13F-HR filed by CITADEL ADVISORS LLC
CITADEL ADVISORS LLC filed this 13F-HR for the quarter ended 2016-09-30, filed 2016-11-10, with 7,163 holding rows worth $99,536,214,000.
- Accession
- 0000950123-16-021758
- Filer
- CIK 1423053
- Filed
- 2016-11-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A holdings report, 9,200 entries on the cover page, a total value of $99,536,214,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $99,536,214,000 with VALUE read as thousands by filing date, 13F file number 028-13183. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
Other managers
- included managerCALC III LP 028-15591
- included managerCitadel Advisors II LLC 028-15515
- included managerCALC IV LP 028-13182
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Thermo Fisher Scientific Inc. | 883556102 | COM | 101,600 | $16,160,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MARKELGROUPINC | 570535104 | STOK | 17,375 | $16,137,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 16,000,000 | $16,133,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 607,300 | $16,106,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| FCB Financial Holdings Inc Cla | 30255G103 | COM | 418,015 | $16,065,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 89,600 | $16,048,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 295,915 | $16,033,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 412,100 | $16,027,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SUN CMNTYS INC COM | 866674104 | REIT | 202,756 | $15,913,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARATHON PETE CORP COM | 56585A102 | Stock | 392,025 | $15,912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 194,700 | $15,897,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 9,000,000 | $15,829,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 288,800 | $15,809,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| AMBARELLA INC | G037AX101 | SHS | 214,700 | $15,804,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 1,164,442 | $15,801,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIMKEN CO | 887389104 | COM | 449,106 | $15,782,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIREXION SHS ETF TR | 25490K554 | DAILY JR GOLD MI | 905,200 | $15,778,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LIFELOCK INC COM | 53224V100 | COM | 931,858 | $15,768,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POLARIS INC COM | 731068102 | Stock | 203,051 | $15,724,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 73,200 | $15,661,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| COHERENT INC | 192479103 | COM | 141,670 | $15,660,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 15,382,000 | $15,621,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WAYFAIR INC | 94419L101 | CL A | 396,028 | $15,591,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 305,912 | $15,562,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 554,631 | $15,557,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 102,200 | $15,519,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 181,600 | $15,508,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| EBAY INC. COM | 278642103 | Stock | 470,800 | $15,490,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 15,000,000 | $15,474,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| American Tower Corporation | 03027X100 | COM | 136,500 | $15,469,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 15,000,000 | $15,412,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YANDEX N.V. | 98474TAB3 | 1.125% CNV BDS 15/12/18 USD | 16,117,000 | $15,388,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 691,700 | $15,384,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Eaton Corp. Plc | G29183103 | COM | 234,000 | $15,376,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 305,600 | $15,323,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 116,500 | $15,309,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ORBITAL ATK INC | 68557N103 | COM | 199,744 | $15,226,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 224,532 | $15,221,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCA Healthcare Inc | 40412C101 | COM | 201,200 | $15,217,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LOGMEIN INC | 54142L109 | COMMON STOCK | 168,133 | $15,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VEECO INSTRS INC DEL COM | 922417100 | Stock | 773,788 | $15,190,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 53,700 | $15,158,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR | 74347X831 | ULTRAPRO QQQ | 117,800 | $15,148,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Duke Energy Corporation | 26441C204 | COM | 188,000 | $15,048,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 449,801 | $15,023,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 313,700 | $14,989,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ROYAL GOLD INC | 780287108 | COM | 193,500 | $14,982,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ECPG 3 11/27/17 | 292554AD4 | Bond 30/360P2 U | 15,000,000 | $14,942,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 392,910 | $14,935,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AGIOS PHARMACEUTICALS INC | 00847X104 | COM | 282,719 | $14,933,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Netflix, Inc | 64110L106 | COM | 150,848 | $14,866,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GOLDCORP INC NEW | 380956409 | COM | 899,400 | $14,858,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 759,824 | $14,847,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PTC THERAPEUTICS INC | 69366JAB7 | NOTE | 25,000,000 | $14,845,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MCKESSON CORP COM | 58155Q103 | Stock | 89,000 | $14,841,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 348,000 | $14,814,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 270,400 | $14,802,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 169,600 | $14,799,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CORECIVIC INC | 22025Y407 | COM | 1,066,638 | $14,794,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMMVAULT SYS INC COM | 204166102 | Stock | 277,413 | $14,739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 589,715 | $14,737,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 229,951 | $14,689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Plains Group Hldgs LP | 72651A108 | UT LTD PTNR | 1,134,252 | $14,677,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 1,120,700 | $14,670,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 439,100 | $14,666,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TIFFANY & CO NEW | 886547108 | COM | 201,900 | $14,664,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 314,800 | $14,660,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| UNITED RENTALS INC COM | 911363109 | Stock | 186,700 | $14,654,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 635,484 | $14,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR II ULTRA VIX SHORT | 74347W254 | CEF | 879,700 | $14,647,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 550,300 | $14,594,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 303,110 | $14,543,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STATE STR CORP COM | 857477103 | Stock | 208,727 | $14,534,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WELLTOWER INC COM | 95040Q104 | REIT | 194,300 | $14,528,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| UNDER ARMOUR INC | 904311107 | CL A | 374,200 | $14,474,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| OVERSEAS SHIPHOLDING GROUP I | 69036R863 | CL A NEW | 1,367,838 | $14,458,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 301,200 | $14,452,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Gulfport Energy | 402635304 | COM | 510,861 | $14,432,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PAYCHEX INC | 704326107 | COM | 249,262 | $14,425,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORD MTR CO COM | 345370860 | Stock | 1,193,800 | $14,409,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 373,500 | $14,398,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 94,500 | $14,350,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 306,845 | $14,290,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONTINENTAL RES INC | 212015101 | COM | 274,800 | $14,279,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DDR CORP | 23317H102 | COM | 819,080 | $14,277,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCHILL DOWNS INC | 171484108 | COM | 96,798 | $14,166,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 121,700 | $14,050,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| G III APPAREL GROUP LTD | 36237H101 | COM | 481,360 | $14,031,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 247,200 | $14,021,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ISIS PHARMACEUTICALS INC DEL | 464337AG9 | NOTE 2.75010/0 | 6,246,000 | $13,987,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| STAMPS COM INC | 852857200 | COM NEW | 147,709 | $13,960,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MYLAN NV | N59465109 | SHS EURO | 365,400 | $13,929,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR II ULTRA VIX SHORT | 74347W254 | CEF | 835,000 | $13,903,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DUKE REALTY CORP | 264411505 | COM NEW | 507,576 | $13,872,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 263,400 | $13,853,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 12,500,000 | $13,851,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WEST CORP | 952355204 | COM | 626,971 | $13,844,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CSX Corporation | 126408103 | COM | 453,100 | $13,820,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| BIO-TECHNE CORP | 09073M104 | COM | 126,093 | $13,808,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUNGE LTD | G16962105 | COM | 232,855 | $13,792,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHIRLPOOL CORP COM | 963320106 | Stock | 85,000 | $13,783,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| COTY INC | 222070203 | COM CL A | 586,300 | $13,778,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| KRAFT HEINZ CO COM | 500754106 | Stock | 153,900 | $13,776,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 315,568 | $13,759,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 320,300 | $13,744,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 342,102 | $13,739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNDER ARMOUR INC | 904311107 | CL A | 354,900 | $13,728,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 563,420 | $13,719,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HP INC COM | 40434L105 | Stock | 883,200 | $13,716,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 2,184,400 | $13,696,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 75,300 | $13,679,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MOSAIC CO COM | 61945C103 | Stock | 557,200 | $13,629,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 322,900 | $13,616,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 340,960 | $13,597,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVEXIS INC | 05366U100 | COM | 329,179 | $13,565,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESORO CORP | 881609101 | COM | 170,300 | $13,549,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 15,000,000 | $13,536,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HELMERICH & PAYNE INC | 423452101 | COM | 201,100 | $13,534,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 180,500 | $13,452,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 520,031 | $13,448,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 84,300 | $13,409,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| NUCOR CORP COM | 670346105 | Stock | 270,800 | $13,391,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| OFFICE DEPOT INC | 676220106 | COM | 3,750,263 | $13,389,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KIRBY CORP | 497266106 | COM | 215,306 | $13,383,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 282,944 | $13,341,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LULULEMON ATHLETICA INC | 550021109 | COM | 217,985 | $13,293,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 2,271,570 | $13,289,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 687,700 | $13,273,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| AK STEEL HOLDING CORP | 001547108 | COM | 2,748,012 | $13,273,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRIPADVISOR INC | 896945201 | COM | 209,737 | $13,251,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEMICAL FINANCIAL CORP | 163731102 | COM | 299,918 | $13,235,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 251,600 | $13,231,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SILVER STD RES INC | 82823L106 | COM | 1,096,749 | $13,227,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 11,995,000 | $13,217,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 241,300 | $13,154,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| COLUMBIA SPORTSWEAR CO | 198516106 | COM | 231,153 | $13,116,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 274,100 | $13,096,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 14,000,000 | $13,075,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 273,800 | $13,074,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 67,300 | $13,047,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MCKESSON CORP COM | 58155Q103 | Stock | 78,200 | $13,040,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| COACH INC | 189754104 | COM | 356,500 | $13,033,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| STATE STREET SPDR ETF S&P RETAIL | 78464A714 | ETF | 299,100 | $13,026,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 201,798 | $12,957,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 12,000,000 | $12,953,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DCT INDUSTRIAL TRUST INC | 233153204 | COM NEW | 266,686 | $12,948,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 351,100 | $12,899,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PAYPALHLDGSINC | 70450Y103 | STOK | 314,300 | $12,877,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 1,185,200 | $12,871,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 15,000,000 | $12,870,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GMS INC | 36251C103 | COM | 578,830 | $12,867,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RIGEL PHARMACEUTICALS INC | 766559603 | COMMON STOCK | 3,504,359 | $12,861,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 84,938 | $12,803,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WISDOMTREE EUROPE HEDGED EQUITY FUND | 97717X701 | ETF | 238,045 | $12,793,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 12,500,000 | $12,790,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CACI INTL INC CL A | 127190304 | Stock | 126,555 | $12,769,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED RENTALS INC COM | 911363109 | Stock | 162,600 | $12,762,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 348,263 | $12,760,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XEROX CORP | 984121103 | COM | 1,258,430 | $12,748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 1,194,800 | $12,737,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 429,100 | $12,736,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 232,789 | $12,734,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIENA CORP COM NEW | 171779309 | Stock | 583,984 | $12,731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALCOA INC | 013817101 | COM | 1,254,500 | $12,720,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Knight Capital Group, Inc. | 48244B100 | common stock | 817,084 | $12,689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 138,784 | $12,672,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 171,929 | $12,671,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXELIXIS INC COM | 30161Q104 | Stock | 990,202 | $12,664,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 10,253,000 | $12,659,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 242,993 | $12,655,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EDGEWELL PERSONAL CARE CO | 28035Q102 | COM | 159,062 | $12,649,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 156,500 | $12,623,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| NIMBLE STORAGE INC | 65440R101 | COM | 1,429,522 | $12,623,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEST BUY INC COM | 086516101 | Stock | 330,077 | $12,602,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 104,500 | $12,599,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 13,990,000 | $12,571,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 69,025 | $12,567,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIREXION SHARES ETF TRUST | 25459W862 | DA 500 BU 3X ETF | 129,200 | $12,556,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| FACTSET RESH SYS INC COM | 303075105 | Stock | 77,438 | $12,553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEST BUY INC COM | 086516101 | Stock | 328,200 | $12,531,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GARMIN LTD SHS | H2906T109 | Stock | 260,300 | $12,523,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIFFANY & CO NEW | 886547108 | COM | 172,400 | $12,521,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| iShares MSCI Mexico ETF | 464286822 | SHS | 257,900 | $12,503,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CONTINENTAL RES INC | 212015101 | COM | 240,600 | $12,501,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PAN AMERN SILVER CORP | 697900108 | COM | 708,210 | $12,479,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 203,000 | $12,466,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CSX Corporation | 126408103 | COM | 406,100 | $12,386,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| KRAFT HEINZ CO COM | 500754106 | Stock | 137,900 | $12,344,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WISDOMTREE TR | 97717W208 | US HIGH DIVIDEND | 185,644 | $12,342,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POLARIS INC COM | 731068102 | Stock | 159,300 | $12,336,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MEDICINES CO | 584688105 | COM | 326,646 | $12,327,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 10,306,000 | $12,292,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DOLLAR TREE INC COM | 256746108 | Stock | 155,400 | $12,265,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| YELP INC CL A | 985817105 | Stock | 294,000 | $12,260,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CARMAX INC COM | 143130102 | Stock | 229,700 | $12,254,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| iShares MSCI Mexico ETF | 464286822 | SHS | 252,300 | $12,232,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CME Group Inc. Class A | 12572Q105 | COM | 117,000 | $12,229,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 10,403,000 | $12,229,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 164,041 | $12,226,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 102,000 | $12,224,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 261,200 | $12,221,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ACORDA THERAPEUTICS INC | 00484M106 | COM | 584,405 | $12,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PERRIGO CO PLC SHS | G97822103 | Stock | 132,100 | $12,197,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 293,066 | $12,189,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 185,767 | $12,177,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 323,200 | $12,156,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 856,003 | $12,156,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHERWIN WILLIAMS CO | 824348106 | COM | 43,900 | $12,145,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RELIANCE INC | 759509102 | COM | 168,266 | $12,120,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LOEWS CORP COM | 540424108 | Stock | 293,959 | $12,097,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACKAGING CORP AMER COM | 695156109 | Stock | 148,819 | $12,093,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 8,345,000 | $12,087,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MYLAN NV | N59465109 | SHS EURO | 317,000 | $12,084,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 205,600 | $12,065,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 701,440 | $12,058,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GW PHARMACEUTICALS PLC | 36197T103 | ADS | 90,600 | $12,026,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PAYCHEX INC | 704326107 | COM | 207,600 | $12,014,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 97,856 | $11,972,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLLAR GEN CORP COM | 256677105 | Stock | 170,457 | $11,930,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 282,500 | $11,913,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| LKQ CORP COM | 501889208 | Stock | 335,942 | $11,913,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 315,300 | $11,893,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GLAUKOS CORP COM | 377322102 | Stock | 314,492 | $11,869,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 533,600 | $11,867,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 176,000 | $11,853,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| POLYONE CORP | 73179P106 | COM | 349,889 | $11,830,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DBX ETF TR | 233051200 | XTRACK MSCI EAFE | 448,351 | $11,827,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 144,481 | $11,823,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 341,100 | $11,795,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 166,869 | $11,783,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY BROADBAND CORP | 530307305 | COM SER C | 164,428 | $11,753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MERCADOLIBREINC | 58733R102 | STOK | 63,500 | $11,746,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR | 74347R107 | PSHS ULT S&P 500 | 165,200 | $11,724,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PERRIGO CO PLC SHS | G97822103 | Stock | 126,800 | $11,707,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CURRENCYSHS JAPANESE YEN TR | 23130A102 | JAPANESE YEN | 122,800 | $11,692,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| INTERDIGITAL INC COM | 45867G101 | Stock | 147,400 | $11,674,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| FIRST SOLAR INC COM | 336433107 | Stock | 295,600 | $11,673,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 336,200 | $11,649,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| NATIONAL INSTRS CORP | 636518102 | COM | 409,849 | $11,640,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISTEON CORP | 92839U206 | COM NEW | 162,309 | $11,631,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKBERRY LTD COM | 09228F103 | Stock | 1,453,271 | $11,597,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 946,636 | $11,587,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CUBESMART COM | 229663109 | REIT | 424,848 | $11,581,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 55,931 | $11,579,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK OF N T BUTTERFIELD & SO | G0772R208 | SHS NEW | 467,545 | $11,577,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IMPAX LABORATORIES INC | 45256B101 | COM | 488,381 | $11,575,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STATE STR CORP COM | 857477103 | Stock | 165,700 | $11,537,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| QORVO INC COM | 74736K101 | Stock | 206,406 | $11,505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CYS INVTS INC | 12673A108 | COM | 1,317,831 | $11,492,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287689 | RUSSELL 3000 ETF | 89,538 | $11,478,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CURRENCYSHS BRIT POUND STER | 23129S106 | BRIT POUND STE | 90,600 | $11,470,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 11,500,000 | $11,459,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 239,400 | $11,422,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 276,880 | $11,421,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Janus Capital | 47102XAH8 | CONV | 8,368,000 | $11,418,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RADIAN GROUP INC COM | 750236101 | Stock | 842,476 | $11,416,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 237,100 | $11,376,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MOHAWK INDS INC | 608190104 | COM | 56,600 | $11,339,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 77,100 | $11,319,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BSFT 1 9/01/22 | 11133BAD4 | Bond 30/360P2 U | 8,500,000 | $11,310,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PPL CORP COM | 69351T106 | Stock | 327,091 | $11,308,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 10,000,000 | $11,303,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CONSOLIDATED EDISON INC | 209115104 | COM | 150,000 | $11,295,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 10,000,000 | $11,251,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 162,596 | $11,248,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 304,531 | $11,240,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACCELERON PHARMA INC | 00434H108 | COM | 310,573 | $11,240,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLUBCORP HLDGS INC | 18948M108 | COM | 776,461 | $11,235,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 61,721 | $11,212,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 41,500 | $11,204,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| EQUINIX INC COM | 29444U700 | REIT | 31,100 | $11,203,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 54,000 | $11,179,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Charles Schwab Corp | 808513105 | COM | 351,800 | $11,106,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ONEOK INC NEW | 682680103 | COM | 216,000 | $11,101,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| NOBLE ENERGY INC | 655044105 | COM | 309,805 | $11,073,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 208,700 | $11,059,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MERITAGE HOMES CORP COM | 59001A102 | Stock | 317,543 | $11,019,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 302,500 | $10,981,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 10,000,000 | $10,973,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 92,803 | $10,958,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 10,000,000 | $10,871,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BED BATH & BEYOND INC | 075896100 | COM | 252,000 | $10,864,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 48,492 | $10,799,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 499,299 | $10,795,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 202,300 | $10,779,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 61,920 | $10,758,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 368,800 | $10,751,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 201,983 | $10,748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GOLDCORP INC NEW | 380956409 | COM | 650,200 | $10,741,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| GAMESTOP CORP | 36467W109 | CL A | 388,796 | $10,726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 228,600 | $10,697,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WEBMD HEALTH CORP | 94770V102 | COM | 215,064 | $10,689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEUCADIA NATL CORP | 527288104 | COM | 557,811 | $10,621,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NextEra Energy,Inc. | 65339F101 | COM | 86,800 | $10,617,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 170,700 | $10,607,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| UNIT CORP | 909218109 | COM | 570,144 | $10,605,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JETBLUE AWYS CORP | 477143101 | COM | 614,139 | $10,588,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 83,900 | $10,583,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| INSMED INC COM PAR $.01 | 457669307 | Stock | 727,475 | $10,563,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 39,000 | $10,529,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 74,800 | $10,527,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 434,500 | $10,524,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 209,800 | $10,519,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 381,070 | $10,518,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEGNA INC COM | 87901J105 | Stock | 481,034 | $10,515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 118,500 | $10,494,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| APACHE CORP | 037411105 | COM | 164,300 | $10,494,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HIGHWOODS PPTYS INC COM | 431284108 | REIT | 201,316 | $10,493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWILIO INC CL A | 90138F102 | Stock | 163,000 | $10,491,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHRE U/S DJ-UBS CRUDE OIL | 74347W668 | CMN | 129,600 | $10,485,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SHUTTERFLY INC | 82568P304 | COM | 234,806 | $10,482,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 121,622 | $10,480,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 58,500 | $10,478,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PITNEY BOWES INC COM | 724479100 | Stock | 576,972 | $10,478,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 912,256 | $10,463,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RYDEX ETF TRUST | 78355W874 | GUG S&P500 EWCON | 85,430 | $10,455,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPA HOLDINGS SA | P31076105 | CL A | 118,726 | $10,440,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 592,034 | $10,432,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 38,586 | $10,417,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 726,600 | $10,413,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 8,600,000 | $10,375,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 10,000,000 | $10,350,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SER TR | 78468R721 | NUVEEN BLMBRG MU | 206,217 | $10,327,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYSCOCORP | 871829107 | COM | 210,600 | $10,322,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 143,681 | $10,321,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUCOR CORP COM | 670346105 | Stock | 208,600 | $10,316,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HERBALIFE LTD | G4412G101 | COM SHS | 166,206 | $10,304,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SMUCKER J M CO | 832696405 | COM NEW | 76,000 | $10,301,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| BLOCK INC CL A | 852234103 | Stock | 883,395 | $10,300,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 612,345 | $10,287,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENBRIDGE INC COM | 29250N105 | Stock | 233,280 | $10,269,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 460,642 | $10,244,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYSCOCORP | 871829107 | COM | 208,500 | $10,219,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY INTERACTIVE CORP | 53071M104 | INT COM SER A | 510,640 | $10,218,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANERA BREAD CO | 69840W108 | CL A | 52,400 | $10,203,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 348,200 | $10,195,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RETAIL OPPORTUNITY INVESTMENTS | 76131N101 | COMMON STOCK | 463,851 | $10,187,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 171,760 | $10,156,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SNYDERS LANCE INC | 833551104 | COM | 302,383 | $10,154,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 202,750 | $10,152,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC CL A | 98138H101 | Stock | 110,600 | $10,141,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 10,000,000 | $10,133,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 150,666 | $10,132,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 723,505 | $10,122,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIREXION SHARES ETF TRUST | 25459W862 | DA 500 BU 3X ETF | 104,100 | $10,116,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 561,100 | $10,116,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 307,321 | $10,099,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYMANTEC CORP | 871503108 | COM | 402,300 | $10,097,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 175,082 | $10,088,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GARMIN LTD SHS | H2906T109 | Stock | 209,400 | $10,074,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 345,800 | $10,070,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| OCLARO INC | 67555N206 | COM | 1,177,166 | $10,065,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOSAIC CO COM | 61945C103 | Stock | 410,900 | $10,051,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RANGE RES CORP COM | 75281A109 | Stock | 259,300 | $10,048,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Q | 74876Y101 | Stock | 123,877 | $10,041,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 83,700 | $10,031,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CYBERARK SOFTWARE LTD SHS | M2682V108 | Stock | 201,067 | $9,967,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ONEOK INC NEW | 682680103 | COM | 193,900 | $9,965,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR | 74347B300 | PSHS ULSHT SP500 | 607,600 | $9,959,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 235,200 | $9,942,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 150,798 | $9,932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 203,400 | $9,930,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 86,685 | $9,926,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 306,100 | $9,887,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| NextEra Energy,Inc. | 65339F101 | COM | 80,800 | $9,883,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 9,500,000 | $9,877,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 61,201 | $9,870,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 1,791,095 | $9,868,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 347,791 | $9,860,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387AU6 | DBCV 1.250% 6/0 | 10,200,000 | $9,849,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 13,500,000 | $9,830,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PENTAIR PLC SHS | G7S00T104 | Stock | 152,645 | $9,806,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANCORPSOUTH INC | 059692103 | COM | 422,215 | $9,795,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNTRUST BANKS INC | 867914103 | COM | 223,500 | $9,789,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 159,617 | $9,788,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACCENDRA HEALTH INC | 690732102 | COM | 281,657 | $9,782,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 260,444 | $9,777,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Duke Energy Corporation | 26441C204 | COM | 122,000 | $9,765,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 353,700 | $9,762,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROSHARES TR | 74347R107 | PSHS ULT S&P 500 | 137,500 | $9,758,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 7,500,000 | $9,756,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MICROSEMI CORP | 595137100 | COM | 232,389 | $9,755,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMTRUST FINL SVCS INC | 032359309 | COM | 363,000 | $9,739,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| GLOBUS MED INC CL A | 379577208 | Stock | 430,293 | $9,711,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONAGRA FOODS INC | 205887102 | COM | 206,100 | $9,709,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RYDER SYS INC COM | 783549108 | Stock | 147,161 | $9,705,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAM RESEARCH CORP | 512807108 | COM | 102,400 | $9,698,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| INCYTE CORP COM | 45337C102 | Stock | 102,800 | $9,693,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DSW INC-CLASS A | 23334L102 | CL A | 470,803 | $9,642,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GW PHARMACEUTICALS PLC | 36197T103 | ADS | 72,600 | $9,636,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BOOT BARN HLDGS INC | 099406100 | COM | 846,178 | $9,630,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 2,310,266 | $9,610,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSOLIDATED TOMOKA LD CO | 210226AB2 | NOTE 4.500% 3/1 | 9,745,000 | $9,610,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 188,100 | $9,608,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| V F CORP COM | 918204108 | Stock | 171,300 | $9,602,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PROS HOLDINGS INC | 74346YAB9 | NOTE 2.00012/0 | 9,669,000 | $9,592,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YELP INC CL A | 985817105 | Stock | 230,000 | $9,591,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| IMPERIAL OIL LTD COM NEW | 453038408 | Stock | 305,613 | $9,565,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACK HILLS CORP COM | 092113109 | Stock | 156,080 | $9,556,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RSP PERMIAN INC | 74978Q105 | COM | 246,393 | $9,555,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 72,600 | $9,540,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| UNISYS CORP | 909214306 | COMMON STOCK | 977,882 | $9,525,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CRESCENT PT ENERGY CORP | 22576C101 | COM | 721,033 | $9,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK INC CL A COM | 09247X101 | COM | 26,200 | $9,496,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AIR PRODS & CHEMS INC | 009158106 | COM | 63,100 | $9,486,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 264,500 | $9,475,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| FOOT LOCKER INC | 344849104 | COM | 139,700 | $9,460,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 10,000,000 | $9,459,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 369,934 | $9,444,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 344,200 | $9,441,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 197,467 | $9,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 1,067,254 | $9,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CME Group Inc. Class A | 12572Q105 | COM | 90,200 | $9,428,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| GAMESTOP CORP | 36467W109 | CL A | 341,200 | $9,414,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| INTERPUBLIC GROUP COS | 460690100 | COM | 420,070 | $9,389,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 62,800 | $9,365,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 2,689,708 | $9,360,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 83,500 | $9,342,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DAUCH CORP | 024061103 | COM | 541,071 | $9,317,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 807,138 | $9,314,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORDSTROM INC | 655664100 | COM | 179,200 | $9,297,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PANERA BREAD CO | 69840W108 | CL A | 47,742 | $9,297,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 351,572 | $9,292,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSOLIDATED EDISON INC | 209115104 | COM | 122,800 | $9,247,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 21,827 | $9,243,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY SIRONA INC | 24906P109 | COM | 155,440 | $9,238,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 184,300 | $9,228,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 947,227 | $9,207,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| F5 INC COM | 315616102 | Stock | 73,800 | $9,199,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 9,100,000 | $9,197,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 168,890 | $9,193,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VULCAN MATLS CO COM | 929160109 | Stock | 80,800 | $9,189,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 243,500 | $9,184,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DILLARDS INC CL A | 254067101 | Stock | 145,712 | $9,181,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 602,630 | $9,178,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Automatic Data Processing,Inc. | 053015103 | COM | 104,000 | $9,173,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 136,200 | $9,170,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DIREXION SHARES ETF TRUST | 25459Y694 | CMN | 314,100 | $9,156,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| 3D SYSTEMS CORP | 88554D205 | COMMON STOCK | 509,600 | $9,147,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 136,400 | $9,134,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ALBEMARLE CORP | 012653101 | COM | 106,800 | $9,131,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WELLTOWER INC COM | 95040Q104 | REIT | 122,000 | $9,122,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| GOLAR LNG LTD | G9456A100 | SHS | 430,160 | $9,120,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRUBHUB INC | 400110102 | COM | 211,891 | $9,109,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAMESTOP CORP | 36467W109 | CL A | 329,100 | $9,080,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| VISTA OUTDOOR INC | 928377100 | COM | 227,768 | $9,079,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APACHE CORP | 037411105 | COM | 141,973 | $9,068,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 141,896 | $9,064,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 103,608 | $9,034,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 140,500 | $9,022,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| INTERVAL LEISURE GROUP INC | 46113M108 | COM | 525,461 | $9,022,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAP SE SPON ADR | 803054204 | ADR | 98,600 | $9,013,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 11,000,000 | $9,004,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ZENDESK INC | 98936J101 | COM | 293,037 | $9,000,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VENTAS INC COM | 92276F100 | REIT | 127,400 | $8,998,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROOFPOINT INC | 743424103 | COM | 120,004 | $8,982,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Intuitive Surgical,Inc. | 46120E602 | COM | 12,377 | $8,971,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 17,500,000 | $8,961,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| FITBIT INC | 33812L102 | CL A | 603,500 | $8,956,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 132,900 | $8,948,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PNC FINANCIAL SERVICES GROUP | 693475121 | CMN | 380,889 | $8,947,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 133,400 | $8,934,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,291,500 | $8,925,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F302 | COM SER C | 338,970 | $8,918,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOLARCITY CORP | 83416T100 | COM | 455,800 | $8,915,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SYMANTEC CORP | 871503108 | COM | 353,800 | $8,881,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 228,300 | $8,879,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 322,691 | $8,877,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 247,800 | $8,876,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BURLINGTON STORES INC COM | 122017106 | Stock | 109,400 | $8,864,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GARMIN LTD SHS | H2906T109 | Stock | 184,200 | $8,862,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Morgan Stanley | 617446448 | COM | 276,353 | $8,859,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 70,100 | $8,842,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 156,300 | $8,839,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 556,100 | $8,836,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| VALVOLINE INC COM | 92047W101 | Stock | 375,937 | $8,831,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PAYCHEX INC | 704326107 | COM | 152,400 | $8,820,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CYRUSONE INC | 23283R100 | COM | 185,407 | $8,820,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Danaher Corporation | 235851102 | COM | 112,408 | $8,811,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 315,495 | $8,796,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENBRIDGE ENERGY MANAGEMENT L | 29250x103 | SHS UNITS LLI | 345,597 | $8,792,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287770 | U.S. FIN SVC ETF | 100,159 | $8,790,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 8,670,000 | $8,786,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 165,700 | $8,780,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Altria Group Inc | 02209S103 | COM | 138,385 | $8,750,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 183,400 | $8,750,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 9,500,000 | $8,746,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RANDGOLD RES LTD | 752344309 | ADR | 87,300 | $8,737,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 107,900 | $8,722,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BRUKER CORP | 116794108 | COM | 384,928 | $8,718,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 63,400 | $8,716,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LIFE STORAGE INC | 53223X107 | COM | 97,839 | $8,702,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXELON CORP COM | 30161N101 | Stock | 261,300 | $8,699,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 98,200 | $8,697,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WOLVERINE WORLD WIDE INC | 978097103 | COM | 376,248 | $8,665,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERDIGITAL INC COM | 45867G101 | Stock | 109,200 | $8,649,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| INNOVIVA INC | 45781M101 | COM | 780,783 | $8,580,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RR DONNELLEY + SONS CO | 257867101 | COM | 545,537 | $8,576,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARMSTRONG WORLD INDS INC NEW | 04247X102 | COM | 207,500 | $8,574,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| EASTMAN CHEM CO COM | 277432100 | Stock | 126,500 | $8,562,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-16-021758 | this filing | 2016-11-10 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000950123-17-000623 | base | 2017-01-31 | acceptance time not in the bulk data set |