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Total Holdings – Equity, Fixed Income, and Asset Allocation Funds

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Wells Fargo Alternative Strategies Fund

Holdings as of 2/29/2016
Portfolio holdings are subject to change and may have changed since the date specified.

This information should not be construed as a recommendation, offer or solicitation for the purchase or sale of any security or financial instrument. Securities lending collateral positions are not included.

Consult a fund's Annual or Semi-Annual Reports for complete information on derivative transactions and holdings.

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$63,825,620.14
AQR Managed Futures Strategy Fund Class I00203H859AQMIX$22,865,672.70
Lockheed Martin Corporation539830109LMT$4,787,732.73
Treasury Bill 03/16912796HG7N/A$4,299,591.50
Facebook, Incorporated30303M102FB$3,922,467.12
Allergan PLC Common Stock Usd.0033G0177J108AGN$3,746,480.54
The Home Depot, Incorporated437076102HD$2,448,763.48
Costco Wholesale Corporation22160K105COST$2,356,071.12
Constellation Brands, Incorporated21036P108STZ$2,346,040.84
Alphabet Incorporated?Cl A Common Stock02079K305GOOGL$2,344,592.18
Sherwin-Williams Company824348106SHW$2,315,480.00
Pioneer Natural Resources Company723787107PXD$2,162,790.32
AutoZone, Incorporated053332102AZO$2,016,980.28
LyondellBasell Industries N.V.N53745100LYB$1,996,426.90
Verizon Communications Incorporated92343V104VZ$1,978,419.27
Becton, Dickinson and Company075887109BDX$1,960,200.30
Microsoft Corporation594918104MSFT$1,952,977.92
Honeywell International Incorporated438516106HON$1,946,629.45
Noble Energy, Incorporated655044105NBL$1,859,503.00
Halliburton Company406216101HAL$1,854,550.56
Time Warner Incorporated887317303TWX$1,835,924.60
Autonation Incorporated05329W102AN$1,684,561.63
Comcast Corporation20030N101CMCSA$1,680,116.19
Zimmer Holdings Incorporated98956P102ZBH$1,667,649.06
Alphabet Incorporated?Cl C Common Stock02079K107GOOG$1,666,972.53
W.R. Grace & Company38388F108GRA$1,645,773.08
FedEx Corporation31428X106FDX$1,640,780.56
Magna International Incorporated559222401MGA$1,591,451.40
Lindt + Spruengli Chf100 (regd)596230904LISN$1,580,746.12
Medtronic plc Common StockG5960L103MDT$1,476,910.76
Sonic Corporation835451105SONC$1,465,357.41
Western Digital Corporation958102105WDC$1,396,834.17
NIKE, Incorporated?Cl B654106103NKE$1,362,001.26
DISH Network Corporation25470M109DISH$1,290,702.18
Bank of America Corporation060505104BAC$1,250,497.60
Coca-Cola Enterprises, Incorporated191216100KO$1,239,685.59
McDonald's Corporation580135101MCD$1,188,892.55
NextEra Energy, Incorporated65339F101NEE$1,163,061.38
The Walt Disney Company254687106DIS$1,153,595.04
General Electric Company369604103GE$1,153,244.64
Harrahs Oper Incorporated Fixed413627BL3N/A$1,145,305.00
Moody's Corporation615369105MCO$1,139,836.80
McKesson Corporation58155Q103MCK$1,128,245.00
Bristol-Myers Squibb Company110122108BMY$1,102,106.28
Sempra Energy816851109SRE$1,097,704.74
Dominos Pizza Incorporated25754A201DPZ$1,087,202.88
Union Pacific Company907818108UNP$1,077,700.76
Idexx Laboratories Inc45168D104IDXX$1,029,214.88
WAYFAIR INC CLASS A COMMON STOCK USD.00194419L101W$986,057.91
Brown-forman Corporation Cl B115637209N/A$980,170.38
Tencent Holdings Limited Common StockBMMV2K903N/A$967,847.36
EMC Corporation268648102EMC$943,110.09
Advance Auto Parts, Incorporated00751Y106AAP$934,578.24
Valero Energy Corporation91913Y100VLO$933,282.72
Dollar Tree, Incorporated256746108DLTR$883,632.75
SEI Investments Company784117103SEIC$879,856.67
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$852,143.25
Thermo Fisher Scientific Incorporated883556102TMO$843,352.32
JC Decaux SA Npv713666907DEC$839,354.46
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$826,088.12
Martin Marietta Materials Incorporated573284106MLM$776,708.52
HP INC COMMON STOCK USD.0140434L105HPQ$768,749.97
HCA Holdings, Incorporated40412C101HCA$767,469.69
TransDigm Group Incorporated893641100TDG$759,063.32
MasterCard Incorporated57636Q104MA$754,987.12
JM Smucker Company832696405SJM$742,712.54
CF Industries Holdings, Incorporated125269100CF$712,100.26
ALLERGAN PLC PREFERRED STOCK 03/18 5.5G0177J116AGN$705,165.40
Exxon Mobil Corporation30231G102XOM$692,976.90
Amazon.com, Incorporated023135106AMZN$691,755.04
Buffalo Wild Wings Incorporated119848109BWLD$691,238.05
Johnson & Johnson478160104JNJ$666,400.14
Cognizant Technology Solutions Corporation192446102CTSH$661,822.70
Edison International Common281020107EIX$658,357.44
Gilead Sciences, Incorporated375558103GILD$639,804.25
AT&T Incorporated00206R102T$621,351.20
MGM Grand Incorporated552953101MGM$617,250.51
Molson Coors Brewing Company60871R209TAP$611,300.63
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$572,489.66
Universal Health Services Incorporated913903100UHS$562,224.78
Anadarko Petroleum Corporation032511107APC$560,255.85
Raytheon Company755111507RTN$556,086.50
Cigna Corporation125509109CI$553,414.04
PepsiCo, Incorporated713448108PEP$552,193.90
Carnival Corporation143658300CCL$544,202.12
Western Alliance Bancorp957638109WAL$540,666.24
TREASURY BILL 06/16 0.00000912796GS2N/A$529,464.70
CAESARS ENTERTAINMENT OP SR SECURED 02/20 9127693AH2N/A$524,400.00
Baxalta Inc07177M103BXLT$519,750.36
AMBAC ASSURANCE CORP SUBORDINATED 144A 06/20 5.1023138AA8N/A$517,848.97
Bank of The Ozarks063904106OZRK$500,736.72
Heineken Nv Eur1.60779255900HEIA$464,023.64
Signature Bank82669G104SBNY$460,938.90
Realogy Holdings Corp Common Stock Usd.0175605Y106RLGY$456,627.51
Old Dominion679580100ODFL$454,115.04
Public Storage Inc.74460D109PSA$453,323.33
Affiliated Managers Group, Incorporated008252108AMG$426,055.68
Citrix Sytems, Incorporated177376100CTXS$418,883.85
WL ROSS HOLDING CORP COMMON STOCK92939D104WLRH$400,000.00
GCP APPLIED TECHNOLOGIES COMMON STOCK USD.0136164Y101GCP$398,978.19
Starbucks Corporation855244109SBUX$394,139.91
Wr Berkley Corporation084423102WRB$394,129.50
NEW ALBERTSONS INC SR UNSECURED 02/28 6.5701310QCW3N/A$393,762.50
Baidu, Incorporated, ADR056752108BIDU$390,368.42
Pfizer Incorporated717081103PFE$388,884.69
Intercontinental Exchange, Inc.45866F104ICE$372,712.98
PUERTO RICO PUBLIC BLDGS AUTH PRCFAC 07/30 FIXED 5.6745235Q20N/A$371,364.50
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$369,030.60
DYNCORP INTERNTL INC COMPANY GUAR 07/17 10.37526817CAB7N/A$348,168.75
Invesco LimitedG491BT108IVZ$348,101.32
SUNRISE COMMUNICATIONS GROUP COMMON STOCKBVSS67909SRCG$336,403.01
SOLARCITY CORP SR UNSECURED 11/19 1.62583416TAC4N/A$323,437.50
Schlumberger Limited806857108SLB$318,078.20
Apple Incorporated037833100AAPL$302,349.63
Eads(euro Aero Def Eur1401225909AIR$288,737.39
Phillips 66718546104PSX$283,978.03
AstraZeneca PLC098952906AZN$282,918.81
Time Warner Cable Incorporated?Cl A88732J207TWC$282,854.52
Cie De St Gobain Eur4738048909SGO$279,511.86
T-mobile U.S. Incorporated872590104TMUS$262,705.10
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$253,317.51
Liberty Global plcG5480U120LBTYK$252,223.44
Symantec Corporation871503108SYMC$249,813.47
PTC Incorporated69370C100PTC$244,930.84
Ono Pharmaceutical Jpy50666010004N/A$233,856.30
Albertson's Incorporated013104AL8N/A$218,662.50
ALLY FINANCIAL INC COMMON STOCK USD.102005N100ALLY$216,884.46
GUITAR CENTER INC SR SECURED 144A 04/19 6.5402040AH2N/A$213,750.00
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$212,976.38
O'Reilly Automotive, Incorporated67103H107ORLY$212,941.76
Berry Plastics Group, Incorporated08579W103BERY$207,325.80
Ipsen Eur1B0R7JF902IPN$206,519.67
CELLNEX TELECOM SAU COMMON STOCK EUR.25BX90C0905CLNX$195,977.89
British Sky Broadcast Ord Gbp0.50014119903SKY$194,349.37
Holcim Chf2(regd)711075903LHN$189,879.47
BNP Paribas Eur2730968906BNP$186,688.10
Computer Sciences Corporation205363104CSC$186,343.08
Intuit Incorporated461202103INTU$184,968.96
Axalta Coating Systems LimitedG0750C108AXTA$183,952.56
Rheinmetall AG Npv533458907RHM$182,887.46
JPMorgan Chase & Company46625H100JPM$178,696.20
American International Group Incorporated026874784AIG$177,356.60
Royal Caribbean Cruises LimitedV7780T103RCL$173,877.06
Rackspace Hosting750086100RAX$172,928.96
GREENCORE GROUP PLC COMMON STOCK GBP.01038641908GNC$172,368.09
IHEARTCOMMUNICATIONS INC SR SECURED 03/21 11.25184502BN1N/A$169,687.50
MYLAN NV COMMON STOCK EUR.01N59465109MYL$164,415.36
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/18 6.75458204AN4N/A$162,675.00
BP p.l.c.079805909N/A$161,368.72
Merck & Company, Incorporated58933Y105MRK$158,010.87
Ruckus Wireless Incorporated Common Stock781220108RKUS$156,535.28
HSBC BANK PLC WTS CALL EXP 20NOV17BSM99Y902N/A$150,188.16
RADIO ONE INC SR SECURED 144A 04/22 7.37575040PAS7N/A$150,025.00
Nippon Telegraph and Telephone Corporation664137007N/A$148,215.60
Service Corp International817565104SCI$145,729.92
CSRA INC COMMON STOCK USD.00112650T104CSRA$145,475.70
CommVault Systems, Incorporated204166102CVLT$144,409.38
Total S.A.B15C55900FP$143,739.20
The PNC Financial Services Group, Incorporated693475105PNC$140,584.99
OM ASSET MANAGEMENT PLC COMMON STOCK USD.001G67506108OMAM$140,106.00
HUDBAY MINERALS INC COMPANY GUAR 10/20 9.5443628AB8N/A$139,738.20
Astrazeneca PLC046353108AZN$139,164.18
HSBC Holdings PLC054052907HSBA$138,442.76
American Tower Corporation03027X100AMT$134,151.00
Buzzi Unicem SpA Eur0.60578220907BZU$133,506.10
Avis Budget Group053774105CAR$131,661.40
Colgate-Palmolive Company194162103CL$126,422.64
Deutsche Lufthansa Ord Npv (regd)(vink)528748908LHA$123,781.86
Reckitt Benckiser Group plcB24CGK904RB$122,697.87
Radware, Ltd.M81873107RDWR$121,603.15
Las Vegas Sands Corporation517834107LVS$121,520.76
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$118,723.00
BOARDRIDERS SA COMPANY GUAR REGS 12/17 8.875983FRLII5N/A$116,943.92
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$116,877.36
NEW ALBERTSONS INC SR UNSECURED 07/27 7.1101310QCH6N/A$116,600.00
Post Holdings Incorporated737446104POST$113,428.18
Citigroup Incorporated172967424C$113,092.35
Wolters Kluwer Eur0.12567151907WKL$113,071.05
CoStar Group, Incorporated22160N109CSGP$111,724.86
Office Depot, Incorporated676220106ODP$111,257.08
Eisai CO Jpy50630720001N/A$109,652.55
Criteria Caixacorp Eur1B283W9907CABK$107,392.10
Liberty International Ord Gbp0.50068343904INTU$101,964.03
New Oriental Education & Technology Group Incorporated647581107EDU$101,390.41
Accenture plcG1151C101ACN$101,162.34
KENNEDY WILSON EUROPE REA COMMON STOCKBJT325908KWE$98,532.96
Anheuser-Busch InBev475531901ABI$98,003.97
IRISH RESIDENTIAL PROPERTIES REIT EUR.1BJ34P5909IRES$97,967.29
Sands China LimitedB5B23W909N/A$97,625.81
Ses Fdr Each Rep 1 A NpvB00ZQQ907SESG$97,097.45
Crh Ord Iep0.32(dublin Listing)418224002CRH$96,471.69
BRAAS MONIER BUILDING GROUP COMMON STOCK EUR.01BNB4VH908BMSA$95,331.99
Eni S.p.A714505906ENI$94,959.63
Vitamin Shoppe Incorporated92849E101VSI$93,585.28
Albertson's Incorporated013104AF1N/A$93,437.50
Balfour Beatty Ord Gbp0.50009616004BBY$93,386.34
HIBERNIA REIT PLC REIT EUR.1BGHQ19909HBRN$93,268.22
CAIRN HOMES PLC COMMON STOCK EUR.001BWY4ZF903CRN$92,889.32
C+c Group Ord Eur0.01B011Y0909GCC$92,450.84
Wienerberger AG Npv569937907WIE$89,965.97
United Parcel Service, Incorporated911312106UPS$89,598.40
Ageas Common Stock NpvB86S2N903AGS$88,992.77
Tnt Nv Eur0.48548155902PNL$88,989.77
Julius Baer Group Ltd Common StockB4R2R5908BAER$88,896.39
Royal Dutch Shell plcB03MM4906RDSB$88,188.40
NEW RESIDENTIAL INVESTMENT REIT USD.0164828T201NRZ$85,658.65
CERVED INFORMATION SOLUTIONS COMMON STOCKACI08ND93CERV$84,491.33
Canadian Natl Ry CO Com136375961CNR$83,363.64
Reliance Steel & Aluminum Company759509102RS$82,688.62
The Priceline Group Incorporated741503403PCLN$82,238.65
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$82,175.16
LIBERTY GLOBAL PLC LILAC A TRACKING STKG5480U138LILA$81,378.15
Ote (hellenic Tlcm) Eur2.39(cr)505160903HTO$81,181.31
Alibaba Group Holding Sp Adr Adr Usd.00002501609W102BABA$80,026.03
Fastenal Company311900104FAST$79,982.14
Regeneron Pharmaceuticals, Incorporated75886F107REGN$79,876.16
ING Groep Nv Cva Eur0.24715418901INGA$79,789.49
Roche Holding Limited AG711038901ROG$79,488.71
Diageo PLC023740905DGE$79,362.73
The TJX Companies, Incorporated872540109TJX$79,064.70
Chubb Ltd Common StockH1467J104CB$78,791.46
Unilever N.V.904784709UN$78,530.23
United Technologies Corporation913017109UTX$77,779.10
Praxair, Incorporated74005P104PX$77,665.77
Hologic, Incorporated436440101HOLX$77,294.16
Vinci Eur2.50 (post Subdivision)B1XH02900DG$77,290.77
AMUNDI SA COMMON STOCKBYZR01906AMUN$76,663.00
H Lundbeck A S Dkk5708525902LUN$75,458.30
Chipotle Mexican Grill, Incorporated169656105CMG$75,355.68
Crh PLC - London Exchange018270009CRH$75,213.76
Panera Bread Company69840W108PNRA$74,799.20
AVANGRID INC COMMON STOCK USD.0105351W103AGR$74,476.80
Nestle SA712387901NESN$73,847.08
Cabot Oil And Gas Corporation127097103COG$73,011.51
Workday Incorporated Common Stock98138H101WDAY$72,781.80
UnitedHealth Group Incorporated91324P102UNH$72,770.10
GRIVALIA PROPERTIES REIC REIT EUR2.13B1296H903GRIV$72,601.91
Cobham Ord Gbp0.025B07KD3908N/A$72,598.21
Oracle Corporation68389X105ORCL$72,125.58
Fortune Brands Home & Security, Incorporated34964C106FBHS$71,211.96
Adobe Systems Incorporated00724F101ADBE$70,929.95
MetLife, Incorporated59156R108MET$70,614.60
Neiman Marcus Group Ltd Company Guar 144A570254AA0N/A$70,490.00
NEW ALBERTSONS INC SR UNSECURED 04/28 6.5201310QCZ6N/A$70,000.00
Gdf Suez Eur1B0C2CQ902ENGI$69,210.39
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$68,619.17
PUERTO RICO SALES TAX FING COR PRCGEN 08/36 FIXED 6.0574529JAC9N/A$68,039.40
Get SA Eur0.40 (post Cons)B292JQ905GET$67,728.95
Chongqing Changchun Automobile B Cny1615947900N/A$67,435.93
Crocs Inc.227046109CROX$66,601.37
COLONY STARWOOD HOMES SR UNSECURED 07/19 385571WAB5N/A$66,456.25
Japan Airlines Company, LimitedB8BRV4909N/A$65,694.88
Nintendo CO Npv663955003N/A$65,367.86
Soc Generale Eur1.25596651901GLE$65,325.05
Fortress Investment Group LLC Class A34958B106FIG$65,003.75
Dsv Dkk1 (post Subdivision)B1WT5G909DSV$64,815.28
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$64,809.74
SOPRA STERIA GROUP COMMON STOCK EUR1.0563361906SOP$64,743.66
Sanwa Holdings Corp Npv677678005N/A$64,707.92
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$64,536.02
Storebrand Asa A Nok5485283006STB$64,347.62
Shionogi + CO Npv680468006N/A$64,231.51
Vertex Pharmaceuticals Incorporated92532F100VRTX$64,202.99
Experian PLC Ord Usd0.10B19NLV907EXPN$62,976.58
Opap (org of Footb) Eur0.30 (cr)710725904OPAP$62,559.48
Cisco Systems, Incorporated17275R102CSCO$62,491.66
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$61,976.42
Utd Internet AG Npv(regd)435413901UTDI$61,941.44
Rexel Promesses Eur5B1VP0K904RXL$61,873.35
Akzo Nobel N.V.545831901AKZA$61,651.55
Glp J Reit ReitB8RBZV903N/A$60,726.11
Imperial Oil Ltd Com New453038960IMO$60,651.15
Standard Chartered Ord Usd0.50040828907STAN$60,295.66
Brit Amer Tobacco Ord Gbp0.25028758902BATS$60,171.07
Legrand SA Eur4B11ZRK906LR$60,001.41
Schneider Electric Eur8483410007SU$59,545.86
Automatic Data Processing, Incorporated053015103ADP$59,452.38
UBER TECH INC P/P PREFERRED STOCKACI0BTPK8N/A$59,307.00
National Grid Ord Gbp0.11395B08SNH908NG$59,099.38
PUERTO RICO CMWLTH PRC 07/37 FIXED OID 5.12574514LB63N/A$58,799.30
MSCI Incorporated55354G100MSCI$58,249.52
COMPASS GROUP PLC COMMON STOCK GBP.10625BLNN3L909CPG$57,804.34
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.0180283M101SC$57,738.25
Cardinal Health, Incorporated14149Y108CAH$57,516.80
Tesaro Incorporated881569107TSRO$57,453.20
Waste Connections, Incorporated941053100WCN$57,414.77
T+d Holdings Incorporated Npv674429907N/A$57,257.00
Telefonica SA Eur 1573252905TEF$57,174.67
EQUINIX INC REIT USD.00129444U700EQIX$57,093.72
Qinetiq Group Ord Gbp0.01 (wi)B0WMWD903QQ$56,924.55
Verint Systems Inccommon S92343X100VRNT$56,919.06
The Estee Lauder Companies Incorporated?Class A518439104EL$56,167.95
Urban Outfitters Incorporated917047102URBN$55,999.86
Motorola Solutions, Incorporated620076307MSI$55,999.38
PUERTO RICO SALES TAX FING COR PRCGEN 08/37 FIXED OID 6.0574529JAD7N/A$55,651.50
Mobistar Npv554197905MOBB$54,485.23
Mitsui Sumitomo Gr NpvB2Q4CS905N/A$54,139.68
Biogen Idec Incorporated09062X103BIIB$53,959.36
Adecco SA Chf1(regd)711072900ADEN$53,573.72
Banca Popol Emilia Romagna Common Stock Eur3.0411609902BPE$53,414.19
Toyota Industries Jpy50690054002N/A$53,109.50
Coty Incorporated Cl A Common Stock Usd.01222070203COTY$53,086.72
HORNBACH HOLDING AG + CO KGA COMMON STOCKACI0H9VW3HBH$52,996.36
Suez Environnement Eur4B3B8D0900SEV$52,996.31
Tui AG Npv (regd)566629903N/A$52,509.22
Efg International AG Chf0.50 (regd)B0LF18905EFGN$52,410.43
LEG IMMOBILIEN AG COMMON STOCKB9G6L8900LEG$52,391.08
Yum! Brands Incorporation988498AD3N/A$52,200.00
IHEARTCOMMUNICATIONS INC SR SECURED 03/23 10.62545174HAC1N/A$52,140.00
Beiersdorf AG Npv510740905BEI$52,004.31
Unicredit SpA Common Stock NpvACI01A0K7UCG$51,577.12
Metro AG ORD NPV504141904MEO$51,390.68
Tokio Marine Holding Incorporated Npv651312902N/A$51,247.12
XURA INC COMMON STOCK USD.0198420V107MESG$51,116.52
Silicon Motion Technology Corporation82706C108SIMO$50,871.90
Edwards Lifesciences Corp28176E108EW$50,721.00
Santen Pharm CO Jpy50677660003N/A$50,468.77
MarketAxess Holdings Incorporated57060D108MKTX$50,345.50
VF Corporation918204108VFC$50,330.03
Thales Eur3416279008HO$50,261.87
Sony Financial Hol NpvB249SN902N/A$50,049.25
Renault (regie Nationale) Eur3.81471279901RNO$49,786.56
PUERTO RICO CMWLTH PRC 07/33 FIXED OID 574514LPT8N/A$49,522.40
Daito Trust Const Jpy50625050000N/A$49,028.93
CDW CORP/DE COMMON STOCK USD.0112514G108CDW$48,960.46
ConAgra Foods Incorporated205887102CAG$48,789.60
Almirall SA Eur0.12B1YY66907ALM$48,762.22
Applied Materials Incorporated038222105AMAT$48,514.77
Telecom Italia Eur.55763439908TIT$48,228.26
Aercap Holdings NvN00985106AER$48,128.31
Leopalace21 Jpy50659842009N/A$47,983.48
Fairfax Finl Hldgs Ltd Sub Vtg303901953FFH$47,580.27
Caesars Entertainment Corp127686103CZR$47,469.04
Barrick Gold Corporation067901108ABX$47,142.66
Genesee & Wyoming Incorporated371559105GWR$47,077.60
Bekaert SA New Npv582743902BEKB$46,797.56
SPOTLESS GROUP HOLDINGS LTD COMMON STOCKBMJJMM908SPO$46,676.50
AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01023139884AMBC$46,374.99
Hays Ord Gbp0.01041610007HAS$46,083.04
Relo Holdings Incorporated Common Stock617390901N/A$45,843.68
Meiji Holdings CO NpvB60DQV902N/A$45,488.29
Osaka Securities Exchange CO Common Stock674388905N/A$44,888.68
Philips Elec(kon) Eur0.20598662906PHIA$44,686.02
Bank of Nova Scotia064149107BNS$44,680.00
Eaton Corporation plcG29183103ETN$44,630.77
Ichiyoshi Secs CO Jpy50645649005N/A$44,554.57
McGraw Hill Financial, Incorporated580645109MHFI$44,241.82
The Procter & Gamble Company742718109PG$44,079.21
APX GROUP INC SR SECURED 12/19 6.37500213MAB0N/A$43,875.00
PUERTO RICO SALES TAX FING COR PRCGEN 08/40 FIXED 5.2574529JNX9N/A$43,579.90
JPMORGAN CHASE + CO JPMORGAN CHASE + CO CW1846634E114N/A$43,435.04
Ugi Corporation902681105UGI$43,132.32
Kikkoman Corp Jpy50649080009N/A$43,105.47
Metropole Tv (m6) Eur0.4599390903MMT$43,089.63
DEUTSCHE WOHNEN AG BR COMMON STOCKB0YZ0Z908DWNI$42,793.20
Intuitive Surgical Inccomm46120E602ISRG$42,792.56
Guangdong Invest Ord Hkd0.50691316004N/A$42,773.85
Kinden Corporation Jpy50649292000N/A$42,521.57
YANTAI CHANGYU PIONEER B COMMON STOCK CNY1.604364901N/A$42,472.53
Vicat Eur4576320907VCT$42,212.31
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001G0551A103ARRS$41,807.50
Raymond James Financial Incorporated754730109RJF$41,779.52
Isuzu Motors Limited646710004N/A$41,519.18
Fuji Heavy Inds Npv635640006N/A$40,896.02
ICICI Bank Limited45104G104IBN$40,869.36
Principal Financial Group Inc74251V102PFG$40,834.80
Yandex Nv A Common Stock Eur.01N97284108YNDX$40,672.16
ORIFLAME HOLDING AG COMMON STOCK CHF1.5BYL6RK906ORI$40,592.48
Torchmark Corporation891027104TMK$40,361.36
Hellenic Exchanges SA Holding Eur1.75(cr)410827901EXAE$40,243.92
PUERTO RICO SALES TAX FING COR PRCGEN 08/38 FIXED OID 6.0574529JBF1N/A$40,183.00
Banco Popular Espanol Common Stock Eur.5BBHXPN908POP$40,181.29
DexCom, Incorporated252131107DXCM$40,011.90
Sumitomo Mitsui Group656302908N/A$39,845.44
SAGA PLC COMMON STOCK GBP.01BLT1Y0903SAGA$39,840.34
Sulzer AG Chf0.01(regd)485471007SUN$39,763.79
Diamondback Energy, Incorporated25278X109FANG$39,543.75
Finmeccanica SpA Eur 4.40B0DJNG904FNC$39,424.94
Japan Tobacco Incorporated647453901N/A$39,367.25
RESCAP LIQUIDATING TRUST UNIT760841205RESCU$39,310.80
Illumina Inc452327109ILMN$39,212.64
CDK GLOBAL INC COMMON STOCK USD.0112508E101CDK$39,054.30
NTT Docomo Npv612927905N/A$38,988.45
Sysmex Corp Jpy50688380906N/A$38,920.09
Suedzucker AG Npv578446908SZU$38,789.24
Sberbank Cls Common StockB56C9L901SBER$37,698.31
Anglo American PLC Usd0.54945B1XZS8907AAL$37,576.19
Gategroup Holding AG Common Stock Chf5.0B4JPM5901GATE$37,541.38
Sundrug CO Ltd Jpy50681789905N/A$37,405.54
COFACE SA COMMON STOCK EUR5.0BNFWV7904COFA$37,099.15
KDDI Corporation624899902N/A$37,044.57
NATIONAL STORAGE REIT REIT NPVBGP647905NSR$36,946.09
Salzgitter AG Ord Npv546535907SZG$36,617.43
Home Retail Group Ord Gbp0B19NKB902HOME$36,468.62
Incyte Corp.45337C102INCY$36,382.50
CSX Corporation126408103CSX$36,161.72
Canadian Natural Resources Limited136385101CNQ$35,962.64
Hong Kong Electric Hkd1643532005N/A$35,894.89
Itochu Corp Npv646780007N/A$35,839.15
Alten Npv560891905ATE$35,771.06
Nippon Tv Network Npv664406006N/A$35,559.75
Namco Bandai Hldgs NpvB0JDQD905N/A$35,473.45
Jumbo SA Eur1.4724353909BELA$35,332.14
IRISH CONTINENTAL GROUP PLC UNIT EUR.065BLP585906N/A$35,278.99
ENVISION HEALTHCARE HOLDINGS COMMON STOCK USD.0129413U103EVHC$34,854.15
Synaptics Incorporated87157D109SYNA$34,839.09
Celanese Corp-Series A150870103CE$34,695.50
RECRUIT HOLDINGS CO LTD COMMON STOCKBQRRZ0906N/A$34,603.73
Mitsubishi Hvy Ind Npv659706006N/A$34,511.53
France Telecom517617908ORA$34,381.05
Nippon Kanzai CO Jpy50663954006N/A$34,081.21
S I G Ord 0.10080254907SHI$33,867.63
Wpg Holdings Twd10B0P6L8909N/A$33,774.87
Lg Household + Healt Krw5000634445902N/A$33,694.48
EUROBANK ERGASIAS SA COMMON STOCK EUR.3ACI0J8B70EUROB$33,455.64
Sumitomo Osaka Cem Jpy50685854002N/A$33,281.47
Beijing Enterprises Holdings Limited608169900N/A$33,219.41
Yamada Denki CO Jpy50698502002N/A$33,083.27
PLATFORM SPECIALTY PRODUCTS COMMON STOCK USD.0172766Q105PAH$33,074.85
ServiceNow, Incorporated81762P102NOW$32,994.00
Ucb Npv559699905UCB$32,782.36
Asahi Breweries Npv605440007N/A$32,472.75
Lowe's Companies, Incorporated548661107LOW$32,211.81
E.ON AG494290901EOAN$32,129.36
Fom Const Y Contra Eur1578711905FCC$32,037.87
ATLAS COPCO AB A SHS COMMON STOCK SEK.64BXC8BS904ATCOA$31,887.98
Takuma CO Ltd Common Stock687076000N/A$31,716.55
Unum Group91529Y106UNM$31,639.77
Shimano Incorporated Jpy50680482007N/A$31,588.76
KROTON EDUCACIONAL SA COMMON STOCK283694909N/A$31,527.20
Obic Jpy50613674902N/A$31,502.14
Samsonite International S.A.B4Q153900N/A$31,440.61
Ralph Lauren Corp Common Stock Usd.01751212101RL$31,221.44
Helmerich & Payne Incorporated423452101HP$30,192.90
PERFORMANCE SPORTS GROUP LTD COMMON STOCK71377G100PSG$30,042.80
MANDARIN ORIENTAL INTL LTD COMMON STOCK USD.05656071909MAND$30,005.88
MARKIT LTD COMMON STOCK USD.01G58249106MRKT$29,934.32
D/s Norden Dkk1 (post Subd)B1WP65900DNORD$29,818.43
Statoilhydro Asa Nok2.50713360907STL$29,711.33
Sumitomo Real Est Jpy50611944901N/A$29,205.19
Kuehne + Nagel AG Chf1(regd)(post Subd)B142S6906KNIN$29,053.62
Chevron Corporation166764100CVX$29,037.12
Kose Corp Npv619446909N/A$28,973.00
Banco Macro SA05961W105BMA$28,896.00
Asahi Intecc CO Ltd Common StockB019MQ908N/A$28,579.73
Wyndham Worldwide Corporation98310W108WYN$28,334.76
Japan Petroleum Ex Npv671169902N/A$28,305.48
Generac Holdings Incorporated368736104GNRC$28,278.36
Cabot Corporation127055101CBT$28,187.49
Yamato Kogyo CO Npv698544004N/A$28,179.37
Agfa Gevaert Nv Ord Npv568905905AGFB$28,046.02
Host Marriott Corp.44107P104HST$28,001.99
Wynn Macau Ltd Common StockB4JSTL903N/A$27,953.94
GLOBAL BRANDS GROUP HOLDING COMMON STOCK HKD.0125BNN6B8902N/A$27,655.92
Ts Tech CO Ltd NpvB1P1JR909N/A$27,548.87
Whole Foods Market, Incorporated966837106WFM$27,521.49
Jgc Corp Jpy50647346006N/A$27,381.88
China Resources Gas Group Lt Common Stock Hkd.1653551903N/A$27,372.85
Softbank Corporation Npv677062903N/A$27,371.41
Sandvik Ab Npv (post Split)B1VQ25903SAND$27,178.12
BRUNELLO CUCINELLI SPA COMMON STOCKACI01VLQ5BC$27,021.85
Shimamura CO Jpy50680403003N/A$26,882.85
Nippo Corporation Npv664078003N/A$26,708.34
HDFC Bank Limited40415F101HDB$26,621.28
Amano Corporation Jpy50602730004N/A$26,552.56
Nsd Co.ltd Npv663960003N/A$26,509.10
Exelon Corporation30161N101EXC$26,451.60
Wal-Mart Stores Incorporated931142103WMT$26,270.64
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$26,209.97
ALPHA BANK AE COMMON STOCK EUR.3BZ1MXR908ALPHA$25,941.36
Samsung Electronics Company, Limited677172009N/A$25,739.56
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01174610105CFG$25,614.36
TECHNOPRO HOLDINGS INC COMMON STOCKBSM8SQ900N/A$25,564.21
Tv Asahi Corp Npv628741902N/A$25,528.86
Ushio Incorporated Npv691898001N/A$25,501.22
Chugai Pharm CO Npv619640006N/A$25,444.60
Ajinomoto CO Incorporated Npv601090004N/A$25,068.26
Nitori CO Jpy50664480902N/A$24,577.83
SUNEDISON INC PREFERRED STOCK 6.7586732Y208SUNE$24,338.25
Hosiden Corp Jpy50643981004N/A$24,272.63
Nissin Kogyo Jpy50607147907N/A$24,154.15
Nhn Corp Krw500656039906N/A$24,119.65
Panahome Corp Jpy50662572007N/A$23,852.75
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$23,720.85
AEON Delight CO Ltd Jpy50647621903N/A$23,701.81
Owens Corning Incorporated690742101OC$23,477.24
West Japan Railway Npv695799908N/A$23,342.52
Tokyo Seimitsu CO Npv689430007N/A$23,028.84
JAPAN POST BANK CO LTD COMMON STOCKBYT816903N/A$22,818.96
CAESARS ENTERTAINMENT OP SR SECURED 02/20 9127693AE9N/A$22,800.00
H.i.s. CO Jpy50640043907N/A$22,595.29
Delta Lloyd Nv Common StockB574ZG900DL$22,346.08
Alimentation Couche Tard Incorporated Sub Vtg Sh01626P957N/A$22,216.57
NEW ALBERTSONS INC SR UNSECURED 05/30 8.7013104AH7N/A$22,187.50
Rwe AG (neu) Npv476896907RWE$22,187.31
Rent-A-Center Incorporated76009N100RCII$22,155.95
Hitachi High Tech Jpy50664280005N/A$22,050.02
Genting Singapore PLC Usd0.10636679003GENS$22,046.99
M&T Bank Corporation55261F104MTB$21,945.70
Dena CO Ltd NpvB05L36902N/A$21,748.04
HAZAMA ANDO CORP COMMON STOCK668799901N/A$21,728.62
SUNEDISON INC SR UNSECURED 144A 06/25 3.37586732YAK5N/A$21,612.50
Canon Incorporated617232004N/A$21,561.18
NEW ALBERTSONS INC SR UNSECURED 06/26 7.75013104AC8N/A$21,500.00
Kuroda Electric Npv650458904N/A$21,483.91
Toshiba Machine CO Jpy50689726008N/A$21,166.62
COLUMBIA PROPERTY TRUST INC REIT USD.01198287203CXP$20,938.91
Taiheiyo Cement Jpy50666020003N/A$20,932.41
TOPIX EXCHANGE TRADED FUND NOMURA ETF TOPIX637808908N/A$20,922.04
WELLNET CORP COMMON STOCKB045FZ901N/A$20,846.14
NOMAD FOODS LTD COMMON STOCKBLG2VT905NHL$20,824.66
Anima Holding SPA Common StockACI0854F8ANIM$20,758.97
Tachi S CO Jpy50686949009N/A$20,689.18
SUNEDISON INC SR UNSECURED 04/22 2.37586732YAH2N/A$20,468.75
Huaneng Renewables Corporation H Common Stock Cny1.ACI00D9L1N/A$20,386.15
KYOKUTO SECURITIES COMMON STOCKB06MW5909N/A$20,370.76
Ihi Corp Jpy50646698001N/A$20,297.81
Tokyo Ohka Kogyo Npv689489003N/A$20,182.49
Hamburger Hafen Npv (regd)B28SK0904HHFA$20,139.21
Vina Concha Y Toro Npv293222907N/A$20,106.12
Lam Research Corporation512807108LRCX$20,084.20
United Arrows Ltd Jpy50616659900N/A$19,899.83
GLOBALWAFERS CO LTD COMMON STOCK TWD10.0BS7JP3907N/A$19,713.94
Nucor Corporation670346105NUE$19,709.34
Hino Motors Npv642830004N/A$19,430.22
Nomura Research Incorporated Npv639092907N/A$19,316.18
Tokai Rika CO Npv689402006N/A$19,301.53
PAL CO LTD COMMON STOCK642189906N/A$19,207.12
DEVOTEAM SA COMMON STOCK EUR.15580510907DVT$19,095.69
AEGEAN AIRLINES COMMON STOCK EUR.65B1ZBHG902AEGN$18,964.93
Caesars Entertainment Op Sr Secured12768RAD9N/A$18,875.00
Daiichi Kosho CO Npv625313903N/A$18,821.05
Marathon Oil Corporation565849106MRO$18,718.80
Norwegian Cruise Line HoldinG66721104NCLH$18,718.53
Denyo CO Ltd Common Stock626377006N/A$18,672.53
Daicel Chem Inds Jpy50625054002N/A$18,565.68
SUNEDISON INC SR UNSECURED 144A 06/23 2.62586732YAJ8N/A$18,525.00
Quebecor Incorporated Cl B748193919N/A$18,332.59
Sankyo CO Npv677543001N/A$18,174.50
Southwestern Energy Company845467109SWN$17,946.90
Bangkok Bank Public CO Nvdr Receipt Thb10.636836900N/A$17,820.77
RIVERBED TECHNOLOGY INC COMPANY GUAR 144A 03/23 8.87574339KAA0N/A$17,800.00
San In Godo Bank Npv677285009N/A$17,641.77
Paramount Bed Holdings CO Lt Common StockB5W8JJ905N/A$17,540.71
Franco-nevada Mining Corp.351858105FNV$17,281.10
Funai Electric CO Jpy50614155901N/A$17,263.42
Obayashi Corp Jpy50665640009N/A$17,258.20
SOSEI GROUP CORP COMMON STOCKB01QMC901N/A$17,145.05
EOG Resources, Incorporated26875P101EOG$17,026.62
GENWORTH MORTGAGE INSURANCE COMMON STOCKACI08GHD5GMA$16,783.82
Ain Pharmaciez Incorporated Common Stock624912903N/A$16,578.88
Largan Precision CO Twd10645166901N/A$15,877.46
Clear Channel18451C109CCO$15,656.57
Ariake Japan CO Jpy50(otc)604963900N/A$15,569.62
NEW ALBERTSONS INC SR UNSECURED 06/28 6.62501310QDB8N/A$15,400.00
Bk of Ireland Ord Stk Eur0.64307073908BKIR$15,364.56
Marks + Spencer Gp Ord Gbp0.25312748908MKS$15,360.84
Newfield Exploration Company651290108NFX$15,194.34
Signet Jewelers LtdG81276100SIG$14,742.40
Peugeot SA Eur1710352907UG$14,553.47
Namura Shipbuildng Jpy50662106004N/A$14,471.64
Morinaga + CO Jpy50660260001N/A$14,178.91
Lion Corp Jpy50651880007N/A$13,675.78
Luk Fook Holdings Intl Ltd Common Stock Hkd.1653615906N/A$13,570.92
Hess Corporation42809H107HES$13,341.60
Nichicon Corp Npv663854008N/A$13,237.70
Sumisho Comp Sys Jpy50685847006N/A$13,202.58
Kontron AG Npv741676902KBC$12,946.18
DIP CORP COMMON STOCK671407906N/A$12,889.67
HILONG HOLDING LTD COMMON STOCK HKD.1B621F9907N/A$12,840.93
Energen Corporation29265N108EGN$12,710.40
Miura CO Jpy50659777007N/A$12,694.37
Gulliver International Jpy50613637909N/A$12,669.90
Sapporo Holdings Npv677690000N/A$12,505.63
CAESARS ACQUISITION CO CL A COMMON STOCK USD.00112768T103CACQ$12,489.66
Sotetsu Holdigs Incorporated Jpy50676720006N/A$12,450.60
AIZAWA SECURITIES CO LTD COMMON STOCKB0X6W8908N/A$12,215.98
Hitachi Trnspt Sys Jpy50642923007N/A$12,179.51
NEIMAN MARCUS GROUP LTD COMPANY GUAR 144A 10/21 8.75570254AB8N/A$12,050.00
Airasia Bhd Myr0.1B03J9L900AIRA$11,672.80
Harrahs Operating CO Incorporated Fixed 10413627BM1N/A$11,550.00
NEW ALBERTSONS INC SR UNSECURED 07/27 7.1501310QCK9N/A$11,512.50
WL ROSS HOLDING CORP WL ROSS HOLDING CORP CW1992939D112WLRHW$11,239.04
Yamazaki Baking CO Jpy50698550001N/A$10,868.85
Cdon Group Common StockB58DQJ903QLRO$10,794.75
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD.00133830X104FPRX$10,585.25
Brookdale Senior Living Inc.112463104BKD$10,504.47
Yaoko CO Jpy50698589900N/A$10,369.89
Constellium Nv Class A Common Stock Eur.02N22035104CSTM$10,152.90
TREASURY BILL 06/16 0.00000912796HX0N/A$9,990.85
Ellaktor SA Eur01.03(regd)420535908N/A$9,941.42
Novavax Incorporated670002104NVAX$9,905.92
Nissin Electric Jpy50664166006N/A$9,845.85
PUERTO RICO SALES TAX FING COR PRCGEN 08/39 FIXED 6.0574529JBH7N/A$9,272.85
Concho Resources Incorporated20605P101CXO$9,024.00
DOLPHIN CAPITAL INVESTORS COMMON STOCK EUR.01B06GJ3902DCI$8,919.12
Vera Bradley, Incorporated92335C106VRA$8,830.53
Cobalt International Energy Common Stock19075F106CIE$8,799.28
Solarcity Corporation83416T100SCTY$7,648.45
BELC CO LTD COMMON STOCK609891908N/A$7,540.14
Cocokara Fine Incorporated Common StockB2Q4CF903N/A$7,412.40
SUNEDISON INC SR UNSECURED 10/18 286732YAC3N/A$6,543.75
Point Incorporated Jpy50630001907N/A$6,534.58
ZUMTOBEL GROUP AG COMMON STOCKB13WZ2902ZAG$6,438.97
Chinacache Internat Spon ADR ADR16950M107CCIH$6,354.60
SUNEDISON INC SR UNSECURED 144A 01/20 0.2586732YAE9N/A$6,275.00
PUERTO RICO CMWLTH PRC 07/31 FIXED OID 5.12574514LBM8N/A$6,202.10
PUERTO RICO CMWLTH PRC 07/34 FIXED 574514LPX9N/A$6,189.40
PUERTO RICO CMWLTH PRC 07/41 FIXED OID 574514LB89N/A$6,188.50
PUERTO RICO SALES TAX FING COR PRCGEN 08/38 FIXED 674529JES0N/A$6,182.40
HUADIAN FUXIN ENERGY CORP H COMMON STOCK CNY1.B8L1BL909N/A$5,078.71
Chiyoda CO Jpy50619180003N/A$4,969.62
LONMIN PLC COMMON STOCK USD.0001BYSRJ6903LMI$4,859.85
RAGING RIVER EXPLORATION INC COMMON STOCK750649956RRX$3,477.46
CAESARS ENTERTAINMENT OP SECURED 12/18 10413627BD1N/A$3,277.93
PUERTO RICO CMWLTH PRC 07/41 FIXED OID 5.7574514LYW1N/A$3,118.75
PUERTO RICO CMWLTH PRC 07/32 FIXED 5.2574514LQE0N/A$3,103.70
Federal National Mortgage Association313586752FNMA$2,677.50
Trican Well Service Ltd Com895945954TCW$2,585.29
QEP Resources Incorporated74733V100QEP$2,541.64
Freddie Mac, Ser. Z,313400624FMCC$2,212.00
FANNIE MAE PREFERRED STOCK VAR313586786FNMA$1,391.91
FREDDIE MAC PREFERRED STOCK 5.9313400681FMCC$1,212.78
FCC RIGHTBYZYH7900N/A$1,127.65
FREDDIE MAC PREFERRED STOCK 5.57313400673FMCC$720.30
Sunedison Incorporated Common Stock Usd.0186732Y109SUNE$643.50
BANCO POPULAR ESPANOL SA RIGHTBD6R49903N/A$384.73
CAD CASH AT BROKERS979ECB901N/A($0.02)
GBP CASH AT BROKERSLOAN979ECA002N/A($0.11)
EUR CASH AT BROKER979ECC909N/A($2.02)
Aes Corporation Fixed 8.000130HBN4N/A($10,975.00)
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR81369Y803XLK($139,134.12)
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR81369Y209XLV($201,645.20)
Enterprise Products Partners, LP293792107EPD($215,518.14)
HSBC Holdings PLC404280406HSBC($258,385.41)
Shire plc ADR82481R106SHPG($312,220.00)
Kbw Regional Banking Etf78464A698KRE($379,036.56)
Wisdomtree India Earnings Fund97717W422EPI($392,139.28)
MATERIALS SELECT SECTOR SPDR F MATERIALS SELECT SECTOR SPDR81369Y100XLB($420,215.40)
INDUSTRIAL SELECT SECTOR SPDR INDUSTRIAL SELECT SECT SPDR81369Y704XLI($422,797.44)
ISHARES JP MORGAN USD EMERGING ISHARES JP MORGAN USD EMERGI464288281EMB($438,217.78)
CONSUMER STAPLES SELECT SECTOR CONSUMER STAPLES SPDR81369Y308XLP($514,750.28)
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI($571,073.00)
EQUINIX INC REIT USD.00129444U700EQIX($610,113.21)
iShares Nasdaq Biotech Indx464287556IBB($890,331.36)
CONSUMER DISCRETIONARY SELECT CONSUMER DISCRETIONARY SELT81369Y407XLY($1,410,340.24)
Infosys Technologies Limited ADR456788108INFY($1,632,397.82)
SPDR Trust78462F103SPY($15,515,769.60)
Other Short HoldingsN/A($38,938,971.12)
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-14-2016100.00Short Bp Currency Fut420,588.13
03-18-201668.00Short S+P500 Emini Fut362,465.47
03-18-20168.00Short S+P500 Emini Fut(18,915.76)
03-18-201633.00Long Ibex 35 Indx Futr(21,150.46)
03-17-201620.00Short Spi 200 Futures(67,760.07)
03-18-20164.00Long Ftse/mib Idx Fut10,314.66
06-21-2016229.00Long US 10YR Note (cbt)(19,345.16)
03-18-2016108.00Short Ftse 100 Idx Fut404,594.48
03-18-201621.00Short Ftse 100 Idx Fut84,382.10
03-18-201668.00Short Euro Stoxx 50232,100.00
03-08-2016151.00Short Euro-bund Future(600,724.52)
03-14-2016101.00Short Euro Fx Curr Fut109,232.81
03-15-201666.00Long Aust 10y Bond Fut247,131.01
03-18-201629.00Long Dax Index Future(577,981.82)
03-18-20164.00Short Mini Msci Emg Mkt3,490.00
03-10-201618.00Short Topix Indx Futr261,269.30
03-10-201646.00Long Topix Indx Futr(589,930.07)
03-18-20167.00Short Russell 2000 Mini60,466.56
03-17-20164.00Short S+P/tsx 60 Ix Fut(22,623.14)
03-14-20161.00Long Chf Currency Fut2,871.93
03-15-201612.00Short Cad Currency Fut(28,476.84)
03-18-201621.00Short Mini Msci Eafe126,477.75
06-28-201654.00Short Long Gilt Future3,160.93
03-30-201616.00Long Hang Seng Idx Fut(964.88)
03-18-201688.00Long Cac40 10 Euro Fut78,303.54
03-18-201617.00Short Amsterdam Idx Fut(17,468.50)
06-21-201616.00Short Can 10YR Bond Fut(22,824.22)
Derivatives Holdings (Options)
Expiration DateUnderlying securityContractsStrike PriceValue
12-16-2016S+P 500 Index52.001850.00537,680.00
06-17-2016S+P 500 Index43.001900.00312,180.00
03-18-2016Royal Caribbean Cruises Ltd30.0085.00360.00
03-18-2016Royal Caribbean Cruises Ltd21.0095.00(8.46)
08-19-2016Avis Budget Group Inc5.0033.00(713.00)
01-20-2017Avis Budget Group Inc5.0038.00(786.35)
06-17-2016S+P 500 Index43.001700.00(116,960.00)
12-16-2016S+P 500 Index52.0016.00(350,740.00)
Derivatives Holdings (Forwards)
Expiration DateCurrency to receiveCurrency to deliverUnrealized Gains (Losses)
03-16-2016AUDUSD(24.56)
03-16-2016CHFUSD243.54
03-16-2016CHFUSD(547.59)
03-16-2016EURUSD168.49
03-16-2016EURUSD403.11
03-16-2016EURUSD(564.00)
03-16-2016EURUSD68.00
03-16-2016EURUSD(374.46)
03-16-2016EURUSD(219.31)
03-16-2016EURUSD(91.21)
04-08-2016EURUSD358.70
04-08-2016EURUSD(624.51)
04-08-2016EURUSD(1,262.29)
04-08-2016EURUSD177.73
04-08-2016EURUSD(69.33)
04-08-2016EURUSD(210.52)
03-16-2016GBPUSD(204.42)
03-16-2016JPYUSD234.69
03-16-2016JPYUSD2,915.17
03-16-2016JPYUSD3,939.24
03-15-2016USDEUR61.95
03-16-2016USDEUR520.61
03-16-2016USDCHF(1,187.05)
03-16-2016USDEUR(32.04)
03-16-2016USDCHF(366.51)
03-16-2016USDCHF24,495.95
03-16-2016USDEUR9,418.40
03-16-2016USDEUR723.59
03-16-2016USDEUR298.56
03-16-2016USDCHF592.05
03-16-2016USDEUR(33.67)
03-16-2016USDCHF(2,460.99)
03-16-2016USDCHF1,715.75
03-16-2016USDJPY(112.15)
03-16-2016USDJPY(208,039.93)
03-16-2016USDEUR32,147.51
03-16-2016USDEUR2,388.25
03-16-2016USDGBP2,913.62
03-16-2016USDAUD(504.01)
03-16-2016USDAUD115.44
04-08-2016USDEUR228.54
04-08-2016USDCHF4,755.22
04-08-2016USDEUR13,962.04
04-08-2016USDEUR33.15
04-08-2016USDCHF(209.58)
04-08-2016USDEUR(25.48)
04-08-2016USDEUR(201.77)
04-08-2016USDEUR947.36
04-08-2016USDEUR2,049.66
04-08-2016USDCHF(99.62)
Derivatives Holdings (Swaps)
Expiration DateNotional AmountUnderlying SecurityUnrealized Gains (Losses)
-2352.00Cmcsa US Index16,527.17
12-20-202115000.001% 20 Dec 2021-
-8798.00Ryanair Holdings Plc/ Rya Id(5,888.91)
-1917.00Ally Financial Inc / Ally Us(7,746.22)
12-20-2021-15000.001% 20 Dec 2021-
-8851.00Brookdale Senior Living/bkd Us(151,036.55)