Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CCL | Sell | CARNIVAL CORPunit 99/99/9999 | $73,759,000 | -13.9% | 1,111,328 | -16.3% | 3.45% | -24.0% |
| AAAP | New | ADVANCED ACCELERATOR APPLICsponsored ads | $49,221,000 | – | 603,055 | – | 2.30% | – |
| TWX | Buy | TIME WARNER INC | $48,018,000 | +60.8% | 524,964 | +80.1% | 2.25% | +42.0% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $47,742,000 | +302.0% | 407,738 | +288.3% | 2.23% | +255.0% |
| DVMT | Buy | DELL TECHNOLOGIES INC | $42,815,000 | +126.6% | 526,759 | +115.2% | 2.00% | +100.0% |
| FCX | Buy | FREEPORT-MCMORAN INCcall | $40,504,000 | +40.0% | 2,136,300 | +3.7% | 1.89% | +23.5% |
| Sell | DISH NETWORK CORPnote 3.375% 8/1 | $38,276,000 | -3.0% | 35,075,000 | -0.3% | 1.79% | -14.4% | |
| MON | Buy | MONSANTO CO NEW | $32,491,000 | +733.7% | 278,220 | +755.4% | 1.52% | +637.9% |
| KANG | Buy | IKANG HEALTHCARE GROUP INCsponsored adr | $29,821,000 | +21.2% | 1,887,410 | +3.4% | 1.40% | +7.0% |
| V | Sell | VISA INC | $26,579,000 | -15.4% | 233,113 | -21.9% | 1.24% | -25.3% |
| AMZN | Sell | AMAZON COM INC | $26,316,000 | +2.8% | 22,502 | -15.5% | 1.23% | -9.3% |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $26,276,000 | +0.8% | 1,141,898 | -8.3% | 1.23% | -11.0% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $25,645,000 | +30.7% | 148,729 | +30.9% | 1.20% | +15.4% |
| QCOM | Sell | QUALCOMM INC | $25,094,000 | -2.2% | 391,965 | -20.8% | 1.17% | -13.7% |
| CYOU | Buy | CHANGYOU COM LTDads rep cl a | $24,964,000 | +695.3% | 685,266 | +764.6% | 1.17% | +603.6% |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $21,132,000 | -29.5% | 16,300,000 | -36.8% | 0.99% | -37.8% | |
| DLTR | Buy | DOLLAR TREE INC | $20,892,000 | +139.2% | 194,689 | +93.5% | 0.98% | +111.0% |
| LULU | New | LULULEMON ATHLETICA INC | $20,267,000 | – | 257,885 | – | 0.95% | – |
| CMCSA | Buy | COMCAST CORP NEWcl a | $19,611,000 | +47.3% | 489,672 | +41.6% | 0.92% | +30.1% |
| MMC | New | MARSH & MCLENNAN COS INC | $19,446,000 | – | 238,929 | – | 0.91% | – |
| AVGO | Buy | BROADCOM LTD | $19,122,000 | +29.0% | 74,431 | +21.8% | 0.89% | +13.9% |
| COF | New | CAPITAL ONE FINL CORP | $17,534,000 | – | 176,081 | – | 0.82% | – |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $17,339,000 | +138.8% | 11,000,000 | +104.3% | 0.81% | +110.6% | |
| Buy | EURONET WORLDWIDE INCnote 1.500%10/0 | $16,674,000 | +63.7% | 13,525,000 | +79.7% | 0.78% | +44.4% | |
| GS | Buy | GOLDMAN SACHS GROUP INC | $16,250,000 | +438.1% | 63,784 | +400.9% | 0.76% | +375.0% |
| BURL | Buy | BURLINGTON STORES INC | $16,131,000 | +155.4% | 131,108 | +98.1% | 0.75% | +125.1% |
| Sell | TESLA INCnote 1.250% 3/0 | $15,735,000 | -24.7% | 14,545,000 | -21.6% | 0.74% | -33.5% | |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $15,732,000 | +650.6% | 1,530,407 | +830.7% | 0.74% | +563.1% |
| FL | New | FOOT LOCKER INC | $15,100,000 | – | 322,091 | – | 0.71% | – |
| KSU | New | KANSAS CITY SOUTHERN | $15,058,000 | – | 143,113 | – | 0.70% | – |
| GATX | New | GATX CORP | $14,579,000 | – | 234,550 | – | 0.68% | – |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $13,704,000 | -44.2% | 90,535 | -47.9% | 0.64% | -50.7% |
| New | GOLDEN STAR RES LTD CDAnote 7.000% 8/1 | $13,512,000 | – | 11,500,000 | – | 0.63% | – | |
| New | PANDORA MEDIA INCnote 1.750%12/0 | $12,887,000 | – | 14,500,000 | – | 0.60% | – | |
| FB | Sell | FACEBOOK INCcl a | $12,809,000 | -45.0% | 72,587 | -46.8% | 0.60% | -51.5% |
| AKRXQ | New | AKORN INC | $12,731,000 | – | 395,000 | – | 0.60% | – |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $12,701,000 | -52.3% | 12,057 | -55.9% | 0.59% | -57.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $12,380,000 | +9.9% | 117,179 | +15.4% | 0.58% | -3.0% |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $12,384,000 | +64.3% | 12,400,000 | +65.3% | 0.58% | +45.1% | |
| CRTO | Sell | CRITEO S Aspons ads | $12,129,000 | -73.3% | 465,980 | -57.4% | 0.57% | -76.4% |
| IBKC | New | IBERIABANK CORP | $11,994,000 | – | 154,761 | – | 0.56% | – |
| Buy | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $11,995,000 | +29.6% | 12,070,000 | +28.8% | 0.56% | +14.5% | |
| MSFT | Sell | MICROSOFT CORP | $11,750,000 | +8.2% | 137,363 | -5.8% | 0.55% | -4.3% |
| AZO | New | AUTOZONE INC | $11,161,000 | – | 15,690 | – | 0.52% | – |
| HTLD | New | HEARTLAND EXPRESS INC | $10,982,000 | – | 470,509 | – | 0.51% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $10,643,000 | – | 110,100 | – | 0.50% | – |
| INT | New | WORLD FUEL SVCS CORP | $10,524,000 | – | 374,001 | – | 0.49% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $10,374,000 | – | 202,895 | – | 0.48% | – |
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $10,106,000 | +62.3% | 7,000,000 | +55.6% | 0.47% | +43.3% | |
| TECK | Buy | TECK RESOURCES LTDcl b | $10,048,000 | +174.5% | 383,956 | +121.2% | 0.47% | +142.3% |
| AXTA | New | AXALTA COATING SYS LTD | $10,007,000 | – | 309,235 | – | 0.47% | – |
| APC | Buy | ANADARKO PETE CORP | $9,950,000 | +1938.9% | 185,502 | +1755.0% | 0.46% | +1688.5% |
| ORIG | Buy | OCEAN RIG UDW INC | $9,854,000 | +34.3% | 367,672 | +19.2% | 0.46% | +18.5% |
| Buy | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $9,853,000 | +43.1% | 9,300,000 | +43.1% | 0.46% | +26.3% | |
| AMAT | Sell | APPLIED MATLS INC | $9,816,000 | -60.2% | 192,014 | -59.4% | 0.46% | -64.9% |
| Buy | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $9,712,000 | +63.5% | 7,500,000 | +66.7% | 0.45% | +44.1% | |
| LNG | Buy | CHENIERE ENERGY INC | $9,557,000 | +451.5% | 177,515 | +361.3% | 0.45% | +385.9% |
| New | TERADYNE INCnote 1.250%12/1 | $9,303,000 | – | 6,500,000 | – | 0.44% | – | |
| VALE | New | VALE S Acall | $9,154,000 | – | 748,500 | – | 0.43% | – |
| STI | New | SUNTRUST BKS INC | $9,102,000 | – | 140,921 | – | 0.43% | – |
| HON | Buy | HONEYWELL INTL INC | $9,043,000 | +254.5% | 58,968 | +227.6% | 0.42% | +213.3% |
| Buy | TESLA INCnote 0.250% 3/0 | $9,042,000 | +229.5% | 8,500,000 | +240.0% | 0.42% | +191.7% | |
| BOBE | New | BOB EVANS FARMS INC | $9,000,000 | – | 114,188 | – | 0.42% | – |
| VALE | Sell | VALE S Aadr | $8,958,000 | -6.4% | 732,514 | -22.9% | 0.42% | -17.4% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $8,888,000 | – | 203,298 | – | 0.42% | – |
| ADBE | Buy | ADOBE SYS INC | $8,883,000 | +22.9% | 50,691 | +4.6% | 0.42% | +8.4% |
| Buy | 51JOB INCnote 3.250% 4/1 | $8,594,000 | +16.2% | 5,836,000 | +16.7% | 0.40% | +2.6% | |
| RDC | New | ROWAN COMPANIES PLC | $8,224,000 | – | 525,149 | – | 0.38% | – |
| EFA | Buy | ISHARES TRmsci eafe etf | $8,210,000 | +257.0% | 116,766 | +247.7% | 0.38% | +214.8% |
| GWR | New | GENESEE & WYO INCcl a | $8,092,000 | – | 102,785 | – | 0.38% | – |
| PYPL | Buy | PAYPAL HLDGS INC | $8,068,000 | +152.0% | 109,593 | +119.2% | 0.38% | +121.8% |
| RE | New | EVEREST RE GROUP LTD | $8,037,000 | – | 36,324 | – | 0.38% | – |
| AA | Buy | ALCOA CORP | $8,014,000 | +50.1% | 148,750 | +29.9% | 0.38% | +32.5% |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $7,935,000 | – | 57,805 | – | 0.37% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $7,880,000 | – | 5,700,000 | – | 0.37% | – | |
| MCD | Buy | MCDONALDS CORP | $7,871,000 | +114.3% | 45,728 | +95.1% | 0.37% | +88.7% |
| ALK | Buy | ALASKA AIR GROUP INC | $7,846,000 | +1262.2% | 106,741 | +1312.3% | 0.37% | +1083.9% |
| BBL | Buy | BHP BILLITON PLCsponsored adr | $7,749,000 | +47.0% | 192,279 | +29.3% | 0.36% | +29.7% |
| RGC | New | REGAL ENTMT GROUPcl a | $7,578,000 | – | 329,315 | – | 0.35% | – |
| Sell | NUVASIVE INCnote 2.250% 3/1 | $7,506,000 | -33.7% | 6,400,000 | -35.4% | 0.35% | -41.5% | |
| Sell | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $7,164,000 | -10.3% | 7,500,000 | -11.8% | 0.34% | -20.8% | |
| Buy | WRIGHT MED GROUP INCnote 2.000% 2/1 | $7,158,000 | -1.4% | 7,000,000 | +4.5% | 0.34% | -12.8% | |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $7,043,000 | – | 79,055 | – | 0.33% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $6,976,000 | – | 118,546 | – | 0.33% | – |
| Buy | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $6,960,000 | +71.6% | 8,700,000 | +67.3% | 0.33% | +51.6% | |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $6,951,000 | – | 5,986,000 | – | 0.32% | – | |
| CPN | Buy | CALPINE CORP | $6,946,000 | +245.6% | 459,115 | +237.0% | 0.32% | +206.6% |
| GBX | New | GREENBRIER COS INC | $6,845,000 | – | 128,433 | – | 0.32% | – |
| Sell | YAHOO INCnote 12/0 | $6,685,000 | -68.6% | 4,970,000 | -69.6% | 0.31% | -72.3% | |
| KORS | Sell | MICHAEL KORS HLDGS LTD | $6,581,000 | -27.5% | 104,556 | -44.9% | 0.31% | -36.0% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $6,357,000 | +360.3% | 87,537 | +389.6% | 0.30% | +306.8% |
| CO | Sell | CHINA CORD BLOOD CORP | $6,349,000 | -14.6% | 638,136 | -4.6% | 0.30% | -24.6% |
| LOW | New | LOWES COS INC | $5,918,000 | – | 63,684 | – | 0.28% | – |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $5,920,000 | – | 5,400,000 | – | 0.28% | – | |
| BTU | New | PEABODY ENERGY CORP NEW | $5,883,000 | – | 149,426 | – | 0.28% | – |
| XOP | Sell | SPDR SERIES TRUSTs&p oilgas exp | $5,864,000 | -55.0% | 157,711 | -58.7% | 0.27% | -60.3% |
| ASB | New | ASSOCIATED BANC CORP | $5,754,000 | – | 226,504 | – | 0.27% | – |
| AAPL | Buy | APPLE INC | $5,735,000 | +271.7% | 33,853 | +237.1% | 0.27% | +226.8% |
| GWW | New | GRAINGER W W INC | $5,708,000 | – | 24,159 | – | 0.27% | – |
| CL | Buy | COLGATE PALMOLIVE CO | $5,658,000 | +89.4% | 74,990 | +82.9% | 0.26% | +67.7% |
| GPS | New | GAP INC DEL | $5,527,000 | – | 162,258 | – | 0.26% | – |
| IBN | Buy | ICICI BK LTDadr | $5,416,000 | +19.9% | 556,671 | +5.5% | 0.25% | +5.9% |
| SHOO | New | MADDEN STEVEN LTD | $5,384,000 | – | 115,284 | – | 0.25% | – |
| IVZ | New | INVESCO LTD | $5,364,000 | – | 146,782 | – | 0.25% | – |
| RIG | New | TRANSOCEAN LTD | $5,340,000 | – | 500,000 | – | 0.25% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $5,267,000 | – | 40,040 | – | 0.25% | – |
| New | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $5,181,000 | – | 5,000,000 | – | 0.24% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $5,100,000 | – | 5,000,000 | – | 0.24% | – | |
| TS | Sell | TENARIS S Asponsored adr | $5,019,000 | +6.1% | 157,518 | -5.8% | 0.24% | -6.4% |
| TIF | New | TIFFANY & CO NEW | $4,974,000 | – | 47,851 | – | 0.23% | – |
| HOLI | Sell | HOLLYSYS AUTOMATION TECHNOLO | $4,961,000 | -20.4% | 222,755 | -22.8% | 0.23% | -29.7% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $4,832,000 | +51.4% | 139,947 | +15.7% | 0.23% | +33.7% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $4,807,000 | +37.3% | 46,386 | +51.1% | 0.22% | +21.6% |
| TPX | New | TEMPUR SEALY INTL INC | $4,817,000 | – | 76,845 | – | 0.22% | – |
| OLN | Buy | OLIN CORP | $4,734,000 | +177.2% | 133,051 | +166.7% | 0.22% | +145.6% |
| New | VECTOR GROUP LTDfrnt 4/1 | $4,635,000 | – | 4,000,000 | – | 0.22% | – | |
| PAA | Buy | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $4,613,000 | +80.6% | 223,508 | +85.4% | 0.22% | +60.0% |
| ROK | Buy | ROCKWELL AUTOMATION INC | $4,513,000 | +15.1% | 22,984 | +4.5% | 0.21% | +1.4% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $4,311,000 | +138.2% | 39,079 | +113.9% | 0.20% | +110.4% |
| KEX | New | KIRBY CORP | $4,127,000 | – | 61,779 | – | 0.19% | – |
| CTRP | Sell | CTRIP COM INTL LTD | $4,055,000 | -59.3% | 91,959 | -51.4% | 0.19% | -64.0% |
| CP | New | CANADIAN PAC RY LTD | $4,042,000 | – | 22,115 | – | 0.19% | – |
| OCN | Buy | OCWEN FINL CORP | $3,949,000 | +499.2% | 1,261,760 | +558.9% | 0.18% | +428.6% |
| SLCA | Sell | U S SILICA HLDGS INC | $3,924,000 | -49.6% | 120,540 | -51.9% | 0.18% | -55.3% |
| AKS | Buy | AK STL HLDG CORP | $3,877,000 | +130.0% | 684,953 | +127.1% | 0.18% | +103.4% |
| Sell | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $3,822,000 | -26.4% | 2,000,000 | -33.3% | 0.18% | -34.9% | |
| JBHT | New | HUNT J B TRANS SVCS INC | $3,786,000 | – | 32,925 | – | 0.18% | – |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $3,718,000 | – | 3,400,000 | – | 0.17% | – | |
| CTXS | Buy | CITRIX SYS INC | $3,606,000 | +73.9% | 40,978 | +51.8% | 0.17% | +53.6% |
| AET | New | AETNA INC NEW | $3,600,000 | – | 19,959 | – | 0.17% | – |
| ALB | Buy | ALBEMARLE CORP | $3,584,000 | +54.0% | 28,022 | +64.1% | 0.17% | +36.6% |
| NMM | Buy | NAVIOS MARITIME PARTNERS L Punit lpi | $3,541,000 | +72.7% | 1,500,200 | +50.0% | 0.17% | +52.3% |
| URI | New | UNITED RENTALS INC | $3,536,000 | – | 20,570 | – | 0.16% | – |
| STLD | New | STEEL DYNAMICS INC | $3,536,000 | – | 81,992 | – | 0.16% | – |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $3,483,000 | -75.6% | 55,000 | -75.2% | 0.16% | -78.5% |
| YUME | Buy | YUME INC | $3,488,000 | +53.6% | 729,616 | +48.8% | 0.16% | +35.8% |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $3,470,000 | – | 184,562 | – | 0.16% | – |
| RYAAY | Sell | RYANAIR HLDGS PLCsponsored adr ne | $3,434,000 | -56.6% | 32,958 | -56.1% | 0.16% | -61.6% |
| MHK | Sell | MOHAWK INDS INC | $3,442,000 | -54.7% | 12,474 | -59.4% | 0.16% | -60.0% |
| SLB | Buy | SCHLUMBERGER LTD | $3,411,000 | +599.0% | 50,615 | +623.9% | 0.16% | +515.4% |
| PRTK | Buy | PARATEK PHARMACEUTICALS INC | $3,387,000 | +8.5% | 189,219 | +52.1% | 0.16% | -4.2% |
| MAS | New | MASCO CORP | $3,371,000 | – | 76,719 | – | 0.16% | – |
| NEXA | New | NEXA RES S A | $3,354,000 | – | 171,010 | – | 0.16% | – |
| DSKE | New | DASEKE INC | $3,347,000 | – | 234,194 | – | 0.16% | – |
| SCHW | Sell | SCHWAB CHARLES CORP NEW | $3,339,000 | -2.1% | 65,000 | -16.7% | 0.16% | -13.8% |
| AMLP | New | ALPS ETF TRalerian mlp | $3,258,000 | – | 301,967 | – | 0.15% | – |
| W | New | WAYFAIR INCcl a | $3,237,000 | – | 40,319 | – | 0.15% | – |
| LBTYA | Buy | LIBERTY GLOBAL PLC | $3,230,000 | +218.9% | 90,126 | +201.7% | 0.15% | +179.6% |
| PCLN | Buy | PRICELINE GRP INC | $3,215,000 | +6.4% | 1,850 | +12.1% | 0.15% | -6.2% |
| HDB | Buy | HDFC BANK LTD | $3,152,000 | +36.3% | 31,000 | +29.2% | 0.15% | +19.5% |
| YUMC | Buy | YUM CHINA HLDGS INC | $3,112,000 | +79.8% | 77,751 | +79.5% | 0.15% | +58.7% |
| PX | Sell | PRAXAIR INC | $3,125,000 | -44.7% | 20,206 | -50.1% | 0.15% | -51.3% |
| FMX | Buy | FOMENTO ECONOMICO MEXICANO Sspon adr units | $3,099,000 | +32.4% | 33,000 | +34.7% | 0.14% | +16.9% |
| SHW | Sell | SHERWIN WILLIAMS CO | $3,075,000 | -8.6% | 7,500 | -20.2% | 0.14% | -19.1% |
| GG | Buy | GOLDCORP INC NEW | $3,071,000 | +117.2% | 240,495 | +120.4% | 0.14% | +92.0% |
| SAND | Sell | SANDSTORM GOLD LTD | $3,047,000 | -63.0% | 607,900 | -66.7% | 0.14% | -67.2% |
| UAL | New | UNITED CONTL HLDGS INC | $2,973,000 | – | 44,113 | – | 0.14% | – |
| DWDP | Buy | DOWDUPONT INC | $2,959,000 | +69.7% | 41,551 | +64.9% | 0.14% | +50.0% |
| CSTM | Buy | CONSTELLIUM NVcl a | $2,920,000 | +142.5% | 261,940 | +122.9% | 0.14% | +114.1% |
| YRCW | New | YRC WORLDWIDE INC | $2,923,000 | – | 203,259 | – | 0.14% | – |
| AMGN | Buy | AMGEN INC | $2,869,000 | +6.9% | 16,500 | +14.6% | 0.13% | -5.6% |
| TEX | New | TEREX CORP NEW | $2,752,000 | – | 57,070 | – | 0.13% | – |
| RIO | Sell | RIO TINTO PLCsponsored adr | $2,752,000 | +11.5% | 51,988 | -0.6% | 0.13% | -1.5% |
| CJ | Buy | C&J ENERGY SVCS INC NEW | $2,765,000 | +105.4% | 82,599 | +83.9% | 0.13% | +81.7% |
| BEN | Buy | FRANKLIN RES INC | $2,730,000 | +11.5% | 63,000 | +14.5% | 0.13% | -1.5% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $2,730,000 | +10.1% | 21,459 | -6.7% | 0.13% | -2.3% |
| NKE | Sell | NIKE INCcl b | $2,719,000 | +4.2% | 42,960 | -14.3% | 0.13% | -8.0% |
| VST | Buy | VISTRA ENERGY CORP | $2,643,000 | +254.3% | 144,260 | +261.6% | 0.12% | +210.0% |
| KMB | New | KIMBERLY CLARK CORP | $2,623,000 | – | 21,739 | – | 0.12% | – |
| PEP | New | PEPSICO INC | $2,630,000 | – | 21,935 | – | 0.12% | – |
| Buy | AVID TECHNOLOGY INCnote 2.000% 6/1 | $2,584,000 | +239.1% | 3,000,000 | +200.0% | 0.12% | +202.5% | |
| SFM | Buy | SPROUTS FMRS MKT INC | $2,585,000 | +593.0% | 106,149 | +434.5% | 0.12% | +505.0% |
| SNCR | Buy | SYNCHRONOSS TECHNOLOGIES INC | $2,572,000 | +339.7% | 287,666 | +358.5% | 0.12% | +287.1% |
| BKR | Sell | BAKER HUGHES A GE COcl a | $2,531,000 | -74.9% | 79,985 | -71.0% | 0.12% | -77.9% |
| ILMN | Buy | ILLUMINA INC | $2,491,000 | +98.5% | 11,400 | +81.0% | 0.12% | +77.3% |
| UBSI | New | UNITED BANKSHARES INC WEST V | $2,499,000 | – | 71,927 | – | 0.12% | – |
| TMUS | Sell | T MOBILE US INC | $2,512,000 | +1.9% | 39,559 | -1.1% | 0.12% | -10.7% |
| NAV | New | NAVISTAR INTL CORP NEW | $2,441,000 | – | 56,937 | – | 0.11% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,376,000 | – | 55,168 | – | 0.11% | – |
| VR | New | VALIDUS HOLDINGS LTD | $2,346,000 | – | 50,000 | – | 0.11% | – |
| KMX | New | CARMAX INC | $2,340,000 | – | 36,491 | – | 0.11% | – |
| XBI | Buy | SPDR SERIES TRUSTs&p biotech | $2,286,000 | +31.2% | 26,933 | +33.9% | 0.11% | +16.3% |
| ESV | Sell | ENSCO PLC | $2,247,000 | -72.1% | 380,167 | -71.8% | 0.10% | -75.4% |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $2,236,000 | – | 18,744 | – | 0.10% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $2,255,000 | – | 56,598 | – | 0.10% | – |
| AGCO | New | AGCO CORP | $2,226,000 | – | 31,165 | – | 0.10% | – |
| EPC | Sell | EDGEWELL PERS CARE CO | $2,199,000 | -29.7% | 37,032 | -13.9% | 0.10% | -38.0% |
| OIH | New | VANECK VECTORS ETF TRoil svcs etf | $2,134,000 | – | 81,935 | – | 0.10% | – |
| SVA | Sell | SINOVAC BIOTECH LTD | $2,136,000 | -60.0% | 271,072 | -64.3% | 0.10% | -64.7% |
| PUMP | Sell | PROPETRO HLDG CORP | $2,126,000 | -67.1% | 105,438 | -76.6% | 0.10% | -71.1% |
| GDI | Sell | GARDNER DENVER HLDGS INC | $2,073,000 | -33.7% | 61,084 | -46.2% | 0.10% | -41.6% |
| APTV | New | APTIV PLC | $2,078,000 | – | 24,496 | – | 0.10% | – |
| CALL | New | MAGICJACK VOCALTEC LTD | $2,036,000 | – | 240,964 | – | 0.10% | – |
| BLUE | New | BLUEBIRD BIO INC | $2,003,000 | – | 11,248 | – | 0.09% | – |
| FMSA | New | FAIRMOUNT SANTROL HLDGS INC | $2,005,000 | – | 383,440 | – | 0.09% | – |
| BIDU | Sell | BAIDU INCspon adr rep a | $1,984,000 | -18.7% | 8,471 | -14.0% | 0.09% | -27.9% |
| IR | Buy | INGERSOLL-RAND PLC | $1,988,000 | +899.0% | 22,286 | +898.0% | 0.09% | +745.5% |
| KO | New | COCA COLA CO | $1,964,000 | – | 42,803 | – | 0.09% | – |
| SMH | New | VANECK VECTORS ETF TRput | $1,956,000 | – | 20,000 | – | 0.09% | – |
| GGB | New | GERDAU S Aspon adr rep pfd | $1,911,000 | – | 513,828 | – | 0.09% | – |
| NSU | Buy | NEVSUN RES LTD | $1,856,000 | +41.1% | 759,804 | +24.7% | 0.09% | +24.3% |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $1,855,000 | – | 86,624 | – | 0.09% | – |
| MPO | Sell | MIDSTATES PETE CO INC | $1,821,000 | -46.6% | 109,808 | -50.0% | 0.08% | -53.0% |
| KW | New | KENNEDY-WILSON HLDGS INC | $1,804,000 | – | 103,999 | – | 0.08% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $1,775,000 | – | 425,744 | – | 0.08% | – |
| SO | New | SOUTHERN CO | $1,778,000 | – | 36,978 | – | 0.08% | – |
| IR | New | INGERSOLL-RAND PLCcall | $1,784,000 | – | 20,000 | – | 0.08% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,773,000 | – | 259,655 | – | 0.08% | – |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $1,744,000 | – | 26,968 | – | 0.08% | – |
| KEY | New | KEYCORP NEW | $1,727,000 | – | 85,599 | – | 0.08% | – |
| LB | New | L BRANDS INC | $1,725,000 | – | 28,652 | – | 0.08% | – |
| CLF | New | CLEVELAND CLIFFS INC | $1,730,000 | – | 239,927 | – | 0.08% | – |
| WNC | New | WABASH NATL CORP | $1,709,000 | – | 78,757 | – | 0.08% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $1,708,000 | – | 117,302 | – | 0.08% | – |
| THO | Sell | THOR INDS INC | $1,695,000 | -78.1% | 11,247 | -81.7% | 0.08% | -80.7% |
| BSMX | Sell | GRUPO FINANCIERO SANTANDER M | $1,685,000 | -31.8% | 230,558 | -5.8% | 0.08% | -39.7% |
| TSRO | Buy | TESARO INC | $1,673,000 | +189.4% | 20,186 | +350.9% | 0.08% | +151.6% |
| FITB | New | FIFTH THIRD BANCORP | $1,673,000 | – | 55,140 | – | 0.08% | – |
| MO | Buy | ALTRIA GROUP INC | $1,637,000 | +158.2% | 22,919 | +129.2% | 0.08% | +126.5% |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $1,645,000 | – | 218,119 | – | 0.08% | – |
| MMM | Sell | 3M CO | $1,575,000 | -6.2% | 6,690 | -16.4% | 0.07% | -16.9% |
| DIS | Buy | DISNEY WALT CO | $1,542,000 | +56.4% | 14,347 | +43.5% | 0.07% | +38.5% |
| HCC | Buy | WARRIOR MET COAL INC | $1,519,000 | +179.2% | 60,413 | +161.7% | 0.07% | +144.8% |
| CLX | New | CLOROX CO DEL | $1,500,000 | – | 10,087 | – | 0.07% | – |
| CGIPQ | New | CELADON GROUP INC | $1,489,000 | – | 232,664 | – | 0.07% | – |
| ICD | Sell | INDEPENDENCE CONTRACT DRIL I | $1,467,000 | +4.0% | 368,509 | -0.7% | 0.07% | -8.0% |
| K | New | KELLOGG CO | $1,486,000 | – | 21,854 | – | 0.07% | – |
| ARII | New | AMERICAN RAILCAR INDS INC | $1,476,000 | – | 35,456 | – | 0.07% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $1,439,000 | – | 12,078 | – | 0.07% | – |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $1,377,000 | -81.2% | 1,076,000 | -82.4% | 0.06% | -83.5% | |
| MOMO | Sell | MOMO INCadr | $1,373,000 | -22.7% | 56,067 | -1.1% | 0.06% | -31.9% |
| X | New | UNITED STATES STL CORP NEW | $1,361,000 | – | 38,666 | – | 0.06% | – |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $1,348,000 | -87.2% | 71,072 | -90.5% | 0.06% | -88.7% |
| CMC | New | COMMERCIAL METALS CO | $1,331,000 | – | 62,435 | – | 0.06% | – |
| JRVR | New | JAMES RIV GROUP LTD | $1,270,000 | – | 31,730 | – | 0.06% | – |
| LEN | New | LENNAR CORPcl a | $1,262,000 | – | 19,954 | – | 0.06% | – |
| GIS | New | GENERAL MLS INC | $1,198,000 | – | 20,209 | – | 0.06% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $1,173,000 | – | 8,098 | – | 0.06% | – |
| KHC | Buy | KRAFT HEINZ CO | $1,181,000 | +8984.6% | 15,186 | +9103.6% | 0.06% | +5400.0% |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $1,148,000 | +266.8% | 9,602 | +330.0% | 0.05% | +217.6% |
| DAL | New | DELTA AIR LINES INC DEL | $1,153,000 | – | 20,596 | – | 0.05% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $1,165,000 | – | 11,999 | – | 0.05% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $1,141,000 | – | 12,575 | – | 0.05% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $1,112,000 | – | 7,249 | – | 0.05% | – |
| SBGL | Buy | SIBANYE STILLWATERsponsored adr | $1,104,000 | +15.0% | 218,692 | +1.6% | 0.05% | +2.0% |
| SJM | New | SMUCKER J M CO | $1,095,000 | – | 8,813 | – | 0.05% | – |
| CB | New | CHUBB LIMITED | $1,094,000 | – | 7,484 | – | 0.05% | – |
| ALV | Sell | AUTOLIV INC | $1,059,000 | -69.3% | 8,336 | -70.1% | 0.05% | -72.7% |
| BIIB | Sell | BIOGEN INC | $1,041,000 | -16.9% | 3,268 | -18.3% | 0.05% | -25.8% |
| WFC | New | WELLS FARGO CO NEW | $1,048,000 | – | 17,269 | – | 0.05% | – |
| CHD | New | CHURCH & DWIGHT INC | $1,043,000 | – | 20,788 | – | 0.05% | – |
| JMEI | Sell | JUMEI INTL HLDG LTDsponsored adr | $1,058,000 | -0.5% | 362,388 | -1.1% | 0.05% | -12.5% |
| HAL | Sell | HALLIBURTON CO | $1,021,000 | -81.3% | 20,900 | -82.4% | 0.05% | -83.4% |
| PH | New | PARKER HANNIFIN CORP | $996,000 | – | 4,989 | – | 0.05% | – |
| DOV | Buy | DOVER CORP | $1,008,000 | +287.7% | 9,977 | +250.8% | 0.05% | +235.7% |
| GM | New | GENERAL MTRS CO | $998,000 | – | 24,343 | – | 0.05% | – |
| UNVR | Buy | UNIVAR INC | $1,000,000 | +669.2% | 32,300 | +621.5% | 0.05% | +571.4% |
| CELG | Sell | CELGENE CORP | $970,000 | -57.4% | 9,290 | -40.5% | 0.04% | -62.8% |
| TDC | New | TERADATA CORP DEL | $959,000 | – | 24,947 | – | 0.04% | – |
| ES | New | EVERSOURCE ENERGY | $972,000 | – | 15,381 | – | 0.04% | – |
| LDOS | New | LEIDOS HLDGS INC | $966,000 | – | 14,967 | – | 0.04% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $958,000 | – | 10,958 | – | 0.04% | – |
| CME | Sell | CME GROUP INC | $949,000 | -48.2% | 6,500 | -51.9% | 0.04% | -54.6% |
| KR | New | KROGER CO | $924,000 | – | 33,678 | – | 0.04% | – |
| CNHI | New | CNH INDL N V | $929,000 | – | 69,324 | – | 0.04% | – |
| PG | New | PROCTER AND GAMBLE CO | $913,000 | – | 9,934 | – | 0.04% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $895,000 | – | 30,018 | – | 0.04% | – |
| DUK | New | DUKE ENERGY CORP NEW | $879,000 | – | 10,447 | – | 0.04% | – |
| ECHO | Buy | ECHO GLOBAL LOGISTICS INC | $876,000 | +159.9% | 31,300 | +74.9% | 0.04% | +127.8% |
| PPL | New | PPL CORP | $843,000 | – | 27,229 | – | 0.04% | – |
| GILD | New | GILEAD SCIENCES INC | $834,000 | – | 11,646 | – | 0.04% | – |
| SF | New | STIFEL FINL CORP | $807,000 | – | 13,551 | – | 0.04% | – |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $753,000 | +3665.0% | 17,591 | +3439.4% | 0.04% | +3400.0% |
| BWXT | Sell | BWX TECHNOLOGIES INC | $728,000 | +7.2% | 12,030 | -0.7% | 0.03% | -5.6% |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $711,000 | – | 12,633 | – | 0.03% | – |
| CAG | New | CONAGRA BRANDS INC | $684,000 | – | 18,159 | – | 0.03% | – |
| AEP | New | AMERICAN ELEC PWR INC | $685,000 | – | 9,313 | – | 0.03% | – |
| TWNKW | New | HOSTESS BRANDS INC*w exp 11/04/202 | $685,000 | – | 294,000 | – | 0.03% | – |
| TSCO | New | TRACTOR SUPPLY CO | $631,000 | – | 8,442 | – | 0.03% | – |
| LPG | New | DORIAN LPG LTD | $634,000 | – | 77,159 | – | 0.03% | – |
| D | New | DOMINION ENERGY INC | $652,000 | – | 8,038 | – | 0.03% | – |
| AVB | New | AVALONBAY CMNTYS INC | $622,000 | – | 3,487 | – | 0.03% | – |
| PFE | New | PFIZER INC | $611,000 | – | 16,874 | – | 0.03% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $620,000 | – | 11,010 | – | 0.03% | – |
| XEL | New | XCEL ENERGY INC | $616,000 | – | 12,808 | – | 0.03% | – |
| FE | New | FIRSTENERGY CORP | $596,000 | – | 19,480 | – | 0.03% | – |
| TSG | Sell | STARS GROUP INC | $590,000 | +13.2% | 25,264 | -1.1% | 0.03% | 0.0% |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $608,000 | – | 11,967 | – | 0.03% | – |
| CTB | New | COOPER TIRE & RUBR CO | $582,000 | – | 16,475 | – | 0.03% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $583,000 | – | 7,100 | – | 0.03% | – |
| FWRD | New | FORWARD AIR CORP | $585,000 | – | 10,193 | – | 0.03% | – |
| ED | New | CONSOLIDATED EDISON INC | $577,000 | – | 6,797 | – | 0.03% | – |
| LW | New | LAMB WESTON HLDGS INC | $563,000 | – | 9,978 | – | 0.03% | – |
| EIX | New | EDISON INTL | $556,000 | – | 8,790 | – | 0.03% | – |
| DY | New | DYCOM INDS INC | $556,000 | – | 4,989 | – | 0.03% | – |
| XPO | New | XPO LOGISTICS INC | $560,000 | – | 6,111 | – | 0.03% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $534,000 | -40.9% | 4,989 | -47.2% | 0.02% | -47.9% |
| KEGX | Sell | KEY ENERGY SVCS INC DEL | $528,000 | -65.3% | 44,779 | -61.2% | 0.02% | -69.1% |
| ETR | New | ENTERGY CORP NEW | $527,000 | – | 6,474 | – | 0.02% | – |
| ADSK | New | AUTODESK INCcall | $524,000 | – | 5,000 | – | 0.02% | – |
| CPB | New | CAMPBELL SOUP CO | $504,000 | – | 10,471 | – | 0.02% | – |
| WEC | New | WEC ENERGY GROUP INC | $503,000 | – | 7,574 | – | 0.02% | – |
| HSY | New | HERSHEY CO | $497,000 | – | 4,378 | – | 0.02% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $474,000 | – | 3,568 | – | 0.02% | – |
| SCG | New | SCANA CORP NEW | $449,000 | – | 11,292 | – | 0.02% | – |
| HCP | New | HCP INC | $449,000 | – | 17,221 | – | 0.02% | – |
| RL | Sell | RALPH LAUREN CORPcl a | $439,000 | -96.0% | 4,238 | -96.6% | 0.02% | -96.4% |
| METC | Sell | RAMACO RES INC | $430,000 | -13.5% | 62,479 | -16.6% | 0.02% | -23.1% |
| CAT | New | CATERPILLAR INC DEL | $430,000 | – | 2,730 | – | 0.02% | – |
| MAC | New | MACERICH CO | $429,000 | – | 6,532 | – | 0.02% | – |
| PNW | New | PINNACLE WEST CAP CORP | $403,000 | – | 4,727 | – | 0.02% | – |
| MAT | New | MATTEL INC | $389,000 | – | 25,270 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $392,000 | – | 5,133 | – | 0.02% | – |
| CMS | New | CMS ENERGY CORP | $392,000 | – | 8,281 | – | 0.02% | – |
| HOG | Sell | HARLEY DAVIDSON INC | $379,000 | -58.7% | 7,455 | -60.8% | 0.02% | -63.3% |
| EQR | New | EQUITY RESIDENTIALsh ben int | $360,000 | – | 5,640 | – | 0.02% | – |
| ROST | New | ROSS STORES INC | $362,000 | – | 4,506 | – | 0.02% | – |
| NVDA | Sell | NVIDIA CORP | $340,000 | -17.3% | 1,756 | -23.7% | 0.02% | -27.3% |
| CF | New | CF INDS HLDGS INCcall | $336,000 | – | 7,900 | – | 0.02% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $319,000 | – | 6,023 | – | 0.02% | – |
| OMC | New | OMNICOM GROUP INC | $312,000 | – | 4,288 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $315,000 | – | 4,342 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $308,000 | – | 3,810 | – | 0.01% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $288,000 | – | 2,254 | – | 0.01% | – |
| GLPG | New | GALAPAGOS NVspon adr | $279,000 | – | 2,979 | – | 0.01% | – |
| HUN | Sell | HUNTSMAN CORP | $280,000 | -96.3% | 8,425 | -97.0% | 0.01% | -96.8% |
| WM | New | WASTE MGMT INC DEL | $266,000 | – | 3,082 | – | 0.01% | – |
| RAD | Sell | RITE AID CORP | $255,000 | -0.4% | 129,361 | -1.1% | 0.01% | -14.3% |
| LNT | New | ALLIANT ENERGY CORP | $261,000 | – | 6,114 | – | 0.01% | – |
| SYY | New | SYSCO CORP | $255,000 | – | 4,192 | – | 0.01% | – |
| LEA | Sell | LEAR CORP | $247,000 | -64.3% | 1,400 | -65.0% | 0.01% | -67.6% |
| NMRK | New | NEWMARK GROUP INCcl a | $233,000 | – | 14,679 | – | 0.01% | – |
| ACFC | New | ATLANTIC COAST FINL CORP | $228,000 | – | 24,148 | – | 0.01% | – |
| OCLR | Buy | OCLARO INC | $236,000 | +9.3% | 35,000 | +40.0% | 0.01% | 0.0% |
| NEE | New | NEXTERA ENERGY INC | $206,000 | – | 1,320 | – | 0.01% | – |
| NWL | New | NEWELL BRANDS INC | $205,000 | – | 6,624 | – | 0.01% | – |
| AAOI | Buy | APPLIED OPTOELECTRONICS INC | $208,000 | +16.9% | 5,500 | +100.0% | 0.01% | +11.1% |
| CWSA | Sell | CITIGROUP INC*w exp 01/04/201 | $186,000 | -14.3% | 1,856,253 | -1.5% | 0.01% | -18.2% |
| JNJ | New | JOHNSON & JOHNSON | $196,000 | – | 1,402 | – | 0.01% | – |
| PDCO | New | PATTERSON COMPANIES INC | $184,000 | – | 5,097 | – | 0.01% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $194,000 | – | 10,401 | – | 0.01% | – |
| VRSK | New | VERISK ANALYTICS INC | $201,000 | – | 2,096 | – | 0.01% | – |
| ABBV | Sell | ABBVIE INC | $183,000 | -38.8% | 1,890 | -43.8% | 0.01% | -43.8% |
| LEU | Sell | CENTRUS ENERGY CORPcl a | $197,000 | -41.2% | 49,203 | -45.2% | 0.01% | -50.0% |
| PRGX | New | PRGX GLOBAL INC | $169,000 | – | 23,777 | – | 0.01% | – |
| T | New | AT&T INC | $178,000 | – | 4,571 | – | 0.01% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $162,000 | – | 1,645 | – | 0.01% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $152,000 | – | 1,200 | – | 0.01% | – |
| HP | New | HELMERICH & PAYNE INC | $153,000 | – | 2,360 | – | 0.01% | – |
| TYME | New | TYME TECHNOLOGIES INC | $152,000 | – | 23,820 | – | 0.01% | – |
| CTSO | New | CYTOSORBENTS CORP | $156,000 | – | 24,047 | – | 0.01% | – |
| COST | New | COSTCO WHSL CORP NEW | $140,000 | – | 752 | – | 0.01% | – |
| DHR | New | DANAHER CORP DEL | $159,000 | – | 1,714 | – | 0.01% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $151,000 | – | 3,775 | – | 0.01% | – |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $141,000 | -58.5% | 600 | -60.0% | 0.01% | -61.1% |
| O | New | REALTY INCOME CORP | $150,000 | – | 2,629 | – | 0.01% | – |
| AIG | New | AMERICAN INTL GROUP INC | $150,000 | – | 2,524 | – | 0.01% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $152,000 | – | 22,600 | – | 0.01% | – |
| SAIC | Sell | SCIENCE APPLICATNS INTL CP N | $130,000 | -5.8% | 1,700 | -17.7% | 0.01% | -14.3% |
| ARWR | New | ARROWHEAD PHARMACEUTICALS IN | $118,000 | – | 31,974 | – | 0.01% | – |
| CLVS | Sell | CLOVIS ONCOLOGY INC | $128,000 | -30.4% | 1,886 | -15.5% | 0.01% | -40.0% |
| FTNT | Sell | FORTINET INC | $131,000 | -5.8% | 3,000 | -22.8% | 0.01% | -14.3% |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $114,000 | – | 3,794 | – | 0.01% | – |
| BBT | New | BB&T CORP | $113,000 | – | 2,269 | – | 0.01% | – |
| GLW | Buy | CORNING INC | $109,000 | +19.8% | 3,400 | +11.4% | 0.01% | 0.0% |
| CDXC | New | CHROMADEX CORP | $97,000 | – | 16,473 | – | 0.01% | – |
| WU | New | WESTERN UN CO | $98,000 | – | 5,145 | – | 0.01% | – |
| EXC | New | EXELON CORP | $106,000 | – | 2,687 | – | 0.01% | – |
| XRAY | New | DENTSPLY SIRONA INC | $114,000 | – | 1,737 | – | 0.01% | – |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $114,000 | -49.1% | 3,000 | -50.0% | 0.01% | -58.3% |
| MRK | New | MERCK & CO INC | $105,000 | – | 1,863 | – | 0.01% | – |
| USB | New | US BANCORP DEL | $107,000 | – | 2,004 | – | 0.01% | – |
| FEYE | Sell | FIREEYE INC | $99,000 | -71.9% | 7,000 | -66.7% | 0.01% | -73.7% |
| PCTI | New | PC-TEL INC | $103,000 | – | 13,927 | – | 0.01% | – |
| AGN | New | ALLERGAN PLC | $79,000 | – | 486 | – | 0.00% | – |
| SRE | New | SEMPRA ENERGY | $76,000 | – | 707 | – | 0.00% | – |
| SNA | New | SNAP ON INC | $87,000 | – | 499 | – | 0.00% | – |
| MCHX | New | MARCHEX INCcl b | $75,000 | – | 23,072 | – | 0.00% | – |
| LGCU | New | LEGACY ACQUISITION CORPunit 05/31/2024 | $95,000 | – | 9,547 | – | 0.00% | – |
| HOLX | New | HOLOGIC INC | $91,000 | – | 2,131 | – | 0.00% | – |
| FLR | New | FLUOR CORP NEW | $79,000 | – | 1,529 | – | 0.00% | – |
| CXRXF | Sell | CONCORDIA INTERNATIONAL CORP | $80,000 | -45.2% | 122,016 | -1.1% | 0.00% | -50.0% |
| BRKS | New | BROOKS AUTOMATION INC | $78,000 | – | 3,251 | – | 0.00% | – |
| CELH | New | CELSIUS HOLDINGS INC | $67,000 | – | 12,814 | – | 0.00% | – |
| HCA | New | HCA HEALTHCARE INC | $73,000 | – | 834 | – | 0.00% | – |
| CAH | New | CARDINAL HEALTH INC | $54,000 | – | 880 | – | 0.00% | – |
| PCG | New | PG&E CORP | $64,000 | – | 1,436 | – | 0.00% | – |
| SCCO | New | SOUTHERN COPPER CORP | $61,000 | – | 1,290 | – | 0.00% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $67,000 | – | 741 | – | 0.00% | – |
| LLY | New | LILLY ELI & CO | $74,000 | – | 880 | – | 0.00% | – |
| SENS | New | SENSEONICS HLDGS INC | $61,000 | – | 22,788 | – | 0.00% | – |
| MTB | New | M & T BK CORP | $73,000 | – | 429 | – | 0.00% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $73,000 | – | 1,412 | – | 0.00% | – |
| VTL | New | VITAL THERAPIES INC | $65,000 | – | 10,951 | – | 0.00% | – |
| WELL | New | WELLTOWER INC | $68,000 | – | 1,067 | – | 0.00% | – |
| AVEO | New | AVEO PHARMACEUTICALS INC | $70,000 | – | 25,200 | – | 0.00% | – |
| HRL | New | HORMEL FOODS CORP | $69,000 | – | 1,899 | – | 0.00% | – |
| DFS | New | DISCOVER FINL SVCS | $65,000 | – | 846 | – | 0.00% | – |
| DTE | New | DTE ENERGY CO | $57,000 | – | 521 | – | 0.00% | – |
| MANT | Sell | MANTECH INTL CORPcl a | $50,000 | -71.8% | 1,000 | -75.0% | 0.00% | -77.8% |
| GPC | New | GENUINE PARTS CO | $40,000 | – | 416 | – | 0.00% | – |
| MAA | New | MID AMER APT CMNTYS INC | $33,000 | – | 324 | – | 0.00% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $47,000 | – | 509 | – | 0.00% | – |
| SRCL | New | STERICYCLE INC | $50,000 | – | 729 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $40,000 | – | 684 | – | 0.00% | – |
| DRI | New | DARDEN RESTAURANTS INC | $34,000 | – | 358 | – | 0.00% | – |
| FFIV | New | F5 NETWORKS INC | $38,000 | – | 290 | – | 0.00% | – |
| LEE | New | LEE ENTERPRISES INC | $50,000 | – | 21,303 | – | 0.00% | – |
| TRV | New | TRAVELERS COMPANIES INC | $37,000 | – | 272 | – | 0.00% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $39,000 | – | 499 | – | 0.00% | – |
| LEG | New | LEGGETT & PLATT INC | $47,000 | – | 995 | – | 0.00% | – |
| GE | New | GENERAL ELECTRIC CO | $46,000 | – | 2,649 | – | 0.00% | – |
| CINF | New | CINCINNATI FINL CORP | $32,000 | – | 429 | – | 0.00% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $20,000 | – | 267 | – | 0.00% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $29,000 | – | 253 | – | 0.00% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $23,000 | – | 81 | – | 0.00% | – |
| KIM | New | KIMCO RLTY CORP | $22,000 | – | 1,228 | – | 0.00% | – |
| TMK | New | TORCHMARK CORP | $26,000 | – | 290 | – | 0.00% | – |
| SIG | Sell | SIGNET JEWELERS LIMITED | $27,000 | -99.3% | 475 | -99.2% | 0.00% | -99.5% |
| BDX | New | BECTON DICKINSON & CO | $21,000 | – | 97 | – | 0.00% | – |
| GRMN | Sell | GARMIN LTD | $18,000 | -93.6% | 300 | -94.2% | 0.00% | -93.3% |
| NDAQ | New | NASDAQ INC | $26,000 | – | 335 | – | 0.00% | – |
| NI | New | NISOURCE INC | $23,000 | – | 915 | – | 0.00% | – |
| SEE | New | SEALED AIR CORP NEW | $27,000 | – | 544 | – | 0.00% | – |
| BIVV | New | BIOVERATIV INC | $4,000 | – | 71 | – | 0.00% | – |
| HSIC | New | SCHEIN HENRY INC | $3,000 | – | 37 | – | 0.00% | – |
| DELTW | Exit | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $0 | – | -200,000 | – | 0.00% | – |
| AAP | Sell | ADVANCE AUTO PARTS INC | $1,000 | -100.0% | 12 | -100.0% | 0.00% | -100.0% |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -300 | – | -0.01% | – |
| BETR | Exit | AMPLIFY SNACK BRANDS | $0 | – | -22,394 | – | -0.01% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -447 | – | -0.01% | – |
| ENZY | Exit | ENZYMOTEC LTD | $0 | – | -16,096 | – | -0.01% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -13,420 | – | -0.01% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -5,000 | – | -0.01% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -20,096 | – | -0.01% | – |
| CVNA | Exit | CARVANA COcall | $0 | – | -16,700 | – | -0.01% | – |
| RPD | Exit | RAPID7 INC | $0 | – | -14,000 | – | -0.01% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -4,477 | – | -0.01% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -2,233 | – | -0.01% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -2,233 | – | -0.01% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -2,233 | – | -0.02% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -6,722 | – | -0.02% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -7,268 | – | -0.02% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -39,770 | – | -0.02% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -12,305 | – | -0.02% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -2,233 | – | -0.02% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -24,751 | – | -0.02% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -18,800 | – | -0.02% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,233 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -10,000 | – | -0.03% | – |
| C | Exit | CITIGROUP INC | $0 | – | -7,414 | – | -0.03% | – |
| ETP | Exit | ENERGY TRANSFER PARTNERS LPunit ltd prt int | $0 | – | -30,933 | – | -0.03% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -11,638 | – | -0.03% | – |
| IPHI | Exit | INPHI CORP | $0 | – | -15,229 | – | -0.03% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -35,758 | – | -0.03% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -9,010 | – | -0.04% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -74,579 | – | -0.04% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -37,688 | – | -0.04% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -10,847 | – | -0.04% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -23,345 | – | -0.05% | – |
| EBAY | Exit | EBAY INC | $0 | – | -23,589 | – | -0.05% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -9,408 | – | -0.05% | – |
| UNVR | Exit | UNIVAR INCcall | $0 | – | -32,400 | – | -0.05% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -5,000 | – | -0.05% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -1,000 | – | -0.05% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -750,000 | – | -0.05% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -5,000 | – | -0.05% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -22,197 | – | -0.06% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -9,200 | – | -0.06% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INCcall | $0 | – | -26,800 | – | -0.06% | – |
| BAC | Exit | BANK AMER CORPcall | $0 | – | -44,700 | – | -0.06% | – |
| XME | Exit | SPDR SERIES TRUSTs&p metals mng | $0 | – | -35,563 | – | -0.06% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -900,000 | – | -0.07% | – | |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -72,800 | – | -0.07% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -33,788 | – | -0.08% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -26,417 | – | -0.08% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -4,942,000 | – | -0.08% | – | |
| EQT | Exit | EQT CORP | $0 | – | -23,467 | – | -0.08% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -16,653 | – | -0.09% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -27,594 | – | -0.09% | – |
| WSTC | Exit | WEST CORP | $0 | – | -86,244 | – | -0.11% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -97,332 | – | -0.11% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -2,300,000 | – | -0.12% | – | |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -57,672 | – | -0.12% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -118,243 | – | -0.13% | – |
| CAL | Exit | CALERES INC | $0 | – | -80,497 | – | -0.13% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -1,900,000 | – | -0.14% | – | |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -302,300 | – | -0.14% | – |
| MLCO | Exit | MELCO RESORT ENTERTAINMENT Ladr | $0 | – | -118,738 | – | -0.15% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -50,987 | – | -0.15% | – |
| FND | Exit | FLOOR & DECOR HLDGS INCcl a | $0 | – | -75,832 | – | -0.16% | – |
| AABA | Exit | ALTABA INC | $0 | – | -46,023 | – | -0.16% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -203,613 | – | -0.16% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -21,200 | – | -0.17% | – |
| EOG | Exit | EOG RES INC | $0 | – | -34,839 | – | -0.18% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -66,699 | – | -0.19% | – |
| ENIA | Exit | ENEL AMERICAS S Asponsored adr | $0 | – | -356,571 | – | -0.19% | – |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -4,000,000 | – | -0.21% | – | |
| Exit | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $0 | – | -3,000,000 | – | -0.23% | – | |
| HTHT | Exit | CHINA LODGING GROUP LTDsponsored adr | $0 | – | -36,816 | – | -0.23% | – |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -3,000,000 | – | -0.24% | – | |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -639,085 | – | -0.25% | – |
| XLNX | Exit | XILINX INC | $0 | – | -68,957 | – | -0.26% | – |
| HD | Exit | HOME DEPOT INCcall | $0 | – | -30,000 | – | -0.26% | – |
| VWR | Exit | VWR CORP | $0 | – | -152,761 | – | -0.27% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -60,973 | – | -0.28% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -5,350,000 | – | -0.30% | – | |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -492,787 | – | -0.31% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -6,600,000 | – | -0.31% | – | |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -42,218 | – | -0.33% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -31,725,000 | – | -0.34% | – | |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -266,367 | – | -0.34% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -72,517 | – | -0.34% | – |
| Exit | DYCOM INDS INCnote 0.750% 9/1 | $0 | – | -5,750,000 | – | -0.35% | – | |
| Exit | IMPAX LABORATORIES INCnote 2.000% 6/1 | $0 | – | -7,400,000 | – | -0.36% | – | |
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -7,880,000 | – | -0.42% | – | |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -434,026 | – | -0.43% | – |
| NKE | Exit | NIKE INCcall | $0 | – | -160,000 | – | -0.44% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $0 | – | -7,500,000 | – | -0.47% | – | |
| GRUB | Exit | GRUBHUB INC | $0 | – | -173,229 | – | -0.48% | – |
| TWX | Exit | TIME WARNER INCcall | $0 | – | -100,000 | – | -0.54% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -769,898 | – | -0.58% | – |
| COHR | Exit | COHERENT INC | $0 | – | -47,849 | – | -0.60% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -6,290,000 | – | -0.62% | – | |
| TESO | Exit | TESCO CORP | $0 | – | -2,254,123 | – | -0.65% | – |
| PVH | Exit | PVH CORP | $0 | – | -99,986 | – | -0.67% | – |
| KITE | Exit | KITE PHARMA INC | $0 | – | -72,618 | – | -0.69% | – |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -12,500,000 | – | -0.72% | – | |
| ALR | Exit | ALERE INC | $0 | – | -269,709 | – | -0.73% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -365,317 | – | -0.76% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -93,780 | – | -0.81% | – |
| BCR | Exit | BARD C R INC | $0 | – | -56,276 | – | -0.96% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -793,855 | – | -1.22% | – |
| SCLN | Exit | SCICLONE PHARMACEUTICALS INC | $0 | – | -2,586,437 | – | -1.54% | – |
| AA | Exit | ALCOA CORPcall | $0 | – | -644,600 | – | -1.59% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -440,000 | – | -3.39% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CCL | Buy | CARNIVAL CORPunit 99/99/9999 | $85,689,000 | +9025.6% | 1,327,065 | +9169.8% | 4.54% | +8630.8% |
| QQQ | Buy | POWERSHARES QQQ TRUSTput | $63,998,000 | +79.9% | 440,000 | +70.2% | 3.39% | +72.3% |
| CRTO | Buy | CRITEO S Aspons ads | $45,381,000 | +10.1% | 1,093,511 | +30.2% | 2.40% | +5.5% |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $39,441,000 | – | 35,175,000 | – | 2.09% | – | |
| V | Buy | VISA INC | $31,421,000 | +32.8% | 298,557 | +18.3% | 1.66% | +27.2% |
| AA | New | ALCOA CORPcall | $30,051,000 | – | 644,600 | – | 1.59% | – |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $29,990,000 | +40.2% | 25,800,000 | +44.9% | 1.59% | +34.3% | |
| TWX | Sell | TIME WARNER INC | $29,859,000 | +1.5% | 291,452 | -0.5% | 1.58% | -2.8% |
| SCLN | Buy | SCICLONE PHARMACEUTICALS INC | $28,968,000 | +65.7% | 2,586,437 | +62.8% | 1.54% | +58.7% |
| FCX | Buy | FREEPORT-MCMORAN INCcall | $28,931,000 | +161.8% | 2,060,600 | +123.9% | 1.53% | +150.9% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $26,624,000 | +57.2% | 27,342 | +50.1% | 1.41% | +50.6% |
| PTEN | Buy | PATTERSON UTI ENERGY INC | $26,074,000 | +263.6% | 1,245,174 | +250.6% | 1.38% | +247.9% |
| QCOM | Buy | QUALCOMM INC | $25,664,000 | +9.4% | 495,062 | +16.6% | 1.36% | +4.9% |
| AMZN | Sell | AMAZON COM INC | $25,605,000 | -13.7% | 26,635 | -13.1% | 1.36% | -17.3% |
| AMAT | Buy | APPLIED MATLS INC | $24,642,000 | +77.3% | 473,059 | +40.6% | 1.31% | +69.8% |
| KANG | Buy | IKANG HEALTHCARE GROUP INCsponsored adr | $24,603,000 | +14.3% | 1,825,177 | +4.0% | 1.30% | +9.5% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $24,538,000 | +10.4% | 173,785 | -5.0% | 1.30% | +5.8% |
| FB | Buy | FACEBOOK INCcl a | $23,307,000 | +41.8% | 136,407 | +25.3% | 1.24% | +35.9% |
| RICE | Buy | RICE ENERGY INC | $22,974,000 | +976.1% | 793,855 | +890.0% | 1.22% | +931.4% |
| Sell | YAHOO INCnote 12/0 | $21,284,000 | +8.5% | 16,370,000 | -5.2% | 1.13% | +4.0% | |
| Sell | TESLA INCnote 1.250% 3/0 | $20,902,000 | -23.3% | 18,545,000 | -21.2% | 1.11% | -26.6% | |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $19,616,000 | -31.3% | 113,581 | -44.0% | 1.04% | -34.2% |
| Sell | TWITTER INCnote 1.000% 9/1 | $18,919,000 | -7.6% | 20,620,000 | -7.6% | 1.00% | -11.6% | |
| DVMT | Buy | DELL TECHNOLOGIES INC | $18,896,000 | +29.8% | 244,740 | +2.7% | 1.00% | +24.3% |
| BCR | Sell | BARD C R INC | $18,037,000 | +1.0% | 56,276 | -0.4% | 0.96% | -3.2% |
| HD | Sell | HOME DEPOT INC | $15,338,000 | -39.5% | 93,780 | -43.3% | 0.81% | -42.0% |
| Buy | CTRIP COM INTL LTDnote 1.000% 7/0 | $15,333,000 | +41.4% | 13,490,000 | +43.7% | 0.81% | +35.3% | |
| AVGO | Buy | BROADCOM LTD | $14,822,000 | +85.8% | 61,114 | +78.6% | 0.78% | +78.0% |
| MU | New | MICRON TECHNOLOGY INC | $14,368,000 | – | 365,317 | – | 0.76% | – |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $14,295,000 | -16.8% | 221,592 | -25.7% | 0.76% | -20.3% |
| ALR | Sell | ALERE INC | $13,752,000 | -70.5% | 269,709 | -70.9% | 0.73% | -71.7% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $13,310,000 | +52.8% | 345,903 | +54.6% | 0.70% | +46.3% |
| KITE | New | KITE PHARMA INC | $13,057,000 | – | 72,618 | – | 0.69% | – |
| XOP | Buy | SPDR SERIES TRUSTs&p oilgas exp | $13,031,000 | +2923.4% | 382,243 | +2728.9% | 0.69% | +2775.0% |
| PVH | Buy | PVH CORP | $12,604,000 | +5845.3% | 99,986 | +5307.6% | 0.67% | +5466.7% |
| TESO | New | TESCO CORP | $12,285,000 | – | 2,254,123 | – | 0.65% | – |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $11,876,000 | +285.6% | 105,016 | +273.2% | 0.63% | +270.0% |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $11,321,000 | +110.2% | 9,900,000 | +153.8% | 0.60% | +101.3% | |
| PM | Sell | PHILIP MORRIS INTL INC | $11,269,000 | -12.9% | 101,516 | -7.8% | 0.60% | -16.5% |
| COHR | New | COHERENT INC | $11,253,000 | – | 47,849 | – | 0.60% | – |
| RL | Buy | RALPH LAUREN CORPcl a | $11,054,000 | +33.4% | 125,202 | +11.5% | 0.59% | +27.9% |
| DDC | Sell | DOMINION DIAMOND CORP | $10,910,000 | -12.5% | 769,898 | -22.5% | 0.58% | -16.2% |
| MSFT | New | MICROSOFT CORP | $10,861,000 | – | 145,810 | – | 0.58% | – |
| New | CTRIP COM INTL LTDnote 1.250% 9/1 | $10,769,000 | – | 10,000,000 | – | 0.57% | – | |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $10,551,000 | +231.9% | 751,467 | +183.9% | 0.56% | +217.6% |
| TWX | New | TIME WARNER INCcall | $10,245,000 | – | 100,000 | – | 0.54% | – |
| Buy | EURONET WORLDWIDE INCnote 1.500%10/0 | $10,186,000 | +66.5% | 7,525,000 | +57.6% | 0.54% | +59.8% | |
| BKR | New | BAKER HUGHES A GE COcl a | $10,095,000 | – | 275,666 | – | 0.54% | – |
| CTRP | Sell | CTRIP COM INTL LTD | $9,969,000 | -35.1% | 189,036 | -33.7% | 0.53% | -37.9% |
| VALE | Buy | VALE S Aadr | $9,573,000 | +93.0% | 950,674 | +67.8% | 0.51% | +85.0% |
| GRUB | Sell | GRUBHUB INC | $9,122,000 | -16.8% | 173,229 | -31.2% | 0.48% | -20.4% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $9,082,000 | +718.9% | 189,815 | +520.1% | 0.48% | +688.5% |
| DLTR | Sell | DOLLAR TREE INC | $8,733,000 | +20.4% | 100,595 | -3.1% | 0.46% | +15.5% |
| Sell | SALESFORCE COM INCnote 0.250% 4/0 | $8,445,000 | -54.9% | 6,000,000 | -58.2% | 0.45% | -56.9% | |
| NKE | New | NIKE INCcall | $8,296,000 | – | 160,000 | – | 0.44% | – |
| SAND | Buy | SANDSTORM GOLD LTD | $8,229,000 | +28.8% | 1,824,786 | +10.1% | 0.44% | +23.5% |
| BGC | Buy | GENERAL CABLE CORP DEL NEW | $8,181,000 | +99.9% | 434,026 | +73.4% | 0.43% | +91.6% |
| ESV | Buy | ENSCO PLC | $8,059,000 | +690.1% | 1,350,050 | +583.3% | 0.43% | +662.5% |
| RYAAY | Sell | RYANAIR HLDGS PLCsponsored adr ne | $7,907,000 | -9.7% | 75,004 | -7.8% | 0.42% | -13.4% |
| Sell | CEMEX SAB DE CVnote 3.750% 3/1 | $7,829,000 | -23.8% | 6,840,000 | -20.8% | 0.42% | -26.9% | |
| SLCA | Buy | U S SILICA HLDGS INC | $7,785,000 | +282.9% | 250,545 | +337.3% | 0.41% | +267.9% |
| THO | Buy | THOR INDS INC | $7,744,000 | +60.6% | 61,511 | +33.4% | 0.41% | +53.6% |
| Buy | RED HAT INCnote 0.250%10/0 | $7,712,000 | +178.1% | 5,000,000 | +150.0% | 0.41% | +167.3% | |
| Sell | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $7,621,000 | -6.9% | 7,225,000 | -2.7% | 0.40% | -10.8% | |
| HUN | Buy | HUNTSMAN CORP | $7,594,000 | +148.5% | 276,962 | +134.2% | 0.40% | +137.9% |
| MHK | Sell | MOHAWK INDS INC | $7,596,000 | -40.3% | 30,691 | -41.7% | 0.40% | -42.9% |
| ASPS | Buy | ALTISOURCE PORTFOLIO SOLNS S | $7,463,000 | +108.2% | 288,483 | +75.6% | 0.40% | +99.5% |
| CO | Sell | CHINA CORD BLOOD CORP | $7,438,000 | -48.1% | 668,823 | -55.7% | 0.39% | -50.3% |
| New | 51JOB INCnote 3.250% 4/1 | $7,397,000 | – | 5,000,000 | – | 0.39% | – | |
| ORIG | New | OCEAN RIG UDW INC | $7,335,000 | – | 308,564 | – | 0.39% | – |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $7,311,000 | -22.8% | 6,115,000 | -32.9% | 0.39% | -26.1% | |
| Sell | TRINITY INDS INCnote 3.875% 6/0 | $7,261,000 | +4.2% | 5,385,000 | -2.7% | 0.38% | 0.0% | |
| Sell | WRIGHT MED GROUP INCnote 2.000% 2/1 | $7,257,000 | -13.3% | 6,700,000 | -10.7% | 0.38% | -17.1% | |
| ADBE | Buy | ADOBE SYS INC | $7,230,000 | +164.4% | 48,465 | +150.6% | 0.38% | +153.6% |
| New | BLACKHAWK NETWORK HLDGS INCnote 1.500% 1/1 | $6,811,000 | – | 6,115,000 | – | 0.36% | – | |
| Sell | IMPAX LABORATORIES INCnote 2.000% 6/1 | $6,725,000 | +1.3% | 7,400,000 | -4.5% | 0.36% | -3.0% | |
| Sell | STARWOOD PPTY TR INCnote 4.000% 1/1 | $6,468,000 | -12.4% | 5,840,000 | -10.7% | 0.34% | -15.9% | |
| PUMP | Buy | PROPETRO HLDG CORP | $6,460,000 | +20.5% | 450,132 | +17.2% | 0.34% | +15.5% |
| PRXL | New | PAREXEL INTL CORP | $6,387,000 | – | 72,517 | – | 0.34% | – |
| URBN | New | URBAN OUTFITTERS INC | $6,366,000 | – | 266,367 | – | 0.34% | – |
| BURL | Sell | BURLINGTON STORES INC | $6,317,000 | -10.2% | 66,176 | -13.5% | 0.34% | -13.9% |
| WBC | Buy | WABCO HLDGS INC | $6,248,000 | +162.4% | 42,218 | +126.1% | 0.33% | +150.8% |
| Sell | MICRON TECHNOLOGY INCnote 3.000%11/1 | $6,227,000 | -55.5% | 4,500,000 | -63.6% | 0.33% | -57.3% | |
| HOLI | Sell | HOLLYSYS AUTOMATION TECHNOLO | $6,234,000 | -6.9% | 288,471 | -28.4% | 0.33% | -10.8% |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $6,157,000 | -31.8% | 3,506,000 | -41.6% | 0.33% | -34.7% | |
| New | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $5,940,000 | – | 4,500,000 | – | 0.32% | – | |
| BRCD | Buy | BROCADE COMMUNICATIONS SYS I | $5,889,000 | +68.7% | 492,787 | +78.0% | 0.31% | +61.7% |
| PX | Sell | PRAXAIR INC | $5,654,000 | -50.3% | 40,462 | -52.9% | 0.30% | -52.4% |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $5,583,000 | -7.9% | 2,887,000 | -6.0% | 0.30% | -11.6% | |
| HAL | Buy | HALLIBURTON CO | $5,468,000 | +159.0% | 118,780 | +140.3% | 0.29% | +147.9% |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $5,381,000 | – | 60,973 | – | 0.28% | – |
| AA | Sell | ALCOA CORP | $5,340,000 | -64.9% | 114,541 | -75.4% | 0.28% | -66.3% |
| SVA | Buy | SINOVAC BIOTECH LTD | $5,342,000 | +180.0% | 758,859 | +168.5% | 0.28% | +167.0% |
| BBL | Sell | BHP BILLITON PLCsponsored adr | $5,272,000 | -44.0% | 148,719 | -51.4% | 0.28% | -46.4% |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $5,194,000 | – | 3,000,000 | – | 0.28% | – | |
| HD | New | HOME DEPOT INCcall | $4,907,000 | – | 30,000 | – | 0.26% | – |
| XLNX | New | XILINX INC | $4,884,000 | – | 68,957 | – | 0.26% | – |
| TS | Buy | TENARIS S Asponsored adr | $4,732,000 | +16.3% | 167,165 | +27.9% | 0.25% | +11.6% |
| HBM | Buy | HUDBAY MINERALS INC | $4,727,000 | +210.2% | 639,085 | +142.2% | 0.25% | +197.6% |
| New | QUIDEL CORPnote 3.250%12/1 | $4,545,000 | – | 3,000,000 | – | 0.24% | – | |
| IBN | Sell | ICICI BK LTDadr | $4,516,000 | -9.6% | 527,593 | -5.2% | 0.24% | -13.4% |
| HTHT | New | CHINA LODGING GROUP LTDsponsored adr | $4,374,000 | – | 36,816 | – | 0.23% | – |
| New | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $4,305,000 | – | 3,000,000 | – | 0.23% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $4,225,000 | – | 2,500,000 | – | 0.22% | – | |
| Sell | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $4,056,000 | -24.7% | 5,200,000 | -5.5% | 0.22% | -27.9% | |
| SIG | Sell | SIGNET JEWELERS LIMITED | $3,969,000 | -56.9% | 59,643 | -59.1% | 0.21% | -58.8% |
| Sell | SUNPOWER CORPdbcv 4.000% 1/1 | $3,942,000 | -7.1% | 4,750,000 | -5.0% | 0.21% | -11.1% | |
| AAP | Buy | ADVANCE AUTO PARTS INC | $3,953,000 | +78.4% | 39,850 | +109.6% | 0.21% | +69.9% |
| ROK | Buy | ROCKWELL AUTOMATION INC | $3,920,000 | +38.3% | 21,998 | +25.7% | 0.21% | +32.5% |
| MON | Sell | MONSANTO CO NEW | $3,897,000 | -60.5% | 32,527 | -61.0% | 0.21% | -62.3% |
| FPI | Buy | FARMLAND PARTNERS INC | $3,767,000 | +62.2% | 416,660 | +60.4% | 0.20% | +56.2% |
| MCD | Sell | MCDONALDS CORP | $3,673,000 | -63.7% | 23,443 | -64.6% | 0.20% | -65.2% |
| TECK | Sell | TECK RESOURCES LTDcl b | $3,660,000 | -34.2% | 173,576 | -45.9% | 0.19% | -36.8% |
| ENIA | New | ENEL AMERICAS S Asponsored adr | $3,644,000 | – | 356,571 | – | 0.19% | – |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDGS | $3,605,000 | -50.4% | 66,699 | -50.2% | 0.19% | -52.5% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $3,500,000 | +3.2% | 30,694 | -1.2% | 0.18% | -1.6% |
| ALV | Sell | AUTOLIV INC | $3,449,000 | -27.3% | 27,898 | -35.4% | 0.18% | -30.2% |
| SCHW | Buy | SCHWAB CHARLES CORP NEW | $3,412,000 | +16.8% | 78,000 | +14.7% | 0.18% | +11.7% |
| MPO | Sell | MIDSTATES PETE CO INC | $3,410,000 | -11.1% | 219,452 | -27.5% | 0.18% | -14.6% |
| EOG | Sell | EOG RES INC | $3,370,000 | -56.8% | 34,839 | -59.5% | 0.18% | -58.5% |
| SHW | Buy | SHERWIN WILLIAMS CO | $3,366,000 | +12.8% | 9,400 | +10.6% | 0.18% | +7.9% |
| New | CIENA CORPdebt 4.000%12/1 | $3,328,000 | – | 2,500,000 | – | 0.18% | – | |
| Sell | ILLUMINA INCnote 6/1 | $3,311,000 | -76.5% | 3,130,000 | -77.4% | 0.18% | -77.6% | |
| PYPL | Sell | PAYPAL HLDGS INC | $3,202,000 | -0.6% | 50,000 | -16.7% | 0.17% | -4.5% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $3,192,000 | +2.4% | 121,000 | +10.0% | 0.17% | -1.7% |
| IWM | Sell | ISHARES TRrussell 2000 etf | $3,141,000 | -40.8% | 21,200 | -43.7% | 0.17% | -43.3% |
| GDI | Sell | GARDNER DENVER HLDGS INC | $3,127,000 | -36.1% | 113,624 | -49.8% | 0.17% | -38.7% |
| EPC | Buy | EDGEWELL PERS CARE CO | $3,129,000 | +15.7% | 42,994 | +20.8% | 0.17% | +10.7% |
| CYOU | Buy | CHANGYOU COM LTDads rep cl a | $3,139,000 | +41.6% | 79,256 | +38.6% | 0.17% | +35.0% |
| PRTK | New | PARATEK PHARMACEUTICALS INC | $3,123,000 | – | 124,418 | – | 0.16% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $3,058,000 | – | 203,613 | – | 0.16% | – |
| AABA | Sell | ALTABA INC | $3,049,000 | -66.1% | 46,023 | -72.1% | 0.16% | -67.4% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $3,020,000 | +60.1% | 12,733 | +49.8% | 0.16% | +53.8% |
| PCLN | Sell | PRICELINE GRP INC | $3,021,000 | -5.0% | 1,650 | -2.9% | 0.16% | -9.1% |
| CL | Buy | COLGATE PALMOLIVE CO | $2,987,000 | +27.9% | 41,000 | +30.2% | 0.16% | +22.5% |
| XOM | Buy | EXXON MOBIL CORP | $2,951,000 | +17.9% | 36,000 | +16.1% | 0.16% | +13.0% |
| FND | New | FLOOR & DECOR HLDGS INCcl a | $2,952,000 | – | 75,832 | – | 0.16% | – |
| BBY | New | BEST BUY INC | $2,905,000 | – | 50,987 | – | 0.15% | – |
| MLCO | New | MELCO RESORT ENTERTAINMENT Ladr | $2,864,000 | – | 118,738 | – | 0.15% | – |
| AMGN | Sell | AMGEN INC | $2,685,000 | -2.6% | 14,400 | -10.0% | 0.14% | -6.6% |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $2,657,000 | – | 302,300 | – | 0.14% | – |
| Sell | PALO ALTO NETWORKS INCnote 7/0 | $2,622,000 | -66.7% | 1,900,000 | -68.3% | 0.14% | -68.0% | |
| NKE | Buy | NIKE INCcl b | $2,609,000 | +26.3% | 50,124 | +40.7% | 0.14% | +21.1% |
| PAA | Sell | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $2,554,000 | -54.8% | 120,548 | -43.9% | 0.14% | -56.7% |
| BSMX | Sell | GRUPO FINANCIERO SANTANDER M | $2,469,000 | -10.1% | 244,684 | -14.1% | 0.13% | -13.8% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $2,480,000 | -0.6% | 23,000 | -11.5% | 0.13% | -5.1% |
| RIO | New | RIO TINTO PLCsponsored adr | $2,468,000 | – | 52,301 | – | 0.13% | – |
| TMUS | Buy | T MOBILE US INC | $2,466,000 | +306.9% | 40,000 | +300.0% | 0.13% | +285.3% |
| BEN | Buy | FRANKLIN RES INC | $2,448,000 | +13.9% | 55,000 | +14.6% | 0.13% | +9.2% |
| CAL | New | CALERES INC | $2,457,000 | – | 80,497 | – | 0.13% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INC | $2,430,000 | – | 118,243 | – | 0.13% | – |
| BIDU | Sell | BAIDU INCspon adr rep a | $2,439,000 | +4.8% | 9,847 | -24.3% | 0.13% | 0.0% |
| CWH | Sell | CAMPING WORLD HLDGS INCcl a | $2,350,000 | -37.8% | 57,672 | -52.9% | 0.12% | -40.2% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $2,340,000 | -23.3% | 24,500 | -21.0% | 0.12% | -26.6% |
| ALB | Buy | ALBEMARLE CORP | $2,328,000 | +708.3% | 17,077 | +525.1% | 0.12% | +668.8% |
| HDB | Buy | HDFC BANK LTD | $2,313,000 | +104.5% | 24,000 | +84.6% | 0.12% | +95.2% |
| EFA | Buy | ISHARES TRmsci eafe etf | $2,300,000 | +95.9% | 33,584 | +86.6% | 0.12% | +87.7% |
| CELG | Buy | CELGENE CORP | $2,276,000 | +25.2% | 15,611 | +11.5% | 0.12% | +19.8% |
| YUME | New | YUME INC | $2,271,000 | – | 490,430 | – | 0.12% | – |
| SXCP | Sell | SUNCOKE ENERGY PARTNERS L P | $2,228,000 | -35.7% | 129,528 | -34.4% | 0.12% | -38.5% |
| DSW | Sell | DSW INCcl a | $2,091,000 | -76.9% | 97,332 | -81.0% | 0.11% | -77.8% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $2,096,000 | -82.5% | 164,433 | -82.9% | 0.11% | -83.3% |
| CTXS | Buy | CITRIX SYS INC | $2,074,000 | +86.2% | 27,000 | +92.9% | 0.11% | +77.4% |
| CPN | New | CALPINE CORP | $2,010,000 | – | 136,240 | – | 0.11% | – |
| CME | Sell | CME GROUP INC | $1,832,000 | -14.0% | 13,500 | -20.6% | 0.10% | -17.8% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,810,000 | – | 18,274 | – | 0.10% | – |
| MOMO | Sell | MOMO INCadr | $1,777,000 | -37.6% | 56,700 | -26.5% | 0.09% | -40.5% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $1,772,000 | -76.5% | 27,594 | -78.1% | 0.09% | -77.5% |
| DWDP | New | DOWDUPONT INC | $1,744,000 | – | 25,200 | – | 0.09% | – |
| XBI | New | SPDR SERIES TRUSTs&p biotech | $1,742,000 | – | 20,117 | – | 0.09% | – |
| LNG | New | CHENIERE ENERGY INC | $1,733,000 | – | 38,484 | – | 0.09% | – |
| YUMC | Buy | YUM CHINA HLDGS INC | $1,731,000 | +20.7% | 43,308 | +19.0% | 0.09% | +16.5% |
| OLN | New | OLIN CORP | $1,708,000 | – | 49,883 | – | 0.09% | – |
| AKS | Buy | AK STL HLDG CORP | $1,686,000 | +73.3% | 301,582 | +103.7% | 0.09% | +64.8% |
| FANG | Sell | DIAMONDBACK ENERGY INC | $1,631,000 | -45.1% | 16,653 | -50.2% | 0.09% | -47.6% |
| AAPL | Sell | APPLE INC | $1,543,000 | -81.6% | 10,042 | -82.7% | 0.08% | -82.3% |
| KEGX | Buy | KEY ENERGY SVCS INC DEL | $1,521,000 | -22.4% | 115,511 | +13.4% | 0.08% | -25.0% |
| EQT | Sell | EQT CORP | $1,531,000 | -55.8% | 23,467 | -60.3% | 0.08% | -57.8% |
| SBLK | Buy | STAR BULK CARRIERS CORP | $1,454,000 | +1044.9% | 149,700 | +1057.8% | 0.08% | +1000.0% |
| GG | Buy | GOLDCORP INC NEW | $1,414,000 | +61.8% | 109,126 | +61.3% | 0.08% | +56.2% |
| SBUX | New | STARBUCKS CORP | $1,419,000 | – | 26,417 | – | 0.08% | – |
| ICD | Buy | INDEPENDENCE CONTRACT DRIL I | $1,411,000 | +20.3% | 371,283 | +23.2% | 0.08% | +15.4% |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $1,411,000 | – | 33,788 | – | 0.08% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $1,381,000 | – | 17,880 | – | 0.07% | – |
| IXYS | New | IXYS CORP | $1,363,000 | – | 57,506 | – | 0.07% | – |
| CJ | Sell | C&J ENERGY SVCS INC NEW | $1,346,000 | -82.4% | 44,910 | -79.9% | 0.07% | -83.3% |
| NSU | Buy | NEVSUN RES LTD | $1,315,000 | +345.8% | 609,292 | +398.3% | 0.07% | +337.5% |
| BIIB | New | BIOGEN INC | $1,252,000 | – | 4,000 | – | 0.07% | – |
| ILMN | New | ILLUMINA INC | $1,255,000 | – | 6,300 | – | 0.07% | – |
| CSTM | Sell | CONSTELLIUM NVcl a | $1,204,000 | +3.6% | 117,499 | -30.2% | 0.06% | 0.0% |
| XME | Sell | SPDR SERIES TRUSTs&p metals mng | $1,144,000 | -75.4% | 35,563 | -77.1% | 0.06% | -76.3% |
| BAC | New | BANK AMER CORPcall | $1,133,000 | – | 44,700 | – | 0.06% | – |
| CSOD | New | CORNERSTONE ONDEMAND INCcall | $1,088,000 | – | 26,800 | – | 0.06% | – |
| IAC | New | IAC INTERACTIVECORP | $1,082,000 | – | 9,200 | – | 0.06% | – |
| JMEI | Sell | JUMEI INTL HLDG LTDsponsored adr | $1,063,000 | +35.4% | 366,449 | -0.6% | 0.06% | +30.2% |
| JWN | New | NORDSTROM INC | $1,047,000 | – | 22,197 | – | 0.06% | – |
| Sell | TESLA INCnote 2.375% 3/1 | $1,045,000 | -85.8% | 850,000 | -85.5% | 0.06% | -86.5% | |
| LBTYA | New | LIBERTY GLOBAL PLC | $1,013,000 | – | 29,877 | – | 0.05% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $979,000 | – | 5,000 | – | 0.05% | – |
| DIS | Sell | DISNEY WALT CO | $986,000 | -78.3% | 10,000 | -76.6% | 0.05% | -79.3% |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $981,000 | – | 750,000 | – | 0.05% | – | |
| SBGL | New | SIBANYE STILLWATERsponsored adr | $960,000 | – | 215,312 | – | 0.05% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $959,000 | – | 1,000 | – | 0.05% | – |
| CI | Sell | CIGNA CORPORATION | $935,000 | -76.7% | 5,000 | -79.2% | 0.05% | -77.5% |
| UNVR | New | UNIVAR INCcall | $937,000 | – | 32,400 | – | 0.05% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $926,000 | – | 9,408 | – | 0.05% | – |
| HOG | Sell | HARLEY DAVIDSON INC | $918,000 | -29.2% | 19,042 | -20.7% | 0.05% | -31.9% |
| EBAY | Sell | EBAY INC | $907,000 | -66.6% | 23,589 | -69.6% | 0.05% | -68.0% |
| SYNA | Sell | SYNAPTICS INC | $915,000 | -86.8% | 23,345 | -82.6% | 0.05% | -87.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $903,000 | -88.4% | 9,457 | -88.9% | 0.05% | -88.8% |
| OC | Sell | OWENS CORNING NEW | $839,000 | -71.6% | 10,847 | -75.5% | 0.04% | -73.2% |
| New | AVID TECHNOLOGY INCnote 2.000% 6/1 | $762,000 | – | 1,000,000 | – | 0.04% | – | |
| AR | Sell | ANTERO RES CORP | $750,000 | -54.2% | 37,688 | -50.2% | 0.04% | -55.6% |
| VST | New | VISTRA ENERGY CORP | $746,000 | – | 39,898 | – | 0.04% | – |
| Sell | GNC HLDGS INCnote 1.500% 8/1 | $742,000 | -77.9% | 1,000,000 | -80.0% | 0.04% | -78.9% | |
| CCJ | Sell | CAMECO CORP | $721,000 | +5.9% | 74,579 | -0.3% | 0.04% | 0.0% |
| ETN | New | EATON CORP PLC | $692,000 | – | 9,010 | – | 0.04% | – |
| BWXT | Sell | BWX TECHNOLOGIES INC | $679,000 | -92.9% | 12,113 | -93.8% | 0.04% | -93.2% |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $641,000 | – | 35,758 | – | 0.03% | – |
| MO | New | ALTRIA GROUP INC | $634,000 | – | 10,000 | – | 0.03% | – |
| IPHI | New | INPHI CORP | $605,000 | – | 15,229 | – | 0.03% | – |
| LCUT | Buy | LIFETIME BRANDS INC | $578,000 | +85.3% | 31,573 | +83.6% | 0.03% | +82.4% |
| ALK | New | ALASKA AIR GROUP INC | $576,000 | – | 7,558 | – | 0.03% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $585,000 | – | 62,735 | – | 0.03% | – |
| TSRO | Sell | TESARO INC | $578,000 | -42.3% | 4,477 | -37.5% | 0.03% | -43.6% |
| CC | New | CHEMOURS CO | $589,000 | – | 11,638 | – | 0.03% | – |
| ETP | New | ENERGY TRANSFER PARTNERS LPunit ltd prt int | $566,000 | – | 30,933 | – | 0.03% | – |
| HCC | Sell | WARRIOR MET COAL INC | $544,000 | +37.0% | 23,087 | -0.3% | 0.03% | +31.8% |
| C | New | CITIGROUP INC | $539,000 | – | 7,414 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $534,000 | – | 10,000 | – | 0.03% | – |
| TSG | New | STARS GROUP INC | $521,000 | – | 25,551 | – | 0.03% | – |
| FDX | New | FEDEX CORP | $504,000 | – | 2,233 | – | 0.03% | – |
| METC | Sell | RAMACO RES INC | $497,000 | -5.9% | 74,901 | -14.2% | 0.03% | -10.3% |
| APC | New | ANADARKO PETE CORP | $488,000 | – | 10,000 | – | 0.03% | – |
| SLB | Buy | SCHLUMBERGER LTD | $488,000 | +2611.1% | 6,992 | +2489.6% | 0.03% | +2500.0% |
| BAC | New | BANK AMER CORP | $476,000 | – | 18,800 | – | 0.02% | – |
| FDC | New | FIRST DATA CORP NEW | $447,000 | – | 24,751 | – | 0.02% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $461,000 | – | 2,233 | – | 0.02% | – |
| NVDA | Sell | NVIDIA CORP | $411,000 | +7.3% | 2,300 | -13.2% | 0.02% | +4.8% |
| SAVE | New | SPIRIT AIRLS INC | $411,000 | – | 12,305 | – | 0.02% | – |
| CVE | New | CENOVUS ENERGY INC | $398,000 | – | 39,770 | – | 0.02% | – |
| EGN | New | ENERGEN CORP | $397,000 | – | 7,268 | – | 0.02% | – |
| SFM | Sell | SPROUTS FMRS MKT INC | $373,000 | -91.1% | 19,861 | -89.2% | 0.02% | -91.3% |
| ECHO | New | ECHO GLOBAL LOGISTICS INC | $337,000 | – | 17,900 | – | 0.02% | – |
| LEU | Sell | CENTRUS ENERGY CORPcl a | $335,000 | -52.5% | 89,724 | -46.2% | 0.02% | -53.8% |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $340,000 | -59.4% | 1,500 | -66.7% | 0.02% | -60.9% |
| AAL | New | AMERICAN AIRLS GROUP INC | $319,000 | – | 6,722 | – | 0.02% | – |
| PXD | Sell | PIONEER NAT RES CO | $329,000 | -85.1% | 2,233 | -83.9% | 0.02% | -86.1% |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $313,000 | -79.0% | 2,233 | -81.7% | 0.02% | -79.3% |
| ABBV | New | ABBVIE INC | $299,000 | – | 3,361 | – | 0.02% | – |
| GRMN | New | GARMIN LTD | $281,000 | – | 5,214 | – | 0.02% | – |
| Sell | PRICELINE GRP INCnote 0.900% 9/1 | $288,000 | -92.2% | 250,000 | -92.3% | 0.02% | -92.7% | |
| SAEX | Sell | SAEXPLORATION HLDGS INC | $288,000 | -24.4% | 114,748 | -2.2% | 0.02% | -28.6% |
| PF | New | PINNACLE FOODS INC DEL | $256,000 | – | 4,477 | – | 0.01% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $261,000 | – | 2,233 | – | 0.01% | – |
| DOV | New | DOVER CORP | $260,000 | – | 2,844 | – | 0.01% | – |
| VMC | New | VULCAN MATLS CO | $267,000 | – | 2,233 | – | 0.01% | – |
| RAD | Sell | RITE AID CORP | $256,000 | -34.4% | 130,808 | -1.0% | 0.01% | -36.4% |
| CVNA | New | CARVANA COcall | $245,000 | – | 16,700 | – | 0.01% | – |
| WPX | Sell | WPX ENERGY INC | $231,000 | -46.9% | 20,096 | -55.3% | 0.01% | -50.0% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $224,000 | +244.6% | 6,000 | +200.0% | 0.01% | +200.0% |
| HAIN | New | HAIN CELESTIAL GROUP INC | $206,000 | – | 5,000 | – | 0.01% | – |
| OCLR | Buy | OCLARO INC | $216,000 | +54.3% | 25,000 | +66.7% | 0.01% | +37.5% |
| IR | New | INGERSOLL-RAND PLC | $199,000 | – | 2,233 | – | 0.01% | – |
| CWSA | Sell | CITIGROUP INC*w exp 01/04/201 | $217,000 | -37.8% | 1,883,957 | -19.1% | 0.01% | -42.1% |
| GPORQ | Sell | GULFPORT ENERGY CORP | $192,000 | -96.2% | 13,420 | -96.0% | 0.01% | -96.4% |
| ENZY | New | ENZYMOTEC LTD | $184,000 | – | 16,096 | – | 0.01% | – |
| CLVS | New | CLOVIS ONCOLOGY INC | $184,000 | – | 2,233 | – | 0.01% | – |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $162,000 | -82.4% | 447 | -83.7% | 0.01% | -82.4% |
| AAOI | New | APPLIED OPTOELECTRONICS INC | $178,000 | – | 2,750 | – | 0.01% | – |
| BETR | New | AMPLIFY SNACK BRANDS | $159,000 | – | 22,394 | – | 0.01% | – |
| CXRXF | Sell | CONCORDIA INTERNATIONAL CORP | $146,000 | -24.4% | 123,386 | -0.6% | 0.01% | -27.3% |
| UNVR | New | UNIVAR INC | $130,000 | – | 4,477 | – | 0.01% | – |
| RTN | Sell | RAYTHEON CO | $93,000 | -64.5% | 500 | -69.1% | 0.01% | -64.3% |
| GLW | Sell | CORNING INC | $91,000 | -10.8% | 3,053 | -10.2% | 0.01% | -16.7% |
| LLL | Sell | L3 TECHNOLOGIES INC | $94,000 | -77.5% | 500 | -80.0% | 0.01% | -78.3% |
| LITE | New | LUMENTUM HLDGS INC | $92,000 | – | 1,700 | – | 0.01% | – |
| NOC | Sell | NORTHROP GRUMMAN CORP | $86,000 | -66.5% | 300 | -70.0% | 0.01% | -64.3% |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -16 | – | 0.00% | – |
| GSS | Exit | GOLDEN STAR RES LTD CDA | $0 | – | -133,652 | – | -0.01% | – |
| AMCN | Exit | AIRMEDIA GROUP INCsponsored adr | $0 | – | -47,765 | – | -0.01% | – |
| TWNKW | Exit | HOSTESS BRANDS INC*w exp 11/04/202 | $0 | – | -50,000 | – | -0.01% | – |
| INNL | Exit | INNOCOLL HLDGS PLC | $0 | – | -87,600 | – | -0.01% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -7,346 | – | -0.01% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -12,559 | – | -0.01% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -17,709 | – | -0.01% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -68,940 | – | -0.01% | – |
| VDTH | Exit | VIDEOCON D2H LTDadr | $0 | – | -25,000 | – | -0.01% | – |
| TGT | Exit | TARGET CORP | $0 | – | -5,914 | – | -0.02% | – |
| KR | Exit | KROGER CO | $0 | – | -14,874 | – | -0.02% | – |
| LINDW | Exit | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $0 | – | -155,356 | – | -0.02% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -5,163 | – | -0.02% | – |
| GSTCQ | Exit | GASTAR EXPL INC NEW | $0 | – | -399,040 | – | -0.02% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -6,652 | – | -0.02% | – |
| NVET | Exit | NEXVET BIOPHARMA PUB LTD CO | $0 | – | -60,098 | – | -0.02% | – |
| AYA | Exit | AMAYA INC | $0 | – | -23,560 | – | -0.02% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -52,023 | – | -0.02% | – |
| GOGL | Exit | GOLDEN OCEAN GROUP LTD | $0 | – | -63,643 | – | -0.02% | – |
| MAT | Exit | MATTEL INC | $0 | – | -20,863 | – | -0.02% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -21,130 | – | -0.03% | – |
| BASX | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -18,599 | – | -0.03% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -24,676 | – | -0.03% | – |
| CEO | Exit | CNOOC LTDsponsored adr | $0 | – | -4,741 | – | -0.03% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -69,359 | – | -0.03% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -16,221 | – | -0.03% | – |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -84,000 | – | -0.03% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -12,457 | – | -0.04% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -35,925 | – | -0.04% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -79,789 | – | -0.05% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -104,037 | – | -0.05% | – |
| M | Exit | MACYS INC | $0 | – | -37,186 | – | -0.05% | – |
| WBT | Exit | WELBILT INC | $0 | – | -46,371 | – | -0.05% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -254,309 | – | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INCcall | $0 | – | -15,000 | – | -0.06% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -25,013 | – | -0.06% | – |
| T | Exit | AT&T INC | $0 | – | -30,000 | – | -0.06% | – |
| FTK | Exit | FLOTEK INDS INC DEL | $0 | – | -128,752 | – | -0.06% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -14,890 | – | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,033 | – | -0.06% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -78,210 | – | -0.07% | – |
| FCH | Exit | FELCOR LODGING TR INC | $0 | – | -178,805 | – | -0.07% | – |
| CLNS | Exit | COLONY NORTHSTAR INC | $0 | – | -95,232 | – | -0.07% | – |
| MBI | Exit | MBIA INC | $0 | – | -145,858 | – | -0.08% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -37,548 | – | -0.08% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -143,548 | – | -0.09% | – |
| Exit | ENERNOC INCdbcv 2.250% 8/1 | $0 | – | -1,660,000 | – | -0.09% | – | |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -42,069 | – | -0.09% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -50,000 | – | -0.09% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -155,336 | – | -0.10% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -63,655 | – | -0.11% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -6,350 | – | -0.11% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -22,614 | – | -0.11% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -73,526 | – | -0.11% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -10,200 | – | -0.11% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -64,393 | – | -0.12% | – |
| EAGL | Exit | DOUBLE EAGLE ACQUISITION COR | $0 | – | -236,300 | – | -0.13% | – |
| ZPIN | Exit | ZHAOPIN LTDsponsored adr | $0 | – | -127,849 | – | -0.13% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -74,882 | – | -0.13% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -316,711 | – | -0.14% | – |
| HUM | Exit | HUMANA INC | $0 | – | -10,707 | – | -0.14% | – |
| NUTR | Exit | NUTRACEUTICAL INTL CORP | $0 | – | -65,864 | – | -0.15% | – |
| WEN | Exit | WENDYS CO | $0 | – | -180,400 | – | -0.16% | – |
| LB | Exit | L BRANDS INC | $0 | – | -52,073 | – | -0.16% | – |
| CL | Exit | COLGATE PALMOLIVE COcall | $0 | – | -40,000 | – | -0.16% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -78,125 | – | -0.17% | – |
| RES | Exit | RPC INC | $0 | – | -162,935 | – | -0.18% | – |
| INTU | Exit | INTUIT | $0 | – | -24,905 | – | -0.18% | – |
| EGC | Exit | ENERGY XXI GULF COAST INC | $0 | – | -178,815 | – | -0.18% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -106,865 | – | -0.20% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -72,534 | – | -0.20% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -78,237 | – | -0.20% | – |
| VTTI | Exit | VTTI ENERGY PARTNERS LP | $0 | – | -200,200 | – | -0.22% | – |
| MSLI | Exit | MERUS LABS INTL INC NEW | $0 | – | -3,300,000 | – | -0.23% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -228,177 | – | -0.23% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -644,057 | – | -0.29% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -39,310 | – | -0.31% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -452,166 | – | -0.33% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -201,838 | – | -0.39% | – |
| VXX | Exit | BARCLAYS BK PLCput | $0 | – | -600,000 | – | -0.42% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -167,146 | – | -0.48% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -189,823 | – | -0.57% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -164,421 | – | -0.66% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -410,112 | – | -0.67% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -168,597 | – | -0.71% | – |
| COH | Exit | COACH INC | $0 | – | -305,652 | – | -0.80% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -577,799 | – | -0.80% | – |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -12,320,000 | – | -0.80% | – | |
| XLI | Exit | SELECT SECTOR SPDR TRput | $0 | – | -230,000 | – | -0.87% | – |
| APC | Exit | ANADARKO PETE CORPcall | $0 | – | -350,900 | – | -0.88% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -282,982 | – | -0.98% | – |
| FB | Exit | FACEBOOK INCcall | $0 | – | -150,700 | – | -1.26% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -614,939 | – | -2.21% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ALR | New | ALERE INC | $46,575,000 | – | 927,975 | – | 2.58% | – |
| CRTO | New | CRITEO S Aspons ads | $41,206,000 | – | 840,100 | – | 2.28% | – |
| RAI | New | REYNOLDS AMERICAN INC | $39,995,000 | – | 614,939 | – | 2.21% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $35,580,000 | – | 258,500 | – | 1.97% | – |
| AMZN | New | AMAZON COM INC | $29,676,000 | – | 30,657 | – | 1.64% | – |
| TWX | New | TIME WARNER INC | $29,423,000 | – | 293,033 | – | 1.63% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $28,563,000 | – | 202,715 | – | 1.58% | – |
| New | TESLA INCnote 1.250% 3/0 | $27,264,000 | – | 23,545,000 | – | 1.51% | – | |
| HD | New | HOME DEPOT INC | $25,351,000 | – | 165,264 | – | 1.40% | – |
| V | New | VISA INC | $23,660,000 | – | 252,298 | – | 1.31% | – |
| QCOM | New | QUALCOMM INC | $23,453,000 | – | 424,713 | – | 1.30% | – |
| FB | New | FACEBOOK INCcall | $22,753,000 | – | 150,700 | – | 1.26% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $22,220,000 | – | 182,960 | – | 1.23% | – |
| KANG | New | IKANG HEALTHCARE GROUP INCsponsored adr | $21,529,000 | – | 1,754,570 | – | 1.19% | – |
| New | CITRIX SYS INCnote 0.500% 4/1 | $21,387,000 | – | 17,800,000 | – | 1.18% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $20,479,000 | – | 22,320,000 | – | 1.13% | – | |
| New | YAHOO INCnote 12/0 | $19,616,000 | – | 17,270,000 | – | 1.08% | – | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $18,735,000 | – | 14,360,000 | – | 1.04% | – | |
| BCR | New | BARD C R INC | $17,861,000 | – | 56,502 | – | 0.99% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $17,771,000 | – | 282,982 | – | 0.98% | – |
| SCLN | New | SCICLONE PHARMACEUTICALS INC | $17,478,000 | – | 1,588,897 | – | 0.97% | – |
| New | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $17,289,000 | – | 14,490,000 | – | 0.96% | – | |
| ATVI | New | ACTIVISION BLIZZARD INC | $17,174,000 | – | 298,324 | – | 0.95% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $16,937,000 | – | 18,218 | – | 0.94% | – |
| FB | New | FACEBOOK INCcl a | $16,441,000 | – | 108,898 | – | 0.91% | – |
| APC | New | ANADARKO PETE CORPcall | $15,910,000 | – | 350,900 | – | 0.88% | – |
| XLI | New | SELECT SECTOR SPDR TRput | $15,665,000 | – | 230,000 | – | 0.87% | – |
| CTRP | New | CTRIP COM INTL LTD | $15,361,000 | – | 285,209 | – | 0.85% | – |
| AA | New | ALCOA CORP | $15,208,000 | – | 465,785 | – | 0.84% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $14,561,000 | – | 238,270 | – | 0.80% | – |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $14,543,000 | – | 12,320,000 | – | 0.80% | – | |
| COG | New | CABOT OIL & GAS CORP | $14,491,000 | – | 577,799 | – | 0.80% | – |
| COH | New | COACH INC | $14,469,000 | – | 305,652 | – | 0.80% | – |
| CO | New | CHINA CORD BLOOD CORP | $14,318,000 | – | 1,510,313 | – | 0.79% | – |
| New | ILLUMINA INCnote 6/1 | $14,094,000 | – | 13,880,000 | – | 0.78% | – | |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $13,979,000 | – | 12,360,000 | – | 0.77% | – | |
| AMAT | New | APPLIED MATLS INC | $13,900,000 | – | 336,498 | – | 0.77% | – |
| PM | New | PHILIP MORRIS INTL INC | $12,932,000 | – | 110,099 | – | 0.72% | – |
| WMT | New | WAL-MART STORES INC | $12,759,000 | – | 168,597 | – | 0.71% | – |
| MHK | New | MOHAWK INDS INC | $12,721,000 | – | 52,631 | – | 0.70% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $12,654,000 | – | 12,500,000 | – | 0.70% | – | |
| DDC | New | DOMINION DIAMOND CORP | $12,474,000 | – | 992,918 | – | 0.69% | – |
| SKX | New | SKECHERS U S A INCcl a | $12,099,000 | – | 410,112 | – | 0.67% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $11,989,000 | – | 960,639 | – | 0.66% | – |
| TJX | New | TJX COS INC NEW | $11,866,000 | – | 164,421 | – | 0.66% | – |
| PX | New | PRAXAIR INC | $11,383,000 | – | 85,880 | – | 0.63% | – |
| FCX | New | FREEPORT-MCMORAN INCcall | $11,052,000 | – | 920,200 | – | 0.61% | – |
| GRUB | New | GRUBHUB INC | $10,970,000 | – | 251,617 | – | 0.61% | – |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $10,900,000 | – | 20,000,000 | – | 0.60% | – | |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $10,842,000 | – | 9,390,000 | – | 0.60% | – | |
| New | INTEL CORPsdcv 3.250% 8/0 | $10,378,000 | – | 6,290,000 | – | 0.57% | – | |
| BHI | New | BAKER HUGHES INC | $10,347,000 | – | 189,823 | – | 0.57% | – |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $10,271,000 | – | 8,640,000 | – | 0.57% | – | |
| MCD | New | MCDONALDS CORP | $10,129,000 | – | 66,133 | – | 0.56% | – |
| MON | New | MONSANTO CO NEW | $9,876,000 | – | 83,442 | – | 0.55% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $9,539,000 | – | 195,663 | – | 0.53% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $9,465,000 | – | 9,115,000 | – | 0.52% | – | |
| BBL | New | BHP BILLITON PLCsponsored adr | $9,420,000 | – | 306,233 | – | 0.52% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $9,214,000 | – | 145,701 | – | 0.51% | – |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $9,102,000 | – | 9,370,000 | – | 0.50% | – | |
| DSW | New | DSW INCcl a | $9,061,000 | – | 511,948 | – | 0.50% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $9,022,000 | – | 6,000,000 | – | 0.50% | – | |
| AABA | New | ALTABA INC | $8,989,000 | – | 165,000 | – | 0.50% | – |
| MPC | New | MARATHON PETE CORP | $8,747,000 | – | 167,146 | – | 0.48% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr ne | $8,758,000 | – | 81,385 | – | 0.48% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $8,709,000 | – | 223,757 | – | 0.48% | – |
| New | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $8,607,000 | – | 7,500,000 | – | 0.48% | – | |
| AAPL | New | APPLE INC | $8,374,000 | – | 58,122 | – | 0.46% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $8,375,000 | – | 7,500,000 | – | 0.46% | – | |
| RL | New | RALPH LAUREN CORPcl a | $8,285,000 | – | 112,273 | – | 0.46% | – |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $8,210,000 | – | 8,500,000 | – | 0.45% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $8,183,000 | – | 7,425,000 | – | 0.45% | – | |
| New | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $7,998,000 | – | 7,880,000 | – | 0.44% | – | |
| AVGO | New | BROADCOM LTD | $7,976,000 | – | 34,221 | – | 0.44% | – |
| New | PALO ALTO NETWORKS INCnote 7/0 | $7,863,000 | – | 6,000,000 | – | 0.44% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $7,825,000 | – | 7,500,000 | – | 0.43% | – | |
| EOG | New | EOG RES INC | $7,794,000 | – | 86,110 | – | 0.43% | – |
| JPM | New | JPMORGAN CHASE & CO | $7,771,000 | – | 85,020 | – | 0.43% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $7,730,000 | – | 7,000,000 | – | 0.43% | – | |
| CJ | New | C&J ENERGY SVCS INC NEW | $7,660,000 | – | 223,514 | – | 0.42% | – |
| VXX | New | BARCLAYS BK PLCput | $7,656,000 | – | 600,000 | – | 0.42% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $7,555,000 | – | 126,182 | – | 0.42% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $7,543,000 | – | 7,500,000 | – | 0.42% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $7,384,000 | – | 6,540,000 | – | 0.41% | – | |
| New | TESLA INCnote 2.375% 3/1 | $7,362,000 | – | 5,850,000 | – | 0.41% | – | |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $7,270,000 | – | 133,907 | – | 0.40% | – |
| DLTR | New | DOLLAR TREE INC | $7,256,000 | – | 103,770 | – | 0.40% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $7,171,000 | – | 355,132 | – | 0.40% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $7,056,000 | – | 201,838 | – | 0.39% | – |
| BURL | New | BURLINGTON STORES INC | $7,037,000 | – | 76,505 | – | 0.39% | – |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $6,986,000 | – | 7,145,000 | – | 0.39% | – | |
| New | TRINITY INDS INCnote 3.875% 6/0 | $6,966,000 | – | 5,535,000 | – | 0.38% | – | |
| SYNA | New | SYNAPTICS INC | $6,943,000 | – | 134,267 | – | 0.38% | – |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $6,928,000 | – | 6,500,000 | – | 0.38% | – | |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $6,760,000 | – | 8,000,000 | – | 0.37% | – | |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $6,695,000 | – | 403,043 | – | 0.37% | – |
| New | DYCOM INDS INCnote 0.750% 9/1 | $6,667,000 | – | 5,750,000 | – | 0.37% | – | |
| New | IMPAX LABORATORIES INCnote 2.000% 6/1 | $6,636,000 | – | 7,750,000 | – | 0.37% | – | |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $6,504,000 | – | 31,725,000 | – | 0.36% | – | |
| SAND | New | SANDSTORM GOLD LTD | $6,391,000 | – | 1,656,701 | – | 0.35% | – |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $6,119,000 | – | 4,775,000 | – | 0.34% | – | |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $6,059,000 | – | 3,070,000 | – | 0.34% | – | |
| ALJ | New | ALON USA ENERGY INC | $6,023,000 | – | 452,166 | – | 0.33% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $5,840,000 | – | 3,935,000 | – | 0.32% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $5,806,000 | – | 5,350,000 | – | 0.32% | – | |
| New | QIAGEN NVnote 0.375% 3/1 | $5,633,000 | – | 4,600,000 | – | 0.31% | – | |
| PAA | New | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $5,645,000 | – | 214,880 | – | 0.31% | – |
| LRCX | New | LAM RESEARCH CORP | $5,560,000 | – | 39,310 | – | 0.31% | – |
| TECK | New | TECK RESOURCES LTDcl b | $5,559,000 | – | 320,793 | – | 0.31% | – |
| New | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $5,385,000 | – | 5,500,000 | – | 0.30% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $5,386,000 | – | 3,900,000 | – | 0.30% | – | |
| PUMP | New | PROPETRO HLDG CORP | $5,360,000 | – | 383,995 | – | 0.30% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $5,305,000 | – | 37,643 | – | 0.29% | – |
| ATW | New | ATWOOD OCEANICS INC | $5,249,000 | – | 644,057 | – | 0.29% | – |
| VWR | New | VWR CORP | $5,043,000 | – | 152,761 | – | 0.28% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $5,024,000 | – | 6,600,000 | – | 0.28% | – | |
| IBN | New | ICICI BK LTDadr | $4,994,000 | – | 556,787 | – | 0.28% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $4,991,000 | – | 338,395 | – | 0.28% | – |
| VALE | New | VALE S Aadr | $4,959,000 | – | 566,717 | – | 0.27% | – |
| GDI | New | GARDNER DENVER HLDGS INC | $4,895,000 | – | 226,514 | – | 0.27% | – |
| THO | New | THOR INDS INC | $4,821,000 | – | 46,126 | – | 0.27% | – |
| ALV | New | AUTOLIV INC | $4,744,000 | – | 43,204 | – | 0.26% | – |
| XME | New | SPDR SERIES TRUSTs&p metals mng | $4,655,000 | – | 155,337 | – | 0.26% | – |
| DIS | New | DISNEY WALT CO | $4,542,000 | – | 42,752 | – | 0.25% | – |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $4,244,000 | – | 5,000,000 | – | 0.24% | – | |
| KATE | New | KATE SPADE & CO | $4,219,000 | – | 228,177 | – | 0.23% | – |
| SFM | New | SPROUTS FMRS MKT INC | $4,180,000 | – | 184,390 | – | 0.23% | – |
| MSLI | New | MERUS LABS INTL INC NEW | $4,167,000 | – | 3,300,000 | – | 0.23% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $4,093,000 | – | 250,337 | – | 0.23% | – |
| TS | New | TENARIS S Asponsored adr | $4,069,000 | – | 130,668 | – | 0.22% | – |
| CI | New | CIGNA CORPORATION | $4,016,000 | – | 23,992 | – | 0.22% | – |
| VTTI | New | VTTI ENERGY PARTNERS LP | $3,934,000 | – | 200,200 | – | 0.22% | – |
| New | EZCORP INCnote 2.625% 6/1 | $3,876,000 | – | 4,075,000 | – | 0.21% | – | |
| MPO | New | MIDSTATES PETE CO INC | $3,834,000 | – | 302,638 | – | 0.21% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $3,776,000 | – | 122,399 | – | 0.21% | – |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $3,704,000 | – | 3,235,000 | – | 0.20% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $3,658,000 | – | 4,000,000 | – | 0.20% | – | |
| FLS | New | FLOWSERVE CORP | $3,633,000 | – | 78,237 | – | 0.20% | – |
| FL | New | FOOT LOCKER INC | $3,574,000 | – | 72,534 | – | 0.20% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS S | $3,585,000 | – | 164,301 | – | 0.20% | – |
| NSR | New | NEUSTAR INCcl a | $3,564,000 | – | 106,865 | – | 0.20% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $3,490,000 | – | 276,777 | – | 0.19% | – |
| EQT | New | EQT CORP | $3,465,000 | – | 59,140 | – | 0.19% | – |
| SXCP | New | SUNCOKE ENERGY PARTNERS L P | $3,465,000 | – | 197,421 | – | 0.19% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $3,390,000 | – | 31,074 | – | 0.19% | – |
| New | GNC HLDGS INCnote 1.500% 8/1 | $3,350,000 | – | 5,000,000 | – | 0.18% | – | |
| EGC | New | ENERGY XXI GULF COAST INC | $3,321,000 | – | 178,815 | – | 0.18% | – |
| INTU | New | INTUIT | $3,308,000 | – | 24,905 | – | 0.18% | – |
| RES | New | RPC INC | $3,293,000 | – | 162,935 | – | 0.18% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,220,000 | – | 60,000 | – | 0.18% | – |
| PCLN | New | PRICELINE GRP INC | $3,180,000 | – | 1,700 | – | 0.18% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $3,179,000 | – | 264,663 | – | 0.18% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $3,117,000 | – | 110,000 | – | 0.17% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $3,102,000 | – | 78,125 | – | 0.17% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $3,080,000 | – | 28,142 | – | 0.17% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $3,049,000 | – | 31,000 | – | 0.17% | – |
| HUN | New | HUNTSMAN CORP | $3,056,000 | – | 118,254 | – | 0.17% | – |
| SHW | New | SHERWIN WILLIAMS CO | $2,983,000 | – | 8,500 | – | 0.16% | – |
| CL | New | COLGATE PALMOLIVE COcall | $2,965,000 | – | 40,000 | – | 0.16% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $2,971,000 | – | 33,448 | – | 0.16% | – |
| OC | New | OWENS CORNING NEW | $2,957,000 | – | 44,185 | – | 0.16% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $2,921,000 | – | 68,000 | – | 0.16% | – |
| ZTS | New | ZOETIS INCcl a | $2,869,000 | – | 46,000 | – | 0.16% | – |
| MOMO | New | MOMO INCadr | $2,850,000 | – | 77,102 | – | 0.16% | – |
| New | TESLA INCnote 0.250% 3/0 | $2,860,000 | – | 2,500,000 | – | 0.16% | – | |
| ROK | New | ROCKWELL AUTOMATION INC | $2,834,000 | – | 17,500 | – | 0.16% | – |
| WEN | New | WENDYS CO | $2,798,000 | – | 180,400 | – | 0.16% | – |
| LB | New | L BRANDS INC | $2,806,000 | – | 52,073 | – | 0.16% | – |
| New | RED HAT INCnote 0.250%10/0 | $2,773,000 | – | 2,000,000 | – | 0.15% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $2,750,000 | – | 2,750,000 | – | 0.15% | – | |
| NUTR | New | NUTRACEUTICAL INTL CORP | $2,743,000 | – | 65,864 | – | 0.15% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER M | $2,747,000 | – | 284,915 | – | 0.15% | – |
| AMGN | New | AMGEN INC | $2,756,000 | – | 16,000 | – | 0.15% | – |
| ADBE | New | ADOBE SYS INC | $2,735,000 | – | 19,337 | – | 0.15% | – |
| EBAY | New | EBAY INC | $2,713,000 | – | 77,700 | – | 0.15% | – |
| EPC | New | EDGEWELL PERS CARE CO | $2,705,000 | – | 35,588 | – | 0.15% | – |
| HUM | New | HUMANA INC | $2,576,000 | – | 10,707 | – | 0.14% | – |
| OASPQ | New | OASIS PETE INC NEW | $2,550,000 | – | 316,711 | – | 0.14% | – |
| XOM | New | EXXON MOBIL CORP | $2,503,000 | – | 31,000 | – | 0.14% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $2,495,000 | – | 26,000 | – | 0.14% | – |
| ATUS | New | ALTICE USA INCcl a | $2,419,000 | – | 74,882 | – | 0.13% | – |
| HON | New | HONEYWELL INTL INC | $2,399,000 | – | 18,000 | – | 0.13% | – |
| WBC | New | WABCO HLDGS INC | $2,381,000 | – | 18,671 | – | 0.13% | – |
| ZPIN | New | ZHAOPIN LTDsponsored adr | $2,369,000 | – | 127,849 | – | 0.13% | – |
| EAGL | New | DOUBLE EAGLE ACQUISITION COR | $2,363,000 | – | 236,300 | – | 0.13% | – |
| BIDU | New | BAIDU INCspon adr rep a | $2,327,000 | – | 13,012 | – | 0.13% | – |
| CL | New | COLGATE PALMOLIVE CO | $2,335,000 | – | 31,500 | – | 0.13% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $2,306,000 | – | 2,300,000 | – | 0.13% | – | |
| FPI | New | FARMLAND PARTNERS INC | $2,323,000 | – | 259,753 | – | 0.13% | – |
| CYOU | New | CHANGYOU COM LTDads rep cl a | $2,217,000 | – | 57,200 | – | 0.12% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $2,216,000 | – | 19,010 | – | 0.12% | – |
| PXD | New | PIONEER NAT RES CO | $2,214,000 | – | 13,875 | – | 0.12% | – |
| BEN | New | FRANKLIN RES INC | $2,150,000 | – | 48,000 | – | 0.12% | – |
| RICE | New | RICE ENERGY INC | $2,135,000 | – | 80,184 | – | 0.12% | – |
| CME | New | CME GROUP INC | $2,129,000 | – | 17,000 | – | 0.12% | – |
| HAL | New | HALLIBURTON CO | $2,111,000 | – | 49,434 | – | 0.12% | – |
| RSPP | New | RSP PERMIAN INC | $2,078,000 | – | 64,393 | – | 0.12% | – |
| MTN | New | VAIL RESORTS INC | $2,069,000 | – | 10,200 | – | 0.11% | – |
| NKE | New | NIKE INCcl b | $2,065,000 | – | 35,626 | – | 0.11% | – |
| PE | New | PARSLEY ENERGY INCcl a | $2,040,000 | – | 73,526 | – | 0.11% | – |
| SLCA | New | U S SILICA HLDGS INC | $2,033,000 | – | 57,291 | – | 0.11% | – |
| WDC | New | WESTERN DIGITAL CORP | $2,003,000 | – | 22,614 | – | 0.11% | – |
| PNRA | New | PANERA BREAD COcl a | $1,998,000 | – | 6,350 | – | 0.11% | – |
| WSTC | New | WEST CORP | $2,011,000 | – | 86,244 | – | 0.11% | – |
| KEGX | New | KEY ENERGY SVCS INC DEL | $1,959,000 | – | 101,831 | – | 0.11% | – |
| WMB | New | WILLIAMS COS INC DEL | $1,927,000 | – | 63,655 | – | 0.11% | – |
| SVA | New | SINOVAC BIOTECH LTD | $1,908,000 | – | 282,611 | – | 0.11% | – |
| New | SOLARCITY CORPnote 1.625%11/0 | $1,888,000 | – | 2,000,000 | – | 0.10% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $1,886,000 | – | 8,500 | – | 0.10% | – |
| CELG | New | CELGENE CORP | $1,818,000 | – | 14,000 | – | 0.10% | – |
| AROC | New | ARCHROCK INC | $1,771,000 | – | 155,336 | – | 0.10% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,731,000 | – | 2,500,000 | – | 0.10% | – | |
| AKRXQ | New | AKORN INC | $1,677,000 | – | 50,000 | – | 0.09% | – |
| MMM | New | 3M CO | $1,666,000 | – | 8,000 | – | 0.09% | – |
| JD | New | JD COM INCspon adr cl a | $1,650,000 | – | 42,069 | – | 0.09% | – |
| New | ENERNOC INCdbcv 2.250% 8/1 | $1,652,000 | – | 1,660,000 | – | 0.09% | – | |
| AR | New | ANTERO RES CORP | $1,636,000 | – | 75,698 | – | 0.09% | – |
| NMM | New | NAVIOS MARITIME PARTNERS L Punit lpi | $1,590,000 | – | 1,000,200 | – | 0.09% | – |
| ELOS | New | SYNERON MEDICAL LTD | $1,572,000 | – | 143,548 | – | 0.09% | – |
| HBM | New | HUDBAY MINERALS INC | $1,524,000 | – | 263,851 | – | 0.08% | – |
| SHOO | New | MADDEN STEVEN LTD | $1,500,000 | – | 37,548 | – | 0.08% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,489,000 | – | 12,234 | – | 0.08% | – |
| YUMC | New | YUM CHINA HLDGS INC | $1,434,000 | – | 36,378 | – | 0.08% | – |
| MBI | New | MBIA INC | $1,375,000 | – | 145,858 | – | 0.08% | – |
| CLNS | New | COLONY NORTHSTAR INC | $1,342,000 | – | 95,232 | – | 0.07% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $1,334,000 | – | 4,942,000 | – | 0.07% | – | |
| HOG | New | HARLEY DAVIDSON INC | $1,297,000 | – | 24,014 | – | 0.07% | – |
| LMOS | New | LUMOS NETWORKS CORP | $1,301,000 | – | 72,800 | – | 0.07% | – |
| FCH | New | FELCOR LODGING TR INC | $1,289,000 | – | 178,805 | – | 0.07% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $1,237,000 | – | 78,210 | – | 0.07% | – |
| EFA | New | ISHARES TRmsci eafe etf | $1,174,000 | – | 17,999 | – | 0.06% | – |
| New | INTEL CORPsdcv 12/1 | $1,175,000 | – | 900,000 | – | 0.06% | – | |
| ICD | New | INDEPENDENCE CONTRACT DRIL I | $1,173,000 | – | 301,488 | – | 0.06% | – |
| CSTM | New | CONSTELLIUM NVcl a | $1,162,000 | – | 168,335 | – | 0.06% | – |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $1,161,000 | – | 1,000,000 | – | 0.06% | – | |
| AZO | New | AUTOZONE INC | $1,159,000 | – | 2,033 | – | 0.06% | – |
| LOW | New | LOWES COS INC | $1,154,000 | – | 14,890 | – | 0.06% | – |
| FTK | New | FLOTEK INDS INC DEL | $1,151,000 | – | 128,752 | – | 0.06% | – |
| HDB | New | HDFC BANK LTD | $1,131,000 | – | 13,000 | – | 0.06% | – |
| T | New | AT&T INC | $1,132,000 | – | 30,000 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,117,000 | – | 25,013 | – | 0.06% | – |
| CTXS | New | CITRIX SYS INC | $1,114,000 | – | 14,000 | – | 0.06% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $1,109,000 | – | 30,608 | – | 0.06% | – |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,080,000 | – | 1,135,000 | – | 0.06% | – | |
| GILD | New | GILEAD SCIENCES INCcall | $1,062,000 | – | 15,000 | – | 0.06% | – |
| ESV | New | ENSCO PLC | $1,020,000 | – | 197,582 | – | 0.06% | – |
| TSRO | New | TESARO INC | $1,001,000 | – | 7,160 | – | 0.06% | – |
| AKS | New | AK STL HLDG CORP | $973,000 | – | 148,056 | – | 0.05% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $984,000 | – | 254,309 | – | 0.05% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $939,000 | – | 14,316 | – | 0.05% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $923,000 | – | 2,739 | – | 0.05% | – |
| WBT | New | WELBILT INC | $874,000 | – | 46,371 | – | 0.05% | – |
| M | New | MACYS INC | $864,000 | – | 37,186 | – | 0.05% | – |
| GG | New | GOLDCORP INC NEW | $874,000 | – | 67,672 | – | 0.05% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $831,000 | – | 104,037 | – | 0.05% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $832,000 | – | 79,789 | – | 0.05% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $838,000 | – | 4,500 | – | 0.05% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $799,000 | – | 35,925 | – | 0.04% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $785,000 | – | 368,587 | – | 0.04% | – |
| WCC | New | WESCO INTL INC | $714,000 | – | 12,457 | – | 0.04% | – |
| LEU | New | CENTRUS ENERGY CORPcl a | $705,000 | – | 166,661 | – | 0.04% | – |
| CCJ | New | CAMECO CORP | $681,000 | – | 74,827 | – | 0.04% | – |
| TMUS | New | T MOBILE US INC | $606,000 | – | 10,000 | – | 0.03% | – |
| STLD | New | STEEL DYNAMICS INC | $581,000 | – | 16,221 | – | 0.03% | – |
| CLF | New | CLIFFS NAT RES INC | $581,000 | – | 84,000 | – | 0.03% | – |
| FI | New | FRANKS INTL N V | $575,000 | – | 69,359 | – | 0.03% | – |
| LEA | New | LEAR CORP | $568,000 | – | 3,998 | – | 0.03% | – |
| METC | New | RAMACO RES INC | $528,000 | – | 87,327 | – | 0.03% | – |
| CEO | New | CNOOC LTDsponsored adr | $518,000 | – | 4,741 | – | 0.03% | – |
| OCN | New | OCWEN FINL CORP | $515,000 | – | 191,500 | – | 0.03% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $487,000 | – | 24,676 | – | 0.03% | – |
| BASX | New | BASIC ENERGY SVCS INC NEW | $463,000 | – | 18,599 | – | 0.03% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $467,000 | – | 21,130 | – | 0.03% | – |
| MAT | New | MATTEL INC | $449,000 | – | 20,863 | – | 0.02% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $431,000 | – | 13,512 | – | 0.02% | – |
| GOGL | New | GOLDEN OCEAN GROUP LTD | $428,000 | – | 63,643 | – | 0.02% | – |
| WPX | New | WPX ENERGY INC | $435,000 | – | 45,000 | – | 0.02% | – |
| NBR | New | NABORS INDUSTRIES LTD | $424,000 | – | 52,023 | – | 0.02% | – |
| LLL | New | L3 TECHNOLOGIES INC | $418,000 | – | 2,500 | – | 0.02% | – |
| AYA | New | AMAYA INC | $421,000 | – | 23,560 | – | 0.02% | – |
| NVET | New | NEXVET BIOPHARMA PUB LTD CO | $402,000 | – | 60,098 | – | 0.02% | – |
| RAD | New | RITE AID CORP | $390,000 | – | 132,157 | – | 0.02% | – |
| HCC | New | WARRIOR MET COAL INC | $397,000 | – | 23,168 | – | 0.02% | – |
| NVDA | New | NVIDIA CORP | $383,000 | – | 2,650 | – | 0.02% | – |
| NUE | New | NUCOR CORP | $385,000 | – | 6,652 | – | 0.02% | – |
| SAEX | New | SAEXPLORATION HLDGS INC | $381,000 | – | 117,277 | – | 0.02% | – |
| ARCH | New | ARCH COAL INCcl a | $353,000 | – | 5,163 | – | 0.02% | – |
| GSTCQ | New | GASTAR EXPL INC NEW | $370,000 | – | 399,040 | – | 0.02% | – |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $349,000 | – | 2,328,084 | – | 0.02% | – |
| LINDW | New | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $350,000 | – | 155,356 | – | 0.02% | – |
| KR | New | KROGER CO | $347,000 | – | 14,874 | – | 0.02% | – |
| FEYE | New | FIREEYE INC | $319,000 | – | 21,000 | – | 0.02% | – |
| LCUT | New | LIFETIME BRANDS INC | $312,000 | – | 17,200 | – | 0.02% | – |
| TGT | New | TARGET CORP | $309,000 | – | 5,914 | – | 0.02% | – |
| NSU | New | NEVSUN RES LTD | $295,000 | – | 122,273 | – | 0.02% | – |
| ALB | New | ALBEMARLE CORP | $288,000 | – | 2,732 | – | 0.02% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $257,000 | – | 1,000 | – | 0.01% | – |
| RTN | New | RAYTHEON CO | $262,000 | – | 1,620 | – | 0.01% | – |
| VDTH | New | VIDEOCON D2H LTDadr | $244,000 | – | 25,000 | – | 0.01% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $226,000 | – | 17,709 | – | 0.01% | – |
| PDS | New | PRECISION DRILLING CORP | $235,000 | – | 68,940 | – | 0.01% | – |
| RPD | New | RAPID7 INC | $236,000 | – | 14,000 | – | 0.01% | – |
| PVH | New | PVH CORP | $212,000 | – | 1,849 | – | 0.01% | – |
| INNL | New | INNOCOLL HLDGS PLC | $200,000 | – | 87,600 | – | 0.01% | – |
| HFC | New | HOLLYFRONTIER CORP | $202,000 | – | 7,346 | – | 0.01% | – |
| POT | New | POTASH CORP SASK INC | $205,000 | – | 12,559 | – | 0.01% | – |
| CXRXF | New | CONCORDIA INTERNATIONAL CORP | $193,000 | – | 124,109 | – | 0.01% | – |
| CSRA | New | CSRA INC | $164,000 | – | 5,160 | – | 0.01% | – |
| MANT | New | MANTECH INTL CORPcl a | $166,000 | – | 4,000 | – | 0.01% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $143,000 | – | 2,066 | – | 0.01% | – |
| TWNKW | New | HOSTESS BRANDS INC*w exp 11/04/202 | $146,000 | – | 50,000 | – | 0.01% | – |
| FTNT | New | FORTINET INC | $145,000 | – | 3,886 | – | 0.01% | – |
| OCLR | New | OCLARO INC | $140,000 | – | 15,000 | – | 0.01% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $127,000 | – | 12,930 | – | 0.01% | – |
| AMCN | New | AIRMEDIA GROUP INCsponsored adr | $102,000 | – | 47,765 | – | 0.01% | – |
| GLW | New | CORNING INC | $102,000 | – | 3,400 | – | 0.01% | – |
| GSS | New | GOLDEN STAR RES LTD CDA | $87,000 | – | 133,652 | – | 0.01% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $65,000 | – | 2,000 | – | 0.00% | – |
| HBMWS | New | HUDBAY MINERALS INC*w exp 07/20/201 | $43,000 | – | 231,138 | – | 0.00% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $21,000 | – | 497 | – | 0.00% | – |
| KHC | New | KRAFT HEINZ CO | $14,000 | – | 165 | – | 0.00% | – |
| SLB | New | SCHLUMBERGER LTD | $18,000 | – | 270 | – | 0.00% | – |
| DELTW | New | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $17,000 | – | 200,000 | – | 0.00% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $1,000 | – | 16 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HBMWS | Exit | HUDBAY MINERALS INC*w exp 07/20/201 | $0 | – | -233,206 | – | 0.00% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -17,856 | – | 0.00% | – |
| UA | Exit | UNDER ARMOUR INCcl c | $0 | – | -173 | – | 0.00% | – |
| KMIWS | Exit | KINDER MORGAN INC DEL*w exp 05/25/201 | $0 | – | -807,994 | – | 0.00% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -262 | – | -0.00% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -15,490 | – | -0.00% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -428 | – | -0.00% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -11,827 | – | -0.00% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -497 | – | -0.00% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -183 | – | -0.00% | – |
| HCACW | Exit | HENNESSY CAP ACQUISITION COR*w exp 07/28/202 | $0 | – | -125,000 | – | -0.00% | – |
| APOL | Exit | APOLLO ED GROUP INCcl a | $0 | – | -10,000 | – | -0.00% | – |
| DELTW | Exit | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $0 | – | -200,000 | – | -0.00% | – |
| TRTLW | Exit | TERRAPIN 3 ACQUISITION CORP*w exp 06/27/201 | $0 | – | -500,000 | – | -0.00% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -2,376 | – | -0.00% | – |
| TRTL | Exit | TERRAPIN 3 ACQUISITION CORP | $0 | – | -10,985 | – | -0.00% | – |
| CWSA | Exit | CITIGROUP INC*w exp 01/04/201 | $0 | – | -2,328,084 | – | -0.00% | – |
| PACEW | Exit | PACE HLDGS CORP*w exp 99/99/999 | $0 | – | -300,000 | – | -0.00% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -5,090 | – | -0.00% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -11,776 | – | -0.00% | – |
| JRJRQ | Exit | JRJR33 INC | $0 | – | -150,916 | – | -0.01% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -4,258 | – | -0.01% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -6,184 | – | -0.01% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -26,500 | – | -0.01% | – |
| EAGLU | Exit | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $0 | – | -20,000 | – | -0.01% | – |
| SSRI | Exit | SILVER STD RES INC | $0 | – | -16,500 | – | -0.01% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INCcall | $0 | – | -5,000 | – | -0.01% | – |
| EAGLW | Exit | DOUBLE EAGLE ACQUISITION COR*w exp 09/16/202 | $0 | – | -500,000 | – | -0.01% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRjr gold miners e | $0 | – | -5,058 | – | -0.01% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -4,351 | – | -0.01% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -8,500 | – | -0.01% | – |
| AMCN | Exit | AIRMEDIA GROUP INCsponsored adr | $0 | – | -65,300 | – | -0.01% | – |
| SVU | Exit | SUPERVALU INCcall | $0 | – | -50,000 | – | -0.01% | – |
| GRSH | Exit | GORES HLDGS INCcl a | $0 | – | -25,000 | – | -0.01% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -6,254 | – | -0.01% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -24,680 | – | -0.01% | – |
| LINDW | Exit | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $0 | – | -155,356 | – | -0.01% | – |
| GRSHW | Exit | GORES HLDGS INC*w exp 08/13/202 | $0 | – | -250,000 | – | -0.01% | – |
| NOMD | Exit | NOMAD HLDGS LTD | $0 | – | -26,666 | – | -0.01% | – |
| SVA | Exit | SINOVAC BIOTECH LTD | $0 | – | -57,800 | – | -0.01% | – |
| ISLE | Exit | ISLE OF CAPRI CASINOS INC | $0 | – | -14,549 | – | -0.01% | – |
| SKUL | Exit | SKULLCANDY INC | $0 | – | -53,509 | – | -0.01% | – |
| COTY | Exit | COTY INC | $0 | – | -14,311 | – | -0.01% | – |
| CFCOU | Exit | CF CORPunit 99/99/9999e | $0 | – | -32,031 | – | -0.01% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEW | $0 | – | -30,000 | – | -0.01% | – |
| LILA | Exit | LIBERTY GLOBAL PLCcall | $0 | – | -13,500 | – | -0.01% | – |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -4,750 | – | -0.01% | – |
| INTC | Exit | INTEL CORP | $0 | – | -10,117 | – | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -10,926 | – | -0.01% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -69,651 | – | -0.01% | – |
| TSRO | Exit | TESARO INC | $0 | – | -4,536 | – | -0.01% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -35,133 | – | -0.01% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -60,113 | – | -0.02% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -5,658 | – | -0.02% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -30,043 | – | -0.02% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -60,113 | – | -0.02% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -49,922 | – | -0.02% | – |
| NATL | Exit | NATIONAL INTERSTATE CORP | $0 | – | -16,700 | – | -0.02% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -81,234 | – | -0.02% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -4,500 | – | -0.02% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored adr | $0 | – | -74,800 | – | -0.02% | – |
| CXRXF | Exit | CONCORDIA INTL CORP | $0 | – | -131,788 | – | -0.02% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -24,928 | – | -0.02% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -150,000 | – | -0.02% | – |
| FCFS | Exit | FIRSTCASH INC | $0 | – | -13,294 | – | -0.02% | – |
| NXEOW | Exit | NEXEO SOLUTIONS INC*w exp 06/09/202 | $0 | – | -1,000,000 | – | -0.02% | – |
| BLVDU | Exit | BOULEVARD ACQUISITIONunit 99/99/9999 | $0 | – | -64,024 | – | -0.02% | – |
| LEU | Exit | CENTRUS ENERGY CORPcl a | $0 | – | -180,083 | – | -0.02% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -187,219 | – | -0.02% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -18,992 | – | -0.02% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -124,210 | – | -0.02% | – |
| FMSA | Exit | FAIRMOUNT SANTROL HLDGS INC | $0 | – | -90,625 | – | -0.02% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -20,000 | – | -0.02% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -77,109 | – | -0.02% | – |
| ZIONW | Exit | ZIONS BANCORPORATION*w exp 05/22/202 | $0 | – | -198,360 | – | -0.02% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -8,321 | – | -0.03% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -1,135,000 | – | -0.03% | – | |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -16,900 | – | -0.03% | – |
| CNX | Exit | CONSOL ENERGY INC | $0 | – | -45,808 | – | -0.03% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -19,000 | – | -0.03% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -27,295 | – | -0.03% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -74,200 | – | -0.03% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -42,188 | – | -0.03% | – |
| NSU | Exit | NEVSUN RES LTD | $0 | – | -322,224 | – | -0.03% | – |
| LN | Exit | LINE CORPsponsored adr | $0 | – | -19,853 | – | -0.03% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -28,643 | – | -0.03% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -7,723 | – | -0.03% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -27,574 | – | -0.03% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -4,702 | – | -0.03% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -19,708 | – | -0.03% | – |
| APVO | Exit | APTEVO THERAPEUTICS INC | $0 | – | -396,486 | – | -0.03% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -17,300 | – | -0.03% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -41,000 | – | -0.03% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -32,271 | – | -0.03% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -50,088 | – | -0.03% | – |
| ZPIN | Exit | ZHAOPIN LTDsponsored adr | $0 | – | -67,298 | – | -0.03% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INCput | $0 | – | -150,000 | – | -0.03% | – |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -1,000,000 | – | -0.03% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -15,478 | – | -0.03% | – |
| EWW | Exit | ISHARESmsci mex cap etf | $0 | – | -21,947 | – | -0.03% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDcall | $0 | – | -10,000 | – | -0.03% | – |
| Exit | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $0 | – | -1,000,000 | – | -0.03% | – | |
| FEYE | Exit | FIREEYE INC | $0 | – | -75,641 | – | -0.03% | – |
| GSS | Exit | GOLDEN STAR RES LTD CDA | $0 | – | -1,325,500 | – | -0.03% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -312,817 | – | -0.03% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC | $0 | – | -8,100 | – | -0.03% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -29,098 | – | -0.04% | – |
| FTK | Exit | FLOTEK INDS INC DEL | $0 | – | -79,225 | – | -0.04% | – |
| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -1,000,000 | – | -0.04% | – | |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -10,578 | – | -0.04% | – |
| VAL | Exit | VALSPAR CORP | $0 | – | -11,048 | – | -0.04% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -20,115 | – | -0.04% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -22,328 | – | -0.04% | – |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -900,000 | – | -0.04% | – | |
| HCAC | Exit | HENNESSY CAP ACQUISITION COR | $0 | – | -125,000 | – | -0.04% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -6,276 | – | -0.04% | – |
| SAEX | Exit | SAEXPLORATION HLDGS INC | $0 | – | -154,280 | – | -0.04% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -96,995 | – | -0.04% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -64,191 | – | -0.04% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -34,440 | – | -0.04% | – |
| LEA | Exit | LEAR CORP | $0 | – | -11,103 | – | -0.04% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -7,404 | – | -0.04% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -12,416 | – | -0.04% | – |
| RSTI | Exit | ROFIN SINAR TECHNOLOGIES INC | $0 | – | -42,000 | – | -0.04% | – |
| APIC | Exit | APIGEE CORP | $0 | – | -78,520 | – | -0.04% | – |
| RACE | Exit | FERRARI N V | $0 | – | -27,508 | – | -0.04% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -51,999 | – | -0.04% | – |
| Exit | SOLARCITY CORPnote 1.625%11/0 | $0 | – | -2,000,000 | – | -0.05% | – | |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -35,009 | – | -0.05% | – |
| TBT | Exit | PROSHARES TR | $0 | – | -50,000 | – | -0.05% | – |
| AMLP | Exit | ALPS ETF TRalerian mlp | $0 | – | -125,380 | – | -0.05% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -11,639 | – | -0.05% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,500,000 | – | -0.05% | – | |
| AGU | Exit | AGRIUM INC | $0 | – | -17,892 | – | -0.05% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -14,323 | – | -0.05% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -66,900 | – | -0.05% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -10,006 | – | -0.05% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -100,948 | – | -0.05% | – |
| MNRO | Exit | MONRO MUFFLER BRAKE INC | $0 | – | -27,097 | – | -0.05% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -164,306 | – | -0.05% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -69,277 | – | -0.05% | – |
| QEP | Exit | QEP RES INC | $0 | – | -91,607 | – | -0.06% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -11,045 | – | -0.06% | – |
| PAH | Exit | PLATFORM SPECIALTY PRODS COR | $0 | – | -219,800 | – | -0.06% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -16,974 | – | -0.06% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -47,674 | – | -0.06% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -30,119 | – | -0.06% | – |
| VA | Exit | VIRGIN AMER INC | $0 | – | -35,000 | – | -0.06% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -35,000 | – | -0.06% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -10,147 | – | -0.06% | – |
| GSTCQ | Exit | GASTAR EXPL INC NEW | $0 | – | -2,351,044 | – | -0.06% | – |
| AYA | Exit | AMAYA INC | $0 | – | -127,994 | – | -0.06% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -22,007 | – | -0.06% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -23,184 | – | -0.06% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $0 | – | -1,000,000 | – | -0.06% | – | |
| SMG | Exit | SCOTTS MIRACLE GRO COcall | $0 | – | -25,500 | – | -0.06% | – |
| MMM | Exit | 3M CO | $0 | – | -12,000 | – | -0.06% | – |
| CME | Exit | CME GROUP INC | $0 | – | -20,500 | – | -0.07% | – |
| FPI | Exit | FARMLAND PARTNERS INC | $0 | – | -193,800 | – | -0.07% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -9,488 | – | -0.07% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -63,000 | – | -0.07% | – |
| SABR | Exit | SABRE CORP | $0 | – | -80,000 | – | -0.07% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -21,500 | – | -0.07% | – |
| TFX | Exit | TELEFLEX INC | $0 | – | -13,510 | – | -0.07% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -18,500 | – | -0.07% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER M | $0 | – | -265,310 | – | -0.07% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -47,758 | – | -0.07% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -51,484 | – | -0.07% | – |
| MAS | Exit | MASCO CORP | $0 | – | -68,693 | – | -0.07% | – |
| MFS | Exit | MANITOWOC FOODSERVICE INC | $0 | – | -148,284 | – | -0.07% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -25,000 | – | -0.07% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -107,968 | – | -0.07% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -15,000 | – | -0.07% | – |
| FUN | Exit | CEDAR FAIR L Pdepositry unit | $0 | – | -42,338 | – | -0.08% | – |
| TGT | Exit | TARGET CORP | $0 | – | -35,354 | – | -0.08% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -28,000 | – | -0.08% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -25,476 | – | -0.08% | – |
| RIGP | Exit | TRANSOCEAN PARTNERS LLC | $0 | – | -211,730 | – | -0.08% | – |
| WB | Exit | WEIBO CORPsponsored adr | $0 | – | -53,729 | – | -0.08% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -25,174 | – | -0.08% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -321,648 | – | -0.08% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -54,000 | – | -0.09% | – |
| PFE | Exit | PFIZER INC | $0 | – | -82,500 | – | -0.09% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -31,936 | – | -0.09% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -17,000 | – | -0.09% | – |
| WFM | Exit | WHOLE FOODS MKT INCcall | $0 | – | -100,000 | – | -0.09% | – |
| CRM | Exit | SALESFORCE COM INCput | $0 | – | -40,000 | – | -0.09% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -40,000 | – | -0.09% | – |
| SEMI | Exit | SUNEDISON SEMICONDUCTOR LTD | $0 | – | -250,000 | – | -0.09% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -24,500 | – | -0.09% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -651,293 | – | -0.09% | – |
| PACE | Exit | PACE HLDGS CORPcl a | $0 | – | -300,000 | – | -0.09% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -146,664 | – | -0.09% | – |
| PAA | Exit | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $0 | – | -96,385 | – | -0.09% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -41,000 | – | -0.09% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -35,000 | – | -0.09% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -22,870 | – | -0.10% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -20,408 | – | -0.10% | – |
| Exit | EURONET WORLDWIDE INCnote 1.500%10/0 | $0 | – | -2,500,000 | – | -0.10% | – | |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -130,000 | – | -0.10% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -20,000 | – | -0.10% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -83,300 | – | -0.10% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -6,230,000 | – | -0.10% | – | |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -513,654 | – | -0.10% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -15,204 | – | -0.10% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -81,000 | – | -0.10% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -250,000 | – | -0.10% | – |
| DVA | Exit | DAVITA INC | $0 | – | -50,000 | – | -0.10% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -36,000 | – | -0.10% | – |
| Exit | NETSUITE INCnote 0.250% 6/0 | $0 | – | -3,000,000 | – | -0.10% | – | |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -3,500,000 | – | -0.10% | – | |
| BWA | Exit | BORGWARNER INC | $0 | – | -95,030 | – | -0.10% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -29,677 | – | -0.10% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -45,551 | – | -0.10% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -42,168 | – | -0.10% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC | $0 | – | -22,582 | – | -0.10% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -42,048 | – | -0.10% | – |
| INTU | Exit | INTUIT | $0 | – | -31,443 | – | -0.11% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -127,000 | – | -0.11% | – |
| COLM | Exit | COLUMBIA SPORTSWEAR CO | $0 | – | -61,913 | – | -0.11% | – |
| RPTP | Exit | RAPTOR PHARMACEUTICAL CORP | $0 | – | -400,000 | – | -0.11% | – |
| SINA | Exit | SINA CORPord | $0 | – | -48,200 | – | -0.11% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -2,450 | – | -0.11% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -34,822 | – | -0.11% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -31,325 | – | -0.11% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -39,508 | – | -0.11% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -22,997 | – | -0.11% | – |
| Exit | RESOURCE CAP CORPnote 6.000%12/0 | $0 | – | -3,725,000 | – | -0.11% | – | |
| Exit | TRINA SOLAR LIMITEDnote 4.000%10/1 | $0 | – | -4,000,000 | – | -0.12% | – | |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -44,535 | – | -0.12% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -37,789 | – | -0.12% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -683,875 | – | -0.12% | – |
| DB | Exit | DEUTSCHE BANK AGcall | $0 | – | -300,000 | – | -0.12% | – |
| Exit | INTERACTIVE INTELLIGENCE GROnote 1.250% 6/0 | $0 | – | -3,500,000 | – | -0.12% | – | |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -89,575 | – | -0.13% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -52,215 | – | -0.13% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -60,134 | – | -0.13% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -5,000,000 | – | -0.13% | – | |
| TAL | Exit | TAL ED GROUP | $0 | – | -60,084 | – | -0.13% | – |
| ALR | Exit | ALERE INC | $0 | – | -99,247 | – | -0.13% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -5,642 | – | -0.13% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -42,658 | – | -0.13% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -699,301 | – | -0.14% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -761,516 | – | -0.14% | – |
| EGO | Exit | ELDORADO GOLD CORP NEW | $0 | – | -1,140,346 | – | -0.14% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -6,600,000 | – | -0.14% | – | |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -16,840 | – | -0.14% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -5,000,000 | – | -0.14% | – | |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -61,370 | – | -0.14% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -68,706 | – | -0.14% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -45,408 | – | -0.14% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -78,448 | – | -0.14% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -16,562 | – | -0.14% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -49,488 | – | -0.14% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -60,826 | – | -0.14% | – |
| XLY | Exit | SELECT SECTOR SPDR TRput | $0 | – | -60,000 | – | -0.15% | – |
| CPPL | Exit | COLUMBIA PIPELINE PARTNERS L | $0 | – | -300,000 | – | -0.15% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -91,574 | – | -0.15% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -105,092 | – | -0.15% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -520,578 | – | -0.15% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -67,896 | – | -0.15% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -4,800,000 | – | -0.15% | – | |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -99,233 | – | -0.15% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -66,010 | – | -0.15% | – |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -5,000,000 | – | -0.15% | – | |
| EAGL | Exit | DOUBLE EAGLE ACQUISITION COR | $0 | – | -500,000 | – | -0.15% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -659,749 | – | -0.15% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr ne | $0 | – | -66,453 | – | -0.15% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -78,078 | – | -0.16% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -5,000,000 | – | -0.16% | – | |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -21,532 | – | -0.16% | – |
| PVH | Exit | PVH CORP | $0 | – | -46,700 | – | -0.16% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -47,851 | – | -0.16% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -56,428 | – | -0.16% | – |
| CO | Exit | CHINA CORD BLOOD CORP | $0 | – | -1,030,870 | – | -0.16% | – |
| PGND | Exit | PRESS GANEY HLDGS INC | $0 | – | -130,100 | – | -0.16% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -59,977 | – | -0.16% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -84,508 | – | -0.16% | – |
| Exit | ENERNOC INCdbcv 2.250% 8/1 | $0 | – | -7,330,000 | – | -0.16% | – | |
| KATE | Exit | KATE SPADE & CO | $0 | – | -315,997 | – | -0.17% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -102,748 | – | -0.17% | – |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -4,110,000 | – | -0.17% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $0 | – | -5,000,000 | – | -0.17% | – | |
| HCRSQ | Exit | HI-CRUSH PARTNERS LP | $0 | – | -371,598 | – | -0.18% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -260,000 | – | -0.18% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -212,821 | – | -0.18% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -5,350,000 | – | -0.18% | – | |
| QCOM | Exit | QUALCOMM INC | $0 | – | -87,940 | – | -0.18% | – |
| VDTH | Exit | VIDEOCON D2H LTDadr | $0 | – | -617,341 | – | -0.19% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -59,417 | – | -0.19% | – |
| Exit | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $0 | – | -6,500,000 | – | -0.19% | – | |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -91,972 | – | -0.19% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -137,998 | – | -0.19% | – |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -5,735,000 | – | -0.19% | – | |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -266,588 | – | -0.19% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -45,511 | – | -0.19% | – |
| LB | Exit | L BRANDS INC | $0 | – | -88,865 | – | -0.19% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -111,712 | – | -0.20% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -5,000,000 | – | -0.20% | – | |
| FL | Exit | FOOT LOCKER INC | $0 | – | -96,230 | – | -0.20% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -76,653 | – | -0.20% | – |
| EPIQ | Exit | EPIQ SYS INC | $0 | – | -400,000 | – | -0.20% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -44,656 | – | -0.21% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -276,408 | – | -0.21% | – |
| Exit | IMPAX LABORATORIES INCnote 2.000% 6/1 | $0 | – | -7,750,000 | – | -0.21% | – | |
| QCOM | Exit | QUALCOMM INCcall | $0 | – | -100,000 | – | -0.21% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -260,000 | – | -0.21% | – |
| XBI | Exit | SPDR SERIES TRUSTs&p biotech | $0 | – | -105,996 | – | -0.22% | – |
| COTY | Exit | COTY INCcall | $0 | – | -300,000 | – | -0.22% | – |
| NFLX | Exit | NETFLIX INCcall | $0 | – | -71,700 | – | -0.22% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -41,006 | – | -0.22% | – |
| Exit | DYCOM INDS INCnote 0.750% 9/1 | $0 | – | -6,500,000 | – | -0.22% | – | |
| Exit | TRINITY INDS INCnote 3.875% 6/0 | $0 | – | -6,035,000 | – | -0.22% | – | |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -74,807 | – | -0.22% | – |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -6,540,000 | – | -0.23% | – | |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -169,629 | – | -0.23% | – |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -7,650,000 | – | -0.23% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -7,500,000 | – | -0.23% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -7,425,000 | – | -0.23% | – | |
| RICE | Exit | RICE ENERGY INC | $0 | – | -293,686 | – | -0.24% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -9,618 | – | -0.24% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -109,860 | – | -0.24% | – |
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -7,880,000 | – | -0.24% | – | |
| OC | Exit | OWENS CORNING NEW | $0 | – | -146,145 | – | -0.24% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -130,979 | – | -0.24% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -64,341 | – | -0.24% | – |
| WPX | Exit | WPX ENERGY INCput | $0 | – | -600,000 | – | -0.24% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -442,273 | – | -0.24% | – |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -7,500,000 | – | -0.25% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -7,500,000 | – | -0.25% | – | |
| EWW | Exit | ISHAREScall | $0 | – | -175,000 | – | -0.26% | – |
| TWTR | Exit | TWITTER INCcall | $0 | – | -375,000 | – | -0.27% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER Mcall | $0 | – | -1,025,000 | – | -0.28% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER Mput | $0 | – | -1,025,000 | – | -0.28% | – |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -7,430,000 | – | -0.28% | – | |
| V | Exit | VISA INC | $0 | – | -111,228 | – | -0.28% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -74,053 | – | -0.28% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -9,265,000 | – | -0.29% | – | |
| VTAE | Exit | VITAE PHARMACEUTICALS INC | $0 | – | -447,289 | – | -0.29% | – |
| HUM | Exit | HUMANA INC | $0 | – | -53,451 | – | -0.29% | – |
| REI | Exit | RING ENERGY INC | $0 | – | -873,172 | – | -0.29% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -207,469 | – | -0.30% | – |
| SHPG | Exit | SHIRE PLCput | $0 | – | -49,800 | – | -0.30% | – |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -8,640,000 | – | -0.30% | – | |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -139,942 | – | -0.30% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -1,793,217 | – | -0.30% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -52,829 | – | -0.31% | – |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -9,370,000 | – | -0.31% | – | |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -9,390,000 | – | -0.31% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -5,000,000 | – | -0.32% | – | |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -126,777 | – | -0.32% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -302,693 | – | -0.32% | – |
| Exit | GREEN PLAINS INCnote 3.250%10/0 | $0 | – | -7,500,000 | – | -0.32% | – | |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -225,619 | – | -0.32% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -12,532 | – | -0.32% | – |
| BLOX | Exit | INFOBLOX INC | $0 | – | -400,000 | – | -0.32% | – |
| RIG | Exit | TRANSOCEAN LTDcall | $0 | – | -1,000,000 | – | -0.33% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -83,405 | – | -0.33% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncall | $0 | – | -40,000 | – | -0.33% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -50,000 | – | -0.33% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -84,637 | – | -0.34% | – |
| EOG | Exit | EOG RES INC | $0 | – | -115,279 | – | -0.34% | – |
| ESL | Exit | ESTERLINE TECHNOLOGIES CORP | $0 | – | -146,822 | – | -0.34% | – |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -10,000,000 | – | -0.35% | – | |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -107,532 | – | -0.35% | – |
| CPHD | Exit | CEPHEID | $0 | – | -216,000 | – | -0.35% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -7,500,000 | – | -0.35% | – | |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -14,000,000 | – | -0.36% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -600,000 | – | -0.36% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -1,599,337 | – | -0.38% | – |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -214,153 | – | -0.38% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -268,658 | – | -0.38% | – |
| HSIC | Exit | SCHEIN HENRY INC | $0 | – | -77,037 | – | -0.39% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -186,121 | – | -0.39% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -1,168,915 | – | -0.39% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -7,000,000 | – | -0.39% | – | |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -270,501 | – | -0.40% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -14,360,000 | – | -0.40% | – | |
| CI | Exit | CIGNA CORPORATION | $0 | – | -100,017 | – | -0.40% | – |
| Exit | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $0 | – | -13,450,000 | – | -0.40% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -12,610,000 | – | -0.41% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -122,145 | – | -0.42% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -571,613 | – | -0.43% | – |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -10,985,000 | – | -0.43% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -13,880,000 | – | -0.44% | – | |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -173,681 | – | -0.45% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -388,169 | – | -0.46% | – |
| CYNA | Exit | CYNAPSUS THERAPEUTICS INC | $0 | – | -375,000 | – | -0.46% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -476,190 | – | -0.46% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -494,415 | – | -0.47% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -39,225,000 | – | -0.47% | – | |
| HRI | Exit | HERC HLDGS INC | $0 | – | -468,038 | – | -0.49% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $0 | – | -15,000,000 | – | -0.49% | – | |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -1,503,600 | – | -0.49% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -90,000 | – | -0.50% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -1,315,455 | – | -0.52% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLCcall | $0 | – | -500,000 | – | -0.53% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -540,835 | – | -0.53% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -531,784 | – | -0.53% | – |
| Exit | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $0 | – | -14,490,000 | – | -0.53% | – | |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -450,000 | – | -0.53% | – |
| Exit | EZCORP INCnote 2.625% 6/1 | $0 | – | -17,575,000 | – | -0.54% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -17,500,000 | – | -0.54% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -15,000,000 | – | -0.55% | – | |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -255,483 | – | -0.57% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -313,392 | – | -0.59% | – |
| Exit | LINKEDIN CORPnote 0.500%11/0 | $0 | – | -19,470,000 | – | -0.60% | – | |
| KANG | Exit | IKANG HEALTHCARE GROUP INCsponsored adr | $0 | – | -1,097,563 | – | -0.61% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -456,725 | – | -0.63% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -1,758,181 | – | -0.66% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -19,000,000 | – | -0.66% | – | |
| Exit | YAHOO INCnote 12/0 | $0 | – | -21,035,000 | – | -0.66% | – | |
| IBB | Exit | ISHARES TRcall | $0 | – | -75,000 | – | -0.67% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -115,830 | – | -0.69% | – |
| KR | Exit | KROGER CO | $0 | – | -756,989 | – | -0.69% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -14,205,000 | – | -0.69% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $0 | – | -22,750,000 | – | -0.70% | – | |
| NKE | Exit | NIKE INCcl b | $0 | – | -439,111 | – | -0.71% | – |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -27,760,000 | – | -0.73% | – | |
| PX | Exit | PRAXAIR INC | $0 | – | -204,146 | – | -0.76% | – |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -47,000,000 | – | -0.76% | – | |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -26,320,000 | – | -0.77% | – | |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -20,150,000 | – | -0.80% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -21,750,000 | – | -0.86% | – | |
| MEG | Exit | MEDIA GEN INC NEW | $0 | – | -1,531,805 | – | -0.87% | – |
| M | Exit | MACYS INC | $0 | – | -796,998 | – | -0.91% | – |
| LXK | Exit | LEXMARK INTL INCcl a | $0 | – | -741,591 | – | -0.91% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -424,645 | – | -1.03% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -428,458 | – | -1.05% | – |
| FLTX | Exit | FLEETMATICS GROUP PLC | $0 | – | -578,723 | – | -1.07% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -236,439 | – | -1.08% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -318,400 | – | -1.16% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -429,000 | – | -1.18% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -667,995 | – | -1.22% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -505,009 | – | -1.22% | – |
| COP | Exit | CONOCOPHILLIPScall | $0 | – | -993,800 | – | -1.33% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -1,523,178 | – | -1.39% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -1,444,910 | – | -1.59% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -1,804,254 | – | -1.69% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -1,500,000 | – | -1.73% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -1,484,600 | – | -9.89% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRcall | $321,119,000 | +10120.2% | 1,484,600 | +9797.3% | 9.89% | +10417.0% |
| EEM | New | ISHARES TRput | $56,175,000 | – | 1,500,000 | – | 1.73% | – |
| BBL | Buy | BHP BILLITON PLCsponsored adr | $54,813,000 | +67.7% | 1,804,254 | +40.1% | 1.69% | +72.3% |
| IM | Sell | INGRAM MICRO INCcl a | $51,526,000 | -7.7% | 1,444,910 | -9.9% | 1.59% | -5.1% |
| FTI | Buy | FMC TECHNOLOGIES INC | $45,193,000 | +51.6% | 1,523,178 | +36.2% | 1.39% | +55.8% |
| COP | Buy | CONOCOPHILLIPScall | $43,200,000 | +63.4% | 993,800 | +63.9% | 1.33% | +67.9% |
| SLB | Buy | SCHLUMBERGER LTD | $39,714,000 | +564.8% | 505,009 | +568.5% | 1.22% | +583.2% |
| XRAY | Buy | DENTSPLY SIRONA INC | $39,699,000 | +26.3% | 667,995 | +31.8% | 1.22% | +29.7% |
| PG | New | PROCTER AND GAMBLE CO | $38,503,000 | – | 429,000 | – | 1.18% | – |
| QQQ | Sell | POWERSHARES QQQ TRUSTput | $37,800,000 | -39.9% | 318,400 | -45.6% | 1.16% | -38.2% |
| AAP | New | ADVANCE AUTO PARTS INC | $35,258,000 | – | 236,439 | – | 1.08% | – |
| FLTX | New | FLEETMATICS GROUP PLC | $34,712,000 | – | 578,723 | – | 1.07% | – |
| STJ | Buy | ST JUDE MED INC | $34,174,000 | +7.0% | 428,458 | +4.7% | 1.05% | +10.0% |
| DLTR | Buy | DOLLAR TREE INC | $33,517,000 | +209381.2% | 424,645 | +252664.9% | 1.03% | – |
| LXK | Sell | LEXMARK INTL INCcl a | $29,634,000 | -34.4% | 741,591 | -38.1% | 0.91% | -32.6% |
| M | Buy | MACYS INC | $29,529,000 | +49.7% | 796,998 | +35.8% | 0.91% | +53.8% |
| MEG | Sell | MEDIA GEN INC NEW | $28,231,000 | +0.2% | 1,531,805 | -6.5% | 0.87% | +3.0% |
| Sell | CTRIP COM INTL LTDnote 1.250%10/1 | $26,070,000 | +4.9% | 20,150,000 | -0.7% | 0.80% | +7.9% | |
| Buy | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $24,734,000 | +8.3% | 47,000,000 | +8.0% | 0.76% | +11.3% | |
| PX | New | PRAXAIR INC | $24,667,000 | – | 204,146 | – | 0.76% | – |
| NKE | Buy | NIKE INCcl b | $23,118,000 | +63.5% | 439,111 | +71.3% | 0.71% | +67.9% |
| Sell | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $22,636,000 | -22.3% | 22,750,000 | -26.0% | 0.70% | -20.1% | |
| KR | Buy | KROGER CO | $22,468,000 | +1121.1% | 756,989 | +1414.0% | 0.69% | +1158.2% |
| SHPG | Sell | SHIRE PLCsponsored adr | $22,455,000 | -60.9% | 115,830 | -62.9% | 0.69% | -59.8% |
| IBB | New | ISHARES TRcall | $21,709,000 | – | 75,000 | – | 0.67% | – |
| Buy | YAHOO INCnote 12/0 | $21,582,000 | +22.1% | 21,035,000 | +18.3% | 0.66% | +25.5% | |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $21,504,000 | -1.5% | 19,000,000 | -2.5% | 0.66% | +1.2% | |
| NBR | Buy | NABORS INDUSTRIES LTD | $21,379,000 | +33.4% | 1,758,181 | +10.3% | 0.66% | +37.1% |
| HAL | Sell | HALLIBURTON CO | $20,498,000 | -28.5% | 456,725 | -27.8% | 0.63% | -26.5% |
| KANG | Buy | IKANG HEALTHCARE GROUP INCsponsored adr | $19,849,000 | +79.5% | 1,097,563 | +82.0% | 0.61% | +84.6% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $19,280,000 | +38.6% | 313,392 | +30.4% | 0.59% | +42.4% |
| WMT | Buy | WAL-MART STORES INC | $18,425,000 | +7.5% | 255,483 | +8.8% | 0.57% | +10.5% |
| Sell | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $17,514,000 | -48.4% | 17,500,000 | -48.9% | 0.54% | -46.9% | |
| XOP | New | SPDR SERIES TRUSTput | $17,307,000 | – | 450,000 | – | 0.53% | – |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $17,177,000 | +57.1% | 531,784 | +24.8% | 0.53% | +61.8% |
| GM | Sell | GENERAL MTRS CO | $17,183,000 | -21.2% | 540,835 | -29.8% | 0.53% | -19.0% |
| LBTYA | Buy | LIBERTY GLOBAL PLCcall | $17,090,000 | +488.1% | 500,000 | +400.0% | 0.53% | +504.6% |
| NSAM | Buy | NORTHSTAR ASSET MGMT GROUP I | $17,009,000 | +55.3% | 1,315,455 | +22.7% | 0.52% | +59.8% |
| MLM | New | MARTIN MARIETTA MATLS INC | $16,120,000 | – | 90,000 | – | 0.50% | – |
| RIG | Buy | TRANSOCEAN LTDput | $16,028,000 | +67.2% | 1,503,600 | +86.5% | 0.49% | +71.8% |
| New | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $15,873,000 | – | 15,000,000 | – | 0.49% | – | |
| HRI | New | HERC HLDGS INC | $15,773,000 | – | 468,038 | – | 0.49% | – |
| WMB | New | WILLIAMS COS INC DEL | $15,193,000 | – | 494,415 | – | 0.47% | – |
| RAX | New | RACKSPACE HOSTING INC | $15,090,000 | – | 476,190 | – | 0.46% | – |
| CYNA | New | CYNAPSUS THERAPEUTICS INC | $15,082,000 | – | 375,000 | – | 0.46% | – |
| UAA | Buy | UNDER ARMOUR INCcl a | $15,014,000 | +214385.7% | 388,169 | +225579.7% | 0.46% | – |
| HAR | New | HARMAN INTL INDS INC | $14,668,000 | – | 173,681 | – | 0.45% | – |
| CF | Sell | CF INDS HLDGS INC | $13,919,000 | -7.2% | 571,613 | -8.1% | 0.43% | -4.5% |
| AAPL | Buy | APPLE INC | $13,807,000 | +236.8% | 122,145 | +184.7% | 0.42% | +245.5% |
| CI | Sell | CIGNA CORPORATION | $13,034,000 | -25.6% | 100,017 | -26.9% | 0.40% | -23.5% |
| DVMT | New | DELL TECHNOLOGIES INC | $12,930,000 | – | 270,501 | – | 0.40% | – |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $12,810,000 | -12.6% | 7,000,000 | -22.2% | 0.39% | -10.3% | |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $12,694,000 | +8.6% | 1,168,915 | +11.4% | 0.39% | +11.7% |
| EMN | Buy | EASTMAN CHEM CO | $12,597,000 | +1865.2% | 186,121 | +1871.0% | 0.39% | +1942.1% |
| HSIC | New | SCHEIN HENRY INC | $12,556,000 | – | 77,037 | – | 0.39% | – |
| XLI | Sell | SELECT SECTOR SPDR TRsbi int-inds | $12,502,000 | -13.5% | 214,153 | -17.1% | 0.38% | -11.1% |
| SLCA | Buy | U S SILICA HLDGS INC | $12,508,000 | +80.8% | 268,658 | +33.8% | 0.38% | +86.0% |
| RAD | Buy | RITE AID CORP | $12,299,000 | +61.2% | 1,599,337 | +57.0% | 0.38% | +66.2% |
| XLF | New | SELECT SECTOR SPDR TRcall | $11,580,000 | – | 600,000 | – | 0.36% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $11,376,000 | – | 107,532 | – | 0.35% | – |
| CPHD | New | CEPHEID | $11,381,000 | – | 216,000 | – | 0.35% | – |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $11,242,000 | +935.2% | 10,000,000 | +900.0% | 0.35% | +948.5% | |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $11,164,000 | – | 146,822 | – | 0.34% | – |
| EOG | Buy | EOG RES INC | $11,148,000 | +402.8% | 115,279 | +333.7% | 0.34% | +419.7% |
| HD | Buy | HOME DEPOT INC | $10,891,000 | +30152.8% | 84,637 | +30127.5% | 0.34% | +33400.0% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $10,815,000 | -91.2% | 50,000 | -91.5% | 0.33% | -91.0% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncall | $10,799,000 | – | 40,000 | – | 0.33% | – |
| FB | Buy | FACEBOOK INCcl a | $10,698,000 | +75.1% | 83,405 | +56.0% | 0.33% | +79.8% |
| RIG | New | TRANSOCEAN LTDcall | $10,660,000 | – | 1,000,000 | – | 0.33% | – |
| BLOX | New | INFOBLOX INC | $10,548,000 | – | 400,000 | – | 0.32% | – |
| AMZN | Buy | AMAZON COM INC | $10,493,000 | +276.0% | 12,532 | +221.3% | 0.32% | +284.5% |
| CTRP | New | CTRIP COM INTL LTD | $10,507,000 | – | 225,619 | – | 0.32% | – |
| Sell | GREEN PLAINS INCnote 3.250%10/0 | $10,425,000 | -7.5% | 7,500,000 | -25.0% | 0.32% | -5.0% | |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $10,313,000 | – | 302,693 | – | 0.32% | – |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $10,226,000 | +22.1% | 126,777 | +12.6% | 0.32% | +25.5% |
| LNKD | Sell | LINKEDIN CORP | $10,097,000 | -59.0% | 52,829 | -59.4% | 0.31% | -57.8% |
| VALE | Buy | VALE S Aadr | $9,863,000 | +237.3% | 1,793,217 | +210.3% | 0.30% | +245.5% |
| DG | Buy | DOLLAR GEN CORP NEW | $9,795,000 | +96.4% | 139,942 | +163.7% | 0.30% | +102.7% |
| SHPG | New | SHIRE PLCput | $9,654,000 | – | 49,800 | – | 0.30% | – |
| EDU | Sell | NEW ORIENTAL ED & TECH GRP Ispon adr | $9,618,000 | +4.4% | 207,469 | -5.7% | 0.30% | +7.2% |
| REI | Sell | RING ENERGY INC | $9,562,000 | +2.5% | 873,172 | -17.5% | 0.29% | +5.4% |
| HUM | Sell | HUMANA INC | $9,455,000 | -47.6% | 53,451 | -46.7% | 0.29% | -46.1% |
| VTAE | New | VITAE PHARMACEUTICALS INC | $9,357,000 | – | 447,289 | – | 0.29% | – |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $9,317,000 | +9.6% | 9,265,000 | -1.9% | 0.29% | +12.5% | |
| V | Buy | VISA INC | $9,199,000 | +191.8% | 111,228 | +161.7% | 0.28% | +201.1% |
| IWM | New | ISHARES TRrussell 2000 etf | $9,198,000 | – | 74,053 | – | 0.28% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER Mput | $9,020,000 | – | 1,025,000 | – | 0.28% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER Mcall | $9,020,000 | – | 1,025,000 | – | 0.28% | – |
| TWTR | New | TWITTER INCcall | $8,644,000 | – | 375,000 | – | 0.27% | – |
| EWW | New | ISHAREScall | $8,484,000 | – | 175,000 | – | 0.26% | – |
| Sell | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $8,259,000 | -49.0% | 7,500,000 | -50.0% | 0.25% | -47.6% | |
| Sell | WRIGHT MED GROUP INCnote 2.000% 2/1 | $8,034,000 | +5.5% | 7,500,000 | -9.3% | 0.25% | +8.3% | |
| WPX | New | WPX ENERGY INCput | $7,914,000 | – | 600,000 | – | 0.24% | – |
| SPNV | Sell | SUPERIOR ENERGY SVCS INC | $7,917,000 | -56.8% | 442,273 | -55.5% | 0.24% | -55.5% |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $7,884,000 | -60.5% | 64,341 | -62.3% | 0.24% | -59.3% |
| LIVN | Sell | LIVANOVA PLC | $7,873,000 | -30.3% | 130,979 | -41.7% | 0.24% | -28.4% |
| OC | New | OWENS CORNING NEW | $7,803,000 | – | 146,145 | – | 0.24% | – |
| XLE | Buy | SELECT SECTOR SPDR TRsbi int-energy | $7,757,000 | +362.8% | 109,860 | +347.4% | 0.24% | +378.0% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $7,733,000 | +139.0% | 9,618 | +109.1% | 0.24% | +145.4% |
| RICE | Buy | RICE ENERGY INC | $7,668,000 | +464.7% | 293,686 | +376.7% | 0.24% | +475.6% |
| WFC | Sell | WELLS FARGO & CO NEW | $7,511,000 | -17.0% | 169,629 | -11.3% | 0.23% | -14.8% |
| Sell | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $7,489,000 | +1.0% | 7,500,000 | -1.3% | 0.23% | +4.1% | |
| PM | Sell | PHILIP MORRIS INTL INC | $7,273,000 | -49.1% | 74,807 | -46.8% | 0.22% | -47.7% |
| New | TRINITY INDS INCnote 3.875% 6/0 | $7,238,000 | – | 6,035,000 | – | 0.22% | – | |
| New | DYCOM INDS INCnote 0.750% 9/1 | $7,099,000 | – | 6,500,000 | – | 0.22% | – | |
| AVGO | Buy | BROADCOM LTD | $7,075,000 | +29.4% | 41,006 | +16.5% | 0.22% | +32.9% |
| NFLX | Sell | NETFLIX INCcall | $7,066,000 | +3.0% | 71,700 | -4.4% | 0.22% | +6.3% |
| COTY | New | COTY INCcall | $7,050,000 | – | 300,000 | – | 0.22% | – |
| XBI | Sell | SPDR SERIES TRUSTs&p biotech | $7,026,000 | -33.2% | 105,996 | -45.5% | 0.22% | -31.4% |
| GDX | Sell | VANECK VECTORS ETF TRgold miners etf | $6,872,000 | -22.9% | 260,000 | -19.2% | 0.21% | -20.6% |
| QCOM | New | QUALCOMM INCcall | $6,850,000 | – | 100,000 | – | 0.21% | – |
| New | IMPAX LABORATORIES INCnote 2.000% 6/1 | $6,830,000 | – | 7,750,000 | – | 0.21% | – | |
| VRX | Sell | VALEANT PHARMACEUTICALS INTL | $6,786,000 | -3.7% | 276,408 | -21.0% | 0.21% | -0.9% |
| APD | Buy | AIR PRODS & CHEMS INC | $6,714,000 | +115.1% | 44,656 | +103.2% | 0.21% | +122.6% |
| EPIQ | New | EPIQ SYS INC | $6,596,000 | – | 400,000 | – | 0.20% | – |
| FL | Buy | FOOT LOCKER INC | $6,517,000 | +165.0% | 96,230 | +114.7% | 0.20% | +171.6% |
| OMC | Sell | OMNICOM GROUP INC | $6,516,000 | -27.7% | 76,653 | -30.7% | 0.20% | -25.6% |
| DKS | Sell | DICKS SPORTING GOODS INC | $6,336,000 | -68.1% | 111,712 | -74.6% | 0.20% | -67.2% |
| LB | New | L BRANDS INC | $6,289,000 | – | 88,865 | – | 0.19% | – |
| CXO | New | CONCHO RES INC | $6,250,000 | – | 45,511 | – | 0.19% | – |
| KMI | Sell | KINDER MORGAN INC DEL | $6,167,000 | -28.0% | 266,588 | -41.8% | 0.19% | -26.1% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $6,113,000 | +85.9% | 137,998 | +66.3% | 0.19% | +91.8% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $6,101,000 | +186.6% | 91,972 | +181.6% | 0.19% | +193.8% |
| VDTH | Sell | VIDEOCON D2H LTDadr | $6,038,000 | +1.5% | 617,341 | -12.0% | 0.19% | +4.5% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $6,037,000 | -55.3% | 59,417 | -54.9% | 0.19% | -54.1% |
| QCOM | Buy | QUALCOMM INC | $6,024,000 | +462.5% | 87,940 | +339.7% | 0.18% | +478.1% |
| AR | Buy | ANTERO RES CORP | $5,735,000 | +1002.9% | 212,821 | +964.1% | 0.18% | +1006.2% |
| ISIL | New | INTERSIL CORPcl a | $5,702,000 | – | 260,000 | – | 0.18% | – |
| HCRSQ | Buy | HI-CRUSH PARTNERS LP | $5,700,000 | +74.1% | 371,598 | +48.3% | 0.18% | +78.6% |
| New | INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0 | $5,608,000 | – | 5,000,000 | – | 0.17% | – | |
| Sell | HOLOGIC INCdebt 2.000% 3/0 | $5,571,000 | -25.2% | 4,110,000 | -29.5% | 0.17% | -22.9% | |
| VLO | Buy | VALERO ENERGY CORP NEW | $5,446,000 | +3413.5% | 102,748 | +3289.9% | 0.17% | +3260.0% |
| KATE | Buy | KATE SPADE & CO | $5,413,000 | -7.9% | 315,997 | +10.8% | 0.17% | -5.1% |
| PGND | New | PRESS GANEY HLDGS INC | $5,256,000 | – | 130,100 | – | 0.16% | – |
| SYT | Sell | SYNGENTA AGsponsored adr | $5,254,000 | +0.2% | 59,977 | -12.1% | 0.16% | +3.2% |
| MRK | New | MERCK & CO INC | $5,274,000 | – | 84,508 | – | 0.16% | – |
| CO | Buy | CHINA CORD BLOOD CORP | $5,268,000 | -0.8% | 1,030,870 | +11.6% | 0.16% | +1.9% |
| DIS | Buy | DISNEY WALT CO | $5,240,000 | +122.0% | 56,428 | +133.9% | 0.16% | +126.8% |
| ADBE | New | ADOBE SYS INC | $5,194,000 | – | 47,851 | – | 0.16% | – |
| PVH | New | PVH CORP | $5,160,000 | – | 46,700 | – | 0.16% | – |
| LMT | Sell | LOCKHEED MARTIN CORP | $5,162,000 | -40.2% | 21,532 | -38.1% | 0.16% | -38.4% |
| ETN | Buy | EATON CORP PLC | $5,131,000 | +131.9% | 78,078 | +110.7% | 0.16% | +139.4% |
| RYAAY | Sell | RYANAIR HLDGS PLCsponsored adr ne | $4,986,000 | -27.3% | 66,453 | -32.6% | 0.15% | -25.4% |
| IBN | Sell | ICICI BK LTDadr | $4,928,000 | -47.7% | 659,749 | -49.7% | 0.15% | -46.1% |
| AWK | Buy | AMERICAN WTR WKS CO INC NEW | $4,940,000 | -10.9% | 66,010 | +0.6% | 0.15% | -8.4% |
| LOW | New | LOWES COS INC | $4,903,000 | – | 67,896 | – | 0.15% | – |
| ACHC | Buy | ACADIA HEALTHCARE COMPANY IN | $4,917,000 | +4.5% | 99,233 | +16.8% | 0.15% | +7.1% |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $4,857,000 | – | 520,578 | – | 0.15% | – |
| PVTB | New | PRIVATEBANCORP INC | $4,826,000 | – | 105,092 | – | 0.15% | – |
| CPPL | New | COLUMBIA PIPELINE PARTNERS L | $4,842,000 | – | 300,000 | – | 0.15% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $4,853,000 | – | 91,574 | – | 0.15% | – |
| XLY | New | SELECT SECTOR SPDR TRput | $4,802,000 | – | 60,000 | – | 0.15% | – |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $4,721,000 | +19.4% | 60,826 | +22.6% | 0.14% | +22.9% |
| LRCX | New | LAM RESEARCH CORP | $4,687,000 | – | 49,488 | – | 0.14% | – |
| EFA | Buy | ISHARES TRmsci eafe etf | $4,639,000 | +25.5% | 78,448 | +18.4% | 0.14% | +28.8% |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $4,639,000 | -57.7% | 16,562 | -59.0% | 0.14% | -56.4% |
| MON | Sell | MONSANTO CO NEW | $4,641,000 | -20.9% | 45,408 | -20.0% | 0.14% | -18.8% |
| MAR | New | MARRIOTT INTL INC NEWcl a | $4,626,000 | – | 68,706 | – | 0.14% | – |
| SIG | Buy | SIGNET JEWELERS LIMITED | $4,574,000 | -4.3% | 61,370 | +5.8% | 0.14% | -1.4% |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $4,546,000 | -21.6% | 16,840 | -33.6% | 0.14% | -19.5% |
| EGO | New | ELDORADO GOLD CORP NEW | $4,482,000 | – | 1,140,346 | – | 0.14% | – |
| JMEI | Sell | JUMEI INTL HLDG LTDsponsored adr | $4,455,000 | +29.0% | 761,516 | -8.9% | 0.14% | +33.0% |
| CHK | New | CHESAPEAKE ENERGY CORP | $4,385,000 | – | 699,301 | – | 0.14% | – |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $4,352,000 | +858.6% | 42,658 | +635.5% | 0.13% | +857.1% |
| AZO | Sell | AUTOZONE INC | $4,335,000 | -64.2% | 5,642 | -63.0% | 0.13% | -63.4% |
| ALR | Sell | ALERE INC | $4,291,000 | -79.7% | 99,247 | -80.4% | 0.13% | -79.1% |
| TAL | New | TAL ED GROUP | $4,256,000 | – | 60,084 | – | 0.13% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $4,196,000 | – | 60,134 | – | 0.13% | – |
| EPC | Sell | EDGEWELL PERS CARE CO | $4,152,000 | -24.7% | 52,215 | -20.1% | 0.13% | -22.4% |
| JCI | New | JOHNSON CTLS INTL PLC | $4,168,000 | – | 89,575 | – | 0.13% | – |
| DB | New | DEUTSCHE BANK AGcall | $3,927,000 | – | 300,000 | – | 0.12% | – |
| WFTIQ | Sell | WEATHERFORD INTL PLC | $3,843,000 | -22.7% | 683,875 | -23.7% | 0.12% | -20.8% |
| MA | New | MASTERCARD INCORPORATEDcl a | $3,846,000 | – | 37,789 | – | 0.12% | – |
| ALB | Sell | ALBEMARLE CORP | $3,807,000 | -32.1% | 44,535 | -37.0% | 0.12% | -30.4% |
| PANW | New | PALO ALTO NETWORKS INC | $3,664,000 | – | 22,997 | – | 0.11% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $3,655,000 | – | 39,508 | – | 0.11% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $3,632,000 | – | 31,325 | – | 0.11% | – |
| PPG | Sell | PPG INDS INC | $3,599,000 | -17.5% | 34,822 | -17.2% | 0.11% | -15.3% |
| PCLN | Sell | PRICELINE GRP INC | $3,605,000 | -3.7% | 2,450 | -18.3% | 0.11% | -0.9% |
| SINA | New | SINA CORPord | $3,559,000 | – | 48,200 | – | 0.11% | – |
| RPTP | New | RAPTOR PHARMACEUTICAL CORP | $3,588,000 | – | 400,000 | – | 0.11% | – |
| COLM | New | COLUMBIA SPORTSWEAR CO | $3,513,000 | – | 61,913 | – | 0.11% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $3,466,000 | – | 127,000 | – | 0.11% | – |
| INTU | New | INTUIT | $3,459,000 | – | 31,443 | – | 0.11% | – |
| PSX | Buy | PHILLIPS 66 | $3,397,000 | +2.1% | 42,168 | +0.6% | 0.10% | +5.0% |
| BURL | New | BURLINGTON STORES INC | $3,407,000 | – | 42,048 | – | 0.10% | – |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $3,404,000 | +3.3% | 22,582 | +0.5% | 0.10% | +6.1% |
| TJX | Buy | TJX COS INC NEW | $3,406,000 | -2.7% | 45,551 | +0.6% | 0.10% | 0.0% |
| WBC | New | WABCO HLDGS INC | $3,369,000 | – | 29,677 | – | 0.10% | – |
| BWA | Sell | BORGWARNER INC | $3,343,000 | -37.2% | 95,030 | -47.3% | 0.10% | -35.2% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $3,313,000 | -78.4% | 36,000 | -78.3% | 0.10% | -77.8% |
| PYPL | Sell | PAYPAL HLDGS INC | $3,319,000 | +3.3% | 81,000 | -8.0% | 0.10% | +6.2% |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $3,318,000 | – | 250,000 | – | 0.10% | – |
| DVA | New | DAVITA INC | $3,304,000 | – | 50,000 | – | 0.10% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $3,288,000 | -2.5% | 15,204 | -5.6% | 0.10% | 0.0% |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $3,287,000 | – | 513,654 | – | 0.10% | – |
| LUV | New | SOUTHWEST AIRLS CO | $3,240,000 | – | 83,300 | – | 0.10% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $3,177,000 | – | 20,000 | – | 0.10% | – |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $3,149,000 | +16.4% | 130,000 | +30.0% | 0.10% | +19.8% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $3,131,000 | +472.4% | 20,408 | +526.6% | 0.10% | +500.0% |
| XEC | New | CIMAREX ENERGY CO | $3,073,000 | – | 22,870 | – | 0.10% | – |
| XOM | Buy | EXXON MOBIL CORP | $3,055,000 | +8.6% | 35,000 | +16.7% | 0.09% | +11.9% |
| CL | Sell | COLGATE PALMOLIVE CO | $3,040,000 | -37.6% | 41,000 | -38.4% | 0.09% | -35.6% |
| PAA | Sell | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $3,027,000 | -72.7% | 96,385 | -76.1% | 0.09% | -72.0% |
| DSW | New | DSW INCcl a | $3,004,000 | – | 146,664 | – | 0.09% | – |
| SBLK | Buy | STAR BULK CARRIERS CORP | $2,957,000 | +66.5% | 651,293 | +8.5% | 0.09% | +71.7% |
| SEMI | New | SUNEDISON SEMICONDUCTOR LTD | $2,848,000 | – | 250,000 | – | 0.09% | – |
| CRM | New | SALESFORCE COM INCput | $2,853,000 | – | 40,000 | – | 0.09% | – |
| CRM | Buy | SALESFORCE COM INC | $2,853,000 | +11787.5% | 40,000 | +13057.9% | 0.09% | +8700.0% |
| WFM | New | WHOLE FOODS MKT INCcall | $2,835,000 | – | 100,000 | – | 0.09% | – |
| AMGN | Sell | AMGEN INC | $2,836,000 | -11.2% | 17,000 | -19.0% | 0.09% | -9.4% |
| ZTS | Buy | ZOETIS INCcl a | $2,809,000 | +74.0% | 54,000 | +58.8% | 0.09% | +79.2% |
| DXCM | New | DEXCOM INC | $2,800,000 | – | 31,936 | – | 0.09% | – |
| PFE | Sell | PFIZER INC | $2,794,000 | -61.6% | 82,500 | -60.1% | 0.09% | -60.6% |
| CCJ | Sell | CAMECO CORP | $2,753,000 | -23.0% | 321,648 | -1.3% | 0.08% | -20.6% |
| WB | New | WEIBO CORPsponsored adr | $2,694,000 | – | 53,729 | – | 0.08% | – |
| HUBB | New | HUBBELL INC | $2,712,000 | – | 25,174 | – | 0.08% | – |
| RIGP | New | TRANSOCEAN PARTNERS LLC | $2,611,000 | – | 211,730 | – | 0.08% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $2,473,000 | – | 25,476 | – | 0.08% | – |
| FUN | New | CEDAR FAIR L Pdepositry unit | $2,426,000 | – | 42,338 | – | 0.08% | – |
| TGT | New | TARGET CORP | $2,428,000 | – | 35,354 | – | 0.08% | – |
| MFS | Sell | MANITOWOC FOODSERVICE INC | $2,405,000 | -17.4% | 148,284 | -10.3% | 0.07% | -14.9% |
| HSY | New | HERSHEY CO | $2,390,000 | – | 25,000 | – | 0.07% | – |
| HOLI | Sell | HOLLYSYS AUTOMATION TECHNOLO | $2,394,000 | -34.3% | 107,968 | -48.5% | 0.07% | -32.1% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDadr | $2,369,000 | +37.5% | 51,484 | +50.1% | 0.07% | +40.4% |
| MAS | New | MASCO CORP | $2,357,000 | – | 68,693 | – | 0.07% | – |
| BSMX | Buy | GRUPO FINANCIERO SANTANDER M | $2,335,000 | +23.2% | 265,310 | +27.2% | 0.07% | +26.3% |
| TRGP | New | TARGA RES CORP | $2,345,000 | – | 47,758 | – | 0.07% | – |
| TFX | New | TELEFLEX INC | $2,270,000 | – | 13,510 | – | 0.07% | – |
| ROK | Sell | ROCKWELL AUTOMATION INC | $2,263,000 | -12.4% | 18,500 | -17.8% | 0.07% | -9.1% |
| BEN | Sell | FRANKLIN RES INC | $2,241,000 | -5.1% | 63,000 | -11.0% | 0.07% | -2.8% |
| SABR | New | SABRE CORP | $2,254,000 | – | 80,000 | – | 0.07% | – |
| CELG | Sell | CELGENE CORP | $2,247,000 | -13.5% | 21,500 | -18.4% | 0.07% | -11.5% |
| AGN | Buy | ALLERGAN PLC | $2,185,000 | +0.2% | 9,488 | +0.5% | 0.07% | +3.1% |
| FPI | New | FARMLAND PARTNERS INC | $2,171,000 | – | 193,800 | – | 0.07% | – |
| CME | Buy | CME GROUP INC | $2,143,000 | +22.2% | 20,500 | +13.9% | 0.07% | +26.9% |
| MMM | Sell | 3M CO | $2,115,000 | -62.4% | 12,000 | -62.6% | 0.06% | -61.3% |
| YUM | Buy | YUM BRANDS INC | $2,105,000 | +24.9% | 23,184 | +14.1% | 0.06% | +30.0% |
| SMG | New | SCOTTS MIRACLE GRO COcall | $2,123,000 | – | 25,500 | – | 0.06% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $2,063,000 | – | 22,007 | – | 0.06% | – |
| AYA | Sell | AMAYA INC | $2,070,000 | -7.8% | 127,994 | -13.0% | 0.06% | -4.5% |
| GSTCQ | Sell | GASTAR EXPL INC NEW | $1,986,000 | -33.6% | 2,351,044 | -13.6% | 0.06% | -32.2% |
| MELI | New | MERCADOLIBRE INC | $1,877,000 | – | 10,147 | – | 0.06% | – |
| SGEN | New | SEATTLE GENETICS INC | $1,890,000 | – | 35,000 | – | 0.06% | – |
| VA | New | VIRGIN AMER INC | $1,873,000 | – | 35,000 | – | 0.06% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,837,000 | – | 30,119 | – | 0.06% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $1,812,000 | – | 47,674 | – | 0.06% | – |
| ALV | New | AUTOLIV INC | $1,813,000 | – | 16,974 | – | 0.06% | – |
| QEP | New | QEP RES INC | $1,789,000 | – | 91,607 | – | 0.06% | – |
| WHR | Sell | WHIRLPOOL CORP | $1,791,000 | -61.6% | 11,045 | -60.5% | 0.06% | -60.7% |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $1,783,000 | – | 219,800 | – | 0.06% | – |
| BX | Buy | BLACKSTONE GROUP L P | $1,769,000 | +4.7% | 69,277 | +0.6% | 0.05% | +5.9% |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $1,728,000 | – | 164,306 | – | 0.05% | – |
| MNRO | New | MONRO MUFFLER BRAKE INC | $1,658,000 | – | 27,097 | – | 0.05% | – |
| MCK | Sell | MCKESSON CORP | $1,669,000 | -65.2% | 10,006 | -61.1% | 0.05% | -64.6% |
| ARI | New | APOLLO COML REAL EST FIN INC | $1,653,000 | – | 100,948 | – | 0.05% | – |
| TRN | New | TRINITY INDS INC | $1,618,000 | – | 66,900 | – | 0.05% | – |
| AGU | Sell | AGRIUM INC | $1,623,000 | -76.8% | 17,892 | -76.8% | 0.05% | -76.1% |
| CLB | New | CORE LABORATORIES N V | $1,609,000 | – | 14,323 | – | 0.05% | – |
| AMLP | New | ALPS ETF TRalerian mlp | $1,591,000 | – | 125,380 | – | 0.05% | – |
| TBT | New | PROSHARES TR | $1,580,000 | – | 50,000 | – | 0.05% | – |
| RTN | Sell | RAYTHEON CO | $1,584,000 | -19.9% | 11,639 | -19.9% | 0.05% | -16.9% |
| LNG | Buy | CHENIERE ENERGY INC | $1,526,000 | +18.8% | 35,009 | +2.4% | 0.05% | +23.7% |
| GPORQ | New | GULFPORT ENERGY CORP | $1,469,000 | – | 51,999 | – | 0.04% | – |
| RACE | Sell | FERRARI N V | $1,427,000 | +25.1% | 27,508 | -1.4% | 0.04% | +29.4% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $1,372,000 | -13.4% | 12,416 | +14.1% | 0.04% | -10.6% |
| APIC | New | APIGEE CORP | $1,366,000 | – | 78,520 | – | 0.04% | – |
| RSTI | Sell | ROFIN SINAR TECHNOLOGIES INC | $1,352,000 | -17.2% | 42,000 | -17.8% | 0.04% | -14.3% |
| RSPP | New | RSP PERMIAN INC | $1,336,000 | – | 34,440 | – | 0.04% | – |
| LEA | Buy | LEAR CORP | $1,346,000 | +37.1% | 11,103 | +15.0% | 0.04% | +41.4% |
| BIDU | Sell | BAIDU INCspon adr rep a | $1,348,000 | -81.0% | 7,404 | -82.8% | 0.04% | -80.8% |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $1,283,000 | – | 6,276 | – | 0.04% | – |
| SAEX | New | SAEXPLORATION HLDGS INC | $1,268,000 | – | 154,280 | – | 0.04% | – |
| FET | Sell | FORUM ENERGY TECHNOLOGIES IN | $1,275,000 | -68.0% | 64,191 | -72.1% | 0.04% | -67.2% |
| FDC | Buy | FIRST DATA CORP NEW | $1,276,000 | +130.3% | 96,995 | +94.0% | 0.04% | +129.4% |
| Sell | INTEL CORPsdcv 12/1 | $1,243,000 | -3.6% | 900,000 | -10.0% | 0.04% | -2.6% | |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $1,243,000 | – | 22,328 | – | 0.04% | – |
| DECK | New | DECKERS OUTDOOR CORP | $1,198,000 | – | 20,115 | – | 0.04% | – |
| VAL | Sell | VALSPAR CORP | $1,172,000 | -13.7% | 11,048 | -12.1% | 0.04% | -12.2% |
| SM | New | SM ENERGY CO | $1,123,000 | – | 29,098 | – | 0.04% | – |
| FTK | Buy | FLOTEK INDS INC DEL | $1,152,000 | +16.2% | 79,225 | +5.5% | 0.04% | +16.7% |
| SRE | Sell | SEMPRA ENERGY | $1,137,000 | -22.7% | 10,578 | -18.4% | 0.04% | -20.5% |
| ODP | Sell | OFFICE DEPOT INC | $1,117,000 | -59.8% | 312,817 | -62.7% | 0.03% | -59.0% |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $1,115,000 | – | 8,100 | – | 0.03% | – |
| FEYE | New | FIREEYE INC | $1,114,000 | – | 75,641 | – | 0.03% | – |
| GSS | New | GOLDEN STAR RES LTD CDA | $1,113,000 | – | 1,325,500 | – | 0.03% | – |
| EWW | New | ISHARESmsci mex cap etf | $1,064,000 | – | 21,947 | – | 0.03% | – |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $1,085,000 | – | 1,000,000 | – | 0.03% | – | |
| BABA | New | ALIBABA GROUP HLDG LTDcall | $1,058,000 | – | 10,000 | – | 0.03% | – |
| JPM | Buy | JPMORGAN CHASE & CO | $1,031,000 | +8491.7% | 15,478 | +7796.9% | 0.03% | – |
| GNCIQ | New | GNC HLDGS INC | $1,023,000 | – | 50,088 | – | 0.03% | – |
| SYNA | Sell | SYNAPTICS INC | $1,013,000 | -71.3% | 17,300 | -73.7% | 0.03% | -70.8% |
| NNN | New | NATIONAL RETAIL PPTYS INC | $1,002,000 | – | 19,708 | – | 0.03% | – |
| NOC | Buy | NORTHROP GRUMMAN CORP | $1,006,000 | +56.7% | 4,702 | +62.8% | 0.03% | +63.2% |
| APVO | New | APTEVO THERAPEUTICS INC | $1,015,000 | – | 396,486 | – | 0.03% | – |
| ZPIN | Buy | ZHAOPIN LTDsponsored adr | $1,009,000 | +68.2% | 67,298 | +63.0% | 0.03% | +72.2% |
| OIS | Sell | OIL STS INTL INC | $1,019,000 | -57.7% | 32,271 | -56.0% | 0.03% | -56.9% |
| BP | Sell | BP PLCsponsored adr | $970,000 | -42.1% | 27,574 | -41.6% | 0.03% | -40.0% |
| GLD | New | SPDR GOLD TRUST | $970,000 | – | 7,723 | – | 0.03% | – |
| PE | Sell | PARSLEY ENERGY INCcl a | $960,000 | -80.4% | 28,643 | -84.1% | 0.03% | -79.5% |
| NSU | Sell | NEVSUN RES LTD | $973,000 | +2.9% | 322,224 | -0.6% | 0.03% | +7.1% |
| LN | New | LINE CORPsponsored adr | $961,000 | – | 19,853 | – | 0.03% | – |
| MOMO | Sell | MOMO INCadr | $949,000 | -56.6% | 42,188 | -80.5% | 0.03% | -56.1% |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $902,000 | – | 74,200 | – | 0.03% | – |
| ITC | Sell | ITC HLDGS CORP | $883,000 | -75.8% | 19,000 | -75.6% | 0.03% | -75.2% |
| CNX | New | CONSOL ENERGY INC | $880,000 | – | 45,808 | – | 0.03% | – |
| CSC | New | COMPUTER SCIENCES CORP | $882,000 | – | 16,900 | – | 0.03% | – |
| RL | Sell | RALPH LAUREN CORPcl a | $842,000 | -76.2% | 8,321 | -78.9% | 0.03% | -75.5% |
| ECA | New | ENCANA CORP | $807,000 | – | 77,109 | – | 0.02% | – |
| DAL | Sell | DELTA AIR LINES INC DEL | $787,000 | -28.0% | 20,000 | -33.3% | 0.02% | -27.3% |
| FMSA | New | FAIRMOUNT SANTROL HLDGS INC | $768,000 | – | 90,625 | – | 0.02% | – |
| TTI | Sell | TETRA TECHNOLOGIES INC DEL | $759,000 | -67.3% | 124,210 | -65.9% | 0.02% | -67.1% |
| CCEP | Buy | COCA COLA EUROPEAN PARTNERS | $758,000 | +628.8% | 18,992 | +553.3% | 0.02% | +666.7% |
| HBM | Sell | HUDBAY MINERALS INC | $739,000 | -17.4% | 187,219 | -0.6% | 0.02% | -14.8% |
| BLVDU | New | BOULEVARD ACQUISITIONunit 99/99/9999 | $654,000 | – | 64,024 | – | 0.02% | – |
| FCFS | New | FIRSTCASH INC | $626,000 | – | 13,294 | – | 0.02% | – |
| HBI | New | HANESBRANDS INC | $629,000 | – | 24,928 | – | 0.02% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $624,000 | – | 150,000 | – | 0.02% | – |
| CXRXF | Sell | CONCORDIA INTL CORP | $590,000 | -81.7% | 131,788 | -12.1% | 0.02% | -81.4% |
| NATL | New | NATIONAL INTERSTATE CORP | $543,000 | – | 16,700 | – | 0.02% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $561,000 | – | 81,234 | – | 0.02% | – |
| MIDD | New | MIDDLEBY CORP | $556,000 | – | 4,500 | – | 0.02% | – |
| RIG | Buy | TRANSOCEAN LTD | $532,000 | +163.4% | 49,922 | +193.6% | 0.02% | +166.7% |
| ESV | Buy | ENSCO PLC | $511,000 | +51000.0% | 60,113 | +66692.2% | 0.02% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $534,000 | -92.8% | 30,043 | -94.4% | 0.02% | -92.8% |
| INCY | New | INCYTE CORP | $533,000 | – | 5,658 | – | 0.02% | – |
| WLL | New | WHITING PETE CORP NEW | $525,000 | – | 60,113 | – | 0.02% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $470,000 | – | 69,651 | – | 0.01% | – |
| TSRO | New | TESARO INC | $455,000 | – | 4,536 | – | 0.01% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $439,000 | – | 35,133 | – | 0.01% | – |
| CTB | Sell | COOPER TIRE & RUBR CO | $415,000 | +25.8% | 10,926 | -1.3% | 0.01% | +30.0% |
| INTC | New | INTEL CORP | $382,000 | – | 10,117 | – | 0.01% | – |
| LILA | New | LIBERTY GLOBAL PLCcall | $372,000 | – | 13,500 | – | 0.01% | – |
| INSYQ | New | INSYS THERAPEUTICS INC NEW | $354,000 | – | 30,000 | – | 0.01% | – |
| COTY | New | COTY INC | $332,000 | – | 14,311 | – | 0.01% | – |
| CFCOU | New | CF CORPunit 99/99/9999e | $328,000 | – | 32,031 | – | 0.01% | – |
| SKUL | New | SKULLCANDY INC | $339,000 | – | 53,509 | – | 0.01% | – |
| ISLE | New | ISLE OF CAPRI CASINOS INC | $324,000 | – | 14,549 | – | 0.01% | – |
| ON | New | ON SEMICONDUCTOR CORP | $304,000 | – | 24,680 | – | 0.01% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $282,000 | – | 6,254 | – | 0.01% | – |
| SVU | New | SUPERVALU INCcall | $249,000 | – | 50,000 | – | 0.01% | – |
| GRSH | Sell | GORES HLDGS INCcl a | $270,000 | -88.9% | 25,000 | -90.0% | 0.01% | -89.0% |
| STLD | New | STEEL DYNAMICS INC | $212,000 | – | 8,500 | – | 0.01% | – |
| UAL | New | UNITED CONTL HLDGS INC | $228,000 | – | 4,351 | – | 0.01% | – |
| GDXJ | New | VANECK VECTORS ETF TRjr gold miners e | $224,000 | – | 5,058 | – | 0.01% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $210,000 | – | 26,500 | – | 0.01% | – |
| SSRI | New | SILVER STD RES INC | $199,000 | – | 16,500 | – | 0.01% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $211,000 | – | 6,184 | – | 0.01% | – |
| EAGLU | New | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $206,000 | – | 20,000 | – | 0.01% | – |
| CLVS | New | CLOVIS ONCOLOGY INCcall | $180,000 | – | 5,000 | – | 0.01% | – |
| NUE | New | NUCOR CORP | $211,000 | – | 4,258 | – | 0.01% | – |
| JRJRQ | Sell | JRJR33 INC | $181,000 | +31.2% | 150,916 | -1.2% | 0.01% | +50.0% |
| INVA | Sell | INNOVIVA INC | $129,000 | -47.3% | 11,776 | -49.4% | 0.00% | -42.9% |
| PMC | New | PHARMERICA CORP | $143,000 | – | 5,090 | – | 0.00% | – |
| ABT | New | ABBOTT LABS | $100,000 | – | 2,376 | – | 0.00% | – |
| TRTL | Sell | TERRAPIN 3 ACQUISITION CORP | $109,000 | -97.8% | 10,985 | -97.8% | 0.00% | -98.0% |
| BHI | Sell | BAKER HUGHES INC | $22,000 | -99.9% | 428 | -99.9% | 0.00% | -99.9% |
| GTE | Sell | GRAN TIERRA ENERGY INC | $47,000 | -98.7% | 15,490 | -98.6% | 0.00% | -99.1% |
| PESXQ | Sell | PIONEER ENERGY SVCS CORP | $48,000 | -71.1% | 11,827 | -67.2% | 0.00% | -80.0% |
| PXD | Sell | PIONEER NAT RES CO | $34,000 | -99.7% | 183 | -99.8% | 0.00% | -99.7% |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -455 | – | 0.00% | – |
| DRYS | New | DRYSHIPS INC | $8,000 | – | 17,856 | – | 0.00% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -155 | – | 0.00% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -58 | – | -0.00% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -71,425 | – | -0.00% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -1,074 | – | -0.00% | – |
| SAEX | Exit | SAEXPLORATION HLDGS INC | $0 | – | -423,800 | – | -0.00% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -529 | – | -0.00% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -2,077 | – | -0.00% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -1,000 | – | -0.00% | – |
| NTLA | Exit | INTELLIA THERAPEUTICS INC | $0 | – | -4,697 | – | -0.00% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -3,354 | – | -0.00% | – |
| MBI | Exit | MBIA INC | $0 | – | -20,001 | – | -0.00% | – |
| RBS | Exit | ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord | $0 | – | -30,251 | – | -0.00% | – |
| C | Exit | CITIGROUP INC | $0 | – | -3,698 | – | -0.01% | – |
| MYL | Exit | MYLAN N V | $0 | – | -4,789 | – | -0.01% | – |
| FEZ | Exit | SPDR INDEX SHS FDSput | $0 | – | -6,700 | – | -0.01% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -971 | – | -0.01% | – |
| FAZ | Exit | DIREXION SHS ETF TRdaily finl bear | $0 | – | -5,866 | – | -0.01% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -11,400 | – | -0.01% | – |
| ELRC | Exit | ELECTRO RENT CORP | $0 | – | -21,900 | – | -0.01% | – |
| PUK | Exit | PRUDENTIAL PLCput | $0 | – | -11,600 | – | -0.01% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -7,198 | – | -0.01% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -48,265 | – | -0.01% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -30,204 | – | -0.01% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -5,029 | – | -0.01% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -9,314 | – | -0.01% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -6,900 | – | -0.02% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -10,241 | – | -0.02% | – |
| CVT | Exit | CVENT INC | $0 | – | -15,700 | – | -0.02% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -20,000 | – | -0.02% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -52,937 | – | -0.02% | – |
| SQI | Exit | SCIQUEST INC NEW | $0 | – | -45,200 | – | -0.02% | – |
| GMRE | Exit | GLOBAL MED REIT INC | $0 | – | -85,000 | – | -0.03% | – |
| CRRTQ | Exit | CARBO CERAMICS INC | $0 | – | -65,037 | – | -0.03% | – |
| SSW | Exit | SEASPAN CORP | $0 | – | -64,418 | – | -0.03% | – |
| DSKY | Exit | IDREAMSKY TECHNOLOGY LIMITEDsponsored ads | $0 | – | -69,782 | – | -0.03% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -52,937 | – | -0.03% | – |
| SSRG | Exit | SYMMETRY SURGICAL INC | $0 | – | -73,300 | – | -0.03% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -75,784 | – | -0.03% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -38,000 | – | -0.03% | – |
| FCFS | Exit | FIRST CASH FINL SVCS INC | $0 | – | -22,696 | – | -0.04% | – |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote 1.750% 8/1 | $0 | – | -1,200,000 | – | -0.04% | – | |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -57,127 | – | -0.04% | – |
| Exit | TIVO INCnote 2.000%10/0 | $0 | – | -1,250,000 | – | -0.04% | – | |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -28,594 | – | -0.04% | – |
| RSE | Exit | ROUSE PPTYS INC | $0 | – | -74,500 | – | -0.04% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -95,863 | – | -0.04% | – |
| WGP | Exit | WESTERN GAS EQUITY PARTNERS | $0 | – | -40,000 | – | -0.05% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -45,366 | – | -0.05% | – |
| EXAM | Exit | EXAMWORKS GROUP INC | $0 | – | -47,100 | – | -0.05% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -47,264 | – | -0.05% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -35,070 | – | -0.05% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -73,157 | – | -0.05% | – |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -1,500,000 | – | -0.05% | – | |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -38,366 | – | -0.06% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -376,272 | – | -0.06% | – |
| XLNX | Exit | XILINX INC | $0 | – | -41,956 | – | -0.06% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -80,098 | – | -0.06% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -155,996 | – | -0.06% | – |
| UNTD | Exit | UNITED ONLINE INC | $0 | – | -200,000 | – | -0.07% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -135,558 | – | -0.07% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $0 | – | -2,250,000 | – | -0.07% | – | |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -19,787 | – | -0.07% | – |
| ICD | Exit | INDEPENDENCE CONTRACT DRIL I | $0 | – | -429,210 | – | -0.07% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -26,834 | – | -0.07% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -50,800 | – | -0.08% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -55,000 | – | -0.08% | – |
| VXX | Exit | BARCLAYS BK PLCcall | $0 | – | -187,900 | – | -0.08% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -61,811 | – | -0.08% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -79,119 | – | -0.08% | – |
| MU | Exit | MICRON TECHNOLOGY INCcall | $0 | – | -200,000 | – | -0.08% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -50,000 | – | -0.08% | – |
| DWA | Exit | DREAMWORKS ANIMATION SKG INCcl a | $0 | – | -75,500 | – | -0.09% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -526,792 | – | -0.09% | – |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -3,500,000 | – | -0.10% | – | |
| NFLX | Exit | NETFLIX INC | $0 | – | -36,251 | – | -0.10% | – |
| DANG | Exit | E-COMMERCE CHINA DANGDANG IN | $0 | – | -550,000 | – | -0.10% | – |
| TYC | Exit | TYCO INTL PLC | $0 | – | -85,669 | – | -0.11% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -108,000 | – | -0.11% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -61,913 | – | -0.12% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -34,774 | – | -0.12% | – |
| BCE | Exit | BCE INC | $0 | – | -94,709 | – | -0.13% | – |
| FEIC | Exit | FEI CO | $0 | – | -43,639 | – | -0.14% | – |
| CPXX | Exit | CELATOR PHARMACEUTICALS INC | $0 | – | -159,041 | – | -0.14% | – |
| XNPT | Exit | XENOPORT INC | $0 | – | -696,691 | – | -0.15% | – |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -5,000,000 | – | -0.15% | – | |
| RDEN | Exit | ELIZABETH ARDEN INC | $0 | – | -397,730 | – | -0.16% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCput | $0 | – | -100,000 | – | -0.16% | – |
| TECK | Exit | TECK RESOURCES LTDput | $0 | – | -420,000 | – | -0.17% | – |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -5,000,000 | – | -0.17% | – | |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -265,841 | – | -0.17% | – |
| MESG | Exit | XURA INC | $0 | – | -234,500 | – | -0.17% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLCcall | $0 | – | -1,110,200 | – | -0.18% | – |
| IILG | Exit | INTERVAL LEISURE GROUP INC | $0 | – | -392,900 | – | -0.19% | – |
| XLP | Exit | SELECT SECTOR SPDR TRput | $0 | – | -120,000 | – | -0.20% | – |
| MFLX | Exit | MULTI FINELINE ELECTRONIX IN | $0 | – | -287,038 | – | -0.20% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -737,851 | – | -0.21% | – |
| GDX | Exit | VANECK VECTORS ETF TRput | $0 | – | -250,000 | – | -0.21% | – |
| ECA | Exit | ENCANA CORPput | $0 | – | -900,000 | – | -0.21% | – |
| IOC | Exit | INTEROIL CORP | $0 | – | -155,937 | – | -0.21% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -241,588 | – | -0.21% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -180,673 | – | -0.23% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -240,000 | – | -0.23% | – |
| XBI | Exit | SPDR SERIES TRUSTcall | $0 | – | -150,000 | – | -0.24% | – |
| IILG | Exit | INTERVAL LEISURE GROUP INCcall | $0 | – | -515,200 | – | -0.24% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -156,992 | – | -0.25% | – |
| NKE | Exit | NIKE INCcall | $0 | – | -150,000 | – | -0.25% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -500,000 | – | -0.25% | – |
| IYT | Exit | ISHARES TRtrans avg etf | $0 | – | -62,812 | – | -0.25% | – |
| CMCSA | Exit | COMCAST CORP NEWcall | $0 | – | -133,000 | – | -0.26% | – |
| HEDJ | Exit | WISDOMTREE TRput | $0 | – | -178,600 | – | -0.27% | – |
| DVN | Exit | DEVON ENERGY CORP NEWcall | $0 | – | -250,000 | – | -0.27% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -117,386 | – | -0.27% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -301,481 | – | -0.28% | – |
| MSFT | Exit | MICROSOFT CORPcall | $0 | – | -187,500 | – | -0.29% | – |
| MON | Exit | MONSANTO CO NEWcall | $0 | – | -100,000 | – | -0.31% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -238,570 | – | -0.31% | – |
| PUK | Exit | PRUDENTIAL PLCcall | $0 | – | -306,000 | – | -0.31% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERScall | $0 | – | -291,600 | – | -0.31% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -788,796 | – | -0.33% | – |
| LNG | Exit | CHENIERE ENERGY INCput | $0 | – | -300,000 | – | -0.34% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -180,585 | – | -0.34% | – |
| RBS | Exit | ROYAL BK SCOTLAND GROUP PLCcall | $0 | – | -2,490,200 | – | -0.35% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcall | $0 | – | -1,095,800 | – | -0.37% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -130,000 | – | -0.37% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -1,193,884 | – | -0.40% | – |
| PDCE | Exit | PDC ENERGY INCcall | $0 | – | -250,000 | – | -0.43% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -1,895,319 | – | -0.43% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -260,310 | – | -0.44% | – |
| BCS | Exit | BARCLAYS PLCput | $0 | – | -1,934,000 | – | -0.44% | – |
| MKTO | Exit | MARKETO INC | $0 | – | -430,650 | – | -0.45% | – |
| SYNA | Exit | SYNAPTICS INCcall | $0 | – | -300,000 | – | -0.48% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCcall | $0 | – | -300,000 | – | -0.50% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -15,000,000 | – | -0.50% | – | |
| T | Exit | AT&T INC | $0 | – | -390,141 | – | -0.50% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -855,679 | – | -0.54% | – |
| COH | Exit | COACH INC | $0 | – | -503,644 | – | -0.61% | – |
| CPGX | Exit | COLUMBIA PIPELINE GROUP INC | $0 | – | -867,228 | – | -0.66% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -1,836,355 | – | -0.74% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDadr | $0 | – | -3,851,408 | – | -0.75% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -338,411 | – | -0.75% | – |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote 0.500% 8/1 | $0 | – | -28,000,000 | – | -0.83% | – | |
| DEO | Exit | DIAGEO P L Cput | $0 | – | -250,000 | – | -0.84% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -466,055 | – | -1.00% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr | $0 | – | -1,148,024 | – | -1.06% | – |
| SHPG | Exit | SHIRE PLCcall | $0 | – | -208,100 | – | -1.15% | – |
| UL | Exit | UNILEVER PLCput | $0 | – | -863,700 | – | -1.24% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDads | $0 | – | -670,422 | – | -1.47% | – |
| FCS | Exit | FAIRCHILD SEMICONDUCTOR INTL | $0 | – | -2,680,149 | – | -1.59% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWput | $0 | – | -2,000,000 | – | -1.85% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -3,099,985 | – | -2.52% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $123,527,000 | – | 589,700 | – | 3.70% | – |
| EMC | New | E M C CORP MASS | $84,226,000 | – | 3,099,985 | – | 2.52% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $62,922,000 | – | 585,100 | – | 1.88% | – |
| VOD | New | VODAFONE GROUP PLC NEWput | $61,780,000 | – | 2,000,000 | – | 1.85% | – |
| SHPG | New | SHIRE PLCsponsored adr | $57,444,000 | – | 312,061 | – | 1.72% | – |
| IM | New | INGRAM MICRO INCcl a | $55,795,000 | – | 1,604,244 | – | 1.67% | – |
| FCS | New | FAIRCHILD SEMICONDUCTOR INTL | $53,201,000 | – | 2,680,149 | – | 1.59% | – |
| QIHU | New | QIHOO 360 TECHNOLOGY CO LTDads | $48,974,000 | – | 670,422 | – | 1.47% | – |
| LXK | New | LEXMARK INTL INCcl a | $45,202,000 | – | 1,197,386 | – | 1.35% | – |
| UL | New | UNILEVER PLCput | $41,380,000 | – | 863,700 | – | 1.24% | – |
| SHPG | New | SHIRE PLCcall | $38,307,000 | – | 208,100 | – | 1.15% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr | $35,462,000 | – | 1,148,024 | – | 1.06% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $33,937,000 | – | 34,220,000 | – | 1.02% | – | |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $33,419,000 | – | 466,055 | – | 1.00% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $32,679,000 | – | 1,287,581 | – | 0.98% | – |
| STJ | New | ST JUDE MED INC | $31,931,000 | – | 409,377 | – | 0.96% | – |
| XRAY | New | DENTSPLY SIRONA INC | $31,443,000 | – | 506,819 | – | 0.94% | – |
| FTI | New | FMC TECHNOLOGIES INC | $29,817,000 | – | 1,118,026 | – | 0.89% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $29,136,000 | – | 30,750,000 | – | 0.87% | – | |
| HAL | New | HALLIBURTON CO | $28,651,000 | – | 632,612 | – | 0.86% | – |
| DEO | New | DIAGEO P L Cput | $28,220,000 | – | 250,000 | – | 0.84% | – |
| MEG | New | MEDIA GEN INC NEW | $28,177,000 | – | 1,639,125 | – | 0.84% | – |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 0.500% 8/1 | $27,650,000 | – | 28,000,000 | – | 0.83% | – | |
| BHI | New | BAKER HUGHES INC | $27,052,000 | – | 599,409 | – | 0.81% | – |
| COP | New | CONOCOPHILLIPScall | $26,443,000 | – | 606,500 | – | 0.79% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $25,026,000 | – | 338,411 | – | 0.75% | – |
| EJ | New | E HOUSE CHINA HLDGS LTDadr | $24,919,000 | – | 3,851,408 | – | 0.75% | – |
| New | CTRIP COM INTL LTDnote 1.250%10/1 | $24,844,000 | – | 20,300,000 | – | 0.74% | – | |
| AMTG | New | APOLLO RESIDENTIAL MTG INC | $24,607,000 | – | 1,836,355 | – | 0.74% | – |
| LNKD | New | LINKEDIN CORP | $24,603,000 | – | 130,000 | – | 0.74% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $24,169,000 | – | 21,750,000 | – | 0.72% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $23,524,000 | – | 26,320,000 | – | 0.70% | – | |
| New | TESLA MTRS INCnote 1.250% 3/0 | $22,896,000 | – | 27,760,000 | – | 0.69% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $22,838,000 | – | 43,500,000 | – | 0.68% | – | |
| CPGX | New | COLUMBIA PIPELINE GROUP INC | $22,105,000 | – | 867,228 | – | 0.66% | – |
| New | CITRIX SYS INCnote 0.500% 4/1 | $21,829,000 | – | 19,495,000 | – | 0.65% | – | |
| GM | New | GENERAL MTRS CO | $21,811,000 | – | 770,694 | – | 0.65% | – |
| ALR | New | ALERE INC | $21,135,000 | – | 507,068 | – | 0.63% | – |
| COH | New | COACH INC | $20,518,000 | – | 503,644 | – | 0.61% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $19,938,000 | – | 170,761 | – | 0.60% | – |
| DKS | New | DICKS SPORTING GOODS INC | $19,853,000 | – | 440,598 | – | 0.60% | – |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $19,763,000 | – | 14,205,000 | – | 0.59% | – | |
| M | New | MACYS INC | $19,725,000 | – | 586,891 | – | 0.59% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $19,371,000 | – | 15,000,000 | – | 0.58% | – | |
| New | LINKEDIN CORPnote 0.500%11/0 | $19,251,000 | – | 19,470,000 | – | 0.58% | – | |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $18,309,000 | – | 994,536 | – | 0.55% | – |
| HUM | New | HUMANA INC | $18,033,000 | – | 100,250 | – | 0.54% | – |
| KKD | New | KRISPY KREME DOUGHNUTS INC | $17,935,000 | – | 855,679 | – | 0.54% | – |
| New | YAHOO INCnote 12/0 | $17,676,000 | – | 17,785,000 | – | 0.53% | – | |
| CI | New | CIGNA CORPORATION | $17,510,000 | – | 136,810 | – | 0.52% | – |
| WMT | New | WAL-MART STORES INC | $17,140,000 | – | 234,736 | – | 0.51% | – |
| T | New | AT&T INC | $16,858,000 | – | 390,141 | – | 0.50% | – |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $16,706,000 | – | 15,000,000 | – | 0.50% | – | |
| RDSA | New | ROYAL DUTCH SHELL PLCcall | $16,566,000 | – | 300,000 | – | 0.50% | – |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $16,200,000 | – | 15,000,000 | – | 0.48% | – | |
| SYNA | New | SYNAPTICS INCcall | $16,125,000 | – | 300,000 | – | 0.48% | – |
| NBR | New | NABORS INDUSTRIES LTD | $16,022,000 | – | 1,594,259 | – | 0.48% | – |
| New | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $15,730,000 | – | 14,490,000 | – | 0.47% | – | |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $15,322,000 | – | 165,662 | – | 0.46% | – |
| MKTO | New | MARKETO INC | $14,995,000 | – | 430,650 | – | 0.45% | – |
| CF | New | CF INDS HLDGS INC | $14,992,000 | – | 622,092 | – | 0.45% | – |
| New | EZCORP INCnote 2.625% 6/1 | $14,719,000 | – | 17,575,000 | – | 0.44% | – | |
| BCS | New | BARCLAYS PLCput | $14,698,000 | – | 1,934,000 | – | 0.44% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $14,659,000 | – | 9,000,000 | – | 0.44% | – | |
| VZ | New | VERIZON COMMUNICATIONS INC | $14,535,000 | – | 260,310 | – | 0.44% | – |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $14,460,000 | – | 258,397 | – | 0.43% | – |
| PDCE | New | PDC ENERGY INCcall | $14,403,000 | – | 250,000 | – | 0.43% | – |
| BCS | New | BARCLAYS PLCadr | $14,404,000 | – | 1,895,319 | – | 0.43% | – |
| PM | New | PHILIP MORRIS INTL INC | $14,302,000 | – | 140,601 | – | 0.43% | – |
| NKE | New | NIKE INCcl b | $14,143,000 | – | 256,300 | – | 0.42% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $13,912,000 | – | 240,278 | – | 0.42% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $13,876,000 | – | 39,225,000 | – | 0.42% | – | |
| New | ILLUMINA INCnote 6/1 | $13,576,000 | – | 13,880,000 | – | 0.41% | – | |
| UTX | New | UNITED TECHNOLOGIES CORP | $13,513,000 | – | 131,769 | – | 0.40% | – |
| PLCM | New | POLYCOM INC | $13,431,000 | – | 1,193,884 | – | 0.40% | – |
| New | RED HAT INCnote 0.250%10/0 | $13,354,000 | – | 10,985,000 | – | 0.40% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $12,535,000 | – | 12,610,000 | – | 0.38% | – | |
| AAPL | New | APPLE INCput | $12,428,000 | – | 130,000 | – | 0.37% | – |
| PXD | New | PIONEER NAT RES CO | $12,407,000 | – | 82,050 | – | 0.37% | – |
| FCX | New | FREEPORT-MCMORAN INCcall | $12,207,000 | – | 1,095,800 | – | 0.37% | – |
| AZO | New | AUTOZONE INC | $12,120,000 | – | 15,267 | – | 0.36% | – |
| RBS | New | ROYAL BK SCOTLAND GROUP PLCcall | $11,704,000 | – | 2,490,200 | – | 0.35% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $11,694,000 | – | 1,049,695 | – | 0.35% | – |
| New | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $11,601,000 | – | 13,450,000 | – | 0.35% | – | |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $11,305,000 | – | 180,585 | – | 0.34% | – |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $11,322,000 | – | 14,000,000 | – | 0.34% | – | |
| LIVN | New | LIVANOVA PLC | $11,289,000 | – | 224,753 | – | 0.34% | – |
| New | GREEN PLAINS INCnote 3.250%10/0 | $11,275,000 | – | 10,000,000 | – | 0.34% | – | |
| LNG | New | CHENIERE ENERGY INCput | $11,265,000 | – | 300,000 | – | 0.34% | – |
| PAA | New | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $11,077,000 | – | 402,960 | – | 0.33% | – |
| KANG | New | IKANG HEALTHCARE GROUP INCsponsored adr | $11,059,000 | – | 603,000 | – | 0.33% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $10,994,000 | – | 14,360,000 | – | 0.33% | – | |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $10,961,000 | – | 40,432 | – | 0.33% | – |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $10,949,000 | – | 1,072,365 | – | 0.33% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $10,935,000 | – | 426,167 | – | 0.33% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $10,893,000 | – | 788,796 | – | 0.33% | – |
| XBI | New | SPDR SERIES TRUSTs&p biotech | $10,513,000 | – | 194,390 | – | 0.32% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERScall | $10,407,000 | – | 291,600 | – | 0.31% | – |
| PUK | New | PRUDENTIAL PLCcall | $10,407,000 | – | 306,000 | – | 0.31% | – |
| COP | New | CONOCOPHILLIPS | $10,402,000 | – | 238,570 | – | 0.31% | – |
| MON | New | MONSANTO CO NEWcall | $10,341,000 | – | 100,000 | – | 0.31% | – |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $10,325,000 | – | 5,000,000 | – | 0.31% | – | |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $10,144,000 | – | 7,500,000 | – | 0.30% | – | |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $9,906,000 | – | 9,390,000 | – | 0.30% | – | |
| RIG | New | TRANSOCEAN LTDput | $9,586,000 | – | 806,200 | – | 0.29% | – |
| MSFT | New | MICROSOFT CORPcall | $9,594,000 | – | 187,500 | – | 0.29% | – |
| GE | New | GENERAL ELECTRIC CO | $9,491,000 | – | 301,481 | – | 0.28% | – |
| IBN | New | ICICI BK LTDadr | $9,422,000 | – | 1,312,207 | – | 0.28% | – |
| REI | New | RING ENERGY INC | $9,330,000 | – | 1,057,764 | – | 0.28% | – |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $9,255,000 | – | 9,370,000 | – | 0.28% | – | |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $9,214,000 | – | 220,014 | – | 0.28% | – |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $9,162,000 | – | 117,386 | – | 0.27% | – |
| DVN | New | DEVON ENERGY CORP NEWcall | $9,063,000 | – | 250,000 | – | 0.27% | – |
| WFC | New | WELLS FARGO & CO NEW | $9,046,000 | – | 191,134 | – | 0.27% | – |
| OMC | New | OMNICOM GROUP INC | $9,013,000 | – | 110,604 | – | 0.27% | – |
| HEDJ | New | WISDOMTREE TRput | $9,025,000 | – | 178,600 | – | 0.27% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $8,915,000 | – | 321,829 | – | 0.27% | – |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $8,819,000 | – | 8,640,000 | – | 0.26% | – | |
| CMCSA | New | COMCAST CORP NEWcall | $8,670,000 | – | 133,000 | – | 0.26% | – |
| LMT | New | LOCKHEED MARTIN CORP | $8,631,000 | – | 34,777 | – | 0.26% | – |
| KMI | New | KINDER MORGAN INC DEL | $8,568,000 | – | 457,674 | – | 0.26% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $8,501,000 | – | 9,445,000 | – | 0.26% | – | |
| IYT | New | ISHARES TRtrans avg etf | $8,426,000 | – | 62,812 | – | 0.25% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $8,378,000 | – | 112,571 | – | 0.25% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $8,335,000 | – | 500,000 | – | 0.25% | – |
| New | SERVICENOW INCnote 11/0 | $8,302,000 | – | 7,430,000 | – | 0.25% | – | |
| NKE | New | NIKE INCcall | $8,280,000 | – | 150,000 | – | 0.25% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $8,237,000 | – | 156,992 | – | 0.25% | – |
| IILG | New | INTERVAL LEISURE GROUP INCcall | $8,192,000 | – | 515,200 | – | 0.24% | – |
| XBI | New | SPDR SERIES TRUSTcall | $8,112,000 | – | 150,000 | – | 0.24% | – |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $7,976,000 | – | 7,425,000 | – | 0.24% | – | |
| AXLL | New | AXIALL CORP | $7,826,000 | – | 240,000 | – | 0.23% | – |
| RRC | New | RANGE RES CORP | $7,794,000 | – | 180,673 | – | 0.23% | – |
| New | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $7,737,000 | – | 7,880,000 | – | 0.23% | – | |
| RAD | New | RITE AID CORP | $7,629,000 | – | 1,018,541 | – | 0.23% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $7,613,000 | – | 8,270,000 | – | 0.23% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $7,536,000 | – | 7,650,000 | – | 0.23% | – | |
| New | HOLOGIC INCdebt 2.000% 3/0 | $7,449,000 | – | 5,830,000 | – | 0.22% | – | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $7,413,000 | – | 7,600,000 | – | 0.22% | – | |
| MU | New | MICRON TECHNOLOGY INC | $7,376,000 | – | 536,061 | – | 0.22% | – |
| PFE | New | PFIZER INC | $7,282,000 | – | 206,829 | – | 0.22% | – |
| QLIK | New | QLIK TECHNOLOGIES INC | $7,146,000 | – | 241,588 | – | 0.21% | – |
| BIDU | New | BAIDU INCspon adr rep a | $7,110,000 | – | 43,051 | – | 0.21% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $7,049,000 | – | 350,000 | – | 0.21% | – |
| ECA | New | ENCANA CORPput | $7,011,000 | – | 900,000 | – | 0.21% | – |
| IOC | New | INTEROIL CORP | $7,017,000 | – | 155,937 | – | 0.21% | – |
| AGU | New | AGRIUM INC | $6,981,000 | – | 77,203 | – | 0.21% | – |
| SLCA | New | U S SILICA HLDGS INC | $6,920,000 | – | 200,741 | – | 0.21% | – |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $6,899,000 | – | 6,540,000 | – | 0.21% | – | |
| GDX | New | VANECK VECTORS ETF TRput | $6,925,000 | – | 250,000 | – | 0.21% | – |
| OASPQ | New | OASIS PETE INC NEW | $6,892,000 | – | 737,851 | – | 0.21% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr ne | $6,856,000 | – | 98,597 | – | 0.20% | – |
| NFLX | New | NETFLIX INCcall | $6,861,000 | – | 75,000 | – | 0.20% | – |
| MFLX | New | MULTI FINELINE ELECTRONIX IN | $6,659,000 | – | 287,038 | – | 0.20% | – |
| XLP | New | SELECT SECTOR SPDR TRput | $6,618,000 | – | 120,000 | – | 0.20% | – |
| IILG | New | INTERVAL LEISURE GROUP INC | $6,247,000 | – | 392,900 | – | 0.19% | – |
| WFTIQ | New | WEATHERFORD INTL PLCcall | $6,162,000 | – | 1,110,200 | – | 0.18% | – |
| FB | New | FACEBOOK INCcl a | $6,111,000 | – | 53,478 | – | 0.18% | – |
| SLB | New | SCHLUMBERGER LTD | $5,974,000 | – | 75,545 | – | 0.18% | – |
| VDTH | New | VIDEOCON D2H LTDadr | $5,948,000 | – | 701,441 | – | 0.18% | – |
| KATE | New | KATE SPADE & CO | $5,880,000 | – | 285,278 | – | 0.18% | – |
| MON | New | MONSANTO CO NEW | $5,869,000 | – | 56,756 | – | 0.18% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $5,842,000 | – | 5,000,000 | – | 0.18% | – | |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $5,797,000 | – | 25,354 | – | 0.17% | – |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $5,813,000 | – | 5,735,000 | – | 0.17% | – | |
| MESG | New | XURA INC | $5,729,000 | – | 234,500 | – | 0.17% | – |
| MMM | New | 3M CO | $5,621,000 | – | 32,100 | – | 0.17% | – |
| JOY | New | JOY GLOBAL INC | $5,620,000 | – | 265,841 | – | 0.17% | – |
| ALB | New | ALBEMARLE CORP | $5,604,000 | – | 70,658 | – | 0.17% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $5,563,000 | – | 5,350,000 | – | 0.17% | – | |
| TECK | New | TECK RESOURCES LTDput | $5,531,000 | – | 420,000 | – | 0.17% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $5,546,000 | – | 65,628 | – | 0.17% | – |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $5,536,000 | – | 5,000,000 | – | 0.17% | – | |
| RDSA | New | ROYAL DUTCH SHELL PLCput | $5,522,000 | – | 100,000 | – | 0.16% | – |
| EPC | New | EDGEWELL PERS CARE CO | $5,515,000 | – | 65,339 | – | 0.16% | – |
| AVGO | New | BROADCOM LTD | $5,469,000 | – | 35,193 | – | 0.16% | – |
| RDEN | New | ELIZABETH ARDEN INC | $5,473,000 | – | 397,730 | – | 0.16% | – |
| BWA | New | BORGWARNER INC | $5,320,000 | – | 180,231 | – | 0.16% | – |
| CO | New | CHINA CORD BLOOD CORP | $5,313,000 | – | 923,931 | – | 0.16% | – |
| New | ENERNOC INCdbcv 2.250% 8/1 | $5,287,000 | – | 7,330,000 | – | 0.16% | – | |
| SYT | New | SYNGENTA AGsponsored adr | $5,242,000 | – | 68,265 | – | 0.16% | – |
| DG | New | DOLLAR GEN CORP NEW | $4,988,000 | – | 53,065 | – | 0.15% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $4,973,000 | – | 896,107 | – | 0.15% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $4,988,000 | – | 5,000,000 | – | 0.15% | – | |
| TRTL | New | TERRAPIN 3 ACQUISITION CORP | $4,980,000 | – | 500,000 | – | 0.15% | – |
| New | B2GOLD CORPnote 3.250%10/0 | $4,956,000 | – | 5,000,000 | – | 0.15% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $4,946,000 | – | 5,000,000 | – | 0.15% | – | |
| XNPT | New | XENOPORT INC | $4,905,000 | – | 696,691 | – | 0.15% | – |
| EAGL | New | DOUBLE EAGLE ACQUISITION COR | $4,895,000 | – | 500,000 | – | 0.15% | – |
| CL | New | COLGATE PALMOLIVE CO | $4,875,000 | – | 66,592 | – | 0.15% | – |
| PE | New | PARSLEY ENERGY INCcl a | $4,886,000 | – | 180,558 | – | 0.15% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $4,848,000 | – | 4,800,000 | – | 0.14% | – | |
| MCK | New | MCKESSON CORP | $4,801,000 | – | 25,722 | – | 0.14% | – |
| CPXX | New | CELATOR PHARMACEUTICALS INC | $4,800,000 | – | 159,041 | – | 0.14% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $4,779,000 | – | 57,987 | – | 0.14% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY IN | $4,706,000 | – | 84,951 | – | 0.14% | – |
| WHR | New | WHIRLPOOL CORP | $4,662,000 | – | 27,978 | – | 0.14% | – |
| FEIC | New | FEI CO | $4,664,000 | – | 43,639 | – | 0.14% | – |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $4,589,000 | – | 6,500,000 | – | 0.14% | – | |
| BCE | New | BCE INC | $4,459,000 | – | 94,709 | – | 0.13% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $4,441,000 | – | 5,000,000 | – | 0.13% | – | |
| PPG | New | PPG INDS INC | $4,365,000 | – | 42,035 | – | 0.13% | – |
| AAPL | New | APPLE INC | $4,100,000 | – | 42,902 | – | 0.12% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $3,990,000 | – | 230,485 | – | 0.12% | – |
| DEO | New | DIAGEO P L Cspon adr new | $3,925,000 | – | 34,774 | – | 0.12% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $3,954,000 | – | 49,624 | – | 0.12% | – |
| DRI | New | DARDEN RESTAURANTS INC | $3,922,000 | – | 61,913 | – | 0.12% | – |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $3,844,000 | – | 5,000,000 | – | 0.12% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,828,000 | – | 6,600,000 | – | 0.12% | – | |
| PCLN | New | PRICELINE GRP INC | $3,745,000 | – | 3,000 | – | 0.11% | – |
| EFA | New | ISHARES TRmsci eafe etf | $3,697,000 | – | 66,235 | – | 0.11% | – |
| PUK | New | PRUDENTIAL PLCadr | $3,673,000 | – | 108,000 | – | 0.11% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $3,670,000 | – | 1,098,143 | – | 0.11% | – |
| TYC | New | TYCO INTL PLC | $3,649,000 | – | 85,669 | – | 0.11% | – |
| ITC | New | ITC HLDGS CORP | $3,646,000 | – | 77,873 | – | 0.11% | – |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $3,642,000 | – | 209,692 | – | 0.11% | – |
| New | RESOURCE CAP CORPnote 6.000%12/0 | $3,604,000 | – | 3,725,000 | – | 0.11% | – | |
| CCJ | New | CAMECO CORP | $3,574,000 | – | 325,781 | – | 0.11% | – |
| SYNA | New | SYNAPTICS INC | $3,531,000 | – | 65,700 | – | 0.11% | – |
| RL | New | RALPH LAUREN CORPcl a | $3,531,000 | – | 39,399 | – | 0.11% | – |
| TJX | New | TJX COS INC NEW | $3,499,000 | – | 45,300 | – | 0.10% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $3,453,000 | – | 836,219 | – | 0.10% | – |
| New | TRINA SOLAR LIMITEDnote 4.000%10/1 | $3,390,000 | – | 4,000,000 | – | 0.10% | – | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $3,372,000 | – | 16,099 | – | 0.10% | – |
| New | INTERACTIVE INTELLIGENCE GROnote 1.250% 6/0 | $3,329,000 | – | 3,500,000 | – | 0.10% | – | |
| PSX | New | PHILLIPS 66 | $3,327,000 | – | 41,930 | – | 0.10% | – |
| DANG | New | E-COMMERCE CHINA DANGDANG IN | $3,328,000 | – | 550,000 | – | 0.10% | – |
| NFLX | New | NETFLIX INC | $3,316,000 | – | 36,251 | – | 0.10% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $3,296,000 | – | 22,469 | – | 0.10% | – |
| HCRSQ | New | HI-CRUSH PARTNERS LP | $3,274,000 | – | 250,490 | – | 0.10% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $3,289,000 | – | 83,000 | – | 0.10% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $3,236,000 | – | 4,600 | – | 0.10% | – |
| CXRXF | New | CONCORDIA INTL CORP | $3,231,000 | – | 150,000 | – | 0.10% | – |
| New | TWITTER INCnote 0.250% 9/1 | $3,194,000 | – | 3,500,000 | – | 0.10% | – | |
| AMGN | New | AMGEN INC | $3,195,000 | – | 21,000 | – | 0.10% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,213,000 | – | 88,000 | – | 0.10% | – |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $3,189,000 | – | 3,500,000 | – | 0.10% | – | |
| V | New | VISA INC | $3,152,000 | – | 42,500 | – | 0.09% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $3,142,000 | – | 15,000 | – | 0.09% | – |
| ABEV | New | AMBEV SAsponsored adr | $3,113,000 | – | 526,792 | – | 0.09% | – |
| APD | New | AIR PRODS & CHEMS INC | $3,122,000 | – | 21,978 | – | 0.09% | – |
| DWA | New | DREAMWORKS ANIMATION SKG INCcl a | $3,086,000 | – | 75,500 | – | 0.09% | – |
| GSTCQ | New | GASTAR EXPL INC NEW | $2,992,000 | – | 2,719,603 | – | 0.09% | – |
| PACE | New | PACE HLDGS CORPcl a | $2,955,000 | – | 300,000 | – | 0.09% | – |
| New | NETSUITE INCnote 0.250% 6/0 | $2,944,000 | – | 3,000,000 | – | 0.09% | – | |
| VALE | New | VALE S Aadr | $2,924,000 | – | 577,925 | – | 0.09% | – |
| LBTYA | New | LIBERTY GLOBAL PLCcall | $2,906,000 | – | 100,000 | – | 0.09% | – |
| MFS | New | MANITOWOC FOODSERVICE INC | $2,913,000 | – | 165,338 | – | 0.09% | – |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $2,874,000 | – | 2,500,000 | – | 0.09% | – | |
| HON | New | HONEYWELL INTL INC | $2,850,000 | – | 24,500 | – | 0.08% | – |
| XOM | New | EXXON MOBIL CORP | $2,812,000 | – | 30,000 | – | 0.08% | – |
| AMZN | New | AMAZON COM INC | $2,791,000 | – | 3,900 | – | 0.08% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $2,761,000 | – | 50,000 | – | 0.08% | – |
| ODP | New | OFFICE DEPOT INC | $2,776,000 | – | 838,705 | – | 0.08% | – |
| MU | New | MICRON TECHNOLOGY INCcall | $2,752,000 | – | 200,000 | – | 0.08% | – |
| EEM | New | ISHARES TRmsci emg mkt etf | $2,719,000 | – | 79,119 | – | 0.08% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $2,705,000 | – | 100,000 | – | 0.08% | – |
| FUL | New | FULLER H B CO | $2,719,000 | – | 61,811 | – | 0.08% | – |
| CELG | New | CELGENE CORP | $2,599,000 | – | 26,350 | – | 0.08% | – |
| WDC | New | WESTERN DIGITAL CORP | $2,599,000 | – | 55,000 | – | 0.08% | – |
| VXX | New | BARCLAYS BK PLCcall | $2,595,000 | – | 187,900 | – | 0.08% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $2,583,000 | – | 22,500 | – | 0.08% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $2,549,000 | – | 28,000 | – | 0.08% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $2,492,000 | – | 6,230,000 | – | 0.08% | – | |
| KORS | New | MICHAEL KORS HLDGS LTD | $2,514,000 | – | 50,800 | – | 0.08% | – |
| FL | New | FOOT LOCKER INC | $2,459,000 | – | 44,824 | – | 0.07% | – |
| GRSH | New | GORES HLDGS INCcl a | $2,435,000 | – | 250,000 | – | 0.07% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $2,448,000 | – | 26,834 | – | 0.07% | – |
| OIS | New | OIL STS INTL INC | $2,410,000 | – | 73,305 | – | 0.07% | – |
| BEN | New | FRANKLIN RES INC | $2,361,000 | – | 70,756 | – | 0.07% | – |
| DIS | New | DISNEY WALT CO | $2,360,000 | – | 24,121 | – | 0.07% | – |
| ICD | New | INDEPENDENCE CONTRACT DRIL I | $2,331,000 | – | 429,210 | – | 0.07% | – |
| TTI | New | TETRA TECHNOLOGIES INC DEL | $2,321,000 | – | 364,310 | – | 0.07% | – |
| ASH | New | ASHLAND INC NEW | $2,271,000 | – | 19,787 | – | 0.07% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $2,245,000 | – | 135,558 | – | 0.07% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $2,250,000 | – | 2,250,000 | – | 0.07% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $2,229,000 | – | 15,000 | – | 0.07% | – |
| AYA | New | AMAYA INC | $2,245,000 | – | 147,105 | – | 0.07% | – |
| EOG | New | EOG RES INC | $2,217,000 | – | 26,578 | – | 0.07% | – |
| MOMO | New | MOMO INCadr | $2,188,000 | – | 216,392 | – | 0.07% | – |
| ETN | New | EATON CORP PLC | $2,213,000 | – | 37,050 | – | 0.07% | – |
| UNTD | New | UNITED ONLINE INC | $2,200,000 | – | 200,000 | – | 0.07% | – |
| AGN | New | ALLERGAN PLC | $2,181,000 | – | 9,438 | – | 0.06% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $2,129,000 | – | 32,666 | – | 0.06% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $2,122,000 | – | 155,996 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $2,101,000 | – | 80,098 | – | 0.06% | – |
| RTN | New | RAYTHEON CO | $1,977,000 | – | 14,539 | – | 0.06% | – |
| XLNX | New | XILINX INC | $1,935,000 | – | 41,956 | – | 0.06% | – |
| DHT | New | DHT HOLDINGS INC | $1,893,000 | – | 376,272 | – | 0.06% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER M | $1,896,000 | – | 208,596 | – | 0.06% | – |
| KR | New | KROGER CO | $1,840,000 | – | 50,000 | – | 0.06% | – |
| UL | New | UNILEVER PLCspon adr new | $1,838,000 | – | 38,366 | – | 0.06% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $1,790,000 | – | 1,000,000 | – | 0.05% | – | |
| SBLK | New | STAR BULK CARRIERS CORP | $1,776,000 | – | 599,996 | – | 0.05% | – |
| New | MEDICINES COnote 2.500% 1/1 | $1,779,000 | – | 1,500,000 | – | 0.05% | – | |
| HFC | New | HOLLYFRONTIER CORP | $1,739,000 | – | 73,157 | – | 0.05% | – |
| CME | New | CME GROUP INC | $1,753,000 | – | 18,000 | – | 0.05% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $1,723,000 | – | 34,305 | – | 0.05% | – |
| BX | New | BLACKSTONE GROUP L P | $1,690,000 | – | 68,897 | – | 0.05% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $1,676,000 | – | 24,557 | – | 0.05% | – |
| BP | New | BP PLCsponsored adr | $1,676,000 | – | 47,204 | – | 0.05% | – |
| YUM | New | YUM BRANDS INC | $1,685,000 | – | 20,322 | – | 0.05% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $1,645,000 | – | 47,264 | – | 0.05% | – |
| RSTI | New | ROFIN SINAR TECHNOLOGIES INC | $1,632,000 | – | 51,100 | – | 0.05% | – |
| EXAM | New | EXAMWORKS GROUP INC | $1,641,000 | – | 47,100 | – | 0.05% | – |
| NVDA | New | NVIDIA CORP | $1,649,000 | – | 35,070 | – | 0.05% | – |
| ZTS | New | ZOETIS INCcl a | $1,614,000 | – | 34,000 | – | 0.05% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $1,619,000 | – | 45,366 | – | 0.05% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $1,584,000 | – | 10,879 | – | 0.05% | – |
| WGP | New | WESTERN GAS EQUITY PARTNERS | $1,530,000 | – | 40,000 | – | 0.05% | – |
| SRE | New | SEMPRA ENERGY | $1,470,000 | – | 12,963 | – | 0.04% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,425,000 | – | 2,500,000 | – | 0.04% | – | |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $1,388,000 | – | 95,863 | – | 0.04% | – |
| VAL | New | VALSPAR CORP | $1,358,000 | – | 12,573 | – | 0.04% | – |
| New | SOLARCITY CORPnote 1.625%11/0 | $1,375,000 | – | 2,000,000 | – | 0.04% | – | |
| RSE | New | ROUSE PPTYS INC | $1,360,000 | – | 74,500 | – | 0.04% | – |
| RICE | New | RICE ENERGY INC | $1,358,000 | – | 61,614 | – | 0.04% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $1,294,000 | – | 28,594 | – | 0.04% | – |
| New | INTEL CORPsdcv 12/1 | $1,289,000 | – | 1,000,000 | – | 0.04% | – | |
| LNG | New | CHENIERE ENERGY INC | $1,284,000 | – | 34,192 | – | 0.04% | – |
| New | TIVO INCnote 2.000%10/0 | $1,238,000 | – | 1,250,000 | – | 0.04% | – | |
| HCAC | New | HENNESSY CAP ACQUISITION COR | $1,225,000 | – | 125,000 | – | 0.04% | – |
| JD | New | JD COM INCspon adr cl a | $1,213,000 | – | 57,127 | – | 0.04% | – |
| FCFS | New | FIRST CASH FINL SVCS INC | $1,165,000 | – | 22,696 | – | 0.04% | – |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 1.750% 8/1 | $1,168,000 | – | 1,200,000 | – | 0.04% | – | |
| RACE | New | FERRARI N V | $1,141,000 | – | 27,885 | – | 0.03% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $1,086,000 | – | 1,000,000 | – | 0.03% | – | |
| DAL | New | DELTA AIR LINES INC DEL | $1,093,000 | – | 30,000 | – | 0.03% | – |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,102,000 | – | 1,000,000 | – | 0.03% | – | |
| QCOM | New | QUALCOMM INC | $1,071,000 | – | 20,000 | – | 0.03% | – |
| TE | New | TECO ENERGY INC | $1,050,000 | – | 38,000 | – | 0.03% | – |
| FTK | New | FLOTEK INDS INC DEL | $991,000 | – | 75,076 | – | 0.03% | – |
| LEA | New | LEAR CORP | $982,000 | – | 9,652 | – | 0.03% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $954,000 | – | 75,784 | – | 0.03% | – |
| SSRG | New | SYMMETRY SURGICAL INC | $962,000 | – | 73,300 | – | 0.03% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $975,000 | – | 52,937 | – | 0.03% | – |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $936,000 | – | 1,000,000 | – | 0.03% | – | |
| DSKY | New | IDREAMSKY TECHNOLOGY LIMITEDsponsored ads | $951,000 | – | 69,782 | – | 0.03% | – |
| NSU | New | NEVSUN RES LTD | $946,000 | – | 324,067 | – | 0.03% | – |
| SSW | New | SEASPAN CORP | $899,000 | – | 64,418 | – | 0.03% | – |
| HBM | New | HUDBAY MINERALS INC | $895,000 | – | 188,281 | – | 0.03% | – |
| CRRTQ | New | CARBO CERAMICS INC | $852,000 | – | 65,037 | – | 0.03% | – |
| GMRE | New | GLOBAL MED REIT INC | $859,000 | – | 85,000 | – | 0.03% | – |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $830,000 | – | 1,135,000 | – | 0.02% | – | |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $825,000 | – | 41,000 | – | 0.02% | – |
| SQI | New | SCIQUEST INC NEW | $798,000 | – | 45,200 | – | 0.02% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $809,000 | – | 27,295 | – | 0.02% | – |
| VNET | New | 21VIANET GROUP INCsponsored adr | $764,000 | – | 74,800 | – | 0.02% | – |
| AMD | New | ADVANCED MICRO DEVICES INCput | $771,000 | – | 150,000 | – | 0.02% | – |
| NXEOW | New | NEXEO SOLUTIONS INC*w exp 06/09/202 | $690,000 | – | 1,000,000 | – | 0.02% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $642,000 | – | 2,888 | – | 0.02% | – |
| EMN | New | EASTMAN CHEM CO | $641,000 | – | 9,443 | – | 0.02% | – |
| ZPIN | New | ZHAOPIN LTDsponsored adr | $600,000 | – | 41,298 | – | 0.02% | – |
| LEU | New | CENTRUS ENERGY CORPcl a | $591,000 | – | 180,083 | – | 0.02% | – |
| FDC | New | FIRST DATA CORP NEW | $554,000 | – | 50,000 | – | 0.02% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $554,000 | – | 52,937 | – | 0.02% | – |
| CVT | New | CVENT INC | $561,000 | – | 15,700 | – | 0.02% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $566,000 | – | 20,000 | – | 0.02% | – |
| CAT | New | CATERPILLAR INC DEL | $523,000 | – | 6,900 | – | 0.02% | – |
| NLSN | New | NIELSEN HLDGS PLC | $532,000 | – | 10,241 | – | 0.02% | – |
| AR | New | ANTERO RES CORP | $520,000 | – | 20,000 | – | 0.02% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $547,000 | – | 3,257 | – | 0.02% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $454,000 | – | 5,800 | – | 0.01% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $434,000 | – | 30,204 | – | 0.01% | – |
| CRTO | New | CRITEO S Aspons ads | $428,000 | – | 9,314 | – | 0.01% | – |
| ZIONW | New | ZIONS BANCORPORATION*w exp 05/22/202 | $432,000 | – | 198,360 | – | 0.01% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $449,000 | – | 4,750 | – | 0.01% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $433,000 | – | 5,029 | – | 0.01% | – |
| PUK | New | PRUDENTIAL PLCput | $395,000 | – | 11,600 | – | 0.01% | – |
| SPLK | New | SPLUNK INC | $390,000 | – | 7,198 | – | 0.01% | – |
| SPLS | New | STAPLES INC | $416,000 | – | 48,265 | – | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $330,000 | – | 11,074 | – | 0.01% | – |
| ELRC | New | ELECTRO RENT CORP | $337,000 | – | 21,900 | – | 0.01% | – |
| SVA | New | SINOVAC BIOTECH LTD | $343,000 | – | 57,800 | – | 0.01% | – |
| LINDW | New | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $305,000 | – | 155,356 | – | 0.01% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $261,000 | – | 11,400 | – | 0.01% | – |
| AMCN | New | AIRMEDIA GROUP INCsponsored adr | $224,000 | – | 65,300 | – | 0.01% | – |
| INVA | New | INNOVIVA INC | $245,000 | – | 23,266 | – | 0.01% | – |
| IBB | New | ISHARES TRnasdq biotec etf | $250,000 | – | 971 | – | 0.01% | – |
| FAZ | New | DIREXION SHS ETF TRdaily finl bear | $221,000 | – | 5,866 | – | 0.01% | – |
| RIG | New | TRANSOCEAN LTD | $202,000 | – | 17,006 | – | 0.01% | – |
| MYL | New | MYLAN N V | $207,000 | – | 4,789 | – | 0.01% | – |
| FEZ | New | SPDR INDEX SHS FDSput | $209,000 | – | 6,700 | – | 0.01% | – |
| NOMD | New | NOMAD HLDGS LTD | $213,000 | – | 26,666 | – | 0.01% | – |
| C | New | CITIGROUP INC | $157,000 | – | 3,698 | – | 0.01% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $166,000 | – | 36,058 | – | 0.01% | – |
| VLO | New | VALERO ENERGY CORP NEW | $155,000 | – | 3,031 | – | 0.01% | – |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $137,000 | – | 2,328,084 | – | 0.00% | – |
| JRJRQ | New | JRJR33 INC | $138,000 | – | 152,797 | – | 0.00% | – |
| MBI | New | MBIA INC | $137,000 | – | 20,001 | – | 0.00% | – |
| RBS | New | ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord | $142,000 | – | 30,251 | – | 0.00% | – |
| NTLA | New | INTELLIA THERAPEUTICS INC | $100,000 | – | 4,697 | – | 0.00% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $104,000 | – | 2,907 | – | 0.00% | – |
| TRTLW | New | TERRAPIN 3 ACQUISITION CORP*w exp 06/27/201 | $105,000 | – | 500,000 | – | 0.00% | – |
| AGO | New | ASSURED GUARANTY LTD | $85,000 | – | 3,354 | – | 0.00% | – |
| EAGLW | New | DOUBLE EAGLE ACQUISITION COR*w exp 09/16/202 | $105,000 | – | 500,000 | – | 0.00% | – |
| APOL | New | APOLLO ED GROUP INCcl a | $91,000 | – | 10,000 | – | 0.00% | – |
| JNJ | New | JOHNSON & JOHNSON | $64,000 | – | 529 | – | 0.00% | – |
| MPC | New | MARATHON PETE CORP | $79,000 | – | 2,077 | – | 0.00% | – |
| HCACW | New | HENNESSY CAP ACQUISITION COR*w exp 07/28/202 | $78,000 | – | 125,000 | – | 0.00% | – |
| GRSHW | New | GORES HLDGS INC*w exp 08/13/202 | $62,000 | – | 250,000 | – | 0.00% | – |
| WDAY | New | WORKDAY INCcl a | $75,000 | – | 1,000 | – | 0.00% | – |
| SAEX | New | SAEXPLORATION HLDGS INC | $52,000 | – | 423,800 | – | 0.00% | – |
| PACEW | New | PACE HLDGS CORP*w exp 99/99/999 | $75,000 | – | 300,000 | – | 0.00% | – |
| DELTW | New | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $50,000 | – | 200,000 | – | 0.00% | – |
| CRM | New | SALESFORCE COM INC | $24,000 | – | 304 | – | 0.00% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $23,000 | – | 58 | – | 0.00% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $23,000 | – | 497 | – | 0.00% | – |
| YHOO | New | YAHOO INC | $40,000 | – | 1,074 | – | 0.00% | – |
| DRYS | New | DRYSHIPS INC | $40,000 | – | 71,425 | – | 0.00% | – |
| HD | New | HOME DEPOT INC | $36,000 | – | 280 | – | 0.00% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $11,000 | – | 455 | – | 0.00% | – |
| DLTR | New | DOLLAR TREE INC | $16,000 | – | 168 | – | 0.00% | – |
| ROST | New | ROSS STORES INC | $15,000 | – | 262 | – | 0.00% | – |
| JPM | New | JPMORGAN CHASE & CO | $12,000 | – | 196 | – | 0.00% | – |
| ESV | New | ENSCO PLC | $1,000 | – | 90 | – | 0.00% | – |
| UAA | New | UNDER ARMOUR INCcl a | $7,000 | – | 172 | – | 0.00% | – |
| HBMWS | New | HUDBAY MINERALS INC*w exp 07/20/201 | $0 | – | 233,206 | – | 0.00% | – |
| UA | New | UNDER ARMOUR INCcl c | $6,000 | – | 173 | – | 0.00% | – |
| MDVN | New | MEDIVATION INC | $9,000 | – | 155 | – | 0.00% | – |
| KMIWS | New | KINDER MORGAN INC DEL*w exp 05/25/201 | $13,000 | – | 807,994 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RTN | Exit | RAYTHEON CO | $0 | – | -146 | – | 0.00% | – |
| SDOCQ | Exit | SANDRIDGE ENERGY INC | $0 | – | -20,838 | – | 0.00% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -91 | – | 0.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -13 | – | 0.00% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -1,089 | – | 0.00% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -113 | – | 0.00% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -142 | – | 0.00% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -172 | – | 0.00% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -262 | – | 0.00% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -4 | – | 0.00% | – |
| BCE | Exit | BCE INC | $0 | – | -453 | – | 0.00% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -139 | – | 0.00% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -158 | – | 0.00% | – |
| DELTW | Exit | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $0 | – | -200,000 | – | -0.00% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -2,005 | – | -0.00% | – |
| CGBBW | Exit | CITIGROUP INC*w exp 10/28/201 | $0 | – | -5,000,000 | – | -0.00% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -604 | – | -0.00% | – |
| AGFSW | Exit | AGROFRESH SOLUTIONS*w exp 07/31/202 | $0 | – | -22,200 | – | -0.00% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -183 | – | -0.00% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -497 | – | -0.00% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -717 | – | -0.00% | – |
| HBMWS | Exit | HUDBAY MINERALS INC*w exp 07/20/201 | $0 | – | -233,206 | – | -0.00% | – |
| SOL | Exit | RENESOLA LTDspons ads | $0 | – | -103,227 | – | -0.00% | – |
| SPXC | Exit | SPX CORP | $0 | – | -8,793 | – | -0.00% | – |
| GOMO | Exit | SUNGY MOBILE LTDadr rep ord a | $0 | – | -29,588 | – | -0.00% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -24,273 | – | -0.00% | – |
| ROIQW | Exit | ROI ACQUISITION CORP II*w exp 09/17/201 | $0 | – | -400,000 | – | -0.00% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -4,079 | – | -0.00% | – |
| TDOC | Exit | TELADOC INC | $0 | – | -8,296 | – | -0.01% | – |
| SVLC | Exit | SILVERCREST MINES INC | $0 | – | -220,119 | – | -0.01% | – |
| JRJR | Exit | CVSL INC | $0 | – | -103,006 | – | -0.01% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -10,400 | – | -0.01% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -1,737 | – | -0.01% | – |
| SRCLP | Exit | STERICYCLE INCdep pfd a 1/10 | $0 | – | -2,000 | – | -0.01% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -8,292 | – | -0.01% | – |
| VER | Exit | VEREIT INC | $0 | – | -28,233 | – | -0.01% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,409 | – | -0.01% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -1,341 | – | -0.01% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -108,760 | – | -0.01% | – |
| TRTLW | Exit | TERRAPIN 3 ACQUISITION CORP*w exp 06/27/201 | $0 | – | -500,000 | – | -0.01% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -5,231 | – | -0.01% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -5,400 | – | -0.01% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -2,540 | – | -0.01% | – |
| LINDW | Exit | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $0 | – | -155,356 | – | -0.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -5,000 | – | -0.01% | – |
| YOKU | Exit | YOUKU TUDOU INCsponsored adr | $0 | – | -17,978 | – | -0.01% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -1,785,652 | – | -0.01% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -8,793 | – | -0.01% | – |
| JMG | Exit | JOURNAL MEDIA GROUP INC | $0 | – | -43,729 | – | -0.01% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -8,000 | – | -0.01% | – |
| CTCM | Exit | CTC MEDIA INC | $0 | – | -200,100 | – | -0.01% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -12,247 | – | -0.01% | – |
| CRI | Exit | CARTER INC | $0 | – | -4,000 | – | -0.01% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -25,286 | – | -0.01% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -25,712 | – | -0.01% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -121,060 | – | -0.01% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -7,465 | – | -0.01% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -67,993 | – | -0.01% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -4,000 | – | -0.01% | – |
| A104PS | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -20,000 | – | -0.01% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -10,000 | – | -0.01% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -252,793 | – | -0.01% | – |
| GLPG | Exit | GALAPAGOS NVspon adr | $0 | – | -11,684 | – | -0.01% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,137 | – | -0.01% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -42,625 | – | -0.01% | – |
| Exit | ARES CAP CORPnote 4.750% 1/1 | $0 | – | -500,000 | – | -0.01% | – | |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -10,000 | – | -0.01% | – |
| ITB | Exit | ISHARES TRus home cons etf | $0 | – | -20,865 | – | -0.01% | – |
| LEU | Exit | CENTRUS ENERGY CORPcl a | $0 | – | -180,083 | – | -0.02% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -5,071 | – | -0.02% | – |
| BPMC | Exit | BLUEPRINT MEDICINES CORP | $0 | – | -26,858 | – | -0.02% | – |
| XLB | Exit | SELECT SECTOR SPDR TRsbi materials | $0 | – | -14,114 | – | -0.02% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -4,932 | – | -0.02% | – |
| Exit | LAM RESEARCH CORPnote 0.500% 5/1 | $0 | – | -500,000 | – | -0.02% | – | |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -30,000 | – | -0.02% | – |
| FCFS | Exit | FIRST CASH FINL SVCS INC | $0 | – | -15,498 | – | -0.02% | – |
| PLNR | Exit | PLANAR SYS INC | $0 | – | -101,200 | – | -0.02% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -7,804 | – | -0.02% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -15,000 | – | -0.02% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -42,066 | – | -0.02% | – |
| LNN | Exit | LINDSAY CORP | $0 | – | -9,599 | – | -0.02% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -7,500 | – | -0.02% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -12,500 | – | -0.02% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -21,065 | – | -0.02% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -138,841 | – | -0.02% | – |
| ZIONW | Exit | ZIONS BANCORPORATION*w exp 05/22/202 | $0 | – | -198,360 | – | -0.02% | – |
| AFMD | Exit | AFFIMED N V | $0 | – | -118,593 | – | -0.02% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -52,937 | – | -0.02% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -210,138 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -5,200 | – | -0.02% | – |
| NVLS | Exit | NIVALIS THERAPEUTICS INC | $0 | – | -57,869 | – | -0.02% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -108,030 | – | -0.02% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -10,000 | – | -0.02% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -5,557 | – | -0.02% | – |
| COH | Exit | COACH INC | $0 | – | -27,500 | – | -0.02% | – |
| WLRHW | Exit | WL ROSS HLDG CORP*w exp 06/11/201 | $0 | – | -1,000,000 | – | -0.02% | – |
| MM | Exit | MILLENNIAL MEDIA INC | $0 | – | -471,858 | – | -0.02% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -17,241 | – | -0.02% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -23,977 | – | -0.02% | – |
| FMC | Exit | F M C CORP | $0 | – | -25,689 | – | -0.02% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -1,000,000 | – | -0.02% | – | |
| QGEN | Exit | QIAGEN NV | $0 | – | -37,367 | – | -0.02% | – |
| Exit | ENERGY XXI BERMUDA LTDnote 3.000%12/1 | $0 | – | -7,145,000 | – | -0.02% | – | |
| IMPV | Exit | IMPERVA INC | $0 | – | -14,999 | – | -0.03% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -15,000 | – | -0.03% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -10,000 | – | -0.03% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -38,000 | – | -0.03% | – |
| SGYPQ | Exit | SYNERGY PHARMACEUTICALS DEL | $0 | – | -185,631 | – | -0.03% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -1,135,000 | – | -0.03% | – | |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -116,816 | – | -0.03% | – |
| SUNEQ | Exit | SUNEDISON INCcall | $0 | – | -140,000 | – | -0.03% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -3,406 | – | -0.03% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -5,873 | – | -0.03% | – |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote 1.750% 8/1 | $0 | – | -1,200,000 | – | -0.03% | – | |
| QEP | Exit | QEP RES INC | $0 | – | -80,945 | – | -0.03% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -20,575 | – | -0.03% | – |
| CWSA | Exit | CITIGROUP INC*w exp 01/04/201 | $0 | – | -2,328,084 | – | -0.03% | – |
| CJESQ | Exit | C&J ENERGY SVCS LTD | $0 | – | -304,418 | – | -0.03% | – |
| TSL | Exit | TRINA SOLAR LIMITEDspon adr | $0 | – | -117,283 | – | -0.03% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -17,811 | – | -0.03% | – |
| Exit | TIVO INCnote 2.000%10/0 | $0 | – | -1,250,000 | – | -0.03% | – | |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -29,448 | – | -0.03% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -52,937 | – | -0.03% | – |
| CYT | Exit | CYTEC INDS INC | $0 | – | -15,000 | – | -0.03% | – |
| APA | Exit | APACHE CORP | $0 | – | -29,000 | – | -0.03% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -81,279 | – | -0.03% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -26,500 | – | -0.03% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -15,431 | – | -0.03% | – |
| SAEX | Exit | SAEXPLORATION HLDGS INC | $0 | – | -435,000 | – | -0.03% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -20,000 | – | -0.03% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -6,751 | – | -0.03% | – |
| FRO | Exit | FRONTLINE LTD | $0 | – | -431,921 | – | -0.03% | – |
| NSU | Exit | NEVSUN RES LTD | $0 | – | -408,648 | – | -0.03% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -23,165 | – | -0.03% | – |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -1,000,000 | – | -0.03% | – | |
| AMLP | Exit | ALPS ETF TRalerian mlp | $0 | – | -100,000 | – | -0.03% | – |
| HCACU | Exit | HENNESSY CAP ACQUISITION CORunit 99/99/9999 | $0 | – | -125,000 | – | -0.03% | – |
| CO | Exit | CHINA CORD BLOOD CORP | $0 | – | -204,933 | – | -0.03% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -45,000 | – | -0.03% | – |
| EWG | Exit | ISHARESmsci germany etf | $0 | – | -52,580 | – | -0.03% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -248,638 | – | -0.03% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC NE | $0 | – | -53,912 | – | -0.03% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -59,974 | – | -0.04% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -60,656 | – | -0.04% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -314,055 | – | -0.04% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -43,369 | – | -0.04% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -16,500 | – | -0.04% | – |
| EXC | Exit | EXELON CORP | $0 | – | -46,748 | – | -0.04% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -172,786 | – | -0.04% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -213,719 | – | -0.04% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -102,493 | – | -0.04% | – |
| XON | Exit | INTREXON CORP | $0 | – | -45,514 | – | -0.04% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -86,088 | – | -0.04% | – |
| AA | Exit | ALCOA INC | $0 | – | -154,512 | – | -0.04% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -99,102 | – | -0.04% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -50,000 | – | -0.04% | – |
| TICC | Exit | TICC CAPITAL CORP | $0 | – | -225,000 | – | -0.04% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -35,561 | – | -0.04% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,500,000 | – | -0.04% | – | |
| OIS | Exit | OIL STS INTL INC | $0 | – | -60,132 | – | -0.04% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -116,231 | – | -0.04% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -52,298 | – | -0.04% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -19,958 | – | -0.04% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -16,621 | – | -0.04% | – |
| MMM | Exit | 3M CO | $0 | – | -12,100 | – | -0.04% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -45,174 | – | -0.04% | – |
| MTCN | Exit | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $0 | – | -200,000 | – | -0.05% | – |
| OIH | Exit | MARKET VECTORS ETF TRoil svcs etf | $0 | – | -62,968 | – | -0.05% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -69,820 | – | -0.05% | – |
| PGI | Exit | PREMIERE GLOBAL SVCS INC | $0 | – | -135,000 | – | -0.05% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -35,000 | – | -0.05% | – |
| M | Exit | MACYS INC | $0 | – | -36,609 | – | -0.05% | – |
| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -2,000,000 | – | -0.05% | – | |
| FUL | Exit | FULLER H B CO | $0 | – | -56,929 | – | -0.05% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -140,000 | – | -0.05% | – |
| LMNS | Exit | LUMENIS LTD | $0 | – | -138,985 | – | -0.05% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -36,000 | – | -0.05% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -20,449 | – | -0.05% | – |
| RNST | Exit | RENASANT CORP | $0 | – | -59,515 | – | -0.05% | – |
| OMG | Exit | OM GROUP INC | $0 | – | -59,449 | – | -0.05% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -25,000 | – | -0.05% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -43,000 | – | -0.05% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -25,269 | – | -0.05% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -77,409 | – | -0.05% | – |
| Exit | RESOURCE CAP CORPnote 6.000%12/0 | $0 | – | -2,250,000 | – | -0.05% | – | |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -291,325 | – | -0.06% | – |
| CB | Exit | CHUBB CORP | $0 | – | -16,906 | – | -0.06% | – |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -33,935 | – | -0.06% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -18,624 | – | -0.06% | – |
| EBAY | Exit | EBAY INC | $0 | – | -86,183 | – | -0.06% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -23,900 | – | -0.06% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -19,824 | – | -0.06% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -34,964 | – | -0.06% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -55,414 | – | -0.06% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -150,000 | – | -0.06% | – |
| GNRC | Exit | GENERAC HLDGS INCcall | $0 | – | -74,000 | – | -0.06% | – |
| EOG | Exit | EOG RES INC | $0 | – | -30,852 | – | -0.06% | – |
| HES | Exit | HESS CORP | $0 | – | -45,279 | – | -0.06% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -50,000 | – | -0.06% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPcall | $0 | – | -26,200 | – | -0.06% | – |
| VMW | Exit | VMWARE INC | $0 | – | -30,117 | – | -0.06% | – |
| BBH | Exit | MARKET VECTORS ETF TRbiotech etf | $0 | – | -21,529 | – | -0.06% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -23,767 | – | -0.06% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -167,000 | – | -0.07% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -24,700 | – | -0.07% | – |
| GRSHU | Exit | GORES HLDGS INCunit 99/99/9999 | $0 | – | -250,000 | – | -0.07% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -170,000 | – | -0.07% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -153,719 | – | -0.07% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -33,619 | – | -0.07% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -44,654 | – | -0.07% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -48,115 | – | -0.07% | – |
| BITA | Exit | BITAUTO HLDGS LTDsponsored ads | $0 | – | -88,864 | – | -0.07% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -86,183 | – | -0.07% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -25,000 | – | -0.07% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -71,956 | – | -0.07% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -457,945 | – | -0.07% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -63,641 | – | -0.08% | – |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -3,000,000 | – | -0.08% | – | |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -90,401 | – | -0.08% | – |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -30,645 | – | -0.08% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -254,988 | – | -0.08% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -65,000 | – | -0.08% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -30,900 | – | -0.08% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -17,552 | – | -0.08% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -243,129 | – | -0.08% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -239,711 | – | -0.08% | – |
| Exit | HOMEAWAY INCnote 0.125% 4/0 | $0 | – | -3,250,000 | – | -0.08% | – | |
| CYN | Exit | CITY NATL CORP | $0 | – | -33,947 | – | -0.08% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -15,724 | – | -0.08% | – |
| Exit | NETSUITE INCnote 0.250% 6/0 | $0 | – | -3,000,000 | – | -0.08% | – | |
| PACEU | Exit | PACE HLDGS CORPunit 99/99/9999 | $0 | – | -300,000 | – | -0.08% | – |
| AMLP | Exit | ALPS ETF TRcall | $0 | – | -250,000 | – | -0.08% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -80,000 | – | -0.08% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $0 | – | -3,250,000 | – | -0.08% | – | |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -103,000 | – | -0.08% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -383,662 | – | -0.08% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -156,370 | – | -0.08% | – |
| DE | Exit | DEERE & CO | $0 | – | -43,869 | – | -0.09% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -84,302 | – | -0.09% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -77,215 | – | -0.09% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -24,000 | – | -0.09% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -19,141 | – | -0.09% | – |
| LIND | Exit | LINDBLAD EXPEDITIONS HLDGS I | $0 | – | -350,000 | – | -0.09% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -113,137 | – | -0.09% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -3,500,000 | – | -0.09% | – | |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -107,368 | – | -0.09% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -38,410 | – | -0.09% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -387,938 | – | -0.09% | – |
| NNA | Exit | NAVIOS MARITIME ACQUIS CORP | $0 | – | -1,035,288 | – | -0.10% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -254,407 | – | -0.10% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTDcall | $0 | – | -30,000 | – | -0.10% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -43,604 | – | -0.10% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -6,600,000 | – | -0.10% | – | |
| KEX | Exit | KIRBY CORP | $0 | – | -62,591 | – | -0.10% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -18,823 | – | -0.10% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -76,741 | – | -0.11% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -209,175 | – | -0.11% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -19,031 | – | -0.11% | – |
| OA | Exit | ORBITAL ATK INC | $0 | – | -56,522 | – | -0.11% | – |
| STNR | Exit | STEINER LEISURE LTDord | $0 | – | -64,900 | – | -0.11% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -56,671 | – | -0.11% | – |
| EIX | Exit | EDISON INTL | $0 | – | -64,628 | – | -0.11% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -3,350 | – | -0.11% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -155,502 | – | -0.11% | – |
| MTD | Exit | METTLER TOLEDO INTERNATIONAL | $0 | – | -14,599 | – | -0.11% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -64,496 | – | -0.11% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -39,235 | – | -0.11% | – |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -5,000,000 | – | -0.11% | – | |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -2,500,000 | – | -0.12% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -5,000,000 | – | -0.12% | – | |
| V | Exit | VISA INC | $0 | – | -63,956 | – | -0.12% | – |
| MSO | Exit | MARTHA STEWART LIVING OMNIMEcl a | $0 | – | -748,289 | – | -0.12% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -49,018 | – | -0.12% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -76,444 | – | -0.12% | – |
| Exit | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $0 | – | -5,000,000 | – | -0.12% | – | |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -29,548 | – | -0.12% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -115,227 | – | -0.12% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -201,276 | – | -0.12% | – |
| RNF | Exit | RENTECH NITROGEN PARTNERS L | $0 | – | -388,855 | – | -0.12% | – |
| IPCM | Exit | IPC HEALTHCARE INC | $0 | – | -59,100 | – | -0.12% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -37,582 | – | -0.12% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -57,281 | – | -0.12% | – |
| Exit | ENERNOC INCdbcv 2.250% 8/1 | $0 | – | -6,660,000 | – | -0.12% | – | |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -80,231 | – | -0.12% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -200,002 | – | -0.13% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -5,000,000 | – | -0.13% | – | |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -78,850 | – | -0.13% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -65,541 | – | -0.13% | – |
| TRTL | Exit | TERRAPIN 3 ACQUISITION CORP | $0 | – | -500,000 | – | -0.13% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $0 | – | -3,500,000 | – | -0.13% | – | |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -5,000,000 | – | -0.13% | – | |
| YHOO | Exit | YAHOO INC | $0 | – | -173,806 | – | -0.13% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -36,598 | – | -0.13% | – |
| EAGLU | Exit | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $0 | – | -500,000 | – | -0.13% | – |
| LRCX | Exit | LAM RESEARCH CORPcall | $0 | – | -79,200 | – | -0.14% | – |
| NEBLQ | Exit | NOBLE CORP PLCput | $0 | – | -475,000 | – | -0.14% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -94,570 | – | -0.14% | – |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -5,000,000 | – | -0.14% | – | |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -66,485 | – | -0.14% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -147,825 | – | -0.14% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -81,775 | – | -0.14% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -5,350,000 | – | -0.14% | – | |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -56,309 | – | -0.14% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -8,992 | – | -0.14% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -203,994 | – | -0.15% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -149,848 | – | -0.15% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -92,011 | – | -0.15% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -78,613 | – | -0.15% | – |
| MYL | Exit | MYLAN N V | $0 | – | -141,371 | – | -0.15% | – |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -3,000,000 | – | -0.15% | – | |
| LNG | Exit | CHENIERE ENERGY INCcall | $0 | – | -117,200 | – | -0.15% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -475,408 | – | -0.15% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -866,683 | – | -0.15% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -899,902 | – | -0.15% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -113,250 | – | -0.15% | – |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -4,355,000 | – | -0.16% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -33,922 | – | -0.16% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -5,000,000 | – | -0.16% | – | |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -100,422 | – | -0.16% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -212,365 | – | -0.16% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -121,474 | – | -0.16% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -3,000,000 | – | -0.16% | – |
| ARMH | Exit | ARM HLDGS PLCsponsored adr | $0 | – | -143,514 | – | -0.16% | – |
| REI | Exit | RING ENERGY INC | $0 | – | -651,037 | – | -0.17% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -220,414 | – | -0.17% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -92,114 | – | -0.18% | – |
| LEA | Exit | LEAR CORP | $0 | – | -61,327 | – | -0.18% | – |
| MWE | Exit | MARKWEST ENERGY PARTNERS L Punit ltd partn | $0 | – | -155,802 | – | -0.18% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD COcall | $0 | – | -104,800 | – | -0.18% | – |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -6,540,000 | – | -0.18% | – | |
| PFE | Exit | PFIZER INC | $0 | – | -217,010 | – | -0.18% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -144,181 | – | -0.19% | – |
| PAH | Exit | PLATFORM SPECIALTY PRODS COR | $0 | – | -559,283 | – | -0.19% | – |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -7,875,000 | – | -0.20% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -7,425,000 | – | -0.20% | – | |
| VDTH | Exit | VIDEOCON D2H LTDadr | $0 | – | -797,355 | – | -0.20% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -95,000 | – | -0.20% | – |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -7,500,000 | – | -0.21% | – | |
| NOW | Exit | SERVICENOW INC | $0 | – | -116,097 | – | -0.21% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -247,971 | – | -0.22% | – |
| Exit | JARDEN CORPnote 1.125% 3/1 | $0 | – | -7,155,000 | – | -0.22% | – | |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -194,102 | – | -0.22% | – |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -7,430,000 | – | -0.22% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -16,601 | – | -0.22% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -61,009 | – | -0.23% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -30,127 | – | -0.23% | – |
| T | Exit | AT&T INC | $0 | – | -272,075 | – | -0.23% | – |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -8,000,000 | – | -0.24% | – | |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -176,537 | – | -0.24% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -129,783 | – | -0.24% | – |
| WLRH | Exit | WL ROSS HLDG CORP | $0 | – | -920,197 | – | -0.25% | – |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -191,847 | – | -0.25% | – |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -5,000,000 | – | -0.26% | – | |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -76,334 | – | -0.26% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -287,829 | – | -0.26% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -211,093 | – | -0.27% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -338,969 | – | -0.27% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -352,558 | – | -0.27% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -280,282 | – | -0.27% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -183,704 | – | -0.28% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -283,422 | – | -0.28% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -1,413,927 | – | -0.28% | – |
| GAS | Exit | AGL RES INC | $0 | – | -173,122 | – | -0.28% | – |
| Exit | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $0 | – | -10,000,000 | – | -0.28% | – | |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -9,870,000 | – | -0.28% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -11,435,000 | – | -0.29% | – | |
| Exit | EZCORP INCnote 2.125% 6/1 | $0 | – | -15,575,000 | – | -0.30% | – | |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -13,500,000 | – | -0.30% | – | |
| PSEM | Exit | PERICOM SEMICONDUCTOR CORP | $0 | – | -634,478 | – | -0.31% | – |
| Exit | GREEN PLAINS INCnote 3.250%10/0 | $0 | – | -10,000,000 | – | -0.31% | – | |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -148,432 | – | -0.31% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -554,940 | – | -0.31% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -273,340 | – | -0.31% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -16,730,000 | – | -0.32% | – | |
| Exit | CEMEX SAB DE CVnote 3.250% 3/1 | $0 | – | -11,920,000 | – | -0.32% | – | |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -8,500,000 | – | -0.33% | – | |
| IBM | Exit | INTERNATIONAL BUSINESS MACHScall | $0 | – | -85,000 | – | -0.33% | – |
| AA | Exit | ALCOA INCput | $0 | – | -1,279,400 | – | -0.33% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDadr | $0 | – | -2,087,130 | – | -0.33% | – |
| MYL | Exit | MYLAN N Vcall | $0 | – | -314,200 | – | -0.33% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -124,560 | – | -0.34% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -67,629 | – | -0.34% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -371,931 | – | -0.35% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -645,100 | – | -0.35% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -223,729 | – | -0.36% | – |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -8,500,000 | – | -0.36% | – | |
| KATE | Exit | KATE SPADE & CO | $0 | – | -722,718 | – | -0.36% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -150,000 | – | -0.37% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -10,340,000 | – | -0.38% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -9,725,000 | – | -0.39% | – | |
| Exit | SANDISK CORPnote 0.500%10/1 | $0 | – | -15,350,000 | – | -0.39% | – | |
| MCD | Exit | MCDONALDS CORP | $0 | – | -151,611 | – | -0.40% | – |
| XRAY | Exit | DENTSPLY INTL INC NEW | $0 | – | -300,000 | – | -0.40% | – |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -13,880,000 | – | -0.40% | – | |
| CYBX | Exit | CYBERONICS INC | $0 | – | -255,473 | – | -0.41% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -237,309 | – | -0.42% | – |
| SLH | Exit | SOLERA HOLDINGS INC | $0 | – | -292,754 | – | -0.42% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -251,940 | – | -0.42% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -24,941 | – | -0.42% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -261,283 | – | -0.42% | – |
| SHPG | Exit | SHIRE PLCcall | $0 | – | -78,200 | – | -0.42% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -399,183 | – | -0.43% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -16,000,000 | – | -0.45% | – | |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -214,253 | – | -0.45% | – |
| Exit | YAHOO INCnote 12/0 | $0 | – | -17,785,000 | – | -0.46% | – | |
| ALLY | Exit | ALLY FINL INC | $0 | – | -852,711 | – | -0.46% | – |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -14,480,000 | – | -0.47% | – | |
| ANTM | Exit | ANTHEM INC | $0 | – | -127,013 | – | -0.47% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -28,725,000 | – | -0.48% | – | |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -116,967 | – | -0.49% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -20,000,000 | – | -0.49% | – | |
| PPG | Exit | PPG INDS INC | $0 | – | -226,868 | – | -0.53% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -388,200 | – | -0.53% | – |
| BEE | Exit | STRATEGIC HOTELS & RESORTS I | $0 | – | -1,469,653 | – | -0.54% | – |
| AMZN | Exit | AMAZON COM INCput | $0 | – | -39,600 | – | -0.54% | – |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -22,260,000 | – | -0.56% | – | |
| GM | Exit | GENERAL MTRS CO | $0 | – | -709,907 | – | -0.56% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -687,014 | – | -0.56% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -284,095 | – | -0.58% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -632,869 | – | -0.59% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -452,800 | – | -0.59% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -15,000,000 | – | -0.59% | – | |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -2,680,080 | – | -0.60% | – |
| NMBL | Exit | NIMBLE STORAGE INC | $0 | – | -968,629 | – | -0.62% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -262,981 | – | -0.62% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -1,158,657 | – | -0.64% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -359,533 | – | -0.65% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -168,501 | – | -0.66% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -376,924 | – | -0.66% | – |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -19,100,000 | – | -0.66% | – | |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote 0.500% 8/1 | $0 | – | -29,000,000 | – | -0.67% | – | |
| AET | Exit | AETNA INC NEW | $0 | – | -232,945 | – | -0.67% | – |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -49,000,000 | – | -0.68% | – | |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -472,971 | – | -0.71% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -533,745 | – | -0.73% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -399,506 | – | -0.73% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $0 | – | -30,750,000 | – | -0.74% | – | |
| OIH | Exit | MARKET VECTORS ETF TRput | $0 | – | -1,047,000 | – | -0.76% | – |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -889,200 | – | -0.77% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -585,927 | – | -0.78% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -428,857 | – | -0.78% | – |
| WX | Exit | WUXI PHARMATECH CAYMAN INC | $0 | – | -687,093 | – | -0.78% | – |
| ISSI | Exit | INTEGRATED SILICON SOLUTION | $0 | – | -1,388,207 | – | -0.79% | – |
| BXLT | Exit | BAXALTA INC | $0 | – | -975,492 | – | -0.81% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -1,179,674 | – | -0.82% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -500,000 | – | -0.84% | – |
| TRAK | Exit | DEALERTRACK TECHNOLOGIES INC | $0 | – | -531,519 | – | -0.89% | – |
| AAPL | Exit | APPLE INC | $0 | – | -315,357 | – | -0.92% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -230,176 | – | -0.95% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -38,220,000 | – | -0.96% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -29,740,000 | – | -0.98% | – | |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -497,690 | – | -1.02% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -142,162 | – | -1.02% | – |
| HME | Exit | HOME PROPERTIES INC | $0 | – | -519,065 | – | -1.03% | – |
| XLV | Exit | SELECT SECTOR SPDR TRput | $0 | – | -600,000 | – | -1.05% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -235,687 | – | -1.12% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -216,718 | – | -1.18% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -200,592 | – | -1.22% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -341,751 | – | -1.26% | – |
| ARMH | Exit | ARM HLDGS PLCcall | $0 | – | -1,136,000 | – | -1.30% | – |
| HCBK | Exit | HUDSON CITY BANCORP | $0 | – | -4,913,594 | – | -1.32% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -279,376 | – | -1.37% | – |
| GAME | Exit | SHANDA GAMES LTDsp adr reptg a | $0 | – | -8,043,276 | – | -1.42% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,403,173 | – | -1.79% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -597,602 | – | -2.13% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -781,100 | – | -3.96% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -856,000 | – | -4.34% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRcall | $164,035,000 | – | 856,000 | – | 4.34% | – |
| SPY | Sell | SPDR S&P 500 ETF TRput | $149,682,000 | -32.9% | 781,100 | -27.9% | 3.96% | -31.5% |
| CI | Buy | CIGNA CORPORATION | $80,688,000 | +30.1% | 597,602 | +56.1% | 2.13% | +32.8% |
| LNG | Buy | CHENIERE ENERGY INC | $67,772,000 | -6.6% | 1,403,173 | +34.0% | 1.79% | -4.6% |
| GAME | Buy | SHANDA GAMES LTDsp adr reptg a | $53,890,000 | +8.0% | 8,043,276 | +10.9% | 1.42% | +10.2% |
| MCK | Buy | MCKESSON CORP | $51,693,000 | +6.3% | 279,376 | +29.1% | 1.37% | +8.5% |
| HCBK | Buy | HUDSON CITY BANCORP | $49,971,000 | +9.2% | 4,913,594 | +6.1% | 1.32% | +11.5% |
| ARMH | Buy | ARM HLDGS PLCcall | $49,132,000 | +22.0% | 1,136,000 | +39.0% | 1.30% | +24.5% |
| PRE | Buy | PARTNERRE LTD | $47,462,000 | +64.2% | 341,751 | +51.9% | 1.26% | +67.6% |
| PCP | New | PRECISION CASTPARTS CORP | $46,078,000 | – | 200,592 | – | 1.22% | – |
| SHPG | Buy | SHIRE PLCsponsored adr | $44,477,000 | +658.9% | 216,718 | +792.9% | 1.18% | +673.7% |
| TWC | Buy | TIME WARNER CABLE INC | $42,275,000 | +1481.6% | 235,687 | +1471.2% | 1.12% | +1520.3% |
| XLV | New | SELECT SECTOR SPDR TRput | $39,738,000 | – | 600,000 | – | 1.05% | – |
| HME | Buy | HOME PROPERTIES INC | $38,800,000 | +90.1% | 519,065 | +85.8% | 1.03% | +94.0% |
| AGN | Sell | ALLERGAN PLC | $38,641,000 | -22.6% | 142,162 | -13.6% | 1.02% | -21.0% |
| HCA | Buy | HCA HOLDINGS INC | $38,501,000 | +11.9% | 497,690 | +31.2% | 1.02% | +14.3% |
| Buy | SANDISK CORPnote 1.500% 8/1 | $37,028,000 | +45.0% | 29,740,000 | +50.7% | 0.98% | +47.9% | |
| Sell | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $36,359,000 | -3.0% | 38,220,000 | -3.8% | 0.96% | -1.0% | |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $35,997,000 | +424.1% | 230,176 | +505.7% | 0.95% | +434.8% |
| AAPL | Sell | APPLE INC | $34,784,000 | -25.7% | 315,357 | -15.5% | 0.92% | -24.1% |
| TRAK | New | DEALERTRACK TECHNOLOGIES INC | $33,571,000 | – | 531,519 | – | 0.89% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $31,970,000 | – | 500,000 | – | 0.84% | – |
| OVTI | Buy | OMNIVISION TECHNOLOGIES INC | $30,978,000 | +64.5% | 1,179,674 | +64.1% | 0.82% | +67.8% |
| BXLT | New | BAXALTA INC | $30,738,000 | – | 975,492 | – | 0.81% | – |
| ISSI | Buy | INTEGRATED SILICON SOLUTION | $29,833,000 | +71.7% | 1,388,207 | +76.8% | 0.79% | +75.3% |
| WX | New | WUXI PHARMATECH CAYMAN INC | $29,689,000 | – | 687,093 | – | 0.78% | – |
| ENDP | New | ENDO INTL PLC | $29,711,000 | – | 428,857 | – | 0.78% | – |
| ALTR | Buy | ALTERA CORP | $29,343,000 | +193.8% | 585,927 | +200.4% | 0.78% | +199.6% |
| XOP | New | SPDR SERIES TRUSTput | $29,201,000 | – | 889,200 | – | 0.77% | – |
| OIH | Buy | MARKET VECTORS ETF TRput | $28,772,000 | -8.4% | 1,047,000 | +16.3% | 0.76% | -6.5% |
| Sell | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $27,792,000 | -6.9% | 30,750,000 | -1.6% | 0.74% | -4.9% | |
| SLB | Buy | SCHLUMBERGER LTD | $27,554,000 | +119700.0% | 399,506 | +147865.2% | 0.73% | +72700.0% |
| BRCM | Buy | BROADCOM CORPcl a | $27,451,000 | +75.7% | 533,745 | +75.9% | 0.73% | +79.3% |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDadr | $26,704,000 | -22.6% | 472,971 | -19.0% | 0.71% | -20.9% |
| Sell | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $25,817,000 | -5.2% | 49,000,000 | -4.9% | 0.68% | -3.3% | |
| AET | Buy | AETNA INC NEW | $25,486,000 | +22.4% | 232,945 | +42.6% | 0.67% | +25.0% |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 0.500% 8/1 | $25,339,000 | – | 29,000,000 | – | 0.67% | – | |
| Sell | NVIDIA CORPnote 1.000%12/0 | $25,138,000 | +11.8% | 19,100,000 | -2.6% | 0.66% | +14.3% | |
| XLV | Sell | SELECT SECTOR SPDR TRsbi healthcare | $24,964,000 | -17.9% | 376,924 | -7.8% | 0.66% | -16.2% |
| WHR | New | WHIRLPOOL CORP | $24,813,000 | – | 168,501 | – | 0.66% | – |
| EXP | Buy | EAGLE MATERIALS INC | $24,599,000 | +44.2% | 359,533 | +60.8% | 0.65% | +47.1% |
| ET | Buy | ENERGY TRANSFER EQUITY L P | $24,112,000 | -12.6% | 1,158,657 | +169.4% | 0.64% | -10.9% |
| FB | Sell | FACEBOOK INCcl a | $23,642,000 | -19.8% | 262,981 | -23.5% | 0.62% | -18.2% |
| NMBL | Sell | NIMBLE STORAGE INC | $23,363,000 | -16.9% | 968,629 | -3.4% | 0.62% | -15.2% |
| WFTIQ | Buy | WEATHERFORD INTL PLC | $22,727,000 | +81.5% | 2,680,080 | +162.6% | 0.60% | +85.5% |
| Sell | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $22,481,000 | -19.3% | 15,000,000 | -14.3% | 0.59% | -17.7% | |
| C | New | CITIGROUP INCcall | $22,463,000 | – | 452,800 | – | 0.59% | – |
| HAL | Sell | HALLIBURTON CO | $22,372,000 | -64.7% | 632,869 | -56.9% | 0.59% | -64.0% |
| CAH | Buy | CARDINAL HEALTH INC | $21,824,000 | -7.0% | 284,095 | +1.3% | 0.58% | -5.1% |
| GM | Buy | GENERAL MTRS CO | $21,311,000 | +90.8% | 709,907 | +111.8% | 0.56% | +94.8% |
| FTI | Buy | FMC TECHNOLOGIES INC | $21,298,000 | +1097.2% | 687,014 | +1502.6% | 0.56% | +1123.9% |
| Sell | TESLA MTRS INCnote 1.250% 3/0 | $21,112,000 | -22.8% | 22,260,000 | -19.9% | 0.56% | -21.2% | |
| BEE | New | STRATEGIC HOTELS & RESORTS I | $20,267,000 | – | 1,469,653 | – | 0.54% | – |
| AMZN | New | AMAZON COM INCput | $20,271,000 | – | 39,600 | – | 0.54% | – |
| BHI | Sell | BAKER HUGHES INC | $20,202,000 | -40.1% | 388,200 | -29.0% | 0.53% | -38.9% |
| PPG | Sell | PPG INDS INC | $19,890,000 | -58.4% | 226,868 | -45.6% | 0.53% | -57.5% |
| Sell | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $18,650,000 | -12.3% | 20,000,000 | -11.1% | 0.49% | -10.5% | |
| PRGO | Buy | PERRIGO CO PLC | $18,395,000 | +83.3% | 116,967 | +115.5% | 0.49% | +86.9% |
| Buy | COBALT INTL ENERGY INCnote 3.125% 5/1 | $18,260,000 | -12.3% | 28,725,000 | +0.8% | 0.48% | -10.4% | |
| ANTM | New | ANTHEM INC | $17,782,000 | – | 127,013 | – | 0.47% | – |
| ALLY | Buy | ALLY FINL INC | $17,378,000 | -3.2% | 852,711 | +6.6% | 0.46% | -1.3% |
| Buy | YAHOO INCnote 12/0 | $17,254,000 | +0.5% | 17,785,000 | +6.5% | 0.46% | +2.7% | |
| DATA | Buy | TABLEAU SOFTWARE INCcl a | $17,093,000 | -4.3% | 214,253 | +38.3% | 0.45% | -2.4% |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $16,853,000 | +13.6% | 16,000,000 | +14.3% | 0.45% | +16.1% | |
| ZTS | Buy | ZOETIS INCcl a | $16,421,000 | +54.1% | 399,183 | +80.6% | 0.43% | +57.2% |
| SHPG | New | SHIRE PLCcall | $16,049,000 | – | 78,200 | – | 0.42% | – |
| XLE | Buy | SELECT SECTOR SPDR TRsbi int-energy | $15,990,000 | +335.5% | 261,283 | +434.9% | 0.42% | +345.3% |
| THOR | New | THORATEC CORP | $15,938,000 | – | 251,940 | – | 0.42% | – |
| GOOGL | Buy | GOOGLE INCcl a | $15,922,000 | +408.4% | 24,941 | +330.0% | 0.42% | +419.8% |
| SLH | New | SOLERA HOLDINGS INC | $15,809,000 | – | 292,754 | – | 0.42% | – |
| DLTR | Buy | DOLLAR TREE INC | $15,819,000 | -8.2% | 237,309 | +8.8% | 0.42% | -6.3% |
| CYBX | Buy | CYBERONICS INC | $15,528,000 | +110.1% | 255,473 | +105.5% | 0.41% | +114.7% |
| XRAY | New | DENTSPLY INTL INC NEW | $15,171,000 | – | 300,000 | – | 0.40% | – |
| MCD | New | MCDONALDS CORP | $14,938,000 | – | 151,611 | – | 0.40% | – |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $14,476,000 | -15.4% | 10,340,000 | -19.5% | 0.38% | -13.5% | |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $14,001,000 | – | 150,000 | – | 0.37% | – |
| KATE | Buy | KATE SPADE & CO | $13,811,000 | +55.0% | 722,718 | +74.8% | 0.36% | +58.0% |
| DOOR | New | MASONITE INTL CORP NEW | $13,554,000 | – | 223,729 | – | 0.36% | – |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $13,386,000 | -30.8% | 645,100 | -24.3% | 0.35% | -29.3% |
| FXI | New | ISHARES TRchina lg-cap etf | $13,192,000 | – | 371,931 | – | 0.35% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $12,960,000 | +234.2% | 67,629 | +259.0% | 0.34% | +243.0% |
| DIS | Sell | DISNEY WALT CO | $12,730,000 | -12.3% | 124,560 | -2.0% | 0.34% | -10.4% |
| MYL | New | MYLAN N Vcall | $12,650,000 | – | 314,200 | – | 0.33% | – |
| EJ | Buy | E HOUSE CHINA HLDGS LTDadr | $12,398,000 | +27.0% | 2,087,130 | +43.7% | 0.33% | +29.6% |
| AA | New | ALCOA INCput | $12,359,000 | – | 1,279,400 | – | 0.33% | – |
| Sell | COBALT INTL ENERGY INCnote 2.625%12/0 | $12,087,000 | -5.1% | 16,730,000 | -1.3% | 0.32% | -3.0% | |
| XLU | Buy | SELECT SECTOR SPDR TRsbi int-utils | $11,833,000 | +1751.8% | 273,340 | +1672.9% | 0.31% | +1741.2% |
| SFM | New | SPROUTS FMRS MKT INC | $11,710,000 | – | 554,940 | – | 0.31% | – |
| RYAAY | Buy | RYANAIR HLDGS PLCsponsored adr | $11,622,000 | +24.2% | 148,432 | +13.2% | 0.31% | +26.9% |
| PSEM | New | PERICOM SEMICONDUCTOR CORP | $11,579,000 | – | 634,478 | – | 0.31% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $11,459,000 | – | 13,500,000 | – | 0.30% | – | |
| New | EZCORP INCnote 2.125% 6/1 | $11,306,000 | – | 15,575,000 | – | 0.30% | – | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $10,883,000 | +0.6% | 11,435,000 | +0.4% | 0.29% | +2.9% | |
| Sell | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $10,681,000 | -34.4% | 10,000,000 | -33.3% | 0.28% | -33.2% | |
| GAS | New | AGL RES INC | $10,567,000 | – | 173,122 | – | 0.28% | – |
| DHT | New | DHT HOLDINGS INC | $10,491,000 | – | 1,413,927 | – | 0.28% | – |
| THC | Sell | TENET HEALTHCARE CORP | $10,464,000 | -49.8% | 283,422 | -21.3% | 0.28% | -48.7% |
| SBUX | New | STARBUCKS CORP | $10,442,000 | – | 183,704 | – | 0.28% | – |
| WMB | Sell | WILLIAMS COS INC DEL | $10,329,000 | -48.8% | 280,282 | -20.2% | 0.27% | -47.7% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $10,341,000 | +3787.6% | 352,558 | +3888.7% | 0.27% | +3800.0% |
| NBL | Buy | NOBLE ENERGY INC | $10,230,000 | +81.0% | 338,969 | +156.0% | 0.27% | +84.9% |
| MGA | Buy | MAGNA INTL INC | $10,134,000 | +584.7% | 211,093 | +699.9% | 0.27% | +605.3% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $9,871,000 | +50.7% | 287,829 | +56.0% | 0.26% | +53.5% |
| APD | Sell | AIR PRODS & CHEMS INC | $9,739,000 | -37.0% | 76,334 | -32.4% | 0.26% | -35.8% |
| XLI | Buy | SELECT SECTOR SPDR TRsbi int-inds | $9,571,000 | +12.9% | 191,847 | +22.3% | 0.25% | +15.0% |
| CRM | Buy | SALESFORCE COM INC | $9,011,000 | +877.3% | 129,783 | +879.8% | 0.24% | +891.7% |
| APH | Buy | AMPHENOL CORP NEWcl a | $8,996,000 | +260.0% | 176,537 | +309.5% | 0.24% | +266.2% |
| Sell | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $8,889,000 | -43.8% | 8,000,000 | -35.7% | 0.24% | -42.7% | |
| T | Sell | AT&T INC | $8,864,000 | -34.8% | 272,075 | -28.9% | 0.23% | -33.5% |
| CP | Sell | CANADIAN PAC RY LTD | $8,759,000 | -55.6% | 61,009 | -50.5% | 0.23% | -54.6% |
| BIIB | Buy | BIOGEN INC | $8,791,000 | +21.2% | 30,127 | +67.8% | 0.23% | +23.4% |
| AMZN | Buy | AMAZON COM INC | $8,498,000 | +150.8% | 16,601 | +112.7% | 0.22% | +155.7% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $8,199,000 | +95.4% | 194,102 | +94.7% | 0.22% | +99.1% |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $8,143,000 | – | 247,971 | – | 0.22% | – |
| NOW | Buy | SERVICENOW INC | $8,063,000 | +60.9% | 116,097 | +72.2% | 0.21% | +63.8% |
| EPC | New | EDGEWELL PERS CARE CO | $7,752,000 | – | 95,000 | – | 0.20% | – |
| VDTH | Sell | VIDEOCON D2H LTDadr | $7,694,000 | -32.9% | 797,355 | -12.3% | 0.20% | -31.6% |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $7,558,000 | – | 7,425,000 | – | 0.20% | – | |
| PAH | Buy | PLATFORM SPECIALTY PRODS COR | $7,075,000 | +96.9% | 559,283 | +298.1% | 0.19% | +101.1% |
| HFC | New | HOLLYFRONTIER CORP | $7,042,000 | – | 144,181 | – | 0.19% | – |
| PFE | Buy | PFIZER INC | $6,816,000 | +160.9% | 217,010 | +178.5% | 0.18% | +164.7% |
| MWE | New | MARKWEST ENERGY PARTNERS L Punit ltd partn | $6,685,000 | – | 155,802 | – | 0.18% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD COcall | $6,701,000 | – | 104,800 | – | 0.18% | – |
| DG | Buy | DOLLAR GEN CORP NEW | $6,673,000 | -4.4% | 92,114 | +2.6% | 0.18% | -2.8% |
| LEA | New | LEAR CORP | $6,671,000 | – | 61,327 | – | 0.18% | – |
| URBN | Buy | URBAN OUTFITTERS INC | $6,476,000 | -14.1% | 220,414 | +2.3% | 0.17% | -12.3% |
| REI | Sell | RING ENERGY INC | $6,426,000 | -12.0% | 651,037 | -0.2% | 0.17% | -10.1% |
| ARMH | Buy | ARM HLDGS PLCsponsored adr | $6,207,000 | -5.8% | 143,514 | +7.3% | 0.16% | -4.1% |
| KLAC | New | KLA-TENCOR CORP | $6,074,000 | – | 121,474 | – | 0.16% | – |
| VLO | New | VALERO ENERGY CORP NEW | $6,035,000 | – | 100,422 | – | 0.16% | – |
| PMC | Buy | PHARMERICA CORP | $6,046,000 | +38.2% | 212,365 | +61.6% | 0.16% | +41.6% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $5,894,000 | -22.6% | 33,922 | -7.0% | 0.16% | -20.8% |
| WFC | Sell | WELLS FARGO & CO NEW | $5,815,000 | -21.6% | 113,250 | -14.1% | 0.15% | -19.8% |
| ODP | Sell | OFFICE DEPOT INC | $5,777,000 | -45.8% | 899,902 | -26.9% | 0.15% | -44.6% |
| WPX | New | WPX ENERGY INC | $5,737,000 | – | 866,683 | – | 0.15% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $5,676,000 | – | 475,408 | – | 0.15% | – |
| LNG | New | CHENIERE ENERGY INCcall | $5,661,000 | – | 117,200 | – | 0.15% | – |
| MYL | Sell | MYLAN N V | $5,692,000 | -73.1% | 141,371 | -54.7% | 0.15% | -72.7% |
| TJX | Sell | TJX COS INC NEW | $5,615,000 | -35.6% | 78,613 | -40.3% | 0.15% | -34.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,610,000 | -56.3% | 92,011 | -51.4% | 0.15% | -55.4% |
| DVN | New | DEVON ENERGY CORP NEW | $5,557,000 | – | 149,848 | – | 0.15% | – |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $5,504,000 | +193.5% | 203,994 | +254.2% | 0.15% | +198.0% |
| GOOG | Sell | GOOGLE INCcl c | $5,471,000 | -6.9% | 8,992 | -20.4% | 0.14% | -4.6% |
| NEE | Sell | NEXTERA ENERGY INC | $5,493,000 | -89.2% | 56,309 | -89.2% | 0.14% | -89.0% |
| UFS | New | DOMTAR CORP | $5,285,000 | – | 147,825 | – | 0.14% | – |
| EMN | Buy | EASTMAN CHEM CO | $5,292,000 | +76.6% | 81,775 | +123.2% | 0.14% | +79.5% |
| AWK | Buy | AMERICAN WTR WKS CO INC NEW | $5,209,000 | +68.8% | 94,570 | +49.1% | 0.14% | +72.5% |
| NEBLQ | New | NOBLE CORP PLCput | $5,182,000 | – | 475,000 | – | 0.14% | – |
| EAGLU | New | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $5,070,000 | – | 500,000 | – | 0.13% | – |
| YHOO | Buy | YAHOO INC | $5,025,000 | +326.2% | 173,806 | +479.4% | 0.13% | +329.0% |
| GD | Sell | GENERAL DYNAMICS CORP | $5,049,000 | -13.2% | 36,598 | -10.9% | 0.13% | -11.9% |
| MIC | Buy | MACQUARIE INFRASTRUCTURE COR | $4,893,000 | +1.0% | 65,541 | +11.7% | 0.13% | +2.4% |
| CAM | Sell | CAMERON INTERNATIONAL CORP | $4,836,000 | -68.9% | 78,850 | -73.4% | 0.13% | -68.2% |
| Sell | TESLA MTRS INCnote 0.250% 3/0 | $4,821,000 | -42.8% | 5,000,000 | -41.7% | 0.13% | -41.7% | |
| CFG | New | CITIZENS FINL GROUP INC | $4,772,000 | – | 200,002 | – | 0.13% | – |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $4,731,000 | -15.2% | 80,231 | +18.3% | 0.12% | -13.8% |
| New | ENERNOC INCdbcv 2.250% 8/1 | $4,720,000 | – | 6,660,000 | – | 0.12% | – | |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $4,603,000 | – | 57,281 | – | 0.12% | – |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $4,596,000 | -38.8% | 37,582 | -35.0% | 0.12% | -37.6% |
| IPCM | New | IPC HEALTHCARE INC | $4,591,000 | – | 59,100 | – | 0.12% | – |
| RNF | New | RENTECH NITROGEN PARTNERS L | $4,588,000 | – | 388,855 | – | 0.12% | – |
| OII | New | OCEANEERING INTL INC | $4,526,000 | – | 115,227 | – | 0.12% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $4,529,000 | – | 201,276 | – | 0.12% | – |
| NVS | Buy | NOVARTIS A Gsponsored adr | $4,506,000 | -1.9% | 49,018 | +5.0% | 0.12% | 0.0% |
| ALKS | Sell | ALKERMES PLC | $4,485,000 | -24.9% | 76,444 | -17.6% | 0.12% | -23.2% |
| MLM | New | MARTIN MARIETTA MATLS INC | $4,490,000 | – | 29,548 | – | 0.12% | – |
| MSO | Buy | MARTHA STEWART LIVING OMNIMEcl a | $4,460,000 | +257.4% | 748,289 | +274.1% | 0.12% | +268.8% |
| V | Buy | VISA INC | $4,455,000 | +12.0% | 63,956 | +7.9% | 0.12% | +14.6% |
| CELG | Buy | CELGENE CORP | $4,244,000 | +20.9% | 39,235 | +29.3% | 0.11% | +23.1% |
| PCLN | Sell | PRICELINE GRP INC | $4,143,000 | -6.5% | 3,350 | -13.0% | 0.11% | -4.3% |
| MTD | Buy | METTLER TOLEDO INTERNATIONAL | $4,157,000 | +24.9% | 14,599 | +49.8% | 0.11% | +27.9% |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $4,150,000 | +29542.9% | 155,502 | +32500.0% | 0.11% | – |
| STNR | New | STEINER LEISURE LTDord | $4,100,000 | – | 64,900 | – | 0.11% | – |
| EIX | Buy | EDISON INTL | $4,076,000 | +27.1% | 64,628 | +12.0% | 0.11% | +30.1% |
| FL | New | FOOT LOCKER INC | $4,079,000 | – | 56,671 | – | 0.11% | – |
| OA | Buy | ORBITAL ATK INC | $4,062,000 | +20.0% | 56,522 | +22.5% | 0.11% | +21.6% |
| TDG | Buy | TRANSDIGM GROUP INC | $4,042,000 | +36.6% | 19,031 | +44.5% | 0.11% | +39.0% |
| INFY | New | INFOSYS LTDsponsored adr | $3,993,000 | – | 209,175 | – | 0.11% | – |
| AME | New | AMETEK INC NEW | $4,015,000 | – | 76,741 | – | 0.11% | – |
| LMT | Buy | LOCKHEED MARTIN CORP | $3,902,000 | +666.6% | 18,823 | +587.0% | 0.10% | +692.3% |
| KEX | Buy | KIRBY CORP | $3,878,000 | -4.6% | 62,591 | +18.1% | 0.10% | -1.9% |
| WAB | Buy | WABTEC CORP | $3,828,000 | +7.3% | 43,604 | +15.3% | 0.10% | +9.8% |
| AVGO | New | AVAGO TECHNOLOGIES LTDcall | $3,750,000 | – | 30,000 | – | 0.10% | – |
| AMBC | Sell | AMBAC FINL GROUP INC | $3,681,000 | -16.2% | 254,407 | -3.7% | 0.10% | -14.9% |
| NNA | Sell | NAVIOS MARITIME ACQUIS CORP | $3,644,000 | -55.2% | 1,035,288 | -54.3% | 0.10% | -54.5% |
| STNG | Sell | SCORPIO TANKERS INC | $3,557,000 | -23.0% | 387,938 | -15.3% | 0.09% | -21.7% |
| CLVS | Buy | CLOVIS ONCOLOGY INC | $3,532,000 | +14.8% | 38,410 | +9.7% | 0.09% | +16.2% |
| EEM | New | ISHARES TRmsci emg mkt etf | $3,520,000 | – | 107,368 | – | 0.09% | – |
| CRZO | New | CARRIZO OIL & GAS INC | $3,455,000 | – | 113,137 | – | 0.09% | – |
| LIND | New | LINDBLAD EXPEDITIONS HLDGS I | $3,420,000 | – | 350,000 | – | 0.09% | – |
| VRX | Buy | VALEANT PHARMACEUTICALS INTL | $3,414,000 | +207.3% | 19,141 | +282.8% | 0.09% | +210.3% |
| AMGN | Sell | AMGEN INC | $3,320,000 | -44.4% | 24,000 | -38.3% | 0.09% | -43.2% |
| LAZ | Sell | LAZARD LTD | $3,343,000 | -45.8% | 77,215 | -29.6% | 0.09% | -45.0% |
| DE | New | DEERE & CO | $3,246,000 | – | 43,869 | – | 0.09% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $3,263,000 | – | 84,302 | – | 0.09% | – |
| OPK | New | OPKO HEALTH INC | $3,227,000 | – | 383,662 | – | 0.08% | – |
| DYN | Sell | DYNEGY INC NEW DEL | $3,232,000 | -44.4% | 156,370 | -21.4% | 0.08% | -43.7% |
| TMUS | Sell | T MOBILE US INC | $3,185,000 | -45.2% | 80,000 | -46.6% | 0.08% | -44.4% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $3,182,000 | -4.5% | 103,000 | -25.1% | 0.08% | -2.3% |
| AMLP | New | ALPS ETF TRcall | $3,120,000 | – | 250,000 | – | 0.08% | – |
| PACEU | New | PACE HLDGS CORPunit 99/99/9999 | $3,075,000 | – | 300,000 | – | 0.08% | – |
| MXL | Sell | MAXLINEAR INCcl a | $2,982,000 | -43.8% | 239,711 | -45.3% | 0.08% | -42.3% |
| LNKD | Sell | LINKEDIN CORP | $2,990,000 | -55.6% | 15,724 | -51.8% | 0.08% | -54.6% |
| CCJ | Buy | CAMECO CORP | $2,959,000 | -7.5% | 243,129 | +8.5% | 0.08% | -6.0% |
| DAL | New | DELTA AIR LINES INC DEL | $2,917,000 | – | 65,000 | – | 0.08% | – |
| HON | Buy | HONEYWELL INTL INC | $2,926,000 | +129.5% | 30,900 | +147.2% | 0.08% | +133.3% |
| CPG | New | CRESCENT PT ENERGY CORP | $2,904,000 | – | 254,988 | – | 0.08% | – |
| ICPT | Sell | INTERCEPT PHARMACEUTICALS IN | $2,911,000 | -40.6% | 17,552 | -13.5% | 0.08% | -39.4% |
| FTRPR | Sell | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $2,861,000 | -68.0% | 30,645 | -65.9% | 0.08% | -67.1% |
| BX | Sell | BLACKSTONE GROUP L P | $2,863,000 | -54.9% | 90,401 | -41.8% | 0.08% | -53.9% |
| NLSN | New | NIELSEN HLDGS PLC | $2,830,000 | – | 63,641 | – | 0.08% | – |
| RAD | Buy | RITE AID CORP | $2,780,000 | +16.4% | 457,945 | +60.1% | 0.07% | +17.7% |
| PYPL | New | PAYPAL HLDGS INC | $2,675,000 | – | 86,183 | – | 0.07% | – |
| BEN | Buy | FRANKLIN RES INC | $2,681,000 | -15.2% | 71,956 | +11.6% | 0.07% | -13.4% |
| GLD | New | SPDR GOLD TRUST | $2,672,000 | – | 25,000 | – | 0.07% | – |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $2,644,000 | -6.6% | 44,654 | +5.0% | 0.07% | -4.1% |
| SPLK | Buy | SPLUNK INC | $2,663,000 | +56.4% | 48,115 | +96.7% | 0.07% | +59.1% |
| BITA | New | BITAUTO HLDGS LTDsponsored ads | $2,645,000 | – | 88,864 | – | 0.07% | – |
| PSX | Sell | PHILLIPS 66 | $2,583,000 | -11.8% | 33,619 | -7.5% | 0.07% | -10.5% |
| AMX | New | AMERICA MOVIL SAB DE CV | $2,544,000 | – | 153,719 | – | 0.07% | – |
| MU | Buy | MICRON TECHNOLOGY INC | $2,547,000 | +274.0% | 170,000 | +370.3% | 0.07% | +272.2% |
| GRSHU | New | GORES HLDGS INCunit 99/99/9999 | $2,535,000 | – | 250,000 | – | 0.07% | – |
| SWFT | New | SWIFT TRANSN COcl a | $2,508,000 | – | 167,000 | – | 0.07% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $2,475,000 | – | 23,767 | – | 0.06% | – |
| VMW | Sell | VMWARE INC | $2,373,000 | -79.8% | 30,117 | -78.0% | 0.06% | -79.3% |
| AGCO | New | AGCO CORP | $2,332,000 | – | 50,000 | – | 0.06% | – |
| UTX | Buy | UNITED TECHNOLOGIES CORPcall | $2,332,000 | -15.9% | 26,200 | +4.8% | 0.06% | -13.9% |
| HES | New | HESS CORP | $2,267,000 | – | 45,279 | – | 0.06% | – |
| GNRC | New | GENERAC HLDGS INCcall | $2,227,000 | – | 74,000 | – | 0.06% | – |
| EOG | Sell | EOG RES INC | $2,246,000 | -46.7% | 30,852 | -35.8% | 0.06% | -45.9% |
| INCY | Buy | INCYTE CORP | $2,187,000 | +11.2% | 19,824 | +5.0% | 0.06% | +13.7% |
| TRIP | New | TRIPADVISOR INC | $2,203,000 | – | 34,964 | – | 0.06% | – |
| CTB | New | COOPER TIRE & RUBR CO | $2,189,000 | – | 55,414 | – | 0.06% | – |
| AMAT | Buy | APPLIED MATLS INC | $2,204,000 | -18.1% | 150,000 | +7.1% | 0.06% | -17.1% |
| MA | Sell | MASTERCARD INCcl a | $2,154,000 | -14.7% | 23,900 | -11.5% | 0.06% | -12.3% |
| LII | New | LENNOX INTL INC | $2,111,000 | – | 18,624 | – | 0.06% | – |
| CB | New | CHUBB CORP | $2,074,000 | – | 16,906 | – | 0.06% | – |
| ANET | Sell | ARISTA NETWORKS INC | $2,076,000 | -81.3% | 33,935 | -75.1% | 0.06% | -80.9% |
| SUNEQ | Buy | SUNEDISON INC | $2,092,000 | +154.2% | 291,325 | +959.4% | 0.06% | +161.9% |
| NVRO | Buy | NEVRO CORP | $1,995,000 | +147.5% | 43,000 | +186.7% | 0.05% | +152.4% |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $2,005,000 | – | 25,269 | – | 0.05% | – |
| DISCA | Buy | DISCOVERY COMMUNICATNS NEW | $2,015,000 | -18.6% | 77,409 | +4.0% | 0.05% | -17.2% |
| OMG | New | OM GROUP INC | $1,955,000 | – | 59,449 | – | 0.05% | – |
| HLF | Sell | HERBALIFE LTD | $1,962,000 | -6.3% | 36,000 | -5.3% | 0.05% | -3.7% |
| CCI | Sell | CROWN CASTLE INTL CORP NEW | $1,972,000 | -38.6% | 25,000 | -37.5% | 0.05% | -37.3% |
| SRE | Sell | SEMPRA ENERGY | $1,964,000 | -23.6% | 20,449 | -21.4% | 0.05% | -22.4% |
| RNST | Buy | RENASANT CORP | $1,955,000 | +58.6% | 59,515 | +57.4% | 0.05% | +62.5% |
| GDX | Buy | MARKET VECTORS ETF TRgold miner etf | $1,924,000 | +3.7% | 140,000 | +34.0% | 0.05% | +6.2% |
| LMNS | Sell | LUMENIS LTD | $1,925,000 | -67.6% | 138,985 | -67.9% | 0.05% | -66.9% |
| FUL | Sell | FULLER H B CO | $1,932,000 | -51.4% | 56,929 | -41.9% | 0.05% | -50.5% |
| M | Sell | MACYS INC | $1,879,000 | -74.7% | 36,609 | -66.8% | 0.05% | -74.0% |
| WYNN | New | WYNN RESORTS LTD | $1,859,000 | – | 35,000 | – | 0.05% | – |
| PGI | New | PREMIERE GLOBAL SVCS INC | $1,855,000 | – | 135,000 | – | 0.05% | – |
| JD | New | JD COM INCspon adr cl a | $1,820,000 | – | 69,820 | – | 0.05% | – |
| OIH | New | MARKET VECTORS ETF TRoil svcs etf | $1,730,000 | – | 62,968 | – | 0.05% | – |
| MMM | New | 3M CO | $1,715,000 | – | 12,100 | – | 0.04% | – |
| XEC | New | CIMAREX ENERGY CO | $1,703,000 | – | 16,621 | – | 0.04% | – |
| TAP | Sell | MOLSON COORS BREWING COcl b | $1,657,000 | -84.2% | 19,958 | -86.7% | 0.04% | -83.8% |
| MS | New | MORGAN STANLEY | $1,647,000 | – | 52,298 | – | 0.04% | – |
| EURN | New | EURONAV NV ANTWERPEN | $1,616,000 | – | 116,231 | – | 0.04% | – |
| OIS | New | OIL STS INTL INC | $1,571,000 | – | 60,132 | – | 0.04% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,560,000 | – | 2,500,000 | – | 0.04% | – | |
| FI | New | FRANKS INTL N V | $1,519,000 | – | 99,102 | – | 0.04% | – |
| DOW | New | DOW CHEM CO | $1,508,000 | – | 35,561 | – | 0.04% | – |
| ENV | New | ENVESTNET INC | $1,498,000 | – | 50,000 | – | 0.04% | – |
| TICC | New | TICC CAPITAL CORP | $1,510,000 | – | 225,000 | – | 0.04% | – |
| AA | New | ALCOA INC | $1,493,000 | – | 154,512 | – | 0.04% | – |
| STLD | New | STEEL DYNAMICS INC | $1,479,000 | – | 86,088 | – | 0.04% | – |
| RESI | Sell | ALTISOURCE RESIDENTIAL CORPcl b | $1,427,000 | -63.3% | 102,493 | -55.5% | 0.04% | -62.4% |
| XON | Sell | INTREXON CORP | $1,447,000 | -50.3% | 45,514 | -23.7% | 0.04% | -49.3% |
| ATML | New | ATMEL CORP | $1,394,000 | – | 172,786 | – | 0.04% | – |
| ITUB | Buy | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,415,000 | -28.6% | 213,719 | +18.0% | 0.04% | -27.5% |
| EXC | New | EXELON CORP | $1,388,000 | – | 46,748 | – | 0.04% | – |
| FEYE | Buy | FIREEYE INC | $1,380,000 | -32.4% | 43,369 | +4.0% | 0.04% | -32.1% |
| ADBE | New | ADOBE SYS INC | $1,357,000 | – | 16,500 | – | 0.04% | – |
| COG | New | CABOT OIL & GAS CORP | $1,326,000 | – | 60,656 | – | 0.04% | – |
| JKS | Buy | JINKOSOLAR HLDG CO LTDsponsored adr | $1,316,000 | +98.5% | 59,974 | +167.1% | 0.04% | +105.9% |
| VALE | New | VALE S Aadr | $1,319,000 | – | 314,055 | – | 0.04% | – |
| EVRI | New | EVERI HLDGS INC | $1,276,000 | – | 248,638 | – | 0.03% | – |
| AKRXQ | Buy | AKORN INC | $1,283,000 | -8.2% | 45,000 | +40.6% | 0.03% | -5.6% |
| EWG | New | ISHARESmsci germany etf | $1,301,000 | – | 52,580 | – | 0.03% | – |
| ESPR | Buy | ESPERION THERAPEUTICS INC NE | $1,272,000 | -47.3% | 53,912 | +82.8% | 0.03% | -45.2% |
| AMLP | New | ALPS ETF TRalerian mlp | $1,248,000 | – | 100,000 | – | 0.03% | – |
| HCACU | New | HENNESSY CAP ACQUISITION CORunit 99/99/9999 | $1,232,000 | – | 125,000 | – | 0.03% | – |
| CO | New | CHINA CORD BLOOD CORP | $1,234,000 | – | 204,933 | – | 0.03% | – |
| NSU | Buy | NEVSUN RES LTD | $1,192,000 | -19.7% | 408,648 | +3.6% | 0.03% | -15.8% |
| DWRE | Sell | DEMANDWARE INC | $1,197,000 | -36.2% | 23,165 | -12.2% | 0.03% | -34.7% |
| PANW | Sell | PALO ALTO NETWORKS INC | $1,161,000 | -40.1% | 6,751 | -39.1% | 0.03% | -38.0% |
| GOLD | New | RANDGOLD RES LTDadr | $1,182,000 | – | 20,000 | – | 0.03% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $1,173,000 | – | 15,431 | – | 0.03% | – |
| FRO | New | FRONTLINE LTD | $1,169,000 | – | 431,921 | – | 0.03% | – |
| SF | New | STIFEL FINL CORP | $1,116,000 | – | 26,500 | – | 0.03% | – |
| APA | Buy | APACHE CORP | $1,136,000 | -11.6% | 29,000 | +30.0% | 0.03% | -9.1% |
| FOLD | Buy | AMICUS THERAPEUTICS INC | $1,137,000 | +47.9% | 81,279 | +49.5% | 0.03% | +50.0% |
| CYT | New | CYTEC INDS INC | $1,108,000 | – | 15,000 | – | 0.03% | – |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $1,109,000 | +109.2% | 29,448 | +168.1% | 0.03% | +107.1% |
| New | TIVO INCnote 2.000%10/0 | $1,089,000 | – | 1,250,000 | – | 0.03% | – | |
| TSL | Buy | TRINA SOLAR LIMITEDspon adr | $1,052,000 | +180.5% | 117,283 | +264.2% | 0.03% | +180.0% |
| PCAR | Buy | PACCAR INC | $1,073,000 | +149.0% | 20,575 | +204.9% | 0.03% | +154.5% |
| CJESQ | Sell | C&J ENERGY SVCS LTD | $1,072,000 | -90.9% | 304,418 | -65.8% | 0.03% | -90.8% |
| PFPT | Sell | PROOFPOINT INC | $1,074,000 | -26.4% | 17,811 | -22.3% | 0.03% | -26.3% |
| IBB | New | ISHARES TRnasdq biotec etf | $1,033,000 | – | 3,406 | – | 0.03% | – |
| AYI | Sell | ACUITY BRANDS INC | $1,022,000 | -66.5% | 5,873 | -65.5% | 0.03% | -65.8% |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 1.750% 8/1 | $1,016,000 | – | 1,200,000 | – | 0.03% | – | |
| QEP | Sell | QEP RES INC | $1,014,000 | -82.1% | 80,945 | -73.6% | 0.03% | -81.6% |
| SUNEQ | Sell | SUNEDISON INCcall | $1,005,000 | -77.6% | 140,000 | -6.7% | 0.03% | -76.7% |
| TE | New | TECO ENERGY INC | $998,000 | – | 38,000 | – | 0.03% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $997,000 | – | 15,000 | – | 0.03% | – |
| IBN | New | ICICI BK LTDadr | $979,000 | – | 116,816 | – | 0.03% | – |
| SGYPQ | New | SYNERGY PHARMACEUTICALS DEL | $984,000 | – | 185,631 | – | 0.03% | – |
| QGEN | Buy | QIAGEN NV | $964,000 | +9.3% | 37,367 | +5.0% | 0.02% | +8.7% |
| QLIK | Sell | QLIK TECHNOLOGIES INC | $874,000 | -47.2% | 23,977 | -49.3% | 0.02% | -46.5% |
| FMC | New | F M C CORP | $871,000 | – | 25,689 | – | 0.02% | – |
| MM | New | MILLENNIAL MEDIA INC | $826,000 | – | 471,858 | – | 0.02% | – |
| COH | Buy | COACH INC | $796,000 | +15.0% | 27,500 | +37.5% | 0.02% | +16.7% |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $794,000 | – | 5,557 | – | 0.02% | – |
| AXP | Sell | AMERICAN EXPRESS CO | $741,000 | -80.6% | 10,000 | -79.6% | 0.02% | -79.8% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $755,000 | -77.9% | 108,030 | -71.0% | 0.02% | -77.3% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $754,000 | -7.3% | 5,200 | +4.0% | 0.02% | -4.8% |
| NVLS | Buy | NIVALIS THERAPEUTICS INC | $751,000 | +58.8% | 57,869 | +85.2% | 0.02% | +66.7% |
| HBM | Sell | HUDBAY MINERALS INC | $773,000 | -69.4% | 210,138 | -30.7% | 0.02% | -69.2% |
| AFMD | New | AFFIMED N V | $732,000 | – | 118,593 | – | 0.02% | – |
| AMCC | Buy | APPLIED MICRO CIRCUITS CORP | $737,000 | +12.7% | 138,841 | +43.3% | 0.02% | +11.8% |
| RRC | Sell | RANGE RES CORP | $677,000 | -42.2% | 21,065 | -11.2% | 0.02% | -40.0% |
| NRG | New | NRG ENERGY INC | $625,000 | – | 42,066 | – | 0.02% | – |
| MHFI | Sell | MCGRAW HILL FINL INC | $649,000 | -52.1% | 7,500 | -44.4% | 0.02% | -51.4% |
| LNN | New | LINDSAY CORP | $651,000 | – | 9,599 | – | 0.02% | – |
| FCFS | New | FIRST CASH FINL SVCS INC | $621,000 | – | 15,498 | – | 0.02% | – |
| POT | Sell | POTASH CORP SASK INC | $616,000 | -66.8% | 30,000 | -50.0% | 0.02% | -66.7% |
| PLNR | New | PLANAR SYS INC | $587,000 | – | 101,200 | – | 0.02% | – |
| ABT | Buy | ABBOTT LABS | $603,000 | -9.0% | 15,000 | +11.1% | 0.02% | -5.9% |
| YUM | New | YUM BRANDS INC | $624,000 | – | 7,804 | – | 0.02% | – |
| BPMC | Buy | BLUEPRINT MEDICINES CORP | $573,000 | -15.5% | 26,858 | +5.0% | 0.02% | -16.7% |
| XLB | New | SELECT SECTOR SPDR TRsbi materials | $563,000 | – | 14,114 | – | 0.02% | – |
| ITB | New | ISHARES TRus home cons etf | $545,000 | – | 20,865 | – | 0.01% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $516,000 | -37.3% | 10,000 | -20.0% | 0.01% | -33.3% |
| SPLS | Sell | STAPLES INC | $500,000 | -95.1% | 42,625 | -93.6% | 0.01% | -95.1% |
| GLPG | Buy | GALAPAGOS NVspon adr | $476,000 | -17.6% | 11,684 | +4.1% | 0.01% | -13.3% |
| KGC | Sell | KINROSS GOLD CORP | $437,000 | -52.5% | 252,793 | -36.0% | 0.01% | -50.0% |
| ECL | Sell | ECOLAB INC | $439,000 | -61.2% | 4,000 | -60.0% | 0.01% | -58.6% |
| A104PS | Sell | HILTON WORLDWIDE HLDGS INC | $459,000 | -90.5% | 20,000 | -88.5% | 0.01% | -90.4% |
| RAI | New | REYNOLDS AMERICAN INC | $443,000 | – | 10,000 | – | 0.01% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $418,000 | – | 67,993 | – | 0.01% | – |
| EFA | New | ISHARES TRmsci eafe etf | $428,000 | – | 7,465 | – | 0.01% | – |
| EXTR | New | EXTREME NETWORKS INC | $407,000 | – | 121,060 | – | 0.01% | – |
| CRI | Sell | CARTER INC | $363,000 | -65.9% | 4,000 | -60.0% | 0.01% | -64.3% |
| ESV | New | ENSCO PLC | $362,000 | – | 25,712 | – | 0.01% | – |
| ATW | New | ATWOOD OCEANICS INC | $374,000 | – | 25,286 | – | 0.01% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $390,000 | – | 12,247 | – | 0.01% | – |
| VIAB | New | VIACOM INC NEWcl b | $345,000 | – | 8,000 | – | 0.01% | – |
| CTCM | New | CTC MEDIA INC | $350,000 | – | 200,100 | – | 0.01% | – |
| FLOW | New | SPX FLOW INC | $303,000 | – | 8,793 | – | 0.01% | – |
| CMCSA | Buy | COMCAST CORP NEWcl a | $284,000 | – | 5,000 | +249900.0% | 0.01% | – |
| YOKU | New | YOUKU TUDOU INCsponsored adr | $317,000 | – | 17,978 | – | 0.01% | – |
| LINDW | New | LINDBLAD EXPEDITIONS HLDGS I*w exp 07/08/202 | $291,000 | – | 155,356 | – | 0.01% | – |
| RGLD | New | ROYAL GOLD INC | $246,000 | – | 5,231 | – | 0.01% | – |
| LEN | New | LENNAR CORPcl a | $260,000 | – | 5,400 | – | 0.01% | – |
| NOC | Sell | NORTHROP GRUMMAN CORP | $223,000 | -56.6% | 1,341 | -58.6% | 0.01% | -53.8% |
| C | New | CITIGROUP INC | $219,000 | – | 4,409 | – | 0.01% | – |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $217,000 | -91.0% | 8,292 | -91.3% | 0.01% | -90.3% |
| VER | New | VEREIT INC | $218,000 | – | 28,233 | – | 0.01% | – |
| AMRN | Buy | AMARIN CORP PLCspons adr new | $210,000 | -17.6% | 108,760 | +5.0% | 0.01% | -14.3% |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $180,000 | – | 10,400 | – | 0.01% | – |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $186,000 | -60.7% | 1,737 | -58.6% | 0.01% | -58.3% |
| SVLC | New | SILVERCREST MINES INC | $194,000 | – | 220,119 | – | 0.01% | – |
| JRJR | Buy | CVSL INC | $172,000 | +79.2% | 103,006 | +28.8% | 0.01% | +150.0% |
| SRCLP | New | STERICYCLE INCdep pfd a 1/10 | $204,000 | – | 2,000 | – | 0.01% | – |
| TDOC | New | TELADOC INC | $185,000 | – | 8,296 | – | 0.01% | – |
| SDRL | Sell | SEADRILL LIMITED | $143,000 | -96.1% | 24,273 | -93.2% | 0.00% | -95.8% |
| BWA | New | BORGWARNER INC | $170,000 | – | 4,079 | – | 0.00% | – |
| SOL | New | RENESOLA LTDspons ads | $100,000 | – | 103,227 | – | 0.00% | – |
| SPXC | New | SPX CORP | $105,000 | – | 8,793 | – | 0.00% | – |
| PH | New | PARKER HANNIFIN CORP | $70,000 | – | 717 | – | 0.00% | – |
| GE | Sell | GENERAL ELECTRIC CO | $51,000 | -98.9% | 2,005 | -98.9% | 0.00% | -99.2% |
| PXD | Sell | PIONEER NAT RES CO | $22,000 | -98.4% | 183 | -98.2% | 0.00% | -97.2% |
| AGFSW | New | AGROFRESH SOLUTIONS*w exp 07/31/202 | $49,000 | – | 22,200 | – | 0.00% | – |
| CL | New | COLGATE PALMOLIVE CO | $38,000 | – | 604 | – | 0.00% | – |
| WMT | Sell | WAL-MART STORES INC | $7,000 | -99.9% | 113 | -99.8% | 0.00% | -100.0% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $12,000 | -99.8% | 139 | -99.8% | 0.00% | -100.0% |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1 | – | 0.00% | – |
| TSO | Exit | TESORO CORP | $0 | – | -152 | – | 0.00% | – |
| F | New | FORD MTR CO DEL | $0 | – | 4 | – | 0.00% | – |
| SDOCQ | New | SANDRIDGE ENERGY INC | $6,000 | – | 20,838 | – | 0.00% | – |
| TIF | Sell | TIFFANY & CO NEW | $12,000 | -99.3% | 158 | -99.2% | 0.00% | -100.0% |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -5,000 | – | -0.00% | – |
| BLVDW | Exit | BOULEVARD ACQUISITION CORP*w exp 02/19/201 | $0 | – | -25,000 | – | -0.00% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -2,047 | – | -0.00% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -1,000,000 | – | -0.01% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -10,000 | – | -0.01% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -64,869 | – | -0.01% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -16,389 | – | -0.01% | – |
| OWW | Exit | ORBITZ WORLDWIDE INCput | $0 | – | -25,000 | – | -0.01% | – |
| BCR | Exit | BARD C R INC | $0 | – | -1,750 | – | -0.01% | – |
| MC | Exit | MOELIS & COcl a | $0 | – | -12,537 | – | -0.01% | – |
| CLACW | Exit | CAPITOL ACQUISITION CORP II*w exp 05/15/201 | $0 | – | -155,356 | – | -0.01% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -80,490 | – | -0.01% | – |
| NUE | Exit | NUCOR CORPcall | $0 | – | -10,000 | – | -0.01% | – |
| TGD | Exit | TIMMINS GOLD CORP | $0 | – | -726,576 | – | -0.01% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -92,217 | – | -0.01% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -50,000 | – | -0.01% | – |
| KANG | Exit | IKANG HEALTHCARE GROUP INCsponsored adr | $0 | – | -26,039 | – | -0.01% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored adr | $0 | – | -28,149 | – | -0.02% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -12,178 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -10,000 | – | -0.02% | – |
| ARPJQ | Exit | ATLAS RESOURCE PARTNERS LPput | $0 | – | -100,000 | – | -0.02% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -13,000 | – | -0.02% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -430,016 | – | -0.02% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -51,425 | – | -0.02% | – |
| VNRSQ | Exit | VANGUARD NAT RES LLCput | $0 | – | -50,000 | – | -0.02% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -7,517 | – | -0.02% | – |
| RYL | Exit | RYLAND GROUP INC | $0 | – | -17,500 | – | -0.02% | – |
| TGT | Exit | TARGET CORP | $0 | – | -10,000 | – | -0.02% | – |
| QRVO | Exit | QORVO INCput | $0 | – | -10,000 | – | -0.02% | – |
| WING | Exit | WINGSTOP INC | $0 | – | -30,000 | – | -0.02% | – |
| KBR | Exit | KBR INC | $0 | – | -44,788 | – | -0.02% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -9,800 | – | -0.02% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -314,857 | – | -0.02% | – |
| TERP | Exit | TERRAFORM PWR INCcall | $0 | – | -25,000 | – | -0.02% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -46,577 | – | -0.02% | – |
| T100PS | Exit | CHINA MOBILE GAMES & ENTMT Gsponsored adr | $0 | – | -50,000 | – | -0.03% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -199,923 | – | -0.03% | – |
| INFA | Exit | INFORMATICA CORP | $0 | – | -25,000 | – | -0.03% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -68,657 | – | -0.03% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -19,500 | – | -0.03% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -711,216 | – | -0.03% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -17,850 | – | -0.03% | – |
| CSX | Exit | CSX CORP | $0 | – | -40,000 | – | -0.03% | – |
| EQT | Exit | EQT CORP | $0 | – | -16,564 | – | -0.04% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -120,000 | – | -0.04% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -85,047 | – | -0.04% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -16,223 | – | -0.04% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -24,646 | – | -0.04% | – |
| PMFG | Exit | PMFG INC | $0 | – | -221,216 | – | -0.04% | – |
| TAHO | Exit | TAHOE RES INC | $0 | – | -122,665 | – | -0.04% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -37,573 | – | -0.04% | – |
| GSM | Exit | GLOBE SPECIALTY METALS INC | $0 | – | -88,546 | – | -0.04% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -20,600 | – | -0.04% | – |
| BAS | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -213,154 | – | -0.04% | – |
| MAC | Exit | MACERICH CO | $0 | – | -22,427 | – | -0.04% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -47,040 | – | -0.04% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -19,909 | – | -0.05% | – |
| THD | Exit | ISHARESmsci thi cap etf | $0 | – | -24,880 | – | -0.05% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $0 | – | -2,000,000 | – | -0.05% | – | |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -24,132 | – | -0.05% | – |
| BSM | Exit | BLACK STONE MINERALS L P | $0 | – | -114,024 | – | -0.05% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -41,537 | – | -0.05% | – |
| CKSW | Exit | CLICKSOFTWARE TECHNOLOGIES Lord | $0 | – | -163,979 | – | -0.05% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -179,630 | – | -0.05% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -61,255 | – | -0.06% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -114,893 | – | -0.06% | – |
| TS | Exit | TENARIS S Asponsored adr | $0 | – | -80,809 | – | -0.06% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -50,000 | – | -0.06% | – |
| SFUN | Exit | SOUFUN HLDGS LTDadr | $0 | – | -279,294 | – | -0.06% | – |
| CGNX | Exit | COGNEX CORP | $0 | – | -50,472 | – | -0.06% | – |
| BDC | Exit | BELDEN INC | $0 | – | -30,806 | – | -0.06% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -75,000 | – | -0.06% | – |
| CRM | Exit | SALESFORCE COM INCcall | $0 | – | -37,500 | – | -0.07% | – |
| BA | Exit | BOEING CO | $0 | – | -19,449 | – | -0.07% | – |
| ACM | Exit | AECOM | $0 | – | -81,129 | – | -0.07% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -51,622 | – | -0.07% | – |
| CACC | Exit | CREDIT ACCEP CORP MICH | $0 | – | -11,663 | – | -0.07% | – |
| EBAY | Exit | EBAY INCcall | $0 | – | -48,800 | – | -0.08% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -22,600 | – | -0.08% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -200,000 | – | -0.08% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -370,000 | – | -0.08% | – |
| EXL | Exit | EXCEL TR INC | $0 | – | -200,000 | – | -0.08% | – |
| DISH | Exit | DISH NETWORK CORPcall | $0 | – | -50,000 | – | -0.09% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -59,911 | – | -0.09% | – |
| X | Exit | UNITED STATES STL CORP NEWcall | $0 | – | -172,400 | – | -0.09% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -54,689 | – | -0.09% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -75,791 | – | -0.09% | – |
| RES | Exit | RPC INC | $0 | – | -262,169 | – | -0.09% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -81,800 | – | -0.10% | – |
| CLAC | Exit | CAPITOL ACQUISITION CORP II | $0 | – | -374,900 | – | -0.10% | – |
| CONN | Exit | CONNS INCcall | $0 | – | -100,000 | – | -0.10% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -194,371 | – | -0.11% | – |
| ROIQ | Exit | ROI ACQUISITION CORP II | $0 | – | -400,000 | – | -0.11% | – |
| CSX | Exit | CSX CORPcall | $0 | – | -125,000 | – | -0.11% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcall | $0 | – | -235,000 | – | -0.11% | – |
| GDX | Exit | MARKET VECTORS ETF TRcall | $0 | – | -250,000 | – | -0.12% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -280,199 | – | -0.12% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -333,189 | – | -0.12% | – |
| AA | Exit | ALCOA INCcall | $0 | – | -415,000 | – | -0.12% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -63,124 | – | -0.12% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -62,353 | – | -0.12% | – |
| WMT | Exit | WAL-MART STORES INCcall | $0 | – | -75,000 | – | -0.14% | – |
| P107PS | Exit | MCG CAPITAL CORP | $0 | – | -1,283,610 | – | -0.15% | – |
| KYTH | Exit | KYTHERA BIOPHARMACEUTICALS I | $0 | – | -80,000 | – | -0.16% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -338,443 | – | -0.16% | – |
| YHOO | Exit | YAHOO INCcall | $0 | – | -166,500 | – | -0.17% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -814,544 | – | -0.18% | – |
| EWG | Exit | ISHAREScall | $0 | – | -250,000 | – | -0.18% | – |
| XOP | Exit | SPDR SERIES TRUSTcall | $0 | – | -150,000 | – | -0.18% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -56,700 | – | -0.18% | – |
| QLTY | Exit | QUALITY DISTR INC FLA | $0 | – | -459,600 | – | -0.18% | – |
| WUBA | Exit | 58 COM INCspon adr rep a | $0 | – | -111,999 | – | -0.19% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -55,000 | – | -0.19% | – |
| PPO | Exit | POLYPORE INTL INC | $0 | – | -125,466 | – | -0.20% | – |
| PLL | Exit | PALL CORP | $0 | – | -62,528 | – | -0.20% | – |
| HUM | Exit | HUMANA INC | $0 | – | -41,253 | – | -0.20% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -401,482 | – | -0.21% | – |
| CYNI | Exit | CYAN INC | $0 | – | -1,625,975 | – | -0.22% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -760,332 | – | -0.22% | – |
| RIG | Exit | TRANSOCEAN LTDcall | $0 | – | -595,000 | – | -0.25% | – |
| USO | Exit | UNITED STATES OIL FUND LPput | $0 | – | -500,000 | – | -0.26% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -339,834 | – | -0.30% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -445,493 | – | -0.34% | – |
| CME | Exit | CME GROUP INC | $0 | – | -144,114 | – | -0.35% | – |
| BRLI | Exit | BIO-REFERENCE LABS INC | $0 | – | -327,116 | – | -0.35% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -123,256 | – | -0.40% | – |
| XLK | Exit | SELECT SECTOR SPDR TRput | $0 | – | -410,000 | – | -0.44% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -1,050,000 | – | -0.46% | – |
| T | Exit | AT&T INCcall | $0 | – | -563,800 | – | -0.52% | – |
| MET | Exit | METLIFE INC | $0 | – | -373,270 | – | -0.54% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -1,450,000 | – | -0.60% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -172,101 | – | -0.62% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -530,000 | – | -0.63% | – |
| GTI | Exit | GRAFTECH INTL LTD | $0 | – | -5,142,687 | – | -0.66% | – |
| TIF | Exit | TIFFANY & CO NEWcall | $0 | – | -313,900 | – | -0.75% | – |
| ETP | Exit | ENERGY TRANSFER PRTNRS L Punit ltd partn | $0 | – | -586,576 | – | -0.79% | – |
| HEDJ | Exit | WISDOMTREE TRput | $0 | – | -613,700 | – | -0.98% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -679,981 | – | -1.08% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -485,399 | – | -1.12% | – |
| A309PS | Exit | DIRECTV | $0 | – | -471,298 | – | -1.13% | – |
| U104PS | Exit | PERFECT WORLD CO LTDspon adr rep b | $0 | – | -2,326,901 | – | -1.20% | – |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -552,006 | – | -1.22% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -697,422 | – | -1.42% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -495,000 | – | -1.60% | – |
| JPM | Exit | JPMORGAN CHASE & COcall | $0 | – | -1,000,000 | – | -1.76% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $223,018,000 | – | 1,083,400 | – | 5.78% | – |
| LNG | New | CHENIERE ENERGY INC | $72,544,000 | – | 1,047,460 | – | 1.88% | – |
| JPM | New | JPMORGAN CHASE & COcall | $67,760,000 | – | 1,000,000 | – | 1.76% | – |
| HAL | New | HALLIBURTON CO | $63,313,000 | – | 1,469,998 | – | 1.64% | – |
| CI | New | CIGNA CORPORATION | $62,000,000 | – | 382,717 | – | 1.61% | – |
| IWM | New | ISHARES TRput | $61,806,000 | – | 495,000 | – | 1.60% | – |
| FDO | New | FAMILY DLR STORES INC | $54,964,000 | – | 697,422 | – | 1.42% | – |
| NEE | New | NEXTERA ENERGY INC | $51,080,000 | – | 521,067 | – | 1.32% | – |
| GAME | New | SHANDA GAMES LTDsp adr reptg a | $49,920,000 | – | 7,255,828 | – | 1.29% | – |
| AGN | New | ALLERGAN PLC | $49,927,000 | – | 164,525 | – | 1.29% | – |
| MCK | New | MCKESSON CORP | $48,645,000 | – | 216,386 | – | 1.26% | – |
| PPG | New | PPG INDS INC | $47,824,000 | – | 416,911 | – | 1.24% | – |
| DRC | New | DRESSER-RAND GROUP INC | $47,019,000 | – | 552,006 | – | 1.22% | – |
| AAPL | New | APPLE INC | $46,788,000 | – | 373,032 | – | 1.21% | – |
| U104PS | New | PERFECT WORLD CO LTDspon adr rep b | $46,119,000 | – | 2,326,901 | – | 1.20% | – |
| HCBK | New | HUDSON CITY BANCORP | $45,755,000 | – | 4,631,119 | – | 1.18% | – |
| A309PS | New | DIRECTV | $43,732,000 | – | 471,298 | – | 1.13% | – |
| HSP | New | HOSPIRA INC | $43,060,000 | – | 485,399 | – | 1.12% | – |
| CTRX | New | CATAMARAN CORP | $41,533,000 | – | 679,981 | – | 1.08% | – |
| ARMH | New | ARM HLDGS PLCcall | $40,268,000 | – | 817,300 | – | 1.04% | – |
| HEDJ | New | WISDOMTREE TRput | $37,798,000 | – | 613,700 | – | 0.98% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $37,486,000 | – | 39,720,000 | – | 0.97% | – | |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $34,491,000 | – | 583,591 | – | 0.89% | – |
| HCA | New | HCA HOLDINGS INC | $34,407,000 | – | 379,262 | – | 0.89% | – |
| BHI | New | BAKER HUGHES INC | $33,728,000 | – | 546,647 | – | 0.87% | – |
| OIH | New | MARKET VECTORS ETF TRput | $31,410,000 | – | 900,000 | – | 0.81% | – |
| ETP | New | ENERGY TRANSFER PRTNRS L Punit ltd partn | $30,619,000 | – | 586,576 | – | 0.79% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $30,416,000 | – | 408,868 | – | 0.79% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $29,844,000 | – | 31,250,000 | – | 0.77% | – | |
| FB | New | FACEBOOK INCcl a | $29,490,000 | – | 343,845 | – | 0.76% | – |
| PRE | New | PARTNERRE LTD | $28,911,000 | – | 224,991 | – | 0.75% | – |
| TIF | New | TIFFANY & CO NEWcall | $28,816,000 | – | 313,900 | – | 0.75% | – |
| NMBL | New | NIMBLE STORAGE INC | $28,129,000 | – | 1,002,446 | – | 0.73% | – |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $27,869,000 | – | 17,500,000 | – | 0.72% | – | |
| ET | New | ENERGY TRANSFER EQUITY L P | $27,601,000 | – | 430,130 | – | 0.72% | – |
| New | TESLA MTRS INCnote 1.250% 3/0 | $27,345,000 | – | 27,785,000 | – | 0.71% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $27,231,000 | – | 51,500,000 | – | 0.70% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $25,539,000 | – | 19,740,000 | – | 0.66% | – | |
| GTI | New | GRAFTECH INTL LTD | $25,508,000 | – | 5,142,687 | – | 0.66% | – |
| FXI | New | ISHARES TRcall | $24,433,000 | – | 530,000 | – | 0.63% | – |
| SIAL | New | SIGMA ALDRICH CORP | $23,982,000 | – | 172,101 | – | 0.62% | – |
| CAH | New | CARDINAL HEALTH INC | $23,469,000 | – | 280,561 | – | 0.61% | – |
| RIG | New | TRANSOCEAN LTDput | $23,374,000 | – | 1,450,000 | – | 0.60% | – |
| New | NVIDIA CORPnote 1.000%12/0 | $22,481,000 | – | 19,600,000 | – | 0.58% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $21,262,000 | – | 22,500,000 | – | 0.55% | – | |
| MYL | New | MYLAN N V | $21,187,000 | – | 312,223 | – | 0.55% | – |
| MET | New | METLIFE INC | $20,899,000 | – | 373,270 | – | 0.54% | – |
| THC | New | TENET HEALTHCARE CORP | $20,848,000 | – | 360,188 | – | 0.54% | – |
| AET | New | AETNA INC NEW | $20,823,000 | – | 163,370 | – | 0.54% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $20,815,000 | – | 28,500,000 | – | 0.54% | – | |
| HME | New | HOME PROPERTIES INC | $20,406,000 | – | 279,352 | – | 0.53% | – |
| WMB | New | WILLIAMS COS INC DEL | $20,158,000 | – | 351,246 | – | 0.52% | – |
| T | New | AT&T INCcall | $20,026,000 | – | 563,800 | – | 0.52% | – |
| CP | New | CANADIAN PAC RY LTD | $19,744,000 | – | 123,223 | – | 0.51% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $19,343,000 | – | 851,748 | – | 0.50% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $18,834,000 | – | 718,999 | – | 0.49% | – |
| ALLY | New | ALLY FINL INC | $17,949,000 | – | 800,209 | – | 0.46% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $17,866,000 | – | 154,954 | – | 0.46% | – |
| BAC | New | BANK AMER CORP | $17,871,000 | – | 1,050,000 | – | 0.46% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $17,588,000 | – | 14,480,000 | – | 0.46% | – | |
| ISSI | New | INTEGRATED SILICON SOLUTION | $17,380,000 | – | 785,000 | – | 0.45% | – |
| DLTR | New | DOLLAR TREE INC | $17,228,000 | – | 218,098 | – | 0.45% | – |
| New | YAHOO INCnote 12/0 | $17,160,000 | – | 16,705,000 | – | 0.44% | – | |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $17,109,000 | – | 12,840,000 | – | 0.44% | – | |
| EXP | New | EAGLE MATERIALS INC | $17,063,000 | – | 223,541 | – | 0.44% | – |
| XLK | New | SELECT SECTOR SPDR TRput | $16,974,000 | – | 410,000 | – | 0.44% | – |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $16,284,000 | – | 15,000,000 | – | 0.42% | – | |
| New | ILLUMINA INCnote 6/1 | $16,256,000 | – | 13,880,000 | – | 0.42% | – | |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $15,827,000 | – | 12,450,000 | – | 0.41% | – | |
| BRCM | New | BROADCOM CORPcl a | $15,620,000 | – | 303,364 | – | 0.40% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $15,544,000 | – | 296,803 | – | 0.40% | – |
| APD | New | AIR PRODS & CHEMS INC | $15,452,000 | – | 112,926 | – | 0.40% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $15,390,000 | – | 123,256 | – | 0.40% | – |
| New | SANDISK CORPnote 0.500%10/1 | $14,872,000 | – | 15,350,000 | – | 0.38% | – | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $14,838,000 | – | 14,000,000 | – | 0.38% | – | |
| New | INTEL CORPsdcv 3.250% 8/0 | $14,770,000 | – | 9,725,000 | – | 0.38% | – | |
| New | GREEN PLAINS INCnote 3.250%10/0 | $14,538,000 | – | 10,000,000 | – | 0.38% | – | |
| DIS | New | DISNEY WALT CO | $14,514,000 | – | 127,157 | – | 0.38% | – |
| New | JARDEN CORPnote 1.875% 9/1 | $14,269,000 | – | 8,500,000 | – | 0.37% | – | |
| New | RADIAN GROUP INCnote 3.000%11/1 | $14,205,000 | – | 8,500,000 | – | 0.37% | – | |
| IBM | New | INTERNATIONAL BUSINESS MACHScall | $13,826,000 | – | 85,000 | – | 0.36% | – |
| T | New | AT&T INC | $13,586,000 | – | 382,500 | – | 0.35% | – |
| BRLI | New | BIO-REFERENCE LABS INC | $13,493,000 | – | 327,116 | – | 0.35% | – |
| CME | New | CME GROUP INC | $13,411,000 | – | 144,114 | – | 0.35% | – |
| New | CEMEX SAB DE CVnote 3.250% 3/1 | $13,335,000 | – | 11,920,000 | – | 0.34% | – | |
| SLCA | New | U S SILICA HLDGS INC | $13,080,000 | – | 445,493 | – | 0.34% | – |
| JPM | New | JPMORGAN CHASE & CO | $12,834,000 | – | 189,408 | – | 0.33% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $12,737,000 | – | 16,955,000 | – | 0.33% | – | |
| WFTIQ | New | WEATHERFORD INTL PLC | $12,522,000 | – | 1,020,555 | – | 0.32% | – |
| CJESQ | New | C&J ENERGY SVCS LTD | $11,741,000 | – | 889,495 | – | 0.30% | – |
| VMW | New | VMWARE INC | $11,729,000 | – | 136,798 | – | 0.30% | – |
| VDTH | New | VIDEOCON D2H LTDadr | $11,464,000 | – | 909,110 | – | 0.30% | – |
| WLL | New | WHITING PETE CORP NEW | $11,418,000 | – | 339,834 | – | 0.30% | – |
| New | CTRIP COM INTL LTDnote 1.250%10/1 | $11,304,000 | – | 9,870,000 | – | 0.29% | – | |
| GM | New | GENERAL MTRS CO | $11,171,000 | – | 335,154 | – | 0.29% | – |
| ANET | New | ARISTA NETWORKS INC | $11,127,000 | – | 136,121 | – | 0.29% | – |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $10,815,000 | – | 11,385,000 | – | 0.28% | – | |
| ODP | New | OFFICE DEPOT INC | $10,661,000 | – | 1,231,119 | – | 0.28% | – |
| ZTS | New | ZOETIS INCcl a | $10,659,000 | – | 221,046 | – | 0.28% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $10,472,000 | – | 150,000 | – | 0.27% | – |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $10,269,000 | – | 5,000,000 | – | 0.27% | – | |
| SPLS | New | STAPLES INC | $10,201,000 | – | 666,290 | – | 0.26% | – |
| PRGO | New | PERRIGO CO PLC | $10,034,000 | – | 54,287 | – | 0.26% | – |
| ALTR | New | ALTERA CORP | $9,986,000 | – | 195,032 | – | 0.26% | – |
| USO | New | UNITED STATES OIL FUND LPput | $9,940,000 | – | 500,000 | – | 0.26% | – |
| EJ | New | E HOUSE CHINA HLDGS LTDadr | $9,762,000 | – | 1,452,637 | – | 0.25% | – |
| RIG | New | TRANSOCEAN LTDcall | $9,591,000 | – | 595,000 | – | 0.25% | – |
| WLRH | New | WL ROSS HLDG CORP | $9,579,000 | – | 920,197 | – | 0.25% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr | $9,358,000 | – | 131,155 | – | 0.24% | – |
| KATE | New | KATE SPADE & CO | $8,908,000 | – | 413,559 | – | 0.23% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $8,930,000 | – | 89,750 | – | 0.23% | – |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $8,847,000 | – | 7,500,000 | – | 0.23% | – | |
| SBLK | New | STAR BULK CARRIERS CORP | $8,820,000 | – | 3,000,000 | – | 0.23% | – |
| TJX | New | TJX COS INC NEW | $8,718,000 | – | 131,754 | – | 0.23% | – |
| New | SERVICENOW INCnote 11/0 | $8,743,000 | – | 7,430,000 | – | 0.23% | – | |
| OWW | New | ORBITZ WORLDWIDE INC | $8,683,000 | – | 760,332 | – | 0.22% | – |
| CYNI | New | CYAN INC | $8,520,000 | – | 1,625,975 | – | 0.22% | – |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $8,481,000 | – | 156,886 | – | 0.22% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $8,435,000 | – | 8,570,000 | – | 0.22% | – | |
| New | JARDEN CORPnote 1.125% 3/1 | $8,330,000 | – | 7,155,000 | – | 0.22% | – | |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $8,142,000 | – | 401,482 | – | 0.21% | – |
| NNA | New | NAVIOS MARITIME ACQUIS CORP | $8,137,000 | – | 2,266,646 | – | 0.21% | – |
| HUM | New | HUMANA INC | $7,891,000 | – | 41,253 | – | 0.20% | – |
| PLL | New | PALL CORP | $7,782,000 | – | 62,528 | – | 0.20% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $7,694,000 | – | 7,875,000 | – | 0.20% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $7,615,000 | – | 36,472 | – | 0.20% | – |
| PPO | New | POLYPORE INTL INC | $7,513,000 | – | 125,466 | – | 0.20% | – |
| URBN | New | URBAN OUTFITTERS INC | $7,539,000 | – | 215,401 | – | 0.20% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $7,506,000 | – | 57,846 | – | 0.19% | – |
| M | New | MACYS INC | $7,431,000 | – | 110,141 | – | 0.19% | – |
| WFC | New | WELLS FARGO & CO NEW | $7,413,000 | – | 131,819 | – | 0.19% | – |
| CYBX | New | CYBERONICS INC | $7,392,000 | – | 124,325 | – | 0.19% | – |
| REI | New | RING ENERGY INC | $7,302,000 | – | 652,539 | – | 0.19% | – |
| BIIB | New | BIOGEN INC | $7,252,000 | – | 17,953 | – | 0.19% | – |
| R108 | New | ENERGIZER HLDGS INC | $7,235,000 | – | 55,000 | – | 0.19% | – |
| WUBA | New | 58 COM INCspon adr rep a | $7,175,000 | – | 111,999 | – | 0.19% | – |
| QLTY | New | QUALITY DISTR INC FLA | $7,106,000 | – | 459,600 | – | 0.18% | – |
| AAPL | New | APPLE INCput | $7,112,000 | – | 56,700 | – | 0.18% | – |
| XOP | New | SPDR SERIES TRUSTcall | $6,999,000 | – | 150,000 | – | 0.18% | – |
| DG | New | DOLLAR GEN CORP NEW | $6,980,000 | – | 89,792 | – | 0.18% | – |
| EWG | New | ISHAREScall | $6,970,000 | – | 250,000 | – | 0.18% | – |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $6,933,000 | – | 6,540,000 | – | 0.18% | – | |
| JCPNQ | New | PENNEY J C INC | $6,899,000 | – | 814,544 | – | 0.18% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $6,869,000 | – | 38,000 | – | 0.18% | – |
| LNKD | New | LINKEDIN CORP | $6,734,000 | – | 32,591 | – | 0.17% | – |
| ARMH | New | ARM HLDGS PLCsponsored adr | $6,592,000 | – | 133,791 | – | 0.17% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $6,600,000 | – | 3,000,000 | – | 0.17% | – | |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $6,549,000 | – | 184,563 | – | 0.17% | – |
| YHOO | New | YAHOO INCcall | $6,542,000 | – | 166,500 | – | 0.17% | – |
| LRCX | New | LAM RESEARCH CORPcall | $6,443,000 | – | 79,200 | – | 0.17% | – |
| BX | New | BLACKSTONE GROUP L P | $6,354,000 | – | 155,460 | – | 0.16% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $6,314,000 | – | 56,923 | – | 0.16% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $6,302,000 | – | 338,443 | – | 0.16% | – |
| LAZ | New | LAZARD LTD | $6,168,000 | – | 109,680 | – | 0.16% | – |
| KYTH | New | KYTHERA BIOPHARMACEUTICALS I | $6,025,000 | – | 80,000 | – | 0.16% | – |
| ALKS | New | ALKERMES PLC | $5,969,000 | – | 92,767 | – | 0.16% | – |
| AMGN | New | AMGEN INC | $5,976,000 | – | 38,925 | – | 0.16% | – |
| LMNS | New | LUMENIS LTD | $5,938,000 | – | 432,780 | – | 0.15% | – |
| P107PS | New | MCG CAPITAL CORP | $5,853,000 | – | 1,283,610 | – | 0.15% | – |
| GOOG | New | GOOGLE INCcl c | $5,877,000 | – | 11,290 | – | 0.15% | – |
| SHPG | New | SHIRE PLCsponsored adr | $5,861,000 | – | 24,270 | – | 0.15% | – |
| GD | New | GENERAL DYNAMICS CORP | $5,820,000 | – | 41,079 | – | 0.15% | – |
| DYN | New | DYNEGY INC NEW DEL | $5,817,000 | – | 198,870 | – | 0.15% | – |
| TMUS | New | T MOBILE US INC | $5,811,000 | – | 149,877 | – | 0.15% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $5,770,000 | – | 4,355,000 | – | 0.15% | – | |
| QEP | New | QEP RES INC | $5,668,000 | – | 306,234 | – | 0.15% | – |
| NBL | New | NOBLE ENERGY INC | $5,651,000 | – | 132,399 | – | 0.15% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $5,581,000 | – | 67,835 | – | 0.14% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $5,590,000 | – | 6,600,000 | – | 0.14% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $5,592,000 | – | 5,000,000 | – | 0.14% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $5,558,000 | – | 5,350,000 | – | 0.14% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $5,394,000 | – | 5,000,000 | – | 0.14% | – | |
| PM | New | PHILIP MORRIS INTL INC | $5,330,000 | – | 66,485 | – | 0.14% | – |
| WMT | New | WAL-MART STORES INCcall | $5,320,000 | – | 75,000 | – | 0.14% | – |
| MXL | New | MAXLINEAR INCcl a | $5,307,000 | – | 438,599 | – | 0.14% | – |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $5,235,000 | – | 5,000,000 | – | 0.14% | – | |
| EBAY | New | EBAY INC | $5,192,000 | – | 86,183 | – | 0.13% | – |
| New | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $5,119,000 | – | 5,000,000 | – | 0.13% | – | |
| TRTL | New | TERRAPIN 3 ACQUISITION CORP | $5,075,000 | – | 500,000 | – | 0.13% | – |
| NOW | New | SERVICENOW INC | $5,011,000 | – | 67,430 | – | 0.13% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $4,898,000 | – | 20,291 | – | 0.13% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $4,852,000 | – | 3,500,000 | – | 0.13% | – | |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $4,846,000 | – | 58,650 | – | 0.13% | – |
| A104PS | New | HILTON WORLDWIDE HLDGS INC | $4,807,000 | – | 174,500 | – | 0.12% | – |
| GMCR | New | KEURIG GREEN MTN INC | $4,778,000 | – | 62,353 | – | 0.12% | – |
| DRQ | New | DRIL-QUIP INC | $4,750,000 | – | 63,124 | – | 0.12% | – |
| WMT | New | WAL-MART STORES INC | $4,699,000 | – | 66,244 | – | 0.12% | – |
| GE | New | GENERAL ELECTRIC CO | $4,668,000 | – | 175,676 | – | 0.12% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $4,641,000 | – | 333,189 | – | 0.12% | – |
| AA | New | ALCOA INCcall | $4,627,000 | – | 415,000 | – | 0.12% | – |
| STNG | New | SCORPIO TANKERS INC | $4,621,000 | – | 458,008 | – | 0.12% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $4,591,000 | – | 46,683 | – | 0.12% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $4,584,000 | – | 280,199 | – | 0.12% | – |
| SUNEQ | New | SUNEDISON INCcall | $4,486,000 | – | 150,000 | – | 0.12% | – |
| New | B2GOLD CORPnote 3.250%10/0 | $4,475,000 | – | 5,000,000 | – | 0.12% | – | |
| OMC | New | OMNICOM GROUP INC | $4,482,000 | – | 64,496 | – | 0.12% | – |
| PCLN | New | PRICELINE GRP INC | $4,433,000 | – | 3,850 | – | 0.12% | – |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $4,428,000 | – | 2,500,000 | – | 0.12% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $4,434,000 | – | 5,000,000 | – | 0.12% | – | |
| GDX | New | MARKET VECTORS ETF TRcall | $4,440,000 | – | 250,000 | – | 0.12% | – |
| AMBC | New | AMBAC FINL GROUP INC | $4,394,000 | – | 264,089 | – | 0.11% | – |
| PMC | New | PHARMERICA CORP | $4,375,000 | – | 131,378 | – | 0.11% | – |
| FCX | New | FREEPORT-MCMORAN INCcall | $4,376,000 | – | 235,000 | – | 0.11% | – |
| EOG | New | EOG RES INC | $4,210,000 | – | 48,085 | – | 0.11% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $4,196,000 | – | 99,683 | – | 0.11% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $4,090,000 | – | 194,371 | – | 0.11% | – |
| CSX | New | CSX CORPcall | $4,081,000 | – | 125,000 | – | 0.11% | – |
| ROIQ | New | ROI ACQUISITION CORP II | $4,100,000 | – | 400,000 | – | 0.11% | – |
| KEX | New | KIRBY CORP | $4,063,000 | – | 52,997 | – | 0.10% | – |
| V | New | VISA INC | $3,979,000 | – | 59,256 | – | 0.10% | – |
| CONN | New | CONNS INCcall | $3,970,000 | – | 100,000 | – | 0.10% | – |
| FUL | New | FULLER H B CO | $3,977,000 | – | 97,912 | – | 0.10% | – |
| CLAC | New | CAPITOL ACQUISITION CORP II | $3,955,000 | – | 374,900 | – | 0.10% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $3,884,000 | – | 230,485 | – | 0.10% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $3,878,000 | – | 18,840 | – | 0.10% | – |
| AXP | New | AMERICAN EXPRESS CO | $3,816,000 | – | 49,105 | – | 0.10% | – |
| FXI | New | ISHARES TRput | $3,771,000 | – | 81,800 | – | 0.10% | – |
| SDRL | New | SEADRILL LIMITED | $3,690,000 | – | 356,880 | – | 0.10% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $3,672,000 | – | 48,851 | – | 0.10% | – |
| RES | New | RPC INC | $3,626,000 | – | 262,169 | – | 0.09% | – |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $3,594,000 | – | 140,499 | – | 0.09% | – |
| AXE | New | ANIXTER INTL INC | $3,563,000 | – | 54,689 | – | 0.09% | – |
| X | New | UNITED STATES STL CORP NEWcall | $3,555,000 | – | 172,400 | – | 0.09% | – |
| WAB | New | WABTEC CORP | $3,566,000 | – | 37,817 | – | 0.09% | – |
| MOS | New | MOSAIC CO NEW | $3,551,000 | – | 75,791 | – | 0.09% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $3,526,000 | – | 3,500,000 | – | 0.09% | – | |
| CELG | New | CELGENE CORP | $3,511,000 | – | 30,334 | – | 0.09% | – |
| MRK | New | MERCK & CO INC NEW | $3,411,000 | – | 59,911 | – | 0.09% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $3,413,000 | – | 372,583 | – | 0.09% | – |
| AMZN | New | AMAZON COM INC | $3,388,000 | – | 7,804 | – | 0.09% | – |
| DISH | New | DISH NETWORK CORPcall | $3,385,000 | – | 50,000 | – | 0.09% | – |
| OA | New | ORBITAL ATK INC | $3,385,000 | – | 46,148 | – | 0.09% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $3,331,000 | – | 137,586 | – | 0.09% | – |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $3,327,000 | – | 9,743 | – | 0.09% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $3,282,000 | – | 3,250,000 | – | 0.08% | – | |
| MTCN | New | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $3,200,000 | – | 200,000 | – | 0.08% | – |
| CCJ | New | CAMECO CORP | $3,199,000 | – | 224,034 | – | 0.08% | – |
| EIX | New | EDISON INTL | $3,207,000 | – | 57,705 | – | 0.08% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $3,212,000 | – | 40,000 | – | 0.08% | – |
| MIG | New | MEADOWBROOK INS GROUP INC | $3,182,000 | – | 370,000 | – | 0.08% | – |
| EXL | New | EXCEL TR INC | $3,154,000 | – | 200,000 | – | 0.08% | – |
| BEN | New | FRANKLIN RES INC | $3,162,000 | – | 64,500 | – | 0.08% | – |
| GOOGL | New | GOOGLE INCcl a | $3,132,000 | – | 5,800 | – | 0.08% | – |
| New | NETSUITE INCnote 0.250% 6/0 | $3,131,000 | – | 3,000,000 | – | 0.08% | – | |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $3,094,000 | – | 3,000,000 | – | 0.08% | – | |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $3,085,000 | – | 63,440 | – | 0.08% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $3,079,000 | – | 24,700 | – | 0.08% | – |
| CLVS | New | CLOVIS ONCOLOGY INC | $3,076,000 | – | 35,000 | – | 0.08% | – |
| New | HOMEAWAY INCnote 0.125% 4/0 | $3,104,000 | – | 3,250,000 | – | 0.08% | – | |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $3,048,000 | – | 200,000 | – | 0.08% | – |
| CYN | New | CITY NATL CORP | $3,068,000 | – | 33,947 | – | 0.08% | – |
| AYI | New | ACUITY BRANDS INC | $3,055,000 | – | 17,000 | – | 0.08% | – |
| EMN | New | EASTMAN CHEM CO | $2,997,000 | – | 36,630 | – | 0.08% | – |
| CMI | New | CUMMINS INC | $2,965,000 | – | 22,600 | – | 0.08% | – |
| TDG | New | TRANSDIGM GROUP INC | $2,959,000 | – | 13,169 | – | 0.08% | – |
| PSX | New | PHILLIPS 66 | $2,928,000 | – | 36,344 | – | 0.08% | – |
| EBAY | New | EBAY INCcall | $2,940,000 | – | 48,800 | – | 0.08% | – |
| BBH | New | MARKET VECTORS ETF TRbiotech etf | $2,903,000 | – | 21,529 | – | 0.08% | – |
| XON | New | INTREXON CORP | $2,910,000 | – | 59,625 | – | 0.08% | – |
| CACC | New | CREDIT ACCEP CORP MICH | $2,871,000 | – | 11,663 | – | 0.07% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $2,830,000 | – | 42,529 | – | 0.07% | – |
| UTX | New | UNITED TECHNOLOGIES CORPcall | $2,773,000 | – | 25,000 | – | 0.07% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG NV | $2,723,000 | – | 51,622 | – | 0.07% | – |
| BA | New | BOEING CO | $2,698,000 | – | 19,449 | – | 0.07% | – |
| AMAT | New | APPLIED MATLS INC | $2,691,000 | – | 140,000 | – | 0.07% | – |
| ACM | New | AECOM | $2,684,000 | – | 81,129 | – | 0.07% | – |
| TWC | New | TIME WARNER CABLE INC | $2,673,000 | – | 15,000 | – | 0.07% | – |
| PFE | New | PFIZER INC | $2,612,000 | – | 77,910 | – | 0.07% | – |
| CRM | New | SALESFORCE COM INCcall | $2,611,000 | – | 37,500 | – | 0.07% | – |
| SRE | New | SEMPRA ENERGY | $2,572,000 | – | 26,022 | – | 0.07% | – |
| APH | New | AMPHENOL CORP NEWcl a | $2,499,000 | – | 43,112 | – | 0.06% | – |
| MA | New | MASTERCARD INCcl a | $2,524,000 | – | 27,000 | – | 0.06% | – |
| HBM | New | HUDBAY MINERALS INC | $2,528,000 | – | 303,420 | – | 0.06% | – |
| BDC | New | BELDEN INC | $2,502,000 | – | 30,806 | – | 0.06% | – |
| GM | New | GENERAL MTRS COcall | $2,500,000 | – | 75,000 | – | 0.06% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $2,475,000 | – | 74,400 | – | 0.06% | – |
| CGNX | New | COGNEX CORP | $2,428,000 | – | 50,472 | – | 0.06% | – |
| RAD | New | RITE AID CORP | $2,389,000 | – | 286,065 | – | 0.06% | – |
| ESPR | New | ESPERION THERAPEUTICS INC NE | $2,412,000 | – | 29,500 | – | 0.06% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $2,399,000 | – | 95,038 | – | 0.06% | – |
| SFUN | New | SOUFUN HLDGS LTDadr | $2,349,000 | – | 279,294 | – | 0.06% | – |
| New | ENERGY XXI BERMUDA LTDnote 3.000%12/1 | $2,340,000 | – | 7,145,000 | – | 0.06% | – | |
| AER | New | AERCAP HOLDINGS NV | $2,290,000 | – | 50,000 | – | 0.06% | – |
| TS | New | TENARIS S Asponsored adr | $2,183,000 | – | 80,809 | – | 0.06% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $2,162,000 | – | 114,893 | – | 0.06% | – |
| CRTO | New | CRITEO S Aspons ads | $2,153,000 | – | 45,174 | – | 0.06% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $2,132,000 | – | 61,255 | – | 0.06% | – |
| New | RESOURCE CAP CORPnote 6.000%12/0 | $2,081,000 | – | 2,250,000 | – | 0.05% | – | |
| SWC | New | STILLWATER MNG CO | $2,082,000 | – | 179,630 | – | 0.05% | – |
| HLF | New | HERBALIFE LTD | $2,093,000 | – | 38,000 | – | 0.05% | – |
| CKSW | New | CLICKSOFTWARE TECHNOLOGIES Lord | $2,061,000 | – | 163,979 | – | 0.05% | – |
| FEYE | New | FIREEYE INC | $2,040,000 | – | 41,714 | – | 0.05% | – |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,990,000 | – | 2,000,000 | – | 0.05% | – | |
| INCY | New | INCYTE CORP | $1,967,000 | – | 18,879 | – | 0.05% | – |
| FSLR | New | FIRST SOLAR INC | $1,951,000 | – | 41,537 | – | 0.05% | – |
| BSM | New | BLACK STONE MINERALS L P | $1,963,000 | – | 114,024 | – | 0.05% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,983,000 | – | 181,134 | – | 0.05% | – |
| PANW | New | PALO ALTO NETWORKS INC | $1,938,000 | – | 11,092 | – | 0.05% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $1,900,000 | – | 2,000,000 | – | 0.05% | – | |
| APC | New | ANADARKO PETE CORP | $1,884,000 | – | 24,132 | – | 0.05% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $1,875,000 | – | 57,600 | – | 0.05% | – |
| DWRE | New | DEMANDWARE INC | $1,875,000 | – | 26,380 | – | 0.05% | – |
| THD | New | ISHARESmsci thi cap etf | $1,853,000 | – | 24,880 | – | 0.05% | – |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $1,855,000 | – | 104,476 | – | 0.05% | – |
| POT | New | POTASH CORP SASK INC | $1,858,000 | – | 60,000 | – | 0.05% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $1,796,000 | – | 19,909 | – | 0.05% | – |
| TIF | New | TIFFANY & CO NEW | $1,783,000 | – | 19,424 | – | 0.05% | – |
| FTI | New | FMC TECHNOLOGIES INC | $1,779,000 | – | 42,869 | – | 0.05% | – |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $1,723,000 | – | 2,328,084 | – | 0.04% | – |
| SPLK | New | SPLUNK INC | $1,703,000 | – | 24,467 | – | 0.04% | – |
| TWTR | New | TWITTER INC | $1,704,000 | – | 47,040 | – | 0.04% | – |
| QLIK | New | QLIK TECHNOLOGIES INC | $1,654,000 | – | 47,323 | – | 0.04% | – |
| MAC | New | MACERICH CO | $1,673,000 | – | 22,427 | – | 0.04% | – |
| BAS | New | BASIC ENERGY SVCS INC NEW | $1,609,000 | – | 213,154 | – | 0.04% | – |
| WDAY | New | WORKDAY INCcl a | $1,574,000 | – | 20,600 | – | 0.04% | – |
| GSM | New | GLOBE SPECIALTY METALS INC | $1,567,000 | – | 88,546 | – | 0.04% | – |
| OC | New | OWENS CORNING NEW | $1,550,000 | – | 37,573 | – | 0.04% | – |
| TAHO | New | TAHOE RES INC | $1,488,000 | – | 122,665 | – | 0.04% | – |
| SAEX | New | SAEXPLORATION HLDGS INC | $1,479,000 | – | 435,000 | – | 0.04% | – |
| NSU | New | NEVSUN RES LTD | $1,485,000 | – | 394,478 | – | 0.04% | – |
| MGA | New | MAGNA INTL INC | $1,480,000 | – | 26,390 | – | 0.04% | – |
| PFPT | New | PROOFPOINT INC | $1,459,000 | – | 22,918 | – | 0.04% | – |
| PMFG | New | PMFG INC | $1,422,000 | – | 221,216 | – | 0.04% | – |
| AKRXQ | New | AKORN INC | $1,397,000 | – | 32,000 | – | 0.04% | – |
| PXD | New | PIONEER NAT RES CO | $1,379,000 | – | 9,942 | – | 0.04% | – |
| MHFI | New | MCGRAW HILL FINL INC | $1,356,000 | – | 13,500 | – | 0.04% | – |
| EQT | New | EQT CORP | $1,347,000 | – | 16,564 | – | 0.04% | – |
| ALB | New | ALBEMARLE CORP | $1,362,000 | – | 24,646 | – | 0.04% | – |
| OASPQ | New | OASIS PETE INC NEW | $1,348,000 | – | 85,047 | – | 0.04% | – |
| MTG | New | MGIC INVT CORP WIS | $1,366,000 | – | 120,000 | – | 0.04% | – |
| LLY | New | LILLY ELI & CO | $1,354,000 | – | 16,223 | – | 0.04% | – |
| CSX | New | CSX CORP | $1,306,000 | – | 40,000 | – | 0.03% | – |
| CTRP | New | CTRIP COM INTL LTD | $1,296,000 | – | 17,850 | – | 0.03% | – |
| APA | New | APACHE CORP | $1,285,000 | – | 22,300 | – | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $1,275,000 | – | 12,500 | – | 0.03% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $1,258,000 | – | 52,937 | – | 0.03% | – |
| PWE | New | PENN WEST PETE LTD NEW | $1,225,000 | – | 711,216 | – | 0.03% | – |
| RNST | New | RENASANT CORP | $1,233,000 | – | 37,815 | – | 0.03% | – |
| UNFI | New | UNITED NAT FOODS INC | $1,242,000 | – | 19,500 | – | 0.03% | – |
| MSO | New | MARTHA STEWART LIVING OMNIMEcl a | $1,248,000 | – | 200,000 | – | 0.03% | – |
| New | INTEL CORPsdcv 12/1 | $1,206,000 | – | 1,000,000 | – | 0.03% | – | |
| INFA | New | INFORMATICA CORP | $1,212,000 | – | 25,000 | – | 0.03% | – |
| SLW | New | SILVER WHEATON CORP | $1,191,000 | – | 68,657 | – | 0.03% | – |
| YHOO | New | YAHOO INC | $1,179,000 | – | 30,000 | – | 0.03% | – |
| RRC | New | RANGE RES CORP | $1,171,000 | – | 23,722 | – | 0.03% | – |
| ECL | New | ECOLAB INC | $1,131,000 | – | 10,000 | – | 0.03% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $1,111,000 | – | 5,000 | – | 0.03% | – |
| CRI | New | CARTER INC | $1,063,000 | – | 10,000 | – | 0.03% | – |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,063,000 | – | 1,135,000 | – | 0.03% | – | |
| DRYS | New | DRYSHIPS INC | $1,074,000 | – | 1,785,652 | – | 0.03% | – |
| WTI | New | W & T OFFSHORE INC | $1,096,000 | – | 199,923 | – | 0.03% | – |
| T100PS | New | CHINA MOBILE GAMES & ENTMT Gsponsored adr | $1,057,000 | – | 50,000 | – | 0.03% | – |
| ZIONW | New | ZIONS BANCORPORATION*w exp 05/22/202 | $1,028,000 | – | 198,360 | – | 0.03% | – |
| WLRHW | New | WL ROSS HLDG CORP*w exp 06/11/201 | $1,000,000 | – | 1,000,000 | – | 0.03% | – |
| IMPV | New | IMPERVA INC | $1,015,000 | – | 14,999 | – | 0.03% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $983,000 | – | 17,241 | – | 0.02% | – |
| X | New | UNITED STATES STL CORP NEW | $960,000 | – | 46,577 | – | 0.02% | – |
| EFX | New | EQUIFAX INC | $971,000 | – | 10,000 | – | 0.02% | – |
| TERP | New | TERRAFORM PWR INCcall | $949,000 | – | 25,000 | – | 0.02% | – |
| KGC | New | KINROSS GOLD CORP | $920,000 | – | 394,856 | – | 0.02% | – |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $929,000 | – | 1,000,000 | – | 0.02% | – | |
| GTE | New | GRAN TIERRA ENERGY INC | $943,000 | – | 314,857 | – | 0.02% | – |
| CRM | New | SALESFORCE COM INC | $922,000 | – | 13,246 | – | 0.02% | – |
| OCR | New | OMNICARE INC | $924,000 | – | 9,800 | – | 0.02% | – |
| QGEN | New | QIAGEN NV | $882,000 | – | 35,585 | – | 0.02% | – |
| KBR | New | KBR INC | $872,000 | – | 44,788 | – | 0.02% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $844,000 | – | 52,937 | – | 0.02% | – |
| WING | New | WINGSTOP INC | $852,000 | – | 30,000 | – | 0.02% | – |
| RYL | New | RYLAND GROUP INC | $811,000 | – | 17,500 | – | 0.02% | – |
| TGT | New | TARGET CORP | $816,000 | – | 10,000 | – | 0.02% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $823,000 | – | 12,500 | – | 0.02% | – |
| QRVO | New | QORVO INCput | $803,000 | – | 10,000 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $813,000 | – | 5,000 | – | 0.02% | – |
| NVRO | New | NEVRO CORP | $806,000 | – | 15,000 | – | 0.02% | – |
| SUNEQ | New | SUNEDISON INC | $823,000 | – | 27,500 | – | 0.02% | – |
| ASML | New | ASML HOLDING N V | $783,000 | – | 7,517 | – | 0.02% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $769,000 | – | 54,358 | – | 0.02% | – |
| LEU | New | CENTRUS ENERGY CORPcl a | $744,000 | – | 180,083 | – | 0.02% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $747,000 | – | 51,425 | – | 0.02% | – |
| VNRSQ | New | VANGUARD NAT RES LLCput | $746,000 | – | 50,000 | – | 0.02% | – |
| BPMC | New | BLUEPRINT MEDICINES CORP | $678,000 | – | 25,587 | – | 0.02% | – |
| COH | New | COACH INC | $692,000 | – | 20,000 | – | 0.02% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $709,000 | – | 12,500 | – | 0.02% | – |
| SALT | New | SCORPIO BULKERS INC | $701,000 | – | 430,016 | – | 0.02% | – |
| MU | New | MICRON TECHNOLOGY INC | $681,000 | – | 36,150 | – | 0.02% | – |
| ABT | New | ABBOTT LABS | $663,000 | – | 13,500 | – | 0.02% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $663,000 | – | 22,450 | – | 0.02% | – |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $665,000 | – | 500,000 | – | 0.02% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $639,000 | – | 15,418 | – | 0.02% | – |
| AMCC | New | APPLIED MICRO CIRCUITS CORP | $654,000 | – | 96,883 | – | 0.02% | – |
| WWAV | New | WHITEWAVE FOODS CO | $635,000 | – | 13,000 | – | 0.02% | – |
| ADSK | New | AUTODESK INC | $610,000 | – | 12,178 | – | 0.02% | – |
| ARPJQ | New | ATLAS RESOURCE PARTNERS LPput | $626,000 | – | 100,000 | – | 0.02% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $602,000 | – | 4,932 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $626,000 | – | 10,000 | – | 0.02% | – |
| HD | New | HOME DEPOT INC | $564,000 | – | 5,071 | – | 0.02% | – |
| GLPG | New | GALAPAGOS NVspon adr | $578,000 | – | 11,219 | – | 0.02% | – |
| VNET | New | 21VIANET GROUP INCsponsored adr | $578,000 | – | 28,149 | – | 0.02% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $530,000 | – | 10,985 | – | 0.01% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $514,000 | – | 3,239 | – | 0.01% | – |
| New | ARES CAP CORPnote 4.750% 1/1 | $516,000 | – | 500,000 | – | 0.01% | – | |
| KANG | New | IKANG HEALTHCARE GROUP INCsponsored adr | $504,000 | – | 26,039 | – | 0.01% | – |
| LMT | New | LOCKHEED MARTIN CORP | $509,000 | – | 2,740 | – | 0.01% | – |
| NKE | New | NIKE INCcl b | $447,000 | – | 4,137 | – | 0.01% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $473,000 | – | 4,198 | – | 0.01% | – |
| NVLS | New | NIVALIS THERAPEUTICS INC | $473,000 | – | 31,250 | – | 0.01% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $452,000 | – | 50,000 | – | 0.01% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $456,000 | – | 92,217 | – | 0.01% | – |
| TGD | New | TIMMINS GOLD CORP | $407,000 | – | 726,576 | – | 0.01% | – |
| NUE | New | NUCOR CORPcall | $441,000 | – | 10,000 | – | 0.01% | – |
| PCAR | New | PACCAR INC | $431,000 | – | 6,748 | – | 0.01% | – |
| ORIG | New | OCEAN RIG UDW INC | $413,000 | – | 80,490 | – | 0.01% | – |
| TSL | New | TRINA SOLAR LIMITEDspon adr | $375,000 | – | 32,200 | – | 0.01% | – |
| CLACW | New | CAPITOL ACQUISITION CORP II*w exp 05/15/201 | $372,000 | – | 155,356 | – | 0.01% | – |
| JMG | New | JOURNAL MEDIA GROUP INC | $363,000 | – | 43,729 | – | 0.01% | – |
| MC | New | MOELIS & COcl a | $360,000 | – | 12,537 | – | 0.01% | – |
| BCR | New | BARD C R INC | $299,000 | – | 1,750 | – | 0.01% | – |
| ALV | New | AUTOLIV INC | $297,000 | – | 2,540 | – | 0.01% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $266,000 | – | 8,839 | – | 0.01% | – |
| OWW | New | ORBITZ WORLDWIDE INCput | $286,000 | – | 25,000 | – | 0.01% | – |
| AMRN | New | AMARIN CORP PLCspons adr new | $255,000 | – | 103,590 | – | 0.01% | – |
| HBMWS | New | HUDBAY MINERALS INC*w exp 07/20/201 | $220,000 | – | 233,206 | – | 0.01% | – |
| SNR | New | NEW SR INVT GROUP INC | $219,000 | – | 16,389 | – | 0.01% | – |
| NM | New | NAVIOS MARITIME HOLDINGS INC | $241,000 | – | 64,869 | – | 0.01% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $189,000 | – | 1,000,000 | – | 0.01% | – |
| USO | New | UNITED STATES OIL FUND LPunits | $199,000 | – | 10,000 | – | 0.01% | – |
| GOMO | New | SUNGY MOBILE LTDadr rep ord a | $141,000 | – | 29,588 | – | 0.00% | – |
| TRTLW | New | TERRAPIN 3 ACQUISITION CORP*w exp 06/27/201 | $155,000 | – | 500,000 | – | 0.00% | – |
| CCK | New | CROWN HOLDINGS INC | $108,000 | – | 2,047 | – | 0.00% | – |
| ROIQW | New | ROI ACQUISITION CORP II*w exp 09/17/201 | $112,000 | – | 400,000 | – | 0.00% | – |
| CGBBW | New | CITIGROUP INC*w exp 10/28/201 | $77,000 | – | 5,000,000 | – | 0.00% | – |
| JRJR | New | CVSL INC | $96,000 | – | 80,000 | – | 0.00% | – |
| BLVDW | New | BOULEVARD ACQUISITION CORP*w exp 02/19/201 | $91,000 | – | 25,000 | – | 0.00% | – |
| RF | New | REGIONS FINL CORP NEW | $52,000 | – | 5,000 | – | 0.00% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $20,000 | – | 497 | – | 0.00% | – |
| DELTW | New | DELTA TECHNOLOGY HLDGS LTD*w exp 12/18/201 | $56,000 | – | 200,000 | – | 0.00% | – |
| SLB | New | SCHLUMBERGER LTD | $23,000 | – | 270 | – | 0.00% | – |
| BCE | New | BCE INC | $19,000 | – | 453 | – | 0.00% | – |
| NBR | New | NABORS INDUSTRIES LTD | $16,000 | – | 1,089 | – | 0.00% | – |
| RTN | New | RAYTHEON CO | $14,000 | – | 146 | – | 0.00% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $14,000 | – | 91 | – | 0.00% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $14,000 | – | 477 | – | 0.00% | – |
| MRO | New | MARATHON OIL CORP | $0 | – | 1 | – | 0.00% | – |
| ROST | New | ROSS STORES INC | $13,000 | – | 262 | – | 0.00% | – |
| UAA | New | UNDER ARMOUR INCcl a | $14,000 | – | 172 | – | 0.00% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $0 | – | 2 | – | 0.00% | – |
| VMC | New | VULCAN MATLS CO | $12,000 | – | 142 | – | 0.00% | – |
| TSO | New | TESORO CORP | $13,000 | – | 152 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,000 | – | 13 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| T | Exit | AT&T INC | $0 | – | -205 | – | 0.00% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -165 | – | 0.00% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -497 | – | 0.00% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -1 | – | 0.00% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -1 | – | 0.00% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1 | – | 0.00% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -1 | – | 0.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -279 | – | 0.00% | – |
| CISAW | Exit | CIS ACQUISITION LTD*w exp 12/18/201 | $0 | – | -200,000 | – | -0.00% | – |
| RLOC | Exit | REACHLOCAL INC | $0 | – | -13,900 | – | -0.00% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -1,714 | – | -0.00% | – |
| CLACW | Exit | CAPITOL ACQUISITION CORP II*w exp 05/15/201 | $0 | – | -250,000 | – | -0.00% | – |
| ATLC | Exit | ATLANTICUS HLDGS CORP | $0 | – | -63,611 | – | -0.00% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -1,772 | – | -0.00% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -3,546 | – | -0.00% | – |
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -119,600 | – | -0.00% | – |
| OMEX | Exit | ODYSSEY MARINE EXPLORATION I | $0 | – | -121,445 | – | -0.00% | – |
| DNDNQ | Exit | DENDREON CORPput | $0 | – | -100,000 | – | -0.00% | – |
| PPPMF | Exit | PRIMERO MNG CORP | $0 | – | -27,500 | – | -0.00% | – |
| ROIQW | Exit | ROI ACQUISITION CORP II*w exp 09/17/201 | $0 | – | -400,000 | – | -0.00% | – |
| HCACW | Exit | HENNESSY CAP ACQUISITION COR*w exp 01/23/201 | $0 | – | -200,000 | – | -0.00% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -2,174 | – | -0.00% | – |
| INTC | Exit | INTEL CORP | $0 | – | -4,431 | – | -0.00% | – |
| CGBBW | Exit | CITIGROUP INC*w exp 10/28/201 | $0 | – | -5,000,000 | – | -0.00% | – |
| CLF | Exit | CLIFFS NAT RES INCput | $0 | – | -17,900 | – | -0.00% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -1,656 | – | -0.00% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -30,783 | – | -0.00% | – |
| FUEL | Exit | ROCKET FUEL INC | $0 | – | -11,300 | – | -0.00% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -11,379 | – | -0.01% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -29,532 | – | -0.01% | – |
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -34,640 | – | -0.01% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -12,500 | – | -0.01% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -30,643 | – | -0.01% | – |
| GTATQ | Exit | GT ADVANCED TECHNOLOGIES INC | $0 | – | -23,000 | – | -0.01% | – |
| RFMD | Exit | RF MICRODEVICES INCcall | $0 | – | -25,000 | – | -0.01% | – |
| EWZ | Exit | ISHARESmsci brz cap etf | $0 | – | -7,400 | – | -0.01% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -12,445 | – | -0.01% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -5,508 | – | -0.01% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -48,919 | – | -0.01% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -8,829 | – | -0.01% | – |
| LPG | Exit | DORIAN LPG LTD | $0 | – | -22,909 | – | -0.01% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -10,000 | – | -0.01% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -50,073 | – | -0.01% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -2,313 | – | -0.01% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -10,000 | – | -0.01% | – |
| EAGLW | Exit | SILVER EAGLE ACQUISITION COR*w exp 07/26/202 | $0 | – | -750,000 | – | -0.01% | – |
| SOL | Exit | RENESOLA LTDspons ads | $0 | – | -150,117 | – | -0.01% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -21,058 | – | -0.01% | – |
| J106OPTLDIV | Exit | CBS OUTDOOR AMERS INC | $0 | – | -16,200 | – | -0.01% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -13,000 | – | -0.01% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -30,000 | – | -0.01% | – |
| EVAR | Exit | LOMBARD MED INC | $0 | – | -60,892 | – | -0.01% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -25,000 | – | -0.01% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -8,791 | – | -0.01% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -10,000 | – | -0.01% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -10,000 | – | -0.01% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -5,000 | – | -0.01% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -561,674 | – | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -5,036 | – | -0.02% | – |
| HLF | Exit | HERBALIFE LTDput | $0 | – | -15,000 | – | -0.02% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -27,414 | – | -0.02% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -51,508 | – | -0.02% | – |
| GTLS | Exit | CHART INDS INC | $0 | – | -11,801 | – | -0.02% | – |
| INVN | Exit | INVENSENSE INC | $0 | – | -39,552 | – | -0.02% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -10,000 | – | -0.02% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -16,000 | – | -0.02% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -19,033 | – | -0.02% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -30,000 | – | -0.02% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -22,558 | – | -0.02% | – |
| JRN | Exit | JOURNAL COMMUNICATIONS INCcl a | $0 | – | -97,300 | – | -0.02% | – |
| YHOO | Exit | YAHOO INCcall | $0 | – | -19,900 | – | -0.02% | – |
| USG | Exit | U S G CORPcall | $0 | – | -29,700 | – | -0.02% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -16,454 | – | -0.02% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -179,879 | – | -0.02% | – |
| AWAY | Exit | HOMEAWAY INC | $0 | – | -25,811 | – | -0.02% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -14,897 | – | -0.02% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -30,274 | – | -0.02% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -40,000 | – | -0.02% | – |
| HNR | Exit | HARVEST NATURAL RESOURCES IN | $0 | – | -268,146 | – | -0.02% | – |
| ZIONW | Exit | ZIONS BANCORPORATION*w exp 05/22/202 | $0 | – | -198,360 | – | -0.02% | – |
| HUBB | Exit | HUBBELL INCcall | $0 | – | -8,700 | – | -0.02% | – |
| GFIG | Exit | GFI GROUP INC | $0 | – | -200,000 | – | -0.02% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -20,000 | – | -0.02% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -38,692 | – | -0.02% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -51,508 | – | -0.03% | – |
| WMT | Exit | WAL-MART STORES INCcall | $0 | – | -15,100 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -27,500 | – | -0.03% | – |
| SCTY | Exit | SOLARCITY CORPput | $0 | – | -20,000 | – | -0.03% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $0 | – | -1,000,000 | – | -0.03% | – | |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -29,026 | – | -0.03% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -69,241 | – | -0.03% | – |
| MBI | Exit | MBIA INC | $0 | – | -133,200 | – | -0.03% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -1,000,000 | – | -0.03% | – | |
| DCI | Exit | DONALDSON INC | $0 | – | -32,293 | – | -0.03% | – |
| SWFT | Exit | SWIFT TRANSN COcall | $0 | – | -64,300 | – | -0.03% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -29,640 | – | -0.03% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -9,434 | – | -0.03% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -16,750 | – | -0.03% | – |
| MYL | Exit | MYLAN INC | $0 | – | -31,873 | – | -0.03% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -36,941 | – | -0.03% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -4,439 | – | -0.03% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -122,823 | – | -0.03% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -49,409 | – | -0.04% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -45,165 | – | -0.04% | – |
| Exit | PROLOGISnote 3.250% 3/1 | $0 | – | -1,500,000 | – | -0.04% | – | |
| LPDX | Exit | LIPOSCIENCE INC | $0 | – | -300,000 | – | -0.04% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -32,000 | – | -0.04% | – |
| HQCL | Exit | HANWHA SOLARONE CO LTDsponsored adr | $0 | – | -666,760 | – | -0.04% | – |
| SLV | Exit | ISHARES SILVER TRUSTcall | $0 | – | -100,000 | – | -0.04% | – |
| LPX | Exit | LOUISIANA PAC CORPcall | $0 | – | -120,700 | – | -0.04% | – |
| N | Exit | NETSUITE INC | $0 | – | -18,887 | – | -0.04% | – |
| EXC | Exit | EXELON CORPcall | $0 | – | -50,000 | – | -0.04% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -31,400 | – | -0.04% | – |
| VTGDF | Exit | VANTAGE DRILLING COMPANY | $0 | – | -1,447,448 | – | -0.04% | – |
| LEU | Exit | CENTRUS ENERGY CORPcl a | $0 | – | -180,451 | – | -0.04% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -67,268 | – | -0.04% | – |
| VMW | Exit | VMWARE INC | $0 | – | -19,803 | – | -0.04% | – |
| SCTY | Exit | SOLARCITY CORP | $0 | – | -31,222 | – | -0.04% | – |
| HCAC | Exit | HENNESSY CAP ACQUISITION COR | $0 | – | -200,000 | – | -0.04% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -10,000 | – | -0.04% | – |
| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $0 | – | -2,000,000 | – | -0.05% | – | |
| CISAA | Exit | CIS ACQUISITION LTD | $0 | – | -200,000 | – | -0.05% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -120,000 | – | -0.05% | – |
| ACI | Exit | ARCH COAL INCcall | $0 | – | -955,600 | – | -0.05% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -42,022 | – | -0.05% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -36,017 | – | -0.05% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -19,317 | – | -0.05% | – |
| Exit | VOLCANO CORPORATIONnote 1.750%12/0 | $0 | – | -2,500,000 | – | -0.05% | – | |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -2,000,000 | – | -0.05% | – | |
| Exit | RESOURCE CAP CORPnote 6.000%12/0 | $0 | – | -2,250,000 | – | -0.05% | – | |
| BBH | Exit | MARKET VECTORS ETF TRbiotech etf | $0 | – | -21,529 | – | -0.05% | – |
| SLB | Exit | SCHLUMBERGER LTDcall | $0 | – | -22,500 | – | -0.05% | – |
| IPRA | Exit | INTELSAT S Aman conv jr pfd | $0 | – | -48,728 | – | -0.05% | – |
| MWRX | Exit | MERGEWORTHRX CORP | $0 | – | -280,000 | – | -0.05% | – |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -100,000 | – | -0.05% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -42,197 | – | -0.06% | – |
| Exit | DENDREON CORPnote 2.875% 1/1 | $0 | – | -3,500,000 | – | -0.06% | – | |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -19,177 | – | -0.06% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -49,070 | – | -0.06% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -66,824 | – | -0.06% | – |
| MKTO | Exit | MARKETO INC | $0 | – | -77,563 | – | -0.06% | – |
| INFA | Exit | INFORMATICA CORP | $0 | – | -74,596 | – | -0.06% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -63,584 | – | -0.06% | – |
| NSU | Exit | NEVSUN RES LTD | $0 | – | -724,590 | – | -0.06% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -90,647 | – | -0.06% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -2,000,000 | – | -0.06% | – | |
| CWSA | Exit | CITIGROUP INC*w exp 01/04/201 | $0 | – | -2,783,193 | – | -0.06% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -2,500,000 | – | -0.06% | – | |
| AMBI | Exit | AMBIT BIOSCIENCES CORP | $0 | – | -180,000 | – | -0.06% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLCcall | $0 | – | -135,000 | – | -0.06% | – |
| CQB | Exit | CHIQUITA BRANDS INTL INC | $0 | – | -201,098 | – | -0.06% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -153,472 | – | -0.07% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -13,400 | – | -0.07% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -30,905 | – | -0.07% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -3,000,000 | – | -0.07% | – | |
| AAPL | Exit | APPLE INCcall | $0 | – | -30,000 | – | -0.07% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -63,707 | – | -0.07% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -105,590 | – | -0.07% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -37,640 | – | -0.07% | – |
| INTU | Exit | INTUIT | $0 | – | -35,384 | – | -0.07% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -27,809 | – | -0.07% | – |
| Exit | FLUIDIGM CORP DELnote 2.750% 2/0 | $0 | – | -3,500,000 | – | -0.07% | – | |
| 4945SC | Exit | KINDER MORGAN ENERGY PARTNERut ltd partner | $0 | – | -34,610 | – | -0.07% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -148,165 | – | -0.08% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -27,500 | – | -0.08% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -47,675 | – | -0.08% | – |
| CME | Exit | CME GROUP INC | $0 | – | -41,451 | – | -0.08% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -15,977 | – | -0.08% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -100,484 | – | -0.08% | – |
| Exit | CENTRAL EUROPEAN MEDIAnote 5.000%11/1 | $0 | – | -3,500,000 | – | -0.08% | – | |
| ANAC | Exit | ANACOR PHARMACEUTICALS INC | $0 | – | -147,125 | – | -0.08% | – |
| Exit | ARES CAP CORPnote 4.375% 1/1 | $0 | – | -3,500,000 | – | -0.08% | – | |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -99,758 | – | -0.08% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -93,000 | – | -0.08% | – |
| SAEX | Exit | SAEXPLORATION HLDGS INC | $0 | – | -435,000 | – | -0.08% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -67,767 | – | -0.09% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -37,281 | – | -0.09% | – |
| VC | Exit | VISTEON CORP | $0 | – | -39,232 | – | -0.09% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -18,574 | – | -0.09% | – |
| MANU | Exit | MANCHESTER UTD PLC NEWord cl a | $0 | – | -233,505 | – | -0.09% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -75,000 | – | -0.09% | – |
| ARPJQ | Exit | ATLAS RESOURCE PARTNERS LPput | $0 | – | -200,000 | – | -0.09% | – |
| ROIQ | Exit | ROI ACQUISITION CORP II | $0 | – | -400,000 | – | -0.09% | – |
| Exit | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $0 | – | -2,500,000 | – | -0.09% | – | |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -115,079 | – | -0.09% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -464,182 | – | -0.09% | – |
| PIKE | Exit | PIKE CORP | $0 | – | -337,915 | – | -0.09% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -40,079 | – | -0.09% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -26,983 | – | -0.09% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -134,170 | – | -0.10% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -136,239 | – | -0.10% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -423,447 | – | -0.10% | – |
| MTCN | Exit | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $0 | – | -200,000 | – | -0.10% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -79,025 | – | -0.10% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -47,918 | – | -0.10% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -83,517 | – | -0.10% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -194,376 | – | -0.10% | – |
| ATLS | Exit | ATLAS ENERGY LPput | $0 | – | -100,000 | – | -0.10% | – |
| AOL | Exit | AOL INC | $0 | – | -98,032 | – | -0.10% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -93,358 | – | -0.10% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -60,419 | – | -0.10% | – |
| Exit | UAL CORPnote 6.000%10/1 | $0 | – | -853,000 | – | -0.10% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -200,000 | – | -0.11% | – |
| NEM | Exit | NEWMONT MINING CORPcall | $0 | – | -200,000 | – | -0.11% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -6,600,000 | – | -0.11% | – | |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -180,690 | – | -0.11% | – |
| Exit | MOLYCORP INC DELnote 5.500% 2/0 | $0 | – | -13,000,000 | – | -0.11% | – | |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -214,951 | – | -0.11% | – |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -5,000,000 | – | -0.11% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -235,270 | – | -0.11% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -116,971 | – | -0.11% | – |
| XLB | Exit | SELECT SECTOR SPDR TRsbi materials | $0 | – | -97,498 | – | -0.11% | – |
| CLAC | Exit | CAPITOL ACQUISITION CORP II | $0 | – | -500,000 | – | -0.11% | – |
| REI | Exit | RING ENERGY INC | $0 | – | -333,334 | – | -0.11% | – |
| Exit | BPZ RESOURCES INCnote 8.500%10/0 | $0 | – | -5,000,000 | – | -0.11% | – | |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -3,000,000 | – | -0.11% | – | |
| TRTLU | Exit | TERRAPIN 3 ACQUISITION CORPunit 06/27/2019 | $0 | – | -500,000 | – | -0.12% | – |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -4,800,000 | – | -0.12% | – | |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -640,092 | – | -0.12% | – |
| HTWO | Exit | HF2 FINL MGMT INCcl a | $0 | – | -500,000 | – | -0.12% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -144,905 | – | -0.12% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -63,909 | – | -0.12% | – |
| XON | Exit | INTREXON CORP | $0 | – | -286,737 | – | -0.12% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -60,600 | – | -0.12% | – |
| Exit | MOLYCORP INC DELnote 6.000% 9/0 | $0 | – | -16,650,000 | – | -0.13% | – | |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -5,000,000 | – | -0.13% | – | |
| KMI | Exit | KINDER MORGAN INC DELcall | $0 | – | -147,200 | – | -0.13% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -5,000,000 | – | -0.13% | – | |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -15,902 | – | -0.13% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -6,000,000 | – | -0.14% | – | |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -391,049 | – | -0.14% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -108,071 | – | -0.14% | – |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -5,000,000 | – | -0.14% | – | |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -55,272 | – | -0.14% | – |
| Exit | ARES CAP CORPnote 4.750% 1/1 | $0 | – | -6,000,000 | – | -0.14% | – | |
| KEX | Exit | KIRBY CORP | $0 | – | -52,744 | – | -0.14% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -569,641 | – | -0.14% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INCcall | $0 | – | -100,000 | – | -0.14% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -45,763 | – | -0.15% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -97,663 | – | -0.15% | – |
| AA | Exit | ALCOA INC | $0 | – | -410,530 | – | -0.15% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -163,646 | – | -0.16% | – |
| CNQR | Exit | CONCUR TECHNOLOGIES INC | $0 | – | -54,183 | – | -0.16% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -84,794 | – | -0.16% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -73,347 | – | -0.16% | – |
| BTU | Exit | PEABODY ENERGY CORPcall | $0 | – | -578,300 | – | -0.16% | – |
| IBB | Exit | ISHARES TRnasdq biotec etf | $0 | – | -26,332 | – | -0.16% | – |
| Exit | WORKDAY INCnote 0.750% 7/1 | $0 | – | -6,000,000 | – | -0.16% | – | |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -141,759 | – | -0.17% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -117,978 | – | -0.17% | – |
| TGA | Exit | TRANSGLOBE ENERGY CORP | $0 | – | -1,201,925 | – | -0.17% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -213,589 | – | -0.17% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWcall | $0 | – | -225,000 | – | -0.17% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -105,234 | – | -0.17% | – |
| 4100PS | Exit | SILVER EAGLE ACQUISITION COR | $0 | – | -750,000 | – | -0.17% | – |
| Exit | CUBIST PHARMACEUTICALS INCnote 1.875% 9/0 | $0 | – | -6,760,000 | – | -0.17% | – | |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -1,369,064 | – | -0.17% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -7,100,000 | – | -0.18% | – | |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -271,701 | – | -0.18% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -101,296 | – | -0.18% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS INC | $0 | – | -50,000 | – | -0.18% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -13,295 | – | -0.18% | – |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -5,000,000 | – | -0.18% | – | |
| ALKS | Exit | ALKERMES PLC | $0 | – | -187,840 | – | -0.18% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -278,519 | – | -0.18% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -164,215 | – | -0.19% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $0 | – | -8,000,000 | – | -0.19% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -8,500,000 | – | -0.19% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -7,700,000 | – | -0.19% | – | |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -244,573 | – | -0.19% | – |
| BPY | Exit | BROOKFIELD PPTY PARTNERS L Punit ltd partn | $0 | – | -408,076 | – | -0.20% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -206,284 | – | -0.20% | – |
| NNA | Exit | NAVIOS MARITIME ACQUIS CORP | $0 | – | -3,220,054 | – | -0.20% | – |
| FB | Exit | FACEBOOK INCput | $0 | – | -111,100 | – | -0.20% | – |
| BTG | Exit | B2GOLD CORP | $0 | – | -4,291,188 | – | -0.20% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -68,155 | – | -0.20% | – |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -9,070,000 | – | -0.21% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -7,500,000 | – | -0.21% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -155,095 | – | -0.21% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -175,125 | – | -0.22% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -9,550,000 | – | -0.22% | – | |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -90,840 | – | -0.22% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -75,658 | – | -0.22% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -123,780 | – | -0.22% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -273,299 | – | -0.22% | – |
| LRCX | Exit | LAM RESEARCH CORPcall | $0 | – | -128,700 | – | -0.22% | – |
| Exit | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $0 | – | -7,360,000 | – | -0.22% | – | |
| EQT | Exit | EQT CORP | $0 | – | -105,877 | – | -0.22% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -231,297 | – | -0.22% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -362,985 | – | -0.22% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -175,417 | – | -0.22% | – |
| CAT | Exit | CATERPILLAR INC DELcall | $0 | – | -100,000 | – | -0.23% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -214,198 | – | -0.23% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -180,100 | – | -0.23% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -185,217 | – | -0.23% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -263,474 | – | -0.23% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -5,000,000 | – | -0.23% | – | |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS I | $0 | – | -138,875 | – | -0.23% | – |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -7,500,000 | – | -0.24% | – | |
| WLRHU | Exit | WL ROSS HLDG CORPunit 99/99/9999 | $0 | – | -1,000,000 | – | -0.24% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -242,368 | – | -0.25% | – |
| X | Exit | UNITED STATES STL CORP NEWcall | $0 | – | -281,100 | – | -0.25% | – |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -10,025,000 | – | -0.26% | – | |
| JCPNQ | Exit | PENNEY J C INCcall | $0 | – | -1,131,700 | – | -0.26% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -114,064 | – | -0.27% | – |
| CNX | Exit | CONSOL ENERGY INCcall | $0 | – | -308,100 | – | -0.27% | – |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -8,500,000 | – | -0.27% | – | |
| RICE | Exit | RICE ENERGY INC | $0 | – | -440,467 | – | -0.27% | – |
| RSX | Exit | MARKET VECTORS ETF TRput | $0 | – | -523,200 | – | -0.27% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -10,000,000 | – | -0.27% | – | |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -157,343 | – | -0.27% | – |
| KOG | Exit | KODIAK OIL & GAS CORP | $0 | – | -896,831 | – | -0.28% | – |
| EXC | Exit | EXELON CORP | $0 | – | -360,702 | – | -0.28% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -48,002 | – | -0.28% | – |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -30,576,000 | – | -0.29% | – | |
| EFX | Exit | EQUIFAX INC | $0 | – | -169,522 | – | -0.29% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -226,065 | – | -0.29% | – |
| Exit | PRICELINE GRP INCdebt 1.000% 3/1 | $0 | – | -9,700,000 | – | -0.30% | – | |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -212,126 | – | -0.30% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -439,719 | – | -0.30% | – |
| GDPMQ | Exit | GOODRICH PETE CORP | $0 | – | -889,001 | – | -0.30% | – |
| ARMH | Exit | ARM HLDGS PLCsponsored adr | $0 | – | -306,180 | – | -0.31% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -222,627 | – | -0.31% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -1,069,567 | – | -0.31% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -70,733 | – | -0.32% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -107,508 | – | -0.32% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -185,881 | – | -0.32% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -623,943 | – | -0.32% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -160,701 | – | -0.33% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -282,631 | – | -0.33% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -348,661 | – | -0.34% | – |
| XLB | Exit | SELECT SECTOR SPDR TRput | $0 | – | -301,700 | – | -0.34% | – |
| LULU | Exit | LULULEMON ATHLETICA INCcall | $0 | – | -368,000 | – | -0.35% | – |
| WFC | Exit | WELLS FARGO & CO NEWcall | $0 | – | -300,000 | – | -0.36% | – |
| EOX | Exit | EMERALD OIL INC | $0 | – | -2,585,014 | – | -0.36% | – |
| MONT | Exit | MONTAGE TECHNOLOGY GROUP LTD | $0 | – | -777,996 | – | -0.37% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -17,115,000 | – | -0.37% | – | |
| GLOG | Exit | GASLOG LTD | $0 | – | -745,914 | – | -0.38% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -504,047 | – | -0.38% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -18,500,000 | – | -0.38% | – | |
| ETN | Exit | EATON CORP PLC | $0 | – | -267,542 | – | -0.39% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -125,000 | – | -0.39% | – |
| V | Exit | VISA INC | $0 | – | -80,662 | – | -0.39% | – |
| THI | Exit | TIM HORTONS INC | $0 | – | -219,806 | – | -0.40% | – |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -3,740,000 | – | -0.40% | – | |
| HAL | Exit | HALLIBURTON CO | $0 | – | -272,323 | – | -0.40% | – |
| TSO | Exit | TESORO CORP | $0 | – | -288,263 | – | -0.40% | – |
| NGG | Exit | NATIONAL GRID PLCput | $0 | – | -245,100 | – | -0.40% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -306,788 | – | -0.41% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -10,850,000 | – | -0.42% | – | |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -498,506 | – | -0.42% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -182,403 | – | -0.42% | – |
| Exit | GOLDEN STAR RES LTD CDAdebt 5.000% 6/0 | $0 | – | -26,750,000 | – | -0.42% | – | |
| WPX | Exit | WPX ENERGY INC | $0 | – | -774,687 | – | -0.43% | – |
| NMBL | Exit | NIMBLE STORAGE INC | $0 | – | -727,496 | – | -0.43% | – |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -16,080,000 | – | -0.44% | – | |
| IRF | Exit | INTERNATIONAL RECTIFIER CORP | $0 | – | -491,400 | – | -0.44% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -437,932 | – | -0.45% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -286,095 | – | -0.45% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -235,921 | – | -0.46% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -256,010 | – | -0.46% | – |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -21,285,000 | – | -0.46% | – | |
| APC | Exit | ANADARKO PETE CORPcall | $0 | – | -201,900 | – | -0.47% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -364,250 | – | -0.49% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -291,841 | – | -0.50% | – |
| AMBC | Exit | AMBAC FINL GROUP INCcall | $0 | – | -989,500 | – | -0.50% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -661,767 | – | -0.51% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -950,329 | – | -0.51% | – |
| FWLT | Exit | FOSTER WHEELER AG | $0 | – | -720,904 | – | -0.52% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -297,857 | – | -0.53% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -404,867 | – | -0.53% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -28,105,000 | – | -0.54% | – | |
| CME | Exit | CME GROUP INCcall | $0 | – | -300,000 | – | -0.55% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -428,897 | – | -0.55% | – |
| LNG | Exit | CHENIERE ENERGY INCcall | $0 | – | -308,000 | – | -0.56% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -43,489 | – | -0.58% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -346,114 | – | -0.58% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -795,000 | – | -0.58% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -345,476 | – | -0.58% | – |
| DRI | Exit | DARDEN RESTAURANTS INCcall | $0 | – | -500,000 | – | -0.59% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -734,517 | – | -0.59% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,128,000 | – | -0.60% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -428,786 | – | -0.61% | – |
| LO | Exit | LORILLARD INC | $0 | – | -445,859 | – | -0.61% | – |
| OIH | Exit | MARKET VECTORS ETF TRcall | $0 | – | -550,000 | – | -0.62% | – |
| Exit | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $0 | – | -28,794,000 | – | -0.64% | – | |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -51,000,000 | – | -0.64% | – | |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -348,841 | – | -0.66% | – |
| Exit | DRYSHIPS INC.note 5.000%12/0 | $0 | – | -29,090,000 | – | -0.66% | – | |
| NOV | Exit | NATIONAL OILWELL VARCO INCcall | $0 | – | -380,800 | – | -0.66% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -496,599 | – | -0.68% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -22,895,000 | – | -0.69% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -16,500,000 | – | -0.73% | – | |
| AGN | Exit | ALLERGAN INC | $0 | – | -185,999 | – | -0.76% | – |
| Exit | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $0 | – | -30,000,000 | – | -0.80% | – | |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -5,480,115 | – | -0.82% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -565,629 | – | -0.83% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION COput | $0 | – | -394,900 | – | -0.87% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -314,035 | – | -0.88% | – |
| GAME | Exit | SHANDA GAMES LTDsp adr reptg a | $0 | – | -5,899,071 | – | -0.88% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -366,566 | – | -0.88% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -887,358 | – | -0.89% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -739,235 | – | -0.91% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -547,483 | – | -0.99% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -687,390 | – | -1.01% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -686,326 | – | -1.05% | – |
| PL | Exit | PROTECTIVE LIFE CORP | $0 | – | -667,375 | – | -1.06% | – |
| HCBK | Exit | HUDSON CITY BANCORP | $0 | – | -4,873,526 | – | -1.08% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -745,794 | – | -1.11% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -514,158 | – | -1.20% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -56,000,000 | – | -1.28% | – | |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -1,091,188 | – | -1.30% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcall | $0 | – | -1,912,900 | – | -1.43% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -779,594 | – | -1.43% | – |
| AAPL | Exit | APPLE INC | $0 | – | -650,066 | – | -1.50% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -490,747 | – | -1.61% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -1,018,140 | – | -1.64% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -405,313 | – | -2.24% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -1,188,848 | – | -2.36% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -537,000 | – | -2.39% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -2,620,000 | – | -2.49% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EEM | New | ISHARES TRput | $108,887,000 | – | 2,620,000 | – | 2.49% | – |
| MCK | Buy | MCKESSON CORP | $104,538,000 | +59.0% | 537,000 | +52.1% | 2.39% | +52.8% |
| F113PS | Buy | COVIDIEN PLC | $102,848,000 | +590.1% | 1,188,848 | +620.5% | 2.36% | +563.7% |
| B108PS | Sell | ACTAVIS PLC | $97,794,000 | -6.7% | 405,313 | -13.7% | 2.24% | -10.3% |
| HCA | Buy | HCA HOLDINGS INC | $71,799,000 | +384.0% | 1,018,140 | +286.9% | 1.64% | +364.4% |
| TWC | Buy | TIME WARNER CABLE INC | $70,417,000 | +61.9% | 490,747 | +66.2% | 1.61% | +55.5% |
| AAPL | Sell | APPLE INC | $65,494,000 | -4.5% | 650,066 | -12.0% | 1.50% | -8.3% |
| LNG | New | CHENIERE ENERGY INC | $62,416,000 | – | 779,594 | – | 1.43% | – |
| FCX | Buy | FREEPORT-MCMORAN INCcall | $62,456,000 | +44.3% | 1,912,900 | +61.3% | 1.43% | +38.6% |
| WFC | Buy | WELLS FARGO & CO NEW | $56,600,000 | +147.3% | 1,091,188 | +150.6% | 1.30% | +137.4% |
| APC | Buy | ANADARKO PETE CORP | $52,156,000 | +356.3% | 514,158 | +392.5% | 1.20% | +339.3% |
| BHI | Buy | BAKER HUGHES INC | $48,535,000 | +176.3% | 745,794 | +216.1% | 1.11% | +165.4% |
| HCBK | Buy | HUDSON CITY BANCORP | $47,371,000 | +0.1% | 4,873,526 | +1.2% | 1.08% | -3.8% |
| PL | Buy | PROTECTIVE LIFE CORP | $46,323,000 | +103.9% | 667,375 | +103.7% | 1.06% | +96.1% |
| MEOH | Buy | METHANEX CORP | $45,870,000 | +215.8% | 686,326 | +191.8% | 1.05% | +203.8% |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $43,931,000 | – | 687,390 | – | 1.01% | – |
| FB | Sell | FACEBOOK INCcl a | $43,273,000 | -36.5% | 547,483 | -46.0% | 0.99% | -39.0% |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDadr | $39,733,000 | -21.6% | 739,235 | -23.5% | 0.91% | -24.7% |
| PKI | Buy | PERKINELMER INC | $38,689,000 | +9.7% | 887,358 | +17.8% | 0.89% | +5.4% |
| SRE | Buy | SEMPRA ENERGY | $38,636,000 | +637.9% | 366,566 | +633.1% | 0.88% | +608.0% |
| GAME | Buy | SHANDA GAMES LTDsp adr reptg a | $38,580,000 | +9.3% | 5,899,071 | +11.0% | 0.88% | +5.1% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $38,225,000 | -26.1% | 314,035 | -28.4% | 0.88% | -29.0% |
| MJN | New | MEAD JOHNSON NUTRITION COput | $37,997,000 | – | 394,900 | – | 0.87% | – |
| DFS | Sell | DISCOVER FINL SVCS | $36,421,000 | -30.6% | 565,629 | -33.2% | 0.83% | -33.3% |
| BSBR | Buy | BANCO SANTANDER BRASIL S Aads rep 1 unit | $35,840,000 | +6.3% | 5,480,115 | +12.5% | 0.82% | +2.2% |
| AGN | Buy | ALLERGAN INC | $33,142,000 | +431.5% | 185,999 | +404.8% | 0.76% | +409.4% |
| Sell | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $30,316,000 | -18.1% | 22,895,000 | -17.0% | 0.69% | -21.4% | |
| THC | Buy | TENET HEALTHCARE CORP | $29,493,000 | +105.2% | 496,599 | +62.2% | 0.68% | +97.1% |
| NOV | Sell | NATIONAL OILWELL VARCO INCcall | $28,979,000 | -45.9% | 380,800 | -41.4% | 0.66% | -48.0% |
| Sell | DRYSHIPS INC.note 5.000%12/0 | $28,835,000 | -30.8% | 29,090,000 | -30.9% | 0.66% | -33.5% | |
| DRC | Buy | DRESSER-RAND GROUP INC | $28,696,000 | +2006.9% | 348,841 | +1532.0% | 0.66% | +1953.1% |
| Sell | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $28,083,000 | -4.5% | 51,000,000 | -2.9% | 0.64% | -8.3% | |
| Buy | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $27,786,000 | +11.9% | 28,794,000 | +11.6% | 0.64% | +7.4% | |
| OIH | New | MARKET VECTORS ETF TRcall | $27,286,000 | – | 550,000 | – | 0.62% | – |
| LO | New | LORILLARD INC | $26,711,000 | – | 445,859 | – | 0.61% | – |
| LVS | Buy | LAS VEGAS SANDS CORP | $26,675,000 | +10.4% | 428,786 | +35.3% | 0.61% | +6.1% |
| XLF | New | SELECT SECTOR SPDR TRput | $26,136,000 | – | 1,128,000 | – | 0.60% | – |
| GRFS | Sell | GRIFOLS S Asp adr rep b nvt | $25,804,000 | -76.3% | 734,517 | -70.2% | 0.59% | -77.2% |
| DRI | New | DARDEN RESTAURANTS INCcall | $25,730,000 | – | 500,000 | – | 0.59% | – |
| MA | Buy | MASTERCARD INCcl a | $25,538,000 | +33.5% | 345,476 | +32.7% | 0.58% | +28.3% |
| RIG | Sell | TRANSOCEAN LTDput | $25,416,000 | -33.3% | 795,000 | -6.1% | 0.58% | -36.0% |
| DATA | Sell | TABLEAU SOFTWARE INCcl a | $25,145,000 | -67.5% | 346,114 | -68.1% | 0.58% | -68.7% |
| GOOG | Sell | GOOGLE INCcl c | $25,109,000 | -26.7% | 43,489 | -26.9% | 0.58% | -29.5% |
| LNG | Buy | CHENIERE ENERGY INCcall | $24,649,000 | +56.8% | 308,000 | +40.4% | 0.56% | +50.7% |
| IR | Buy | INGERSOLL-RAND PLC | $24,173,000 | +1085.5% | 428,897 | +1214.6% | 0.55% | +1030.6% |
| CME | New | CME GROUP INCcall | $23,987,000 | – | 300,000 | – | 0.55% | – |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $23,345,000 | -1.5% | 28,105,000 | +9.8% | 0.54% | -5.3% | |
| CRM | Sell | SALESFORCE COM INC | $23,292,000 | -30.2% | 404,867 | -29.5% | 0.53% | -33.0% |
| SM | New | SM ENERGY CO | $23,233,000 | – | 297,857 | – | 0.53% | – |
| FWLT | Buy | FOSTER WHEELER AG | $22,795,000 | -3.4% | 720,904 | +4.1% | 0.52% | -7.1% |
| CFG | New | CITIZENS FINL GROUP INC | $22,257,000 | – | 950,329 | – | 0.51% | – |
| FE | Sell | FIRSTENERGY CORP | $22,216,000 | -53.5% | 661,767 | -51.9% | 0.51% | -55.3% |
| AMBC | New | AMBAC FINL GROUP INCcall | $21,868,000 | – | 989,500 | – | 0.50% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $21,824,000 | – | 291,841 | – | 0.50% | – |
| NOW | Sell | SERVICENOW INC | $21,411,000 | -51.3% | 364,250 | -48.6% | 0.49% | -53.2% |
| APC | Sell | ANADARKO PETE CORPcall | $20,481,000 | -44.1% | 201,900 | -39.7% | 0.47% | -46.3% |
| Sell | TESLA MTRS INCnote 1.250% 3/0 | $20,268,000 | -9.6% | 21,285,000 | -8.0% | 0.46% | -13.3% | |
| WCC | Buy | WESCO INTL INC | $20,035,000 | +1719.7% | 256,010 | +1908.4% | 0.46% | +1665.4% |
| AXE | New | ANIXTER INTL INC | $20,016,000 | – | 235,921 | – | 0.46% | – |
| NBL | New | NOBLE ENERGY INC | $19,557,000 | – | 286,095 | – | 0.45% | – |
| TYC | Sell | TYCO INTERNATIONAL LTD | $19,519,000 | -24.8% | 437,932 | -23.1% | 0.45% | -27.8% |
| IRF | New | INTERNATIONAL RECTIFIER CORP | $19,283,000 | – | 491,400 | – | 0.44% | – |
| Sell | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $19,046,000 | -1.9% | 16,080,000 | -2.5% | 0.44% | -5.8% | |
| NMBL | Sell | NIMBLE STORAGE INC | $18,893,000 | -46.0% | 727,496 | -36.1% | 0.43% | -48.0% |
| WPX | New | WPX ENERGY INC | $18,639,000 | – | 774,687 | – | 0.43% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $18,469,000 | – | 182,403 | – | 0.42% | – |
| ZTS | Buy | ZOETIS INCcl a | $18,420,000 | +26.9% | 498,506 | +10.8% | 0.42% | +22.0% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $18,187,000 | -20.8% | 10,850,000 | -27.1% | 0.42% | -23.8% | |
| ABBV | Buy | ABBVIE INC | $17,720,000 | +259.1% | 306,788 | +250.9% | 0.41% | +244.1% |
| NGG | New | NATIONAL GRID PLCput | $17,618,000 | – | 245,100 | – | 0.40% | – |
| TSO | Buy | TESORO CORP | $17,578,000 | +296.3% | 288,263 | +281.2% | 0.40% | +280.2% |
| HAL | Sell | HALLIBURTON CO | $17,568,000 | -55.8% | 272,323 | -51.3% | 0.40% | -57.6% |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $17,478,000 | – | 3,740,000 | – | 0.40% | – | |
| THI | New | TIM HORTONS INC | $17,345,000 | – | 219,806 | – | 0.40% | – |
| V | Sell | VISA INC | $17,211,000 | -44.5% | 80,662 | -45.1% | 0.39% | -46.7% |
| SIAL | New | SIGMA ALDRICH CORP | $17,001,000 | – | 125,000 | – | 0.39% | – |
| ETN | New | EATON CORP PLC | $16,954,000 | – | 267,542 | – | 0.39% | – |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $16,457,000 | +32.6% | 504,047 | +48.3% | 0.38% | +27.4% |
| GLOG | Buy | GASLOG LTD | $16,418,000 | +123.1% | 745,914 | +223.2% | 0.38% | +114.9% |
| Sell | TESLA MTRS INCnote 0.250% 3/0 | $16,333,000 | -3.8% | 17,115,000 | -1.8% | 0.37% | -7.7% | |
| MONT | Buy | MONTAGE TECHNOLOGY GROUP LTD | $16,252,000 | +247.6% | 777,996 | +244.2% | 0.37% | +235.1% |
| EOX | Sell | EMERALD OIL INC | $15,898,000 | -45.5% | 2,585,014 | -32.2% | 0.36% | -47.6% |
| WFC | New | WELLS FARGO & CO NEWcall | $15,561,000 | – | 300,000 | – | 0.36% | – |
| LULU | New | LULULEMON ATHLETICA INCcall | $15,460,000 | – | 368,000 | – | 0.35% | – |
| XLB | New | SELECT SECTOR SPDR TRput | $14,961,000 | – | 301,700 | – | 0.34% | – |
| TKR | New | TIMKEN CO | $14,780,000 | – | 348,661 | – | 0.34% | – |
| TRP | New | TRANSCANADA CORP | $14,564,000 | – | 282,631 | – | 0.33% | – |
| DIS | New | DISNEY WALT CO | $14,307,000 | – | 160,701 | – | 0.33% | – |
| NBR | Buy | NABORS INDUSTRIES LTD | $14,201,000 | +13297.2% | 623,943 | +17126.5% | 0.32% | +10733.3% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $14,146,000 | +49.1% | 185,881 | +61.3% | 0.32% | +43.4% |
| APD | Buy | AIR PRODS & CHEMS INC | $13,995,000 | +986.6% | 107,508 | +973.9% | 0.32% | +935.5% |
| PPG | Sell | PPG INDS INC | $13,916,000 | -37.7% | 70,733 | -33.4% | 0.32% | -40.0% |
| REXX | New | REX ENERGY CORPORATION | $13,551,000 | – | 1,069,567 | – | 0.31% | – |
| VMC | Buy | VULCAN MATLS CO | $13,409,000 | +31.3% | 222,627 | +38.9% | 0.31% | +25.8% |
| ARMH | Sell | ARM HLDGS PLCsponsored adr | $13,377,000 | -63.9% | 306,180 | -62.6% | 0.31% | -65.3% |
| GDPMQ | New | GOODRICH PETE CORP | $13,175,000 | – | 889,001 | – | 0.30% | – |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $13,126,000 | – | 439,719 | – | 0.30% | – |
| ET | Sell | ENERGY TRANSFER EQUITY L P | $13,086,000 | -0.1% | 212,126 | -4.5% | 0.30% | -3.8% |
| RYAAY | Buy | RYANAIR HLDGS PLCsponsored adr | $12,757,000 | +99.2% | 226,065 | +97.0% | 0.29% | +90.8% |
| EFX | Sell | EQUIFAX INC | $12,670,000 | -6.2% | 169,522 | -9.0% | 0.29% | -9.9% |
| SHPG | New | SHIRE PLCsponsored adr | $12,435,000 | – | 48,002 | – | 0.28% | – |
| EXC | New | EXELON CORP | $12,296,000 | – | 360,702 | – | 0.28% | – |
| KOG | New | KODIAK OIL & GAS CORP | $12,170,000 | – | 896,831 | – | 0.28% | – |
| CAH | Buy | CARDINAL HEALTH INC | $11,788,000 | +28.1% | 157,343 | +17.2% | 0.27% | +23.3% |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $11,796,000 | +40.2% | 10,000,000 | +48.1% | 0.27% | +34.3% | |
| RSX | New | MARKET VECTORS ETF TRput | $11,704,000 | – | 523,200 | – | 0.27% | – |
| RICE | New | RICE ENERGY INC | $11,716,000 | – | 440,467 | – | 0.27% | – |
| CNX | New | CONSOL ENERGY INCcall | $11,665,000 | – | 308,100 | – | 0.27% | – |
| Buy | JARDEN CORPnote 1.875% 9/1 | $11,656,000 | +741.6% | 8,500,000 | +750.0% | 0.27% | +709.1% | |
| SLB | Sell | SCHLUMBERGER LTD | $11,599,000 | -66.7% | 114,064 | -61.3% | 0.27% | -67.9% |
| JCPNQ | New | PENNEY J C INCcall | $11,362,000 | – | 1,131,700 | – | 0.26% | – |
| X | New | UNITED STATES STL CORP NEWcall | $11,011,000 | – | 281,100 | – | 0.25% | – |
| CCK | Buy | CROWN HOLDINGS INC | $10,790,000 | +588.6% | 242,368 | +669.4% | 0.25% | +567.6% |
| DVA | New | DAVITA HEALTHCARE PARTNERS I | $10,157,000 | – | 138,875 | – | 0.23% | – |
| KMI | New | KINDER MORGAN INC DEL | $10,102,000 | – | 263,474 | – | 0.23% | – |
| FTI | Buy | FMC TECHNOLOGIES INC | $10,059,000 | +140.9% | 185,217 | +170.8% | 0.23% | +130.0% |
| SPLK | Sell | SPLUNK INC | $9,970,000 | -61.9% | 180,100 | -61.9% | 0.23% | -63.4% |
| VLO | Buy | VALERO ENERGY CORP NEW | $9,911,000 | +362.1% | 214,198 | +400.3% | 0.23% | +345.1% |
| CAT | New | CATERPILLAR INC DELcall | $9,903,000 | – | 100,000 | – | 0.23% | – |
| QLIK | Buy | QLIK TECHNOLOGIES INC | $9,815,000 | +233.5% | 362,985 | +179.0% | 0.22% | +221.4% |
| DLTR | New | DOLLAR TREE INC | $9,836,000 | – | 175,417 | – | 0.22% | – |
| EQT | Buy | EQT CORP | $9,692,000 | +12.7% | 105,877 | +31.6% | 0.22% | +8.3% |
| OASPQ | Buy | OASIS PETE INC NEW | $9,671,000 | +21.1% | 231,297 | +61.9% | 0.22% | +16.8% |
| Sell | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $9,608,000 | +7.4% | 7,360,000 | -8.0% | 0.22% | +3.3% | |
| XEC | Buy | CIMAREX ENERGY CO | $9,573,000 | -5.0% | 75,658 | +7.7% | 0.22% | -8.8% |
| SWN | New | SOUTHWESTERN ENERGY CO | $9,552,000 | – | 273,299 | – | 0.22% | – |
| FDO | New | FAMILY DLR STORES INC | $9,561,000 | – | 123,780 | – | 0.22% | – |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $9,493,000 | +105.3% | 90,840 | +88.2% | 0.22% | +97.3% |
| CRZO | Buy | CARRIZO OIL & GAS INC | $9,425,000 | -17.9% | 175,125 | +5.7% | 0.22% | -20.9% |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $9,443,000 | – | 9,550,000 | – | 0.22% | – | |
| JPM | Sell | JPMORGAN CHASE & CO | $9,343,000 | -0.9% | 155,095 | -5.2% | 0.21% | -4.9% |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $9,183,000 | – | 9,070,000 | – | 0.21% | – | |
| VRX | Buy | VALEANT PHARMACEUTICALS INTL | $8,942,000 | +38.0% | 68,155 | +32.7% | 0.20% | +33.1% |
| BTG | New | B2GOLD CORP | $8,754,000 | – | 4,291,188 | – | 0.20% | – |
| NNA | Buy | NAVIOS MARITIME ACQUIS CORP | $8,726,000 | -19.2% | 3,220,054 | +10.6% | 0.20% | -22.5% |
| LULU | Buy | LULULEMON ATHLETICA INC | $8,666,000 | +566.1% | 206,284 | +541.8% | 0.20% | +538.7% |
| BPY | Sell | BROOKFIELD PPTY PARTNERS L Punit ltd partn | $8,598,000 | -8.1% | 408,076 | -9.0% | 0.20% | -11.7% |
| MU | Sell | MICRON TECHNOLOGY INC | $8,379,000 | -33.8% | 244,573 | -36.3% | 0.19% | -36.4% |
| Buy | STARWOOD PPTY TR INCnote 4.000% 1/1 | $8,359,000 | +33.4% | 7,700,000 | +40.9% | 0.19% | +28.2% | |
| PDCE | New | PDC ENERGY INC | $8,258,000 | – | 164,215 | – | 0.19% | – |
| Buy | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $8,270,000 | +42.4% | 8,000,000 | +45.5% | 0.19% | +37.0% | |
| ALKS | Buy | ALKERMES PLC | $8,053,000 | +38.2% | 187,840 | +62.3% | 0.18% | +32.4% |
| TMUS | New | T-MOBILE US INC | $8,041,000 | – | 278,519 | – | 0.18% | – |
| GOOGL | Sell | GOOGLE INCcl a | $7,823,000 | -54.0% | 13,295 | -54.3% | 0.18% | -55.8% |
| SLXP | New | SALIX PHARMACEUTICALS INC | $7,812,000 | – | 50,000 | – | 0.18% | – |
| COP | New | CONOCOPHILLIPS | $7,751,000 | – | 101,296 | – | 0.18% | – |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $7,741,000 | +18.1% | 271,701 | +28.9% | 0.18% | +13.5% |
| GTE | Sell | GRAN TIERRA ENERGY INC | $7,583,000 | -69.6% | 1,369,064 | -55.3% | 0.17% | -70.8% |
| New | CUBIST PHARMACEUTICALS INCnote 1.875% 9/0 | $7,524,000 | – | 6,760,000 | – | 0.17% | – | |
| 4100PS | New | SILVER EAGLE ACQUISITION COR | $7,455,000 | – | 750,000 | – | 0.17% | – |
| FLS | Buy | FLOWSERVE CORP | $7,421,000 | +102.2% | 105,234 | +113.2% | 0.17% | +95.4% |
| VOD | New | VODAFONE GROUP PLC NEWcall | $7,400,000 | – | 225,000 | – | 0.17% | – |
| FOXA | Sell | TWENTY FIRST CENTY FOX INCcl a | $7,324,000 | -8.0% | 213,589 | -5.7% | 0.17% | -11.6% |
| OCR | Buy | OMNICARE INC | $7,345,000 | +1.6% | 117,978 | +8.7% | 0.17% | -2.3% |
| TGA | Buy | TRANSGLOBE ENERGY CORP | $7,324,000 | -4.9% | 1,201,925 | +17.3% | 0.17% | -8.7% |
| DRI | New | DARDEN RESTAURANTS INC | $7,295,000 | – | 141,759 | – | 0.17% | – |
| New | WORKDAY INCnote 0.750% 7/1 | $7,222,000 | – | 6,000,000 | – | 0.16% | – | |
| IBB | New | ISHARES TRnasdq biotec etf | $7,205,000 | – | 26,332 | – | 0.16% | – |
| BTU | Buy | PEABODY ENERGY CORPcall | $7,159,000 | -14.8% | 578,300 | +12.5% | 0.16% | -18.0% |
| CELG | Buy | CELGENE CORP | $6,952,000 | +81.7% | 73,347 | +64.6% | 0.16% | +74.7% |
| WAB | Buy | WABTEC CORP | $6,872,000 | +107.7% | 84,794 | +111.6% | 0.16% | +98.7% |
| CNQR | Buy | CONCUR TECHNOLOGIES INC | $6,871,000 | +94.1% | 54,183 | +42.9% | 0.16% | +86.9% |
| EEM | Buy | ISHARES TRmsci emg mkt etf | $6,801,000 | +20.3% | 163,646 | +25.2% | 0.16% | +15.6% |
| AA | New | ALCOA INC | $6,605,000 | – | 410,530 | – | 0.15% | – |
| WSM | New | WILLIAMS SONOMA INC | $6,501,000 | – | 97,663 | – | 0.15% | – |
| AMGN | Buy | AMGEN INC | $6,428,000 | +375.4% | 45,763 | +300.6% | 0.15% | +359.4% |
| MSI | New | MOTOROLA SOLUTIONS INCcall | $6,328,000 | – | 100,000 | – | 0.14% | – |
| VALE | Buy | VALE S Aadr | $6,272,000 | +41.8% | 569,641 | +70.4% | 0.14% | +37.1% |
| KEX | Buy | KIRBY CORP | $6,216,000 | +96.2% | 52,744 | +95.0% | 0.14% | +86.8% |
| New | ARES CAP CORPnote 4.750% 1/1 | $6,210,000 | – | 6,000,000 | – | 0.14% | – | |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $6,006,000 | +238.4% | 55,272 | +204.0% | 0.14% | +228.6% |
| WMB | New | WILLIAMS COS INC DEL | $5,982,000 | – | 108,071 | – | 0.14% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $5,897,000 | – | 391,049 | – | 0.14% | – |
| Buy | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $5,895,000 | +5.9% | 6,000,000 | +8.1% | 0.14% | +1.5% | |
| REGN | New | REGENERON PHARMACEUTICALS | $5,733,000 | – | 15,902 | – | 0.13% | – |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $5,706,000 | – | 5,000,000 | – | 0.13% | – | |
| KMI | New | KINDER MORGAN INC DELcall | $5,644,000 | – | 147,200 | – | 0.13% | – |
| Sell | MOLYCORP INC DELnote 6.000% 9/0 | $5,578,000 | -66.5% | 16,650,000 | -34.4% | 0.13% | -67.8% | |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $5,384,000 | – | 60,600 | – | 0.12% | – |
| XON | Buy | INTREXON CORP | $5,328,000 | +31.0% | 286,737 | +77.1% | 0.12% | +25.8% |
| SEMG | New | SEMGROUP CORPcl a | $5,322,000 | – | 63,909 | – | 0.12% | – |
| SU | New | SUNCOR ENERGY INC NEW | $5,255,000 | – | 144,905 | – | 0.12% | – |
| AKS | New | AK STL HLDG CORP | $5,127,000 | – | 640,092 | – | 0.12% | – |
| TRTLU | New | TERRAPIN 3 ACQUISITION CORPunit 06/27/2019 | $5,025,000 | – | 500,000 | – | 0.12% | – |
| XLB | New | SELECT SECTOR SPDR TRsbi materials | $4,835,000 | – | 97,498 | – | 0.11% | – |
| 4107PS | New | MEADWESTVACO CORP | $4,789,000 | – | 116,971 | – | 0.11% | – |
| Buy | MOLYCORP INC DELnote 5.500% 2/0 | $4,745,000 | -32.3% | 13,000,000 | +23.8% | 0.11% | -34.7% | |
| New | B2GOLD CORPnote 3.250%10/0 | $4,769,000 | – | 5,000,000 | – | 0.11% | – | |
| BBG | New | BARRETT BILL CORP | $4,738,000 | – | 214,951 | – | 0.11% | – |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $4,748,000 | -86.8% | 235,270 | -86.0% | 0.11% | -87.3% |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $4,734,000 | – | 180,690 | – | 0.11% | – |
| Buy | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $4,612,000 | -22.6% | 6,600,000 | +10.0% | 0.11% | -25.4% | |
| XLF | New | SELECT SECTOR SPDR TRcall | $4,634,000 | – | 200,000 | – | 0.11% | – |
| DHR | Buy | DANAHER CORP DEL | $4,591,000 | +28.0% | 60,419 | +32.6% | 0.10% | +22.1% |
| INCY | Buy | INCYTE CORP | $4,579,000 | +73.2% | 93,358 | +99.2% | 0.10% | +66.7% |
| ATLS | New | ATLAS ENERGY LPput | $4,400,000 | – | 100,000 | – | 0.10% | – |
| QGEN | Sell | QIAGEN NV | $4,426,000 | -85.2% | 194,376 | -84.1% | 0.10% | -85.8% |
| AOL | New | AOL INC | $4,407,000 | – | 98,032 | – | 0.10% | – |
| CYH | Buy | COMMUNITY HEALTH SYS INC NEW | $4,330,000 | +93.8% | 79,025 | +60.5% | 0.10% | +86.8% |
| TWTR | New | TWITTER INC | $4,308,000 | – | 83,517 | – | 0.10% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $4,342,000 | – | 47,918 | – | 0.10% | – |
| JCPNQ | New | PENNEY J C INC | $4,251,000 | – | 423,447 | – | 0.10% | – |
| MTZ | Buy | MASTEC INC | $4,128,000 | +793.5% | 134,170 | +794.5% | 0.10% | +763.6% |
| SKM | New | SK TELECOM LTDsponsored adr | $4,133,000 | – | 136,239 | – | 0.10% | – |
| PRGO | New | PERRIGO CO PLC | $4,053,000 | – | 26,983 | – | 0.09% | – |
| APH | Buy | AMPHENOL CORP NEWcl a | $4,002,000 | +36.9% | 40,079 | +32.1% | 0.09% | +31.4% |
| PIKE | New | PIKE CORP | $4,018,000 | – | 337,915 | – | 0.09% | – |
| HBM | New | HUDBAY MINERALS INC | $3,975,000 | – | 464,182 | – | 0.09% | – |
| CSOD | Sell | CORNERSTONE ONDEMAND INC | $3,960,000 | -84.6% | 115,079 | -79.4% | 0.09% | -85.1% |
| WDR | New | WADDELL & REED FINL INCcl a | $3,877,000 | – | 75,000 | – | 0.09% | – |
| MANU | New | MANCHESTER UTD PLC NEWord cl a | $3,848,000 | – | 233,505 | – | 0.09% | – |
| LNKD | Sell | LINKEDIN CORP | $3,859,000 | -76.5% | 18,574 | -80.6% | 0.09% | -77.6% |
| VC | Sell | VISTEON CORP | $3,815,000 | -63.3% | 39,232 | -63.4% | 0.09% | -64.9% |
| RTN | New | RAYTHEON CO | $3,788,000 | – | 37,281 | – | 0.09% | – |
| TEL | Buy | TE CONNECTIVITY LTD | $3,747,000 | +211.0% | 67,767 | +247.8% | 0.09% | +196.6% |
| CNQ | New | CANADIAN NAT RES LTD | $3,621,000 | – | 93,000 | – | 0.08% | – |
| DAL | New | DELTA AIR LINES INC DEL | $3,606,000 | – | 99,758 | – | 0.08% | – |
| SAEX | Buy | SAEXPLORATION HLDGS INC | $3,615,000 | +2.1% | 435,000 | +3.9% | 0.08% | -1.2% |
| ANAC | Sell | ANACOR PHARMACEUTICALS INC | $3,600,000 | -33.8% | 147,125 | -52.0% | 0.08% | -36.9% |
| New | ARES CAP CORPnote 4.375% 1/1 | $3,596,000 | – | 3,500,000 | – | 0.08% | – | |
| New | CENTRAL EUROPEAN MEDIAnote 5.000%11/1 | $3,430,000 | – | 3,500,000 | – | 0.08% | – | |
| CRTO | New | CRITEO S Aspons ads | $3,381,000 | – | 100,484 | – | 0.08% | – |
| ADBE | Buy | ADOBE SYS INC | $3,299,000 | -3.2% | 47,675 | +1.2% | 0.08% | -6.2% |
| CP | Buy | CANADIAN PAC RY LTD | $3,315,000 | +30.1% | 15,977 | +13.6% | 0.08% | +24.6% |
| CME | New | CME GROUP INC | $3,314,000 | – | 41,451 | – | 0.08% | – |
| AMBC | Sell | AMBAC FINL GROUP INC | $3,274,000 | -67.1% | 148,165 | -59.3% | 0.08% | -68.4% |
| AYI | Buy | ACUITY BRANDS INC | $3,253,000 | +38.7% | 27,500 | +61.8% | 0.08% | +33.9% |
| 4945SC | New | KINDER MORGAN ENERGY PARTNERut ltd partner | $3,228,000 | – | 34,610 | – | 0.07% | – |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $3,123,000 | +119.9% | 27,809 | +85.4% | 0.07% | +111.8% |
| INTU | New | INTUIT | $3,101,000 | – | 35,384 | – | 0.07% | – |
| EMC | New | E M C CORP MASS | $3,090,000 | – | 105,590 | – | 0.07% | – |
| WDAY | Sell | WORKDAY INCcl a | $3,105,000 | -9.3% | 37,640 | -1.2% | 0.07% | -13.4% |
| TXN | Buy | TEXAS INSTRS INC | $3,038,000 | +93.8% | 63,707 | +94.2% | 0.07% | +89.2% |
| AAPL | New | APPLE INCcall | $3,023,000 | – | 30,000 | – | 0.07% | – |
| PANW | Sell | PALO ALTO NETWORKS INC | $3,032,000 | -78.2% | 30,905 | -81.3% | 0.07% | -79.2% |
| SHW | New | SHERWIN WILLIAMS CO | $2,934,000 | – | 13,400 | – | 0.07% | – |
| TECK | Sell | TECK RESOURCES LTDcl b | $2,899,000 | -59.9% | 153,472 | -51.5% | 0.07% | -61.6% |
| CQB | New | CHIQUITA BRANDS INTL INC | $2,856,000 | – | 201,098 | – | 0.06% | – |
| WFTIQ | New | WEATHERFORD INTL PLCcall | $2,808,000 | – | 135,000 | – | 0.06% | – |
| AMBI | New | AMBIT BIOSCIENCES CORP | $2,772,000 | – | 180,000 | – | 0.06% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $2,645,000 | – | 2,000,000 | – | 0.06% | – | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $2,656,000 | -42.8% | 2,500,000 | -44.4% | 0.06% | -45.0% | |
| CWSA | Sell | CITIGROUP INC*w exp 01/04/201 | $2,644,000 | +28.2% | 2,783,193 | -17.7% | 0.06% | +24.5% |
| NSU | Buy | NEVSUN RES LTD | $2,626,000 | +43.1% | 724,590 | +48.3% | 0.06% | +36.4% |
| IMPV | New | IMPERVA INC | $2,604,000 | – | 90,647 | – | 0.06% | – |
| INFA | New | INFORMATICA CORP | $2,554,000 | – | 74,596 | – | 0.06% | – |
| FUL | Buy | FULLER H B CO | $2,524,000 | +24.0% | 63,584 | +50.2% | 0.06% | +18.4% |
| MKTO | New | MARKETO INC | $2,505,000 | – | 77,563 | – | 0.06% | – |
| DWRE | New | DEMANDWARE INC | $2,499,000 | – | 49,070 | – | 0.06% | – |
| PFPT | New | PROOFPOINT INC | $2,482,000 | – | 66,824 | – | 0.06% | – |
| MLM | Sell | MARTIN MARIETTA MATLS INC | $2,473,000 | -82.5% | 19,177 | -82.0% | 0.06% | -83.0% |
| A | Sell | AGILENT TECHNOLOGIES INC | $2,404,000 | -73.0% | 42,197 | -72.8% | 0.06% | -74.1% |
| TIBX | New | TIBCO SOFTWARE INC | $2,363,000 | – | 100,000 | – | 0.05% | – |
| BBH | Buy | MARKET VECTORS ETF TRbiotech etf | $2,279,000 | +23.4% | 21,529 | +11.2% | 0.05% | +18.2% |
| SLB | New | SCHLUMBERGER LTDcall | $2,288,000 | – | 22,500 | – | 0.05% | – |
| IPRA | Buy | INTELSAT S Aman conv jr pfd | $2,280,000 | +79.1% | 48,728 | +94.9% | 0.05% | +73.3% |
| Sell | RESOURCE CAP CORPnote 6.000%12/0 | $2,239,000 | -11.4% | 2,250,000 | -10.0% | 0.05% | -15.0% | |
| ALB | New | ALBEMARLE CORP | $2,121,000 | – | 36,017 | – | 0.05% | – |
| ROK | Buy | ROCKWELL AUTOMATION INC | $2,123,000 | +19.4% | 19,317 | +36.0% | 0.05% | +16.7% |
| AME | New | AMETEK INC NEW | $2,110,000 | – | 42,022 | – | 0.05% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $2,024,000 | – | 120,000 | – | 0.05% | – |
| ACI | Sell | ARCH COAL INCcall | $2,026,000 | -78.5% | 955,600 | -62.9% | 0.05% | -79.5% |
| CISAA | New | CIS ACQUISITION LTD | $2,030,000 | – | 200,000 | – | 0.05% | – |
| SPY | Sell | SPDR S&P 500 ETF TRput | $1,970,000 | -96.9% | 10,000 | -96.9% | 0.04% | -97.0% |
| HCAC | New | HENNESSY CAP ACQUISITION COR | $1,960,000 | – | 200,000 | – | 0.04% | – |
| VMW | Sell | VMWARE INC | $1,858,000 | -59.1% | 19,803 | -57.8% | 0.04% | -60.2% |
| SCTY | Sell | SOLARCITY CORP | $1,861,000 | -56.1% | 31,222 | -48.0% | 0.04% | -57.4% |
| CVE | New | CENOVUS ENERGY INC | $1,814,000 | – | 67,268 | – | 0.04% | – |
| VTGDF | Sell | VANTAGE DRILLING COMPANY | $1,838,000 | -71.9% | 1,447,448 | -57.4% | 0.04% | -73.1% |
| LEU | New | CENTRUS ENERGY CORPcl a | $1,842,000 | – | 180,451 | – | 0.04% | – |
| ADSK | New | AUTODESK INC | $1,730,000 | – | 31,400 | – | 0.04% | – |
| N | Sell | NETSUITE INC | $1,691,000 | -84.8% | 18,887 | -85.2% | 0.04% | -85.3% |
| EXC | New | EXELON CORPcall | $1,705,000 | – | 50,000 | – | 0.04% | – |
| LPX | Buy | LOUISIANA PAC CORPcall | $1,640,000 | +32.0% | 120,700 | +45.9% | 0.04% | +26.7% |
| SLV | New | ISHARES SILVER TRUSTcall | $1,635,000 | – | 100,000 | – | 0.04% | – |
| LPDX | New | LIPOSCIENCE INC | $1,554,000 | – | 300,000 | – | 0.04% | – |
| WCN | Sell | WASTE CONNECTIONS INC | $1,553,000 | -32.7% | 32,000 | -32.6% | 0.04% | -34.5% |
| DY | Buy | DYCOM INDS INC | $1,517,000 | +169.0% | 49,409 | +174.3% | 0.04% | +169.2% |
| BBY | New | BEST BUY INC | $1,517,000 | – | 45,165 | – | 0.04% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $1,474,000 | – | 122,823 | – | 0.03% | – |
| BIIB | Sell | BIOGEN IDEC INC | $1,469,000 | -59.4% | 4,439 | -61.3% | 0.03% | -60.5% |
| YHOO | New | YAHOO INC | $1,505,000 | – | 36,941 | – | 0.03% | – |
| MYL | Sell | MYLAN INC | $1,450,000 | -50.4% | 31,873 | -43.8% | 0.03% | -52.9% |
| MHFI | New | MCGRAW HILL FINL INC | $1,415,000 | – | 16,750 | – | 0.03% | – |
| CLVS | New | CLOVIS ONCOLOGY INC | $1,344,000 | – | 29,640 | – | 0.03% | – |
| SWFT | New | SWIFT TRANSN COcall | $1,349,000 | – | 64,300 | – | 0.03% | – |
| WHR | New | WHIRLPOOL CORP | $1,374,000 | – | 9,434 | – | 0.03% | – |
| DCI | Sell | DONALDSON INC | $1,312,000 | -8.5% | 32,293 | -4.7% | 0.03% | -11.8% |
| LBTYA | New | LIBERTY GLOBAL PLC | $1,235,000 | – | 29,026 | – | 0.03% | – |
| CCJ | New | CAMECO CORP | $1,223,000 | – | 69,241 | – | 0.03% | – |
| SCTY | New | SOLARCITY CORPput | $1,192,000 | – | 20,000 | – | 0.03% | – |
| WMT | New | WAL-MART STORES INCcall | $1,155,000 | – | 15,100 | – | 0.03% | – |
| ABT | Buy | ABBOTT LABS | $1,144,000 | +11.9% | 27,500 | +10.0% | 0.03% | +8.3% |
| CBS | New | CBS CORP NEWcl b | $1,070,000 | – | 20,000 | – | 0.02% | – |
| GFIG | New | GFI GROUP INC | $1,082,000 | – | 200,000 | – | 0.02% | – |
| VEEV | New | VEEVA SYS INC | $1,090,000 | – | 38,692 | – | 0.02% | – |
| HUBB | New | HUBBELL INCcall | $1,049,000 | – | 8,700 | – | 0.02% | – |
| RDC | New | ROWAN COMPANIES PLC | $1,012,000 | – | 40,000 | – | 0.02% | – |
| HNR | Sell | HARVEST NATURAL RESOURCES IN | $984,000 | -34.8% | 268,146 | -11.3% | 0.02% | -36.1% |
| GM | Sell | GENERAL MTRS CO | $967,000 | -15.8% | 30,274 | -4.4% | 0.02% | -18.5% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $914,000 | -67.5% | 14,897 | -63.6% | 0.02% | -68.7% |
| AWAY | Sell | HOMEAWAY INC | $916,000 | -47.5% | 25,811 | -48.5% | 0.02% | -50.0% |
| RAD | Sell | RITE AID CORP | $871,000 | -38.3% | 179,879 | -8.7% | 0.02% | -41.2% |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $837,000 | – | 22,558 | – | 0.02% | – |
| YHOO | New | YAHOO INCcall | $811,000 | – | 19,900 | – | 0.02% | – |
| USG | Buy | U S G CORPcall | $816,000 | +35.3% | 29,700 | +48.5% | 0.02% | +35.7% |
| JRN | New | JOURNAL COMMUNICATIONS INCcl a | $820,000 | – | 97,300 | – | 0.02% | – |
| VIAB | New | VIACOM INC NEWcl b | $769,000 | – | 10,000 | – | 0.02% | – |
| INVN | New | INVENSENSE INC | $780,000 | – | 39,552 | – | 0.02% | – |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $772,000 | -51.8% | 16,000 | -50.8% | 0.02% | -52.6% |
| GTLS | New | CHART INDS INC | $721,000 | – | 11,801 | – | 0.02% | – |
| SDRL | Buy | SEADRILL LIMITED | $735,000 | +18.7% | 27,414 | +75.7% | 0.02% | +13.3% |
| BA | New | BOEING CO | $641,000 | – | 5,036 | – | 0.02% | – |
| AMRN | Sell | AMARIN CORP PLCspons adr new | $612,000 | -43.4% | 561,674 | -8.7% | 0.01% | -46.2% |
| AR | Buy | ANTERO RES CORP | $549,000 | +67.4% | 10,000 | +100.0% | 0.01% | +62.5% |
| EFA | Sell | ISHARES TRmsci eafe etf | $564,000 | -73.9% | 8,791 | -72.1% | 0.01% | -74.5% |
| ETFC | New | E TRADE FINANCIAL CORP | $565,000 | – | 25,000 | – | 0.01% | – |
| ECL | Sell | ECOLAB INC | $574,000 | -78.4% | 5,000 | -79.2% | 0.01% | -79.4% |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $578,000 | – | 10,000 | – | 0.01% | – |
| J106OPTLDIV | New | CBS OUTDOOR AMERS INC | $485,000 | – | 16,200 | – | 0.01% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $461,000 | – | 13,000 | – | 0.01% | – |
| EAGLW | New | SILVER EAGLE ACQUISITION COR*w exp 07/26/202 | $450,000 | – | 750,000 | – | 0.01% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $417,000 | – | 10,000 | – | 0.01% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $456,000 | -68.0% | 2,313 | -68.2% | 0.01% | -70.6% |
| STNG | Sell | SCORPIO TANKERS INC | $416,000 | -74.4% | 50,073 | -68.7% | 0.01% | -74.4% |
| HLF | New | HERBALIFE LTD | $438,000 | – | 10,000 | – | 0.01% | – |
| LPG | Sell | DORIAN LPG LTD | $408,000 | -76.0% | 22,909 | -69.1% | 0.01% | -78.0% |
| THRM | New | GENTHERM INC | $373,000 | – | 8,829 | – | 0.01% | – |
| ATML | New | ATMEL CORP | $395,000 | – | 48,919 | – | 0.01% | – |
| MDT | New | MEDTRONIC INC | $341,000 | – | 5,508 | – | 0.01% | – |
| RFMD | New | RF MICRODEVICES INCcall | $289,000 | – | 25,000 | – | 0.01% | – |
| EWZ | New | ISHARESmsci brz cap etf | $322,000 | – | 7,400 | – | 0.01% | – |
| GTATQ | New | GT ADVANCED TECHNOLOGIES INC | $249,000 | – | 23,000 | – | 0.01% | – |
| HRTX | Sell | HERON THERAPEUTICS INC | $255,000 | -65.1% | 30,643 | -48.3% | 0.01% | -64.7% |
| BAC | New | BANK AMER CORP | $213,000 | – | 12,500 | – | 0.01% | – |
| SWFT | New | SWIFT TRANSN COcl a | $239,000 | – | 11,379 | – | 0.01% | – |
| SALT | Sell | SCORPIO BULKERS INC | $202,000 | -79.4% | 34,640 | -68.5% | 0.01% | -78.3% |
| SB | Sell | SAFE BULKERS INC | $197,000 | -82.3% | 29,532 | -74.1% | 0.01% | -81.5% |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $154,000 | – | 2,174 | – | 0.00% | – |
| FUEL | New | ROCKET FUEL INC | $179,000 | – | 11,300 | – | 0.00% | – |
| INTC | New | INTEL CORP | $154,000 | – | 4,431 | – | 0.00% | – |
| XOM | New | EXXON MOBIL CORP | $156,000 | – | 1,656 | – | 0.00% | – |
| CLF | New | CLIFFS NAT RES INCput | $186,000 | – | 17,900 | – | 0.00% | – |
| NM | Sell | NAVIOS MARITIME HOLDINGS INC | $185,000 | -84.4% | 30,783 | -73.8% | 0.00% | -85.7% |
| PPPMF | New | PRIMERO MNG CORP | $134,000 | – | 27,500 | – | 0.00% | – |
| X | New | UNITED STATES STL CORP NEW | $139,000 | – | 3,546 | – | 0.00% | – |
| XOP | Sell | SPDR SERIES TRUSTs&p oilgas exp | $122,000 | -66.5% | 1,772 | -59.9% | 0.00% | -66.7% |
| HCACW | New | HENNESSY CAP ACQUISITION COR*w exp 01/23/201 | $130,000 | – | 200,000 | – | 0.00% | – |
| MRK | Sell | MERCK & CO INC NEW | $102,000 | -88.6% | 1,714 | -88.9% | 0.00% | -90.5% |
| CISAW | New | CIS ACQUISITION LTD*w exp 12/18/201 | $56,000 | – | 200,000 | – | 0.00% | – |
| RLOC | New | REACHLOCAL INC | $50,000 | – | 13,900 | – | 0.00% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -6 | – | 0.00% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -100 | – | 0.00% | – |
| CCL | Sell | CARNIVAL CORPpaired ctf | $0 | -100.0% | 1 | -99.9% | 0.00% | -100.0% |
| T | New | AT&T INC | $7,000 | – | 205 | – | 0.00% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $0 | – | 1 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $14,000 | – | 279 | – | 0.00% | – |
| MCD | New | MCDONALDS CORP | $0 | – | 1 | – | 0.00% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -80 | – | 0.00% | – |
| MSFT | New | MICROSOFT CORP | $0 | – | 1 | – | 0.00% | – |
| OLN | Exit | OLIN CORP | $0 | – | -126 | – | 0.00% | – |
| FSTR | Exit | FOSTER L B CO | $0 | – | -1,792 | – | -0.00% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -3,303 | – | -0.00% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -14,377 | – | -0.00% | – |
| EWW | Exit | ISHARESmsci mex cap etf | $0 | – | -3,500 | – | -0.01% | – |
| PRISY | Exit | PROMOTORA DE INFORMACIONES S | $0 | – | -159,374 | – | -0.01% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -2,000 | – | -0.01% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -30,000 | – | -0.01% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -10,982 | – | -0.01% | – |
| PRISB | Exit | PROMOTORA DE INFORMACIONES Sadr cl b conv | $0 | – | -187,500 | – | -0.01% | – |
| EXXIQ | Exit | ENERGY XXI BERMUDA LTD | $0 | – | -21,904 | – | -0.01% | – |
| NESCQ | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -35,000 | – | -0.02% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -20,801 | – | -0.02% | – |
| RDEN | Exit | ELIZABETH ARDEN INC | $0 | – | -34,712 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -13,265 | – | -0.02% | – |
| ATLS | Exit | ATLAS ENERGY LPcall | $0 | – | -17,700 | – | -0.02% | – |
| EWY | Exit | ISHARESmsci sth kor etf | $0 | – | -12,900 | – | -0.02% | – |
| TUMI | Exit | TUMI HLDGS INC | $0 | – | -50,031 | – | -0.02% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -1,000,000 | – | -0.02% | – | |
| XHB | Exit | SPDR SERIES TRUSTs&p homebuild | $0 | – | -33,812 | – | -0.03% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -26,493 | – | -0.03% | – |
| Exit | QIHOO 360 TECHNOLOGY CO LTDdebt 2.500% 9/1 | $0 | – | -1,000,000 | – | -0.03% | – | |
| PLD | Exit | PROLOGIS INC | $0 | – | -29,100 | – | -0.03% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -61,137 | – | -0.03% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -7,626 | – | -0.03% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -48,618 | – | -0.03% | – |
| OIH | Exit | MARKET VECTORS ETF TRoil svcs etf | $0 | – | -23,373 | – | -0.03% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -4,241 | – | -0.03% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SVCS INC N | $0 | – | -32,203 | – | -0.04% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -43,302 | – | -0.04% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -17,439 | – | -0.04% | – |
| MMM | Exit | 3M CO | $0 | – | -11,403 | – | -0.04% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -29,512 | – | -0.04% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -15,929 | – | -0.04% | – |
| OIBR | Exit | OI S.A.spn adr rep pfd | $0 | – | -2,047,233 | – | -0.04% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -36,159 | – | -0.04% | – |
| RES | Exit | RPC INC | $0 | – | -76,381 | – | -0.04% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -101,200 | – | -0.04% | – |
| CHDX | Exit | CHINDEX INTERNATIONAL INC | $0 | – | -81,626 | – | -0.05% | – |
| HCACU | Exit | HENNESSY CAP ACQUISITION CORunit 99/99/9999 | $0 | – | -200,000 | – | -0.05% | – |
| 3106SC | Exit | SUSSER HLDGS CORP | $0 | – | -25,700 | – | -0.05% | – |
| CISAU | Exit | CIS ACQUISITION LTDunit 99/99/9999 | $0 | – | -200,000 | – | -0.05% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -28,795 | – | -0.05% | – |
| CODE | Exit | SPANSION INC | $0 | – | -109,109 | – | -0.06% | – |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -2,500,000 | – | -0.06% | – | |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -2,560,000 | – | -0.06% | – | |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -45,055 | – | -0.07% | – |
| AZC | Exit | AUGUSTA RES CORP | $0 | – | -970,990 | – | -0.07% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -113,096 | – | -0.07% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -117,984 | – | -0.08% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -44,377 | – | -0.08% | – |
| CTRX | Exit | CATAMARAN CORPcall | $0 | – | -74,900 | – | -0.08% | – |
| CHC | Exit | CHINA HYDROELECTRIC CORPsponsored adr | $0 | – | -974,503 | – | -0.08% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -45,784 | – | -0.08% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -46,143 | – | -0.08% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -322,202 | – | -0.09% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -106,305 | – | -0.09% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -51,466 | – | -0.09% | – |
| MCRS | Exit | MICROS SYS INC | $0 | – | -60,000 | – | -0.10% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -71,506 | – | -0.10% | – |
| X | Exit | UNITED STATES STL CORP NEWput | $0 | – | -175,500 | – | -0.11% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -528,187 | – | -0.11% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -65,869 | – | -0.12% | – |
| FUL | Exit | FULLER H B COcall | $0 | – | -104,300 | – | -0.12% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -54,886 | – | -0.12% | – |
| Exit | CEMEX SAB DE CVnote 4.875% 3/1 | $0 | – | -4,150,000 | – | -0.12% | – | |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -143,200 | – | -0.12% | – |
| CRRTQ | Exit | CARBO CERAMICS INC | $0 | – | -34,650 | – | -0.13% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -32,836 | – | -0.13% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -82,005 | – | -0.14% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -155,200 | – | -0.15% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -209,768 | – | -0.15% | – |
| ARMH | Exit | ARM HLDGS PLCcall | $0 | – | -144,200 | – | -0.16% | – |
| BPZRQ | Exit | BPZ RESOURCES INC | $0 | – | -2,218,314 | – | -0.16% | – |
| Exit | ANNALY CAP MGMT INCnote 5.000% 5/1 | $0 | – | -6,775,000 | – | -0.16% | – | |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -209,156 | – | -0.17% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -214,000 | – | -0.18% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -86,786 | – | -0.18% | – |
| Exit | SILVER EAGLE ACQUISITION CORunit 99/99/9999 | $0 | – | -750,000 | – | -0.19% | – | |
| AET | Exit | AETNA INC NEW | $0 | – | -97,804 | – | -0.19% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -107,285 | – | -0.20% | – |
| MU | Exit | MICRON TECHNOLOGY INCput | $0 | – | -254,800 | – | -0.20% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -211,821 | – | -0.20% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -368,412 | – | -0.21% | – |
| EWZ | Exit | ISHARESput | $0 | – | -194,900 | – | -0.22% | – |
| MON | Exit | MONSANTO CO NEWcall | $0 | – | -79,800 | – | -0.24% | – |
| DFZ | Exit | BARRY R G CORP OHIO | $0 | – | -530,009 | – | -0.24% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -43,573 | – | -0.24% | – |
| TLM | Exit | TALISMAN ENERGY INCcall | $0 | – | -984,000 | – | -0.25% | – |
| V107SC | Exit | WELLPOINT INCput | $0 | – | -100,000 | – | -0.26% | – |
| TECK | Exit | TECK RESOURCES LTDput | $0 | – | -500,000 | – | -0.27% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -185,105 | – | -0.30% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTDcall | $0 | – | -145,300 | – | -0.31% | – |
| EEM | Exit | ISHAREScall | $0 | – | -300,000 | – | -0.31% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLCcall | $0 | – | -299,400 | – | -0.32% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -112,510 | – | -0.34% | – |
| APD | Exit | AIR PRODS & CHEMS INCcall | $0 | – | -113,600 | – | -0.35% | – |
| MCK | Exit | MCKESSON CORPcall | $0 | – | -80,300 | – | -0.36% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -182,474 | – | -0.36% | – |
| USO | Exit | UNITED STATES OIL FUND LPput | $0 | – | -400,000 | – | -0.37% | – |
| HUM | Exit | HUMANA INC | $0 | – | -123,615 | – | -0.38% | – |
| HITT | Exit | HITTITE MICROWAVE CORP | $0 | – | -208,603 | – | -0.39% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -216,267 | – | -0.41% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -16,500,000 | – | -0.41% | – | |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -2,073,619 | – | -0.43% | – |
| WFT | Exit | WEATHERFORD INTERNATIONAL LTcall | $0 | – | -830,000 | – | -0.46% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -221,133 | – | -0.47% | – |
| MEOH | Exit | METHANEX CORPcall | $0 | – | -318,600 | – | -0.47% | – |
| RDA | Exit | RDA MICROELECTRONICS INCsponsored adr | $0 | – | -1,210,921 | – | -0.49% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHScall | $0 | – | -158,300 | – | -0.68% | – |
| CRM | Exit | SALESFORCE COM INCput | $0 | – | -516,800 | – | -0.72% | – |
| YONG | Exit | YONGYE INTL INC | $0 | – | -4,585,098 | – | -0.77% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -381,510 | – | -0.84% | – |
| GA | Exit | GIANT INTERACTIVE GROUP INCadr | $0 | – | -3,818,407 | – | -1.08% | – |
| OIH | Exit | MARKET VECTORS ETF TRput | $0 | – | -789,700 | – | -1.09% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -1,983,027 | – | -1.09% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -2,013,446 | – | -1.14% | – |
| DATA | Exit | TABLEAU SOFTWARE INCput | $0 | – | -672,800 | – | -1.14% | – |
| AMAP | Exit | AUTONAVI HLDGS LTDsponsored adr | $0 | – | -2,411,147 | – | -1.20% | – |
| FRX | Exit | FOREST LABS INC | $0 | – | -752,753 | – | -1.78% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $108,667,000 | – | 2,466,887 | – | 2.59% | – |
| B108PS | New | ACTAVIS PLC | $104,809,000 | – | 469,888 | – | 2.50% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $77,301,000 | – | 1,083,708 | – | 1.84% | – |
| FRX | New | FOREST LABS INC | $74,523,000 | – | 752,753 | – | 1.78% | – |
| AAPL | New | APPLE INC | $68,610,000 | – | 738,297 | – | 1.64% | – |
| FB | New | FACEBOOK INCcl a | $68,175,000 | – | 1,013,153 | – | 1.62% | – |
| MCK | New | MCKESSON CORP | $65,735,000 | – | 353,014 | – | 1.57% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $63,903,000 | – | 326,500 | – | 1.52% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $56,895,000 | – | 56,000,000 | – | 1.36% | – | |
| NOV | New | NATIONAL OILWELL VARCO INCcall | $53,527,000 | – | 650,000 | – | 1.28% | – |
| DFS | New | DISCOVER FINL SVCS | $52,453,000 | – | 846,288 | – | 1.25% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $51,759,000 | – | 438,610 | – | 1.23% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $50,688,000 | – | 966,948 | – | 1.21% | – |
| AMAP | New | AUTONAVI HLDGS LTDsponsored adr | $50,393,000 | – | 2,411,147 | – | 1.20% | – |
| DATA | New | TABLEAU SOFTWARE INCput | $47,991,000 | – | 672,800 | – | 1.14% | – |
| LNG | New | CHENIERE ENERGY INC | $47,853,000 | – | 2,013,446 | – | 1.14% | – |
| FE | New | FIRSTENERGY CORP | $47,802,000 | – | 1,376,790 | – | 1.14% | – |
| HCBK | New | HUDSON CITY BANCORP | $47,340,000 | – | 4,815,857 | – | 1.13% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $45,709,000 | – | 1,983,027 | – | 1.09% | – |
| OIH | New | MARKET VECTORS ETF TRput | $45,613,000 | – | 789,700 | – | 1.09% | – |
| GA | New | GIANT INTERACTIVE GROUP INCadr | $45,210,000 | – | 3,818,407 | – | 1.08% | – |
| NOW | New | SERVICENOW INC | $43,935,000 | – | 709,086 | – | 1.05% | – |
| TWC | New | TIME WARNER CABLE INC | $43,492,000 | – | 295,264 | – | 1.04% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GOcall | $43,282,000 | – | 1,185,800 | – | 1.03% | – |
| New | DRYSHIPS INC.note 5.000%12/0 | $41,647,000 | – | 42,080,000 | – | 0.99% | – | |
| HAL | New | HALLIBURTON CO | $39,709,000 | – | 559,199 | – | 0.95% | – |
| RIG | New | TRANSOCEAN LTDput | $38,122,000 | – | 846,600 | – | 0.91% | – |
| ARMH | New | ARM HLDGS PLCsponsored adr | $37,046,000 | – | 818,884 | – | 0.88% | – |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $37,026,000 | – | 27,575,000 | – | 0.88% | – | |
| APC | New | ANADARKO PETE CORPcall | $36,629,000 | – | 334,600 | – | 0.87% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $36,075,000 | – | 1,686,519 | – | 0.86% | – |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $36,000,000 | – | 30,000,000 | – | 0.86% | – | |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $35,286,000 | – | 381,510 | – | 0.84% | – |
| PKI | New | PERKINELMER INC | $35,274,000 | – | 753,075 | – | 0.84% | – |
| GAME | New | SHANDA GAMES LTDsp adr reptg a | $35,282,000 | – | 5,313,595 | – | 0.84% | – |
| NMBL | New | NIMBLE STORAGE INC | $34,962,000 | – | 1,138,099 | – | 0.83% | – |
| SLB | New | SCHLUMBERGER LTD | $34,795,000 | – | 294,996 | – | 0.83% | – |
| GOOG | New | GOOGLE INCcl c | $34,242,000 | – | 59,523 | – | 0.82% | – |
| New | SANDISK CORPnote 1.500% 8/1 | $33,835,000 | – | 16,500,000 | – | 0.81% | – | |
| BSBR | New | BANCO SANTANDER BRASIL S Aads rep 1 unit | $33,701,000 | – | 4,870,078 | – | 0.80% | – |
| CRM | New | SALESFORCE COM INC | $33,353,000 | – | 574,256 | – | 0.80% | – |
| YONG | New | YONGYE INTL INC | $32,142,000 | – | 4,585,098 | – | 0.77% | – |
| V | New | VISA INC | $30,986,000 | – | 147,055 | – | 0.74% | – |
| CRM | New | SALESFORCE COM INCput | $30,016,000 | – | 516,800 | – | 0.72% | – |
| QGEN | New | QIAGEN NV | $29,833,000 | – | 1,220,148 | – | 0.71% | – |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $29,400,000 | – | 52,500,000 | – | 0.70% | – | |
| EOX | New | EMERALD OIL INC | $29,155,000 | – | 3,811,160 | – | 0.70% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHScall | $28,695,000 | – | 158,300 | – | 0.68% | – |
| SPLK | New | SPLUNK INC | $26,142,000 | – | 472,466 | – | 0.62% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $25,952,000 | – | 569,270 | – | 0.62% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $25,668,000 | – | 557,748 | – | 0.61% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $24,944,000 | – | 3,064,447 | – | 0.60% | – |
| New | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $24,827,000 | – | 25,794,000 | – | 0.59% | – | |
| LVS | New | LAS VEGAS SANDS CORP | $24,162,000 | – | 317,006 | – | 0.58% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $23,703,000 | – | 25,605,000 | – | 0.56% | – | |
| FWLT | New | FOSTER WHEELER AG | $23,587,000 | – | 692,317 | – | 0.56% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $22,965,000 | – | 14,875,000 | – | 0.55% | – | |
| WFC | New | WELLS FARGO & CO NEW | $22,889,000 | – | 435,480 | – | 0.55% | – |
| PL | New | PROTECTIVE LIFE CORP | $22,716,000 | – | 327,655 | – | 0.54% | – |
| New | TESLA MTRS INCnote 1.250% 3/0 | $22,424,000 | – | 23,140,000 | – | 0.54% | – | |
| PPG | New | PPG INDS INC | $22,334,000 | – | 106,276 | – | 0.53% | – |
| RDA | New | RDA MICROELECTRONICS INCsponsored adr | $20,719,000 | – | 1,210,921 | – | 0.49% | – |
| New | GOLDEN STAR RES LTD CDAdebt 5.000% 6/0 | $19,929,000 | – | 26,750,000 | – | 0.48% | – | |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $19,842,000 | – | 18,500,000 | – | 0.47% | – | |
| MEOH | New | METHANEX CORPcall | $19,683,000 | – | 318,600 | – | 0.47% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $19,603,000 | – | 221,133 | – | 0.47% | – |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $19,422,000 | – | 16,500,000 | – | 0.46% | – | |
| MA | New | MASTERCARD INCcl a | $19,124,000 | – | 260,290 | – | 0.46% | – |
| WFT | New | WEATHERFORD INTERNATIONAL LTcall | $19,090,000 | – | 830,000 | – | 0.46% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $18,027,000 | – | 2,073,619 | – | 0.43% | – |
| BHI | New | BAKER HUGHES INC | $17,565,000 | – | 235,927 | – | 0.42% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $17,284,000 | – | 16,500,000 | – | 0.41% | – | |
| DVN | New | DEVON ENERGY CORP NEW | $17,172,000 | – | 216,267 | – | 0.41% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $16,983,000 | – | 17,430,000 | – | 0.40% | – | |
| GOOGL | New | GOOGLE INCcl a | $17,005,000 | – | 29,084 | – | 0.40% | – |
| New | MOLYCORP INC DELnote 6.000% 9/0 | $16,673,000 | – | 25,400,000 | – | 0.40% | – | |
| LNKD | New | LINKEDIN CORP | $16,431,000 | – | 95,825 | – | 0.39% | – |
| HITT | New | HITTITE MICROWAVE CORP | $16,261,000 | – | 208,603 | – | 0.39% | – |
| HUM | New | HUMANA INC | $15,788,000 | – | 123,615 | – | 0.38% | – |
| LNG | New | CHENIERE ENERGY INCcall | $15,724,000 | – | 219,300 | – | 0.38% | – |
| USO | New | UNITED STATES OIL FUND LPput | $15,552,000 | – | 400,000 | – | 0.37% | – |
| GILD | New | GILEAD SCIENCES INC | $15,129,000 | – | 182,474 | – | 0.36% | – |
| MCK | New | MCKESSON CORPcall | $14,953,000 | – | 80,300 | – | 0.36% | – |
| F113PS | New | COVIDIEN PLC | $14,903,000 | – | 165,000 | – | 0.36% | – |
| HCA | New | HCA HOLDINGS INC | $14,836,000 | – | 263,147 | – | 0.35% | – |
| APD | New | AIR PRODS & CHEMS INCcall | $14,611,000 | – | 113,600 | – | 0.35% | – |
| ZTS | New | ZOETIS INCcl a | $14,517,000 | – | 449,846 | – | 0.35% | – |
| MEOH | New | METHANEX CORP | $14,525,000 | – | 235,167 | – | 0.35% | – |
| THC | New | TENET HEALTHCARE CORP | $14,373,000 | – | 306,218 | – | 0.34% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $14,096,000 | – | 106,744 | – | 0.34% | – |
| MON | New | MONSANTO CO NEW | $14,035,000 | – | 112,510 | – | 0.34% | – |
| PANW | New | PALO ALTO NETWORKS INC | $13,883,000 | – | 165,566 | – | 0.33% | – |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $13,759,000 | – | 9,700,000 | – | 0.33% | – | |
| EFX | New | EQUIFAX INC | $13,512,000 | – | 186,272 | – | 0.32% | – |
| LBTYA | New | LIBERTY GLOBAL PLCcall | $13,239,000 | – | 299,400 | – | 0.32% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $13,097,000 | – | 222,211 | – | 0.31% | – |
| EEM | New | ISHAREScall | $12,969,000 | – | 300,000 | – | 0.31% | – |
| KORS | New | MICHAEL KORS HLDGS LTDcall | $12,881,000 | – | 145,300 | – | 0.31% | – |
| MU | New | MICRON TECHNOLOGY INC | $12,656,000 | – | 384,082 | – | 0.30% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $12,533,000 | – | 185,105 | – | 0.30% | – |
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $12,536,000 | – | 30,576,000 | – | 0.30% | – | |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $12,408,000 | – | 339,947 | – | 0.30% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $11,491,000 | – | 10,025,000 | – | 0.27% | – | |
| CRZO | New | CARRIZO OIL & GAS INC | $11,473,000 | – | 165,655 | – | 0.27% | – |
| APC | New | ANADARKO PETE CORP | $11,429,000 | – | 104,401 | – | 0.27% | – |
| TECK | New | TECK RESOURCES LTDput | $11,415,000 | – | 500,000 | – | 0.27% | – |
| N | New | NETSUITE INC | $11,098,000 | – | 127,744 | – | 0.26% | – |
| New | RADIAN GROUP INCnote 3.000%11/1 | $10,866,000 | – | 7,500,000 | – | 0.26% | – | |
| NNA | New | NAVIOS MARITIME ACQUIS CORP | $10,804,000 | – | 2,912,264 | – | 0.26% | – |
| V107SC | New | WELLPOINT INCput | $10,761,000 | – | 100,000 | – | 0.26% | – |
| TLM | New | TALISMAN ENERGY INCcall | $10,430,000 | – | 984,000 | – | 0.25% | – |
| VC | New | VISTEON CORP | $10,403,000 | – | 107,232 | – | 0.25% | – |
| WLRHU | New | WL ROSS HLDG CORPunit 99/99/9999 | $10,320,000 | – | 1,000,000 | – | 0.25% | – |
| VMC | New | VULCAN MATLS CO | $10,216,000 | – | 160,252 | – | 0.24% | – |
| New | TESLA MTRS INCnote 1.500% 6/0 | $10,125,000 | – | 5,000,000 | – | 0.24% | – | |
| XEC | New | CIMAREX ENERGY CO | $10,079,000 | – | 70,259 | – | 0.24% | – |
| PXD | New | PIONEER NAT RES CO | $10,014,000 | – | 43,573 | – | 0.24% | – |
| DFZ | New | BARRY R G CORP OHIO | $10,044,000 | – | 530,009 | – | 0.24% | – |
| MON | New | MONSANTO CO NEWcall | $9,954,000 | – | 79,800 | – | 0.24% | – |
| AMBC | New | AMBAC FINL GROUP INC | $9,951,000 | – | 364,357 | – | 0.24% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $9,488,000 | – | 115,213 | – | 0.23% | – |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $9,472,000 | – | 7,500,000 | – | 0.23% | – | |
| JPM | New | JPMORGAN CHASE & CO | $9,426,000 | – | 163,592 | – | 0.22% | – |
| ACI | New | ARCH COAL INCcall | $9,406,000 | – | 2,577,000 | – | 0.22% | – |
| BPY | New | BROOKFIELD PPTY PARTNERS L Punit ltd partn | $9,356,000 | – | 448,314 | – | 0.22% | – |
| EWZ | New | ISHARESput | $9,312,000 | – | 194,900 | – | 0.22% | – |
| CAH | New | CARDINAL HEALTH INC | $9,201,000 | – | 134,200 | – | 0.22% | – |
| New | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $8,949,000 | – | 8,000,000 | – | 0.21% | – | |
| A | New | AGILENT TECHNOLOGIES INC | $8,895,000 | – | 154,852 | – | 0.21% | – |
| ECA | New | ENCANA CORP | $8,744,000 | – | 368,412 | – | 0.21% | – |
| LRCX | New | LAM RESEARCH CORPcall | $8,698,000 | – | 128,700 | – | 0.21% | – |
| EQT | New | EQT CORP | $8,598,000 | – | 80,431 | – | 0.20% | – |
| FEYE | New | FIREEYE INC | $8,589,000 | – | 211,821 | – | 0.20% | – |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $8,521,000 | – | 8,500,000 | – | 0.20% | – | |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $8,415,000 | – | 6,750,000 | – | 0.20% | – | |
| BTU | New | PEABODY ENERGY CORPcall | $8,406,000 | – | 514,100 | – | 0.20% | – |
| MPC | New | MARATHON PETE CORP | $8,376,000 | – | 107,285 | – | 0.20% | – |
| MU | New | MICRON TECHNOLOGY INCput | $8,396,000 | – | 254,800 | – | 0.20% | – |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $8,225,000 | – | 5,000,000 | – | 0.20% | – | |
| OASPQ | New | OASIS PETE INC NEW | $7,984,000 | – | 142,859 | – | 0.19% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $7,959,000 | – | 226,416 | – | 0.19% | – |
| AET | New | AETNA INC NEW | $7,930,000 | – | 97,804 | – | 0.19% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,934,000 | – | 7,100,000 | – | 0.19% | – | |
| New | SILVER EAGLE ACQUISITION CORunit 99/99/9999 | $7,845,000 | – | 750,000 | – | 0.19% | – | |
| TGA | New | TRANSGLOBE ENERGY CORP | $7,704,000 | – | 1,024,425 | – | 0.18% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $7,622,000 | – | 86,786 | – | 0.18% | – |
| FB | New | FACEBOOK INCput | $7,476,000 | – | 111,100 | – | 0.18% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $7,325,000 | – | 214,000 | – | 0.18% | – |
| GLOG | New | GASLOG LTD | $7,359,000 | – | 230,769 | – | 0.18% | – |
| OCR | New | OMNICARE INC | $7,227,000 | – | 108,564 | – | 0.17% | – |
| TECK | New | TECK RESOURCES LTDcl b | $7,226,000 | – | 316,502 | – | 0.17% | – |
| New | MOLYCORP INC DELnote 5.500% 2/0 | $7,009,000 | – | 10,500,000 | – | 0.17% | – | |
| BX | New | BLACKSTONE GROUP L P | $6,994,000 | – | 209,156 | – | 0.17% | – |
| New | ANNALY CAP MGMT INCnote 5.000% 5/1 | $6,910,000 | – | 6,775,000 | – | 0.16% | – | |
| BPZRQ | New | BPZ RESOURCES INC | $6,832,000 | – | 2,218,314 | – | 0.16% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $6,554,000 | – | 210,732 | – | 0.16% | – |
| VTGDF | New | VANTAGE DRILLING COMPANY | $6,530,000 | – | 3,400,908 | – | 0.16% | – |
| ARMH | New | ARM HLDGS PLCcall | $6,524,000 | – | 144,200 | – | 0.16% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $6,479,000 | – | 51,370 | – | 0.15% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr | $6,405,000 | – | 114,777 | – | 0.15% | – |
| CTB | New | COOPER TIRE & RUBR CO | $6,293,000 | – | 209,768 | – | 0.15% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $6,294,000 | – | 5,000,000 | – | 0.15% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $6,267,000 | – | 5,465,000 | – | 0.15% | – | |
| AGN | New | ALLERGAN INC | $6,236,000 | – | 36,849 | – | 0.15% | – |
| QIWI | New | QIWI PLCspon adr rep b | $6,259,000 | – | 155,200 | – | 0.15% | – |
| New | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $6,241,000 | – | 2,500,000 | – | 0.15% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $5,961,000 | – | 6,000,000 | – | 0.14% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $5,916,000 | – | 5,000,000 | – | 0.14% | – | |
| D | New | DOMINION RES INC VA NEW | $5,865,000 | – | 82,005 | – | 0.14% | – |
| New | BPZ RESOURCES INCnote 8.500%10/0 | $5,850,000 | – | 5,000,000 | – | 0.14% | – | |
| ALKS | New | ALKERMES PLC | $5,825,000 | – | 115,726 | – | 0.14% | – |
| REI | New | RING ENERGY INC | $5,817,000 | – | 333,334 | – | 0.14% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $5,809,000 | – | 5,500,000 | – | 0.14% | – | |
| EEM | New | ISHARESmsci emg mkt etf | $5,655,000 | – | 130,694 | – | 0.14% | – |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $5,567,000 | – | 5,550,000 | – | 0.13% | – | |
| CLB | New | CORE LABORATORIES N V | $5,486,000 | – | 32,836 | – | 0.13% | – |
| ANAC | New | ANACOR PHARMACEUTICALS INC | $5,437,000 | – | 306,652 | – | 0.13% | – |
| CRRTQ | New | CARBO CERAMICS INC | $5,340,000 | – | 34,650 | – | 0.13% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $5,271,000 | – | 4,800,000 | – | 0.13% | – | |
| SRE | New | SEMPRA ENERGY | $5,236,000 | – | 50,000 | – | 0.12% | – |
| New | CEMEX SAB DE CVnote 4.875% 3/1 | $5,197,000 | – | 4,150,000 | – | 0.12% | – | |
| GM | New | GENERAL MTRS COcall | $5,198,000 | – | 143,200 | – | 0.12% | – |
| HTWO | New | HF2 FINL MGMT INCcl a | $5,150,000 | – | 500,000 | – | 0.12% | – |
| ASML | New | ASML HOLDING N V | $5,119,000 | – | 54,886 | – | 0.12% | – |
| NEM | New | NEWMONT MINING CORPcall | $5,088,000 | – | 200,000 | – | 0.12% | – |
| FUL | New | FULLER H B COcall | $5,017,000 | – | 104,300 | – | 0.12% | – |
| ABBV | New | ABBVIE INC | $4,934,000 | – | 87,421 | – | 0.12% | – |
| CLAC | New | CAPITOL ACQUISITION CORP II | $4,910,000 | – | 500,000 | – | 0.12% | – |
| WAG | New | WALGREEN CO | $4,883,000 | – | 65,869 | – | 0.12% | – |
| CYS | New | CYS INVTS INC | $4,764,000 | – | 528,187 | – | 0.11% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $4,644,000 | – | 4,500,000 | – | 0.11% | – | |
| MONT | New | MONTAGE TECHNOLOGY GROUP LTD | $4,676,000 | – | 226,000 | – | 0.11% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $4,623,000 | – | 48,277 | – | 0.11% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $4,609,000 | – | 3,000,000 | – | 0.11% | – | |
| X | New | UNITED STATES STL CORP NEWput | $4,570,000 | – | 175,500 | – | 0.11% | – |
| VMW | New | VMWARE INC | $4,547,000 | – | 46,971 | – | 0.11% | – |
| MTCN | New | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $4,502,000 | – | 200,000 | – | 0.11% | – |
| TSO | New | TESORO CORP | $4,436,000 | – | 75,617 | – | 0.11% | – |
| VALE | New | VALE S Aadr | $4,422,000 | – | 334,242 | – | 0.10% | – |
| SCTY | New | SOLARCITY CORP | $4,236,000 | – | 60,000 | – | 0.10% | – |
| FTI | New | FMC TECHNOLOGIES INC | $4,176,000 | – | 68,384 | – | 0.10% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $4,089,000 | – | 71,506 | – | 0.10% | – |
| ARPJQ | New | ATLAS RESOURCE PARTNERS LPput | $4,056,000 | – | 200,000 | – | 0.10% | – |
| XON | New | INTREXON CORP | $4,068,000 | – | 161,890 | – | 0.10% | – |
| MCRS | New | MICROS SYS INC | $4,074,000 | – | 60,000 | – | 0.10% | – |
| New | UAL CORPnote 6.000%10/1 | $4,041,000 | – | 853,000 | – | 0.10% | – | |
| ROIQ | New | ROI ACQUISITION CORP II | $3,908,000 | – | 400,000 | – | 0.09% | – |
| CELG | New | CELGENE CORP | $3,826,000 | – | 44,548 | – | 0.09% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $3,824,000 | – | 51,466 | – | 0.09% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $3,714,000 | – | 106,305 | – | 0.09% | – |
| NLY | New | ANNALY CAP MGMT INC | $3,683,000 | – | 322,202 | – | 0.09% | – |
| FLS | New | FLOWSERVE CORP | $3,670,000 | – | 49,350 | – | 0.09% | – |
| DHR | New | DANAHER CORP DEL | $3,587,000 | – | 45,556 | – | 0.09% | – |
| BIIB | New | BIOGEN IDEC INC | $3,615,000 | – | 11,465 | – | 0.09% | – |
| SBUX | New | STARBUCKS CORP | $3,543,000 | – | 45,784 | – | 0.08% | – |
| CNQR | New | CONCUR TECHNOLOGIES INC | $3,540,000 | – | 37,927 | – | 0.08% | – |
| SAEX | New | SAEXPLORATION HLDGS INC | $3,542,000 | – | 418,662 | – | 0.08% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $3,505,000 | – | 46,143 | – | 0.08% | – |
| WDAY | New | WORKDAY INCcl a | $3,423,000 | – | 38,095 | – | 0.08% | – |
| ADBE | New | ADOBE SYS INC | $3,408,000 | – | 47,102 | – | 0.08% | – |
| CHC | New | CHINA HYDROELECTRIC CORPsponsored adr | $3,350,000 | – | 974,503 | – | 0.08% | – |
| New | FLUIDIGM CORP DELnote 2.750% 2/0 | $3,338,000 | – | 3,500,000 | – | 0.08% | – | |
| NGG | New | NATIONAL GRID PLCspon adr new | $3,301,000 | – | 44,377 | – | 0.08% | – |
| WAB | New | WABTEC CORP | $3,309,000 | – | 40,068 | – | 0.08% | – |
| CTRX | New | CATAMARAN CORPcall | $3,308,000 | – | 74,900 | – | 0.08% | – |
| TROX | New | TRONOX LTD | $3,174,000 | – | 117,984 | – | 0.08% | – |
| KEX | New | KIRBY CORP | $3,168,000 | – | 27,046 | – | 0.08% | – |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $3,056,000 | – | 3,000,000 | – | 0.07% | – | |
| LKQ | New | LKQ CORP | $3,019,000 | – | 113,096 | – | 0.07% | – |
| AZC | New | AUGUSTA RES CORP | $3,000,000 | – | 970,990 | – | 0.07% | – |
| QLIK | New | QLIK TECHNOLOGIES INC | $2,943,000 | – | 130,124 | – | 0.07% | – |
| MYL | New | MYLAN INC | $2,923,000 | – | 56,700 | – | 0.07% | – |
| APH | New | AMPHENOL CORP NEWcl a | $2,923,000 | – | 30,339 | – | 0.07% | – |
| HSH | New | HILLSHIRE BRANDS CO | $2,807,000 | – | 45,055 | – | 0.07% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $2,813,000 | – | 40,924 | – | 0.07% | – |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $2,701,000 | – | 2,560,000 | – | 0.06% | – | |
| ECL | New | ECOLAB INC | $2,660,000 | – | 24,000 | – | 0.06% | – |
| INCY | New | INCYTE CORP | $2,644,000 | – | 46,855 | – | 0.06% | – |
| CP | New | CANADIAN PAC RY LTD | $2,548,000 | – | 14,070 | – | 0.06% | – |
| New | RESOURCE CAP CORPnote 6.000%12/0 | $2,528,000 | – | 2,500,000 | – | 0.06% | – | |
| New | PENNYMAC CORPnote 5.375% 5/0 | $2,481,000 | – | 2,500,000 | – | 0.06% | – | |
| New | DENDREON CORPnote 2.875% 1/1 | $2,450,000 | – | 3,500,000 | – | 0.06% | – | |
| New | VOLCANO CORPORATIONnote 1.750%12/0 | $2,404,000 | – | 2,500,000 | – | 0.06% | – | |
| AYI | New | ACUITY BRANDS INC | $2,345,000 | – | 17,000 | – | 0.06% | – |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $2,302,000 | – | 2,000,000 | – | 0.06% | – | |
| WCN | New | WASTE CONNECTIONS INC | $2,306,000 | – | 47,500 | – | 0.06% | – |
| CODE | New | SPANSION INC | $2,299,000 | – | 109,109 | – | 0.06% | – |
| MWRX | New | MERGEWORTHRX CORP | $2,304,000 | – | 280,000 | – | 0.06% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $2,234,000 | – | 49,229 | – | 0.05% | – |
| EFA | New | ISHARESmsci eafe etf | $2,157,000 | – | 31,545 | – | 0.05% | – |
| VLO | New | VALERO ENERGY CORP NEW | $2,145,000 | – | 42,818 | – | 0.05% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $2,130,000 | – | 28,795 | – | 0.05% | – |
| CISAU | New | CIS ACQUISITION LTDunit 99/99/9999 | $2,080,000 | – | 200,000 | – | 0.05% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $2,101,000 | – | 2,000,000 | – | 0.05% | – | |
| 3106SC | New | SUSSER HLDGS CORP | $2,075,000 | – | 25,700 | – | 0.05% | – |
| IR | New | INGERSOLL-RAND PLC | $2,039,000 | – | 32,625 | – | 0.05% | – |
| FUL | New | FULLER H B CO | $2,036,000 | – | 42,335 | – | 0.05% | – |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $2,062,000 | – | 3,381,640 | – | 0.05% | – |
| HCACU | New | HENNESSY CAP ACQUISITION CORunit 99/99/9999 | $2,016,000 | – | 200,000 | – | 0.05% | – |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $2,032,000 | – | 2,000,000 | – | 0.05% | – | |
| CHDX | New | CHINDEX INTERNATIONAL INC | $1,934,000 | – | 81,626 | – | 0.05% | – |
| BBH | New | MARKET VECTORS ETF TRbiotech etf | $1,847,000 | – | 19,366 | – | 0.04% | – |
| NSU | New | NEVSUN RES LTD | $1,835,000 | – | 488,510 | – | 0.04% | – |
| HQCL | New | HANWHA SOLARONE CO LTDsponsored adr | $1,847,000 | – | 666,760 | – | 0.04% | – |
| RES | New | RPC INC | $1,794,000 | – | 76,381 | – | 0.04% | – |
| NAVI | New | NAVIENT CORP | $1,792,000 | – | 101,200 | – | 0.04% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,775,000 | – | 18,179 | – | 0.04% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $1,778,000 | – | 14,206 | – | 0.04% | – |
| AWAY | New | HOMEAWAY INC | $1,746,000 | – | 50,151 | – | 0.04% | – |
| OIBR | New | OI S.A.spn adr rep pfd | $1,757,000 | – | 2,047,233 | – | 0.04% | – |
| GNRC | New | GENERAC HLDGS INC | $1,762,000 | – | 36,159 | – | 0.04% | – |
| TRIP | New | TRIPADVISOR INC | $1,731,000 | – | 15,929 | – | 0.04% | – |
| LPG | New | DORIAN LPG LTD | $1,702,000 | – | 74,025 | – | 0.04% | – |
| New | PROLOGISnote 3.250% 3/1 | $1,689,000 | – | 1,500,000 | – | 0.04% | – | |
| MMM | New | 3M CO | $1,633,000 | – | 11,403 | – | 0.04% | – |
| STNG | New | SCORPIO TANKERS INC | $1,627,000 | – | 159,959 | – | 0.04% | – |
| SLCA | New | U S SILICA HLDGS INC | $1,636,000 | – | 29,512 | – | 0.04% | – |
| CI | New | CIGNA CORPORATION | $1,604,000 | – | 17,439 | – | 0.04% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $1,603,000 | – | 32,500 | – | 0.04% | – |
| CCK | New | CROWN HOLDINGS INC | $1,567,000 | – | 31,500 | – | 0.04% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $1,565,000 | – | 43,302 | – | 0.04% | – |
| TXN | New | TEXAS INSTRS INC | $1,568,000 | – | 32,810 | – | 0.04% | – |
| HNR | New | HARVEST NATURAL RESOURCES IN | $1,509,000 | – | 302,411 | – | 0.04% | – |
| HOSSQ | New | HORNBECK OFFSHORE SVCS INC N | $1,511,000 | – | 32,203 | – | 0.04% | – |
| MBI | New | MBIA INC | $1,471,000 | – | 133,200 | – | 0.04% | – |
| RAD | New | RITE AID CORP | $1,412,000 | – | 196,918 | – | 0.03% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $1,425,000 | – | 7,282 | – | 0.03% | – |
| DCI | New | DONALDSON INC | $1,434,000 | – | 33,887 | – | 0.03% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,420,000 | – | 15,000 | – | 0.03% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $1,371,000 | – | 51,508 | – | 0.03% | – |
| AMZN | New | AMAZON COM INC | $1,377,000 | – | 4,241 | – | 0.03% | – |
| New | JARDEN CORPnote 1.875% 9/1 | $1,385,000 | – | 1,000,000 | – | 0.03% | – | |
| AMGN | New | AMGEN INC | $1,352,000 | – | 11,424 | – | 0.03% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $1,351,000 | – | 48,618 | – | 0.03% | – |
| OIH | New | MARKET VECTORS ETF TRoil svcs etf | $1,350,000 | – | 23,373 | – | 0.03% | – |
| DRC | New | DRESSER-RAND GROUP INC | $1,362,000 | – | 21,375 | – | 0.03% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,301,000 | – | 32,139 | – | 0.03% | – |
| APD | New | AIR PRODS & CHEMS INC | $1,288,000 | – | 10,011 | – | 0.03% | – |
| LPX | New | LOUISIANA PAC CORPcall | $1,242,000 | – | 82,700 | – | 0.03% | – |
| TDG | New | TRANSDIGM GROUP INC | $1,276,000 | – | 7,626 | – | 0.03% | – |
| IPRA | New | INTELSAT S Aman conv jr pfd | $1,273,000 | – | 25,000 | – | 0.03% | – |
| HMSY | New | HMS HLDGS CORP | $1,248,000 | – | 61,137 | – | 0.03% | – |
| New | INTEL CORPsdcv 2.950%12/1 | $1,241,000 | – | 1,000,000 | – | 0.03% | – | |
| TEL | New | TE CONNECTIVITY LTD | $1,205,000 | – | 19,483 | – | 0.03% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $1,224,000 | – | 1,000,000 | – | 0.03% | – | |
| PLD | New | PROLOGIS INC | $1,196,000 | – | 29,100 | – | 0.03% | – |
| NM | New | NAVIOS MARITIME HOLDINGS INC | $1,189,000 | – | 117,527 | – | 0.03% | – |
| GM | New | GENERAL MTRS CO | $1,149,000 | – | 31,654 | – | 0.03% | – |
| New | QIHOO 360 TECHNOLOGY CO LTDdebt 2.500% 9/1 | $1,149,000 | – | 1,000,000 | – | 0.03% | – | |
| SB | New | SAFE BULKERS INC | $1,112,000 | – | 113,932 | – | 0.03% | – |
| AMRN | New | AMARIN CORP PLCspons adr new | $1,082,000 | – | 614,900 | – | 0.03% | – |
| MLCO | New | MELCO CROWN ENTMT LTDadr | $1,071,000 | – | 30,000 | – | 0.03% | – |
| XHB | New | SPDR SERIES TRUSTs&p homebuild | $1,107,000 | – | 33,812 | – | 0.03% | – |
| WCC | New | WESCO INTL INC | $1,101,000 | – | 12,747 | – | 0.03% | – |
| TEX | New | TEREX CORP NEW | $1,089,000 | – | 26,493 | – | 0.03% | – |
| ZIONW | New | ZIONS BANCORPORATION*w exp 05/22/202 | $1,046,000 | – | 198,360 | – | 0.02% | – |
| New | CIENA CORPnote 0.875% 6/1 | $986,000 | – | 1,000,000 | – | 0.02% | – | |
| ABT | New | ABBOTT LABS | $1,022,000 | – | 25,000 | – | 0.02% | – |
| TUMI | New | TUMI HLDGS INC | $1,007,000 | – | 50,031 | – | 0.02% | – |
| HLF | New | HERBALIFE LTDput | $968,000 | – | 15,000 | – | 0.02% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $956,000 | – | 51,508 | – | 0.02% | – |
| SALT | New | SCORPIO BULKERS INC | $979,000 | – | 110,035 | – | 0.02% | – |
| MRK | New | MERCK & CO INC NEW | $892,000 | – | 15,412 | – | 0.02% | – |
| HSP | New | HOSPIRA INC | $845,000 | – | 16,454 | – | 0.02% | – |
| EWY | New | ISHARESmsci sth kor etf | $839,000 | – | 12,900 | – | 0.02% | – |
| ATLS | New | ATLAS ENERGY LPcall | $794,000 | – | 17,700 | – | 0.02% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $779,000 | – | 13,265 | – | 0.02% | – |
| RDEN | New | ELIZABETH ARDEN INC | $744,000 | – | 34,712 | – | 0.02% | – |
| PDCO | New | PATTERSON COMPANIES INC | $752,000 | – | 19,033 | – | 0.02% | – |
| HRTX | New | HERON THERAPEUTICS INC | $730,000 | – | 59,290 | – | 0.02% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $701,000 | – | 20,801 | – | 0.02% | – |
| NESCQ | New | NUVERRA ENVIRONMENTAL SOLUTI | $672,000 | – | 35,000 | – | 0.02% | – |
| SDRL | New | SEADRILL LIMITED | $619,000 | – | 15,600 | – | 0.02% | – |
| RWT | New | REDWOOD TR INC | $584,000 | – | 30,000 | – | 0.01% | – |
| USG | New | U S G CORPcall | $603,000 | – | 20,000 | – | 0.01% | – |
| DY | New | DYCOM INDS INC | $564,000 | – | 18,013 | – | 0.01% | – |
| EXXIQ | New | ENERGY XXI BERMUDA LTD | $518,000 | – | 21,904 | – | 0.01% | – |
| GME | New | GAMESTOP CORP NEWcl a | $444,000 | – | 10,982 | – | 0.01% | – |
| PRISB | New | PROMOTORA DE INFORMACIONES Sadr cl b conv | $478,000 | – | 187,500 | – | 0.01% | – |
| SOL | New | RENESOLA LTDspons ads | $443,000 | – | 150,117 | – | 0.01% | – |
| AMAT | New | APPLIED MATLS INC | $475,000 | – | 21,058 | – | 0.01% | – |
| MTZ | New | MASTEC INC | $462,000 | – | 15,000 | – | 0.01% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $430,000 | – | 30,000 | – | 0.01% | – |
| EVAR | New | LOMBARD MED INC | $438,000 | – | 60,892 | – | 0.01% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $364,000 | – | 4,418 | – | 0.01% | – |
| AR | New | ANTERO RES CORP | $328,000 | – | 5,000 | – | 0.01% | – |
| MCPIQ | New | MOLYCORP INC DEL | $307,000 | – | 119,600 | – | 0.01% | – |
| BAP | New | CREDICORP LTD | $311,000 | – | 2,000 | – | 0.01% | – |
| ABMD | New | ABIOMED INC | $313,000 | – | 12,445 | – | 0.01% | – |
| PRISY | New | PROMOTORA DE INFORMACIONES S | $300,000 | – | 159,374 | – | 0.01% | – |
| EWW | New | ISHARESmsci mex cap etf | $237,000 | – | 3,500 | – | 0.01% | – |
| DNDNQ | New | DENDREON CORPput | $230,000 | – | 100,000 | – | 0.01% | – |
| OMEX | New | ODYSSEY MARINE EXPLORATION I | $204,000 | – | 121,445 | – | 0.01% | – |
| CGBBW | New | CITIGROUP INC*w exp 10/28/201 | $150,000 | – | 5,000,000 | – | 0.00% | – |
| CLACW | New | CAPITOL ACQUISITION CORP II*w exp 05/15/201 | $150,000 | – | 250,000 | – | 0.00% | – |
| ATLC | New | ATLANTICUS HLDGS CORP | $178,000 | – | 63,611 | – | 0.00% | – |
| AUY | New | YAMANA GOLD INC | $119,000 | – | 14,377 | – | 0.00% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $122,000 | – | 3,303 | – | 0.00% | – |
| NBR | New | NABORS INDUSTRIES LTD | $106,000 | – | 3,622 | – | 0.00% | – |
| FSTR | New | FOSTER L B CO | $97,000 | – | 1,792 | – | 0.00% | – |
| ROIQW | New | ROI ACQUISITION CORP II*w exp 09/17/201 | $100,000 | – | 400,000 | – | 0.00% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $32,000 | – | 862 | – | 0.00% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $2,000 | – | 100 | – | 0.00% | – |
| GBX | New | GREENBRIER COS INC | $0 | – | 6 | – | 0.00% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $10,000 | – | 165 | – | 0.00% | – |
| HFC | New | HOLLYFRONTIER CORP | $4,000 | – | 80 | – | 0.00% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $19,000 | – | 497 | – | 0.00% | – |
| OLN | New | OLIN CORP | $3,000 | – | 126 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GNW | Exit | GENWORTH FINL INC | $0 | – | -182 | – | 0.00% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -497 | – | -0.00% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -165 | – | -0.00% | – |
| HQCL | Exit | HANWHA SOLARONE CO LTDsponsored adr | $0 | – | -30,624 | – | -0.01% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -1,778 | – | -0.01% | – |
| SINA | Exit | SINA CORPord | $0 | – | -1,860 | – | -0.01% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -6,180 | – | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -3,000 | – | -0.02% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -4,700 | – | -0.03% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -11,000 | – | -0.03% | – |
| DE | Exit | DEERE & CO | $0 | – | -4,500 | – | -0.03% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -5,000 | – | -0.04% | – |
| Exit | LINEAR TECHNOLOGY CORPcall | $0 | – | -11,500 | – | -0.04% | – | |
| Exit | MOLYCORP INC DELnote 5.500% 2/0 | $0 | – | -500,000 | – | -0.05% | – | |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -15,000 | – | -0.05% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -23,283 | – | -0.05% | – |
| Exit | LAS VEGAS SANDS CORPcall | $0 | – | -8,800 | – | -0.05% | – | |
| A309PS | Exit | DIRECTV | $0 | – | -10,000 | – | -0.05% | – |
| RHT | Exit | RED HAT INC | $0 | – | -12,826 | – | -0.05% | – |
| NES | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -261,809 | – | -0.06% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -7,700 | – | -0.06% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -600,000 | – | -0.06% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -2,097 | – | -0.06% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -12,058 | – | -0.06% | – |
| Exit | USEC INCnote 3.000%10/0 | $0 | – | -2,500,000 | – | -0.06% | – | |
| HES | Exit | HESS CORP | $0 | – | -8,600 | – | -0.06% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -13,038 | – | -0.06% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -17,808 | – | -0.07% | – |
| EBAY | Exit | EBAY INC | $0 | – | -13,489 | – | -0.07% | – |
| PLL | Exit | PALL CORP | $0 | – | -9,900 | – | -0.07% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -10,000 | – | -0.07% | – |
| CNQR | Exit | CONCUR TECHNOLOGIES INC | $0 | – | -7,097 | – | -0.07% | – |
| AWI | Exit | ARMSTRONG WORLD INDS INC NEW | $0 | – | -14,873 | – | -0.07% | – |
| ZIONW | Exit | ZIONS BANCORPORATION*w exp 05/22/202 | $0 | – | -198,360 | – | -0.09% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -90,000 | – | -0.09% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.250% 6/0 | $0 | – | -1,000,000 | – | -0.10% | – | |
| OMEX | Exit | ODYSSEY MARINE EXPLORATION I | $0 | – | -361,955 | – | -0.10% | – |
| Exit | BERKSHIRE HATHAWAY INC DELcall | $0 | – | -10,000 | – | -0.10% | – | |
| BRP | Exit | BROOKFIELD RESIDENTIAL PPTYS | $0 | – | -50,100 | – | -0.10% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -63,000 | – | -0.11% | – |
| Exit | TRINITY INDS INCnote 3.875% 6/0 | $0 | – | -1,000,000 | – | -0.11% | – | |
| Exit | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $0 | – | -1,000,000 | – | -0.12% | – | |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -13,000 | – | -0.13% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -40,200 | – | -0.15% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -55,859 | – | -0.17% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -60,495 | – | -0.18% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -42,862 | – | -0.19% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $0 | – | -2,000,000 | – | -0.19% | – | |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -42,500 | – | -0.19% | – |
| Exit | DENDREON CORPnote 2.875% 1/1 | $0 | – | -3,500,000 | – | -0.20% | – | |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -31,711 | – | -0.21% | – |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -2,200,000 | – | -0.21% | – | |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -41,027 | – | -0.22% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -138,910 | – | -0.22% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -177,349 | – | -0.22% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -73,432 | – | -0.22% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -26,827 | – | -0.22% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -57,598 | – | -0.23% | – |
| CWSA | Exit | CITIGROUP INC*w exp 01/04/201 | $0 | – | -3,381,640 | – | -0.23% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -107,077 | – | -0.23% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -34,282 | – | -0.23% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -20,154 | – | -0.23% | – |
| Exit | SALESFORCE COM INCput | $0 | – | -51,300 | – | -0.24% | – | |
| Exit | ARM HLDGS PLCcall | $0 | – | -57,200 | – | -0.25% | – | |
| GM | Exit | GENERAL MTRS CO | $0 | – | -76,585 | – | -0.25% | – |
| Exit | VOLCANO CORPORATIONnote 1.750%12/0 | $0 | – | -2,695,000 | – | -0.25% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -2,800,000 | – | -0.26% | – | |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -75,000 | – | -0.26% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -31,354 | – | -0.26% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -39,143 | – | -0.27% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -39,558 | – | -0.28% | – |
| Exit | GOOGLE INCput | $0 | – | -3,800 | – | -0.30% | – | |
| Exit | CEMEX SAB DE CVnote 3.250% 3/1 | $0 | – | -2,650,000 | – | -0.31% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -3,150,000 | – | -0.32% | – | |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -24,330 | – | -0.32% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -80,641 | – | -0.33% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -47,748 | – | -0.33% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -62,690 | – | -0.36% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -106,285 | – | -0.36% | – |
| Exit | E M C CORP MASSnote 1.750%12/0 | $0 | – | -2,500,000 | – | -0.36% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $0 | – | -4,000,000 | – | -0.38% | – | |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -50,995 | – | -0.38% | – |
| Exit | SPDR S&P 500 ETF TRput | $0 | – | -25,000 | – | -0.38% | – | |
| GRPN | Exit | GROUPON INC | $0 | – | -375,702 | – | -0.38% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -2,500,000 | – | -0.38% | – | |
| BBY | Exit | BEST BUY INC | $0 | – | -118,008 | – | -0.40% | – |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -3,528,000 | – | -0.41% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $0 | – | -4,425,000 | – | -0.41% | – | |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -144,524 | – | -0.41% | – |
| Exit | INTERMUNE INCnote 2.500% 9/1 | $0 | – | -5,029,000 | – | -0.41% | – | |
| ST | Exit | SENSATA TECHNOLOGIES HLDG BV | $0 | – | -121,379 | – | -0.42% | – |
| ARMH | Exit | ARM HLDGS PLCsponsored adr | $0 | – | -97,104 | – | -0.42% | – |
| Exit | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $0 | – | -3,710,000 | – | -0.43% | – | |
| MANU | Exit | MANCHESTER UTD PLC NEWord cl a | $0 | – | -296,715 | – | -0.47% | – |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -4,700,000 | – | -0.48% | – | |
| DIS | Exit | DISNEY WALT CO | $0 | – | -81,231 | – | -0.48% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -102,470 | – | -0.48% | – |
| Exit | VMWARE INCput | $0 | – | -65,500 | – | -0.48% | – | |
| Exit | INTERNATIONAL BUSINESS MACHScall | $0 | – | -30,000 | – | -0.51% | – | |
| NCR | Exit | NCR CORP NEW | $0 | – | -141,595 | – | -0.51% | – |
| Exit | NEWMONT MINING CORPcall | $0 | – | -200,000 | – | -0.51% | – | |
| Exit | ANNALY CAP MGMT INCnote 5.000% 5/1 | $0 | – | -5,575,000 | – | -0.52% | – | |
| PPG | Exit | PPG INDS INC | $0 | – | -34,508 | – | -0.52% | – |
| N | Exit | NETSUITE INC | $0 | – | -54,543 | – | -0.54% | – |
| Exit | SELECT SECTOR SPDR TRcall | $0 | – | -295,800 | – | -0.54% | – | |
| Exit | CEMEX SAB DE CVnote 4.875% 3/1 | $0 | – | -5,035,000 | – | -0.54% | – | |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -240,670 | – | -0.56% | – |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -4,450,000 | – | -0.58% | – | |
| Exit | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $0 | – | -6,000,000 | – | -0.58% | – | |
| Exit | PROLOGISnote 3.250% 3/1 | $0 | – | -5,650,000 | – | -0.58% | – | |
| Exit | COVANTA HLDG CORPnote 3.250% 6/0 | $0 | – | -4,750,000 | – | -0.59% | – | |
| Exit | LAM RESEARCH CORPcall | $0 | – | -128,700 | – | -0.60% | – | |
| Exit | DRYSHIPS INC.note 5.000%12/0 | $0 | – | -7,084,000 | – | -0.63% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -6,175,000 | – | -0.63% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -5,000,000 | – | -0.65% | – | |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -90,859 | – | -0.67% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -7,250,000 | – | -0.68% | – | |
| Exit | D R HORTON INCnote 2.000% 5/1 | $0 | – | -5,000,000 | – | -0.69% | – | |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -298,400 | – | -0.71% | – |
| Exit | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $0 | – | -7,132,000 | – | -0.72% | – | |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -123,245 | – | -0.74% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -9,532 | – | -0.76% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -35,956 | – | -0.80% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -9,500,000 | – | -0.82% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -8,500,000 | – | -0.84% | – | |
| Exit | PRICELINE COM INCdebt 1.000% 3/1 | $0 | – | -7,200,000 | – | -0.85% | – | |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -318,987 | – | -0.85% | – |
| Exit | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $0 | – | -23,138,000 | – | -0.86% | – | |
| Exit | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $0 | – | -8,135,000 | – | -0.94% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $0 | – | -8,610,000 | – | -0.96% | – | |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -206,844 | – | -0.98% | – |
| Exit | MOLYCORP INC DELnote 6.000% 9/0 | $0 | – | -13,500,000 | – | -1.01% | – | |
| Exit | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $0 | – | -10,955,000 | – | -1.02% | – | |
| Exit | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $0 | – | -10,500,000 | – | -1.02% | – | |
| Exit | INTEL CORPcall | $0 | – | -490,900 | – | -1.02% | – | |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -11,220,000 | – | -1.03% | – | |
| Exit | CME GROUP INCcall | $0 | – | -156,200 | – | -1.05% | – | |
| Exit | JINKOSOLAR HLDG CO LTDnote 4.000% 5/1 | $0 | – | -11,960,000 | – | -1.09% | – | |
| Exit | GOLDEN STAR RES LTD CDAdebt 5.000% 6/0 | $0 | – | -17,750,000 | – | -1.11% | – | |
| Exit | MANNKIND CORPnote 3.750%12/1 | $0 | – | -12,690,000 | – | -1.14% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -10,260,000 | – | -1.16% | – | |
| EFX | Exit | EQUIFAX INC | $0 | – | -215,879 | – | -1.18% | – |
| Exit | CENTRAL EUROPEAN MEDIAnote 5.000%11/1 | $0 | – | -13,500,000 | – | -1.18% | – | |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -394,176 | – | -1.23% | – |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -5,000,000 | – | -1.25% | – | |
| Exit | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $0 | – | -14,200,000 | – | -1.32% | – | |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -22,839 | – | -1.40% | – |
| C | Exit | CITIGROUP INC | $0 | – | -327,150 | – | -1.44% | – |
| Exit | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $0 | – | -13,993,000 | – | -1.44% | – | |
| Exit | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $0 | – | -17,279,000 | – | -1.45% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -12,455,000 | – | -1.48% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -318,632 | – | -1.50% | – |
| VMW | Exit | VMWARE INC | $0 | – | -214,297 | – | -1.58% | – |
| V | Exit | VISA INC | $0 | – | -92,443 | – | -1.61% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -297,817 | – | -1.63% | – |
| AAPL | Exit | APPLE INC | $0 | – | -37,953 | – | -1.65% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -354,531 | – | -1.68% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -18,000,000 | – | -1.73% | – | |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -38,924,000 | – | -1.86% | – | |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -7,500,000 | – | -1.89% | – | |
| Exit | CITIGROUP INCcall | $0 | – | -449,600 | – | -1.98% | – | |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -433,167 | – | -1.99% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -319,590 | – | -2.06% | – |
| Exit | UAL CORPnote 6.000%10/1 | $0 | – | -6,500,000 | – | -2.12% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -18,230,000 | – | -2.20% | – | |
| Exit | ISHAREScall | $0 | – | -625,000 | – | -2.32% | – | |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -664,104 | – | -3.04% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -2,141,502 | – | -3.31% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $36,320,000 | -65.0% | 2,141,502 | -62.2% | 3.31% | -16.5% |
| FB | Sell | FACEBOOK INCcl a | $33,365,000 | -19.8% | 664,104 | -60.3% | 3.04% | +91.4% |
| New | ISHAREScall | $25,481,000 | – | 625,000 | – | 2.32% | – | |
| Buy | SANDISK CORPnote 1.500% 8/1 | $24,195,000 | +75.9% | 18,230,000 | +77.5% | 2.20% | +319.4% | |
| Sell | UAL CORPnote 6.000%10/1 | $23,305,000 | -54.4% | 6,500,000 | -53.6% | 2.12% | +8.9% | |
| SIG | New | SIGNET JEWELERS LIMITED | $22,596,000 | – | 319,590 | – | 2.06% | – |
| DFS | Sell | DISCOVER FINL SVCS | $21,892,000 | -50.7% | 433,167 | -53.6% | 1.99% | +17.6% |
| New | CITIGROUP INCcall | $21,810,000 | – | 449,600 | – | 1.98% | – | |
| Sell | GILEAD SCIENCES INCnote 1.625% 5/0 | $20,780,000 | -26.6% | 7,500,000 | -40.0% | 1.89% | +75.1% | |
| Sell | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $20,386,000 | -21.8% | 38,924,000 | -22.2% | 1.86% | +86.7% | |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $19,020,000 | +16.7% | 18,000,000 | +17.3% | 1.73% | +178.7% | |
| NOW | Sell | SERVICENOW INC | $18,418,000 | -66.3% | 354,531 | -73.8% | 1.68% | -19.6% |
| AAPL | Buy | APPLE INC | $18,094,000 | +140.1% | 37,953 | +99.5% | 1.65% | +473.9% |
| SPLK | Sell | SPLUNK INC | $17,881,000 | -69.7% | 297,817 | -76.6% | 1.63% | -27.6% |
| V | Sell | VISA INC | $17,667,000 | -74.1% | 92,443 | -75.3% | 1.61% | -38.2% |
| VMW | Buy | VMWARE INC | $17,337,000 | +233.6% | 214,297 | +176.3% | 1.58% | +697.0% |
| JPM | New | JPMORGAN CHASE & CO | $16,470,000 | – | 318,632 | – | 1.50% | – |
| Sell | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $15,897,000 | -34.1% | 17,279,000 | -38.5% | 1.45% | +57.5% | |
| C | Sell | CITIGROUP INC | $15,870,000 | -34.1% | 327,150 | -34.9% | 1.44% | +57.1% |
| Sell | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $15,865,000 | -54.8% | 13,993,000 | -53.4% | 1.44% | +7.8% | |
| MA | Sell | MASTERCARD INCcl a | $15,366,000 | -46.9% | 22,839 | -54.7% | 1.40% | +26.7% |
| Sell | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $14,452,000 | -14.3% | 14,200,000 | -15.0% | 1.32% | +104.5% | |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $13,758,000 | – | 5,000,000 | – | 1.25% | – | |
| QLIK | Sell | QLIK TECHNOLOGIES INC | $13,497,000 | -39.8% | 394,176 | -50.3% | 1.23% | +43.7% |
| Sell | CENTRAL EUROPEAN MEDIAnote 5.000%11/1 | $13,011,000 | -45.8% | 13,500,000 | -45.5% | 1.18% | +29.3% | |
| EFX | Sell | EQUIFAX INC | $12,920,000 | -49.6% | 215,879 | -50.4% | 1.18% | +20.2% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $12,697,000 | -48.8% | 10,260,000 | -47.3% | 1.16% | +22.3% | |
| Sell | MANNKIND CORPnote 3.750%12/1 | $12,563,000 | -13.4% | 12,690,000 | -15.4% | 1.14% | +106.7% | |
| Sell | GOLDEN STAR RES LTD CDAdebt 5.000% 6/0 | $12,191,000 | -24.7% | 17,750,000 | -26.9% | 1.11% | +79.6% | |
| Sell | JINKOSOLAR HLDG CO LTDnote 4.000% 5/1 | $11,975,000 | -4.7% | 11,960,000 | -33.4% | 1.09% | +127.6% | |
| New | CME GROUP INCcall | $11,540,000 | – | 156,200 | – | 1.05% | – | |
| Buy | GOLDCORP INC NEWnote 2.000% 8/0 | $11,342,000 | +21.0% | 11,220,000 | +21.0% | 1.03% | +188.3% | |
| New | INTEL CORPcall | $11,251,000 | – | 490,900 | – | 1.02% | – | |
| Sell | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $11,209,000 | -42.3% | 10,955,000 | -42.2% | 1.02% | +37.7% | |
| Sell | MOLYCORP INC DELnote 6.000% 9/0 | $11,070,000 | -16.0% | 13,500,000 | -20.6% | 1.01% | +100.8% | |
| CRM | Buy | SALESFORCE COM INC | $10,737,000 | +126.9% | 206,844 | +66.9% | 0.98% | +442.8% |
| Buy | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $10,570,000 | +44.5% | 8,610,000 | +40.9% | 0.96% | +244.8% | |
| Sell | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $9,429,000 | -26.5% | 23,138,000 | -21.5% | 0.86% | +75.5% | |
| TSS | Buy | TOTAL SYS SVCS INC | $9,385,000 | +64.3% | 318,987 | +36.7% | 0.85% | +291.7% |
| Sell | ELECTRONIC ARTS INCnote 0.750% 7/1 | $9,250,000 | -48.2% | 8,500,000 | -50.5% | 0.84% | +23.8% | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $9,001,000 | – | 9,500,000 | – | 0.82% | – | |
| LNKD | Buy | LINKEDIN CORP | $8,847,000 | +599.4% | 35,956 | +406.7% | 0.80% | +1577.1% |
| GOOGL | Sell | GOOGLE INCcl a | $8,349,000 | -68.1% | 9,532 | -67.9% | 0.76% | -23.8% |
| LVS | Buy | LAS VEGAS SANDS CORP | $8,186,000 | +36.8% | 123,245 | +9.0% | 0.74% | +226.8% |
| Sell | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $7,883,000 | -23.2% | 7,132,000 | -26.0% | 0.72% | +83.2% | |
| BRCM | New | BROADCOM CORPcl a | $7,761,000 | – | 298,400 | – | 0.71% | – |
| Sell | D R HORTON INCnote 2.000% 5/1 | $7,600,000 | -69.6% | 5,000,000 | -66.7% | 0.69% | -27.4% | |
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,433,000 | +10.5% | 7,250,000 | +11.5% | 0.68% | +163.4% | |
| WDAY | Sell | WORKDAY INCcl a | $7,353,000 | -43.4% | 90,859 | -55.2% | 0.67% | +34.9% |
| Buy | HOLOGIC INCfrnt 2.000%12/1 | $6,965,000 | +12.8% | 6,175,000 | +11.3% | 0.63% | +168.6% | |
| Sell | DRYSHIPS INC.note 5.000%12/0 | $6,890,000 | -63.2% | 7,084,000 | -66.3% | 0.63% | -12.3% | |
| New | LAM RESEARCH CORPcall | $6,588,000 | – | 128,700 | – | 0.60% | – | |
| Sell | PROLOGISnote 3.250% 3/1 | $6,422,000 | -24.6% | 5,650,000 | -23.6% | 0.58% | +80.0% | |
| Buy | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $6,334,000 | +23.0% | 6,000,000 | +26.3% | 0.58% | +194.4% | |
| Sell | RADIAN GROUP INCnote 3.000%11/1 | $6,312,000 | -52.1% | 4,450,000 | -57.6% | 0.58% | +14.5% | |
| TIBX | New | TIBCO SOFTWARE INC | $6,159,000 | – | 240,670 | – | 0.56% | – |
| N | Sell | NETSUITE INC | $5,887,000 | -54.0% | 54,543 | -60.9% | 0.54% | +9.8% |
| New | SELECT SECTOR SPDR TRcall | $5,892,000 | – | 295,800 | – | 0.54% | – | |
| PPG | Buy | PPG INDS INC | $5,761,000 | +136.0% | 34,508 | +107.0% | 0.52% | +463.4% |
| Buy | ANNALY CAP MGMT INCnote 5.000% 5/1 | $5,672,000 | +6.0% | 5,575,000 | +5.0% | 0.52% | +152.9% | |
| New | NEWMONT MINING CORPcall | $5,620,000 | – | 200,000 | – | 0.51% | – | |
| NCR | Buy | NCR CORP NEW | $5,609,000 | +101.4% | 141,595 | +67.7% | 0.51% | +382.1% |
| New | INTERNATIONAL BUSINESS MACHScall | $5,555,000 | – | 30,000 | – | 0.51% | – | |
| New | VMWARE INCput | $5,299,000 | – | 65,500 | – | 0.48% | – | |
| LRCX | Sell | LAM RESEARCH CORP | $5,245,000 | -5.4% | 102,470 | -18.0% | 0.48% | +126.1% |
| DIS | Sell | DISNEY WALT CO | $5,239,000 | -54.6% | 81,231 | -55.5% | 0.48% | +8.4% |
| Sell | NEWMONT MINING CORPnote 1.625% 7/1 | $5,220,000 | -52.3% | 4,700,000 | -54.0% | 0.48% | +13.9% | |
| MANU | Sell | MANCHESTER UTD PLC NEWord cl a | $5,154,000 | -68.4% | 296,715 | -71.0% | 0.47% | -24.5% |
| Buy | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $4,713,000 | +315.2% | 3,710,000 | +271.0% | 0.43% | +897.7% | |
| ARMH | Sell | ARM HLDGS PLCsponsored adr | $4,673,000 | -72.7% | 97,104 | -79.4% | 0.42% | -34.8% |
| ST | New | SENSATA TECHNOLOGIES HLDG BV | $4,645,000 | – | 121,379 | – | 0.42% | – |
| Sell | INTERMUNE INCnote 2.500% 9/1 | $4,520,000 | -45.1% | 5,029,000 | -49.7% | 0.41% | +30.9% | |
| QIWI | Sell | QIWI PLCspon adr rep b | $4,518,000 | -63.3% | 144,524 | -72.8% | 0.41% | -12.6% |
| Buy | MGIC INVT CORP WISnote 2.000% 4/0 | $4,493,000 | +13.9% | 3,528,000 | +0.8% | 0.41% | +172.7% | |
| Buy | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $4,497,000 | +13.6% | 4,425,000 | +8.6% | 0.41% | +170.9% | |
| BBY | Sell | BEST BUY INC | $4,427,000 | -62.8% | 118,008 | -72.9% | 0.40% | -11.2% |
| Sell | TESLA MTRS INCnote 1.500% 6/0 | $4,234,000 | -74.4% | 2,500,000 | -83.0% | 0.38% | -38.9% | |
| GRPN | New | GROUPON INC | $4,212,000 | – | 375,702 | – | 0.38% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $4,197,000 | – | 50,995 | – | 0.38% | – |
| New | SPDR S&P 500 ETF TRput | $4,202,000 | – | 25,000 | – | 0.38% | – | |
| Buy | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $4,125,000 | +163.7% | 4,000,000 | +166.7% | 0.38% | +525.0% | |
| ALTR | New | ALTERA CORP | $3,950,000 | – | 106,285 | – | 0.36% | – |
| GILD | Sell | GILEAD SCIENCES INC | $3,949,000 | -66.3% | 62,690 | -72.6% | 0.36% | -19.7% |
| WCC | Sell | WESCO INTL INC | $3,654,000 | -9.4% | 47,748 | -19.5% | 0.33% | +116.2% |
| SDRL | Sell | SEADRILL LIMITED | $3,618,000 | -49.0% | 80,641 | -54.4% | 0.33% | +21.4% |
| WHR | Sell | WHIRLPOOL CORP | $3,560,000 | -59.6% | 24,330 | -68.4% | 0.32% | -3.6% |
| Buy | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,558,000 | +7.3% | 3,150,000 | +5.0% | 0.32% | +157.1% | |
| Sell | CEMEX SAB DE CVnote 3.250% 3/1 | $3,374,000 | -78.1% | 2,650,000 | -79.1% | 0.31% | -47.7% | |
| New | GOOGLE INCput | $3,328,000 | – | 3,800 | – | 0.30% | – | |
| APH | Buy | AMPHENOL CORP NEWcl a | $3,061,000 | +0.8% | 39,558 | +1.5% | 0.28% | +140.5% |
| SBUX | Sell | STARBUCKS CORP | $3,013,000 | -27.7% | 39,143 | -38.5% | 0.27% | +72.3% |
| ASH | Sell | ASHLAND INC NEW | $2,901,000 | -72.2% | 31,354 | -74.9% | 0.26% | -33.7% |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDadr | $2,834,000 | -74.4% | 75,000 | -73.5% | 0.26% | -39.0% |
| Sell | VOLCANO CORPORATIONnote 1.750%12/0 | $2,787,000 | -64.2% | 2,695,000 | -68.3% | 0.25% | -14.5% | |
| GM | Sell | GENERAL MTRS CO | $2,755,000 | -23.2% | 76,585 | -28.9% | 0.25% | +83.2% |
| New | ARM HLDGS PLCcall | $2,752,000 | – | 57,200 | – | 0.25% | – | |
| New | SALESFORCE COM INCput | $2,663,000 | – | 51,300 | – | 0.24% | – | |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $2,571,000 | -49.4% | 20,154 | -55.3% | 0.23% | +20.6% |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $2,524,000 | – | 107,077 | – | 0.23% | – |
| NDSN | Sell | NORDSON CORP | $2,525,000 | -59.2% | 34,282 | -61.6% | 0.23% | -2.5% |
| RLGY | New | REALOGY HLDGS CORP | $2,478,000 | – | 57,598 | – | 0.23% | – |
| AYI | Sell | ACUITY BRANDS INC | $2,458,000 | -63.9% | 26,827 | -70.3% | 0.22% | -13.8% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $2,460,000 | – | 73,432 | – | 0.22% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $2,427,000 | -16.5% | 138,910 | -31.5% | 0.22% | +99.1% |
| MSG | Buy | MADISON SQUARE GARDEN COcl a | $2,382,000 | -0.5% | 41,027 | +1.5% | 0.22% | +138.5% |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $2,277,000 | – | 2,200,000 | – | 0.21% | – | |
| DATA | Sell | TABLEAU SOFTWARE INCcl a | $2,259,000 | -80.0% | 31,711 | -84.4% | 0.21% | -52.1% |
| New | DENDREON CORPnote 2.875% 1/1 | $2,240,000 | – | 3,500,000 | – | 0.20% | – | |
| AIG | Buy | AMERICAN INTL GROUP INC | $2,067,000 | +84.9% | 42,500 | +70.0% | 0.19% | +337.2% |
| New | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $2,045,000 | – | 2,000,000 | – | 0.19% | – | |
| LOW | Sell | LOWES COS INC | $2,041,000 | -29.9% | 42,862 | -39.8% | 0.19% | +67.6% |
| FCX | Sell | FREEPORT-MCMORAN COPPER & GO | $2,001,000 | -50.1% | 60,495 | -58.4% | 0.18% | +19.0% |
| LNG | Sell | CHENIERE ENERGY INC | $1,907,000 | -76.3% | 55,859 | -80.7% | 0.17% | -43.3% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $1,476,000 | -34.0% | 13,000 | -35.0% | 0.13% | +57.6% |
| Sell | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $1,302,000 | -56.5% | 1,000,000 | -71.4% | 0.12% | +4.4% | |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $1,193,000 | – | 63,000 | – | 0.11% | – |
| BRP | Sell | BROOKFIELD RESIDENTIAL PPTYS | $1,153,000 | -75.8% | 50,100 | -76.8% | 0.10% | -42.3% |
| New | BERKSHIRE HATHAWAY INC DELcall | $1,135,000 | – | 10,000 | – | 0.10% | – | |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $1,035,000 | – | 90,000 | – | 0.09% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $817,000 | – | 14,873 | – | 0.07% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $781,000 | – | 10,000 | – | 0.07% | – |
| CNQR | Buy | CONCUR TECHNOLOGIES INC | $784,000 | +37.8% | 7,097 | +1.5% | 0.07% | +222.7% |
| EBAY | Sell | EBAY INC | $753,000 | -97.5% | 13,489 | -97.7% | 0.07% | -93.9% |
| PLL | Buy | PALL CORP | $763,000 | +103.5% | 9,900 | +75.2% | 0.07% | +392.9% |
| HRL | New | HORMEL FOODS CORP | $750,000 | – | 17,808 | – | 0.07% | – |
| CE | New | CELANESE CORP DEL | $688,000 | – | 13,038 | – | 0.06% | – |
| HES | Sell | HESS CORP | $665,000 | -46.6% | 8,600 | -54.1% | 0.06% | +27.1% |
| TDC | New | TERADATA CORP DEL | $668,000 | – | 12,058 | – | 0.06% | – |
| Sell | USEC INCnote 3.000%10/0 | $672,000 | -73.4% | 2,500,000 | -77.3% | 0.06% | -36.5% | |
| AMZN | Buy | AMAZON COM INC | $656,000 | +14.3% | 2,097 | +1.5% | 0.06% | +172.7% |
| Sell | INTEL CORPsdcv 2.950%12/1 | $649,000 | -94.5% | 600,000 | -94.5% | 0.06% | -86.9% | |
| AGU | Sell | AGRIUM INC | $647,000 | -17.4% | 7,700 | -14.4% | 0.06% | +96.7% |
| NES | New | NUVERRA ENVIRONMENTAL SOLUTI | $600,000 | – | 261,809 | – | 0.06% | – |
| RHT | Buy | RED HAT INC | $592,000 | -2.0% | 12,826 | +1.5% | 0.05% | +134.8% |
| New | LAS VEGAS SANDS CORPcall | $584,000 | – | 8,800 | – | 0.05% | – | |
| CSCO | Sell | CISCO SYS INC | $545,000 | -98.8% | 23,283 | -98.7% | 0.05% | -97.0% |
| RDC | New | ROWAN COMPANIES PLC | $551,000 | – | 15,000 | – | 0.05% | – |
| Sell | MOLYCORP INC DELnote 5.500% 2/0 | $525,000 | -66.3% | 500,000 | -66.7% | 0.05% | -18.6% | |
| New | LINEAR TECHNOLOGY CORPcall | $456,000 | – | 11,500 | – | 0.04% | – | |
| HAIN | New | HAIN CELESTIAL GROUP INC | $386,000 | – | 5,000 | – | 0.04% | – |
| TV | Sell | GRUPO TELEVISA SAspon adr rep ord | $307,000 | -41.2% | 11,000 | -47.6% | 0.03% | +40.0% |
| MPC | Sell | MARATHON PETE CORP | $302,000 | -62.8% | 4,700 | -58.8% | 0.03% | -12.9% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $276,000 | -95.2% | 3,000 | -95.6% | 0.02% | -88.7% |
| TTM | New | TATA MTRS LTDsponsored adr | $165,000 | – | 6,180 | – | 0.02% | – |
| SINA | Sell | SINA CORPord | $151,000 | -44.5% | 1,860 | -62.0% | 0.01% | +40.0% |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $146,000 | – | 1,778 | – | 0.01% | – |
| HQCL | Sell | HANWHA SOLARONE CO LTDsponsored adr | $136,000 | -87.3% | 30,624 | -94.0% | 0.01% | -70.7% |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -90 | – | 0.00% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -1 | – | 0.00% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -1 | – | 0.00% | – |
| TGS | Exit | TRANSPORTADORA DE GAS SURspon adr b | $0 | – | -17,500 | – | -0.00% | – |
| KWKAQ | Exit | QUICKSILVER RESOURCES INC | $0 | – | -22,000 | – | -0.00% | – |
| HYD | Exit | MARKET VECTORS ETF TRhg yld mun etf | $0 | – | -2,274 | – | -0.00% | – |
| MNGLW | Exit | BLUE WOLF MONGOLIA HOLDINGS*w exp 07/20/201 | $0 | – | -250,000 | – | -0.00% | – |
| PRISY | Exit | PROMOTORA DE INFORMACIONES S | $0 | – | -126,562 | – | -0.01% | – |
| SOL | Exit | RENESOLA LTDspons ads | $0 | – | -79,994 | – | -0.01% | – |
| PRISB | Exit | PROMOTORA DE INFORMACIONES Sadr cl b conv | $0 | – | -187,500 | – | -0.01% | – |
| ATLC | Exit | ATLANTICUS HLDGS CORP | $0 | – | -63,611 | – | -0.01% | – |
| MYL | Exit | MYLAN INC | $0 | – | -7,462 | – | -0.01% | – |
| UUP | Exit | POWERSHS DB US DOLLAR INDEXdoll indx bull | $0 | – | -10,000 | – | -0.01% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -4,747 | – | -0.01% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -1,105 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -5,317 | – | -0.01% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -2,037 | – | -0.01% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -3,588 | – | -0.01% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -25,000 | – | -0.01% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -125,202 | – | -0.01% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -3,547 | – | -0.01% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -3,900 | – | -0.01% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -5,637 | – | -0.01% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -6,033 | – | -0.01% | – |
| IYT | Exit | ISHARES TRtransp ave idx | $0 | – | -3,216 | – | -0.01% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -17,000 | – | -0.01% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -11,343 | – | -0.01% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -4,200 | – | -0.01% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -5,616 | – | -0.02% | – |
| ENIA | Exit | ENERSIS S Asponsored adr | $0 | – | -25,851 | – | -0.02% | – |
| CGBBW | Exit | CITIGROUP INC*w exp 10/28/201 | $0 | – | -5,000,000 | – | -0.02% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -8,835 | – | -0.02% | – |
| MDAS | Exit | MEDASSETS INC | $0 | – | -26,381 | – | -0.02% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -6,892 | – | -0.02% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -30,000 | – | -0.02% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -7,976 | – | -0.02% | – |
| PNR | Exit | PENTAIR LTD | $0 | – | -11,340 | – | -0.02% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -6,700 | – | -0.03% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -12,376 | – | -0.03% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -7,057 | – | -0.03% | – |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -750,000 | – | -0.03% | – | |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -19,210 | – | -0.03% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -36,577 | – | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -7,952 | – | -0.03% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -32,365 | – | -0.03% | – |
| T | Exit | AT&T INC | $0 | – | -23,736 | – | -0.03% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -17,756 | – | -0.03% | – |
| Exit | JAMES RIVER COAL COnote 3.125% 3/1 | $0 | – | -3,000,000 | – | -0.03% | – | |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -43,326 | – | -0.03% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -9,693 | – | -0.04% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -18,735 | – | -0.04% | – |
| Exit | ARRAY BIOPHARMA INCnote 3.000% 6/0 | $0 | – | -1,000,000 | – | -0.04% | – | |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -28,897 | – | -0.04% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -21,785 | – | -0.04% | – |
| FDX | Exit | FEDEX CORPcall | $0 | – | -10,000 | – | -0.04% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -32,157 | – | -0.04% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -30,500 | – | -0.04% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -12,516 | – | -0.04% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -71,571 | – | -0.04% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -182,590 | – | -0.04% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -17,173 | – | -0.04% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -33,912 | – | -0.04% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -21,444 | – | -0.04% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -33,616 | – | -0.05% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -21,875 | – | -0.05% | – |
| HUM | Exit | HUMANA INC | $0 | – | -15,664 | – | -0.05% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -17,805 | – | -0.05% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -20,438 | – | -0.05% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -32,494 | – | -0.05% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -20,996 | – | -0.06% | – |
| MEOH | Exit | METHANEX CORPcall | $0 | – | -35,300 | – | -0.06% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -54,108 | – | -0.06% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -45,513 | – | -0.06% | – |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -2,004 | – | -0.06% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -300,661 | – | -0.07% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -21,046 | – | -0.07% | – |
| VC | Exit | VISTEON CORP | $0 | – | -30,253 | – | -0.07% | – |
| Exit | AFFILIATED MANAGERS GROUPnote 3.950% 8/1 | $0 | – | -1,500,000 | – | -0.07% | – | |
| XHB | Exit | SPDR SERIES TRUSTs&p homebuild | $0 | – | -66,100 | – | -0.07% | – |
| HMA | Exit | HEALTH MGMT ASSOC INC NEWcl a | $0 | – | -124,561 | – | -0.08% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -35,315 | – | -0.08% | – |
| CISAU | Exit | CIS ACQUISITION LTDunit 99/99/9999 | $0 | – | -200,000 | – | -0.08% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -41,146 | – | -0.08% | – |
| BA | Exit | BOEING CO | $0 | – | -20,135 | – | -0.08% | – |
| TYC | Exit | TYCO INTERNATIONAL LTDcall | $0 | – | -64,000 | – | -0.08% | – |
| LULU | Exit | LULULEMON ATHLETICA INCcall | $0 | – | -34,900 | – | -0.09% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -75,000 | – | -0.09% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -50,215 | – | -0.09% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -43,412 | – | -0.10% | – |
| HPAC | Exit | HYDE PK ACQUISITION CORP II | $0 | – | -250,000 | – | -0.10% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -72,800 | – | -0.10% | – |
| PFE | Exit | PFIZER INC | $0 | – | -102,037 | – | -0.11% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -26,481 | – | -0.11% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -35,025 | – | -0.11% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -87,861 | – | -0.12% | – |
| LVS | Exit | LAS VEGAS SANDS CORPcall | $0 | – | -60,900 | – | -0.12% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -70,627 | – | -0.12% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -58,990 | – | -0.14% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -31,734 | – | -0.14% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -112,605 | – | -0.14% | – |
| ACT | Exit | ACTAVIS INC | $0 | – | -29,021 | – | -0.14% | – |
| LIFE | Exit | LIFE TECHNOLOGIES CORP | $0 | – | -50,000 | – | -0.14% | – |
| MTCN | Exit | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $0 | – | -200,000 | – | -0.14% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -107,828 | – | -0.14% | – |
| S | Exit | SPRINT NEXTEL CORP | $0 | – | -560,111 | – | -0.15% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -413,581 | – | -0.16% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -244,113 | – | -0.16% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -185,044 | – | -0.17% | – |
| LRCX | Exit | LAM RESEARCH CORPcall | $0 | – | -100,000 | – | -0.17% | – |
| KCE | Exit | SPDR SERIES TRUSTs&p cap mkts | $0 | – | -114,000 | – | -0.17% | – |
| BRE | Exit | BRE PROPERTIES INCcall | $0 | – | -94,000 | – | -0.18% | – |
| APAPRD | Exit | APACHE CORPpfd conv ser d | $0 | – | -99,155 | – | -0.18% | – |
| Q | Exit | QUINTILES TRANSNATIO HLDGS I | $0 | – | -111,406 | – | -0.18% | – |
| Exit | MOLYCORP INC DELnote 3.250% 6/1 | $0 | – | -7,100,000 | – | -0.19% | – | |
| CLACU | Exit | CAPITOL ACQUISITION CORP IIunit 99/99/9999 | $0 | – | -500,000 | – | -0.19% | – |
| Exit | AFFORDABLE RESIDENTIAL CMNTYnote 7.500% 8/1 | $0 | – | -4,000,000 | – | -0.19% | – | |
| HTWO | Exit | HF2 FINL MGMT INCcl a | $0 | – | -500,000 | – | -0.19% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -87,667 | – | -0.21% | – |
| ELN | Exit | ELAN PLCadr | $0 | – | -383,967 | – | -0.21% | – |
| IAI | Exit | ISHARES TRdj broker-deal | $0 | – | -180,000 | – | -0.21% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -133,654 | – | -0.22% | – |
| NOK | Exit | NOKIA CORPput | $0 | – | -1,674,300 | – | -0.24% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -57,611 | – | -0.26% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -103,945 | – | -0.29% | – |
| CLWR | Exit | CLEARWIRE CORP NEWcl a | $0 | – | -1,648,305 | – | -0.31% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -199,817 | – | -0.31% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -176,308 | – | -0.33% | – |
| Exit | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $0 | – | -5,000,000 | – | -0.34% | – | |
| Exit | TRINA SOLAR LIMITEDnote 4.000% 7/1 | $0 | – | -9,000,000 | – | -0.34% | – | |
| AET | Exit | AETNA INC NEW | $0 | – | -142,617 | – | -0.35% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -276,991 | – | -0.44% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -158,932 | – | -0.49% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -353,323 | – | -0.50% | – |
| INGR | Exit | INGREDION INC | $0 | – | -225,424 | – | -0.56% | – |
| ARMH | Exit | ARM HLDGS PLCcall | $0 | – | -419,400 | – | -0.58% | – |
| Exit | MOLSON COORS BREWING COnote 2.500% 7/3 | $0 | – | -15,670,000 | – | -0.60% | – | |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -132,372 | – | -0.61% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -500,000 | – | -0.62% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -505,502 | – | -0.63% | – |
| DELL | Exit | DELL INC | $0 | – | -1,232,696 | – | -0.63% | – |
| VMW | Exit | VMWARE INCcall | $0 | – | -246,000 | – | -0.63% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -234,449 | – | -0.69% | – |
| Exit | GOODRICH PETE CORPnote 5.000%10/0 | $0 | – | -18,515,000 | – | -0.70% | – | |
| BMC | Exit | BMC SOFTWARE INC | $0 | – | -447,813 | – | -0.77% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -1,020,937 | – | -0.78% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -432,200 | – | -0.79% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -627,737 | – | -0.84% | – |
| WCRX | Exit | WARNER CHILCOTT PLC IRELAND | $0 | – | -1,403,843 | – | -1.06% | – |
| CME | Exit | CME GROUP INCcall | $0 | – | -432,000 | – | -1.25% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -765,532 | – | -1.29% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -900,000 | – | -1.32% | – |
| FB | Exit | FACEBOOK INCcall | $0 | – | -1,451,700 | – | -1.38% | – |
| MSFT | Exit | MICROSOFT CORPcall | $0 | – | -1,166,200 | – | -1.54% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS I | $0 | – | -353,064 | – | -1.63% | – |
| ARMH | Exit | ARM HLDGS PLCput | $0 | – | -1,402,000 | – | -1.93% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $0 | – | -18,250,000 | – | -1.94% | – | |
| EEM | Exit | ISHARES TRcall | $0 | – | -1,394,200 | – | -2.05% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -2,403,872 | – | -2.61% | – |
| INTC | Exit | INTEL CORPcall | $0 | – | -3,355,800 | – | -3.10% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $103,782,000 | – | 5,664,950 | – | 3.96% | – |
| INTC | New | INTEL CORPcall | $81,277,000 | – | 3,355,800 | – | 3.10% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $68,462,000 | – | 2,403,872 | – | 2.61% | – |
| V | New | VISA INC | $68,266,000 | – | 373,527 | – | 2.60% | – |
| SPLK | New | SPLUNK INC | $58,985,000 | – | 1,272,320 | – | 2.25% | – |
| NOW | New | SERVICENOW INC | $54,682,000 | – | 1,353,846 | – | 2.08% | – |
| EEM | New | ISHARES TRcall | $53,774,000 | – | 1,394,200 | – | 2.05% | – |
| New | UAL CORPnote 6.000%10/1 | $51,061,000 | – | 14,000,000 | – | 1.95% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $50,831,000 | – | 18,250,000 | – | 1.94% | – | |
| ARMH | New | ARM HLDGS PLCput | $50,724,000 | – | 1,402,000 | – | 1.93% | – |
| DFS | New | DISCOVER FINL SVCS | $44,438,000 | – | 932,779 | – | 1.70% | – |
| CSCO | New | CISCO SYS INC | $44,060,000 | – | 1,812,404 | – | 1.68% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS I | $42,650,000 | – | 353,064 | – | 1.63% | – |
| FB | New | FACEBOOK INCcl a | $41,613,000 | – | 1,673,883 | – | 1.59% | – |
| MSFT | New | MICROSOFT CORPcall | $40,269,000 | – | 1,166,200 | – | 1.54% | – |
| FB | New | FACEBOOK INCcall | $36,089,000 | – | 1,451,700 | – | 1.38% | – |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $35,119,000 | – | 30,000,000 | – | 1.34% | – | |
| EEM | New | ISHARES TRput | $34,713,000 | – | 900,000 | – | 1.32% | – |
| WAG | New | WALGREEN CO | $33,837,000 | – | 765,532 | – | 1.29% | – |
| CME | New | CME GROUP INCcall | $32,823,000 | – | 432,000 | – | 1.25% | – |
| EBAY | New | EBAY INC | $29,750,000 | – | 575,222 | – | 1.14% | – |
| MA | New | MASTERCARD INCcl a | $28,960,000 | – | 50,409 | – | 1.10% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $28,328,000 | – | 12,500,000 | – | 1.08% | – | |
| WCRX | New | WARNER CHILCOTT PLC IRELAND | $27,908,000 | – | 1,403,843 | – | 1.06% | – |
| GOOGL | New | GOOGLE INCcl a | $26,176,000 | – | 29,734 | – | 1.00% | – |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $26,062,000 | – | 50,000,000 | – | 0.99% | – | |
| EFX | New | EQUIFAX INC | $25,643,000 | – | 435,148 | – | 0.98% | – |
| New | D R HORTON INCnote 2.000% 5/1 | $24,984,000 | – | 15,000,000 | – | 0.95% | – | |
| New | INTEL CORPsdcv 3.250% 8/0 | $24,779,000 | – | 19,470,000 | – | 0.94% | – | |
| New | SOLARFUN POWER HOLDINGS CO Lnote 3.500% 1/1 | $24,109,000 | – | 28,115,000 | – | 0.92% | – | |
| C | New | CITIGROUP INC | $24,097,000 | – | 502,345 | – | 0.92% | – |
| New | CENTRAL EUROPEAN MEDIAnote 5.000%11/1 | $24,012,000 | – | 24,755,000 | – | 0.92% | – | |
| QLIK | New | QLIK TECHNOLOGIES INC | $22,432,000 | – | 793,475 | – | 0.86% | – |
| FL | New | FOOT LOCKER INC | $22,051,000 | – | 627,737 | – | 0.84% | – |
| C | New | CITIGROUP INCcall | $20,733,000 | – | 432,200 | – | 0.79% | – |
| QGEN | New | QIAGEN NV | $20,327,000 | – | 1,020,937 | – | 0.78% | – |
| BMC | New | BMC SOFTWARE INC | $20,214,000 | – | 447,813 | – | 0.77% | – |
| New | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $19,443,000 | – | 18,955,000 | – | 0.74% | – | |
| New | DRYSHIPS INC.note 5.000%12/0 | $18,738,000 | – | 21,000,000 | – | 0.72% | – | |
| New | GOODRICH PETE CORPnote 5.000%10/0 | $18,469,000 | – | 18,515,000 | – | 0.70% | – | |
| HD | New | HOME DEPOT INC | $18,163,000 | – | 234,449 | – | 0.69% | – |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $17,842,000 | – | 17,170,000 | – | 0.68% | – | |
| ARMH | New | ARM HLDGS PLCsponsored adr | $17,096,000 | – | 472,506 | – | 0.65% | – |
| New | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $16,872,000 | – | 16,700,000 | – | 0.64% | – | |
| New | TESLA MTRS INCnote 1.500% 6/0 | $16,525,000 | – | 14,700,000 | – | 0.63% | – | |
| VMW | New | VMWARE INCcall | $16,480,000 | – | 246,000 | – | 0.63% | – |
| DELL | New | DELL INC | $16,456,000 | – | 1,232,696 | – | 0.63% | – |
| PKI | New | PERKINELMER INC | $16,429,000 | – | 505,502 | – | 0.63% | – |
| MANU | New | MANCHESTER UTD PLC NEWord cl a | $16,286,000 | – | 1,023,003 | – | 0.62% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $16,293,000 | – | 15,350,000 | – | 0.62% | – | |
| FXI | New | ISHARES TRput | $16,260,000 | – | 500,000 | – | 0.62% | – |
| New | GOLDEN STAR RES LTD CDAdebt 5.000% 6/0 | $16,200,000 | – | 24,270,000 | – | 0.62% | – | |
| CP | New | CANADIAN PAC RY LTD | $16,067,000 | – | 132,372 | – | 0.61% | – |
| New | MOLSON COORS BREWING COnote 2.500% 7/3 | $15,829,000 | – | 15,670,000 | – | 0.60% | – | |
| New | CEMEX SAB DE CVnote 3.250% 3/1 | $15,382,000 | – | 12,650,000 | – | 0.59% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $15,357,000 | – | 12,455,000 | – | 0.59% | – | |
| ARMH | New | ARM HLDGS PLCcall | $15,174,000 | – | 419,400 | – | 0.58% | – |
| INGR | New | INGREDION INC | $14,799,000 | – | 225,424 | – | 0.56% | – |
| New | MANNKIND CORPnote 3.750%12/1 | $14,512,000 | – | 15,000,000 | – | 0.55% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $13,757,000 | – | 10,270,000 | – | 0.52% | – | |
| FE | New | FIRSTENERGY CORP | $13,193,000 | – | 353,323 | – | 0.50% | – |
| New | RADIAN GROUP INCnote 3.000%11/1 | $13,174,000 | – | 10,500,000 | – | 0.50% | – | |
| New | MOLYCORP INC DELnote 6.000% 9/0 | $13,175,000 | – | 17,000,000 | – | 0.50% | – | |
| WDAY | New | WORKDAY INCcl a | $12,995,000 | – | 202,766 | – | 0.50% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $12,885,000 | – | 158,932 | – | 0.49% | – |
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $12,827,000 | – | 29,488,000 | – | 0.49% | – | |
| N | New | NETSUITE INC | $12,796,000 | – | 139,480 | – | 0.49% | – |
| New | JINKOSOLAR HLDG CO LTDnote 4.000% 5/1 | $12,572,000 | – | 17,960,000 | – | 0.48% | – | |
| QIWI | New | QIWI PLCspon adr rep b | $12,323,000 | – | 531,151 | – | 0.47% | – |
| BBY | New | BEST BUY INC | $11,897,000 | – | 435,326 | – | 0.45% | – |
| New | INTEL CORPsdcv 2.950%12/1 | $11,851,000 | – | 10,920,000 | – | 0.45% | – | |
| GILD | New | GILEAD SCIENCES INC | $11,725,000 | – | 228,930 | – | 0.45% | – |
| DIS | New | DISNEY WALT CO | $11,534,000 | – | 182,640 | – | 0.44% | – |
| ABBV | New | ABBVIE INC | $11,451,000 | – | 276,991 | – | 0.44% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $11,270,000 | – | 203,348 | – | 0.43% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $11,084,000 | – | 282,766 | – | 0.42% | – |
| New | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $10,999,000 | – | 10,500,000 | – | 0.42% | – | |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $10,936,000 | – | 10,215,000 | – | 0.42% | – | |
| ASH | New | ASHLAND INC NEW | $10,442,000 | – | 124,869 | – | 0.40% | – |
| New | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $10,267,000 | – | 9,632,000 | – | 0.39% | – | |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $9,377,000 | – | 9,270,000 | – | 0.36% | – | |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $9,077,000 | – | 8,135,000 | – | 0.35% | – | |
| AET | New | AETNA INC NEW | $9,062,000 | – | 142,617 | – | 0.35% | – |
| New | TRINA SOLAR LIMITEDnote 4.000% 7/1 | $8,955,000 | – | 9,000,000 | – | 0.34% | – | |
| New | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $8,836,000 | – | 5,000,000 | – | 0.34% | – | |
| WHR | New | WHIRLPOOL CORP | $8,809,000 | – | 76,873 | – | 0.34% | – |
| GIS | New | GENERAL MLS INC | $8,556,000 | – | 176,308 | – | 0.33% | – |
| New | PROLOGISnote 3.250% 3/1 | $8,517,000 | – | 7,400,000 | – | 0.32% | – | |
| New | PRICELINE COM INCdebt 1.000% 3/1 | $8,406,000 | – | 7,200,000 | – | 0.32% | – | |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $8,238,000 | – | 199,817 | – | 0.31% | – |
| New | INTERMUNE INCnote 2.500% 9/1 | $8,238,000 | – | 10,000,000 | – | 0.31% | – | |
| CLWR | New | CLEARWIRE CORP NEWcl a | $8,209,000 | – | 1,648,305 | – | 0.31% | – |
| LNG | New | CHENIERE ENERGY INC | $8,038,000 | – | 289,582 | – | 0.31% | – |
| New | VOLCANO CORPORATIONnote 1.750%12/0 | $7,780,000 | – | 8,500,000 | – | 0.30% | – | |
| CI | New | CIGNA CORPORATION | $7,535,000 | – | 103,945 | – | 0.29% | – |
| AAPL | New | APPLE INC | $7,535,000 | – | 19,023 | – | 0.29% | – |
| New | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $7,317,000 | – | 6,110,000 | – | 0.28% | – | |
| SDRL | New | SEADRILL LIMITED | $7,098,000 | – | 176,765 | – | 0.27% | – |
| AYI | New | ACUITY BRANDS INC | $6,818,000 | – | 90,242 | – | 0.26% | – |
| TSCO | New | TRACTOR SUPPLY CO | $6,778,000 | – | 57,611 | – | 0.26% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $6,729,000 | – | 6,500,000 | – | 0.26% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $6,569,000 | – | 5,000,000 | – | 0.25% | – | |
| NOK | New | NOKIA CORPput | $6,262,000 | – | 1,674,300 | – | 0.24% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $6,176,000 | – | 5,550,000 | – | 0.24% | – | |
| NDSN | New | NORDSON CORP | $6,194,000 | – | 89,361 | – | 0.24% | – |
| New | COVANTA HLDG CORPnote 3.250% 6/0 | $6,114,000 | – | 4,750,000 | – | 0.23% | – | |
| LVS | New | LAS VEGAS SANDS CORP | $5,985,000 | – | 113,067 | – | 0.23% | – |
| New | CEMEX SAB DE CVnote 4.875% 3/1 | $5,834,000 | – | 5,035,000 | – | 0.22% | – | |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $5,782,000 | – | 68,321 | – | 0.22% | – |
| A | New | AGILENT TECHNOLOGIES INC | $5,715,000 | – | 133,654 | – | 0.22% | – |
| TSS | New | TOTAL SYS SVCS INC | $5,712,000 | – | 233,332 | – | 0.22% | – |
| IAI | New | ISHARES TRdj broker-deal | $5,540,000 | – | 180,000 | – | 0.21% | – |
| LRCX | New | LAM RESEARCH CORP | $5,544,000 | – | 125,038 | – | 0.21% | – |
| ELN | New | ELAN PLCadr | $5,429,000 | – | 383,967 | – | 0.21% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $5,408,000 | – | 87,667 | – | 0.21% | – |
| New | ANNALY CAP MGMT INCnote 5.000% 5/1 | $5,350,000 | – | 5,310,000 | – | 0.20% | – | |
| VMW | New | VMWARE INC | $5,197,000 | – | 77,568 | – | 0.20% | – |
| New | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $5,150,000 | – | 4,750,000 | – | 0.20% | – | |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $5,079,000 | – | 45,095 | – | 0.19% | – |
| New | AFFORDABLE RESIDENTIAL CMNTYnote 7.500% 8/1 | $5,050,000 | – | 4,000,000 | – | 0.19% | – | |
| HTWO | New | HF2 FINL MGMT INCcl a | $5,055,000 | – | 500,000 | – | 0.19% | – |
| CLACU | New | CAPITOL ACQUISITION CORP IIunit 99/99/9999 | $5,045,000 | – | 500,000 | – | 0.19% | – |
| New | MOLYCORP INC DELnote 3.250% 6/1 | $4,917,000 | – | 7,100,000 | – | 0.19% | – | |
| BRP | New | BROOKFIELD RESIDENTIAL PPTYS | $4,762,000 | – | 215,839 | – | 0.18% | – |
| Q | New | QUINTILES TRANSNATIO HLDGS I | $4,741,000 | – | 111,406 | – | 0.18% | – |
| CRM | New | SALESFORCE COM INC | $4,733,000 | – | 123,958 | – | 0.18% | – |
| APAPRD | New | APACHE CORPpfd conv ser d | $4,730,000 | – | 99,155 | – | 0.18% | – |
| BRE | New | BRE PROPERTIES INCcall | $4,702,000 | – | 94,000 | – | 0.18% | – |
| KCE | New | SPDR SERIES TRUSTs&p cap mkts | $4,555,000 | – | 114,000 | – | 0.17% | – |
| LRCX | New | LAM RESEARCH CORPcall | $4,434,000 | – | 100,000 | – | 0.17% | – |
| EMC | New | E M C CORP MASS | $4,371,000 | – | 185,044 | – | 0.17% | – |
| JCPNQ | New | PENNEY J C INC | $4,169,000 | – | 244,113 | – | 0.16% | – |
| SBUX | New | STARBUCKS CORP | $4,169,000 | – | 63,655 | – | 0.16% | – |
| ENT | New | GLOBAL EAGLE ENTMT INC | $4,161,000 | – | 413,581 | – | 0.16% | – |
| WCC | New | WESCO INTL INC | $4,032,000 | – | 59,326 | – | 0.15% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $4,014,000 | – | 145,389 | – | 0.15% | – |
| New | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $3,957,000 | – | 4,075,000 | – | 0.15% | – | |
| S | New | SPRINT NEXTEL CORP | $3,932,000 | – | 560,111 | – | 0.15% | – |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $3,943,000 | – | 3,500,000 | – | 0.15% | – | |
| CAG | New | CONAGRA FOODS INC | $3,766,000 | – | 107,828 | – | 0.14% | – |
| MTCN | New | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $3,746,000 | – | 200,000 | – | 0.14% | – |
| LIFE | New | LIFE TECHNOLOGIES CORP | $3,700,000 | – | 50,000 | – | 0.14% | – |
| New | E M C CORP MASSnote 1.750%12/0 | $3,688,000 | – | 2,500,000 | – | 0.14% | – | |
| ACT | New | ACTAVIS INC | $3,663,000 | – | 29,021 | – | 0.14% | – |
| TOL | New | TOLL BROTHERS INC | $3,674,000 | – | 112,605 | – | 0.14% | – |
| MCK | New | MCKESSON CORP | $3,634,000 | – | 31,734 | – | 0.14% | – |
| GM | New | GENERAL MTRS CO | $3,587,000 | – | 107,678 | – | 0.14% | – |
| QCOM | New | QUALCOMM INC | $3,603,000 | – | 58,990 | – | 0.14% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,316,000 | – | 3,000,000 | – | 0.13% | – | |
| WLL | New | WHITING PETE CORP NEW | $3,255,000 | – | 70,627 | – | 0.12% | – |
| LVS | New | LAS VEGAS SANDS CORPcall | $3,223,000 | – | 60,900 | – | 0.12% | – |
| MRO | New | MARATHON OIL CORP | $3,038,000 | – | 87,861 | – | 0.12% | – |
| APH | New | AMPHENOL CORP NEWcl a | $3,038,000 | – | 38,973 | – | 0.12% | – |
| New | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $2,992,000 | – | 3,500,000 | – | 0.11% | – | |
| AGN | New | ALLERGAN INC | $2,951,000 | – | 35,025 | – | 0.11% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $2,931,000 | – | 26,481 | – | 0.11% | – |
| MU | New | MICRON TECHNOLOGY INC | $2,906,000 | – | 202,800 | – | 0.11% | – |
| LOW | New | LOWES COS INC | $2,910,000 | – | 71,143 | – | 0.11% | – |
| PFE | New | PFIZER INC | $2,858,000 | – | 102,037 | – | 0.11% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $2,793,000 | – | 2,800,000 | – | 0.11% | – | |
| NCR | New | NCR CORP NEW | $2,785,000 | – | 84,418 | – | 0.11% | – |
| NTAP | New | NETAPP INC | $2,750,000 | – | 72,800 | – | 0.10% | – |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $2,658,000 | – | 3,381,640 | – | 0.10% | – |
| HPAC | New | HYDE PK ACQUISITION CORP II | $2,592,000 | – | 250,000 | – | 0.10% | – |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $2,526,000 | – | 43,412 | – | 0.10% | – |
| New | USEC INCnote 3.000%10/0 | $2,530,000 | – | 11,000,000 | – | 0.10% | – | |
| PPG | New | PPG INDS INC | $2,441,000 | – | 16,671 | – | 0.09% | – |
| FXI | New | ISHARES TRcall | $2,439,000 | – | 75,000 | – | 0.09% | – |
| CTRX | New | CATAMARAN CORP | $2,446,000 | – | 50,215 | – | 0.09% | – |
| MSG | New | MADISON SQUARE GARDEN COcl a | $2,395,000 | – | 40,421 | – | 0.09% | – |
| LULU | New | LULULEMON ATHLETICA INCcall | $2,287,000 | – | 34,900 | – | 0.09% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $2,281,000 | – | 177,349 | – | 0.09% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $2,238,000 | – | 20,000 | – | 0.08% | – |
| TYC | New | TYCO INTERNATIONAL LTDcall | $2,109,000 | – | 64,000 | – | 0.08% | – |
| BA | New | BOEING CO | $2,063,000 | – | 20,135 | – | 0.08% | – |
| MDVN | New | MEDIVATION INC | $2,024,000 | – | 41,146 | – | 0.08% | – |
| CISAU | New | CIS ACQUISITION LTDunit 99/99/9999 | $2,024,000 | – | 200,000 | – | 0.08% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $1,970,000 | – | 35,315 | – | 0.08% | – |
| HMA | New | HEALTH MGMT ASSOC INC NEWcl a | $1,958,000 | – | 124,561 | – | 0.08% | – |
| XHB | New | SPDR SERIES TRUSTs&p homebuild | $1,945,000 | – | 66,100 | – | 0.07% | – |
| New | AFFILIATED MANAGERS GROUPnote 3.950% 8/1 | $1,942,000 | – | 1,500,000 | – | 0.07% | – | |
| VC | New | VISTEON CORP | $1,910,000 | – | 30,253 | – | 0.07% | – |
| CXO | New | CONCHO RES INC | $1,762,000 | – | 21,046 | – | 0.07% | – |
| AMRN | New | AMARIN CORP PLCspons adr new | $1,744,000 | – | 300,661 | – | 0.07% | – |
| PCLN | New | PRICELINE COM INC | $1,658,000 | – | 2,004 | – | 0.06% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $1,663,000 | – | 45,513 | – | 0.06% | – |
| WFC | New | WELLS FARGO & CO NEW | $1,659,000 | – | 40,200 | – | 0.06% | – |
| New | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $1,564,000 | – | 1,500,000 | – | 0.06% | – | |
| ALKS | New | ALKERMES PLC | $1,552,000 | – | 54,108 | – | 0.06% | – |
| New | MOLYCORP INC DELnote 5.500% 2/0 | $1,560,000 | – | 1,500,000 | – | 0.06% | – | |
| MEOH | New | METHANEX CORPcall | $1,510,000 | – | 35,300 | – | 0.06% | – |
| COG | New | CABOT OIL & GAS CORP | $1,491,000 | – | 20,996 | – | 0.06% | – |
| MEOH | New | METHANEX CORP | $1,391,000 | – | 32,494 | – | 0.05% | – |
| WBC | New | WABCO HLDGS INC | $1,330,000 | – | 17,805 | – | 0.05% | – |
| ETN | New | EATON CORP PLC | $1,345,000 | – | 20,438 | – | 0.05% | – |
| HUM | New | HUMANA INC | $1,322,000 | – | 15,664 | – | 0.05% | – |
| EXPE | New | EXPEDIA INC DEL | $1,316,000 | – | 21,875 | – | 0.05% | – |
| LNKD | New | LINKEDIN CORP | $1,265,000 | – | 7,096 | – | 0.05% | – |
| HES | New | HESS CORP | $1,246,000 | – | 18,746 | – | 0.05% | – |
| GNRC | New | GENERAC HLDGS INC | $1,244,000 | – | 33,616 | – | 0.05% | – |
| EMR | New | EMERSON ELEC CO | $1,170,000 | – | 21,444 | – | 0.04% | – |
| New | TRINITY INDS INCnote 3.875% 6/0 | $1,166,000 | – | 1,000,000 | – | 0.04% | – | |
| AIG | New | AMERICAN INTL GROUP INC | $1,118,000 | – | 25,000 | – | 0.04% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $1,130,000 | – | 33,912 | – | 0.04% | – |
| ZIONW | New | ZIONS BANCORPORATION*w exp 05/22/202 | $1,140,000 | – | 198,360 | – | 0.04% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $1,116,000 | – | 182,590 | – | 0.04% | – |
| New | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $1,135,000 | – | 1,000,000 | – | 0.04% | – | |
| LULU | New | LULULEMON ATHLETICA INC | $1,125,000 | – | 17,173 | – | 0.04% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,096,000 | – | 71,571 | – | 0.04% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,085,000 | – | 12,516 | – | 0.04% | – |
| HQCL | New | HANWHA SOLARONE CO LTDsponsored adr | $1,071,000 | – | 512,617 | – | 0.04% | – |
| OMEX | New | ODYSSEY MARINE EXPLORATION I | $1,071,000 | – | 361,955 | – | 0.04% | – |
| MSFT | New | MICROSOFT CORP | $1,053,000 | – | 30,500 | – | 0.04% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.250% 6/0 | $1,050,000 | – | 1,000,000 | – | 0.04% | – | |
| ZTS | New | ZOETIS INCcl a | $993,000 | – | 32,157 | – | 0.04% | – |
| FDX | New | FEDEX CORPcall | $986,000 | – | 10,000 | – | 0.04% | – |
| RHI | New | ROBERT HALF INTL INC | $960,000 | – | 28,897 | – | 0.04% | – |
| GNCIQ | New | GNC HLDGS INC | $963,000 | – | 21,785 | – | 0.04% | – |
| DG | New | DOLLAR GEN CORP NEW | $945,000 | – | 18,735 | – | 0.04% | – |
| New | ARRAY BIOPHARMA INCnote 3.000% 6/0 | $950,000 | – | 1,000,000 | – | 0.04% | – | |
| SHPG | New | SHIRE PLCsponsored adr | $922,000 | – | 9,693 | – | 0.04% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $900,000 | – | 17,756 | – | 0.03% | – |
| DMND | New | DIAMOND FOODS INC | $899,000 | – | 43,326 | – | 0.03% | – |
| New | JAMES RIVER COAL COnote 3.125% 3/1 | $887,000 | – | 3,000,000 | – | 0.03% | – | |
| T | New | AT&T INC | $840,000 | – | 23,736 | – | 0.03% | – |
| MPC | New | MARATHON PETE CORP | $811,000 | – | 11,420 | – | 0.03% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $803,000 | – | 32,365 | – | 0.03% | – |
| AMGN | New | AMGEN INC | $785,000 | – | 7,952 | – | 0.03% | – |
| AGU | New | AGRIUM INC | $783,000 | – | 9,000 | – | 0.03% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $796,000 | – | 36,577 | – | 0.03% | – |
| URBN | New | URBAN OUTFITTERS INC | $773,000 | – | 19,210 | – | 0.03% | – |
| FDX | New | FEDEX CORP | $695,000 | – | 7,057 | – | 0.03% | – |
| New | RTI INTL METALS INCnote 1.625%10/1 | $711,000 | – | 750,000 | – | 0.03% | – | |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $698,000 | – | 12,376 | – | 0.03% | – |
| SJM | New | SMUCKER J M CO | $691,000 | – | 6,700 | – | 0.03% | – |
| PNR | New | PENTAIR LTD | $654,000 | – | 11,340 | – | 0.02% | – |
| RRC | New | RANGE RES CORP | $617,000 | – | 7,976 | – | 0.02% | – |
| RHT | New | RED HAT INC | $604,000 | – | 12,636 | – | 0.02% | – |
| A309PS | New | DIRECTV | $616,000 | – | 10,000 | – | 0.02% | – |
| CNQR | New | CONCUR TECHNOLOGIES INC | $569,000 | – | 6,992 | – | 0.02% | – |
| AMZN | New | AMAZON COM INC | $574,000 | – | 2,066 | – | 0.02% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $522,000 | – | 21,000 | – | 0.02% | – |
| RWT | New | REDWOOD TR INC | $510,000 | – | 30,000 | – | 0.02% | – |
| DUK | New | DUKE ENERGY CORP NEW | $465,000 | – | 6,892 | – | 0.02% | – |
| MDAS | New | MEDASSETS INC | $468,000 | – | 26,381 | – | 0.02% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $441,000 | – | 8,835 | – | 0.02% | – |
| ENIA | New | ENERSIS S Asponsored adr | $423,000 | – | 25,851 | – | 0.02% | – |
| CGBBW | New | CITIGROUP INC*w exp 10/28/201 | $425,000 | – | 5,000,000 | – | 0.02% | – |
| ILMN | New | ILLUMINA INC | $420,000 | – | 5,616 | – | 0.02% | – |
| PLL | New | PALL CORP | $375,000 | – | 5,650 | – | 0.01% | – |
| MTZ | New | MASTEC INC | $373,000 | – | 11,343 | – | 0.01% | – |
| XOM | New | EXXON MOBIL CORP | $379,000 | – | 4,200 | – | 0.01% | – |
| DE | New | DEERE & CO | $366,000 | – | 4,500 | – | 0.01% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $346,000 | – | 17,000 | – | 0.01% | – |
| IYT | New | ISHARES TRtransp ave idx | $353,000 | – | 3,216 | – | 0.01% | – |
| D | New | DOMINION RES INC VA NEW | $343,000 | – | 6,033 | – | 0.01% | – |
| MAN | New | MANPOWERGROUP INC | $309,000 | – | 5,637 | – | 0.01% | – |
| HON | New | HONEYWELL INTL INC | $309,000 | – | 3,900 | – | 0.01% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $305,000 | – | 3,547 | – | 0.01% | – |
| RDN | New | RADIAN GROUP INC | $290,000 | – | 25,000 | – | 0.01% | – |
| V107SC | New | WELLPOINT INC | $294,000 | – | 3,588 | – | 0.01% | – |
| PXD | New | PIONEER NAT RES CO | $295,000 | – | 2,037 | – | 0.01% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $292,000 | – | 125,202 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $261,000 | – | 5,317 | – | 0.01% | – |
| SINA | New | SINA CORPord | $272,000 | – | 4,891 | – | 0.01% | – |
| MYL | New | MYLAN INC | $232,000 | – | 7,462 | – | 0.01% | – |
| JOY | New | JOY GLOBAL INC | $230,000 | – | 4,747 | – | 0.01% | – |
| UUP | New | POWERSHS DB US DOLLAR INDEXdoll indx bull | $225,000 | – | 10,000 | – | 0.01% | – |
| ATLC | New | ATLANTICUS HLDGS CORP | $228,000 | – | 63,611 | – | 0.01% | – |
| BIIB | New | BIOGEN IDEC INC | $238,000 | – | 1,105 | – | 0.01% | – |
| PRISB | New | PROMOTORA DE INFORMACIONES Sadr cl b conv | $210,000 | – | 187,500 | – | 0.01% | – |
| SOL | New | RENESOLA LTDspons ads | $171,000 | – | 79,994 | – | 0.01% | – |
| PRISY | New | PROMOTORA DE INFORMACIONES S | $133,000 | – | 126,562 | – | 0.01% | – |
| MNGLW | New | BLUE WOLF MONGOLIA HOLDINGS*w exp 07/20/201 | $100,000 | – | 250,000 | – | 0.00% | – |
| HYD | New | MARKET VECTORS ETF TRhg yld mun etf | $69,000 | – | 2,274 | – | 0.00% | – |
| KWKAQ | New | QUICKSILVER RESOURCES INC | $37,000 | – | 22,000 | – | 0.00% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $14,000 | – | 497 | – | 0.00% | – |
| TGS | New | TRANSPORTADORA DE GAS SURspon adr b | $31,000 | – | 17,500 | – | 0.00% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $9,000 | – | 165 | – | 0.00% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $6,000 | – | 90 | – | 0.00% | – |
| FFIV | New | F5 NETWORKS INC | $0 | – | 1 | – | 0.00% | – |
| GNW | New | GENWORTH FINL INC | $2,000 | – | 182 | – | 0.00% | – |
| MLCO | New | MELCO CROWN ENTMT LTDadr | $0 | – | 1 | – | 0.00% | – |