WATER ISLAND CAPITAL LLC Activity Q4 2003-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
ATVI	Sell	ACTIVISION BLIZZARD INCequity	$103,668	+4.4%	1,107,205	-6.0%	9.42%	+1.4%
VMW	Sell	VMWARE INCequity	$86,932	+7.6%	522,177	-7.2%	7.90%	+4.5%
HZNP	Sell	HORIZON THERAPEUTICS PUB Lequity	$79,687	+9.3%	688,794	-2.9%	7.24%	+6.1%
PNM	Sell	PNM RES INCequity	$55,774	-4.9%	1,250,261	-3.9%	5.07%	-7.6%
DEN	New	DENBURY INCequity	$51,586	–	526,336	–	4.69%	–
SGEN	Buy	SEAGEN INCequity	$49,554	+67.0%	233,580	+51.5%	4.50%	+62.2%
TGNA	Sell	TEGNA INCequity	$48,526	-16.7%	3,330,534	-7.1%	4.41%	-19.0%
NATI	Sell	NATIONAL INSTRS CORPequity	$43,966	-20.2%	737,438	-23.1%	3.99%	-22.4%
CPRI	New	CAPRI HOLDINGS LIMITEDequity	$37,871	–	719,843	–	3.44%	–
NEWR	New	NEW RELIC INCequity	$36,326	–	424,267	–	3.30%	–
	New	SOVOS BRANDS INCequity	$33,266	–	1,475,225	–	3.02%	–
AVID	New	AVID TECHNOLOGY INCequity	$32,220	–	1,199,094	–	2.93%	–
ABCM	New	ABCAM PLCequity	$32,119	–	1,419,326	–	2.92%	–
TWNK	New	HOSTESS BRANDS INCequity	$28,440	–	853,795	–	2.58%	–
ACI	Buy	ALBERTSONS COS INCequity	$28,378	+50.9%	1,247,398	+44.7%	2.58%	+46.6%
SPLK	New	SPLUNK INCequity	$27,512	–	188,118	–	2.50%	–
HCCI	New	HERITAGE CRYSTAL CLEAN INCequity	$24,828	–	547,480	–	2.26%	–
SIMO	Buy	SILICON MOTION TECHNOLOGY COequity	$24,613	-1.8%	480,248	+37.7%	2.24%	-4.6%
AMED	Buy	AMEDISYS INCequity	$23,287	+198.6%	249,329	+192.3%	2.12%	+190.1%
RPT	New	RPT REALTYequity	$20,383	–	1,930,180	–	1.85%	–
BCOR	New	AVANTAX INCequity	$20,146	–	787,549	–	1.83%	–
NXGN	New	NEXTGEN HEALTHCARE INCequity	$20,092	–	846,680	–	1.82%	–
PACW	New	PACWEST BANCORP DELequity	$18,449	–	2,332,351	–	1.68%	–
ESTE	New	EARTHSTONE ENERGY INCequity	$17,924	–	885,597	–	1.63%	–
AEL	New	AMERICAN EQTY INVT LIFE HLDequity	$15,377	–	286,671	–	1.40%	–
FHN	Sell	FIRST HORIZON CORPORATIONequity	$15,278	-13.7%	1,386,349	-11.7%	1.39%	-16.1%
CHS	New	CHICOS FAS INCequity	$10,397	–	1,390,000	–	0.94%	–
HEP	New	HOLLY ENERGY PARTNERS L Pequity	$10,277	–	468,002	–	0.93%	–
ROG	Sell	ROGERS CORPequity	$10,070	-40.8%	76,597	-27.1%	0.92%	-42.5%
CCF	New	CHASE CORPequity	$8,015	–	62,997	–	0.73%	–
VRTV	New	VERITIV CORPequity	$7,961	–	47,137	–	0.72%	–
SCU	New	SCULPTOR CAP MGMTequity	$7,300	–	629,300	–	0.66%	–
CIR	Sell	CIRCOR INTL INCequity	$6,885	-85.6%	123,489	-85.5%	0.62%	-86.1%
FRGI	New	FIESTA RESTAURANT GROUP INCequity	$6,138	–	725,584	–	0.56%	–
WRK	New	WESTROCK COequity	$5,227	–	146,000	–	0.48%	–
MX	Sell	MAGNACHIP SEMICONDUCTOR CORPequity	$4,560	-30.5%	548,784	-6.5%	0.41%	-32.6%
GMED	Sell	GLOBUS MED INCequity	$3,861	-40.8%	77,756	-29.0%	0.35%	-42.4%
SCPL	New	SCIPLAY CORPORATIONequity	$3,459	–	151,925	–	0.31%	–
HT	New	HERSHA HOSPITALITY TRequity	$3,087	–	313,062	–	0.28%	–
	Sell	RB GLOBAL INCequity	$3,054	-4.6%	48,871	-8.4%	0.28%	-7.4%
TRHC	New	TABULA RASA HEALTHCARE INCequity	$2,773	–	269,001	–	0.25%	–
	New	SPLUNK INCcorporate bond	$2,710	–	2,862,000	–	0.25%	–
OKE	New	ONEOK INC NEWequity	$1,983	–	31,268	–	0.18%	–
XOM	New	EXXON MOBIL CORPequity	$1,378	–	11,718	–	0.12%	–
AMNB	New	AMERICAN NATL BANKSHARES INCequity	$1,075	–	28,346	–	0.10%	–
	New	THORNE HEALTHTECH INCequity	$1,016	–	99,697	–	0.09%	–
BTEGF	Sell	BAYTEX ENERGY CORPequity	$644	-60.9%	146,085	-71.2%	0.06%	-61.7%
LBAI	Buy	LAKELAND BANCORP INCequity	$501	+25.6%	39,714	+33.3%	0.05%	+24.3%
GHL	Sell	GREENHILL & CO INCequity	$471	-49.6%	31,837	-50.1%	0.04%	-50.6%
BA	New	BOEING COequity	$470	–	2,450	–	0.04%	–
CZR	New	CAESARS ENTERTAINMENT INC NEequity	$357	–	7,700	–	0.03%	–
	New	GLOBUS MED INCput	$270	–	77,800	–	0.02%	–
CATC	New	CAMBRIDGE BANCORPequity	$244	–	3,914	–	0.02%	–
	Buy	MAXLINEAR INCcall	$237	-57.3%	185,700	+37.3%	0.02%	-57.7%
INTC	New	INTEL CORPequity	$213	–	6,000	–	0.02%	–
	Buy	AURA BIOSCIENCES INCequity	$203	-16.8%	22,650	+14.7%	0.02%	-21.7%
BE	New	BLOOM ENERGY CORPequity	$179	–	13,500	–	0.02%	–
DISH	Sell	DISH NETWORK CORPORATIONequity	$134	-17.8%	22,950	-7.3%	0.01%	-20.0%
PACB	New	PACIFIC BIOSCIENCES CALIF INequity	$134	–	16,000	–	0.01%	–
	New	TELEPHONE & DATA SYS INCcall	$86	–	50,000	–	0.01%	–
CLSD	Buy	CLEARSIDE BIOMEDICAL INCequity	$72	-11.1%	82,500	+13.8%	0.01%	-12.5%
AMRN	Sell	AMARIN CORP PLCequity	$27	-35.7%	29,200	-16.6%	0.00%	-50.0%
BLI	Sell	PHENOMEX INCequity	$10	-76.7%	10,000	-88.6%	0.00%	-75.0%
	Buy	XEROX HOLDINGS CORPcall	$9	-72.7%	70,000	+7.7%	0.00%	-66.7%
	Sell	CAESARS ENTERTAINMENT INC NEcall	$8	-90.8%	15,000	-16.7%	0.00%	-87.5%
	New	HERSHA HOSPITALITY TRcall	$13	–	537,400	–	0.00%	–
ZEVWS	Exit	LIGHTNING EMOTORS INCequity	$0	–	-53,913	–	0.00%	–
	Sell	GEN DIGITAL INCcall	$4	-42.9%	20,000	-33.3%	0.00%	-100.0%
	New	FORD MTR CO DELput	$4	–	50,000	–	0.00%	–
	Sell	HOWMET AEROSPACE INCcall	$3	-98.3%	45,500	-27.2%	0.00%	-100.0%
	Exit	IVERIC BIO INCcall	$0	–	-592,100	–	-0.00%	–
CANO	Exit	CANO HEALTH INCequity	$0	–	-19,250	–	-0.00%	–
	Exit	ISHARES TRput	$0	–	-150,000	–	-0.00%	–
	Exit	IROBOT CORPcall	$0	–	-79,000	–	-0.01%	–
	Exit	HORIZON THERAPEUTICS PUB Lcall	$0	–	-67,000	–	-0.01%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-84,697	–	-0.02%	–
	Exit	HORIZON THERAPEUTICS PUB Lput	$0	–	-356,500	–	-0.02%	–
USX	Exit	U S XPRESS ENTERPRISES INCequity	$0	–	-56,592	–	-0.03%	–
QUOT	Exit	QUOTIENT TECHNOLOGY INCequity	$0	–	-110,417	–	-0.04%	–
NEX	Exit	NEXTIER OILFIELD SOLUTIONSequity	$0	–	-68,975	–	-0.06%	–
AFIN	Exit	THE NECESSITY RETAIL REIT INequity	$0	–	-92,385	–	-0.06%	–
DSEY	Exit	DIVERSEY HLDGS LTDequity	$0	–	-83,798	–	-0.07%	–
SAVE	Exit	SPIRIT AIRLS INCequity	$0	–	-72,805	–	-0.12%	–
FRG	Exit	FRANCHISE GROUP INCequity	$0	–	-50,809	–	-0.14%	–
KDNY	Exit	CHINOOK THERAPEUTICS INCequity	$0	–	-51,468	–	-0.18%	–
BKI	Exit	BLACK KNIGHT INCequity	$0	–	-64,540	–	-0.36%	–
	Exit	PARATEK PHARMACEUTICALS INCconvertible bond	$0	–	-4,750,000	–	-0.44%	–
UBA	Exit	URSTADT BIDDLE PPTYS INCequity	$0	–	-490,811	–	-0.98%	–
ARNC	Exit	ARCONIC CORPORATIONequity	$0	–	-380,939	–	-1.05%	–
MMP	Exit	MAGELLAN MIDSTREAM PRTNRS LPequity	$0	–	-210,360	–	-1.23%	–
VECT	Exit	VECTIVBIO HLDG AGequity	$0	–	-939,293	–	-1.49%	–
ABST	Exit	ABSOLUTE SOFTWARE CORPequity	$0	–	-1,697,977	–	-1.82%	–
ISEE	Exit	IVERIC BIO INCequity	$0	–	-503,196	–	-1.85%	–
	Exit	DICE THERAPEUTICS INCequity	$0	–	-483,894	–	-2.10%	–
	Exit	FORGEROCK INCequity	$0	–	-1,154,346	–	-2.22%	–
LSI	Exit	LIFE STORAGE INCequity	$0	–	-192,170	–	-2.39%	–
RADI	Exit	RADIUS GLOBAL INFRASTRCTRE Iequity	$0	–	-1,721,543	–	-2.40%	–
TRTN	Exit	TRITON INTL LTDequity	$0	–	-309,687	–	-2.41%	–
PDCE	Exit	PDC ENERGY INCequity	$0	–	-407,645	–	-2.71%	–
SYNH	Exit	SYNEOS HEALTH INCequity	$0	–	-751,590	–	-2.96%	–
FOCS	Exit	FOCUS FINL PARTNERS INCequity	$0	–	-670,397	–	-3.29%	–
UNVR	Exit	UNIVAR SOLUTIONS INCequity	$0	–	-1,478,070	–	-4.95%	–
AJRD	Exit	AEROJET ROCKETDYNE HLDGS INCequity	$0	–	-1,145,604	–	-5.88%	–

Q2 2023

			Value		Shares		↓ Weighting
ATVI	New	ACTIVISION BLIZZARD INCequity	$99,291	–	1,177,830	–	9.28%	–
VMW	New	VMWARE INCequity	$80,811	–	562,401	–	7.56%	–
HZNP	New	HORIZON THERAPEUTICS PUB Lequity	$72,933	–	709,118	–	6.82%	–
AJRD	New	AEROJET ROCKETDYNE HLDGS INCequity	$62,859	–	1,145,604	–	5.88%	–
PNM	New	PNM RES INCequity	$58,645	–	1,300,338	–	5.48%	–
TGNA	New	TEGNA INCequity	$58,231	–	3,585,668	–	5.44%	–
NATI	New	NATIONAL INSTRS CORPequity	$55,075	–	959,494	–	5.15%	–
UNVR	New	UNIVAR SOLUTIONS INCequity	$52,974	–	1,478,070	–	4.95%	–
CIR	New	CIRCOR INTL INCequity	$47,938	–	849,203	–	4.48%	–
FOCS	New	FOCUS FINL PARTNERS INCequity	$35,203	–	670,397	–	3.29%	–
SYNH	New	SYNEOS HEALTH INCequity	$31,672	–	751,590	–	2.96%	–
SGEN	New	SEAGEN INCequity	$29,679	–	154,211	–	2.78%	–
PDCE	New	PDC ENERGY INCequity	$29,000	–	407,645	–	2.71%	–
TRTN	New	TRITON INTL LTDequity	$25,785	–	309,687	–	2.41%	–
RADI	New	RADIUS GLOBAL INFRASTRCTRE Iequity	$25,651	–	1,721,543	–	2.40%	–
LSI	New	LIFE STORAGE INCequity	$25,551	–	192,170	–	2.39%	–
SIMO	New	SILICON MOTION TECHNOLOGY COequity	$25,068	–	348,848	–	2.34%	–
	New	FORGEROCK INCequity	$23,710	–	1,154,346	–	2.22%	–
	New	DICE THERAPEUTICS INCequity	$22,482	–	483,894	–	2.10%	–
ISEE	New	IVERIC BIO INCequity	$19,796	–	503,196	–	1.85%	–
ABST	New	ABSOLUTE SOFTWARE CORPequity	$19,459	–	1,697,977	–	1.82%	–
ACI	New	ALBERTSONS COS INCequity	$18,805	–	861,832	–	1.76%	–
FHN	New	FIRST HORIZON CORPORATIONequity	$17,702	–	1,570,681	–	1.66%	–
ROG	New	ROGERS CORPequity	$17,023	–	105,128	–	1.59%	–
VECT	New	VECTIVBIO HLDG AGequity	$15,968	–	939,293	–	1.49%	–
MMP	New	MAGELLAN MIDSTREAM PRTNRS LPequity	$13,110	–	210,360	–	1.23%	–
ARNC	New	ARCONIC CORPORATIONequity	$11,268	–	380,939	–	1.05%	–
UBA	New	URSTADT BIDDLE PPTYS INCequity	$10,435	–	490,811	–	0.98%	–
AMED	New	AMEDISYS INCequity	$7,800	–	85,300	–	0.73%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORPequity	$6,565	–	587,198	–	0.61%	–
GMED	New	GLOBUS MED INCequity	$6,518	–	109,481	–	0.61%	–
	New	PARATEK PHARMACEUTICALS INCconvertible bond	$4,686	–	4,750,000	–	0.44%	–
BKI	New	BLACK KNIGHT INCequity	$3,855	–	64,540	–	0.36%	–
	New	RB GLOBAL INCequity	$3,202	–	53,374	–	0.30%	–
	New	SPOTIFY USA INCconvertible bond	$2,973	–	3,500,000	–	0.28%	–
	New	KAMAN CORPconvertible bond	$2,905	–	3,000,000	–	0.27%	–
	New	RINGCENTRAL INCconvertible bond	$2,855	–	3,105,000	–	0.27%	–
KDNY	New	CHINOOK THERAPEUTICS INCequity	$1,977	–	51,468	–	0.18%	–
	New	BLOCK INCconvertible bond	$1,886	–	2,000,000	–	0.18%	–
	New	BLACKLINE INCcorporate bond	$1,693	–	2,000,000	–	0.16%	–
BTEGF	New	BAYTEX ENERGY CORPequity	$1,649	–	507,098	–	0.15%	–
	New	WISDOMTREE INCconvertible bond	$1,465	–	1,500,000	–	0.14%	–
FRG	New	FRANCHISE GROUP INCequity	$1,455	–	50,809	–	0.14%	–
	New	VERINT SYSTEMS INCconvertible bond	$1,322	–	1,500,000	–	0.12%	–
SAVE	New	SPIRIT AIRLS INCequity	$1,249	–	72,805	–	0.12%	–
	New	MONEYLION INCequity	$1,245	–	103,640	–	0.12%	–
HIG	New	HARTFORD FINL SVCS GROUP INCequity	$1,201	–	16,672	–	0.11%	–
GHL	New	GREENHILL & CO INCequity	$935	–	63,797	–	0.09%	–
DSEY	New	DIVERSEY HLDGS LTDequity	$703	–	83,798	–	0.07%	–
NEX	New	NEXTIER OILFIELD SOLUTIONSequity	$617	–	68,975	–	0.06%	–
	New	BLUEROCK HOMES TRUST INCequity	$623	–	38,628	–	0.06%	–
AFIN	New	THE NECESSITY RETAIL REIT INequity	$625	–	92,385	–	0.06%	–
	New	MAXLINEAR INCcall	$555	–	135,300	–	0.05%	–
QUOT	New	QUOTIENT TECHNOLOGY INCequity	$424	–	110,417	–	0.04%	–
LBAI	New	LAKELAND BANCORP INCequity	$399	–	29,792	–	0.04%	–
USX	New	U S XPRESS ENTERPRISES INCequity	$347	–	56,592	–	0.03%	–
	New	HORIZON THERAPEUTICS PUB Lput	$260	–	356,500	–	0.02%	–
	New	AURA BIOSCIENCES INCequity	$244	–	19,750	–	0.02%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$187	–	84,697	–	0.02%	–
	New	HOWMET AEROSPACE INCcall	$172	–	62,500	–	0.02%	–
DISH	New	DISH NETWORK CORPORATIONequity	$163	–	24,750	–	0.02%	–
	New	HORIZON THERAPEUTICS PUB Lcall	$106	–	67,000	–	0.01%	–
	New	CAESARS ENTERTAINMENT INC NEcall	$87	–	18,000	–	0.01%	–
CLSD	New	CLEARSIDE BIOMEDICAL INCequity	$81	–	72,500	–	0.01%	–
	New	IROBOT CORPcall	$79	–	79,000	–	0.01%	–
	New	ISHARES TRput	$42	–	150,000	–	0.00%	–
BLI	New	PHENOMEX INCequity	$43	–	87,500	–	0.00%	–
AMRN	New	AMARIN CORP PLCequity	$42	–	35,000	–	0.00%	–
CANO	New	CANO HEALTH INCequity	$27	–	19,250	–	0.00%	–
	New	XEROX HOLDINGS CORPcall	$33	–	65,000	–	0.00%	–
	New	IVERIC BIO INCcall	$21	–	592,100	–	0.00%	–
	New	GEN DIGITAL INCcall	$7	–	30,000	–	0.00%	–
	New	MONEYLION INCequity	$12	–	313,400	–	0.00%	–
	New	ALLBIRDS INCequity	$13	–	10,000	–	0.00%	–
ZEVWS	New	LIGHTNING EMOTORS INCequity	$2	–	53,913	–	0.00%	–

Q4 2022

			Value		Shares		↓ Weighting
	Exit	WESCO INTL INCcall	$0	–	-13,000	–	0.00%	–
	Exit	MONEYLION INCequity	$0	–	-338,520	–	0.00%	–
	Exit	XEROX HOLDINGS CORPcall	$0	–	-37,500	–	0.00%	–
	Exit	CHANGE HEALTHCARE INCput	$0	–	-10,000	–	0.00%	–
	Exit	UNITI GROUP INCcall	$0	–	-32,500	–	0.00%	–
	Exit	MERIDIAN BIOSCIENCE INCcall	$0	–	-200,000	–	0.00%	–
ZEVWS	Exit	LIGHTNING EMOTORS INCequity	$0	–	-53,913	–	0.00%	–
	Exit	CAESARS ENTERTAINMENT INC NEcall	$0	–	-20,000	–	0.00%	–
	Exit	ISHARES TRcall	$0	–	-13,600	–	-0.00%	–
	Exit	ZENDESK INCcall	$0	–	-374,000	–	-0.00%	–
	Exit	XPO LOGISTICS INCcall	$0	–	-13,000	–	-0.00%	–
	Exit	UNITY SOFTWARE INCcall	$0	–	-117,200	–	-0.00%	–
	Exit	ISHARES TRcall	$0	–	-12,200	–	-0.00%	–
	Exit	ALLBIRDS INCequity	$0	–	-10,000	–	-0.00%	–
TWTR	Exit	TWITTER INCcall	$0	–	-7,000	–	-0.00%	–
SOFI	Exit	SOFI TECHNOLOGIES INCequity	$0	–	-12,500	–	-0.00%	–
UPH	Exit	UPHEALTH INCequity	$0	–	-88,750	–	-0.00%	–
	Exit	PAR PAC HOLDINGS INCcall	$0	–	-50,000	–	-0.00%	–
	Exit	CANO HEALTH INCcall	$0	–	-82,000	–	-0.00%	–
	Exit	IRONSOURCE LTDcall	$0	–	-498,600	–	-0.00%	–
	Exit	TWITTER INCput	$0	–	-197,000	–	-0.01%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-49,510	–	-0.01%	–
	Exit	AURA BIOSCIENCES INCequity	$0	–	-10,700	–	-0.01%	–
SNOW	Exit	SNOWFLAKE INCequity	$0	–	-1,175	–	-0.01%	–
CLR	Exit	CONTINENTAL RES INCequity	$0	–	-3,100	–	-0.01%	–
NVDA	Exit	NVIDIA CORPORATIONequity	$0	–	-1,900	–	-0.01%	–
	Exit	BROADCOM INCcall	$0	–	-51,000	–	-0.01%	–
RNG	Exit	RINGCENTRAL INCequity	$0	–	-5,750	–	-0.01%	–
	Exit	GXO LOGISTICS INCORPORATEDequity	$0	–	-6,850	–	-0.01%	–
PYPL	Exit	PAYPAL HLDGS INCequity	$0	–	-2,994	–	-0.02%	–
FIVN	Exit	FIVE9 INCequity	$0	–	-4,300	–	-0.02%	–
AMD	Exit	ADVANCED MICRO DEVICES INCequity	$0	–	-5,064	–	-0.02%	–
ZLAB	Exit	ZAI LAB LTDequity	$0	–	-10,350	–	-0.02%	–
	Exit	PROFESSIONAL HLDG CORPequity	$0	–	-16,962	–	-0.02%	–
	Exit	MOMENTIVE GLOBAL INCput	$0	–	-500,000	–	-0.03%	–
MN	Exit	MANNING & NAPIER INCequity	$0	–	-38,264	–	-0.03%	–
ZY	Exit	ZYMERGEN INCequity	$0	–	-180,999	–	-0.03%	–
MGI	Exit	MONEYGRAM INTL INCequity	$0	–	-47,446	–	-0.03%	–
TU	Exit	TELUS CORPORATIONequity	$0	–	-39,937	–	-0.04%	–
	Exit	1LIFE HEALTHCARE INCconvertible bond	$0	–	-1,000,000	–	-0.06%	–
HIG	Exit	HARTFORD FINL SVCS GROUP INCequity	$0	–	-17,545	–	-0.06%	–
CYBE	Exit	CYBEROPTICS CORPequity	$0	–	-20,237	–	-0.06%	–
SAVE	Exit	SPIRIT AIRLS INCequity	$0	–	-60,732	–	-0.06%	–
CANO	Exit	CANO HEALTH INCequity	$0	–	-147,926	–	-0.07%	–
HNGR	Exit	HANGER INCequity	$0	–	-70,814	–	-0.08%	–
IEA	Exit	INFRA AND ENERGY ALTRNTIVE Iequity	$0	–	-97,409	–	-0.08%	–
	Exit	WISDOMTREE INVTS INCconvertible bond	$0	–	-1,500,000	–	-0.08%	–
	Exit	BLOCK INCconvertible bond	$0	–	-2,000,000	–	-0.10%	–
	Exit	PARATEK PHARMACEUTICALS INCconvertible bond	$0	–	-2,250,000	–	-0.12%	–
	Exit	TWITTER INCconvertible bond	$0	–	-2,500,000	–	-0.14%	–
	Exit	RINGCENTRAL INCconvertible bond	$0	–	-3,105,000	–	-0.15%	–
	Exit	SPOTIFY USA INCconvertible bond	$0	–	-3,500,000	–	-0.16%	–
	Exit	KAMAN CORPconvertible bond	$0	–	-3,000,000	–	-0.16%	–
	Exit	AVALARA INCconvertible bond	$0	–	-3,000,000	–	-0.16%	–
	Exit	MONEYLION INCequity	$0	–	-3,265,994	–	-0.16%	–
	Exit	ZENDESK INCconvertible bond	$0	–	-3,500,000	–	-0.19%	–
VIVO	Exit	MERIDIAN BIOSCIENCE INCequity	$0	–	-153,757	–	-0.27%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORPequity	$0	–	-643,367	–	-0.37%	–
SJR	Exit	SHAW COMMUNICATIONS INCequity	$0	–	-287,976	–	-0.40%	–
SHLX	Exit	SHELL MIDSTREAM PARTNERS L Pequity	$0	–	-448,439	–	-0.40%	–
BKI	Exit	BLACK KNIGHT INCequity	$0	–	-112,663	–	-0.41%	–
BRG	Exit	BLUEROCK RESIDENTIAL GWT REIequity	$0	–	-310,306	–	-0.47%	–
MNTV	Exit	MOMENTIVE GLOBAL INCequity	$0	–	-2,368,037	–	-0.78%	–
TMX	Exit	TERMINIX GLOBAL HOLDINGS INCequity	$0	–	-425,570	–	-0.92%	–
COWN	Exit	COWEN INCequity	$0	–	-449,416	–	-0.98%	–
CTXS	Exit	CITRIX SYS INCequity	$0	–	-169,082	–	-1.00%	–
SIMO	Exit	SILICON MOTION TECHNOLOGY COequity	$0	–	-341,941	–	-1.26%	–
WLTW	Exit	WILLIS TOWERS WATSON PLC LTDequity	$0	–	-111,368	–	-1.27%	–
CVET	Exit	COVETRUS INCequity	$0	–	-1,092,813	–	-1.29%	–
BTRS	Exit	BTRS HOLDINGS INCequity	$0	–	-2,488,010	–	-1.30%	–
ECOM	Exit	CHANNELADVISOR CORPequity	$0	–	-1,094,532	–	-1.40%	–
RFP	Exit	RESOLUTE FST PRODS INCequity	$0	–	-1,243,301	–	-1.41%	–
FMTX	Exit	FORMA THERAPEUTICS HLDGS INCequity	$0	–	-1,253,785	–	-1.42%	–
AJRD	Exit	AEROJET ROCKETDYNE HLDGS INCequity	$0	–	-648,755	–	-1.47%	–
EVOP	Exit	EVO PMTS INCequity	$0	–	-926,411	–	-1.74%	–
AERI	Exit	AERIE PHARMACEUTICALS INCequity	$0	–	-2,082,516	–	-1.78%	–
DRE	Exit	DUKE REALTY CORPequity	$0	–	-668,956	–	-1.82%	–
SGFY	Exit	SIGNIFY HEALTH INCequity	$0	–	-1,109,065	–	-1.83%	–
TEN	Exit	TENNECO INCequity	$0	–	-1,899,302	–	-1.87%	–
	Exit	BIOHAVEN LTDequity	$0	–	-221,829	–	-1.90%	–
IRBT	Exit	IROBOT CORPequity	$0	–	-629,001	–	-2.00%	–
CCXI	Exit	CHEMOCENTRYX INCequity	$0	–	-739,425	–	-2.16%	–
STOR	Exit	STORE CAP CORPequity	$0	–	-1,311,076	–	-2.32%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS INequity	$0	–	-446,119	–	-2.41%	–
SWCH	Exit	SWITCH INCequity	$0	–	-1,279,659	–	-2.44%	–
PING	Exit	PING IDENTITY HLDG CORPequity	$0	–	-1,549,471	–	-2.46%	–
GBT	Exit	GLOBAL BLOOD THERAPEUTICS INequity	$0	–	-649,242	–	-2.50%	–
SWIR	Exit	SIERRA WIRELESS INCequity	$0	–	-1,459,974	–	-2.51%	–
VMW	Exit	VMWARE INCequity	$0	–	-430,361	–	-2.59%	–
ONEM	Exit	1LIFE HEALTHCARE INCequity	$0	–	-2,796,663	–	-2.71%	–
PNM	Exit	PNM RES INCequity	$0	–	-1,062,545	–	-2.75%	–
TWTR	Exit	TWITTER INCequity	$0	–	-1,110,363	–	-2.75%	–
NLSN	Exit	NIELSEN HLDGS PLCequity	$0	–	-1,842,086	–	-2.89%	–
SJI	Exit	SOUTH JERSEY INDS INCequity	$0	–	-1,535,256	–	-2.90%	–
ROG	Exit	ROGERS CORPequity	$0	–	-217,111	–	-2.97%	–
LHCG	Exit	LHC GROUP INCequity	$0	–	-323,431	–	-2.99%	–
AVLR	Exit	AVALARA INCequity	$0	–	-581,162	–	-3.02%	–
FHN	Exit	FIRST HORIZON CORPORATIONequity	$0	–	-2,604,278	–	-3.37%	–
TGNA	Exit	TEGNA INCequity	$0	–	-3,409,269	–	-3.99%	–
ATVI	Exit	ACTIVISION BLIZZARD INCequity	$0	–	-975,526	–	-4.10%	–
ZEN	Exit	ZENDESK INCequity	$0	–	-960,775	–	-4.14%	–
Y	Exit	ALLEGHANY CORP MDequity	$0	–	-99,211	–	-4.71%	–
CHNG	Exit	CHANGE HEALTHCARE INCequity	$0	–	-3,391,670	–	-5.27%	–

Q3 2022

			Value		Shares		↓ Weighting
CHNG	Buy	CHANGE HEALTHCARE INCequity	$93,237,000	+30.3%	3,391,670	+9.3%	5.27%	+18.0%
Y	Buy	ALLEGHANY CORP MDequity	$83,275,000	+10.6%	99,211	+9.7%	4.71%	+0.1%
ZEN	Buy	ZENDESK INCequity	$73,115,000	+92.0%	960,775	+86.9%	4.14%	+73.9%
ATVI	Buy	ACTIVISION BLIZZARD INCequity	$72,521,000	+14.5%	975,526	+19.9%	4.10%	+3.7%
TGNA	Buy	TEGNA INCequity	$70,504,000	+20.9%	3,409,269	+22.6%	3.99%	+9.5%
FHN	Buy	FIRST HORIZON CORPORATIONequity	$59,638,000	+10.2%	2,604,278	+5.2%	3.37%	-0.2%
AVLR	New	AVALARA INCequity	$53,351,000	–	581,162	–	3.02%	–
LHCG	Buy	LHC GROUP INCequity	$52,933,000	+23.8%	323,431	+17.8%	2.99%	+12.1%
ROG	Buy	ROGERS CORPequity	$52,515,000	-5.3%	217,111	+2.6%	2.97%	-14.2%
SJI	Buy	SOUTH JERSEY INDS INCequity	$51,308,000	-0.0%	1,535,256	+2.1%	2.90%	-9.5%
NLSN	Sell	NIELSEN HLDGS PLCequity	$51,063,000	-11.6%	1,842,086	-25.9%	2.89%	-20.0%
TWTR	Buy	TWITTER INCequity	$48,678,000	+75.2%	1,110,363	+49.4%	2.75%	+58.6%
PNM	Buy	PNM RES INCequity	$48,590,000	+0.7%	1,062,545	+5.2%	2.75%	-8.9%
ONEM	New	1LIFE HEALTHCARE INCequity	$47,963,000	–	2,796,663	–	2.71%	–
VMW	Buy	VMWARE INCequity	$45,816,000	+94.9%	430,361	+108.7%	2.59%	+76.6%
SWIR	New	SIERRA WIRELESS INCequity	$44,442,000	–	1,459,974	–	2.51%	–
GBT	New	GLOBAL BLOOD THERAPEUTICS INequity	$44,213,000	–	649,242	–	2.50%	–
PING	New	PING IDENTITY HLDG CORPequity	$43,494,000	–	1,549,471	–	2.46%	–
SWCH	Buy	SWITCH INCequity	$43,112,000	+29.1%	1,279,659	+28.4%	2.44%	+17.0%
AAWW	New	ATLAS AIR WORLDWIDE HLDGS INequity	$42,636,000	–	446,119	–	2.41%	–
STOR	New	STORE CAP CORPequity	$41,076,000	–	1,311,076	–	2.32%	–
CCXI	New	CHEMOCENTRYX INCequity	$38,199,000	–	739,425	–	2.16%	–
IRBT	New	IROBOT CORPequity	$35,432,000	–	629,001	–	2.00%	–
	New	BIOHAVEN LTDequity	$33,534,000	–	221,829	–	1.90%	–
TEN	Sell	TENNECO INCequity	$33,029,000	-1.7%	1,899,302	-3.0%	1.87%	-11.0%
SGFY	New	SIGNIFY HEALTH INCequity	$32,329,000	–	1,109,065	–	1.83%	–
DRE	Buy	DUKE REALTY CORPequity	$32,244,000	+131.1%	668,956	+163.5%	1.82%	+109.2%
AERI	New	AERIE PHARMACEUTICALS INCequity	$31,508,000	–	2,082,516	–	1.78%	–
EVOP	New	EVO PMTS INCequity	$30,849,000	–	926,411	–	1.74%	–
AJRD	Sell	AEROJET ROCKETDYNE HLDGS INCequity	$25,944,000	-4.8%	648,755	-3.3%	1.47%	-13.8%
FMTX	New	FORMA THERAPEUTICS HLDGS INCequity	$25,013,000	–	1,253,785	–	1.42%	–
RFP	New	RESOLUTE FST PRODS INCequity	$24,866,000	–	1,243,301	–	1.41%	–
ECOM	New	CHANNELADVISOR CORPequity	$24,802,000	–	1,094,532	–	1.40%	–
BTRS	New	BTRS HOLDINGS INCequity	$23,039,000	–	2,488,010	–	1.30%	–
CVET	Sell	COVETRUS INCequity	$22,818,000	-11.7%	1,092,813	-12.3%	1.29%	-20.0%
WLTW	New	WILLIS TOWERS WATSON PLC LTDequity	$22,378,000	–	111,368	–	1.27%	–
SIMO	Buy	SILICON MOTION TECHNOLOGY COequity	$22,291,000	+117.8%	341,941	+179.6%	1.26%	+97.3%
CTXS	Sell	CITRIX SYS INCequity	$17,585,000	-66.0%	169,082	-68.3%	1.00%	-69.2%
COWN	New	COWEN INCequity	$17,365,000	–	449,416	–	0.98%	–
TMX	Sell	TERMINIX GLOBAL HOLDINGS INCequity	$16,295,000	-8.1%	425,570	-2.5%	0.92%	-16.8%
MNTV	Sell	MOMENTIVE GLOBAL INCequity	$13,758,000	-35.7%	2,368,037	-2.7%	0.78%	-41.8%
BRG	Buy	BLUEROCK RESIDENTIAL GWT REIequity	$8,301,000	+1.8%	310,306	+0.0%	0.47%	-7.7%
BKI	Sell	BLACK KNIGHT INCequity	$7,293,000	-3.3%	112,663	-2.3%	0.41%	-12.3%
SHLX	New	SHELL MIDSTREAM PARTNERS L Pequity	$7,090,000	–	448,439	–	0.40%	–
SJR	New	SHAW COMMUNICATIONS INCequity	$6,995,000	–	287,976	–	0.40%	–
MX	Sell	MAGNACHIP SEMICONDUCTOR CORPequity	$6,588,000	-31.2%	643,367	-2.4%	0.37%	-37.6%
VIVO	New	MERIDIAN BIOSCIENCE INCequity	$4,848,000	–	153,757	–	0.27%	–
	Buy	MONEYLION INCequity	$2,915,000	-32.4%	3,265,994	+0.0%	0.16%	-38.7%
	New	AVALARA INCconvertible bond	$2,902,000	–	3,000,000	–	0.16%	–
IEA	New	INFRA AND ENERGY ALTRNTIVE Iequity	$1,319,000	–	97,409	–	0.08%	–
HNGR	New	HANGER INCequity	$1,326,000	–	70,814	–	0.08%	–
CANO	New	CANO HEALTH INCequity	$1,283,000	–	147,926	–	0.07%	–
SAVE	New	SPIRIT AIRLS INCequity	$1,143,000	–	60,732	–	0.06%	–
CYBE	New	CYBEROPTICS CORPequity	$1,088,000	–	20,237	–	0.06%	–
HIG	Sell	HARTFORD FINL SVCS GROUP INCequity	$1,087,000	-11.0%	17,545	-6.0%	0.06%	-19.7%
	New	1LIFE HEALTHCARE INCconvertible bond	$968,000	–	1,000,000	–	0.06%	–
TU	New	TELUS CORPORATIONequity	$792,000	–	39,937	–	0.04%	–
MGI	Sell	MONEYGRAM INTL INCequity	$493,000	-37.5%	47,446	-39.9%	0.03%	-42.9%
ZY	New	ZYMERGEN INCequity	$503,000	–	180,999	–	0.03%	–
MN	Buy	MANNING & NAPIER INCequity	$469,000	+14.4%	38,264	+16.5%	0.03%	+3.8%
	New	MOMENTIVE GLOBAL INCput	$463,000	–	500,000	–	0.03%	–
	New	PROFESSIONAL HLDG CORPequity	$440,000	–	16,962	–	0.02%	–
ZLAB	Buy	ZAI LAB LTDequity	$354,000	+27.8%	10,350	+29.4%	0.02%	+17.6%
AMD	Sell	ADVANCED MICRO DEVICES INCequity	$321,000	-22.3%	5,064	-6.2%	0.02%	-30.8%
FIVN	Sell	FIVE9 INCequity	$322,000	-20.3%	4,300	-3.0%	0.02%	-28.0%
PYPL	New	PAYPAL HLDGS INCequity	$258,000	–	2,994	–	0.02%	–
	New	GXO LOGISTICS INCORPORATEDequity	$240,000	–	6,850	–	0.01%	–
	New	BROADCOM INCcall	$236,000	–	51,000	–	0.01%	–
RNG	New	RINGCENTRAL INCequity	$230,000	–	5,750	–	0.01%	–
NVDA	Sell	NVIDIA CORPORATIONequity	$231,000	-23.8%	1,900	-5.0%	0.01%	-31.6%
CLR	New	CONTINENTAL RES INCequity	$207,000	–	3,100	–	0.01%	–
	Sell	AURA BIOSCIENCES INCequity	$194,000	-5.8%	10,700	-26.4%	0.01%	-15.4%
SNOW	Sell	SNOWFLAKE INCequity	$200,000	-17.7%	1,175	-32.9%	0.01%	-26.7%
PRTK	Buy	PARATEK PHARMACEUTICALS INCequity	$127,000	+33.7%	49,510	+1.1%	0.01%	+16.7%
	New	TWITTER INCput	$91,000	–	197,000	–	0.01%	–
	New	IRONSOURCE LTDcall	$75,000	–	498,600	–	0.00%	–
	New	CANO HEALTH INCcall	$73,000	–	82,000	–	0.00%	–
	New	PAR PAC HOLDINGS INCcall	$54,000	–	50,000	–	0.00%	–
SOFI	New	SOFI TECHNOLOGIES INCequity	$61,000	–	12,500	–	0.00%	–
TWTR	New	TWITTER INCcall	$32,000	–	7,000	–	0.00%	–
	New	ISHARES TRcall	$31,000	–	12,200	–	0.00%	–
	New	ISHARES TRcall	$10,000	–	13,600	–	0.00%	–
	New	ZENDESK INCcall	$9,000	–	374,000	–	0.00%	–
	Sell	XPO LOGISTICS INCcall	$11,000	-85.3%	13,000	-35.0%	0.00%	-80.0%
	New	UNITY SOFTWARE INCcall	$11,000	–	117,200	–	0.00%	–
	Sell	WESCO INTL INCcall	$2,000	-99.2%	13,000	-71.7%	0.00%	-100.0%
	New	MERIDIAN BIOSCIENCE INCcall	$5,000	–	200,000	–	0.00%	–
	Buy	UNITI GROUP INCcall	$3,000	+200.0%	32,500	+62.5%	0.00%	–
	Sell	XEROX HOLDINGS CORPcall	$1,000	-95.8%	37,500	-5.1%	0.00%	-100.0%
	New	CHANGE HEALTHCARE INCput	$0	–	10,000	–	0.00%	–
	Sell	CAESARS ENTERTAINMENT INC NEcall	$4,000	-92.3%	20,000	-42.9%	0.00%	-100.0%
	Exit	SPDR S&P 500 ETF TRcall	$0	–	-15,000	–	0.00%	–
PACB	Exit	PACIFIC BIOSCIENCES CALIF INequity	$0	–	-44,549	–	-0.01%	–
OXY	Exit	OCCIDENTAL PETE CORPequity	$0	–	-4,250	–	-0.02%	–
NSRXD	Exit	NOMAD ROYALTY COMPANY LTDequity	$0	–	-44,766	–	-0.02%	–
ACM	Exit	AECOMequity	$0	–	-5,000	–	-0.02%	–
GTYH	Exit	GTY TECHNOLOGY HOLDINGS INCequity	$0	–	-59,465	–	-0.02%	–
HMTV	Exit	HEMISPHERE MEDIA GROUP INCequity	$0	–	-51,447	–	-0.02%	–
COHR	Exit	COHERENT INCequity	$0	–	-2,439	–	-0.04%	–
RTLR	Exit	RATTLER MIDSTREAM LPequity	$0	–	-67,973	–	-0.06%	–
	Exit	YAMANA GOLD INCput	$0	–	-1,182,400	–	-0.06%	–
SRRA	Exit	SIERRA ONCOLOGY INCequity	$0	–	-19,613	–	-0.07%	–
GCP	Exit	GCP APPLIED TECHNOLOGIES INCequity	$0	–	-39,294	–	-0.08%	–
MTOR	Exit	MERITOR INCequity	$0	–	-43,527	–	-0.10%	–
CCMP	Exit	CMC MATERIALS INCequity	$0	–	-10,791	–	-0.12%	–
PSB	Exit	PS BUSINESS PKS INC CALIFequity	$0	–	-13,069	–	-0.15%	–
	Exit	FIVE9 INCconvertible bond	$0	–	-3,000,000	–	-0.18%	–
AUY	Exit	YAMANA GOLD INCequity	$0	–	-1,182,400	–	-0.34%	–
CTT	Exit	CATCHMARK TIMBER TR INCequity	$0	–	-753,561	–	-0.47%	–
TUFN	Exit	TUFIN SOFTWARE TECHNOLOGIEequity	$0	–	-845,985	–	-0.66%	–
NTUS	Exit	NATUS MED INC DELequity	$0	–	-400,667	–	-0.82%	–
ATC	Exit	ATOTECH LTDequity	$0	–	-853,462	–	-1.03%	–
NPTN	Exit	NEOPHOTONICS CORPequity	$0	–	-1,151,614	–	-1.13%	–
MANT	Exit	MANTECH INTERNATIONAL CORPequity	$0	–	-209,755	–	-1.25%	–
WW	Exit	Willis Towers Watson PLCequity	$0	–	-139,411	–	-1.72%	–
TPTX	Exit	TURNING POINT THERAPEUTICS Iequity	$0	–	-369,417	–	-1.74%	–
BHVN	Exit	BIOHAVEN PHARMACTL HLDG CO Lequity	$0	–	-196,133	–	-1.78%	–
SAFM	Exit	SANDERSON FARMS INCequity	$0	–	-167,628	–	-2.26%	–
ACC	Exit	AMERICAN CAMPUS CMNTYS INCequity	$0	–	-575,066	–	-2.32%	–
CNR	Exit	CORNERSTONE BLDG BRANDS INCequity	$0	–	-1,767,673	–	-2.70%	–
SAIL	Exit	SAILPOINT TECHNOLOGIES HLDGSequity	$0	–	-693,752	–	-2.72%	–
VG	Exit	VONAGE HLDGS CORPequity	$0	–	-2,681,289	–	-3.16%	–
POLY	Exit	PLANTRONICS INC NEWequity	$0	–	-1,323,459	–	-3.28%	–
CDK	Exit	CDK GLOBAL INCequity	$0	–	-1,022,477	–	-3.50%	–
WBT	Exit	WELBILT INCequity	$0	–	-2,723,931	–	-4.05%	–
	Exit	MANDIANT INCequity	$0	–	-3,197,128	–	-4.36%	–

Q2 2022

			Value		Shares		↓ Weighting
Y	New	ALLEGHANY CORP MDequity	$75,321,000	–	90,411	–	4.70%	–
CHNG	New	CHANGE HEALTHCARE INCequity	$71,565,000	–	3,103,429	–	4.47%	–
	New	MANDIANT INCequity	$69,761,000	–	3,197,128	–	4.36%	–
WBT	New	WELBILT INCequity	$64,857,000	–	2,723,931	–	4.05%	–
ATVI	New	ACTIVISION BLIZZARD INCequity	$63,330,000	–	813,380	–	3.96%	–
TGNA	New	TEGNA INCequity	$58,292,000	–	2,779,781	–	3.64%	–
NLSN	New	NIELSEN HLDGS PLCequity	$57,755,000	–	2,487,275	–	3.61%	–
CDK	New	CDK GLOBAL INCequity	$56,001,000	–	1,022,477	–	3.50%	–
ROG	New	ROGERS CORPequity	$55,440,000	–	211,530	–	3.46%	–
FHN	New	FIRST HORIZON CORPORATIONequity	$54,106,000	–	2,475,113	–	3.38%	–
POLY	New	PLANTRONICS INC NEWequity	$52,515,000	–	1,323,459	–	3.28%	–
CTXS	New	CITRIX SYS INCequity	$51,753,000	–	532,601	–	3.23%	–
SJI	New	SOUTH JERSEY INDS INCequity	$51,324,000	–	1,503,351	–	3.21%	–
VG	New	VONAGE HLDGS CORPequity	$50,515,000	–	2,681,289	–	3.16%	–
PNM	New	PNM RES INCequity	$48,274,000	–	1,010,332	–	3.02%	–
SAIL	New	SAILPOINT TECHNOLOGIES HLDGSequity	$43,484,000	–	693,752	–	2.72%	–
CNR	New	CORNERSTONE BLDG BRANDS INCequity	$43,290,000	–	1,767,673	–	2.70%	–
LHCG	New	LHC GROUP INCequity	$42,768,000	–	274,614	–	2.67%	–
ZEN	New	ZENDESK INCequity	$38,075,000	–	514,035	–	2.38%	–
ACC	New	AMERICAN CAMPUS CMNTYS INCequity	$37,075,000	–	575,066	–	2.32%	–
SAFM	New	SANDERSON FARMS INCequity	$36,129,000	–	167,628	–	2.26%	–
TEN	New	TENNECO INCequity	$33,595,000	–	1,957,755	–	2.10%	–
SWCH	New	SWITCH INCequity	$33,382,000	–	996,469	–	2.08%	–
BHVN	New	BIOHAVEN PHARMACTL HLDG CO Lequity	$28,579,000	–	196,133	–	1.78%	–
TPTX	New	TURNING POINT THERAPEUTICS Iequity	$27,799,000	–	369,417	–	1.74%	–
TWTR	New	TWITTER INCequity	$27,784,000	–	743,099	–	1.74%	–
WW	New	Willis Towers Watson PLCequity	$27,518,000	–	139,411	–	1.72%	–
AJRD	New	AEROJET ROCKETDYNE HLDGS INCequity	$27,250,000	–	671,186	–	1.70%	–
CVET	New	COVETRUS INCequity	$25,842,000	–	1,245,380	–	1.61%	–
VMW	New	VMWARE INCequity	$23,508,000	–	206,250	–	1.47%	–
MNTV	New	MOMENTIVE GLOBAL INCequity	$21,410,000	–	2,432,967	–	1.34%	–
MANT	New	MANTECH INTERNATIONAL CORPequity	$20,021,000	–	209,755	–	1.25%	–
NPTN	New	NEOPHOTONICS CORPequity	$18,115,000	–	1,151,614	–	1.13%	–
TMX	New	TERMINIX GLOBAL HOLDINGS INCequity	$17,736,000	–	436,309	–	1.11%	–
ATC	New	ATOTECH LTDequity	$16,514,000	–	853,462	–	1.03%	–
DRE	New	DUKE REALTY CORPequity	$13,952,000	–	253,912	–	0.87%	–
NTUS	New	NATUS MED INC DELequity	$13,130,000	–	400,667	–	0.82%	–
TUFN	New	TUFIN SOFTWARE TECHNOLOGIEequity	$10,626,000	–	845,985	–	0.66%	–
SIMO	New	SILICON MOTION TECHNOLOGY COequity	$10,235,000	–	122,287	–	0.64%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORPequity	$9,574,000	–	658,926	–	0.60%	–
BRG	New	BLUEROCK RESIDENTIAL GWT REIequity	$8,155,000	–	310,186	–	0.51%	–
CTT	New	CATCHMARK TIMBER TR INCequity	$7,581,000	–	753,561	–	0.47%	–
BKI	New	BLACK KNIGHT INCequity	$7,540,000	–	115,310	–	0.47%	–
AUY	New	YAMANA GOLD INCequity	$5,498,000	–	1,182,400	–	0.34%	–
	New	MONEYLION INCequity	$4,310,000	–	3,264,860	–	0.27%	–
	New	ZENDESK INCconvertible bond	$3,390,000	–	3,500,000	–	0.21%	–
	New	FIVE9 INCconvertible bond	$2,928,000	–	3,000,000	–	0.18%	–
	New	KAMAN CORPconvertible bond	$2,821,000	–	3,000,000	–	0.18%	–
	New	SPOTIFY USA INCconvertible bond	$2,762,000	–	3,500,000	–	0.17%	–
	New	RINGCENTRAL INCconvertible bond	$2,538,000	–	3,105,000	–	0.16%	–
	New	TWITTER INCconvertible bond	$2,453,000	–	2,500,000	–	0.15%	–
PSB	New	PS BUSINESS PKS INC CALIFequity	$2,446,000	–	13,069	–	0.15%	–
	New	PARATEK PHARMACEUTICALS INCconvertible bond	$1,939,000	–	2,250,000	–	0.12%	–
CCMP	New	CMC MATERIALS INCequity	$1,883,000	–	10,791	–	0.12%	–
	New	BLOCK INCconvertible bond	$1,876,000	–	2,000,000	–	0.12%	–
MTOR	New	MERITOR INCequity	$1,581,000	–	43,527	–	0.10%	–
	New	WISDOMTREE INVESTMENTSconvertible bond	$1,363,000	–	1,500,000	–	0.08%	–
GCP	New	GCP APPLIED TECHNOLOGIES INCequity	$1,229,000	–	39,294	–	0.08%	–
HIG	New	HARTFORD FINL SVCS GROUP INCequity	$1,221,000	–	18,667	–	0.08%	–
SRRA	New	SIERRA ONCOLOGY INCequity	$1,079,000	–	19,613	–	0.07%	–
	New	YAMANA GOLD INCput	$1,017,000	–	1,182,400	–	0.06%	–
RTLR	New	RATTLER MIDSTREAM LPequity	$928,000	–	67,973	–	0.06%	–
MGI	New	MONEYGRAM INTL INCequity	$789,000	–	78,911	–	0.05%	–
COHR	New	COHERENT INCequity	$649,000	–	2,439	–	0.04%	–
AMD	New	ADVANCED MICRO DEVICES INCequity	$413,000	–	5,400	–	0.03%	–
MN	New	MANNING & NAPIER INCequity	$410,000	–	32,851	–	0.03%	–
HMTV	New	HEMISPHERE MEDIA GROUP INCequity	$393,000	–	51,447	–	0.02%	–
FIVN	New	FIVE9 INCequity	$404,000	–	4,433	–	0.02%	–
GTYH	New	GTY TECHNOLOGY HOLDINGS INCequity	$372,000	–	59,465	–	0.02%	–
NSRXD	New	NOMAD ROYALTY COMPANY LTDequity	$316,000	–	44,766	–	0.02%	–
ACM	New	AECOMequity	$326,000	–	5,000	–	0.02%	–
NVDA	New	NVIDIA CORPORATIONequity	$303,000	–	2,000	–	0.02%	–
ZLAB	New	ZAI LAB LTDequity	$277,000	–	8,000	–	0.02%	–
OXY	New	OCCIDENTAL PETE CORPequity	$250,000	–	4,250	–	0.02%	–
	New	WESCO INTL INCcall	$260,000	–	46,000	–	0.02%	–
SNOW	New	SNOWFLAKE INCequity	$243,000	–	1,750	–	0.02%	–
	New	AURA BIOSCIENCES INCequity	$206,000	–	14,541	–	0.01%	–
PACB	New	PACIFIC BIOSCIENCES CALIF INequity	$197,000	–	44,549	–	0.01%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$95,000	–	48,987	–	0.01%	–
	New	XPO LOGISTICS INCcall	$75,000	–	20,000	–	0.01%	–
UPH	New	UPHEALTH INCequity	$53,000	–	88,750	–	0.00%	–
	New	CAESARS ENTERTAINMENT INC NEcall	$52,000	–	35,000	–	0.00%	–
	New	ALLBIRDS INCequity	$39,000	–	10,000	–	0.00%	–
	New	XEROX HOLDINGS CORPcall	$24,000	–	39,500	–	0.00%	–
	New	UNITI GROUP INCcall	$1,000	–	20,000	–	0.00%	–
	New	SPDR S&P 500 ETF TRcall	$1,000	–	15,000	–	0.00%	–
ZEVWS	New	LIGHTNING EMOTORS INCequity	$0	–	53,913	–	0.00%	–
	New	MONEYLION INCequity	$0	–	338,520	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
	Exit	TRILLIUM THERAPEUTICS INCcall	$0	–	-273,200	–	0.00%	–
DSEY	Exit	DIVERSEY HLDGS LTDcall	$0	–	-13,000	–	-0.00%	–
	Exit	SPDR S&P 500 ETF TRcall	$0	–	-20,000	–	-0.00%	–
	Exit	KRATON CORPcall	$0	–	-13,200	–	-0.00%	–
	Exit	KAR AUCTION SVCS INCcall	$0	–	-21,500	–	-0.00%	–
	Exit	ZOOM VIDEO COMMUNICATIONS INcall	$0	–	-374,600	–	-0.00%	–
KOR	Exit	CORVUS GOLD INCequity	$0	–	-11,172	–	-0.00%	–
	Exit	CIT Group Inccorporate bond	$0	–	-50,000	–	-0.00%	–
	Exit	ACCELERON PHARMA INCcall	$0	–	-73,000	–	-0.00%	–
	Exit	SCIENTIFIC GAMES CORPcall	$0	–	-11,500	–	-0.00%	–
	Exit	VICI PPTYS INCcall	$0	–	-451,000	–	-0.01%	–
KDMN	Exit	KADMON HLDGS INCequity	$0	–	-20,534	–	-0.01%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-43,596	–	-0.01%	–
CNI	Exit	CANADIAN NATL RY COcall	$0	–	-297,400	–	-0.01%	–
VER	Exit	VEREIT INCequity	$0	–	-5,132	–	-0.01%	–
UPH	Exit	UPHEALTH INCequity	$0	–	-97,623	–	-0.02%	–
	Exit	S&P GLOBAL INCcall	$0	–	-197,900	–	-0.02%	–
UFS	Exit	DOMTAR CORPequity	$0	–	-9,953	–	-0.03%	–
STMP	Exit	STAMPS COM INCequity	$0	–	-3,308	–	-0.06%	–
HIG	Exit	HARTFORD FINL SVCS GROUP INCequity	$0	–	-17,900	–	-0.07%	–
BHSEU	Exit	BULL HORN HLDGS CORPequity	$0	–	-150,000	–	-0.09%	–
	Exit	Stryve Foods Incequity	$0	–	-300,000	–	-0.09%	–
	Exit	PURE STORAGE INCconvertible bond	$0	–	-1,500,000	–	-0.10%	–
	Exit	TWITTER INCconvertible bond	$0	–	-1,500,000	–	-0.11%	–
	Exit	PARATEK PHARMACEUTICALS INCcorporate bond	$0	–	-2,250,000	–	-0.12%	–
	Exit	NUANCE COMMUNICATIONS INCconvertible bond	$0	–	-1,000,000	–	-0.13%	–
KLR	Exit	KALEYRA INCequity	$0	–	-240,000	–	-0.15%	–
	Exit	KAMAN CORPcorporate bond	$0	–	-3,000,000	–	-0.18%	–
	Exit	FIVE9 INCcorporate bond	$0	–	-3,000,000	–	-0.23%	–
ANAT	Exit	AMERICAN NATIONAL GROUP INCequity	$0	–	-22,300	–	-0.24%	–
ATH	Exit	ATHENE HOLDING LTDequity	$0	–	-61,669	–	-0.24%	–
ITMR	Exit	ITAMAR MED LTDequity	$0	–	-167,525	–	-0.29%	–
	Exit	Lightning eMotors Incconvertible bond	$0	–	-5,700,000	–	-0.29%	–
	Exit	Medallia Incconvertible bond	$0	–	-5,000,000	–	-0.31%	–
JOBS	Exit	51JOB INCequity	$0	–	-93,225	–	-0.37%	–
SCR	Exit	SCORE MEDIA & GAMING INCequity	$0	–	-195,861	–	-0.39%	–
	Exit	TRILLIUM THERAPEUTICS INCequity	$0	–	-423,290	–	-0.43%	–
GNOG	Exit	GOLDEN NUGGET ONLINE GAMINequity	$0	–	-433,747	–	-0.43%	–
	Exit	Moneylion Incequity	$0	–	-1,703,000	–	-0.66%	–
VNE	Exit	VEONEER INCequity	$0	–	-359,619	–	-0.70%	–
XLRN	Exit	ACCELERON PHARMA INCequity	$0	–	-89,140	–	-0.88%	–
ECHO	Exit	ECHO GLOBAL LOGISTICS INCequity	$0	–	-322,703	–	-0.89%	–
KRA	Exit	KRATON CORPequity	$0	–	-357,518	–	-0.94%	–
FOE	Exit	FERRO CORPequity	$0	–	-1,018,104	–	-1.19%	–
QADA	Exit	QAD INCequity	$0	–	-239,336	–	-1.20%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORPequity	$0	–	-1,187,839	–	-1.21%	–
MGP	Exit	MGM GROWTH PPTYS LLCequity	$0	–	-596,247	–	-1.31%	–
FRTA	Exit	FORTERRA INCequity	$0	–	-997,824	–	-1.35%	–
GSKY	Exit	GREENSKY INCequity	$0	–	-2,210,506	–	-1.42%	–
INOV	Exit	INOVALON HLDGS INCequity	$0	–	-644,922	–	-1.50%	–
DSPG	Exit	DSP GROUPS INCequity	$0	–	-1,193,259	–	-1.50%	–
ATC	Exit	ATOTECH LTDequity	$0	–	-1,198,797	–	-1.67%	–
CXP	Exit	COLUMBIA PPTY TR INCequity	$0	–	-1,718,772	–	-1.88%	–
CVA	Exit	COVANTA HLDG CORPequity	$0	–	-1,665,163	–	-1.93%	–
SAFM	Exit	SANDERSON FARMS INCequity	$0	–	-207,739	–	-2.25%	–
MDLA	Exit	MEDALLIA INCequity	$0	–	-1,154,515	–	-2.25%	–
MNR	Exit	MONMOUTH REAL ESTATE INVT COequity	$0	–	-2,107,070	–	-2.26%	–
AJRD	Exit	AEROJET ROCKETDYNE HLDGS INCequity	$0	–	-1,046,040	–	-2.62%	–
CSOD	Exit	CORNERSTONE ONDEMAND INCequity	$0	–	-798,143	–	-2.63%	–
HRC	Exit	HILL-ROM HLDGS INCequity	$0	–	-350,757	–	-3.03%	–
CHNG	Exit	CHANGE HEALTHCARE INCequity	$0	–	-3,214,759	–	-3.88%	–
WBT	Exit	WELBILT INCequity	$0	–	-3,275,296	–	-4.38%	–
COHR	Exit	COHERENT INCequity	$0	–	-352,804	–	-5.08%	–
XLNX	Exit	XILINX INCequity	$0	–	-659,912	–	-5.74%	–
PPD	Exit	PPD INCequity	$0	–	-2,172,818	–	-5.85%	–
NUAN	Exit	NUANCE COMMUNICATIONS INCequity	$0	–	-1,967,894	–	-6.24%	–
FIVN	Exit	FIVE9 INCequity	$0	–	-686,798	–	-6.32%	–
KSU	Exit	KANSAS CITY SOUTHERNequity	$0	–	-455,788	–	-7.10%	–
INFO	Exit	IHS MARKIT LTDequity	$0	–	-1,148,987	–	-7.71%	–
WLFC	Exit	WILLIS LEASE FIN CORPequity	$0	–	-593,794	–	-7.94%	–

Q3 2021

			Value		Shares		↓ Weighting
WLFC	New	WILLIS LEASE FIN CORPequity	$138,033,000	–	593,794	–	7.94%	–
INFO	Buy	IHS MARKIT LTDequity	$133,995,000	+11.9%	1,148,987	+8.1%	7.71%	+22.0%
KSU	Buy	KANSAS CITY SOUTHERNequity	$123,354,000	+46.2%	455,788	+53.1%	7.10%	+59.3%
FIVN	New	FIVE9 INCequity	$109,709,000	–	686,798	–	6.32%	–
NUAN	Buy	NUANCE COMMUNICATIONS INCequity	$108,313,000	+37.4%	1,967,894	+35.9%	6.24%	+49.8%
PPD	Buy	PPD INCequity	$101,666,000	+30.3%	2,172,818	+28.3%	5.85%	+42.0%
XLNX	Buy	XILINX INCequity	$99,640,000	+34.9%	659,912	+29.2%	5.74%	+47.0%
COHR	Sell	COHERENT INCequity	$88,233,000	-9.7%	352,804	-4.6%	5.08%	-1.6%
WBT	Buy	WELBILT INCequity	$76,118,000	+27.3%	3,275,296	+26.8%	4.38%	+38.7%
CHNG	Buy	CHANGE HEALTHCARE INCequity	$67,317,000	-3.7%	3,214,759	+6.0%	3.88%	+5.0%
HRC	New	HILL-ROM HLDGS INCequity	$52,614,000	–	350,757	–	3.03%	–
CSOD	New	CORNERSTONE ONDEMAND INCequity	$45,702,000	–	798,143	–	2.63%	–
AJRD	Buy	AEROJET ROCKETDYNE HLDGS INCequity	$45,555,000	+39.2%	1,046,040	+54.4%	2.62%	+51.7%
MNR	Buy	MONMOUTH REAL ESTATE INVT COequity	$39,297,000	+24.2%	2,107,070	+24.6%	2.26%	+35.4%
MDLA	New	MEDALLIA INCequity	$39,103,000	–	1,154,515	–	2.25%	–
SAFM	New	SANDERSON FARMS INCequity	$39,096,000	–	207,739	–	2.25%	–
CVA	New	COVANTA HLDG CORPequity	$33,503,000	–	1,665,163	–	1.93%	–
CXP	New	COLUMBIA PPTY TR INCequity	$32,691,000	–	1,718,772	–	1.88%	–
ATC	New	ATOTECH LTDequity	$28,951,000	–	1,198,797	–	1.67%	–
DSPG	New	DSP GROUPS INCequity	$26,144,000	–	1,193,259	–	1.50%	–
INOV	New	INOVALON HLDGS INCequity	$25,984,000	–	644,922	–	1.50%	–
GSKY	New	GREENSKY INCequity	$24,713,000	–	2,210,506	–	1.42%	–
FRTA	Buy	FORTERRA INCequity	$23,509,000	+0.6%	997,824	+0.4%	1.35%	+9.6%
MGP	New	MGM GROWTH PPTYS LLCequity	$22,836,000	–	596,247	–	1.31%	–
MX	Buy	MAGNACHIP SEMICONDUCTOR CORPequity	$21,096,000	+62.6%	1,187,839	+118.5%	1.21%	+77.2%
QADA	Buy	QAD INCequity	$20,916,000	+22.4%	239,336	+21.8%	1.20%	+33.3%
FOE	Sell	FERRO CORPequity	$20,708,000	-36.5%	1,018,104	-32.7%	1.19%	-30.8%
KRA	New	KRATON CORPequity	$16,317,000	–	357,518	–	0.94%	–
ECHO	New	ECHO GLOBAL LOGISTICS INCequity	$15,396,000	–	322,703	–	0.89%	–
XLRN	New	ACCELERON PHARMA INCequity	$15,346,000	–	89,140	–	0.88%	–
VNE	New	VEONEER INCequity	$12,249,000	–	359,619	–	0.70%	–
	New	Moneylion Incequity	$11,529,000	–	1,703,000	–	0.66%	–
GNOG	New	GOLDEN NUGGET ONLINE GAMINequity	$7,534,000	–	433,747	–	0.43%	–
	New	TRILLIUM THERAPEUTICS INCequity	$7,433,000	–	423,290	–	0.43%	–
SCR	New	SCORE MEDIA & GAMING INCequity	$6,704,000	–	195,861	–	0.39%	–
JOBS	New	51JOB INCequity	$6,482,000	–	93,225	–	0.37%	–
	New	Medallia Incconvertible bond	$5,345,000	–	5,000,000	–	0.31%	–
	New	Lightning eMotors Incconvertible bond	$5,067,000	–	5,700,000	–	0.29%	–
ITMR	New	ITAMAR MED LTDequity	$5,063,000	–	167,525	–	0.29%	–
ATH	New	ATHENE HOLDING LTDequity	$4,247,000	–	61,669	–	0.24%	–
ANAT	New	AMERICAN NATIONAL GROUP INCequity	$4,215,000	–	22,300	–	0.24%	–
	New	FIVE9 INCcorporate bond	$4,051,000	–	3,000,000	–	0.23%	–
	New	KAMAN CORPcorporate bond	$3,083,000	–	3,000,000	–	0.18%	–
	Buy	PARATEK PHARMACEUTICALS INCcorporate bond	$2,016,000	+44.1%	2,250,000	+50.0%	0.12%	+56.8%
	New	Stryve Foods Incequity	$1,605,000	–	300,000	–	0.09%	–
HIG	Sell	HARTFORD FINL SVCS GROUP INCequity	$1,257,000	+4.8%	17,900	-7.5%	0.07%	+14.3%
STMP	New	STAMPS COM INCequity	$1,091,000	–	3,308	–	0.06%	–
UFS	Sell	DOMTAR CORPequity	$543,000	-98.4%	9,953	-98.4%	0.03%	-98.3%
	New	S&P GLOBAL INCcall	$341,000	–	197,900	–	0.02%	–
VER	Sell	VEREIT INCequity	$232,000	-99.6%	5,132	-99.6%	0.01%	-99.6%
CNI	New	CANADIAN NATL RY COcall	$216,000	–	297,400	–	0.01%	–
PRTK	Buy	PARATEK PHARMACEUTICALS INCequity	$212,000	-8.2%	43,596	+28.8%	0.01%	0.0%
KDMN	New	KADMON HLDGS INCequity	$179,000	–	20,534	–	0.01%	–
	New	VICI PPTYS INCcall	$79,000	–	451,000	–	0.01%	–
	New	ACCELERON PHARMA INCcall	$66,000	–	73,000	–	0.00%	–
	Sell	SCIENTIFIC GAMES CORPcall	$63,000	-40.6%	11,500	-48.9%	0.00%	-33.3%
	New	CIT Group Inccorporate bond	$54,000	–	50,000	–	0.00%	–
	New	ZOOM VIDEO COMMUNICATIONS INcall	$32,000	–	374,600	–	0.00%	–
KOR	New	CORVUS GOLD INCequity	$36,000	–	11,172	–	0.00%	–
DSEY	New	DIVERSEY HLDGS LTDcall	$9,000	–	13,000	–	0.00%	–
	New	KRATON CORPcall	$9,000	–	13,200	–	0.00%	–
	New	KAR AUCTION SVCS INCcall	$20,000	–	21,500	–	0.00%	–
	Exit	DUN & BRADSTREET HLDGS INCcall	$0	–	-11,400	–	0.00%	–
	New	TRILLIUM THERAPEUTICS INCcall	$7,000	–	273,200	–	0.00%	–
USCR	Exit	U S CONCRETE INCcall	$0	–	-20,000	–	-0.00%	–
	Exit	PAR PAC HOLDINGS INCcall	$0	–	-10,000	–	-0.00%	–
	Exit	STEM INCput	$0	–	-135,000	–	-0.00%	–
	Exit	CHARGEPOINT HOLDINGS INCput	$0	–	-104,900	–	-0.00%	–
	Exit	CONSTELLATION PHARMCETICLS Icall	$0	–	-300,000	–	-0.00%	–
	Exit	MEREDITH CORPcall	$0	–	-11,500	–	-0.00%	–
	Exit	AT HOME GROUP INCcall	$0	–	-600,000	–	-0.00%	–
	Exit	ETF SER SOLUTIONSput	$0	–	-290,200	–	-0.00%	–
KIN	Exit	KINDRED BIOSCIENCES INCequity	$0	–	-11,387	–	-0.01%	–
VIH	Exit	VPC IMPACT ACQUISITION HLDNGequity	$0	–	-20,200	–	-0.01%	–
	Exit	PERFORMANCE FOOD GROUP COcall	$0	–	-275,700	–	-0.01%	–
ACM	Exit	AECOMequity	$0	–	-4,500	–	-0.02%	–
DISCA	Exit	DISCOVERY INCequity	$0	–	-12,450	–	-0.02%	–
	Exit	CANADIAN NATL RY COcall	$0	–	-255,900	–	-0.02%	–
	Exit	CABOT OIL & GAS CORPcall	$0	–	-787,400	–	-0.03%	–
	Exit	MIDDLEBY CORPcall	$0	–	-146,800	–	-0.04%	–
	Exit	AON PLCcall	$0	–	-222,700	–	-0.04%	–
	Exit	JAZZ INVESTMENTS I LTDconvertible bond	$0	–	-1,500,000	–	-0.08%	–
	Exit	SLACK TECHNOLOGIES INCconvertible bond	$0	–	-1,500,000	–	-0.12%	–
SNR	Exit	NEW SR INVT GROUP INCequity	$0	–	-598,227	–	-0.28%	–
SOLY	Exit	SOLITON INCequity	$0	–	-315,069	–	-0.37%	–
CADE	Exit	CADENCE BANCORPORATIONequity	$0	–	-369,400	–	-0.41%	–
KNL	Exit	KNOLL INCequity	$0	–	-321,378	–	-0.44%	–
LDL	Exit	LYDALL INCequity	$0	–	-140,777	–	-0.45%	–
RAVN	Exit	RAVEN INDS INCequity	$0	–	-184,870	–	-0.56%	–
USCR	Exit	U S CONCRETE INCequity	$0	–	-233,014	–	-0.91%	–
CNST	Exit	CONSTELLATION PHARMCETICLS Iequity	$0	–	-514,137	–	-0.92%	–
QTS	Exit	QTS RLTY TR INCequity	$0	–	-274,939	–	-1.12%	–
SYKE	Exit	SYKES ENTERPRISES INCequity	$0	–	-399,086	–	-1.13%	–
CAI	Exit	CAI INTERNATIONAL INCequity	$0	–	-462,026	–	-1.37%	–
CORE	Exit	CORE-MARK HLDG CO INCequity	$0	–	-629,881	–	-1.50%	–
XEC	Exit	CIMAREX ENERGY COequity	$0	–	-392,600	–	-1.50%	–
PRAH	Exit	PRA HEALTH SCIENCES INCequity	$0	–	-190,523	–	-1.66%	–
LMNX	Exit	LUMINEX CORP DELequity	$0	–	-875,166	–	-1.70%	–
ORBC	Exit	ORBCOMM INCequity	$0	–	-3,084,462	–	-1.83%	–
TLND	Exit	TALEND S Aequity	$0	–	-597,749	–	-2.07%	–
HOME	Exit	AT HOME GROUP INCequity	$0	–	-1,131,545	–	-2.20%	–
CLDR	Exit	CLOUDERA INCequity	$0	–	-2,735,365	–	-2.29%	–
PFPT	Exit	PROOFPOINT INCequity	$0	–	-323,370	–	-2.97%	–
GRA	Exit	GRACE W R & CO DEL NEWequity	$0	–	-1,063,494	–	-3.88%	–
WLTW	Exit	WILLIS TOWERS WATSON PLC LTDequity	$0	–	-427,516	–	-5.19%	–
WORK	Exit	SLACK TECHNOLOGIES INCequity	$0	–	-2,258,495	–	-5.28%	–
MXIM	Exit	MAXIM INTEGRATED PRODS INCequity	$0	–	-991,949	–	-5.52%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INCequity	$0	–	-571,247	–	-5.54%	–

Q2 2021

			Value		Shares		↓ Weighting
INFO	New	IHS MARKIT LTDequity	$119,707,000	–	1,062,549	–	6.32%	–
ALXN	New	ALEXION PHARMACEUTICALS INCequity	$104,944,000	–	571,247	–	5.54%	–
MXIM	New	MAXIM INTEGRATED PRODS INCequity	$104,512,000	–	991,949	–	5.52%	–
WORK	New	SLACK TECHNOLOGIES INCequity	$100,051,000	–	2,258,495	–	5.28%	–
WLTW	New	WILLIS TOWERS WATSON PLC LTDequity	$98,337,000	–	427,516	–	5.19%	–
COHR	New	COHERENT INCequity	$97,718,000	–	369,667	–	5.16%	–
KSU	New	KANSAS CITY SOUTHERNequity	$84,374,000	–	297,751	–	4.46%	–
NUAN	New	NUANCE COMMUNICATIONS INCequity	$78,824,000	–	1,447,902	–	4.16%	–
PPD	New	PPD INCequity	$78,053,000	–	1,693,500	–	4.12%	–
XLNX	New	XILINX INCequity	$73,884,000	–	510,812	–	3.90%	–
GRA	New	GRACE W R & CO DEL NEWequity	$73,509,000	–	1,063,494	–	3.88%	–
CHNG	New	CHANGE HEALTHCARE INCequity	$69,906,000	–	3,034,093	–	3.69%	–
WBT	New	WELBILT INCequity	$59,793,000	–	2,582,857	–	3.16%	–
VER	New	VEREIT INCequity	$56,763,000	–	1,235,857	–	3.00%	–
PFPT	New	PROOFPOINT INCequity	$56,189,000	–	323,370	–	2.97%	–
CLDR	New	CLOUDERA INCequity	$43,383,000	–	2,735,365	–	2.29%	–
HOME	New	AT HOME GROUP INCequity	$41,686,000	–	1,131,545	–	2.20%	–
TLND	New	TALEND S Aequity	$39,212,000	–	597,749	–	2.07%	–
UFS	New	DOMTAR CORPequity	$34,722,000	–	631,763	–	1.83%	–
ORBC	New	ORBCOMM INCequity	$34,669,000	–	3,084,462	–	1.83%	–
AJRD	New	AEROJET ROCKETDYNE HLDGS INCequity	$32,723,000	–	677,632	–	1.73%	–
FOE	New	FERRO CORPequity	$32,610,000	–	1,511,822	–	1.72%	–
LMNX	New	LUMINEX CORP DELequity	$32,206,000	–	875,166	–	1.70%	–
MNR	New	MONMOUTH REAL ESTATE INVT COequity	$31,651,000	–	1,690,760	–	1.67%	–
PRAH	New	PRA HEALTH SCIENCES INCequity	$31,476,000	–	190,523	–	1.66%	–
XEC	New	CIMAREX ENERGY COequity	$28,444,000	–	392,600	–	1.50%	–
CORE	New	CORE-MARK HLDG CO INCequity	$28,351,000	–	629,881	–	1.50%	–
CAI	New	CAI INTERNATIONAL INCequity	$25,873,000	–	462,026	–	1.37%	–
FRTA	New	FORTERRA INCequity	$23,376,000	–	994,307	–	1.23%	–
SYKE	New	SYKES ENTERPRISES INCequity	$21,431,000	–	399,086	–	1.13%	–
QTS	New	QTS RLTY TR INCequity	$21,253,000	–	274,939	–	1.12%	–
CNST	New	CONSTELLATION PHARMCETICLS Iequity	$17,378,000	–	514,137	–	0.92%	–
USCR	New	U S CONCRETE INCequity	$17,196,000	–	233,014	–	0.91%	–
QADA	New	QAD INCequity	$17,093,000	–	196,422	–	0.90%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORPequity	$12,972,000	–	543,678	–	0.68%	–
RAVN	New	RAVEN INDS INCequity	$10,695,000	–	184,870	–	0.56%	–
LDL	New	LYDALL INCequity	$8,520,000	–	140,777	–	0.45%	–
KNL	New	KNOLL INCequity	$8,353,000	–	321,378	–	0.44%	–
CADE	New	CADENCE BANCORPORATIONequity	$7,713,000	–	369,400	–	0.41%	–
SOLY	New	SOLITON INCequity	$7,086,000	–	315,069	–	0.37%	–
SNR	New	NEW SR INVT GROUP INCequity	$5,252,000	–	598,227	–	0.28%	–
KLR	New	KALEYRA INCequity	$2,938,000	–	240,000	–	0.16%	–
	New	SLACK TECHNOLOGIES INCconvertible bond	$2,273,000	–	1,500,000	–	0.12%	–
	New	NUANCE COMMUNICATIONS INCconvertible bond	$2,250,000	–	1,000,000	–	0.12%	–
	New	TWITTER INCconvertible bond	$2,058,000	–	1,500,000	–	0.11%	–
	New	PURE STORAGE INCconvertible bond	$1,569,000	–	1,500,000	–	0.08%	–
BHSEU	New	BULL HORN HLDGS CORPequity	$1,547,000	–	150,000	–	0.08%	–
	New	JAZZ INVESTMENTS I LTDconvertible bond	$1,502,000	–	1,500,000	–	0.08%	–
	New	PARATEK PHARMACEUTICALS INCcorporate bond	$1,399,000	–	1,500,000	–	0.07%	–
HIG	New	HARTFORD FINL SVCS GROUP INCequity	$1,199,000	–	19,345	–	0.06%	–
	New	AON PLCcall	$762,000	–	222,700	–	0.04%	–
	New	MIDDLEBY CORPcall	$654,000	–	146,800	–	0.04%	–
UPH	New	UPHEALTH INCequity	$606,000	–	97,623	–	0.03%	–
	New	CABOT OIL & GAS CORPcall	$610,000	–	787,400	–	0.03%	–
	New	CANADIAN NATL RY COcall	$461,000	–	255,900	–	0.02%	–
DISCA	New	DISCOVERY INCequity	$382,000	–	12,450	–	0.02%	–
ACM	New	AECOMequity	$285,000	–	4,500	–	0.02%	–
	New	PERFORMANCE FOOD GROUP COcall	$269,000	–	275,700	–	0.01%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$231,000	–	33,846	–	0.01%	–
VIH	New	VPC IMPACT ACQUISITION HLDNGequity	$202,000	–	20,200	–	0.01%	–
	New	SCIENTIFIC GAMES CORPcall	$106,000	–	22,500	–	0.01%	–
KIN	New	KINDRED BIOSCIENCES INCequity	$104,000	–	11,387	–	0.01%	–
	New	SPDR S&P 500 ETF TRcall	$87,000	–	20,000	–	0.01%	–
	New	ETF SER SOLUTIONSput	$69,000	–	290,200	–	0.00%	–
	New	MEREDITH CORPcall	$30,000	–	11,500	–	0.00%	–
	New	AT HOME GROUP INCcall	$45,000	–	600,000	–	0.00%	–
	New	PAR PAC HOLDINGS INCcall	$21,000	–	10,000	–	0.00%	–
	New	CHARGEPOINT HOLDINGS INCput	$10,000	–	104,900	–	0.00%	–
USCR	New	U S CONCRETE INCcall	$23,000	–	20,000	–	0.00%	–
	New	STEM INCput	$17,000	–	135,000	–	0.00%	–
	New	CONSTELLATION PHARMCETICLS Icall	$23,000	–	300,000	–	0.00%	–
	New	DUN & BRADSTREET HLDGS INCcall	$1,000	–	11,400	–	0.00%	–

Q4 2020

			Value		Shares		↓ Weighting
	Exit	Immunomedics Inccall	$0	–	-187,500	–	0.00%	–
	Exit	Xerox Holdings Corpcall	$0	–	-35,000	–	0.00%	–
	Exit	Amarin Corp PLCcall	$0	–	-10,000	–	0.00%	–
BMYRT	Exit	Bristol-Myers Squibb Coequity	$0	–	-10,000	–	-0.00%	–
	Exit	Nielsen Holdings PLCcall	$0	–	-25,000	–	-0.00%	–
	Exit	Triumph Group Inccall	$0	–	-50,000	–	-0.00%	–
AMRN	Exit	Amarin Corp PLCequity	$0	–	-10,000	–	-0.00%	–
	Exit	Scientific Games Corpcall	$0	–	-11,000	–	-0.01%	–
	Exit	SPDR S&P 500 ETF Trustput	$0	–	-50,000	–	-0.01%	–
PE	Exit	Parsley Energy Incequity	$0	–	-14,000	–	-0.01%	–
FIT	Exit	Fitbit Incequity	$0	–	-21,699	–	-0.01%	–
BTEGF	Exit	Baytex Energy Corpequity	$0	–	-480,000	–	-0.01%	–
AVYA	Exit	Avaya Holdings Corpequity	$0	–	-36,455	–	-0.02%	–
CNX	Exit	CNX Resources Corpequity	$0	–	-22,000	–	-0.02%	–
OXY	Exit	Occidental Petroleum Corpequity	$0	–	-23,187	–	-0.02%	–
LVGO	Exit	Livongo Health Incequity	$0	–	-1,699	–	-0.02%	–
NAVPRD	Exit	Navistar International Corpequity	$0	–	-6,000	–	-0.02%	–
MTNB	Exit	Matinas BioPharma Holdings Incequity	$0	–	-350,000	–	-0.02%	–
WCC	Exit	WESCO International Incequity	$0	–	-8,000	–	-0.03%	–
FVACWS	Exit	Fortress Value Acquisition Corwarrant	$0	–	-35,000	–	-0.03%	–
CXO	Exit	Concho Resources Incequity	$0	–	-10,000	–	-0.04%	–
	Exit	iShares iBoxx $ Investment Graput	$0	–	-269,900	–	-0.04%	–
CLDR	Exit	Cloudera Incequity	$0	–	-44,000	–	-0.04%	–
	Exit	iShares Russell 2000 ETFput	$0	–	-62,100	–	-0.04%	–
BWA	Exit	BorgWarner Incequity	$0	–	-13,395	–	-0.04%	–
ARCH	Exit	Arch Resources Incequity	$0	–	-12,400	–	-0.04%	–
PIC	Exit	Pivotal Investment Corp IIequity	$0	–	-49,947	–	-0.05%	–
MPC	Exit	Marathon Petroleum Corpequity	$0	–	-23,000	–	-0.06%	–
SOAC	Exit	Sustainable Opportunities Acquequity	$0	–	-125,000	–	-0.08%	–
CFFA	Exit	CF Finance Acquisition Corpequity	$0	–	-90,000	–	-0.08%	–
TREB	Exit	Trebia Acquisition Corpequity	$0	–	-106,668	–	-0.08%	–
CCIVU	Exit	Churchill Capital Corp IVequity	$0	–	-100,000	–	-0.08%	–
WPF	Exit	Foley Trasimene Acquisition Coequity	$0	–	-106,668	–	-0.08%	–
HCAC	Exit	Hennessy Capital Acquisition Cequity	$0	–	-90,750	–	-0.09%	–
OAC	Exit	Oaktree Acquisition Corp IIequity	$0	–	-100,000	–	-0.09%	–
RNR	Exit	Reinvent Technology Partnersequity	$0	–	-100,000	–	-0.10%	–
LOAK	Exit	Live Oak Acquisition Corpequity	$0	–	-170,001	–	-0.10%	–
HEC	Exit	Hudson Executive Investment Coequity	$0	–	-150,003	–	-0.10%	–
PRTK	Exit	Paratek Pharmaceuticals Incequity	$0	–	-225,409	–	-0.10%	–
PCPL	Exit	CC Neuberger Principal Holdingequity	$0	–	-126,664	–	-0.10%	–
CLGX	Exit	CoreLogic Inc/United Statesequity	$0	–	-18,500	–	-0.11%	–
ELY	Exit	Callaway Golf Coequity	$0	–	-66,665	–	-0.11%	–
FREE	Exit	Whole Earth Brands Incequity	$0	–	-160,000	–	-0.11%	–
PRSP	Exit	Perspecta Incequity	$0	–	-69,492	–	-0.12%	–
	Exit	PURE STORAGE INCconvertible bond	$0	–	-1,500,000	–	-0.12%	–
	Exit	NUANCE COMMUNICATIONSconvertible bond	$0	–	-1,000,000	–	-0.12%	–
LFAC	Exit	LF Capital Acquisition Corpequity	$0	–	-140,000	–	-0.12%	–
TGNA	Exit	TEGNA Incequity	$0	–	-124,800	–	-0.12%	–
	Exit	JAZZ INVESTMENTS I LTDconvertible bond	$0	–	-1,500,000	–	-0.13%	–
CHX	Exit	ChampionX Corpequity	$0	–	-199,419	–	-0.14%	–
	Exit	Synaptics Incconvertible bond	$0	–	-1,500,000	–	-0.14%	–
AHACU	Exit	Alpha Healthcare Acquisition Cequity	$0	–	-167,971	–	-0.14%	–
OXFD	Exit	Oxford Immunotec Global PLCequity	$0	–	-150,000	–	-0.15%	–
IAC	Exit	IAC/InterActiveCorpequity	$0	–	-15,000	–	-0.15%	–
FEAC	Exit	Flying Eagle Acquisition Corpequity	$0	–	-150,000	–	-0.16%	–
	Exit	VERINT SYSTEMS INCconvertible bond	$0	–	-2,000,000	–	-0.17%	–
TRNE	Exit	Trine Acquisition Corpequity	$0	–	-190,000	–	-0.17%	–
FUSEU	Exit	Fusion Acquisition Corpequity	$0	–	-200,000	–	-0.18%	–
MR	Exit	Montage Resources Corpequity	$0	–	-470,799	–	-0.18%	–
	Exit	ON SEMICONDUCTOR CORPconvertible bond	$0	–	-2,000,000	–	-0.20%	–
CBMG	Exit	Cellular Biomedicine Group Incequity	$0	–	-133,286	–	-0.21%	–
HUD	Exit	Hudson Ltdequity	$0	–	-360,100	–	-0.23%	–
ACM	Exit	AECOMequity	$0	–	-93,150	–	-0.33%	–
AKCA	Exit	Akcea Therapeutics Incequity	$0	–	-218,000	–	-0.34%	–
RESI	Exit	Front Yard Residential Corpequity	$0	–	-531,333	–	-0.39%	–
FSTU	Exit	Fast Acquisition Corpequity	$0	–	-488,913	–	-0.41%	–
MOBL	Exit	MobileIron Incequity	$0	–	-755,995	–	-0.45%	–
VLDR	Exit	Velodyne Lidar Incequity	$0	–	-385,000	–	-0.61%	–
GILT	Exit	Gilat Satellite Networks Ltdequity	$0	–	-1,586,173	–	-0.73%	–
TIF	Exit	Tiffany & Coequity	$0	–	-108,690	–	-1.07%	–
TDOC	Exit	Teladoc Health Incequity	$0	–	-60,950	–	-1.14%	–
PACB	Exit	Pacific Biosciences of Califorequity	$0	–	-1,519,832	–	-1.27%	–
PFNX	Exit	Pfenex Incequity	$0	–	-1,274,452	–	-1.38%	–
RST	Exit	Rosetta Stone Incequity	$0	–	-542,432	–	-1.38%	–
BMCH	Exit	BMC Stock Holdings Incequity	$0	–	-389,422	–	-1.42%	–
QGEN	Exit	QIAGEN NVequity	$0	–	-342,651	–	-1.51%	–
UN	Exit	Unilever NVequity	$0	–	-301,303	–	-1.55%	–
VSLR	Exit	Vivint Solar Incequity	$0	–	-438,579	–	-1.58%	–
WPX	Exit	WPX Energy Incequity	$0	–	-4,287,871	–	-1.78%	–
VRTU	Exit	Virtusa Corpequity	$0	–	-510,530	–	-2.13%	–
MXIM	Exit	Maxim Integrated Products Incequity	$0	–	-384,354	–	-2.21%	–
IMMU	Exit	Immunomedics Incequity	$0	–	-368,202	–	-2.66%	–
CBB	Exit	Cincinnati Bell Incequity	$0	–	-2,097,432	–	-2.67%	–
MNTA	Exit	Momenta Pharmaceuticals Incequity	$0	–	-615,540	–	-2.74%	–
AIMT	Exit	Aimmune Therapeutics Incequity	$0	–	-1,062,245	–	-3.11%	–
GRUB	Exit	Grubhub Incequity	$0	–	-552,378	–	-3.39%	–
VAR	Exit	Varian Medical Systems Incequity	$0	–	-236,602	–	-3.46%	–
GLIBA	Exit	GCI Liberty Incequity	$0	–	-544,468	–	-3.79%	–
WMGI	Exit	Wright Medical Group NVequity	$0	–	-1,573,338	–	-4.08%	–
DLPH	Exit	Delphi Technologies PLCequity	$0	–	-3,541,969	–	-5.03%	–
NGHC	Exit	National General Holdings Corpequity	$0	–	-1,920,524	–	-5.50%	–
WLFC	Exit	Willis Towers Watson PLCequity	$0	–	-312,498	–	-5.54%	–
NBL	Exit	Noble Energy Incequity	$0	–	-8,467,038	–	-6.15%	–
ACIA	Exit	Acacia Communications Incequity	$0	–	-1,143,544	–	-6.55%	–
AMTD	Exit	TD Ameritrade Holding Corpequity	$0	–	-2,349,279	–	-7.81%	–
ETFC	Exit	ETRADE Financial Corpequity	$0	–	-2,554,978	–	-10.86%	–

Q3 2020

			Value		Shares		↓ Weighting
ETFC	Sell	ETRADE Financial Corpequity	$127,877,000	-1.4%	2,554,978	-2.0%	10.86%	-8.9%
AMTD	Sell	TD Ameritrade Holding Corpequity	$91,974,000	-19.0%	2,349,279	-24.7%	7.81%	-25.1%
ACIA	Buy	Acacia Communications Incequity	$77,075,000	+20398.7%	1,143,544	+20316.8%	6.55%	+18602.9%
NBL	Buy	Noble Energy Incequity	$72,393,000	+18462.3%	8,467,038	+19364.5%	6.15%	+16980.6%
WLFC	New	Willis Towers Watson PLCequity	$65,256,000	–	312,498	–	5.54%	–
NGHC	New	National General Holdings Corpequity	$64,818,000	–	1,920,524	–	5.50%	–
DLPH	Buy	Delphi Technologies PLCequity	$59,186,000	+35.8%	3,541,969	+15.5%	5.03%	+25.5%
WMGI	Sell	Wright Medical Group NVequity	$48,050,000	-49.2%	1,573,338	-50.6%	4.08%	-53.1%
GLIBA	New	GCI Liberty Incequity	$44,625,000	–	544,468	–	3.79%	–
VAR	New	Varian Medical Systems Incequity	$40,696,000	–	236,602	–	3.46%	–
GRUB	Buy	Grubhub Incequity	$39,954,000	+100.8%	552,378	+95.2%	3.39%	+85.6%
AIMT	New	Aimmune Therapeutics Incequity	$36,594,000	–	1,062,245	–	3.11%	–
MNTA	New	Momenta Pharmaceuticals Incequity	$32,304,000	–	615,540	–	2.74%	–
CBB	Buy	Cincinnati Bell Incequity	$31,461,000	+10.4%	2,097,432	+9.3%	2.67%	+2.0%
IMMU	New	Immunomedics Incequity	$31,308,000	–	368,202	–	2.66%	–
MXIM	New	Maxim Integrated Products Incequity	$25,986,000	–	384,354	–	2.21%	–
VRTU	New	Virtusa Corpequity	$25,098,000	–	510,530	–	2.13%	–
WPX	New	WPX Energy Incequity	$21,011,000	–	4,287,871	–	1.78%	–
VSLR	New	Vivint Solar Incequity	$18,574,000	–	438,579	–	1.58%	–
UN	Sell	Unilever NVequity	$18,199,000	-20.2%	301,303	-29.7%	1.55%	-26.3%
QGEN	Sell	QIAGEN NVequity	$17,792,000	-4.6%	342,651	-20.9%	1.51%	-11.8%
BMCH	New	BMC Stock Holdings Incequity	$16,679,000	–	389,422	–	1.42%	–
RST	New	Rosetta Stone Incequity	$16,262,000	–	542,432	–	1.38%	–
PFNX	New	Pfenex Incequity	$16,249,000	–	1,274,452	–	1.38%	–
PACB	Sell	Pacific Biosciences of Califorequity	$15,001,000	-19.6%	1,519,832	-71.9%	1.27%	-25.7%
TDOC	New	Teladoc Health Incequity	$13,363,000	–	60,950	–	1.14%	–
TIF	Sell	Tiffany & Coequity	$12,592,000	-89.8%	108,690	-89.3%	1.07%	-90.6%
GILT	Buy	Gilat Satellite Networks Ltdequity	$8,645,000	+1.9%	1,586,173	+19.1%	0.73%	-5.9%
VLDR	New	Velodyne Lidar Incequity	$7,196,000	–	385,000	–	0.61%	–
MOBL	New	MobileIron Incequity	$5,300,000	–	755,995	–	0.45%	–
FSTU	New	Fast Acquisition Corpequity	$4,874,000	–	488,913	–	0.41%	–
RESI	Sell	Front Yard Residential Corpequity	$4,644,000	0.0%	531,333	-0.5%	0.39%	-7.7%
AKCA	New	Akcea Therapeutics Incequity	$3,955,000	–	218,000	–	0.34%	–
ACM	Buy	AECOMequity	$3,897,000	+121.8%	93,150	+99.3%	0.33%	+105.6%
HUD	New	Hudson Ltdequity	$2,737,000	–	360,100	–	0.23%	–
CBMG	New	Cellular Biomedicine Group Incequity	$2,444,000	–	133,286	–	0.21%	–
MR	New	Montage Resources Corpequity	$2,067,000	–	470,799	–	0.18%	–
TRNE	New	Trine Acquisition Corpequity	$2,052,000	–	190,000	–	0.17%	–
FEAC	New	Flying Eagle Acquisition Corpequity	$1,824,000	–	150,000	–	0.16%	–
IAC	New	IAC/InterActiveCorpequity	$1,797,000	–	15,000	–	0.15%	–
OXFD	New	Oxford Immunotec Global PLCequity	$1,755,000	–	150,000	–	0.15%	–
AHACU	New	Alpha Healthcare Acquisition Cequity	$1,666,000	–	167,971	–	0.14%	–
CHX	Sell	ChampionX Corpequity	$1,593,000	-26.8%	199,419	-10.5%	0.14%	-32.5%
TGNA	New	TEGNA Incequity	$1,466,000	–	124,800	–	0.12%	–
LFAC	New	LF Capital Acquisition Corpequity	$1,476,000	–	140,000	–	0.12%	–
	New	PURE STORAGE INCconvertible bond	$1,454,000	–	1,500,000	–	0.12%	–
FREE	Buy	Whole Earth Brands Incequity	$1,334,000	+13.2%	160,000	+9.6%	0.11%	+4.6%
ELY	New	Callaway Golf Coequity	$1,276,000	–	66,665	–	0.11%	–
CLGX	Buy	CoreLogic Inc/United Statesequity	$1,252,000	+20.2%	18,500	+19.4%	0.11%	+10.4%
PRTK	Sell	Paratek Pharmaceuticals Incequity	$1,219,000	-26.1%	225,409	-28.7%	0.10%	-31.6%
PCPL	Buy	CC Neuberger Principal Holdingequity	$1,230,000	+132.1%	126,664	+153.3%	0.10%	+112.2%
HEC	New	Hudson Executive Investment Coequity	$1,202,000	–	150,003	–	0.10%	–
LOAK	Sell	Live Oak Acquisition Corpequity	$1,160,000	-17.0%	170,001	-15.9%	0.10%	-22.7%
RNR	New	Reinvent Technology Partnersequity	$1,149,000	–	100,000	–	0.10%	–
OAC	New	Oaktree Acquisition Corp IIequity	$1,029,000	–	100,000	–	0.09%	–
HCAC	Sell	Hennessy Capital Acquisition Cequity	$1,011,000	-62.4%	90,750	-63.7%	0.09%	-65.2%
CCIVU	New	Churchill Capital Corp IVequity	$1,002,000	–	100,000	–	0.08%	–
WPF	New	Foley Trasimene Acquisition Coequity	$996,000	–	106,668	–	0.08%	–
TREB	New	Trebia Acquisition Corpequity	$951,000	–	106,668	–	0.08%	–
CFFA	New	CF Finance Acquisition Corpequity	$936,000	–	90,000	–	0.08%	–
SOAC	Sell	Sustainable Opportunities Acquequity	$915,000	-39.6%	125,000	-16.7%	0.08%	-43.9%
MPC	Buy	Marathon Petroleum Corpequity	$675,000	+16.6%	23,000	+48.4%	0.06%	+7.5%
ARCH	Sell	Arch Resources Incequity	$527,000	+9.8%	12,400	-26.6%	0.04%	+2.3%
	New	iShares Russell 2000 ETFput	$490,000	–	62,100	–	0.04%	–
CLDR	Buy	Cloudera Incequity	$479,000	+10.9%	44,000	+29.4%	0.04%	+2.5%
	New	iShares iBoxx $ Investment Graput	$457,000	–	269,900	–	0.04%	–
CXO	New	Concho Resources Incequity	$441,000	–	10,000	–	0.04%	–
FVACWS	New	Fortress Value Acquisition Corwarrant	$390,000	–	35,000	–	0.03%	–
WCC	Sell	WESCO International Incequity	$352,000	-41.0%	8,000	-52.9%	0.03%	-45.5%
MTNB	Sell	Matinas BioPharma Holdings Incequity	$268,000	-30.7%	350,000	-30.0%	0.02%	-36.1%
NAVPRD	New	Navistar International Corpequity	$261,000	–	6,000	–	0.02%	–
LVGO	New	Livongo Health Incequity	$238,000	–	1,699	–	0.02%	–
OXY	Buy	Occidental Petroleum Corpequity	$219,000	-17.4%	23,187	+59.9%	0.02%	-20.8%
CNX	Buy	CNX Resources Corpequity	$208,000	+71.9%	22,000	+57.1%	0.02%	+63.6%
AVYA	Sell	Avaya Holdings Corpequity	$198,000	-55.2%	36,455	-40.1%	0.02%	-58.5%
BTEGF	Sell	Baytex Energy Corpequity	$169,000	-35.0%	480,000	-6.8%	0.01%	-41.7%
FIT	Sell	Fitbit Incequity	$151,000	-97.6%	21,699	-97.8%	0.01%	-97.8%
PE	Buy	Parsley Energy Incequity	$131,000	-5.8%	14,000	+7.7%	0.01%	-15.4%
	Buy	SPDR S&P 500 ETF Trustput	$120,000	-30.2%	50,000	+78.6%	0.01%	-37.5%
	New	Scientific Games Corpcall	$53,000	–	11,000	–	0.01%	–
	Sell	Triumph Group Inccall	$49,000	-67.3%	50,000	-33.3%	0.00%	-71.4%
AMRN	New	Amarin Corp PLCequity	$42,000	–	10,000	–	0.00%	–
BMYRT	New	Bristol-Myers Squibb Coequity	$23,000	–	10,000	–	0.00%	–
	New	Immunomedics Inccall	$5,000	–	187,500	–	0.00%	–
	Exit	NCR CORP NEWcall	$0	–	-40,000	–	0.00%	–
	Exit	ECHOSTAR CORPcall	$0	–	-10,000	–	0.00%	–
	Exit	QEP RESOURCES INCcall	$0	–	-54,000	–	-0.00%	–
	Exit	CINCINNATI BELL INC NEWcall	$0	–	-30,000	–	-0.00%	–
	Exit	BAUSCH HEALTH COS INCcall	$0	–	-30,000	–	-0.01%	–
	Exit	NUSTAR ENERGY LPcall	$0	–	-45,000	–	-0.01%	–
MEET	Exit	MEET GROUP INCequity	$0	–	-11,503	–	-0.01%	–
	Exit	SPDR S&P 500 ETF TRcall	$0	–	-12,500	–	-0.01%	–
CNXM	Exit	CNX MIDSTREAM PARTNERS LPequity	$0	–	-14,000	–	-0.01%	–
TECK	Exit	TECK RESOURCES LTDequity	$0	–	-10,000	–	-0.01%	–
TPCO	Exit	TRIBUNE PUBG CO NEWequity	$0	–	-11,000	–	-0.01%	–
	Exit	EDGEWELL PERS CARE COcall	$0	–	-39,000	–	-0.01%	–
	Exit	FORESCOUT TECHNOLOGIES INCput	$0	–	-87,500	–	-0.01%	–
DPHC	Exit	DIAMONDPEAK HLDGS CORequity	$0	–	-19,715	–	-0.02%	–
HRI	Exit	HERC HLDGS INCequity	$0	–	-7,500	–	-0.02%	–
UBER	Exit	UBER TECHNOLOGIES INCequity	$0	–	-8,000	–	-0.02%	–
FNF	Exit	FIDELITY NATIONAL FINANCIALequity	$0	–	-8,702	–	-0.02%	–
PCG	Exit	PG&E CORPequity	$0	–	-43,800	–	-0.04%	–
CCH	Exit	COLLIER CREEK HOLDINGSequity	$0	–	-53,932	–	-0.07%	–
SPAQWS	Exit	SPARTAN ENERGY ACQUISITION Cwarrant	$0	–	-100,000	–	-0.07%	–
GIKU	Exit	GIGCAPITAL3 INCequity	$0	–	-105,000	–	-0.10%	–
WPFU	Exit	FOLEY TRASIMENE ACQUISTN CORequity	$0	–	-100,000	–	-0.10%	–
FVACU	Exit	FORTRESS VALUE ACQUISITION Cequity	$0	–	-105,000	–	-0.10%	–
TREBU	Exit	TREBIA ACQUISITION CORPequity	$0	–	-120,000	–	-0.12%	–
ARB	Exit	ALTSHARES TRUSTequity	$0	–	-72,459	–	-0.16%	–
HECCU	Exit	HUDSON EXECUTIVE INVT CORPequity	$0	–	-200,000	–	-0.19%	–
FSCT	Exit	FORESCOUT TECHNOLOGIES INCequity	$0	–	-114,623	–	-0.22%	–
GRAF	Exit	GRAF INDL CORPequity	$0	–	-286,699	–	-0.32%	–
IBKC	Exit	IBERIABANK CORPequity	$0	–	-445,248	–	-1.86%	–
PTLA	Exit	PORTOLA PHARMACEUTICALS INCequity	$0	–	-2,347,489	–	-3.88%	–
WLTW	Exit	WILLIS TOWERS WATSON PLC LTDequity	$0	–	-263,064	–	-4.76%	–
ADSW	Exit	ADVANCED DISP SVCS INC DELequity	$0	–	-1,724,525	–	-4.78%	–
LM	Exit	LEGG MASON INCequity	$0	–	-2,107,836	–	-9.64%	–
LOGM	Exit	LOGMEIN INCequity	$0	–	-1,581,143	–	-12.32%	–

Q2 2020

			Value		Shares		↓ Weighting
LOGM	New	LOGMEIN INCequity	$134,033,000	–	1,581,143	–	12.32%	–
ETFC	New	E TRADE FINANCIAL CORPequity	$129,706,000	–	2,608,208	–	11.92%	–
TIF	New	TIFFANY & CO NEWequity	$123,551,000	–	1,013,209	–	11.35%	–
AMTD	New	TD AMERITRADE HLDG CORPequity	$113,525,000	–	3,120,538	–	10.43%	–
LM	New	LEGG MASON INCequity	$104,865,000	–	2,107,836	–	9.64%	–
WMGI	New	WRIGHT MED GROUP N Vequity	$94,650,000	–	3,184,714	–	8.70%	–
ADSW	New	ADVANCED DISP SVCS INC DELequity	$52,029,000	–	1,724,525	–	4.78%	–
WLTW	New	WILLIS TOWERS WATSON PLC LTDequity	$51,810,000	–	263,064	–	4.76%	–
DLPH	New	DELPHI TECHNOLOGIES PLequity	$43,595,000	–	3,067,926	–	4.01%	–
PTLA	New	PORTOLA PHARMACEUTICALS INCequity	$42,231,000	–	2,347,489	–	3.88%	–
CBB	New	CINCINNATI BELL INC NEWequity	$28,497,000	–	1,919,003	–	2.62%	–
UN	New	UNILEVER N Vequity	$22,816,000	–	428,303	–	2.10%	–
IBKC	New	IBERIABANK CORPequity	$20,277,000	–	445,248	–	1.86%	–
GRUB	New	GRUBHUB INCequity	$19,896,000	–	283,016	–	1.83%	–
PACB	New	PACIFIC BIOSCIENCES CALIF INequity	$18,660,000	–	5,408,764	–	1.72%	–
QGEN	New	QIAGEN NVequity	$18,647,000	–	432,930	–	1.71%	–
GILT	New	GILAT SATELLITE NETWORKS LTDequity	$8,484,000	–	1,331,930	–	0.78%	–
FIT	New	FITBIT INCequity	$6,399,000	–	990,584	–	0.59%	–
RESI	New	FRONT YD RESIDENTIAL CORPequity	$4,644,000	–	533,833	–	0.43%	–
GRAF	New	GRAF INDL CORPequity	$3,476,000	–	286,699	–	0.32%	–
HCAC	New	HENNESSY CAP ACQUSTION CORPequity	$2,688,000	–	250,000	–	0.25%	–
FSCT	New	FORESCOUT TECHNOLOGIES INCequity	$2,430,000	–	114,623	–	0.22%	–
	New	ON SEMICONDUCTOR CORPcorporate bond	$2,326,000	–	2,000,000	–	0.21%	–
CHX	New	CHAMPIONX CORPORATIONequity	$2,176,000	–	222,923	–	0.20%	–
HECCU	New	HUDSON EXECUTIVE INVT CORPequity	$2,040,000	–	200,000	–	0.19%	–
FUSEU	New	FUSION ACQUISITION CORPequity	$2,032,000	–	200,000	–	0.19%	–
	New	VERINT SYS INCcorporate bond	$1,978,000	–	2,000,000	–	0.18%	–
ARB	New	ALTSHARES TRUSTequity	$1,772,000	–	72,459	–	0.16%	–
ACM	New	AECOMequity	$1,757,000	–	46,750	–	0.16%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$1,650,000	–	316,053	–	0.15%	–
PRSP	New	PERSPECTA INCequity	$1,614,000	–	69,492	–	0.15%	–
	New	SYNAPTICS INCconvertible bond	$1,599,000	–	1,500,000	–	0.15%	–
SOAC	New	SUSTAINABLE OPPORTNTS ACQ COequity	$1,515,000	–	150,000	–	0.14%	–
	New	JAZZ INVESTMENTS I LTDcorporate bond	$1,470,000	–	1,500,000	–	0.14%	–
LOAK	New	LIVE OAK ACQUISITION CORPequity	$1,397,000	–	202,093	–	0.13%	–
TREBU	New	TREBIA ACQUISITION CORPequity	$1,254,000	–	120,000	–	0.12%	–
	New	NUANCE COMMUNICATIONS INCcorporate bond	$1,180,000	–	1,000,000	–	0.11%	–
FREE	New	WHOLE EARTH BRANDS INCequity	$1,178,000	–	146,000	–	0.11%	–
FVACU	New	FORTRESS VALUE ACQUISITION Cequity	$1,082,000	–	105,000	–	0.10%	–
WPFU	New	FOLEY TRASIMENE ACQUISTN CORequity	$1,067,000	–	100,000	–	0.10%	–
GIKU	New	GIGCAPITAL3 INCequity	$1,054,000	–	105,000	–	0.10%	–
CLGX	New	CORELOGIC INCequity	$1,042,000	–	15,500	–	0.10%	–
SPAQWS	New	SPARTAN ENERGY ACQUISITION Cwarrant	$795,000	–	100,000	–	0.07%	–
CCH	New	COLLIER CREEK HOLDINGSequity	$739,000	–	53,932	–	0.07%	–
WCC	New	WESCO INTL INCequity	$597,000	–	17,000	–	0.06%	–
MPC	New	MARATHON PETE CORPequity	$579,000	–	15,500	–	0.05%	–
PCPL	New	CC NEUBERGER PRINCIPAL HLDNGequity	$530,000	–	49,998	–	0.05%	–
PIC	New	PIVOTAL INVT CORP IIequity	$507,000	–	49,947	–	0.05%	–
ARCH	New	ARCH RESOURCES INCequity	$480,000	–	16,900	–	0.04%	–
BWA	New	BORGWARNER INCequity	$473,000	–	13,395	–	0.04%	–
AVYA	New	AVAYA HLDGS CORPequity	$442,000	–	60,900	–	0.04%	–
CLDR	New	CLOUDERA INCequity	$432,000	–	34,000	–	0.04%	–
PCG	New	PG&E CORPequity	$389,000	–	43,800	–	0.04%	–
MTNB	New	MATINAS BIOPHARMA HLDGS INCequity	$387,000	–	500,000	–	0.04%	–
NBL	New	NOBLE ENERGY INCequity	$390,000	–	43,500	–	0.04%	–
ACIA	New	ACACIA COMMUNICATIONS INCequity	$376,000	–	5,601	–	0.04%	–
FNF	New	FIDELITY NATIONAL FINANCIALequity	$267,000	–	8,702	–	0.02%	–
OXY	New	OCCIDENTAL PETE CORPequity	$265,000	–	14,500	–	0.02%	–
BTEGF	New	BAYTEX ENERGY CORPequity	$260,000	–	515,000	–	0.02%	–
UBER	New	UBER TECHNOLOGIES INCequity	$249,000	–	8,000	–	0.02%	–
HRI	New	HERC HLDGS INCequity	$230,000	–	7,500	–	0.02%	–
DPHC	New	DIAMONDPEAK HLDGS CORequity	$203,000	–	19,715	–	0.02%	–
	New	SPDR S&P 500 ETF TRput	$172,000	–	28,000	–	0.02%	–
	New	FORESCOUT TECHNOLOGIES INCput	$157,000	–	87,500	–	0.01%	–
	New	TRIUMPH GROUP INC NEWcall	$150,000	–	75,000	–	0.01%	–
PE	New	PARSLEY ENERGY INCequity	$139,000	–	13,000	–	0.01%	–
	New	EDGEWELL PERS CARE COcall	$137,000	–	39,000	–	0.01%	–
CNX	New	CNX RESOURCES CORPORATIONequity	$121,000	–	14,000	–	0.01%	–
TECK	New	TECK RESOURCES LTDequity	$104,000	–	10,000	–	0.01%	–
TPCO	New	TRIBUNE PUBG CO NEWequity	$110,000	–	11,000	–	0.01%	–
	New	SPDR S&P 500 ETF TRcall	$102,000	–	12,500	–	0.01%	–
CNXM	New	CNX MIDSTREAM PARTNERS LPequity	$93,000	–	14,000	–	0.01%	–
MEET	New	MEET GROUP INCequity	$72,000	–	11,503	–	0.01%	–
	New	NUSTAR ENERGY LPcall	$55,000	–	45,000	–	0.01%	–
	New	NIELSEN HLDGS PLCcall	$49,000	–	25,000	–	0.01%	–
	New	BAUSCH HEALTH COS INCcall	$53,000	–	30,000	–	0.01%	–
	New	CINCINNATI BELL INC NEWcall	$45,000	–	30,000	–	0.00%	–
	New	AMARIN CORP PLCcall	$17,000	–	10,000	–	0.00%	–
	New	XEROX HOLDINGS CORPcall	$6,000	–	35,000	–	0.00%	–
	New	QEP RESOURCES INCcall	$8,000	–	54,000	–	0.00%	–
	New	NCR CORP NEWcall	$0	–	40,000	–	0.00%	–
	New	ECHOSTAR CORPcall	$1,000	–	10,000	–	0.00%	–

Q4 2019

			Value		Shares		↓ Weighting
	Exit	MASCO CORPput	$0	–	-32,800	–	0.00%	–
	Exit	BLOOM ENERGY CORPcall	$0	–	-10,000	–	0.00%	–
	Exit	LIVERAMP HLDGS INCput	$0	–	-10,800	–	-0.00%	–
	Exit	INVESCO QQQ TRcall	$0	–	-23,800	–	-0.00%	–
	Exit	PARATEK PHARMACEUTICALS INCcall	$0	–	-22,500	–	-0.00%	–
	Exit	ZAYO GROUP HLDGS INCput	$0	–	-112,400	–	-0.00%	–
	Exit	AMARIN CORP PLCcall	$0	–	-11,000	–	-0.00%	–
	Exit	NIELSEN HLDGS PLCcall	$0	–	-45,000	–	-0.00%	–
	Exit	LOWES COS INCput	$0	–	-17,200	–	-0.00%	–
RRC	Exit	RANGE RES CORPequity	$0	–	-18,000	–	-0.00%	–
	Exit	SPARK THERAPEUTICS INCput	$0	–	-16,600	–	-0.01%	–
	Exit	WYNDHAM HOTELS & RESORTS INCput	$0	–	-39,000	–	-0.01%	–
	Exit	QUAD / GRAPHICS INCput	$0	–	-280,200	–	-0.01%	–
LTRPA	Exit	LIBERTY TRIPADVISOR HLDGS INequity	$0	–	-14,000	–	-0.01%	–
GSAT	Exit	GLOBALSTAR INCequity	$0	–	-312,100	–	-0.01%	–
	Exit	ABBVIE INCcall	$0	–	-232,900	–	-0.01%	–
ET	Exit	ENERGY TRANSFER LPequity	$0	–	-21,800	–	-0.02%	–
TPCO	Exit	TRIBUNE PUBG CO NEWequity	$0	–	-45,294	–	-0.02%	–
FOXA	Exit	FOX CORPequity	$0	–	-13,000	–	-0.02%	–
ICPT	Exit	INTERCEPT PHARMACEUTICALS INequity	$0	–	-6,650	–	-0.03%	–
BB	Exit	BLACKBERRY LTDequity	$0	–	-85,400	–	-0.03%	–
BTEGF	Exit	BAYTEX ENERGY CORPequity	$0	–	-300,700	–	-0.03%	–
RCII	Exit	RENT A CTR INC NEWequity	$0	–	-21,835	–	-0.04%	–
	Exit	NXP SEMICONDUCTORS N Vconvertible bond	$0	–	-1,500,000	–	-0.04%	–
BE	Exit	BLOOM ENERGY CORPequity	$0	–	-202,340	–	-0.04%	–
NIHD	Exit	NII HLDGS INCequity	$0	–	-336,379	–	-0.04%	–
	Exit	ISHARES TRput	$0	–	-198,400	–	-0.05%	–
	Exit	AVAYA HLDGS CORPput	$0	–	-345,000	–	-0.05%	–
	Exit	MELLANOX TECHNOLOGIESput	$0	–	-383,100	–	-0.05%	–
DISCK	Exit	DISCOVERY INCequity	$0	–	-34,578	–	-0.05%	–
	Exit	ROVI CORPconvertible bond	$0	–	-1,000,000	–	-0.06%	–
RAMP	Exit	LIVERAMP HLDGS INCequity	$0	–	-24,112	–	-0.06%	–
	Exit	SYNAPTICS INCconvertible bond	$0	–	-1,500,000	–	-0.09%	–
HDS	Exit	HD SUPPLY HLDGS INCequity	$0	–	-40,000	–	-0.10%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-431,724	–	-0.12%	–
LBTYA	Exit	LIBERTY GLOBAL PLCequity	$0	–	-78,500	–	-0.12%	–
LOGM	Exit	LOGMEIN INCequity	$0	–	-28,640	–	-0.13%	–
HRI	Exit	HERC HLDGS INCequity	$0	–	-44,509	–	-0.13%	–
QUAD	Exit	QUAD / GRAPHICS INCequity	$0	–	-209,100	–	-0.14%	–
WH	Exit	WYNDHAM HOTELS & RESORTS INCequity	$0	–	-48,600	–	-0.16%	–
AXTA	Exit	AXALTA COATING SYS LTDequity	$0	–	-100,000	–	-0.19%	–
VSI	Exit	VITAMIN SHOPPE INCequity	$0	–	-475,000	–	-0.19%	–
MAS	Exit	MASCO CORPequity	$0	–	-82,160	–	-0.21%	–
DOVA	Exit	DOVA PHARMACEUTICALS INCequity	$0	–	-140,000	–	-0.24%	–
AVYA	Exit	AVAYA HLDGS CORPequity	$0	–	-463,500	–	-0.28%	–
LOW	Exit	LOWES COS INCequity	$0	–	-40,558	–	-0.28%	–
ONCE	Exit	SPARK THERAPEUTICS INCequity	$0	–	-81,925	–	-0.49%	–
PSDO	Exit	PRESIDIO INCequity	$0	–	-499,876	–	-0.52%	–
PVTL	Exit	PIVOTAL SOFTWARE INCequity	$0	–	-585,200	–	-0.54%	–
ALDR	Exit	ALDER BIOPHARMACEUTICALS INCequity	$0	–	-505,250	–	-0.59%	–
CVRS	Exit	CORINDUS VASCULAR ROBOTICS Iequity	$0	–	-2,290,735	–	-0.61%	–
OLBK	Exit	OLD LINE BANCSHARES INCequity	$0	–	-351,043	–	-0.63%	–
OMN	Exit	OMNOVA SOLUTIONS INCequity	$0	–	-1,294,800	–	-0.81%	–
GCI	Exit	GANNETT CO INCequity	$0	–	-1,277,942	–	-0.85%	–
WAIR	Exit	WESCO AIRCRAFT HLDGS INCequity	$0	–	-1,599,673	–	-1.10%	–
CZR	Exit	CAESARS ENTMT CORPequity	$0	–	-1,625,825	–	-1.18%	–
UBNK	Exit	UNITED FINL BANCORP INC NEWequity	$0	–	-1,509,249	–	-1.28%	–
VIAB	Exit	VIACOM INC NEWequity	$0	–	-883,967	–	-1.32%	–
LTXB	Exit	LEGACY TEX FINL GROUP INCequity	$0	–	-504,904	–	-1.37%	–
SEMG	Exit	SEMGROUP CORPequity	$0	–	-1,443,846	–	-1.47%	–
PACB	Exit	PACIFIC BIOSCIENCES CALIF INequity	$0	–	-4,590,150	–	-1.47%	–
CBLK	Exit	CARBON BLACK INCequity	$0	–	-1,106,000	–	-1.79%	–
TYPE	Exit	MONOTYPE IMAGING HOLDINGS INequity	$0	–	-1,644,786	–	-2.03%	–
BID	Exit	SOTHEBYSequity	$0	–	-659,419	–	-2.34%	–
NCI	Exit	NAVIGANT CONSULTING INCequity	$0	–	-1,481,220	–	-2.57%	–
MCRN	Exit	MILACRON HLDGS CORPequity	$0	–	-2,688,005	–	-2.79%	–
GWR	Exit	GENESEE & WYO INCequity	$0	–	-455,324	–	-3.13%	–
ISCA	Exit	INTERNATIONAL SPEEDWAY CORPequity	$0	–	-1,140,991	–	-3.19%	–
WBC	Exit	WABCO HLDGS INCequity	$0	–	-445,689	–	-3.71%	–
AGN	Exit	ALLERGAN PLCequity	$0	–	-489,298	–	-5.12%	–
MDSO	Exit	MEDIDATA SOLUTIONS INCequity	$0	–	-900,726	–	-5.12%	–
ADSW	Exit	ADVANCED DISP SVCS INC DELequity	$0	–	-2,697,032	–	-5.46%	–
MLNX	Exit	MELLANOX TECHNOLOGIES LTDequity	$0	–	-808,933	–	-5.51%	–
ZAYO	Exit	ZAYO GROUP HLDGS INCequity	$0	–	-2,903,223	–	-6.12%	–
BPL	Exit	BUCKEYE PARTNERS L Pequity	$0	–	-2,634,740	–	-6.73%	–
STI	Exit	SUNTRUST BKS INCequity	$0	–	-1,828,193	–	-7.82%	–
WCG	Exit	WELLCARE HEALTH PLANS INCequity	$0	–	-595,699	–	-9.60%	–
CELG	Exit	CELGENE CORPequity	$0	–	-1,568,238	–	-9.68%	–

Q3 2019

			Value		Shares		↓ Weighting
CELG	Sell	CELGENE CORPequity	$155,726,000	-32.4%	1,568,238	-37.0%	9.68%	+81.5%
WCG	Buy	WELLCARE HEALTH PLANS INCequity	$154,387,000	-2.1%	595,699	+7.6%	9.60%	+162.6%
STI	Sell	SUNTRUST BKS INCequity	$125,780,000	-2.5%	1,828,193	-10.9%	7.82%	+161.7%
BPL	Buy	BUCKEYE PARTNERS L Pequity	$108,261,000	+78.3%	2,634,740	+78.1%	6.73%	+378.4%
ZAYO	Buy	ZAYO GROUP HLDGS INCequity	$98,419,000	+90.5%	2,903,223	+84.9%	6.12%	+411.2%
MLNX	Sell	MELLANOX TECHNOLOGIES LTDequity	$88,651,000	-39.1%	808,933	-38.5%	5.51%	+63.4%
ADSW	Sell	ADVANCED DISP SVCS INC DELequity	$87,842,000	-27.7%	2,697,032	-29.2%	5.46%	+94.0%
MDSO	Buy	MEDIDATA SOLUTIONS INCequity	$82,416,000	+78.2%	900,726	+76.3%	5.12%	+378.0%
AGN	Buy	ALLERGAN PLCequity	$82,344,000	+89.9%	489,298	+88.9%	5.12%	+409.5%
WBC	Sell	WABCO HLDGS INCequity	$59,611,000	-21.6%	445,689	-22.2%	3.71%	+110.4%
ISCA	Buy	INTERNATIONAL SPEEDWAY CORPequity	$51,356,000	+106.1%	1,140,991	+29.1%	3.19%	+453.4%
GWR	New	GENESEE & WYO INCequity	$50,318,000	–	455,324	–	3.13%	–
MCRN	New	MILACRON HLDGS CORPequity	$44,809,000	–	2,688,005	–	2.79%	–
NCI	New	NAVIGANT CONSULTING INCequity	$41,400,000	–	1,481,220	–	2.57%	–
BID	Buy	SOTHEBYSequity	$37,574,000	-0.2%	659,419	+1.9%	2.34%	+167.9%
TYPE	New	MONOTYPE IMAGING HOLDINGS INequity	$32,583,000	–	1,644,786	–	2.03%	–
CBLK	New	CARBON BLACK INCequity	$28,745,000	–	1,106,000	–	1.79%	–
PACB	Sell	PACIFIC BIOSCIENCES CALIF INequity	$23,685,000	-49.5%	4,590,150	-40.8%	1.47%	+35.5%
SEMG	New	SEMGROUP CORPequity	$23,592,000	–	1,443,846	–	1.47%	–
LTXB	Buy	LEGACY TEX FINL GROUP INCequity	$21,978,000	+34.6%	504,904	+25.8%	1.37%	+261.4%
VIAB	New	VIACOM INC NEWequity	$21,242,000	–	883,967	–	1.32%	–
UBNK	New	UNITED FINL BANCORP INC NEWequity	$20,571,000	–	1,509,249	–	1.28%	–
CZR	Sell	CAESARS ENTMT CORPequity	$18,957,000	-29.2%	1,625,825	-28.2%	1.18%	+90.2%
WAIR	New	WESCO AIRCRAFT HLDGS INCequity	$17,612,000	–	1,599,673	–	1.10%	–
GCI	New	GANNETT CO INCequity	$13,725,000	–	1,277,942	–	0.85%	–
OMN	New	OMNOVA SOLUTIONS INCequity	$13,039,000	–	1,294,800	–	0.81%	–
OLBK	New	OLD LINE BANCSHARES INCequity	$10,184,000	–	351,043	–	0.63%	–
CVRS	New	CORINDUS VASCULAR ROBOTICS Iequity	$9,804,000	–	2,290,735	–	0.61%	–
ALDR	New	ALDER BIOPHARMACEUTICALS INCequity	$9,529,000	–	505,250	–	0.59%	–
PVTL	New	PIVOTAL SOFTWARE INCequity	$8,731,000	–	585,200	–	0.54%	–
PSDO	New	PRESIDIO INCequity	$8,448,000	–	499,876	–	0.52%	–
ONCE	Buy	SPARK THERAPEUTICS INCequity	$7,945,000	+133.7%	81,925	+146.8%	0.49%	+525.3%
LOW	Sell	LOWES COS INCequity	$4,460,000	-43.3%	40,558	-48.0%	0.28%	+52.2%
AVYA	Sell	AVAYA HLDGS CORPequity	$4,419,000	-39.1%	463,500	-31.2%	0.28%	+63.7%
DOVA	New	DOVA PHARMACEUTICALS INCequity	$3,913,000	–	140,000	–	0.24%	–
MAS	Sell	MASCO CORPequity	$3,424,000	-3.1%	82,160	-8.7%	0.21%	+159.8%
VSI	New	VITAMIN SHOPPE INCequity	$3,097,000	–	475,000	–	0.19%	–
AXTA	New	AXALTA COATING SYS LTDequity	$3,015,000	–	100,000	–	0.19%	–
WH	Sell	WYNDHAM HOTELS & RESORTS INCequity	$2,515,000	-69.7%	48,600	-67.4%	0.16%	-18.8%
QUAD	Sell	QUAD / GRAPHICS INCequity	$2,198,000	-36.7%	209,100	-52.4%	0.14%	+71.2%
HRI	Sell	HERC HLDGS INCequity	$2,070,000	-76.9%	44,509	-77.2%	0.13%	-38.0%
LOGM	Sell	LOGMEIN INCequity	$2,032,000	-71.4%	28,640	-70.3%	0.13%	-23.2%
LBTYA	New	LIBERTY GLOBAL PLCequity	$1,943,000	–	78,500	–	0.12%	–
PRTK	Sell	PARATEK PHARMACEUTICALS INCequity	$1,865,000	-42.4%	431,724	-46.8%	0.12%	+54.7%
HDS	New	HD SUPPLY HLDGS INCequity	$1,567,000	–	40,000	–	0.10%	–
	Sell	SYNAPTICS INCconvertible bond	$1,399,000	-47.8%	1,500,000	-50.0%	0.09%	+40.3%
RAMP	Sell	LIVERAMP HLDGS INCequity	$1,036,000	-84.6%	24,112	-82.6%	0.06%	-59.0%
	Sell	ROVI CORPconvertible bond	$982,000	-49.6%	1,000,000	-50.0%	0.06%	+35.6%
DISCK	Sell	DISCOVERY INCequity	$851,000	-88.0%	34,578	-86.2%	0.05%	-67.9%
	Sell	MELLANOX TECHNOLOGIESput	$815,000	-73.2%	383,100	-50.6%	0.05%	-28.2%
	Sell	AVAYA HLDGS CORPput	$828,000	+73.9%	345,000	-30.4%	0.05%	+363.6%
	New	ISHARES TRput	$770,000	–	198,400	–	0.05%	–
NIHD	Sell	NII HLDGS INCequity	$659,000	-50.7%	336,379	-57.5%	0.04%	+32.3%
BE	New	BLOOM ENERGY CORPequity	$658,000	–	202,340	–	0.04%	–
	Sell	NXP SEMICONDUCTORS N Vconvertible bond	$578,000	-81.7%	1,500,000	-50.0%	0.04%	-50.7%
RCII	Sell	RENT A CTR INC NEWequity	$563,000	-46.3%	21,835	-44.5%	0.04%	+45.8%
BTEGF	Sell	BAYTEX ENERGY CORPequity	$445,000	-41.0%	300,700	-38.5%	0.03%	+64.7%
BB	Buy	BLACKBERRY LTDequity	$448,000	+33.3%	85,400	+89.8%	0.03%	+250.0%
ICPT	Sell	INTERCEPT PHARMACEUTICALS INequity	$441,000	-54.2%	6,650	-45.0%	0.03%	+22.7%
FOXA	Sell	FOX CORPequity	$410,000	-98.7%	13,000	-98.5%	0.02%	-96.7%
TPCO	Sell	TRIBUNE PUBG CO NEWequity	$389,000	-66.5%	45,294	-68.9%	0.02%	-11.1%
ET	New	ENERGY TRANSFER LPequity	$285,000	–	21,800	–	0.02%	–
	Sell	ABBVIE INCcall	$191,000	-73.4%	232,900	-49.6%	0.01%	-29.4%
GSAT	Sell	GLOBALSTAR INCequity	$129,000	-62.9%	312,100	-56.9%	0.01%	0.0%
LTRPA	New	LIBERTY TRIPADVISOR HLDGS INequity	$132,000	–	14,000	–	0.01%	–
	Sell	QUAD / GRAPHICS INCput	$119,000	-65.2%	280,200	-24.1%	0.01%	-12.5%
	Sell	WYNDHAM HOTELS & RESORTS INCput	$93,000	+173.5%	39,000	-47.6%	0.01%	+500.0%
	Sell	SPARK THERAPEUTICS INCput	$84,000	-60.0%	16,600	-50.0%	0.01%	0.0%
RRC	Sell	RANGE RES CORPequity	$69,000	-79.5%	18,000	-62.5%	0.00%	-50.0%
	Buy	NIELSEN HLDGS PLCcall	$41,000	+36.7%	45,000	+12.5%	0.00%	+200.0%
	New	LOWES COS INCput	$47,000	–	17,200	–	0.00%	–
	New	AMARIN CORP PLCcall	$31,000	–	11,000	–	0.00%	–
	New	ZAYO GROUP HLDGS INCput	$34,000	–	112,400	–	0.00%	–
	Sell	LIVERAMP HLDGS INCput	$15,000	-96.5%	10,800	-90.5%	0.00%	-90.0%
	New	PARATEK PHARMACEUTICALS INCcall	$15,000	–	22,500	–	0.00%	–
	Sell	INVESCO QQQ TRcall	$16,000	-81.8%	23,800	-32.0%	0.00%	-50.0%
	New	BLOOM ENERGY CORPcall	$2,000	–	10,000	–	0.00%	–
	Sell	MASCO CORPput	$5,000	-75.0%	32,800	-27.1%	0.00%	–
	Exit	FIDELITY NATIONAL FINANCIcall	$0	–	-588,000	–	-0.00%	–
	Exit	QEP RES INCcall	$0	–	-457,600	–	-0.00%	–
	Exit	RED HAT INCput	$0	–	-196,200	–	-0.00%	–
	Exit	BB&T CORPcall	$0	–	-1,214,600	–	-0.00%	–
	Exit	WELLCARE HEALTH PLANS INCput	$0	–	-105,600	–	-0.00%	–
	Exit	ELDORADO RESORTS INCcall	$0	–	-264,600	–	-0.00%	–
	Exit	LOGMEIN INCput	$0	–	-95,600	–	-0.01%	–
CNXM	Exit	CNX MIDSTREAM PARTNERS LPequity	$0	–	-31,000	–	-0.01%	–
	Exit	DXC TECHNOLOGY COcall	$0	–	-130,000	–	-0.01%	–
	Exit	OCCIDENTAL PETE CORPcall	$0	–	-1,172,800	–	-0.02%	–
	Exit	FOX CORPput	$0	–	-863,400	–	-0.02%	–
	Exit	HERC HLDGS INCcorporate bond	$0	–	-750,000	–	-0.02%	–
	Exit	PARATEK PHARMACEUTICALS INCcorporate bond	$0	–	-2,000,000	–	-0.03%	–
	Exit	JAZZ INVESTMENTS I LTDcorporate bond	$0	–	-2,000,000	–	-0.05%	–
IMI	Exit	INTERMOLECULAR INCequity	$0	–	-1,994,168	–	-0.05%	–
	Exit	ANADARKO PETE CORPput	$0	–	-3,682,800	–	-0.08%	–
NSC	Exit	NORFOLK SOUTHERN CORPequity	$0	–	-17,556	–	-0.08%	–
APD	Exit	AIR PRODS & CHEMS INCequity	$0	–	-24,096	–	-0.13%	–
PCMI	Exit	PCM INCequity	$0	–	-168,418	–	-0.14%	–
PRSP	Exit	PERSPECTA INCequity	$0	–	-265,602	–	-0.14%	–
HIVE	Exit	AEROHIVE NETWORKS INCequity	$0	–	-1,696,000	–	-0.17%	–
TSS	Exit	TOTAL SYS SVCS INCequity	$0	–	-79,272	–	-0.24%	–
PETX	Exit	ARATANA THERAPEUTICS INCequity	$0	–	-2,843,118	–	-0.34%	–
DFRG	Exit	DEL FRISCOS RESTAURANT GROUPequity	$0	–	-2,016,000	–	-0.37%	–
BNED	Exit	BARNES & NOBLE ED INCequity	$0	–	-2,448,880	–	-0.38%	–
AQ	Exit	AQUANTIA CORPequity	$0	–	-1,327,540	–	-0.40%	–
	Exit	SPARK THERAPEUTICS INCcorporate bond	$0	–	-19,196,000	–	-0.46%	–
AMBR	Exit	AMBER RD INCequity	$0	–	-1,579,000	–	-0.48%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORPequity	$0	–	-947,464	–	-0.49%	–
CTRL	Exit	CONTROL4 CORPequity	$0	–	-888,430	–	-0.49%	–
CHSP	Exit	CHESAPEAKE LODGING TRequity	$0	–	-813,402	–	-0.54%	–
LABL	Exit	MULTI COLOR CORPequity	$0	–	-635,568	–	-0.74%	–
SFLY	Exit	SHUTTERFLY INCequity	$0	–	-645,694	–	-0.76%	–
	Exit	RTI INTL METALS INCcorporate bond	$0	–	-32,368,000	–	-0.76%	–
CRAY	Exit	CRAY INCequity	$0	–	-1,101,468	–	-0.89%	–
EE	Exit	EL PASO ELEC COequity	$0	–	-638,868	–	-0.97%	–
L100PS	Exit	ARCONIC INCequity	$0	–	-259,010	–	-1.00%	–
TCF	Exit	TCF FINL CORPequity	$0	–	-2,239,055	–	-1.08%	–
HF	Exit	HFF INCequity	$0	–	-1,040,252	–	-1.10%	–
ANDX	Exit	ANDEAVOR LOGISTICS LPequity	$0	–	-1,327,758	–	-1.12%	–
WAGE	Exit	WAGEWORKS INCequity	$0	–	-1,002,768	–	-1.18%	–
EFII	Exit	ELECTRONICS FOR IMAGING INCequity	$0	–	-1,398,744	–	-1.20%	–
OAK	Exit	OAKTREE CAP GROUP LLCequity	$0	–	-1,493,234	–	-1.71%	–
ARRY	Exit	ARRAY BIOPHARMA INCequity	$0	–	-1,638,000	–	-1.76%	–
BRSS	Exit	GLOBAL BRASS & COPPR HLDGS Iequity	$0	–	-2,056,326	–	-2.08%	–
WP	Exit	WORLDPAY INCequity	$0	–	-840,006	–	-2.38%	–
DATA	Exit	TABLEAU SOFTWARE INCequity	$0	–	-838,330	–	-3.22%	–
APU	Exit	AMERIGAS PARTNERS L Pequity	$0	–	-4,248,684	–	-3.43%	–
LEXEA	Exit	LIBERTY EXPEDIA HLDGS INCequity	$0	–	-3,160,874	–	-3.50%	–
FDC	Exit	FIRST DATA CORP NEWequity	$0	–	-9,649,220	–	-6.05%	–
TRCO	Exit	TRIBUNE MEDIA COequity	$0	–	-5,765,180	–	-6.17%	–
APC	Exit	ANADARKO PETE CORPequity	$0	–	-4,192,264	–	-6.85%	–
RHT	Exit	RED HAT INCequity	$0	–	-1,821,620	–	-7.92%	–
LLL	Exit	L3 TECHNOLOGIES INCequity	$0	–	-1,418,092	–	-8.06%	–

Q2 2019

			Value		Shares		↓ Weighting
LLL	New	L3 TECHNOLOGIES INCequity	$347,674,000	–	1,418,092	–	8.06%	–
RHT	New	RED HAT INCequity	$342,028,000	–	1,821,620	–	7.92%	–
APC	New	ANADARKO PETE CORPequity	$295,806,000	–	4,192,264	–	6.85%	–
TRCO	New	TRIBUNE MEDIA COequity	$266,466,000	–	5,765,180	–	6.17%	–
FDC	New	FIRST DATA CORP NEWequity	$261,204,000	–	9,649,220	–	6.05%	–
CELG	New	CELGENE CORPequity	$230,236,000	–	2,490,660	–	5.34%	–
WCG	New	WELLCARE HEALTH PLANS INCequity	$157,756,000	–	553,396	–	3.66%	–
LEXEA	New	LIBERTY EXPEDIA HLDGS INCequity	$151,058,000	–	3,160,874	–	3.50%	–
APU	New	AMERIGAS PARTNERS L Pequity	$148,024,000	–	4,248,684	–	3.43%	–
MLNX	New	MELLANOX TECHNOLOGIES LTDequity	$145,622,000	–	1,315,816	–	3.37%	–
DATA	New	TABLEAU SOFTWARE INCequity	$139,180,000	–	838,330	–	3.22%	–
STI	New	SUNTRUST BKS INCequity	$128,946,000	–	2,051,632	–	2.99%	–
ADSW	New	ADVANCED DISP SVCS INC DELequity	$121,474,000	–	3,806,768	–	2.82%	–
WP	New	WORLDPAY INCequity	$102,942,000	–	840,006	–	2.38%	–
BRSS	New	GLOBAL BRASS & COPPR HLDGS Iequity	$89,924,000	–	2,056,326	–	2.08%	–
WBC	New	WABCO HLDGS INCequity	$75,994,000	–	573,106	–	1.76%	–
ARRY	New	ARRAY BIOPHARMA INCequity	$75,888,000	–	1,638,000	–	1.76%	–
OAK	New	OAKTREE CAP GROUP LLCequity	$73,974,000	–	1,493,234	–	1.71%	–
BPL	New	BUCKEYE PARTNERS L Pequity	$60,712,000	–	1,478,980	–	1.41%	–
ZAYO	New	ZAYO GROUP HLDGS INCequity	$51,660,000	–	1,569,744	–	1.20%	–
EFII	New	ELECTRONICS FOR IMAGING INCequity	$51,628,000	–	1,398,744	–	1.20%	–
WAGE	New	WAGEWORKS INCequity	$50,930,000	–	1,002,768	–	1.18%	–
ANDX	New	ANDEAVOR LOGISTICS LPequity	$48,238,000	–	1,327,758	–	1.12%	–
HF	New	HFF INCequity	$47,310,000	–	1,040,252	–	1.10%	–
PACB	New	PACIFIC BIOSCIENCES CALIF INequity	$46,928,000	–	7,756,672	–	1.09%	–
TCF	New	TCF FINL CORPequity	$46,550,000	–	2,239,055	–	1.08%	–
MDSO	New	MEDIDATA SOLUTIONS INCequity	$46,252,000	–	511,008	–	1.07%	–
AGN	New	ALLERGAN PLCequity	$43,366,000	–	259,010	–	1.00%	–
L100PS	New	ARCONIC INCequity	$43,366,000	–	259,010	–	1.00%	–
EE	New	EL PASO ELEC COequity	$41,782,000	–	638,868	–	0.97%	–
CRAY	New	CRAY INCequity	$38,354,000	–	1,101,468	–	0.89%	–
BID	New	SOTHEBYSequity	$37,636,000	–	647,434	–	0.87%	–
	New	RTI INTL METALS INCcorporate bond	$32,922,000	–	32,368,000	–	0.76%	–
SFLY	New	SHUTTERFLY INCequity	$32,640,000	–	645,694	–	0.76%	–
FOXA	New	FOX CORPequity	$32,556,000	–	888,536	–	0.75%	–
LABL	New	MULTI COLOR CORPequity	$31,760,000	–	635,568	–	0.74%	–
CZR	New	CAESARS ENTMT CORPequity	$26,760,000	–	2,264,000	–	0.62%	–
ISCA	New	INTERNATIONAL SPEEDWAY CORPequity	$24,912,000	–	883,710	–	0.58%	–
CHSP	New	CHESAPEAKE LODGING TRequity	$23,116,000	–	813,402	–	0.54%	–
CTRL	New	CONTROL4 CORPequity	$21,100,000	–	888,430	–	0.49%	–
CY	New	CYPRESS SEMICONDUCTOR CORPequity	$21,072,000	–	947,464	–	0.49%	–
AMBR	New	AMBER RD INCequity	$20,622,000	–	1,579,000	–	0.48%	–
	New	SPARK THERAPEUTICS INCcorporate bond	$20,006,000	–	19,196,000	–	0.46%	–
AQ	New	AQUANTIA CORPequity	$17,298,000	–	1,327,540	–	0.40%	–
BNED	New	BARNES & NOBLE ED INCequity	$16,384,000	–	2,448,880	–	0.38%	–
LTXB	New	LEGACY TEX FINL GROUP INCequity	$16,334,000	–	401,244	–	0.38%	–
DFRG	New	DEL FRISCOS RESTAURANT GROUPequity	$16,048,000	–	2,016,000	–	0.37%	–
PETX	New	ARATANA THERAPEUTICS INCequity	$14,670,000	–	2,843,118	–	0.34%	–
TSS	New	TOTAL SYS SVCS INCequity	$10,168,000	–	79,272	–	0.24%	–
HRI	New	HERC HLDGS INCequity	$8,958,000	–	195,464	–	0.21%	–
WH	New	WYNDHAM HOTELS & RESORTS INCequity	$8,306,000	–	149,030	–	0.19%	–
LOW	New	LOWES COS INCequity	$7,870,000	–	78,000	–	0.18%	–
HIVE	New	AEROHIVE NETWORKS INCequity	$7,514,000	–	1,696,000	–	0.17%	–
AVYA	New	AVAYA HLDGS CORPequity	$7,254,000	–	673,566	–	0.17%	–
DISCK	New	DISCOVERY INCequity	$7,112,000	–	250,000	–	0.16%	–
LOGM	New	LOGMEIN INCequity	$7,096,000	–	96,300	–	0.16%	–
RAMP	New	LIVERAMP HLDGS INCequity	$6,726,000	–	138,736	–	0.16%	–
PRSP	New	PERSPECTA INCequity	$6,218,000	–	265,602	–	0.14%	–
PCMI	New	PCM INCequity	$5,902,000	–	168,418	–	0.14%	–
APD	New	AIR PRODS & CHEMS INCequity	$5,454,000	–	24,096	–	0.13%	–
MAS	New	MASCO CORPequity	$3,532,000	–	90,000	–	0.08%	–
NSC	New	NORFOLK SOUTHERN CORPequity	$3,500,000	–	17,556	–	0.08%	–
QUAD	New	QUAD / GRAPHICS INCequity	$3,472,000	–	439,000	–	0.08%	–
ONCE	New	SPARK THERAPEUTICS INCequity	$3,400,000	–	33,200	–	0.08%	–
	New	ANADARKO PETE CORPput	$3,240,000	–	3,682,800	–	0.08%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$3,240,000	–	811,882	–	0.08%	–
	New	NXP SEMICONDUCTORS N Vconvertible bond	$3,164,000	–	3,000,000	–	0.07%	–
	New	MELLANOX TECHNOLOGIESput	$3,046,000	–	776,200	–	0.07%	–
	New	SYNAPTICS INCconvertible bond	$2,680,000	–	3,000,000	–	0.06%	–
IMI	New	INTERMOLECULAR INCequity	$2,334,000	–	1,994,168	–	0.05%	–
	New	JAZZ INVESTMENTS I LTDcorporate bond	$2,054,000	–	2,000,000	–	0.05%	–
	New	ROVI CORPconvertible bond	$1,948,000	–	2,000,000	–	0.04%	–
	New	PARATEK PHARMACEUTICALS INCcorporate bond	$1,360,000	–	2,000,000	–	0.03%	–
NIHD	New	NII HLDGS INCequity	$1,338,000	–	791,658	–	0.03%	–
TPCO	New	TRIBUNE PUBG CO NEWequity	$1,160,000	–	145,468	–	0.03%	–
RCII	New	RENT A CTR INC NEWequity	$1,048,000	–	39,350	–	0.02%	–
ICPT	New	INTERCEPT PHARMACEUTICALS INequity	$962,000	–	12,100	–	0.02%	–
	New	HERC HLDGS INCcorporate bond	$829,000	–	750,000	–	0.02%	–
	New	FOX CORPput	$820,000	–	863,400	–	0.02%	–
	New	OCCIDENTAL PETE CORPcall	$780,000	–	1,172,800	–	0.02%	–
	New	ABBVIE INCcall	$718,000	–	461,800	–	0.02%	–
BTEGF	New	BAYTEX ENERGY CORPequity	$754,000	–	489,000	–	0.02%	–
	New	AVAYA HLDGS CORPput	$476,000	–	496,000	–	0.01%	–
	New	DXC TECHNOLOGY COcall	$448,000	–	130,000	–	0.01%	–
CNXM	New	CNX MIDSTREAM PARTNERS LPequity	$436,000	–	31,000	–	0.01%	–
	New	LIVERAMP HLDGS INCput	$424,000	–	113,200	–	0.01%	–
GSAT	New	GLOBALSTAR INCequity	$348,000	–	724,000	–	0.01%	–
	New	QUAD / GRAPHICS INCput	$342,000	–	369,000	–	0.01%	–
BB	New	BLACKBERRY LTDequity	$336,000	–	45,000	–	0.01%	–
RRC	New	RANGE RES CORPequity	$336,000	–	48,000	–	0.01%	–
	New	LOGMEIN INCput	$340,000	–	95,600	–	0.01%	–
	New	SPARK THERAPEUTICS INCput	$210,000	–	33,200	–	0.01%	–
	New	ELDORADO RESORTS INCcall	$172,000	–	264,600	–	0.00%	–
	New	WELLCARE HEALTH PLANS INCput	$190,000	–	105,600	–	0.00%	–
	New	BB&T CORPcall	$188,000	–	1,214,600	–	0.00%	–
	New	RED HAT INCput	$126,000	–	196,200	–	0.00%	–
	New	QEP RES INCcall	$148,000	–	457,600	–	0.00%	–
	New	INVESCO QQQ TRcall	$88,000	–	35,000	–	0.00%	–
	New	FIDELITY NATIONAL FINANCIcall	$86,000	–	588,000	–	0.00%	–
	New	NIELSEN HLDGS PLCcall	$30,000	–	40,000	–	0.00%	–
	New	WYNDHAM HOTELS & RESORTS INCput	$34,000	–	74,400	–	0.00%	–
	New	MASCO CORPput	$20,000	–	45,000	–	0.00%	–

Q4 2018

			Value		Shares		↓ Weighting
	Exit	KEURIG DR PEPPER INCcall	$0	–	-100,000	–	-0.00%	–
	Exit	ALTRA INDL MOTION CORPcall	$0	–	-82,000	–	-0.00%	–
	Exit	DISNEY WALT COput	$0	–	-30,000	–	-0.00%	–
	Exit	ASPEN INSURANCE HOLDINGS LTDput	$0	–	-225,000	–	-0.00%	–
	Exit	ROCKWELL COLLINS INCput	$0	–	-155,400	–	-0.00%	–
	Exit	ATHENAHEALTH INCput	$0	–	-40,500	–	-0.00%	–
FG	Exit	FGL HLDGSequity	$0	–	-40,000	–	-0.00%	–
GSAT	Exit	GLOBALSTAR INCequity	$0	–	-200,000	–	-0.01%	–
UNVR	Exit	UNIVAR INCcall	$0	–	-41,500	–	-0.01%	–
SPA	Exit	SPARTON CORPequity	$0	–	-10,000	–	-0.01%	–
TROX	Exit	TRONOX LTDequity	$0	–	-15,000	–	-0.01%	–
	Exit	PAPA JOHNS INTL INCput	$0	–	-100,000	–	-0.01%	–
CNXM	Exit	CNX MIDSTREAM PARTNERS LPequity	$0	–	-19,500	–	-0.02%	–
NBL	Exit	NOBLE ENERGY INCequity	$0	–	-12,000	–	-0.02%	–
	Exit	AKORN INCput	$0	–	-191,400	–	-0.04%	–
BTEGF	Exit	BAYTEX ENERGY CORPequity	$0	–	-292,500	–	-0.05%	–
NIHD	Exit	NII HLDGS INCequity	$0	–	-143,753	–	-0.05%	–
	Exit	ROVI CORPconvertible bond	$0	–	-1,000,000	–	-0.05%	–
ARLO	Exit	ARLO TECHNOLOGIES INCequity	$0	–	-76,426	–	-0.06%	–
TSCO	Exit	TRACTOR SUPPLY COequity	$0	–	-12,420	–	-0.06%	–
XLI	Exit	SELECT SECTOR SPDR TRequity	$0	–	-15,490	–	-0.07%	–
MZOR	Exit	MAZOR ROBOTICS LTDequity	$0	–	-21,554	–	-0.07%	–
	Exit	SYNAPTICS INCconvertible bond	$0	–	-1,500,000	–	-0.08%	–
	Exit	TWENTY FIRST CENTY FOX INCput	$0	–	-2,067,500	–	-0.08%	–
	Exit	INTEGRATED DEVICE TECHNOLOGYconvertible bond	$0	–	-1,000,000	–	-0.08%	–
SMTA	Exit	SPIRIT MTA REITequity	$0	–	-141,398	–	-0.09%	–
VIAB	Exit	VIACOM INC NEWequity	$0	–	-57,422	–	-0.10%	–
GNBC	Exit	GREEN BANCORP INCequity	$0	–	-91,347	–	-0.11%	–
HD	Exit	HOME DEPOT INCequity	$0	–	-9,840	–	-0.11%	–
AXTA	Exit	AXALTA COATING SYS LTDequity	$0	–	-75,000	–	-0.12%	–
NLSN	Exit	NIELSEN HLDGS PLCequity	$0	–	-81,939	–	-0.12%	–
CVG	Exit	CONVERGYS CORPequity	$0	–	-100,000	–	-0.13%	–
AKRXQ	Exit	AKORN INCequity	$0	–	-191,400	–	-0.13%	–
XLY	Exit	SELECT SECTOR SPDR TRequity	$0	–	-27,540	–	-0.18%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-439,726	–	-0.23%	–
CBS	Exit	CBS CORP NEWequity	$0	–	-77,255	–	-0.24%	–
IVTY	Exit	INVUITY INCequity	$0	–	-636,000	–	-0.26%	–
FBNK	Exit	FIRST CONN BANCORP INC MDequity	$0	–	-163,811	–	-0.26%	–
EGL	Exit	ENGILITY HLDGS INC NEWequity	$0	–	-159,811	–	-0.31%	–
HUM	Exit	HUMANA INCequity	$0	–	-18,500	–	-0.34%	–
TRCO	Exit	TRIBUNE MEDIA COequity	$0	–	-166,190	–	-0.35%	–
XLP	Exit	SELECT SECTOR SPDR TRequity	$0	–	-121,140	–	-0.35%	–
ZOES	Exit	ZOES KITCHEN INCequity	$0	–	-517,139	–	-0.36%	–
P	Exit	PANDORA MEDIA INCequity	$0	–	-729,200	–	-0.38%	–
NXEO	Exit	NEXEO SOLUTIONS INCequity	$0	–	-594,970	–	-0.40%	–
LHO	Exit	LASALLE HOTEL PPTYSreit	$0	–	-211,996	–	-0.40%	–
XRX	Exit	XEROX CORPequity	$0	–	-272,162	–	-0.40%	–
REIS	Exit	REIS INCequity	$0	–	-326,800	–	-0.41%	–
ORBK	Exit	ORBOTECH LTDequity	$0	–	-127,533	–	-0.41%	–
NTGR	Exit	NETGEAR INCequity	$0	–	-121,569	–	-0.41%	–
HRI	Exit	HERC HLDGS INCequity	$0	–	-157,500	–	-0.44%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGYequity	$0	–	-175,000	–	-0.44%	–
CPLG	Exit	COREPOINT LODGING INCequity	$0	–	-432,153	–	-0.46%	–
HAIN	Exit	HAIN CELESTIAL GROUP INCequity	$0	–	-318,820	–	-0.47%	–
NSU	Exit	NEVSUN RES LTDequity	$0	–	-2,123,500	–	-0.51%	–
NSC	Exit	NORFOLK SOUTHERN CORPequity	$0	–	-52,765	–	-0.52%	–
MAC	Exit	MACERICH COreit	$0	–	-173,100	–	-0.52%	–
SONC	Exit	SONIC CORPequity	$0	–	-233,938	–	-0.55%	–
	Exit	RTI INTL METALS INCcorporate bond	$0	–	-10,000,000	–	-0.56%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LTDequity	$0	–	-616,802	–	-0.56%	–
XRM	Exit	XERIUM TECHNOLOGIES INCequity	$0	–	-819,460	–	-0.60%	–
FCB	Exit	FCB FINL HLDGS INCequity	$0	–	-235,443	–	-0.60%	–
ATHN	Exit	ATHENAHEALTH INCequity	$0	–	-85,280	–	-0.62%	–
ANDV	Exit	ANDEAVORequity	$0	–	-74,532	–	-0.62%	–
AFSI	Exit	AMTRUST FINL SVCS INCequity	$0	–	-803,100	–	-0.63%	–
BMS	Exit	BEMIS INCequity	$0	–	-247,368	–	-0.65%	–
ASH	Exit	ASHLAND GLOBAL HLDGS INCequity	$0	–	-152,130	–	-0.69%	–
NAVG	Exit	NAVIGATORS GROUP INCequity	$0	–	-202,000	–	-0.76%	–
ASPU	Exit	ASPEN GROUP INCequity	$0	–	-348,394	–	-0.79%	–
WH	Exit	WYNDHAM HOTELS & RESORTS INCequity	$0	–	-277,403	–	-0.84%	–
TRN	Exit	TRINITY INDS INCequity	$0	–	-426,668	–	-0.85%	–
XOXO	Exit	XO GROUP INCequity	$0	–	-474,697	–	-0.89%	–
STBZ	Exit	STATE BK FINL CORPequity	$0	–	-566,612	–	-0.93%	–
KMG	Exit	KMG CHEMICALS INCequity	$0	–	-233,989	–	-0.96%	–
SVU	Exit	SUPERVALU INCequity	$0	–	-567,291	–	-0.99%	–
SEP	Exit	SPECTRA ENERGY PARTNERS LPequity	$0	–	-536,918	–	-1.04%	–
OII	Exit	OCEANEERING INTL INCequity	$0	–	-576,000	–	-1.08%	–
EGN	Exit	ENERGEN CORPequity	$0	–	-245,251	–	-1.14%	–
MITL	Exit	MITEL NETWORKS CORPequity	$0	–	-2,087,225	–	-1.24%	–
SYNT	Exit	SYNTEL INCequity	$0	–	-575,409	–	-1.28%	–
PERY	Exit	ELLIS PERRY INTL INCequity	$0	–	-876,488	–	-1.30%	–
AABA	Exit	ALTABA INCequity	$0	–	-368,619	–	-1.36%	–
RCII	Exit	RENT A CTR INC NEWequity	$0	–	-1,999,179	–	-1.56%	–
KTWO	Exit	K2M GROUP HLDGS INCequity	$0	–	-1,068,624	–	-1.58%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG COequity	$0	–	-326,799	–	-1.68%	–
DNB	Exit	Dun & Bradstreet Corp/Theequity	$0	–	-229,001	–	-1.77%	–
NXTM	Exit	NXSTAGE MEDICAL INCequity	$0	–	-1,208,077	–	-1.82%	–
SODA	Exit	SODASTREAM INTERNATIONAL LTDequity	$0	–	-256,396	–	-1.99%	–
USG	Exit	U S G CORPequity	$0	–	-889,352	–	-2.09%	–
COBZ	Exit	COBIZ FINANCIAL INCequity	$0	–	-1,766,891	–	-2.12%	–
WEB	Exit	WEB COM GROUP INCequity	$0	–	-1,420,527	–	-2.15%	–
LPNT	Exit	LIFEPOINT HEALTH INCequity	$0	–	-686,000	–	-2.39%	–
AET	Exit	AETNA INC NEWequity	$0	–	-241,860	–	-2.66%	–
KS	Exit	KAPSTONE PAPER & PACKAGING Cequity	$0	–	-1,541,354	–	-2.83%	–
PNK	Exit	PINNACLE ENTMT INC NEWequity	$0	–	-1,592,811	–	-2.91%	–
VVC	Exit	VECTREN CORPequity	$0	–	-818,100	–	-3.17%	–
MBFI	Exit	MB FINANCIAL INC NEWequity	$0	–	-1,289,108	–	-3.22%	–
GPT	Exit	GRAMERCY PPTY TRreit	$0	–	-2,891,339	–	-4.30%	–
KLXI	Exit	KLX INCequity	$0	–	-1,296,363	–	-4.41%	–
COL	Exit	ROCKWELL COLLINS INCequity	$0	–	-619,205	–	-4.71%	–
FCEA	Exit	FOREST CITY RLTY TR INCequity	$0	–	-3,765,192	–	-5.12%	–
PF	Exit	PINNACLE FOODS INC DELequity	$0	–	-2,129,034	–	-7.47%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCequity	$0	–	-3,137,382	–	-7.87%	–

Q3 2018

			Value		Shares		↓ Weighting
FOXA	Buy	TWENTY FIRST CENTY FOX INCequity	$145,355,000	+352.2%	3,137,382	+385.0%	7.87%	+349.5%
PF	Buy	PINNACLE FOODS INC DELequity	$137,983,000	+197.0%	2,129,034	+198.1%	7.47%	+195.2%
FCEA	Buy	FOREST CITY RLTY TR INCequity	$94,469,000	+2371.7%	3,765,192	+2147.1%	5.12%	+2359.1%
COL	Sell	ROCKWELL COLLINS INCequity	$86,980,000	-26.0%	619,205	-29.0%	4.71%	-26.4%
KLXI	New	KLX INCequity	$81,386,000	–	1,296,363	–	4.41%	–
GPT	Buy	GRAMERCY PPTY TRreit	$79,338,000	+27.1%	2,891,339	+26.6%	4.30%	+26.4%
MBFI	Buy	MB FINANCIAL INC NEWequity	$59,441,000	+107.7%	1,289,108	+110.4%	3.22%	+106.4%
VVC	Buy	VECTREN CORPequity	$58,486,000	+14.4%	818,100	+14.4%	3.17%	+13.8%
PNK	Buy	PINNACLE ENTMT INC NEWequity	$53,662,000	+63.2%	1,592,811	+63.4%	2.91%	+62.3%
KS	Sell	KAPSTONE PAPER & PACKAGING Cequity	$52,267,000	-37.8%	1,541,354	-36.7%	2.83%	-38.2%
AET	Buy	AETNA INC NEWequity	$49,061,000	+96.2%	241,860	+77.5%	2.66%	+95.0%
LPNT	New	LIFEPOINT HEALTH INCequity	$44,178,000	–	686,000	–	2.39%	–
WEB	Buy	WEB COM GROUP INCequity	$39,633,000	+251.0%	1,420,527	+225.2%	2.15%	+248.9%
COBZ	Buy	COBIZ FINANCIAL INCequity	$39,119,000	+24.3%	1,766,891	+20.6%	2.12%	+23.6%
USG	Sell	U S G CORPequity	$38,518,000	-3.8%	889,352	-4.3%	2.09%	-4.4%
SODA	New	SODASTREAM INTERNATIONAL LTDequity	$36,685,000	–	256,396	–	1.99%	–
NXTM	Sell	NXSTAGE MEDICAL INCequity	$33,693,000	-9.5%	1,208,077	-9.5%	1.82%	-10.1%
DNB	New	Dun & Bradstreet Corp/Theequity	$32,635,000	–	229,001	–	1.77%	–
ESRX	New	EXPRESS SCRIPTS HLDG COequity	$31,049,000	–	326,799	–	1.68%	–
KTWO	New	K2M GROUP HLDGS INCequity	$29,248,000	–	1,068,624	–	1.58%	–
RCII	Buy	RENT A CTR INC NEWequity	$28,748,000	+244.0%	1,999,179	+252.1%	1.56%	+242.2%
AABA	Sell	ALTABA INCequity	$25,110,000	-33.9%	368,619	-28.9%	1.36%	-34.2%
PERY	New	ELLIS PERRY INTL INCequity	$23,954,000	–	876,488	–	1.30%	–
SYNT	New	SYNTEL INCequity	$23,580,000	–	575,409	–	1.28%	–
MITL	Buy	MITEL NETWORKS CORPequity	$23,001,000	+91.8%	2,087,225	+90.9%	1.24%	+90.7%
EGN	Buy	ENERGEN CORPequity	$21,133,000	+6343.0%	245,251	+5350.0%	1.14%	+6255.6%
OII	New	OCEANEERING INTL INCequity	$19,941,000	–	576,000	–	1.08%	–
SEP	New	SPECTRA ENERGY PARTNERS LPequity	$19,173,000	–	536,918	–	1.04%	–
SVU	New	SUPERVALU INCequity	$18,278,000	–	567,291	–	0.99%	–
KMG	New	KMG CHEMICALS INCequity	$17,680,000	–	233,989	–	0.96%	–
STBZ	Buy	STATE BK FINL CORPequity	$17,100,000	+33.0%	566,612	+47.2%	0.93%	+32.3%
XOXO	New	XO GROUP INCequity	$16,368,000	–	474,697	–	0.89%	–
TRN	Buy	TRINITY INDS INCequity	$15,633,000	+160.7%	426,668	+143.8%	0.85%	+158.7%
WH	Buy	WYNDHAM HOTELS & RESORTS INCequity	$15,415,000	-2.5%	277,403	+3.2%	0.84%	-3.1%
ASPU	New	ASPEN GROUP INCequity	$14,563,000	–	348,394	–	0.79%	–
NAVG	New	NAVIGATORS GROUP INCequity	$13,958,000	–	202,000	–	0.76%	–
ASH	Buy	ASHLAND GLOBAL HLDGS INCequity	$12,758,000	+218.1%	152,130	+196.5%	0.69%	+217.0%
BMS	New	BEMIS INCequity	$12,022,000	–	247,368	–	0.65%	–
AFSI	Sell	AMTRUST FINL SVCS INCequity	$11,661,000	-3.5%	803,100	-3.2%	0.63%	-4.1%
ANDV	Sell	ANDEAVORequity	$11,441,000	-50.3%	74,532	-57.6%	0.62%	-50.7%
ATHN	New	ATHENAHEALTH INCequity	$11,393,000	–	85,280	–	0.62%	–
FCB	New	FCB FINL HLDGS INCequity	$11,160,000	–	235,443	–	0.60%	–
XRM	Buy	XERIUM TECHNOLOGIES INCequity	$11,030,000	+132.1%	819,460	+128.3%	0.60%	+130.5%
TVPT	Buy	TRAVELPORT WORLDWIDE LTDequity	$10,405,000	+158.4%	616,802	+184.0%	0.56%	+157.1%
	New	RTI INTL METALS INCcorporate bond	$10,267,000	–	10,000,000	–	0.56%	–
SONC	New	SONIC CORPequity	$10,139,000	–	233,938	–	0.55%	–
NSC	Buy	NORFOLK SOUTHERN CORPequity	$9,524,000	+83.8%	52,765	+53.7%	0.52%	+83.0%
NSU	New	NEVSUN RES LTDequity	$9,426,000	–	2,123,500	–	0.51%	–
HAIN	Buy	HAIN CELESTIAL GROUP INCequity	$8,646,000	+48.8%	318,820	+63.5%	0.47%	+47.6%
CPLG	Buy	COREPOINT LODGING INCequity	$8,405,000	-3.2%	432,153	+28.8%	0.46%	-3.8%
IDTI	New	INTEGRATED DEVICE TECHNOLOGYequity	$8,227,000	–	175,000	–	0.44%	–
HRI	New	HERC HLDGS INCequity	$8,064,000	–	157,500	–	0.44%	–
NTGR	New	NETGEAR INCequity	$7,641,000	–	121,569	–	0.41%	–
ORBK	Sell	ORBOTECH LTDequity	$7,581,000	-16.9%	127,533	-13.6%	0.41%	-17.5%
REIS	New	REIS INCequity	$7,516,000	–	326,800	–	0.41%	–
XRX	Sell	XEROX CORPequity	$7,343,000	-17.5%	272,162	-26.6%	0.40%	-17.9%
LHO	Buy	LASALLE HOTEL PPTYSreit	$7,333,000	+6.7%	211,996	+5.6%	0.40%	+6.1%
NXEO	New	NEXEO SOLUTIONS INCequity	$7,288,000	–	594,970	–	0.40%	–
P	New	PANDORA MEDIA INCequity	$6,935,000	–	729,200	–	0.38%	–
ZOES	New	ZOES KITCHEN INCequity	$6,578,000	–	517,139	–	0.36%	–
XLP	New	SELECT SECTOR SPDR TRequity	$6,533,000	–	121,140	–	0.35%	–
TRCO	Sell	TRIBUNE MEDIA COequity	$6,387,000	-86.4%	166,190	-86.4%	0.35%	-86.5%
EGL	New	ENGILITY HLDGS INC NEWequity	$5,752,000	–	159,811	–	0.31%	–
FBNK	Buy	FIRST CONN BANCORP INC MDequity	$4,841,000	+26.6%	163,811	+31.1%	0.26%	+26.0%
IVTY	New	INVUITY INCequity	$4,706,000	–	636,000	–	0.26%	–
CBS	Sell	CBS CORP NEWequity	$4,438,000	-12.3%	77,255	-14.2%	0.24%	-13.0%
PRTK	Buy	PARATEK PHARMACEUTICALS INCequity	$4,265,000	+46.0%	439,726	+53.5%	0.23%	+45.3%
XLY	New	SELECT SECTOR SPDR TRequity	$3,228,000	–	27,540	–	0.18%	–
AKRXQ	Buy	AKORN INCequity	$2,484,000	+0.8%	191,400	+28.9%	0.13%	0.0%
CVG	Sell	CONVERGYS CORPequity	$2,374,000	-75.3%	100,000	-73.6%	0.13%	-75.4%
NLSN	New	NIELSEN HLDGS PLCequity	$2,266,000	–	81,939	–	0.12%	–
HD	New	HOME DEPOT INCequity	$2,038,000	–	9,840	–	0.11%	–
GNBC	New	GREEN BANCORP INCequity	$2,019,000	–	91,347	–	0.11%	–
VIAB	Sell	VIACOM INC NEWequity	$1,939,000	-28.6%	57,422	-36.2%	0.10%	-29.1%
	New	INTEGRATED DEVICE TECHNOLOGYconvertible bond	$1,506,000	–	1,000,000	–	0.08%	–
	New	TWENTY FIRST CENTY FOX INCput	$1,473,000	–	2,067,500	–	0.08%	–
MZOR	New	MAZOR ROBOTICS LTDequity	$1,257,000	–	21,554	–	0.07%	–
XLI	New	SELECT SECTOR SPDR TRequity	$1,214,000	–	15,490	–	0.07%	–
TSCO	New	TRACTOR SUPPLY COequity	$1,129,000	–	12,420	–	0.06%	–
ARLO	New	ARLO TECHNOLOGIES INCequity	$1,109,000	–	76,426	–	0.06%	–
	Buy	ROVI CORPconvertible bond	$950,000	+100.0%	1,000,000	+100.0%	0.05%	+96.2%
BTEGF	Buy	BAYTEX ENERGY CORPequity	$851,000	+26.8%	292,500	+45.1%	0.05%	+24.3%
NIHD	Buy	NII HLDGS INCequity	$842,000	+299.1%	143,753	+165.2%	0.05%	+318.2%
	Sell	AKORN INCput	$727,000	+73.5%	191,400	-10.8%	0.04%	+69.6%
NBL	New	NOBLE ENERGY INCequity	$374,000	–	12,000	–	0.02%	–
CNXM	Sell	CNX MIDSTREAM PARTNERS LPequity	$375,000	-48.4%	19,500	-48.0%	0.02%	-50.0%
TROX	New	TRONOX LTDequity	$179,000	–	15,000	–	0.01%	–
	New	PAPA JOHNS INTL INCput	$178,000	–	100,000	–	0.01%	–
SPA	New	SPARTON CORPequity	$144,000	–	10,000	–	0.01%	–
UNVR	New	UNIVAR INCcall	$127,000	–	41,500	–	0.01%	–
GSAT	New	GLOBALSTAR INCequity	$102,000	–	200,000	–	0.01%	–
	New	ROCKWELL COLLINS INCput	$78,000	–	155,400	–	0.00%	–
	New	ATHENAHEALTH INCput	$70,000	–	40,500	–	0.00%	–
FG	New	FGL HLDGSequity	$79,000	–	40,000	–	0.00%	–
	New	ASPEN INSURANCE HOLDINGS LTDput	$56,000	–	225,000	–	0.00%	–
	New	ALTRA INDL MOTION CORPcall	$37,000	–	82,000	–	0.00%	–
	New	DISNEY WALT COput	$33,000	–	30,000	–	0.00%	–
	New	KEURIG DR PEPPER INCcall	$13,000	–	100,000	–	0.00%	–
	Exit	TIVO CORPcall	$0	–	-10,000	–	0.00%	–
	Exit	AT&T INCcall	$0	–	-362,400	–	0.00%	–
	Exit	AMTRUST FINL SVCS INCput	$0	–	-435,000	–	-0.00%	–
	Exit	SYNNEX CORPcall	$0	–	-28,400	–	-0.00%	–
	Exit	CONAGRA BRANDS INCput	$0	–	-69,500	–	-0.00%	–
	Exit	MARATHON PETE CORPcall	$0	–	-71,500	–	-0.00%	–
	Exit	ACORDA THERAPEUTICS INCput	$0	–	-50,000	–	-0.01%	–
	Exit	AT&T INCput	$0	–	-681,300	–	-0.01%	–
	Exit	XEROX CORPput	$0	–	-207,900	–	-0.02%	–
BB	Exit	BLACKBERRY LTDequity	$0	–	-35,000	–	-0.02%	–
QCOM	Exit	QUALCOMM INCequity	$0	–	-6,000	–	-0.02%	–
	Exit	DDR Corpcorporate bond	$0	–	-331,000	–	-0.02%	–
	Exit	JC Penney Co Inccorporate bond	$0	–	-362,000	–	-0.02%	–
ST	Exit	SENSATA TECHNOLOGIES HLDNG Pequity	$0	–	-8,028	–	-0.02%	–
APTV	Exit	APTIV PLCequity	$0	–	-4,600	–	-0.02%	–
VC	Exit	VISTEON CORPequity	$0	–	-3,495	–	-0.02%	–
ADNT	Exit	ADIENT PLCequity	$0	–	-10,238	–	-0.03%	–
	Exit	SINCLAIR BROADCAST GROUP INCcall	$0	–	-203,900	–	-0.03%	–
	Exit	AKORN INCcall	$0	–	-104,500	–	-0.03%	–
	Exit	SYNAPTICS INCput	$0	–	-153,100	–	-0.04%	–
LEA	Exit	LEAR CORPequity	$0	–	-3,540	–	-0.04%	–
MGA	Exit	MAGNA INTL INCequity	$0	–	-12,132	–	-0.04%	–
	Exit	NXP SEMICONDUCTORS N Vconvertible bond	$0	–	-2,000,000	–	-0.04%	–
	Exit	UNITED TECHNOLOGIES CORPcall	$0	–	-201,500	–	-0.05%	–
	Exit	Pinnacle Foods Inccorporate bond	$0	–	-1,000,000	–	-0.06%	–
	Exit	Pinnacle Entertainment Inccorporate bond	$0	–	-1,062,000	–	-0.06%	–
	Exit	Scientific Games Corpcorporate bond	$0	–	-1,905,000	–	-0.11%	–
	Exit	A Schulman Inccorporate bond	$0	–	-2,000,000	–	-0.12%	–
WYND	Exit	WYNDHAM DESTINATIONS INCequity	$0	–	-54,400	–	-0.13%	–
	Exit	SPDR S&P 500 ETF TRput	$0	–	-400,000	–	-0.15%	–
	Exit	NXP SEMICONDUCTORS N Vcall	$0	–	-222,700	–	-0.15%	–
ACOR	Exit	ACORDA THERAPEUTICS INCequity	$0	–	-100,000	–	-0.16%	–
	Exit	Envision Healthcare Corpcorporate bond	$0	–	-2,674,000	–	-0.16%	–
	Exit	Xerium Technologies Inccorporate bond	$0	–	-2,710,000	–	-0.16%	–
ABAX	Exit	ABAXIS INCequity	$0	–	-57,000	–	-0.26%	–
	Exit	NXP SEMICONDUCTORS N Vput	$0	–	-525,300	–	-0.27%	–
CDK	Exit	CDK GLOBAL INCequity	$0	–	-85,194	–	-0.30%	–
	Exit	DDR CORPequity	$0	–	-461,926	–	-0.38%	–
	Exit	McClatchy Co/Thecorporate bond	$0	–	-7,000,000	–	-0.40%	–
PG	Exit	PROCTER AND GAMBLE COequity	$0	–	-95,000	–	-0.40%	–
DOV	Exit	DOVER CORPequity	$0	–	-105,000	–	-0.42%	–
FNGN	Exit	FINANCIAL ENGINES INCequity	$0	–	-171,580	–	-0.42%	–
SHLM	Exit	SCHULMAN A INCequity	$0	–	-180,630	–	-0.44%	–
AVYA	Exit	AVAYA HLDGS CORPequity	$0	–	-437,000	–	-0.44%	–
DXC	Exit	DXC TECHNOLOGY COequity	$0	–	-106,500	–	-0.47%	–
JACK	Exit	JACK IN THE BOX INCequity	$0	–	-113,381	–	-0.53%	–
MTGE	Exit	MTGE INVT CORPequity	$0	–	-516,150	–	-0.55%	–
PRSP	Exit	PERSPECTA INCequity	$0	–	-570,511	–	-0.64%	–
	Exit	AMAG Pharmaceuticals Inccorporate bond	$0	–	-11,000,000	–	-0.65%	–
SYNA	Exit	SYNAPTICS INCequity	$0	–	-238,580	–	-0.66%	–
	Exit	Rent-A-Center Inc/TXcorporate bond	$0	–	-11,951,000	–	-0.66%	–
	Exit	USG Corpcorporate bond	$0	–	-12,000,000	–	-0.67%	–
SRC	Exit	SPIRIT RLTY CAP INC NEWequity	$0	–	-1,563,067	–	-0.68%	–
	Exit	Conduent Inccorporate bond	$0	–	-17,437,000	–	-1.14%	–
CAVM	Exit	CAVIUM INCequity	$0	–	-250,138	–	-1.18%	–
	Exit	RSP Permian Inccorporate bond	$0	–	-21,860,000	–	-1.28%	–
RSPP	Exit	RSP PERMIAN INCequity	$0	–	-543,900	–	-1.30%	–
EVHC	Exit	ENVISION HEALTHCARE CORPequity	$0	–	-593,023	–	-1.42%	–
T	Exit	AT&T INCequity	$0	–	-818,551	–	-1.43%	–
ILG	Exit	ILG INCequity	$0	–	-843,971	–	-1.52%	–
FMI	Exit	FOUNDATION MEDICINE INCequity	$0	–	-207,000	–	-1.54%	–
COTV	Exit	COTIVITI HLDGS INCequity	$0	–	-708,365	–	-1.70%	–
KND	Exit	KINDRED HEALTHCARE INCequity	$0	–	-3,598,063	–	-1.76%	–
EDR	Exit	EDUCATION RLTY TR INCequity	$0	–	-1,081,106	–	-2.44%	–
DCT	Exit	DCT INDUSTRIAL TRUST INCequity	$0	–	-716,379	–	-2.60%	–
PAY	Exit	VERIFONE SYS INCequity	$0	–	-3,087,117	–	-3.84%	–
XL	Exit	XL GROUP LTDequity	$0	–	-1,415,186	–	-4.31%	–
VR	Exit	VALIDUS HOLDINGS LTDequity	$0	–	-1,402,293	–	-5.16%	–
NXPI	Exit	NXP SEMICONDUCTORS N Vequity	$0	–	-1,361,888	–	-8.11%	–

Q2 2018

			Value		Shares		↓ Weighting
NXPI	New	NXP SEMICONDUCTORS N Vequity	$148,814,000	–	1,361,888	–	8.11%	–
COL	New	ROCKWELL COLLINS INCequity	$117,523,000	–	872,607	–	6.40%	–
VR	New	VALIDUS HOLDINGS LTDequity	$94,795,000	–	1,402,293	–	5.16%	–
KS	New	KAPSTONE PAPER & PACKAGING Cequity	$84,011,000	–	2,435,099	–	4.58%	–
XL	New	XL GROUP LTDequity	$79,180,000	–	1,415,186	–	4.31%	–
PAY	New	VERIFONE SYS INCequity	$70,448,000	–	3,087,117	–	3.84%	–
GPT	New	GRAMERCY PPTY TRreit	$62,416,000	–	2,284,618	–	3.40%	–
VVC	New	VECTREN CORPequity	$51,108,000	–	715,300	–	2.78%	–
DCT	New	DCT INDUSTRIAL TRUST INCequity	$47,804,000	–	716,379	–	2.60%	–
TRCO	New	TRIBUNE MEDIA COequity	$46,916,000	–	1,225,926	–	2.56%	–
PF	New	PINNACLE FOODS INC DELequity	$46,465,000	–	714,189	–	2.53%	–
EDR	New	EDUCATION RLTY TR INCequity	$44,866,000	–	1,081,106	–	2.44%	–
USG	New	U S G CORPequity	$40,059,000	–	929,009	–	2.18%	–
AABA	New	ALTABA INCequity	$37,968,000	–	518,619	–	2.07%	–
NXTM	New	NXSTAGE MEDICAL INCequity	$37,230,000	–	1,334,420	–	2.03%	–
PNK	New	PINNACLE ENTMT INC NEWequity	$32,879,000	–	974,761	–	1.79%	–
KND	New	KINDRED HEALTHCARE INCequity	$32,383,000	–	3,598,063	–	1.76%	–
FOXA	New	TWENTY FIRST CENTY FOX INCequity	$32,146,000	–	646,940	–	1.75%	–
COBZ	New	COBIZ FINANCIAL INCequity	$31,461,000	–	1,464,647	–	1.71%	–
COTV	New	COTIVITI HLDGS INCequity	$31,260,000	–	708,365	–	1.70%	–
MBFI	New	MB FINANCIAL INC NEWequity	$28,616,000	–	612,760	–	1.56%	–
FMI	New	FOUNDATION MEDICINE INCequity	$28,297,000	–	207,000	–	1.54%	–
ILG	New	ILG INCequity	$27,876,000	–	843,971	–	1.52%	–
T	New	AT&T INCequity	$26,284,000	–	818,551	–	1.43%	–
EVHC	New	ENVISION HEALTHCARE CORPequity	$26,099,000	–	593,023	–	1.42%	–
AET	New	AETNA INC NEWequity	$25,010,000	–	136,293	–	1.36%	–
RSPP	New	RSP PERMIAN INCequity	$23,942,000	–	543,900	–	1.30%	–
	New	RSP Permian Inccorporate bond	$23,501,000	–	21,860,000	–	1.28%	–
ANDV	New	ANDEAVORequity	$23,043,000	–	175,658	–	1.26%	–
CAVM	New	CAVIUM INCequity	$21,637,000	–	250,138	–	1.18%	–
	New	Conduent Inccorporate bond	$20,939,000	–	17,437,000	–	1.14%	–
WH	New	WYNDHAM HOTELS & RESORTS INCequity	$15,816,000	–	268,850	–	0.86%	–
STBZ	New	STATE BK FINL CORPequity	$12,859,000	–	384,994	–	0.70%	–
SRC	New	SPIRIT RLTY CAP INC NEWequity	$12,551,000	–	1,563,067	–	0.68%	–
	New	USG Corpcorporate bond	$12,316,000	–	12,000,000	–	0.67%	–
AFSI	New	AMTRUST FINL SVCS INCequity	$12,083,000	–	829,300	–	0.66%	–
	New	Rent-A-Center Inc/TXcorporate bond	$12,063,000	–	11,951,000	–	0.66%	–
SYNA	New	SYNAPTICS INCequity	$12,017,000	–	238,580	–	0.66%	–
MITL	New	MITEL NETWORKS CORPequity	$11,992,000	–	1,093,125	–	0.65%	–
	New	AMAG Pharmaceuticals Inccorporate bond	$11,951,000	–	11,000,000	–	0.65%	–
PRSP	New	PERSPECTA INCequity	$11,724,000	–	570,511	–	0.64%	–
WEB	New	WEB COM GROUP INCequity	$11,291,000	–	436,789	–	0.62%	–
MTGE	New	MTGE INVT CORPequity	$10,117,000	–	516,150	–	0.55%	–
MAC	New	MACERICH COreit	$9,837,000	–	173,100	–	0.54%	–
JACK	New	JACK IN THE BOX INCequity	$9,651,000	–	113,381	–	0.53%	–
CVG	New	CONVERGYS CORPequity	$9,615,000	–	379,000	–	0.52%	–
ORBK	New	ORBOTECH LTDequity	$9,125,000	–	147,660	–	0.50%	–
XRX	New	XEROX CORPequity	$8,896,000	–	370,662	–	0.48%	–
CPLG	New	COREPOINT LODGING INCequity	$8,687,000	–	335,404	–	0.47%	–
DXC	New	DXC TECHNOLOGY COequity	$8,585,000	–	106,500	–	0.47%	–
RCII	New	RENT A CTR INC NEWequity	$8,357,000	–	567,741	–	0.46%	–
AVYA	New	AVAYA HLDGS CORPequity	$8,171,000	–	437,000	–	0.44%	–
SHLM	New	SCHULMAN A INCequity	$8,038,000	–	180,630	–	0.44%	–
FNGN	New	FINANCIAL ENGINES INCequity	$7,704,000	–	171,580	–	0.42%	–
DOV	New	DOVER CORPequity	$7,686,000	–	105,000	–	0.42%	–
PG	New	PROCTER AND GAMBLE COequity	$7,416,000	–	95,000	–	0.40%	–
	New	McClatchy Co/Thecorporate bond	$7,340,000	–	7,000,000	–	0.40%	–
	New	DDR CORPequity	$6,975,000	–	461,926	–	0.38%	–
LHO	New	LASALLE HOTEL PPTYSreit	$6,873,000	–	200,796	–	0.37%	–
TRN	New	TRINITY INDS INCequity	$5,996,000	–	175,000	–	0.33%	–
HAIN	New	HAIN CELESTIAL GROUP INCequity	$5,812,000	–	195,050	–	0.32%	–
CDK	New	CDK GLOBAL INCequity	$5,542,000	–	85,194	–	0.30%	–
HUM	New	HUMANA INCequity	$5,506,000	–	18,500	–	0.30%	–
NSC	New	NORFOLK SOUTHERN CORPequity	$5,181,000	–	34,339	–	0.28%	–
CBS	New	CBS CORP NEWequity	$5,060,000	–	90,000	–	0.28%	–
	New	NXP SEMICONDUCTORS N Vput	$4,887,000	–	525,300	–	0.27%	–
XRM	New	XERIUM TECHNOLOGIES INCequity	$4,752,000	–	358,900	–	0.26%	–
ABAX	New	ABAXIS INCequity	$4,732,000	–	57,000	–	0.26%	–
TVPT	New	TRAVELPORT WORLDWIDE LTDequity	$4,026,000	–	217,179	–	0.22%	–
ASH	New	ASHLAND GLOBAL HLDGS INCequity	$4,011,000	–	51,300	–	0.22%	–
FCEA	New	FOREST CITY RLTY TR INCequity	$3,822,000	–	167,559	–	0.21%	–
FBNK	New	FIRST CONN BANCORP INC MDequity	$3,824,000	–	124,959	–	0.21%	–
	New	Xerium Technologies Inccorporate bond	$2,955,000	–	2,710,000	–	0.16%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$2,922,000	–	286,500	–	0.16%	–
	New	Envision Healthcare Corpcorporate bond	$2,861,000	–	2,674,000	–	0.16%	–
ACOR	New	ACORDA THERAPEUTICS INCequity	$2,870,000	–	100,000	–	0.16%	–
	New	NXP SEMICONDUCTORS N Vcall	$2,742,000	–	222,700	–	0.15%	–
VIAB	New	VIACOM INC NEWequity	$2,714,000	–	90,000	–	0.15%	–
	New	SPDR S&P 500 ETF TRput	$2,712,000	–	400,000	–	0.15%	–
AKRXQ	New	AKORN INCequity	$2,464,000	–	148,500	–	0.13%	–
WYND	New	WYNDHAM DESTINATIONS INCequity	$2,408,000	–	54,400	–	0.13%	–
AXTA	New	AXALTA COATING SYS LTDequity	$2,273,000	–	75,000	–	0.12%	–
	New	A Schulman Inccorporate bond	$2,117,000	–	2,000,000	–	0.12%	–
	New	Scientific Games Corpcorporate bond	$2,044,000	–	1,905,000	–	0.11%	–
	New	SYNAPTICS INCconvertible bond	$1,482,000	–	1,500,000	–	0.08%	–
SMTA	New	SPIRIT MTA REITequity	$1,456,000	–	141,398	–	0.08%	–
	New	Pinnacle Entertainment Inccorporate bond	$1,112,000	–	1,062,000	–	0.06%	–
	New	Pinnacle Foods Inccorporate bond	$1,081,000	–	1,000,000	–	0.06%	–
	New	UNITED TECHNOLOGIES CORPcall	$922,000	–	201,500	–	0.05%	–
	New	NXP SEMICONDUCTORS N Vconvertible bond	$763,000	–	2,000,000	–	0.04%	–
CNXM	New	CNX MIDSTREAM PARTNERS LPequity	$727,000	–	37,500	–	0.04%	–
MGA	New	MAGNA INTL INCequity	$705,000	–	12,132	–	0.04%	–
BTEGF	New	BAYTEX ENERGY CORPequity	$671,000	–	201,552	–	0.04%	–
LEA	New	LEAR CORPequity	$658,000	–	3,540	–	0.04%	–
	New	SYNAPTICS INCput	$654,000	–	153,100	–	0.04%	–
	New	AKORN INCcall	$611,000	–	104,500	–	0.03%	–
	New	SINCLAIR BROADCAST GROUP INCcall	$580,000	–	203,900	–	0.03%	–
ADNT	New	ADIENT PLCequity	$504,000	–	10,238	–	0.03%	–
	New	ROVI CORPcorporate bond	$475,000	–	500,000	–	0.03%	–
VC	New	VISTEON CORPequity	$452,000	–	3,495	–	0.02%	–
	New	AKORN INCput	$419,000	–	214,500	–	0.02%	–
APTV	New	APTIV PLCequity	$421,000	–	4,600	–	0.02%	–
ST	New	SENSATA TECHNOLOGIES HLDNG Pequity	$382,000	–	8,028	–	0.02%	–
	New	JC Penney Co Inccorporate bond	$375,000	–	362,000	–	0.02%	–
	New	DDR Corpcorporate bond	$346,000	–	331,000	–	0.02%	–
QCOM	New	QUALCOMM INCequity	$337,000	–	6,000	–	0.02%	–
EGN	New	ENERGEN CORPequity	$328,000	–	4,500	–	0.02%	–
BB	New	BLACKBERRY LTDequity	$338,000	–	35,000	–	0.02%	–
	New	XEROX CORPput	$299,000	–	207,900	–	0.02%	–
NIHD	New	NII HLDGS INCequity	$211,000	–	54,200	–	0.01%	–
	New	AT&T INCput	$190,000	–	681,300	–	0.01%	–
	New	ACORDA THERAPEUTICS INCput	$149,000	–	50,000	–	0.01%	–
	New	MARATHON PETE CORPcall	$72,000	–	71,500	–	0.00%	–
	New	CONAGRA BRANDS INCput	$50,000	–	69,500	–	0.00%	–
	New	SYNNEX CORPcall	$41,000	–	28,400	–	0.00%	–
	New	AMTRUST FINL SVCS INCput	$11,000	–	435,000	–	0.00%	–
	New	TIVO CORPcall	$2,000	–	10,000	–	0.00%	–
	New	AT&T INCcall	$7,000	–	362,400	–	0.00%	–

Q4 2017

			Value		Shares		↓ Weighting
	Exit	BLACKBERRY LTDput	$0	–	-10,000	–	-0.00%	–
GSAT	Exit	GLOBALSTAR INCequity	$0	–	-87,500	–	-0.01%	–
RMBS	Exit	RAMBUS INC DELequity	$0	–	-10,507	–	-0.01%	–
BB	Exit	BLACKBERRY LTDequity	$0	–	-15,400	–	-0.01%	–
CNX	Exit	CONSOL ENERGY INCequity	$0	–	-12,500	–	-0.01%	–
ORCL	Exit	ORACLE CORPequity	$0	–	-4,923	–	-0.01%	–
INTC	Exit	INTEL CORPequity	$0	–	-5,955	–	-0.01%	–
GPRO	Exit	GOPRO INCequity	$0	–	-20,500	–	-0.01%	–
AGO	Exit	ASSURED GUARANTY LTDequity	$0	–	-7,800	–	-0.01%	–
PZZA	Exit	PAPA JOHNS INTL INCequity	$0	–	-4,000	–	-0.01%	–
MCD	Exit	MCDONALDS CORPequity	$0	–	-2,000	–	-0.02%	–
HRI	Exit	HERC HLDGS INCequity	$0	–	-6,583	–	-0.02%	–
WEN	Exit	WENDYS COequity	$0	–	-20,601	–	-0.02%	–
QSR	Exit	RESTAURANT BRANDS INTL INCequity	$0	–	-5,001	–	-0.02%	–
DNKN	Exit	DUNKIN BRANDS GROUP INCequity	$0	–	-5,801	–	-0.02%	–
NBL	Exit	NOBLE ENERGY INCequity	$0	–	-15,000	–	-0.02%	–
CNNX	Exit	CONE MIDSTREAM PARTNERS LPequity	$0	–	-30,800	–	-0.02%	–
BYD	Exit	BOYD GAMING CORPequity	$0	–	-20,880	–	-0.03%	–
PNK	Exit	PINNACLE ENTMT INC NEWequity	$0	–	-26,970	–	-0.03%	–
PENN	Exit	PENN NATL GAMING INCequity	$0	–	-27,260	–	-0.03%	–
	Exit	GENERAL CABLE CORP DEL NEWconvertible bond	$0	–	-1,000,000	–	-0.04%	–
CSTM	Exit	CONSTELLIUM NVequity	$0	–	-104,812	–	-0.05%	–
	Exit	SHUTTERFLY INCconvertible bond	$0	–	-1,300,000	–	-0.06%	–
	Exit	HORIZON PHARMA INVT LTDconvertible bond	$0	–	-1,500,000	–	-0.06%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE INequity	$0	–	-20,625	–	-0.07%	–
CME	Exit	CME GROUP INCequity	$0	–	-10,694	–	-0.07%	–
	Exit	BROCADE COMMUNICATIONS SYS Ibond	$0	–	-1,500,000	–	-0.07%	–
S	Exit	SPRINT CORPequity	$0	–	-200,000	–	-0.07%	–
MGM	Exit	MGM RESORTS INTERNATIONALequity	$0	–	-50,170	–	-0.08%	–
WYND	Exit	WYNDHAM WORLDWIDE CORPequity	$0	–	-17,119	–	-0.08%	–
	Exit	PANDORA MEDIA INCconvertible bond	$0	–	-2,000,000	–	-0.09%	–
XLK	Exit	SELECT SECTOR SPDR TRequity	$0	–	-34,100	–	-0.10%	–
	Exit	TWITTER INCconvertible bond	$0	–	-2,500,000	–	-0.11%	–
	Exit	CORNERSTONE ONDEMAND INCput	$0	–	-62,100	–	-0.11%	–
	Exit	NXP SEMICONDUCTORS N Vconvertible bond	$0	–	-2,000,000	–	-0.11%	–
CSOD	Exit	CORNERSTONE ONDEMAND INCequity	$0	–	-60,000	–	-0.12%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INCequity	$0	–	-96,500	–	-0.12%	–
BKMU	Exit	BANK MUTUAL CORP NEWequity	$0	–	-245,921	–	-0.12%	–
TGNA	Exit	TEGNA INCequity	$0	–	-191,900	–	-0.12%	–
SFR	Exit	STARWOOD WAYPOINT HOMESequity	$0	–	-70,720	–	-0.12%	–
NSC	Exit	NORFOLK SOUTHERN CORPequity	$0	–	-21,959	–	-0.14%	–
EXA	Exit	EXA CORPequity	$0	–	-126,111	–	-0.14%	–
KNX	Exit	KNIGHT SWIFT TRANSN HLDGS INequity	$0	–	-73,413	–	-0.14%	–
DYN	Exit	DYNEGY INC NEW DELequity	$0	–	-344,719	–	-0.16%	–
BGC	Exit	GENERAL CABLE CORP DEL NEWequity	$0	–	-200,000	–	-0.18%	–
IPXL	Exit	IMPAX LABORATORIES INCequity	$0	–	-190,000	–	-0.18%	–
LMOS	Exit	LUMOS NETWORKS CORPequity	$0	–	-217,919	–	-0.18%	–
OKSB	Exit	SOUTHWEST BANCORP INC OKLAequity	$0	–	-148,931	–	-0.19%	–
	Exit	DISCOVERY COMMUNICATNS NEWcall	$0	–	-178,600	–	-0.20%	–
	Exit	GENERAL CABLE CORP DEL NEWput	$0	–	-275,000	–	-0.21%	–
FCEA	Exit	FOREST CITY RLTY TR INCequity	$0	–	-185,000	–	-0.22%	–
ILG	Exit	ILG INCequity	$0	–	-180,000	–	-0.23%	–
JACK	Exit	JACK IN THE BOX INCequity	$0	–	-47,500	–	-0.23%	–
JBGS	Exit	JBG SMITH PPTYSequity	$0	–	-142,498	–	-0.23%	–
MSFG	Exit	MAINSOURCE FINANCIAL GP INCequity	$0	–	-137,092	–	-0.23%	–
ESV	Exit	ENSCO PLCequity	$0	–	-824,305	–	-0.23%	–
ASH	Exit	ASHLAND GLOBAL HLDGS INCequity	$0	–	-78,294	–	-0.24%	–
RCII	Exit	RENT A CTR INC NEWequity	$0	–	-450,000	–	-0.24%	–
CNDT	Exit	CONDUENT INCequity	$0	–	-347,351	–	-0.26%	–
QDEL	Exit	QUIDEL CORPequity	$0	–	-125,000	–	-0.26%	–
HUN	Exit	HUNTSMAN CORPequity	$0	–	-204,340	–	-0.26%	–
TMUS	Exit	T MOBILE US INCequity	$0	–	-100,177	–	-0.29%	–
MET	Exit	METLIFE INCequity	$0	–	-131,000	–	-0.32%	–
AET	Exit	AETNA INC NEWequity	$0	–	-46,450	–	-0.35%	–
TESO	Exit	TESCO CORPequity	$0	–	-1,497,814	–	-0.39%	–
FPO	Exit	FIRST POTOMAC RLTY TRequity	$0	–	-850,000	–	-0.45%	–
LDR	Exit	LANDAUER INCequity	$0	–	-141,155	–	-0.45%	–
ALR	Exit	ALERE INCequity	$0	–	-200,000	–	-0.48%	–
EGHT	Exit	8X8 INC NEWequity	$0	–	-775,000	–	-0.50%	–
NEFF	Exit	NEFF CORPequity	$0	–	-432,787	–	-0.51%	–
BOBE	Exit	BOB EVANS FARMS INCequity	$0	–	-146,543	–	-0.54%	–
WSTC	Exit	WEST CORPequity	$0	–	-612,522	–	-0.68%	–
RATE	Exit	BANKRATE INC DELequity	$0	–	-1,124,586	–	-0.74%	–
HSNI	Exit	HSN INCequity	$0	–	-411,865	–	-0.76%	–
FGL	Exit	FIDELITY & GTY LIFEequity	$0	–	-528,692	–	-0.78%	–
	Exit	NEURODERM LTDequity	$0	–	-458,400	–	-0.84%	–
SSNI	Exit	SILVER SPRING NETWORKS INCequity	$0	–	-1,178,000	–	-0.90%	–
LVLT	Exit	LEVEL 3 COMMUNICATIONS INCequity	$0	–	-398,878	–	-1.01%	–
WNRL	Exit	WESTERN REFNG LOGISTICS LPequity	$0	–	-851,952	–	-1.04%	–
IXYS	Exit	IXYS CORPequity	$0	–	-972,678	–	-1.09%	–
NXTM	Exit	NXSTAGE MEDICAL INCequity	$0	–	-853,218	–	-1.11%	–
PSTB	Exit	PARK STERLING CORPequity	$0	–	-1,941,598	–	-1.14%	–
AKRXQ	Exit	AKORN INCequity	$0	–	-761,778	–	-1.20%	–
CCC	Exit	CALGON CARBON CORPequity	$0	–	-1,250,000	–	-1.27%	–
GNCMA	Exit	GENERAL COMMUNICATION INCequity	$0	–	-659,626	–	-1.27%	–
	Exit	AT&T INCput	$0	–	-617,400	–	-1.51%	–
AABA	Exit	ALTABA INCequity	$0	–	-491,419	–	-1.54%	–
	Exit	UNITED TECHNOLOGIES CORPcall	$0	–	-433,500	–	-1.64%	–
OA	Exit	ORBITAL ATK INCequity	$0	–	-259,894	–	-1.64%	–
WR	Exit	WESTAR ENERGY INCequity	$0	–	-708,068	–	-1.66%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS Iequity	$0	–	-3,507,139	–	-1.98%	–
TRCO	Exit	TRIBUNE MEDIA COequity	$0	–	-1,035,106	–	-2.00%	–
SNC	Exit	STATE NATL COS INCequity	$0	–	-2,021,864	–	-2.01%	–
PMC	Exit	PHARMERICA CORPequity	$0	–	-1,460,861	–	-2.03%	–
STRP	Exit	STRAIGHT PATH COMMUNICATNS Iequity	$0	–	-260,846	–	-2.23%	–
KITE	Exit	KITE PHARMA INCequity	$0	–	-281,817	–	-2.40%	–
CPN	Exit	CALPINE CORPequity	$0	–	-3,457,150	–	-2.41%	–
MON	Exit	MONSANTO CO NEWequity	$0	–	-431,513	–	-2.45%	–
COL	Exit	ROCKWELL COLLINS INCequity	$0	–	-405,900	–	-2.51%	–
SNI	Exit	SCRIPPS NETWORKS INTERACT INequity	$0	–	-633,798	–	-2.58%	–
PKY	Exit	PARKWAY INCequity	$0	–	-2,790,261	–	-3.04%	–
ABCO	Exit	ADVISORY BRD COequity	$0	–	-1,199,977	–	-3.04%	–
AF	Exit	ASTORIA FINL CORPequity	$0	–	-3,608,146	–	-3.67%	–
FIG	Exit	FORTRESS INVESTMENT GROUP LLequity	$0	–	-10,502,410	–	-3.96%	–
VWR	Exit	VWR CORPequity	$0	–	-2,559,219	–	-4.01%	–
PRXL	Exit	PAREXEL INTL CORPequity	$0	–	-1,501,517	–	-6.26%	–
TWX	Exit	TIME WARNER INCequity	$0	–	-1,346,872	–	-6.53%	–
BCR	Exit	BARD C R INCequity	$0	–	-452,933	–	-6.87%	–
NXPI	Exit	NXP SEMICONDUCTORS N Vequity	$0	–	-1,396,508	–	-7.47%	–

Q3 2017

			Value		Shares		↓ Weighting
NXPI	Sell	NXP SEMICONDUCTORS N Vequity	$157,931,000	-4.3%	1,396,508	-7.4%	7.47%	-3.7%
BCR	Buy	BARD C R INCequity	$145,165,000	+62.6%	452,933	+60.4%	6.87%	+63.6%
TWX	Buy	TIME WARNER INCequity	$137,987,000	+36.9%	1,346,872	+34.2%	6.53%	+37.8%
PRXL	Buy	PAREXEL INTL CORPequity	$132,284,000	+43.5%	1,501,517	+41.5%	6.26%	+44.3%
VWR	Buy	VWR CORPequity	$84,736,000	+125.6%	2,559,219	+124.9%	4.01%	+126.9%
FIG	Buy	FORTRESS INVESTMENT GROUP LLequity	$83,704,000	+19.0%	10,502,410	+19.3%	3.96%	+19.7%
AF	Buy	ASTORIA FINL CORPequity	$77,575,000	+62.7%	3,608,146	+52.5%	3.67%	+63.7%
ABCO	New	ADVISORY BRD COequity	$64,349,000	–	1,199,977	–	3.04%	–
PKY	Buy	PARKWAY INCequity	$64,260,000	+239.9%	2,790,261	+237.8%	3.04%	+242.1%
SNI	New	SCRIPPS NETWORKS INTERACT INequity	$54,437,000	–	633,798	–	2.58%	–
COL	New	ROCKWELL COLLINS INCequity	$53,055,000	–	405,900	–	2.51%	–
MON	Buy	MONSANTO CO NEWequity	$51,704,000	+18.2%	431,513	+16.7%	2.45%	+18.9%
CPN	New	CALPINE CORPequity	$50,993,000	–	3,457,150	–	2.41%	–
KITE	New	KITE PHARMA INCequity	$50,674,000	–	281,817	–	2.40%	–
STRP	Buy	STRAIGHT PATH COMMUNICATNS Iequity	$47,127,000	+104.6%	260,846	+103.4%	2.23%	+105.7%
PMC	New	PHARMERICA CORPequity	$42,803,000	–	1,460,861	–	2.03%	–
SNC	New	STATE NATL COS INCequity	$42,439,000	–	2,021,864	–	2.01%	–
TRCO	Buy	TRIBUNE MEDIA COequity	$42,294,000	+254.1%	1,035,106	+253.3%	2.00%	+256.0%
BRCD	Buy	BROCADE COMMUNICATIONS SYS Iequity	$41,910,000	+150.3%	3,507,139	+164.1%	1.98%	+151.6%
WR	Sell	WESTAR ENERGY INCequity	$35,120,000	-25.2%	708,068	-20.0%	1.66%	-24.7%
OA	New	ORBITAL ATK INCequity	$34,607,000	–	259,894	–	1.64%	–
	New	UNITED TECHNOLOGIES CORPcall	$34,583,000	–	433,500	–	1.64%	–
AABA	Sell	ALTABA INCequity	$32,552,000	-14.6%	491,419	-29.8%	1.54%	-14.2%
	New	AT&T INCput	$31,978,000	–	617,400	–	1.51%	–
GNCMA	Buy	GENERAL COMMUNICATION INCequity	$26,906,000	+72.3%	659,626	+54.8%	1.27%	+73.2%
CCC	New	CALGON CARBON CORPequity	$26,750,000	–	1,250,000	–	1.27%	–
AKRXQ	Sell	AKORN INCequity	$25,283,000	-32.8%	761,778	-32.1%	1.20%	-32.4%
PSTB	Buy	PARK STERLING CORPequity	$24,115,000	+121.8%	1,941,598	+112.2%	1.14%	+123.3%
NXTM	New	NXSTAGE MEDICAL INCequity	$23,549,000	–	853,218	–	1.11%	–
IXYS	New	IXYS CORPequity	$23,052,000	–	972,678	–	1.09%	–
WNRL	New	WESTERN REFNG LOGISTICS LPequity	$21,980,000	–	851,952	–	1.04%	–
LVLT	Sell	LEVEL 3 COMMUNICATIONS INCequity	$21,256,000	-56.5%	398,878	-51.6%	1.01%	-56.3%
SSNI	New	SILVER SPRING NETWORKS INCequity	$19,048,000	–	1,178,000	–	0.90%	–
	New	NEURODERM LTDequity	$17,832,000	–	458,400	–	0.84%	–
FGL	Sell	FIDELITY & GTY LIFEequity	$16,416,000	-4.0%	528,692	-4.0%	0.78%	-3.4%
HSNI	New	HSN INCequity	$16,083,000	–	411,865	–	0.76%	–
RATE	New	BANKRATE INC DELequity	$15,688,000	–	1,124,586	–	0.74%	–
WSTC	Buy	WEST CORPequity	$14,376,000	+66.9%	612,522	+65.9%	0.68%	+67.9%
BOBE	New	BOB EVANS FARMS INCequity	$11,359,000	–	146,543	–	0.54%	–
NEFF	New	NEFF CORPequity	$10,820,000	–	432,787	–	0.51%	–
EGHT	New	8X8 INC NEWequity	$10,463,000	–	775,000	–	0.50%	–
ALR	New	ALERE INCequity	$10,198,000	–	200,000	–	0.48%	–
LDR	New	LANDAUER INCequity	$9,500,000	–	141,155	–	0.45%	–
TESO	New	TESCO CORPequity	$8,163,000	–	1,497,814	–	0.39%	–
AET	Buy	AETNA INC NEWequity	$7,386,000	+25.5%	46,450	+19.9%	0.35%	+26.4%
MET	Buy	METLIFE INCequity	$6,805,000	+30.4%	131,000	+37.9%	0.32%	+31.4%
TMUS	New	T MOBILE US INCequity	$6,177,000	–	100,177	–	0.29%	–
HUN	Buy	HUNTSMAN CORPequity	$5,603,000	+35.7%	204,340	+27.8%	0.26%	+36.6%
QDEL	New	QUIDEL CORPequity	$5,483,000	–	125,000	–	0.26%	–
CNDT	Sell	CONDUENT INCequity	$5,443,000	-37.9%	347,351	-36.8%	0.26%	-37.4%
RCII	New	RENT A CTR INC NEWequity	$5,166,000	–	450,000	–	0.24%	–
ASH	Sell	ASHLAND GLOBAL HLDGS INCequity	$5,120,000	-60.1%	78,294	-59.8%	0.24%	-59.9%
MSFG	New	MAINSOURCE FINANCIAL GP INCequity	$4,916,000	–	137,092	–	0.23%	–
ESV	Sell	ENSCO PLCequity	$4,921,000	-21.4%	824,305	-32.0%	0.23%	-20.7%
JBGS	New	JBG SMITH PPTYSequity	$4,875,000	–	142,498	–	0.23%	–
JACK	Sell	JACK IN THE BOX INCequity	$4,841,000	-1.7%	47,500	-5.0%	0.23%	-1.3%
ILG	New	ILG INCequity	$4,811,000	–	180,000	–	0.23%	–
FCEA	New	FOREST CITY RLTY TR INCequity	$4,719,000	–	185,000	–	0.22%	–
	New	GENERAL CABLE CORP DEL NEWput	$4,400,000	–	275,000	–	0.21%	–
	New	DISCOVERY COMMUNICATNS NEWcall	$4,215,000	–	178,600	–	0.20%	–
LMOS	New	LUMOS NETWORKS CORPequity	$3,905,000	–	217,919	–	0.18%	–
IPXL	New	IMPAX LABORATORIES INCequity	$3,857,000	–	190,000	–	0.18%	–
BGC	New	GENERAL CABLE CORP DEL NEWequity	$3,770,000	–	200,000	–	0.18%	–
DYN	Buy	DYNEGY INC NEW DELequity	$3,375,000	+1530.4%	344,719	+1278.9%	0.16%	+1500.0%
EXA	New	EXA CORPequity	$3,049,000	–	126,111	–	0.14%	–
KNX	New	KNIGHT SWIFT TRANSN HLDGS INequity	$3,050,000	–	73,413	–	0.14%	–
NSC	Sell	NORFOLK SOUTHERN CORPequity	$2,904,000	-53.8%	21,959	-57.4%	0.14%	-53.6%
SFR	New	STARWOOD WAYPOINT HOMESequity	$2,572,000	–	70,720	–	0.12%	–
TGNA	Sell	TEGNA INCequity	$2,558,000	-73.3%	191,900	-71.2%	0.12%	-73.2%
BKMU	New	BANK MUTUAL CORP NEWequity	$2,496,000	–	245,921	–	0.12%	–
CSOD	New	CORNERSTONE ONDEMAND INCequity	$2,437,000	–	60,000	–	0.12%	–
PRTK	New	PARATEK PHARMACEUTICALS INCequity	$2,422,000	–	96,500	–	0.12%	–
	New	CORNERSTONE ONDEMAND INCput	$2,329,000	–	62,100	–	0.11%	–
XLK	Sell	SELECT SECTOR SPDR TRequity	$2,015,000	-18.8%	34,100	-24.8%	0.10%	-18.8%
WYND	Sell	WYNDHAM WORLDWIDE CORPequity	$1,805,000	-5.5%	17,119	-10.0%	0.08%	-5.6%
MGM	New	MGM RESORTS INTERNATIONALequity	$1,635,000	–	50,170	–	0.08%	–
S	New	SPRINT CORPequity	$1,556,000	–	200,000	–	0.07%	–
	New	BROCADE COMMUNICATIONS SYS Ibond	$1,501,000	–	1,500,000	–	0.07%	–
CME	New	CME GROUP INCequity	$1,451,000	–	10,694	–	0.07%	–
ICE	New	INTERCONTINENTAL EXCHANGE INequity	$1,417,000	–	20,625	–	0.07%	–
	New	HORIZON PHARMA INVT LTDconvertible bond	$1,355,000	–	1,500,000	–	0.06%	–
CSTM	New	CONSTELLIUM NVequity	$1,074,000	–	104,812	–	0.05%	–
	New	GENERAL CABLE CORP DEL NEWconvertible bond	$888,000	–	1,000,000	–	0.04%	–
PENN	New	PENN NATL GAMING INCequity	$638,000	–	27,260	–	0.03%	–
PNK	New	PINNACLE ENTMT INC NEWequity	$575,000	–	26,970	–	0.03%	–
BYD	New	BOYD GAMING CORPequity	$544,000	–	20,880	–	0.03%	–
CNNX	Buy	CONE MIDSTREAM PARTNERS LPequity	$488,000	+156.8%	30,800	+208.0%	0.02%	+155.6%
NBL	Buy	NOBLE ENERGY INCequity	$425,000	+50.2%	15,000	+50.0%	0.02%	+53.8%
QSR	New	RESTAURANT BRANDS INTL INCequity	$319,000	–	5,001	–	0.02%	–
MCD	New	MCDONALDS CORPequity	$313,000	–	2,000	–	0.02%	–
HRI	Buy	HERC HLDGS INCequity	$323,000	+43.6%	6,583	+15.1%	0.02%	+36.4%
WEN	New	WENDYS COequity	$320,000	–	20,601	–	0.02%	–
DNKN	New	DUNKIN BRANDS GROUP INCequity	$308,000	–	5,801	–	0.02%	–
PZZA	New	PAPA JOHNS INTL INCequity	$292,000	–	4,000	–	0.01%	–
AGO	New	ASSURED GUARANTY LTDequity	$294,000	–	7,800	–	0.01%	–
INTC	Sell	INTEL CORPequity	$227,000	-32.8%	5,955	-40.5%	0.01%	-31.2%
GPRO	New	GOPRO INCequity	$226,000	–	20,500	–	0.01%	–
ORCL	Buy	ORACLE CORPequity	$238,000	+15.0%	4,923	+19.1%	0.01%	+10.0%
CNX	New	CONSOL ENERGY INCequity	$212,000	–	12,500	–	0.01%	–
GSAT	Buy	GLOBALSTAR INCequity	$143,000	+123.4%	87,500	+191.7%	0.01%	+133.3%
RMBS	New	RAMBUS INC DELequity	$140,000	–	10,507	–	0.01%	–
	New	BLACKBERRY LTDput	$94,000	–	10,000	–	0.00%	–
RT	Exit	RUBY TUESDAY INCequity	$0	–	-22,000	–	-0.00%	–
HTZGQ	Exit	HERTZ GLOBAL HLDGS INCequity	$0	–	-10,000	–	-0.01%	–
	Exit	PANDORA MEDIA INCcall	$0	–	-18,300	–	-0.01%	–
	Exit	CHICAGO BRIDGE & IRON CO N Vcall	$0	–	-10,000	–	-0.01%	–
BTU	Exit	PEABODY ENERGY CORP NEWequity	$0	–	-10,883	–	-0.01%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHSequity	$0	–	-2,106	–	-0.02%	–
EACQ	Exit	EASTERLY ACQUISITION CORPequity	$0	–	-40,000	–	-0.02%	–
COVS	Exit	COVISINT CORPequity	$0	–	-213,413	–	-0.02%	–
NAME	Exit	RIGHTSIDE GROUP LTDequity	$0	–	-54,904	–	-0.03%	–
	Exit	TIME INC NEWcall	$0	–	-50,000	–	-0.04%	–
	Exit	SINCLAIR BROADCAST GROUP INCcall	$0	–	-25,600	–	-0.04%	–
	Exit	BECTON DICKINSON & COput	$0	–	-7,600	–	-0.06%	–
	Exit	MARRIOTT VACATIONS WRLDWDE Ccall	$0	–	-12,500	–	-0.08%	–
VIRT	Exit	VIRTU FINL INCequity	$0	–	-100,273	–	-0.08%	–
	Exit	NEXSTAR MEDIA GROUP INCcall	$0	–	-32,600	–	-0.10%	–
	Exit	CABELAS INCput	$0	–	-50,000	–	-0.11%	–
	Exit	HEWLETT PACKARD ENTERPRISE Ccall	$0	–	-150,000	–	-0.13%	–
CMCSA	Exit	COMCAST CORP NEWequity	$0	–	-76,353	–	-0.14%	–
	Exit	ANGIES LIST INCcall	$0	–	-250,000	–	-0.15%	–
DGI	Exit	DIGITALGLOBE INCequity	$0	–	-94,296	–	-0.15%	–
SBRA	Exit	SABRA HEALTH CARE REIT INCequity	$0	–	-130,484	–	-0.15%	–
IAC	Exit	IAC INTERACTIVECORPequity	$0	–	-35,286	–	-0.17%	–
	Exit	SPDR S&P 500 ETF TRput	$0	–	-17,000	–	-0.19%	–
GIMO	Exit	GIGAMON INCequity	$0	–	-110,000	–	-0.20%	–
EGAS	Exit	GAS NAT INCequity	$0	–	-350,762	–	-0.21%	–
TIME	Exit	TIME INC NEWequity	$0	–	-318,632	–	-0.22%	–
SPLS	Exit	STAPLES INCequity	$0	–	-465,000	–	-0.22%	–
SNOW	Exit	INTRAWEST RESORTS HLDGS INCequity	$0	–	-200,000	–	-0.22%	–
ARIS	Exit	ARI NETWORK SVCS INCequity	$0	–	-674,000	–	-0.22%	–
ENOC	Exit	ENERNOC INCequity	$0	–	-617,000	–	-0.22%	–
COLB	Exit	COLUMBIA BKG SYS INCequity	$0	–	-129,382	–	-0.24%	–
VNO	Exit	VORNADO RLTY TRequity	$0	–	-55,000	–	-0.24%	–
	Exit	ALIBABA GROUP HLDG LTDcall	$0	–	-35,000	–	-0.25%	–
VREX	Exit	VAREX IMAGING CORPequity	$0	–	-162,096	–	-0.26%	–
WMAR	Exit	WEST MARINE INCequity	$0	–	-440,000	–	-0.27%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE Cequity	$0	–	-350,000	–	-0.27%	–
CIT	Exit	CIT GROUP INCequity	$0	–	-127,183	–	-0.29%	–
CA	Exit	CA INCequity	$0	–	-184,715	–	-0.30%	–
DK	Exit	DELEK US HLDGS INCequity	$0	–	-242,993	–	-0.30%	–
CCN	Exit	CARDCONNECT CORPequity	$0	–	-452,713	–	-0.32%	–
KNX	Exit	KNIGHT TRANSN INCequity	$0	–	-189,750	–	-0.33%	–
APD	Exit	AIR PRODS & CHEMS INCequity	$0	–	-52,422	–	-0.35%	–
WOOF	Exit	VCA INCequity	$0	–	-116,092	–	-0.50%	–
KCG	Exit	KCG HLDGS INCequity	$0	–	-566,000	–	-0.53%	–
	Exit	MONSANTO CO NEWput	$0	–	-110,000	–	-0.54%	–
XTLY	Exit	XACTLY CORPequity	$0	–	-739,355	–	-0.54%	–
NVDQ	Exit	NOVADAQ TECHNOLOGIES INCequity	$0	–	-1,000,000	–	-0.55%	–
FCH	Exit	FELCOR LODGING TR INCequity	$0	–	-1,689,253	–	-0.57%	–
	Exit	ENERNOC INCconvertible bond	$0	–	-12,460,000	–	-0.58%	–
MGI	Exit	MONEYGRAM INTL INCequity	$0	–	-732,134	–	-0.59%	–
NUTR	Exit	NUTRACEUTICAL INTL CORPequity	$0	–	-315,081	–	-0.62%	–
SPNC	Exit	SPECTRANETICS CORPequity	$0	–	-391,500	–	-0.71%	–
DFT	Exit	DUPONT FABROS TECHNOLOGY INCequity	$0	–	-249,600	–	-0.72%	–
	Exit	VANECK MERK GOLD TRUSTput	$0	–	-225,000	–	-0.85%	–
AMRI	Exit	ALBANY MOLECULAR RESH INCequity	$0	–	-1,085,000	–	-1.11%	–
NSR	Exit	NEUSTAR INCequity	$0	–	-1,280,385	–	-2.01%	–
RAI	Exit	REYNOLDS AMERICAN INCequity	$0	–	-695,867	–	-2.13%	–
WFM	Exit	WHOLE FOODS MKT INCequity	$0	–	-1,398,600	–	-2.77%	–
CM	Exit	CDN IMPERIAL BK COMM TORONTOequity	$0	–	-748,774	–	-2.86%	–
KATE	Exit	KATE SPADE & COequity	$0	–	-4,457,716	–	-3.88%	–
MBBYF	Exit	MOBILEYE N V AMSTELVEENequity	$0	–	-1,995,987	–	-5.90%	–
PNRA	Exit	PANERA BREAD COequity	$0	–	-562,834	–	-8.33%	–
AWHHF	Exit	ALLIED WRLD ASSUR COM HLDG Aequity	$0	–	-3,401,973	–	-8.50%	–

Q2 2017

			Value		Shares		↓ Weighting
AWHHF	New	ALLIED WRLD ASSUR COM HLDG Aequity	$180,675,000	–	3,401,973	–	8.50%	–
PNRA	New	PANERA BREAD COequity	$177,090,000	–	562,834	–	8.33%	–
NXPI	New	NXP SEMICONDUCTORS N Vequity	$165,084,000	–	1,508,308	–	7.76%	–
MBBYF	New	MOBILEYE N V AMSTELVEENequity	$125,348,000	–	1,995,987	–	5.90%	–
TWX	New	TIME WARNER INCequity	$100,767,000	–	1,003,557	–	4.74%	–
PRXL	New	PAREXEL INTL CORPequity	$92,212,000	–	1,061,000	–	4.34%	–
BCR	New	BARD C R INCequity	$89,269,000	–	282,399	–	4.20%	–
KATE	New	KATE SPADE & COequity	$82,423,000	–	4,457,716	–	3.88%	–
FIG	New	FORTRESS INVESTMENT GROUP LLequity	$70,319,000	–	8,800,847	–	3.31%	–
CM	New	CDN IMPERIAL BK COMM TORONTOequity	$60,770,000	–	748,774	–	2.86%	–
WFM	New	WHOLE FOODS MKT INCequity	$58,895,000	–	1,398,600	–	2.77%	–
LVLT	New	LEVEL 3 COMMUNICATIONS INCequity	$48,890,000	–	824,459	–	2.30%	–
AF	New	ASTORIA FINL CORPequity	$47,674,000	–	2,365,967	–	2.24%	–
WR	New	WESTAR ENERGY INCequity	$46,946,000	–	885,438	–	2.21%	–
RAI	New	REYNOLDS AMERICAN INCequity	$45,259,000	–	695,867	–	2.13%	–
MON	New	MONSANTO CO NEWequity	$43,759,000	–	369,713	–	2.06%	–
NSR	New	NEUSTAR INCequity	$42,701,000	–	1,280,385	–	2.01%	–
AABA	New	ALTABA INCequity	$38,136,000	–	700,000	–	1.79%	–
AKRXQ	New	AKORN INCequity	$37,632,000	–	1,122,000	–	1.77%	–
VWR	New	VWR CORPequity	$37,561,000	–	1,137,877	–	1.77%	–
AMRI	New	ALBANY MOLECULAR RESH INCequity	$23,545,000	–	1,085,000	–	1.11%	–
STRP	New	STRAIGHT PATH COMMUNICATNS Iequity	$23,036,000	–	128,228	–	1.08%	–
PKY	New	PARKWAY INCequity	$18,907,000	–	826,000	–	0.89%	–
	New	VANECK MERK GOLD TRUSTput	$18,100,000	–	225,000	–	0.85%	–
FGL	New	FIDELITY & GTY LIFEequity	$17,093,000	–	550,492	–	0.80%	–
BRCD	New	BROCADE COMMUNICATIONS SYS Iequity	$16,746,000	–	1,328,000	–	0.79%	–
GNCMA	New	GENERAL COMMUNICATION INCequity	$15,618,000	–	426,252	–	0.74%	–
DFT	New	DUPONT FABROS TECHNOLOGY INCequity	$15,266,000	–	249,600	–	0.72%	–
SPNC	New	SPECTRANETICS CORPequity	$15,034,000	–	391,500	–	0.71%	–
NUTR	New	NUTRACEUTICAL INTL CORPequity	$13,123,000	–	315,081	–	0.62%	–
ASH	New	ASHLAND GLOBAL HLDGS INCequity	$12,822,000	–	194,544	–	0.60%	–
MGI	New	MONEYGRAM INTL INCequity	$12,629,000	–	732,134	–	0.59%	–
	New	ENERNOC INCconvertible bond	$12,382,000	–	12,460,000	–	0.58%	–
FCH	New	FELCOR LODGING TR INCequity	$12,180,000	–	1,689,253	–	0.57%	–
TRCO	New	TRIBUNE MEDIA COequity	$11,945,000	–	292,993	–	0.56%	–
NVDQ	New	NOVADAQ TECHNOLOGIES INCequity	$11,720,000	–	1,000,000	–	0.55%	–
XTLY	New	XACTLY CORPequity	$11,571,000	–	739,355	–	0.54%	–
	New	MONSANTO CO NEWput	$11,550,000	–	110,000	–	0.54%	–
KCG	New	KCG HLDGS INCequity	$11,286,000	–	566,000	–	0.53%	–
PSTB	New	PARK STERLING CORPequity	$10,872,000	–	915,110	–	0.51%	–
WOOF	New	VCA INCequity	$10,716,000	–	116,092	–	0.50%	–
TGNA	New	TEGNA INCequity	$9,595,000	–	665,853	–	0.45%	–
FPO	New	FIRST POTOMAC RLTY TRequity	$9,444,000	–	850,000	–	0.44%	–
CNDT	New	CONDUENT INCequity	$8,767,000	–	550,000	–	0.41%	–
WSTC	New	WEST CORPequity	$8,612,000	–	369,292	–	0.40%	–
APD	New	AIR PRODS & CHEMS INCequity	$7,499,000	–	52,422	–	0.35%	–
KNX	New	KNIGHT TRANSN INCequity	$7,030,000	–	189,750	–	0.33%	–
CCN	New	CARDCONNECT CORPequity	$6,813,000	–	452,713	–	0.32%	–
DK	New	DELEK US HLDGS INCequity	$6,425,000	–	242,993	–	0.30%	–
CA	New	CA INCequity	$6,367,000	–	184,715	–	0.30%	–
NSC	New	NORFOLK SOUTHERN CORPequity	$6,280,000	–	51,606	–	0.30%	–
ESV	New	ENSCO PLCequity	$6,257,000	–	1,212,677	–	0.29%	–
CIT	New	CIT GROUP INCequity	$6,194,000	–	127,183	–	0.29%	–
AET	New	AETNA INC NEWequity	$5,883,000	–	38,750	–	0.28%	–
HPE	New	HEWLETT PACKARD ENTERPRISE Cequity	$5,807,000	–	350,000	–	0.27%	–
WMAR	New	WEST MARINE INCequity	$5,654,000	–	440,000	–	0.27%	–
VREX	New	VAREX IMAGING CORPequity	$5,479,000	–	162,096	–	0.26%	–
	New	ALIBABA GROUP HLDG LTDcall	$5,250,000	–	35,000	–	0.25%	–
MET	New	METLIFE INCequity	$5,219,000	–	95,000	–	0.24%	–
VNO	New	VORNADO RLTY TRequity	$5,165,000	–	55,000	–	0.24%	–
COLB	New	COLUMBIA BKG SYS INCequity	$5,156,000	–	129,382	–	0.24%	–
JACK	New	JACK IN THE BOX INCequity	$4,925,000	–	50,000	–	0.23%	–
ENOC	New	ENERNOC INCequity	$4,782,000	–	617,000	–	0.22%	–
ARIS	New	ARI NETWORK SVCS INCequity	$4,752,000	–	674,000	–	0.22%	–
SNOW	New	INTRAWEST RESORTS HLDGS INCequity	$4,748,000	–	200,000	–	0.22%	–
SPLS	New	STAPLES INCequity	$4,683,000	–	465,000	–	0.22%	–
TIME	New	TIME INC NEWequity	$4,572,000	–	318,632	–	0.22%	–
EGAS	New	GAS NAT INCequity	$4,525,000	–	350,762	–	0.21%	–
GIMO	New	GIGAMON INCequity	$4,329,000	–	110,000	–	0.20%	–
HUN	New	HUNTSMAN CORPequity	$4,130,000	–	159,840	–	0.19%	–
	New	SPDR S&P 500 ETF TRput	$4,108,000	–	17,000	–	0.19%	–
OKSB	New	SOUTHWEST BANCORP INC OKLAequity	$3,805,000	–	148,931	–	0.18%	–
IAC	New	IAC INTERACTIVECORPequity	$3,643,000	–	35,286	–	0.17%	–
DGI	New	DIGITALGLOBE INCequity	$3,140,000	–	94,296	–	0.15%	–
SBRA	New	SABRA HEALTH CARE REIT INCequity	$3,145,000	–	130,484	–	0.15%	–
	New	ANGIES LIST INCcall	$3,125,000	–	250,000	–	0.15%	–
CMCSA	New	COMCAST CORP NEWequity	$2,972,000	–	76,353	–	0.14%	–
	New	HEWLETT PACKARD ENTERPRISE Ccall	$2,700,000	–	150,000	–	0.13%	–
XLK	New	SELECT SECTOR SPDR TRequity	$2,480,000	–	45,320	–	0.12%	–
	New	NXP SEMICONDUCTORS N Vconvertible bond	$2,385,000	–	2,000,000	–	0.11%	–
	New	TWITTER INCconvertible bond	$2,288,000	–	2,500,000	–	0.11%	–
	New	CABELAS INCput	$2,250,000	–	50,000	–	0.11%	–
	New	NEXSTAR MEDIA GROUP INCcall	$2,119,000	–	32,600	–	0.10%	–
WYND	New	WYNDHAM WORLDWIDE CORPequity	$1,910,000	–	19,020	–	0.09%	–
	New	PANDORA MEDIA INCconvertible bond	$1,895,000	–	2,000,000	–	0.09%	–
VIRT	New	VIRTU FINL INCequity	$1,770,000	–	100,273	–	0.08%	–
	New	MARRIOTT VACATIONS WRLDWDE Ccall	$1,625,000	–	12,500	–	0.08%	–
	New	BECTON DICKINSON & COput	$1,330,000	–	7,600	–	0.06%	–
	New	SHUTTERFLY INCconvertible bond	$1,296,000	–	1,300,000	–	0.06%	–
	New	SINCLAIR BROADCAST GROUP INCcall	$922,000	–	25,600	–	0.04%	–
	New	TIME INC NEWcall	$875,000	–	50,000	–	0.04%	–
NAME	New	RIGHTSIDE GROUP LTDequity	$583,000	–	54,904	–	0.03%	–
COVS	New	COVISINT CORPequity	$523,000	–	213,413	–	0.02%	–
EACQ	New	EASTERLY ACQUISITION CORPequity	$402,000	–	40,000	–	0.02%	–
INTC	New	INTEL CORPequity	$338,000	–	10,003	–	0.02%	–
IBM	New	INTERNATIONAL BUSINESS MACHSequity	$324,000	–	2,106	–	0.02%	–
BTU	New	PEABODY ENERGY CORP NEWequity	$266,000	–	10,883	–	0.01%	–
NBL	New	NOBLE ENERGY INCequity	$283,000	–	10,000	–	0.01%	–
HRI	New	HERC HLDGS INCequity	$225,000	–	5,718	–	0.01%	–
ORCL	New	ORACLE CORPequity	$207,000	–	4,135	–	0.01%	–
	New	CHICAGO BRIDGE & IRON CO N Vcall	$218,000	–	10,000	–	0.01%	–
DYN	New	DYNEGY INC NEW DELequity	$207,000	–	25,000	–	0.01%	–
	New	PANDORA MEDIA INCcall	$183,000	–	18,300	–	0.01%	–
CNNX	New	CONE MIDSTREAM PARTNERS LPequity	$190,000	–	10,000	–	0.01%	–
BB	New	BLACKBERRY LTDequity	$154,000	–	15,400	–	0.01%	–
HTZGQ	New	HERTZ GLOBAL HLDGS INCequity	$115,000	–	10,000	–	0.01%	–
GSAT	New	GLOBALSTAR INCequity	$64,000	–	30,000	–	0.00%	–
RT	New	RUBY TUESDAY INCequity	$44,000	–	22,000	–	0.00%	–

Q4 2016

			Value		Shares		↓ Weighting
TRNC	Exit	tronc Incput	$0	–	-5,500	–	0.00%	–
TPC	Exit	Tutor Perini Corpcall	$0	–	-5,000	–	0.00%	–
ISIL	Exit	Intersil Corpput	$0	–	-87,000	–	0.00%	–
QHCCQ	Exit	Quorum Health Corpcall	$0	–	-20,000	–	0.00%	–
CVT	Exit	Cvent Incput	$0	–	-10,200	–	0.00%	–
JCI	Exit	Johnson Controls International plccall	$0	–	-33,500	–	0.00%	–
TAP	Exit	Molson Coors Brewing Coput	$0	–	-8,000	–	0.00%	–
NBL	Exit	Noble Energy Inccall	$0	–	-2,500	–	0.00%	–
SGMS	Exit	Scientific Games Corpput	$0	–	-10,000	–	0.00%	–
CSRA	Exit	CSRA Incequity	$0	–	-500	–	-0.00%	–
N	Exit	NetSuite Incput	$0	–	-37,200	–	-0.00%	–
GXP	Exit	Great Plains Energy Inccall	$0	–	-91,000	–	-0.00%	–
BB	Exit	Blackberry Ltdcall	$0	–	-15,000	–	-0.00%	–
CNX	Exit	Consol Energy Inccall	$0	–	-2,100	–	-0.00%	–
BB	Exit	Blackberry Ltdequity	$0	–	-2,500	–	-0.00%	–
VMW	Exit	VMware Incequity	$0	–	-175	–	-0.00%	–
MU	Exit	Micron Technology Inccall	$0	–	-10,000	–	-0.00%	–
TIVO	Exit	TiVo Corpput	$0	–	-147,300	–	-0.00%	–
AGN	Exit	Allergan plcequity	$0	–	-115	–	-0.00%	–
CTSH	Exit	Cognizant Technology Solutions Corpequity	$0	–	-500	–	-0.00%	–
WFTIQ	Exit	Weatherford International Ltd/Switzerlandequity	$0	–	-6,000	–	-0.00%	–
LNKD	Exit	LinkedIn Corpput	$0	–	-63,300	–	-0.00%	–
CHTR	Exit	Charter Communications Inccall	$0	–	-17,500	–	-0.00%	–
TMH	Exit	Team Health Holdings Incequity	$0	–	-2,000	–	-0.00%	–
SPY	Exit	SPDR S&P500 ETF Trustput	$0	–	-65,000	–	-0.00%	–
RICE	Exit	Rice Energy Incequity	$0	–	-3,000	–	-0.01%	–
RRC	Exit	Range Resources Corpequity	$0	–	-2,000	–	-0.01%	–
EQC	Exit	Equity Commonwealthequity	$0	–	-3,000	–	-0.01%	–
CCJ	Exit	Cameco Corpequity	$0	–	-13,000	–	-0.01%	–
WR	Exit	Westar Energy Incput	$0	–	-159,200	–	-0.01%	–
LGF	Exit	Lions Gate Entertainment Corpput	$0	–	-39,300	–	-0.01%	–
AAP	Exit	Advance Auto Parts Incequity	$0	–	-826	–	-0.01%	–
LXU	Exit	LSB Industries Incequity	$0	–	-14,750	–	-0.01%	–
TMUS	Exit	T-Mobile US Inccall	$0	–	-123,300	–	-0.01%	–
CNX	Exit	Consol Energy Incequity	$0	–	-6,750	–	-0.01%	–
PAY	Exit	VeriFone Systems Incequity	$0	–	-8,950	–	-0.01%	–
HRI	Exit	Herc Holdings Incequity	$0	–	-4,000	–	-0.01%	–
BABA	Exit	Alibaba Group Holding Ltdput	$0	–	-25,000	–	-0.01%	–
NIHD	Exit	NII Holdings Incequity	$0	–	-54,000	–	-0.01%	–
DYN	Exit	Dynegy Incequity	$0	–	-13,750	–	-0.01%	–
NXPI	Exit	NXP Semiconductors NVput	$0	–	-50,000	–	-0.01%	–
FCEA	Exit	Forest City Realty Trust Incequity	$0	–	-8,509	–	-0.01%	–
LDOS	Exit	Leidos Holdings Incequity	$0	–	-5,250	–	-0.01%	–
STJ	Exit	St Jude Medical Incput	$0	–	-139,000	–	-0.01%	–
XLF	Exit	Financial Select Sector SPDR Fundequity	$0	–	-12,000	–	-0.02%	–
AVGO	Exit	Broadcom Ltdequity	$0	–	-1,400	–	-0.02%	–
CNNX	Exit	Cone Midstream Partners LPequity	$0	–	-13,250	–	-0.02%	–
NBL	Exit	Noble Energy Incequity	$0	–	-6,750	–	-0.02%	–
CBOE	Exit	CBOE Holdings Incput	$0	–	-100,000	–	-0.02%	–
FCEB	Exit	Forest City Realty Trust Incequity	$0	–	-15,605	–	-0.02%	–
GI	Exit	EndoChoice Holdings Incequity	$0	–	-48,200	–	-0.02%	–
TAP	Exit	Molson Coors Brewing Cocall	$0	–	-30,600	–	-0.02%	–
ADI	Exit	Analog Devices Incequity	$0	–	-6,734	–	-0.03%	–
G	Exit	Genpact Ltdequity	$0	–	-24,722	–	-0.04%	–
SYMC	Exit	Symantec Corpequity	$0	–	-24,400	–	-0.04%	–
ACN	Exit	Accenture PLCequity	$0	–	-5,196	–	-0.04%	–
RAI	Exit	Reynolds American Incequity	$0	–	-18,126	–	-0.05%	–
MO	Exit	Altria Group Incequity	$0	–	-13,827	–	-0.06%	–
KMB	Exit	Kimberly-Clark Corpequity	$0	–	-7,027	–	-0.06%	–
CLX	Exit	Clorox Coequity	$0	–	-7,057	–	-0.06%	–
CHD	Exit	Church & Dwight Co Incequity	$0	–	-18,349	–	-0.06%	–
CL	Exit	Colgate-Palmolive Coequity	$0	–	-12,027	–	-0.06%	–
CA	Exit	CA Incequity	$0	–	-28,399	–	-0.06%	–
ORCL	Exit	Oracle Corpequity	$0	–	-24,182	–	-0.06%	–
IBM	Exit	International Business Machines Corpequity	$0	–	-6,149	–	-0.06%	–
INTC	Exit	Intel Corpequity	$0	–	-29,242	–	-0.07%	–
XLI	Exit	Industrial Select Sector SPDR Fundequity	$0	–	-19,865	–	-0.07%	–
	Exit	inContact Incconvertible bond	$0	–	-1,000,000	–	-0.08%	–
GIB	Exit	CGI Group Incequity	$0	–	-27,878	–	-0.08%	–
	Exit	FireEye Incconvertible bond	$0	–	-1,500,000	–	-0.09%	–
	Exit	Depomed Incconvertible bond	$0	–	-1,000,000	–	-0.09%	–
	Exit	Shutterfly Incconvertible bond	$0	–	-1,500,000	–	-0.09%	–
	Exit	Monster Worldwide Incconvertible bond	$0	–	-1,500,000	–	-0.10%	–
CAB	Exit	Cabela's Incequity	$0	–	-30,000	–	-0.10%	–
CTXS	Exit	Citrix Systems Incequity	$0	–	-20,775	–	-0.11%	–
	Exit	Twitter Incconvertible bond	$0	–	-2,000,000	–	-0.12%	–
	Exit	LinkedIn Corpconvertible bond	$0	–	-2,000,000	–	-0.13%	–
	Exit	NetSuite Incconvertible bond	$0	–	-2,000,000	–	-0.14%	–
SVU	Exit	SUPERVALU Incequity	$0	–	-450,000	–	-0.14%	–
VIAB	Exit	Viacom Incequity	$0	–	-59,819	–	-0.14%	–
CAJ	Exit	Canon Incequity	$0	–	-79,865	–	-0.15%	–
QCOM	Exit	QUALCOMM Incequity	$0	–	-35,000	–	-0.15%	–
IWO	Exit	iShares Russell 2000 Growth ETFequity	$0	–	-16,548	–	-0.16%	–
XLK	Exit	Technology Select Sector SPDR Fundequity	$0	–	-52,073	–	-0.16%	–
EFII	Exit	Electronics For Imaging Incequity	$0	–	-53,244	–	-0.16%	–
CCMP	Exit	Cabot Microelectronics Corpequity	$0	–	-50,000	–	-0.17%	–
FEYE	Exit	FireEye Incequity	$0	–	-190,000	–	-0.18%	–
NOMD	Exit	Nomad Foods Ltdequity	$0	–	-254,009	–	-0.19%	–
CBOE	Exit	CBOE Holdings Incequity	$0	–	-50,000	–	-0.21%	–
XHB	Exit	SPDR S&P Homebuilders ETFequity	$0	–	-104,147	–	-0.22%	–
YDKN	Exit	Yadkin Financial Corpequity	$0	–	-134,529	–	-0.22%	–
MWW	Exit	Monster Worldwide Incequity	$0	–	-1,002,500	–	-0.23%	–
CBS	Exit	CBS Corpequity	$0	–	-80,000	–	-0.28%	–
DTSI	Exit	DTS Inc/CAequity	$0	–	-105,800	–	-0.29%	–
ISIL	Exit	Intersil Corpequity	$0	–	-245,800	–	-0.34%	–
NXPI	Exit	NXP Semiconductors NVequity	$0	–	-55,000	–	-0.36%	–
PPS	Exit	Post Properties Incequity	$0	–	-89,033	–	-0.37%	–
IMPV	Exit	Imperva Incequity	$0	–	-110,068	–	-0.38%	–
HPE	Exit	Hewlett Packard Enterprise Coequity	$0	–	-273,481	–	-0.40%	–
AEPI	Exit	AEP Industries Incequity	$0	–	-58,077	–	-0.40%	–
APD	Exit	Air Products & Chemicals Incequity	$0	–	-42,350	–	-0.40%	–
CMCSA	Exit	Comcast Corpequity	$0	–	-117,264	–	-0.49%	–
SKUL	Exit	Skullcandy Incequity	$0	–	-1,255,520	–	-0.51%	–
SGI	Exit	Silicon Graphics International Corpequity	$0	–	-1,052,508	–	-0.52%	–
APIC	Exit	Apigee Corpequity	$0	–	-472,399	–	-0.52%	–
ININ	Exit	Interactive Intelligence Group Incequity	$0	–	-137,786	–	-0.53%	–
EVHC	Exit	Envision Healthcare Holdings Incequity	$0	–	-381,481	–	-0.54%	–
JOY	Exit	Joy Global Incequity	$0	–	-357,930	–	-0.63%	–
RIGP	Exit	Transocean Partners LLCequity	$0	–	-938,979	–	-0.74%	–
PG	Exit	Procter & Gamble Co/Theput	$0	–	-400,000	–	-0.78%	–
AF	Exit	Astoria Financial Corpequity	$0	–	-837,665	–	-0.78%	–
YHOO	Exit	Yahoo! Incequity	$0	–	-284,060	–	-0.78%	–
EDE	Exit	Empire District Electric Co/Theequity	$0	–	-421,788	–	-0.91%	–
TLN	Exit	Talen Energy Corpequity	$0	–	-1,069,784	–	-0.94%	–
IOC	Exit	InterOil Corpequity	$0	–	-324,727	–	-1.05%	–
EVER	Exit	EverBank Financial Corpequity	$0	–	-980,000	–	-1.20%	–
RAX	Exit	Rackspace Hosting Incequity	$0	–	-618,300	–	-1.24%	–
CYNA	Exit	Cynapsus Therapeutics Incequity	$0	–	-517,247	–	-1.32%	–
BLOX	Exit	Infoblox Incequity	$0	–	-794,756	–	-1.33%	–
CHMT	Exit	Chemtura Corpequity	$0	–	-668,792	–	-1.39%	–
MEG	Exit	Media General Incequity	$0	–	-1,199,521	–	-1.40%	–
VTAE	Exit	Vitae Pharmaceuticals Incequity	$0	–	-1,255,878	–	-1.67%	–
FLTX	Exit	Fleetmatics Group PLCequity	$0	–	-483,698	–	-1.84%	–
RPTP	Exit	Raptor Pharmaceutical Corpequity	$0	–	-3,359,140	–	-1.91%	–
PGND	Exit	Press Ganey Holdings Incequity	$0	–	-768,182	–	-1.97%	–
STRZA	Exit	Starzequity	$0	–	-1,031,015	–	-2.04%	–
SYT	Exit	Syngenta AGequity	$0	–	-387,624	–	-2.16%	–
PG	Exit	Procter & Gamble Co/Theequity	$0	–	-400,000	–	-2.28%	–
WWAV	Exit	WhiteWave Foods Co/Theequity	$0	–	-710,648	–	-2.46%	–
PVTB	Exit	PrivateBancorp Incequity	$0	–	-890,654	–	-2.60%	–
RSTI	Exit	Rofin-Sinar Technologies Incequity	$0	–	-1,281,651	–	-2.62%	–
CPHD	Exit	Cepheidequity	$0	–	-913,974	–	-3.06%	–
CST	Exit	CST Brands Incequity	$0	–	-1,184,980	–	-3.62%	–
WR	Exit	Westar Energy Incequity	$0	–	-1,104,180	–	-3.98%	–
CVT	Exit	Cvent Incequity	$0	–	-1,981,111	–	-3.99%	–
VAL	Exit	Valspar Corp/Theequity	$0	–	-684,322	–	-4.61%	–
N	Exit	NetSuite Incequity	$0	–	-694,510	–	-4.88%	–
PNY	Exit	Piedmont Natural Gas Co Incequity	$0	–	-1,291,565	–	-4.92%	–
STJ	Exit	St Jude Medical Incequity	$0	–	-1,155,439	–	-5.85%	–
LNKD	Exit	LinkedIn Corpequity	$0	–	-581,103	–	-7.05%	–
ITC	Exit	ITC Holdings Corpequity	$0	–	-3,692,171	–	-10.90%	–

Q3 2016

			Value		Shares		↓ Weighting
ITC	Buy	ITC Holdings Corpequity	$171,612,000	+63.3%	3,692,171	+64.5%	10.90%	+109.4%
LNKD	Buy	LinkedIn Corpequity	$111,060,000	+82.5%	581,103	+80.7%	7.05%	+134.0%
STJ	Buy	St Jude Medical Incequity	$92,158,000	+66.7%	1,155,439	+63.0%	5.85%	+113.7%
PNY	Buy	Piedmont Natural Gas Co Incequity	$77,546,000	+5.7%	1,291,565	+5.8%	4.92%	+35.5%
N	New	NetSuite Incequity	$76,875,000	–	694,510	–	4.88%	–
VAL	Buy	Valspar Corp/Theequity	$72,586,000	+9.8%	684,322	+11.8%	4.61%	+40.8%
CVT	Sell	Cvent Incequity	$62,821,000	-17.4%	1,981,111	-7.0%	3.99%	+5.9%
WR	Buy	Westar Energy Incequity	$62,662,000	+59.6%	1,104,180	+57.7%	3.98%	+104.6%
CST	New	CST Brands Incequity	$56,986,000	–	1,184,980	–	3.62%	–
CPHD	New	Cepheidequity	$48,157,000	–	913,974	–	3.06%	–
RSTI	Buy	Rofin-Sinar Technologies Incequity	$41,244,000	+26.0%	1,281,651	+25.1%	2.62%	+61.6%
PVTB	Buy	PrivateBancorp Incequity	$40,899,000	+350.9%	890,654	+332.4%	2.60%	+478.4%
WWAV	New	WhiteWave Foods Co/Theequity	$38,681,000	–	710,648	–	2.46%	–
PG	New	Procter & Gamble Co/Theequity	$35,980,000	–	400,000	–	2.28%	–
SYT	Buy	Syngenta AGequity	$33,956,000	+72.3%	387,624	+51.0%	2.16%	+120.9%
STRZA	Buy	Starzequity	$32,157,000	+641.6%	1,031,015	+611.0%	2.04%	+849.8%
PGND	New	Press Ganey Holdings Incequity	$31,035,000	–	768,182	–	1.97%	–
RPTP	New	Raptor Pharmaceutical Corpequity	$30,131,000	–	3,359,140	–	1.91%	–
FLTX	New	Fleetmatics Group PLCequity	$29,012,000	–	483,698	–	1.84%	–
VTAE	New	Vitae Pharmaceuticals Incequity	$26,273,000	–	1,255,878	–	1.67%	–
MEG	Buy	Media General Incequity	$22,107,000	+35.2%	1,199,521	+26.1%	1.40%	+73.3%
CHMT	New	Chemtura Corpequity	$21,943,000	–	668,792	–	1.39%	–
BLOX	Buy	Infoblox Incequity	$20,958,000	+5179.1%	794,756	+3656.3%	1.33%	+6555.0%
CYNA	New	Cynapsus Therapeutics Incequity	$20,804,000	–	517,247	–	1.32%	–
RAX	New	Rackspace Hosting Incequity	$19,594,000	–	618,300	–	1.24%	–
EVER	New	EverBank Financial Corpequity	$18,973,000	–	980,000	–	1.20%	–
IOC	New	InterOil Corpequity	$16,535,000	–	324,727	–	1.05%	–
TLN	Buy	Talen Energy Corpequity	$14,817,000	+56.0%	1,069,784	+52.6%	0.94%	+100.2%
EDE	Buy	Empire District Electric Co/Theequity	$14,400,000	+47.3%	421,788	+46.5%	0.91%	+88.8%
AF	Buy	Astoria Financial Corpequity	$12,230,000	+8.2%	837,665	+13.6%	0.78%	+38.8%
YHOO	Sell	Yahoo! Incequity	$12,243,000	-15.5%	284,060	-26.4%	0.78%	+8.2%
PG	New	Procter & Gamble Co/Theput	$12,220,000	–	400,000	–	0.78%	–
RIGP	New	Transocean Partners LLCequity	$11,578,000	–	938,979	–	0.74%	–
JOY	New	Joy Global Incequity	$9,929,000	–	357,930	–	0.63%	–
EVHC	New	Envision Healthcare Holdings Incequity	$8,496,000	–	381,481	–	0.54%	–
ININ	New	Interactive Intelligence Group Incequity	$8,286,000	–	137,786	–	0.53%	–
APIC	New	Apigee Corpequity	$8,220,000	–	472,399	–	0.52%	–
SGI	New	Silicon Graphics International Corpequity	$8,104,000	–	1,052,508	–	0.52%	–
SKUL	Buy	Skullcandy Incequity	$7,973,000	+247.6%	1,255,520	+236.1%	0.51%	+343.9%
CMCSA	Buy	Comcast Corpequity	$7,779,000	+24.1%	117,264	+22.0%	0.49%	+59.4%
APD	New	Air Products & Chemicals Incequity	$6,367,000	–	42,350	–	0.40%	–
AEPI	New	AEP Industries Incequity	$6,352,000	–	58,077	–	0.40%	–
HPE	Sell	Hewlett Packard Enterprise Coequity	$6,222,000	-47.9%	273,481	-58.1%	0.40%	-33.2%
IMPV	Buy	Imperva Incequity	$5,912,000	+6774.4%	110,068	+5403.4%	0.38%	+9275.0%
PPS	New	Post Properties Incequity	$5,888,000	–	89,033	–	0.37%	–
NXPI	New	NXP Semiconductors NVequity	$5,611,000	–	55,000	–	0.36%	–
ISIL	New	Intersil Corpequity	$5,390,000	–	245,800	–	0.34%	–
DTSI	New	DTS Inc/CAequity	$4,501,000	–	105,800	–	0.29%	–
CBS	New	CBS Corpequity	$4,379,000	–	80,000	–	0.28%	–
MWW	New	Monster Worldwide Incequity	$3,619,000	–	1,002,500	–	0.23%	–
YDKN	New	Yadkin Financial Corpequity	$3,537,000	–	134,529	–	0.22%	–
XHB	Buy	SPDR S&P Homebuilders ETFequity	$3,535,000	+30.2%	104,147	+28.6%	0.22%	+65.9%
CBOE	New	CBOE Holdings Incequity	$3,243,000	–	50,000	–	0.21%	–
NOMD	Sell	Nomad Foods Ltdequity	$3,002,000	+45.0%	254,009	-2.1%	0.19%	+85.4%
FEYE	New	FireEye Incequity	$2,799,000	–	190,000	–	0.18%	–
CCMP	New	Cabot Microelectronics Corpequity	$2,646,000	–	50,000	–	0.17%	–
EFII	Sell	Electronics For Imaging Incequity	$2,605,000	-22.8%	53,244	-32.1%	0.16%	-1.2%
XLK	Buy	Technology Select Sector SPDR Fundequity	$2,488,000	+55.3%	52,073	+40.9%	0.16%	+100.0%
IWO	New	iShares Russell 2000 Growth ETFequity	$2,464,000	–	16,548	–	0.16%	–
QCOM	New	QUALCOMM Incequity	$2,398,000	–	35,000	–	0.15%	–
CAJ	Sell	Canon Incequity	$2,318,000	-31.1%	79,865	-32.1%	0.15%	-12.0%
VIAB	Buy	Viacom Incequity	$2,279,000	+9395.8%	59,819	+10303.3%	0.14%	+14400.0%
SVU	New	SUPERVALU Incequity	$2,246,000	–	450,000	–	0.14%	–
	Buy	NetSuite Incconvertible bond	$2,208,000	+125.5%	2,000,000	+100.0%	0.14%	+191.7%
	New	LinkedIn Corpconvertible bond	$1,981,000	–	2,000,000	–	0.13%	–
	Buy	Twitter Incconvertible bond	$1,894,000	+41.9%	2,000,000	+33.3%	0.12%	+81.8%
CTXS	New	Citrix Systems Incequity	$1,770,000	–	20,775	–	0.11%	–
CAB	Sell	Cabela's Incequity	$1,648,000	-81.3%	30,000	-82.9%	0.10%	-75.9%
	New	Monster Worldwide Incconvertible bond	$1,497,000	–	1,500,000	–	0.10%	–
	New	Depomed Incconvertible bond	$1,424,000	–	1,000,000	–	0.09%	–
	New	FireEye Incconvertible bond	$1,367,000	–	1,500,000	–	0.09%	–
GIB	Sell	CGI Group Incequity	$1,328,000	-32.8%	27,878	-39.8%	0.08%	-14.3%
XLI	Sell	Industrial Select Sector SPDR Fundequity	$1,160,000	-69.7%	19,865	-71.0%	0.07%	-61.1%
INTC	Buy	Intel Corpequity	$1,104,000	+49.8%	29,242	+30.1%	0.07%	+89.2%
IBM	Buy	International Business Machines Corpequity	$977,000	+36.3%	6,149	+30.1%	0.06%	+72.2%
CA	Buy	CA Incequity	$939,000	+31.0%	28,399	+30.1%	0.06%	+66.7%
ORCL	Buy	Oracle Corpequity	$950,000	+24.8%	24,182	+30.1%	0.06%	+57.9%
CL	New	Colgate-Palmolive Coequity	$892,000	–	12,027	–	0.06%	–
KMB	New	Kimberly-Clark Corpequity	$886,000	–	7,027	–	0.06%	–
CHD	New	Church & Dwight Co Incequity	$879,000	–	18,349	–	0.06%	–
CLX	New	Clorox Coequity	$883,000	–	7,057	–	0.06%	–
MO	New	Altria Group Incequity	$874,000	–	13,827	–	0.06%	–
RAI	New	Reynolds American Incequity	$855,000	–	18,126	–	0.05%	–
ACN	New	Accenture PLCequity	$635,000	–	5,196	–	0.04%	–
SYMC	New	Symantec Corpequity	$612,000	–	24,400	–	0.04%	–
G	New	Genpact Ltdequity	$592,000	–	24,722	–	0.04%	–
ADI	New	Analog Devices Incequity	$434,000	–	6,734	–	0.03%	–
TAP	New	Molson Coors Brewing Cocall	$387,000	–	30,600	–	0.02%	–
GI	New	EndoChoice Holdings Incequity	$385,000	–	48,200	–	0.02%	–
FCEB	Buy	Forest City Realty Trust Incequity	$361,000	+132.9%	15,605	+123.2%	0.02%	+187.5%
CBOE	New	CBOE Holdings Incput	$288,000	–	100,000	–	0.02%	–
NBL	Buy	Noble Energy Incequity	$241,000	+63.9%	6,750	+64.6%	0.02%	+114.3%
AVGO	New	Broadcom Ltdequity	$242,000	–	1,400	–	0.02%	–
CNNX	Buy	Cone Midstream Partners LPequity	$240,000	+31.1%	13,250	+25.8%	0.02%	+66.7%
XLF	Buy	Financial Select Sector SPDR Fundequity	$232,000	+26.8%	12,000	+50.0%	0.02%	+66.7%
STJ	New	St Jude Medical Incput	$226,000	–	139,000	–	0.01%	–
LDOS	New	Leidos Holdings Incequity	$227,000	–	5,250	–	0.01%	–
FCEA	Buy	Forest City Realty Trust Incequity	$197,000	+5.9%	8,509	+2.0%	0.01%	+44.4%
DYN	Sell	Dynegy Incequity	$170,000	-39.5%	13,750	-15.6%	0.01%	-21.4%
NIHD	Buy	NII Holdings Incequity	$180,000	+56.5%	54,000	+49.0%	0.01%	+83.3%
BABA	New	Alibaba Group Holding Ltdput	$168,000	–	25,000	–	0.01%	–
NXPI	New	NXP Semiconductors NVput	$170,000	–	50,000	–	0.01%	–
PAY	Buy	VeriFone Systems Incequity	$141,000	+16.5%	8,950	+37.7%	0.01%	+50.0%
HRI	New	Herc Holdings Incequity	$135,000	–	4,000	–	0.01%	–
AAP	Sell	Advance Auto Parts Incequity	$123,000	-29.7%	826	-23.9%	0.01%	-11.1%
TMUS	New	T-Mobile US Inccall	$127,000	–	123,300	–	0.01%	–
LXU	Sell	LSB Industries Incequity	$127,000	-37.4%	14,750	-12.2%	0.01%	-20.0%
CNX	Sell	Consol Energy Incequity	$130,000	-44.7%	6,750	-53.8%	0.01%	-33.3%
CCJ	Buy	Cameco Corpequity	$111,000	-3.5%	13,000	+23.8%	0.01%	+16.7%
WR	Buy	Westar Energy Incput	$107,000	+114.0%	159,200	+231.7%	0.01%	+250.0%
LGF	New	Lions Gate Entertainment Corpput	$110,000	–	39,300	–	0.01%	–
EQC	Sell	Equity Commonwealthequity	$91,000	-51.9%	3,000	-53.8%	0.01%	-33.3%
RRC	New	Range Resources Corpequity	$78,000	–	2,000	–	0.01%	–
RICE	New	Rice Energy Incequity	$78,000	–	3,000	–	0.01%	–
CHTR	New	Charter Communications Inccall	$59,000	–	17,500	–	0.00%	–
TMH	New	Team Health Holdings Incequity	$65,000	–	2,000	–	0.00%	–
SPY	Buy	SPDR S&P500 ETF Trustput	$68,000	-20.0%	65,000	+16.7%	0.00%	0.0%
LNKD	Sell	LinkedIn Corpput	$42,000	-82.6%	63,300	-38.3%	0.00%	-75.0%
AGN	Buy	Allergan plcequity	$26,000	+766.7%	115	+666.7%	0.00%	–
CTSH	Sell	Cognizant Technology Solutions Corpequity	$24,000	-97.8%	500	-97.3%	0.00%	-96.2%
WFTIQ	Sell	Weatherford International Ltd/Switzerlandequity	$34,000	-37.0%	6,000	-38.5%	0.00%	-33.3%
TIVO	New	TiVo Corpput	$26,000	–	147,300	–	0.00%	–
GXP	Sell	Great Plains Energy Inccall	$16,000	-94.4%	91,000	-53.9%	0.00%	-92.9%
BB	New	Blackberry Ltdcall	$13,000	–	15,000	–	0.00%	–
BB	Sell	Blackberry Ltdequity	$20,000	-82.0%	2,500	-84.8%	0.00%	-80.0%
N	New	NetSuite Incput	$9,000	–	37,200	–	0.00%	–
VMW	Sell	VMware Incequity	$13,000	-99.3%	175	-99.4%	0.00%	-98.9%
ARRS	Exit	ARRIS International PLCequity	$0	–	-325	–	0.00%	–
LXU	Exit	LSB Industries Inccall	$0	–	-2,500	–	0.00%	–
KKD	Exit	Krispy Kreme Doughnuts Inccall	$0	–	-13,600	–	0.00%	–
ROVI	Exit	Rovi Corpequity	$0	–	-550	–	0.00%	–
MKTO	Exit	Marketo Incput	$0	–	-7,600	–	0.00%	–
DWRE	Exit	Demandware Incput	$0	–	-123,000	–	0.00%	–
KEY	Exit	KeyCorpequity	$0	–	-800	–	0.00%	–
TRNC	Exit	Tutor Perini Corpcall	$0	–	-5,000	–	0.00%	–
QHCCQ	New	Quorum Health Corpcall	$6,000	–	20,000	–	0.00%	–
ISIL	New	Intersil Corpput	$2,000	–	87,000	–	0.00%	–
TPC	New	Tutor Perini Corpcall	$1,000	–	5,000	–	0.00%	–
JCI	New	Johnson Controls International plccall	$2,000	–	33,500	–	0.00%	–
TAP	New	Molson Coors Brewing Coput	$1,000	–	8,000	–	0.00%	–
DEPO	Exit	Depomed Inccall	$0	–	-2,000	–	0.00%	–
RF	Exit	Regions Financial Corpequity	$0	–	-1,000	–	0.00%	–
CFG	Exit	Citizens Financial Group Incequity	$0	–	-500	–	0.00%	–
MESG	Exit	Xura Inccall	$0	–	-70,500	–	0.00%	–
NEE	Exit	NextEra Energy Incequity	$0	–	0	–	0.00%	–
MYL	Exit	Mylan NVcall	$0	–	-15,000	–	0.00%	–
HRS	Exit	Harris Corpequity	$0	–	-100	–	0.00%	–
CMA	Exit	Comerica Incequity	$0	–	-300	–	-0.00%	–
CPXX	Exit	Celator Pharmaceuticals Incput	$0	–	-412,800	–	-0.00%	–
BBT	Exit	BB&T Corpequity	$0	–	-300	–	-0.00%	–
AA	Exit	ALCOA INCequity	$0	–	-2,000	–	-0.00%	–
JCI	Exit	Johnson Controls Inccall	$0	–	-203,000	–	-0.00%	–
FITB	Exit	Fifth Third Bancorpequity	$0	–	-600	–	-0.00%	–
CPGX	Exit	Columbia Pipeline Group Incput	$0	–	-451,200	–	-0.00%	–
ZION	Exit	Zions Bancorporationequity	$0	–	-500	–	-0.00%	–
STI	Exit	SunTrust Banks Incequity	$0	–	-300	–	-0.00%	–
MKTO	Exit	Marketo Inccall	$0	–	-8,300	–	-0.00%	–
SCTY	Exit	SolarCity Corpequity	$0	–	-1,400	–	-0.00%	–
AAL	Exit	American Airlines Group Incequity	$0	–	-1,750	–	-0.00%	–
	Exit	Horizon Pharma Plcequity	$0	–	-2,000	–	-0.00%	–
USO	Exit	United States Oil Fund LPequity	$0	–	-3,500	–	-0.00%	–
CAB	Exit	Cabela's Incput	$0	–	-150,000	–	-0.00%	–
SC	Exit	Santander Consumer USA Holdings Incequity	$0	–	-4,000	–	-0.00%	–
DAL	Exit	Delta Air Lines Incequity	$0	–	-1,750	–	-0.00%	–
HBAN	Exit	Huntington Bancshares Inc/OHcall	$0	–	-4,022,600	–	-0.00%	–
DEPO	Exit	Depomed Incequity	$0	–	-3,000	–	-0.00%	–
TRQ	Exit	Turquoise Hill Resources Ltdequity	$0	–	-15,000	–	-0.00%	–
UAL	Exit	United Continental Holdings Incequity	$0	–	-1,750	–	-0.00%	–
AMBC	Exit	Ambac Financial Group Incequity	$0	–	-5,500	–	-0.01%	–
CLR	Exit	Continental Resources Inc/OKequity	$0	–	-3,100	–	-0.01%	–
MRC	Exit	MRC Global Incequity	$0	–	-10,000	–	-0.01%	–
MON	Exit	Monsanto Coequity	$0	–	-1,500	–	-0.01%	–
MU	Exit	Micron Technology Incequity	$0	–	-19,100	–	-0.01%	–
MITL	Exit	Mitel Networks Corpequity	$0	–	-55,800	–	-0.02%	–
ROVI	Exit	Rovi Corpput	$0	–	-380,600	–	-0.02%	–
ROVI	Exit	Rovi Corpcall	$0	–	-423,000	–	-0.02%	–
RSTI	Exit	Rofin-Sinar Technologies Incput	$0	–	-221,600	–	-0.02%	–
FOE	Exit	Ferro Corpequity	$0	–	-38,189	–	-0.02%	–
LOGM	Exit	LogMeIn Incequity	$0	–	-8,024	–	-0.02%	–
FFIV	Exit	F5 Networks Incequity	$0	–	-4,905	–	-0.03%	–
ODP	Exit	Office Depot Incequity	$0	–	-276,353	–	-0.04%	–
	Exit	Genpact Ltdequity	$0	–	-36,402	–	-0.05%	–
	Exit	Yahoo! Incconvertible bond	$0	–	-1,000,000	–	-0.05%	–
	Exit	Accenture PLCequity	$0	–	-9,881	–	-0.06%	–
MDVN	Exit	Medivation Incequity	$0	–	-20,000	–	-0.06%	–
	Exit	HeartWare International Incconvertible bond	$0	–	-2,000,000	–	-0.10%	–
XLP	Exit	Consumer Staples Select Sector SPDR Fundequity	$0	–	-45,054	–	-0.12%	–
ELRC	Exit	Electro Rent Corpequity	$0	–	-223,236	–	-0.17%	–
PLCM	Exit	Polycom Incequity	$0	–	-400,000	–	-0.22%	–
RSE	Exit	Rouse Properties Incequity	$0	–	-257,454	–	-0.23%	–
FCS	Exit	Fairchild Semiconductor International Incequity	$0	–	-247,800	–	-0.24%	–
HTS	Exit	Hatteras Financial Corpequity	$0	–	-337,004	–	-0.27%	–
NXST	Exit	Nexstar Broadcasting Group Incequity	$0	–	-140,772	–	-0.33%	–
Q104PS	Exit	Parkway Properties Inc/Mdequity	$0	–	-521,841	–	-0.43%	–
RDEN	Exit	Elizabeth Arden Incequity	$0	–	-667,282	–	-0.46%	–
XNPT	Exit	XenoPort Incequity	$0	–	-1,618,007	–	-0.56%	–
	Exit	TiVo Incconvertible bond	$0	–	-12,500,000	–	-0.60%	–
FNFG	Exit	First Niagara Financial Group Incequity	$0	–	-1,382,955	–	-0.67%	–
HTWR	Exit	HeartWare International Incequity	$0	–	-233,514	–	-0.67%	–
SQI	Exit	SciQuest Incequity	$0	–	-889,329	–	-0.78%	–
CPXX	Exit	Celator Pharmaceuticals Incequity	$0	–	-559,600	–	-0.84%	–
KKD	Exit	Krispy Kreme Doughnuts Incequity	$0	–	-1,165,978	–	-1.21%	–
MESG	Exit	Xura Incequity	$0	–	-1,214,935	–	-1.47%	–
AXLL	Exit	Axiall Corpequity	$0	–	-910,209	–	-1.47%	–
LDRH	Exit	LDR Holding Corpequity	$0	–	-926,977	–	-1.70%	–
	Exit	Tyco International Plcequity	$0	–	-837,857	–	-1.77%	–
TUMI	Exit	Tumi Holdings Incequity	$0	–	-1,352,275	–	-1.79%	–
CPGX	Exit	Columbia Pipeline Group Incequity	$0	–	-1,444,116	–	-1.82%	–
DWA	Exit	DreamWorks Animation SKG Incequity	$0	–	-945,416	–	-1.91%	–
FEIC	Exit	FEI Coequity	$0	–	-420,219	–	-2.22%	–
MKTO	Exit	Marketo Incequity	$0	–	-1,303,845	–	-2.25%	–
KLAC	Exit	KLA-Tencor Corpequity	$0	–	-656,509	–	-2.38%	–
EXAM	Exit	ExamWorks Group Incequity	$0	–	-1,758,914	–	-3.04%	–
TIVO	Exit	TiVo Incequity	$0	–	-6,265,836	–	-3.07%	–
DWRE	Exit	Demandware Incequity	$0	–	-872,551	–	-3.24%	–
STR	Exit	Questar Corpequity	$0	–	-2,604,018	–	-3.27%	–
TE	Exit	TECO Energy Incequity	$0	–	-2,496,376	–	-3.42%	–
QLIK	Exit	Qlik Technologies Incequity	$0	–	-2,619,550	–	-3.84%	–
FMER	Exit	FirstMerit Corpequity	$0	–	-3,943,989	–	-3.96%	–
GAS	Exit	AGL Resources Incequity	$0	–	-2,398,438	–	-7.84%	–
HOT	Exit	Starwood Hotels & Resorts Worldwide Incequity	$0	–	-2,226,532	–	-8.15%	–

Q2 2016

			Value		Shares		↓ Weighting
HOT	New	Starwood Hotels & Resorts Worldwide Incequity	$164,652,000	–	2,226,532	–	8.15%	–
GAS	New	AGL Resources Incequity	$158,225,000	–	2,398,438	–	7.84%	–
ITC	New	ITC Holdings Corpequity	$105,101,000	–	2,244,796	–	5.20%	–
FMER	New	FirstMerit Corpequity	$79,945,000	–	3,943,989	–	3.96%	–
QLIK	New	Qlik Technologies Incequity	$77,486,000	–	2,619,550	–	3.84%	–
CVT	New	Cvent Incequity	$76,055,000	–	2,129,186	–	3.77%	–
PNY	New	Piedmont Natural Gas Co Incequity	$73,384,000	–	1,220,625	–	3.63%	–
TE	New	TECO Energy Incequity	$69,000,000	–	2,496,376	–	3.42%	–
VAL	New	Valspar Corp/Theequity	$66,115,000	–	612,009	–	3.27%	–
STR	New	Questar Corpequity	$66,064,000	–	2,604,018	–	3.27%	–
DWRE	New	Demandware Incequity	$65,354,000	–	872,551	–	3.24%	–
TIVO	New	TiVo Incequity	$62,032,000	–	6,265,836	–	3.07%	–
EXAM	New	ExamWorks Group Incequity	$61,298,000	–	1,758,914	–	3.04%	–
LNKD	New	LinkedIn Corpequity	$60,863,000	–	321,600	–	3.01%	–
STJ	New	St Jude Medical Incequity	$55,294,000	–	708,893	–	2.74%	–
KLAC	New	KLA-Tencor Corpequity	$48,089,000	–	656,509	–	2.38%	–
MKTO	New	Marketo Incequity	$45,400,000	–	1,303,845	–	2.25%	–
FEIC	New	FEI Coequity	$44,913,000	–	420,219	–	2.22%	–
WR	New	Westar Energy Incequity	$39,269,000	–	700,100	–	1.94%	–
DWA	New	DreamWorks Animation SKG Incequity	$38,639,000	–	945,416	–	1.91%	–
CPGX	New	Columbia Pipeline Group Incequity	$36,825,000	–	1,444,116	–	1.82%	–
TUMI	New	Tumi Holdings Incequity	$36,160,000	–	1,352,275	–	1.79%	–
	New	Tyco International Plcequity	$35,693,000	–	837,857	–	1.77%	–
LDRH	New	LDR Holding Corpequity	$34,252,000	–	926,977	–	1.70%	–
RSTI	New	Rofin-Sinar Technologies Incequity	$32,733,000	–	1,024,824	–	1.62%	–
MESG	New	Xura Incequity	$29,681,000	–	1,214,935	–	1.47%	–
AXLL	New	Axiall Corpequity	$29,682,000	–	910,209	–	1.47%	–
KKD	New	Krispy Kreme Doughnuts Incequity	$24,439,000	–	1,165,978	–	1.21%	–
SYT	New	Syngenta AGequity	$19,706,000	–	256,624	–	0.98%	–
CPXX	New	Celator Pharmaceuticals Incequity	$16,889,000	–	559,600	–	0.84%	–
MEG	New	Media General Incequity	$16,348,000	–	951,044	–	0.81%	–
SQI	New	SciQuest Incequity	$15,706,000	–	889,329	–	0.78%	–
YHOO	New	Yahoo! Incequity	$14,497,000	–	385,961	–	0.72%	–
HTWR	New	HeartWare International Incequity	$13,485,000	–	233,514	–	0.67%	–
FNFG	New	First Niagara Financial Group Incequity	$13,470,000	–	1,382,955	–	0.67%	–
	New	TiVo Incconvertible bond	$12,203,000	–	12,500,000	–	0.60%	–
HPE	New	Hewlett Packard Enterprise Coequity	$11,932,000	–	653,069	–	0.59%	–
XNPT	New	XenoPort Incequity	$11,391,000	–	1,618,007	–	0.56%	–
AF	New	Astoria Financial Corpequity	$11,305,000	–	737,465	–	0.56%	–
EDE	New	Empire District Electric Co/Theequity	$9,779,000	–	287,866	–	0.48%	–
TLN	New	Talen Energy Corpequity	$9,500,000	–	701,118	–	0.47%	–
RDEN	New	Elizabeth Arden Incequity	$9,182,000	–	667,282	–	0.46%	–
PVTB	New	PrivateBancorp Incequity	$9,070,000	–	206,000	–	0.45%	–
CAB	New	Cabela's Incequity	$8,794,000	–	175,663	–	0.44%	–
Q104PS	New	Parkway Properties Inc/Mdequity	$8,730,000	–	521,841	–	0.43%	–
NXST	New	Nexstar Broadcasting Group Incequity	$6,698,000	–	140,772	–	0.33%	–
CMCSA	New	Comcast Corpequity	$6,268,000	–	96,153	–	0.31%	–
HTS	New	Hatteras Financial Corpequity	$5,527,000	–	337,004	–	0.27%	–
FCS	New	Fairchild Semiconductor International Incequity	$4,919,000	–	247,800	–	0.24%	–
RSE	New	Rouse Properties Incequity	$4,699,000	–	257,454	–	0.23%	–
PLCM	New	Polycom Incequity	$4,500,000	–	400,000	–	0.22%	–
STRZA	New	Starzequity	$4,336,000	–	145,000	–	0.22%	–
XLI	New	Industrial Select Sector SPDR Fundequity	$3,828,000	–	68,401	–	0.19%	–
ELRC	New	Electro Rent Corpequity	$3,440,000	–	223,236	–	0.17%	–
CAJ	New	Canon Incequity	$3,365,000	–	117,601	–	0.17%	–
EFII	New	Electronics For Imaging Incequity	$3,374,000	–	78,401	–	0.17%	–
XHB	New	SPDR S&P Homebuilders ETFequity	$2,716,000	–	80,971	–	0.14%	–
XLP	New	Consumer Staples Select Sector SPDR Fundequity	$2,485,000	–	45,054	–	0.12%	–
SKUL	New	Skullcandy Incequity	$2,294,000	–	373,582	–	0.11%	–
NOMD	New	Nomad Foods Ltdequity	$2,070,000	–	259,365	–	0.10%	–
	New	HeartWare International Incconvertible bond	$1,979,000	–	2,000,000	–	0.10%	–
GIB	New	CGI Group Incequity	$1,977,000	–	46,279	–	0.10%	–
VMW	New	VMware Incequity	$1,786,000	–	31,209	–	0.09%	–
XLK	New	Technology Select Sector SPDR Fundequity	$1,602,000	–	36,950	–	0.08%	–
	New	Shutterfly Incconvertible bond	$1,486,000	–	1,500,000	–	0.07%	–
	New	Twitter Incconvertible bond	$1,335,000	–	1,500,000	–	0.07%	–
MDVN	New	Medivation Incequity	$1,206,000	–	20,000	–	0.06%	–
	New	inContact Incconvertible bond	$1,196,000	–	1,000,000	–	0.06%	–
	New	Accenture PLCequity	$1,119,000	–	9,881	–	0.06%	–
CTSH	New	Cognizant Technology Solutions Corpequity	$1,070,000	–	18,700	–	0.05%	–
	New	Yahoo! Incconvertible bond	$993,000	–	1,000,000	–	0.05%	–
	New	NetSuite Incconvertible bond	$979,000	–	1,000,000	–	0.05%	–
	New	Genpact Ltdequity	$977,000	–	36,402	–	0.05%	–
ODP	New	Office Depot Incequity	$915,000	–	276,353	–	0.04%	–
ORCL	New	Oracle Corpequity	$761,000	–	18,588	–	0.04%	–
INTC	New	Intel Corpequity	$737,000	–	22,475	–	0.04%	–
CA	New	CA Incequity	$717,000	–	21,828	–	0.04%	–
IBM	New	International Business Machines Corpequity	$717,000	–	4,726	–	0.04%	–
FFIV	New	F5 Networks Incequity	$558,000	–	4,905	–	0.03%	–
LOGM	New	LogMeIn Incequity	$509,000	–	8,024	–	0.02%	–
FOE	New	Ferro Corpequity	$511,000	–	38,189	–	0.02%	–
RSTI	New	Rofin-Sinar Technologies Incput	$475,000	–	221,600	–	0.02%	–
ROVI	New	Rovi Corpcall	$396,000	–	423,000	–	0.02%	–
BLOX	New	Infoblox Incequity	$397,000	–	21,158	–	0.02%	–
ROVI	New	Rovi Corpput	$382,000	–	380,600	–	0.02%	–
MITL	New	Mitel Networks Corpequity	$351,000	–	55,800	–	0.02%	–
DYN	New	Dynegy Incequity	$281,000	–	16,300	–	0.01%	–
GXP	New	Great Plains Energy Inccall	$288,000	–	197,600	–	0.01%	–
MU	New	Micron Technology Incequity	$263,000	–	19,100	–	0.01%	–
CNX	New	Consol Energy Incequity	$235,000	–	14,625	–	0.01%	–
LNKD	New	Lions Gate Entertainment Corpput	$242,000	–	102,600	–	0.01%	–
LXU	New	LSB Industries Incequity	$203,000	–	16,800	–	0.01%	–
EQC	New	Equity Commonwealthequity	$189,000	–	6,500	–	0.01%	–
XLF	New	Financial Select Sector SPDR Fundequity	$183,000	–	8,000	–	0.01%	–
FCEA	New	Forest City Realty Trust Incequity	$186,000	–	8,342	–	0.01%	–
CNNX	New	Cone Midstream Partners LPequity	$183,000	–	10,536	–	0.01%	–
AAP	New	Advance Auto Parts Incequity	$175,000	–	1,085	–	0.01%	–
FCEB	New	Forest City Realty Trust Incequity	$155,000	–	6,993	–	0.01%	–
MON	New	Monsanto Coequity	$155,000	–	1,500	–	0.01%	–
MRC	New	MRC Global Incequity	$142,000	–	10,000	–	0.01%	–
CLR	New	Continental Resources Inc/OKequity	$140,000	–	3,100	–	0.01%	–
NBL	New	Noble Energy Incequity	$147,000	–	4,100	–	0.01%	–
NIHD	New	NII Holdings Incequity	$115,000	–	36,250	–	0.01%	–
CCJ	New	Cameco Corpequity	$115,000	–	10,500	–	0.01%	–
PAY	New	VeriFone Systems Incequity	$121,000	–	6,500	–	0.01%	–
AMBC	New	Ambac Financial Group Incequity	$91,000	–	5,500	–	0.01%	–
BB	New	Blackberry Ltdequity	$111,000	–	16,500	–	0.01%	–
IMPV	New	Imperva Incequity	$86,000	–	2,000	–	0.00%	–
SPY	New	SPDR S&P500 ETF Trustput	$85,000	–	55,700	–	0.00%	–
UAL	New	United Continental Holdings Incequity	$72,000	–	1,750	–	0.00%	–
TRQ	New	Turquoise Hill Resources Ltdequity	$51,000	–	15,000	–	0.00%	–
DEPO	New	Depomed Incequity	$59,000	–	3,000	–	0.00%	–
DAL	New	Delta Air Lines Incequity	$64,000	–	1,750	–	0.00%	–
WFTIQ	New	Weatherford International Ltd/Switzerlandequity	$54,000	–	9,750	–	0.00%	–
HBAN	New	Huntington Bancshares Inc/OHcall	$60,000	–	4,022,600	–	0.00%	–
SCTY	New	SolarCity Corpequity	$34,000	–	1,400	–	0.00%	–
WR	New	Westar Energy Incput	$50,000	–	48,000	–	0.00%	–
MKTO	New	Marketo Inccall	$40,000	–	8,300	–	0.00%	–
USO	New	United States Oil Fund LPequity	$40,000	–	3,500	–	0.00%	–
	New	Horizon Pharma Plcequity	$33,000	–	2,000	–	0.00%	–
SC	New	Santander Consumer USA Holdings Incequity	$41,000	–	4,000	–	0.00%	–
CAB	New	Cabela's Incput	$49,000	–	150,000	–	0.00%	–
AAL	New	American Airlines Group Incequity	$50,000	–	1,750	–	0.00%	–
BBT	New	BB&T Corpequity	$11,000	–	300	–	0.00%	–
FITB	New	Fifth Third Bancorpequity	$11,000	–	600	–	0.00%	–
JCI	New	Johnson Controls Inccall	$20,000	–	203,000	–	0.00%	–
MU	New	Micron Technology Inccall	$14,000	–	10,000	–	0.00%	–
CMA	New	Comerica Incequity	$12,000	–	300	–	0.00%	–
CPGX	New	Columbia Pipeline Group Incput	$11,000	–	451,200	–	0.00%	–
SGMS	New	Scientific Games Corpput	$13,000	–	10,000	–	0.00%	–
CPXX	New	Celator Pharmaceuticals Incput	$20,000	–	412,800	–	0.00%	–
STI	New	SunTrust Banks Incequity	$12,000	–	300	–	0.00%	–
CSRA	New	CSRA Incequity	$12,000	–	500	–	0.00%	–
VIAB	New	Viacom Incequity	$24,000	–	575	–	0.00%	–
AA	New	ALCOA INCequity	$19,000	–	2,000	–	0.00%	–
ZION	New	Zions Bancorporationequity	$13,000	–	500	–	0.00%	–
CFG	New	Citizens Financial Group Incequity	$10,000	–	500	–	0.00%	–
ROVI	New	Rovi Corpequity	$9,000	–	550	–	0.00%	–
RF	New	Regions Financial Corpequity	$9,000	–	1,000	–	0.00%	–
CNX	New	Consol Energy Inccall	$7,000	–	2,100	–	0.00%	–
CVT	New	Cvent Incput	$2,000	–	10,200	–	0.00%	–
NBL	New	Noble Energy Inccall	$9,000	–	2,500	–	0.00%	–
KEY	New	KeyCorpequity	$9,000	–	800	–	0.00%	–
NEE	New	NextEra Energy Incequity	$0	–	0	–	0.00%	–
DWRE	New	Demandware Incput	$6,000	–	123,000	–	0.00%	–
MKTO	New	Marketo Incput	$0	–	7,600	–	0.00%	–
DEPO	New	Depomed Inccall	$3,000	–	2,000	–	0.00%	–
HRS	New	Harris Corpequity	$8,000	–	100	–	0.00%	–
MESG	New	Xura Inccall	$7,000	–	70,500	–	0.00%	–
LXU	New	LSB Industries Inccall	$2,000	–	2,500	–	0.00%	–
KKD	New	Krispy Kreme Doughnuts Inccall	$1,000	–	13,600	–	0.00%	–
MYL	New	Mylan NVcall	$1,000	–	15,000	–	0.00%	–
AGN	New	Allergan plcequity	$3,000	–	15	–	0.00%	–
TRNC	New	Tutor Perini Corpcall	$8,000	–	5,000	–	0.00%	–
TRNC	New	tronc Incput	$6,000	–	5,500	–	0.00%	–
ARRS	New	ARRIS International PLCequity	$7,000	–	325	–	0.00%	–

Q4 2015

			Value		Shares		↓ Weighting
TDC	Exit	Teradata Corpequity	$0	–	-200	–	0.00%	–
AMAT	Exit	Applied Materials Inccall	$0	–	-98,200	–	0.00%	–
OUTR	Exit	Outerwall Inccall	$0	–	-500	–	0.00%	–
ABBV	Exit	AbbVie Inccall	$0	–	-98,600	–	-0.00%	–
BERY	Exit	Berry Plastics Group Incequity	$0	–	-750	–	-0.00%	–
CVC	Exit	Cablevision Systems Corpcall	$0	–	-6,800	–	-0.00%	–
PWR	Exit	Quanta Services Incequity	$0	–	-600	–	-0.00%	–
FTR	Exit	Frontier Communications Corpcall	$0	–	-246,300	–	-0.00%	–
M	Exit	Macy's Inccall	$0	–	-98,800	–	-0.00%	–
	Exit	Axalta Coating Systems Ltdcall	$0	–	-57,900	–	-0.00%	–
NCR	Exit	NCR Corpcall	$0	–	-49,000	–	-0.00%	–
BEAV	Exit	B/E Aerospace Inccall	$0	–	-344,900	–	-0.01%	–
BTUUQ	Exit	Peabody Energy Corpequity	$0	–	-141,845	–	-0.01%	–
SPLS	Exit	Staples Inccall	$0	–	-466,400	–	-0.01%	–
AKAM	Exit	Akamai Technologies Incequity	$0	–	-3,900	–	-0.01%	–
VMW	Exit	VMware Inccall	$0	–	-98,500	–	-0.02%	–
RHT	Exit	Red Hat Incequity	$0	–	-4,700	–	-0.02%	–
MIC	Exit	Macquarie Infrastructure Corpequity	$0	–	-4,800	–	-0.02%	–
CHTR	Exit	Charter Communications Incput	$0	–	-13,500	–	-0.02%	–
SAM	Exit	Boston Beer Co Inc/Theequity	$0	–	-1,697	–	-0.02%	–
PCLN	Exit	Priceline Group Inc/Theequity	$0	–	-300	–	-0.02%	–
ALTR	Exit	Altera Corpput	$0	–	-198,200	–	-0.02%	–
	Exit	Allergan plccall	$0	–	-96,400	–	-0.02%	–
CRM	Exit	salesforce.com incequity	$0	–	-7,700	–	-0.03%	–
JMG	Exit	Journal Media Group Incequity	$0	–	-73,075	–	-0.03%	–
BUD	Exit	Anheuser-Busch InBev SA/NVequity	$0	–	-6,046	–	-0.03%	–
CLDPQ	Exit	Cloud Peak Energy Incequity	$0	–	-298,602	–	-0.04%	–
SPY	Exit	SPDR S&P500 ETF Trustequity	$0	–	-6,528	–	-0.06%	–
SRG	Exit	Seritage Growth Propertiesequity	$0	–	-37,299	–	-0.07%	–
	Exit	Avago Technologies Ltdcall	$0	–	-98,800	–	-0.08%	–
XLP	Exit	Consumer Staples Select Sectorequity	$0	–	-34,460	–	-0.08%	–
	Exit	Dealertrack Technologies Incconvertible bond	$0	–	-1,000,000	–	-0.08%	–
SCOR	Exit	comScore Incequity	$0	–	-40,250	–	-0.09%	–
XPO	Exit	XPO Logistics Incequity	$0	–	-78,600	–	-0.09%	–
DEPO	Exit	Depomed Incequity	$0	–	-100,000	–	-0.10%	–
ATML	Exit	Atmel Corpequity	$0	–	-276,600	–	-0.11%	–
NCR	Exit	NCR Corpequity	$0	–	-102,806	–	-0.12%	–
CNX	Exit	CONSOL Energy Incequity	$0	–	-247,737	–	-0.12%	–
BWXT	Exit	BWX Technologies Incequity	$0	–	-99,227	–	-0.13%	–
NTLS	Exit	NTELOS Holdings Corpequity	$0	–	-334,078	–	-0.15%	–
MSO	Exit	Martha Stewart Living Omnimediequity	$0	–	-519,372	–	-0.16%	–
PSEM	Exit	Pericom Semiconductor Corpequity	$0	–	-175,483	–	-0.16%	–
HAL	Exit	Halliburton Coequity	$0	–	-100,660	–	-0.18%	–
ODP	Exit	Office Depot Incequity	$0	–	-564,562	–	-0.18%	–
VMW	Exit	VMware Incequity	$0	–	-49,243	–	-0.20%	–
CNXC	Exit	CNX Coal Resources LPequity	$0	–	-350,128	–	-0.20%	–
SPXC	Exit	SPX Corpequity	$0	–	-332,602	–	-0.20%	–
NIHD	Exit	NII Holdings Incequity	$0	–	-642,180	–	-0.21%	–
AXTA	Exit	Axalta Coating Systems Ltdequity	$0	–	-179,753	–	-0.23%	–
DYN	Exit	Dynegy Incequity	$0	–	-221,191	–	-0.23%	–
AVGO	Exit	Avago Technologies Ltdequity	$0	–	-36,790	–	-0.23%	–
CMCSA	Exit	Comcast Corpequity	$0	–	-81,391	–	-0.23%	–
HCHC	Exit	HC2 Holdings Incequity	$0	–	-734,615	–	-0.26%	–
FLOW	Exit	SPX FLOW Incequity	$0	–	-183,868	–	-0.32%	–
KLXI	Exit	KLX Incequity	$0	–	-182,906	–	-0.33%	–
ADEP	Exit	Adept Technology Incequity	$0	–	-558,505	–	-0.36%	–
BEAV	Exit	B/E Aerospace Incequity	$0	–	-166,142	–	-0.37%	–
EZCH	Exit	EZchip Semiconductor Ltdequity	$0	–	-291,862	–	-0.37%	–
PRGO	Exit	Perrigo Co PLCequity	$0	–	-49,270	–	-0.39%	–
MGM	Exit	MGM Resorts Internationalequity	$0	–	-436,202	–	-0.40%	–
HNT	Exit	Health Net Inc/CAequity	$0	–	-159,363	–	-0.48%	–
HIFR	Exit	InfraREIT Incequity	$0	–	-412,142	–	-0.49%	–
DISH	Exit	DISH Network Corpequity	$0	–	-167,151	–	-0.49%	–
PGI	Exit	Premiere Global Services Incequity	$0	–	-725,102	–	-0.50%	–
M	Exit	Macy's Incequity	$0	–	-197,468	–	-0.51%	–
MEG	Exit	Media General Incequity	$0	–	-766,704	–	-0.54%	–
FTR	Exit	Frontier Communications Corpequity	$0	–	-2,319,136	–	-0.56%	–
FCEA	Exit	Forest City Enterprises Incequity	$0	–	-587,422	–	-0.60%	–
YHOO	Exit	Yahoo! Incequity	$0	–	-410,362	–	-0.60%	–
VC	Exit	Visteon Corpequity	$0	–	-121,345	–	-0.62%	–
MWE	Exit	MarkWest Energy Partners LPequity	$0	–	-291,302	–	-0.63%	–
HPQ	Exit	HP Incequity	$0	–	-488,831	–	-0.63%	–
	Exit	Steiner Leisure Ltdequity	$0	–	-206,751	–	-0.66%	–
EMC	Exit	EMC Corp/MAequity	$0	–	-580,419	–	-0.71%	–
GAS	Exit	AGL Resources Incequity	$0	–	-240,100	–	-0.74%	–
MYL	Exit	Mylan NVequity	$0	–	-370,088	–	-0.75%	–
CVC	Exit	Cablevision Systems Corpequity	$0	–	-502,171	–	-0.82%	–
HRS	Exit	Harris Corpequity	$0	–	-223,490	–	-0.82%	–
SLH	Exit	Solera Holdings Incequity	$0	–	-404,743	–	-1.10%	–
NPBC	Exit	National Penn Bancshares Incequity	$0	–	-1,936,382	–	-1.15%	–
MRGE	Exit	Merge Healthcare Incequity	$0	–	-3,656,956	–	-1.31%	–
REMY	Exit	Remy International Incequity	$0	–	-1,064,207	–	-1.57%	–
HILL	Exit	Dot Hill Systems Corpequity	$0	–	-3,936,717	–	-1.93%	–
ZU	Exit	zulily Incequity	$0	–	-2,329,295	–	-2.04%	–
SFG	Exit	StanCorp Financial Group Incequity	$0	–	-355,258	–	-2.04%	–
BRCM	Exit	Broadcom Corpequity	$0	–	-800,639	–	-2.07%	–
XOOM	Exit	Xoom Corpequity	$0	–	-1,679,846	–	-2.10%	–
WMB	Exit	Williams Cos Inc/Theequity	$0	–	-1,206,589	–	-2.24%	–
TWC	Exit	Time Warner Cable Incequity	$0	–	-249,693	–	-2.26%	–
BEE	Exit	Strategic Hotels & Resorts Incequity	$0	–	-3,250,000	–	-2.26%	–
WPZ	Exit	Williams Partners LPequity	$0	–	-1,470,977	–	-2.36%	–
CAM	Exit	Cameron International Corpequity	$0	–	-787,368	–	-2.43%	–
CNW	Exit	Con-way Incequity	$0	–	-1,071,630	–	-2.56%	–
HCC	Exit	HCC Insurance Holdings Incequity	$0	–	-797,950	–	-3.11%	–
TRAK	Exit	Dealertrack Technologies Incequity	$0	–	-1,064,519	–	-3.39%	–
KYTH	Exit	KYTHERA Biopharmaceuticals Incequity	$0	–	-897,702	–	-3.39%	–
IPCM	Exit	IPC Healthcare Incequity	$0	–	-937,316	–	-3.67%	–
SYA	Exit	Symetra Financial Corpequity	$0	–	-2,537,282	–	-4.04%	–
THOR	Exit	Thoratec Corpequity	$0	–	-1,510,667	–	-4.81%	–
CYT	Exit	Cytec Industries Incequity	$0	–	-1,359,981	–	-5.06%	–
SIAL	Exit	Sigma-Aldrich Corpequity	$0	–	-733,742	–	-5.13%	–
CB	Exit	Chubb Corp/Theequity	$0	–	-932,512	–	-5.76%	–
PCP	Exit	Precision Castparts Corpequity	$0	–	-581,805	–	-6.73%	–
PRE	Exit	PartnerRe Ltdequity	$0	–	-1,074,353	–	-7.51%	–

Q3 2015

			Value		Shares		↓ Weighting
PRE	Buy	PartnerRe Ltdequity	$149,206,000	-99.8%	1,074,353	+46.9%	7.51%	+98.3%
PCP	New	Precision Castparts Corpequity	$133,646,000	–	581,805	–	6.73%	–
CB	New	Chubb Corp/Theequity	$114,373,000	–	932,512	–	5.76%	–
SIAL	Buy	Sigma-Aldrich Corpequity	$101,931,000	-99.9%	733,742	+6.1%	5.13%	+32.1%
CYT	New	Cytec Industries Incequity	$100,435,000	–	1,359,981	–	5.06%	–
THOR	New	Thoratec Corpequity	$95,565,000	–	1,510,667	–	4.81%	–
SYA	New	Symetra Financial Corpequity	$80,280,000	–	2,537,282	–	4.04%	–
IPCM	New	IPC Healthcare Incequity	$72,820,000	–	937,316	–	3.67%	–
KYTH	Buy	KYTHERA Biopharmaceuticals Incequity	$67,310,000	-99.9%	897,702	+7.6%	3.39%	+33.8%
TRAK	Sell	Dealertrack Technologies Incequity	$67,235,000	-99.9%	1,064,519	-21.6%	3.39%	-1.5%
HCC	Buy	HCC Insurance Holdings Incequity	$61,817,000	-99.8%	797,950	+93.5%	3.11%	+143.8%
CNW	New	Con-way Incequity	$50,849,000	–	1,071,630	–	2.56%	–
CAM	New	Cameron International Corpequity	$48,281,000	–	787,368	–	2.43%	–
WPZ	Sell	Williams Partners LPequity	$46,954,000	-100.0%	1,470,977	-28.0%	2.36%	-40.8%
BEE	New	Strategic Hotels & Resorts Incequity	$44,818,000	–	3,250,000	–	2.26%	–
TWC	New	Time Warner Cable Incequity	$44,787,000	–	249,693	–	2.26%	–
WMB	Buy	Williams Cos Inc/Theequity	$44,463,000	-99.7%	1,206,589	+328.1%	2.24%	+243.4%
XOOM	New	Xoom Corpequity	$41,795,000	–	1,679,846	–	2.10%	–
BRCM	Buy	Broadcom Corpequity	$41,177,000	-99.9%	800,639	+2.3%	2.07%	+27.6%
SFG	New	StanCorp Financial Group Incequity	$40,570,000	–	355,258	–	2.04%	–
ZU	New	zulily Incequity	$40,530,000	–	2,329,295	–	2.04%	–
HILL	New	Dot Hill Systems Corpequity	$38,304,000	–	3,936,717	–	1.93%	–
REMY	New	Remy International Incequity	$31,128,000	–	1,064,207	–	1.57%	–
MRGE	New	Merge Healthcare Incequity	$25,964,000	–	3,656,956	–	1.31%	–
NPBC	New	National Penn Bancshares Incequity	$22,752,000	–	1,936,382	–	1.15%	–
SLH	New	Solera Holdings Incequity	$21,856,000	–	404,743	–	1.10%	–
HRS	Sell	Harris Corpequity	$16,348,000	-99.9%	223,490	-2.9%	0.82%	+15.3%
CVC	New	Cablevision Systems Corpequity	$16,305,000	–	502,171	–	0.82%	–
MYL	Buy	Mylan NVequity	$14,900,000	-99.5%	370,088	+817.9%	0.75%	+581.8%
GAS	New	AGL Resources Incequity	$14,656,000	–	240,100	–	0.74%	–
EMC	Sell	EMC Corp/MAequity	$14,023,000	-99.9%	580,419	-4.3%	0.71%	+9.5%
	New	Steiner Leisure Ltdequity	$13,063,000	–	206,751	–	0.66%	–
HPQ	New	HP Incequity	$12,519,000	–	488,831	–	0.63%	–
MWE	New	MarkWest Energy Partners LPequity	$12,500,000	–	291,302	–	0.63%	–
VC	Sell	Visteon Corpequity	$12,285,000	-99.9%	121,345	-23.6%	0.62%	-7.9%
YHOO	Buy	Yahoo! Incequity	$11,864,000	-99.9%	410,362	+91.0%	0.60%	+75.6%
FCEA	New	Forest City Enterprises Incequity	$11,825,000	–	587,422	–	0.60%	–
FTR	Sell	Frontier Communications Corpequity	$11,016,000	-99.9%	2,319,136	-11.8%	0.56%	+5.7%
MEG	Buy	Media General Incequity	$10,726,000	-99.9%	766,704	+42.3%	0.54%	+50.4%
M	New	Macy's Incequity	$10,134,000	–	197,468	–	0.51%	–
PGI	New	Premiere Global Services Incequity	$9,963,000	–	725,102	–	0.50%	–
DISH	Buy	DISH Network Corpequity	$9,752,000	-99.9%	167,151	+15.1%	0.49%	+24.0%
HIFR	Sell	InfraREIT Incequity	$9,760,000	-99.9%	412,142	-25.3%	0.49%	-22.1%
HNT	New	Health Net Inc/CAequity	$9,597,000	–	159,363	–	0.48%	–
MGM	Sell	MGM Resorts Internationalequity	$8,048,000	-99.9%	436,202	-47.9%	0.40%	-34.3%
PRGO	Sell	Perrigo Co PLCequity	$7,749,000	-99.9%	49,270	-0.5%	0.39%	+5.7%
EZCH	New	EZchip Semiconductor Ltdequity	$7,343,000	–	291,862	–	0.37%	–
BEAV	Sell	B/E Aerospace Incequity	$7,294,000	-100.0%	166,142	-48.5%	0.37%	-48.6%
ADEP	New	Adept Technology Incequity	$7,238,000	–	558,505	–	0.36%	–
KLXI	Sell	KLX Incequity	$6,537,000	-99.9%	182,906	-26.1%	0.33%	-25.2%
FLOW	New	SPX FLOW Incequity	$6,331,000	–	183,868	–	0.32%	–
HCHC	Buy	HC2 Holdings Incequity	$5,150,000	-99.9%	734,615	+1.8%	0.26%	-0.4%
CMCSA	New	Comcast Corpequity	$4,630,000	–	81,391	–	0.23%	–
AVGO	New	Avago Technologies Ltdequity	$4,599,000	–	36,790	–	0.23%	–
DYN	Sell	Dynegy Incequity	$4,572,000	-100.0%	221,191	-51.5%	0.23%	-57.2%
AXTA	New	Axalta Coating Systems Ltdequity	$4,555,000	–	179,753	–	0.23%	–
NIHD	New	NII Holdings Incequity	$4,181,000	–	642,180	–	0.21%	–
SPXC	Buy	SPX Corpequity	$3,965,000	-100.0%	332,602	+9.6%	0.20%	-77.4%
CNXC	New	CNX Coal Resources LPequity	$3,939,000	–	350,128	–	0.20%	–
VMW	New	VMware Incequity	$3,880,000	–	49,243	–	0.20%	–
ODP	New	Office Depot Incequity	$3,624,000	–	564,562	–	0.18%	–
HAL	New	Halliburton Coequity	$3,558,000	–	100,660	–	0.18%	–
PSEM	New	Pericom Semiconductor Corpequity	$3,203,000	–	175,483	–	0.16%	–
MSO	Buy	Martha Stewart Living Omnimediequity	$3,095,000	-99.9%	519,372	+27.1%	0.16%	+51.5%
NTLS	New	NTELOS Holdings Corpequity	$3,017,000	–	334,078	–	0.15%	–
BWXT	New	BWX Technologies Incequity	$2,616,000	–	99,227	–	0.13%	–
CNX	Sell	CONSOL Energy Incequity	$2,428,000	-100.0%	247,737	-61.4%	0.12%	-78.3%
NCR	Sell	NCR Corpequity	$2,339,000	-99.9%	102,806	-30.1%	0.12%	-33.7%
ATML	New	Atmel Corpequity	$2,232,000	–	276,600	–	0.11%	–
DEPO	New	Depomed Incequity	$1,885,000	–	100,000	–	0.10%	–
XPO	Sell	XPO Logistics Incequity	$1,873,000	-100.0%	78,600	-60.6%	0.09%	-74.1%
SCOR	New	comScore Incequity	$1,858,000	–	40,250	–	0.09%	–
	New	Dealertrack Technologies Incconvertible bond	$1,692,000	–	1,000,000	–	0.08%	–
XLP	New	Consumer Staples Select Sectorequity	$1,626,000	–	34,460	–	0.08%	–
	New	Avago Technologies Ltdcall	$1,487,000	–	98,800	–	0.08%	–
SRG	New	Seritage Growth Propertiesequity	$1,389,000	–	37,299	–	0.07%	–
SPY	New	SPDR S&P500 ETF Trustequity	$1,251,000	–	6,528	–	0.06%	–
CLDPQ	Buy	Cloud Peak Energy Incequity	$785,000	-99.9%	298,602	+9.6%	0.04%	-21.6%
BUD	New	Anheuser-Busch InBev SA/NVequity	$643,000	–	6,046	–	0.03%	–
JMG	Buy	Journal Media Group Incequity	$548,000	-99.9%	73,075	+63.5%	0.03%	+86.7%
CRM	Sell	salesforce.com incequity	$535,000	-100.0%	7,700	-92.0%	0.03%	-90.0%
	New	Allergan plccall	$477,000	–	96,400	–	0.02%	–
ALTR	New	Altera Corpput	$436,000	–	198,200	–	0.02%	–
MIC	New	Macquarie Infrastructure Corpequity	$358,000	–	4,800	–	0.02%	–
CHTR	New	Charter Communications Incput	$355,000	–	13,500	–	0.02%	–
SAM	New	Boston Beer Co Inc/Theequity	$357,000	–	1,697	–	0.02%	–
VMW	New	VMware Inccall	$303,000	–	98,500	–	0.02%	–
SPLS	Buy	Staples Inccall	$257,000	-99.9%	466,400	+73.0%	0.01%	+44.4%
BTUUQ	New	Peabody Energy Corpequity	$196,000	–	141,845	–	0.01%	–
BEAV	New	B/E Aerospace Inccall	$186,000	–	344,900	–	0.01%	–
NCR	New	NCR Corpcall	$76,000	–	49,000	–	0.00%	–
M	New	Macy's Inccall	$39,000	–	98,800	–	0.00%	–
	New	Axalta Coating Systems Ltdcall	$39,000	–	57,900	–	0.00%	–
FTR	New	Frontier Communications Corpcall	$31,000	–	246,300	–	0.00%	–
CVC	New	Cablevision Systems Corpcall	$11,000	–	6,800	–	0.00%	–
ABBV	New	AbbVie Inccall	$27,000	–	98,600	–	0.00%	–
BERY	Sell	Berry Plastics Group Incequity	$23,000	-100.0%	750	-98.9%	0.00%	-98.9%
PWR	Buy	Quanta Services Incequity	$15,000	-99.9%	600	+50.0%	0.00%	–
TDC	Sell	Teradata Corpequity	$6,000	-100.0%	200	-66.7%	0.00%	-100.0%
AMAT	New	Applied Materials Inccall	$1,000	–	98,200	–	0.00%	–
OUTR	New	Outerwall Inccall	$1,000	–	500	–	0.00%	–
HON	Exit	Honeywell International Incequity	$0	–	-100	–	0.00%	–
HSP	Exit	Hospira Incput	$0	–	-200	–	0.00%	–
OCR	Exit	Omnicare, Inccall	$0	–	-19,900	–	0.00%	–
DYN	Exit	Dynegy Inccall	$0	–	-21,600	–	0.00%	–
BOBE	Exit	Bob Evans Farms Incput	$0	–	-48,700	–	0.00%	–
MCHP	Exit	Microchip Technology Incput	$0	–	-7,500	–	-0.00%	–
KYTH	Exit	Kythera Biopharmaceuticals Inccall	$0	–	-25,100	–	-0.00%	–
CHTR	Exit	Charter Communications Incequity	$0	–	-150	–	-0.00%	–
NBL	Exit	Noble Energy Inccall	$0	–	-137,500	–	-0.00%	–
BLL	Exit	Ball Corpequity	$0	–	-216	–	-0.00%	–
	Exit	Applied Materials Inccall	$0	–	-98,200	–	-0.00%	–
WFTIQ	Exit	Weatherford International Ltdput	$0	–	-194,200	–	-0.00%	–
OWW	Exit	Orbitz Worldwide, Incput	$0	–	-818,200	–	-0.00%	–
	Exit	Avago Technologies Ltdcall	$0	–	-18,000	–	-0.01%	–
HPQ	Exit	Hewlett-Packard Coput	$0	–	-209,700	–	-0.01%	–
AXS	Exit	Axis Capital Holdings Ltdput	$0	–	-159,700	–	-0.01%	–
	Exit	Royal Dutch Shell PLCput	$0	–	-84,900	–	-0.01%	–
AXTA	Exit	Axalta Coating Systems Ltdcall	$0	–	-293,200	–	-0.01%	–
ILMN	Exit	Illumina Incequity	$0	–	-1,800	–	-0.02%	–
FTRPR	Exit	Frontier Communications Corpequity preferred	$0	–	-4,882	–	-0.02%	–
BTU	Exit	Peabody Energy Corpequity	$0	–	-515,409	–	-0.04%	–
	Exit	Omnicare, Incconvertible bond	$0	–	-1,000,000	–	-0.06%	–
VIAB	Exit	Viacom Incequity	$0	–	-27,892	–	-0.07%	–
TMUS	Exit	T-Mobile US Incequity	$0	–	-49,100	–	-0.08%	–
KRFT	Exit	Kraft Foods Group Incequity	$0	–	-37,604	–	-0.13%	–
WMB	Exit	Williams Companies Inccall	$0	–	-1,499,100	–	-0.15%	–
RDSB	Exit	Royal Dutch Shell PLCequity	$0	–	-84,900	–	-0.20%	–
HME	Exit	Home Properties Incequity	$0	–	-72,000	–	-0.21%	–
IGTE	Exit	iGATE Corporationequity	$0	–	-111,500	–	-0.21%	–
QLTY	Exit	Quality Distribution Incequity	$0	–	-350,624	–	-0.22%	–
YELP	Exit	Yelp Incequity	$0	–	-129,879	–	-0.22%	–
CYNI	Exit	Cyan Incequity	$0	–	-1,086,700	–	-0.23%	–
BOBE	Exit	Bob Evans Farms Incequity	$0	–	-118,447	–	-0.24%	–
ISSI	Exit	Integrated Silicon Solution Incequity	$0	–	-288,741	–	-0.26%	–
WFTIQ	Exit	Weatherford International Ltdequity	$0	–	-638,671	–	-0.32%	–
TAP	Exit	Molson Coors Brewing Coequity	$0	–	-121,319	–	-0.34%	–
EXH	Exit	Exterran Holdings Incequity	$0	–	-285,415	–	-0.38%	–
HOT	Exit	Starwood Hotels & Resorts Worldwide, Incequity	$0	–	-125,486	–	-0.41%	–
SPLS	Exit	Staples Incequity	$0	–	-711,743	–	-0.44%	–
MAC	Exit	Macerich Coequity	$0	–	-153,143	–	-0.46%	–
HVB	Exit	Hudson Valley Holding Corpequity	$0	–	-425,942	–	-0.48%	–
TEVA	Exit	Teva Pharmaceutical Industries Ltdequity	$0	–	-311,678	–	-0.74%	–
HPQ	Exit	Hewlett-Packard Coequity	$0	–	-656,879	–	-0.80%	–
CKSW	Exit	ClickSoftware Technologies Ltdequity	$0	–	-1,622,421	–	-0.82%	–
RALY	Exit	Rally Software Development Corpequity	$0	–	-1,094,623	–	-0.86%	–
SUSQ	Exit	Susquehanna Bancshares Incequity	$0	–	-1,522,213	–	-0.87%	–
AGN	Exit	Allergan Incequity	$0	–	-78,184	–	-0.96%	–
3101PS	Exit	Micrel Incequity	$0	–	-2,466,655	–	-1.38%	–
AEC	Exit	Applied Engineering Conceptsequity	$0	–	-1,337,149	–	-1.54%	–
EXL	Exit	Excel Trust Incequity	$0	–	-3,397,806	–	-2.16%	–
ALTR	Exit	Altera Corpequity	$0	–	-1,047,655	–	-2.16%	–
RTI	Exit	RTI International Metalsequity	$0	–	-1,816,290	–	-2.31%	–
PPO	Exit	Polypore International Incequity	$0	–	-1,153,476	–	-2.78%	–
OCR	Exit	Omnicare, Incequity	$0	–	-860,797	–	-3.27%	–
ANN	Exit	Ann Taylorequity	$0	–	-1,809,565	–	-3.52%	–
ROSE	Exit	Rosetta Resources Incequity	$0	–	-3,901,519	–	-3.64%	–
PLL	Exit	Pall Corporationequity	$0	–	-768,612	–	-3.86%	–
INFA	Exit	Informatica Corpequity	$0	–	-1,991,203	–	-3.89%	–
CTRX	Exit	Catamaran Corpequity	$0	–	-2,286,642	–	-5.63%	–
4107PS	Exit	Meadwestvaco Corpequity	$0	–	-3,575,959	–	-6.80%	–
HSP	Exit	Hospira Incequity	$0	–	-1,929,050	–	-6.90%	–
A309PS	Exit	DirecTVequity	$0	–	-2,351,474	–	-8.79%	–

Q2 2015

			Value		Shares		↓ Weighting
A309PS	New	DirecTVequity	$218,193,272,000	–	2,351,474	–	8.79%	–
HSP	New	Hospira Incequity	$171,126,026,000	–	1,929,050	–	6.90%	–
4107PS	New	Meadwestvaco Corpequity	$168,749,505,000	–	3,575,959	–	6.80%	–
CTRX	New	Catamaran Corpequity	$139,668,093,000	–	2,286,642	–	5.63%	–
WPZ	New	Williams Partners LPequity	$98,990,097,000	–	2,043,983	–	3.99%	–
INFA	New	Informatica Corpequity	$96,513,609,000	–	1,991,203	–	3.89%	–
SIAL	New	Sigma-Aldrich Corporationequity	$96,407,347,000	–	691,836	–	3.89%	–
PLL	New	Pall Corporationequity	$95,653,763,000	–	768,612	–	3.86%	–
PRE	New	PartnerRe Ltdequity	$93,972,436,000	–	731,303	–	3.79%	–
ROSE	New	Rosetta Resources Incequity	$90,281,150,000	–	3,901,519	–	3.64%	–
ANN	New	Ann Taylorequity	$87,383,894,000	–	1,809,565	–	3.52%	–
TRAK	New	Dealertrack Technologies Incequity	$85,300,403,000	–	1,358,503	–	3.44%	–
OCR	New	Omnicare, Incequity	$81,130,117,000	–	860,797	–	3.27%	–
PPO	New	Polypore International Incequity	$69,070,143,000	–	1,153,476	–	2.78%	–
KYTH	New	Kythera Biopharmaceuticals Incequity	$62,837,459,000	–	834,384	–	2.53%	–
RTI	New	RTI International Metalsequity	$57,249,461,000	–	1,816,290	–	2.31%	–
ALTR	New	Altera Corpequity	$53,639,936,000	–	1,047,655	–	2.16%	–
EXL	New	Excel Trust Incequity	$53,583,401,000	–	3,397,806	–	2.16%	–
BRCM	New	Broadcom Corp-CL Aequity	$40,305,909,000	–	782,791	–	1.62%	–
AEC	New	Applied Engineering Conceptsequity	$38,282,576,000	–	1,337,149	–	1.54%	–
3101PS	New	Micrel Incequity	$34,286,505,000	–	2,466,655	–	1.38%	–
HCC	New	HCC Insurance Holding Incequity	$31,681,132,000	–	412,300	–	1.28%	–
AGN	New	Allergan Incequity	$23,725,717,000	–	78,184	–	0.96%	–
SPXC	New	SPX Corpequity	$21,960,086,000	–	303,358	–	0.88%	–
SUSQ	New	Susquehanna Bancshares Incequity	$21,493,648,000	–	1,522,213	–	0.87%	–
RALY	New	Rally Software Development Corpequity	$21,290,417,000	–	1,094,623	–	0.86%	–
CKSW	New	ClickSoftware Technologies Ltdequity	$20,393,832,000	–	1,622,421	–	0.82%	–
HPQ	New	Hewlett-Packard Coequity	$19,712,939,000	–	656,879	–	0.80%	–
TEVA	New	Teva Pharmaceutical Industries Ltdequity	$18,420,170,000	–	311,678	–	0.74%	–
BEAV	New	B/E Aerospace Incequity	$17,705,909,000	–	322,512	–	0.71%	–
HRS	New	Harris Corp Delequity	$17,705,682,000	–	230,213	–	0.71%	–
VC	New	Visteon Corpequity	$16,678,278,000	–	158,871	–	0.67%	–
WMB	New	Williams Companies Incequity	$16,174,166,000	–	281,829	–	0.65%	–
EMC	New	EMC Corp Massequity	$16,002,183,000	–	606,373	–	0.64%	–
HIFR	New	Infrareit Incequity	$15,640,739,000	–	551,507	–	0.63%	–
MGM	New	MGM Resorts Internationalequity	$15,290,598,000	–	837,841	–	0.62%	–
CNX	New	Consol Energy Incequity	$13,952,036,000	–	641,768	–	0.56%	–
DYN	New	Dynegy Incequity	$13,335,338,000	–	455,909	–	0.54%	–
FTR	New	Frontier Communications Corpequity	$13,019,931,000	–	2,630,289	–	0.52%	–
HVB	New	Hudson Valley Holding Corpequity	$12,015,824,000	–	425,942	–	0.48%	–
MAC	New	Macerich Coequity	$11,424,468,000	–	153,143	–	0.46%	–
KLXI	New	KLX Incequity	$10,927,515,000	–	247,621	–	0.44%	–
SPLS	New	Staples Incequity	$10,896,785,000	–	711,743	–	0.44%	–
HOT	New	Starwood Hotels & Resorts Worldwide, Incequity	$10,175,660,000	–	125,486	–	0.41%	–
DISH	New	Dish Network Corpequity	$9,836,232,000	–	145,270	–	0.40%	–
EXH	New	Exterran Holdings Incequity	$9,318,800,000	–	285,415	–	0.38%	–
PRGO	New	Perrigo Companyequity	$9,150,194,000	–	49,506	–	0.37%	–
XPO	New	XPO Logistics Incequity	$9,016,889,000	–	199,577	–	0.36%	–
MEG	New	Media General Incequity	$8,902,859,000	–	538,914	–	0.36%	–
TAP	New	Molson Coors Brewing Coequity	$8,469,279,000	–	121,319	–	0.34%	–
YHOO	New	Yahoo Incequity	$8,441,771,000	–	214,858	–	0.34%	–
WFTIQ	New	Weatherford International Ltdequity	$7,836,493,000	–	638,671	–	0.32%	–
CRM	New	Salesforce Com Incequity	$6,708,502,000	–	96,345	–	0.27%	–
HCHC	New	HC2 Holdings Incequity	$6,456,333,000	–	721,378	–	0.26%	–
ISSI	New	Integrated Silicon Solution Incequity	$6,392,726,000	–	288,741	–	0.26%	–
BOBE	New	Bob Evans Farms Incequity	$6,046,719,000	–	118,447	–	0.24%	–
CYNI	New	Cyan Incequity	$5,694,308,000	–	1,086,700	–	0.23%	–
YELP	New	Yelp Incequity	$5,588,693,000	–	129,879	–	0.22%	–
QLTY	New	Quality Distribution Incequity	$5,420,647,000	–	350,624	–	0.22%	–
IGTE	New	iGATE Corporationequity	$5,317,435,000	–	111,500	–	0.21%	–
HME	New	Home Properties Incequity	$5,259,600,000	–	72,000	–	0.21%	–
RDSB	New	Royal Dutch Shell PLCequity	$4,869,015,000	–	84,900	–	0.20%	–
NCR	New	NCR Corporationequity	$4,427,138,000	–	147,081	–	0.18%	–
WMB	New	Williams Companies Inccall	$3,787,745,000	–	1,499,100	–	0.15%	–
KRFT	New	Kraft Foods Group Incequity	$3,201,605,000	–	37,604	–	0.13%	–
MYL	New	Mylan N Vequity	$2,735,979,000	–	40,318	–	0.11%	–
MSO	New	Martha Stewart Living Omnimedia Incequity	$2,549,739,000	–	408,612	–	0.10%	–
BERY	New	Berry Plastics Group Incequity	$2,151,814,000	–	66,414	–	0.09%	–
TMUS	New	T-Mobile US Incequity	$1,903,607,000	–	49,100	–	0.08%	–
VIAB	New	Viacom Incequity	$1,802,939,000	–	27,892	–	0.07%	–
	New	Omnicare, Incconvertible bond	$1,428,125,000	–	1,000,000	–	0.06%	–
CLDPQ	New	Cloud Peak Energy Incequity	$1,269,538,000	–	272,433	–	0.05%	–
BTU	New	Peabody Energy Corpequity	$1,128,746,000	–	515,409	–	0.04%	–
FTRPR	New	Frontier Communications Corpequity preferred	$485,454,000	–	4,882	–	0.02%	–
ILMN	New	Illumina Incequity	$393,048,000	–	1,800	–	0.02%	–
JMG	New	Journal Media Group, Incequity	$370,621,000	–	44,707	–	0.02%	–
PCLN	New	priceline.com Incequity	$345,411,000	–	300	–	0.01%	–
RHT	New	Red Hat Incequity	$356,871,000	–	4,700	–	0.01%	–
AKAM	New	Akamai Technologies Incequity	$272,298,000	–	3,900	–	0.01%	–
AXTA	New	Axalta Coating Systems Ltdcall	$249,220,000	–	293,200	–	0.01%	–
	New	Royal Dutch Shell PLCput	$246,210,000	–	84,900	–	0.01%	–
SPLS	New	Staples Inccall	$222,420,000	–	269,600	–	0.01%	–
	New	Avago Technologies Ltdcall	$135,900,000	–	18,000	–	0.01%	–
HPQ	New	Hewlett-Packard Coput	$113,238,000	–	209,700	–	0.01%	–
AXS	New	Axis Capital Holdings Ltdput	$131,753,000	–	159,700	–	0.01%	–
OWW	New	Orbitz Worldwide, Incput	$94,090,000	–	818,200	–	0.00%	–
WFTIQ	New	Weatherford International Ltdput	$65,057,000	–	194,200	–	0.00%	–
	New	Applied Materials Inccall	$51,555,000	–	98,200	–	0.00%	–
MCHP	New	Microchip Technology Incput	$16,875,000	–	7,500	–	0.00%	–
KYTH	New	Kythera Biopharmaceuticals Inccall	$23,218,000	–	25,100	–	0.00%	–
TDC	New	Teradata Corpequity	$22,200,000	–	600	–	0.00%	–
CHTR	New	Charter Communications Incequity	$25,688,000	–	150	–	0.00%	–
BLL	New	Ball Corpequity	$15,152,000	–	216	–	0.00%	–
NBL	New	Noble Energy Inccall	$17,188,000	–	137,500	–	0.00%	–
OCR	New	Omnicare, Inccall	$995,000	–	19,900	–	0.00%	–
PWR	New	Quanta Services, Incequity	$11,528,000	–	400	–	0.00%	–
BOBE	New	Bob Evans Farms Incput	$10,958,000	–	48,700	–	0.00%	–
HON	New	Honeywell International Incequity	$10,197,000	–	100	–	0.00%	–
DYN	New	Dynegy Inccall	$12,281,000	–	21,600	–	0.00%	–
HSP	New	Hospira Incput	$45,000	–	200	–	0.00%	–

Q4 2014

			Value		Shares		↓ Weighting
	Exit	Family Dollar Stores Incput	$0	–	-119,800	–	0.00%	–
	Exit	Pike Corpput	$0	–	-75,800	–	0.00%	–
	Exit	International Rectifier Corpput	$0	–	-195,800	–	0.00%	–
	Exit	Civeo Corp.call	$0	–	-140,300	–	0.00%	–
	Exit	Glimcher Realty Trustput	$0	–	-82,300	–	0.00%	–
	Exit	Sigma Aldrich Corpput	$0	–	-2,100	–	0.00%	–
	Exit	Protective Life Corp.put	$0	–	-19,700	–	0.00%	–
	Exit	Illumina Incput	$0	–	-19,800	–	0.00%	–
	Exit	Iron Mountain Incput	$0	–	-48,900	–	-0.00%	–
	Exit	Petsmart Incput	$0	–	-63,500	–	-0.00%	–
	Exit	Berry Plastics Group Incput	$0	–	-97,700	–	-0.00%	–
	Exit	Charter Communications Inc.put	$0	–	-19,500	–	-0.00%	–
	Exit	Sirius XM Holdings Inc.put	$0	–	-2,000,000	–	-0.00%	–
ANRZQ	Exit	Alpha Natural Resources Inc.	$0	–	-25,100	–	-0.00%	–
	Exit	Energizer Holdings Incput	$0	–	-39,100	–	-0.00%	–
	Exit	Express Incput	$0	–	-246,800	–	-0.00%	–
	Exit	Bally Technologies Inc.put	$0	–	-55,000	–	-0.00%	–
	Exit	Concur Technologies Inc.put	$0	–	-109,300	–	-0.00%	–
	Exit	Shutterfly Incput	$0	–	-97,600	–	-0.00%	–
	Exit	Molson Coors Brewing Coput	$0	–	-50,000	–	-0.00%	–
	Exit	Gentiva Health Services Incput	$0	–	-195,500	–	-0.00%	–
	Exit	Tyson Foods Inc.put	$0	–	-341,700	–	-0.00%	–
	Exit	CF Industries Holdings Incput	$0	–	-19,500	–	-0.00%	–
ILMN	Exit	Illumina Inc	$0	–	-600	–	-0.00%	–
	Exit	Agilent Technologies Inc.put	$0	–	-171,000	–	-0.00%	–
	Exit	TW Telecom Incput	$0	–	-49,900	–	-0.00%	–
CRM	Exit	Salesforce Com Inc.	$0	–	-2,100	–	-0.00%	–
	Exit	Bally Technologies Inc.call	$0	–	-55,000	–	-0.01%	–
	Exit	Viacom Inc Newput	$0	–	-97,700	–	-0.01%	–
	Exit	TW Telecom Inccall	$0	–	-76,100	–	-0.01%	–
	Exit	Kindred Healthcare Incput	$0	–	-294,500	–	-0.01%	–
	Exit	Actavis Inc.put	$0	–	-34,200	–	-0.01%	–
	Exit	Dish Network Corp.put	$0	–	-112,300	–	-0.01%	–
	Exit	Alliance Data Systems Corp.put	$0	–	-42,800	–	-0.01%	–
	Exit	AbbVie Inc.put	$0	–	-379,600	–	-0.01%	–
	Exit	B/E Aerospace Inc.put	$0	–	-146,400	–	-0.01%	–
	Exit	EMC Corp Masput	$0	–	-317,600	–	-0.01%	–
	Exit	T-Mobile US Inc.put	$0	–	-293,200	–	-0.01%	–
	Exit	Now Inc.put	$0	–	-293,000	–	-0.01%	–
	Exit	SPDR S&P 500put	$0	–	-195,000	–	-0.01%	–
	Exit	Shire PLCput	$0	–	-402,800	–	-0.01%	–
	Exit	Juniper Networks Inc.put	$0	–	-781,600	–	-0.01%	–
	Exit	Albemarle Corporationput	$0	–	-161,000	–	-0.01%	–
CBSTZ	Exit	Cubist Pharmaceuticals Inc. (CVR)right	$0	–	-2,950,869	–	-0.01%	–
	Exit	TRW Automotive Holdings Corpcall	$0	–	-99,800	–	-0.01%	–
	Exit	Mylan Inc.put	$0	–	-293,200	–	-0.01%	–
	Exit	Allergan Inc.put	$0	–	-341,100	–	-0.01%	–
	Exit	Kodiak Oil & Gas Corp.put	$0	–	-653,300	–	-0.01%	–
MDT	Exit	Medtronic Inc.	$0	–	-6,500	–	-0.01%	–
	Exit	Weatherford International PLCput	$0	–	-732,800	–	-0.02%	–
	Exit	Allergan Inc.call	$0	–	-40,000	–	-0.02%	–
	Exit	Omnicare Incdbcv 3.250% 12/1	$0	–	-500,000	–	-0.02%	–
	Exit	Outerwall Inc.put	$0	–	-195,400	–	-0.02%	–
	Exit	Concur Technologies Inc.note 0.500% 6/1	$0	–	-500,000	–	-0.02%	–
IRM	Exit	Iron Mountain Inc	$0	–	-24,431	–	-0.03%	–
	Exit	Covidien PLCput	$0	–	-877,100	–	-0.03%	–
BERY	Exit	Berry Plastics Group Inc	$0	–	-43,388	–	-0.04%	–
VXX	Exit	Barclays Bank PLCipath s&p500 vix	$0	–	-39,296	–	-0.04%	–
CFN	Exit	Carefusion Corp.	$0	–	-31,501	–	-0.05%	–
	Exit	Time Warner Cable Incput	$0	–	-294,500	–	-0.05%	–
CQB	Exit	Chiquita Brands International Inc.	$0	–	-118,800	–	-0.06%	–
	Exit	Civeo Corp.put	$0	–	-351,600	–	-0.06%	–
TWX	Exit	Time Warner Inc	$0	–	-24,300	–	-0.06%	–
TAP	Exit	Molson Coors Brewing Cocl b	$0	–	-24,429	–	-0.06%	–
PIKE	Exit	Pike Corp	$0	–	-160,000	–	-0.06%	–
AMBI	Exit	Ambit Biosciences Corp.	$0	–	-126,415	–	-0.07%	–
EXPR	Exit	Express Inc	$0	–	-123,498	–	-0.07%	–
SWS	Exit	SWS Group Inc.	$0	–	-333,611	–	-0.08%	–
	Exit	Burger King Worldwide Inc.put	$0	–	-487,100	–	-0.09%	–
CHTR	Exit	Charter Communications Inc.put	$0	–	-18,217	–	-0.09%	–
	Exit	AT&Tput	$0	–	-1,954,000	–	-0.10%	–
TLM	Exit	Talisman Energy Inc	$0	–	-353,313	–	-0.10%	–
SIRI	Exit	Sirius XM Holdings Inc.	$0	–	-904,405	–	-0.11%	–
	Exit	Valeant Pharmaceuticals Intlcall	$0	–	-232,900	–	-0.11%	–
GTIV	Exit	Gentiva Health Services Inc	$0	–	-197,954	–	-0.11%	–
	Exit	Cal Dive International Inc Delnote 5.000% 7/1	$0	–	-5,741,000	–	-0.13%	–
XRSC	Exit	XRS Corp	$0	–	-682,995	–	-0.13%	–
CVEO	Exit	Civeo Corp.	$0	–	-347,036	–	-0.14%	–
CF	Exit	CF Industries Holdings Inc	$0	–	-14,657	–	-0.14%	–
R108	Exit	Energizer Holdings Inc	$0	–	-34,200	–	-0.14%	–
BYI	Exit	Bally Technologies Inc.	$0	–	-55,000	–	-0.15%	–
PETM	Exit	Petsmart Inc	$0	–	-63,199	–	-0.15%	–
	Exit	Globalstar Inc.note 8.000% 4/0	$0	–	-754,661	–	-0.16%	–
SFLY	Exit	Shutterfly Inc	$0	–	-98,834	–	-0.16%	–
TYFDL	Exit	Tyson Foods Inc.unit 99/99/9999	$0	–	-98,379	–	-0.17%	–
EMC	Exit	EMC Corp Mas	$0	–	-171,000	–	-0.17%	–
KND	Exit	Kindred Healthcare Inc	$0	–	-283,644	–	-0.19%	–
A	Exit	Agilent Technologies Inc.	$0	–	-97,714	–	-0.19%	–
DNOW	Exit	Now Inc.	$0	–	-190,236	–	-0.20%	–
MGAM	Exit	Multimedia Games Holdings Co Inc	$0	–	-165,574	–	-0.20%	–
BKYF	Exit	Bank of Kentucky Financial Corporation	$0	–	-146,273	–	-0.23%	–
	Exit	BPZ Resources Inc.note 8.500% 10/0	$0	–	-7,072,000	–	-0.24%	–
	Exit	Kinder Morgan Inc Delput	$0	–	-589,800	–	-0.25%	–
DISH	Exit	Dish Network Corp.cl a	$0	–	-112,810	–	-0.25%	–
VIAB	Exit	Viacom Inc Newcl b	$0	–	-97,720	–	-0.26%	–
B108PS	Exit	Actavis Inc.	$0	–	-34,200	–	-0.28%	–
AGO	Exit	Assured Guaranty Ltd.	$0	–	-382,075	–	-0.29%	–
JNPR	Exit	Juniper Networks Inc.	$0	–	-385,984	–	-0.29%	–
WFTIQ	Exit	Weatherford International PLC	$0	–	-415,287	–	-0.29%	–
	Exit	Annaly Cap Management Incnote 4.000% 2/1	$0	–	-8,352,000	–	-0.30%	–
	Exit	Morgans Hotel Group Conote 2.375% 10/1	$0	–	-8,750,000	–	-0.30%	–
TMUS	Exit	T-Mobile US Inc.	$0	–	-304,545	–	-0.30%	–
KOG	Exit	Kodiak Oil & Gas Corp.	$0	–	-649,967	–	-0.30%	–
BTU	Exit	Peabody Energy Corp.	$0	–	-725,297	–	-0.31%	–
TSN	Exit	Tyson Foods Inc.cl a	$0	–	-236,973	–	-0.32%	–
OUTR	Exit	Outerwall Inc.	$0	–	-195,431	–	-0.37%	–
MTW	Exit	Manitowoc Inc	$0	–	-471,811	–	-0.38%	–
FUBC	Exit	First United Bancorp Inc FLA	$0	–	-1,434,973	–	-0.42%	–
BEAV	Exit	B/E Aerospace Inc.	$0	–	-146,480	–	-0.42%	–
BAGL	Exit	Einstein Noah Rest Group Inc	$0	–	-631,810	–	-0.43%	–
TAM	Exit	Taminco	$0	–	-494,290	–	-0.44%	–
BOLT	Exit	Bolt Technology Corp	$0	–	-589,621	–	-0.44%	–
MYL	Exit	Mylan Inc.	$0	–	-306,826	–	-0.48%	–
OABC	Exit	Omniamerican Bancorp Inc	$0	–	-571,264	–	-0.49%	–
	Exit	Dryships Inc.note 5.000% 12/0	$0	–	-14,674,000	–	-0.49%	–
GNW	Exit	Genworth Financial Inc.	$0	–	-1,133,679	–	-0.51%	–
MDCI	Exit	Medical Action Industries Inc.	$0	–	-1,118,112	–	-0.52%	–
LIN	Exit	LIN Media LLC	$0	–	-696,951	–	-0.53%	–
GM	Exit	General Motors Co.	$0	–	-485,972	–	-0.53%	–
KMR	Exit	Kinder Morgan Management LLC	$0	–	-169,670	–	-0.54%	–
2108SC	Exit	El Paso Pipeline Partners	$0	–	-399,223	–	-0.55%	–
HCBK	Exit	Hudson City Bancorp	$0	–	-1,660,436	–	-0.55%	–
4945SC	Exit	Kinder Morgan Energy Partnersut ltd partner	$0	–	-173,662	–	-0.55%	–
CNX	Exit	Consol Energy Inc	$0	–	-439,983	–	-0.57%	–
MOVE	Exit	Move Inc	$0	–	-908,765	–	-0.65%	–
KMI	Exit	Kinder Morgan Inc Del	$0	–	-589,800	–	-0.77%	–
J105SC	Exit	Conversant Inc.	$0	–	-922,215	–	-1.08%	–
GRT	Exit	Glimcher Realty Trustsh ben int	$0	–	-2,338,754	–	-1.08%	–
AGN	Exit	Allergan Inc.	$0	–	-182,300	–	-1.11%	–
SIAL	Exit	Sigma Aldrich Corp	$0	–	-309,446	–	-1.43%	–
DRC	Exit	Dresser-Rand Group Inc.	$0	–	-533,687	–	-1.50%	–
T104SC	Exit	Annies Inc.	$0	–	-973,140	–	-1.52%	–
TIBX	Exit	Tibco Software Inc	$0	–	-1,975,770	–	-1.59%	–
IRF	Exit	International Rectifier Corp	$0	–	-1,210,797	–	-1.62%	–
CPWR	Exit	Compuware Corp.	$0	–	-4,489,830	–	-1.62%	–
THI	Exit	Tim Hortons Inc	$0	–	-608,852	–	-1.63%	–
P105PS	Exit	Integrys Energy Group Inc	$0	–	-909,491	–	-2.01%	–
TWC	Exit	Time Warner Cable Inc	$0	–	-423,383	–	-2.07%	–
TRW	Exit	TRW Automotive Holdings Corp	$0	–	-656,661	–	-2.26%	–
BCE	Exit	BCE Inc	$0	–	-1,652,881	–	-2.41%	–
ATHL	Exit	Athlon Energy Inc.	$0	–	-1,216,204	–	-2.41%	–
ROC	Exit	Rockwood Holdings Inc	$0	–	-934,712	–	-2.43%	–
CNQR	Exit	Concur Technologies Inc.	$0	–	-628,115	–	-2.71%	–
TQNT	Exit	TriQuint Semiconductor Inc.	$0	–	-5,352,202	–	-3.48%	–
F113PS	Exit	Covidien PLC	$0	–	-1,182,185	–	-3.48%	–
POM	Exit	Pepco Holdings Inc	$0	–	-3,858,269	–	-3.52%	–
FDO	Exit	Family Dollar Stores Inc	$0	–	-1,455,604	–	-3.83%	–
SHPG	Exit	Shire PLCsponsored adr	$0	–	-447,671	–	-3.95%	–
A309PS	Exit	Directv	$0	–	-1,458,012	–	-4.30%	–
6107SC	Exit	URS Corp New	$0	–	-2,191,831	–	-4.30%	–
PL	Exit	Protective Life Corp.	$0	–	-1,820,872	–	-4.30%	–
SWY	Exit	Safeway Inc.	$0	–	-3,914,835	–	-4.57%	–
HCT	Exit	American Realty Cap Healthcare Trust	$0	–	-12,836,287	–	-4.58%	–
TWTC	Exit	TW Telecom Inc	$0	–	-3,516,084	–	-4.98%	–
FWLT	Exit	Foster Wheeler AG	$0	–	-4,821,814	–	-5.19%	–

Q3 2014

			Value		Shares		↓ Weighting
FWLT	Sell	Foster Wheeler AG	$152,465,759,000	-7.9%	4,821,814	-0.8%	5.19%	-7.7%
TWTC	Buy	TW Telecom Inc	$146,304,255,000	+14.3%	3,516,084	+10.7%	4.98%	+14.6%
HCT	Buy	American Realty Cap Healthcare Trust	$134,524,288,000	+15.6%	12,836,287	+20.1%	4.58%	+15.9%
SWY	Sell	Safeway Inc.	$134,278,841,000	-24.3%	3,914,835	-24.2%	4.57%	-24.1%
PL	Sell	Protective Life Corp.	$126,386,726,000	-16.0%	1,820,872	-16.1%	4.30%	-15.8%
6107SC	New	URS Corp New	$126,271,384,000	–	2,191,831	–	4.30%	–
A309PS	Buy	Directv	$126,147,198,000	+25.2%	1,458,012	+23.0%	4.30%	+25.5%
SHPG	New	Shire PLCsponsored adr	$115,969,173,000	–	447,671	–	3.95%	–
FDO	New	Family Dollar Stores Inc	$112,430,853,000	–	1,455,604	–	3.83%	–
POM	Sell	Pepco Holdings Inc	$103,247,278,000	-7.3%	3,858,269	-4.8%	3.52%	-7.1%
F113PS	Buy	Covidien PLC	$102,270,824,000	+25.4%	1,182,185	+30.7%	3.48%	+25.7%
TQNT	Sell	TriQuint Semiconductor Inc.	$102,066,492,000	-25.5%	5,352,202	-38.2%	3.48%	-25.3%
CNQR	New	Concur Technologies Inc.	$79,657,544,000	–	628,115	–	2.71%	–
ROC	New	Rockwood Holdings Inc	$71,458,732,000	–	934,712	–	2.43%	–
ATHL	New	Athlon Energy Inc.	$70,819,559,000	–	1,216,204	–	2.41%	–
BCE	New	BCE Inc	$70,678,596,000	–	1,652,881	–	2.41%	–
TRW	New	TRW Automotive Holdings Corp	$66,486,926,000	–	656,661	–	2.26%	–
TWC	Sell	Time Warner Cable Inc	$60,751,227,000	-59.7%	423,383	-58.6%	2.07%	-59.6%
P105PS	Buy	Integrys Energy Group Inc	$58,953,207,000	+54.9%	909,491	+70.0%	2.01%	+55.3%
THI	New	Tim Hortons Inc	$47,943,799,000	–	608,852	–	1.63%	–
CPWR	New	Compuware Corp.	$47,637,096,000	–	4,489,830	–	1.62%	–
IRF	New	International Rectifier Corp	$47,511,674,000	–	1,210,797	–	1.62%	–
TIBX	New	Tibco Software Inc	$46,687,445,000	–	1,975,770	–	1.59%	–
T104SC	New	Annies Inc.	$44,667,126,000	–	973,140	–	1.52%	–
DRC	New	Dresser-Rand Group Inc.	$43,901,093,000	–	533,687	–	1.50%	–
SIAL	New	Sigma Aldrich Corp	$42,087,750,000	–	309,446	–	1.43%	–
AGN	Sell	Allergan Inc.	$32,484,037,000	-55.0%	182,300	-57.2%	1.11%	-54.9%
GRT	New	Glimcher Realty Trustsh ben int	$31,666,729,000	–	2,338,754	–	1.08%	–
J105SC	New	Conversant Inc.	$31,585,864,000	–	922,215	–	1.08%	–
KMI	New	Kinder Morgan Inc Del	$22,612,932,000	–	589,800	–	0.77%	–
MOVE	New	Move Inc	$19,047,714,000	–	908,765	–	0.65%	–
CNX	Buy	Consol Energy Inc	$16,657,756,000	+71.6%	439,983	+108.8%	0.57%	+71.8%
4945SC	New	Kinder Morgan Energy Partnersut ltd partner	$16,199,191,000	–	173,662	–	0.55%	–
HCBK	Sell	Hudson City Bancorp	$16,139,438,000	-65.2%	1,660,436	-64.8%	0.55%	-65.1%
2108SC	New	El Paso Pipeline Partners	$16,032,796,000	–	399,223	–	0.55%	–
KMR	New	Kinder Morgan Management LLC	$15,974,431,000	–	169,670	–	0.54%	–
GM	Buy	General Motors Co.	$15,521,946,000	+101.3%	485,972	+128.7%	0.53%	+101.9%
LIN	Buy	LIN Media LLC	$15,472,312,000	+47.1%	696,951	+80.5%	0.53%	+47.6%
GNW	Buy	Genworth Financial Inc.	$14,851,195,000	+108.2%	1,133,679	+176.6%	0.51%	+109.1%
	Buy	Dryships Inc.note 5.000% 12/0	$14,508,918,000	+115.8%	14,674,000	+115.5%	0.49%	+116.7%
MYL	Buy	Mylan Inc.	$13,957,515,000	+6.6%	306,826	+20.9%	0.48%	+6.7%
BOLT	New	Bolt Technology Corp	$12,936,285,000	–	589,621	–	0.44%	–
TAM	New	Taminco	$12,900,969,000	–	494,290	–	0.44%	–
BAGL	New	Einstein Noah Rest Group Inc	$12,737,290,000	–	631,810	–	0.43%	–
BEAV	Sell	B/E Aerospace Inc.	$12,295,531,000	-13.0%	146,480	-4.2%	0.42%	-12.7%
MTW	Buy	Manitowoc Inc	$11,063,968,000	+7.4%	471,811	+50.6%	0.38%	+7.7%
OUTR	Buy	Outerwall Inc.	$10,963,679,000	-1.4%	195,431	+4.4%	0.37%	-1.3%
TSN	Sell	Tyson Foods Inc.cl a	$9,329,627,000	-40.5%	236,973	-43.3%	0.32%	-40.3%
BTU	Buy	Peabody Energy Corp.	$8,979,177,000	+14.8%	725,297	+51.6%	0.31%	+15.0%
KOG	New	Kodiak Oil & Gas Corp.	$8,820,052,000	–	649,967	–	0.30%	–
TMUS	Buy	T-Mobile US Inc.	$8,792,214,000	-3.4%	304,545	+12.5%	0.30%	-3.2%
	Sell	Morgans Hotel Group Conote 2.375% 10/1	$8,728,125,000	-11.8%	8,750,000	-12.5%	0.30%	-11.6%
WFTIQ	New	Weatherford International PLC	$8,637,970,000	–	415,287	–	0.29%	–
JNPR	Sell	Juniper Networks Inc.	$8,549,546,000	-25.2%	385,984	-17.2%	0.29%	-25.0%
AGO	Buy	Assured Guaranty Ltd.	$8,466,782,000	+9.8%	382,075	+21.3%	0.29%	+9.9%
B108PS	Sell	Actavis Inc.	$8,251,776,000	-60.8%	34,200	-63.8%	0.28%	-60.7%
VIAB	New	Viacom Inc Newcl b	$7,518,577,000	–	97,720	–	0.26%	–
DISH	New	Dish Network Corp.cl a	$7,285,270,000	–	112,810	–	0.25%	–
	New	Kinder Morgan Inc Delput	$7,269,285,000	–	589,800	–	0.25%	–
BKYF	New	Bank of Kentucky Financial Corporation	$6,762,201,000	–	146,273	–	0.23%	–
MGAM	New	Multimedia Games Holdings Co Inc	$5,962,320,000	–	165,574	–	0.20%	–
DNOW	New	Now Inc.	$5,785,077,000	–	190,236	–	0.20%	–
A	New	Agilent Technologies Inc.	$5,567,744,000	–	97,714	–	0.19%	–
KND	New	Kindred Healthcare Inc	$5,502,694,000	–	283,644	–	0.19%	–
EMC	New	EMC Corp Mas	$5,003,460,000	–	171,000	–	0.17%	–
TYFDL	New	Tyson Foods Inc.unit 99/99/9999	$4,948,464,000	–	98,379	–	0.17%	–
SFLY	New	Shutterfly Inc	$4,817,169,000	–	98,834	–	0.16%	–
BYI	New	Bally Technologies Inc.	$4,438,500,000	–	55,000	–	0.15%	–
PETM	New	Petsmart Inc	$4,429,618,000	–	63,199	–	0.15%	–
R108	New	Energizer Holdings Inc	$4,213,782,000	–	34,200	–	0.14%	–
CF	New	CF Industries Holdings Inc	$4,092,528,000	–	14,657	–	0.14%	–
CVEO	Sell	Civeo Corp.	$4,029,088,000	-59.4%	347,036	-12.4%	0.14%	-59.3%
XRSC	New	XRS Corp	$3,790,622,000	–	682,995	–	0.13%	–
	New	Cal Dive International Inc Delnote 5.000% 7/1	$3,738,826,000	–	5,741,000	–	0.13%	–
GTIV	New	Gentiva Health Services Inc	$3,321,668,000	–	197,954	–	0.11%	–
	New	Valeant Pharmaceuticals Intlcall	$3,251,025,000	–	232,900	–	0.11%	–
SIRI	Sell	Sirius XM Holdings Inc.	$3,156,373,000	-84.1%	904,405	-84.3%	0.11%	-84.2%
TLM	Sell	Talisman Energy Inc	$3,056,157,000	-34.1%	353,313	-19.2%	0.10%	-34.2%
	Buy	AT&Tput	$2,794,220,000	+19.7%	1,954,000	+71.6%	0.10%	+20.3%
CHTR	New	Charter Communications Inc.put	$2,757,507,000	–	18,217	–	0.09%	–
	New	Burger King Worldwide Inc.put	$2,651,570,000	–	487,100	–	0.09%	–
AMBI	New	Ambit Biosciences Corp.	$1,946,791,000	–	126,415	–	0.07%	–
EXPR	Buy	Express Inc	$1,927,804,000	+30.1%	123,498	+41.9%	0.07%	+32.0%
PIKE	New	Pike Corp	$1,902,400,000	–	160,000	–	0.06%	–
TWX	New	Time Warner Inc	$1,827,603,000	–	24,300	–	0.06%	–
TAP	New	Molson Coors Brewing Cocl b	$1,818,495,000	–	24,429	–	0.06%	–
	Buy	Civeo Corp.put	$1,728,000,000	+1309.4%	351,600	+0.4%	0.06%	+1375.0%
CQB	New	Chiquita Brands International Inc.	$1,686,960,000	–	118,800	–	0.06%	–
	New	Time Warner Cable Incput	$1,553,955,000	–	294,500	–	0.05%	–
CFN	Sell	Carefusion Corp.	$1,425,420,000	-80.5%	31,501	-80.9%	0.05%	-80.3%
VXX	New	Barclays Bank PLCipath s&p500 vix	$1,224,856,000	–	39,296	–	0.04%	–
BERY	New	Berry Plastics Group Inc	$1,095,113,000	–	43,388	–	0.04%	–
	New	Covidien PLCput	$847,310,000	–	877,100	–	0.03%	–
IRM	New	Iron Mountain Inc	$797,672,000	–	24,431	–	0.03%	–
	New	Concur Technologies Inc.note 0.500% 6/1	$652,500,000	–	500,000	–	0.02%	–
	New	Outerwall Inc.put	$581,315,000	–	195,400	–	0.02%	–
	New	Allergan Inc.call	$479,500,000	–	40,000	–	0.02%	–
	New	Weatherford International PLCput	$440,873,000	–	732,800	–	0.02%	–
MDT	Sell	Medtronic Inc.	$402,675,000	-96.5%	6,500	-96.4%	0.01%	-96.4%
	New	Kodiak Oil & Gas Corp.put	$424,645,000	–	653,300	–	0.01%	–
	Buy	Allergan Inc.put	$381,470,000	-28.9%	341,100	+354.8%	0.01%	-27.8%
	Buy	Mylan Inc.put	$368,927,000	+177.1%	293,200	+13.4%	0.01%	+160.0%
	New	TRW Automotive Holdings Corpcall	$394,210,000	–	99,800	–	0.01%	–
	Buy	Juniper Networks Inc.put	$337,144,000	+189.5%	781,600	+67.8%	0.01%	+175.0%
	New	Albemarle Corporationput	$324,435,000	–	161,000	–	0.01%	–
	New	Shire PLCput	$269,960,000	–	402,800	–	0.01%	–
	New	Now Inc.put	$258,858,000	–	293,000	–	0.01%	–
	Sell	SPDR S&P 500put	$254,378,000	-55.7%	195,000	-81.8%	0.01%	-52.6%
	Buy	B/E Aerospace Inc.put	$248,880,000	+3192.1%	146,400	+2223.8%	0.01%	–
	New	EMC Corp Masput	$243,717,000	–	317,600	–	0.01%	–
	New	T-Mobile US Inc.put	$225,764,000	–	293,200	–	0.01%	–
	New	Alliance Data Systems Corp.put	$192,240,000	–	42,800	–	0.01%	–
	New	AbbVie Inc.put	$206,640,000	–	379,600	–	0.01%	–
	New	Kindred Healthcare Incput	$161,975,000	–	294,500	–	0.01%	–
	Sell	Actavis Inc.put	$177,840,000	+15.9%	34,200	-63.8%	0.01%	+20.0%
	New	Dish Network Corp.put	$187,273,000	–	112,300	–	0.01%	–
	New	TW Telecom Inccall	$150,298,000	–	76,100	–	0.01%	–
	New	Viacom Inc Newput	$161,205,000	–	97,700	–	0.01%	–
	New	Bally Technologies Inc.call	$144,375,000	–	55,000	–	0.01%	–
CRM	New	Salesforce Com Inc.	$120,813,000	–	2,100	–	0.00%	–
	Sell	Tyson Foods Inc.put	$98,903,000	+5.3%	341,700	-18.2%	0.00%	0.0%
ILMN	New	Illumina Inc	$98,352,000	–	600	–	0.00%	–
	New	Gentiva Health Services Incput	$83,088,000	–	195,500	–	0.00%	–
	New	TW Telecom Incput	$82,335,000	–	49,900	–	0.00%	–
	New	CF Industries Holdings Incput	$82,388,000	–	19,500	–	0.00%	–
	New	Agilent Technologies Inc.put	$84,863,000	–	171,000	–	0.00%	–
ANRZQ	Buy	Alpha Natural Resources Inc.	$62,248,000	-16.5%	25,100	+24.9%	0.00%	-33.3%
	New	Shutterfly Incput	$68,320,000	–	97,600	–	0.00%	–
	New	Express Incput	$50,985,000	–	246,800	–	0.00%	–
	New	Molson Coors Brewing Coput	$68,750,000	–	50,000	–	0.00%	–
	New	Energizer Holdings Incput	$64,515,000	–	39,100	–	0.00%	–
	New	Concur Technologies Inc.put	$58,373,000	–	109,300	–	0.00%	–
	New	Bally Technologies Inc.put	$64,625,000	–	55,000	–	0.00%	–
	New	Iron Mountain Incput	$25,673,000	–	48,900	–	0.00%	–
	Sell	Charter Communications Inc.put	$25,838,000	-48.6%	19,500	-39.8%	0.00%	-50.0%
	New	Berry Plastics Group Incput	$26,868,000	–	97,700	–	0.00%	–
	New	Petsmart Incput	$33,338,000	–	63,500	–	0.00%	–
	Exit	Hormel Foods Corp.put	$0	–	-16,300	–	0.00%	–
	New	Civeo Corp.call	$3,508,000	–	140,300	–	0.00%	–
	New	Family Dollar Stores Incput	$2,995,000	–	119,800	–	0.00%	–
	New	Glimcher Realty Trustput	$3,143,000	–	82,300	–	0.00%	–
	New	Illumina Incput	$8,910,000	–	19,800	–	0.00%	–
	New	Sigma Aldrich Corpput	$473,000	–	2,100	–	0.00%	–
	New	International Rectifier Corpput	$12,715,000	–	195,800	–	0.00%	–
	New	Protective Life Corp.put	$2,463,000	–	19,700	–	0.00%	–
	New	Pike Corpput	$1,895,000	–	75,800	–	0.00%	–
	Exit	Media General Inc.put	$0	–	-197,100	–	-0.00%	–
	Exit	Armstrong World Industries Inc.put	$0	–	-91,200	–	-0.00%	–
	Exit	AbbVie Inc.call	$0	–	-51,300	–	-0.00%	–
	Exit	Medtronic Inc.put	$0	–	-179,800	–	-0.00%	–
	Exit	Carefusion Corp.put	$0	–	-165,000	–	-0.00%	–
	Exit	Directvput	$0	–	-115,300	–	-0.00%	–
	Exit	General Motors Co.put	$0	–	-244,100	–	-0.00%	–
HOSSQ	Exit	Hornbeck Offshore Svcs Inc.	$0	–	-2,800	–	-0.00%	–
	Exit	Ingersoll-Rand PLCput	$0	–	-186,900	–	-0.01%	–
	Exit	Digitalglobe Inc.put	$0	–	-362,000	–	-0.01%	–
ENDRQ	Exit	Endeavor International Corp New	$0	–	-269,827	–	-0.01%	–
	Exit	Yamana Gold Inc.	$0	–	-46,754	–	-0.01%	–
HRL	Exit	Hormel Foods Corp.	$0	–	-16,324	–	-0.03%	–
MTB	Exit	M&T Bank Corp.	$0	–	-8,403	–	-0.04%	–
AZN	Exit	AstraZeneca PLCsponsored adr	$0	–	-26,279	–	-0.07%	–
VZ	Exit	Verizon Communications Inc.	$0	–	-44,528	–	-0.07%	–
P103PS	Exit	NPS Pharmaceuticals Inc.	$0	–	-71,746	–	-0.08%	–
VRX	Exit	Valeant Phamaceuticals International, Inc.	$0	–	-21,853	–	-0.09%	–
CHS	Exit	Chicos Fas Inc.	$0	–	-163,880	–	-0.09%	–
NEBLQ	Exit	Noble Corp. PLC	$0	–	-108,213	–	-0.12%	–
CHTR	Exit	Charter Communications Inc.cl a new	$0	–	-23,711	–	-0.13%	–
AEM	Exit	Agnico Eagle Mines Ltd.	$0	–	-115,278	–	-0.15%	–
AWI	Exit	Armstrong World Industries Inc.	$0	–	-91,088	–	-0.18%	–
MEAS	Exit	Measurement Specialties Inc.	$0	–	-94,716	–	-0.28%	–
	Exit	YRC Worldwide Inc.note 10.000% 3/3	$0	–	-8,079,919	–	-0.28%	–
IR	Exit	Ingersoll-Rand PLC	$0	–	-156,677	–	-0.33%	–
DGI	Exit	Digitalglobe Inc.	$0	–	-361,218	–	-0.34%	–
PDH	Exit	Petrologistics LPunit ltd pth int	$0	–	-942,515	–	-0.46%	–
SGK	Exit	Schawk Inc.cl a	$0	–	-793,354	–	-0.55%	–
FIO	Exit	Fusion-IO Inc.	$0	–	-1,500,100	–	-0.58%	–
PLXT	Exit	PLX Technology Inc.	$0	–	-2,634,995	–	-0.58%	–
ARX	Exit	Aeroflex Holdings Corp.	$0	–	-2,226,186	–	-0.79%	–
CBEY	Exit	Cbeyond Inc.	$0	–	-2,472,680	–	-0.84%	–
OPEN	Exit	Opentable Inc.	$0	–	-259,100	–	-0.91%	–
TXI	Exit	Texas Industries Inc.	$0	–	-316,156	–	-0.99%	–
NDZ	Exit	Nordion Inc.	$0	–	-3,945,764	–	-1.68%	–
QCOR	Exit	Questor Pharmaceuticals Inc.	$0	–	-544,444	–	-1.71%	–
MCRS	Exit	Micro Sys Inc.	$0	–	-745,588	–	-1.72%	–
HITT	Exit	Hittite Microwave Corp.	$0	–	-1,149,224	–	-3.04%	–
ESC	Exit	Emeritus Corp.	$0	–	-4,846,297	–	-5.21%	–
UNS	Exit	UNS Energy Corp.	$0	–	-3,168,083	–	-6.50%	–
FRX	Exit	Forest Laboratories Inc.	$0	–	-3,495,438	–	-11.76%	–

Q2 2014

			Value		Shares		↓ Weighting
FRX	New	Forest Laboratories Inc.	$346,048,362,000	–	3,495,438	–	11.76%	–
UNS	New	UNS Energy Corp.	$191,383,894,000	–	3,168,083	–	6.50%	–
SWY	New	Safeway Inc.	$177,420,838,000	–	5,166,594	–	6.03%	–
FWLT	New	Foster Wheeler AG	$165,618,835,000	–	4,861,134	–	5.63%	–
ESC	New	Emeritus Corp.	$153,385,300,000	–	4,846,297	–	5.21%	–
TWC	New	Time Water Cable Inc.	$150,758,015,000	–	1,023,476	–	5.12%	–
PL	New	Protective Life Corp.	$150,506,417,000	–	2,170,870	–	5.11%	–
TQNT	New	TriQuint Semiconductor Inc.	$136,940,924,000	–	8,661,665	–	4.65%	–
TWTC	New	TW Telecom Inc.	$128,001,100,000	–	3,175,418	–	4.35%	–
HCT	New	American Realty Cap Healthcare Tr.	$116,361,403,000	–	10,685,161	–	3.95%	–
POM	New	Pepco Holdings Inc.	$111,358,193,000	–	4,052,336	–	3.78%	–
A309PS	New	Directv	$100,758,868,000	–	1,185,259	–	3.42%	–
HITT	New	Hittite Microwave Corp.	$89,582,011,000	–	1,149,224	–	3.04%	–
F113PS	New	Covidien PLC	$81,566,097,000	–	904,481	–	2.77%	–
AGN	New	Allergan Inc.	$72,156,931,000	–	426,409	–	2.45%	–
MCRS	New	Micro Sys Inc.	$50,623,388,000	–	745,588	–	1.72%	–
QCOR	New	Questor Pharmaceuticals Inc.	$50,355,626,000	–	544,444	–	1.71%	–
NDZ	New	Nordion Inc.	$49,558,796,000	–	3,945,764	–	1.68%	–
HCBK	New	Hudson City Bancorp Inc.	$46,430,540,000	–	4,723,351	–	1.58%	–
P105PS	New	Integrys Energy Group Inc.	$38,056,826,000	–	535,032	–	1.29%	–
TXI	New	Texas Industries Inc.	$29,200,168,000	–	316,156	–	0.99%	–
OPEN	New	Opentable Inc.	$26,842,760,000	–	259,100	–	0.91%	–
CBEY	New	Cbeyond Inc.	$24,603,166,000	–	2,472,680	–	0.84%	–
ARX	New	Aeroflex Holdings Corp.	$23,374,953,000	–	2,226,186	–	0.79%	–
B108PS	New	Actavis Inc.	$21,061,273,000	–	94,424	–	0.72%	–
SIRI	New	Sirius XM Holdings Inc.	$19,913,397,000	–	5,755,317	–	0.68%	–
PLXT	New	PLX Technology Inc.	$17,048,418,000	–	2,634,995	–	0.58%	–
FIO	New	Fusion-IO Inc.	$16,951,130,000	–	1,500,100	–	0.58%	–
SGK	New	Schawk Inc.cl a	$16,152,687,000	–	793,354	–	0.55%	–
TSN	New	Tyson Foods Inc.cl a	$15,680,158,000	–	417,692	–	0.53%	–
MDCI	New	Medical Action Industries Inc.	$15,351,678,000	–	1,118,112	–	0.52%	–
OABC	New	Omniamerican Bancorp Inc.	$14,281,600,000	–	571,264	–	0.48%	–
BEAV	New	B/E Aerospace Inc.	$14,135,154,000	–	152,829	–	0.48%	–
PDH	New	Petrologistics LPunit ltd pth int	$13,534,515,000	–	942,515	–	0.46%	–
MYL	New	Mylan Inc.	$13,088,094,000	–	253,842	–	0.44%	–
FUBC	New	1st United Bancorp Inc. FLA	$12,369,467,000	–	1,434,973	–	0.42%	–
MDT	New	Medtronic Inc.	$11,461,115,000	–	179,754	–	0.39%	–
JNPR	New	Juniper Networks Inc.	$11,435,665,000	–	466,001	–	0.39%	–
OUTR	New	Outerwall Inc.	$11,114,296,000	–	187,267	–	0.38%	–
LIN	New	LIN Media LLC	$10,521,361,000	–	386,105	–	0.36%	–
MTW	New	Manitowoc Inc.	$10,296,911,000	–	313,357	–	0.35%	–
DGI	New	Digitalglobe Inc.	$10,041,860,000	–	361,218	–	0.34%	–
CVEO	New	Civeo Corp.	$9,920,465,000	–	396,343	–	0.34%	–
	New	Morgans Hotel Group Co.note 2.375% 10/1	$9,900,000,000	–	10,000,000	–	0.34%	–
IR	New	Ingersoll-Rand PLC	$9,793,879,000	–	156,677	–	0.33%	–
CNX	New	Consol Energy Inc.	$9,710,036,000	–	210,767	–	0.33%	–
TMUS	New	T-Mobile US Inc.	$9,102,380,000	–	270,743	–	0.31%	–
	New	Annaly Cap Mgmt Inc.note 4.000% 2/1	$8,832,240,000	–	8,352,000	–	0.30%	–
	New	BPZ Resources Inc.note 8.500% 10/0	$8,318,440,000	–	7,072,000	–	0.28%	–
MEAS	New	Measurement Specialties Inc.	$8,152,206,000	–	94,716	–	0.28%	–
	New	YRC Worldwide Inc.note 10.000% 3/3	$8,160,718,000	–	8,079,919	–	0.28%	–
BTU	New	Peabody Energy Corp.	$7,823,295,000	–	478,489	–	0.27%	–
AGO	New	Assured Guaranty Ltd.	$7,714,340,000	–	314,871	–	0.26%	–
GM	New	General Motors Co.	$7,712,153,000	–	212,456	–	0.26%	–
CFN	New	Carefusion Corp.	$7,315,621,000	–	164,952	–	0.25%	–
GNW	New	Genworth Financial Inc. - CL A	$7,131,616,000	–	409,863	–	0.24%	–
	New	Dryships Inc.note 5.000% 12/0	$6,723,888,000	–	6,809,000	–	0.23%	–
	New	Globalstar Inc.note 8.000% 4/0	$5,388,751,000	–	754,661	–	0.18%	–
AWI	New	Armstrong World Industries Inc.	$5,231,184,000	–	91,088	–	0.18%	–
TLM	New	Talisman Energy Inc. (USD)	$4,636,313,000	–	437,388	–	0.16%	–
AEM	New	Agnico Eagle Mines Ltd.	$4,414,282,000	–	115,278	–	0.15%	–
CHTR	New	Charter Communications Inc.cl a new	$3,755,348,000	–	23,711	–	0.13%	–
NEBLQ	New	Noble Corp. PLC	$3,631,628,000	–	108,213	–	0.12%	–
VRX	New	Valeant Phamaceuticals International, Inc.	$2,756,100,000	–	21,853	–	0.09%	–
CHS	New	Chicos Fas Inc.	$2,779,405,000	–	163,880	–	0.09%	–
SWS	New	SWS Group Inc.	$2,428,688,000	–	333,611	–	0.08%	–
P103PS	New	NPS Pharmaceuticals Inc.	$2,371,205,000	–	71,746	–	0.08%	–
	New	AT&Tput	$2,334,540,000	–	1,138,800	–	0.08%	–
VZ	New	Verizon Communications Inc.	$2,178,755,000	–	44,528	–	0.07%	–
AZN	New	AstraZeneca PLCsponsored adr	$1,952,792,000	–	26,279	–	0.07%	–
EXPR	New	Express Inc.	$1,481,968,000	–	87,021	–	0.05%	–
MTB	New	M&T Bank Corp.	$1,042,392,000	–	8,403	–	0.04%	–
HRL	New	Hormel Foods Corp.	$805,589,000	–	16,324	–	0.03%	–
	New	SPDR S&P 500put	$573,858,000	–	1,073,900	–	0.02%	–
	New	Omnicare Inc.dbcv 3.250% 12/1	$531,875,000	–	500,000	–	0.02%	–
	New	Allergan Inc.put	$536,250,000	–	75,000	–	0.02%	–
ENDRQ	New	Endeavor International Corp New	$369,663,000	–	269,827	–	0.01%	–
	New	Yamana Gold Inc.	$384,706,000	–	46,754	–	0.01%	–
CBSTZ	New	Cubist Pharmaceuticals Inc. (CVR)right	$341,711,000	–	2,950,869	–	0.01%	–
	New	Digitalglobe Inc.put	$253,400,000	–	362,000	–	0.01%	–
	New	Ingersoll-Rand PLCput	$233,625,000	–	186,900	–	0.01%	–
	New	Sirius XM Holdings Inc.put	$220,000,000	–	2,000,000	–	0.01%	–
	New	Actavis Inc.put	$153,400,000	–	94,400	–	0.01%	–
	New	Mylan Inc.put	$133,128,000	–	258,500	–	0.01%	–
	New	Civeo Corp.put	$122,605,000	–	350,300	–	0.00%	–
	New	Juniper Networks Inc.put	$116,450,000	–	465,800	–	0.00%	–
HOSSQ	New	Hornbeck Offshore Svcs Inc.	$131,376,000	–	2,800	–	0.00%	–
ANRZQ	New	Alpha Natural Resources Inc.	$74,571,000	–	20,100	–	0.00%	–
	New	Tyson Foods Inc.put	$93,960,000	–	417,600	–	0.00%	–
	New	Carefusion Corp.put	$90,750,000	–	165,000	–	0.00%	–
	New	General Motors Co.put	$92,758,000	–	244,100	–	0.00%	–
	New	Directvput	$98,005,000	–	115,300	–	0.00%	–
	New	Charter Communications Inc.put	$50,220,000	–	32,400	–	0.00%	–
	New	Medtronic Inc.put	$44,950,000	–	179,800	–	0.00%	–
	New	AbbVie Inc.call	$65,408,000	–	51,300	–	0.00%	–
	New	Media General Inc.put	$29,565,000	–	197,100	–	0.00%	–
	New	Armstrong World Industries Inc.put	$36,480,000	–	91,200	–	0.00%	–
	New	B/E Aerospace Inc.put	$7,560,000	–	6,300	–	0.00%	–
	New	Hormel Foods Corp.put	$7,335,000	–	16,300	–	0.00%	–

Q4 2013

			Value		Shares		↓ Weighting
T	Exit	AT&T Inccall	$0	–	-211,400	–	0.00%	–
DOLE	Exit	Dole Food Co Incput	$0	–	-33,700	–	0.00%	–
GNW	Exit	Genworth Financial Incput	$0	–	-105,800	–	0.00%	–
RUE	Exit	rue21 incput	$0	–	-83,200	–	-0.00%	–
	Exit	Annaly Cap Mgmt Incnote 5.000% 5/1	$0	–	-100,000	–	-0.00%	–
	Exit	Omnicare Incdbcv 3.250%12/1	$0	–	-125,000	–	-0.01%	–
ZTS	Exit	Zoetis Inccl a	$0	–	-9,886	–	-0.01%	–
	Exit	Rambus Inc Delnote 5.000% 6/1	$0	–	-320,000	–	-0.01%	–
BZ	Exit	Boise Inc	$0	–	-28,825	–	-0.01%	–
MAKO	Exit	Mako Surgical Corp	$0	–	-500,000	–	-0.04%	–
ONXX	Exit	Onyx Pharmaceuticals Inccall	$0	–	-291,200	–	-0.06%	–
LEAP	Exit	Leap Wireless Intl Inccall	$0	–	-37,620	–	-0.06%	–
ATVI	Exit	Activision Blizzard Inc	$0	–	-101,365	–	-0.06%	–
GWAY	Exit	Greenway Med Technologies In	$0	–	-12,000	–	-0.07%	–
	Exit	United States Stl Corp Newnote 4.00% 5/1	$0	–	-2,562,000	–	-0.10%	–
CTB	Exit	Cooper Tire & Rubber Coput	$0	–	-1,511,100	–	-0.11%	–
TMS	Exit	TMS Intl Corpcl a	$0	–	-217,508	–	-0.15%	–
GNW	Exit	Genworth Financial Inc	$0	–	-317,501	–	-0.16%	–
TAYC	Exit	Taylor Cap Group Inc	$0	–	-235,552	–	-0.20%	–
	Exit	Stewart Enterprisesnote 3.375% 7/16	$0	–	-4,329,000	–	-0.22%	–
HITK	Exit	Hi-Tech Pharmacal Inc	$0	–	-196,222	–	-0.33%	–
VZ	Exit	Verizon Communications Inc	$0	–	-197,874	–	-0.36%	–
ROCM	Exit	Rochester Med Corp	$0	–	-518,984	–	-0.40%	–
OMX	Exit	OfficeMax	$0	–	-880,657	–	-0.44%	–
NTSC	Exit	National Technical Sys Inc	$0	–	-636,956	–	-0.56%	–
ASTX	Exit	Astex Pharmaceuticals Inc	$0	–	-2,291,426	–	-0.75%	–
STSA	Exit	Sterling Finl Corp Wash	$0	–	-782,720	–	-0.87%	–
KEYN	Exit	Kaydon Corp	$0	–	-705,364	–	-0.97%	–
VLTR	Exit	Volterra Semiconductor Corp	$0	–	-1,121,775	–	-1.00%	–
LEAP	Exit	Leap Wireless Intl Inc	$0	–	-1,661,400	–	-1.01%	–
WWAV	Exit	WhiteWave Foods Co.	$0	–	-1,367,714	–	-1.06%	–
CLWR	Exit	Clearwire Corpcl a	$0	–	-5,669,917	–	-1.09%	–
DOLE	Exit	Dole Food Co Inc	$0	–	-2,177,699	–	-1.15%	–
MFB	Exit	Maidenform Brands Inc	$0	–	-1,395,834	–	-1.27%	–
BKR	Exit	Baker Michael Corp	$0	–	-812,918	–	-1.27%	–
OPTR	Exit	Optimer Pharmaceuticals Inc.	$0	–	-2,939,810	–	-1.43%	–
PSE	Exit	Pioneer Southwst Enrg Prtnrunit lp int	$0	–	-913,478	–	-1.56%	–
SHFL	Exit	SHFL Entnt Inc	$0	–	-1,895,947	–	-1.68%	–
CLP	Exit	Colonial Properties Trust	$0	–	-2,524,378	–	-2.19%	–
STEI	Exit	Stewart Enterprisescl a	$0	–	-4,486,777	–	-2.28%	–
CSE	Exit	CapitalSource Inc	$0	–	-5,014,554	–	-2.30%	–
BLC	Exit	Belo Corp	$0	–	-4,391,386	–	-2.32%	–
RUE	Exit	rue21 inc	$0	–	-1,539,131	–	-2.40%	–
LSE	Exit	Caplease Inc	$0	–	-7,653,725	–	-2.51%	–
ONXX	Exit	Onyx Pharmaceuticals Inc	$0	–	-571,429	–	-2.75%	–
CTB	Exit	Copart Inc	$0	–	-2,519,438	–	-3.00%	–
MOLX	Exit	Molex Inc	$0	–	-2,195,276	–	-3.26%	–
SKS	Exit	Saks Inc	$0	–	-6,457,743	–	-3.98%	–
VHS	Exit	Vanguard Health Systems Inc	$0	–	-5,240,201	–	-4.25%	–
HL	Exit	Harris Tweeter Supermarkets I	$0	–	-2,318,684	–	-4.41%	–
ELN	Exit	Elan Corp PLCadr	$0	–	-7,901,701	–	-4.76%	–
HCBK	Exit	Hudson City Bancorp Inc	$0	–	-13,692,071	–	-4.79%	–
DELL	Exit	Dell Inc	$0	–	-9,111,954	–	-4.85%	–
LPS	Exit	Lender Processing Services Inc	$0	–	-3,869,854	–	-4.97%	–
NVE	Exit	NV Energy	$0	–	-5,866,689	–	-5.35%	–
LIFE	Exit	Life Technologies Corp	$0	–	-2,226,730	–	-6.44%	–
FIRE	Exit	Sourcefire Inc	$0	–	-2,261,617	–	-6.63%	–
NYX	Exit	NYSE Euronext	$0	–	-4,996,051	–	-8.10%	–

Q3 2013

			Value		Shares		↓ Weighting
NYX	Sell	NYSE Euronext	$209,734,000	-6.9%	4,996,051	-8.2%	8.10%	-26.1%
FIRE	New	Sourcefire Inc	$171,702,000	–	2,261,617	–	6.63%	–
LIFE	Buy	Life Technologies Corp	$166,626,000	+15.1%	2,226,730	+13.8%	6.44%	-8.6%
NVE	Buy	NV Energy	$138,513,000	+300.1%	5,866,689	+297.5%	5.35%	+217.6%
LPS	Buy	Lender Processing Services Inc	$128,750,000	+18.9%	3,869,854	+15.6%	4.97%	-5.6%
DELL	New	Dell Inc	$125,472,000	–	9,111,954	–	4.85%	–
HCBK	Sell	Hudson City Bancorp Inc	$123,913,000	-17.4%	13,692,071	-16.4%	4.79%	-34.4%
ELN	Buy	Elan Corp PLCadr	$123,109,000	+19105.8%	7,901,701	+17309.6%	4.76%	+15241.9%
HL	Buy	Harris Tweeter Supermarkets I	$114,056,000	+31670.5%	2,318,684	+1824.3%	4.41%	+25817.6%
VHS	Buy	Vanguard Health Systems Inc	$110,044,000	+104.1%	5,240,201	+101.6%	4.25%	+62.1%
SKS	New	Saks Inc	$102,936,000	–	6,457,743	–	3.98%	–
MOLX	New	Molex Inc	$84,500,000	–	2,195,276	–	3.26%	–
CTB	Buy	Copart Inc	$77,652,000	+12.3%	2,519,438	+20.8%	3.00%	-10.9%
ONXX	New	Onyx Pharmaceuticals Inc	$71,240,000	–	571,429	–	2.75%	–
LSE	Buy	Caplease Inc	$64,980,000	+72.6%	7,653,725	+71.6%	2.51%	+37.0%
RUE	Buy	rue21 inc	$62,089,000	+103.0%	1,539,131	+109.4%	2.40%	+61.2%
BLC	Buy	Belo Corp	$60,162,000	+30.6%	4,391,386	+33.0%	2.32%	+3.7%
CSE	New	CapitalSource Inc	$59,573,000	–	5,014,554	–	2.30%	–
STEI	Buy	Stewart Enterprisescl a	$58,956,000	+12.3%	4,486,777	+11.8%	2.28%	-10.9%
CLP	Buy	Colonial Properties Trust	$56,773,000	+109.8%	2,524,378	+125.0%	2.19%	+66.5%
SHFL	New	SHFL Entnt Inc	$43,607,000	–	1,895,947	–	1.68%	–
PSE	New	Pioneer Southwst Enrg Prtnrunit lp int	$40,403,000	–	913,478	–	1.56%	–
OPTR	Buy	Optimer Pharmaceuticals Inc.	$37,042,000	+8318.6%	2,939,810	+9565.7%	1.43%	+6714.3%
BKR	New	Baker Michael Corp	$32,899,000	–	812,918	–	1.27%	–
MFB	New	Maidenform Brands Inc	$32,788,000	–	1,395,834	–	1.27%	–
DOLE	Buy	Dole Food Co Inc	$29,660,000	+2749.2%	2,177,699	+2565.5%	1.15%	+2147.1%
WWAV	New	WhiteWave Foods Co.	$27,313,000	–	1,367,714	–	1.06%	–
LEAP	New	Leap Wireless Intl Inc	$26,234,000	–	1,661,400	–	1.01%	–
VLTR	New	Volterra Semiconductor Corp	$25,801,000	–	1,121,775	–	1.00%	–
KEYN	Sell	Kaydon Corp	$25,055,000	+0.1%	705,364	-44.3%	0.97%	-20.5%
STSA	New	Sterling Finl Corp Wash	$22,425,000	–	782,720	–	0.87%	–
ASTX	New	Astex Pharmaceuticals Inc	$19,431,000	–	2,291,426	–	0.75%	–
NTSC	New	National Technical Sys Inc	$14,554,000	–	636,956	–	0.56%	–
OMX	Sell	OfficeMax	$11,264,000	-66.8%	880,657	-73.5%	0.44%	-73.7%
ROCM	New	Rochester Med Corp	$10,359,000	–	518,984	–	0.40%	–
VZ	New	Verizon Communications Inc	$9,233,000	–	197,874	–	0.36%	–
HITK	New	Hi-Tech Pharmacal Inc	$8,467,000	–	196,222	–	0.33%	–
TAYC	New	Taylor Cap Group Inc	$5,217,000	–	235,552	–	0.20%	–
GNW	New	Genworth Financial Inc	$4,061,000	–	317,501	–	0.16%	–
TMS	New	TMS Intl Corpcl a	$3,793,000	–	217,508	–	0.15%	–
CTB	New	Cooper Tire & Rubber Coput	$2,758,000	–	1,511,100	–	0.11%	–
GWAY	New	Greenway Med Technologies In	$1,800,000	–	12,000	–	0.07%	–
ATVI	New	Activision Blizzard Inc	$1,690,000	–	101,365	–	0.06%	–
LEAP	New	Leap Wireless Intl Inccall	$1,504,000	–	37,620	–	0.06%	–
ONXX	New	Onyx Pharmaceuticals Inccall	$1,441,000	–	291,200	–	0.06%	–
MAKO	New	Mako Surgical Corp	$1,125,000	–	500,000	–	0.04%	–
BZ	New	Boise Inc	$363,000	–	28,825	–	0.01%	–
ZTS	Sell	Zoetis Inccl a	$308,000	-74.2%	9,886	-74.3%	0.01%	-79.3%
RUE	New	rue21 incput	$81,000	–	83,200	–	0.00%	–
T	New	AT&T Inccall	$6,000	–	211,400	–	0.00%	–
GNW	New	Genworth Financial Incput	$2,000	–	105,800	–	0.00%	–
	Exit	Genworth Financial Incput	$0	–	-61,700	–	-0.00%	–
ACT	Exit	Actavis Inc.put	$0	–	-19,500	–	-0.00%	–
DELL	Exit	Dellcall	$0	–	-110,000	–	-0.00%	–
VRX	Exit	Valeant Pharmaceuticals International Incput	$0	–	-20,000	–	-0.01%	–
SPY	Exit	SPDR S&P 500 ETF TRUST SPDRtr unit	$0	–	-1,837	–	-0.01%	–
PBTH	Exit	PROLOR Biotech Inc	$0	–	-51,361	–	-0.02%	–
BRY	Exit	Berry Petroleumcl a	$0	–	-12,140	–	-0.02%	–
FCX	Exit	Freeport-McMoRan Copper & Gold Inc	$0	–	-22,498	–	-0.03%	–
	Exit	Globalstar Inc.note 8.00% 4/0	$0	–	-1,586,969	–	-0.08%	–
VRX	Exit	Valeant Pharmaceuticals International Incn/a	$0	–	-32,750	–	-0.14%	–
	Exit	Genworth Financial Inc	$0	–	-310,130	–	-0.17%	–
MPR	Exit	Met-Pro Corp	$0	–	-265,600	–	-0.17%	–
STEC	Exit	STEC Inc	$0	–	-608,010	–	-0.20%	–
FOE	Exit	Ferro Corp	$0	–	-647,406	–	-0.22%	–
ACT	Exit	Actavis Inc.	$0	–	-40,110	–	-0.25%	–
LBTYK	Exit	Liberty Global Inc K	$0	–	-80,706	–	-0.27%	–
AM	Exit	American Greetings Corpcl a	$0	–	-342,470	–	-0.30%	–
CYNO	Exit	Cynosurecl a	$0	–	-339,410	–	-0.43%	–
FSCI	Exit	Fisher Communications Inc.	$0	–	-276,547	–	-0.55%	–
LBTYA	Exit	Liberty Global PLC	$0	–	-160,058	–	-0.58%	–
STL	Exit	Sterling Bancorp/NY	$0	–	-1,155,852	–	-0.65%	–
LEDR	Exit	Market Leader Inc	$0	–	-1,728,160	–	-0.90%	–
WWAVB	Exit	WhiteWave Foods Co.	$0	–	-1,519,500	–	-1.12%	–
TRLG	Exit	True Religion Apparel Inc	$0	–	-1,336,394	–	-2.06%	–
NTSP	Exit	Netspend Holdings Inc.	$0	–	-3,852,668	–	-2.99%	–
SFD	Exit	Smithfield Foods Inc	$0	–	-2,071,763	–	-3.30%	–
BKI	Exit	Buckeye Technologies Inc.	$0	–	-2,477,442	–	-4.47%	–
BMC	Exit	BMC Software	$0	–	-2,611,074	–	-5.74%	–
GDI	Exit	Gardner Denver Inc	$0	–	-1,786,986	–	-6.54%	–
ET	Exit	ExactTarget Inc	$0	–	-4,738,807	–	-7.78%	–
LUFK	Exit	Lufkin Industries Inc	$0	–	-1,967,004	–	-8.47%	–

Q2 2013

			Value		Shares		↓ Weighting
NYX	New	NYSE Euronext	$225,219,000	–	5,440,079	–	10.96%	–
LUFK	New	Lufkin Industries Inc	$174,020,000	–	1,967,004	–	8.47%	–
ET	New	ExactTarget Inc	$159,792,000	–	4,738,807	–	7.78%	–
HCBK	New	Hudson City Bancorp Inc	$149,959,000	–	16,371,133	–	7.30%	–
LIFE	New	Life Technologies Corp	$144,790,000	–	1,956,361	–	7.05%	–
GDI	New	Gardner Denver Inc	$134,345,000	–	1,786,986	–	6.54%	–
BMC	New	BMC Software	$117,863,000	–	2,611,074	–	5.74%	–
LPS	New	Lender Processing Services Inc	$108,286,000	–	3,347,344	–	5.27%	–
BKI	New	Buckeye Technologies Inc.	$91,764,000	–	2,477,442	–	4.47%	–
CTB	New	Cooper Tire & Rubber Co	$69,172,000	–	2,085,392	–	3.37%	–
SFD	New	Smithfield Foods Inc	$67,850,000	–	2,071,763	–	3.30%	–
NTSP	New	Netspend Holdings Inc.	$61,527,000	–	3,852,668	–	2.99%	–
VHS	New	Vanguard Health Systems Inc	$53,908,000	–	2,599,256	–	2.62%	–
STEI	New	Stewart Enterprisescl a	$52,520,000	–	4,012,278	–	2.56%	–
BLC	New	Belo Corp	$46,049,000	–	3,301,061	–	2.24%	–
TRLG	New	True Religion Apparel Inc	$42,310,000	–	1,336,394	–	2.06%	–
LSE	New	Caplease Inc	$37,654,000	–	4,461,468	–	1.83%	–
NVE	New	NV Energy	$34,620,000	–	1,475,723	–	1.68%	–
OMX	New	OfficeMax	$33,972,000	–	3,320,862	–	1.65%	–
RUE	New	rue21 inc	$30,586,000	–	735,068	–	1.49%	–
CLWR	New	Clearwire Corpcl a	$28,236,000	–	5,669,917	–	1.37%	–
CLP	New	Colonial Properties Trust	$27,061,000	–	1,121,946	–	1.32%	–
KEYN	New	Keynote Systems Inc	$25,025,000	–	1,266,470	–	1.22%	–
WWAVB	New	WhiteWave Foods Co.	$23,096,000	–	1,519,500	–	1.12%	–
LEDR	New	Market Leader Inc	$18,491,000	–	1,728,160	–	0.90%	–
STL	New	Sterling Bancorp/NY	$13,431,000	–	1,155,852	–	0.65%	–
LBTYA	New	Liberty Global PLC	$11,857,000	–	160,058	–	0.58%	–
FSCI	New	Fisher Communications Inc.	$11,360,000	–	276,547	–	0.55%	–
CYNO	New	Cynosurecl a	$8,817,000	–	339,410	–	0.43%	–
AM	New	American Greetings Corpcl a	$6,239,000	–	342,470	–	0.30%	–
	New	Stewart Enterprisesnote 3.375% 7/16	$5,584,000	–	4,329,000	–	0.27%	–
LBTYK	New	Liberty Global Inc K	$5,479,000	–	80,706	–	0.27%	–
ACT	New	Actavis Inc.	$5,062,000	–	40,110	–	0.25%	–
FOE	New	Ferro Corp	$4,499,000	–	647,406	–	0.22%	–
STEC	New	STEC Inc	$4,085,000	–	608,010	–	0.20%	–
MPR	New	Met-Pro Corp	$3,569,000	–	265,600	–	0.17%	–
	New	Genworth Financial Inc	$3,538,000	–	310,130	–	0.17%	–
VRX	New	Valeant Pharmaceuticals International Incn/a	$2,818,000	–	32,750	–	0.14%	–
	New	United States Steel Corpnote 4.00% 5/1	$2,619,000	–	2,562,000	–	0.13%	–
	New	Globalstar Inc.note 8.00% 4/0	$1,543,000	–	1,586,969	–	0.08%	–
ZTS	New	Zoetis Inccl a	$1,193,000	–	38,508	–	0.06%	–
DOLE	New	Dole Food Co Inc	$1,041,000	–	81,700	–	0.05%	–
ELN	New	Elan Corp PLCadr	$641,000	–	45,387	–	0.03%	–
FCX	New	Freeport-McMoRan Copper & Gold Inc	$621,000	–	22,498	–	0.03%	–
BRY	New	Berry Petroleumcl a	$513,000	–	12,140	–	0.02%	–
OPTR	New	Optimer Pharmaceuticals Inc.	$440,000	–	30,415	–	0.02%	–
HL	New	Hecla Mining Co	$359,000	–	120,497	–	0.02%	–
PBTH	New	PROLOR Biotech Inc	$323,000	–	51,361	–	0.02%	–
	New	Rambusnote 5.00% 6/1	$328,000	–	320,000	–	0.02%	–
SPY	New	SPDR S&P 500 ETF TRUST SPDRtr unit	$293,000	–	1,837	–	0.01%	–
	New	Omnicaredbcv 3.250% 12/1	$128,000	–	125,000	–	0.01%	–
	New	Annaly Capital Managementnote 5.0% 5/1	$100,000	–	100,000	–	0.01%	–
VRX	New	Valeant Pharmaceuticals International Incput	$99,000	–	20,000	–	0.01%	–
DELL	New	Dellcall	$77,000	–	110,000	–	0.00%	–
ACT	New	Actavis Inc.put	$48,000	–	19,500	–	0.00%	–
	New	Genworth Financial Incput	$23,000	–	61,700	–	0.00%	–
DOLE	New	Dole Food Co Incput	$8,000	–	33,700	–	0.00%	–

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