Virtu KCG Holdings LLC

13F filer, CIK 1569391, NEW YORK, NY

Virtu KCG Holdings LLC reported $3,601,969,000 across 2,819 holdings for the quarter ended 2017-06-30, in a 13F-HR filed 2017-08-11. Its ten largest share positions make up 6.71% of the portfolio.

Filed 2017-08-11 (acceptance time not in the bulk data set), ingested 2026-10-07 19:08:39 UTC13F-HR 0000950123-17-007477

Period: 2017-06-30
Reported value: $3.6B
Holdings: 2,819
Top 10 weight: 6.71%
New: 968
Sold out: 1,217

Part of the filer group Virtu Financial LLC

Virtu Financial BD LLC VIRTU FINANCIAL CAPITAL MARKETS +1 other

How groups are built

Largest buys vs the previous quarter

Security	Shares change	Approx. value
BWXnew	+1,021,442	$28.2M
GOOGadded	+15,126	$13.7M
SJBadded	+526,832	$12.4M
HYSadded	+90,177	$9.14M
UNPadded	+76,168	$8.3M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
THE BANK OF NOVA4 5 25F …exited	-150,000	-$15.7M
JPMreduced	-153,237	-$14M
MOreduced	-167,826	-$12.5M
TLTreduced	-90,339	-$11.3M
METAreduced	-57,805	-$8.72M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2017

Share positions as resolved from 13F-HR 0000950123-17-007477, largest first. % of portfolio is the value over $2,243,163,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
CLAYMORE EXCHANGE TRD FD TRCLAYMORE EXCHANGE TRD FD TR	42,368	$1.14M	0.05%	+12,105
UWMPROSHARES TR	9,399	$1.13M	0.05%	+4,200	Timeline
RIORIO TINTO PLC	26,691	$1.13M	0.05%	-34,185	Timeline
MARMARRIOTT INTL INC NEW	11,230	$1.13M	0.05%	-8,071	Timeline
DLTRDOLLAR TREE INC	16,071	$1.12M	0.05%	+12,872	Timeline
JACOBS ENGINEERING GROUP INCJACOBS ENGINEERING GROUP INC	20,645	$1.12M	0.05%	+6,541
FOSLFOSSIL GROUP INC	108,039	$1.12M	0.05%	+87,205	Timeline
SAPSAP SE	10,658	$1.12M	0.05%	+7,230	Timeline
ALGTALLEGIANT TRAVEL CO	8,220	$1.11M	0.05%	new	Timeline
GUGGENHEIM MID-CAP CORE ETFGUGGENHEIM MID-CAP CORE ETF	18,468	$1.11M	0.05%	new
KMTKENNAMETAL INC	29,553	$1.11M	0.05%	+23,024	Timeline
LENDINGCLUB CORPLENDINGCLUB CORP	200,761	$1.11M	0.05%	+53,447
ALERE INCALERE INC	2,810	$1.1M	0.05%	new
POWERSHARES GLOBAL ETF FDPOWERSHARES GLOBAL ETF FD	49,551	$1.1M	0.05%	new
AGRIUM INCAGRIUM INC	12,149	$1.1M	0.05%	+7,522
HLHECLA MINING COMPANY	214,427	$1.09M	0.05%	+124,577	Timeline
TOLTOLL BROTHERS INC	27,641	$1.09M	0.05%	+9,765	Timeline
DGXQUEST DIAGNOSTICS INC	9,784	$1.09M	0.05%	-9,171	Timeline
SMMVISHARES TR	39,407	$1.08M	0.05%	+20,233	Timeline
ENBRIDGE ENERGY PARTNERS L PENBRIDGE ENERGY PARTNERS L P	67,675	$1.08M	0.05%	new
POOLPOOL CORP	9,201	$1.08M	0.05%	+4,763	Timeline
XLVSELECT SECTOR SPDR TR	13,560	$1.07M	0.05%	+4,924	Timeline
WEATHERFORD INTL INC ORD SHSWEATHERFORD INTL INC ORD SHS	277,521	$1.07M	0.05%	+140,726
CMCANADIAN IMPERIAL BANK OF CO	13,219	$1.07M	0.05%	-22,732	Timeline
SUREADVISORSHARES TR	16,166	$1.07M	0.05%	new	Timeline
OPLNOPENLANE INC	25,478	$1.07M	0.05%	+10,059	Timeline
FINISH LINE/THE CL AFINISH LINE/THE CL A	75,355	$1.07M	0.05%	+32,047
TEEKAY CORPORATIONTEEKAY CORPORATION	159,282	$1.06M	0.05%	+114,356
NORTHERN LTS FD TR IVNORTHERN LTS FD TR IV	40,580	$1.06M	0.05%	new
SGYPQSYNERGY PHARMACEUTICALS DEL	237,429	$1.06M	0.05%	new	Timeline
TWLOTWILIO INC	36,226	$1.05M	0.05%	-19,797	Timeline
METAMETA PLATFORMS INC	6,983	$1.05M	0.05%	-57,805	Timeline
BIGGQBIG LOTS INC.	21,750	$1.05M	0.05%	+4,083	Timeline
JKHYHENRY JACK & ASSOC INC	10,089	$1.05M	0.05%	+1,286	Timeline
KLACKLA CORP	11,445	$1.05M	0.05%	new	Timeline
HDHOME DEPOT INC	6,820	$1.05M	0.05%	-15,414	Timeline
SDYSPDR SERIES TRUST	11,771	$1.05M	0.05%	+8,885	Timeline
EDCONSOLIDATED EDISON INC	12,947	$1.05M	0.05%	-21,922	Timeline
BARCLAYS BANK PLCBARCLAYS BANK PLC	41,661	$1.04M	0.05%	+31,868
EWWISHARES INC	19,353	$1.04M	0.05%	-31,466	Timeline
ROCKWELL COLLINS INCROCKWELL COLLINS INC	9,921	$1.04M	0.05%	-4,912
ETFS PRECIOUS METALSBASKET …ETFS PRECIOUS METALSBASKET TR ETF…	16,869	$1.04M	0.05%	new
EDVVANGUARD WORLD FD	8,853	$1.04M	0.05%	+6,283	Timeline
MAXIM INTEGRATED PRODS INCMAXIM INTEGRATED PRODS INC	23,049	$1.03M	0.05%	-31,556
CHKPCHECK POINT SOFTWARE TECH LT	9,469	$1.03M	0.05%	+951	Timeline
NSPINSPERITY INC	14,543	$1.03M	0.05%	new	Timeline
RVNUDBX ETF TR	38,815	$1.03M	0.05%	-5,545	Timeline
DIREXION SHS ETF TRDIREXION SHS ETF TR	60,959	$1.03M	0.05%	+36,380
HONHONEYWELL INTL INC	7,705	$1.03M	0.05%	-15,147	Timeline
TFISPDR SERIES TRUST	21,068	$1.03M	0.05%	new	Timeline
IYMISHARES TR	11,480	$1.03M	0.05%	+550	Timeline
FLOFLOWERS FOODS INC	59,142	$1.02M	0.05%	+25,897	Timeline
POWERSHARES ETF TR II S&P50…POWERSHARES ETF TR II S&P500 H	27,531	$1.02M	0.05%	+9,094
LPXLOUISIANA PAC CORP	42,320	$1.02M	0.05%	new	Timeline
DEAN FOODS CO NEWDEAN FOODS CO NEW	60,009	$1.02M	0.05%	new
FIRST TR EXCHANGE TRADED FDFIRST TR EXCHANGE TRADED FD	29,044	$1.02M	0.05%	-1,572
MHKMOHAWK INDS INC	4,205	$1.02M	0.05%	+3,108	Timeline
PATTERSON COS INCPATTERSON COS INC	21,586	$1.01M	0.05%	+3,057
ENBENBRIDGE INC	25,336	$1.01M	0.04%	-17,421	Timeline
DISCOVERY INCDISCOVERY INC	39,011	$1.01M	0.04%	-6,635
FEMBFIRST TR EXCH TRADED FD III	23,814	$1.01M	0.04%	new	Timeline
VIAVVIAVI SOLUTIONS INC	95,497	$1.01M	0.04%	+20,705	Timeline
RNRRENAISSANCERE HLDGS LTD	7,229	$1M	0.04%	+2,779	Timeline
COMTISHARES U S ETF TR	30,807	$1M	0.04%	new	Timeline
WMTWALMART INC	13,260	$1M	0.04%	-1,453	Timeline
POWERSHARES ETF TRUST DWA T…POWERSHARES ETF TRUST DWA TECH	21,435	$1M	0.04%	+10,326
SHAW COMMUNICATIONS INCSHAW COMMUNICATIONS INC	45,955	$1M	0.04%	new
UNILEVER N VUNILEVER N V	18,061	$998K	0.04%	+5,772
NULGNUSHARES ETF TR	34,966	$997K	0.04%	-9,220	Timeline
BUCKEYE PARTNERS LP (BPL)BUCKEYE PARTNERS LP (BPL)	15,603	$997K	0.04%	new
MACMACERICH CO	17,154	$996K	0.04%	new	Timeline
PDC ENERGY INCPDC ENERGY INC	23,090	$995K	0.04%	+17,387
TATA MTRS LTDTATA MTRS LTD	30,130	$995K	0.04%	new
SPGIS&P GLOBAL INC	6,809	$994K	0.04%	+3,623	Timeline
EOGEOG RES INC	10,935	$990K	0.04%	-17,362	Timeline
FXDFIRST TR EXCHANGE-TRADED FD	26,763	$990K	0.04%	-16,085	Timeline
CSLCARLISLE COS INC	10,366	$989K	0.04%	+8,021	Timeline
NXPINXP SEMICONDUCTORS N V	9,029	$988K	0.04%	+4,562	Timeline
NGGNATIONAL GRID PLC	15,671	$984K	0.04%	new	Timeline
UPSUNITED PARCEL SVCS INC	8,880	$982K	0.04%	-13,684	Timeline
WYWEYERHAEUSER CO	29,249	$980K	0.04%	+16,158	Timeline
JOHN HANCOCK MULTIFACTOR HE…JOHN HANCOCK MULTIFACTOR HEALTHCA…	32,626	$980K	0.04%	+6,452
HSTHOST HOTELS & RESORTS INC	53,609	$979K	0.04%	new	Timeline
MUNIPIMCO ETF TR	18,295	$978K	0.04%	-9,573	Timeline
QDFFLEXSHARES TR	23,629	$971K	0.04%	-922	Timeline
IYWISHARES TR	6,942	$970K	0.04%	new	Timeline
PPHVANECK ETF TRUST	16,401	$969K	0.04%	new	Timeline
ECLECOLAB INC	7,290	$968K	0.04%	-6,877	Timeline
ALVAUTOLIV INC	8,788	$965K	0.04%	+1,687	Timeline
SFMSPROUTS FMRS MKT INC	42,533	$964K	0.04%	new	Timeline
ALBALBEMARLE CORP	9,116	$962K	0.04%	-20,811	Timeline
OSKOSHKOSH CORP	13,933	$960K	0.04%	-321	Timeline
AGFIRST MAJESTIC SILVER CORP	115,355	$959K	0.04%	+98,757	Timeline
FITBIT INCFITBIT INC	180,235	$957K	0.04%	+119,356
EQTEQT CORP	16,279	$954K	0.04%	-7,963	Timeline
EIXEDISON INTL	12,191	$953K	0.04%	+9,233	Timeline
NFLTETFIS SER TR I	37,261	$953K	0.04%	+3,570	Timeline
PGPROCTER & GAMBLE CO	10,921	$952K	0.04%	-10,675	Timeline
BCSBARCLAYS PLC	89,642	$949K	0.04%	-87,868	Timeline
ONEYSPDR SERIES TRUST	13,584	$947K	0.04%	new	Timeline
ISHARES GOLD TRUSTISHARES GOLD TRUST	79,296	$947K	0.04%	+56,608
VIVINT SOLAR INC.VIVINT SOLAR INC.	161,804	$947K	0.04%	+132,751
CMICUMMINS INC	5,825	$945K	0.04%	-42,672	Timeline
PBFPBF ENERGY INC	42,442	$945K	0.04%	+30,770	Timeline
ENERGEN CORPENERGEN CORP	19,129	$944K	0.04%	-211
JA SOLAR HOLDINGS CO LTDJA SOLAR HOLDINGS CO LTD	148,583	$944K	0.04%	new
PROSHARES TRPROSHARES TR	24,988	$944K	0.04%	+11,880
MTBM & T BK CORP	5,822	$943K	0.04%	-10,850	Timeline
TDCTERADATA CORP DEL	31,979	$943K	0.04%	+23,010	Timeline
IUSBISHARES TR	18,441	$940K	0.04%	-31,071	Timeline
OSI ETF TROSI ETF TR	36,751	$936K	0.04%	new
RWOSPDR INDEX SHS FDS	19,590	$934K	0.04%	new	Timeline
CMRECOSTAMARE INC	127,502	$932K	0.04%	+110,168	Timeline
PROSHARES TRPROSHARES TR	28,772	$929K	0.04%	+11,648
DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO	11,501	$928K	0.04%	new
UJBPROSHARES TR	14,357	$927K	0.04%	-1,652	Timeline
POWERSHARES DYN SEMICONDUCTPOWERSHARES DYN SEMICONDUCT	22,214	$927K	0.04%	new
POTASH CORP OF SASKATCHEWANPOTASH CORP OF SASKATCHEWAN	56,813	$926K	0.04%	-39,340
CLAYMORE EXCHANGE TRD FD TRCLAYMORE EXCHANGE TRD FD TR	43,403	$925K	0.04%	new
HEZUISHARES TR	31,388	$920K	0.04%	+2,953	Timeline
GLAXOSMITHKLINE PLC-ADRGLAXOSMITHKLINE PLC-ADR	21,317	$919K	0.04%	-36,326
ILTBISHARES TR	14,470	$919K	0.04%	-14,197	Timeline
AZOAUTOZONE INC	1,609	$918K	0.04%	+1,080	Timeline
JOHN HANCOCK MULTIFACTOR IN…JOHN HANCOCK MULTIFACTOR INDUSTRI…	29,298	$918K	0.04%	new
TRIUMPH GROUP INC NEWTRIUMPH GROUP INC NEW	29,006	$917K	0.04%	+21,208
FDVVFIDELITY COVINGTON TRUST	34,183	$916K	0.04%	+11,822	Timeline
CLAYMORE EXCHANGE TRD FD TRCLAYMORE EXCHANGE TRD FD TR	43,053	$915K	0.04%	-76,085
FDSFACTSET RESH SYS INC	5,483	$911K	0.04%	+696	Timeline
ROPROPER TECHNOLOGIES INC	3,936	$911K	0.04%	-3,357	Timeline
FTGCFIRST TR EXCHANGE TRAD FD VI	46,215	$911K	0.04%	+27,310	Timeline
PROSHARES TRPROSHARES TR	22,492	$910K	0.04%	new
HASHASBRO INC	8,148	$909K	0.04%	-14,593	Timeline
HALOHALOZYME THERAPEUTICS INC	70,942	$909K	0.04%	+43,400	Timeline
BOXBOX INC	49,845	$909K	0.04%	+37,720	Timeline
MURMURPHY OIL CORP	35,415	$908K	0.04%	+16,309	Timeline
SHMSPDR SERIES TRUST	18,716	$908K	0.04%	+12,336	Timeline
FIRST TR EXCHNG TRADED FD VIFIRST TR EXCHNG TRADED FD VI	44,588	$908K	0.04%	new
UNIVAR INCUNIVAR INC	31,047	$907K	0.04%	new
XSDSPDR SERIES TRUST	14,689	$906K	0.04%	+9,857	Timeline
NGDNEW GOLD INC	284,709	$905K	0.04%	+251,963	Timeline
BBDBANCO BRADESCO S A	106,199	$903K	0.04%	-63,393	Timeline
HPEHEWLETT PACKARD ENTERPRISE C	54,371	$902K	0.04%	+32,750	Timeline
SPIRIT RLTY CAP INC NEWSPIRIT RLTY CAP INC NEW	121,664	$902K	0.04%	+47,859
KKELLANOVA	12,972	$901K	0.04%	-6,020	Timeline
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	14,360	$901K	0.04%	-630
ATHENAHEALTH INCATHENAHEALTH INC	6,412	$901K	0.04%	+3,925
FCVTFIRST TR EXCHANGE-TRADED FD	32,517	$900K	0.04%	-14,550	Timeline
GGGGRACO INC	8,225	$899K	0.04%	+4,728	Timeline
EXCHANGE TRADED CONCEPTS TREXCHANGE TRADED CONCEPTS TR	23,283	$898K	0.04%	+17,347
TXNTEXAS INSTRS INC	11,632	$895K	0.04%	+2,230	Timeline
TROWPRICE T ROWE GROUP INC	12,023	$892K	0.04%	-19,096	Timeline
ENSENERSYS	12,261	$888K	0.04%	+7,185	Timeline
Guggenheim ETF Trust 2 Timb…Guggenheim ETF Trust 2 Timber	31,034	$887K	0.04%	-11,913
SWKSSKYWORKS SOLUTIONS INC	9,237	$886K	0.04%	+6,413	Timeline
ELEVATION ETF TRELEVATION ETF TR	29,776	$881K	0.04%	+21,554
KMIKINDER MORGAN INC DEL	45,911	$880K	0.04%	-28,974	Timeline
EMHYISHARES INC	17,504	$878K	0.04%	new	Timeline
BED BATH & BEYOND INCBED BATH & BEYOND INC	28,893	$878K	0.04%	-13,230
SYFSYNCHRONY FINANCIAL	29,400	$877K	0.04%	+13,462	Timeline
ALERIAN MLP ETFALERIAN MLP ETF	73,122	$875K	0.04%	+26,012
COTYCOTY INC	46,549	$873K	0.04%	new	Timeline
MBTMOBILE TELESYSTEMS PJSC	104,202	$873K	0.04%	+4,989	Timeline
NEW YORK COMMUNITY BANCORPNEW YORK COMMUNITY BANCORP	66,252	$870K	0.04%	+19,587
INDEXIQ ETF TR IQ GLBINDEXIQ ETF TR IQ GLB	34,158	$870K	0.04%	+23,102
KAPSTONE PAPER AND PACKAGIN…KAPSTONE PAPER AND PACKAGING C	42,120	$869K	0.04%	+21,805
MASMASCO CORP	22,725	$868K	0.04%	-3,100	Timeline
WESTROCK COWESTROCK CO	15,317	$868K	0.04%	+5,572
PBIPITNEY BOWES INC	57,347	$866K	0.04%	+33,270	Timeline
EEMAISHARES INC	13,327	$864K	0.04%	+3,514	Timeline
GGP INCGGP INC	36,612	$863K	0.04%	new
DST SYS INC DELDST SYS INC DEL	13,991	$863K	0.04%	new
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	141,725	$862K	0.04%	-28,367
PRAXAIR INCPRAXAIR INC	6,492	$861K	0.04%	-7,172
ETRENTERGY CORP NEW	11,182	$858K	0.04%	-13,332	Timeline
NUSCNUSHARES ETF TR	32,751	$855K	0.04%	+22,592	Timeline
FDNFIRST TR EXCHANGE-TRADED FD	9,003	$853K	0.04%	new	Timeline
LECOLINCOLN ELEC HLDGS INC	9,252	$852K	0.04%	+7	Timeline
WENWENDYS CO	54,857	$851K	0.04%	+13,311	Timeline
LAZARD LTD-CLASS ALAZARD LTD-CLASS A	18,359	$851K	0.04%	+13,606
INNOVATOR LUNT LOW VOL/HIGH…INNOVATOR LUNT LOW VOL/HIGH BETA …	27,832	$851K	0.04%	new
MOOVANECK ETF TRUST	15,436	$849K	0.04%	+10,753	Timeline
AVTAVNET INC	21,736	$845K	0.04%	-627	Timeline
SCANA CORP NEWSCANA CORP NEW	12,612	$845K	0.04%	-7,175
SENIOR HSG PPTYS TRSENIOR HSG PPTYS TR	41,310	$844K	0.04%	-11,596
Direxion All Cap Insider Se…Direxion All Cap Insider Senti	21,242	$844K	0.04%	+16,584
WELLWELLTOWER INC	11,260	$843K	0.04%	+8,211	Timeline
SQMSOCIEDAD QUIMICA Y MINERA DE	25,544	$843K	0.04%	+15,917	Timeline
SCCOSOUTHERN COPPER CORP	24,298	$841K	0.04%	+15,563	Timeline
EWCISHARES INC	31,441	$841K	0.04%	-59,185	Timeline
FNDFSCHWAB STRATEGIC TR	29,946	$839K	0.04%	new	Timeline
EXTREXTREME NETWORKS INC	90,858	$838K	0.04%	+53,065	Timeline
STERIS LTDSTERIS LTD	10,288	$838K	0.04%	+4,337
GUNRFLEXSHARES TR	29,290	$837K	0.04%	+8,101	Timeline
SILGLOBAL X FDS	24,504	$832K	0.04%	new	Timeline
CRESCENT PT ENERGY CORPCRESCENT PT ENERGY CORP	108,744	$832K	0.04%	+56,895
SCICLONE PHARMACEUTICALS INCSCICLONE PHARMACEUTICALS INC	75,610	$832K	0.04%	new
TELFYTELEFONICA SA-SPON ADR	79,938	$831K	0.04%	-40,096	Timeline
ADVISORSHARES TRADVISORSHARES TR	23,117	$830K	0.04%	+1,766
NUMGNUSHARES ETF TR	30,500	$829K	0.04%	-14,967	Timeline
RRYDER SYS INC	11,477	$826K	0.04%	+6,453	Timeline
ISHARES IBONDS DEC 2017 TER…ISHARES IBONDS DEC 2017 TERM CORP…	33,158	$824K	0.04%	+3,848
ELDWISDOMTREE TR	21,672	$822K	0.04%	new	Timeline
MOBILEYE NV XXXMAN…MOBILEYE NV XXXMANDATORY…	13,094	$822K	0.04%	+9,425
BKDBROOKDALE SR LIVING INC	55,835	$821K	0.04%	new	Timeline
NORDSTROM INCNORDSTROM INC	17,133	$819K	0.04%	new
PYPLPAYPAL HLDGS INC	15,243	$818K	0.04%	+10,329	Timeline
FLSFLOWSERVE CORP	17,601	$817K	0.04%	-14,397	Timeline
HYHGPROSHARES TR	11,891	$816K	0.04%	+19	Timeline
DUKE REALTY CORPDUKE REALTY CORP	29,144	$815K	0.04%	new
SMBVANECK ETF TRUST	46,609	$814K	0.04%	new	Timeline
STAPLES INCSTAPLES INC	80,829	$814K	0.04%	+4,092
OREALTY INCOME CORP	14,737	$813K	0.04%	new	Timeline
UAAUNDER ARMOUR INC	37,360	$813K	0.04%	+9,858	Timeline
PIER 1 IMPORTS INCPIER 1 IMPORTS INC	156,684	$813K	0.04%	+145,455
CACCCREDIT ACCEP CORP MICH	3,154	$811K	0.04%	new	Timeline
TOKISHARES TR	13,568	$811K	0.04%	+814	Timeline
IGHGPROSHARES TR	10,590	$810K	0.04%	new	Timeline
FDMOFIDELITY COVINGTON TRUST	29,013	$810K	0.04%	-10,912	Timeline
HHYATT HOTELS CORP	14,367	$808K	0.04%	new	Timeline
ENRENERGIZER HLDGS INC	16,804	$807K	0.04%	new	Timeline
MCHIISHARES TR	14,742	$806K	0.04%	+5,906	Timeline
DIREXION SHS ETF TRDIREXION SHS ETF TR	41,533	$806K	0.04%	-1,992
HBANHUNTINGTON BANCSHARES INC	59,557	$805K	0.04%	-84,622	Timeline
M.D.C. HOLDINGS INCM.D.C. HOLDINGS INC	22,722	$803K	0.04%	new
SGISOMNIGROUP INTERNATIONAL INC	15,023	$802K	0.04%	+10,128	Timeline
CZNCCITIZENS & NORTHN CORP	34,434	$801K	0.04%	new	Timeline
CPACOPA HOLDINGS SA	6,827	$799K	0.04%	+292	Timeline
JACKJACK IN THE BOX INC	8,110	$799K	0.04%	+2,178	Timeline
PLAYDAVE & BUSTERS ENTMT INC	12,013	$799K	0.04%	+6,716	Timeline
IHEISHARES TR	5,144	$798K	0.04%	-504	Timeline
EMNEASTMAN CHEM CO	9,488	$797K	0.04%	+5,633	Timeline
OCLARO INCOCLARO INC	85,178	$796K	0.04%	+35,982
FLEETCOR TECHNOLOGIES INCFLEETCOR TECHNOLOGIES INC	5,513	$795K	0.04%	-8,262
AMCXAMC GLOBAL MEDIA INC	14,889	$795K	0.04%	new	Timeline
REYNOLDS AMERICAN INCREYNOLDS AMERICAN INC	12,216	$795K	0.04%	+8,455
CMCCOMMERCIAL METALS CO	40,803	$793K	0.04%	new	Timeline
POWERSHARES ETF TRUST IIPOWERSHARES ETF TRUST II	30,158	$792K	0.04%	+12,939
PROSHARES TR IIPROSHARES TR II	18,962	$791K	0.04%	new
POWERSHARES DYNAMICPOWERSHARES DYNAMIC	9,239	$790K	0.04%	+4,395
ODFLOLD DOMINION FREIGHT LINE IN	8,282	$789K	0.04%	-1,304	Timeline
WISDOMTREE JAPAN HDG QLYWISDOMTREE JAPAN HDG QLY	30,269	$787K	0.04%	+17,748
YUMYUM BRANDS INC	10,637	$785K	0.03%	-68,650	Timeline
SRESEMPRA	6,953	$784K	0.03%	-8,314	Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	18,227	$784K	0.03%	-60,083	Timeline
HUBBHUBBELL INC	6,927	$784K	0.03%	new	Timeline
IJHISHARES TR	4,504	$783K	0.03%	new	Timeline
GPNGLOBAL PMTS INC	8,671	$783K	0.03%	-3,336	Timeline
SPARK THERAPEUTICS INCSPARK THERAPEUTICS INC	13,110	$783K	0.03%	+6,863
OIIOCEANEERING INTL INC	34,242	$782K	0.03%	new	Timeline
JBHTHUNT J B TRANS SVCS INC	8,545	$781K	0.03%	-1,174	Timeline
NURENUSHARES ETF TR	30,127	$781K	0.03%	-14,739	Timeline
EEMSISHARES INC	16,688	$780K	0.03%	+12,321	Timeline
IEMGISHARES INC	15,559	$779K	0.03%	-16,015	Timeline
ADVISORSHARES TRADVISORSHARES TR	7,824	$779K	0.03%	-1,818
IBUYAMPLIFY ETF TR	21,951	$776K	0.03%	new	Timeline
GHCGRAHAM HLDGS CO	1,292	$775K	0.03%	+357	Timeline
INTERCEPT PHARMACEUTICALS ININTERCEPT PHARMACEUTICALS IN	6,399	$775K	0.03%	+4,393
VANECK VECTORS ETF TRVANECK VECTORS ETF TR	55,316	$773K	0.03%	+14,225
CARA THERAPEUTICS INCCARA THERAPEUTICS INC	50,130	$772K	0.03%	+13,512
ALKSALKERMES PLC	13,307	$771K	0.03%	-14,266	Timeline
ARGTGLOBAL X FDS	26,335	$771K	0.03%	new	Timeline
IBNICICI BK LTD	85,887	$770K	0.03%	+74,249	Timeline
AEGON N VAEGON N V	150,665	$770K	0.03%	-13,588
CAVIUM INCCAVIUM INC	12,397	$770K	0.03%	+533
ROWAN COMPANIES PLCROWAN COMPANIES PLC	75,075	$769K	0.03%	+34,422
STRATEGYSTRATEGY	19,237	$769K	0.03%	+3,068
PPGPPG INDS INC	6,988	$768K	0.03%	+337	Timeline
EWZISHARES INC	22,504	$768K	0.03%	new	Timeline
HI-CRUSH PARTNERS LPHI-CRUSH PARTNERS LP	70,763	$768K	0.03%	+22,954
IJJISHARES TR	5,166	$767K	0.03%	-2,831	Timeline
ETFIS SER TR IETFIS SER TR I	33,682	$767K	0.03%	new
AMERICAN CUSTOMER SATISFACT…AMERICAN CUSTOMER SATISFACTION ETF	26,545	$763K	0.03%	+17,237
CPTCAMDEN PPTY TR	8,890	$760K	0.03%	+4,846	Timeline
BAXBAXTER INTL INC	12,556	$760K	0.03%	+7,620	Timeline
RYDEX ETF TRUSTRYDEX ETF TRUST	8,973	$760K	0.03%	+3,431
ORIOLD REP INTL CORP	38,844	$759K	0.03%	-32,662	Timeline
PBPROSPERITY BANCSHARES INC	11,809	$759K	0.03%	+5,384	Timeline
JOHN HANCOCK EXCHANGE TRADEDJOHN HANCOCK EXCHANGE TRADED	24,730	$759K	0.03%	new
HMCHONDA MOTOR CO LTD	27,669	$758K	0.03%	+17,453	Timeline
AGNCAGNC INVT CORP	35,600	$758K	0.03%	new	Timeline
HEALTHCAREHEALTHCARE	24,367	$758K	0.03%	+10,537
AEMAGNICO EAGLE MINES LTD	16,784	$757K	0.03%	-9,107	Timeline
PRINCIPAL EXCHANGE TRADED FDPRINCIPAL EXCHANGE TRADED FD	26,529	$757K	0.03%	-1,495
IYZISHARES TR	23,442	$756K	0.03%	-17,357	Timeline
CONTINENTAL RES INCCONTINENTAL RES INC	23,384	$756K	0.03%	+9,043
AKORN INCAKORN INC	22,550	$756K	0.03%	+9,333
SNASNAP ON INC	4,778	$755K	0.03%	+1,870	Timeline
VVVANGUARD INDEX FDS	6,788	$754K	0.03%	new	Timeline
SINCLAIR BROADCAST GROUP INCSINCLAIR BROADCAST GROUP INC	22,922	$754K	0.03%	-13,136
FMBFIRST TR EXCH TRADED FD III	14,250	$752K	0.03%	new	Timeline
EVREVERCORE INC	10,632	$750K	0.03%	+53	Timeline
ARIAPOLLO COML REAL ESTATE FIN	40,443	$750K	0.03%	new	Timeline
KEMET CORPKEMET CORP	58,513	$749K	0.03%	-48,671
DRIL-QUIP INCDRIL-QUIP INC	15,324	$748K	0.03%	+6,367
IPATH DJ-UBS COCOA SUBINDEXIPATH DJ-UBS COCOA SUBINDEX	32,082	$744K	0.03%	+19,223
AGIOAGIOS PHARMACEUTICALS INC	14,449	$743K	0.03%	new	Timeline
ENERGY TRANSFER PARTNERS LPENERGY TRANSFER PARTNERS LP	36,436	$743K	0.03%	new
LOPEGRAND CANYON ED INC	9,462	$742K	0.03%	+3,110	Timeline
TBPHTHERAVANCE BIOPHARMA INC	18,629	$742K	0.03%	new	Timeline
RESRPC INC	36,601	$740K	0.03%	+17,303	Timeline
GROUPON INCGROUPON INC	192,687	$740K	0.03%	-192,379
FEFIRSTENERGY CORP	25,335	$739K	0.03%	-191	Timeline
NORD ANGLIA EDUCATION INCNORD ANGLIA EDUCATION INC	22,677	$739K	0.03%	new
RYDEX ETF TRUSTRYDEX ETF TRUST	5,883	$734K	0.03%	-3,383
CARE CAP PPTYS INCCARE CAP PPTYS INC	27,413	$732K	0.03%	new
EWAISHARES INC	33,720	$731K	0.03%	-67,052	Timeline
UAUNDER ARMOUR INC	36,108	$728K	0.03%	new	Timeline
ZROZPIMCO ETF TR	6,212	$728K	0.03%	+709	Timeline
BELLICUM PHARMACEUTICALS INCBELLICUM PHARMACEUTICALS INC	62,287	$728K	0.03%	new
EIDOISHARES TR	26,701	$727K	0.03%	+1,551	Timeline
HSICSCHEIN HENRY INC	3,962	$725K	0.03%	-4,040	Timeline
AJGGALLAGHER ARTHUR J & CO	12,646	$724K	0.03%	-29,936	Timeline
MLPMAUI LD & PINEAPPLE INC	35,544	$722K	0.03%	new	Timeline
PINNACLE FOODS INC DELPINNACLE FOODS INC DEL	12,137	$721K	0.03%	+2,808
SCZISHARES TR	12,397	$717K	0.03%	-33,513	Timeline
FCXFREEPORT MCMORAN INC	59,707	$717K	0.03%	+31,001	Timeline
ELLINGTON FINANCIAL LLCELLINGTON FINANCIAL LLC	44,243	$717K	0.03%	+31,768
PBAPEMBINA PIPELINE CORP	21,620	$716K	0.03%	-7,138	Timeline
ADVISORSHARES TRADVISORSHARES TR	22,767	$716K	0.03%	new
STRONGVEST ETF TRSTRONGVEST ETF TR	28,378	$715K	0.03%	new
SPRINT CORPSPRINT CORP	86,820	$713K	0.03%	-47,698
ELKHORN S&P HIGH QUALITY PR…ELKHORN S&P HIGH QUALITY PREFERRE…	29,167	$713K	0.03%	new
IWFISHARES TR	5,978	$712K	0.03%	+3,978	Timeline
WSTWEST PHARMACEUTICAL SVSC INC	7,518	$711K	0.03%	+3,025	Timeline
BROCADE COMMUNICATIONS SYS IBROCADE COMMUNICATIONS SYS I	56,296	$710K	0.03%	+13,832
DCT INDUSTRIAL TRUST INCDCT INDUSTRIAL TRUST INC	13,256	$708K	0.03%	new
TRMBTRIMBLE INC	19,802	$706K	0.03%	+1,199	Timeline
HLFHERBALIFE LTD	9,874	$704K	0.03%	new	Timeline
GRNBVANECK ETF TRUST	26,846	$703K	0.03%	new	Timeline
APHAMPHENOL CORP	9,510	$702K	0.03%	+2,285	Timeline
PCGPG&E CORP	10,576	$702K	0.03%	-24,507	Timeline
GIIIG III APPAREL GROUP LTD	28,145	$702K	0.03%	new	Timeline
HERTZ GLOBAL HLDGS INCHERTZ GLOBAL HLDGS INC	61,071	$702K	0.03%	+45,511
FIRST TR EXCH TRD ALPHA FD IFIRST TR EXCH TRD ALPHA FD I	18,395	$701K	0.03%	+12,249
TRGPTARGA RES CORP	15,481	$700K	0.03%	-13,020	Timeline
AIVLWISDOMTREE TR	8,503	$700K	0.03%	-199	Timeline
BKUBANKUNITED INC	20,769	$700K	0.03%	+7,201	Timeline
BARCLAYS BK PLCBARCLAYS BK PLC	54,871	$700K	0.03%	+1,445
JOHN HANCOCK EXCHANGE TRADEDJOHN HANCOCK EXCHANGE TRADED	21,296	$699K	0.03%	-4,710
IFFINTERNATIONAL FLAVORS&FRAGRA	5,163	$697K	0.03%	-448	Timeline
FLNFIRST TR EXCH TRD ALPHDX FD	36,709	$697K	0.03%	+15,658	Timeline
STERICYCLE INCSTERICYCLE INC	9,124	$696K	0.03%	-6,339
EPREPR PPTYS	9,660	$694K	0.03%	new	Timeline
POWERSHARES S&P SMALLCAPPOWERSHARES S&P SMALLCAP	13,400	$693K	0.03%	new
WTWWILLIS TOWERS WATSON PLC LTD	4,748	$691K	0.03%	new	Timeline
DDWMWISDOMTREE TR	24,285	$691K	0.03%	-7,513	Timeline
CRICARTERS INC	7,756	$690K	0.03%	-23,699	Timeline
DVYISHARES TR	7,462	$688K	0.03%	+4,140	Timeline
CFRCULLEN FROST BANKERS INC	7,326	$688K	0.03%	-1,346	Timeline
MTARCELORMITTAL SA LUXEMBOURG	30,268	$688K	0.03%	new	Timeline
HCP INCHCP INC	21,484	$687K	0.03%	-6,990
WWDWOODWARD INC	10,152	$686K	0.03%	+540	Timeline
FMFFIRST TR EXCHANGE-TRADED FD	14,954	$686K	0.03%	-1,207	Timeline
EFOPROSHARES TR	6,063	$686K	0.03%	+2,559	Timeline
PCARPACCAR INC	10,353	$684K	0.03%	-21,710	Timeline
XCEMCOLUMBIA ETF TR II	25,661	$683K	0.03%	new	Timeline
Guggenheim Exch Trd FdGuggenheim Exch Trd Fd	32,579	$683K	0.03%	-34,525
SABRSABRE CORP	31,346	$682K	0.03%	new	Timeline
BARD C R INCBARD C R INC	2,159	$682K	0.03%	-3,484
LPLLG DISPLAY CO LTD	42,315	$680K	0.03%	new	Timeline
HYHYSTER-YALE INC	9,673	$680K	0.03%	new	Timeline
SHIP FINANCE INTL LTDSHIP FINANCE INTL LTD	49,843	$678K	0.03%	+17,104
BARCLAYS BK PLCBARCLAYS BK PLC	8,739	$678K	0.03%	0
FQF TRFQF TR	33,799	$676K	0.03%	new
MOLECULIN BIOTECH INCMOLECULIN BIOTECH INC	361,351	$676K	0.03%	+127,357
SHAKSHAKE SHACK INC	19,281	$673K	0.03%	-4	Timeline
RSP PERMIAN INCRSP PERMIAN INC	20,864	$673K	0.03%	+15,569
ACLSAXCELIS TECHNOLOGIES INC	32,066	$672K	0.03%	new	Timeline
YRDYIREN DIGITAL LTD	26,838	$671K	0.03%	-12,958	Timeline
CLAYMORE GUGGENHEIMCLAYMORE GUGGENHEIM	33,686	$670K	0.03%	+9,081
VVRINVESCO SR INCOME TR	146,345	$667K	0.03%	new	Timeline
INDEXIQ ETF TR HDG MACTRKINDEXIQ ETF TR HDG MACTRK	25,862	$667K	0.03%	-1,750
Spectra Energy PartnersSpectra Energy Partners	15,516	$666K	0.03%	+9,757
RYDEX ETF TRUST GUGRYDEX ETF TRUST GUG	10,559	$666K	0.03%	+3,048
COFCAPITAL ONE FINL CORP	8,053	$665K	0.03%	-32,337	Timeline
STATOIL ASASTATOIL ASA	40,200	$665K	0.03%	+8,038
KGCKINROSS GOLD CORP	162,632	$662K	0.03%	-103,217	Timeline
SSTKSHUTTERSTOCK INC	15,027	$662K	0.03%	new	Timeline
AWKAMERICAN WTR WKS CO INC NEW	8,478	$661K	0.03%	+4,320	Timeline
INDEXIQ ETF TRINDEXIQ ETF TR	31,700	$659K	0.03%	new
VSHVISHAY INTERTECHNOLOGY INC	39,611	$658K	0.03%	+7,357	Timeline
CLAYMORE EXCHANGE TRD FD TRCLAYMORE EXCHANGE TRD FD TR	25,921	$658K	0.03%	-25,235
TRNTRINITY INDS INC	23,398	$656K	0.03%	-24,823	Timeline
LIFE STORAGE INCLIFE STORAGE INC	8,847	$656K	0.03%	+950
EWSISHARES INC	27,697	$654K	0.03%	+9,610	Timeline
FNDESCHWAB STRATEGIC TR	24,525	$653K	0.03%	-102,429	Timeline
POWERSHS DB MULTI SECT COMMPOWERSHS DB MULTI SECT COMM	56,217	$653K	0.03%	+22,816
CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATION	81,041	$652K	0.03%	+60,289
ALLALLSTATE CORP	7,364	$651K	0.03%	-1,916	Timeline
PROSHARES TRPROSHARES TR	21,607	$651K	0.03%	+242
ALAIR LEASE CORP	17,406	$650K	0.03%	new	Timeline
DELEK US HOLDINGS INCDELEK US HOLDINGS INC	24,569	$650K	0.03%	-8,923
EEMXSPDR INDEX SHS FDS	10,480	$649K	0.03%	new	Timeline
FTCSFIRST TR EXCHANGE-TRADED FD	14,226	$648K	0.03%	+7,280	Timeline
DEUTSCHE BANKDEUTSCHE BANK	23,509	$648K	0.03%	+15,721
PRTAPROTHENA CORP PLC	11,958	$647K	0.03%	new	Timeline
FLOTISHARES TR	12,660	$645K	0.03%	-29,560	Timeline
VEAVANGUARD TAX-MANAGED FDS	15,600	$645K	0.03%	-12,759	Timeline
RIGSALPS ETF TR	25,369	$643K	0.03%	-3,169	Timeline
ARCONIC INCARCONIC INC	18,023	$643K	0.03%	new
FTNTFORTINET INC	17,142	$642K	0.03%	+10,392	Timeline
FRCBFIRST REP BK SAN FRANCISCO CAL	6,409	$642K	0.03%	+580	Timeline
JANUS DETROIT STR TR OBESIT…JANUS DETROIT STR TR OBESITY ETF	23,441	$642K	0.03%	-7,672
NUMVNUSHARES ETF TR	24,638	$640K	0.03%	-14,835	Timeline
UHSUNIVERSAL HLTH SVCS INC	5,231	$639K	0.03%	-13,468	Timeline
CALATLANTIC GROUP INCCALATLANTIC GROUP INC	18,043	$638K	0.03%	new
RYDEX ETF TRUSTRYDEX ETF TRUST	6,524	$638K	0.03%	+940
AMPLIFY ETF TRAMPLIFY ETF TR	42,683	$638K	0.03%	new
FISVFISERV INC	5,204	$637K	0.03%	-7,262	Timeline
RYDEX ETF TRUSTRYDEX ETF TRUST	4,548	$637K	0.03%	-958
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	5,207	$636K	0.03%	-13,494
DIPLOMAT PHARMACY INCDIPLOMAT PHARMACY INC	42,985	$636K	0.03%	new
FNXFIRST TR EXCHANGE-TRADED ALP	10,717	$635K	0.03%	-1,493	Timeline
ADVISORSHARES GARTMAN GOLD/…ADVISORSHARES GARTMAN GOLD/YEN ETF	56,657	$635K	0.03%	new
ELKHORN ETF TRELKHORN ETF TR	25,623	$635K	0.03%	+12,476
SMFGSUMITOMO MITSUI FIN GRP INC	80,598	$634K	0.03%	new	Timeline
EFAXSPDR INDEX SHS FDS	9,264	$634K	0.03%	new	Timeline
SouthState CorpSouthState Corp	7,401	$634K	0.03%	+4,905
PUKPRUDENTIAL PLC	13,731	$632K	0.03%	new	Timeline
WUWESTERN UN CO	33,159	$632K	0.03%	+6,414	Timeline
NVCRNOVOCURE LTD	36,424	$630K	0.03%	new	Timeline
EUOPROSHARES TR II	27,241	$630K	0.03%	-13,803	Timeline
Nashville Area ETFNashville Area ETF	21,758	$630K	0.03%	+2,372
FIREEYE INCFIREEYE INC	41,354	$629K	0.03%	-29,223
RITCHIE BROS AUCTIONEERSRITCHIE BROS AUCTIONEERS	21,878	$629K	0.03%	new
TKRTIMKEN CO	13,576	$628K	0.03%	+3,946	Timeline
BBPETFIS SER TR I	15,864	$627K	0.03%	+10,112	Timeline
SPTLSPDR SERIES TRUST	8,687	$626K	0.03%	-9,915	Timeline
WERNWERNER ENTERPRISES INC	21,326	$626K	0.03%	-3,274	Timeline
FQF TRFQF TR	27,845	$626K	0.03%	+4,419
BVNCOMPANIA DE MINAS BUENAVENTU	54,377	$625K	0.03%	+35,021	Timeline
RWRSPDR SERIES TRUST	6,720	$625K	0.03%	-9,903	Timeline
SPEMSPDR INDEX SHS FDS	9,369	$624K	0.03%	new	Timeline
NTAPNETAPP INC	15,581	$624K	0.03%	-41,043	Timeline
SPGSIMON PPTY GROUP INC NEW	3,849	$623K	0.03%	+1,975	Timeline
CHRWC H ROBINSON WORLDWIDE IN	9,056	$622K	0.03%	-21,203	Timeline
XYLXYLEM INC	11,200	$621K	0.03%	new	Timeline
FXNFIRST TR EXCHANGE-TRADED FD	46,692	$621K	0.03%	-71,480	Timeline
BYLDISHARES TR	24,758	$621K	0.03%	+6,138	Timeline
ECNSISHARES TR	13,666	$618K	0.03%	-2,741	Timeline
INVESCO FINANCIAL PREFERRED…INVESCO FINANCIAL PREFERRED ETF	32,324	$617K	0.03%	new
WESTERN REFNG LOGISTICS LPWESTERN REFNG LOGISTICS LP	24,053	$617K	0.03%	new
UBSUBS GROUP AG	36,249	$616K	0.03%	+5,251	Timeline
FNBF N B CORP	43,416	$615K	0.03%	+7,139	Timeline
XACTLY CORPXACTLY CORP	39,282	$615K	0.03%	new
FIRST DATA CORP NEW COM CL AFIRST DATA CORP NEW COM CL A	33,690	$613K	0.03%	-3,347
ALDER BIOPHARMACEUTICALS INCALDER BIOPHARMACEUTICALS INC	53,453	$612K	0.03%	new
NVONOVO-NORDISK A S	14,239	$611K	0.03%	-6,996	Timeline
ILFISHARES TR	20,187	$611K	0.03%	+7,946	Timeline
SPHSUBURBAN PROPANE PARTNERS L	25,662	$610K	0.03%	new	Timeline
POWERSHARES ETF TR IIPOWERSHARES ETF TR II	11,356	$609K	0.03%	-16,652
LNTALLIANT ENERGY CORP	15,126	$608K	0.03%	-3,812	Timeline
PRGOPERRIGO CO PLC	8,053	$608K	0.03%	-11,726	Timeline
NTCTNETSCOUT SYS INC	17,680	$608K	0.03%	+3,526	Timeline
SANDERSON FARMSSANDERSON FARMS	5,258	$608K	0.03%	+740
SSYSSTRATASYS LTD	26,077	$608K	0.03%	new	Timeline
AKBAAKEBIA THREAPEUTICS INC	42,223	$607K	0.03%	new	Timeline
GLOBAL X FDSGLOBAL X FDS	35,613	$607K	0.03%	+4,500
PKGPACKAGING CORP AMER	5,439	$606K	0.03%	-419	Timeline
MOSMOSAIC CO	26,549	$606K	0.03%	-5,938	Timeline
FRONTIER COMMUNICATIONS CORPFRONTIER COMMUNICATIONS CORP	522,211	$606K	0.03%	-694,450
SCHWCHARLES SCHWAB CORP (THE)	14,032	$603K	0.03%	-11,374	Timeline
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	27,224	$603K	0.03%	new
CHRSCOHERUS ONCOLOGY INC	41,947	$602K	0.03%	new	Timeline
DBEZDBX ETF TR	20,596	$601K	0.03%	new	Timeline
CAHCARDINAL HEALTH INC	7,683	$599K	0.03%	-417	Timeline
IGSBISHARES TR	5,681	$598K	0.03%	new	Timeline
YCSPROSHARES TR II	8,078	$598K	0.03%	new	Timeline
ALXALEXANDERS INC	1,417	$597K	0.03%	new	Timeline
RLRALPH LAUREN CORP	8,091	$597K	0.03%	-26,623	Timeline
Cardconnect CorpCardconnect Corp	39,672	$597K	0.03%	new
CLAYMORE EXCHANGE TRD FD TRCLAYMORE EXCHANGE TRD FD TR	13,966	$596K	0.03%	+3,109
SPMBSPDR SERIES TRUST	22,649	$595K	0.03%	new	Timeline
SCHULMAN (A.) INCSCHULMAN (A.) INC	18,600	$595K	0.03%	+10,824
USIGISHARES TR	5,323	$594K	0.03%	new	Timeline
KNIGHT TRANSN INCKNIGHT TRANSN INC	16,043	$594K	0.03%	-15,216
WTVWISDOMTREE TR	8,165	$593K	0.03%	+1,290	Timeline
INTREXON CORPINTREXON CORP	24,633	$593K	0.03%	new
WISDOMTREE TRWISDOMTREE TR	19,608	$592K	0.03%	new
UTESETFIS SER TR I	17,985	$591K	0.03%	+9,366	Timeline
TDTFFLEXSHARES TR	23,680	$591K	0.03%	+727	Timeline
PROTALIX BIOTHERAPEUTICS INCPROTALIX BIOTHERAPEUTICS INC	705,907	$591K	0.03%	new
FINISAR CORPFINISAR CORP	22,706	$590K	0.03%	new
GUGGENHEIM INTERNATIONAL MULGUGGENHEIM INTERNATIONAL MUL	35,698	$590K	0.03%	+508
BRBROADRIDGE FINL SOLUTIONS IN	7,801	$589K	0.03%	new	Timeline
MEARISHARES U S ETF TR	11,789	$589K	0.03%	-3,971	Timeline
LNWOLIGHT & WONDER INC	22,580	$589K	0.03%	+2,776	Timeline
GWWWW GRAINGER INC	3,259	$588K	0.03%	+454	Timeline
SLVPISHARES INC	52,808	$587K	0.03%	new	Timeline
PRUDENTIAL SHT DURATION HG YPRUDENTIAL SHT DURATION HG Y	38,361	$586K	0.03%	new
NORTHERN LTS FD TR IVNORTHERN LTS FD TR IV	24,260	$585K	0.03%	+4,721
VDEVANGUARD WORLD FD	6,604	$584K	0.03%	new	Timeline
VEGAADVISORSHARES TR	19,992	$583K	0.03%	-7,949	Timeline
TERRAFORM GLOBAL INCTERRAFORM GLOBAL INC	115,440	$583K	0.03%	-393,604
MGCVANGUARD WORLD FD	7,026	$582K	0.03%	new	Timeline
LPTHLIGHTPATH TECHNOLOGIES INC	215,689	$582K	0.03%	+184,960	Timeline
EXTENDED STAY AMER INCEXTENDED STAY AMER INC	30,037	$582K	0.03%	new
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	3,642	$581K	0.03%	-14,316
FXZFIRST TR EXCHANGE-TRADED FD	15,036	$581K	0.03%	+5,642	Timeline
POWERSHARES ETF TRUSTPOWERSHARES ETF TRUST	18,343	$578K	0.03%	-5,783

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

Security	Type	Amount	Value	Change
STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T CALL	call	1,893,600	$458M	+531,900
STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T PUT	put	1,450,200	$351M	+59,200
POWERSHARES QQQ NASDAQ 100POWERSHARES QQQ NASDAQ 100 COM	call	1,593,500	$219M	+864,500
POWERSHARES QQQ NASDAQ 100POWERSHARES QQQ NASDAQ 100 COM	put	1,101,200	$152M	+482,600
ISHARES TRISHARES TR PUT	put	583,900	$82.3M	-150,200
ISHARES TRISHARES TR CALL	call	568,200	$80.1M	-62,200
BANK OF AMER CORPBANK OF AMER CORP PUT	put	230,000	$5.58M	-271,000
BANK OF AMER CORPBANK OF AMER CORP CALL	call	180,800	$4.39M	-331,600
BARCLAYS BK PLC CALLBARCLAYS BK PLC CALL IPATH S&P500 VIX	call	312,700	$3.99M	-19,200
BARCLAYS BK PLCBARCLAYS BK PLC PUT	put	212,200	$2.71M	-79,100
APPLE INCAPPLE INC PUT	put	2,500	$360K	-120,300

Sold out in Q2 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

The largest 100 of 1,217. All 1,217

Security	Shares before	Value before	Type
THE BANK OF NOVA4 5 25F …THE BANK OF NOVA4 5 25F …	150,000	$15.7M	shares
STATE STR SPDR DOW JONES INDSTATE STR SPDR DOW JONES IND	67,400	$13.9M	put
APPLE INCAPPLE INC	85,400	$12.3M	call
STATE STR SPDR DOW JONES INDSTATE STR SPDR DOW JONES IND	43,100	$8.89M	call
MYLAN NVMYLAN NV	203,621	$7.94M	shares
TIPISHARES TR	64,134	$7.35M	shares
TESLA INCTESLA INC	19,300	$5.37M	call
CMECME GROUP INC	44,932	$5.34M	shares
BRK-BBERKSHIRE HATHAWAY INC DEL	30,273	$5.05M	shares
CSXCSX CORP	106,291	$4.95M	shares
CCLCARNIVAL CORP	80,791	$4.76M	shares
BIDUBAIDU INC	27,259	$4.7M	shares
ARCELORMITTAL FUNSPONSORED …ARCELORMITTAL FUNSPONSORED ADR 1 …	454,925	$3.8M	shares
Powershs Db Multi SectorPowershs Db Multi Sector	126,656	$3.58M	shares
NSCNORFOLK SOUTHN CORP	31,781	$3.56M	shares
NFLXNETFLIX INC.	23,540	$3.48M	shares
J P MORGAN EXCHANGETRADED F…J P MORGAN EXCHANGETRADED F DIV R…	65,566	$3.45M	shares
BWZSPDR SERIES TRUST	110,703	$3.36M	shares
HESS CORPHESS CORP	68,912	$3.32M	shares
SJNKSPDR SERIES TRUST	113,838	$3.18M	shares
IXUSISHARES TR	57,519	$3.15M	shares
AMAZON COM INCAMAZON COM INC	3,500	$3.1M	put
BLVVANGUARD BD INDEX FDS	34,052	$3.07M	shares
IXIAIXIA	142,631	$2.8M	shares
COMPUTER SCIENCES CORPCOMPUTER SCIENCES CORP	40,440	$2.79M	shares
META PLATFORMS INCMETA PLATFORMS INC	19,500	$2.77M	put
AIR METHODS CORPAIR METHODS CORP	63,393	$2.73M	shares
NUENUCOR CORP	45,277	$2.7M	shares
REALITY SHS ETF TR DIVS ETFREALITY SHS ETF TR DIVS ETF	101,276	$2.64M	shares
VNQVANGUARD INDEX FDS	31,372	$2.59M	shares
OSI ETF TROSI ETF TR	100,200	$2.54M	shares
TESLA INCTESLA INC	9,100	$2.53M	put
URIUNITED RENTALS INC	19,761	$2.47M	shares
CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP	179,442	$2.47M	shares
NEENEXTERA ENERGY INC	19,087	$2.45M	shares
IQDFFLEXSHARES TR	100,799	$2.45M	shares
FLTBFIDELITY MERRIMACK STR TR	48,587	$2.44M	shares
SIRIUS XM HOLDINGS INCSIRIUS XM HOLDINGS INC	471,936	$2.43M	shares
YAHOO INCYAHOO INC	51,881	$2.41M	shares
LDURPIMCO ETF TR	23,766	$2.4M	shares
NTRSNORTHERN TR CORP	27,200	$2.35M	shares
BB & T CORPBB & T CORP	52,487	$2.35M	shares
CRBNISHARES TR	22,019	$2.3M	shares
ENVISION HEALTHCARE CORPENVISION HEALTHCARE CORP	36,812	$2.26M	shares
AFEMFIRST TR EXCH TRADED FD III	37,549	$2.25M	shares
ITWILLINOIS TOOL WKS INC	16,494	$2.19M	shares
TTWOTAKE-TWO INTERACTIVE SOFTWAR	36,192	$2.15M	shares
CATCATERPILLAR INC	22,738	$2.11M	shares
ITGARTNER INC	19,413	$2.1M	shares
UNHUNITEDHEALTH GROUP INC	12,662	$2.08M	shares
INGRINGREDION INC	16,888	$2.03M	shares
CWCURTISS WRIGHT CORP	22,240	$2.03M	shares
MFCMANULIFE FINL CORP	113,634	$2.01M	shares
PLCECHILDRENS PL INC NEW	16,619	$2M	shares
MEAD JOHNSON NUTRITION COMEAD JOHNSON NUTRITION CO	22,280	$1.99M	shares
HIGHARTFORD INSURANCE GROUP INC	41,217	$1.98M	shares
SNAPSNAP INC	87,576	$1.97M	shares
LKQLKQ CORP	67,370	$1.97M	shares
SILVER WHEATON CORPSILVER WHEATON CORP	94,228	$1.96M	shares
NFRAFLEXSHARES TR	42,372	$1.94M	shares
BBBLACKBERRY LTD	247,890	$1.92M	shares
CLIFFS NATURAL RESOURCESCLIFFS NATURAL RESOURCES	233,810	$1.92M	shares
MDYVSPDR SERIES TRUST	19,635	$1.89M	shares
SONSONOCO PRODS CO	35,264	$1.87M	shares
BWABORGWARNER INC	43,469	$1.82M	shares
EWXSPDR INDEX SHS FDS	40,005	$1.81M	shares
TAPMOLSON COORS BEVERAGE CO	18,946	$1.81M	shares
IYTISHARES TR	10,944	$1.79M	shares
TEVATEVA PHARMACEUTICAL INDS LTD	55,676	$1.79M	shares
TIME WARNER INCTIME WARNER INC	18,065	$1.76M	shares
CA INC COMCA INC COM	54,391	$1.73M	shares
PVHPVH CORPORATION	16,658	$1.72M	shares
VNOVORNADO RLTY TR	17,126	$1.72M	shares
RXIISHARES TR	17,605	$1.7M	shares
SHYISHARES TR	19,840	$1.68M	shares
DDR CORPDDR CORP	132,960	$1.67M	shares
EXAR CORPEXAR CORP	127,223	$1.66M	shares
IEIISHARES TR	13,444	$1.65M	shares
BNYBANK OF NY MELLON CORP	34,891	$1.65M	shares
POWERSHARES ETF TR IIPOWERSHARES ETF TR II	56,136	$1.65M	shares
DEODIAGEO PLC	14,230	$1.65M	shares
PAYXPAYCHEX INC	27,745	$1.63M	shares
FBNDFIDELITY MERRIMACK STR TR	32,661	$1.63M	shares
XRAYDENTSPLY SIRONA INC	26,048	$1.63M	shares
KRESPDR SERIES TRUST	29,639	$1.62M	shares
STTSTATE STR CORP	19,997	$1.59M	shares
AKAMAKAMAI TECHNOLOGIES INC	26,069	$1.56M	shares
THGHANOVER INS GROUP INC	17,250	$1.55M	shares
POWERSHARES ETF TR IIPOWERSHARES ETF TR II	57,169	$1.55M	shares
NIMBLE STORAGE INCNIMBLE STORAGE INC	122,852	$1.54M	shares
EXREXTRA SPACE STORAGE INC	20,433	$1.52M	shares
IOOISHARES TR	18,491	$1.51M	shares
DTREFIRST TR EXCHANGE-TRADED FD	34,691	$1.51M	shares
INTEGRATED DEVICE TECHNOLOG…INTEGRATED DEVICE TECHNOLOGY INC	63,213	$1.5M	shares
PAREXEL INTL CORPPAREXEL INTL CORP	23,579	$1.49M	shares
EPIWISDOMTREE TR	61,583	$1.49M	shares
ALLEGHANY CORP DELALLEGHANY CORP DEL	2,387	$1.47M	shares
MCOMOODYS CORP	13,014	$1.46M	shares
SDGISHARES TR	28,291	$1.46M	shares
HPHELMERICH & PAYNE INC	21,853	$1.46M	shares

How Q2 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0000950123-17-007477	base		2017-08-11	acceptance time not in the bulk data set	2026-10-07 19:08:39 UTC