 0.72% | +216.3% |
| EIX | New | EDISON INTL | $57,257,000 | – | 846,000 | – | 0.71% | – |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $57,183,000 | +9.2% | 1,144,583 | +11.7% | 0.71% | -3.3% |
| AXTA | Sell | AXALTA COATING SYS LTD | $53,363,000 | -9.7% | 1,830,000 | -6.2% | 0.66% | -19.9% |
| DWDP | Sell | DOWDUPONT INC | $50,179,000 | -31.6% | 780,268 | -29.9% | 0.62% | -39.4% |
| AABA | Sell | ALTABA INC | $49,572,000 | -55.5% | 727,720 | -52.2% | 0.62% | -60.6% |
| WH | Buy | WYNDHAM HOTELS & RESORTS INC | $48,910,000 | +18.8% | 880,157 | +25.7% | 0.61% | +5.4% |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $46,080,000 | – | 485,000 | – | 0.57% | – |
| SNPS | Buy | SYNOPSYS INC | $45,991,000 | +119.8% | 466,395 | +90.8% | 0.57% | +94.9% |
| FB | Buy | FACEBOOK INCcl a | $45,246,000 | -10.7% | 275,116 | +5.5% | 0.56% | -20.8% |
| XLE | Sell | SELECT SECTOR SPDR TRenergy | $43,051,000 | -12.1% | 568,400 | -11.9% | 0.54% | -22.0% |
| BAC | Buy | BANK AMER CORP | $42,317,000 | +16.4% | 1,436,425 | +11.4% | 0.53% | +3.3% |
| ETN | New | EATON CORP PLC | $41,197,000 | – | 475,000 | – | 0.51% | – |
| FHB | New | FIRST HAWAIIAN INC | $40,384,000 | – | 1,486,900 | – | 0.50% | – |
| CTRE | Buy | CARETRUST REIT INC | $39,706,000 | +113.2% | 2,241,982 | +100.9% | 0.49% | +88.9% |
| CMA | Sell | COMERICA INC | $39,628,000 | -55.2% | 439,339 | -54.8% | 0.49% | -60.3% |
| PANW | Buy | PALO ALTO NETWORKS INC | $39,195,000 | +42.8% | 174,000 | +30.3% | 0.49% | +26.5% |
| DISCK | Buy | DISCOVERY INC | $38,158,000 | +42.5% | 1,290,000 | +22.9% | 0.47% | +26.4% |
| LW | Sell | LAMB WESTON HLDGS INC | $37,028,000 | -39.4% | 555,981 | -37.7% | 0.46% | -46.3% |
| BAK | Sell | BRASKEM S Asp adr pfd a | $36,445,000 | -13.1% | 1,262,380 | -21.8% | 0.45% | -23.0% |
| LHO | Sell | LASALLE HOTEL PPTYS | $36,250,000 | -12.6% | 1,048,000 | -13.5% | 0.45% | -22.5% |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $36,102,000 | – | 256,150 | – | 0.45% | – |
| WTFC | New | WINTRUST FINL CORP | $35,586,000 | – | 418,955 | – | 0.44% | – |
| DUK | Buy | DUKE ENERGY CORP NEW | $35,367,000 | +79.4% | 441,980 | +77.3% | 0.44% | +59.1% |
| LEN | Buy | LENNAR CORPcl a | $33,789,000 | -6.6% | 723,687 | +5.0% | 0.42% | -17.2% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $33,391,000 | +15.8% | 286,002 | +5.4% | 0.42% | +2.7% |
| EQT | Buy | EQT CORP | $32,960,000 | +54.7% | 745,200 | +93.1% | 0.41% | +37.2% |
| AME | Buy | AMETEK INC NEW | $32,835,000 | +94.9% | 415,000 | +77.7% | 0.41% | +72.9% |
| GLNG | Buy | GOLAR LNG LTD BERMUDA | $32,664,000 | +289.0% | 1,174,965 | +312.3% | 0.41% | +244.1% |
| NTRS | Buy | NORTHERN TR CORP | $32,697,000 | +101.5% | 320,150 | +103.0% | 0.41% | +78.9% |
| AWK | Buy | AMERICAN WTR WKS CO INC NEW | $32,564,000 | +112.4% | 370,170 | +106.2% | 0.40% | +88.4% |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $31,640,000 | – | 510,082 | – | 0.39% | – |
| MSFT | Sell | MICROSOFT CORP | $31,079,000 | +9.8% | 271,743 | -5.3% | 0.39% | -2.8% |
| LPT | Buy | LIBERTY PPTY TRsh ben int | $31,049,000 | +27.1% | 734,885 | +33.4% | 0.39% | +12.9% |
| VIAV | Sell | VIAVI SOLUTIONS INC | $30,618,000 | -16.9% | 2,700,000 | -25.0% | 0.38% | -26.5% |
| ES | New | EVERSOURCE ENERGY | $29,569,000 | – | 481,259 | – | 0.37% | – |
| PH | New | PARKER HANNIFIN CORP | $29,429,000 | – | 160,000 | – | 0.37% | – |
| TMUS | New | T MOBILE US INC | $28,206,000 | – | 401,915 | – | 0.35% | – |
| ULTI | Sell | ULTIMATE SOFTWARE GROUP INC | $28,199,000 | +16.3% | 87,522 | -7.1% | 0.35% | +2.9% |
| EPRT | Buy | ESSENTIAL PPTYS RLTY TR INC | $26,960,000 | +63.3% | 1,899,916 | +55.9% | 0.34% | +45.0% |
| Buy | REALPAGE INCnote 1.500%11/1 | $26,857,000 | +41.0% | 16,439,000 | +22.3% | 0.33% | +25.1% | |
| EXC | New | EXELON CORP | $26,641,000 | – | 610,200 | – | 0.33% | – |
| SABR | Buy | SABRE CORP | $26,553,000 | +30.3% | 1,018,139 | +23.1% | 0.33% | +15.8% |
| CL | New | COLGATE PALMOLIVE CO | $26,311,000 | – | 393,000 | – | 0.33% | – |
| FE | Buy | FIRSTENERGY CORP | $26,008,000 | +14.1% | 699,692 | +10.3% | 0.32% | +1.3% |
| ALGN | New | ALIGN TECHNOLOGY INC | $26,028,000 | – | 66,531 | – | 0.32% | – |
| SNV | Buy | SYNOVUS FINL CORP | $25,813,000 | +59.4% | 563,718 | +83.9% | 0.32% | +41.4% |
| EWBC | Buy | EAST WEST BANCORP INC | $25,658,000 | +61.7% | 425,009 | +74.6% | 0.32% | +43.7% |
| AMAT | Buy | APPLIED MATLS INC | $25,561,000 | -6.4% | 661,334 | +11.8% | 0.32% | -17.0% |
| ARE | Buy | ALEXANDRIA REAL ESTATE EQ IN | $25,491,000 | +115.6% | 202,644 | +116.3% | 0.32% | +91.0% |
| MRO | New | MARATHON OIL CORP | $25,000,000 | – | 1,073,900 | – | 0.31% | – |
| REXR | Sell | REXFORD INDL RLTY INC | $24,992,000 | -0.9% | 781,989 | -2.7% | 0.31% | -11.9% |
| KKR | New | KKR & CO INCcl a | $24,329,000 | – | 892,139 | – | 0.30% | – |
| AIV | Buy | APARTMENT INVT & MGMT COcl a | $24,082,000 | +30.5% | 545,705 | +25.1% | 0.30% | +15.4% |
| FR | Buy | FIRST INDUSTRIAL REALTY TRUS | $23,453,000 | +31.7% | 746,897 | +39.8% | 0.29% | +16.4% |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $22,764,000 | +47.0% | 15,000,000 | +50.0% | 0.28% | +30.4% | |
| DE | New | DEERE & CO | $22,550,000 | – | 150,000 | – | 0.28% | – |
| ATO | New | ATMOS ENERGY CORP | $22,437,000 | – | 238,925 | – | 0.28% | – |
| SUI | Buy | SUN CMNTYS INC | $22,410,000 | +34.6% | 220,704 | +29.8% | 0.28% | +19.3% |
| MTZ | New | MASTEC INC | $22,325,000 | – | 500,000 | – | 0.28% | – |
| COLD | New | AMERICOLD RLTY TR | $22,182,000 | – | 886,564 | – | 0.28% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $21,914,000 | – | 162,100 | – | 0.27% | – |
| WDC | Buy | WESTERN DIGITAL CORP | $21,887,000 | +17.9% | 373,887 | +55.9% | 0.27% | +4.6% |
| EURN | Buy | EURONAV NV ANTWERPEN | $21,750,000 | +177.7% | 2,499,962 | +193.7% | 0.27% | +145.5% |
| CUBE | Sell | CUBESMART | $21,590,000 | -20.4% | 756,758 | -10.1% | 0.27% | -29.5% |
| APTV | New | APTIV PLC | $21,212,000 | – | 252,819 | – | 0.26% | – |
| CVX | New | CHEVRON CORP NEW | $21,020,000 | – | 171,900 | – | 0.26% | – |
| GIS | New | GENERAL MLS INC | $20,426,000 | – | 475,900 | – | 0.25% | – |
| CHRW | Buy | C H ROBINSON WORLDWIDE INC | $20,362,000 | +63.1% | 207,941 | +39.3% | 0.25% | +44.6% |
| PAYX | Buy | PAYCHEX INC | $20,360,000 | +11.1% | 276,449 | +3.2% | 0.25% | -1.6% |
| COT | Buy | COTT CORP QUE | $20,188,000 | +6.1% | 1,250,015 | +8.7% | 0.25% | -6.0% |
| GPK | Sell | GRAPHIC PACKAGING HLDG CO | $20,034,000 | -36.9% | 1,430,000 | -34.6% | 0.25% | -44.0% |
| XEL | Buy | XCEL ENERGY INC | $20,001,000 | +38.4% | 423,665 | +33.9% | 0.25% | +22.8% |
| AGCO | Sell | AGCO CORP | $19,757,000 | -27.7% | 325,000 | -27.8% | 0.24% | -36.0% |
| TRV | Buy | TRAVELERS COMPANIES INC | $19,546,000 | +8.5% | 150,688 | +2.4% | 0.24% | -3.6% |
| FAF | New | FIRST AMERN FINL CORP | $19,248,000 | – | 373,100 | – | 0.24% | – |
| ZION | New | ZIONS BANCORPORATION | $19,057,000 | – | 380,000 | – | 0.24% | – |
| NAVG | New | NAVIGATORS GROUP INC | $19,003,000 | – | 275,000 | – | 0.24% | – |
| FWONK | Sell | LIBERTY MEDIA CORP DELAWARE | $18,978,000 | -3.9% | 510,303 | -4.0% | 0.24% | -14.8% |
| EEQ | New | ENBRIDGE ENERGY MANAGEMENT L | $18,657,000 | – | 1,708,483 | – | 0.23% | – |
| CDK | Sell | CDK GLOBAL INC | $18,564,000 | -27.7% | 296,747 | -24.9% | 0.23% | -35.8% |
| SPOT | New | SPOTIFY TECHNOLOGY S A | $18,526,000 | – | 102,450 | – | 0.23% | – |
| STNG | Buy | SCORPIO TANKERS INC | $18,103,000 | -21.9% | 9,006,343 | +9.1% | 0.22% | -30.8% |
| BFB | New | BROWN FORMAN CORPcl b | $18,022,000 | – | 356,510 | – | 0.22% | – |
| HCP | Sell | HCP INC | $18,031,000 | -34.6% | 685,056 | -35.8% | 0.22% | -42.0% |
| DHI | New | D R HORTON INC | $17,927,000 | – | 425,000 | – | 0.22% | – |
| SFL | Buy | SHIP FINANCE INTERNATIONAL L | $17,806,000 | +580.7% | 1,280,974 | +632.0% | 0.22% | +497.3% |
| SLAB | Buy | SILICON LABORATORIES INC | $17,499,000 | +30.6% | 190,622 | +41.7% | 0.22% | +15.4% |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $17,487,000 | +36.2% | 13,500,000 | +42.1% | 0.22% | +20.6% | |
| HRTX | Buy | HERON THERAPEUTICS INC | $17,415,000 | +99.2% | 550,250 | +144.6% | 0.22% | +77.0% |
| ARW | New | ARROW ELECTRS INC | $17,378,000 | – | 235,725 | – | 0.22% | – |
| STOR | New | STORE CAP CORP | $17,194,000 | – | 618,700 | – | 0.21% | – |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $17,260,000 | -9.3% | 146,680 | -24.8% | 0.21% | -19.9% |
| SJM | Buy | SMUCKER J M CO | $17,138,000 | +193.6% | 167,025 | +207.6% | 0.21% | +159.8% |
| JBHT | Buy | HUNT J B TRANS SVCS INC | $17,046,000 | +8.1% | 143,313 | +10.5% | 0.21% | -4.1% |
| KMG | New | KMG CHEMICALS INC | $16,735,000 | – | 221,474 | – | 0.21% | – |
| New | ILLUMINA INCnote 0.500% 6/1 | $16,584,000 | – | 11,000,000 | – | 0.21% | – | |
| LOW | New | LOWES COS INC | $16,108,000 | – | 140,288 | – | 0.20% | – |
| FRT | Buy | FEDERAL REALTY INVT TRsh ben int new | $16,124,000 | +32.8% | 127,492 | +32.9% | 0.20% | +17.6% |
| KBH | New | KB HOME | $15,950,000 | – | 667,105 | – | 0.20% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $15,821,000 | – | 210,000 | – | 0.20% | – |
| FCPT | Buy | FOUR CORNERS PPTY TR INC | $15,770,000 | +5.9% | 613,876 | +1.5% | 0.20% | -6.2% |
| BRX | Sell | BRIXMOR PPTY GROUP INC | $15,470,000 | -24.0% | 883,501 | -24.4% | 0.19% | -32.6% |
| STZ | New | CONSTELLATION BRANDS INCcl a | $15,363,000 | – | 71,250 | – | 0.19% | – |
| BBL | Sell | BHP BILLITON PLCsponsored adr | $15,276,000 | -29.1% | 347,349 | -27.5% | 0.19% | -37.1% |
| FBP | Sell | FIRST BANCORP P R | $15,015,000 | -21.1% | 1,650,000 | -33.7% | 0.19% | -30.0% |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $15,010,000 | +20.7% | 65,879 | +11.6% | 0.19% | +6.9% |
| AVB | Sell | AVALONBAY CMNTYS INC | $14,420,000 | -2.5% | 79,604 | -7.5% | 0.18% | -13.5% |
| WPX | Buy | WPX ENERGY INC | $14,438,000 | +33.4% | 717,600 | +19.6% | 0.18% | +17.8% |
| GPRE | Sell | GREEN PLAINS INC | $13,935,000 | -45.5% | 810,200 | -42.0% | 0.17% | -51.7% |
| TOL | Buy | TOLL BROTHERS INC | $13,817,000 | -10.4% | 418,318 | +0.3% | 0.17% | -20.4% |
| ADBE | New | ADOBE SYS INC | $13,767,000 | – | 51,000 | – | 0.17% | – |
| TROX | Buy | TRONOX LTD | $13,766,000 | +39.9% | 1,151,996 | +130.4% | 0.17% | +23.9% |
| CNI | Sell | CANADIAN NATL RY CO | $13,491,000 | -37.1% | 150,236 | -42.8% | 0.17% | -44.2% |
| STAG | Sell | STAG INDL INC | $13,329,000 | -49.6% | 484,705 | -50.1% | 0.17% | -55.1% |
| ANDE | Buy | ANDERSONS INC | $13,370,000 | +349.4% | 355,100 | +308.2% | 0.17% | +295.2% |
| DATA | Sell | TABLEAU SOFTWARE INCcl a | $13,214,000 | -26.8% | 118,253 | -36.0% | 0.16% | -35.2% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $13,173,000 | +13.8% | 2,577,800 | +18.0% | 0.16% | +1.2% |
| REG | Sell | REGENCY CTRS CORP | $13,129,000 | -18.6% | 203,013 | -21.9% | 0.16% | -27.9% |
| XPER | Buy | XPERI CORP | $13,006,000 | +1.0% | 875,841 | +9.5% | 0.16% | -10.0% |
| FBHS | Sell | FORTUNE BRANDS HOME & SEC IN | $12,959,000 | -45.0% | 247,496 | -43.6% | 0.16% | -51.2% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $12,954,000 | – | 375,689 | – | 0.16% | – |
| HSY | New | HERSHEY CO | $12,906,000 | – | 126,531 | – | 0.16% | – |
| TPH | New | TRI POINTE GROUP INC | $12,397,000 | – | 999,775 | – | 0.15% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $12,304,000 | -52.3% | 286,400 | -54.5% | 0.15% | -57.6% |
| OASPQ | New | OASIS PETE INC NEW | $12,219,000 | – | 861,700 | – | 0.15% | – |
| ANTM | New | ANTHEM INC | $12,172,000 | – | 44,415 | – | 0.15% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $12,188,000 | – | 225,991 | – | 0.15% | – |
| CFR | Sell | CULLEN FROST BANKERS INC | $11,906,000 | -41.2% | 113,994 | -39.0% | 0.15% | -47.9% |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $11,684,000 | -45.5% | 682,883 | -42.7% | 0.14% | -51.8% |
| ARMK | New | ARAMARK | $11,624,000 | – | 270,200 | – | 0.14% | – |
| CRM | Sell | SALESFORCE COM INC | $11,378,000 | -7.2% | 71,544 | -20.4% | 0.14% | -18.0% |
| INVH | New | INVITATION HOMES INC | $11,253,000 | – | 491,200 | – | 0.14% | – |
| BOKF | New | BOK FINL CORP | $11,214,000 | – | 115,275 | – | 0.14% | – |
| URI | New | UNITED RENTALS INC | $11,110,000 | – | 67,907 | – | 0.14% | – |
| LOGM | New | LOGMEIN INC | $10,957,000 | – | 122,975 | – | 0.14% | – |
| HR | New | HEALTHCARE RLTY TR | $10,983,000 | – | 375,373 | – | 0.14% | – |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $10,943,000 | -31.1% | 160,600 | -30.0% | 0.14% | -38.7% |
| VICI | New | VICI PPTYS INC | $10,849,000 | – | 501,800 | – | 0.14% | – |
| IPHI | Sell | INPHI CORP | $10,841,000 | +11.5% | 285,441 | -4.3% | 0.14% | -0.7% |
| COP | Buy | CONOCOPHILLIPS | $10,790,000 | +49.0% | 139,400 | +34.0% | 0.13% | +32.7% |
| CPE | Buy | CALLON PETE CO DEL | $10,693,000 | +228.6% | 891,800 | +194.4% | 0.13% | +189.1% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $10,433,000 | -63.8% | 476,620 | -63.3% | 0.13% | -67.8% |
| PX | New | PRAXAIR INC | $10,110,000 | – | 62,900 | – | 0.13% | – |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $10,076,000 | -46.3% | 502,800 | -48.9% | 0.12% | -52.5% |
| VAC | New | MARRIOTT VACATIONS WRLDWDE C | $9,964,000 | – | 89,162 | – | 0.12% | – |
| IR | Sell | INGERSOLL-RAND PLC | $9,984,000 | -75.3% | 97,600 | -78.3% | 0.12% | -78.1% |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $9,887,000 | – | 658,700 | – | 0.12% | – |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $9,906,000 | -49.5% | 257,300 | -57.1% | 0.12% | -55.3% |
| GLT | New | GLATFELTER | $9,937,000 | – | 520,000 | – | 0.12% | – |
| TSLA | Buy | TESLA INCput | $9,922,000 | +264.6% | 3,750 | +150.0% | 0.12% | +223.7% |
| INSW | Buy | INTERNATIONAL SEAWAYS INC | $9,821,000 | -5.3% | 490,580 | +9.5% | 0.12% | -15.9% |
| P | New | PANDORA MEDIA INC | $9,510,000 | – | 1,000,000 | – | 0.12% | – |
| OUT | Buy | OUTFRONT MEDIA INC | $9,347,000 | +10.5% | 468,545 | +7.7% | 0.12% | -2.5% |
| PYPL | New | PAYPAL HLDGS INC | $9,269,000 | – | 105,527 | – | 0.12% | – |
| LDOS | Sell | LEIDOS HLDGS INC | $9,058,000 | -70.2% | 130,977 | -74.6% | 0.11% | -73.5% |
| MAC | New | MACERICH CO | $9,123,000 | – | 164,999 | – | 0.11% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $8,869,000 | – | 604,159 | – | 0.11% | – |
| BKR | New | BAKER HUGHES A GE COcl a | $8,711,000 | – | 257,500 | – | 0.11% | – |
| FLXN | New | FLEXION THERAPEUTICS INC | $8,459,000 | – | 452,100 | – | 0.10% | – |
| CVS | Buy | CVS HEALTH CORP | $8,435,000 | +242.2% | 107,147 | +179.7% | 0.10% | +200.0% |
| MANH | Sell | MANHATTAN ASSOCS INC | $8,292,000 | -48.9% | 151,862 | -56.0% | 0.10% | -54.6% |
| L100PS | Sell | ARCONIC INC | $8,254,000 | +12.9% | 375,000 | -12.8% | 0.10% | +1.0% |
| VECO | New | VEECO INSTRS INC DEL | $8,108,000 | – | 791,000 | – | 0.10% | – |
| NVT | New | NVENT ELECTRIC PLC | $8,147,000 | – | 299,970 | – | 0.10% | – |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $8,151,000 | – | 173,388 | – | 0.10% | – |
| PM | New | PHILIP MORRIS INTL INC | $8,089,000 | – | 99,200 | – | 0.10% | – |
| ATHN | New | ATHENAHEALTH INC | $7,882,000 | – | 59,000 | – | 0.10% | – |
| AYI | New | ACUITY BRANDS INC | $7,860,000 | – | 50,000 | – | 0.10% | – |
| CYBR | Sell | CYBERARK SOFTWARE LTD | $7,852,000 | -36.9% | 98,344 | -50.2% | 0.10% | -43.7% |
| MGP | Sell | MGM GROWTH PPTYS LLC | $7,779,000 | -17.3% | 263,800 | -14.5% | 0.10% | -26.5% |
| ARD | Buy | ARDAGH GROUP S Acl a | $7,602,000 | +22.6% | 455,493 | +22.0% | 0.09% | +8.0% |
| HON | Sell | HONEYWELL INTL INC | $7,488,000 | -74.0% | 45,000 | -77.5% | 0.09% | -77.0% |
| NGVT | Sell | INGEVITY CORP | $7,211,000 | -62.2% | 70,780 | -70.0% | 0.09% | -66.3% |
| WEC | New | WEC ENERGY GROUP INC | $7,174,000 | – | 107,466 | – | 0.09% | – |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $7,178,000 | – | 7,200,000 | – | 0.09% | – | |
| TRGP | New | TARGA RES CORP | $7,118,000 | – | 126,400 | – | 0.09% | – |
| DVN | New | DEVON ENERGY CORP NEW | $6,918,000 | – | 173,200 | – | 0.09% | – |
| SM | Buy | SM ENERGY CO | $6,842,000 | +68.2% | 216,995 | +37.1% | 0.08% | +49.1% |
| New | BRP INC | $6,614,000 | – | 141,082 | – | 0.08% | – | |
| WMT | New | WALMART INC | $6,104,000 | – | 65,000 | – | 0.08% | – |
| CZZ | New | COSAN LTD | $6,096,000 | – | 905,831 | – | 0.08% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $6,002,000 | – | 377,700 | – | 0.08% | – |
| HCA | New | HCA HEALTHCARE INC | $6,002,000 | – | 43,145 | – | 0.08% | – |
| EXTN | Sell | EXTERRAN CORP | $5,769,000 | +1.2% | 217,439 | -4.5% | 0.07% | -10.0% |
| WPRT | Buy | WESTPORT FUEL SYSTEMS INC | $5,674,000 | +29.8% | 1,891,495 | +9.5% | 0.07% | +14.8% |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $5,666,000 | – | 231,000 | – | 0.07% | – |
| MLM | Sell | MARTIN MARIETTA MATLS INC | $5,622,000 | -74.8% | 30,900 | -69.1% | 0.07% | -77.6% |
| BMCH | Buy | BMC STK HLDGS INC | $5,315,000 | +80.3% | 284,998 | +101.6% | 0.07% | +61.0% |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $5,219,000 | – | 39,700 | – | 0.06% | – |
| DHT | Buy | DHT HOLDINGS INC | $5,146,000 | +9.7% | 1,094,802 | +9.5% | 0.06% | -3.0% |
| NUVA | New | NUVASIVE INC | $5,153,000 | – | 72,600 | – | 0.06% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $4,839,000 | – | 100,000 | – | 0.06% | – |
| NBR | New | NABORS INDUSTRIES LTD | $4,837,000 | – | 785,200 | – | 0.06% | – |
| GOV | New | GOVERNMENT PPTYS INCOME TR | $4,516,000 | – | 400,000 | – | 0.06% | – |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $4,321,000 | – | 135,000 | – | 0.05% | – |
| MAS | New | MASCO CORP | $4,290,000 | – | 117,200 | – | 0.05% | – |
| QSR | New | RESTAURANT BRANDS INTL INC | $4,179,000 | – | 70,500 | – | 0.05% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $4,038,000 | – | 23,250 | – | 0.05% | – |
| KMI | New | KINDER MORGAN INC DEL | $3,959,000 | – | 223,300 | – | 0.05% | – |
| QEP | New | QEP RES INC | $3,924,000 | – | 346,600 | – | 0.05% | – |
| SCG | New | SCANA CORP NEW | $3,831,000 | – | 98,500 | – | 0.05% | – |
| BWXT | Sell | BWX TECHNOLOGIES INC | $3,820,000 | -56.3% | 61,082 | -56.4% | 0.05% | -61.5% |
| MDT | New | MEDTRONIC PLC | $3,809,000 | – | 38,717 | – | 0.05% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,513,000 | – | 25,426 | – | 0.04% | – |
| ASC | Buy | ARDMORE SHIPPING CORP | $3,558,000 | -13.2% | 547,401 | +9.5% | 0.04% | -22.8% |
| AKS | Sell | AK STL HLDG CORP | $3,210,000 | +8.8% | 655,000 | -3.7% | 0.04% | -2.4% |
| NAT | New | NORDIC AMERICAN TANKERS LIMI | $2,738,000 | – | 1,310,000 | – | 0.03% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $2,395,000 | -34.5% | 8,238 | -38.9% | 0.03% | -41.2% |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $2,098,000 | – | 41,112 | – | 0.03% | – |
| HOG | New | HARLEY DAVIDSON INC | $2,011,000 | – | 44,384 | – | 0.02% | – |
| TS | Sell | TENARIS S Asponsored adr | $1,880,000 | -85.8% | 56,100 | -84.6% | 0.02% | -87.6% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $1,392,000 | +7.5% | 100,000 | +33.3% | 0.02% | -5.6% |
| TNP | New | TSAKOS ENERGY NAVIGATION LTD | $1,026,000 | – | 302,600 | – | 0.01% | – |
| CLF | Sell | CLEVELAND CLIFFS INC | $1,013,000 | -19.9% | 80,000 | -46.7% | 0.01% | -27.8% |
| HYG | New | ISHARES TRput | $957,000 | – | 18,500 | – | 0.01% | – |
| TNK | Buy | TEEKAY TANKERS LTDcl a | $873,000 | -7.6% | 884,098 | +9.5% | 0.01% | -15.4% |
| ATUS | Sell | ALTICE USA INCcl a | $907,000 | -90.4% | 50,000 | -91.0% | 0.01% | -91.7% |
| ABT | Sell | ABBOTT LABS | $908,000 | -89.3% | 12,382 | -91.1% | 0.01% | -90.7% |
| NVDA | New | NVIDIA CORPput | $743,000 | – | 1,500 | – | 0.01% | – |
| GLD | New | SPDR GOLD TRUSTcall | $724,000 | – | 4,000 | – | 0.01% | – |
| VMC | Sell | VULCAN MATLS CO | $762,000 | -96.3% | 6,850 | -95.7% | 0.01% | -96.9% |
| JWN | New | NORDSTROM INCput | $580,000 | – | 500 | – | 0.01% | – |
| WFTIQ | Buy | WEATHERFORD INTL PLC | $596,000 | -9.4% | 220,000 | +10.0% | 0.01% | -22.2% |
| NFLX | Exit | NETFLIX INCput | $0 | – | -185 | – | -0.00% | – |
| SMH | Exit | VANECK VECTORS ETF TRput | $0 | – | -4,000 | – | -0.00% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,500 | – | -0.01% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -5,400 | – | -0.01% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -375 | – | -0.01% | – |
| LLEXQ | Exit | LILIS ENERGY INC | $0 | – | -95,621 | – | -0.01% | – |
| VMW | Exit | VMWARE INCput | $0 | – | -2,000 | – | -0.02% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -41,542 | – | -0.02% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -14,187 | – | -0.02% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -50,900 | – | -0.02% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -104,700 | – | -0.03% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -120,000 | – | -0.03% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -48,554 | – | -0.03% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -75,000 | – | -0.04% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -23,131 | – | -0.05% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -123,426 | – | -0.05% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -216,846 | – | -0.06% | – |
| WHD | Exit | CACTUS INCcl a | $0 | – | -117,391 | – | -0.06% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -171,100 | – | -0.06% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -49,100 | – | -0.06% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -66,500 | – | -0.06% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -157,750 | – | -0.06% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -150,000 | – | -0.07% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -188,400 | – | -0.07% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -3,866,667 | – | -0.07% | – |
| ITT | Exit | ITT INC | $0 | – | -100,000 | – | -0.07% | – |
| THO | Exit | THOR INDS INC | $0 | – | -56,579 | – | -0.08% | – |
| CXW | Exit | CORECIVIC INC | $0 | – | -250,000 | – | -0.08% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -87,700 | – | -0.09% | – |
| KBR | Exit | KBR INC | $0 | – | -369,705 | – | -0.09% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -50,139 | – | -0.09% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -399,600 | – | -0.10% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -200,050 | – | -0.10% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -131,400 | – | -0.10% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -184,939 | – | -0.12% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -44,820 | – | -0.12% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -94,125 | – | -0.12% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -350,100 | – | -0.12% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -110,900 | – | -0.12% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -739,710 | – | -0.12% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -37,500 | – | -0.13% | – |
| SHLM | Exit | SCHULMAN A INC | $0 | – | -205,000 | – | -0.13% | – |
| PCG | Exit | PG&E CORP | $0 | – | -215,699 | – | -0.13% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -134,374 | – | -0.13% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -218,322 | – | -0.13% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -33,955 | – | -0.13% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -65,153 | – | -0.14% | – |
| C | Exit | CITIGROUP INC | $0 | – | -149,000 | – | -0.14% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -96,525 | – | -0.14% | – |
| XLNX | Exit | XILINX INC | $0 | – | -156,927 | – | -0.14% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -257,662 | – | -0.15% | – |
| LTC | Exit | LTC PPTYS INC | $0 | – | -257,229 | – | -0.15% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -58,310 | – | -0.16% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -811,001 | – | -0.16% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -118,850 | – | -0.17% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -1,700,000 | – | -0.20% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -46,890 | – | -0.20% | – |
| DOV | Exit | DOVER CORP | $0 | – | -200,000 | – | -0.20% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -143,300 | – | -0.21% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -175,950 | – | -0.23% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -597,600 | – | -0.23% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -287,200 | – | -0.24% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -107,600 | – | -0.25% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -650,000 | – | -0.26% | – |
| KO | Exit | COCA COLA CO | $0 | – | -416,800 | – | -0.26% | – |
| LXFT | Exit | LUXOFT HLDG INC | $0 | – | -500,350 | – | -0.26% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -546,600 | – | -0.27% | – |
| EDR | Exit | EDUCATION RLTY TR INC | $0 | – | -475,000 | – | -0.28% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -833,225 | – | -0.29% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -895,806 | – | -0.30% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -194,575 | – | -0.30% | – |
| WSO | Exit | WATSCO INC | $0 | – | -126,946 | – | -0.32% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -402,320 | – | -0.32% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -208,625 | – | -0.32% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -419,200 | – | -0.33% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -417,982 | – | -0.34% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -175,000 | – | -0.34% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -291,725 | – | -0.35% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -330,250 | – | -0.37% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -391,843 | – | -0.38% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -275,000 | – | -0.43% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -1,852,300 | – | -0.46% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -165,000 | – | -0.46% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -416,119 | – | -0.54% | – |
| STT | Exit | STATE STR CORP | $0 | – | -429,475 | – | -0.56% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -475,250 | – | -0.57% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -520,615 | – | -0.59% | – |
| ILG | Exit | ILG INC | $0 | – | -2,475,000 | – | -1.14% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -1,245,000 | – | -1.18% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -2,005,500 | – | -1.24% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -2,459,121 | – | -2.98% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -4,895,000 | – | -3.84% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COL | New | ROCKWELL COLLINS INC | $283,055,000 | – | 2,101,683 | – | 3.97% | – |
| XL | New | XL GROUP LTD | $273,875,000 | – | 4,895,000 | – | 3.84% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $265,573,000 | – | 3,139,900 | – | 3.72% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $247,387,000 | – | 2,264,000 | – | 3.47% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $235,077,000 | – | 4,730,876 | – | 3.29% | – |
| AET | New | AETNA INC NEW | $226,261,000 | – | 1,233,031 | – | 3.17% | – |
| CAVM | New | CAVIUM INC | $212,714,000 | – | 2,459,121 | – | 2.98% | – |
| BG | New | BUNGE LIMITED | $150,409,000 | – | 2,157,639 | – | 2.11% | – |
| ANDV | New | ANDEAVOR | $127,207,000 | – | 969,711 | – | 1.78% | – |
| CFG | New | CITIZENS FINL GROUP INC | $124,594,000 | – | 3,202,941 | – | 1.75% | – |
| AABA | New | ALTABA INC | $111,486,000 | – | 1,522,831 | – | 1.56% | – |
| V | New | VISA INC | $106,076,000 | – | 800,876 | – | 1.49% | – |
| SHPG | New | SHIRE PLCsponsored adr | $96,108,000 | – | 569,360 | – | 1.35% | – |
| CMA | New | COMERICA INC | $88,366,000 | – | 971,910 | – | 1.24% | – |
| RSPP | New | RSP PERMIAN INC | $88,282,000 | – | 2,005,500 | – | 1.24% | – |
| VR | New | VALIDUS HOLDINGS LTD | $84,162,000 | – | 1,245,000 | – | 1.18% | – |
| ILG | New | ILG INC | $81,749,000 | – | 2,475,000 | – | 1.14% | – |
| PF | New | PINNACLE FOODS INC DEL | $77,948,000 | – | 1,198,100 | – | 1.09% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $74,623,000 | – | 1,628,265 | – | 1.05% | – |
| DWDP | New | DOWDUPONT INC | $73,350,000 | – | 1,112,706 | – | 1.03% | – |
| BPOP | New | POPULAR INC | $70,695,000 | – | 1,563,697 | – | 0.99% | – |
| EVRG | New | EVERGY INC | $66,775,000 | – | 1,189,222 | – | 0.94% | – |
| BAX | New | BAXTER INTL INC | $61,663,000 | – | 835,085 | – | 0.86% | – |
| LW | New | LAMB WESTON HLDGS INC | $61,151,000 | – | 892,579 | – | 0.86% | – |
| AXTA | New | AXALTA COATING SYS LTD | $59,105,000 | – | 1,950,000 | – | 0.83% | – |
| T | New | AT&T INC | $58,813,000 | – | 1,831,601 | – | 0.82% | – |
| DXC | New | DXC TECHNOLOGY CO | $58,074,000 | – | 720,431 | – | 0.81% | – |
| CCK | New | CROWN HOLDINGS INC | $54,055,000 | – | 1,207,666 | – | 0.76% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $52,383,000 | – | 1,024,500 | – | 0.73% | – |
| LNC | New | LINCOLN NATL CORP IND | $50,758,000 | – | 815,393 | – | 0.71% | – |
| FB | New | FACEBOOK INCcl a | $50,662,000 | – | 260,714 | – | 0.71% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $48,981,000 | – | 645,000 | – | 0.69% | – |
| AEP | New | AMERICAN ELEC PWR INC | $46,531,000 | – | 671,935 | – | 0.65% | – |
| ETR | New | ENTERGY CORP NEW | $42,060,000 | – | 520,615 | – | 0.59% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $41,959,000 | – | 1,613,800 | – | 0.59% | – |
| LHO | New | LASALLE HOTEL PPTYS | $41,453,000 | – | 1,211,000 | – | 0.58% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $41,181,000 | – | 700,000 | – | 0.58% | – |
| IR | New | INGERSOLL-RAND PLC | $40,379,000 | – | 450,000 | – | 0.57% | – |
| DLTR | New | DOLLAR TREE INC | $40,396,000 | – | 475,250 | – | 0.57% | – |
| STT | New | STATE STR CORP | $39,980,000 | – | 429,475 | – | 0.56% | – |
| PRU | New | PRUDENTIAL FINL INC | $38,911,000 | – | 416,119 | – | 0.54% | – |
| RRC | New | RANGE RES CORP | $37,497,000 | – | 2,241,300 | – | 0.52% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $36,864,000 | – | 3,600,000 | – | 0.52% | – |
| BAC | New | BANK AMER CORP | $36,340,000 | – | 1,289,098 | – | 0.51% | – |
| LEN | New | LENNAR CORPcl a | $36,185,000 | – | 689,237 | – | 0.51% | – |
| LII | New | LENNOX INTL INC | $33,025,000 | – | 165,000 | – | 0.46% | – |
| RF | New | REGIONS FINL CORP NEW | $32,934,000 | – | 1,852,300 | – | 0.46% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $31,728,000 | – | 2,186,600 | – | 0.44% | – |
| CE | New | CELANESE CORP DEL | $30,542,000 | – | 275,000 | – | 0.43% | – |
| LDOS | New | LEIDOS HLDGS INC | $30,408,000 | – | 515,382 | – | 0.43% | – |
| NAVI | New | NAVIENT CORPORATION | $29,318,000 | – | 2,250,000 | – | 0.41% | – |
| HON | New | HONEYWELL INTL INC | $28,810,000 | – | 200,000 | – | 0.40% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $28,799,000 | – | 1,298,434 | – | 0.40% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $28,833,000 | – | 271,423 | – | 0.40% | – |
| USFD | New | US FOODS HLDG CORP | $28,681,000 | – | 758,359 | – | 0.40% | – |
| MSFT | New | MICROSOFT CORP | $28,301,000 | – | 287,000 | – | 0.40% | – |
| WCC | New | WESCO INTL INC | $27,949,000 | – | 489,483 | – | 0.39% | – |
| HCP | New | HCP INC | $27,569,000 | – | 1,067,720 | – | 0.39% | – |
| PANW | New | PALO ALTO NETWORKS INC | $27,446,000 | – | 133,575 | – | 0.38% | – |
| AMAT | New | APPLIED MATLS INC | $27,321,000 | – | 591,487 | – | 0.38% | – |
| AGCO | New | AGCO CORP | $27,324,000 | – | 450,000 | – | 0.38% | – |
| EMR | New | EMERSON ELEC CO | $27,092,000 | – | 391,843 | – | 0.38% | – |
| CUBE | New | CUBESMART | $27,137,000 | – | 842,231 | – | 0.38% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $27,033,000 | – | 548,665 | – | 0.38% | – |
| DISCK | New | DISCOVERY INC | $26,775,000 | – | 1,050,000 | – | 0.38% | – |
| PNW | New | PINNACLE WEST CAP CORP | $26,605,000 | – | 330,250 | – | 0.37% | – |
| STAG | New | STAG INDL INC | $26,431,000 | – | 970,662 | – | 0.37% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $25,787,000 | – | 628,952 | – | 0.36% | – |
| CDK | New | CDK GLOBAL INC | $25,694,000 | – | 394,982 | – | 0.36% | – |
| GPRE | New | GREEN PLAINS INC | $25,570,000 | – | 1,397,245 | – | 0.36% | – |
| MTB | New | M & T BK CORP | $25,459,000 | – | 149,625 | – | 0.36% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $25,320,000 | – | 600,000 | – | 0.36% | – |
| REXR | New | REXFORD INDL RLTY INC | $25,215,000 | – | 803,293 | – | 0.35% | – |
| ROST | New | ROSS STORES INC | $24,724,000 | – | 291,725 | – | 0.35% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $24,429,000 | – | 551,071 | – | 0.34% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $24,245,000 | – | 175,000 | – | 0.34% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $24,248,000 | – | 94,237 | – | 0.34% | – |
| New | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $24,062,000 | – | 20,000,000 | – | 0.34% | – | |
| NWE | New | NORTHWESTERN CORP | $23,929,000 | – | 417,982 | – | 0.34% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $23,731,000 | – | 419,200 | – | 0.33% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $23,581,000 | – | 439,200 | – | 0.33% | – |
| STNG | New | SCORPIO TANKERS INC | $23,187,000 | – | 8,251,461 | – | 0.32% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $22,936,000 | – | 208,625 | – | 0.32% | – |
| MO | New | ALTRIA GROUP INC | $22,848,000 | – | 402,320 | – | 0.32% | – |
| FE | New | FIRSTENERGY CORP | $22,788,000 | – | 634,599 | – | 0.32% | – |
| WSO | New | WATSCO INC | $22,632,000 | – | 126,946 | – | 0.32% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $22,333,000 | – | 100,000 | – | 0.31% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $21,547,000 | – | 479,352 | – | 0.30% | – |
| CNI | New | CANADIAN NATL RY CO | $21,453,000 | – | 262,425 | – | 0.30% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $21,453,000 | – | 1,191,840 | – | 0.30% | – |
| EQT | New | EQT CORP | $21,299,000 | – | 386,000 | – | 0.30% | – |
| PEP | New | PEPSICO INC | $21,183,000 | – | 194,575 | – | 0.30% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $21,186,000 | – | 895,806 | – | 0.30% | – |
| SNPS | New | SYNOPSYS INC | $20,921,000 | – | 244,486 | – | 0.29% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $20,814,000 | – | 833,225 | – | 0.29% | – |
| New | WORKDAY INCnote 1.500% 7/1 | $20,798,000 | – | 13,500,000 | – | 0.29% | – | |
| VMC | New | VULCAN MATLS CO | $20,650,000 | – | 160,000 | – | 0.29% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $20,391,000 | – | 15,500,000 | – | 0.29% | – | |
| SABR | New | SABRE CORP | $20,374,000 | – | 826,854 | – | 0.28% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $20,357,000 | – | 1,167,914 | – | 0.28% | – |
| CFR | New | CULLEN FROST BANKERS INC | $20,235,000 | – | 186,950 | – | 0.28% | – |
| FWONK | New | LIBERTY MEDIA CORP DELAWARE | $19,741,000 | – | 531,664 | – | 0.28% | – |
| EDR | New | EDUCATION RLTY TR INC | $19,713,000 | – | 475,000 | – | 0.28% | – |
| DUK | New | DUKE ENERGY CORP NEW | $19,709,000 | – | 249,230 | – | 0.28% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $19,620,000 | – | 600,000 | – | 0.28% | – |
| OGE | New | OGE ENERGY CORP | $19,246,000 | – | 546,600 | – | 0.27% | – |
| NGVT | New | INGEVITY CORP | $19,052,000 | – | 235,612 | – | 0.27% | – |
| COT | New | COTT CORP QUE | $19,032,000 | – | 1,149,990 | – | 0.27% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $19,040,000 | – | 194,925 | – | 0.27% | – |
| New | REALPAGE INCnote 1.500%11/1 | $19,043,000 | – | 13,439,000 | – | 0.27% | – | |
| FBP | New | FIRST BANCORP P R | $19,028,000 | – | 2,487,267 | – | 0.27% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $18,771,000 | – | 983,300 | – | 0.26% | – |
| CTRE | New | CARETRUST REIT INC | $18,628,000 | – | 1,116,098 | – | 0.26% | – |
| WDC | New | WESTERN DIGITAL CORP | $18,559,000 | – | 239,750 | – | 0.26% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $18,455,000 | – | 436,286 | – | 0.26% | – |
| LXFT | New | LUXOFT HLDG INC | $18,438,000 | – | 500,350 | – | 0.26% | – |
| PAYX | New | PAYCHEX INC | $18,318,000 | – | 268,000 | – | 0.26% | – |
| KO | New | COCA COLA CO | $18,281,000 | – | 416,800 | – | 0.26% | – |
| MOS | New | MOSAIC CO NEW | $18,233,000 | – | 650,000 | – | 0.26% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $18,064,000 | – | 184,800 | – | 0.25% | – |
| TRV | New | TRAVELERS COMPANIES INC | $18,008,000 | – | 147,200 | – | 0.25% | – |
| NEE | New | NEXTERA ENERGY INC | $17,972,000 | – | 107,600 | – | 0.25% | – |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $17,809,000 | – | 534,153 | – | 0.25% | – |
| AEE | New | AMEREN CORP | $17,476,000 | – | 287,200 | – | 0.24% | – |
| HUBB | New | HUBBELL INC | $16,918,000 | – | 160,000 | – | 0.24% | – |
| AME | New | AMETEK INC NEW | $16,849,000 | – | 233,497 | – | 0.24% | – |
| SUI | New | SUN CMNTYS INC | $16,644,000 | – | 170,050 | – | 0.23% | – |
| EPRT | New | ESSENTIAL PPTYS RLTY TR INC | $16,505,000 | – | 1,219,000 | – | 0.23% | – |
| ASB | New | ASSOCIATED BANC CORP | $16,314,000 | – | 597,600 | – | 0.23% | – |
| AZO | New | AUTOZONE INC | $16,176,000 | – | 24,110 | – | 0.23% | – |
| MANH | New | MANHATTAN ASSOCS INC | $16,235,000 | – | 345,356 | – | 0.23% | – |
| SNV | New | SYNOVUS FINL CORP | $16,193,000 | – | 306,509 | – | 0.23% | – |
| NTRS | New | NORTHERN TR CORP | $16,228,000 | – | 157,725 | – | 0.23% | – |
| REG | New | REGENCY CTRS CORP | $16,129,000 | – | 259,804 | – | 0.23% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $16,099,000 | – | 175,950 | – | 0.23% | – |
| EWBC | New | EAST WEST BANCORP INC | $15,870,000 | – | 243,400 | – | 0.22% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $15,874,000 | – | 229,300 | – | 0.22% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $15,768,000 | – | 129,725 | – | 0.22% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $15,482,000 | – | 10,000,000 | – | 0.22% | – | |
| TOL | New | TOLL BROTHERS INC | $15,421,000 | – | 416,900 | – | 0.22% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $15,330,000 | – | 179,550 | – | 0.22% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $15,194,000 | – | 143,300 | – | 0.21% | – |
| FCPT | New | FOUR CORNERS PPTY TR INC | $14,897,000 | – | 604,818 | – | 0.21% | – |
| AVB | New | AVALONBAY CMNTYS INC | $14,788,000 | – | 86,029 | – | 0.21% | – |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $14,669,000 | – | 11,000,000 | – | 0.21% | – | |
| DOV | New | DOVER CORP | $14,640,000 | – | 200,000 | – | 0.20% | – |
| GWW | New | GRAINGER W W INC | $14,461,000 | – | 46,890 | – | 0.20% | – |
| XEL | New | XCEL ENERGY INC | $14,449,000 | – | 316,300 | – | 0.20% | – |
| STKL | New | SUNOPTA INC | $14,280,000 | – | 1,700,000 | – | 0.20% | – |
| SLAB | New | SILICON LABORATORIES INC | $13,403,000 | – | 134,568 | – | 0.19% | – |
| TS | New | TENARIS S Asponsored adr | $13,228,000 | – | 363,500 | – | 0.18% | – |
| XPER | New | XPERI CORP | $12,880,000 | – | 800,000 | – | 0.18% | – |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $12,838,000 | – | 9,500,000 | – | 0.18% | – | |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $12,484,000 | – | 149,225 | – | 0.18% | – |
| CYBR | New | CYBERARK SOFTWARE LTD | $12,442,000 | – | 197,615 | – | 0.17% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $12,434,000 | – | 59,025 | – | 0.17% | – |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $12,313,000 | – | 118,850 | – | 0.17% | – |
| CRM | New | SALESFORCE COM INC | $12,260,000 | – | 89,886 | – | 0.17% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $12,139,000 | – | 95,925 | – | 0.17% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $11,822,000 | – | 93,696 | – | 0.17% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $11,578,000 | – | 2,184,569 | – | 0.16% | – |
| OFG | New | OFG BANCORP | $11,395,000 | – | 811,001 | – | 0.16% | – |
| HD | New | HOME DEPOT INC | $11,376,000 | – | 58,310 | – | 0.16% | – |
| LTC | New | LTC PPTYS INC | $10,994,000 | – | 257,229 | – | 0.15% | – |
| WPX | New | WPX ENERGY INC | $10,822,000 | – | 600,200 | – | 0.15% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $10,433,000 | – | 257,662 | – | 0.15% | – |
| INSW | New | INTERNATIONAL SEAWAYS INC | $10,369,000 | – | 448,099 | – | 0.14% | – |
| XLNX | New | XILINX INC | $10,241,000 | – | 156,927 | – | 0.14% | – |
| KMB | New | KIMBERLY CLARK CORP | $10,168,000 | – | 96,525 | – | 0.14% | – |
| C | New | CITIGROUP INC | $9,971,000 | – | 149,000 | – | 0.14% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $10,003,000 | – | 162,617 | – | 0.14% | – |
| POOL | New | POOL CORPORATION | $9,871,000 | – | 65,153 | – | 0.14% | – |
| TROX | New | TRONOX LTD | $9,840,000 | – | 500,000 | – | 0.14% | – |
| IPHI | New | INPHI CORP | $9,724,000 | – | 298,202 | – | 0.14% | – |
| ATUS | New | ALTICE USA INCcl a | $9,459,000 | – | 554,447 | – | 0.13% | – |
| MGP | New | MGM GROWTH PPTYS LLC | $9,403,000 | – | 308,700 | – | 0.13% | – |
| TSN | New | TYSON FOODS INCcl a | $9,252,000 | – | 134,374 | – | 0.13% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $9,289,000 | – | 33,955 | – | 0.13% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $9,305,000 | – | 218,322 | – | 0.13% | – |
| PCG | New | PG&E CORP | $9,180,000 | – | 215,699 | – | 0.13% | – |
| SHLM | New | SCHULMAN A INC | $9,123,000 | – | 205,000 | – | 0.13% | – |
| ESS | New | ESSEX PPTY TR INC | $8,965,000 | – | 37,500 | – | 0.13% | – |
| AROC | New | ARCHROCK INC | $8,877,000 | – | 739,710 | – | 0.12% | – |
| HRTX | New | HERON THERAPEUTICS INC | $8,741,000 | – | 225,000 | – | 0.12% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $8,739,000 | – | 140,224 | – | 0.12% | – |
| ERJ | New | EMBRAER S A | $8,717,000 | – | 350,100 | – | 0.12% | – |
| YUM | New | YUM BRANDS INC | $8,675,000 | – | 110,900 | – | 0.12% | – |
| ALL | New | ALLSTATE CORP | $8,591,000 | – | 94,125 | – | 0.12% | – |
| PXD | New | PIONEER NAT RES CO | $8,482,000 | – | 44,820 | – | 0.12% | – |
| OUT | New | OUTFRONT MEDIA INC | $8,461,000 | – | 435,021 | – | 0.12% | – |
| ABT | New | ABBOTT LABS | $8,453,000 | – | 138,600 | – | 0.12% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $8,396,000 | – | 285,000 | – | 0.12% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $8,187,000 | – | 184,939 | – | 0.12% | – |
| EURN | New | EURONAV NV ANTWERPEN | $7,832,000 | – | 851,309 | – | 0.11% | – |
| L100PS | New | ARCONIC INC | $7,314,000 | – | 430,010 | – | 0.10% | – |
| KAR | New | KAR AUCTION SVCS INC | $7,201,000 | – | 131,400 | – | 0.10% | – |
| COP | New | CONOCOPHILLIPS | $7,240,000 | – | 104,000 | – | 0.10% | – |
| NBL | New | NOBLE ENERGY INC | $7,058,000 | – | 200,050 | – | 0.10% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $7,005,000 | – | 399,600 | – | 0.10% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $6,702,000 | – | 50,139 | – | 0.09% | – |
| KBR | New | KBR INC | $6,625,000 | – | 369,705 | – | 0.09% | – |
| APC | New | ANADARKO PETE CORP | $6,424,000 | – | 87,700 | – | 0.09% | – |
| ARD | New | ARDAGH GROUP S Acl a | $6,203,000 | – | 373,223 | – | 0.09% | – |
| CXW | New | CORECIVIC INC | $5,973,000 | – | 250,000 | – | 0.08% | – |
| SJM | New | SMUCKER J M CO | $5,837,000 | – | 54,307 | – | 0.08% | – |
| EXTN | New | EXTERRAN CORP | $5,702,000 | – | 227,700 | – | 0.08% | – |
| THO | New | THOR INDS INC | $5,510,000 | – | 56,579 | – | 0.08% | – |
| WMIH | New | WMIH CORP | $5,181,000 | – | 3,866,667 | – | 0.07% | – |
| ITT | New | ITT INC | $5,227,000 | – | 100,000 | – | 0.07% | – |
| WMB | New | WILLIAMS COS INC DEL | $5,108,000 | – | 188,400 | – | 0.07% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $4,922,000 | – | 150,000 | – | 0.07% | – |
| DHT | New | DHT HOLDINGS INC | $4,690,000 | – | 1,000,000 | – | 0.07% | – |
| CRZO | New | CARRIZO OIL & GAS INC | $4,393,000 | – | 157,750 | – | 0.06% | – |
| WPRT | New | WESTPORT FUEL SYSTEMS INC | $4,371,000 | – | 1,727,706 | – | 0.06% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $4,307,000 | – | 66,500 | – | 0.06% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $4,166,000 | – | 49,100 | – | 0.06% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $4,038,000 | – | 171,100 | – | 0.06% | – |
| ASC | New | ARDMORE SHIPPING CORP | $4,100,000 | – | 500,000 | – | 0.06% | – |
| SM | New | SM ENERGY CO | $4,067,000 | – | 158,295 | – | 0.06% | – |
| WHD | New | CACTUS INCcl a | $3,967,000 | – | 117,391 | – | 0.06% | – |
| NYRT | New | NEW YORK REIT INC | $3,955,000 | – | 216,846 | – | 0.06% | – |
| OEC | New | ORION ENGINEERED CARBONS S A | $3,808,000 | – | 123,426 | – | 0.05% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $3,656,000 | – | 13,478 | – | 0.05% | – |
| EGN | New | ENERGEN CORP | $3,474,000 | – | 47,700 | – | 0.05% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $3,490,000 | – | 23,131 | – | 0.05% | – |
| CPE | New | CALLON PETE CO DEL | $3,254,000 | – | 302,950 | – | 0.05% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $3,054,000 | – | 75,000 | – | 0.04% | – |
| ANDE | New | ANDERSONS INC | $2,975,000 | – | 87,000 | – | 0.04% | – |
| BMCH | New | BMC STK HLDGS INC | $2,948,000 | – | 141,403 | – | 0.04% | – |
| AKS | New | AK STL HLDG CORP | $2,951,000 | – | 680,000 | – | 0.04% | – |
| TSLA | New | TESLA INCput | $2,721,000 | – | 1,500 | – | 0.04% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $2,616,000 | – | 175,000 | – | 0.04% | – |
| CVS | New | CVS HEALTH CORP | $2,465,000 | – | 38,309 | – | 0.04% | – |
| DK | New | DELEK US HLDGS INC NEW | $2,436,000 | – | 48,554 | – | 0.03% | – |
| UNIT | New | UNITI GROUP INC | $2,404,000 | – | 120,000 | – | 0.03% | – |
| AR | New | ANTERO RES CORP | $2,235,000 | – | 104,700 | – | 0.03% | – |
| VLO | New | VALERO ENERGY CORP NEW | $1,572,000 | – | 14,187 | – | 0.02% | – |
| PE | New | PARSLEY ENERGY INCcl a | $1,541,000 | – | 50,900 | – | 0.02% | – |
| CAG | New | CONAGRA BRANDS INC | $1,484,000 | – | 41,542 | – | 0.02% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $1,400,000 | – | 90,000 | – | 0.02% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,343,000 | – | 46,665 | – | 0.02% | – |
| VMW | New | VMWARE INCput | $1,388,000 | – | 2,000 | – | 0.02% | – |
| CLF | New | CLEVELAND CLIFFS INC | $1,265,000 | – | 150,000 | – | 0.02% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $1,295,000 | – | 75,000 | – | 0.02% | – |
| TNK | New | TEEKAY TANKERS LTDcl a | $945,000 | – | 807,542 | – | 0.01% | – |
| XLB | New | SELECT SECTOR SPDR TRput | $717,000 | – | 1,850 | – | 0.01% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $658,000 | – | 200,000 | – | 0.01% | – |
| LLEXQ | New | LILIS ENERGY INC | $497,000 | – | 95,621 | – | 0.01% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $452,000 | – | 5,400 | – | 0.01% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $460,000 | – | 375 | – | 0.01% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $331,000 | – | 1,500 | – | 0.01% | – |
| SMH | New | VANECK VECTORS ETF TRput | $254,000 | – | 4,000 | – | 0.00% | – |
| NFLX | New | NETFLIX INCput | $286,000 | – | 185 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 12/31/2019 | $33,000 | – | 3,333,568 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $0 | – | -3,333,568 | – | -0.00% | – |
| GNCIQ | Exit | GNC HLDGS INCput | $0 | – | -3,500 | – | -0.01% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -1,325 | – | -0.01% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -93,400 | – | -0.01% | – |
| BID | Exit | SOTHEBYSput | $0 | – | -1,600 | – | -0.01% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -184,021 | – | -0.02% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -9,200 | – | -0.02% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -49,998 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -46,665 | – | -0.02% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -215,000 | – | -0.02% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -750 | – | -0.03% | – |
| LPCN | Exit | LIPOCINE INC NEW | $0 | – | -500,000 | – | -0.03% | – |
| TER | Exit | TERADYNE INC | $0 | – | -57,900 | – | -0.04% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -9,500 | – | -0.04% | – |
| Exit | GNC HLDGS INCnote 1.500% 8/1 | $0 | – | -3,500,000 | – | -0.04% | – | |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -150,000 | – | -0.05% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -200,000 | – | -0.05% | – |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -728,419 | – | -0.06% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -192,806 | – | -0.06% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -355,730 | – | -0.06% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -100,000 | – | -0.06% | – |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -307,000 | – | -0.07% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -26,376 | – | -0.08% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -145,684 | – | -0.09% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -524,273 | – | -0.10% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -221,396 | – | -0.10% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -184,600 | – | -0.10% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -1,119,100 | – | -0.10% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -350,000 | – | -0.10% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -674,695 | – | -0.11% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -232,793 | – | -0.11% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -1,214,032 | – | -0.11% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -105,622 | – | -0.11% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -240,000 | – | -0.11% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -115,000 | – | -0.12% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -1,768,680 | – | -0.12% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -69,477 | – | -0.12% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -363,662 | – | -0.12% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -335,242 | – | -0.13% | – |
| ARD | Exit | ARDAGH GROUP S Acl a | $0 | – | -352,000 | – | -0.13% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -43,432 | – | -0.14% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -69,676 | – | -0.14% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -160,956 | – | -0.14% | – |
| CFCO | Exit | CF CORP | $0 | – | -750,446 | – | -0.14% | – |
| DDR | Exit | DDR CORP | $0 | – | -958,258 | – | -0.15% | – |
| CMRE | Exit | COSTAMARE INC | $0 | – | -1,456,838 | – | -0.15% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -124,477 | – | -0.16% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -216,200 | – | -0.16% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -493,308 | – | -0.16% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -248,910 | – | -0.16% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -141,754 | – | -0.16% | – |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -8,000,000 | – | -0.16% | – | |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -728,419 | – | -0.17% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -61,397 | – | -0.17% | – |
| M | Exit | MACYS INC | $0 | – | -457,300 | – | -0.17% | – |
| IPHI | Exit | INPHI CORP | $0 | – | -254,601 | – | -0.17% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -208,670 | – | -0.17% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -162,951 | – | -0.17% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -130,000 | – | -0.17% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -171,000 | – | -0.18% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -340,719 | – | -0.18% | – |
| AAPL | Exit | APPLE INC | $0 | – | -68,663 | – | -0.18% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -130,000 | – | -0.18% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -78,300 | – | -0.19% | – |
| BBT | Exit | BB&T CORP | $0 | – | -237,963 | – | -0.19% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -464,300 | – | -0.19% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -574,292 | – | -0.19% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -134,980 | – | -0.20% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -201,281 | – | -0.20% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -110,000 | – | -0.20% | – |
| K | Exit | KELLOGG CO | $0 | – | -185,525 | – | -0.20% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -69,231 | – | -0.20% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -971,313 | – | -0.20% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -321,101 | – | -0.20% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -119,150 | – | -0.20% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP | $0 | – | -149,236 | – | -0.20% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -78,350 | – | -0.21% | – |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -8,000,000 | – | -0.21% | – | |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -118,949 | – | -0.22% | – |
| SABR | Exit | SABRE CORP | $0 | – | -721,109 | – | -0.22% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -72,923 | – | -0.22% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -341,682 | – | -0.22% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -174,865 | – | -0.23% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -324,172 | – | -0.23% | – |
| SLM | Exit | SLM CORP | $0 | – | -1,167,372 | – | -0.23% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -156,438 | – | -0.23% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -1,740,000 | – | -0.23% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -12,000,000 | – | -0.24% | – | |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -940,000 | – | -0.24% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -638,915 | – | -0.24% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -706,631 | – | -0.24% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -281,019 | – | -0.24% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODS INC | $0 | – | -506,282 | – | -0.25% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -169,083 | – | -0.25% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -68,505 | – | -0.25% | – |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -11,000,000 | – | -0.26% | – | |
| MAA | Exit | MID AMER APT CMNTYS INC | $0 | – | -140,095 | – | -0.26% | – |
| HWC | Exit | HANCOCK HLDG CO | $0 | – | -309,508 | – | -0.26% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -286,549 | – | -0.26% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -378,228 | – | -0.26% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -273,222 | – | -0.26% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -61,500 | – | -0.26% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -129,573 | – | -0.27% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -199,182 | – | -0.27% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -440,000 | – | -0.27% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -97,371 | – | -0.27% | – |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -12,600,000 | – | -0.28% | – | |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -347,437 | – | -0.28% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -567,781 | – | -0.28% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -87,967 | – | -0.29% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -586,200 | – | -0.29% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -600,000 | – | -0.29% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -415,951 | – | -0.30% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -781,311 | – | -0.30% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -516,315 | – | -0.30% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -15,000,000 | – | -0.30% | – | |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -333,122 | – | -0.30% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -714,472 | – | -0.30% | – |
| GPT | Exit | GRAMERCY PPTY TR | $0 | – | -593,027 | – | -0.31% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -971,225 | – | -0.31% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -162,158 | – | -0.31% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -10,000,000 | – | -0.32% | – | |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -321,941 | – | -0.32% | – |
| CUBE | Exit | CUBESMART | $0 | – | -718,285 | – | -0.32% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -378,043 | – | -0.32% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -15,200,000 | – | -0.32% | – | |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -1,704,954 | – | -0.33% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -32,247 | – | -0.33% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -364,600 | – | -0.34% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -212,682 | – | -0.34% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -457,541 | – | -0.34% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -1,647,463 | – | -0.36% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -123,382 | – | -0.36% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -307,202 | – | -0.36% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -578,171 | – | -0.36% | – |
| RHT | Exit | RED HAT INC | $0 | – | -194,145 | – | -0.37% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -15,000,000 | – | -0.37% | – | |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -315,722 | – | -0.38% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -265,958 | – | -0.38% | – |
| EQT | Exit | EQT CORP | $0 | – | -342,263 | – | -0.38% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -40,587 | – | -0.39% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -1,089,409 | – | -0.39% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -764,263 | – | -0.40% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -581,576 | – | -0.40% | – |
| XLNX | Exit | XILINX INC | $0 | – | -327,370 | – | -0.40% | – |
| DOC | Exit | PHYSICIANS RLTY TR | $0 | – | -1,315,989 | – | -0.40% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -3,886,737 | – | -0.41% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -385,000 | – | -0.41% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -326,199 | – | -0.42% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -17,706,000 | – | -0.42% | – | |
| EOG | Exit | EOG RES INC | $0 | – | -252,684 | – | -0.42% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -322,374 | – | -0.42% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -485,402 | – | -0.42% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -134,292 | – | -0.43% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -430,567 | – | -0.44% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -455,300 | – | -0.44% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -635,103 | – | -0.44% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -919,447 | – | -0.45% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -541,263 | – | -0.46% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -376,457 | – | -0.47% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -1,103,409 | – | -0.48% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -302,227 | – | -0.48% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -16,500,000 | – | -0.49% | – | |
| D | Exit | DOMINION ENERGY INC | $0 | – | -382,839 | – | -0.50% | – |
| EXC | Exit | EXELON CORP | $0 | – | -783,227 | – | -0.51% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -1,093,399 | – | -0.52% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -379,566 | – | -0.52% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -627,294 | – | -0.53% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -755,600 | – | -0.54% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -1,972,935 | – | -0.55% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -1,588,903 | – | -0.55% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,708,234 | – | -0.55% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -378,506 | – | -0.56% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -457,671 | – | -0.58% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -2,845,000 | – | -0.58% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -450,517 | – | -0.60% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -322,699 | – | -0.60% | – |
| CMA | Exit | COMERICA INC | $0 | – | -476,837 | – | -0.62% | – |
| MET | Exit | METLIFE INC | $0 | – | -712,147 | – | -0.63% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -3,067,266 | – | -0.64% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -288,160 | – | -0.65% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -1,066,600 | – | -0.69% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -3,012,100 | – | -0.72% | – |
| C | Exit | CITIGROUP INC | $0 | – | -590,024 | – | -0.74% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -565,500 | – | -0.75% | – |
| XPER | Exit | XPERI CORP | $0 | – | -1,766,088 | – | -0.77% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -566,297 | – | -0.78% | – |
| PK | Exit | PARK HOTELS RESORTS INC | $0 | – | -1,647,157 | – | -0.78% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -194,780 | – | -0.79% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -3,263,234 | – | -0.80% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -4,128,552 | – | -0.81% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -555,008 | – | -0.82% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -309,952 | – | -0.83% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -2,105,752 | – | -0.85% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -16,000,000 | – | -0.85% | – | |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -345,099 | – | -0.87% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,113,510 | – | -0.88% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -969,000 | – | -0.88% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -1,037,534 | – | -1.00% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -2,261,060 | – | -1.02% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -4,200,298 | – | -1.03% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -1,037,849 | – | -1.07% | – |
| KITE | Exit | KITE PHARMA INC | $0 | – | -355,000 | – | -1.10% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -5,089,887 | – | -1.20% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -683,376 | – | -1.25% | – |
| V | Exit | VISA INC | $0 | – | -727,408 | – | -1.31% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -679,000 | – | -1.40% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -690,000 | – | -1.55% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -3,310,000 | – | -1.64% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -4,578,434 | – | -1.72% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -8,000,000 | – | -2.11% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -2,241,206 | – | -2.67% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -1,825,000 | – | -2.69% | – |
| AABA | Exit | ALTABA INC | $0 | – | -2,641,160 | – | -3.00% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -1,841,000 | – | -3.57% | – |
| BCR | Exit | BARD C R INC | $0 | – | -666,000 | – | -3.66% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -3,403,223 | – | -5.98% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TWX | Buy | TIME WARNER INC | $348,660,000 | +11.6% | 3,403,223 | +9.4% | 5.98% | +34.1% |
| BCR | Sell | BARD C R INC | $213,453,000 | -1.6% | 666,000 | -2.9% | 3.66% | +18.2% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $208,199,000 | +7.8% | 1,841,000 | +4.4% | 3.57% | +29.5% |
| AABA | Sell | ALTABA INC | $174,950,000 | +9.3% | 2,641,160 | -10.1% | 3.00% | +31.2% |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $156,749,000 | – | 1,825,000 | – | 2.69% | – |
| BG | Sell | BUNGE LIMITED | $155,674,000 | -13.5% | 2,241,206 | -7.1% | 2.67% | +3.8% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $122,960,000 | -3.6% | 8,000,000 | -20.0% | 2.11% | +15.7% |
| CIEN | Buy | CIENA CORP | $100,588,000 | +48.4% | 4,578,434 | +69.0% | 1.72% | +78.2% |
| RICE | Sell | RICE ENERGY INC | $95,791,000 | -25.9% | 3,310,000 | -31.8% | 1.64% | -10.9% |
| COL | New | ROCKWELL COLLINS INC | $90,190,000 | – | 690,000 | – | 1.55% | – |
| MON | Sell | MONSANTO CO NEW | $81,358,000 | -15.2% | 679,000 | -16.3% | 1.40% | +1.8% |
| V | Buy | VISA INC | $76,552,000 | +42.2% | 727,408 | +26.7% | 1.31% | +71.0% |
| PRU | New | PRUDENTIAL FINL INC | $72,657,000 | – | 683,376 | – | 1.25% | – |
| TPH | Buy | TRI POINTE GROUP INC | $70,291,000 | +77.7% | 5,089,887 | +69.7% | 1.20% | +113.3% |
| KITE | New | KITE PHARMA INC | $63,833,000 | – | 355,000 | – | 1.10% | – |
| PAYX | Sell | PAYCHEX INC | $62,229,000 | -4.1% | 1,037,849 | -8.9% | 1.07% | +15.2% |
| PUMP | Sell | PROPETRO HLDG CORP | $60,274,000 | -26.7% | 4,200,298 | -33.8% | 1.03% | -11.9% |
| PE | Buy | PARSLEY ENERGY INCcl a | $59,556,000 | +6.5% | 2,261,060 | +12.2% | 1.02% | +27.9% |
| BWXT | Sell | BWX TECHNOLOGIES INC | $58,123,000 | +12.7% | 1,037,534 | -1.9% | 1.00% | +35.3% |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $51,638,000 | -74.5% | 969,000 | -71.6% | 0.88% | -69.4% |
| HAL | Buy | HALLIBURTON CO | $51,255,000 | +41.5% | 1,113,510 | +31.3% | 0.88% | +70.0% |
| PXD | Buy | PIONEER NAT RES CO | $50,916,000 | +15.6% | 345,099 | +25.0% | 0.87% | +38.8% |
| VVV | Sell | VALVOLINE INC | $49,380,000 | -1.9% | 2,105,752 | -0.8% | 0.85% | +17.8% |
| MCD | Buy | MCDONALDS CORP | $48,563,000 | +12.0% | 309,952 | +9.5% | 0.83% | +34.6% |
| DXC | Buy | DXC TECHNOLOGY CO | $47,664,000 | +60.0% | 555,008 | +43.0% | 0.82% | +92.2% |
| WPX | Buy | WPX ENERGY INC | $47,478,000 | +26.9% | 4,128,552 | +6.6% | 0.81% | +52.4% |
| GPORQ | Buy | GULFPORT ENERGY CORP | $46,795,000 | +199.3% | 3,263,234 | +207.8% | 0.80% | +259.6% |
| GS | New | GOLDMAN SACHS GROUP INC | $46,200,000 | – | 194,780 | – | 0.79% | – |
| PK | Buy | PARK HOTELS RESORTS INC | $45,396,000 | +7.1% | 1,647,157 | +4.8% | 0.78% | +28.6% |
| SLAB | Sell | SILICON LABORATORIES INC | $45,247,000 | +3.8% | 566,297 | -11.2% | 0.78% | +24.8% |
| XPER | Buy | XPERI CORP | $44,682,000 | +11.0% | 1,766,088 | +30.7% | 0.77% | +33.2% |
| DVMT | Buy | DELL TECHNOLOGIES INC | $43,662,000 | +38.7% | 565,500 | +9.8% | 0.75% | +66.8% |
| C | Buy | CITIGROUP INC | $42,918,000 | +6057.5% | 590,024 | +5560.2% | 0.74% | +7260.0% |
| GPK | Sell | GRAPHIC PACKAGING HLDG CO | $42,019,000 | -13.6% | 3,012,100 | -14.6% | 0.72% | +3.9% |
| CFG | New | CITIZENS FINL GROUP INC | $40,392,000 | – | 1,066,600 | – | 0.69% | – |
| CXO | New | CONCHO RES INC | $37,956,000 | – | 288,160 | – | 0.65% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $37,267,000 | -17.8% | 3,067,266 | -12.4% | 0.64% | -1.2% |
| MET | Sell | METLIFE INC | $36,996,000 | -38.6% | 712,147 | -35.0% | 0.63% | -26.3% |
| CMA | Buy | COMERICA INC | $36,364,000 | +19.3% | 476,837 | +14.6% | 0.62% | +43.4% |
| KSU | New | KANSAS CITY SOUTHERN | $35,071,000 | – | 322,699 | – | 0.60% | – |
| KHC | Buy | KRAFT HEINZ CO | $34,938,000 | +40.7% | 450,517 | +55.4% | 0.60% | +68.7% |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $33,998,000 | – | 2,845,000 | – | 0.58% | – |
| YUM | Sell | YUM BRANDS INC | $33,689,000 | -8.7% | 457,671 | -8.5% | 0.58% | +9.7% |
| TCBI | Buy | TEXAS CAPITAL BANCSHARES INC | $32,476,000 | +29.9% | 378,506 | +17.2% | 0.56% | +56.0% |
| KEY | New | KEYCORP NEW | $32,149,000 | – | 1,708,234 | – | 0.55% | – |
| GPRE | Buy | GREEN PLAINS INC | $32,016,000 | +634.8% | 1,588,903 | +649.5% | 0.55% | +785.5% |
| HRTX | Sell | HERON THERAPEUTICS INC | $31,863,000 | +9.8% | 1,972,935 | -5.8% | 0.55% | +31.9% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $31,561,000 | -6.6% | 755,600 | -8.9% | 0.54% | +12.2% |
| SO | Sell | SOUTHERN CO | $30,825,000 | -17.3% | 627,294 | -19.4% | 0.53% | -0.6% |
| LOW | Sell | LOWES COS INC | $30,343,000 | -25.1% | 379,566 | -27.3% | 0.52% | -10.0% |
| STAG | Buy | STAG INDL INC | $30,036,000 | +29.1% | 1,093,399 | +29.7% | 0.52% | +55.1% |
| EXC | New | EXELON CORP | $29,504,000 | – | 783,227 | – | 0.51% | – |
| D | New | DOMINION ENERGY INC | $29,452,000 | – | 382,839 | – | 0.50% | – |
| CRM | Buy | SALESFORCE COM INC | $28,234,000 | +93.8% | 302,227 | +79.7% | 0.48% | +132.7% |
| BAC | Buy | BANK AMER CORP | $27,960,000 | +27.0% | 1,103,409 | +21.6% | 0.48% | +52.5% |
| CL | Sell | COLGATE PALMOLIVE CO | $27,425,000 | -22.6% | 376,457 | -21.2% | 0.47% | -7.1% |
| VR | Sell | VALIDUS HOLDINGS LTD | $26,636,000 | -7.2% | 541,263 | -2.0% | 0.46% | +11.5% |
| NBL | New | NOBLE ENERGY INC | $26,076,000 | – | 919,447 | – | 0.45% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $25,823,000 | -69.1% | 635,103 | -67.2% | 0.44% | -62.9% |
| KRE | Sell | SPDR SERIES TRUSTs&p regl bkg | $25,843,000 | -71.9% | 455,300 | -72.8% | 0.44% | -66.3% |
| STI | Sell | SUNTRUST BKS INC | $25,735,000 | -63.0% | 430,567 | -64.9% | 0.44% | -55.6% |
| CI | Sell | CIGNA CORPORATION | $25,105,000 | -59.5% | 134,292 | -63.7% | 0.43% | -51.4% |
| INXN | Buy | INTERXION HOLDING N.V | $24,722,000 | +49.5% | 485,402 | +34.4% | 0.42% | +79.7% |
| ETR | New | ENTERGY CORP NEW | $24,616,000 | – | 322,374 | – | 0.42% | – |
| EOG | Buy | EOG RES INC | $24,445,000 | +93.7% | 252,684 | +81.2% | 0.42% | +132.8% |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $24,349,000 | +12.2% | 17,706,000 | +7.3% | 0.42% | +34.8% | |
| MSFT | Sell | MICROSOFT CORP | $24,299,000 | -18.2% | 326,199 | -24.4% | 0.42% | -1.7% |
| BAX | New | BAXTER INTL INC | $24,159,000 | – | 385,000 | – | 0.41% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $23,748,000 | – | 3,886,737 | – | 0.41% | – |
| DOC | Buy | PHYSICIANS RLTY TR | $23,332,000 | -11.1% | 1,315,989 | +0.9% | 0.40% | +6.7% |
| XLNX | Sell | XILINX INC | $23,188,000 | +9.3% | 327,370 | -0.8% | 0.40% | +31.4% |
| DHI | Sell | D R HORTON INC | $23,222,000 | -11.5% | 581,576 | -23.4% | 0.40% | +6.1% |
| GXP | Sell | GREAT PLAINS ENERGY INC | $23,157,000 | +3.0% | 764,263 | -0.5% | 0.40% | +23.7% |
| IPG | New | INTERPUBLIC GROUP COS INC | $22,649,000 | – | 1,089,409 | – | 0.39% | – |
| Y | Sell | ALLEGHANY CORP DEL | $22,486,000 | -47.3% | 40,587 | -43.4% | 0.39% | -36.6% |
| EQT | New | EQT CORP | $22,329,000 | – | 342,263 | – | 0.38% | – |
| MMC | Buy | MARSH & MCLENNAN COS INC | $22,290,000 | +377.7% | 265,958 | +344.4% | 0.38% | +470.1% |
| AEP | New | AMERICAN ELEC PWR INC | $22,176,000 | – | 315,722 | – | 0.38% | – |
| RHT | Sell | RED HAT INC | $21,523,000 | -43.8% | 194,145 | -51.5% | 0.37% | -32.5% |
| DVN | New | DEVON ENERGY CORP NEW | $21,225,000 | – | 578,171 | – | 0.36% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $21,105,000 | – | 307,202 | – | 0.36% | – |
| FB | Sell | FACEBOOK INCcl a | $21,082,000 | -58.4% | 123,382 | -63.3% | 0.36% | -50.0% |
| AROC | Sell | ARCHROCK INC | $20,676,000 | -29.9% | 1,647,463 | -36.3% | 0.36% | -15.7% |
| AIV | Buy | APARTMENT INVT & MGMT COcl a | $20,068,000 | +12.0% | 457,541 | +9.8% | 0.34% | +34.4% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $19,862,000 | +4.3% | 212,682 | -4.6% | 0.34% | +25.4% |
| SYY | Sell | SYSCO CORP | $19,670,000 | -54.3% | 364,600 | -57.3% | 0.34% | -45.1% |
| CPE | Buy | CALLON PETE CO DEL | $19,164,000 | +20.7% | 1,704,954 | +13.9% | 0.33% | +44.9% |
| AZO | Buy | AUTOZONE INC | $19,191,000 | +104.5% | 32,247 | +96.0% | 0.33% | +145.5% |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $18,795,000 | -1.7% | 15,200,000 | +8.6% | 0.32% | +17.9% | |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $18,709,000 | -52.2% | 378,043 | -56.8% | 0.32% | -42.6% |
| CUBE | Buy | CUBESMART | $18,647,000 | +30.6% | 718,285 | +20.9% | 0.32% | +56.9% |
| CBS | Buy | CBS CORP NEWcl b | $18,673,000 | +28.9% | 321,941 | +41.7% | 0.32% | +54.6% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $18,392,000 | -7.1% | 10,000,000 | -16.7% | 0.32% | +11.3% | |
| PEP | Buy | PEPSICO INC | $18,069,000 | +21.6% | 162,158 | +26.1% | 0.31% | +46.2% |
| NSM | Sell | NATIONSTAR MTG HLDGS INC | $18,036,000 | -29.8% | 971,225 | -32.4% | 0.31% | -15.8% |
| GPT | Buy | GRAMERCY PPTY TR | $17,939,000 | +26.7% | 593,027 | +24.4% | 0.31% | +52.5% |
| STOR | Buy | STORE CAP CORP | $17,769,000 | +46.4% | 714,472 | +32.1% | 0.30% | +76.3% |
| LEN | New | LENNAR CORPcl a | $17,589,000 | – | 333,122 | – | 0.30% | – |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $17,475,000 | -39.5% | 15,000,000 | -37.5% | 0.30% | -27.2% | |
| CAG | New | CONAGRA BRANDS INC | $17,420,000 | – | 516,315 | – | 0.30% | – |
| MANH | Sell | MANHATTAN ASSOCS INC | $17,291,000 | -15.9% | 415,951 | -2.8% | 0.30% | +0.7% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $17,267,000 | +7.1% | 781,311 | +19.4% | 0.30% | +28.7% |
| OMF | Sell | ONEMAIN HLDGS INC | $16,914,000 | -65.6% | 600,000 | -70.0% | 0.29% | -58.7% |
| REXR | Sell | REXFORD INDL RLTY INC | $16,777,000 | +3.8% | 586,200 | -0.5% | 0.29% | +24.7% |
| ULTI | Buy | ULTIMATE SOFTWARE GROUP INC | $16,679,000 | +8.0% | 87,967 | +19.7% | 0.29% | +30.0% |
| DRE | Sell | DUKE REALTY CORP | $16,363,000 | -11.9% | 567,781 | -14.5% | 0.28% | +6.0% |
| LW | Sell | LAMB WESTON HLDGS INC | $16,291,000 | -59.7% | 347,437 | -62.1% | 0.28% | -51.6% |
| Sell | OLD REP INTL CORPnote 3.750% 3/1 | $16,133,000 | -15.2% | 12,600,000 | -16.0% | 0.28% | +1.8% | |
| COST | New | COSTCO WHSL CORP NEW | $15,997,000 | – | 97,371 | – | 0.27% | – |
| BBL | Buy | BHP BILLITON PLCsponsored adr | $15,598,000 | +115.8% | 440,000 | +87.2% | 0.27% | +159.2% |
| WTFC | New | WINTRUST FINL CORP | $15,598,000 | – | 199,182 | – | 0.27% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $15,560,000 | – | 129,573 | – | 0.27% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $15,451,000 | – | 61,500 | – | 0.26% | – |
| CSOD | Sell | CORNERSTONE ONDEMAND INC | $15,360,000 | +5.4% | 378,228 | -7.3% | 0.26% | +26.4% |
| PLXS | Sell | PLEXUS CORP | $15,322,000 | -15.3% | 273,222 | -20.6% | 0.26% | +1.9% |
| WAL | New | WESTERN ALLIANCE BANCORP | $15,210,000 | – | 286,549 | – | 0.26% | – |
| MAA | Buy | MID AMER APT CMNTYS INC | $14,973,000 | +24.2% | 140,095 | +22.5% | 0.26% | +49.4% |
| HWC | New | HANCOCK HLDG CO | $14,996,000 | – | 309,508 | – | 0.26% | – |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $14,862,000 | – | 11,000,000 | – | 0.26% | – | |
| PSA | Sell | PUBLIC STORAGE | $14,659,000 | -14.5% | 68,505 | -16.6% | 0.25% | +2.4% |
| DY | New | DYCOM INDS INC | $14,521,000 | – | 169,083 | – | 0.25% | – |
| BUFF | Sell | BLUE BUFFALO PET PRODS INC | $14,353,000 | -35.8% | 506,282 | -48.4% | 0.25% | -22.9% |
| RHI | Sell | ROBERT HALF INTL INC | $14,146,000 | -34.8% | 281,019 | -37.9% | 0.24% | -21.6% |
| SBRA | New | SABRA HEALTH CARE REIT INC | $14,018,000 | – | 638,915 | – | 0.24% | – |
| GNTX | New | GENTEX CORP | $13,991,000 | – | 706,631 | – | 0.24% | – |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $13,827,000 | -37.8% | 940,000 | -29.9% | 0.24% | -25.2% |
| New | NUVASIVE INCnote 2.250% 3/1 | $13,741,000 | – | 12,000,000 | – | 0.24% | – | |
| NYRT | Buy | NEW YORK REIT INC | $13,659,000 | +10.1% | 1,740,000 | +21.1% | 0.23% | +32.2% |
| SLM | New | SLM CORP | $13,390,000 | – | 1,167,372 | – | 0.23% | – |
| SUI | Sell | SUN CMNTYS INC | $13,404,000 | -12.2% | 156,438 | -10.2% | 0.23% | +5.5% |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $13,307,000 | – | 174,865 | – | 0.23% | – |
| CYBR | Sell | CYBERARK SOFTWARE LTD | $13,291,000 | -27.4% | 324,172 | -11.5% | 0.23% | -12.6% |
| GWW | New | GRAINGER W W INC | $13,108,000 | – | 72,923 | – | 0.22% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $13,148,000 | – | 341,682 | – | 0.22% | – |
| SABR | Buy | SABRE CORP | $13,052,000 | +6.4% | 721,109 | +27.9% | 0.22% | +28.0% |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $12,674,000 | +6.4% | 118,949 | -3.7% | 0.22% | +27.6% |
| New | RED HAT INCnote 0.250%10/0 | $12,326,000 | – | 8,000,000 | – | 0.21% | – | |
| FLT | Sell | FLEETCOR TECHNOLOGIES INC | $12,126,000 | +1.7% | 78,350 | -5.3% | 0.21% | +22.4% |
| CCMP | Sell | CABOT MICROELECTRONICS CORP | $11,928,000 | +1.1% | 149,236 | -6.6% | 0.20% | +22.0% |
| CCI | Sell | CROWN CASTLE INTL CORP NEW | $11,913,000 | -30.7% | 119,150 | -30.6% | 0.20% | -16.7% |
| CAA | Sell | CALATLANTIC GROUP INC | $11,762,000 | -25.5% | 321,101 | -28.1% | 0.20% | -10.2% |
| HMHC | Buy | HOUGHTON MIFFLIN HARCOURT CO | $11,704,000 | -0.3% | 971,313 | +1.8% | 0.20% | +19.6% |
| CP | New | CANADIAN PAC RY LTD | $11,633,000 | – | 69,231 | – | 0.20% | – |
| K | New | KELLOGG CO | $11,571,000 | – | 185,525 | – | 0.20% | – |
| PF | Buy | PINNACLE FOODS INC DEL | $11,507,000 | +93.7% | 201,281 | +101.3% | 0.20% | +131.8% |
| CE | Buy | CELANESE CORP DEL | $11,470,000 | +40.5% | 110,000 | +27.9% | 0.20% | +68.4% |
| PNW | Sell | PINNACLE WEST CAP CORP | $11,414,000 | -35.4% | 134,980 | -34.9% | 0.20% | -22.2% |
| ORI | Sell | OLD REP INTL CORP | $11,308,000 | -46.6% | 574,292 | -47.1% | 0.19% | -36.0% |
| ALLY | Sell | ALLY FINL INC | $11,264,000 | -75.7% | 464,300 | -79.1% | 0.19% | -70.8% |
| BBT | New | BB&T CORP | $11,170,000 | – | 237,963 | – | 0.19% | – |
| PX | Sell | PRAXAIR INC | $10,942,000 | -18.6% | 78,300 | -22.8% | 0.19% | -2.1% |
| WLK | New | WESTLAKE CHEM CORP | $10,802,000 | – | 130,000 | – | 0.18% | – |
| AAPL | Sell | APPLE INC | $10,582,000 | -14.2% | 68,663 | -19.8% | 0.18% | +2.8% |
| MGP | New | MGM GROWTH PPTYS LLC | $10,293,000 | – | 340,719 | – | 0.18% | – |
| CTO | Sell | CONSOLIDATED TOMOKA LD CO | $10,272,000 | +0.3% | 171,000 | -4.9% | 0.18% | +20.5% |
| BOBE | New | BOB EVANS FARMS INC | $10,076,000 | – | 130,000 | – | 0.17% | – |
| REG | New | REGENCY CTRS CORP | $10,109,000 | – | 162,951 | – | 0.17% | – |
| CHD | New | CHURCH & DWIGHT INC | $10,110,000 | – | 208,670 | – | 0.17% | – |
| IPHI | Sell | INPHI CORP | $10,105,000 | -7.5% | 254,601 | -20.1% | 0.17% | +10.9% |
| M | Sell | MACYS INC | $9,978,000 | -24.7% | 457,300 | -19.8% | 0.17% | -9.5% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $9,886,000 | -49.0% | 61,397 | -48.8% | 0.17% | -38.6% |
| CHRS | Sell | COHERUS BIOSCIENCES INC | $9,724,000 | -33.5% | 728,419 | -28.5% | 0.17% | -20.1% |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $9,342,000 | – | 248,910 | – | 0.16% | – |
| CAVM | Sell | CAVIUM INC | $9,347,000 | -40.6% | 141,754 | -44.1% | 0.16% | -28.9% |
| SFM | Buy | SPROUTS FMRS MKT INC | $9,259,000 | +172.7% | 493,308 | +229.4% | 0.16% | +231.2% |
| EPC | Sell | EDGEWELL PERS CARE CO | $9,058,000 | -54.2% | 124,477 | -52.1% | 0.16% | -45.0% |
| CMRE | Sell | COSTAMARE INC | $9,003,000 | -46.5% | 1,456,838 | -36.7% | 0.15% | -35.8% |
| DDR | New | DDR CORP | $8,778,000 | – | 958,258 | – | 0.15% | – |
| CFCO | Buy | CF CORP | $8,405,000 | +86.8% | 750,446 | +87.6% | 0.14% | +125.0% |
| AMAT | Sell | APPLIED MATLS INC | $8,384,000 | -18.9% | 160,956 | -35.6% | 0.14% | -2.7% |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $8,289,000 | -51.7% | 69,676 | -51.1% | 0.14% | -42.0% |
| IPGP | Sell | IPG PHOTONICS CORP | $8,038,000 | -58.6% | 43,432 | -67.5% | 0.14% | -50.2% |
| FNSR | Buy | FINISAR CORP | $7,432,000 | +19.2% | 335,242 | +39.7% | 0.13% | +42.7% |
| RRC | Sell | RANGE RES CORP | $7,117,000 | -83.1% | 363,662 | -79.9% | 0.12% | -79.7% |
| DHT | Buy | DHT HOLDINGS INC | $7,039,000 | +804.8% | 1,768,680 | +843.8% | 0.12% | +1000.0% |
| JACK | Sell | JACK IN THE BOX INC | $7,081,000 | -17.0% | 69,477 | -19.8% | 0.12% | -0.8% |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $7,008,000 | – | 115,000 | – | 0.12% | – |
| HUN | Sell | HUNTSMAN CORP | $6,581,000 | -34.7% | 240,000 | -38.5% | 0.11% | -21.5% |
| FBP | New | FIRST BANCORP P R | $6,216,000 | – | 1,214,032 | – | 0.11% | – |
| CONE | New | CYRUSONE INC | $6,224,000 | – | 105,622 | – | 0.11% | – |
| IDTI | Sell | INTEGRATED DEVICE TECHNOLOGY | $6,188,000 | -62.4% | 232,793 | -63.6% | 0.11% | -54.9% |
| OFG | New | OFG BANCORP | $6,173,000 | – | 674,695 | – | 0.11% | – |
| THC | Buy | TENET HEALTHCARE CORP | $5,751,000 | +18.9% | 350,000 | +40.0% | 0.10% | +43.5% |
| VRS | Buy | VERSO CORPcl a | $5,696,000 | +19.1% | 1,119,100 | +9.7% | 0.10% | +44.1% |
| FHB | Sell | FIRST HAWAIIAN INC | $5,592,000 | -59.4% | 184,600 | -59.0% | 0.10% | -51.3% |
| OUT | Sell | OUTFRONT MEDIA INC | $5,575,000 | +4.0% | 221,396 | -4.5% | 0.10% | +24.7% |
| BKD | New | BROOKDALE SR LIVING INC | $5,557,000 | – | 524,273 | – | 0.10% | – |
| BPOP | New | POPULAR INC | $5,236,000 | – | 145,684 | – | 0.09% | – |
| LII | New | LENNOX INTL INC | $4,721,000 | – | 26,376 | – | 0.08% | – |
| FWONK | New | LIBERTY MEDIA CORP DELAWARE | $3,809,000 | – | 100,000 | – | 0.06% | – |
| BXC | Sell | BLUELINX HLDGS INC | $3,675,000 | -40.7% | 355,730 | -37.2% | 0.06% | -28.4% |
| ON | New | ON SEMICONDUCTOR CORP | $3,561,000 | – | 192,806 | – | 0.06% | – |
| GNRT | Buy | GENER8 MARITIME INC | $3,285,000 | +369.3% | 728,419 | +492.2% | 0.06% | +460.0% |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $2,900,000 | – | 200,000 | – | 0.05% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $2,927,000 | – | 150,000 | – | 0.05% | – |
| Sell | GNC HLDGS INCnote 1.500% 8/1 | $2,584,000 | -44.7% | 3,500,000 | -50.0% | 0.04% | -34.3% | |
| SPY | New | SPDR S&P 500 ETF TRcall | $2,487,000 | – | 9,500 | – | 0.04% | – |
| TER | New | TERADYNE INC | $2,159,000 | – | 57,900 | – | 0.04% | – |
| LPCN | Sell | LIPOCINE INC NEW | $1,985,000 | -17.7% | 500,000 | -16.7% | 0.03% | 0.0% |
| TSLA | Sell | TESLA INCput | $1,513,000 | -29.0% | 750 | -68.8% | 0.03% | -13.3% |
| MT | Sell | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,202,000 | -63.9% | 46,665 | -68.2% | 0.02% | -56.2% |
| AKS | Sell | AK STL HLDG CORP | $1,202,000 | -36.9% | 215,000 | -25.9% | 0.02% | -22.2% |
| IAC | New | IAC INTERACTIVECORP | $1,082,000 | – | 9,200 | – | 0.02% | – |
| VSI | Sell | VITAMIN SHOPPE INC | $985,000 | -95.9% | 184,021 | -91.1% | 0.02% | -95.0% |
| BID | Buy | SOTHEBYSput | $816,000 | +27.3% | 1,600 | +113.3% | 0.01% | +55.6% |
| IWM | Sell | ISHARES TRput | $747,000 | -60.2% | 1,325 | -60.2% | 0.01% | -51.9% |
| NBR | Sell | NABORS INDUSTRIES LTD | $754,000 | -26.0% | 93,400 | -25.4% | 0.01% | -13.3% |
| SPLS | Exit | STAPLES INCput | $0 | – | -10,000 | – | -0.00% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -1,500 | – | -0.00% | – |
| AMAT | Exit | APPLIED MATLS INCput | $0 | – | -3,615 | – | -0.00% | – |
| EOG | Exit | EOG RES INCput | $0 | – | -400 | – | -0.00% | – |
| AVGO | Exit | BROADCOM LTDput | $0 | – | -630 | – | -0.00% | – |
| CLR | Exit | CONTINENTAL RESOURCES INCput | $0 | – | -500 | – | -0.00% | – |
| WLL | Exit | WHITING PETE CORP NEWcall | $0 | – | -3,100 | – | -0.01% | – |
| WPX | Exit | WPX ENERGY INCcall | $0 | – | -2,500 | – | -0.01% | – |
| CLR | Exit | CONTINENTAL RESOURCES INCcall | $0 | – | -1,000 | – | -0.01% | – |
| WPX | Exit | WPX ENERGY INCput | $0 | – | -2,000 | – | -0.01% | – |
| PXD | Exit | PIONEER NAT RES COput | $0 | – | -200 | – | -0.01% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -3,000 | – | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INCput | $0 | – | -4,275 | – | -0.01% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INCput | $0 | – | -1,240 | – | -0.01% | – |
| BG | Exit | BUNGE LIMITEDcall | $0 | – | -2,500 | – | -0.01% | – |
| TXN | Exit | TEXAS INSTRS INCput | $0 | – | -1,775 | – | -0.01% | – |
| QEP | Exit | QEP RES INCcall | $0 | – | -3,100 | – | -0.01% | – |
| AA | Exit | ALCOA CORP | $0 | – | -16,666 | – | -0.01% | – |
| AFSI | Exit | AMTRUST FINL SVCS INCput | $0 | – | -10,000 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -6,000 | – | -0.01% | – |
| VXX | Exit | BARCLAYS BK PLCcall | $0 | – | -31,000 | – | -0.02% | – |
| COVS | Exit | COVISINT CORP | $0 | – | -900,000 | – | -0.03% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -30,578 | – | -0.03% | – |
| CIEIQ | Exit | COBALT INTL ENERGY INC | $0 | – | -1,253,903 | – | -0.04% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -52,300 | – | -0.05% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -41,434 | – | -0.07% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -69,860 | – | -0.08% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -58,950 | – | -0.10% | – |
| DCT | Exit | DCT INDUSTRIAL TRUST INC | $0 | – | -143,044 | – | -0.11% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -1,500,267 | – | -0.14% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -58,442 | – | -0.14% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -151,500 | – | -0.14% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -482,765 | – | -0.14% | – |
| IIVI | Exit | II VI INC | $0 | – | -291,200 | – | -0.14% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -600,000 | – | -0.15% | – |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -9,000,000 | – | -0.16% | – | |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -235,300 | – | -0.17% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -40,000 | – | -0.18% | – |
| ELF | Exit | E L F BEAUTY INC | $0 | – | -466,722 | – | -0.18% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -272,800 | – | -0.19% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -295,200 | – | -0.20% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -114,697 | – | -0.20% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -186,930 | – | -0.20% | – |
| PFE | Exit | PFIZER INC | $0 | – | -426,211 | – | -0.20% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -113,975 | – | -0.21% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -576,000 | – | -0.21% | – |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -11,000,000 | – | -0.21% | – | |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -175,814 | – | -0.21% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -288,643 | – | -0.22% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -346,946 | – | -0.22% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -169,025 | – | -0.22% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -94,700 | – | -0.22% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -235,000 | – | -0.22% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -66,341 | – | -0.23% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -163,568 | – | -0.24% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -988,000 | – | -0.24% | – |
| EDR | Exit | EDUCATION RLTY TR INC | $0 | – | -448,228 | – | -0.25% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -250,175 | – | -0.25% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -608,400 | – | -0.27% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -330,600 | – | -0.31% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -781,993 | – | -0.31% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -1,350,000 | – | -0.32% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -581,004 | – | -0.32% | – |
| EIX | Exit | EDISON INTL | $0 | – | -291,250 | – | -0.32% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -311,050 | – | -0.33% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -550,000 | – | -0.33% | – |
| MYL | Exit | MYLAN N V | $0 | – | -599,217 | – | -0.33% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -293,800 | – | -0.37% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -599,900 | – | -0.38% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,084,796 | – | -0.39% | – |
| VALEP | Exit | VALE S Aadr repstg pfd | $0 | – | -3,410,000 | – | -0.40% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -864,170 | – | -0.42% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -647,589 | – | -0.42% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -872,328 | – | -0.42% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -490,350 | – | -0.42% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -762,820 | – | -0.45% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -725,000 | – | -0.46% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -629,885 | – | -0.46% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -1,262,219 | – | -0.48% | – |
| WOOF | Exit | VCA INC | $0 | – | -410,700 | – | -0.54% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -1,335,092 | – | -0.55% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -635,345 | – | -0.60% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -326,000 | – | -0.60% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -535,000 | – | -0.62% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -664,562 | – | -0.62% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -351,975 | – | -0.64% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -1,014,690 | – | -0.66% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -1,814,900 | – | -0.74% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -968,787 | – | -0.77% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -356,063 | – | -0.77% | – |
| ALR | Exit | ALERE INC | $0 | – | -1,200,000 | – | -0.86% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -8,121,218 | – | -0.96% | – |
| CAB | Exit | CABELAS INC | $0 | – | -1,216,000 | – | -1.03% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -698,757 | – | -1.26% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -3,489,000 | – | -3.13% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TWX | New | TIME WARNER INC | $312,376,000 | – | 3,111,000 | – | 4.46% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $219,109,000 | – | 3,489,000 | – | 3.13% | – |
| BCR | New | BARD C R INC | $216,851,000 | – | 686,000 | – | 3.10% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $202,450,000 | – | 3,414,000 | – | 2.89% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $193,070,000 | – | 1,764,000 | – | 2.76% | – |
| BG | New | BUNGE LIMITED | $180,055,000 | – | 2,413,600 | – | 2.57% | – |
| AABA | New | ALTABA INC | $160,136,000 | – | 2,939,350 | – | 2.29% | – |
| RICE | New | RICE ENERGY INC | $129,243,000 | – | 4,853,279 | – | 1.84% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $127,610,000 | – | 10,000,787 | – | 1.82% | – |
| MON | New | MONSANTO CO NEW | $95,990,000 | – | 811,000 | – | 1.37% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $92,129,000 | – | 1,676,600 | – | 1.32% | – |
| TRV | New | TRAVELERS COMPANIES INC | $88,414,000 | – | 698,757 | – | 1.26% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $83,527,000 | – | 1,933,948 | – | 1.19% | – |
| PUMP | New | PROPETRO HLDG CORP | $82,211,000 | – | 6,346,591 | – | 1.17% | – |
| CAB | New | CABELAS INC | $72,255,000 | – | 1,216,000 | – | 1.03% | – |
| STI | New | SUNTRUST BKS INC | $69,529,000 | – | 1,225,832 | – | 0.99% | – |
| CIEN | New | CIENA CORP | $67,799,000 | – | 2,709,800 | – | 0.97% | – |
| DYN | New | DYNEGY INC NEW DEL | $67,162,000 | – | 8,121,218 | – | 0.96% | – |
| PAYX | New | PAYCHEX INC | $64,881,000 | – | 1,139,457 | – | 0.93% | – |
| CI | New | CIGNA CORPORATION | $61,947,000 | – | 370,075 | – | 0.88% | – |
| MET | New | METLIFE INC | $60,220,000 | – | 1,096,108 | – | 0.86% | – |
| ALR | New | ALERE INC | $60,228,000 | – | 1,200,000 | – | 0.86% | – |
| PE | New | PARSLEY ENERGY INCcl a | $55,913,000 | – | 2,014,879 | – | 0.80% | – |
| AET | New | AETNA INC NEW | $54,061,000 | – | 356,063 | – | 0.77% | – |
| V | New | VISA INC | $53,820,000 | – | 573,893 | – | 0.77% | – |
| WFC | New | WELLS FARGO CO NEW | $53,680,000 | – | 968,787 | – | 0.77% | – |
| NFX | New | NEWFIELD EXPL CO | $51,652,000 | – | 1,814,900 | – | 0.74% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $51,582,000 | – | 1,058,099 | – | 0.74% | – |
| FB | New | FACEBOOK INCcl a | $50,696,000 | – | 335,779 | – | 0.72% | – |
| VVV | New | VALVOLINE INC | $50,357,000 | – | 2,122,992 | – | 0.72% | – |
| OMF | New | ONEMAIN HLDGS INC | $49,184,000 | – | 2,000,174 | – | 0.70% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $48,610,000 | – | 3,527,600 | – | 0.69% | – |
| ALLY | New | ALLY FINL INC | $46,381,000 | – | 2,219,200 | – | 0.66% | – |
| APC | New | ANADARKO PETE CORP | $46,006,000 | – | 1,014,690 | – | 0.66% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $45,325,000 | – | 3,500,000 | – | 0.65% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $45,194,000 | – | 351,975 | – | 0.64% | – |
| PXD | New | PIONEER NAT RES CO | $44,061,000 | – | 276,107 | – | 0.63% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $43,748,000 | – | 664,562 | – | 0.62% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $43,630,000 | – | 16,000,000 | – | 0.62% | – | |
| SLAB | New | SILICON LABORATORIES INC | $43,581,000 | – | 637,608 | – | 0.62% | – |
| MCD | New | MCDONALDS CORP | $43,350,000 | – | 283,037 | – | 0.62% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $43,180,000 | – | 535,000 | – | 0.62% | – |
| SYY | New | SYSCO CORP | $42,999,000 | – | 854,346 | – | 0.61% | – |
| Y | New | ALLEGHANY CORP DEL | $42,668,000 | – | 71,735 | – | 0.61% | – |
| PK | New | PARK HOTELS RESORTS INC | $42,376,000 | – | 1,571,800 | – | 0.60% | – |
| KMB | New | KIMBERLY CLARK CORP | $42,090,000 | – | 326,000 | – | 0.60% | – |
| RRC | New | RANGE RES CORP | $41,995,000 | – | 1,812,453 | – | 0.60% | – |
| SLB | New | SCHLUMBERGER LTD | $41,831,000 | – | 635,345 | – | 0.60% | – |
| LOW | New | LOWES COS INC | $40,502,000 | – | 522,400 | – | 0.58% | – |
| LW | New | LAMB WESTON HLDGS INC | $40,417,000 | – | 917,726 | – | 0.58% | – |
| XPER | New | XPERI CORP | $40,263,000 | – | 1,351,094 | – | 0.58% | – |
| TPH | New | TRI POINTE GROUP INC | $39,567,000 | – | 2,999,748 | – | 0.56% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $39,125,000 | – | 876,069 | – | 0.56% | – |
| CNQ | New | CANADIAN NAT RES LTD | $38,504,000 | – | 1,335,092 | – | 0.55% | – |
| RHT | New | RED HAT INC | $38,330,000 | – | 400,309 | – | 0.55% | – |
| WOOF | New | VCA INC | $37,912,000 | – | 410,700 | – | 0.54% | – |
| WPX | New | WPX ENERGY INC | $37,402,000 | – | 3,871,847 | – | 0.53% | – |
| SO | New | SOUTHERN CO | $37,270,000 | – | 778,400 | – | 0.53% | – |
| YUM | New | YUM BRANDS INC | $36,902,000 | – | 500,293 | – | 0.53% | – |
| HAL | New | HALLIBURTON CO | $36,220,000 | – | 848,053 | – | 0.52% | – |
| CL | New | COLGATE PALMOLIVE CO | $35,412,000 | – | 477,703 | – | 0.51% | – |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $33,790,000 | – | 829,825 | – | 0.48% | – |
| EXTN | New | EXTERRAN CORP | $33,701,000 | – | 1,262,219 | – | 0.48% | – |
| LDOS | New | LEIDOS HLDGS INC | $32,559,000 | – | 629,885 | – | 0.46% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $32,487,000 | – | 725,000 | – | 0.46% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $31,565,000 | – | 762,820 | – | 0.45% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $31,472,000 | – | 515,000 | – | 0.45% | – |
| CMA | New | COMERICA INC | $30,469,000 | – | 416,014 | – | 0.44% | – |
| DXC | New | DXC TECHNOLOGY CO | $29,781,000 | – | 388,178 | – | 0.42% | – |
| ES | New | EVERSOURCE ENERGY | $29,769,000 | – | 490,350 | – | 0.42% | – |
| HRL | New | HORMEL FOODS CORP | $29,755,000 | – | 872,328 | – | 0.42% | – |
| MSFT | New | MICROSOFT CORP | $29,723,000 | – | 431,200 | – | 0.42% | – |
| XEL | New | XCEL ENERGY INC | $29,711,000 | – | 647,589 | – | 0.42% | – |
| SFR | New | COLONY STARWOOD HOMES | $29,650,000 | – | 864,170 | – | 0.42% | – |
| AROC | New | ARCHROCK INC | $29,489,000 | – | 2,586,724 | – | 0.42% | – |
| HRTX | New | HERON THERAPEUTICS INC | $29,013,000 | – | 2,094,795 | – | 0.41% | – |
| New | CITRIX SYS INCnote 0.500% 4/1 | $28,877,000 | – | 24,000,000 | – | 0.41% | – | |
| VR | New | VALIDUS HOLDINGS LTD | $28,691,000 | – | 552,075 | – | 0.41% | – |
| VALEP | New | VALE S Aadr repstg pfd | $27,792,000 | – | 3,410,000 | – | 0.40% | – |
| NI | New | NISOURCE INC | $27,510,000 | – | 1,084,796 | – | 0.39% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $26,450,000 | – | 599,900 | – | 0.38% | – |
| DHI | New | D R HORTON INC | $26,235,000 | – | 758,900 | – | 0.38% | – |
| DOC | New | PHYSICIANS RLTY TR | $26,255,000 | – | 1,303,640 | – | 0.38% | – |
| MDT | New | MEDTRONIC PLC | $26,075,000 | – | 293,800 | – | 0.37% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $25,691,000 | – | 1,436,026 | – | 0.37% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $25,007,000 | – | 323,084 | – | 0.36% | – |
| KHC | New | KRAFT HEINZ CO | $24,836,000 | – | 290,000 | – | 0.36% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $24,730,000 | – | 16,500,000 | – | 0.35% | – | |
| VSI | New | VITAMIN SHOPPE INC | $24,025,000 | – | 2,062,229 | – | 0.34% | – |
| STAG | New | STAG INDL INC | $23,264,000 | – | 842,889 | – | 0.33% | – |
| MYL | New | MYLAN N V | $23,262,000 | – | 599,217 | – | 0.33% | – |
| MO | New | ALTRIA GROUP INC | $23,164,000 | – | 311,050 | – | 0.33% | – |
| WFM | New | WHOLE FOODS MKT INC | $23,161,000 | – | 550,000 | – | 0.33% | – |
| EIX | New | EDISON INTL | $22,773,000 | – | 291,250 | – | 0.32% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $22,717,000 | – | 581,004 | – | 0.32% | – |
| NAVI | New | NAVIENT CORPORATION | $22,478,000 | – | 1,350,000 | – | 0.32% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $22,481,000 | – | 767,800 | – | 0.32% | – |
| BUFF | New | BLUE BUFFALO PET PRODS INC | $22,365,000 | – | 980,500 | – | 0.32% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $22,231,000 | – | 1,340,000 | – | 0.32% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $22,031,000 | – | 15,000,000 | – | 0.32% | – | |
| BAC | New | BANK AMER CORP | $22,011,000 | – | 907,300 | – | 0.31% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $21,677,000 | – | 781,993 | – | 0.31% | – |
| RHI | New | ROBERT HALF INTL INC | $21,698,000 | – | 452,700 | – | 0.31% | – |
| New | PALO ALTO NETWORKS INCnote 7/0 | $21,693,000 | – | 16,506,000 | – | 0.31% | – | |
| XLE | New | SELECT SECTOR SPDR TRenergy | $21,463,000 | – | 330,600 | – | 0.31% | – |
| XLNX | New | XILINX INC | $21,224,000 | – | 329,972 | – | 0.30% | – |
| ORI | New | OLD REP INTL CORP | $21,192,000 | – | 1,085,100 | – | 0.30% | – |
| MANH | New | MANHATTAN ASSOCS INC | $20,560,000 | – | 427,800 | – | 0.29% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $19,799,000 | – | 12,000,000 | – | 0.28% | – | |
| EPC | New | EDGEWELL PERS CARE CO | $19,769,000 | – | 260,052 | – | 0.28% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $19,387,000 | – | 119,850 | – | 0.28% | – |
| IPGP | New | IPG PHOTONICS CORP | $19,420,000 | – | 133,840 | – | 0.28% | – |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $19,114,000 | – | 14,000,000 | – | 0.27% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $19,030,000 | – | 15,000,000 | – | 0.27% | – | |
| FIS | New | FIDELITY NATL INFORMATION SV | $19,040,000 | – | 222,950 | – | 0.27% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $18,970,000 | – | 608,400 | – | 0.27% | – |
| DRE | New | DUKE REALTY CORP | $18,564,000 | – | 664,200 | – | 0.26% | – |
| CYBR | New | CYBERARK SOFTWARE LTD | $18,297,000 | – | 366,300 | – | 0.26% | – |
| PLXS | New | PLEXUS CORP | $18,085,000 | – | 344,012 | – | 0.26% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $17,910,000 | – | 416,810 | – | 0.26% | – |
| PNW | New | PINNACLE WEST CAP CORP | $17,657,000 | – | 207,340 | – | 0.25% | – |
| DLTR | New | DOLLAR TREE INC | $17,492,000 | – | 250,175 | – | 0.25% | – |
| EDR | New | EDUCATION RLTY TR INC | $17,369,000 | – | 448,228 | – | 0.25% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $17,188,000 | – | 171,575 | – | 0.24% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $17,175,000 | – | 142,565 | – | 0.24% | – |
| PSA | New | PUBLIC STORAGE | $17,136,000 | – | 82,175 | – | 0.24% | – |
| FOR | New | FORESTAR GROUP INC | $16,944,000 | – | 988,000 | – | 0.24% | – |
| CMRE | New | COSTAMARE INC | $16,827,000 | – | 2,301,863 | – | 0.24% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $16,545,000 | – | 163,568 | – | 0.24% | – |
| INXN | New | INTERXION HOLDING N.V | $16,536,000 | – | 361,195 | – | 0.24% | – |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $16,477,000 | – | 638,880 | – | 0.24% | – |
| REXR | New | REXFORD INDL RLTY INC | $16,170,000 | – | 589,275 | – | 0.23% | – |
| AGN | New | ALLERGAN PLC | $16,127,000 | – | 66,341 | – | 0.23% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $16,128,000 | – | 654,300 | – | 0.23% | – |
| CPE | New | CALLON PETE CO DEL | $15,882,000 | – | 1,496,872 | – | 0.23% | – |
| CAA | New | CALATLANTIC GROUP INC | $15,779,000 | – | 446,378 | – | 0.22% | – |
| CAVM | New | CAVIUM INC | $15,744,000 | – | 253,405 | – | 0.22% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $15,636,000 | – | 1,060,052 | – | 0.22% | – |
| PNR | New | PENTAIR PLC | $15,637,000 | – | 235,000 | – | 0.22% | – |
| MCK | New | MCKESSON CORP | $15,582,000 | – | 94,700 | – | 0.22% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $15,400,000 | – | 169,025 | – | 0.22% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $15,439,000 | – | 73,500 | – | 0.22% | – |
| SNV | New | SYNOVUS FINL CORP | $15,349,000 | – | 346,946 | – | 0.22% | – |
| SUI | New | SUN CMNTYS INC | $15,271,000 | – | 174,153 | – | 0.22% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $15,174,000 | – | 288,643 | – | 0.22% | – |
| PEP | New | PEPSICO INC | $14,855,000 | – | 128,625 | – | 0.21% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $14,615,000 | – | 1,018,483 | – | 0.21% | – |
| OMC | New | OMNICOM GROUP INC | $14,575,000 | – | 175,814 | – | 0.21% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $14,579,000 | – | 407,800 | – | 0.21% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $14,587,000 | – | 11,000,000 | – | 0.21% | – | |
| CRM | New | SALESFORCE COM INC | $14,568,000 | – | 168,226 | – | 0.21% | – |
| CBS | New | CBS CORP NEWcl b | $14,491,000 | – | 227,200 | – | 0.21% | – |
| ASB | New | ASSOCIATED BANC CORP | $14,515,000 | – | 576,000 | – | 0.21% | – |
| VMC | New | VULCAN MATLS CO | $14,438,000 | – | 113,975 | – | 0.21% | – |
| CUBE | New | CUBESMART | $14,277,000 | – | 593,900 | – | 0.20% | – |
| PFE | New | PFIZER INC | $14,316,000 | – | 426,211 | – | 0.20% | – |
| GPT | New | GRAMERCY PPTY TR | $14,158,000 | – | 476,537 | – | 0.20% | – |
| UMBF | New | UMB FINL CORP | $13,994,000 | – | 186,930 | – | 0.20% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $13,955,000 | – | 114,697 | – | 0.20% | – |
| FHB | New | FIRST HAWAIIAN INC | $13,785,000 | – | 450,200 | – | 0.20% | – |
| CMS | New | CMS ENERGY CORP | $13,653,000 | – | 295,200 | – | 0.20% | – |
| PX | New | PRAXAIR INC | $13,441,000 | – | 101,400 | – | 0.19% | – |
| LNG | New | CHENIERE ENERGY INC | $13,288,000 | – | 272,800 | – | 0.19% | – |
| M | New | MACYS INC | $13,251,000 | – | 570,200 | – | 0.19% | – |
| ELF | New | E L F BEAUTY INC | $12,700,000 | – | 466,722 | – | 0.18% | – |
| PNRA | New | PANERA BREAD COcl a | $12,586,000 | – | 40,000 | – | 0.18% | – |
| EOG | New | EOG RES INC | $12,620,000 | – | 139,419 | – | 0.18% | – |
| NYRT | New | NEW YORK REIT INC | $12,410,000 | – | 1,436,307 | – | 0.18% | – |
| AAPL | New | APPLE INC | $12,334,000 | – | 85,644 | – | 0.18% | – |
| SABR | New | SABRE CORP | $12,272,000 | – | 563,700 | – | 0.18% | – |
| STOR | New | STORE CAP CORP | $12,141,000 | – | 540,800 | – | 0.17% | – |
| MAA | New | MID AMER APT CMNTYS INC | $12,052,000 | – | 114,371 | – | 0.17% | – |
| BK | New | BANK NEW YORK MELLON CORP | $12,005,000 | – | 235,300 | – | 0.17% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $11,909,000 | – | 123,541 | – | 0.17% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $11,926,000 | – | 82,700 | – | 0.17% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $11,798,000 | – | 159,800 | – | 0.17% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $11,735,000 | – | 954,070 | – | 0.17% | – |
| New | TESLA INCnote 2.375% 3/1 | $11,332,000 | – | 9,000,000 | – | 0.16% | – | |
| IPHI | New | INPHI CORP | $10,923,000 | – | 318,457 | – | 0.16% | – |
| NRG | New | NRG ENERGY INC | $10,332,000 | – | 600,000 | – | 0.15% | – |
| AMAT | New | APPLIED MATLS INC | $10,332,000 | – | 250,113 | – | 0.15% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $10,245,000 | – | 179,888 | – | 0.15% | – |
| HUN | New | HUNTSMAN CORP | $10,078,000 | – | 390,000 | – | 0.14% | – |
| IIVI | New | II VI INC | $9,988,000 | – | 291,200 | – | 0.14% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $9,877,000 | – | 482,765 | – | 0.14% | – |
| MRK | New | MERCK & CO INC | $9,710,000 | – | 151,500 | – | 0.14% | – |
| SHPG | New | SHIRE PLCsponsored adr | $9,659,000 | – | 58,442 | – | 0.14% | – |
| CZZ | New | COSAN LTD | $9,617,000 | – | 1,500,267 | – | 0.14% | – |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $9,479,000 | – | 8,000,000 | – | 0.14% | – | |
| AZO | New | AUTOZONE INC | $9,384,000 | – | 16,450 | – | 0.13% | – |
| JACK | New | JACK IN THE BOX INC | $8,535,000 | – | 86,650 | – | 0.12% | – |
| CE | New | CELANESE CORP DEL | $8,165,000 | – | 86,000 | – | 0.12% | – |
| AL | New | AIR LEASE CORPcl a | $8,077,000 | – | 216,200 | – | 0.12% | – |
| ARD | New | ARDAGH GROUP S Acl a | $7,959,000 | – | 352,000 | – | 0.11% | – |
| DCT | New | DCT INDUSTRIAL TRUST INC | $7,644,000 | – | 143,044 | – | 0.11% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $7,229,000 | – | 235,000 | – | 0.10% | – |
| SJM | New | SMUCKER J M CO | $6,976,000 | – | 58,950 | – | 0.10% | – |
| FNSR | New | FINISAR CORP | $6,235,000 | – | 240,000 | – | 0.09% | – |
| BXC | New | BLUELINX HLDGS INC | $6,197,000 | – | 566,416 | – | 0.09% | – |
| PF | New | PINNACLE FOODS INC DEL | $5,940,000 | – | 100,000 | – | 0.08% | – |
| CTXS | New | CITRIX SYS INC | $5,559,000 | – | 69,860 | – | 0.08% | – |
| OUT | New | OUTFRONT MEDIA INC | $5,361,000 | – | 231,865 | – | 0.08% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $5,058,000 | – | 41,434 | – | 0.07% | – |
| THC | New | TENET HEALTHCARE CORP | $4,835,000 | – | 250,000 | – | 0.07% | – |
| VRS | New | VERSO CORPcl a | $4,784,000 | – | 1,020,000 | – | 0.07% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $4,666,000 | – | 59,850 | – | 0.07% | – |
| New | GNC HLDGS INCnote 1.500% 8/1 | $4,673,000 | – | 7,000,000 | – | 0.07% | – | |
| CFCO | New | CF CORP | $4,500,000 | – | 400,000 | – | 0.06% | – |
| GPRE | New | GREEN PLAINS INC | $4,357,000 | – | 212,000 | – | 0.06% | – |
| BACWSA | New | BANK AMER CORP*w exp 01/16/201 | $3,696,000 | – | 307,000 | – | 0.05% | – |
| ARCH | New | ARCH COAL INCcl a | $3,572,000 | – | 52,300 | – | 0.05% | – |
| SFM | New | SPROUTS FMRS MKT INC | $3,395,000 | – | 149,751 | – | 0.05% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $3,334,000 | – | 146,665 | – | 0.05% | – |
| CIEIQ | New | COBALT INTL ENERGY INC | $3,097,000 | – | 1,253,903 | – | 0.04% | – |
| LPCN | New | LIPOCINE INC NEW | $2,412,000 | – | 600,000 | – | 0.03% | – |
| WMT | New | WAL-MART STORES INC | $2,314,000 | – | 30,578 | – | 0.03% | – |
| COVS | New | COVISINT CORP | $2,205,000 | – | 900,000 | – | 0.03% | – |
| TSLA | New | TESLA INCput | $2,131,000 | – | 2,400 | – | 0.03% | – |
| AKS | New | AK STL HLDG CORP | $1,905,000 | – | 290,000 | – | 0.03% | – |
| IWM | New | ISHARES TRput | $1,876,000 | – | 3,325 | – | 0.03% | – |
| L100PS | New | ARCONIC INC | $1,132,000 | – | 49,998 | – | 0.02% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,019,000 | – | 125,200 | – | 0.02% | – |
| VXX | New | BARCLAYS BK PLCcall | $1,054,000 | – | 31,000 | – | 0.02% | – |
| JCPNQ | New | PENNEY J C INCput | $909,000 | – | 6,000 | – | 0.01% | – |
| DHT | New | DHT HOLDINGS INC | $778,000 | – | 187,408 | – | 0.01% | – |
| GNRT | New | GENER8 MARITIME INC | $700,000 | – | 123,004 | – | 0.01% | – |
| C | New | CITIGROUP INC | $697,000 | – | 10,424 | – | 0.01% | – |
| BID | New | SOTHEBYSput | $641,000 | – | 750 | – | 0.01% | – |
| AA | New | ALCOA CORP | $544,000 | – | 16,666 | – | 0.01% | – |
| AFSI | New | AMTRUST FINL SVCS INCput | $575,000 | – | 10,000 | – | 0.01% | – |
| GNCIQ | New | GNC HLDGS INCput | $499,000 | – | 3,500 | – | 0.01% | – |
| QEP | New | QEP RES INCcall | $519,000 | – | 3,100 | – | 0.01% | – |
| BG | New | BUNGE LIMITEDcall | $400,000 | – | 2,500 | – | 0.01% | – |
| C | New | CITIGROUP INCcall | $441,000 | – | 3,000 | – | 0.01% | – |
| SWKS | New | SKYWORKS SOLUTIONS INCput | $440,000 | – | 1,240 | – | 0.01% | – |
| TXN | New | TEXAS INSTRS INCput | $410,000 | – | 1,775 | – | 0.01% | – |
| MU | New | MICRON TECHNOLOGY INCput | $391,000 | – | 4,275 | – | 0.01% | – |
| WLL | New | WHITING PETE CORP NEWcall | $335,000 | – | 3,100 | – | 0.01% | – |
| WPX | New | WPX ENERGY INCput | $345,000 | – | 2,000 | – | 0.01% | – |
| CLR | New | CONTINENTAL RESOURCES INCcall | $365,000 | – | 1,000 | – | 0.01% | – |
| WPX | New | WPX ENERGY INCcall | $369,000 | – | 2,500 | – | 0.01% | – |
| PXD | New | PIONEER NAT RES COput | $329,000 | – | 200 | – | 0.01% | – |
| CLR | New | CONTINENTAL RESOURCES INCput | $248,000 | – | 500 | – | 0.00% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $281,000 | – | 1,500 | – | 0.00% | – |
| EOG | New | EOG RES INCput | $258,000 | – | 400 | – | 0.00% | – |
| AMAT | New | APPLIED MATLS INCput | $295,000 | – | 3,615 | – | 0.00% | – |
| AVGO | New | BROADCOM LTDput | $261,000 | – | 630 | – | 0.00% | – |
| SPLS | New | STAPLES INCput | $75,000 | – | 10,000 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $65,000 | – | 3,333,568 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $0 | – | -3,394,977 | – | 0.00% | – |
| SYY | Exit | SYSCO CORPput | $0 | – | -1,543 | – | -0.00% | – |
| HSIC | Exit | SCHEIN HENRY INCput | $0 | – | -464 | – | -0.00% | – |
| NI | Exit | NISOURCE INCput | $0 | – | -3,196 | – | -0.00% | – |
| BG | Exit | BUNGE LIMITEDcall | $0 | – | -1,800 | – | -0.00% | – |
| MCD | Exit | MCDONALDS CORPput | $0 | – | -614 | – | -0.00% | – |
| DLR | Exit | DIGITAL RLTY TR INCput | $0 | – | -634 | – | -0.00% | – |
| VMC | Exit | VULCAN MATLS COput | $0 | – | -479 | – | -0.00% | – |
| LOW | Exit | LOWES COS INCput | $0 | – | -935 | – | -0.00% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -20,000 | – | -0.00% | – |
| WEC | Exit | WEC ENERGY GROUP INCput | $0 | – | -1,023 | – | -0.00% | – |
| COR | Exit | CORESITE RLTY CORPput | $0 | – | -904 | – | -0.01% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -14,764 | – | -0.01% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -2,500 | – | -0.01% | – |
| BATRK | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -30,474 | – | -0.01% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -5,445 | – | -0.01% | – |
| COVS | Exit | COVISINT CORP | $0 | – | -400,000 | – | -0.01% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -50,000 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -8,500 | – | -0.01% | – |
| DHG | Exit | DEUTSCHE HIGH INCOME OPPORT | $0 | – | -100,033 | – | -0.02% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -15,700 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -280,000 | – | -0.02% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -72,727 | – | -0.02% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -87,800 | – | -0.02% | – |
| LPCN | Exit | LIPOCINE INC NEW | $0 | – | -420,000 | – | -0.02% | – |
| Exit | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $0 | – | -2,000,000 | – | -0.02% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -10,000 | – | -0.02% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -425,000 | – | -0.03% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -3,000 | – | -0.03% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -109,310 | – | -0.03% | – |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -153,333 | – | -0.03% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -109,200 | – | -0.03% | – |
| TSLA | Exit | TESLA MTRS INCput | $0 | – | -5,500 | – | -0.04% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -551,000 | – | -0.04% | – |
| FSD | Exit | FIRST TR HIGH INCOME L/S FD | $0 | – | -200,000 | – | -0.04% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -250,000 | – | -0.04% | – |
| HIO | Exit | WESTERN ASSET HIGH INCM OPP | $0 | – | -654,945 | – | -0.04% | – |
| HSNI | Exit | HSN INC | $0 | – | -86,700 | – | -0.04% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -300,000 | – | -0.04% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -400,000 | – | -0.04% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -58,962 | – | -0.05% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -100,000 | – | -0.05% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -226,000 | – | -0.06% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -162,259 | – | -0.06% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -1,350,000 | – | -0.06% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -165,000 | – | -0.06% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -96,310 | – | -0.07% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -42,319 | – | -0.07% | – |
| ARMK | Exit | ARAMARK | $0 | – | -148,100 | – | -0.07% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -18,400 | – | -0.07% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -65,850 | – | -0.07% | – |
| BWLD | Exit | BUFFALO WILD WINGS INC | $0 | – | -41,275 | – | -0.07% | – |
| WCIC | Exit | WCI CMNTYS INC | $0 | – | -250,000 | – | -0.08% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -925,000 | – | -0.08% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -307,700 | – | -0.08% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -748,420 | – | -0.08% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -282,008 | – | -0.09% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -69,175 | – | -0.09% | – |
| OA | Exit | ORBITAL ATK INC | $0 | – | -92,625 | – | -0.09% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -110,422 | – | -0.09% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -113,900 | – | -0.09% | – |
| MYL | Exit | MYLAN N V | $0 | – | -202,282 | – | -0.10% | – |
| KO | Exit | COCA COLA CO | $0 | – | -182,082 | – | -0.10% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -89,100 | – | -0.10% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -253,000 | – | -0.10% | – |
| TRU | Exit | TRANSUNION | $0 | – | -248,900 | – | -0.11% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -269,000 | – | -0.11% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -136,700 | – | -0.11% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -167,300 | – | -0.12% | – |
| CQH | Exit | CHENIERE ENERGY PTNRS LP HLD | $0 | – | -410,000 | – | -0.12% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -252,054 | – | -0.12% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -77,718 | – | -0.12% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -81,625 | – | -0.12% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -117,000 | – | -0.12% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -198,128 | – | -0.13% | – |
| NATL | Exit | NATIONAL INTERSTATE CORP | $0 | – | -312,400 | – | -0.13% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -156,900 | – | -0.13% | – |
| ICLR | Exit | ICON PLC | $0 | – | -134,400 | – | -0.13% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -144,897 | – | -0.13% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -1,164,500 | – | -0.14% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -152,100 | – | -0.14% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -164,000 | – | -0.14% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -86,550 | – | -0.15% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -891,609 | – | -0.15% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -95,125 | – | -0.15% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -348,098 | – | -0.15% | – |
| BATS | Exit | BATS GLOBAL MKTS INC | $0 | – | -400,000 | – | -0.15% | – |
| K | Exit | KELLOGG CO | $0 | – | -155,800 | – | -0.15% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -289,898 | – | -0.15% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -45,220 | – | -0.16% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -85,440 | – | -0.16% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -222,409 | – | -0.16% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -342,900 | – | -0.16% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -347,500 | – | -0.17% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -181,850 | – | -0.17% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -483,215 | – | -0.18% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -297,500 | – | -0.18% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -178,329 | – | -0.18% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,200,192 | – | -0.18% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -313,335 | – | -0.18% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -483,900 | – | -0.19% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -377,400 | – | -0.19% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -130,100 | – | -0.19% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -1,500,000 | – | -0.19% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -244,300 | – | -0.19% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -323,000 | – | -0.19% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -661,167 | – | -0.19% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -400,000 | – | -0.19% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -258,000 | – | -0.19% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -2,000,000 | – | -0.20% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -433,700 | – | -0.20% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -281,200 | – | -0.20% | – |
| SCNB | Exit | SUFFOLK BANCORP | $0 | – | -446,600 | – | -0.20% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -218,933 | – | -0.20% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -318,150 | – | -0.20% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -341,359 | – | -0.20% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -370,000 | – | -0.20% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -276,926 | – | -0.20% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -181,225 | – | -0.21% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -351,800 | – | -0.21% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -199,200 | – | -0.21% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -465,600 | – | -0.22% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -92,275 | – | -0.22% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -408,775 | – | -0.22% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -337,400 | – | -0.22% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -535,400 | – | -0.23% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -249,500 | – | -0.23% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -383,900 | – | -0.23% | – |
| EBAY | Exit | EBAY INC | $0 | – | -548,926 | – | -0.23% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -390,943 | – | -0.23% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -220,900 | – | -0.24% | – |
| XXIA | Exit | IXIA | $0 | – | -1,500,000 | – | -0.24% | – |
| VA | Exit | VIRGIN AMER INC | $0 | – | -355,000 | – | -0.24% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -153,375 | – | -0.24% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -774,698 | – | -0.24% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -362,984 | – | -0.24% | – |
| PHH | Exit | PHH CORP | $0 | – | -1,344,899 | – | -0.25% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -16,000,000 | – | -0.26% | – | |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -214,700 | – | -0.26% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -308,350 | – | -0.26% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -18,500,000 | – | -0.27% | – | |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -2,150,000 | – | -0.27% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -605,000 | – | -0.27% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -297,525 | – | -0.29% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -286,900 | – | -0.29% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -820,000 | – | -0.29% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -3,200,000 | – | -0.29% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -315,000 | – | -0.29% | – |
| COTY | Exit | COTY INC | $0 | – | -1,010,700 | – | -0.30% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -1,750,000 | – | -0.30% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -621,300 | – | -0.30% | – |
| ALR | Exit | ALERE INC | $0 | – | -550,000 | – | -0.30% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -249,025 | – | -0.30% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,986,800 | – | -0.31% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -276,547 | – | -0.31% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -592,800 | – | -0.32% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -577,800 | – | -0.32% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -16,506,000 | – | -0.32% | – | |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -197,350 | – | -0.32% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -270,900 | – | -0.32% | – |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -21,200,000 | – | -0.32% | – | |
| RHT | Exit | RED HAT INC | $0 | – | -321,550 | – | -0.33% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -500,043 | – | -0.33% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -363,772 | – | -0.33% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -458,400 | – | -0.33% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -3,758,915 | – | -0.34% | – |
| PCG | Exit | PG&E CORP | $0 | – | -438,200 | – | -0.34% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -743,810 | – | -0.34% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -235,000 | – | -0.34% | – |
| CMA | Exit | COMERICA INC | $0 | – | -573,269 | – | -0.34% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -497,200 | – | -0.34% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -28,000,000 | – | -0.36% | – | |
| XLNX | Exit | XILINX INC | $0 | – | -520,200 | – | -0.36% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -1,806,858 | – | -0.36% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -18,000,000 | – | -0.36% | – | |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -310,248 | – | -0.37% | – |
| INTU | Exit | INTUIT | $0 | – | -274,400 | – | -0.38% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -645,240 | – | -0.39% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -782,620 | – | -0.40% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -280,310 | – | -0.40% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -835,382 | – | -0.41% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -850,000 | – | -0.41% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -3,900,000 | – | -0.42% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -1,278,133 | – | -0.42% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -2,868,458 | – | -0.42% | – |
| AAPL | Exit | APPLE INC | $0 | – | -296,650 | – | -0.42% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -1,154,353 | – | -0.43% | – |
| PAGP | Exit | PLAINS GP HLDGS L P | $0 | – | -2,646,551 | – | -0.43% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -1,258,932 | – | -0.45% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -443,875 | – | -0.45% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -306,075 | – | -0.45% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -28,762,638 | – | -0.45% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -1,596,794 | – | -0.46% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORP | $0 | – | -615,000 | – | -0.46% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -3,006,672 | – | -0.46% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -20,000,000 | – | -0.46% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -16,000,000 | – | -0.46% | – | |
| NTCT | Exit | NETSCOUT SYS INC | $0 | – | -1,271,294 | – | -0.47% | – |
| V | Exit | VISA INC | $0 | – | -455,093 | – | -0.48% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -1,073,902 | – | -0.49% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -1,522,400 | – | -0.51% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,083,200 | – | -0.51% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -4,020,000 | – | -0.52% | – |
| EVHC | Exit | ENVISION HEALTHCARE HLDGS IN | $0 | – | -1,867,602 | – | -0.53% | – |
| CBOE | Exit | CBOE HLDGS INC | $0 | – | -645,300 | – | -0.53% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -530,440 | – | -0.54% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -820,040 | – | -0.55% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -591,800 | – | -0.56% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -324,863 | – | -0.57% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -584,600 | – | -0.57% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -3,041,419 | – | -0.57% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -1,895,800 | – | -0.58% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -1,097,914 | – | -0.59% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -960,300 | – | -0.62% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -1,100,858 | – | -0.62% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -396,316 | – | -0.63% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -855,432 | – | -0.64% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -578,925 | – | -0.66% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -1,450,000 | – | -0.67% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -1,257,800 | – | -0.70% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -404,316 | – | -0.70% | – |
| M | Exit | MACYS INC | $0 | – | -1,500,000 | – | -0.70% | – |
| UTEK | Exit | ULTRATECH INC | $0 | – | -2,427,256 | – | -0.71% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -1,312,600 | – | -0.71% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -75,850 | – | -0.75% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -1,148,658 | – | -0.76% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -2,251,683 | – | -0.77% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -705,000 | – | -0.78% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -8,500,000 | – | -0.80% | – |
| TS | Exit | TENARIS S Asponsored adr | $0 | – | -2,231,095 | – | -0.80% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -1,218,000 | – | -0.84% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -1,542,321 | – | -0.86% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,200,000 | – | -0.89% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -545,009 | – | -0.93% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -1,700,364 | – | -0.94% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -1,500,063 | – | -0.99% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -1,807,130 | – | -1.01% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -6,500,000 | – | -1.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,240,300 | – | -1.04% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -2,057,356 | – | -1.06% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -1,670,859 | – | -1.06% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -6,439,002 | – | -1.08% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,937,632 | – | -1.10% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -818,875 | – | -1.14% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -4,200,000 | – | -1.16% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -2,023,700 | – | -1.18% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -530,130 | – | -1.25% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,459,900 | – | -1.30% | – |
| STRZA | Exit | STARZ | $0 | – | -3,671,000 | – | -1.45% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,472,900 | – | -1.48% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -9,258,249 | – | -1.53% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -805,000 | – | -1.64% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -2,066,449 | – | -1.66% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -9,732,585 | – | -1.93% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -1,525,000 | – | -1.97% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -12,555,864 | – | -2.01% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -14,679,733 | – | -2.08% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -3,057,600 | – | -2.29% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -2,676,000 | – | -2.70% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -1,209,500 | – | -2.93% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNKD | Buy | LINKEDIN CORP | $231,160,000 | +68.6% | 1,209,500 | +66.9% | 2.93% | +71.6% |
| STJ | Buy | ST JUDE MED INC | $213,438,000 | +33.4% | 2,676,000 | +30.5% | 2.70% | +35.9% |
| BG | Sell | BUNGE LIMITED | $181,102,000 | -1.2% | 3,057,600 | -1.4% | 2.29% | +0.6% |
| NRG | Buy | NRG ENERGY INC | $164,560,000 | -13.2% | 14,679,733 | +16.1% | 2.08% | -11.6% |
| CPN | Buy | CALPINE CORP | $158,706,000 | -13.3% | 12,555,864 | +1.2% | 2.01% | -11.7% |
| MON | Buy | MONSANTO CO NEW | $155,855,000 | +59.9% | 1,525,000 | +61.8% | 1.97% | +62.9% |
| BAC | Sell | BANK AMER CORP | $152,315,000 | -6.2% | 9,732,585 | -20.4% | 1.93% | -4.5% |
| APC | Buy | ANADARKO PETE CORP | $130,930,000 | +33.2% | 2,066,449 | +12.0% | 1.66% | +35.7% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $129,822,000 | +264.1% | 805,000 | +235.4% | 1.64% | +270.3% |
| C | Sell | CITIGROUP INC | $116,795,000 | +0.2% | 2,472,900 | -10.1% | 1.48% | +2.0% |
| STRZA | Buy | STARZ | $114,498,000 | +856.7% | 3,671,000 | +817.8% | 1.45% | +873.2% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $102,967,000 | +239.6% | 1,459,900 | +265.0% | 1.30% | +245.9% |
| PXD | New | PIONEER NAT RES CO | $98,419,000 | – | 530,130 | – | 1.25% | – |
| PVTB | Buy | PRIVATEBANCORP INC | $92,928,000 | +239.9% | 2,023,700 | +225.9% | 1.18% | +246.2% |
| CIEN | Buy | CIENA CORP | $91,560,000 | +33.8% | 4,200,000 | +15.1% | 1.16% | +36.3% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $89,912,000 | +157.7% | 818,875 | +137.4% | 1.14% | +162.4% |
| HAL | Buy | HALLIBURTON CO | $86,961,000 | +53.4% | 1,937,632 | +54.8% | 1.10% | +56.3% |
| WPX | Buy | WPX ENERGY INC | $84,930,000 | +42.2% | 6,439,002 | +0.4% | 1.08% | +44.8% |
| PF | Sell | PINNACLE FOODS INC DEL | $83,827,000 | -25.0% | 1,670,859 | -30.8% | 1.06% | -23.6% |
| MPC | Sell | MARATHON PETE CORP | $83,508,000 | -17.2% | 2,057,356 | -22.5% | 1.06% | -15.6% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $82,282,000 | -1.2% | 1,240,300 | -2.9% | 1.04% | +0.6% |
| DYN | Buy | DYNEGY INC NEW DEL | $80,535,000 | -14.8% | 6,500,000 | +18.5% | 1.02% | -13.3% |
| WFC | Buy | WELLS FARGO & CO NEW | $80,020,000 | +52.6% | 1,807,130 | +63.2% | 1.01% | +55.5% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $77,973,000 | +12.8% | 1,500,063 | +21.1% | 0.99% | +14.9% |
| NFX | Buy | NEWFIELD EXPL CO | $73,898,000 | +80.1% | 1,700,364 | +83.1% | 0.94% | +83.5% |
| XEC | Buy | CIMAREX ENERGY CO | $73,233,000 | +30.9% | 545,009 | +16.3% | 0.93% | +33.3% |
| MS | Sell | MORGAN STANLEY | $70,532,000 | -45.2% | 2,200,000 | -55.6% | 0.89% | -44.2% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $67,708,000 | +2905.2% | 1,542,321 | +3015.8% | 0.86% | +2964.3% |
| WWAV | New | WHITEWAVE FOODS CO | $66,296,000 | – | 1,218,000 | – | 0.84% | – |
| TS | Buy | TENARIS S Asponsored adr | $63,363,000 | +8.1% | 2,231,095 | +9.8% | 0.80% | +10.2% |
| VIAV | Sell | VIAVI SOLUTIONS INC | $62,815,000 | +0.8% | 8,500,000 | -9.6% | 0.80% | +2.7% |
| SYT | Buy | SYNGENTA AGsponsored adr | $61,758,000 | +69.5% | 705,000 | +48.6% | 0.78% | +72.6% |
| VSI | Sell | VITAMIN SHOPPE INC | $60,458,000 | -14.3% | 2,251,683 | -2.5% | 0.77% | -12.8% |
| CLR | Sell | CONTINENTAL RESOURCES INC | $59,684,000 | -23.1% | 1,148,658 | -33.0% | 0.76% | -21.7% |
| GOOG | New | ALPHABET INCcap stk cl c | $58,957,000 | – | 75,850 | – | 0.75% | – |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $56,206,000 | +525.7% | 1,312,600 | +548.5% | 0.71% | +535.7% |
| UTEK | Sell | ULTRATECH INC | $56,021,000 | -29.4% | 2,427,256 | -29.7% | 0.71% | -28.1% |
| M | Sell | MACYS INC | $55,575,000 | -20.5% | 1,500,000 | -27.9% | 0.70% | -19.1% |
| CXO | Buy | CONCHO RES INC | $55,533,000 | +2228.4% | 404,316 | +1921.6% | 0.70% | +2243.3% |
| STI | New | SUNTRUST BKS INC | $55,092,000 | – | 1,257,800 | – | 0.70% | – |
| CIT | Sell | CIT GROUP INC | $52,635,000 | -22.2% | 1,450,000 | -31.6% | 0.67% | -20.8% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $52,155,000 | -14.5% | 578,925 | -22.7% | 0.66% | -12.8% |
| SLAB | Sell | SILICON LABORATORIES INC | $50,299,000 | -0.5% | 855,432 | -17.6% | 0.64% | +1.3% |
| CB | Buy | CHUBB LIMITED | $49,797,000 | +117.4% | 396,316 | +126.2% | 0.63% | +121.4% |
| DVN | Sell | DEVON ENERGY CORP NEW | $48,559,000 | -50.7% | 1,100,858 | -59.5% | 0.62% | -49.8% |
| SLGN | Buy | SILGAN HOLDINGS INC | $48,582,000 | +39.6% | 960,300 | +42.0% | 0.62% | +42.0% |
| KRE | Sell | SPDR SERIES TRUSTs&p regl bkg | $46,409,000 | -23.0% | 1,097,914 | -30.0% | 0.59% | -21.5% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $45,916,000 | +34.8% | 1,895,800 | +50.5% | 0.58% | +37.3% |
| NSM | Sell | NATIONSTAR MTG HLDGS INC | $45,043,000 | -11.1% | 3,041,419 | -32.4% | 0.57% | -9.4% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $45,032,000 | -12.3% | 584,600 | -16.1% | 0.57% | -10.8% |
| LH | New | LABORATORY CORP AMER HLDGS | $44,662,000 | – | 324,863 | – | 0.57% | – |
| CL | Buy | COLGATE PALMOLIVE CO | $43,876,000 | +190.0% | 591,800 | +186.3% | 0.56% | +195.7% |
| VLO | Sell | VALERO ENERGY CORP NEW | $43,462,000 | -14.1% | 820,040 | -17.3% | 0.55% | -12.4% |
| MPWR | Buy | MONOLITHIC PWR SYS INC | $42,700,000 | +32.9% | 530,440 | +12.8% | 0.54% | +35.2% |
| CBOE | New | CBOE HLDGS INC | $41,848,000 | – | 645,300 | – | 0.53% | – |
| EVHC | Buy | ENVISION HEALTHCARE HLDGS IN | $41,591,000 | +76.1% | 1,867,602 | +100.6% | 0.53% | +79.3% |
| KND | Buy | KINDRED HEALTHCARE INC | $41,084,000 | -9.0% | 4,020,000 | +0.5% | 0.52% | -7.5% |
| ALLY | Sell | ALLY FINL INC | $40,560,000 | -38.3% | 2,083,200 | -45.9% | 0.51% | -37.2% |
| MENT | Sell | MENTOR GRAPHICS CORP | $40,252,000 | -18.2% | 1,522,400 | -34.3% | 0.51% | -16.7% |
| NBL | Sell | NOBLE ENERGY INC | $38,381,000 | -48.5% | 1,073,902 | -48.3% | 0.49% | -47.5% |
| V | Buy | VISA INC | $37,636,000 | +37.3% | 455,093 | +23.1% | 0.48% | +39.9% |
| NTCT | Sell | NETSCOUT SYS INC | $37,185,000 | +11.4% | 1,271,294 | -15.2% | 0.47% | +13.5% |
| Buy | INTEL CORPsdcv 3.250% 8/0 | $36,625,000 | +36.4% | 20,000,000 | +21.2% | 0.46% | +38.9% | |
| SC | New | SANTANDER CONSUMER USA HDG I | $36,561,000 | – | 3,006,672 | – | 0.46% | – |
| LLTC | New | LINEAR TECHNOLOGY CORP | $36,463,000 | – | 615,000 | – | 0.46% | – |
| ECPG | Buy | ENCORE CAP GROUP INC | $35,896,000 | +9.8% | 1,596,794 | +14.9% | 0.46% | +11.8% |
| CIE | Buy | COBALT INTL ENERGY INC | $35,666,000 | +63.7% | 28,762,638 | +76.9% | 0.45% | +66.8% |
| SYK | New | STRYKER CORP | $35,630,000 | – | 306,075 | – | 0.45% | – |
| TWX | Buy | TIME WARNER INC | $35,337,000 | +12.6% | 443,875 | +4.0% | 0.45% | +14.9% |
| SYF | Sell | SYNCHRONY FINL | $35,250,000 | -3.9% | 1,258,932 | -13.2% | 0.45% | -2.2% |
| ZAYO | Buy | ZAYO GROUP HLDGS INC | $34,296,000 | +46.2% | 1,154,353 | +37.4% | 0.43% | +48.6% |
| PAGP | New | PLAINS GP HLDGS L P | $34,246,000 | – | 2,646,551 | – | 0.43% | – |
| FOR | Buy | FORESTAR GROUP INC | $33,590,000 | +6.3% | 2,868,458 | +8.0% | 0.42% | +8.1% |
| AAPL | Buy | APPLE INC | $33,536,000 | +28.0% | 296,650 | +8.2% | 0.42% | +30.4% |
| RICE | Buy | RICE ENERGY INC | $33,372,000 | +41.9% | 1,278,133 | +19.8% | 0.42% | +44.4% |
| BOBE | New | BOB EVANS FARMS INC | $32,555,000 | – | 850,000 | – | 0.41% | – |
| BWXT | Buy | BWX TECHNOLOGIES INC | $32,054,000 | +14.6% | 835,382 | +6.9% | 0.41% | +16.7% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $31,768,000 | -16.7% | 280,310 | -16.5% | 0.40% | -15.2% |
| LVNTA | Sell | LIBERTY INTERACTIVE CORP | $31,203,000 | -13.8% | 782,620 | -19.8% | 0.40% | -12.2% |
| DVMT | New | DELL TECHNOLOGIES INC | $30,842,000 | – | 645,240 | – | 0.39% | – |
| INTU | Buy | INTUIT | $30,187,000 | +139.7% | 274,400 | +143.2% | 0.38% | +143.3% |
| CCI | Buy | CROWN CASTLE INTL CORP NEW | $29,228,000 | +9.3% | 310,248 | +17.7% | 0.37% | +11.1% |
| EXTN | Buy | EXTERRAN CORP | $28,332,000 | +25.4% | 1,806,858 | +2.7% | 0.36% | +27.8% |
| XLNX | Sell | XILINX INC | $28,268,000 | +15.8% | 520,200 | -1.7% | 0.36% | +17.8% |
| Sell | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $28,004,000 | -38.7% | 28,000,000 | -39.3% | 0.36% | -37.5% | |
| CMA | Sell | COMERICA INC | $27,127,000 | +8.4% | 573,269 | -5.8% | 0.34% | +10.6% |
| CPB | Buy | CAMPBELL SOUP CO | $27,197,000 | +91.4% | 497,200 | +132.7% | 0.34% | +94.4% |
| MCD | New | MCDONALDS CORP | $27,110,000 | – | 235,000 | – | 0.34% | – |
| INXN | Buy | INTERXION HOLDING N.V | $26,941,000 | +27.3% | 743,810 | +29.6% | 0.34% | +29.7% |
| CZZ | Sell | COSAN LTD | $26,876,000 | -41.2% | 3,758,915 | -46.5% | 0.34% | -40.2% |
| PCG | Buy | PG&E CORP | $26,805,000 | +15.1% | 438,200 | +20.3% | 0.34% | +17.2% |
| MSFT | Sell | MICROSOFT CORP | $26,404,000 | -9.4% | 458,400 | -19.5% | 0.33% | -8.0% |
| RHT | Buy | RED HAT INC | $25,991,000 | +93.1% | 321,550 | +73.5% | 0.33% | +97.0% |
| CRM | Buy | SALESFORCE COM INC | $25,948,000 | +55.3% | 363,772 | +72.9% | 0.33% | +58.2% |
| ZTS | Sell | ZOETIS INCcl a | $26,007,000 | -21.7% | 500,043 | -28.6% | 0.33% | -20.3% |
| Buy | SALESFORCE COM INCnote 0.250% 4/0 | $25,406,000 | +7.8% | 21,200,000 | +16.5% | 0.32% | +9.9% | |
| FB | Buy | FACEBOOK INCcl a | $25,314,000 | +21.0% | 197,350 | +7.8% | 0.32% | +23.5% |
| DTE | New | DTE ENERGY CO | $25,375,000 | – | 270,900 | – | 0.32% | – |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $25,174,000 | +40.7% | 16,506,000 | +17.8% | 0.32% | +43.0% | |
| LEN | Buy | LENNAR CORPcl a | $25,099,000 | +915.7% | 592,800 | +1006.0% | 0.32% | +925.8% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $24,391,000 | -51.2% | 276,547 | -49.2% | 0.31% | -50.3% |
| KEY | Sell | KEYCORP NEW | $24,179,000 | +6.1% | 1,986,800 | -3.6% | 0.31% | +8.1% |
| FANG | New | DIAMONDBACK ENERGY INC | $24,041,000 | – | 249,025 | – | 0.30% | – |
| ALR | Sell | ALERE INC | $23,782,000 | -7.5% | 550,000 | -10.9% | 0.30% | -5.9% |
| HRL | Sell | HORMEL FOODS CORP | $23,566,000 | +2.9% | 621,300 | -0.7% | 0.30% | +4.9% |
| DAR | Buy | DARLING INGREDIENTS INC | $23,643,000 | +44.3% | 1,750,000 | +59.1% | 0.30% | +46.6% |
| COTY | New | COTY INC | $23,448,000 | – | 1,010,700 | – | 0.30% | – |
| GRA | Sell | GRACE W R & CO DEL NEW | $23,247,000 | -21.3% | 315,000 | -21.9% | 0.29% | -19.9% |
| MGI | Sell | MONEYGRAM INTL INC | $22,720,000 | -0.2% | 3,200,000 | -3.7% | 0.29% | +1.8% |
| JOY | New | JOY GLOBAL INC | $22,747,000 | – | 820,000 | – | 0.29% | – |
| NOW | Sell | SERVICENOW INC | $22,708,000 | +16.8% | 286,900 | -2.0% | 0.29% | +19.0% |
| PNW | Buy | PINNACLE WEST CAP CORP | $22,609,000 | +20.2% | 297,525 | +28.2% | 0.29% | +22.2% |
| IM | Sell | INGRAM MICRO INCcl a | $21,574,000 | -12.3% | 605,000 | -14.4% | 0.27% | -10.8% |
| RF | New | REGIONS FINL CORP NEW | $21,221,000 | – | 2,150,000 | – | 0.27% | – |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $20,974,000 | +29.7% | 18,500,000 | +27.6% | 0.27% | +32.3% | |
| EMN | Buy | EASTMAN CHEM CO | $20,869,000 | +170.0% | 308,350 | +170.8% | 0.26% | +175.0% |
| JACK | Sell | JACK IN THE BOX INC | $20,598,000 | +0.4% | 214,700 | -10.1% | 0.26% | +2.4% |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $20,510,000 | +74.6% | 16,000,000 | +60.0% | 0.26% | +78.1% | |
| PHH | New | PHH CORP | $19,434,000 | – | 1,344,899 | – | 0.25% | – |
| CVLT | Sell | COMMVAULT SYSTEMS INC | $19,285,000 | -12.6% | 362,984 | -28.9% | 0.24% | -10.9% |
| FFIV | New | F5 NETWORKS INC | $19,117,000 | – | 153,375 | – | 0.24% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $19,143,000 | -73.7% | 774,698 | -78.8% | 0.24% | -73.3% |
| VA | New | VIRGIN AMER INC | $18,996,000 | – | 355,000 | – | 0.24% | – |
| XXIA | New | IXIA | $18,750,000 | – | 1,500,000 | – | 0.24% | – |
| HAR | Sell | HARMAN INTL INDS INC | $18,655,000 | -10.2% | 220,900 | -23.6% | 0.24% | -8.5% |
| CAG | Sell | CONAGRA FOODS INC | $18,417,000 | -7.2% | 390,943 | -5.8% | 0.23% | -5.7% |
| EBAY | Sell | EBAY INC | $18,060,000 | -45.0% | 548,926 | -60.9% | 0.23% | -44.0% |
| RAI | New | REYNOLDS AMERICAN INC | $18,101,000 | – | 383,900 | – | 0.23% | – |
| WMT | Buy | WAL-MART STORES INC | $17,994,000 | +206.5% | 249,500 | +210.3% | 0.23% | +212.3% |
| CAA | Buy | CALATLANTIC GROUP INC | $17,904,000 | +620.5% | 535,400 | +690.8% | 0.23% | +632.3% |
| YHOO | Sell | YAHOO INC | $17,618,000 | -66.3% | 408,775 | -70.6% | 0.22% | -65.7% |
| CSC | Buy | COMPUTER SCIENCES CORP | $17,616,000 | +95.0% | 337,400 | +85.4% | 0.22% | +99.1% |
| RE | New | EVEREST RE GROUP LTD | $17,529,000 | – | 92,275 | – | 0.22% | – |
| INFO | New | IHS MARKIT LTD | $17,483,000 | – | 465,600 | – | 0.22% | – |
| TECD | New | TECH DATA CORP | $16,874,000 | – | 199,200 | – | 0.21% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $16,784,000 | – | 351,800 | – | 0.21% | – |
| PRGO | New | PERRIGO CO PLC | $16,733,000 | – | 181,225 | – | 0.21% | – |
| CAVM | Sell | CAVIUM INC | $16,117,000 | -5.7% | 276,926 | -37.5% | 0.20% | -4.2% |
| LDOS | New | LEIDOS HLDGS INC | $16,014,000 | – | 370,000 | – | 0.20% | – |
| PLXS | Sell | PLEXUS CORP | $15,969,000 | +6.5% | 341,359 | -1.6% | 0.20% | +8.6% |
| PAYC | Sell | PAYCOM SOFTWARE INC | $15,949,000 | -35.6% | 318,150 | -44.5% | 0.20% | -34.4% |
| LOW | Sell | LOWES COS INC | $15,809,000 | -38.9% | 218,933 | -33.0% | 0.20% | -37.9% |
| SCNB | Buy | SUFFOLK BANCORP | $15,528,000 | +17.1% | 446,600 | +5.4% | 0.20% | +19.4% |
| RAD | New | RITE AID CORP | $15,380,000 | – | 2,000,000 | – | 0.20% | – |
| LKQ | Sell | LKQ CORP | $15,379,000 | -6.3% | 433,700 | -16.2% | 0.20% | -4.4% |
| CBS | New | CBS CORP NEWcl b | $15,393,000 | – | 281,200 | – | 0.20% | – |
| XRAY | New | DENTSPLY SIRONA INC | $15,333,000 | – | 258,000 | – | 0.19% | – |
| BPOP | Sell | POPULAR INC | $15,288,000 | -76.3% | 400,000 | -81.8% | 0.19% | -75.8% |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $15,273,000 | – | 661,167 | – | 0.19% | – |
| MRK | Sell | MERCK & CO INC | $15,247,000 | -48.4% | 244,300 | -52.3% | 0.19% | -47.4% |
| TSS | Sell | TOTAL SYS SVCS INC | $15,229,000 | -16.5% | 323,000 | -6.0% | 0.19% | -15.0% |
| OFG | Sell | OFG BANCORP | $15,165,000 | -25.7% | 1,500,000 | -39.0% | 0.19% | -24.4% |
| VMC | Sell | VULCAN MATLS CO | $14,796,000 | -31.6% | 130,100 | -27.6% | 0.19% | -30.5% |
| LUV | New | SOUTHWEST AIRLS CO | $14,677,000 | – | 377,400 | – | 0.19% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $14,532,000 | – | 313,335 | – | 0.18% | – |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $14,414,000 | -38.1% | 1,200,192 | -42.9% | 0.18% | -36.7% |
| LLY | New | LILLY ELI & CO | $14,313,000 | – | 178,329 | – | 0.18% | – |
| AME | Sell | AMETEK INC NEW | $14,215,000 | -12.2% | 297,500 | -15.0% | 0.18% | -10.4% |
| VOYA | Sell | VOYA FINL INC | $13,926,000 | +7.8% | 483,215 | -7.4% | 0.18% | +9.3% |
| HCA | New | HCA HOLDINGS INC | $13,753,000 | – | 181,850 | – | 0.17% | – |
| DAL | Buy | DELTA AIR LINES INC DEL | $13,678,000 | +35.8% | 347,500 | +25.7% | 0.17% | +38.4% |
| VRNT | Buy | VERINT SYS INC | $12,903,000 | +18.3% | 342,900 | +4.2% | 0.16% | +19.9% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $12,741,000 | -1.9% | 85,440 | +6.3% | 0.16% | -0.6% |
| CCK | Buy | CROWN HOLDINGS INC | $12,697,000 | +136.2% | 222,409 | +109.6% | 0.16% | +140.3% |
| SHW | Sell | SHERWIN WILLIAMS CO | $12,511,000 | -21.2% | 45,220 | -16.3% | 0.16% | -19.8% |
| LITE | New | LUMENTUM HLDGS INC | $12,109,000 | – | 289,898 | – | 0.15% | – |
| BATS | New | BATS GLOBAL MKTS INC | $12,052,000 | – | 400,000 | – | 0.15% | – |
| K | Sell | KELLOGG CO | $12,070,000 | -61.8% | 155,800 | -59.8% | 0.15% | -61.1% |
| GDDY | Sell | GODADDY INCcl a | $12,020,000 | +0.6% | 348,098 | -9.2% | 0.15% | +2.0% |
| KMB | New | KIMBERLY CLARK CORP | $11,999,000 | – | 95,125 | – | 0.15% | – |
| TPH | Sell | TRI POINTE GROUP INC | $11,751,000 | -83.0% | 891,609 | -84.7% | 0.15% | -82.7% |
| EFX | New | EQUIFAX INC | $11,648,000 | – | 86,550 | – | 0.15% | – |
| CE | Sell | CELANESE CORP DEL | $10,916,000 | -20.6% | 164,000 | -21.9% | 0.14% | -19.3% |
| NYRT | Sell | NEW YORK REIT INC | $10,655,000 | -12.4% | 1,164,500 | -11.4% | 0.14% | -10.6% |
| DG | New | DOLLAR GEN CORP NEW | $10,645,000 | – | 152,100 | – | 0.14% | – |
| ADSK | Sell | AUTODESK INC | $10,480,000 | -52.9% | 144,897 | -64.7% | 0.13% | -52.0% |
| ICLR | New | ICON PLC | $10,399,000 | – | 134,400 | – | 0.13% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $10,269,000 | – | 156,900 | – | 0.13% | – |
| NATL | Buy | NATIONAL INTERSTATE CORP | $10,162,000 | +49.3% | 312,400 | +38.8% | 0.13% | +51.8% |
| CTO | Buy | CONSOLIDATED TOMOKA LD CO | $10,142,000 | +11.3% | 198,128 | +3.2% | 0.13% | +13.3% |
| JAZZ | Sell | JAZZ PHARMACEUTICALS PLC | $9,441,000 | -47.7% | 77,718 | -39.2% | 0.12% | -46.7% |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $9,464,000 | – | 81,625 | – | 0.12% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $9,437,000 | – | 117,000 | – | 0.12% | – |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $9,462,000 | -0.6% | 252,054 | -13.6% | 0.12% | +1.7% |
| CQH | New | CHENIERE ENERGY PTNRS LP HLD | $9,323,000 | – | 410,000 | – | 0.12% | – |
| DISH | Sell | DISH NETWORK CORPcl a | $9,165,000 | -85.9% | 167,300 | -86.5% | 0.12% | -85.6% |
| AXE | Sell | ANIXTER INTL INC | $8,817,000 | +8.2% | 136,700 | -10.7% | 0.11% | +10.9% |
| AMN | New | AMN HEALTHCARE SERVICES INC | $8,573,000 | – | 269,000 | – | 0.11% | – |
| TRU | New | TRANSUNION | $8,587,000 | – | 248,900 | – | 0.11% | – |
| CFX | Sell | COLFAX CORP | $7,952,000 | -13.8% | 253,000 | -27.4% | 0.10% | -12.2% |
| DXCM | Sell | DEXCOM INC | $7,811,000 | -5.8% | 89,100 | -14.8% | 0.10% | -3.9% |
| KO | Sell | COCA COLA CO | $7,706,000 | -85.0% | 182,082 | -84.0% | 0.10% | -84.7% |
| MYL | New | MYLAN N V | $7,711,000 | – | 202,282 | – | 0.10% | – |
| TMK | Sell | TORCHMARK CORP | $7,277,000 | -10.9% | 113,900 | -13.7% | 0.09% | -9.8% |
| ROST | Sell | ROSS STORES INC | $7,100,000 | -34.5% | 110,422 | -42.2% | 0.09% | -33.3% |
| OA | Buy | ORBITAL ATK INC | $7,061,000 | +0.5% | 92,625 | +12.2% | 0.09% | +2.3% |
| MA | New | MASTERCARD INCORPORATEDcl a | $7,040,000 | – | 69,175 | – | 0.09% | – |
| BHE | Buy | BENCHMARK ELECTRS INC | $7,036,000 | +19.3% | 282,008 | +1.1% | 0.09% | +21.9% |
| BXC | Sell | BLUELINX HLDGS INC | $6,646,000 | +18.4% | 748,420 | -6.0% | 0.08% | +20.0% |
| QRTEA | Sell | LIBERTY INTERACTIVE CORP | $6,157,000 | -59.1% | 307,700 | -48.1% | 0.08% | -58.3% |
| VRS | New | VERSO CORPcl a | $5,966,000 | – | 925,000 | – | 0.08% | – |
| WCIC | New | WCI CMNTYS INC | $5,930,000 | – | 250,000 | – | 0.08% | – |
| BWLD | New | BUFFALO WILD WINGS INC | $5,809,000 | – | 41,275 | – | 0.07% | – |
| CVS | New | CVS HEALTH CORP | $5,860,000 | – | 65,850 | – | 0.07% | – |
| BIIB | Sell | BIOGEN INC | $5,760,000 | -44.3% | 18,400 | -56.9% | 0.07% | -43.4% |
| ARMK | Buy | ARAMARK | $5,632,000 | +80.6% | 148,100 | +58.7% | 0.07% | +82.1% |
| SPGI | Sell | S&P GLOBAL INC | $5,356,000 | -70.1% | 42,319 | -74.7% | 0.07% | -69.5% |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $5,289,000 | – | 96,310 | – | 0.07% | – |
| TOL | Buy | TOLL BROTHERS INC | $4,927,000 | +119.8% | 165,000 | +98.1% | 0.06% | +121.4% |
| ODP | Sell | OFFICE DEPOT INC | $4,820,000 | -40.6% | 1,350,000 | -44.9% | 0.06% | -39.6% |
| WFM | New | WHOLE FOODS MKT INC | $4,600,000 | – | 162,259 | – | 0.06% | – |
| PHM | Sell | PULTE GROUP INC | $4,529,000 | -77.1% | 226,000 | -77.7% | 0.06% | -76.8% |
| ADI | Sell | ANALOG DEVICES INC | $3,800,000 | -78.5% | 58,962 | -81.1% | 0.05% | -78.2% |
| HSNI | New | HSN INC | $3,451,000 | – | 86,700 | – | 0.04% | – |
| HIO | Buy | WESTERN ASSET HIGH INCM OPP | $3,307,000 | +102.5% | 654,945 | +96.5% | 0.04% | +110.0% |
| SVU | Buy | SUPERVALU INC | $2,749,000 | +191.2% | 551,000 | +175.5% | 0.04% | +191.7% |
| TSLA | Buy | TESLA MTRS INCput | $2,751,000 | +87.1% | 5,500 | +450.0% | 0.04% | +94.4% |
| USFD | Sell | US FOODS HLDG CORP | $2,578,000 | -74.9% | 109,200 | -74.3% | 0.03% | -74.2% |
| X | Buy | UNITED STATES STL CORP NEW | $2,062,000 | +43.9% | 109,310 | +28.6% | 0.03% | +44.4% |
| XLB | Sell | SELECT SECTOR SPDR TRput | $2,085,000 | +249.2% | 3,000 | -61.3% | 0.03% | +271.4% |
| SPY | New | SPDR S&P 500 ETF TRput | $1,940,000 | – | 10,000 | – | 0.02% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $1,918,000 | – | 87,800 | – | 0.02% | – |
| LPCN | Sell | LIPOCINE INC NEW | $1,873,000 | +20.8% | 420,000 | -17.6% | 0.02% | +26.3% |
| STLD | Sell | STEEL DYNAMICS INC | $1,817,000 | -87.0% | 72,727 | -87.3% | 0.02% | -86.8% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $1,602,000 | -65.3% | 15,700 | -73.4% | 0.02% | -64.9% |
| ISIL | New | INTERSIL CORPcl a | $1,097,000 | – | 50,000 | – | 0.01% | – |
| JCPNQ | Sell | PENNEY J C INCput | $1,105,000 | +52.2% | 8,500 | -28.0% | 0.01% | +55.6% |
| AET | New | AETNA INC NEW | $629,000 | – | 5,445 | – | 0.01% | – |
| IWM | New | ISHARES TRput | $560,000 | – | 2,500 | – | 0.01% | – |
| BATRK | Sell | LIBERTY MEDIA CORP DELAWARE | $530,000 | -94.8% | 30,474 | -95.6% | 0.01% | -94.4% |
| COR | New | CORESITE RLTY CORPput | $411,000 | – | 904 | – | 0.01% | – |
| TLRDQ | New | TAILORED BRANDS INC | $314,000 | – | 20,000 | – | 0.00% | – |
| WEC | New | WEC ENERGY GROUP INCput | $284,000 | – | 1,023 | – | 0.00% | – |
| VMC | New | VULCAN MATLS COput | $345,000 | – | 479 | – | 0.00% | – |
| LOW | New | LOWES COS INCput | $341,000 | – | 935 | – | 0.00% | – |
| HSIC | New | SCHEIN HENRY INCput | $262,000 | – | 464 | – | 0.00% | – |
| MCD | New | MCDONALDS CORPput | $253,000 | – | 614 | – | 0.00% | – |
| NI | New | NISOURCE INCput | $208,000 | – | 3,196 | – | 0.00% | – |
| DLR | New | DIGITAL RLTY TR INCput | $269,000 | – | 634 | – | 0.00% | – |
| BG | New | BUNGE LIMITEDcall | $225,000 | – | 1,800 | – | 0.00% | – |
| SYY | New | SYSCO CORPput | $208,000 | – | 1,543 | – | 0.00% | – |
| NFLX | Exit | NETFLIX INCput | $0 | – | -273 | – | -0.00% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -42,000 | – | -0.01% | – |
| CSRA | Exit | CSRA INC | $0 | – | -30,971 | – | -0.01% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -47,396 | – | -0.02% | – |
| AA | Exit | ALCOA INC | $0 | – | -150,000 | – | -0.02% | – |
| MHY | Exit | WESTERN ASSET MGD HI INCM FD | $0 | – | -333,333 | – | -0.02% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -50,000 | – | -0.02% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -211,000 | – | -0.03% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -100,000 | – | -0.03% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -83,000 | – | -0.03% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -48,600 | – | -0.03% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -49,700 | – | -0.04% | – |
| GS | Exit | GOLDMAN SACHS GROUP INCcall | $0 | – | -10,000 | – | -0.04% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -69,300 | – | -0.04% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS I | $0 | – | -40,500 | – | -0.04% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -66,660 | – | -0.04% | – |
| HZNP | Exit | HORIZON PHARMA PLC | $0 | – | -221,000 | – | -0.04% | – |
| HDP | Exit | HORTONWORKS INC | $0 | – | -352,722 | – | -0.05% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -454,724 | – | -0.05% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -425,000 | – | -0.05% | – |
| SKUL | Exit | SKULLCANDY INC | $0 | – | -775,000 | – | -0.06% | – |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -5,000,000 | – | -0.06% | – | |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -130,000 | – | -0.06% | – |
| TGT | Exit | TARGET CORP | $0 | – | -73,300 | – | -0.06% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -870,000 | – | -0.07% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -326,291 | – | -0.07% | – |
| NVGS | Exit | NAVIGATOR HOLDINGS LTD | $0 | – | -590,700 | – | -0.08% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -67,950 | – | -0.09% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -204,760 | – | -0.10% | – |
| AWI | Exit | ARMSTRONG WORLD INDS INC NEW | $0 | – | -199,949 | – | -0.10% | – |
| IOSP | Exit | INNOSPEC INC | $0 | – | -170,800 | – | -0.10% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -221,915 | – | -0.11% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -131,409 | – | -0.11% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -68,200 | – | -0.11% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -48,025 | – | -0.12% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -257,400 | – | -0.12% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -168,629 | – | -0.12% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -211,486 | – | -0.12% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -101,050 | – | -0.12% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -83,608 | – | -0.12% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -178,200 | – | -0.13% | – |
| PFE | Exit | PFIZER INC | $0 | – | -304,467 | – | -0.13% | – |
| CKEC | Exit | CARMIKE CINEMAS INC | $0 | – | -367,000 | – | -0.14% | – |
| CNA | Exit | CNA FINL CORP | $0 | – | -359,336 | – | -0.14% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -175,000 | – | -0.14% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -193,000 | – | -0.14% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -89,400 | – | -0.15% | – |
| BCR | Exit | BARD C R INC | $0 | – | -52,753 | – | -0.15% | – |
| N | Exit | NETSUITE INC | $0 | – | -176,542 | – | -0.16% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -158,809 | – | -0.16% | – |
| CME | Exit | CME GROUP INC | $0 | – | -141,323 | – | -0.17% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -168,813 | – | -0.17% | – |
| MD | Exit | MEDNAX INC | $0 | – | -194,095 | – | -0.18% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -365,900 | – | -0.18% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS IN | $0 | – | -493,600 | – | -0.18% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -1,100,000 | – | -0.18% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -167,300 | – | -0.19% | – |
| QEP | Exit | QEP RES INC | $0 | – | -877,362 | – | -0.19% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -638,943 | – | -0.19% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -150,526 | – | -0.20% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -200,369 | – | -0.20% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -346,700 | – | -0.21% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -4,040,000 | – | -0.21% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -1,100,000 | – | -0.21% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -248,600 | – | -0.22% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -352,381 | – | -0.22% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -212,300 | – | -0.22% | – |
| KR | Exit | KROGER CO | $0 | – | -480,220 | – | -0.22% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -325,503 | – | -0.22% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -300,000 | – | -0.22% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -514,912 | – | -0.23% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -837,610 | – | -0.24% | – |
| SGNT | Exit | SAGENT PHARMACEUTICALS INC | $0 | – | -1,351,056 | – | -0.25% | – |
| TIVO | Exit | TIVO INC | $0 | – | -2,100,000 | – | -0.26% | – |
| EXC | Exit | EXELON CORP | $0 | – | -604,062 | – | -0.27% | – |
| FEIC | Exit | FEI CO | $0 | – | -206,000 | – | -0.27% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1,476,100 | – | -0.28% | – |
| SABR | Exit | SABRE CORP | $0 | – | -827,235 | – | -0.28% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -175,525 | – | -0.28% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -310,000 | – | -0.29% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -270,425 | – | -0.30% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -135,000 | – | -0.31% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -303,518 | – | -0.32% | – |
| MET | Exit | METLIFE INC | $0 | – | -724,580 | – | -0.36% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -153,850 | – | -0.40% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -2,042,500 | – | -0.40% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -701,928 | – | -0.41% | – |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -14,500,000 | – | -0.42% | – | |
| FNSR | Exit | FINISAR CORP | $0 | – | -2,050,919 | – | -0.45% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -3,588,481 | – | -0.53% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -800,000 | – | -0.63% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -7,633,200 | – | -0.92% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -2,517,000 | – | -1.02% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -5,905,000 | – | -2.00% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -3,119,200 | – | -2.87% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $230,665,000 | – | 3,119,200 | – | 2.87% | – |
| NRG | New | NRG ENERGY INC | $189,566,000 | – | 12,646,138 | – | 2.36% | – |
| BG | New | BUNGE LIMITED | $183,377,000 | – | 3,100,200 | – | 2.28% | – |
| CPN | New | CALPINE CORP | $182,999,000 | – | 12,406,679 | – | 2.28% | – |
| BAC | New | BANK AMER CORP | $162,346,000 | – | 12,234,085 | – | 2.02% | – |
| EMC | New | E M C CORP MASS | $160,439,000 | – | 5,905,000 | – | 2.00% | – |
| STJ | New | ST JUDE MED INC | $159,978,000 | – | 2,051,000 | – | 1.99% | – |
| LNKD | New | LINKEDIN CORP | $137,112,000 | – | 724,500 | – | 1.71% | – |
| MS | New | MORGAN STANLEY | $128,601,000 | – | 4,950,000 | – | 1.60% | – |
| C | New | CITIGROUP INC | $116,572,000 | – | 2,750,000 | – | 1.45% | – |
| PF | New | PINNACLE FOODS INC DEL | $111,756,000 | – | 2,414,262 | – | 1.39% | – |
| MPC | New | MARATHON PETE CORP | $100,821,000 | – | 2,655,991 | – | 1.25% | – |
| DVN | New | DEVON ENERGY CORP NEW | $98,428,000 | – | 2,715,252 | – | 1.22% | – |
| APC | New | ANADARKO PETE CORP | $98,270,000 | – | 1,845,437 | – | 1.22% | – |
| MON | New | MONSANTO CO NEW | $97,464,000 | – | 942,500 | – | 1.21% | – |
| DYN | New | DYNEGY INC NEW DEL | $94,527,000 | – | 5,483,006 | – | 1.18% | – |
| AROC | New | ARCHROCK INC | $87,213,000 | – | 9,258,249 | – | 1.08% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $83,312,000 | – | 1,277,994 | – | 1.04% | – |
| AXLL | New | AXIALL CORP | $82,079,000 | – | 2,517,000 | – | 1.02% | – |
| UTEK | New | ULTRATECH INC | $79,338,000 | – | 3,453,986 | – | 0.99% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $77,615,000 | – | 1,714,481 | – | 0.97% | – |
| NBL | New | NOBLE ENERGY INC | $74,463,000 | – | 2,075,904 | – | 0.93% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $74,347,000 | – | 7,633,200 | – | 0.92% | – |
| CFG | New | CITIZENS FINL GROUP INC | $72,887,000 | – | 3,648,000 | – | 0.91% | – |
| VSI | New | VITAMIN SHOPPE INC | $70,586,000 | – | 2,308,983 | – | 0.88% | – |
| M | New | MACYS INC | $69,929,000 | – | 2,080,600 | – | 0.87% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $69,142,000 | – | 1,238,221 | – | 0.86% | – |
| TPH | New | TRI POINTE GROUP INC | $69,083,000 | – | 5,844,579 | – | 0.86% | – |
| CIEN | New | CIENA CORP | $68,438,000 | – | 3,650,000 | – | 0.85% | – |
| CIT | New | CIT GROUP INC | $67,660,000 | – | 2,120,323 | – | 0.84% | – |
| ALLY | New | ALLY FINL INC | $65,720,000 | – | 3,850,000 | – | 0.82% | – |
| DISH | New | DISH NETWORK CORPcl a | $64,950,000 | – | 1,239,500 | – | 0.81% | – |
| BPOP | New | POPULAR INC | $64,460,000 | – | 2,200,016 | – | 0.80% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $62,323,000 | – | 9,400,135 | – | 0.78% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $60,967,000 | – | 749,075 | – | 0.76% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $60,250,000 | – | 1,569,000 | – | 0.75% | – |
| WPX | New | WPX ENERGY INC | $59,735,000 | – | 6,416,212 | – | 0.74% | – |
| TS | New | TENARIS S Asponsored adr | $58,593,000 | – | 2,031,642 | – | 0.73% | – |
| HAL | New | HALLIBURTON CO | $56,705,000 | – | 1,252,050 | – | 0.70% | – |
| XEC | New | CIMAREX ENERGY CO | $55,932,000 | – | 468,757 | – | 0.70% | – |
| WFC | New | WELLS FARGO & CO NEW | $52,422,000 | – | 1,107,595 | – | 0.65% | – |
| YHOO | New | YAHOO INC | $52,215,000 | – | 1,390,166 | – | 0.65% | – |
| KO | New | COCA COLA CO | $51,429,000 | – | 1,134,546 | – | 0.64% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $51,349,000 | – | 696,925 | – | 0.64% | – |
| COF | New | CAPITAL ONE FINL CORP | $50,808,000 | – | 800,000 | – | 0.63% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $50,675,000 | – | 4,500,437 | – | 0.63% | – |
| SLAB | New | SILICON LABORATORIES INC | $50,574,000 | – | 1,037,632 | – | 0.63% | – |
| VLO | New | VALERO ENERGY CORP NEW | $50,580,000 | – | 991,758 | – | 0.63% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $49,990,000 | – | 544,139 | – | 0.62% | – |
| MENT | New | MENTOR GRAPHICS CORP | $49,231,000 | – | 2,315,680 | – | 0.61% | – |
| CZZ | New | COSAN LTD | $45,707,000 | – | 7,021,079 | – | 0.57% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $45,659,000 | – | 46,149,000 | – | 0.57% | – | |
| KND | New | KINDRED HEALTHCARE INC | $45,160,000 | – | 4,000,000 | – | 0.56% | – |
| NAVI | New | NAVIENT CORP | $42,882,000 | – | 3,588,481 | – | 0.53% | – |
| NFX | New | NEWFIELD EXPL CO | $41,023,000 | – | 928,535 | – | 0.51% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $40,390,000 | – | 16,000,000 | – | 0.50% | – | |
| AMT | New | AMERICAN TOWER CORP NEW | $38,124,000 | – | 335,567 | – | 0.47% | – |
| SYF | New | SYNCHRONY FINL | $36,669,000 | – | 1,450,513 | – | 0.46% | – |
| SYT | New | SYNGENTA AGsponsored adr | $36,433,000 | – | 474,450 | – | 0.45% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $36,188,000 | – | 976,200 | – | 0.45% | – |
| FNSR | New | FINISAR CORP | $35,912,000 | – | 2,050,919 | – | 0.45% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $35,659,000 | – | 240,000 | – | 0.44% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $34,887,000 | – | 344,975 | – | 0.43% | – |
| SLGN | New | SILGAN HOLDINGS INC | $34,808,000 | – | 676,400 | – | 0.43% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $34,437,000 | – | 3,900,000 | – | 0.43% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $34,067,000 | – | 1,259,400 | – | 0.42% | – |
| New | NVIDIA CORPnote 1.000%12/0 | $33,812,000 | – | 14,500,000 | – | 0.42% | – | |
| NTCT | New | NETSCOUT SYS INC | $33,375,000 | – | 1,500,000 | – | 0.42% | – |
| ZTS | New | ZOETIS INCcl a | $33,224,000 | – | 700,043 | – | 0.41% | – |
| ITC | New | ITC HLDGS CORP | $32,864,000 | – | 701,928 | – | 0.41% | – |
| EBAY | New | EBAY INC | $32,845,000 | – | 1,403,028 | – | 0.41% | – |
| ECPG | New | ENCORE CAP GROUP INC | $32,689,000 | – | 1,389,244 | – | 0.41% | – |
| MRD | New | MEMORIAL RESOURCE DEV CORP | $32,435,000 | – | 2,042,500 | – | 0.40% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $32,228,000 | – | 153,850 | – | 0.40% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $32,122,000 | – | 470,176 | – | 0.40% | – |
| K | New | KELLOGG CO | $31,611,000 | – | 387,150 | – | 0.39% | – |
| FOR | New | FORESTAR GROUP INC | $31,589,000 | – | 2,656,781 | – | 0.39% | – |
| TWX | New | TIME WARNER INC | $31,387,000 | – | 426,796 | – | 0.39% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $30,320,000 | – | 400,000 | – | 0.38% | – |
| MRK | New | MERCK & CO INC | $29,523,000 | – | 512,466 | – | 0.37% | – |
| GRA | New | GRACE W R & CO DEL NEW | $29,537,000 | – | 403,450 | – | 0.37% | – |
| MSFT | New | MICROSOFT CORP | $29,153,000 | – | 569,723 | – | 0.36% | – |
| MET | New | METLIFE INC | $28,860,000 | – | 724,580 | – | 0.36% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $27,964,000 | – | 781,764 | – | 0.35% | – |
| V | New | VISA INC | $27,421,000 | – | 369,710 | – | 0.34% | – |
| PVTB | New | PRIVATEBANCORP INC | $27,343,000 | – | 621,000 | – | 0.34% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $26,859,000 | – | 16,500,000 | – | 0.33% | – | |
| CCI | New | CROWN CASTLE INTL CORP NEW | $26,742,000 | – | 263,654 | – | 0.33% | – |
| AAPL | New | APPLE INC | $26,202,000 | – | 274,075 | – | 0.33% | – |
| LOW | New | LOWES COS INC | $25,860,000 | – | 326,638 | – | 0.32% | – |
| ALR | New | ALERE INC | $25,717,000 | – | 617,000 | – | 0.32% | – |
| EPC | New | EDGEWELL PERS CARE CO | $25,620,000 | – | 303,518 | – | 0.32% | – |
| MCK | New | MCKESSON CORP | $25,198,000 | – | 135,000 | – | 0.31% | – |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $25,036,000 | – | 18,000,000 | – | 0.31% | – | |
| CMA | New | COMERICA INC | $25,035,000 | – | 608,669 | – | 0.31% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $24,779,000 | – | 573,450 | – | 0.31% | – |
| IM | New | INGRAM MICRO INCcl a | $24,589,000 | – | 707,000 | – | 0.31% | – |
| XLNX | New | XILINX INC | $24,421,000 | – | 529,400 | – | 0.30% | – |
| KHC | New | KRAFT HEINZ CO | $23,927,000 | – | 270,425 | – | 0.30% | – |
| EVHC | New | ENVISION HEALTHCARE HLDGS IN | $23,617,000 | – | 930,900 | – | 0.29% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $23,575,000 | – | 18,200,000 | – | 0.29% | – | |
| RICE | New | RICE ENERGY INC | $23,514,000 | – | 1,066,858 | – | 0.29% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $23,458,000 | – | 839,900 | – | 0.29% | – |
| PCG | New | PG&E CORP | $23,292,000 | – | 364,400 | – | 0.29% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $23,270,000 | – | 2,100,192 | – | 0.29% | – |
| DWRE | New | DEMANDWARE INC | $23,219,000 | – | 310,000 | – | 0.29% | – |
| CB | New | CHUBB LIMITED | $22,902,000 | – | 175,213 | – | 0.28% | – |
| HRL | New | HORMEL FOODS CORP | $22,896,000 | – | 625,587 | – | 0.28% | – |
| MGI | New | MONEYGRAM INTL INC | $22,757,000 | – | 3,322,200 | – | 0.28% | – |
| KEY | New | KEYCORP NEW | $22,783,000 | – | 2,061,800 | – | 0.28% | – |
| EXTN | New | EXTERRAN CORP | $22,597,000 | – | 1,758,515 | – | 0.28% | – |
| CI | New | CIGNA CORPORATION | $22,465,000 | – | 175,525 | – | 0.28% | – |
| ADSK | New | AUTODESK INC | $22,246,000 | – | 410,897 | – | 0.28% | – |
| SABR | New | SABRE CORP | $22,162,000 | – | 827,235 | – | 0.28% | – |
| MRO | New | MARATHON OIL CORP | $22,156,000 | – | 1,476,100 | – | 0.28% | – |
| FEIC | New | FEI CO | $22,017,000 | – | 206,000 | – | 0.27% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $22,064,000 | – | 510,849 | – | 0.27% | – |
| EXC | New | EXELON CORP | $21,964,000 | – | 604,062 | – | 0.27% | – |
| CIE | New | COBALT INTL ENERGY INC | $21,787,000 | – | 16,258,639 | – | 0.27% | – |
| LNG | New | CHENIERE ENERGY INC | $21,696,000 | – | 577,800 | – | 0.27% | – |
| VMC | New | VULCAN MATLS CO | $21,620,000 | – | 179,625 | – | 0.27% | – |
| INXN | New | INTERXION HOLDING N.V | $21,169,000 | – | 574,000 | – | 0.26% | – |
| FB | New | FACEBOOK INCcl a | $20,922,000 | – | 183,074 | – | 0.26% | – |
| TIVO | New | TIVO INC | $20,790,000 | – | 2,100,000 | – | 0.26% | – |
| HAR | New | HARMAN INTL INDS INC | $20,763,000 | – | 289,100 | – | 0.26% | – |
| JACK | New | JACK IN THE BOX INC | $20,509,000 | – | 238,700 | – | 0.26% | – |
| OFG | New | OFG BANCORP | $20,417,000 | – | 2,459,928 | – | 0.25% | – |
| SGNT | New | SAGENT PHARMACEUTICALS INC | $20,239,000 | – | 1,351,056 | – | 0.25% | – |
| CAG | New | CONAGRA FOODS INC | $19,841,000 | – | 415,002 | – | 0.25% | – |
| PHM | New | PULTE GROUP INC | $19,739,000 | – | 1,012,800 | – | 0.25% | – |
| NOW | New | SERVICENOW INC | $19,444,000 | – | 292,825 | – | 0.24% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $19,349,000 | – | 837,610 | – | 0.24% | – |
| PNW | New | PINNACLE WEST CAP CORP | $18,808,000 | – | 232,025 | – | 0.23% | – |
| CRZO | New | CARRIZO OIL & GAS INC | $18,460,000 | – | 514,912 | – | 0.23% | – |
| TSS | New | TOTAL SYS SVCS INC | $18,243,000 | – | 343,490 | – | 0.23% | – |
| MDVN | New | MEDIVATION INC | $18,090,000 | – | 300,000 | – | 0.22% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $18,049,000 | – | 127,725 | – | 0.22% | – |
| TPX | New | TEMPUR SEALY INTL INC | $18,007,000 | – | 325,503 | – | 0.22% | – |
| SPGI | New | S&P GLOBAL INC | $17,912,000 | – | 166,992 | – | 0.22% | – |
| New | PALO ALTO NETWORKS INCnote 7/0 | $17,887,000 | – | 14,006,000 | – | 0.22% | – | |
| ADI | New | ANALOG DEVICES INC | $17,672,000 | – | 312,000 | – | 0.22% | – |
| KR | New | KROGER CO | $17,667,000 | – | 480,220 | – | 0.22% | – |
| YUM | New | YUM BRANDS INC | $17,604,000 | – | 212,300 | – | 0.22% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $17,531,000 | – | 352,381 | – | 0.22% | – |
| WAB | New | WABTEC CORP | $17,459,000 | – | 248,600 | – | 0.22% | – |
| CAVM | New | CAVIUM INC | $17,095,000 | – | 442,886 | – | 0.21% | – |
| EVTC | New | EVERTEC INC | $17,094,000 | – | 1,100,000 | – | 0.21% | – |
| STNG | New | SCORPIO TANKERS INC | $16,968,000 | – | 4,040,000 | – | 0.21% | – |
| CRM | New | SALESFORCE COM INC | $16,704,000 | – | 210,354 | – | 0.21% | – |
| TTE | New | TOTAL S Asponsored adr | $16,676,000 | – | 346,700 | – | 0.21% | – |
| DAR | New | DARLING INGREDIENTS INC | $16,390,000 | – | 1,100,000 | – | 0.20% | – |
| LKQ | New | LKQ CORP | $16,414,000 | – | 517,800 | – | 0.20% | – |
| AME | New | AMETEK INC NEW | $16,185,000 | – | 350,100 | – | 0.20% | – |
| New | CITRIX SYS INCnote 0.500% 4/1 | $16,173,000 | – | 14,500,000 | – | 0.20% | – | |
| ABC | New | AMERISOURCEBERGEN CORP | $15,893,000 | – | 200,369 | – | 0.20% | – |
| PEP | New | PEPSICO INC | $15,947,000 | – | 150,526 | – | 0.20% | – |
| SHW | New | SHERWIN WILLIAMS CO | $15,869,000 | – | 54,038 | – | 0.20% | – |
| CF | New | CF INDS HLDGS INC | $15,399,000 | – | 638,943 | – | 0.19% | – |
| QEP | New | QEP RES INC | $15,468,000 | – | 877,362 | – | 0.19% | – |
| CL | New | COLGATE PALMOLIVE CO | $15,131,000 | – | 206,704 | – | 0.19% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $15,044,000 | – | 593,000 | – | 0.19% | – |
| KSU | New | KANSAS CITY SOUTHERN | $15,072,000 | – | 167,300 | – | 0.19% | – |
| PLXS | New | PLEXUS CORP | $14,989,000 | – | 346,959 | – | 0.19% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $14,382,000 | – | 1,100,000 | – | 0.18% | – |
| WRK | New | WESTROCK CO | $14,223,000 | – | 365,900 | – | 0.18% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $14,265,000 | – | 493,600 | – | 0.18% | – |
| CPB | New | CAMPBELL SOUP CO | $14,213,000 | – | 213,629 | – | 0.18% | – |
| MD | New | MEDNAX INC | $14,058,000 | – | 194,095 | – | 0.18% | – |
| STLD | New | STEEL DYNAMICS INC | $13,999,000 | – | 571,400 | – | 0.17% | – |
| CE | New | CELANESE CORP DEL | $13,744,000 | – | 210,000 | – | 0.17% | – |
| CME | New | CME GROUP INC | $13,765,000 | – | 141,323 | – | 0.17% | – |
| OMC | New | OMNICOM GROUP INC | $13,757,000 | – | 168,813 | – | 0.17% | – |
| RHT | New | RED HAT INC | $13,458,000 | – | 185,375 | – | 0.17% | – |
| SCNB | New | SUFFOLK BANCORP | $13,263,000 | – | 423,600 | – | 0.16% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $13,103,000 | – | 158,809 | – | 0.16% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $12,986,000 | – | 80,345 | – | 0.16% | – |
| VOYA | New | VOYA FINL INC | $12,917,000 | – | 521,700 | – | 0.16% | – |
| N | New | NETSUITE INC | $12,852,000 | – | 176,542 | – | 0.16% | – |
| INTU | New | INTUIT | $12,592,000 | – | 112,825 | – | 0.16% | – |
| BCR | New | BARD C R INC | $12,405,000 | – | 52,753 | – | 0.15% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $12,281,000 | – | 483,900 | – | 0.15% | – |
| NYRT | New | NEW YORK REIT INC | $12,164,000 | – | 1,315,000 | – | 0.15% | – |
| STRZA | New | STARZ | $11,968,000 | – | 400,000 | – | 0.15% | – |
| GDDY | New | GODADDY INCcl a | $11,952,000 | – | 383,198 | – | 0.15% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $11,745,000 | – | 10,000,000 | – | 0.15% | – | |
| CASY | New | CASEYS GEN STORES INC | $11,757,000 | – | 89,400 | – | 0.15% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $11,640,000 | – | 193,000 | – | 0.14% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $11,340,000 | – | 175,000 | – | 0.14% | – |
| CNA | New | CNA FINL CORP | $11,290,000 | – | 359,336 | – | 0.14% | – |
| CKEC | New | CARMIKE CINEMAS INC | $11,054,000 | – | 367,000 | – | 0.14% | – |
| VRNT | New | VERINT SYS INC | $10,906,000 | – | 329,200 | – | 0.14% | – |
| ROST | New | ROSS STORES INC | $10,839,000 | – | 191,200 | – | 0.14% | – |
| PFE | New | PFIZER INC | $10,720,000 | – | 304,467 | – | 0.13% | – |
| NUVA | New | NUVASIVE INC | $10,642,000 | – | 178,200 | – | 0.13% | – |
| BIIB | New | BIOGEN INC | $10,334,000 | – | 42,735 | – | 0.13% | – |
| USFD | New | US FOODS HLDG CORP | $10,280,000 | – | 424,100 | – | 0.13% | – |
| BATRK | New | LIBERTY MEDIA CORP DELAWARE | $10,121,000 | – | 690,365 | – | 0.13% | – |
| DAL | New | DELTA AIR LINES INC DEL | $10,069,000 | – | 276,400 | – | 0.12% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $9,819,000 | – | 83,608 | – | 0.12% | – |
| ADBE | New | ADOBE SYS INC | $9,680,000 | – | 101,050 | – | 0.12% | – |
| VNTV | New | VANTIV INCcl a | $9,544,000 | – | 168,629 | – | 0.12% | – |
| BAX | New | BAXTER INTL INC | $9,563,000 | – | 211,486 | – | 0.12% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $9,521,000 | – | 291,617 | – | 0.12% | – |
| PYPL | New | PAYPAL HLDGS INC | $9,398,000 | – | 257,400 | – | 0.12% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $9,409,000 | – | 48,025 | – | 0.12% | – |
| CFX | New | COLFAX CORP | $9,221,000 | – | 348,500 | – | 0.12% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $9,146,000 | – | 68,200 | – | 0.11% | – |
| MO | New | ALTRIA GROUP INC | $9,062,000 | – | 131,409 | – | 0.11% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $9,116,000 | – | 192,028 | – | 0.11% | – |
| CSC | New | COMPUTER SCIENCES CORP | $9,036,000 | – | 182,000 | – | 0.11% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $8,983,000 | – | 202,400 | – | 0.11% | – |
| FAF | New | FIRST AMERN FINL CORP | $8,925,000 | – | 221,915 | – | 0.11% | – |
| DXCM | New | DEXCOM INC | $8,294,000 | – | 104,550 | – | 0.10% | – |
| TMK | New | TORCHMARK CORP | $8,163,000 | – | 132,040 | – | 0.10% | – |
| ODP | New | OFFICE DEPOT INC | $8,110,000 | – | 2,450,000 | – | 0.10% | – |
| AXE | New | ANIXTER INTL INC | $8,152,000 | – | 153,000 | – | 0.10% | – |
| IOSP | New | INNOSPEC INC | $7,855,000 | – | 170,800 | – | 0.10% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $7,828,000 | – | 199,949 | – | 0.10% | – |
| EMN | New | EASTMAN CHEM CO | $7,730,000 | – | 113,850 | – | 0.10% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $7,678,000 | – | 204,760 | – | 0.10% | – |
| EXPE | New | EXPEDIA INC DEL | $7,223,000 | – | 67,950 | – | 0.09% | – |
| OA | New | ORBITAL ATK INC | $7,028,000 | – | 82,550 | – | 0.09% | – |
| NATL | New | NATIONAL INTERSTATE CORP | $6,806,000 | – | 225,000 | – | 0.08% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $6,793,000 | – | 590,700 | – | 0.08% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $5,961,000 | – | 326,291 | – | 0.07% | – |
| WMT | New | WAL-MART STORES INC | $5,871,000 | – | 80,400 | – | 0.07% | – |
| BHE | New | BENCHMARK ELECTRS INC | $5,899,000 | – | 278,908 | – | 0.07% | – |
| FBR | New | FIBRIA CELULOSE S A | $5,881,000 | – | 870,000 | – | 0.07% | – |
| BXC | New | BLUELINX HLDGS INC | $5,615,000 | – | 796,410 | – | 0.07% | – |
| CCK | New | CROWN HOLDINGS INC | $5,376,000 | – | 106,100 | – | 0.07% | – |
| TGT | New | TARGET CORP | $5,118,000 | – | 73,300 | – | 0.06% | – |
| BERY | New | BERRY PLASTICS GROUP INC | $5,050,000 | – | 130,000 | – | 0.06% | – |
| New | ILLUMINA INCnote 6/1 | $4,881,000 | – | 5,000,000 | – | 0.06% | – | |
| SKUL | New | SKULLCANDY INC | $4,758,000 | – | 775,000 | – | 0.06% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $4,622,000 | – | 59,000 | – | 0.06% | – |
| NBR | New | NABORS INDUSTRIES LTD | $4,271,000 | – | 425,000 | – | 0.05% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $4,065,000 | – | 454,724 | – | 0.05% | – |
| HDP | New | HORTONWORKS INC | $3,771,000 | – | 352,722 | – | 0.05% | – |
| WLL | New | WHITING PETE CORP NEW | $3,704,000 | – | 400,000 | – | 0.05% | – |
| HZNP | New | HORIZON PHARMA PLC | $3,640,000 | – | 221,000 | – | 0.04% | – |
| WTFC | New | WINTRUST FINL CORP | $3,400,000 | – | 66,660 | – | 0.04% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS I | $3,131,000 | – | 40,500 | – | 0.04% | – |
| ARMK | New | ARAMARK | $3,118,000 | – | 93,300 | – | 0.04% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $3,023,000 | – | 69,300 | – | 0.04% | – |
| GS | New | GOLDMAN SACHS GROUP INCcall | $3,066,000 | – | 10,000 | – | 0.04% | – |
| FSD | New | FIRST TR HIGH INCOME L/S FD | $2,966,000 | – | 200,000 | – | 0.04% | – |
| PAYX | New | PAYCHEX INC | $2,957,000 | – | 49,700 | – | 0.04% | – |
| OASPQ | New | OASIS PETE INC NEW | $2,802,000 | – | 300,000 | – | 0.04% | – |
| SM | New | SM ENERGY CO | $2,700,000 | – | 100,000 | – | 0.03% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $2,718,000 | – | 48,600 | – | 0.03% | – |
| LPI | New | LAREDO PETROLEUM INC | $2,620,000 | – | 250,000 | – | 0.03% | – |
| DHI | New | D R HORTON INC | $2,613,000 | – | 83,000 | – | 0.03% | – |
| CAA | New | CALATLANTIC GROUP INC | $2,485,000 | – | 67,700 | – | 0.03% | – |
| LEN | New | LENNAR CORPcl a | $2,471,000 | – | 53,600 | – | 0.03% | – |
| CXO | New | CONCHO RES INC | $2,385,000 | – | 20,000 | – | 0.03% | – |
| GNCIQ | New | GNC HLDGS INC | $2,429,000 | – | 100,000 | – | 0.03% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $2,303,000 | – | 153,333 | – | 0.03% | – |
| TOL | New | TOLL BROTHERS INC | $2,242,000 | – | 83,300 | – | 0.03% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $2,253,000 | – | 49,500 | – | 0.03% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $2,226,000 | – | 211,000 | – | 0.03% | – |
| AKS | New | AK STL HLDG CORP | $1,980,000 | – | 425,000 | – | 0.02% | – |
| KSS | New | KOHLS CORP | $1,896,000 | – | 50,000 | – | 0.02% | – |
| New | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $1,890,000 | – | 2,000,000 | – | 0.02% | – | |
| HIO | New | WESTERN ASSET HIGH INCM OPP | $1,633,000 | – | 333,333 | – | 0.02% | – |
| MHY | New | WESTERN ASSET MGD HI INCM FD | $1,573,000 | – | 333,333 | – | 0.02% | – |
| LPCN | New | LIPOCINE INC NEW | $1,550,000 | – | 510,000 | – | 0.02% | – |
| X | New | UNITED STATES STL CORP NEW | $1,433,000 | – | 85,000 | – | 0.02% | – |
| TSLA | New | TESLA MTRS INCput | $1,470,000 | – | 1,000 | – | 0.02% | – |
| AA | New | ALCOA INC | $1,390,000 | – | 150,000 | – | 0.02% | – |
| DHG | New | DEUTSCHE HIGH INCOME OPPORT | $1,360,000 | – | 100,033 | – | 0.02% | – |
| THC | New | TENET HEALTHCARE CORP | $1,310,000 | – | 47,396 | – | 0.02% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,305,000 | – | 280,000 | – | 0.02% | – |
| SVU | New | SUPERVALU INC | $944,000 | – | 200,000 | – | 0.01% | – |
| COVS | New | COVISINT CORP | $872,000 | – | 400,000 | – | 0.01% | – |
| JCPNQ | New | PENNEY J C INCput | $726,000 | – | 11,800 | – | 0.01% | – |
| CSRA | New | CSRA INC | $726,000 | – | 30,971 | – | 0.01% | – |
| XLB | New | SELECT SECTOR SPDR TRput | $597,000 | – | 7,750 | – | 0.01% | – |
| TECK | New | TECK RESOURCES LTDcl b | $553,000 | – | 42,000 | – | 0.01% | – |
| GM | New | GENERAL MTRS CO | $418,000 | – | 14,764 | – | 0.01% | – |
| NFLX | New | NETFLIX INCput | $246,000 | – | 273 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $15,000 | – | 3,394,977 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $0 | – | -3,394,977 | – | 0.00% | – |
| OIBRC | Exit | OI S.A.spn adr new | $0 | – | -74,686 | – | -0.00% | – |
| AMGN | Exit | AMGEN INCput | $0 | – | -181 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.00% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INCput | $0 | – | -213 | – | -0.00% | – |
| FTNT | Exit | FORTINET INCput | $0 | – | -591 | – | -0.00% | – |
| FANG | Exit | DIAMONDBACK ENERGY INCput | $0 | – | -180 | – | -0.00% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INCput | $0 | – | -676 | – | -0.00% | – |
| SKX | Exit | SKECHERS U S A INCput | $0 | – | -179 | – | -0.00% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.00% | – |
| INFN | Exit | INFINERA CORPORATIONput | $0 | – | -1,000 | – | -0.00% | – |
| AKS | Exit | AK STL HLDG CORPcall | $0 | – | -4,500 | – | -0.00% | – |
| AMBA | Exit | AMBARELLA INCput | $0 | – | -183 | – | -0.00% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DELput | $0 | – | -156 | – | -0.00% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -5,901 | – | -0.00% | – |
| WWAV | Exit | WHITEWAVE FOODS COput | $0 | – | -669 | – | -0.01% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -14,764 | – | -0.01% | – |
| SEE | Exit | SEALED AIR CORP NEWput | $0 | – | -2,590 | – | -0.01% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS INput | $0 | – | -93 | – | -0.01% | – |
| MCRN | Exit | MILACRON HLDGS CORP | $0 | – | -33,200 | – | -0.01% | – |
| SHW | Exit | SHERWIN WILLIAMS COput | $0 | – | -202 | – | -0.01% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPput | $0 | – | -1,502 | – | -0.01% | – |
| NLNK | Exit | NEWLINK GENETICS CORPput | $0 | – | -466 | – | -0.01% | – |
| DATA | Exit | TABLEAU SOFTWARE INCput | $0 | – | -388 | – | -0.01% | – |
| SPLS | Exit | STAPLES INCcall | $0 | – | -18,000 | – | -0.01% | – |
| TASR | Exit | TASER INTL INCput | $0 | – | -1,431 | – | -0.01% | – |
| EXAS | Exit | EXACT SCIENCES CORPput | $0 | – | -1,601 | – | -0.01% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORPput | $0 | – | -876 | – | -0.01% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INCput | $0 | – | -384 | – | -0.01% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INCput | $0 | – | -1,047 | – | -0.01% | – |
| COVS | Exit | COVISINT CORP | $0 | – | -400,000 | – | -0.01% | – |
| ISIS | Exit | ISIS PHARMACEUTICALS INCput | $0 | – | -664 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcall | $0 | – | -1,000 | – | -0.01% | – |
| GOL | Exit | GOL LINHAS AEREAS INTLG S Asp adr rep pfd | $0 | – | -1,209,150 | – | -0.01% | – |
| DHG | Exit | DEUTSCHE HIGH INCOME OPPORT | $0 | – | -100,033 | – | -0.02% | – |
| NFLX | Exit | NETFLIX INCput | $0 | – | -1,076 | – | -0.02% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -6,550 | – | -0.02% | – |
| IVH | Exit | IVY HIGH INC OPPORTUNITIES F | $0 | – | -113,333 | – | -0.02% | – |
| MHY | Exit | WESTERN ASSET MGD HI INCM FD | $0 | – | -333,333 | – | -0.02% | – |
| KHI | Exit | DEUTSCHE HIGH INCOME TR | $0 | – | -200,000 | – | -0.02% | – |
| HIO | Exit | WESTERN ASSET HIGH INCM OPP | $0 | – | -333,333 | – | -0.02% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -627,500 | – | -0.02% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -42,300 | – | -0.02% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -640,449 | – | -0.02% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -42,100 | – | -0.02% | – |
| NHS | Exit | NEUBERGER BERMAN HGH YLD FD | $0 | – | -200,000 | – | -0.02% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -2,400,000 | – | -0.02% | – | |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -153,333 | – | -0.02% | – |
| MHRCQ | Exit | MAGNUM HUNTER RES CORP DEL | $0 | – | -6,500,000 | – | -0.02% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -600,100 | – | -0.03% | – |
| TSLA | Exit | TESLA MTRS INCput | $0 | – | -6,700 | – | -0.03% | – |
| TMH | Exit | TEAM HEALTH HOLDINGS INC | $0 | – | -53,354 | – | -0.03% | – |
| FSD | Exit | FIRST TR HIGH INCOME L/S FD | $0 | – | -224,666 | – | -0.04% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -100,700 | – | -0.04% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -400,000 | – | -0.04% | – |
| HYT | Exit | BLACKROCK CORPOR HI YLD FD I | $0 | – | -350,333 | – | -0.04% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -244,818 | – | -0.05% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -6,121,929 | – | -0.05% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -24,500 | – | -0.05% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -82,917 | – | -0.05% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -106,022 | – | -0.05% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -95,104 | – | -0.06% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -115,625 | – | -0.06% | – |
| WLRHU | Exit | WL ROSS HLDG CORPunit 06/11/2019 | $0 | – | -495,923 | – | -0.06% | – |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -5,000,000 | – | -0.06% | – | |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -883,160 | – | -0.07% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -118,600 | – | -0.07% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -850,000 | – | -0.07% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -251,254 | – | -0.07% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -6,800 | – | -0.07% | – |
| BTZ | Exit | BLACKROCK CR ALLCTN INC TR | $0 | – | -525,000 | – | -0.07% | – |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -5,000,000 | – | -0.08% | – | |
| DSW | Exit | DSW INCcl a | $0 | – | -272,600 | – | -0.08% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -1,134,139 | – | -0.08% | – |
| Exit | RENEWABLE ENERGY GROUP INCmtnf 2.750% 6/1 | $0 | – | -8,000,000 | – | -0.08% | – | |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -118,771 | – | -0.08% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -67,900 | – | -0.08% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -61,990 | – | -0.09% | – |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -6,909,000 | – | -0.09% | – | |
| VA | Exit | VIRGIN AMER INC | $0 | – | -225,000 | – | -0.09% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -57,385 | – | -0.09% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -6,500 | – | -0.09% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -803,171 | – | -0.10% | – |
| ATR | Exit | APTARGROUP INC | $0 | – | -128,000 | – | -0.10% | – |
| RHT | Exit | RED HAT INC | $0 | – | -122,300 | – | -0.10% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -108,975 | – | -0.10% | – |
| HUM | Exit | HUMANA INC | $0 | – | -50,000 | – | -0.10% | – |
| WPXP | Exit | WPX ENERGY INCpfd ser a cv | $0 | – | -250,000 | – | -0.10% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -185,400 | – | -0.10% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -225,000 | – | -0.11% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -259,067 | – | -0.11% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -172,374 | – | -0.11% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORP | $0 | – | -237,658 | – | -0.11% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -200,700 | – | -0.11% | – |
| ALR | Exit | ALERE INC | $0 | – | -210,000 | – | -0.12% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -219,100 | – | -0.12% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -47,038 | – | -0.12% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -129,348 | – | -0.12% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -123,235 | – | -0.12% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -40,000 | – | -0.12% | – |
| SMH | Exit | MARKET VECTORS ETF TRsemiconductor | $0 | – | -217,300 | – | -0.12% | – |
| FMC | Exit | F M C CORP | $0 | – | -318,800 | – | -0.12% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -115,872 | – | -0.12% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -7,250,000 | – | -0.13% | – | |
| KYTH | Exit | KYTHERA BIOPHARMACEUTICALS I | $0 | – | -150,000 | – | -0.13% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -291,784 | – | -0.13% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -368,735 | – | -0.13% | – |
| INTC | Exit | INTEL CORP | $0 | – | -373,100 | – | -0.13% | – |
| BCSPRACL | Exit | BARCLAYS BANK PLCsp adr 7.1%pf3 | $0 | – | -448,636 | – | -0.13% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS IN | $0 | – | -653,205 | – | -0.14% | – |
| HDP | Exit | HORTONWORKS INC | $0 | – | -544,694 | – | -0.14% | – |
| NATL | Exit | NATIONAL INTERSTATE CORP | $0 | – | -449,600 | – | -0.14% | – |
| ITT | Exit | ITT CORP NEW | $0 | – | -357,500 | – | -0.14% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -204,478 | – | -0.14% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -485,166 | – | -0.14% | – |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -10,000,000 | – | -0.14% | – | |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -149,996 | – | -0.14% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -579,995 | – | -0.14% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -520,000 | – | -0.14% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -195,325 | – | -0.15% | – |
| Z | Exit | ZILLOW GROUP INCcl c cap stk | $0 | – | -473,150 | – | -0.15% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -227,400 | – | -0.15% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -161,050 | – | -0.15% | – |
| PPL | Exit | PPL CORP | $0 | – | -409,700 | – | -0.16% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -1,049,327 | – | -0.16% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -323,500 | – | -0.16% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -10,000,000 | – | -0.16% | – | |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -228,831 | – | -0.16% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -352,000 | – | -0.17% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -273,592 | – | -0.17% | – |
| PMCS | Exit | PMC-SIERRA INC | $0 | – | -2,166,052 | – | -0.17% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -345,057 | – | -0.17% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -496,875 | – | -0.17% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -781,200 | – | -0.17% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -264,100 | – | -0.17% | – |
| NVGS | Exit | NAVIGATOR HOLDINGS LTD | $0 | – | -1,125,286 | – | -0.17% | – |
| NTCT | Exit | NETSCOUT SYS INC | $0 | – | -427,409 | – | -0.17% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -124,700 | – | -0.18% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -250,823 | – | -0.18% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -397,100 | – | -0.18% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -112,100 | – | -0.18% | – |
| CME | Exit | CME GROUP INC | $0 | – | -170,997 | – | -0.18% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -226,814 | – | -0.18% | – |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -10,000,000 | – | -0.18% | – | |
| UNM | Exit | UNUM GROUP | $0 | – | -503,504 | – | -0.19% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -283,600 | – | -0.19% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -165,000 | – | -0.19% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -891,978 | – | -0.19% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -244,055 | – | -0.19% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -85,703 | – | -0.19% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -143,075 | – | -0.19% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -399,121 | – | -0.19% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -205,838 | – | -0.19% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -229,972 | – | -0.19% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,350,000 | – | -0.19% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -564,113 | – | -0.19% | – |
| Q | Exit | QUINTILES TRANSNATIO HLDGS I | $0 | – | -240,440 | – | -0.19% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -550,127 | – | -0.20% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -522,300 | – | -0.20% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -226,445 | – | -0.20% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,350,400 | – | -0.20% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -684,600 | – | -0.20% | – |
| MEG | Exit | MEDIA GEN INC NEW | $0 | – | -1,300,647 | – | -0.21% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -316,400 | – | -0.21% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -425,400 | – | -0.21% | – |
| NYLD | Exit | NRG YIELD INCcl c | $0 | – | -1,618,363 | – | -0.22% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -256,044 | – | -0.22% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -100,678 | – | -0.22% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -725,000 | – | -0.22% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -706,953 | – | -0.22% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,178,700 | – | -0.23% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -1,152,200 | – | -0.23% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -391,050 | – | -0.23% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -510,297 | – | -0.24% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -4,395,254 | – | -0.24% | – |
| MESG | Exit | XURA INC | $0 | – | -953,000 | – | -0.25% | – |
| AWAY | Exit | HOMEAWAY INC | $0 | – | -814,723 | – | -0.25% | – |
| PAGP | Exit | PLAINS GP HLDGS L P | $0 | – | -1,236,099 | – | -0.25% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -344,225 | – | -0.25% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -5,365,128 | – | -0.25% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -13,500,000 | – | -0.25% | – | |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -384,000 | – | -0.26% | – |
| 4305PS | Exit | ALCATEL-LUCENTsponsored adr | $0 | – | -6,175,000 | – | -0.26% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -722,558 | – | -0.26% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -186,800 | – | -0.26% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -294,154 | – | -0.27% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -328,711 | – | -0.27% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -337,175 | – | -0.27% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -601,600 | – | -0.27% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -650,000 | – | -0.28% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -351,325 | – | -0.28% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -807,333 | – | -0.29% | – |
| SABR | Exit | SABRE CORP | $0 | – | -930,495 | – | -0.29% | – |
| SYA | Exit | SYMETRA FINL CORP | $0 | – | -807,000 | – | -0.29% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -678,500 | – | -0.30% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -664,300 | – | -0.32% | – |
| ARMK | Exit | ARAMARK | $0 | – | -925,390 | – | -0.32% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -347,591 | – | -0.32% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -284,233 | – | -0.32% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -2,000,271 | – | -0.32% | – |
| AVT | Exit | AVNET INC | $0 | – | -653,268 | – | -0.32% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -822,630 | – | -0.32% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -750,000 | – | -0.32% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -349,725 | – | -0.33% | – |
| TRAK | Exit | DEALERTRACK TECHNOLOGIES INC | $0 | – | -460,000 | – | -0.34% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -3,624,997 | – | -0.34% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -300,593 | – | -0.34% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -348,725 | – | -0.35% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -759,161 | – | -0.35% | – |
| VMW | Exit | VMWARE INC | $0 | – | -388,722 | – | -0.35% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -1,033,400 | – | -0.36% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -954,300 | – | -0.36% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -1,021,375 | – | -0.36% | – |
| INTU | Exit | INTUIT | $0 | – | -359,164 | – | -0.37% | – |
| GGB | Exit | GERDAU S Aspon adr rep pfd | $0 | – | -23,854,596 | – | -0.38% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -752,000 | – | -0.38% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -3,001,250 | – | -0.38% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -679,892 | – | -0.39% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -503,701 | – | -0.39% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -711,759 | – | -0.39% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -56,971 | – | -0.40% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -4,250,000 | – | -0.40% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -796,201 | – | -0.40% | – |
| COH | Exit | COACH INC | $0 | – | -1,235,014 | – | -0.41% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -1,021,398 | – | -0.42% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -683,300 | – | -0.44% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -882,820 | – | -0.44% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -1,011,311 | – | -0.44% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -201,501 | – | -0.44% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -396,933 | – | -0.45% | – |
| EQT | Exit | EQT CORP | $0 | – | -622,754 | – | -0.46% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -792,565 | – | -0.47% | – |
| K | Exit | KELLOGG CO | $0 | – | -614,700 | – | -0.47% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -230,000 | – | -0.48% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -599,628 | – | -0.48% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -404,403 | – | -0.48% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -14,693,000 | – | -0.49% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -655,510 | – | -0.49% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -494,049 | – | -0.50% | – |
| UTIW | Exit | UTI WORLDWIDE INCord | $0 | – | -9,500,941 | – | -0.50% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -2,325,000 | – | -0.51% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -6,499,800 | – | -0.51% | – |
| TS | Exit | TENARIS S Asponsored adr | $0 | – | -1,838,046 | – | -0.51% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -1,735,308 | – | -0.52% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -1,159,100 | – | -0.54% | – |
| NI | Exit | NISOURCE INC | $0 | – | -2,541,949 | – | -0.54% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -1,980,718 | – | -0.54% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,335,064 | – | -0.54% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -1,662,059 | – | -0.57% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -4,499,703 | – | -0.58% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -3,294,713 | – | -0.58% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -848,797 | – | -0.59% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -597,024 | – | -0.60% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -25,000,000 | – | -0.60% | – | |
| UTEK | Exit | ULTRATECH INC | $0 | – | -3,301,721 | – | -0.61% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -3,458,715 | – | -0.62% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -57,149,000 | – | -0.63% | – | |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -3,504,100 | – | -0.64% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -905,989 | – | -0.64% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,771,500 | – | -0.65% | – |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -30,000,000 | – | -0.65% | – | |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -1,737,687 | – | -0.66% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -1,909,898 | – | -0.66% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -735,432 | – | -0.69% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -1,135,623 | – | -0.71% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -1,954,597 | – | -0.74% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -12,424,662 | – | -0.77% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -2,347,500 | – | -0.77% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -1,621,806 | – | -0.78% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -1,844,613 | – | -0.79% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -7,600,284 | – | -0.79% | – |
| ACE | Exit | ACE LTD | $0 | – | -677,493 | – | -0.81% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -1,440,100 | – | -0.83% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,320,950 | – | -0.84% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -535,046 | – | -0.86% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -952,056 | – | -0.87% | – |
| CYT | Exit | CYTEC INDS INC | $0 | – | -1,035,000 | – | -0.88% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -1,665,000 | – | -0.89% | – |
| EBAY | Exit | EBAY INC | $0 | – | -3,168,781 | – | -0.89% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -3,249,947 | – | -0.93% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -1,372,026 | – | -0.95% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -13,012,249 | – | -0.99% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -4,224,928 | – | -1.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,537,514 | – | -1.01% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -3,080,160 | – | -1.03% | – |
| SFG | Exit | STANCORP FINL GROUP INC | $0 | – | -804,500 | – | -1.06% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -1,940,000 | – | -1.15% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -7,637,679 | – | -1.15% | – |
| KO | Exit | COCA COLA CO | $0 | – | -2,551,221 | – | -1.18% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -2,595,041 | – | -1.20% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -1,728,600 | – | -1.22% | – |
| HCBK | Exit | HUDSON CITY BANCORP | $0 | – | -10,711,788 | – | -1.26% | – |
| EXH | Exit | EXTERRAN HLDGS INC | $0 | – | -6,639,595 | – | -1.38% | – |
| HCC | Exit | HCC INS HLDGS INC | $0 | – | -1,547,000 | – | -1.38% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -874,000 | – | -1.40% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -583,000 | – | -1.54% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -9,891,531 | – | -1.69% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -11,004,990 | – | -1.85% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -2,726,950 | – | -2.30% | – |
| EXC | Exit | EXELON CORP | $0 | – | -6,754,428 | – | -2.31% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,179,405 | – | -2.39% | – |
| CB | Exit | CHUBB CORP | $0 | – | -1,693,700 | – | -2.39% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CB | New | CHUBB CORP | $207,732,000 | – | 1,693,700 | – | 2.39% | – |
| C | Sell | CITIGROUP INC | $207,340,000 | -25.4% | 4,179,405 | -17.0% | 2.39% | -21.8% |
| EXC | Sell | EXELON CORP | $200,607,000 | -23.8% | 6,754,428 | -19.4% | 2.31% | -20.1% |
| BG | Buy | BUNGE LIMITED | $199,885,000 | +95.4% | 2,726,950 | +134.1% | 2.30% | +104.9% |
| CPN | Buy | CALPINE CORP | $160,673,000 | +77.8% | 11,004,990 | +119.1% | 1.85% | +86.4% |
| NRG | Buy | NRG ENERGY INC | $146,889,000 | -7.7% | 9,891,531 | +42.2% | 1.69% | -3.3% |
| PCP | New | PRECISION CASTPARTS CORP | $133,921,000 | – | 583,000 | – | 1.54% | – |
| SIAL | Sell | SIGMA ALDRICH CORP | $121,416,000 | -3.6% | 874,000 | -3.3% | 1.40% | +1.1% |
| HCC | Buy | HCC INS HLDGS INC | $119,846,000 | +12.9% | 1,547,000 | +11.9% | 1.38% | +18.4% |
| EXH | Buy | EXTERRAN HLDGS INC | $119,513,000 | +17.8% | 6,639,595 | +113.7% | 1.38% | +23.6% |
| HCBK | Buy | HUDSON CITY BANCORP | $108,939,000 | +5.4% | 10,711,788 | +2.4% | 1.26% | +10.6% |
| CAM | New | CAMERON INTERNATIONAL CORP | $105,998,000 | – | 1,728,600 | – | 1.22% | – |
| CIT | Sell | CIT GROUP INC | $103,879,000 | -29.5% | 2,595,041 | -18.2% | 1.20% | -26.1% |
| KO | Buy | COCA COLA CO | $102,355,000 | +42.4% | 2,551,221 | +39.2% | 1.18% | +49.2% |
| TPH | Buy | TRI POINTE GROUP INC | $99,977,000 | -1.5% | 7,637,679 | +15.1% | 1.15% | +3.3% |
| BRCM | Buy | BROADCOM CORPcl a | $99,774,000 | +1.9% | 1,940,000 | +2.0% | 1.15% | +6.8% |
| SFG | New | STANCORP FINL GROUP INC | $91,874,000 | – | 804,500 | – | 1.06% | – |
| TDC | Buy | TERADATA CORP DEL | $89,201,000 | -3.0% | 3,080,160 | +23.9% | 1.03% | +1.8% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $87,454,000 | -1.9% | 1,537,514 | +3.7% | 1.01% | +2.9% |
| DYN | Buy | DYNEGY INC NEW DEL | $87,329,000 | +115.3% | 4,224,928 | +204.7% | 1.01% | +125.6% |
| WPX | Buy | WPX ENERGY INC | $86,141,000 | +99.2% | 13,012,249 | +269.5% | 0.99% | +108.8% |
| VLO | Buy | VALERO ENERGY CORP NEW | $82,459,000 | +31.6% | 1,372,026 | +37.1% | 0.95% | +38.1% |
| KMT | Buy | KENNAMETAL INC | $80,891,000 | +5.4% | 3,249,947 | +44.4% | 0.93% | +10.6% |
| EBAY | Buy | EBAY INC | $77,445,000 | +73.6% | 3,168,781 | +327.8% | 0.89% | +82.0% |
| WCC | Buy | WESCO INTL INC | $77,373,000 | +0.2% | 1,665,000 | +48.0% | 0.89% | +5.1% |
| CYT | New | CYTEC INDS INC | $76,435,000 | – | 1,035,000 | – | 0.88% | – |
| WDC | Buy | WESTERN DIGITAL CORP | $75,631,000 | +310.4% | 952,056 | +305.1% | 0.87% | +331.2% |
| PRE | Sell | PARTNERRE LTD | $74,307,000 | -53.3% | 535,046 | -56.8% | 0.86% | -51.1% |
| MS | Buy | MORGAN STANLEY | $73,110,000 | +1113.2% | 2,320,950 | +1394.0% | 0.84% | +1175.8% |
| ALTR | Buy | ALTERA CORP | $72,120,000 | +26.9% | 1,440,100 | +29.7% | 0.83% | +33.2% |
| ACE | Buy | ACE LTD | $70,053,000 | +36.1% | 677,493 | +33.8% | 0.81% | +42.8% |
| RF | Sell | REGIONS FINL CORP NEW | $68,479,000 | -24.5% | 7,600,284 | -13.1% | 0.79% | -20.8% |
| DVN | Buy | DEVON ENERGY CORP NEW | $68,417,000 | +49.4% | 1,844,613 | +139.6% | 0.79% | +56.7% |
| PF | Buy | PINNACLE FOODS INC DEL | $67,921,000 | +6.5% | 1,621,806 | +15.8% | 0.78% | +11.6% |
| GPS | Buy | GAP INC DEL | $66,904,000 | -1.3% | 2,347,500 | +32.3% | 0.77% | +3.6% |
| VIAV | New | VIAVI SOLUTIONS INC | $66,720,000 | – | 12,424,662 | – | 0.77% | – |
| VSI | Buy | VITAMIN SHOPPE INC | $63,798,000 | -8.0% | 1,954,597 | +5.1% | 0.74% | -3.5% |
| MO | Buy | ALTRIA GROUP INC | $61,778,000 | +94.1% | 1,135,623 | +74.5% | 0.71% | +103.4% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $59,541,000 | +282.5% | 735,432 | +320.2% | 0.69% | +301.2% |
| BPOP | Buy | POPULAR INC | $57,736,000 | +185.8% | 1,909,898 | +172.8% | 0.66% | +199.5% |
| NFX | Sell | NEWFIELD EXPL CO | $57,170,000 | -19.3% | 1,737,687 | -11.4% | 0.66% | -15.3% |
| Sell | WELLPOINT INCnote 2.750%10/1 | $56,641,000 | -30.3% | 30,000,000 | -18.9% | 0.65% | -26.9% | |
| ALLY | Buy | ALLY FINL INC | $56,483,000 | -2.0% | 2,771,500 | +7.9% | 0.65% | +2.8% |
| KND | Buy | KINDRED HEALTHCARE INC | $55,190,000 | +6.0% | 3,504,100 | +36.6% | 0.64% | +11.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $55,238,000 | -12.0% | 905,989 | -2.2% | 0.64% | -7.7% |
| BAC | Buy | BANK AMER CORP | $53,887,000 | +58.3% | 3,458,715 | +72.9% | 0.62% | +66.0% |
| UTEK | Buy | ULTRATECH INC | $52,894,000 | -11.4% | 3,301,721 | +2.7% | 0.61% | -7.0% |
| MHFI | Buy | MCGRAW HILL FINL INC | $51,643,000 | +109.1% | 597,024 | +142.9% | 0.60% | +119.6% |
| APC | Buy | ANADARKO PETE CORP | $51,259,000 | +37.1% | 848,797 | +77.2% | 0.59% | +43.8% |
| MRO | Buy | MARATHON OIL CORP | $50,739,000 | -17.2% | 3,294,713 | +42.7% | 0.58% | -13.1% |
| NAVI | New | NAVIENT CORP | $50,577,000 | – | 4,499,703 | – | 0.58% | – |
| GPORQ | Sell | GULFPORT ENERGY CORP | $49,330,000 | -33.9% | 1,662,059 | -10.4% | 0.57% | -30.7% |
| HAL | Buy | HALLIBURTON CO | $47,195,000 | +259.6% | 1,335,064 | +338.2% | 0.54% | +277.8% |
| CFG | Buy | CITIZENS FINL GROUP INC | $47,260,000 | +127.6% | 1,980,718 | +160.6% | 0.54% | +138.6% |
| NI | New | NISOURCE INC | $47,153,000 | – | 2,541,949 | – | 0.54% | – |
| CAG | Buy | CONAGRA FOODS INC | $46,955,000 | +19.5% | 1,159,100 | +28.9% | 0.54% | +25.2% |
| CSCO | New | CISCO SYS INC | $45,552,000 | – | 1,735,308 | – | 0.52% | – |
| TS | Buy | TENARIS S Asponsored adr | $44,315,000 | +214.2% | 1,838,046 | +252.2% | 0.51% | +229.7% |
| NOK | Sell | NOKIA CORPsponsored adr | $44,069,000 | -14.2% | 6,499,800 | -13.3% | 0.51% | -9.9% |
| FITB | Buy | FIFTH THIRD BANCORP | $43,966,000 | -6.0% | 2,325,000 | +3.5% | 0.51% | -1.4% |
| UTIW | Buy | UTI WORLDWIDE INCord | $43,609,000 | -32.9% | 9,500,941 | +46.1% | 0.50% | -29.6% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $43,466,000 | -46.7% | 494,049 | -43.5% | 0.50% | -44.1% |
| DLR | Buy | DIGITAL RLTY TR INC | $42,818,000 | +92.1% | 655,510 | +96.1% | 0.49% | +101.2% |
| CZZ | Buy | COSAN LTD | $42,463,000 | -29.3% | 14,693,000 | +50.7% | 0.49% | -25.9% |
| XEC | Sell | CIMAREX ENERGY CO | $41,443,000 | -13.2% | 404,403 | -6.6% | 0.48% | -9.0% |
| SLB | Buy | SCHLUMBERGER LTD | $41,356,000 | +3.3% | 599,628 | +29.0% | 0.48% | +8.2% |
| TWC | Buy | TIME WARNER CABLE INC | $41,255,000 | +78.1% | 230,000 | +76.9% | 0.48% | +87.0% |
| K | Buy | KELLOGG CO | $40,908,000 | +37.8% | 614,700 | +29.8% | 0.47% | +44.5% |
| MPWR | Buy | MONOLITHIC PWR SYS INC | $40,579,000 | +6.3% | 792,565 | +5.2% | 0.47% | +11.5% |
| EQT | Buy | EQT CORP | $40,336,000 | +367.0% | 622,754 | +486.5% | 0.46% | +389.5% |
| CXO | Buy | CONCHO RES INC | $39,019,000 | +26.6% | 396,933 | +46.7% | 0.45% | +33.1% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $38,614,000 | -17.6% | 201,501 | -11.5% | 0.44% | -13.6% |
| LUV | Buy | SOUTHWEST AIRLS CO | $38,470,000 | +161.0% | 1,011,311 | +127.0% | 0.44% | +173.5% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $38,411,000 | +720.4% | 882,820 | +779.0% | 0.44% | +768.6% |
| GIS | New | GENERAL MLS INC | $38,354,000 | – | 683,300 | – | 0.44% | – |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $36,229,000 | +43.2% | 1,021,398 | +49.3% | 0.42% | +50.0% |
| COH | Buy | COACH INC | $35,729,000 | +21.4% | 1,235,014 | +45.3% | 0.41% | +27.6% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $35,190,000 | -18.5% | 4,250,000 | +13.8% | 0.40% | -14.6% |
| ADSK | Buy | AUTODESK INC | $35,144,000 | +80.6% | 796,201 | +104.8% | 0.40% | +89.3% |
| GOOG | Buy | GOOGLE INCcl c | $34,662,000 | +79.8% | 56,971 | +53.9% | 0.40% | +88.2% |
| PAYX | Sell | PAYCHEX INC | $33,901,000 | -57.3% | 711,759 | -58.0% | 0.39% | -55.2% |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $33,788,000 | +180.8% | 503,701 | +158.7% | 0.39% | +194.7% |
| MRK | Sell | MERCK & CO INC NEW | $33,580,000 | -29.6% | 679,892 | -18.8% | 0.39% | -26.1% |
| FNSR | Buy | FINISAR CORP | $33,404,000 | +107.7% | 3,001,250 | +233.5% | 0.38% | +117.5% |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $32,855,000 | -53.1% | 752,000 | -43.5% | 0.38% | -50.7% |
| GGB | Buy | GERDAU S Aspon adr rep pfd | $32,681,000 | -35.4% | 23,854,596 | +13.6% | 0.38% | -32.4% |
| INTU | New | INTUIT | $31,876,000 | – | 359,164 | – | 0.37% | – |
| PYPL | New | PAYPAL HLDGS INC | $31,703,000 | – | 1,021,375 | – | 0.36% | – |
| BAX | New | BAXTER INTL INC | $31,349,000 | – | 954,300 | – | 0.36% | – |
| NBL | Buy | NOBLE ENERGY INC | $31,188,000 | -12.4% | 1,033,400 | +23.8% | 0.36% | -8.2% |
| VMW | Sell | VMWARE INC | $30,627,000 | -17.9% | 388,722 | -10.7% | 0.35% | -13.9% |
| PPG | New | PPG INDS INC | $30,580,000 | – | 348,725 | – | 0.35% | – |
| TRI | Buy | THOMSON REUTERS CORP | $30,564,000 | +66.4% | 759,161 | +57.3% | 0.35% | +74.3% |
| NEE | New | NEXTERA ENERGY INC | $29,323,000 | – | 300,593 | – | 0.34% | – |
| TRAK | New | DEALERTRACK TECHNOLOGIES INC | $29,054,000 | – | 460,000 | – | 0.34% | – |
| MGI | Sell | MONEYGRAM INTL INC | $29,072,000 | -14.2% | 3,624,997 | -1.6% | 0.34% | -9.9% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $29,034,000 | +12.5% | 349,725 | -5.4% | 0.33% | +17.6% |
| RLGY | New | REALOGY HLDGS CORP | $28,223,000 | – | 750,000 | – | 0.32% | – |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $27,937,000 | +5.6% | 822,630 | +31.9% | 0.32% | +11.0% |
| AVT | Sell | AVNET INC | $27,881,000 | -45.8% | 653,268 | -47.8% | 0.32% | -43.2% |
| NSM | New | NATIONSTAR MTG HLDGS INC | $27,744,000 | – | 2,000,271 | – | 0.32% | – |
| SRE | Buy | SEMPRA ENERGY | $27,491,000 | +52.8% | 284,233 | +56.3% | 0.32% | +60.1% |
| CCI | New | CROWN CASTLE INTL CORP NEW | $27,415,000 | – | 347,591 | – | 0.32% | – |
| ARMK | Buy | ARAMARK | $27,429,000 | -2.2% | 925,390 | +2.2% | 0.32% | +2.6% |
| ZTS | Buy | ZOETIS INCcl a | $27,356,000 | +13.5% | 664,300 | +32.9% | 0.32% | +18.9% |
| STI | New | SUNTRUST BKS INC | $25,946,000 | – | 678,500 | – | 0.30% | – |
| SYA | New | SYMETRA FINL CORP | $25,533,000 | – | 807,000 | – | 0.29% | – |
| SABR | Buy | SABRE CORP | $25,291,000 | +60.6% | 930,495 | +40.6% | 0.29% | +68.2% |
| FTI | Sell | FMC TECHNOLOGIES INC | $25,027,000 | -42.7% | 807,333 | -23.3% | 0.29% | -40.0% |
| MJN | Sell | MEAD JOHNSON NUTRITION CO | $24,733,000 | -55.4% | 351,325 | -42.9% | 0.28% | -53.3% |
| WMB | New | WILLIAMS COS INC DEL | $23,953,000 | – | 650,000 | – | 0.28% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $23,553,000 | -40.5% | 601,600 | -36.2% | 0.27% | -37.7% |
| TJX | Sell | TJX COS INC NEW | $23,477,000 | -8.5% | 328,711 | -15.2% | 0.27% | -4.3% |
| CRM | Buy | SALESFORCE COM INC | $23,410,000 | +93.2% | 337,175 | +93.7% | 0.27% | +103.0% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $23,253,000 | +6.1% | 294,154 | -2.2% | 0.27% | +11.2% |
| CRUS | Sell | CIRRUS LOGIC INC | $22,768,000 | -22.1% | 722,558 | -15.8% | 0.26% | -18.4% |
| PXD | New | PIONEER NAT RES CO | $22,722,000 | – | 186,800 | – | 0.26% | – |
| 4305PS | Buy | ALCATEL-LUCENTsponsored adr | $22,539,000 | +3.8% | 6,175,000 | +2.9% | 0.26% | +8.8% |
| AXE | Buy | ANIXTER INTL INC | $22,188,000 | +21.6% | 384,000 | +37.1% | 0.26% | +28.0% |
| New | PALO ALTO NETWORKS INCnote 7/0 | $22,044,000 | – | 13,500,000 | – | 0.25% | – | |
| VIP | Sell | VIMPELCOM LTDsponsored adr | $22,078,000 | -38.0% | 5,365,128 | -25.1% | 0.25% | -35.0% |
| TRIP | Buy | TRIPADVISOR INC | $21,693,000 | -16.6% | 344,225 | +15.4% | 0.25% | -12.6% |
| AWAY | Buy | HOMEAWAY INC | $21,623,000 | +54.5% | 814,723 | +81.2% | 0.25% | +61.7% |
| PAGP | Sell | PLAINS GP HLDGS L P | $21,632,000 | -75.8% | 1,236,099 | -64.2% | 0.25% | -74.6% |
| MESG | New | XURA INC | $21,328,000 | – | 953,000 | – | 0.25% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $20,877,000 | – | 4,395,254 | – | 0.24% | – |
| SAIC | Buy | SCIENCE APPLICATNS INTL CP N | $20,519,000 | -2.6% | 510,297 | +28.1% | 0.24% | +2.2% |
| TRGP | Sell | TARGA RES CORP | $20,147,000 | -48.0% | 391,050 | -10.0% | 0.23% | -45.5% |
| OLN | New | OLIN CORP | $19,814,000 | – | 1,178,700 | – | 0.23% | – |
| STLD | Buy | STEEL DYNAMICS INC | $19,795,000 | +120.6% | 1,152,200 | +166.0% | 0.23% | +130.3% |
| INXN | Buy | INTERXION HOLDING N.V | $19,144,000 | +40.7% | 706,953 | +43.6% | 0.22% | +48.3% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $19,082,000 | -31.0% | 100,678 | -42.0% | 0.22% | -27.6% |
| BWXT | Buy | BWX TECHNOLOGIES INC | $19,111,000 | +1.3% | 725,000 | +26.1% | 0.22% | +6.3% |
| NYLD | New | NRG YIELD INCcl c | $18,789,000 | – | 1,618,363 | – | 0.22% | – |
| AMCX | Buy | AMC NETWORKS INCcl a | $18,735,000 | +32.6% | 256,044 | +48.4% | 0.22% | +39.4% |
| ALL | New | ALLSTATE CORP | $18,427,000 | – | 316,400 | – | 0.21% | – |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $18,416,000 | -28.6% | 425,400 | -31.6% | 0.21% | -25.1% |
| MEG | New | MEDIA GEN INC NEW | $18,196,000 | – | 1,300,647 | – | 0.21% | – |
| KEY | New | KEYCORP NEW | $17,569,000 | – | 1,350,400 | – | 0.20% | – |
| HPQ | Sell | HEWLETT PACKARD CO | $17,533,000 | -19.1% | 684,600 | -5.2% | 0.20% | -15.1% |
| PRU | Sell | PRUDENTIAL FINL INC | $17,257,000 | -45.6% | 226,445 | -37.5% | 0.20% | -42.8% |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $17,152,000 | – | 522,300 | – | 0.20% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $16,894,000 | – | 550,127 | – | 0.20% | – |
| Q | Buy | QUINTILES TRANSNATIO HLDGS I | $16,727,000 | -0.6% | 240,440 | +3.7% | 0.19% | +4.3% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $16,659,000 | -12.6% | 1,350,000 | -12.9% | 0.19% | -8.1% |
| DG | Sell | DOLLAR GEN CORP NEW | $16,659,000 | -35.1% | 229,972 | -30.4% | 0.19% | -31.9% |
| NTAP | Sell | NETAPP INC | $16,698,000 | -58.4% | 564,113 | -55.6% | 0.19% | -56.5% |
| SLAB | Sell | SILICON LABORATORIES INC | $16,579,000 | -43.7% | 399,121 | -26.8% | 0.19% | -41.0% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $16,541,000 | – | 205,838 | – | 0.19% | – |
| CLX | New | CLOROX CO DEL | $16,529,000 | – | 143,075 | – | 0.19% | – |
| LNKD | Buy | LINKEDIN CORP | $16,295,000 | +62.4% | 85,703 | +76.5% | 0.19% | +70.9% |
| MDT | Sell | MEDTRONIC PLC | $16,337,000 | -30.3% | 244,055 | -22.8% | 0.19% | -26.8% |
| MCD | Sell | MCDONALDS CORP | $16,257,000 | -28.8% | 165,000 | -31.2% | 0.19% | -25.5% |
| BLMN | Sell | BLOOMIN BRANDS INC | $16,216,000 | -30.9% | 891,978 | -18.8% | 0.19% | -27.5% |
| AEP | Sell | AMERICAN ELEC PWR INC | $16,125,000 | -28.4% | 283,600 | -33.3% | 0.19% | -24.7% |
| UNM | Buy | UNUM GROUP | $16,152,000 | +13.0% | 503,504 | +25.9% | 0.19% | +18.5% |
| Sell | JARDEN CORPnote 1.875% 9/1 | $16,093,000 | -36.1% | 10,000,000 | -33.3% | 0.18% | -33.2% | |
| D | New | DOMINION RES INC VA NEW | $15,963,000 | – | 226,814 | – | 0.18% | – |
| CME | New | CME GROUP INC | $15,858,000 | – | 170,997 | – | 0.18% | – |
| ANTM | New | ANTHEM INC | $15,694,000 | – | 112,100 | – | 0.18% | – |
| SWI | New | SOLARWINDS INC | $15,582,000 | – | 397,100 | – | 0.18% | – |
| CSC | New | COMPUTER SCIENCES CORP | $15,396,000 | – | 250,823 | – | 0.18% | – |
| MTB | New | M & T BK CORP | $15,207,000 | – | 124,700 | – | 0.18% | – |
| NTCT | New | NETSCOUT SYS INC | $15,117,000 | – | 427,409 | – | 0.17% | – |
| NVGS | Buy | NAVIGATOR HOLDINGS LTD | $15,023,000 | -20.7% | 1,125,286 | +12.6% | 0.17% | -16.8% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $14,911,000 | – | 264,100 | – | 0.17% | – |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $14,944,000 | +20.5% | 781,200 | +21.4% | 0.17% | +26.5% |
| BERY | New | BERRY PLASTICS GROUP INC | $14,941,000 | – | 496,875 | – | 0.17% | – |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC | $14,869,000 | -12.4% | 345,057 | -3.6% | 0.17% | -8.1% |
| PMCS | Buy | PMC-SIERRA INC | $14,664,000 | -3.3% | 2,166,052 | +22.3% | 0.17% | +1.8% |
| QCOM | Sell | QUALCOMM INC | $14,700,000 | -43.1% | 273,592 | -33.7% | 0.17% | -40.5% |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $14,495,000 | – | 352,000 | – | 0.17% | – |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $14,327,000 | +158.8% | 228,831 | +152.6% | 0.16% | +170.5% |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $14,055,000 | – | 10,000,000 | – | 0.16% | – | |
| PDCO | Buy | PATTERSON COMPANIES INC | $13,991,000 | +46.3% | 323,500 | +64.5% | 0.16% | +53.3% |
| FOR | Buy | FORESTAR GROUP INC | $13,799,000 | +30.5% | 1,049,327 | +30.6% | 0.16% | +37.1% |
| PPL | Sell | PPL CORP | $13,475,000 | -61.2% | 409,700 | -65.2% | 0.16% | -59.3% |
| MKC | New | MCCORMICK & CO INC | $13,235,000 | – | 161,050 | – | 0.15% | – |
| SCG | Buy | SCANA CORP NEW | $12,794,000 | +71.0% | 227,400 | +54.0% | 0.15% | +79.3% |
| Z | New | ZILLOW GROUP INCcl c cap stk | $12,775,000 | – | 473,150 | – | 0.15% | – |
| EMN | Buy | EASTMAN CHEM CO | $12,641,000 | -7.1% | 195,325 | +17.4% | 0.15% | -2.7% |
| CHD | New | CHURCH & DWIGHT INC | $12,585,000 | – | 149,996 | – | 0.14% | – |
| EMC | Sell | E M C CORP MASS | $12,563,000 | -46.8% | 520,000 | -41.9% | 0.14% | -44.0% |
| BHE | Sell | BENCHMARK ELECTRS INC | $12,621,000 | -23.1% | 579,995 | -23.0% | 0.14% | -19.4% |
| New | SANDISK CORPnote 1.500% 8/1 | $12,414,000 | – | 10,000,000 | – | 0.14% | – | |
| GDDY | Buy | GODADDY INCcl a | $12,231,000 | +18.7% | 485,166 | +32.7% | 0.14% | +24.8% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $12,105,000 | -30.9% | 204,478 | -22.4% | 0.14% | -28.0% |
| ITT | Sell | ITT CORP NEW | $11,951,000 | -26.6% | 357,500 | -8.1% | 0.14% | -22.9% |
| HDP | Buy | HORTONWORKS INC | $11,923,000 | +31.5% | 544,694 | +52.1% | 0.14% | +37.0% |
| CSAL | Sell | COMMUNICATIONS SALES&LEAS IN | $11,692,000 | -49.2% | 653,205 | -29.9% | 0.14% | -46.6% |
| BCSPRACL | Sell | BARCLAYS BANK PLCsp adr 7.1%pf3 | $11,485,000 | -18.5% | 448,636 | -17.2% | 0.13% | -14.8% |
| INTC | New | INTEL CORP | $11,245,000 | – | 373,100 | – | 0.13% | – |
| CRZO | New | CARRIZO OIL & GAS INC | $11,261,000 | – | 368,735 | – | 0.13% | – |
| PLXS | Buy | PLEXUS CORP | $11,257,000 | -4.1% | 291,784 | +9.0% | 0.13% | +0.8% |
| New | INTEL CORPsdcv 3.250% 8/0 | $10,954,000 | – | 7,250,000 | – | 0.13% | – | |
| AGN | Sell | ALLERGAN PLC | $10,872,000 | -69.7% | 40,000 | -66.1% | 0.12% | -68.3% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $10,884,000 | -25.2% | 115,872 | -13.0% | 0.12% | -21.9% |
| SMH | Sell | MARKET VECTORS ETF TRsemiconductor | $10,839,000 | -8.9% | 217,300 | -0.3% | 0.12% | -4.6% |
| FMC | Buy | F M C CORP | $10,811,000 | +40.9% | 318,800 | +118.4% | 0.12% | +48.8% |
| NXPI | New | NXP SEMICONDUCTORS N V | $10,730,000 | – | 123,235 | – | 0.12% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $10,749,000 | – | 129,348 | – | 0.12% | – |
| ALGT | Buy | ALLEGIANT TRAVEL CO | $10,172,000 | +921.3% | 47,038 | +740.0% | 0.12% | +963.6% |
| ALR | Buy | ALERE INC | $10,112,000 | -6.5% | 210,000 | +2.4% | 0.12% | -2.5% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $10,030,000 | +0.4% | 219,100 | -8.8% | 0.12% | +5.5% |
| NUVA | Sell | NUVASIVE INC | $9,678,000 | -48.8% | 200,700 | -49.7% | 0.11% | -46.6% |
| LLTC | New | LINEAR TECHNOLOGY CORP | $9,590,000 | – | 237,658 | – | 0.11% | – |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $9,541,000 | -52.6% | 172,374 | -57.2% | 0.11% | -50.2% |
| BGS | Buy | B & G FOODS INC NEW | $9,443,000 | +269.4% | 259,067 | +189.1% | 0.11% | +289.3% |
| LBTYK | Sell | LIBERTY GLOBAL PLC | $9,230,000 | -49.5% | 225,000 | -37.7% | 0.11% | -47.3% |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $9,120,000 | – | 185,400 | – | 0.10% | – |
| HUM | New | HUMANA INC | $8,950,000 | – | 50,000 | – | 0.10% | – |
| WPXP | New | WPX ENERGY INCpfd ser a cv | $8,955,000 | – | 250,000 | – | 0.10% | – |
| EPC | New | EDGEWELL PERS CARE CO | $8,892,000 | – | 108,975 | – | 0.10% | – |
| ATR | Sell | APTARGROUP INC | $8,443,000 | -31.4% | 128,000 | -33.7% | 0.10% | -28.1% |
| QLGC | New | QLOGIC CORP | $8,233,000 | – | 803,171 | – | 0.10% | – |
| PCLN | New | PRICELINE GRP INC | $8,040,000 | – | 6,500 | – | 0.09% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $7,894,000 | – | 57,385 | – | 0.09% | – |
| VA | New | VIRGIN AMER INC | $7,702,000 | – | 225,000 | – | 0.09% | – |
| Sell | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $7,719,000 | -56.2% | 6,909,000 | -51.5% | 0.09% | -54.1% | |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $7,737,000 | -22.7% | 61,990 | -11.9% | 0.09% | -19.1% |
| UNF | Sell | UNIFIRST CORP MASS | $7,252,000 | -44.9% | 67,900 | -42.2% | 0.08% | -41.7% |
| ANET | Sell | ARISTA NETWORKS INC | $7,268,000 | -50.3% | 118,771 | -33.7% | 0.08% | -47.8% |
| DSW | New | DSW INCcl a | $6,900,000 | – | 272,600 | – | 0.08% | – |
| CSTM | New | CONSTELLIUM NVcl a | $6,873,000 | – | 1,134,139 | – | 0.08% | – |
| New | NVIDIA CORPnote 1.000%12/0 | $6,587,000 | – | 5,000,000 | – | 0.08% | – | |
| XLB | Sell | SELECT SECTOR SPDR TRput | $6,366,000 | +40.8% | 6,800 | -18.1% | 0.07% | +46.0% |
| GWB | Sell | GREAT WESTN BANCORP INC | $6,374,000 | -21.6% | 251,254 | -25.4% | 0.07% | -18.0% |
| RHI | New | ROBERT HALF INTL INC | $6,068,000 | – | 118,600 | – | 0.07% | – |
| SUNEQ | New | SUNEDISON INC | $6,103,000 | – | 850,000 | – | 0.07% | – |
| MITL | Buy | MITEL NETWORKS CORP | $5,696,000 | -11.0% | 883,160 | +21.8% | 0.07% | -5.7% |
| New | SERVICENOW INCnote 11/0 | $5,658,000 | – | 5,000,000 | – | 0.06% | – | |
| SNPS | Sell | SYNOPSYS INC | $5,340,000 | -55.9% | 115,625 | -51.6% | 0.06% | -53.4% |
| CTO | Buy | CONSOLIDATED TOMOKA LD CO | $4,736,000 | -3.4% | 95,104 | +11.8% | 0.06% | +1.9% |
| LBTYA | New | LIBERTY GLOBAL PLC | $4,553,000 | – | 106,022 | – | 0.05% | – |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $4,454,000 | -70.9% | 82,917 | -71.1% | 0.05% | -69.6% |
| ILMN | Buy | ILLUMINA INC | $4,308,000 | -12.7% | 24,500 | +8.4% | 0.05% | -7.4% |
| BXC | Buy | BLUELINX HLDGS INC | $4,285,000 | -21.4% | 6,121,929 | +7.7% | 0.05% | -18.3% |
| LITE | New | LUMENTUM HLDGS INC | $4,150,000 | – | 244,818 | – | 0.05% | – |
| FLOW | New | SPX FLOW INC | $3,467,000 | – | 100,700 | – | 0.04% | – |
| OASPQ | Buy | OASIS PETE INC NEW | $3,472,000 | -6.0% | 400,000 | +71.6% | 0.04% | -2.4% |
| TMH | New | TEAM HEALTH HOLDINGS INC | $2,883,000 | – | 53,354 | – | 0.03% | – |
| TSLA | Buy | TESLA MTRS INCput | $2,705,000 | +89.7% | 6,700 | +34.0% | 0.03% | +93.8% |
| BCEI | Buy | BONANZA CREEK ENERGY INC | $2,442,000 | +64.8% | 600,100 | +639.0% | 0.03% | +75.0% |
| MHRCQ | Buy | MAGNUM HUNTER RES CORP DEL | $2,210,000 | -46.9% | 6,500,000 | +192.1% | 0.02% | -45.7% |
| LNG | New | CHENIERE ENERGY INC | $2,033,000 | – | 42,100 | – | 0.02% | – |
| WTI | Sell | W & T OFFSHORE INC | $1,921,000 | -46.7% | 640,449 | -2.5% | 0.02% | -45.0% |
| VRNT | New | VERINT SYS INC | $1,825,000 | – | 42,300 | – | 0.02% | – |
| WMIH | New | WMIH CORP | $1,632,000 | – | 627,500 | – | 0.02% | – |
| KHI | New | DEUTSCHE HIGH INCOME TR | $1,570,000 | – | 200,000 | – | 0.02% | – |
| JCPNQ | Buy | PENNEY J C INCput | $1,265,000 | +94.0% | 6,550 | +107.9% | 0.02% | +114.3% |
| DHG | Sell | DEUTSCHE HIGH INCOME OPPORT | $1,315,000 | -54.8% | 100,033 | -49.8% | 0.02% | -53.1% |
| NFLX | New | NETFLIX INCput | $1,299,000 | – | 1,076 | – | 0.02% | – |
| GOL | New | GOL LINHAS AEREAS INTLG S Asp adr rep pfd | $1,178,000 | – | 1,209,150 | – | 0.01% | – |
| HALO | New | HALOZYME THERAPEUTICS INCput | $848,000 | – | 1,047 | – | 0.01% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INCput | $817,000 | – | 384 | – | 0.01% | – |
| TASR | New | TASER INTL INCput | $756,000 | – | 1,431 | – | 0.01% | – |
| OLED | New | UNIVERSAL DISPLAY CORPput | $765,000 | – | 876 | – | 0.01% | – |
| EXAS | New | EXACT SCIENCES CORPput | $763,000 | – | 1,601 | – | 0.01% | – |
| NLNK | New | NEWLINK GENETICS CORPput | $694,000 | – | 466 | – | 0.01% | – |
| DATA | New | TABLEAU SOFTWARE INCput | $666,000 | – | 388 | – | 0.01% | – |
| SPLS | New | STAPLES INCcall | $675,000 | – | 18,000 | – | 0.01% | – |
| SGMS | New | SCIENTIFIC GAMES CORPput | $646,000 | – | 1,502 | – | 0.01% | – |
| MCRN | Sell | MILACRON HLDGS CORP | $583,000 | -96.5% | 33,200 | -96.1% | 0.01% | -96.2% |
| SHW | New | SHERWIN WILLIAMS COput | $639,000 | – | 202 | – | 0.01% | – |
| SEE | New | SEALED AIR CORP NEWput | $512,000 | – | 2,590 | – | 0.01% | – |
| WWAV | New | WHITEWAVE FOODS COput | $445,000 | – | 669 | – | 0.01% | – |
| AKS | New | AK STL HLDG CORPcall | $317,000 | – | 4,500 | – | 0.00% | – |
| INFN | New | INFINERA CORPORATIONput | $350,000 | – | 1,000 | – | 0.00% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DELput | $319,000 | – | 156 | – | 0.00% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $335,000 | – | 5,901 | – | 0.00% | – |
| AMBA | New | AMBARELLA INCput | $325,000 | – | 183 | – | 0.00% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INCput | $281,000 | – | 213 | – | 0.00% | – |
| FANG | New | DIAMONDBACK ENERGY INCput | $243,000 | – | 180 | – | 0.00% | – |
| FTNT | New | FORTINET INCput | $225,000 | – | 591 | – | 0.00% | – |
| SKX | New | SKECHERS U S A INCput | $253,000 | – | 179 | – | 0.00% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INCput | $281,000 | – | 676 | – | 0.00% | – |
| AMGN | New | AMGEN INCput | $200,000 | – | 181 | – | 0.00% | – |
| INTC | Exit | INTEL CORPput | $0 | – | -1,153 | – | -0.00% | – |
| ALKS | Exit | ALKERMES PLCput | $0 | – | -747 | – | -0.00% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INCput | $0 | – | -296 | – | -0.00% | – |
| RCPT | Exit | RECEPTOS INCput | $0 | – | -161 | – | -0.00% | – |
| TDC | Exit | TERADATA CORP DELcall | $0 | – | -4,800 | – | -0.00% | – |
| DEG | Exit | DELHAIZE GROUPsponsored adr | $0 | – | -11,402 | – | -0.00% | – |
| LNG | Exit | CHENIERE ENERGY INCput | $0 | – | -645 | – | -0.00% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWput | $0 | – | -2,600 | – | -0.01% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -24,591 | – | -0.01% | – |
| XXIA | Exit | IXIA | $0 | – | -150,680 | – | -0.02% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -120,300 | – | -0.03% | – |
| ANN | Exit | ANN INC | $0 | – | -53,000 | – | -0.03% | – |
| XENT | Exit | INTERSECT ENT INC | $0 | – | -104,831 | – | -0.03% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -183,880 | – | -0.03% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -39,122 | – | -0.04% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -277,454 | – | -0.04% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -93,700 | – | -0.04% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -68,300 | – | -0.05% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -379,313 | – | -0.05% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -54,538 | – | -0.05% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -71,842 | – | -0.06% | – |
| PEGI | Exit | PATTERN ENERGY GROUP INCcl a | $0 | – | -180,000 | – | -0.06% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -94,700 | – | -0.06% | – |
| CRI | Exit | CARTER INC | $0 | – | -50,800 | – | -0.06% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -161,640 | – | -0.06% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -72,669 | – | -0.06% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -101,300 | – | -0.06% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC NE | $0 | – | -75,125 | – | -0.07% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -215,634 | – | -0.07% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -128,900 | – | -0.09% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -208,800 | – | -0.09% | – |
| OMG | Exit | OM GROUP INC | $0 | – | -249,226 | – | -0.09% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -29,414 | – | -0.09% | – |
| TYC | Exit | TYCO INTL PLC | $0 | – | -222,977 | – | -0.09% | – |
| EVH | Exit | EVOLENT HEALTH INCcl a | $0 | – | -450,600 | – | -0.10% | – |
| M | Exit | MACYS INC | $0 | – | -139,200 | – | -0.10% | – |
| HUBB | Exit | HUBBELL INCcl b | $0 | – | -90,000 | – | -0.11% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -272,000 | – | -0.11% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -79,100 | – | -0.11% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -6,000,000 | – | -0.12% | – | |
| CSL | Exit | CARLISLE COS INC | $0 | – | -113,921 | – | -0.12% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -293,600 | – | -0.13% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -420,291 | – | -0.13% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -102,532 | – | -0.14% | – |
| AEC | Exit | ASSOCIATED ESTATES RLTY CORP | $0 | – | -432,000 | – | -0.14% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -462,555 | – | -0.14% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -618,961 | – | -0.14% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -679,350 | – | -0.14% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -71,484 | – | -0.14% | – |
| AVOL | Exit | AVOLON HLDGS LTD | $0 | – | -572,559 | – | -0.14% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -233,786 | – | -0.14% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -1,750,000 | – | -0.16% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -492,400 | – | -0.17% | – |
| ZG | Exit | ZILLOW GROUP INCcl a | $0 | – | -190,976 | – | -0.18% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -420,000 | – | -0.19% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -522,305 | – | -0.20% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -35,640 | – | -0.21% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -506,700 | – | -0.21% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -466,075 | – | -0.21% | – |
| EVHC | Exit | ENVISION HEALTHCARE HLDGS IN | $0 | – | -522,654 | – | -0.23% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -51,620 | – | -0.23% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -323,900 | – | -0.23% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -2,725,602 | – | -0.23% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -372,100 | – | -0.24% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -429,000 | – | -0.24% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -97,645 | – | -0.24% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -251,975 | – | -0.25% | – |
| LE | Exit | LANDS END INC NEW | $0 | – | -938,866 | – | -0.26% | – |
| FSL | Exit | FREESCALE SEMICONDUCTOR LTD | $0 | – | -593,302 | – | -0.26% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -491,441 | – | -0.26% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -263,000 | – | -0.27% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -59,100 | – | -0.28% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -424,988 | – | -0.28% | – |
| TERP | Exit | TERRAFORM PWR INC | $0 | – | -730,312 | – | -0.30% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -495,458 | – | -0.32% | – |
| Exit | NISOURCE INCex distrib wi | $0 | – | -1,752,100 | – | -0.32% | – | |
| PPO | Exit | POLYPORE INTL INC | $0 | – | -494,900 | – | -0.33% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -372,356 | – | -0.33% | – |
| PCG | Exit | PG&E CORP | $0 | – | -624,228 | – | -0.34% | – |
| PVH | Exit | PVH CORP | $0 | – | -275,000 | – | -0.35% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -362,240 | – | -0.35% | – |
| Exit | SUNEDISON INCnote 2.750% 1/0 | $0 | – | -15,000,000 | – | -0.35% | – | |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -1,781,181 | – | -0.41% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -504,425 | – | -0.45% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -1,313,727 | – | -0.46% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -3,461,860 | – | -0.55% | – |
| V | Exit | VISA INC | $0 | – | -790,804 | – | -0.58% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -1,181,100 | – | -0.61% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -1,499,797 | – | -0.63% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -765,232 | – | -0.66% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -801,713 | – | -0.69% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -1,155,193 | – | -0.73% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -1,018,958 | – | -0.76% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -6,300,438 | – | -0.80% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -653,412 | – | -0.87% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -960,000 | – | -0.94% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -1,656,000 | – | -1.11% | – |
| PLL | Exit | PALL CORP | $0 | – | -1,255,527 | – | -1.72% | – |
| A309PS | Exit | DIRECTV | $0 | – | -2,235,000 | – | -2.28% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $278,114,000 | – | 5,034,645 | – | 3.06% | – |
| EXC | New | EXELON CORP | $263,212,000 | – | 8,377,200 | – | 2.89% | – |
| A309PS | New | DIRECTV | $207,386,000 | – | 2,235,000 | – | 2.28% | – |
| PRE | New | PARTNERRE LTD | $159,280,000 | – | 1,239,534 | – | 1.75% | – |
| NRG | New | NRG ENERGY INC | $159,190,000 | – | 6,957,600 | – | 1.75% | – |
| PLL | New | PALL CORP | $156,250,000 | – | 1,255,527 | – | 1.72% | – |
| CIT | New | CIT GROUP INC | $147,412,000 | – | 3,170,834 | – | 1.62% | – |
| SIAL | New | SIGMA ALDRICH CORP | $125,972,000 | – | 904,000 | – | 1.38% | – |
| HCC | New | HCC INS HLDGS INC | $106,193,000 | – | 1,382,000 | – | 1.17% | – |
| HCBK | New | HUDSON CITY BANCORP | $103,362,000 | – | 10,461,788 | – | 1.14% | – |
| BG | New | BUNGE LIMITED | $102,287,000 | – | 1,165,000 | – | 1.12% | – |
| TPH | New | TRI POINTE HOMES INC | $101,514,000 | – | 6,634,879 | – | 1.12% | – |
| EXH | New | EXTERRAN HLDGS INC | $101,434,000 | – | 3,106,702 | – | 1.11% | – |
| CTRX | New | CATAMARAN CORP | $101,148,000 | – | 1,656,000 | – | 1.11% | – |
| BRCM | New | BROADCOM CORPcl a | $97,960,000 | – | 1,902,502 | – | 1.08% | – |
| TDC | New | TERADATA CORP DEL | $91,993,000 | – | 2,486,300 | – | 1.01% | – |
| RF | New | REGIONS FINL CORP NEW | $90,650,000 | – | 8,750,000 | – | 1.00% | – |
| CPN | New | CALPINE CORP | $90,360,000 | – | 5,022,800 | – | 0.99% | – |
| PAGP | New | PLAINS GP HLDGS L P | $89,269,000 | – | 3,454,690 | – | 0.98% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $89,158,000 | – | 1,482,505 | – | 0.98% | – |
| HSP | New | HOSPIRA INC | $85,162,000 | – | 960,000 | – | 0.94% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $81,606,000 | – | 874,752 | – | 0.90% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $81,291,000 | – | 37,000,000 | – | 0.89% | – | |
| PAYX | New | PAYCHEX INC | $79,478,000 | – | 1,695,344 | – | 0.87% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $79,207,000 | – | 653,412 | – | 0.87% | – |
| WCC | New | WESCO INTL INC | $77,220,000 | – | 1,125,000 | – | 0.85% | – |
| KMT | New | KENNAMETAL INC | $76,769,000 | – | 2,249,981 | – | 0.84% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $74,624,000 | – | 1,854,009 | – | 0.82% | – |
| JDSU | New | JDS UNIPHASE CORP | $72,959,000 | – | 6,300,438 | – | 0.80% | – |
| KO | New | COCA COLA CO | $71,887,000 | – | 1,832,448 | – | 0.79% | – |
| NFX | New | NEWFIELD EXPL CO | $70,831,000 | – | 1,960,996 | – | 0.78% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $70,043,000 | – | 1,329,839 | – | 0.77% | – |
| EGN | New | ENERGEN CORP | $69,595,000 | – | 1,018,958 | – | 0.76% | – |
| VSI | New | VITAMIN SHOPPE INC | $69,333,000 | – | 1,860,288 | – | 0.76% | – |
| GPS | New | GAP INC DEL | $67,752,000 | – | 1,775,000 | – | 0.74% | – |
| DFS | New | DISCOVER FINL SVCS | $66,562,000 | – | 1,155,193 | – | 0.73% | – |
| UTIW | New | UTI WORLDWIDE INCord | $64,944,000 | – | 6,500,941 | – | 0.71% | – |
| PF | New | PINNACLE FOODS INC DEL | $63,784,000 | – | 1,400,618 | – | 0.70% | – |
| FDO | New | FAMILY DLR STORES INC | $63,183,000 | – | 801,713 | – | 0.69% | – |
| JPM | New | JPMORGAN CHASE & CO | $62,745,000 | – | 925,989 | – | 0.69% | – |
| VLO | New | VALERO ENERGY CORP NEW | $62,637,000 | – | 1,000,589 | – | 0.69% | – |
| MRO | New | MARATHON OIL CORP | $61,296,000 | – | 2,309,588 | – | 0.67% | – |
| CZZ | New | COSAN LTD | $60,060,000 | – | 9,750,000 | – | 0.66% | – |
| PG | New | PROCTER & GAMBLE CO | $59,872,000 | – | 765,232 | – | 0.66% | – |
| UTEK | New | ULTRATECH INC | $59,671,000 | – | 3,215,042 | – | 0.66% | – |
| ALLY | New | ALLY FINL INC | $57,617,000 | – | 2,568,745 | – | 0.63% | – |
| CNW | New | CON-WAY INC | $57,547,000 | – | 1,499,797 | – | 0.63% | – |
| ALTR | New | ALTERA CORP | $56,832,000 | – | 1,110,000 | – | 0.62% | – |
| 4107PS | New | MEADWESTVACO CORP | $55,736,000 | – | 1,181,100 | – | 0.61% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $55,510,000 | – | 615,275 | – | 0.61% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $54,077,000 | – | 57,149,000 | – | 0.59% | – | |
| V | New | VISA INC | $53,102,000 | – | 790,804 | – | 0.58% | – |
| KND | New | KINDRED HEALTHCARE INC | $52,066,000 | – | 2,566,100 | – | 0.57% | – |
| ACE | New | ACE LTD | $51,474,000 | – | 506,233 | – | 0.56% | – |
| AVT | New | AVNET INC | $51,427,000 | – | 1,250,968 | – | 0.56% | – |
| NOK | New | NOKIA CORPsponsored adr | $51,374,000 | – | 7,499,900 | – | 0.56% | – |
| GGB | New | GERDAU S Aspon adr rep pfd | $50,610,000 | – | 21,000,000 | – | 0.56% | – |
| NBR | New | NABORS INDUSTRIES LTD | $49,955,000 | – | 3,461,860 | – | 0.55% | – |
| MRK | New | MERCK & CO INC NEW | $47,694,000 | – | 837,764 | – | 0.52% | – |
| XEC | New | CIMAREX ENERGY CO | $47,746,000 | – | 432,834 | – | 0.52% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $46,882,000 | – | 227,750 | – | 0.52% | – |
| FITB | New | FIFTH THIRD BANCORP | $46,785,000 | – | 2,247,100 | – | 0.51% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $46,104,000 | – | 25,000,000 | – | 0.51% | – | |
| DVN | New | DEVON ENERGY CORP NEW | $45,806,000 | – | 769,976 | – | 0.50% | – |
| EBAY | New | EBAY INC | $44,624,000 | – | 740,776 | – | 0.49% | – |
| FTI | New | FMC TECHNOLOGIES INC | $43,671,000 | – | 1,052,568 | – | 0.48% | – |
| WPX | New | WPX ENERGY INC | $43,250,000 | – | 3,521,984 | – | 0.48% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $43,180,000 | – | 3,735,276 | – | 0.47% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $42,328,000 | – | 1,313,727 | – | 0.46% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $40,904,000 | – | 504,425 | – | 0.45% | – |
| DYN | New | DYNEGY INC NEW DEL | $40,562,000 | – | 1,386,737 | – | 0.45% | – |
| NTAP | New | NETAPP INC | $40,138,000 | – | 1,271,813 | – | 0.44% | – |
| SLB | New | SCHLUMBERGER LTD | $40,052,000 | – | 464,695 | – | 0.44% | – |
| BK | New | BANK NEW YORK MELLON CORP | $39,578,000 | – | 943,000 | – | 0.44% | – |
| CAG | New | CONAGRA FOODS INC | $39,309,000 | – | 899,100 | – | 0.43% | – |
| TRGP | New | TARGA RES CORP | $38,759,000 | – | 434,415 | – | 0.43% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $38,188,000 | – | 753,065 | – | 0.42% | – |
| APC | New | ANADARKO PETE CORP | $37,393,000 | – | 479,025 | – | 0.41% | – |
| VMW | New | VMWARE INC | $37,312,000 | – | 435,172 | – | 0.41% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $37,102,000 | – | 1,781,181 | – | 0.41% | – |
| AGN | New | ALLERGAN PLC | $35,829,000 | – | 118,067 | – | 0.39% | – |
| NBL | New | NOBLE ENERGY INC | $35,616,000 | – | 834,500 | – | 0.39% | – |
| VIP | New | VIMPELCOM LTDsponsored adr | $35,621,000 | – | 7,167,229 | – | 0.39% | – |
| PPL | New | PPL CORP | $34,695,000 | – | 1,177,300 | – | 0.38% | – |
| BAC | New | BANK AMER CORP | $34,045,000 | – | 2,000,300 | – | 0.37% | – |
| MGI | New | MONEYGRAM INTL INC | $33,865,000 | – | 3,684,942 | – | 0.37% | – |
| MO | New | ALTRIA GROUP INC | $31,822,000 | – | 650,627 | – | 0.35% | – |
| New | SUNEDISON INCnote 2.750% 1/0 | $31,792,000 | – | 15,000,000 | – | 0.35% | – | |
| PVH | New | PVH CORP | $31,680,000 | – | 275,000 | – | 0.35% | – |
| TWX | New | TIME WARNER INC | $31,663,000 | – | 362,240 | – | 0.35% | – |
| PRU | New | PRUDENTIAL FINL INC | $31,719,000 | – | 362,419 | – | 0.35% | – |
| CXO | New | CONCHO RES INC | $30,810,000 | – | 270,599 | – | 0.34% | – |
| PCG | New | PG&E CORP | $30,650,000 | – | 624,228 | – | 0.34% | – |
| THS | New | TREEHOUSE FOODS INC | $30,172,000 | – | 372,356 | – | 0.33% | – |
| K | New | KELLOGG CO | $29,695,000 | – | 473,600 | – | 0.33% | – |
| PPO | New | POLYPORE INTL INC | $29,635,000 | – | 494,900 | – | 0.33% | – |
| SLAB | New | SILICON LABORATORIES INC | $29,461,000 | – | 545,480 | – | 0.32% | – |
| COH | New | COACH INC | $29,419,000 | – | 850,000 | – | 0.32% | – |
| New | NISOURCE INCex distrib wi | $29,260,000 | – | 1,752,100 | – | 0.32% | – | |
| CRUS | New | CIRRUS LOGIC INC | $29,213,000 | – | 858,458 | – | 0.32% | – |
| THC | New | TENET HEALTHCARE CORP | $28,677,000 | – | 495,458 | – | 0.32% | – |
| ARMK | New | ARAMARK | $28,043,000 | – | 905,490 | – | 0.31% | – |
| TERP | New | TERRAFORM PWR INC | $27,737,000 | – | 730,312 | – | 0.30% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $27,649,000 | – | 173,578 | – | 0.30% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $26,444,000 | – | 623,530 | – | 0.29% | – |
| TRIP | New | TRIPADVISOR INC | $25,996,000 | – | 298,325 | – | 0.29% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $25,819,000 | – | 369,850 | – | 0.28% | – |
| QCOM | New | QUALCOMM INC | $25,836,000 | – | 412,519 | – | 0.28% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $25,792,000 | – | 622,100 | – | 0.28% | – |
| TJX | New | TJX COS INC NEW | $25,649,000 | – | 387,617 | – | 0.28% | – |
| AMZN | New | AMAZON COM INC | $25,655,000 | – | 59,100 | – | 0.28% | – |
| DG | New | DOLLAR GEN CORP NEW | $25,678,000 | – | 330,308 | – | 0.28% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $25,703,000 | – | 424,988 | – | 0.28% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $25,304,000 | – | 684,071 | – | 0.28% | – |
| New | JARDEN CORPnote 1.875% 9/1 | $25,203,000 | – | 15,000,000 | – | 0.28% | – | |
| OCR | New | OMNICARE INC | $24,788,000 | – | 263,000 | – | 0.27% | – |
| MHFI | New | MCGRAW HILL FINL INC | $24,694,000 | – | 245,837 | – | 0.27% | – |
| ZTS | New | ZOETIS INCcl a | $24,110,000 | – | 500,000 | – | 0.26% | – |
| WWAV | New | WHITEWAVE FOODS CO | $24,022,000 | – | 491,441 | – | 0.26% | – |
| FSL | New | FREESCALE SEMICONDUCTOR LTD | $23,714,000 | – | 593,302 | – | 0.26% | – |
| EMC | New | E M C CORP MASS | $23,619,000 | – | 895,000 | – | 0.26% | – |
| BLMN | New | BLOOMIN BRANDS INC | $23,464,000 | – | 1,099,003 | – | 0.26% | – |
| MDT | New | MEDTRONIC PLC | $23,436,000 | – | 316,281 | – | 0.26% | – |
| LE | New | LANDS END INC NEW | $23,312,000 | – | 938,866 | – | 0.26% | – |
| TWC | New | TIME WARNER CABLE INC | $23,162,000 | – | 130,000 | – | 0.25% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $23,030,000 | – | 931,637 | – | 0.25% | – |
| MCD | New | MCDONALDS CORP | $22,817,000 | – | 240,000 | – | 0.25% | – |
| AEP | New | AMERICAN ELEC PWR INC | $22,528,000 | – | 425,300 | – | 0.25% | – |
| HSY | New | HERSHEY CO | $22,383,000 | – | 251,975 | – | 0.25% | – |
| DLR | New | DIGITAL RLTY TR INC | $22,290,000 | – | 334,277 | – | 0.24% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $21,925,000 | – | 300,750 | – | 0.24% | – |
| MCK | New | MCKESSON CORP | $21,952,000 | – | 97,645 | – | 0.24% | – |
| DOW | New | DOW CHEM CO | $21,952,000 | – | 429,000 | – | 0.24% | – |
| 4305PS | New | ALCATEL-LUCENTsponsored adr | $21,720,000 | – | 6,000,000 | – | 0.24% | – |
| HPQ | New | HEWLETT PACKARD CO | $21,676,000 | – | 722,300 | – | 0.24% | – |
| EAT | New | BRINKER INTL INC | $21,452,000 | – | 372,100 | – | 0.24% | – |
| DHT | New | DHT HOLDINGS INC | $21,178,000 | – | 2,725,602 | – | 0.23% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $21,061,000 | – | 398,497 | – | 0.23% | – |
| VIAB | New | VIACOM INC NEWcl b | $20,937,000 | – | 323,900 | – | 0.23% | – |
| BIIB | New | BIOGEN INC | $20,851,000 | – | 51,620 | – | 0.23% | – |
| CFG | New | CITIZENS FINL GROUP INC | $20,761,000 | – | 760,200 | – | 0.23% | – |
| EVHC | New | ENVISION HEALTHCARE HLDGS IN | $20,634,000 | – | 522,654 | – | 0.23% | – |
| BPOP | New | POPULAR INC | $20,202,000 | – | 700,000 | – | 0.22% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $20,127,000 | – | 402,464 | – | 0.22% | – |
| TSS | New | TOTAL SYS SVCS INC | $19,468,000 | – | 466,075 | – | 0.21% | – |
| ADSK | New | AUTODESK INC | $19,464,000 | – | 388,700 | – | 0.21% | – |
| VNTV | New | VANTIV INCcl a | $19,351,000 | – | 506,700 | – | 0.21% | – |
| GOOG | New | GOOGLE INCcl c | $19,274,000 | – | 37,030 | – | 0.21% | – |
| GOOGL | New | GOOGLE INCcl a | $19,247,000 | – | 35,640 | – | 0.21% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $19,065,000 | – | 1,550,000 | – | 0.21% | – |
| NUVA | New | NUVASIVE INC | $18,905,000 | – | 399,000 | – | 0.21% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $18,934,000 | – | 999,669 | – | 0.21% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $18,860,000 | – | 575,000 | – | 0.21% | – |
| WDC | New | WESTERN DIGITAL CORP | $18,429,000 | – | 235,000 | – | 0.20% | – |
| TRI | New | THOMSON REUTERS CORP | $18,371,000 | – | 482,564 | – | 0.20% | – |
| QLIK | New | QLIK TECHNOLOGIES INC | $18,260,000 | – | 522,305 | – | 0.20% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $18,277,000 | – | 361,000 | – | 0.20% | – |
| AXE | New | ANIXTER INTL INC | $18,242,000 | – | 280,000 | – | 0.20% | – |
| SRE | New | SEMPRA ENERGY | $17,992,000 | – | 181,850 | – | 0.20% | – |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $17,640,000 | – | 14,236,000 | – | 0.19% | – | |
| BMY | New | BRISTOL MYERS SQUIBB CO | $17,528,000 | – | 263,428 | – | 0.19% | – |
| LDOS | New | LEIDOS HLDGS INC | $16,955,000 | – | 420,000 | – | 0.19% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $16,979,000 | – | 358,026 | – | 0.19% | – |
| Q | New | QUINTILES TRANSNATIO HLDGS I | $16,831,000 | – | 231,800 | – | 0.18% | – |
| MCRN | New | MILACRON HLDGS CORP | $16,567,000 | – | 841,800 | – | 0.18% | – |
| ZG | New | ZILLOW GROUP INCcl a | $16,565,000 | – | 190,976 | – | 0.18% | – |
| BHE | New | BENCHMARK ELECTRS INC | $16,413,000 | – | 753,595 | – | 0.18% | – |
| ITT | New | ITT CORP NEW | $16,276,000 | – | 389,000 | – | 0.18% | – |
| FNSR | New | FINISAR CORP | $16,083,000 | – | 900,000 | – | 0.18% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $15,865,000 | – | 492,400 | – | 0.17% | – |
| SABR | New | SABRE CORP | $15,748,000 | – | 661,700 | – | 0.17% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $15,565,000 | – | 175,000 | – | 0.17% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $15,292,000 | – | 286,526 | – | 0.17% | – |
| PMCS | New | PMC-SIERRA INC | $15,158,000 | – | 1,770,852 | – | 0.17% | – |
| LUV | New | SOUTHWEST AIRLS CO | $14,742,000 | – | 445,500 | – | 0.16% | – |
| ANET | New | ARISTA NETWORKS INC | $14,637,000 | – | 179,062 | – | 0.16% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $14,546,000 | – | 133,172 | – | 0.16% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $14,280,000 | – | 1,750,000 | – | 0.16% | – |
| UNM | New | UNUM GROUP | $14,300,000 | – | 400,000 | – | 0.16% | – |
| AMCX | New | AMC NETWORKS INCcl a | $14,126,000 | – | 172,580 | – | 0.16% | – |
| BCSPRACL | New | BARCLAYS BANK PLCsp adr 7.1%pf3 | $14,085,000 | – | 542,139 | – | 0.16% | – |
| TS | New | TENARIS S Asponsored adr | $14,103,000 | – | 521,943 | – | 0.16% | – |
| AWAY | New | HOMEAWAY INC | $13,995,000 | – | 449,723 | – | 0.15% | – |
| EMN | New | EASTMAN CHEM CO | $13,611,000 | – | 166,350 | – | 0.15% | – |
| INXN | New | INTERXION HOLDING N.V | $13,608,000 | – | 492,153 | – | 0.15% | – |
| HRL | New | HORMEL FOODS CORP | $13,179,000 | – | 233,786 | – | 0.14% | – |
| AVOL | New | AVOLON HLDGS LTD | $13,146,000 | – | 572,559 | – | 0.14% | – |
| HAL | New | HALLIBURTON CO | $13,123,000 | – | 304,700 | – | 0.14% | – |
| UNF | New | UNIFIRST CORP MASS | $13,151,000 | – | 117,575 | – | 0.14% | – |
| MRD | New | MEMORIAL RESOURCE DEV CORP | $12,887,000 | – | 679,350 | – | 0.14% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $12,922,000 | – | 71,484 | – | 0.14% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $12,819,000 | – | 618,961 | – | 0.14% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $12,873,000 | – | 462,555 | – | 0.14% | – |
| FFIV | New | F5 NETWORKS INC | $12,340,000 | – | 102,532 | – | 0.14% | – |
| AEC | New | ASSOCIATED ESTATES RLTY CORP | $12,368,000 | – | 432,000 | – | 0.14% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $12,404,000 | – | 643,700 | – | 0.14% | – |
| NATL | New | NATIONAL INTERSTATE CORP | $12,283,000 | – | 449,600 | – | 0.14% | – |
| ATR | New | APTARGROUP INC | $12,308,000 | – | 193,000 | – | 0.14% | – |
| CRM | New | SALESFORCE COM INC | $12,120,000 | – | 174,069 | – | 0.13% | – |
| SNPS | New | SYNOPSYS INC | $12,096,000 | – | 238,825 | – | 0.13% | – |
| PWR | New | QUANTA SVCS INC | $12,113,000 | – | 420,291 | – | 0.13% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $12,032,000 | – | 194,700 | – | 0.13% | – |
| SMH | New | MARKET VECTORS ETF TRsemiconductor | $11,896,000 | – | 218,000 | – | 0.13% | – |
| ORCL | New | ORACLE CORP | $11,832,000 | – | 293,600 | – | 0.13% | – |
| PLXS | New | PLEXUS CORP | $11,743,000 | – | 267,626 | – | 0.13% | – |
| CSL | New | CARLISLE COS INC | $11,406,000 | – | 113,921 | – | 0.12% | – |
| KYTH | New | KYTHERA BIOPHARMACEUTICALS I | $11,297,000 | – | 150,000 | – | 0.12% | – |
| ALR | New | ALERE INC | $10,814,000 | – | 205,000 | – | 0.12% | – |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $10,622,000 | – | 6,000,000 | – | 0.12% | – | |
| FOR | New | FORESTAR GROUP INC | $10,574,000 | – | 803,500 | – | 0.12% | – |
| GDDY | New | GODADDY INCcl a | $10,308,000 | – | 365,666 | – | 0.11% | – |
| AET | New | AETNA INC NEW | $10,082,000 | – | 79,100 | – | 0.11% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $9,989,000 | – | 240,300 | – | 0.11% | – |
| LNKD | New | LINKEDIN CORP | $10,033,000 | – | 48,553 | – | 0.11% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $10,004,000 | – | 70,400 | – | 0.11% | – |
| AXLL | New | AXIALL CORP | $9,806,000 | – | 272,000 | – | 0.11% | – |
| HUBB | New | HUBBELL INCcl b | $9,745,000 | – | 90,000 | – | 0.11% | – |
| PDCO | New | PATTERSON COMPANIES INC | $9,565,000 | – | 196,600 | – | 0.10% | – |
| M | New | MACYS INC | $9,392,000 | – | 139,200 | – | 0.10% | – |
| RHT | New | RED HAT INC | $9,286,000 | – | 122,300 | – | 0.10% | – |
| HDP | New | HORTONWORKS INC | $9,067,000 | – | 358,097 | – | 0.10% | – |
| STLD | New | STEEL DYNAMICS INC | $8,974,000 | – | 433,200 | – | 0.10% | – |
| EVH | New | EVOLENT HEALTH INCcl a | $8,787,000 | – | 450,600 | – | 0.10% | – |
| EQT | New | EQT CORP | $8,637,000 | – | 106,188 | – | 0.10% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $8,587,000 | – | 29,414 | – | 0.09% | – |
| New | RENEWABLE ENERGY GROUP INCmtnf 2.750% 6/1 | $8,532,000 | – | 8,000,000 | – | 0.09% | – | |
| TYC | New | TYCO INTL PLC | $8,580,000 | – | 222,977 | – | 0.09% | – |
| OMG | New | OM GROUP INC | $8,374,000 | – | 249,226 | – | 0.09% | – |
| GWB | New | GREAT WESTN BANCORP INC | $8,125,000 | – | 336,997 | – | 0.09% | – |
| A | New | AGILENT TECHNOLOGIES INC | $8,056,000 | – | 208,800 | – | 0.09% | – |
| AIG | New | AMERICAN INTL GROUP INC | $7,969,000 | – | 128,900 | – | 0.09% | – |
| FMC | New | F M C CORP | $7,672,000 | – | 146,000 | – | 0.08% | – |
| SCG | New | SCANA CORP NEW | $7,481,000 | – | 147,700 | – | 0.08% | – |
| BTZ | New | BLACKROCK CR ALLCTN INC TR | $6,652,000 | – | 525,000 | – | 0.07% | – |
| MITL | New | MITEL NETWORKS CORP | $6,401,000 | – | 724,860 | – | 0.07% | – |
| CBF | New | CAPITAL BK FINL CORP | $6,268,000 | – | 215,634 | – | 0.07% | – |
| ESPR | New | ESPERION THERAPEUTICS INC NE | $6,142,000 | – | 75,125 | – | 0.07% | – |
| MS | New | MORGAN STANLEY | $6,026,000 | – | 155,350 | – | 0.07% | – |
| TECD | New | TECH DATA CORP | $5,831,000 | – | 101,300 | – | 0.06% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $5,781,000 | – | 72,669 | – | 0.06% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $5,625,000 | – | 161,640 | – | 0.06% | – |
| WLRHU | New | WL ROSS HLDG CORPunit 06/11/2019 | $5,639,000 | – | 495,923 | – | 0.06% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $5,535,000 | – | 90,600 | – | 0.06% | – |
| BXC | New | BLUELINX HLDGS INC | $5,455,000 | – | 5,681,997 | – | 0.06% | – |
| CRI | New | CARTER INC | $5,400,000 | – | 50,800 | – | 0.06% | – |
| KLAC | New | KLA-TENCOR CORP | $5,323,000 | – | 94,700 | – | 0.06% | – |
| PEGI | New | PATTERN ENERGY GROUP INCcl a | $5,108,000 | – | 180,000 | – | 0.06% | – |
| CTXS | New | CITRIX SYS INC | $5,040,000 | – | 71,842 | – | 0.06% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $4,905,000 | – | 85,104 | – | 0.05% | – |
| ILMN | New | ILLUMINA INC | $4,935,000 | – | 22,600 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $4,682,000 | – | 100,440 | – | 0.05% | – |
| FB | New | FACEBOOK INCcl a | $4,677,000 | – | 54,538 | – | 0.05% | – |
| XLB | New | SELECT SECTOR SPDR TRput | $4,522,000 | – | 8,300 | – | 0.05% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $4,506,000 | – | 379,313 | – | 0.05% | – |
| EEFT | New | EURONET WORLDWIDE INC | $4,214,000 | – | 68,300 | – | 0.05% | – |
| MHRCQ | New | MAGNUM HUNTER RES CORP DEL | $4,161,000 | – | 2,225,000 | – | 0.05% | – |
| HYT | New | BLACKROCK CORPOR HI YLD FD I | $3,780,000 | – | 350,333 | – | 0.04% | – |
| DAL | New | DELTA AIR LINES INC DEL | $3,849,000 | – | 93,700 | – | 0.04% | – |
| CSFL | New | CENTERSTATE BANKS INC | $3,748,000 | – | 277,454 | – | 0.04% | – |
| OASPQ | New | OASIS PETE INC NEW | $3,695,000 | – | 233,100 | – | 0.04% | – |
| WTI | New | W & T OFFSHORE INC | $3,601,000 | – | 657,054 | – | 0.04% | – |
| FSD | New | FIRST TR HIGH INCOME L/S FD | $3,514,000 | – | 224,666 | – | 0.04% | – |
| CAH | New | CARDINAL HEALTH INC | $3,273,000 | – | 39,122 | – | 0.04% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $3,008,000 | – | 183,880 | – | 0.03% | – |
| XENT | New | INTERSECT ENT INC | $3,001,000 | – | 104,831 | – | 0.03% | – |
| DHG | New | DEUTSCHE HIGH INCOME OPPORT | $2,910,000 | – | 199,333 | – | 0.03% | – |
| ANN | New | ANN INC | $2,559,000 | – | 53,000 | – | 0.03% | – |
| BGS | New | B & G FOODS INC NEW | $2,556,000 | – | 89,598 | – | 0.03% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $2,497,000 | – | 120,300 | – | 0.03% | – |
| NHS | New | NEUBERGER BERMAN HGH YLD FD | $2,356,000 | – | 200,000 | – | 0.03% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $2,361,000 | – | 153,333 | – | 0.03% | – |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $2,119,000 | – | 2,400,000 | – | 0.02% | – | |
| XXIA | New | IXIA | $1,874,000 | – | 150,680 | – | 0.02% | – |
| IVH | New | IVY HIGH INC OPPORTUNITIES F | $1,693,000 | – | 113,333 | – | 0.02% | – |
| HIO | New | WESTERN ASSET HIGH INCM OPP | $1,717,000 | – | 333,333 | – | 0.02% | – |
| MHY | New | WESTERN ASSET MGD HI INCM FD | $1,647,000 | – | 333,333 | – | 0.02% | – |
| TSLA | New | TESLA MTRS INCput | $1,426,000 | – | 5,000 | – | 0.02% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $1,482,000 | – | 81,200 | – | 0.02% | – |
| COVS | New | COVISINT CORP | $1,308,000 | – | 400,000 | – | 0.01% | – |
| YHOO | New | YAHOO INC | $966,000 | – | 24,591 | – | 0.01% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $996,000 | – | 5,600 | – | 0.01% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEWput | $800,000 | – | 2,600 | – | 0.01% | – |
| JCPNQ | New | PENNEY J C INCput | $652,000 | – | 3,150 | – | 0.01% | – |
| ISIS | New | ISIS PHARMACEUTICALS INCput | $461,000 | – | 664 | – | 0.01% | – |
| GM | New | GENERAL MTRS CO | $492,000 | – | 14,764 | – | 0.01% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $319,000 | – | 13,421 | – | 0.00% | – |
| TAP | New | MOLSON COORS BREWING COcall | $355,000 | – | 1,000 | – | 0.00% | – |
| LNG | New | CHENIERE ENERGY INCput | $300,000 | – | 645 | – | 0.00% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS INput | $267,000 | – | 93 | – | 0.00% | – |
| TDC | New | TERADATA CORP DELcall | $300,000 | – | 4,800 | – | 0.00% | – |
| DEG | New | DELHAIZE GROUPsponsored adr | $235,000 | – | 11,402 | – | 0.00% | – |
| ALKS | New | ALKERMES PLCput | $202,000 | – | 747 | – | 0.00% | – |
| CLVS | New | CLOVIS ONCOLOGY INCput | $219,000 | – | 296 | – | 0.00% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $214,000 | – | 13,421 | – | 0.00% | – |
| OIBRC | New | OI S.A.spn adr new | $147,000 | – | 74,686 | – | 0.00% | – |
| INTC | New | INTEL CORPput | $214,000 | – | 1,153 | – | 0.00% | – |
| RCPT | New | RECEPTOS INCput | $200,000 | – | 161 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $48,000 | – | 3,394,977 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $0 | – | -3,394,977 | – | -0.00% | – |
| ENDRQ | Exit | ENDEAVOUR INTL CORP | $0 | – | -500,000 | – | -0.00% | – |
| NBR | Exit | NABORS INDUSTRIES LTDput | $0 | – | -874 | – | -0.00% | – |
| HLF | Exit | HERBALIFE LTDput | $0 | – | -144 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.00% | – |
| CBSTZ | Exit | CUBIST PHARMACEUTICALS INCright 99/99/9999 | $0 | – | -1,334,393 | – | -0.00% | – |
| VLO | Exit | VALERO ENERGY CORP NEWput | $0 | – | -370 | – | -0.00% | – |
| AKS | Exit | AK STL HLDG CORPput | $0 | – | -2,051 | – | -0.00% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -103,900 | – | -0.00% | – |
| MTW | Exit | MANITOWOC INCput | $0 | – | -702 | – | -0.00% | – |
| YELP | Exit | YELP INCput | $0 | – | -288 | – | -0.00% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -20,250 | – | -0.00% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.00% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,680 | – | -0.01% | – |
| ANRZQ | Exit | ALPHA NATURAL RESOURCES INC | $0 | – | -235,700 | – | -0.01% | – |
| OIBRC | Exit | OI S.A.sponsored adr | $0 | – | -746,865 | – | -0.01% | – |
| KWKAQ | Exit | QUICKSILVER RESOURCES INC | $0 | – | -1,000,000 | – | -0.01% | – |
| VHI | Exit | VALHI INC NEW | $0 | – | -100,000 | – | -0.01% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -18,980 | – | -0.01% | – |
| COVS | Exit | COVISINT CORP | $0 | – | -182,021 | – | -0.01% | – |
| DIOD | Exit | DIODES INC | $0 | – | -33,974 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -3,150 | – | -0.01% | – |
| TSLA | Exit | TESLA MTRS INCput | $0 | – | -4,200 | – | -0.01% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,900 | – | -0.02% | – |
| MHY | Exit | WESTERN ASSET MGD HI INCM FD | $0 | – | -333,333 | – | -0.02% | – |
| NHS | Exit | NEUBERGER BERMAN HGH YLD FD | $0 | – | -151,800 | – | -0.02% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -57,684 | – | -0.02% | – |
| IVH | Exit | IVY HIGH INC OPPORTUNITIES F | $0 | – | -113,333 | – | -0.02% | – |
| HIO | Exit | WESTERN ASSET HIGH INCM OPP | $0 | – | -333,333 | – | -0.02% | – |
| HYT | Exit | BLACKROCK CORPOR HI YLD FD I | $0 | – | -183,333 | – | -0.02% | – |
| DHG | Exit | DEUTSCHE HIGH INCOME OPPORT | $0 | – | -153,333 | – | -0.02% | – |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -153,333 | – | -0.03% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -67,400 | – | -0.03% | – |
| GFIG | Exit | GFI GROUP INC | $0 | – | -503,000 | – | -0.03% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -27,762 | – | -0.03% | – |
| FSD | Exit | FIRST TR HIGH INCOME L/S FD | $0 | – | -166,666 | – | -0.03% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -271,000 | – | -0.03% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -97,900 | – | -0.03% | – |
| TGT | Exit | TARGET CORP | $0 | – | -50,000 | – | -0.03% | – |
| BTZ | Exit | BLACKROCK CR ALLCTN INC TR | $0 | – | -260,000 | – | -0.04% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -100,223 | – | -0.04% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -59,100 | – | -0.04% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -55,000 | – | -0.04% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -130,000 | – | -0.04% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -82,500 | – | -0.04% | – |
| M | Exit | MACYS INC | $0 | – | -72,100 | – | -0.04% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -340,000 | – | -0.05% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -64,040 | – | -0.05% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -86,281 | – | -0.05% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -35,000 | – | -0.05% | – |
| RHT | Exit | RED HAT INC | $0 | – | -92,700 | – | -0.06% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -5,500,000 | – | -0.06% | – | |
| VGR | Exit | VECTOR GROUP LTD | $0 | – | -235,000 | – | -0.06% | – |
| WLRHU | Exit | WL ROSS HLDG CORPunit 99/99/9999 | $0 | – | -495,923 | – | -0.06% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -30,000 | – | -0.06% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -100,900 | – | -0.06% | – |
| GTIV | Exit | GENTIVA HEALTH SERVICES INC | $0 | – | -330,000 | – | -0.06% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -87,000 | – | -0.07% | – |
| KMI | Exit | KINDER MORGAN INC DELput | $0 | – | -5,000 | – | -0.07% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -4,731,000 | – | -0.07% | – |
| PETM | Exit | PETSMART INC | $0 | – | -90,320 | – | -0.07% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -75,000 | – | -0.07% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -253,300 | – | -0.07% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -548,900 | – | -0.08% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -113,060 | – | -0.08% | – |
| EOG | Exit | EOG RES INC | $0 | – | -71,034 | – | -0.08% | – |
| IHS | Exit | IHS INCcl a | $0 | – | -57,705 | – | -0.08% | – |
| Exit | RENEWABLE ENERGY GROUP INCmtnf 2.750% 6/1 | $0 | – | -7,000,000 | – | -0.08% | – | |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -750,827 | – | -0.08% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -63,277 | – | -0.08% | – |
| LTM | Exit | LIFE TIME FITNESS INC | $0 | – | -150,000 | – | -0.08% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -122,302 | – | -0.08% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -240,140 | – | -0.08% | – |
| WPG | Exit | WASHINGTON PRIME GROUP INC | $0 | – | -439,100 | – | -0.08% | – |
| SLH | Exit | SOLERA HOLDINGS INC | $0 | – | -140,417 | – | -0.08% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -190,000 | – | -0.08% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -138,300 | – | -0.09% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -475,900 | – | -0.09% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -226,050 | – | -0.09% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -153,650 | – | -0.09% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -500,000 | – | -0.10% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -125,300 | – | -0.10% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -112,154 | – | -0.10% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC NE | $0 | – | -200,200 | – | -0.10% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -399,223 | – | -0.10% | – |
| HRG | Exit | HARBINGER GROUP INC | $0 | – | -695,000 | – | -0.10% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -369,400 | – | -0.10% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -368,200 | – | -0.11% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -373,780 | – | -0.11% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -274,670 | – | -0.11% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -244,800 | – | -0.11% | – |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -8,000,000 | – | -0.11% | – | |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -130,000 | – | -0.12% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -182,300 | – | -0.12% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -207,520 | – | -0.12% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -86,410 | – | -0.12% | – |
| PKT | Exit | PROCERA NETWORKS INC | $0 | – | -1,144,608 | – | -0.12% | – |
| 2100PS | Exit | GENCORP INC | $0 | – | -706,382 | – | -0.12% | – |
| ATHL | Exit | ATHLON ENERGY INC | $0 | – | -196,100 | – | -0.12% | – |
| NATL | Exit | NATIONAL INTERSTATE CORP | $0 | – | -409,311 | – | -0.12% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -129,200 | – | -0.12% | – |
| COH | Exit | COACH INC | $0 | – | -325,000 | – | -0.12% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -163,800 | – | -0.12% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -173,717 | – | -0.13% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -200,400 | – | -0.13% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,187,958 | – | -0.13% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -293,479 | – | -0.13% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -57,850 | – | -0.13% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $0 | – | -10,000,000 | – | -0.13% | – | |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -457,751 | – | -0.13% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -164,675 | – | -0.13% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -338,600 | – | -0.14% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -1,210,632 | – | -0.14% | – |
| CROX | Exit | CROCS INC | $0 | – | -1,000,000 | – | -0.14% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -171,144 | – | -0.14% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -569,500 | – | -0.14% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -84,518 | – | -0.14% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -126,920 | – | -0.14% | – |
| AWAY | Exit | HOMEAWAY INC | $0 | – | -366,523 | – | -0.14% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -105,064 | – | -0.14% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -940,028 | – | -0.14% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -134,760 | – | -0.14% | – |
| Exit | PRICELINE GRP INCdebt 1.000% 3/1 | $0 | – | -10,000,000 | – | -0.14% | – | |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -306,552 | – | -0.14% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -181,350 | – | -0.15% | – |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -11,008,000 | – | -0.15% | – | |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -537,460 | – | -0.15% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -397,002 | – | -0.15% | – |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -10,000,000 | – | -0.15% | – | |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -753,800 | – | -0.15% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -42,811 | – | -0.15% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -189,400 | – | -0.15% | – |
| CPWR | Exit | COMPUWARE CORP | $0 | – | -1,332,000 | – | -0.15% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -264,106 | – | -0.16% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -4,200,000 | – | -0.16% | – |
| OIH | Exit | MARKET VECTORS ETF TRoil svcs etf | $0 | – | -294,900 | – | -0.16% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -174,913 | – | -0.16% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -684,200 | – | -0.16% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -331,777 | – | -0.16% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -430,890 | – | -0.16% | – |
| PMCS | Exit | PMC-SIERRA INC | $0 | – | -2,007,252 | – | -0.16% | – |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -300,000 | – | -0.16% | – |
| RYL | Exit | RYLAND GROUP INC | $0 | – | -453,073 | – | -0.16% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,138,700 | – | -0.16% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -406,345 | – | -0.16% | – |
| V | Exit | VISA INC | $0 | – | -72,574 | – | -0.17% | – |
| NVGS | Exit | NAVIGATOR HOLDINGS LTD | $0 | – | -559,873 | – | -0.17% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -628,600 | – | -0.17% | – |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -11,000,000 | – | -0.18% | – | |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -512,910 | – | -0.18% | – |
| NYLD | Exit | NRG YIELD INC | $0 | – | -347,200 | – | -0.18% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -68,304 | – | -0.18% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -481,900 | – | -0.18% | – |
| EVHC | Exit | ENVISION HEALTHCARE HLDGS IN | $0 | – | -480,400 | – | -0.18% | – |
| T104SC | Exit | ANNIES INC | $0 | – | -369,900 | – | -0.18% | – |
| TEN | Exit | TENNECO INC | $0 | – | -323,493 | – | -0.18% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -463,400 | – | -0.18% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -360,198 | – | -0.18% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -239,639 | – | -0.18% | – |
| ARMK | Exit | ARAMARK | $0 | – | -665,687 | – | -0.19% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -15,000,000 | – | -0.19% | – | |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -1,810,000 | – | -0.20% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -233,820 | – | -0.20% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -2,122,200 | – | -0.20% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -1,250,000 | – | -0.20% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -444,753 | – | -0.20% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -174,604 | – | -0.20% | – |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -11,500,000 | – | -0.21% | – | |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -505,416 | – | -0.21% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -415,868 | – | -0.21% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -657,512 | – | -0.21% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -826,018 | – | -0.21% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -405,700 | – | -0.21% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -472,800 | – | -0.21% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -218,675 | – | -0.22% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -35,783 | – | -0.22% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -568,741 | – | -0.22% | – |
| CRI | Exit | CARTER INC | $0 | – | -269,650 | – | -0.23% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -220,465 | – | -0.23% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -218,109 | – | -0.23% | – |
| NLSN | Exit | NIELSEN N V | $0 | – | -478,592 | – | -0.23% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -656,000 | – | -0.23% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -543,000 | – | -0.23% | – |
| RIGP | Exit | TRANSOCEAN PARTNERS LLC | $0 | – | -823,600 | – | -0.23% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -433,800 | – | -0.24% | – |
| GGB | Exit | GERDAU S Aspon adr rep pfd | $0 | – | -4,575,600 | – | -0.24% | – |
| CB | Exit | CHUBB CORP | $0 | – | -244,100 | – | -0.24% | – |
| PHH | Exit | PHH CORP | $0 | – | -1,024,865 | – | -0.25% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -191,045 | – | -0.25% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -625,000 | – | -0.25% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -411,827 | – | -0.25% | – |
| CNL | Exit | CLECO CORP NEW | $0 | – | -485,368 | – | -0.25% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -737,578 | – | -0.26% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -637,500 | – | -0.26% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -411,660 | – | -0.26% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -619,395 | – | -0.26% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -714,400 | – | -0.26% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -1,000,000 | – | -0.27% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -599,800 | – | -0.27% | – |
| ACE | Exit | ACE LTD | $0 | – | -239,393 | – | -0.27% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -1,333,926 | – | -0.28% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -538,896 | – | -0.28% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -210,761 | – | -0.28% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -612,272 | – | -0.28% | – |
| CVD | Exit | COVANCE INC | $0 | – | -333,125 | – | -0.28% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -815,200 | – | -0.29% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -935,800 | – | -0.29% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -850,000 | – | -0.29% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -353,500 | – | -0.30% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -618,370 | – | -0.30% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -392,976 | – | -0.30% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -2,054,200 | – | -0.30% | – |
| TQNT | Exit | TRIQUINT SEMICONDUCTOR INC | $0 | – | -1,460,000 | – | -0.30% | – |
| XLNX | Exit | XILINX INC | $0 | – | -659,700 | – | -0.30% | – |
| SAPE | Exit | SAPIENT CORP | $0 | – | -2,002,705 | – | -0.30% | – |
| HT | Exit | HERSHA HOSPITALITY TRsh ben int a | $0 | – | -4,421,824 | – | -0.30% | – |
| NI | Exit | NISOURCE INC | $0 | – | -688,300 | – | -0.30% | – |
| PVH | Exit | PVH CORP | $0 | – | -233,254 | – | -0.30% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -1,442,788 | – | -0.30% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -278,807 | – | -0.31% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -267,665 | – | -0.31% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -491,760 | – | -0.32% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -432,050 | – | -0.32% | – |
| EXXIQ | Exit | ENERGY XXI BERMUDA LTD | $0 | – | -2,599,016 | – | -0.32% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -1,677,500 | – | -0.32% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -672,457 | – | -0.32% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -1,505,700 | – | -0.33% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -310,138 | – | -0.34% | – |
| PPS | Exit | POST PPTYS INC | $0 | – | -621,784 | – | -0.34% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -812,713 | – | -0.35% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -568,700 | – | -0.35% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -4,597,154 | – | -0.36% | – |
| INTU | Exit | INTUIT | $0 | – | -380,517 | – | -0.36% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -880,988 | – | -0.36% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -878,464 | – | -0.37% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -1,800,000 | – | -0.38% | – |
| CQB | Exit | CHIQUITA BRANDS INTL INC | $0 | – | -2,456,898 | – | -0.38% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -243,938 | – | -0.38% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -2,823,681 | – | -0.38% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -3,500,000 | – | -0.38% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -1,509,800 | – | -0.39% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -670,950 | – | -0.40% | – |
| IRF | Exit | INTERNATIONAL RECTIFIER CORP | $0 | – | -950,000 | – | -0.40% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -2,600,000 | – | -0.40% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -192,929 | – | -0.40% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -2,854,800 | – | -0.42% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -33,918 | – | -0.42% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -1,028,926 | – | -0.42% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -1,740,300 | – | -0.43% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -3,692,958 | – | -0.43% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -755,019 | – | -0.44% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -949,443 | – | -0.44% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -515,632 | – | -0.45% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -591,332 | – | -0.46% | – |
| UTIW | Exit | UTI WORLDWIDE INCord | $0 | – | -3,999,200 | – | -0.46% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -2,006,610 | – | -0.46% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -666,410 | – | -0.46% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -320,000 | – | -0.47% | – |
| 6107SC | Exit | URS CORP NEW | $0 | – | -756,000 | – | -0.47% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -499,650 | – | -0.47% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -401,562 | – | -0.48% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -1,114,998 | – | -0.49% | – |
| CNQR | Exit | CONCUR TECHNOLOGIES INC | $0 | – | -365,000 | – | -0.50% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -1,106,580 | – | -0.50% | – |
| C | Exit | CITIGROUP INC | $0 | – | -900,000 | – | -0.50% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -615,082 | – | -0.52% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -2,350,000 | – | -0.53% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -3,440,392 | – | -0.54% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -882,700 | – | -0.54% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -2,947,800 | – | -0.54% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -2,582,200 | – | -0.56% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -1,500,100 | – | -0.58% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -1,069,124 | – | -0.58% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -2,425,000 | – | -0.58% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -1,222,367 | – | -0.59% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -674,800 | – | -0.60% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -731,696 | – | -0.60% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -851,270 | – | -0.60% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,201,752 | – | -0.60% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -1,519,227 | – | -0.61% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -1,193,436 | – | -0.61% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -1,767,079 | – | -0.62% | – |
| GGP | Exit | GENERAL GROWTH PPTYS INC NEW | $0 | – | -2,434,234 | – | -0.62% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -5,937,875 | – | -0.64% | – |
| EXC | Exit | EXELON CORP | $0 | – | -1,792,745 | – | -0.66% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -1,473,100 | – | -0.66% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -472,899 | – | -0.66% | – |
| UTEK | Exit | ULTRATECH INC | $0 | – | -2,747,686 | – | -0.68% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORP | $0 | – | -773,750 | – | -0.68% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -5,765,739 | – | -0.68% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,192,680 | – | -0.69% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -3,818,200 | – | -0.70% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,239,159 | – | -0.71% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,925,500 | – | -0.73% | – |
| HRC | Exit | HILL ROM HLDGS INC | $0 | – | -1,650,000 | – | -0.74% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -925,024 | – | -0.75% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,064,509 | – | -0.75% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -1,359,300 | – | -0.77% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -705,000 | – | -0.77% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,925,600 | – | -0.77% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -2,850,000 | – | -0.77% | – |
| AVT | Exit | AVNET INC | $0 | – | -1,728,868 | – | -0.78% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -879,411 | – | -0.79% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -4,775,900 | – | -0.80% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1,989,399 | – | -0.81% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -759,423 | – | -0.86% | – |
| HCBK | Exit | HUDSON CITY BANCORP | $0 | – | -8,262,426 | – | -0.87% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -2,405,800 | – | -0.87% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -2,988,701 | – | -0.90% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -4,762,109 | – | -0.94% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -1,500,000 | – | -0.98% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -1,970,454 | – | -0.98% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -2,226,080 | – | -0.98% | – |
| PEI | Exit | PENNSYLVANIA RL ESTATE INVTsh ben int | $0 | – | -4,790,450 | – | -1.03% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -7,650,530 | – | -1.07% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -1,314,800 | – | -1.08% | – |
| EXH | Exit | EXTERRAN HLDGS INC | $0 | – | -2,391,524 | – | -1.14% | – |
| LO | Exit | LORILLARD INC | $0 | – | -1,789,900 | – | -1.16% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -2,600,000 | – | -1.16% | – |
| A309PS | Exit | DIRECTV | $0 | – | -1,247,000 | – | -1.16% | – |
| PL | Exit | PROTECTIVE LIFE CORP | $0 | – | -1,840,000 | – | -1.38% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -3,658,789 | – | -1.47% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -1,692,750 | – | -1.54% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -3,363,300 | – | -1.68% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -5,538,400 | – | -1.82% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -2,962,000 | – | -2.77% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| F113PS | Buy | COVIDIEN PLC | $256,243,000 | +69.6% | 2,962,000 | +76.8% | 2.77% | +67.1% |
| NRG | Buy | NRG ENERGY INC | $168,810,000 | -9.5% | 5,538,400 | +10.4% | 1.82% | -10.9% |
| VLO | Buy | VALERO ENERGY CORP NEW | $155,620,000 | +186.6% | 3,363,300 | +210.3% | 1.68% | +182.4% |
| BG | Sell | BUNGE LIMITED | $142,580,000 | -11.5% | 1,692,750 | -20.5% | 1.54% | -12.9% |
| RLGY | Buy | REALOGY HLDGS CORP | $136,107,000 | +10.7% | 3,658,789 | +12.3% | 1.47% | +9.1% |
| PL | Buy | PROTECTIVE LIFE CORP | $127,714,000 | +96.0% | 1,840,000 | +95.7% | 1.38% | +93.1% |
| A309PS | Buy | DIRECTV | $107,890,000 | +104.7% | 1,247,000 | +101.1% | 1.16% | +101.6% |
| KMT | Buy | KENNAMETAL INC | $107,406,000 | +527.2% | 2,600,000 | +602.7% | 1.16% | +516.5% |
| LO | Buy | LORILLARD INC | $107,233,000 | +1658.8% | 1,789,900 | +1689.9% | 1.16% | +1628.4% |
| EXH | Buy | EXTERRAN HLDGS INC | $105,968,000 | +12.0% | 2,391,524 | +13.7% | 1.14% | +10.3% |
| ROC | Buy | ROCKWOOD HLDGS INC | $100,516,000 | +575.4% | 1,314,800 | +571.4% | 1.08% | +565.6% |
| TPH | Buy | TRI POINTE HOMES INC | $98,998,000 | +60.9% | 7,650,530 | +95.5% | 1.07% | +58.6% |
| PEI | Sell | PENNSYLVANIA RL ESTATE INVTsh ben int | $95,522,000 | -1.7% | 4,790,450 | -7.3% | 1.03% | -3.2% |
| 4107PS | Buy | MEADWESTVACO CORP | $91,136,000 | +32.0% | 2,226,080 | +42.7% | 0.98% | +30.0% |
| CIT | Buy | CIT GROUP INC | $90,562,000 | +42.3% | 1,970,454 | +41.7% | 0.98% | +40.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $90,360,000 | -28.1% | 1,500,000 | -31.2% | 0.98% | -29.2% |
| BLMN | Buy | BLOOMIN BRANDS INC | $87,337,000 | +64.0% | 4,762,109 | +100.6% | 0.94% | +61.5% |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $82,907,000 | – | 2,988,701 | – | 0.90% | – |
| FE | Buy | FIRSTENERGY CORP | $80,763,000 | +88.5% | 2,405,800 | +94.9% | 0.87% | +85.5% |
| HCBK | Buy | HUDSON CITY BANCORP | $80,311,000 | +6.4% | 8,262,426 | +7.6% | 0.87% | +4.8% |
| SRE | Buy | SEMPRA ENERGY | $80,028,000 | +218.3% | 759,423 | +216.3% | 0.86% | +214.2% |
| MRO | Buy | MARATHON OIL CORP | $74,782,000 | +2.8% | 1,989,399 | +9.2% | 0.81% | +1.3% |
| EXPR | Buy | EXPRESS INC | $74,552,000 | +18.4% | 4,775,900 | +29.2% | 0.80% | +16.7% |
| HOT | Buy | STARWOOD HOTELS&RESORTS WRLD | $73,176,000 | +170.5% | 879,411 | +162.7% | 0.79% | +166.9% |
| AVT | Buy | AVNET INC | $71,748,000 | -0.3% | 1,728,868 | +6.5% | 0.78% | -1.6% |
| CSCO | Sell | CISCO SYS INC | $71,735,000 | -27.8% | 2,850,000 | -28.8% | 0.77% | -28.9% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $71,709,000 | +13.7% | 1,925,600 | +24.6% | 0.77% | +12.0% |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $71,381,000 | – | 705,000 | – | 0.77% | – |
| AEP | Buy | AMERICAN ELEC PWR INC | $70,969,000 | +22.8% | 1,359,300 | +31.2% | 0.77% | +21.0% |
| BHI | Buy | BAKER HUGHES INC | $69,257,000 | +120.9% | 1,064,509 | +152.8% | 0.75% | +117.4% |
| QCOM | Buy | QUALCOMM INC | $69,164,000 | +54.5% | 925,024 | +63.6% | 0.75% | +52.1% |
| HRC | Buy | HILL ROM HLDGS INC | $68,360,000 | +45.1% | 1,650,000 | +45.4% | 0.74% | +43.0% |
| ALLY | Buy | ALLY FINL INC | $67,696,000 | +290.5% | 2,925,500 | +303.5% | 0.73% | +284.7% |
| LOW | Buy | LOWES COS INC | $65,576,000 | +13.2% | 1,239,159 | +2.7% | 0.71% | +11.5% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $64,413,000 | – | 3,818,200 | – | 0.70% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $64,142,000 | – | 1,192,680 | – | 0.69% | – |
| SRC | Buy | SPIRIT RLTY CAP INC NEW | $63,250,000 | +7.6% | 5,765,739 | +11.4% | 0.68% | +6.1% |
| WYND | Buy | WYNDHAM WORLDWIDE CORP | $62,875,000 | +117.4% | 773,750 | +102.5% | 0.68% | +114.2% |
| UTEK | Buy | ULTRATECH INC | $62,510,000 | +14.0% | 2,747,686 | +11.2% | 0.68% | +12.3% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $61,619,000 | +39.9% | 472,899 | +44.8% | 0.66% | +37.7% |
| GPS | Sell | GAP INC DEL | $61,414,000 | -5.4% | 1,473,100 | -5.7% | 0.66% | -6.8% |
| EXC | Sell | EXELON CORP | $61,115,000 | -34.9% | 1,792,745 | -30.3% | 0.66% | -35.8% |
| RF | Buy | REGIONS FINL CORP NEW | $59,616,000 | +62.1% | 5,937,875 | +71.4% | 0.64% | +59.8% |
| GGP | Buy | GENERAL GROWTH PPTYS INC NEW | $57,326,000 | +28.7% | 2,434,234 | +28.7% | 0.62% | +26.8% |
| BKD | Buy | BROOKDALE SR LIVING INC | $56,935,000 | +23.4% | 1,767,079 | +27.7% | 0.62% | +21.5% |
| 9207PS | Buy | ROCK-TENN COcl a | $56,784,000 | +11.7% | 1,193,436 | +148.0% | 0.61% | +10.1% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $56,591,000 | +0.6% | 1,519,227 | -3.3% | 0.61% | -1.0% |
| MSFT | Buy | MICROSOFT CORP | $55,713,000 | +179.8% | 1,201,752 | +151.6% | 0.60% | +175.7% |
| CL | New | COLGATE PALMOLIVE CO | $55,520,000 | – | 851,270 | – | 0.60% | – |
| ROST | Buy | ROSS STORES INC | $55,302,000 | +268.5% | 731,696 | +222.5% | 0.60% | +264.0% |
| COF | Buy | CAPITAL ONE FINL CORP | $55,077,000 | +553.8% | 674,800 | +561.6% | 0.60% | +546.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $54,725,000 | +6.9% | 1,222,367 | +16.8% | 0.59% | +5.3% |
| JNPR | Buy | JUNIPER NETWORKS INC | $53,714,000 | +45.9% | 2,425,000 | +61.7% | 0.58% | +43.9% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $53,446,000 | +30.0% | 1,069,124 | +27.3% | 0.58% | +28.2% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $53,224,000 | +329.4% | 1,500,100 | +420.0% | 0.58% | +322.8% |
| FITB | Buy | FIFTH THIRD BANCORP | $51,696,000 | +57.4% | 2,582,200 | +67.9% | 0.56% | +55.0% |
| BAC | Sell | BANK AMER CORP | $50,260,000 | +0.9% | 2,947,800 | -9.1% | 0.54% | -0.5% |
| ED | New | CONSOLIDATED EDISON INC | $50,014,000 | – | 882,700 | – | 0.54% | – |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS NE | $49,954,000 | -40.9% | 3,440,392 | -54.3% | 0.54% | -41.8% |
| SWFT | New | SWIFT TRANSN COcl a | $49,303,000 | – | 2,350,000 | – | 0.53% | – |
| WLL | Sell | WHITING PETE CORP NEW | $47,700,000 | -40.5% | 615,082 | -38.5% | 0.52% | -41.4% |
| C | Sell | CITIGROUP INC | $46,638,000 | -17.5% | 900,000 | -25.0% | 0.50% | -18.7% |
| TDC | Buy | TERADATA CORP DEL | $46,388,000 | +34.6% | 1,106,580 | +29.0% | 0.50% | +32.5% |
| CNQR | New | CONCUR TECHNOLOGIES INC | $46,289,000 | – | 365,000 | – | 0.50% | – |
| SLAB | Sell | SILICON LABORATORIES INC | $45,314,000 | -34.6% | 1,114,998 | -20.7% | 0.49% | -35.6% |
| PRE | Sell | PARTNERRE LTD | $44,128,000 | -35.9% | 401,562 | -36.3% | 0.48% | -37.0% |
| PRU | Buy | PRUDENTIAL FINL INC | $43,939,000 | -0.8% | 499,650 | +0.1% | 0.47% | -2.3% |
| SIAL | New | SIGMA ALDRICH CORP | $43,523,000 | – | 320,000 | – | 0.47% | – |
| 6107SC | New | URS CORP NEW | $43,553,000 | – | 756,000 | – | 0.47% | – |
| HAL | Buy | HALLIBURTON CO | $42,990,000 | +17.0% | 666,410 | +28.8% | 0.46% | +15.1% |
| UTIW | Buy | UTI WORLDWIDE INCord | $42,511,000 | +3.4% | 3,999,200 | +0.6% | 0.46% | +2.0% |
| ECA | Buy | ENCANA CORP | $42,560,000 | +356.8% | 2,006,610 | +410.7% | 0.46% | +350.0% |
| KORS | New | MICHAEL KORS HLDGS LTD | $42,215,000 | – | 591,332 | – | 0.46% | – |
| CCI | New | CROWN CASTLE INTL CORP | $41,524,000 | – | 515,632 | – | 0.45% | – |
| NTAP | Sell | NETAPP INC | $40,788,000 | +4.5% | 949,443 | -11.2% | 0.44% | +2.8% |
| GPORQ | Sell | GULFPORT ENERGY CORP | $40,318,000 | -16.2% | 755,019 | -1.4% | 0.44% | -17.5% |
| PDS | Sell | PRECISION DRILLING CORP | $39,847,000 | -24.9% | 3,692,958 | -1.4% | 0.43% | -26.0% |
| NBR | New | NABORS INDUSTRIES LTD | $39,609,000 | – | 1,740,300 | – | 0.43% | – |
| GEO | New | GEO GROUP INC NEW | $39,326,000 | – | 1,028,926 | – | 0.42% | – |
| PCLN | Sell | PRICELINE GRP INC | $39,297,000 | -12.8% | 33,918 | -9.4% | 0.42% | -14.2% |
| CIE | Buy | COBALT INTL ENERGY INC | $38,825,000 | +275.3% | 2,854,800 | +406.3% | 0.42% | +270.8% |
| MCK | Sell | MCKESSON CORP | $37,557,000 | +3.1% | 192,929 | -1.4% | 0.40% | +1.5% |
| ALJ | New | ALON USA ENERGY INC | $37,336,000 | – | 2,600,000 | – | 0.40% | – |
| IRF | New | INTERNATIONAL RECTIFIER CORP | $37,278,000 | – | 950,000 | – | 0.40% | – |
| WMB | Sell | WILLIAMS COS INC DEL | $37,137,000 | -36.0% | 670,950 | -32.7% | 0.40% | -36.9% |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $35,843,000 | – | 1,509,800 | – | 0.39% | – |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $35,525,000 | +29.1% | 3,500,000 | +45.8% | 0.38% | +26.8% |
| MGI | Buy | MONEYGRAM INTL INC | $35,409,000 | -11.8% | 2,823,681 | +3.6% | 0.38% | -13.2% |
| KND | New | KINDRED HEALTHCARE INC | $34,920,000 | – | 1,800,000 | – | 0.38% | – |
| CQB | Buy | CHIQUITA BRANDS INTL INC | $34,888,000 | +122.3% | 2,456,898 | +69.8% | 0.38% | +119.2% |
| LEN | Buy | LENNAR CORPcl a | $34,111,000 | +71.8% | 878,464 | +85.7% | 0.37% | +68.8% |
| STI | Buy | SUNTRUST BKS INC | $33,504,000 | +98.7% | 880,988 | +109.3% | 0.36% | +95.7% |
| INTU | Buy | INTUIT | $33,352,000 | +370.9% | 380,517 | +332.6% | 0.36% | +361.5% |
| VIP | Buy | VIMPELCOM LTDsponsored adr | $33,191,000 | +17.4% | 4,597,154 | +36.6% | 0.36% | +15.5% |
| CRM | Buy | SALESFORCE COM INC | $32,717,000 | +31.1% | 568,700 | +32.4% | 0.35% | +29.3% |
| SNPS | Buy | SYNOPSYS INC | $32,261,000 | +141.8% | 812,713 | +136.5% | 0.35% | +138.4% |
| PPS | Sell | POST PPTYS INC | $31,922,000 | -46.4% | 621,784 | -44.2% | 0.34% | -47.2% |
| APC | Sell | ANADARKO PETE CORP | $31,460,000 | -44.9% | 310,138 | -40.6% | 0.34% | -45.7% |
| DHI | Buy | D R HORTON INC | $30,897,000 | +874.4% | 1,505,700 | +1067.2% | 0.33% | +854.3% |
| VSI | Buy | VITAMIN SHOPPE INC | $29,850,000 | +108.4% | 672,457 | +101.9% | 0.32% | +105.1% |
| PHM | Buy | PULTE GROUP INC | $29,625,000 | +864.4% | 1,677,500 | +1000.7% | 0.32% | +841.2% |
| EXXIQ | Buy | ENERGY XXI BERMUDA LTD | $29,499,000 | -26.4% | 2,599,016 | +53.3% | 0.32% | -27.6% |
| DVN | Sell | DEVON ENERGY CORP NEW | $29,457,000 | -34.3% | 432,050 | -23.4% | 0.32% | -35.2% |
| MRK | Buy | MERCK & CO INC NEW | $29,152,000 | +2.6% | 491,760 | +0.1% | 0.32% | +1.3% |
| KMB | Buy | KIMBERLY CLARK CORP | $28,793,000 | +11.0% | 267,665 | +14.7% | 0.31% | +9.5% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $28,369,000 | +208.8% | 278,807 | +210.8% | 0.31% | +203.0% |
| PVH | Sell | PVH CORP | $28,259,000 | -43.4% | 233,254 | -45.6% | 0.30% | -44.2% |
| FCEA | Buy | FOREST CITY ENTERPRISES INCcl a | $28,221,000 | +66.6% | 1,442,788 | +69.2% | 0.30% | +64.0% |
| HT | Buy | HERSHA HOSPITALITY TRsh ben int a | $28,167,000 | +33.3% | 4,421,824 | +40.4% | 0.30% | +31.0% |
| NI | Sell | NISOURCE INC | $28,207,000 | -51.2% | 688,300 | -53.2% | 0.30% | -52.1% |
| SAPE | New | SAPIENT CORP | $28,038,000 | – | 2,002,705 | – | 0.30% | – |
| XLNX | New | XILINX INC | $27,938,000 | – | 659,700 | – | 0.30% | – |
| TQNT | New | TRIQUINT SEMICONDUCTOR INC | $27,842,000 | – | 1,460,000 | – | 0.30% | – |
| MDRX | Buy | ALLSCRIPTS HEALTHCARE SOLUTN | $27,557,000 | +134.3% | 2,054,200 | +180.4% | 0.30% | +130.2% |
| GPN | Buy | GLOBAL PMTS INC | $27,461,000 | +74.3% | 392,976 | +81.7% | 0.30% | +71.1% |
| FDO | Buy | FAMILY DLR STORES INC | $27,304,000 | +1039.6% | 353,500 | +876.0% | 0.30% | +1034.6% |
| PAYX | Sell | PAYCHEX INC | $27,332,000 | -41.2% | 618,370 | -44.7% | 0.30% | -42.0% |
| RIG | New | TRANSOCEAN LTD | $27,175,000 | – | 850,000 | – | 0.29% | – |
| DYN | New | DYNEGY INC NEW DEL | $27,007,000 | – | 935,800 | – | 0.29% | – |
| PF | Buy | PINNACLE FOODS INC DEL | $26,616,000 | +161.0% | 815,200 | +163.0% | 0.29% | +156.2% |
| CVD | New | COVANCE INC | $26,217,000 | – | 333,125 | – | 0.28% | – |
| SWI | Buy | SOLARWINDS INC | $25,746,000 | +79.0% | 612,272 | +64.6% | 0.28% | +75.9% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $25,650,000 | +32.7% | 210,761 | +28.6% | 0.28% | +30.7% |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC | $25,452,000 | -5.2% | 538,896 | -2.0% | 0.28% | -6.5% |
| NBHC | Sell | NATIONAL BK HLDGS CORPcl a | $25,505,000 | -9.8% | 1,333,926 | -5.9% | 0.28% | -11.3% |
| ACE | Sell | ACE LTD | $25,105,000 | -17.8% | 239,393 | -18.7% | 0.27% | -19.1% |
| ABT | Sell | ABBOTT LABS | $24,946,000 | -1.6% | 599,800 | -3.3% | 0.27% | -3.2% |
| NSR | Buy | NEUSTAR INCcl a | $24,830,000 | +66.0% | 1,000,000 | +73.9% | 0.27% | +63.4% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $24,479,000 | +51.6% | 714,400 | +66.4% | 0.26% | +49.2% |
| IVZ | Buy | INVESCO LTD | $24,454,000 | +50.2% | 619,395 | +43.6% | 0.26% | +48.3% |
| RAI | Buy | REYNOLDS AMERICAN INC | $24,288,000 | +310.0% | 411,660 | +319.4% | 0.26% | +303.1% |
| KRE | Buy | SPDR SERIES TRUSTs&p regl bkg | $24,136,000 | +31.8% | 637,500 | +40.4% | 0.26% | +29.9% |
| SHOO | New | MADDEN STEVEN LTD | $23,772,000 | – | 737,578 | – | 0.26% | – |
| CNL | New | CLECO CORP NEW | $23,370,000 | – | 485,368 | – | 0.25% | – |
| OGE | New | OGE ENERGY CORP | $23,194,000 | – | 625,000 | – | 0.25% | – |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $23,186,000 | -29.5% | 411,827 | -31.4% | 0.25% | -30.6% |
| V107SC | Sell | WELLPOINT INC | $22,853,000 | -44.8% | 191,045 | -50.3% | 0.25% | -45.6% |
| PHH | Sell | PHH CORP | $22,916,000 | -28.8% | 1,024,865 | -26.8% | 0.25% | -30.0% |
| CB | Buy | CHUBB CORP | $22,233,000 | +74.5% | 244,100 | +76.6% | 0.24% | +71.4% |
| GGB | Buy | GERDAU S Aspon adr rep pfd | $21,963,000 | +96.3% | 4,575,600 | +140.8% | 0.24% | +92.7% |
| GIS | New | GENERAL MLS INC | $21,885,000 | – | 433,800 | – | 0.24% | – |
| RIGP | New | TRANSOCEAN PARTNERS LLC | $21,562,000 | – | 823,600 | – | 0.23% | – |
| TSN | Sell | TYSON FOODS INCcl a | $21,378,000 | -5.2% | 543,000 | -9.6% | 0.23% | -6.5% |
| AL | Buy | AIR LEASE CORPcl a | $21,320,000 | +3.1% | 656,000 | +22.4% | 0.23% | +1.3% |
| NLSN | New | NIELSEN N V | $21,216,000 | – | 478,592 | – | 0.23% | – |
| HSY | New | HERSHEY CO | $21,039,000 | – | 220,465 | – | 0.23% | – |
| MJN | Buy | MEAD JOHNSON NUTRITION CO | $20,986,000 | +69.5% | 218,109 | +64.1% | 0.23% | +66.9% |
| CRI | New | CARTER INC | $20,903,000 | – | 269,650 | – | 0.23% | – |
| GOOG | Sell | GOOGLE INCcl c | $20,660,000 | -33.6% | 35,783 | -33.8% | 0.22% | -34.6% |
| WWAV | New | WHITEWAVE FOODS CO | $20,662,000 | – | 568,741 | – | 0.22% | – |
| PEP | New | PEPSICO INC | $20,356,000 | – | 218,675 | – | 0.22% | – |
| CBF | Sell | CAPITAL BK FINL CORP | $19,725,000 | -15.0% | 826,018 | -16.0% | 0.21% | -16.1% |
| OASPQ | Buy | OASIS PETE INC NEW | $19,768,000 | -15.6% | 472,800 | +12.8% | 0.21% | -17.1% |
| SWX | Buy | SOUTHWEST GAS CORP | $19,709,000 | +8582.4% | 405,700 | +9334.9% | 0.21% | +10550.0% |
| LG | Buy | LACLEDE GROUP INC | $19,296,000 | +153.0% | 415,868 | +164.7% | 0.21% | +147.6% |
| EMC | Sell | E M C CORP MASS | $19,239,000 | -81.5% | 657,512 | -83.4% | 0.21% | -81.8% |
| LVNTA | Buy | LIBERTY INTERACTIVE CORP | $19,186,000 | -47.0% | 505,416 | +3.0% | 0.21% | -47.9% |
| Sell | WELLPOINT INCnote 2.750%10/1 | $19,086,000 | -24.8% | 11,500,000 | -30.3% | 0.21% | -25.9% | |
| DDS | Buy | DILLARDS INCcl a | $19,028,000 | +240.0% | 174,604 | +263.8% | 0.20% | +236.1% |
| TKR | Buy | TIMKEN CO | $18,853,000 | +1011.6% | 444,753 | +1679.0% | 0.20% | +973.7% |
| CHS | Buy | CHICOS FAS INC | $18,463,000 | +31.2% | 1,250,000 | +50.6% | 0.20% | +29.2% |
| TROW | Buy | PRICE T ROWE GROUP INC | $18,331,000 | +5.7% | 233,820 | +13.8% | 0.20% | +4.2% |
| TLM | Sell | TALISMAN ENERGY INC | $18,357,000 | -23.4% | 2,122,200 | -6.1% | 0.20% | -24.4% |
| KOS | New | KOSMOS ENERGY LTD | $18,028,000 | – | 1,810,000 | – | 0.20% | – |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $17,682,000 | +66.0% | 15,000,000 | +76.5% | 0.19% | +63.2% | |
| ARMK | Buy | ARAMARK | $17,508,000 | +7.0% | 665,687 | +5.3% | 0.19% | +5.6% |
| ALLE | Buy | ALLEGION PUB LTD CO | $17,160,000 | +31.1% | 360,198 | +55.9% | 0.18% | +29.4% |
| CTXS | Sell | CITRIX SYS INC | $17,096,000 | -47.1% | 239,639 | -53.6% | 0.18% | -47.7% |
| URBN | Sell | URBAN OUTFITTERS INC | $17,007,000 | -19.6% | 463,400 | -25.8% | 0.18% | -20.7% |
| TEN | Sell | TENNECO INC | $16,922,000 | -32.0% | 323,493 | -14.6% | 0.18% | -33.0% |
| T104SC | New | ANNIES INC | $16,978,000 | – | 369,900 | – | 0.18% | – |
| EVHC | New | ENVISION HEALTHCARE HLDGS IN | $16,660,000 | – | 480,400 | – | 0.18% | – |
| B108PS | Sell | ACTAVIS PLC | $16,480,000 | -15.3% | 68,304 | -21.7% | 0.18% | -16.4% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $16,524,000 | – | 481,900 | – | 0.18% | – |
| NYLD | New | NRG YIELD INC | $16,336,000 | – | 347,200 | – | 0.18% | – |
| AIV | Sell | APARTMENT INVT & MGMT COcl a | $16,321,000 | -29.4% | 512,910 | -28.4% | 0.18% | -30.4% |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $16,203,000 | +6.7% | 11,000,000 | +10.0% | 0.18% | +5.4% | |
| PGR | New | PROGRESSIVE CORP OHIO | $15,891,000 | – | 628,600 | – | 0.17% | – |
| NVGS | Buy | NAVIGATOR HOLDINGS LTD | $15,581,000 | +43.8% | 559,873 | +51.8% | 0.17% | +41.2% |
| V | Sell | VISA INC | $15,485,000 | -29.4% | 72,574 | -30.3% | 0.17% | -30.4% |
| KEY | New | KEYCORP NEW | $15,179,000 | – | 1,138,700 | – | 0.16% | – |
| GPRE | Buy | GREEN PLAINS INC | $15,193,000 | +31.6% | 406,345 | +15.7% | 0.16% | +29.1% |
| RYL | New | RYLAND GROUP INC | $15,060,000 | – | 453,073 | – | 0.16% | – |
| TYFDL | New | TYSON FOODS INCunit 99/99/9999 | $15,115,000 | – | 300,000 | – | 0.16% | – |
| PMCS | Buy | PMC-SIERRA INC | $14,974,000 | +28.2% | 2,007,252 | +30.8% | 0.16% | +26.6% |
| MS | Sell | MORGAN STANLEY | $14,896,000 | -75.9% | 430,890 | -77.5% | 0.16% | -76.3% |
| CPN | Sell | CALPINE CORP | $14,847,000 | -41.6% | 684,200 | -36.0% | 0.16% | -42.7% |
| TYC | Sell | TYCO INTERNATIONAL LTD | $14,787,000 | -24.0% | 331,777 | -22.3% | 0.16% | -24.9% |
| MHFI | Sell | MCGRAW HILL FINL INC | $14,771,000 | -22.0% | 174,913 | -23.3% | 0.16% | -23.6% |
| OIH | Sell | MARKET VECTORS ETF TRoil svcs etf | $14,630,000 | -25.9% | 294,900 | -13.8% | 0.16% | -26.9% |
| SIRI | Sell | SIRIUS XM HLDGS INC | $14,658,000 | -43.1% | 4,200,000 | -43.6% | 0.16% | -44.0% |
| FTI | Sell | FMC TECHNOLOGIES INC | $14,344,000 | -48.2% | 264,106 | -41.7% | 0.16% | -48.8% |
| CPWR | Sell | COMPUWARE CORP | $14,133,000 | -68.1% | 1,332,000 | -70.0% | 0.15% | -68.5% |
| LRCX | Sell | LAM RESEARCH CORP | $14,148,000 | -56.8% | 189,400 | -61.0% | 0.15% | -57.4% |
| AMZN | Buy | AMAZON COM INC | $13,804,000 | +45.3% | 42,811 | +46.3% | 0.15% | +43.3% |
| DAR | Buy | DARLING INGREDIENTS INC | $13,810,000 | +40.0% | 753,800 | +59.7% | 0.15% | +38.0% |
| New | JARDEN CORPnote 1.875% 9/1 | $13,704,000 | – | 10,000,000 | – | 0.15% | – | |
| HTZ | Sell | HERTZ GLOBAL HOLDINGS INC | $13,646,000 | -77.9% | 537,460 | -75.6% | 0.15% | -78.3% |
| CSOD | Buy | CORNERSTONE ONDEMAND INC | $13,661,000 | -2.0% | 397,002 | +31.1% | 0.15% | -3.9% |
| Buy | RYLAND GROUP INCnote 1.625% 5/1 | $13,596,000 | -2.8% | 11,008,000 | +10.0% | 0.15% | -3.9% | |
| TAP | New | MOLSON COORS BREWING COcl b | $13,500,000 | – | 181,350 | – | 0.15% | – |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $13,453,000 | – | 10,000,000 | – | 0.14% | – | |
| RNR | Buy | RENAISSANCERE HOLDINGS LTD | $13,475,000 | +18.4% | 134,760 | +26.7% | 0.14% | +16.0% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $13,455,000 | -5.1% | 306,552 | -4.4% | 0.14% | -6.5% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $13,433,000 | -9.3% | 940,028 | -1.6% | 0.14% | -10.5% |
| AWAY | Sell | HOMEAWAY INC | $13,012,000 | -14.6% | 366,523 | -16.3% | 0.14% | -16.2% |
| R108 | New | ENERGIZER HLDGS INC | $12,945,000 | – | 105,064 | – | 0.14% | – |
| ZBH | Sell | ZIMMER HLDGS INC | $12,762,000 | -5.0% | 126,920 | -1.9% | 0.14% | -6.1% |
| PRGO | New | PERRIGO CO PLC | $12,694,000 | – | 84,518 | – | 0.14% | – |
| MA | New | MASTERCARD INCcl a | $12,651,000 | – | 171,144 | – | 0.14% | – |
| BHE | New | BENCHMARK ELECTRS INC | $12,649,000 | – | 569,500 | – | 0.14% | – |
| CROX | Sell | CROCS INC | $12,580,000 | -60.6% | 1,000,000 | -53.0% | 0.14% | -61.1% |
| PLXS | New | PLEXUS CORP | $12,504,000 | – | 338,600 | – | 0.14% | – |
| CSFL | Buy | CENTERSTATE BANKS INC | $12,530,000 | +10.0% | 1,210,632 | +19.0% | 0.14% | +8.0% |
| QLIK | Sell | QLIK TECHNOLOGIES INC | $12,378,000 | -65.9% | 457,751 | -71.4% | 0.13% | -66.2% |
| SBUX | New | STARBUCKS CORP | $12,426,000 | – | 164,675 | – | 0.13% | – |
| Buy | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $12,340,000 | +13.0% | 10,000,000 | +12.1% | 0.13% | +10.8% | |
| LBTYK | Buy | LIBERTY GLOBAL PLC | $12,037,000 | -1.5% | 293,479 | +1.6% | 0.13% | -3.0% |
| LNKD | Sell | LINKEDIN CORP | $12,021,000 | -22.7% | 57,850 | -36.2% | 0.13% | -23.5% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $12,034,000 | +30.0% | 1,187,958 | +41.9% | 0.13% | +28.7% |
| TECD | Sell | TECH DATA CORP | $11,796,000 | -27.8% | 200,400 | -23.3% | 0.13% | -29.1% |
| CIR | Buy | CIRCOR INTL INC | $11,696,000 | +45.4% | 173,717 | +66.5% | 0.13% | +43.2% |
| HCA | Sell | HCA HOLDINGS INC | $11,551,000 | -67.0% | 163,800 | -73.6% | 0.12% | -67.4% |
| COH | New | COACH INC | $11,573,000 | – | 325,000 | – | 0.12% | – |
| ATHL | Sell | ATHLON ENERGY INC | $11,419,000 | -79.3% | 196,100 | -83.0% | 0.12% | -79.6% |
| NATL | Buy | NATIONAL INTERSTATE CORP | $11,420,000 | -0.4% | 409,311 | +0.0% | 0.12% | -2.4% |
| 2100PS | Buy | GENCORP INC | $11,281,000 | -15.2% | 706,382 | +1.5% | 0.12% | -16.4% |
| XEC | Sell | CIMAREX ENERGY CO | $10,933,000 | -78.0% | 86,410 | -75.0% | 0.12% | -78.3% |
| PKT | Sell | PROCERA NETWORKS INC | $10,965,000 | -30.2% | 1,144,608 | -26.5% | 0.12% | -31.4% |
| DOW | Sell | DOW CHEM CO | $10,882,000 | -42.3% | 207,520 | -43.3% | 0.12% | -43.5% |
| ALB | New | ALBEMARLE CORP | $10,737,000 | – | 182,300 | – | 0.12% | – |
| DRC | New | DRESSER-RAND GROUP INC | $10,694,000 | – | 130,000 | – | 0.12% | – |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $10,222,000 | – | 8,000,000 | – | 0.11% | – | |
| PDCO | New | PATTERSON COMPANIES INC | $10,142,000 | – | 244,800 | – | 0.11% | – |
| SU | Sell | SUNCOR ENERGY INC NEW | $9,929,000 | -30.2% | 274,670 | -17.7% | 0.11% | -31.4% |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $9,793,000 | – | 373,780 | – | 0.11% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $9,776,000 | – | 368,200 | – | 0.11% | – |
| HUN | New | HUNTSMAN CORP | $9,601,000 | – | 369,400 | – | 0.10% | – |
| HRG | Buy | HARBINGER GROUP INC | $9,118,000 | +3.4% | 695,000 | +0.1% | 0.10% | +1.0% |
| FB | New | FACEBOOK INCcl a | $8,865,000 | – | 112,154 | – | 0.10% | – |
| CNSI | Sell | COMVERSE INC | $8,915,000 | -30.3% | 399,223 | -16.7% | 0.10% | -31.4% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $8,850,000 | +2.1% | 125,300 | +0.2% | 0.10% | +1.1% |
| NAVI | Sell | NAVIENT CORP | $8,855,000 | -60.6% | 500,000 | -60.6% | 0.10% | -61.0% |
| CCE | Sell | COCA COLA ENTERPRISES INC NE | $8,881,000 | -35.4% | 200,200 | -30.4% | 0.10% | -36.4% |
| DLTR | Sell | DOLLAR TREE INC | $8,615,000 | -50.0% | 153,650 | -51.4% | 0.09% | -50.8% |
| TRI | Sell | THOMSON REUTERS CORP | $8,230,000 | -41.7% | 226,050 | -41.8% | 0.09% | -42.6% |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $8,038,000 | – | 475,900 | – | 0.09% | – |
| CE | New | CELANESE CORP DEL | $8,093,000 | – | 138,300 | – | 0.09% | – |
| SLH | New | SOLERA HOLDINGS INC | $7,914,000 | – | 140,417 | – | 0.08% | – |
| SWM | Sell | SCHWEITZER-MAUDUIT INTL INC | $7,849,000 | -16.4% | 190,000 | -11.6% | 0.08% | -17.5% |
| GM | Sell | GENERAL MTRS CO | $7,670,000 | -91.5% | 240,140 | -90.3% | 0.08% | -91.6% |
| ANDE | New | ANDERSONS INC | $7,690,000 | – | 122,302 | – | 0.08% | – |
| WPG | Buy | WASHINGTON PRIME GROUP INC | $7,675,000 | -3.6% | 439,100 | +3.3% | 0.08% | -4.6% |
| LTM | Buy | LIFE TIME FITNESS INC | $7,566,000 | +15.0% | 150,000 | +11.1% | 0.08% | +13.9% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $7,306,000 | -67.4% | 750,827 | -68.0% | 0.08% | -67.9% |
| BXP | Sell | BOSTON PROPERTIES INC | $7,325,000 | -70.3% | 63,277 | -69.7% | 0.08% | -70.8% |
| IHS | Sell | IHS INCcl a | $7,224,000 | -43.4% | 57,705 | -38.7% | 0.08% | -44.3% |
| Buy | RENEWABLE ENERGY GROUP INCmtnf 2.750% 6/1 | $7,207,000 | +30.4% | 7,000,000 | +40.0% | 0.08% | +27.9% | |
| EOG | Sell | EOG RES INC | $7,034,000 | -70.8% | 71,034 | -65.5% | 0.08% | -71.2% |
| CLDPQ | Sell | CLOUD PEAK ENERGY INC | $6,927,000 | -48.9% | 548,900 | -25.5% | 0.08% | -49.7% |
| DG | Sell | DOLLAR GEN CORP NEW | $6,909,000 | -80.5% | 113,060 | -81.7% | 0.08% | -80.7% |
| MRD | Sell | MEMORIAL RESOURCE DEV CORP | $6,867,000 | -80.6% | 253,300 | -82.6% | 0.07% | -80.9% |
| AXE | Buy | ANIXTER INTL INC | $6,363,000 | +246.8% | 75,000 | +309.0% | 0.07% | +245.0% |
| PETM | Sell | PETSMART INC | $6,331,000 | -61.4% | 90,320 | -67.1% | 0.07% | -62.2% |
| KMI | New | KINDER MORGAN INC DELput | $6,163,000 | – | 5,000 | – | 0.07% | – |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $6,215,000 | -25.4% | 87,000 | -22.4% | 0.07% | -26.4% |
| BXC | Buy | BLUELINX HLDGS INC | $6,198,000 | -2.5% | 4,731,000 | +4.2% | 0.07% | -4.3% |
| GTIV | New | GENTIVA HEALTH SERVICES INC | $5,537,000 | – | 330,000 | – | 0.06% | – |
| CBS | New | CBS CORP NEWcl b | $5,398,000 | – | 100,900 | – | 0.06% | – |
| AGN | New | ALLERGAN INC | $5,346,000 | – | 30,000 | – | 0.06% | – |
| RHT | Sell | RED HAT INC | $5,205,000 | -91.6% | 92,700 | -91.7% | 0.06% | -91.7% |
| New | TESLA MTRS INCnote 0.250% 3/0 | $5,227,000 | – | 5,500,000 | – | 0.06% | – | |
| VGR | Sell | VECTOR GROUP LTD | $5,212,000 | -55.9% | 235,000 | -58.8% | 0.06% | -56.6% |
| PX | New | PRAXAIR INC | $4,515,000 | – | 35,000 | – | 0.05% | – |
| OMC | Sell | OMNICOM GROUP INC | $4,410,000 | -92.7% | 64,040 | -92.4% | 0.05% | -92.7% |
| HRL | New | HORMEL FOODS CORP | $4,434,000 | – | 86,281 | – | 0.05% | – |
| CZR | Buy | CAESARS ENTMT CORP | $4,277,000 | -1.1% | 340,000 | +42.2% | 0.05% | -2.1% |
| M | Sell | MACYS INC | $4,195,000 | -15.8% | 72,100 | -16.1% | 0.04% | -18.2% |
| CTO | Sell | CONSOLIDATED TOMOKA LD CO | $4,048,000 | -16.7% | 82,500 | -22.1% | 0.04% | -17.0% |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $3,881,000 | – | 130,000 | – | 0.04% | – |
| JWN | Sell | NORDSTROM INC | $3,760,000 | -16.9% | 55,000 | -17.4% | 0.04% | -18.0% |
| KSS | Sell | KOHLS CORP | $3,607,000 | -7.3% | 59,100 | -20.0% | 0.04% | -9.3% |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $3,398,000 | – | 100,223 | – | 0.04% | – |
| TGT | Sell | TARGET CORP | $3,134,000 | -95.8% | 50,000 | -96.1% | 0.03% | -95.8% |
| TOL | Buy | TOLL BROTHERS INC | $3,051,000 | -0.0% | 97,900 | +18.4% | 0.03% | 0.0% |
| MRCY | Buy | MERCURY SYS INC | $2,984,000 | -2.5% | 271,000 | +0.4% | 0.03% | -5.9% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $2,901,000 | – | 27,762 | – | 0.03% | – |
| GFIG | New | GFI GROUP INC | $2,721,000 | – | 503,000 | – | 0.03% | – |
| KMI | New | KINDER MORGAN INC DEL | $2,584,000 | – | 67,400 | – | 0.03% | – |
| DHG | New | DEUTSCHE HIGH INCOME OPPORT | $2,245,000 | – | 153,333 | – | 0.02% | – |
| NCR | Sell | NCR CORP NEW | $1,927,000 | -80.1% | 57,684 | -79.1% | 0.02% | -80.2% |
| XLB | New | SELECT SECTOR SPDR TRput | $1,549,000 | – | 1,900 | – | 0.02% | – |
| TSLA | Buy | TESLA MTRS INCput | $1,243,000 | +52.0% | 4,200 | +600.0% | 0.01% | +44.4% |
| CNQ | Buy | CANADIAN NAT RES LTD | $737,000 | +5.7% | 18,980 | +25.0% | 0.01% | 0.0% |
| KWKAQ | New | QUICKSILVER RESOURCES INC | $603,000 | – | 1,000,000 | – | 0.01% | – |
| NEE | Sell | NEXTERA ENERGY INC | $439,000 | -96.5% | 4,680 | -96.2% | 0.01% | -96.4% |
| YELP | New | YELP INCput | $239,000 | – | 288 | – | 0.00% | – |
| MTW | New | MANITOWOC INCput | $239,000 | – | 702 | – | 0.00% | – |
| AKS | New | AK STL HLDG CORPput | $316,000 | – | 2,051 | – | 0.00% | – |
| CX | Sell | CEMEX SAB DE CVspon adr new | $264,000 | -97.0% | 20,250 | -97.0% | 0.00% | -96.9% |
| HLF | Sell | HERBALIFE LTDput | $201,000 | -2.0% | 144 | -50.0% | 0.00% | 0.0% |
| VLO | New | VALERO ENERGY CORP NEWput | $204,000 | – | 370 | – | 0.00% | – |
| ENDRQ | New | ENDEAVOUR INTL CORP | $150,000 | – | 500,000 | – | 0.00% | – |
| NBR | New | NABORS INDUSTRIES LTDput | $212,000 | – | 874 | – | 0.00% | – |
| AWAY | Exit | HOMEAWAY INCcall | $0 | – | -1,000 | – | -0.00% | – |
| TRMB | Exit | TRIMBLE NAVIGATION LTDput | $0 | – | -3,500 | – | -0.00% | – |
| HSH | Exit | HILLSHIRE BRANDS COcall | $0 | – | -992 | – | -0.01% | – |
| LO | Exit | LORILLARD INCcall | $0 | – | -3,500 | – | -0.01% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -185,000 | – | -0.02% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -21,955 | – | -0.02% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -36,676 | – | -0.02% | – |
| DHG | Exit | DWS HIGH INCOME OPPORT FD IN | $0 | – | -153,333 | – | -0.02% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -54,640 | – | -0.03% | – |
| T107PS | Exit | WRIGHT MED GROUP INC | $0 | – | -101,210 | – | -0.04% | – |
| K | Exit | KELLOGG CO | $0 | – | -50,650 | – | -0.04% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -38,474 | – | -0.04% | – |
| RSE | Exit | ROUSE PPTYS INC | $0 | – | -200,159 | – | -0.04% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -35,035 | – | -0.04% | – |
| RBSPRMCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $0 | – | -148,315 | – | -0.04% | – |
| ATK | Exit | ALLIANT TECHSYSTEMS INC | $0 | – | -35,000 | – | -0.05% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -127,060 | – | -0.05% | – |
| OPEN | Exit | OPENTABLE INC | $0 | – | -50,000 | – | -0.06% | – |
| RBSPRNCL | Exit | ROYAL BK SCOTLAND GROUP PLCadr pref ser n | $0 | – | -244,881 | – | -0.06% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -58,265 | – | -0.07% | – |
| HL | Exit | HECLA MNG CO | $0 | – | -1,915,600 | – | -0.07% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -57,709 | – | -0.07% | – |
| CHMT | Exit | CHEMTURA CORP | $0 | – | -254,600 | – | -0.07% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -111,137 | – | -0.08% | – |
| AT | Exit | ATLANTIC PWR CORP | $0 | – | -1,681,400 | – | -0.08% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -176,000 | – | -0.08% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -239,250 | – | -0.09% | – |
| LEAF | Exit | SPRINGLEAF HLDGS INC | $0 | – | -318,600 | – | -0.09% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -9,000,000 | – | -0.10% | – | |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -211,010 | – | -0.10% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -120,240 | – | -0.10% | – |
| CBLAQ | Exit | CBL & ASSOC PPTYS INC | $0 | – | -507,046 | – | -0.11% | – |
| MCRS | Exit | MICROS SYS INC | $0 | – | -150,000 | – | -0.11% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -65,000 | – | -0.11% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -149,580 | – | -0.12% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -98,690 | – | -0.12% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -271,660 | – | -0.12% | – |
| AVIV | Exit | AVIV REIT INC MD | $0 | – | -397,350 | – | -0.12% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -322,450 | – | -0.13% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -787,800 | – | -0.13% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -181,250 | – | -0.13% | – |
| ABY | Exit | ABENGOA YIELD PLC | $0 | – | -321,320 | – | -0.13% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -8,000,000 | – | -0.14% | – | |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -108,201 | – | -0.14% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -404,423 | – | -0.14% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -396,880 | – | -0.15% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -241,230 | – | -0.15% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -198,170 | – | -0.15% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -234,098 | – | -0.15% | – |
| IDIX | Exit | IDENIX PHARMACEUTICALS INC | $0 | – | -575,000 | – | -0.15% | – |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -8,000,000 | – | -0.15% | – | |
| AET | Exit | AETNA INC NEW | $0 | – | -179,290 | – | -0.16% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -715,000 | – | -0.17% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -8,000,000 | – | -0.18% | – | |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -125,325 | – | -0.18% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -601,000 | – | -0.18% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -161,980 | – | -0.19% | – |
| AMAP | Exit | AUTONAVI HLDGS LTDsponsored adr | $0 | – | -816,635 | – | -0.19% | – |
| BEAV | Exit | B/E AEROSPACE INC | $0 | – | -189,519 | – | -0.19% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -265,310 | – | -0.20% | – |
| CVS | Exit | CVS CAREMARK CORPORATION | $0 | – | -243,795 | – | -0.20% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -209,495 | – | -0.20% | – |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -10,000,000 | – | -0.21% | – | |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -549,147 | – | -0.21% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -624,970 | – | -0.21% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -431,900 | – | -0.22% | – |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -10,000,000 | – | -0.22% | – | |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -925,000 | – | -0.23% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -94,515 | – | -0.24% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -1,250,000 | – | -0.24% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -356,843 | – | -0.24% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -198,240 | – | -0.25% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -217,560 | – | -0.25% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -766,940 | – | -0.26% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -268,076 | – | -0.27% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -1,091,340 | – | -0.27% | – |
| IMS | Exit | IMS HEALTH HLDGS INC | $0 | – | -1,115,606 | – | -0.31% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -1,527,311 | – | -0.33% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -250,000 | – | -0.38% | – |
| BHP | Exit | BHP BILLITON LTDsponsored adr | $0 | – | -593,170 | – | -0.44% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIALcl a | $0 | – | -1,257,289 | – | -0.45% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -250,000 | – | -0.46% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -405,770 | – | -0.47% | – |
| TRLA | Exit | TRULIA INC | $0 | – | -931,855 | – | -0.48% | – |
| PCG | Exit | PG&E CORP | $0 | – | -973,730 | – | -0.51% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -1,023,381 | – | -0.52% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -891,006 | – | -0.53% | – |
| A104PS | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -2,358,870 | – | -0.60% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -730,839 | – | -0.63% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -933,770 | – | -0.80% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -662,885 | – | -0.86% | – |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -2,485,000 | – | -1.70% | – |
| FRX | Exit | FOREST LABS INC | $0 | – | -2,809,476 | – | -3.05% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FRX | New | FOREST LABS INC | $278,138,000 | – | 2,809,476 | – | 3.05% | – |
| NRG | New | NRG ENERGY INC | $186,594,000 | – | 5,015,960 | – | 2.04% | – |
| BG | New | BUNGE LIMITED | $161,133,000 | – | 2,130,259 | – | 1.77% | – |
| HSH | New | HILLSHIRE BRANDS CO | $154,816,000 | – | 2,485,000 | – | 1.70% | – |
| F113PS | New | COVIDIEN PLC | $151,052,000 | – | 1,675,000 | – | 1.66% | – |
| JPM | New | JPMORGAN CHASE & CO | $125,630,000 | – | 2,180,328 | – | 1.38% | – |
| RLGY | New | REALOGY HLDGS CORP | $122,904,000 | – | 3,259,200 | – | 1.35% | – |
| EMC | New | E M C CORP MASS | $104,041,000 | – | 3,949,932 | – | 1.14% | – |
| CSCO | New | CISCO SYS INC | $99,400,000 | – | 4,000,000 | – | 1.09% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $97,208,000 | – | 5,165,150 | – | 1.06% | – |
| EXH | New | EXTERRAN HLDGS INC | $94,615,000 | – | 2,103,024 | – | 1.04% | – |
| EXC | New | EXELON CORP | $93,816,000 | – | 2,571,700 | – | 1.03% | – |
| GM | New | GENERAL MTRS CO | $89,866,000 | – | 2,475,642 | – | 0.98% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $84,480,000 | – | 7,529,400 | – | 0.93% | – |
| WLL | New | WHITING PETE CORP NEW | $80,218,000 | – | 999,602 | – | 0.88% | – |
| SLB | New | SCHLUMBERGER LTD | $78,187,000 | – | 662,885 | – | 0.86% | – |
| HCBK | New | HUDSON CITY BANCORP | $75,489,000 | – | 7,679,426 | – | 0.83% | – |
| TGT | New | TARGET CORP | $74,565,000 | – | 1,286,715 | – | 0.82% | – |
| PG | New | PROCTER & GAMBLE CO | $73,385,000 | – | 933,770 | – | 0.80% | – |
| MRO | New | MARATHON OIL CORP | $72,758,000 | – | 1,822,589 | – | 0.80% | – |
| AVT | New | AVNET INC | $71,938,000 | – | 1,623,518 | – | 0.79% | – |
| SLAB | New | SILICON LABORATORIES INC | $69,270,000 | – | 1,406,498 | – | 0.76% | – |
| 4107PS | New | MEADWESTVACO CORP | $69,066,000 | – | 1,560,460 | – | 0.76% | – |
| PRE | New | PARTNERRE LTD | $68,872,000 | – | 630,638 | – | 0.76% | – |
| PL | New | PROTECTIVE LIFE CORP | $65,170,000 | – | 940,000 | – | 0.71% | – |
| GPS | New | GAP INC DEL | $64,920,000 | – | 1,561,700 | – | 0.71% | – |
| CIT | New | CIT GROUP INC | $63,632,000 | – | 1,390,554 | – | 0.70% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $63,047,000 | – | 1,545,650 | – | 0.69% | – |
| EXPR | New | EXPRESS INC | $62,959,000 | – | 3,696,971 | – | 0.69% | – |
| MS | New | MORGAN STANLEY | $61,826,000 | – | 1,912,350 | – | 0.68% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $61,784,000 | – | 2,204,208 | – | 0.68% | – |
| RHT | New | RED HAT INC | $61,672,000 | – | 1,115,840 | – | 0.68% | – |
| TPH | New | TRI POINTE HOMES INC | $61,524,000 | – | 3,913,730 | – | 0.67% | – |
| OMC | New | OMNICOM GROUP INC | $60,330,000 | – | 847,100 | – | 0.66% | – |
| PPS | New | POST PPTYS INC | $59,589,000 | – | 1,114,647 | – | 0.65% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $58,795,000 | – | 5,175,630 | – | 0.64% | – |
| WMB | New | WILLIAMS COS INC DEL | $58,066,000 | – | 997,520 | – | 0.64% | – |
| LOW | New | LOWES COS INC | $57,924,000 | – | 1,207,004 | – | 0.64% | – |
| NI | New | NISOURCE INC | $57,851,000 | – | 1,470,540 | – | 0.63% | – |
| AEP | New | AMERICAN ELEC PWR INC | $57,800,000 | – | 1,036,400 | – | 0.63% | – |
| SEMG | New | SEMGROUP CORPcl a | $57,627,000 | – | 730,839 | – | 0.63% | – |
| APC | New | ANADARKO PETE CORP | $57,142,000 | – | 521,985 | – | 0.63% | – |
| C | New | CITIGROUP INC | $56,520,000 | – | 1,200,000 | – | 0.62% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $56,278,000 | – | 1,571,566 | – | 0.62% | – |
| ATHL | New | ATHLON ENERGY INC | $55,135,000 | – | 1,155,871 | – | 0.60% | – |
| A104PS | New | HILTON WORLDWIDE HLDGS INC | $54,962,000 | – | 2,358,870 | – | 0.60% | – |
| UTEK | New | ULTRATECH INC | $54,822,000 | – | 2,471,686 | – | 0.60% | – |
| VLO | New | VALERO ENERGY CORP NEW | $54,302,000 | – | 1,083,880 | – | 0.60% | – |
| BLMN | New | BLOOMIN BRANDS INC | $53,256,000 | – | 2,374,306 | – | 0.58% | – |
| PDS | New | PRECISION DRILLING CORP | $53,056,000 | – | 3,746,902 | – | 0.58% | – |
| A309PS | New | DIRECTV | $52,706,000 | – | 620,000 | – | 0.58% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $51,195,000 | – | 1,046,724 | – | 0.56% | – |
| 9207PS | New | ROCK-TENN COcl a | $50,817,000 | – | 481,263 | – | 0.56% | – |
| PVH | New | PVH CORP | $49,960,000 | – | 428,470 | – | 0.55% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $49,824,000 | – | 3,241,620 | – | 0.55% | – |
| XEC | New | CIMAREX ENERGY CO | $49,609,000 | – | 345,805 | – | 0.54% | – |
| ADI | New | ANALOG DEVICES INC | $48,177,000 | – | 891,006 | – | 0.53% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $48,109,000 | – | 766,060 | – | 0.53% | – |
| DKS | New | DICKS SPORTING GOODS INC | $47,649,000 | – | 1,023,381 | – | 0.52% | – |
| HRC | New | HILL ROM HLDGS INC | $47,114,000 | – | 1,135,000 | – | 0.52% | – |
| PCG | New | PG&E CORP | $46,759,000 | – | 973,730 | – | 0.51% | – |
| PAYX | New | PAYCHEX INC | $46,485,000 | – | 1,118,510 | – | 0.51% | – |
| BKD | New | BROOKDALE SR LIVING INC | $46,144,000 | – | 1,384,050 | – | 0.51% | – |
| PCLN | New | PRICELINE COM INC | $45,052,000 | – | 37,450 | – | 0.49% | – |
| QCOM | New | QUALCOMM INC | $44,770,000 | – | 565,284 | – | 0.49% | – |
| DVN | New | DEVON ENERGY CORP NEW | $44,807,000 | – | 564,320 | – | 0.49% | – |
| GGP | New | GENERAL GROWTH PPTYS INC NEW | $44,553,000 | – | 1,891,027 | – | 0.49% | – |
| CPWR | New | COMPUWARE CORP | $44,292,000 | – | 4,433,642 | – | 0.48% | – |
| PRU | New | PRUDENTIAL FINL INC | $44,292,000 | – | 498,955 | – | 0.48% | – |
| TRLA | New | TRULIA INC | $44,151,000 | – | 931,855 | – | 0.48% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $44,051,000 | – | 326,495 | – | 0.48% | – |
| SJM | New | SMUCKER J M CO | $43,243,000 | – | 405,770 | – | 0.47% | – |
| FE | New | FIRSTENERGY CORP | $42,852,000 | – | 1,234,220 | – | 0.47% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $41,860,000 | – | 250,000 | – | 0.46% | – |
| V107SC | New | WELLPOINT INC | $41,396,000 | – | 384,690 | – | 0.45% | – |
| FNF | New | FIDELITY NATIONAL FINANCIALcl a | $41,189,000 | – | 1,257,289 | – | 0.45% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $41,097,000 | – | 839,920 | – | 0.45% | – |
| UTIW | New | UTI WORLDWIDE INCord | $41,102,000 | – | 3,975,000 | – | 0.45% | – |
| BHP | New | BHP BILLITON LTDsponsored adr | $40,602,000 | – | 593,170 | – | 0.44% | – |
| MGI | New | MONEYGRAM INTL INC | $40,139,000 | – | 2,725,000 | – | 0.44% | – |
| EXXIQ | New | ENERGY XXI BERMUDA LTD | $40,072,000 | – | 1,695,816 | – | 0.44% | – |
| NTAP | New | NETAPP INC | $39,029,000 | – | 1,068,708 | – | 0.43% | – |
| RF | New | REGIONS FINL CORP NEW | $36,785,000 | – | 3,463,769 | – | 0.40% | – |
| HAL | New | HALLIBURTON CO | $36,742,000 | – | 517,420 | – | 0.40% | – |
| JNPR | New | JUNIPER NETWORKS INC | $36,810,000 | – | 1,500,000 | – | 0.40% | – |
| MCK | New | MCKESSON CORP | $36,418,000 | – | 195,575 | – | 0.40% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $36,207,000 | – | 490,606 | – | 0.40% | – |
| QLIK | New | QLIK TECHNOLOGIES INC | $36,249,000 | – | 1,602,505 | – | 0.40% | – |
| TWC | New | TIME WARNER CABLE INC | $35,932,000 | – | 243,938 | – | 0.39% | – |
| DG | New | DOLLAR GEN CORP NEW | $35,518,000 | – | 619,210 | – | 0.39% | – |
| MRD | New | MEMORIAL RESOURCE DEV CORP | $35,398,000 | – | 1,453,100 | – | 0.39% | – |
| HCA | New | HCA HOLDINGS INC | $34,975,000 | – | 620,350 | – | 0.38% | – |
| MHK | New | MOHAWK INDS INC | $34,585,000 | – | 250,000 | – | 0.38% | – |
| TDC | New | TERADATA CORP DEL | $34,472,000 | – | 857,500 | – | 0.38% | – |
| FITB | New | FIFTH THIRD BANCORP | $32,840,000 | – | 1,538,180 | – | 0.36% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $32,869,000 | – | 600,450 | – | 0.36% | – |
| LRCX | New | LAM RESEARCH CORP | $32,785,000 | – | 485,127 | – | 0.36% | – |
| CTXS | New | CITRIX SYS INC | $32,334,000 | – | 516,926 | – | 0.35% | – |
| PHH | New | PHH CORP | $32,172,000 | – | 1,400,000 | – | 0.35% | – |
| CROX | New | CROCS INC | $31,948,000 | – | 2,125,600 | – | 0.35% | – |
| BHI | New | BAKER HUGHES INC | $31,350,000 | – | 421,084 | – | 0.34% | – |
| GOOG | New | GOOGLE INCcl c | $31,112,000 | – | 54,081 | – | 0.34% | – |
| ACE | New | ACE LTD | $30,545,000 | – | 294,555 | – | 0.34% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $29,798,000 | – | 1,527,311 | – | 0.33% | – |
| WYND | New | WYNDHAM WORLDWIDE CORP | $28,927,000 | – | 382,030 | – | 0.32% | – |
| IMS | New | IMS HEALTH HLDGS INC | $28,649,000 | – | 1,115,606 | – | 0.31% | – |
| MRK | New | MERCK & CO INC NEW | $28,411,000 | – | 491,120 | – | 0.31% | – |
| VIP | New | VIMPELCOM LTDsponsored adr | $28,260,000 | – | 3,364,254 | – | 0.31% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $28,261,000 | – | 1,417,298 | – | 0.31% | – |
| FTI | New | FMC TECHNOLOGIES INC | $27,687,000 | – | 453,370 | – | 0.30% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $27,528,000 | – | 2,400,000 | – | 0.30% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $27,051,000 | – | 334,705 | – | 0.30% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $26,848,000 | – | 550,056 | – | 0.29% | – |
| KMB | New | KIMBERLY CLARK CORP | $25,946,000 | – | 233,285 | – | 0.28% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $25,765,000 | – | 7,446,500 | – | 0.28% | – |
| CPN | New | CALPINE CORP | $25,437,000 | – | 1,068,347 | – | 0.28% | – |
| ABT | New | ABBOTT LABS | $25,356,000 | – | 619,960 | – | 0.28% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $25,380,000 | – | 16,500,000 | – | 0.28% | – | |
| SRE | New | SEMPRA ENERGY | $25,139,000 | – | 240,085 | – | 0.28% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $25,046,000 | – | 1,091,340 | – | 0.27% | – |
| TEN | New | TENNECO INC | $24,887,000 | – | 378,793 | – | 0.27% | – |
| CRM | New | SALESFORCE COM INC | $24,947,000 | – | 429,530 | – | 0.27% | – |
| BXP | New | BOSTON PROPERTIES INC | $24,690,000 | – | 208,920 | – | 0.27% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $24,505,000 | – | 268,076 | – | 0.27% | – |
| EOG | New | EOG RES INC | $24,071,000 | – | 205,980 | – | 0.26% | – |
| TLM | New | TALISMAN ENERGY INC | $23,950,000 | – | 2,259,400 | – | 0.26% | – |
| CMS | New | CMS ENERGY CORP | $23,890,000 | – | 766,940 | – | 0.26% | – |
| OASPQ | New | OASIS PETE INC NEW | $23,421,000 | – | 419,060 | – | 0.26% | – |
| CBF | New | CAPITAL BK FINL CORP | $23,212,000 | – | 983,144 | – | 0.25% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $23,220,000 | – | 217,560 | – | 0.25% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $23,116,000 | – | 716,338 | – | 0.25% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $22,786,000 | – | 198,240 | – | 0.25% | – |
| TSN | New | TYSON FOODS INCcl a | $22,552,000 | – | 600,740 | – | 0.25% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $22,416,000 | – | 2,349,637 | – | 0.25% | – |
| NAVI | New | NAVIENT CORP | $22,488,000 | – | 1,269,789 | – | 0.25% | – |
| KRC | New | KILROY RLTY CORP | $22,224,000 | – | 356,843 | – | 0.24% | – |
| V | New | VISA INC | $21,924,000 | – | 104,050 | – | 0.24% | – |
| WU | New | WESTERN UN CO | $21,675,000 | – | 1,250,000 | – | 0.24% | – |
| PXD | New | PIONEER NAT RES CO | $21,720,000 | – | 94,515 | – | 0.24% | – |
| URBN | New | URBAN OUTFITTERS INC | $21,149,000 | – | 624,600 | – | 0.23% | – |
| HT | New | HERSHA HOSPITALITY TRsh ben int a | $21,131,000 | – | 3,149,120 | – | 0.23% | – |
| AMAT | New | APPLIED MATLS INC | $20,859,000 | – | 925,000 | – | 0.23% | – |
| AL | New | AIR LEASE CORPcl a | $20,671,000 | – | 535,800 | – | 0.23% | – |
| New | SANDISK CORPnote 1.500% 8/1 | $20,491,000 | – | 10,000,000 | – | 0.22% | – | |
| MSFT | New | MICROSOFT CORP | $19,914,000 | – | 477,560 | – | 0.22% | – |
| LEN | New | LENNAR CORPcl a | $19,854,000 | – | 472,930 | – | 0.22% | – |
| OIH | New | MARKET VECTORS ETF TRoil svcs etf | $19,754,000 | – | 342,000 | – | 0.22% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $19,595,000 | – | 431,900 | – | 0.22% | – |
| B108PS | New | ACTAVIS PLC | $19,448,000 | – | 87,190 | – | 0.21% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $19,461,000 | – | 426,777 | – | 0.21% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $19,333,000 | – | 163,840 | – | 0.21% | – |
| NWL | New | NEWELL RUBBERMAID INC | $19,368,000 | – | 624,970 | – | 0.21% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $19,187,000 | – | 549,147 | – | 0.21% | – |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $19,123,000 | – | 10,000,000 | – | 0.21% | – | |
| MHFI | New | MCGRAW HILL FINL INC | $18,945,000 | – | 228,169 | – | 0.21% | – |
| DOW | New | DOW CHEM CO | $18,849,000 | – | 366,280 | – | 0.21% | – |
| GPC | New | GENUINE PARTS CO | $18,394,000 | – | 209,495 | – | 0.20% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $18,309,000 | – | 454,100 | – | 0.20% | – |
| CVS | New | CVS CAREMARK CORPORATION | $18,375,000 | – | 243,795 | – | 0.20% | – |
| CAH | New | CARDINAL HEALTH INC | $18,190,000 | – | 265,310 | – | 0.20% | – |
| BEAV | New | B/E AEROSPACE INC | $17,529,000 | – | 189,519 | – | 0.19% | – |
| TROW | New | PRICE T ROWE GROUP INC | $17,347,000 | – | 205,510 | – | 0.19% | – |
| ALLY | New | ALLY FINL INC | $17,335,000 | – | 725,000 | – | 0.19% | – |
| DLTR | New | DOLLAR TREE INC | $17,215,000 | – | 316,107 | – | 0.19% | – |
| KMT | New | KENNAMETAL INC | $17,124,000 | – | 370,000 | – | 0.19% | – |
| AMAP | New | AUTONAVI HLDGS LTDsponsored adr | $17,068,000 | – | 816,635 | – | 0.19% | – |
| FCEA | New | FOREST CITY ENTERPRISES INCcl a | $16,939,000 | – | 852,467 | – | 0.19% | – |
| JNJ | New | JOHNSON & JOHNSON | $16,946,000 | – | 161,980 | – | 0.19% | – |
| STI | New | SUNTRUST BKS INC | $16,859,000 | – | 420,840 | – | 0.18% | – |
| DSW | New | DSW INCcl a | $16,792,000 | – | 601,000 | – | 0.18% | – |
| PETM | New | PETSMART INC | $16,398,000 | – | 274,220 | – | 0.18% | – |
| CVX | New | CHEVRON CORP NEW | $16,361,000 | – | 125,325 | – | 0.18% | – |
| ARMK | New | ARAMARK | $16,361,000 | – | 632,187 | – | 0.18% | – |
| TECD | New | TECH DATA CORP | $16,343,000 | – | 261,400 | – | 0.18% | – |
| IVZ | New | INVESCO LTD | $16,278,000 | – | 431,198 | – | 0.18% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $16,143,000 | – | 429,210 | – | 0.18% | – |
| New | TESLA MTRS INCnote 1.500% 6/0 | $16,169,000 | – | 8,000,000 | – | 0.18% | – | |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $15,902,000 | – | 715,000 | – | 0.17% | – |
| GPN | New | GLOBAL PMTS INC | $15,758,000 | – | 216,302 | – | 0.17% | – |
| PKT | New | PROCERA NETWORKS INC | $15,719,000 | – | 1,557,908 | – | 0.17% | – |
| CQB | New | CHIQUITA BRANDS INTL INC | $15,697,000 | – | 1,446,700 | – | 0.17% | – |
| LNKD | New | LINKEDIN CORP | $15,546,000 | – | 90,665 | – | 0.17% | – |
| AWAY | New | HOMEAWAY INC | $15,242,000 | – | 437,723 | – | 0.17% | – |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $15,183,000 | – | 10,000,000 | – | 0.17% | – | |
| ROST | New | ROSS STORES INC | $15,006,000 | – | 226,915 | – | 0.16% | – |
| NSR | New | NEUSTAR INCcl a | $14,962,000 | – | 575,000 | – | 0.16% | – |
| ROC | New | ROCKWOOD HLDGS INC | $14,882,000 | – | 195,840 | – | 0.16% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $14,804,000 | – | 955,728 | – | 0.16% | – |
| AET | New | AETNA INC NEW | $14,537,000 | – | 179,290 | – | 0.16% | – |
| SWI | New | SOLARWINDS INC | $14,385,000 | – | 372,080 | – | 0.16% | – |
| VSI | New | VITAMIN SHOPPE INC | $14,326,000 | – | 333,000 | – | 0.16% | – |
| SU | New | SUNCOR ENERGY INC NEW | $14,226,000 | – | 333,710 | – | 0.16% | – |
| TRI | New | THOMSON REUTERS CORP | $14,111,000 | – | 388,087 | – | 0.16% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $14,177,000 | – | 320,600 | – | 0.16% | – |
| CHS | New | CHICOS FAS INC | $14,077,000 | – | 830,000 | – | 0.15% | – |
| New | TELEFLEX INCnote 3.875% 8/0 | $14,034,000 | – | 8,000,000 | – | 0.15% | – | |
| CSOD | New | CORNERSTONE ONDEMAND INC | $13,935,000 | – | 302,800 | – | 0.15% | – |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $13,989,000 | – | 10,008,000 | – | 0.15% | – | |
| IDIX | New | IDENIX PHARMACEUTICALS INC | $13,858,000 | – | 575,000 | – | 0.15% | – |
| JAH | New | JARDEN CORP | $13,894,000 | – | 234,098 | – | 0.15% | – |
| CCE | New | COCA COLA ENTERPRISES INC NE | $13,742,000 | – | 287,600 | – | 0.15% | – |
| STJ | New | ST JUDE MED INC | $13,723,000 | – | 198,170 | – | 0.15% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $13,563,000 | – | 736,300 | – | 0.15% | – |
| ZBH | New | ZIMMER HLDGS INC | $13,439,000 | – | 129,400 | – | 0.15% | – |
| OSK | New | OSHKOSH CORP | $13,396,000 | – | 241,230 | – | 0.15% | – |
| SNPS | New | SYNOPSYS INC | $13,343,000 | – | 343,713 | – | 0.15% | – |
| VNTV | New | VANTIV INCcl a | $13,343,000 | – | 396,880 | – | 0.15% | – |
| 2100PS | New | GENCORP INC | $13,298,000 | – | 696,231 | – | 0.15% | – |
| ALLE | New | ALLEGION PUB LTD CO | $13,093,000 | – | 230,991 | – | 0.14% | – |
| IHS | New | IHS INCcl a | $12,773,000 | – | 94,150 | – | 0.14% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $12,820,000 | – | 404,423 | – | 0.14% | – |
| CB | New | CHUBB CORP | $12,743,000 | – | 138,250 | – | 0.14% | – |
| CNSI | New | COMVERSE INC | $12,786,000 | – | 479,223 | – | 0.14% | – |
| NEE | New | NEXTERA ENERGY INC | $12,628,000 | – | 123,225 | – | 0.14% | – |
| GD | New | GENERAL DYNAMICS CORP | $12,611,000 | – | 108,201 | – | 0.14% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $12,394,000 | – | 288,500 | – | 0.14% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $12,381,000 | – | 132,890 | – | 0.14% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $12,345,000 | – | 8,000,000 | – | 0.14% | – | |
| LBTYK | New | LIBERTY GLOBAL PLC | $12,223,000 | – | 288,900 | – | 0.13% | – |
| ABY | New | ABENGOA YIELD PLC | $12,152,000 | – | 321,320 | – | 0.13% | – |
| OCR | New | OMNICARE INC | $12,066,000 | – | 181,250 | – | 0.13% | – |
| LPX | New | LOUISIANA PAC CORP | $11,833,000 | – | 787,800 | – | 0.13% | – |
| VGR | New | VECTOR GROUP LTD | $11,808,000 | – | 570,976 | – | 0.13% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $11,747,000 | – | 322,450 | – | 0.13% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $11,759,000 | – | 732,675 | – | 0.13% | – |
| PMCS | New | PMC-SIERRA INC | $11,680,000 | – | 1,534,800 | – | 0.13% | – |
| GPRE | New | GREEN PLAINS INC | $11,547,000 | – | 351,282 | – | 0.13% | – |
| NATL | New | NATIONAL INTERSTATE CORP | $11,463,000 | – | 409,111 | – | 0.13% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $11,379,000 | – | 106,348 | – | 0.12% | – |
| CSFL | New | CENTERSTATE BANKS INC | $11,393,000 | – | 1,017,232 | – | 0.12% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $11,346,000 | – | 129,200 | – | 0.12% | – |
| AVIV | New | AVIV REIT INC MD | $11,193,000 | – | 397,350 | – | 0.12% | – |
| GGB | New | GERDAU S Aspon adr rep pfd | $11,190,000 | – | 1,899,900 | – | 0.12% | – |
| HXL | New | HEXCEL CORP NEW | $11,111,000 | – | 271,660 | – | 0.12% | – |
| FFIV | New | F5 NETWORKS INC | $10,998,000 | – | 98,690 | – | 0.12% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $11,026,000 | – | 149,580 | – | 0.12% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $10,920,000 | – | 8,924,000 | – | 0.12% | – | |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $10,837,000 | – | 368,873 | – | 0.12% | – |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $10,654,000 | – | 8,500,000 | – | 0.12% | – | |
| RL | New | RALPH LAUREN CORPcl a | $10,445,000 | – | 65,000 | – | 0.11% | – |
| CIE | New | COBALT INTL ENERGY INC | $10,346,000 | – | 563,800 | – | 0.11% | – |
| MCRS | New | MICROS SYS INC | $10,185,000 | – | 150,000 | – | 0.11% | – |
| PF | New | PINNACLE FOODS INC DEL | $10,196,000 | – | 309,917 | – | 0.11% | – |
| DAR | New | DARLING INTL INC | $9,867,000 | – | 472,100 | – | 0.11% | – |
| CBLAQ | New | CBL & ASSOC PPTYS INC | $9,634,000 | – | 507,046 | – | 0.11% | – |
| NCR | New | NCR CORP NEW | $9,677,000 | – | 275,770 | – | 0.11% | – |
| EXPE | New | EXPEDIA INC DEL | $9,470,000 | – | 120,240 | – | 0.10% | – |
| AMZN | New | AMAZON COM INC | $9,503,000 | – | 29,260 | – | 0.10% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $9,387,000 | – | 215,000 | – | 0.10% | – |
| ECA | New | ENCANA CORP | $9,316,000 | – | 392,900 | – | 0.10% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $9,308,000 | – | 211,010 | – | 0.10% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $9,186,000 | – | 89,710 | – | 0.10% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $9,254,000 | – | 837,422 | – | 0.10% | – |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $8,993,000 | – | 9,000,000 | – | 0.10% | – | |
| CX | New | CEMEX SAB DE CVspon adr new | $8,896,000 | – | 672,400 | – | 0.10% | – |
| HRG | New | HARBINGER GROUP INC | $8,815,000 | – | 694,095 | – | 0.10% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $8,666,000 | – | 125,000 | – | 0.10% | – |
| COF | New | CAPITAL ONE FINL CORP | $8,424,000 | – | 101,990 | – | 0.09% | – |
| LEAF | New | SPRINGLEAF HLDGS INC | $8,268,000 | – | 318,600 | – | 0.09% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $8,330,000 | – | 112,100 | – | 0.09% | – |
| RAX | New | RACKSPACE HOSTING INC | $8,053,000 | – | 239,250 | – | 0.09% | – |
| CIR | New | CIRCOR INTL INC | $8,046,000 | – | 104,317 | – | 0.09% | – |
| WPG | New | WASHINGTON PRIME GROUP INC | $7,965,000 | – | 425,000 | – | 0.09% | – |
| LG | New | LACLEDE GROUP INC | $7,627,000 | – | 157,100 | – | 0.08% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $7,612,000 | – | 176,000 | – | 0.08% | – |
| INTU | New | INTUIT | $7,083,000 | – | 87,960 | – | 0.08% | – |
| AT | New | ATLANTIC PWR CORP | $6,894,000 | – | 1,681,400 | – | 0.08% | – |
| DFS | New | DISCOVER FINL SVCS | $6,888,000 | – | 111,137 | – | 0.08% | – |
| CHMT | New | CHEMTURA CORP | $6,653,000 | – | 254,600 | – | 0.07% | – |
| COST | New | COSTCO WHSL CORP NEW | $6,646,000 | – | 57,709 | – | 0.07% | – |
| HL | New | HECLA MNG CO | $6,609,000 | – | 1,915,600 | – | 0.07% | – |
| LTM | New | LIFE TIME FITNESS INC | $6,580,000 | – | 135,000 | – | 0.07% | – |
| SLG | New | SL GREEN RLTY CORP | $6,375,000 | – | 58,265 | – | 0.07% | – |
| BXC | New | BLUELINX HLDGS INC | $6,359,000 | – | 4,542,173 | – | 0.07% | – |
| LO | New | LORILLARD INC | $6,097,000 | – | 100,000 | – | 0.07% | – |
| RAI | New | REYNOLDS AMERICAN INC | $5,924,000 | – | 98,154 | – | 0.06% | – |
| RBSPRNCL | New | ROYAL BK SCOTLAND GROUP PLCadr pref ser n | $5,880,000 | – | 244,881 | – | 0.06% | – |
| DDS | New | DILLARDS INCcl a | $5,597,000 | – | 48,000 | – | 0.06% | – |
| New | RENEWABLE ENERGY GROUP INCmtnf 2.750% 6/1 | $5,526,000 | – | 5,000,000 | – | 0.06% | – | |
| OPEN | New | OPENTABLE INC | $5,180,000 | – | 50,000 | – | 0.06% | – |
| WLRHU | New | WL ROSS HLDG CORPunit 99/99/9999 | $5,118,000 | – | 495,923 | – | 0.06% | – |
| M | New | MACYS INC | $4,984,000 | – | 85,900 | – | 0.06% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $4,861,000 | – | 105,900 | – | 0.05% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $4,638,000 | – | 127,060 | – | 0.05% | – |
| ATK | New | ALLIANT TECHSYSTEMS INC | $4,687,000 | – | 35,000 | – | 0.05% | – |
| JWN | New | NORDSTROM INC | $4,524,000 | – | 66,600 | – | 0.05% | – |
| CZR | New | CAESARS ENTMT CORP | $4,323,000 | – | 239,124 | – | 0.05% | – |
| KSS | New | KOHLS CORP | $3,893,000 | – | 73,900 | – | 0.04% | – |
| BTZ | New | BLACKROCK CR ALLCTN INC TR | $3,575,000 | – | 260,000 | – | 0.04% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $3,596,000 | – | 35,035 | – | 0.04% | – |
| RBSPRMCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $3,571,000 | – | 148,315 | – | 0.04% | – |
| RSE | New | ROUSE PPTYS INC | $3,425,000 | – | 200,159 | – | 0.04% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $3,435,000 | – | 38,474 | – | 0.04% | – |
| K | New | KELLOGG CO | $3,328,000 | – | 50,650 | – | 0.04% | – |
| T107PS | New | WRIGHT MED GROUP INC | $3,178,000 | – | 101,210 | – | 0.04% | – |
| DHI | New | D R HORTON INC | $3,171,000 | – | 129,000 | – | 0.04% | – |
| MRCY | New | MERCURY SYS INC | $3,060,000 | – | 269,827 | – | 0.03% | – |
| PHM | New | PULTE GROUP INC | $3,072,000 | – | 152,400 | – | 0.03% | – |
| FSD | New | FIRST TR HIGH INCOME L/S FD | $3,025,000 | – | 166,666 | – | 0.03% | – |
| TOL | New | TOLL BROTHERS INC | $3,052,000 | – | 82,700 | – | 0.03% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $2,746,000 | – | 153,333 | – | 0.03% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $2,503,000 | – | 54,640 | – | 0.03% | – |
| FDO | New | FAMILY DLR STORES INC | $2,396,000 | – | 36,219 | – | 0.03% | – |
| DHG | New | DWS HIGH INCOME OPPORT FD IN | $2,265,000 | – | 153,333 | – | 0.02% | – |
| HYT | New | BLACKROCK CORPOR HI YLD FD I | $2,253,000 | – | 183,333 | – | 0.02% | – |
| JACK | New | JACK IN THE BOX INC | $2,195,000 | – | 36,676 | – | 0.02% | – |
| NHS | New | NEUBERGER BERMAN HGH YLD FD | $2,102,000 | – | 151,800 | – | 0.02% | – |
| IVH | New | IVY HIGH INC OPPORTUNITIES F | $2,097,000 | – | 113,333 | – | 0.02% | – |
| HIO | New | WESTERN ASSET HIGH INCM OPP | $2,033,000 | – | 333,333 | – | 0.02% | – |
| DST | New | DST SYS INC DEL | $2,024,000 | – | 21,955 | – | 0.02% | – |
| MHY | New | WESTERN ASSET MGD HI INCM FD | $1,933,000 | – | 333,333 | – | 0.02% | – |
| AXE | New | ANIXTER INTL INC | $1,835,000 | – | 18,339 | – | 0.02% | – |
| TKR | New | TIMKEN CO | $1,696,000 | – | 25,000 | – | 0.02% | – |
| MIG | New | MEADOWBROOK INS GROUP INC | $1,330,000 | – | 185,000 | – | 0.02% | – |
| JCPNQ | New | PENNEY J C INCput | $1,210,000 | – | 3,150 | – | 0.01% | – |
| DIOD | New | DIODES INC | $984,000 | – | 33,974 | – | 0.01% | – |
| COVS | New | COVISINT CORP | $885,000 | – | 182,021 | – | 0.01% | – |
| LO | New | LORILLARD INCcall | $954,000 | – | 3,500 | – | 0.01% | – |
| ANRZQ | New | ALPHA NATURAL RESOURCES INC | $874,000 | – | 235,700 | – | 0.01% | – |
| TSLA | New | TESLA MTRS INCput | $818,000 | – | 600 | – | 0.01% | – |
| OIBRC | New | OI S.A.sponsored adr | $722,000 | – | 746,865 | – | 0.01% | – |
| CNQ | New | CANADIAN NAT RES LTD | $697,000 | – | 15,180 | – | 0.01% | – |
| HSH | New | HILLSHIRE BRANDS COcall | $734,000 | – | 992 | – | 0.01% | – |
| VHI | New | VALHI INC NEW | $642,000 | – | 100,000 | – | 0.01% | – |
| WLTGQ | New | WALTER ENERGY INC | $566,000 | – | 103,900 | – | 0.01% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $357,000 | – | 13,421 | – | 0.00% | – |
| TRMB | New | TRIMBLE NAVIGATION LTDput | $385,000 | – | 3,500 | – | 0.00% | – |
| AWAY | New | HOMEAWAY INCcall | $345,000 | – | 1,000 | – | 0.00% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $249,000 | – | 13,421 | – | 0.00% | – |
| SWX | New | SOUTHWEST GAS CORP | $227,000 | – | 4,300 | – | 0.00% | – |
| CBSTZ | New | CUBIST PHARMACEUTICALS INCright 99/99/9999 | $155,000 | – | 1,334,393 | – | 0.00% | – |
| HLF | New | HERBALIFE LTDput | $205,000 | – | 288 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $227,000 | – | 3,394,977 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ORCL | Exit | ORACLE CORPcall | $0 | – | -3,610 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.00% | – |
| XME | Exit | SPDR SERIES TRUSTcall | $0 | – | -1,300 | – | -0.00% | – |
| XME | Exit | SPDR SERIES TRUSTput | $0 | – | -1,300 | – | -0.00% | – |
| HMA | Exit | HEALTH MGMT ASSOC INC NEWput | $0 | – | -4,000 | – | -0.01% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -13,421 | – | -0.01% | – |
| CIE | Exit | COBALT INTL ENERGY INCput | $0 | – | -1,500 | – | -0.01% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -26,800 | – | -0.01% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -115,000 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -2,150 | – | -0.02% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -26,730 | – | -0.02% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -29,840 | – | -0.02% | – |
| TWGP | Exit | TOWER GROUP INTL LTD | $0 | – | -250,000 | – | -0.02% | – |
| TSLA | Exit | TESLA MTRS INCput | $0 | – | -1,248 | – | -0.03% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -34,959 | – | -0.04% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -469,700 | – | -0.04% | – |
| AVNW | Exit | AVIAT NETWORKS INC | $0 | – | -1,252,120 | – | -0.04% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -64,400 | – | -0.05% | – |
| BRE | Exit | BRE PROPERTIES INCcl a | $0 | – | -71,706 | – | -0.05% | – |
| HT | Exit | HERSHA HOSPITALITY TRsh ben int a | $0 | – | -679,633 | – | -0.05% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -200,000 | – | -0.05% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -71,900 | – | -0.06% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -63,970 | – | -0.06% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -124,700 | – | -0.06% | – |
| ANRZQ | Exit | ALPHA NATURAL RESOURCES INC | $0 | – | -880,000 | – | -0.07% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -61,810 | – | -0.07% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -51,869 | – | -0.07% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -2,700,000 | – | -0.07% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -280,026 | – | -0.08% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -150,900 | – | -0.08% | – |
| RHP | Exit | RYMAN HOSPITALITY PPTYS INC | $0 | – | -175,000 | – | -0.08% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -1,342,400 | – | -0.08% | – |
| XRAY | Exit | DENTSPLY INTL INC NEW | $0 | – | -159,430 | – | -0.09% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -205,456 | – | -0.09% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -230,000 | – | -0.10% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $0 | – | -7,000,000 | – | -0.10% | – | |
| ALE | Exit | ALLETE INC | $0 | – | -150,000 | – | -0.10% | – |
| ATMI | Exit | ATMI INC | $0 | – | -285,800 | – | -0.10% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -98,440 | – | -0.10% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -153,210 | – | -0.11% | – |
| Exit | XILINX INCsdcv 3.125% 3/1 | $0 | – | -5,000,000 | – | -0.11% | – | |
| SKS | Exit | SAKS INC | $0 | – | -510,000 | – | -0.11% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -499,180 | – | -0.11% | – |
| COLE | Exit | COLE REAL ESTATE INVTS INC | $0 | – | -689,199 | – | -0.11% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -344,400 | – | -0.12% | – |
| CPWR | Exit | COMPUWARE CORP | $0 | – | -770,000 | – | -0.12% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -334,000 | – | -0.12% | – |
| IT | Exit | GARTNER INC | $0 | – | -150,920 | – | -0.12% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -1,521,900 | – | -0.12% | – |
| NE | Exit | NOBLE CORPORATION BAARnamen -akt | $0 | – | -244,430 | – | -0.12% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -640,000 | – | -0.13% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -157,520 | – | -0.13% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -689,900 | – | -0.13% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -294,669 | – | -0.14% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -435,817 | – | -0.14% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -212,837 | – | -0.14% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -138,600 | – | -0.14% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -1,002,500 | – | -0.14% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -418,552 | – | -0.14% | – |
| 2100PS | Exit | GENCORP INC | $0 | – | -685,000 | – | -0.15% | – |
| PTC | Exit | PTC INC | $0 | – | -392,300 | – | -0.15% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -348,498 | – | -0.15% | – |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -8,000,000 | – | -0.16% | – | |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -163,190 | – | -0.16% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -176,160 | – | -0.16% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -329,500 | – | -0.16% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -179,470 | – | -0.16% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -132,520 | – | -0.17% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -411,588 | – | -0.17% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -243,137 | – | -0.17% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -142,391 | – | -0.17% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -650,200 | – | -0.17% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -144,510 | – | -0.17% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -367,850 | – | -0.17% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -360,540 | – | -0.17% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -295,880 | – | -0.17% | – |
| KDN | Exit | KAYDON CORP | $0 | – | -359,737 | – | -0.17% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -439,330 | – | -0.17% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -212,580 | – | -0.18% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -45,929 | – | -0.18% | – |
| Q | Exit | QUINTILES TRANSNATIO HLDGS I | $0 | – | -296,540 | – | -0.18% | – |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -10,000,000 | – | -0.18% | – | |
| Exit | ARVINMERITOR INCfrnt 4.000% 2/1 | $0 | – | -14,500,000 | – | -0.18% | – | |
| EEM | Exit | ISHARESmsci emg mkt etf | $0 | – | -329,300 | – | -0.18% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -130,045 | – | -0.18% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -8,000,000 | – | -0.18% | – | |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -143,320 | – | -0.19% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -709,012 | – | -0.19% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -450,000 | – | -0.19% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -488,420 | – | -0.19% | – |
| Exit | CACI INTL INCnote 2.125% 5/0 | $0 | – | -11,000,000 | – | -0.19% | – | |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -160,002 | – | -0.19% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -1,718,280 | – | -0.19% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -200,840 | – | -0.19% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -243,730 | – | -0.20% | – |
| SXC | Exit | SUNCOKE ENERGY INC | $0 | – | -870,043 | – | -0.20% | – |
| OPTR | Exit | OPTIMER PHARMACEUTICALS INC | $0 | – | -1,177,400 | – | -0.20% | – |
| INTU | Exit | INTUIT | $0 | – | -224,280 | – | -0.20% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -593,300 | – | -0.20% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -82,960 | – | -0.20% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORP | $0 | – | -252,378 | – | -0.21% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -309,830 | – | -0.21% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -199,490 | – | -0.21% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -435,100 | – | -0.21% | – |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -15,535,000 | – | -0.21% | – | |
| Exit | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $0 | – | -10,000,000 | – | -0.21% | – | |
| DOLE | Exit | DOLE FOOD CO INC NEW | $0 | – | -1,167,000 | – | -0.21% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -353,102 | – | -0.22% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -225,765 | – | -0.22% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -315,000 | – | -0.22% | – |
| ATHL | Exit | ATHLON ENERGY INC | $0 | – | -499,200 | – | -0.22% | – |
| AAPL | Exit | APPLE INC | $0 | – | -34,440 | – | -0.22% | – |
| WOOF | Exit | VCA ANTECH INC | $0 | – | -598,120 | – | -0.22% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -193,895 | – | -0.23% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -304,160 | – | -0.23% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -327,530 | – | -0.23% | – |
| TDW | Exit | TIDEWATER INC | $0 | – | -286,070 | – | -0.23% | – |
| HITT | Exit | HITTITE MICROWAVE CORP | $0 | – | -260,700 | – | -0.23% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -221,817 | – | -0.23% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -259,057 | – | -0.23% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -135,535 | – | -0.23% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -658,463 | – | -0.24% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -1,530,056 | – | -0.24% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -645,160 | – | -0.24% | – |
| FISV | Exit | FISERV INC | $0 | – | -177,569 | – | -0.24% | – |
| Exit | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $0 | – | -8,000,000 | – | -0.24% | – | |
| MET | Exit | METLIFE INC | $0 | – | -384,620 | – | -0.24% | – |
| KBR | Exit | KBR INC | $0 | – | -554,430 | – | -0.24% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -375,025 | – | -0.25% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -365,400 | – | -0.25% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -161,209 | – | -0.25% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -622,300 | – | -0.25% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -374,630 | – | -0.26% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -102,165 | – | -0.26% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -192,850 | – | -0.26% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -1,113,000 | – | -0.26% | – |
| UDR | Exit | UDR INC | $0 | – | -825,442 | – | -0.26% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -746,290 | – | -0.26% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -216,655 | – | -0.26% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -381,000 | – | -0.27% | – |
| AWAY | Exit | HOMEAWAY INC | $0 | – | -711,574 | – | -0.27% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -385,910 | – | -0.27% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -744,200 | – | -0.27% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -300,692 | – | -0.27% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -500,000 | – | -0.27% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -1,909,300 | – | -0.27% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -1,585,948 | – | -0.28% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -1,985,500 | – | -0.28% | – |
| Exit | UAL CORPnote 6.000%10/1 | $0 | – | -5,732,000 | – | -0.28% | – | |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -535,000 | – | -0.28% | – |
| PVH | Exit | PVH CORP | $0 | – | -175,775 | – | -0.28% | – |
| LPS | Exit | LENDER PROCESSING SVCS INC | $0 | – | -635,500 | – | -0.28% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -767,920 | – | -0.29% | – |
| AVT | Exit | AVNET INC | $0 | – | -508,410 | – | -0.29% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -598,400 | – | -0.29% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,908,900 | – | -0.29% | – |
| PPL | Exit | PPL CORP | $0 | – | -721,440 | – | -0.30% | – |
| XRX | Exit | XEROX CORP | $0 | – | -2,144,550 | – | -0.30% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -1,281,824 | – | -0.30% | – |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -8,000,000 | – | -0.30% | – | |
| EOG | Exit | EOG RES INC | $0 | – | -131,045 | – | -0.30% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -595,113 | – | -0.30% | – |
| Exit | E M C CORP MASSnote 1.750%12/0 | $0 | – | -14,000,000 | – | -0.30% | – | |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -548,200 | – | -0.30% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -2,459,279 | – | -0.31% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -218,945 | – | -0.31% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -629,560 | – | -0.31% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -1,027,275 | – | -0.31% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -590,766 | – | -0.32% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -579,694 | – | -0.32% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -332,280 | – | -0.32% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -300,090 | – | -0.32% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -464,706 | – | -0.33% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -722,805 | – | -0.33% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -992,258 | – | -0.33% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -1,226,215 | – | -0.34% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -1,150,459 | – | -0.34% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -472,736 | – | -0.34% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -397,250 | – | -0.34% | – |
| TSO | Exit | TESORO CORP | $0 | – | -586,625 | – | -0.35% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -750,139 | – | -0.35% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -156,800 | – | -0.36% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -489,661 | – | -0.36% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -750,053 | – | -0.36% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -807,308 | – | -0.36% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -373,350 | – | -0.37% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -1,006,713 | – | -0.37% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -634,502 | – | -0.37% | – |
| WMS | Exit | WMS INDS INC | $0 | – | -1,078,200 | – | -0.38% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -850,000 | – | -0.38% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -935,085 | – | -0.38% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -524,180 | – | -0.39% | – |
| BEAM | Exit | BEAM INC | $0 | – | -444,282 | – | -0.39% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -330,681 | – | -0.39% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -361,615 | – | -0.40% | – |
| PETM | Exit | PETSMART INC | $0 | – | -401,180 | – | -0.41% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -20,000,000 | – | -0.42% | – | |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -341,785 | – | -0.42% | – |
| ESC | Exit | EMERITUS CORP | $0 | – | -1,705,687 | – | -0.43% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -884,856 | – | -0.43% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -647,554 | – | -0.44% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -943,830 | – | -0.44% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -375,745 | – | -0.45% | – |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -33,300 | – | -0.45% | – |
| HCBK | Exit | HUDSON CITY BANCORP | $0 | – | -3,803,987 | – | -0.46% | – |
| MAC | Exit | MACERICH CO | $0 | – | -610,510 | – | -0.46% | – |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -1,377,195 | – | -0.48% | – |
| UTEK | Exit | ULTRATECH INC | $0 | – | -1,162,856 | – | -0.48% | – |
| ICE | Exit | INTERCONTINENTALEXCHANGE INC | $0 | – | -195,671 | – | -0.48% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -1,273,866 | – | -0.48% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -632,468 | – | -0.48% | – |
| NYLD | Exit | NRG YIELD INC | $0 | – | -1,186,500 | – | -0.48% | – |
| PEI | Exit | PENNSYLVANIA RL ESTATE INVTsh ben int | $0 | – | -1,935,379 | – | -0.49% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -1,108,214 | – | -0.50% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -877,750 | – | -0.50% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,327,499 | – | -0.50% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -456,990 | – | -0.51% | – |
| HMA | Exit | HEALTH MGMT ASSOC INC NEWcl a | $0 | – | -3,060,000 | – | -0.53% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -362,055 | – | -0.54% | – |
| ONXX | Exit | ONYX PHARMACEUTICALS INC | $0 | – | -345,000 | – | -0.58% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -1,359,996 | – | -0.58% | – |
| Exit | MYLAN INCnote 3.750% 9/1 | $0 | – | -15,000,000 | – | -0.59% | – | |
| SM | Exit | SM ENERGY CO | $0 | – | -587,785 | – | -0.61% | – |
| EQT | Exit | EQT CORP | $0 | – | -529,581 | – | -0.63% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,168,680 | – | -0.64% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -834,813 | – | -0.67% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -868,970 | – | -0.68% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -1,528,933 | – | -0.68% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -705,519 | – | -0.69% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -58,810 | – | -0.69% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -349,930 | – | -0.70% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -123,652 | – | -0.70% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -891,270 | – | -0.74% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,255,457 | – | -0.80% | – |
| ACE | Exit | ACE LTD | $0 | – | -648,592 | – | -0.82% | – |
| DELL | Exit | DELL INC | $0 | – | -4,468,831 | – | -0.83% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -719,045 | – | -0.83% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -6,712,479 | – | -0.83% | – |
| PPS | Exit | POST PPTYS INC | $0 | – | -1,369,745 | – | -0.83% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -1,448,775 | – | -0.83% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -5,637,500 | – | -0.84% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -1,784,800 | – | -0.85% | – |
| GGP | Exit | GENERAL GROWTH PPTYS INC NEW | $0 | – | -3,265,796 | – | -0.85% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -852,745 | – | -0.85% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,229,174 | – | -0.86% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -2,369,250 | – | -0.87% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,999,751 | – | -0.90% | – |
| MOLXA | Exit | MOLEX INCcl a | $0 | – | -1,812,000 | – | -0.93% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -2,263,465 | – | -0.94% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -767,970 | – | -0.97% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -1,689,215 | – | -0.97% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -791,679 | – | -0.99% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,119,928 | – | -1.02% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIALcl a | $0 | – | -2,948,856 | – | -1.06% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -2,403,700 | – | -1.07% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -867,535 | – | -1.07% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -3,088,950 | – | -1.10% | – |
| EXH | Exit | EXTERRAN HLDGS INC | $0 | – | -2,950,000 | – | -1.10% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -2,717,106 | – | -1.14% | – |
| BZ | Exit | BOISE INC | $0 | – | -6,725,000 | – | -1.14% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,766,120 | – | -1.17% | – |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -2,833,588 | – | -1.17% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -2,068,213 | – | -1.24% | – |
| EPL | Exit | EPL OIL & GAS INC | $0 | – | -2,515,673 | – | -1.26% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -1,757,345 | – | -1.42% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -3,294,125 | – | -1.52% | – |
| ELN | Exit | ELAN PLCadr | $0 | – | -7,849,000 | – | -1.65% | – |
| LIFE | Exit | LIFE TECHNOLOGIES CORP | $0 | – | -1,669,600 | – | -1.68% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -1,669,600 | – | -1.88% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -2,452,760 | – | -2.51% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BG | Sell | BUNGE LIMITED | $186,189,000 | -7.2% | 2,452,760 | -13.5% | 2.51% | +4.1% |
| V107SC | Sell | WELLPOINT INC | $139,595,000 | -17.1% | 1,669,600 | -18.9% | 1.88% | -7.1% |
| LIFE | Buy | LIFE TECHNOLOGIES CORP | $124,936,000 | +12.9% | 1,669,600 | +11.7% | 1.68% | +26.7% |
| ELN | Buy | ELAN PLCadr | $122,287,000 | +2560.7% | 7,849,000 | +2315.1% | 1.65% | +2894.5% |
| VLO | Buy | VALERO ENERGY CORP NEW | $112,494,000 | +54.1% | 3,294,125 | +56.9% | 1.52% | +72.7% |
| WLL | Sell | WHITING PETE CORP NEW | $105,177,000 | +23.8% | 1,757,345 | -4.7% | 1.42% | +38.9% |
| RIG | Sell | TRANSOCEAN LTD | $92,035,000 | -45.4% | 2,068,213 | -41.2% | 1.24% | -38.8% |
| HSH | Buy | HILLSHIRE BRANDS CO | $87,104,000 | +45.0% | 2,833,588 | +56.1% | 1.17% | +62.7% |
| BHI | Buy | BAKER HUGHES INC | $86,716,000 | +25.7% | 1,766,120 | +18.1% | 1.17% | +41.1% |
| BZ | Buy | BOISE INC | $84,735,000 | +709.9% | 6,725,000 | +449.0% | 1.14% | +805.6% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $84,556,000 | +109.6% | 2,717,106 | +108.3% | 1.14% | +135.3% |
| EXH | Sell | EXTERRAN HLDGS INC | $81,332,000 | -29.6% | 2,950,000 | -28.2% | 1.10% | -21.0% |
| CMS | New | CMS ENERGY CORP | $81,301,000 | – | 3,088,950 | – | 1.10% | – |
| PRE | Buy | PARTNERRE LTD | $79,414,000 | +36.6% | 867,535 | +35.2% | 1.07% | +53.3% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $79,154,000 | +975.5% | 2,403,700 | +966.6% | 1.07% | +1111.4% |
| FNF | Sell | FIDELITY NATIONAL FINANCIALcl a | $78,440,000 | -40.6% | 2,948,856 | -46.8% | 1.06% | -33.3% |
| QCOM | Sell | QUALCOMM INC | $75,394,000 | -40.7% | 1,119,928 | -46.2% | 1.02% | -33.4% |
| APC | Buy | ANADARKO PETE CORP | $73,618,000 | +86.4% | 791,679 | +72.2% | 0.99% | +109.3% |
| HCA | Sell | HCA HOLDINGS INC | $72,214,000 | -43.7% | 1,689,215 | -52.5% | 0.97% | -36.9% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $71,836,000 | +4.0% | 767,970 | -0.8% | 0.97% | +16.8% |
| UAL | Buy | UNITED CONTL HLDGS INC | $69,511,000 | +3.1% | 2,263,465 | +5.0% | 0.94% | +15.7% |
| MOLXA | New | MOLEX INCcl a | $69,363,000 | – | 1,812,000 | – | 0.93% | – |
| MSFT | Buy | MICROSOFT CORP | $66,552,000 | +145.8% | 1,999,751 | +155.2% | 0.90% | +176.0% |
| NRG | Sell | NRG ENERGY INC | $64,752,000 | -74.9% | 2,369,250 | -75.5% | 0.87% | -71.9% |
| CAH | Sell | CARDINAL HEALTH INC | $64,101,000 | -1.5% | 1,229,174 | -10.9% | 0.86% | +10.6% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $63,214,000 | -6.6% | 852,745 | -7.8% | 0.85% | +4.8% |
| GGP | Sell | GENERAL GROWTH PPTYS INC NEW | $62,997,000 | -25.8% | 3,265,796 | -23.5% | 0.85% | -16.7% |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $62,789,000 | -26.9% | 1,784,800 | -40.3% | 0.85% | -17.9% |
| SWC | Buy | STILLWATER MNG CO | $62,069,000 | +18.9% | 5,637,500 | +16.0% | 0.84% | +33.3% |
| SLAB | Buy | SILICON LABORATORIES INC | $61,877,000 | +15.4% | 1,448,775 | +11.9% | 0.83% | +29.5% |
| PPS | Sell | POST PPTYS INC | $61,666,000 | -11.6% | 1,369,745 | -2.8% | 0.83% | -0.7% |
| SRC | New | SPIRIT RLTY CAP INC NEW | $61,621,000 | – | 6,712,479 | – | 0.83% | – |
| SRE | New | SEMPRA ENERGY | $61,550,000 | – | 719,045 | – | 0.83% | – |
| DELL | Buy | DELL INC | $61,451,000 | +3.8% | 4,468,831 | +0.6% | 0.83% | +16.5% |
| ACE | Sell | ACE LTD | $60,682,000 | -14.1% | 648,592 | -17.9% | 0.82% | -3.7% |
| LOW | Sell | LOWES COS INC | $59,772,000 | +10.7% | 1,255,457 | -4.9% | 0.80% | +24.2% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $55,080,000 | -11.2% | 891,270 | -11.3% | 0.74% | -0.4% |
| AZO | Sell | AUTOZONE INC | $52,271,000 | -26.1% | 123,652 | -26.0% | 0.70% | -17.1% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $51,870,000 | +584.5% | 349,930 | +629.2% | 0.70% | +668.1% |
| GOOGL | Sell | GOOGLE INCcl a | $51,512,000 | -11.0% | 58,810 | -10.5% | 0.69% | -0.1% |
| ROST | Buy | ROSS STORES INC | $51,362,000 | +105.1% | 705,519 | +82.6% | 0.69% | +129.9% |
| ORCL | Buy | ORACLE CORP | $50,715,000 | +29.3% | 1,528,933 | +19.7% | 0.68% | +45.0% |
| CAM | Buy | CAMERON INTERNATIONAL CORP | $50,722,000 | +291.0% | 868,970 | +309.7% | 0.68% | +337.8% |
| SNDK | Sell | SANDISK CORP | $49,680,000 | -11.7% | 834,813 | -9.3% | 0.67% | -0.9% |
| PCG | Sell | PG&E CORP | $47,822,000 | -27.8% | 1,168,680 | -19.3% | 0.64% | -19.0% |
| EQT | Sell | EQT CORP | $46,984,000 | -6.6% | 529,581 | -16.4% | 0.63% | +4.8% |
| SM | New | SM ENERGY CO | $45,371,000 | – | 587,785 | – | 0.61% | – |
| IVZ | Buy | INVESCO LTD | $43,384,000 | +41.5% | 1,359,996 | +41.0% | 0.58% | +58.7% |
| ONXX | New | ONYX PHARMACEUTICALS INC | $43,022,000 | – | 345,000 | – | 0.58% | – |
| TWC | Sell | TIME WARNER CABLE INC | $40,405,000 | -11.1% | 362,055 | -10.4% | 0.54% | -0.4% |
| HMA | New | HEALTH MGMT ASSOC INC NEWcl a | $39,168,000 | – | 3,060,000 | – | 0.53% | – |
| ZBH | Buy | ZIMMER HLDGS INC | $37,537,000 | +647.6% | 456,990 | +582.1% | 0.51% | +743.3% |
| POR | Buy | PORTLAND GEN ELEC CO | $37,475,000 | +12.4% | 1,327,499 | +21.8% | 0.50% | +26.2% |
| NTAP | Buy | NETAPP INC | $37,410,000 | +42.9% | 877,750 | +26.7% | 0.50% | +60.5% |
| GEO | Buy | GEO GROUP INC | $36,848,000 | +63.8% | 1,108,214 | +67.2% | 0.50% | +83.7% |
| PEI | Buy | PENNSYLVANIA RL ESTATE INVTsh ben int | $36,192,000 | +130.3% | 1,935,379 | +132.6% | 0.49% | +158.2% |
| NYLD | New | NRG YIELD INC | $35,939,000 | – | 1,186,500 | – | 0.48% | – |
| DG | Sell | DOLLAR GEN CORP NEW | $35,709,000 | -17.7% | 632,468 | -26.5% | 0.48% | -7.7% |
| VNTV | New | VANTIV INCcl a | $35,592,000 | – | 1,273,866 | – | 0.48% | – |
| ICE | Buy | INTERCONTINENTALEXCHANGE INC | $35,499,000 | +2.7% | 195,671 | +0.7% | 0.48% | +15.2% |
| UTEK | Buy | ULTRATECH INC | $35,235,000 | -16.5% | 1,162,856 | +1.1% | 0.48% | -6.3% |
| TIBX | Buy | TIBCO SOFTWARE INC | $35,242,000 | +311.6% | 1,377,195 | +244.3% | 0.48% | +361.2% |
| MAC | Sell | MACERICH CO | $34,457,000 | -32.7% | 610,510 | -27.3% | 0.46% | -24.6% |
| HCBK | New | HUDSON CITY BANCORP | $34,392,000 | – | 3,803,987 | – | 0.46% | – |
| PCLN | Sell | PRICELINE COM INC | $33,665,000 | -6.9% | 33,300 | -23.9% | 0.45% | +4.6% |
| SLB | Sell | SCHLUMBERGER LTD | $33,201,000 | -37.4% | 375,745 | -49.3% | 0.45% | -29.8% |
| MRO | Sell | MARATHON OIL CORP | $32,921,000 | -19.0% | 943,830 | -19.7% | 0.44% | -9.2% |
| FB | Sell | FACEBOOK INCcl a | $32,527,000 | +34.1% | 647,554 | -33.6% | 0.44% | +50.5% |
| GM | Buy | GENERAL MTRS CO | $31,828,000 | +99.8% | 884,856 | +85.0% | 0.43% | +124.6% |
| ESC | Buy | EMERITUS CORP | $31,606,000 | +22.5% | 1,705,687 | +53.3% | 0.43% | +37.4% |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $31,495,000 | – | 341,785 | – | 0.42% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $31,370,000 | – | 20,000,000 | – | 0.42% | – | |
| PETM | New | PETSMART INC | $30,594,000 | – | 401,180 | – | 0.41% | – |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $29,696,000 | -52.4% | 361,615 | -63.7% | 0.40% | -46.6% |
| GD | Sell | GENERAL DYNAMICS CORP | $28,941,000 | -38.7% | 330,681 | -45.1% | 0.39% | -31.2% |
| BEAM | Buy | BEAM INC | $28,723,000 | +9.0% | 444,282 | +6.4% | 0.39% | +22.5% |
| IAC | Sell | IAC INTERACTIVECORP | $28,657,000 | -29.8% | 524,180 | -38.9% | 0.39% | -21.2% |
| BK | Sell | BANK NEW YORK MELLON CORP | $28,230,000 | -57.8% | 935,085 | -60.8% | 0.38% | -52.7% |
| ABT | Buy | ABBOTT LABS | $28,212,000 | +79.7% | 850,000 | +88.9% | 0.38% | +102.1% |
| WMS | Sell | WMS INDS INC | $27,979,000 | -33.6% | 1,078,200 | -34.8% | 0.38% | -25.5% |
| VSI | Buy | VITAMIN SHOPPE INC | $27,759,000 | +68.3% | 634,502 | +72.5% | 0.37% | +88.9% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $27,413,000 | -13.5% | 1,006,713 | -19.3% | 0.37% | -3.1% |
| TRGP | Sell | TARGA RES CORP | $27,240,000 | -27.1% | 373,350 | -35.7% | 0.37% | -18.1% |
| TEX | New | TEREX CORP NEW | $27,126,000 | – | 807,308 | – | 0.36% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $26,702,000 | – | 750,053 | – | 0.36% | – |
| NTRS | Sell | NORTHERN TR CORP | $26,628,000 | -33.0% | 489,661 | -28.7% | 0.36% | -24.7% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $26,344,000 | +74.9% | 156,800 | +67.0% | 0.36% | +96.1% |
| TYC | Buy | TYCO INTERNATIONAL LTD | $26,240,000 | +39.7% | 750,139 | +31.6% | 0.35% | +56.2% |
| TSO | New | TESORO CORP | $25,800,000 | – | 586,625 | – | 0.35% | – |
| MPC | New | MARATHON PETE CORP | $25,551,000 | – | 397,250 | – | 0.34% | – |
| DKS | Sell | DICKS SPORTING GOODS INC | $25,235,000 | -27.7% | 472,736 | -32.2% | 0.34% | -18.9% |
| CBF | Sell | CAPITAL BK FINL CORP | $25,253,000 | +0.7% | 1,150,459 | -12.8% | 0.34% | +13.0% |
| NBHC | Buy | NATIONAL BK HLDGS CORPcl a | $25,186,000 | +4.8% | 1,226,215 | +0.6% | 0.34% | +17.7% |
| SYMC | Sell | SYMANTEC CORP | $24,558,000 | -43.4% | 992,258 | -48.6% | 0.33% | -36.5% |
| FL | Sell | FOOT LOCKER INC | $24,532,000 | -8.7% | 722,805 | -5.5% | 0.33% | +2.2% |
| KRFT | Sell | KRAFT FOODS GROUP INC | $24,388,000 | -37.2% | 464,706 | -33.1% | 0.33% | -29.4% |
| NEE | Sell | NEXTERA ENERGY INC | $24,055,000 | -74.0% | 300,090 | -73.6% | 0.32% | -70.8% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $24,050,000 | – | 332,280 | – | 0.32% | – |
| ADSK | New | AUTODESK INC | $23,866,000 | – | 579,694 | – | 0.32% | – |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC | $23,802,000 | +12.5% | 590,766 | +4.0% | 0.32% | +26.4% |
| PBF | New | PBF ENERGY INCcl a | $23,062,000 | – | 1,027,275 | – | 0.31% | – |
| FE | New | FIRSTENERGY CORP | $22,947,000 | – | 629,560 | – | 0.31% | – |
| WLK | Sell | WESTLAKE CHEM CORP | $22,915,000 | -28.2% | 218,945 | -33.9% | 0.31% | -19.3% |
| RF | New | REGIONS FINL CORP NEW | $22,773,000 | – | 2,459,279 | – | 0.31% | – |
| WFC | New | WELLS FARGO & CO NEW | $22,652,000 | – | 548,200 | – | 0.30% | – |
| SNPS | Buy | SYNOPSYS INC | $22,436,000 | +31.6% | 595,113 | +24.8% | 0.30% | +47.3% |
| Sell | E M C CORP MASSnote 1.750%12/0 | $22,389,000 | -10.8% | 14,000,000 | -17.6% | 0.30% | +0.3% | |
| EOG | Buy | EOG RES INC | $22,183,000 | +72.5% | 131,045 | +34.2% | 0.30% | +94.2% |
| Sell | GILEAD SCIENCES INCnote 1.625% 5/0 | $22,162,000 | -11.2% | 8,000,000 | -27.3% | 0.30% | -0.3% | |
| XRX | New | XEROX CORP | $22,067,000 | – | 2,144,550 | – | 0.30% | – |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $22,022,000 | -59.3% | 1,281,824 | -65.5% | 0.30% | -54.3% |
| PPL | Sell | PPL CORP | $21,917,000 | -39.4% | 721,440 | -39.7% | 0.30% | -32.0% |
| RT | Buy | RUBY TUESDAY INC | $21,817,000 | -12.7% | 2,908,900 | +7.4% | 0.29% | -2.0% |
| OGE | Sell | OGE ENERGY CORP | $21,596,000 | -66.9% | 598,400 | -37.4% | 0.29% | -62.8% |
| XEL | New | XCEL ENERGY INC | $21,202,000 | – | 767,920 | – | 0.29% | – |
| AVT | Sell | AVNET INC | $21,206,000 | +24.0% | 508,410 | -0.1% | 0.29% | +39.5% |
| LPS | Buy | LENDER PROCESSING SVCS INC | $21,143,000 | +11.7% | 635,500 | +8.6% | 0.28% | +25.6% |
| PVH | Buy | PVH CORP | $20,863,000 | +94.5% | 175,775 | +104.9% | 0.28% | +117.8% |
| 4107PS | Buy | MEADWESTVACO CORP | $20,533,000 | +26.7% | 535,000 | +12.6% | 0.28% | +42.1% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $20,443,000 | +66.2% | 1,585,948 | +79.1% | 0.28% | +85.8% |
| KOS | Sell | KOSMOS ENERGY LTD | $20,411,000 | -45.1% | 1,985,500 | -45.8% | 0.28% | -38.5% |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $20,372,000 | – | 1,909,300 | – | 0.27% | – |
| ADT | Buy | THE ADT CORPORATION | $20,330,000 | +34.3% | 500,000 | +31.6% | 0.27% | +50.5% |
| THS | Buy | TREEHOUSE FOODS INC | $20,095,000 | +83.7% | 300,692 | +80.2% | 0.27% | +106.9% |
| MS | Buy | MORGAN STANLEY | $20,056,000 | +105.9% | 744,200 | +86.7% | 0.27% | +130.8% |
| CRM | Sell | SALESFORCE COM INC | $20,033,000 | -41.6% | 385,910 | -57.1% | 0.27% | -34.5% |
| AWAY | Buy | HOMEAWAY INC | $19,896,000 | +79.7% | 711,574 | +107.8% | 0.27% | +101.5% |
| KSS | New | KOHLS CORP | $19,717,000 | – | 381,000 | – | 0.27% | – |
| BKD | Buy | BROOKDALE SR LIVING INC | $19,627,000 | +18.7% | 746,290 | +19.4% | 0.26% | +33.3% |
| UDR | Buy | UDR INC | $19,563,000 | +271.4% | 825,442 | +299.5% | 0.26% | +319.0% |
| RNR | Sell | RENAISSANCERE HOLDINGS LTD | $19,614,000 | -14.8% | 216,655 | -18.3% | 0.26% | -4.3% |
| MU | New | MICRON TECHNOLOGY INC | $19,443,000 | – | 1,113,000 | – | 0.26% | – |
| LH | Sell | LABORATORY CORP AMER HLDGS | $19,119,000 | -3.8% | 192,850 | -2.9% | 0.26% | +7.9% |
| DFS | Sell | DISCOVER FINL SVCS | $18,934,000 | -51.4% | 374,630 | -54.2% | 0.26% | -45.5% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $18,919,000 | -56.5% | 102,165 | -55.2% | 0.26% | -51.2% |
| FI | New | FRANKS INTL N V | $18,625,000 | – | 622,300 | – | 0.25% | – |
| DRQ | Sell | DRIL-QUIP INC | $18,499,000 | -36.1% | 161,209 | -49.7% | 0.25% | -28.4% |
| KRC | Buy | KILROY RLTY CORP | $18,252,000 | +76.5% | 365,400 | +87.3% | 0.25% | +98.4% |
| CIT | Buy | CIT GROUP INC | $18,290,000 | +6.0% | 375,025 | +1.4% | 0.25% | +18.8% |
| KBR | New | KBR INC | $18,097,000 | – | 554,430 | – | 0.24% | – |
| MET | Sell | METLIFE INC | $18,058,000 | -37.9% | 384,620 | -39.5% | 0.24% | -30.4% |
| Sell | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $18,049,000 | -14.3% | 8,000,000 | -33.3% | 0.24% | -4.0% | |
| FISV | Buy | FISERV INC | $17,943,000 | +96.1% | 177,569 | +69.7% | 0.24% | +120.0% |
| NFX | New | NEWFIELD EXPL CO | $17,658,000 | – | 645,160 | – | 0.24% | – |
| TLM | Buy | TALISMAN ENERGY INC | $17,596,000 | +37.9% | 1,530,056 | +37.1% | 0.24% | +54.9% |
| HRB | New | BLOCK H & R INC | $17,555,000 | – | 658,463 | – | 0.24% | – |
| MCK | Buy | MCKESSON CORP | $17,389,000 | +14.2% | 135,535 | +2.0% | 0.23% | +27.9% |
| HOT | Sell | STARWOOD HOTELS&RESORTS WRLD | $17,214,000 | -43.6% | 259,057 | -46.3% | 0.23% | -36.6% |
| HITT | New | HITTITE MICROWAVE CORP | $17,037,000 | – | 260,700 | – | 0.23% | – |
| SBUX | Sell | STARBUCKS CORP | $17,073,000 | -26.8% | 221,817 | -37.7% | 0.23% | -17.9% |
| TDW | New | TIDEWATER INC | $16,981,000 | – | 286,070 | – | 0.23% | – |
| CSC | New | COMPUTER SCIENCES CORP | $16,946,000 | – | 327,530 | – | 0.23% | – |
| OCR | Sell | OMNICARE INC | $16,881,000 | +10.5% | 304,160 | -5.0% | 0.23% | +24.0% |
| PM | New | PHILIP MORRIS INTL INC | $16,789,000 | – | 193,895 | – | 0.23% | – |
| WOOF | Buy | VCA ANTECH INC | $16,424,000 | +224.1% | 598,120 | +208.0% | 0.22% | +262.3% |
| AAPL | New | APPLE INC | $16,419,000 | – | 34,440 | – | 0.22% | – |
| ATHL | New | ATHLON ENERGY INC | $16,324,000 | – | 499,200 | – | 0.22% | – |
| EXPE | New | EXPEDIA INC DEL | $16,320,000 | – | 315,000 | – | 0.22% | – |
| TROW | Buy | PRICE T ROWE GROUP INC | $16,239,000 | +20.1% | 225,765 | +22.2% | 0.22% | +35.2% |
| TCBI | Sell | TEXAS CAPITAL BANCSHARES INC | $16,205,000 | -12.5% | 353,102 | -15.4% | 0.22% | -1.8% |
| Buy | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $15,885,000 | +58.4% | 10,000,000 | +33.3% | 0.21% | +78.3% | |
| DOLE | Sell | DOLE FOOD CO INC NEW | $15,895,000 | -34.7% | 1,167,000 | -38.9% | 0.21% | -26.7% |
| SU | Buy | SUNCOR ENERGY INC NEW | $15,568,000 | +477.0% | 435,100 | +375.5% | 0.21% | +556.2% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $15,496,000 | -65.8% | 199,490 | -71.7% | 0.21% | -61.6% |
| WYND | Sell | WYNDHAM WORLDWIDE CORP | $15,387,000 | -57.9% | 252,378 | -60.5% | 0.21% | -52.8% |
| LNT | New | ALLIANT ENERGY CORP | $15,352,000 | – | 309,830 | – | 0.21% | – |
| SHW | New | SHERWIN WILLIAMS CO | $15,114,000 | – | 82,960 | – | 0.20% | – |
| OPTR | New | OPTIMER PHARMACEUTICALS INC | $14,823,000 | – | 1,177,400 | – | 0.20% | – |
| GDX | Sell | MARKET VECTORS ETF TRgold miner etf | $14,844,000 | +0.5% | 593,300 | -1.6% | 0.20% | +13.0% |
| INTU | New | INTUIT | $14,872,000 | – | 224,280 | – | 0.20% | – |
| SXC | Buy | SUNCOKE ENERGY INC | $14,791,000 | +24.1% | 870,043 | +2.4% | 0.20% | +39.2% |
| CHD | New | CHURCH & DWIGHT INC | $14,636,000 | – | 243,730 | – | 0.20% | – |
| YUM | New | YUM BRANDS INC | $14,338,000 | – | 200,840 | – | 0.19% | – |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $14,193,000 | -48.7% | 1,718,280 | -51.1% | 0.19% | -42.5% |
| LVNTA | Sell | LIBERTY INTERACTIVE CORP | $14,107,000 | -3.5% | 160,002 | -7.0% | 0.19% | +8.0% |
| Sell | CACI INTL INCnote 2.125% 5/0 | $14,047,000 | -18.2% | 11,000,000 | -23.1% | 0.19% | -8.3% | |
| WY | Buy | WEYERHAEUSER CO | $13,983,000 | +3.1% | 488,420 | +2.6% | 0.19% | +15.3% |
| CTB | Buy | COOPER TIRE & RUBR CO | $13,860,000 | +28.6% | 450,000 | +38.5% | 0.19% | +45.0% |
| PIR | Sell | PIER 1 IMPORTS INC | $13,840,000 | -50.7% | 709,012 | -40.6% | 0.19% | -44.8% |
| XEC | Sell | CIMAREX ENERGY CO | $13,816,000 | -32.9% | 143,320 | -54.7% | 0.19% | -24.7% |
| New | TESLA MTRS INCnote 1.500% 6/0 | $13,553,000 | – | 8,000,000 | – | 0.18% | – | |
| OIS | New | OIL STS INTL INC | $13,454,000 | – | 130,045 | – | 0.18% | – |
| EEM | New | ISHARESmsci emg mkt etf | $13,421,000 | – | 329,300 | – | 0.18% | – |
| Q | Buy | QUINTILES TRANSNATIO HLDGS I | $13,309,000 | +165.7% | 296,540 | +151.9% | 0.18% | +198.3% |
| New | SANDISK CORPnote 1.500% 8/1 | $13,304,000 | – | 10,000,000 | – | 0.18% | – | |
| NEU | Sell | NEWMARKET CORP | $13,223,000 | +0.1% | 45,929 | -8.7% | 0.18% | +11.9% |
| F113PS | Sell | COVIDIEN PLC | $12,955,000 | -38.0% | 212,580 | -36.9% | 0.18% | -30.3% |
| TSS | New | TOTAL SYS SVCS INC | $12,925,000 | – | 439,330 | – | 0.17% | – |
| KDN | New | KAYDON CORP | $12,778,000 | – | 359,737 | – | 0.17% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $12,747,000 | – | 295,880 | – | 0.17% | – |
| MO | New | ALTRIA GROUP INC | $12,636,000 | – | 367,850 | – | 0.17% | – |
| TRI | New | THOMSON REUTERS CORP | $12,623,000 | – | 360,540 | – | 0.17% | – |
| DFODQ | New | DEAN FOODS CO NEW | $12,549,000 | – | 650,200 | – | 0.17% | – |
| JNJ | Sell | JOHNSON & JOHNSON | $12,528,000 | -36.1% | 144,510 | -36.7% | 0.17% | -28.1% |
| GRA | New | GRACE W R & CO DEL NEW | $12,445,000 | – | 142,391 | – | 0.17% | – |
| KMB | New | KIMBERLY CLARK CORP | $12,486,000 | – | 132,520 | – | 0.17% | – |
| LRCX | Sell | LAM RESEARCH CORP | $12,449,000 | -51.4% | 243,137 | -57.9% | 0.17% | -45.5% |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $12,463,000 | -52.5% | 411,588 | -62.2% | 0.17% | -46.7% |
| ROC | New | ROCKWOOD HLDGS INC | $12,007,000 | – | 179,470 | – | 0.16% | – |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $11,987,000 | -25.1% | 329,500 | -24.8% | 0.16% | -16.1% |
| TCO | Buy | TAUBMAN CTRS INC | $11,857,000 | -4.0% | 176,160 | +7.2% | 0.16% | +8.1% |
| FDO | Sell | FAMILY DLR STORES INC | $11,753,000 | -49.7% | 163,190 | -56.5% | 0.16% | -43.8% |
| PTC | Sell | PTC INC | $11,165,000 | -32.5% | 392,300 | -41.8% | 0.15% | -24.6% |
| 2100PS | Buy | GENCORP INC | $10,981,000 | +15.7% | 685,000 | +17.4% | 0.15% | +29.8% |
| EMC | Sell | E M C CORP MASS | $10,698,000 | -36.6% | 418,552 | -41.4% | 0.14% | -29.1% |
| PAAS | Sell | PAN AMERICAN SILVER CORP | $10,576,000 | -73.3% | 1,002,500 | -70.5% | 0.14% | -70.1% |
| LBTYK | New | LIBERTY GLOBAL PLC | $10,455,000 | – | 138,600 | – | 0.14% | – |
| HAL | Sell | HALLIBURTON CO | $10,248,000 | -63.7% | 212,837 | -68.6% | 0.14% | -59.3% |
| CSCO | Buy | CISCO SYS INC | $10,212,000 | +317.2% | 435,817 | +333.2% | 0.14% | +375.9% |
| SE | New | SPECTRA ENERGY CORP | $10,087,000 | – | 294,669 | – | 0.14% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $9,431,000 | – | 689,900 | – | 0.13% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $9,389,000 | – | 640,000 | – | 0.13% | – |
| CL | New | COLGATE PALMOLIVE CO | $9,341,000 | – | 157,520 | – | 0.13% | – |
| NE | New | NOBLE CORPORATION BAARnamen -akt | $9,232,000 | – | 244,430 | – | 0.12% | – |
| NGD | New | NEW GOLD INC CDA | $9,101,000 | – | 1,521,900 | – | 0.12% | – |
| IT | New | GARTNER INC | $9,055,000 | – | 150,920 | – | 0.12% | – |
| AEM | Sell | AGNICO EAGLE MINES LTD | $8,841,000 | -11.9% | 334,000 | -8.3% | 0.12% | -0.8% |
| CPWR | Buy | COMPUWARE CORP | $8,616,000 | +55.4% | 770,000 | +43.6% | 0.12% | +73.1% |
| SLW | New | SILVER WHEATON CORP | $8,531,000 | – | 344,400 | – | 0.12% | – |
| COLE | New | COLE REAL ESTATE INVTS INC | $8,450,000 | – | 689,199 | – | 0.11% | – |
| STLD | Sell | STEEL DYNAMICS INC | $8,346,000 | -43.0% | 499,180 | -49.2% | 0.11% | -36.4% |
| SKS | New | SAKS INC | $8,129,000 | – | 510,000 | – | 0.11% | – |
| New | XILINX INCsdcv 3.125% 3/1 | $8,088,000 | – | 5,000,000 | – | 0.11% | – | |
| JPM | New | JPMORGAN CHASE & CO | $7,919,000 | – | 153,210 | – | 0.11% | – |
| BBBY | Sell | BED BATH & BEYOND INC | $7,615,000 | -58.0% | 98,440 | -61.5% | 0.10% | -52.8% |
| ATMI | Buy | ATMI INC | $7,579,000 | +49.1% | 285,800 | +33.0% | 0.10% | +67.2% |
| ALE | New | ALLETE INC | $7,245,000 | – | 150,000 | – | 0.10% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $7,201,000 | – | 7,000,000 | – | 0.10% | – | |
| ZTS | Sell | ZOETIS INCcl a | $7,158,000 | -26.1% | 230,000 | -26.6% | 0.10% | -17.2% |
| LNG | Sell | CHENIERE ENERGY INC | $7,014,000 | -43.3% | 205,456 | -53.9% | 0.09% | -36.5% |
| XRAY | New | DENTSPLY INTL INC NEW | $6,922,000 | – | 159,430 | – | 0.09% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $6,135,000 | – | 1,342,400 | – | 0.08% | – |
| RHP | Sell | RYMAN HOSPITALITY PPTYS INC | $6,039,000 | -43.7% | 175,000 | -36.4% | 0.08% | -37.2% |
| WWAV | New | WHITEWAVE FOODS CO | $5,592,000 | – | 280,026 | – | 0.08% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $5,559,000 | – | 150,900 | – | 0.08% | – |
| BXC | Buy | BLUELINX HLDGS INC | $5,265,000 | +42.1% | 2,700,000 | +56.7% | 0.07% | +61.4% |
| FFIV | Sell | F5 NETWORKS INC | $5,304,000 | -66.3% | 61,810 | -73.0% | 0.07% | -62.4% |
| ANRZQ | New | ALPHA NATURAL RESOURCES INC | $5,245,000 | – | 880,000 | – | 0.07% | – |
| 9207PS | New | ROCK-TENN COcl a | $5,253,000 | – | 51,869 | – | 0.07% | – |
| CTO | Sell | CONSOLIDATED TOMOKA LD CO | $4,800,000 | -10.1% | 124,700 | -10.9% | 0.06% | +1.6% |
| EXP | Sell | EAGLE MATERIALS INC | $4,641,000 | -58.1% | 63,970 | -61.7% | 0.06% | -52.6% |
| EFX | Sell | EQUIFAX INC | $4,303,000 | -80.5% | 71,900 | -80.8% | 0.06% | -78.2% |
| CZR | New | CAESARS ENTMT CORP | $3,936,000 | – | 200,000 | – | 0.05% | – |
| HT | New | HERSHA HOSPITALITY TRsh ben int a | $3,799,000 | – | 679,633 | – | 0.05% | – |
| BRE | Sell | BRE PROPERTIES INCcl a | $3,640,000 | -29.8% | 71,706 | -30.8% | 0.05% | -21.0% |
| RAX | Sell | RACKSPACE HOSTING INC | $3,398,000 | -78.7% | 64,400 | -84.7% | 0.05% | -75.9% |
| AVNW | Buy | AVIAT NETWORKS INC | $3,218,000 | +11.6% | 1,252,120 | +13.8% | 0.04% | +22.9% |
| MIG | New | MEADOWBROOK INS GROUP INC | $3,053,000 | – | 469,700 | – | 0.04% | – |
| DST | New | DST SYS INC DEL | $2,636,000 | – | 34,959 | – | 0.04% | – |
| TSLA | Sell | TESLA MTRS INCput | $2,092,000 | +322.6% | 1,248 | -37.6% | 0.03% | +366.7% |
| TWGP | New | TOWER GROUP INTL LTD | $1,750,000 | – | 250,000 | – | 0.02% | – |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $1,599,000 | -98.3% | 29,840 | -98.2% | 0.02% | -98.1% |
| URI | New | UNITED RENTALS INC | $1,558,000 | – | 26,730 | – | 0.02% | – |
| JCPNQ | New | PENNEY J C INCput | $1,220,000 | – | 2,150 | – | 0.02% | – |
| CXW | Sell | CORRECTIONS CORP AMER NEW | $926,000 | -78.0% | 26,800 | -78.4% | 0.01% | -76.0% |
| HMA | Buy | HEALTH MGMT ASSOC INC NEWput | $360,000 | +38.5% | 4,000 | +100.0% | 0.01% | +66.7% |
| XME | New | SPDR SERIES TRUSTput | $270,000 | – | 1,300 | – | 0.00% | – |
| XME | New | SPDR SERIES TRUSTcall | $331,000 | – | 1,300 | – | 0.00% | – |
| ORCL | New | ORACLE CORPcall | $218,000 | – | 3,610 | – | 0.00% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -8,660 | – | -0.00% | – |
| LCC | Exit | U S AIRWAYS GROUP INCput | $0 | – | -4,400 | – | -0.00% | – |
| EXH | Exit | EXTERRAN HLDGS INCput | $0 | – | -2,100 | – | -0.00% | – |
| BG | Exit | BUNGE LIMITEDcall | $0 | – | -4,106 | – | -0.00% | – |
| OPTR | Exit | OPTIMER PHARMACEUTICALS INCcall | $0 | – | -2,000 | – | -0.00% | – |
| KSS | Exit | KOHLS CORPcall | $0 | – | -500 | – | -0.01% | – |
| EXXIQ | Exit | ENERGY XXI (BERMUDA) LTDput | $0 | – | -2,100 | – | -0.02% | – |
| CODE | Exit | SPANSION INC | $0 | – | -237,927 | – | -0.04% | – |
| EXXIQ | Exit | ENERGY XXI (BERMUDA) LTD | $0 | – | -150,000 | – | -0.04% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -87,466 | – | -0.05% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -55,070 | – | -0.06% | – |
| PWER | Exit | POWER ONE INC NEW | $0 | – | -755,861 | – | -0.06% | – |
| DCUB | Exit | DOMINION RES INC VA NEWunit 07/01/2016 | $0 | – | -96,000 | – | -0.06% | – |
| DIOD | Exit | DIODES INC | $0 | – | -200,100 | – | -0.06% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -402,330 | – | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -38,447 | – | -0.07% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -90,240 | – | -0.07% | – |
| DF | Exit | DEAN FOODS CO NEW | $0 | – | -750,000 | – | -0.09% | – |
| F102PS | Exit | BABCOCK & WILCOX CO NEW | $0 | – | -250,722 | – | -0.09% | – |
| CLWR | Exit | CLEARWIRE CORP NEWcl a | $0 | – | -1,528,919 | – | -0.09% | – |
| XLS | Exit | EXELIS INC | $0 | – | -584,500 | – | -0.10% | – |
| T102PS | Exit | SILICON IMAGE INC | $0 | – | -1,421,358 | – | -0.10% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -422,200 | – | -0.10% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -77,665 | – | -0.10% | – |
| SMH | Exit | MARKET VECTORS ETF TRsemiconductor | $0 | – | -261,500 | – | -0.12% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -333,556 | – | -0.12% | – |
| HSBC | Exit | HSBC HLDGS PLC | $0 | – | -193,300 | – | -0.12% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -968,002 | – | -0.12% | – |
| WCRX | Exit | WARNER CHILCOTT PLC IRELAND | $0 | – | -524,800 | – | -0.12% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -121,085 | – | -0.13% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -139,350 | – | -0.14% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -148,070 | – | -0.14% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -187,852 | – | -0.14% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -203,870 | – | -0.15% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER M | $0 | – | -864,000 | – | -0.15% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -342,910 | – | -0.15% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -959,170 | – | -0.15% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -608,100 | – | -0.15% | – |
| Exit | ALPHA NATURAL RESOURCES INCnote 2.375% 4/1 | $0 | – | -13,950,000 | – | -0.15% | – | |
| WAT | Exit | WATERS CORP | $0 | – | -128,395 | – | -0.15% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -281,130 | – | -0.16% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -280,120 | – | -0.16% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -800,000 | – | -0.16% | – |
| Exit | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $0 | – | -11,500,000 | – | -0.16% | – | |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -486,853 | – | -0.16% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -1,225,707 | – | -0.16% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -236,100 | – | -0.17% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -961,340 | – | -0.18% | – |
| Exit | GOODRICH PETE CORPnote 5.000%10/0 | $0 | – | -15,000,000 | – | -0.18% | – | |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -92,565 | – | -0.19% | – |
| GGB | Exit | GERDAU S Aspon adr rep pfd | $0 | – | -2,785,200 | – | -0.19% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -787,710 | – | -0.19% | – |
| CYT | Exit | CYTEC INDS INC | $0 | – | -223,290 | – | -0.20% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -361,228 | – | -0.20% | – |
| ARG | Exit | AIRGAS INC | $0 | – | -173,325 | – | -0.20% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -348,400 | – | -0.20% | – |
| ANN | Exit | ANN INC | $0 | – | -511,739 | – | -0.20% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -168,378 | – | -0.21% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -265,620 | – | -0.22% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -244,099 | – | -0.23% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -272,820 | – | -0.23% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -684,277 | – | -0.23% | – |
| KO | Exit | COCA COLA CO | $0 | – | -475,160 | – | -0.23% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -1,529,272 | – | -0.23% | – |
| LO | Exit | LORILLARD INC | $0 | – | -451,903 | – | -0.24% | – |
| ACT | Exit | ACTAVIS INC | $0 | – | -162,960 | – | -0.25% | – |
| VHS | Exit | VANGUARD HEALTH SYS INC | $0 | – | -1,000,000 | – | -0.25% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -471,260 | – | -0.25% | – |
| BKI | Exit | BUCKEYE TECHNOLOGIES INC | $0 | – | -645,900 | – | -0.29% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -386,763 | – | -0.29% | – |
| DDR | Exit | DDR CORP | $0 | – | -1,473,970 | – | -0.30% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -494,220 | – | -0.30% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -395,422 | – | -0.31% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -264,180 | – | -0.31% | – |
| K | Exit | KELLOGG CO | $0 | – | -417,100 | – | -0.32% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -958,096 | – | -0.33% | – |
| DISCK | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -391,800 | – | -0.33% | – |
| MHFI | Exit | MCGRAW HILL COS INC | $0 | – | -550,000 | – | -0.35% | – |
| CA | Exit | CA INC | $0 | – | -1,099,887 | – | -0.38% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -1,012,030 | – | -0.40% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -526,669 | – | -0.40% | – |
| Exit | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $0 | – | -13,960,000 | – | -0.41% | – | |
| ENB | Exit | ENBRIDGE INC | $0 | – | -819,309 | – | -0.41% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -1,357,600 | – | -0.42% | – |
| SFD | Exit | SMITHFIELD FOODS INC | $0 | – | -1,129,800 | – | -0.44% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -625,176 | – | -0.46% | – |
| WWAVB | Exit | WHITEWAVE FOODS CO | $0 | – | -2,554,463 | – | -0.47% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -1,169,065 | – | -0.51% | – |
| BBT | Exit | BB&T CORP | $0 | – | -1,301,809 | – | -0.53% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -751,680 | – | -0.57% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -3,689,000 | – | -0.57% | – |
| ET | Exit | EXACTTARGET INC | $0 | – | -1,415,262 | – | -0.57% | – |
| V | Exit | VISA INC | $0 | – | -265,602 | – | -0.58% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -603,356 | – | -0.66% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -1,685,817 | – | -0.73% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -503,908 | – | -0.82% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -2,780,750 | – | -0.83% | – |
| S | Exit | SPRINT NEXTEL CORP | $0 | – | -17,755,500 | – | -1.50% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRG | New | NRG ENERGY INC | $258,126,000 | – | 9,667,659 | – | 3.10% | – |
| BG | New | BUNGE LIMITED | $200,661,000 | – | 2,835,390 | – | 2.41% | – |
| RIG | New | TRANSOCEAN LTD | $168,675,000 | – | 3,517,737 | – | 2.02% | – |
| V107SC | New | WELLPOINT INC | $168,476,000 | – | 2,058,600 | – | 2.02% | – |
| FNF | New | FIDELITY NATIONAL FINANCIALcl a | $132,040,000 | – | 5,545,551 | – | 1.58% | – |
| HCA | New | HCA HOLDINGS INC | $128,334,000 | – | 3,558,900 | – | 1.54% | – |
| QCOM | New | QUALCOMM INC | $127,109,000 | – | 2,080,680 | – | 1.53% | – |
| S | New | SPRINT NEXTEL CORP | $124,644,000 | – | 17,755,500 | – | 1.50% | – |
| EXH | New | EXTERRAN HLDGS INC | $115,574,000 | – | 4,110,030 | – | 1.39% | – |
| LIFE | New | LIFE TECHNOLOGIES CORP | $110,623,000 | – | 1,494,900 | – | 1.33% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $94,123,000 | – | 1,621,130 | – | 1.13% | – |
| NEE | New | NEXTERA ENERGY INC | $92,531,000 | – | 1,135,630 | – | 1.11% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $85,890,000 | – | 2,988,000 | – | 1.03% | – |
| WLL | New | WHITING PETE CORP NEW | $84,975,000 | – | 1,843,685 | – | 1.02% | – |
| GGP | New | GENERAL GROWTH PPTYS INC NEW | $84,865,000 | – | 4,271,033 | – | 1.02% | – |
| EPL | New | EPL OIL & GAS INC | $73,860,000 | – | 2,515,673 | – | 0.89% | – |
| VLO | New | VALERO ENERGY CORP NEW | $73,017,000 | – | 2,100,004 | – | 0.88% | – |
| AZO | New | AUTOZONE INC | $70,757,000 | – | 167,002 | – | 0.85% | – |
| ACE | New | ACE LTD | $70,646,000 | – | 789,522 | – | 0.85% | – |
| PPS | New | POST PPTYS INC | $69,757,000 | – | 1,409,525 | – | 0.84% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $69,048,000 | – | 773,820 | – | 0.83% | – |
| BHI | New | BAKER HUGHES INC | $68,964,000 | – | 1,494,990 | – | 0.83% | – |
| GG | New | GOLDCORP INC NEW | $68,768,000 | – | 2,780,750 | – | 0.83% | – |
| AVB | New | AVALONBAY CMNTYS INC | $67,982,000 | – | 503,908 | – | 0.82% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $67,697,000 | – | 925,195 | – | 0.81% | – |
| UAL | New | UNITED CONTL HLDGS INC | $67,421,000 | – | 2,154,700 | – | 0.81% | – |
| BK | New | BANK NEW YORK MELLON CORP | $66,868,000 | – | 2,383,885 | – | 0.80% | – |
| PCG | New | PG&E CORP | $66,206,000 | – | 1,447,750 | – | 0.80% | – |
| OGE | New | OGE ENERGY CORP | $65,214,000 | – | 956,220 | – | 0.78% | – |
| CAH | New | CARDINAL HEALTH INC | $65,097,000 | – | 1,379,164 | – | 0.78% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $62,360,000 | – | 995,535 | – | 0.75% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $62,033,000 | – | 1,004,750 | – | 0.74% | – |
| USB | New | US BANCORP DEL | $60,942,000 | – | 1,685,817 | – | 0.73% | – |
| HSH | New | HILLSHIRE BRANDS CO | $60,057,000 | – | 1,815,498 | – | 0.72% | – |
| DELL | New | DELL INC | $59,192,000 | – | 4,442,208 | – | 0.71% | – |
| PRE | New | PARTNERRE LTD | $58,131,000 | – | 641,905 | – | 0.70% | – |
| GOOGL | New | GOOGLE INCcl a | $57,871,000 | – | 65,735 | – | 0.70% | – |
| SNDK | New | SANDISK CORP | $56,266,000 | – | 920,885 | – | 0.68% | – |
| ITC | New | ITC HLDGS CORP | $55,086,000 | – | 603,356 | – | 0.66% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $54,104,000 | – | 3,718,476 | – | 0.65% | – |
| LOW | New | LOWES COS INC | $53,984,000 | – | 1,319,907 | – | 0.65% | – |
| SLAB | New | SILICON LABORATORIES INC | $53,607,000 | – | 1,294,537 | – | 0.64% | – |
| SLB | New | SCHLUMBERGER LTD | $53,079,000 | – | 740,700 | – | 0.64% | – |
| SWC | New | STILLWATER MNG CO | $52,196,000 | – | 4,859,981 | – | 0.63% | – |
| MAC | New | MACERICH CO | $51,232,000 | – | 840,290 | – | 0.62% | – |
| EQT | New | EQT CORP | $50,295,000 | – | 633,683 | – | 0.60% | – |
| V | New | VISA INC | $48,539,000 | – | 265,602 | – | 0.58% | – |
| ET | New | EXACTTARGET INC | $47,723,000 | – | 1,415,262 | – | 0.57% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $47,441,000 | – | 3,689,000 | – | 0.57% | – |
| COF | New | CAPITAL ONE FINL CORP | $47,213,000 | – | 751,680 | – | 0.57% | – |
| GD | New | GENERAL DYNAMICS CORP | $47,194,000 | – | 602,498 | – | 0.57% | – |
| TWC | New | TIME WARNER CABLE INC | $45,444,000 | – | 404,015 | – | 0.55% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $45,340,000 | – | 704,800 | – | 0.54% | – |
| BBT | New | BB&T CORP | $44,105,000 | – | 1,301,809 | – | 0.53% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $43,536,000 | – | 227,806 | – | 0.52% | – |
| DG | New | DOLLAR GEN CORP NEW | $43,394,000 | – | 860,478 | – | 0.52% | – |
| SYMC | New | SYMANTEC CORP | $43,397,000 | – | 1,930,485 | – | 0.52% | – |
| PAYX | New | PAYCHEX INC | $42,683,000 | – | 1,169,065 | – | 0.51% | – |
| UTEK | New | ULTRATECH INC | $42,221,000 | – | 1,149,822 | – | 0.51% | – |
| WMS | New | WMS INDS INC | $42,163,000 | – | 1,652,803 | – | 0.51% | – |
| IAC | New | IAC INTERACTIVECORP | $40,794,000 | – | 857,377 | – | 0.49% | – |
| MRO | New | MARATHON OIL CORP | $40,635,000 | – | 1,175,100 | – | 0.49% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $40,332,000 | – | 1,304,399 | – | 0.48% | – |
| NTRS | New | NORTHERN TR CORP | $39,755,000 | – | 686,611 | – | 0.48% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $39,576,000 | – | 3,400,000 | – | 0.48% | – |
| APC | New | ANADARKO PETE CORP | $39,498,000 | – | 459,657 | – | 0.47% | – |
| ORCL | New | ORACLE CORP | $39,214,000 | – | 1,276,905 | – | 0.47% | – |
| DFS | New | DISCOVER FINL SVCS | $38,960,000 | – | 817,790 | – | 0.47% | – |
| WWAVB | New | WHITEWAVE FOODS CO | $38,828,000 | – | 2,554,463 | – | 0.47% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $38,819,000 | – | 694,810 | – | 0.47% | – |
| KALU | New | KAISER ALUMINUM CORP | $38,723,000 | – | 625,176 | – | 0.46% | – |
| TRGP | New | TARGA RES CORP | $37,343,000 | – | 580,490 | – | 0.45% | – |
| KOS | New | KOSMOS ENERGY LTD | $37,212,000 | – | 3,662,600 | – | 0.45% | – |
| SFD | New | SMITHFIELD FOODS INC | $37,001,000 | – | 1,129,800 | – | 0.44% | – |
| WYND | New | WYNDHAM WORLDWIDE CORP | $36,529,000 | – | 638,280 | – | 0.44% | – |
| PCLN | New | PRICELINE COM INC | $36,163,000 | – | 43,745 | – | 0.43% | – |
| PPL | New | PPL CORP | $36,181,000 | – | 1,195,660 | – | 0.43% | – |
| New | MYLAN INCnote 3.750% 9/1 | $35,575,000 | – | 15,000,000 | – | 0.43% | – | |
| DKS | New | DICKS SPORTING GOODS INC | $34,888,000 | – | 696,926 | – | 0.42% | – |
| WBS | New | WEBSTER FINL CORP CONN | $34,863,000 | – | 1,357,600 | – | 0.42% | – |
| ICE | New | INTERCONTINENTALEXCHANGE INC | $34,554,000 | – | 194,385 | – | 0.42% | – |
| ENB | New | ENBRIDGE INC | $34,468,000 | – | 819,309 | – | 0.41% | – |
| New | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $34,304,000 | – | 13,960,000 | – | 0.41% | – | |
| CRM | New | SALESFORCE COM INC | $34,310,000 | – | 898,630 | – | 0.41% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $33,601,000 | – | 526,669 | – | 0.40% | – |
| POR | New | PORTLAND GEN ELEC CO | $33,328,000 | – | 1,089,500 | – | 0.40% | – |
| PKI | New | PERKINELMER INC | $32,891,000 | – | 1,012,030 | – | 0.40% | – |
| WLK | New | WESTLAKE CHEM CORP | $31,924,000 | – | 331,125 | – | 0.38% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $31,695,000 | – | 1,246,853 | – | 0.38% | – |
| CA | New | CA INC | $31,479,000 | – | 1,099,887 | – | 0.38% | – |
| IVZ | New | INVESCO LTD | $30,664,000 | – | 964,287 | – | 0.37% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $30,511,000 | – | 482,840 | – | 0.37% | – |
| MHFI | New | MCGRAW HILL COS INC | $29,255,000 | – | 550,000 | – | 0.35% | – |
| MET | New | METLIFE INC | $29,078,000 | – | 635,450 | – | 0.35% | – |
| DRQ | New | DRIL-QUIP INC | $28,958,000 | – | 320,724 | – | 0.35% | – |
| HAL | New | HALLIBURTON CO | $28,249,000 | – | 677,100 | – | 0.34% | – |
| PIR | New | PIER 1 IMPORTS INC | $28,045,000 | – | 1,193,912 | – | 0.34% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $27,673,000 | – | 3,516,294 | – | 0.33% | – |
| DISCK | New | DISCOVERY COMMUNICATNS NEW | $27,337,000 | – | 391,800 | – | 0.33% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $27,334,000 | – | 958,096 | – | 0.33% | – |
| MSFT | New | MICROSOFT CORP | $27,072,000 | – | 783,661 | – | 0.32% | – |
| FL | New | FOOT LOCKER INC | $26,870,000 | – | 764,876 | – | 0.32% | – |
| K | New | KELLOGG CO | $26,790,000 | – | 417,100 | – | 0.32% | – |
| BEAM | New | BEAM INC | $26,359,000 | – | 417,662 | – | 0.32% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $26,260,000 | – | 1,089,188 | – | 0.32% | – |
| NTAP | New | NETAPP INC | $26,175,000 | – | 692,840 | – | 0.31% | – |
| MON | New | MONSANTO CO NEW | $26,101,000 | – | 264,180 | – | 0.31% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $25,892,000 | – | 395,422 | – | 0.31% | – |
| ESC | New | EMERITUS CORP | $25,793,000 | – | 1,112,706 | – | 0.31% | – |
| LRCX | New | LAM RESEARCH CORP | $25,638,000 | – | 578,207 | – | 0.31% | – |
| MDT | New | MEDTRONIC INC | $25,438,000 | – | 494,220 | – | 0.30% | – |
| New | E M C CORP MASSnote 1.750%12/0 | $25,110,000 | – | 17,000,000 | – | 0.30% | – | |
| ROST | New | ROSS STORES INC | $25,039,000 | – | 386,340 | – | 0.30% | – |
| CBF | New | CAPITAL BK FINL CORP | $25,087,000 | – | 1,318,959 | – | 0.30% | – |
| RT | New | RUBY TUESDAY INC | $25,003,000 | – | 2,708,900 | – | 0.30% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $24,948,000 | – | 11,000,000 | – | 0.30% | – | |
| DDR | New | DDR CORP | $24,542,000 | – | 1,473,970 | – | 0.30% | – |
| DOLE | New | DOLE FOOD CO INC NEW | $24,353,000 | – | 1,910,000 | – | 0.29% | – |
| FB | New | FACEBOOK INCcl a | $24,251,000 | – | 974,721 | – | 0.29% | – |
| WDC | New | WESTERN DIGITAL CORP | $24,014,000 | – | 386,763 | – | 0.29% | – |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $24,021,000 | – | 1,219,315 | – | 0.29% | – |
| BKI | New | BUCKEYE TECHNOLOGIES INC | $23,924,000 | – | 645,900 | – | 0.29% | – |
| FDO | New | FAMILY DLR STORES INC | $23,366,000 | – | 374,990 | – | 0.28% | – |
| SBUX | New | STARBUCKS CORP | $23,326,000 | – | 356,067 | – | 0.28% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $23,015,000 | – | 265,175 | – | 0.28% | – |
| GEO | New | GEO GROUP INC | $22,499,000 | – | 662,721 | – | 0.27% | – |
| EFX | New | EQUIFAX INC | $22,122,000 | – | 375,396 | – | 0.27% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $21,151,000 | – | 567,806 | – | 0.25% | – |
| New | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $21,053,000 | – | 12,000,000 | – | 0.25% | – | |
| New | UAL CORPnote 6.000%10/1 | $20,931,000 | – | 5,732,000 | – | 0.25% | – | |
| IP | New | INTL PAPER CO | $20,882,000 | – | 471,260 | – | 0.25% | – |
| F113PS | New | COVIDIEN PLC | $20,898,000 | – | 337,050 | – | 0.25% | – |
| VHS | New | VANGUARD HEALTH SYS INC | $20,740,000 | – | 1,000,000 | – | 0.25% | – |
| ACT | New | ACTAVIS INC | $20,569,000 | – | 162,960 | – | 0.25% | – |
| XEC | New | CIMAREX ENERGY CO | $20,581,000 | – | 316,680 | – | 0.25% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $19,880,000 | – | 198,600 | – | 0.24% | – |
| LO | New | LORILLARD INC | $19,739,000 | – | 451,903 | – | 0.24% | – |
| JNJ | New | JOHNSON & JOHNSON | $19,604,000 | – | 228,320 | – | 0.24% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $19,361,000 | – | 1,529,272 | – | 0.23% | – |
| KO | New | COCA COLA CO | $19,059,000 | – | 475,160 | – | 0.23% | – |
| LPS | New | LENDER PROCESSING SVCS INC | $18,925,000 | – | 585,000 | – | 0.23% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $18,893,000 | – | 684,277 | – | 0.23% | – |
| BAX | New | BAXTER INTL INC | $18,898,000 | – | 272,820 | – | 0.23% | – |
| PG | New | PROCTER & GAMBLE CO | $18,793,000 | – | 244,099 | – | 0.23% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $18,786,000 | – | 570,139 | – | 0.23% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $18,519,000 | – | 417,474 | – | 0.22% | – |
| ETR | New | ENTERGY CORP NEW | $18,508,000 | – | 265,620 | – | 0.22% | – |
| BBBY | New | BED BATH & BEYOND INC | $18,145,000 | – | 255,750 | – | 0.22% | – |
| BXP | New | BOSTON PROPERTIES INC | $17,759,000 | – | 168,378 | – | 0.21% | – |
| CIT | New | CIT GROUP INC | $17,254,000 | – | 370,025 | – | 0.21% | – |
| New | CACI INTL INCnote 2.125% 5/0 | $17,165,000 | – | 14,300,000 | – | 0.21% | – | |
| AVT | New | AVNET INC | $17,105,000 | – | 509,090 | – | 0.20% | – |
| SNPS | New | SYNOPSYS INC | $17,046,000 | – | 476,803 | – | 0.20% | – |
| ANN | New | ANN INC | $16,990,000 | – | 511,739 | – | 0.20% | – |
| EMC | New | E M C CORP MASS | $16,868,000 | – | 714,152 | – | 0.20% | – |
| VMC | New | VULCAN MATLS CO | $16,866,000 | – | 348,400 | – | 0.20% | – |
| PTC | New | PTC INC | $16,541,000 | – | 674,300 | – | 0.20% | – |
| ARG | New | AIRGAS INC | $16,546,000 | – | 173,325 | – | 0.20% | – |
| VSI | New | VITAMIN SHOPPE INC | $16,492,000 | – | 367,802 | – | 0.20% | – |
| LG | New | LACLEDE GROUP INC | $16,494,000 | – | 361,228 | – | 0.20% | – |
| BKD | New | BROOKDALE SR LIVING INC | $16,529,000 | – | 625,135 | – | 0.20% | – |
| CYT | New | CYTEC INDS INC | $16,356,000 | – | 223,290 | – | 0.20% | – |
| 4107PS | New | MEADWESTVACO CORP | $16,202,000 | – | 475,000 | – | 0.20% | – |
| JBL | New | JABIL CIRCUIT INC | $16,054,000 | – | 787,710 | – | 0.19% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $16,006,000 | – | 438,170 | – | 0.19% | – |
| RAX | New | RACKSPACE HOSTING INC | $15,921,000 | – | 420,200 | – | 0.19% | – |
| CF | New | CF INDS HLDGS INC | $15,875,000 | – | 92,565 | – | 0.19% | – |
| GGB | New | GERDAU S Aspon adr rep pfd | $15,903,000 | – | 2,785,200 | – | 0.19% | – |
| GM | New | GENERAL MTRS CO | $15,933,000 | – | 478,334 | – | 0.19% | – |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $15,714,000 | – | 15,535,000 | – | 0.19% | – | |
| FFIV | New | F5 NETWORKS INC | $15,725,000 | – | 228,565 | – | 0.19% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $15,712,000 | – | 832,200 | – | 0.19% | – |
| ABT | New | ABBOTT LABS | $15,696,000 | – | 450,000 | – | 0.19% | – |
| OCR | New | OMNICARE INC | $15,272,000 | – | 320,110 | – | 0.18% | – |
| MCK | New | MCKESSON CORP | $15,222,000 | – | 132,940 | – | 0.18% | – |
| ADT | New | THE ADT CORPORATION | $15,143,000 | – | 380,000 | – | 0.18% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $15,063,000 | – | 93,900 | – | 0.18% | – |
| New | GOODRICH PETE CORPnote 5.000%10/0 | $14,972,000 | – | 15,000,000 | – | 0.18% | – | |
| NBR | New | NABORS INDUSTRIES LTD | $14,718,000 | – | 961,340 | – | 0.18% | – |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $14,763,000 | – | 602,800 | – | 0.18% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $14,622,000 | – | 172,002 | – | 0.18% | – |
| STLD | New | STEEL DYNAMICS INC | $14,640,000 | – | 981,880 | – | 0.18% | – |
| FLR | New | FLUOR CORP NEW | $14,003,000 | – | 236,100 | – | 0.17% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $13,556,000 | – | 1,225,707 | – | 0.16% | – |
| WY | New | WEYERHAEUSER CO | $13,562,000 | – | 476,030 | – | 0.16% | – |
| TROW | New | PRICE T ROWE GROUP INC | $13,520,000 | – | 184,700 | – | 0.16% | – |
| SCCO | New | SOUTHERN COPPER CORP | $13,447,000 | – | 486,853 | – | 0.16% | – |
| New | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $13,243,000 | – | 11,500,000 | – | 0.16% | – | |
| NEU | New | NEWMARKET CORP | $13,207,000 | – | 50,300 | – | 0.16% | – |
| LCC | New | U S AIRWAYS GROUP INC | $13,136,000 | – | 800,000 | – | 0.16% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $12,973,000 | – | 212,120 | – | 0.16% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $12,912,000 | – | 281,130 | – | 0.16% | – |
| THC | New | TENET HEALTHCARE CORP | $12,914,000 | – | 280,120 | – | 0.16% | – |
| New | ARVINMERITOR INCfrnt 4.000% 2/1 | $12,869,000 | – | 14,500,000 | – | 0.15% | – | |
| EOG | New | EOG RES INC | $12,862,000 | – | 97,675 | – | 0.15% | – |
| WAT | New | WATERS CORP | $12,846,000 | – | 128,395 | – | 0.15% | – |
| New | ALPHA NATURAL RESOURCES INCnote 2.375% 4/1 | $12,729,000 | – | 13,950,000 | – | 0.15% | – | |
| TLM | New | TALISMAN ENERGY INC | $12,758,000 | – | 1,116,156 | – | 0.15% | – |
| SLCA | New | U S SILICA HLDGS INC | $12,636,000 | – | 608,100 | – | 0.15% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $12,412,000 | – | 959,170 | – | 0.15% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $12,297,000 | – | 885,279 | – | 0.15% | – |
| LNG | New | CHENIERE ENERGY INC | $12,366,000 | – | 445,456 | – | 0.15% | – |
| LEN | New | LENNAR CORPcl a | $12,358,000 | – | 342,910 | – | 0.15% | – |
| TCO | New | TAUBMAN CTRS INC | $12,346,000 | – | 164,287 | – | 0.15% | – |
| JWN | New | NORDSTROM INC | $12,220,000 | – | 203,870 | – | 0.15% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER M | $12,277,000 | – | 864,000 | – | 0.15% | – |
| AET | New | AETNA INC NEW | $11,936,000 | – | 187,852 | – | 0.14% | – |
| SXC | New | SUNCOKE ENERGY INC | $11,918,000 | – | 850,043 | – | 0.14% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $11,732,000 | – | 148,070 | – | 0.14% | – |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $11,588,000 | – | 8,000,000 | – | 0.14% | – | |
| CLX | New | CLOROX CO DEL | $11,586,000 | – | 139,350 | – | 0.14% | – |
| AWAY | New | HOMEAWAY INC | $11,073,000 | – | 342,384 | – | 0.13% | – |
| EXP | New | EAGLE MATERIALS INC | $11,080,000 | – | 167,200 | – | 0.13% | – |
| THS | New | TREEHOUSE FOODS INC | $10,937,000 | – | 166,869 | – | 0.13% | – |
| RHP | New | RYMAN HOSPITALITY PPTYS INC | $10,728,000 | – | 275,000 | – | 0.13% | – |
| PVH | New | PVH CORP | $10,726,000 | – | 85,775 | – | 0.13% | – |
| CTB | New | COOPER TIRE & RUBR CO | $10,780,000 | – | 325,000 | – | 0.13% | – |
| SLG | New | SL GREEN RLTY CORP | $10,678,000 | – | 121,085 | – | 0.13% | – |
| BZ | New | BOISE INC | $10,462,000 | – | 1,225,000 | – | 0.13% | – |
| WCRX | New | WARNER CHILCOTT PLC IRELAND | $10,448,000 | – | 524,800 | – | 0.12% | – |
| CNSI | New | COMVERSE INC | $10,337,000 | – | 348,498 | – | 0.12% | – |
| KRC | New | KILROY RLTY CORP | $10,340,000 | – | 195,060 | – | 0.12% | – |
| WLTGQ | New | WALTER ENERGY INC | $10,067,000 | – | 968,002 | – | 0.12% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $10,036,000 | – | 364,409 | – | 0.12% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $10,020,000 | – | 333,556 | – | 0.12% | – |
| New | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $10,026,000 | – | 7,500,000 | – | 0.12% | – | |
| HSBC | New | HSBC HLDGS PLC | $10,032,000 | – | 193,300 | – | 0.12% | – |
| SMH | New | MARKET VECTORS ETF TRsemiconductor | $9,856,000 | – | 261,500 | – | 0.12% | – |
| MS | New | MORGAN STANLEY | $9,739,000 | – | 398,640 | – | 0.12% | – |
| ZTS | New | ZOETIS INCcl a | $9,681,000 | – | 313,250 | – | 0.12% | – |
| 2100PS | New | GENCORP INC | $9,488,000 | – | 583,536 | – | 0.11% | – |
| FISV | New | FISERV INC | $9,149,000 | – | 104,665 | – | 0.11% | – |
| MHK | New | MOHAWK INDS INC | $8,737,000 | – | 77,665 | – | 0.10% | – |
| TIBX | New | TIBCO SOFTWARE INC | $8,562,000 | – | 400,000 | – | 0.10% | – |
| TROX | New | TRONOX LTD | $8,507,000 | – | 422,200 | – | 0.10% | – |
| T102PS | New | SILICON IMAGE INC | $8,315,000 | – | 1,421,358 | – | 0.10% | – |
| XLS | New | EXELIS INC | $8,060,000 | – | 584,500 | – | 0.10% | – |
| CLWR | New | CLEARWIRE CORP NEWcl a | $7,637,000 | – | 1,528,919 | – | 0.09% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $7,578,000 | – | 47,986 | – | 0.09% | – |
| DF | New | DEAN FOODS CO NEW | $7,515,000 | – | 750,000 | – | 0.09% | – |
| F102PS | New | BABCOCK & WILCOX CO NEW | $7,529,000 | – | 250,722 | – | 0.09% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $7,360,000 | – | 225,360 | – | 0.09% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $5,945,000 | – | 90,240 | – | 0.07% | – |
| PPG | New | PPG INDS INC | $5,629,000 | – | 38,447 | – | 0.07% | – |
| CPWR | New | COMPUWARE CORP | $5,543,000 | – | 536,100 | – | 0.07% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $5,342,000 | – | 140,000 | – | 0.06% | – |
| UDR | New | UDR INC | $5,267,000 | – | 206,612 | – | 0.06% | – |
| BRE | New | BRE PROPERTIES INCcl a | $5,182,000 | – | 103,606 | – | 0.06% | – |
| DIOD | New | DIODES INC | $5,197,000 | – | 200,100 | – | 0.06% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $5,198,000 | – | 402,330 | – | 0.06% | – |
| ATMI | New | ATMI INC | $5,082,000 | – | 214,900 | – | 0.06% | – |
| WOOF | New | VCA ANTECH INC | $5,067,000 | – | 194,200 | – | 0.06% | – |
| Q | New | QUINTILES TRANSNATIO HLDGS I | $5,009,000 | – | 117,700 | – | 0.06% | – |
| ZBH | New | ZIMMER HLDGS INC | $5,021,000 | – | 67,000 | – | 0.06% | – |
| DCUB | New | DOMINION RES INC VA NEWunit 07/01/2016 | $4,783,000 | – | 96,000 | – | 0.06% | – |
| PWER | New | POWER ONE INC NEW | $4,777,000 | – | 755,861 | – | 0.06% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $4,563,000 | – | 55,070 | – | 0.06% | – |
| ELN | New | ELAN PLCadr | $4,596,000 | – | 325,000 | – | 0.06% | – |
| DRI | New | DARDEN RESTAURANTS INC | $4,415,000 | – | 87,466 | – | 0.05% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $4,203,000 | – | 124,100 | – | 0.05% | – |
| BXC | New | BLUELINX HLDGS INC | $3,704,000 | – | 1,722,732 | – | 0.04% | – |
| EXXIQ | New | ENERGY XXI (BERMUDA) LTD | $3,326,000 | – | 150,000 | – | 0.04% | – |
| CODE | New | SPANSION INC | $2,979,000 | – | 237,927 | – | 0.04% | – |
| AVNW | New | AVIAT NETWORKS INC | $2,883,000 | – | 1,100,420 | – | 0.04% | – |
| SU | New | SUNCOR ENERGY INC NEW | $2,698,000 | – | 91,500 | – | 0.03% | – |
| CSCO | New | CISCO SYS INC | $2,448,000 | – | 100,615 | – | 0.03% | – |
| EXXIQ | New | ENERGY XXI (BERMUDA) LTDput | $1,418,000 | – | 2,100 | – | 0.02% | – |
| MTOR | New | MERITOR INC | $811,000 | – | 115,000 | – | 0.01% | – |
| KSS | New | KOHLS CORPcall | $605,000 | – | 500 | – | 0.01% | – |
| TSLA | New | TESLA MTRS INCput | $495,000 | – | 2,000 | – | 0.01% | – |
| CIE | New | COBALT INTL ENERGY INCput | $454,000 | – | 1,500 | – | 0.01% | – |
| OPTR | New | OPTIMER PHARMACEUTICALS INCcall | $350,000 | – | 2,000 | – | 0.00% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $322,000 | – | 13,421 | – | 0.00% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $219,000 | – | 13,421 | – | 0.00% | – |
| HMA | New | HEALTH MGMT ASSOC INC NEWput | $260,000 | – | 2,000 | – | 0.00% | – |
| EXH | New | EXTERRAN HLDGS INCput | $263,000 | – | 2,100 | – | 0.00% | – |
| BG | New | BUNGE LIMITEDcall | $246,000 | – | 4,106 | – | 0.00% | – |
| LCC | New | U S AIRWAYS GROUP INCput | $216,000 | – | 4,400 | – | 0.00% | – |
| GE | New | GENERAL ELECTRIC CO | $201,000 | – | 8,660 | – | 0.00% | – |