13F-HR filed by AQR CAPITAL MANAGEMENT LLC
AQR CAPITAL MANAGEMENT LLC filed this 13F-HR for the quarter ended 2014-12-31, filed 2015-02-17, with 2,518 holding rows worth $48,198,921,000.
- Accession
- 0001085146-15-000719
- Filer
- CIK 1167557
- Filed
- 2015-02-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2014
A holdings report, 3,529 entries on the cover page, a total value of $48,198,921,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $48,198,921,000 with VALUE read as thousands by filing date, 13F file number 028-10120. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
Other managers
- included managerCNH PARTNERS LLC028-10114
- included managerSEI INVESTMENTS MANAGEMENT CORP028-16475
- included managerAQR Capital Management Holdings, LLC
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 |
|---|---|---|---|---|---|---|
| AIRCASTLE LTD | G0129K104 | COM | 132,516 | $18,634,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 238,135 | $18,489,000 | thousands by filing date | |
| EXELIS INC | 30162A108 | COM | 1,051,750 | $18,438,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 789,160 | $18,435,000 | thousands by filing date | |
| CORE-MARK HOLDING CO INC | 218681104 | COMMON STOCK | 296,642 | $18,371,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 265,672 | $18,368,000 | thousands by filing date | |
| CENOVUS ENERGY INC | 15135U109 | COM | 768,309 | $18,332,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 506,963 | $18,194,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 15,500,000 | $18,164,000 | thousands by filing date | principal |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 206,247 | $18,117,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 144,129 | $18,105,000 | thousands by filing date | |
| TIME INC NEW | 887228104 | COM | 733,747 | $18,058,000 | thousands by filing date | |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 2,545,547 | $17,995,000 | thousands by filing date | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 468,262 | $17,836,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 308,859 | $17,679,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP II | 14056V105 | COM | 1,781,900 | $17,605,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 928,869 | $17,556,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 329,138 | $17,543,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 15,238 | $17,375,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 11,400,000 | $17,300,000 | thousands by filing date | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 379,130 | $17,186,000 | thousands by filing date | |
| ROVI CORP | 779376102 | COM | 758,722 | $17,140,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 605,776 | $17,083,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 17,375,000 | $16,952,000 | thousands by filing date | principal |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 219,839 | $16,906,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 401,859 | $16,838,000 | thousands by filing date | |
| GENCORP INC | 368682AN0 | SDCV | 8,250,000 | $16,758,000 | thousands by filing date | principal |
| AGREE RLTY CORP COM | 008492100 | REIT | 63,297 | $16,551,000 | thousands by filing date | |
| Terrapin 3 Acquisition Corporation | 88104P104 | Common | 1,700,000 | $16,490,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 279,678 | $16,414,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 263,664 | $16,413,000 | thousands by filing date | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 387,234 | $16,377,000 | thousands by filing date | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 210,726 | $16,312,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 1,304,311 | $16,229,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 171,989 | $16,224,000 | thousands by filing date | |
| COACH INC | 189754104 | COM | 431,822 | $16,219,000 | thousands by filing date | |
| SEARS HOLDINGS CORP XXX | 812350106 | COM | 491,331 | $16,204,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 416,379 | $16,156,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 199,573 | $16,139,000 | thousands by filing date | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 61,257 | $16,113,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 518,072 | $15,884,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 313,891 | $15,858,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 261,186 | $15,836,000 | thousands by filing date | |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 12,710,000 | $15,816,000 | thousands by filing date | principal |
| NEWS CORP NEW CL A | 65249B109 | Stock | 1,005,909 | $15,783,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 209,978 | $15,727,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 281,992 | $15,719,000 | thousands by filing date | |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 1,584,000 | $15,682,000 | thousands by filing date | |
| U HAUL HOLDING COMPANY | 023586100 | COM | 55,100 | $15,663,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 252,432 | $15,643,000 | thousands by filing date | |
| TELEKOMUNIKASI IND SPONSORED ADR | 715684106 | ADR | 345,039 | $15,606,000 | thousands by filing date | |
| SAFEWAY INC | 786514208 | COM NEW | 443,020 | $15,559,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 760,364 | $15,492,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 12,450,000 | $15,438,000 | thousands by filing date | principal |
| UGI CORP NEW COM | 902681105 | Stock | 406,220 | $15,428,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 2,033,742 | $15,416,000 | thousands by filing date | |
| JOURNAL COMMUNICATIONS INC-A | 481130102 | COMMON STOCK | 1,344,223 | $15,364,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 15,000,000 | $15,300,000 | thousands by filing date | principal |
| SPECTRA ENERGY CORP | 847560109 | COM | 421,259 | $15,292,000 | thousands by filing date | |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 274,225 | $15,211,000 | thousands by filing date | |
| OMNIVISION TECHNOLOGIES INC | 682128103 | COM | 583,711 | $15,176,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 169,683 | $15,012,000 | thousands by filing date | |
| FAIRCHILD SEMICONDUCTOR | 303726103 | COMMON STOCK | 888,085 | $14,991,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 366,002 | $14,918,000 | thousands by filing date | |
| CYTEC INDS INC | 232820100 | COM | 322,466 | $14,888,000 | thousands by filing date | |
| DEVRY INC DEL | 251893103 | COM | 313,509 | $14,882,000 | thousands by filing date | |
| PETROCHINA CO LTD ADR | 71646E100 | SPONSORED ADR | 133,776 | $14,844,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 213,392 | $14,743,000 | thousands by filing date | |
| CONVERGYS CORP | 212485106 | COM | 719,358 | $14,653,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 2,194,522 | $14,637,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 1,127,460 | $14,634,000 | thousands by filing date | |
| AR CAPITAL ACQUISITION CORP | 00191R109 | COM | 1,500,000 | $14,550,000 | thousands by filing date | |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 513,700 | $14,451,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 601,898 | $14,307,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 3,051,899 | $14,301,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 1,401,547 | $14,281,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 546,099 | $14,139,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 143,597 | $13,961,000 | thousands by filing date | |
| KEURIG GREEN MTN INC | 49271M100 | COM | 105,292 | $13,940,000 | thousands by filing date | |
| GFI GROUP INC | 361652209 | COM | 2,549,111 | $13,892,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 144,144 | $13,810,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 170,130 | $13,782,000 | thousands by filing date | |
| LOGITECH INTL S A SHS | H50430232 | Stock | 1,019,880 | $13,717,000 | thousands by filing date | |
| CHART ACQUISITION CORP | 161151105 | COM | 1,402,950 | $13,707,000 | thousands by filing date | |
| HF2 FINL MGMT INC | 40421A104 | CL A | 1,309,327 | $13,630,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 161,343 | $13,587,000 | thousands by filing date | |
| SOVRAN SELF STORAGE INC | 84610H108 | COM | 155,701 | $13,580,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 138,556 | $13,576,000 | thousands by filing date | |
| CAREER EDUCATION CORP | 141665109 | COM | 1,948,757 | $13,563,000 | thousands by filing date | |
| UNIT CORP | 909218109 | COM | 397,571 | $13,558,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 1,180,287 | $13,514,000 | thousands by filing date | |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 5,000,000 | $13,475,000 | thousands by filing date | principal |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 187,618 | $13,381,000 | thousands by filing date | |
| INVESTMENT TECHNOLOGY GROUP | 46145F105 | COMMON STOCK | 635,455 | $13,230,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 296,955 | $13,229,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 520,663 | $13,121,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 126,089 | $13,094,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 241,744 | $13,081,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 193,460 | $13,080,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 1,538,621 | $13,078,000 | thousands by filing date | |
| LANDS END INC | 51509F105 | COMMON STOCK | 239,941 | $12,948,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 93,731 | $12,761,000 | thousands by filing date | |
| METALLUS INC | 887399103 | COMMON STOCK | 344,556 | $12,759,000 | thousands by filing date | |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 561,731 | $12,678,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 507,316 | $12,652,000 | thousands by filing date | |
| HCC INS HLDGS INC | 404132102 | COM | 235,286 | $12,593,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 470,512 | $12,482,000 | thousands by filing date | |
| ADVANCED DRAIN SYS INC DEL COM | 00790R104 | Stock | 5,200 | $12,359,000 | thousands by filing date | |
| STRATEGIC HOTEL & RESORTS | 86272T106 | COM | 931,791 | $12,328,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 157,927 | $12,326,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 471,400 | $12,308,000 | thousands by filing date | |
| HUDSON VALLEY HOLDING CORP | 444172100 | COM | 453,104 | $12,306,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 581,816 | $12,265,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 46,614 | $12,222,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 93,680 | $12,222,000 | thousands by filing date | |
| INTERSIL CORP | 46069S109 | CL A | 843,167 | $12,201,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 135,192 | $12,200,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 142,640 | $12,183,000 | thousands by filing date | |
| ALBANY INTL CORP | 012348108 | CL A | 46,324 | $11,947,000 | thousands by filing date | |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 12,000,000 | $11,947,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 206,919 | $11,900,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 144,464 | $11,855,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 414,767 | $11,850,000 | thousands by filing date | |
| VALMONT INDS INC COM | 920253101 | Stock | 93,243 | $11,842,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 106,581 | $11,803,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 213,046 | $11,796,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 8,325,000 | $11,755,000 | thousands by filing date | principal |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 231,220 | $11,734,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 393,658 | $11,712,000 | thousands by filing date | |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 6,475,000 | $11,591,000 | thousands by filing date | principal |
| ALAMO GROUP INC | 011311107 | COM | 3,724 | $11,554,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 205,883 | $11,542,000 | thousands by filing date | |
| TXNM ENERGY INC COM | 69349H107 | Stock | 388,179 | $11,502,000 | thousands by filing date | |
| TUPPERWARE BRANDS CORP | 899896104 | COM | 181,934 | $11,462,000 | thousands by filing date | |
| CATAMARAN CORP | 148887102 | COM | 193,540 | $11,444,000 | thousands by filing date | |
| CONMED CORP COM | 207410101 | Stock | 254,368 | $11,436,000 | thousands by filing date | |
| OSHKOSH CORP COM | 688239201 | Stock | 234,189 | $11,393,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 283,016 | $11,202,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 147,638 | $11,182,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 455,823 | $11,108,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 384,391 | $10,913,000 | thousands by filing date | |
| NELNET INC | 64031N108 | CL A | 234,667 | $10,872,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 8,900,000 | $10,753,000 | thousands by filing date | principal |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 82,388 | $10,745,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M880 | LBT VENT COM A | 283,986 | $10,712,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 261,881 | $10,541,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 449,649 | $10,535,000 | thousands by filing date | |
| AMER STATES WTR CO COM | 029899101 | Stock | 279,305 | $10,519,000 | thousands by filing date | |
| ABM INDS INC | 000957100 | COM | 1,200 | $10,511,000 | thousands by filing date | Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| AMSURG CORP | 03232P504 | PFD CNV SR A-1 % | 92,875 | $10,495,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 312,005 | $10,462,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 307,862 | $10,455,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 373,989 | $10,449,000 | thousands by filing date | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 209,056 | $10,442,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 418,958 | $10,440,000 | thousands by filing date | |
| ONE GAS INC COM | 68235P108 | Stock | 252,901 | $10,425,000 | thousands by filing date | |
| BOULEVARD ACQUI | 10157P104 | Common Stock | 1,079,905 | $10,410,000 | thousands by filing date | |
| RR DONNELLEY + SONS CO | 257867101 | COM | 618,127 | $10,388,000 | thousands by filing date | |
| CORELOGIC INC | 21871D103 | COM | 327,506 | $10,346,000 | thousands by filing date | |
| AV HOMES INC | 00234PAB8 | BOND | 10,360,000 | $10,340,000 | thousands by filing date | principal |
| ROI ACQUISITION CORP II | 74966G101 | COM | 1,050,000 | $10,321,000 | thousands by filing date | |
| STERIS CORP | 859152100 | COMMON STOCK | 158,563 | $10,283,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 309,497 | $10,213,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 335,728 | $10,196,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 287,381 | $10,196,000 | thousands by filing date | |
| JARDEN CORP | 471109108 | COM | 212,368 | $10,168,000 | thousands by filing date | |
| AOL INC | 00184X105 | COM | 218,936 | $10,108,000 | thousands by filing date | |
| FIRST INTERSTATE BANCSYSTEM IN | 32055Y201 | COM CL A | 362,303 | $10,079,000 | thousands by filing date | |
| VECTREN CORP | 92240G101 | COM | 217,928 | $10,074,000 | thousands by filing date | |
| CAPITAL BANK FINANCIAL CORP | 139794101 | COMMON STOCK | 374,816 | $10,045,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 132,407 | $10,021,000 | thousands by filing date | |
| AMREIT INC | 03216B208 | CL B | 376,278 | $9,987,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 77,710 | $9,960,000 | thousands by filing date | |
| VAALCO ENERGY INC | 91851C201 | COMMON STOCK | 2,173,901 | $9,913,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 398,500 | $9,907,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 9,850,000 | $9,875,000 | thousands by filing date | principal |
| ALCOA INC | 013817309 | DEP SHS 1/10TH | 536,400 | $9,875,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 209,300 | $9,854,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 236,152 | $9,845,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 241,624 | $9,839,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 276,010 | $9,820,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 132,027 | $9,816,000 | thousands by filing date | |
| DNOW INC | 67011P100 | COMMON STOCK | 379,763 | $9,771,000 | thousands by filing date | |
| SQNM 5 10/1/17 | 817337AB4 | Bond 30/360P2 U | 9,450,000 | $9,757,000 | thousands by filing date | principal |
| KINROSS GOLD CORP | 496902404 | COM | 2,983,747 | $9,716,000 | thousands by filing date | |
| BLUEBIRD BIO INC | 09609G100 | COM | 105,579 | $9,684,000 | thousands by filing date | |
| LENNOX INTL INC COM | 526107107 | Stock | 101,621 | $9,661,000 | thousands by filing date | |
| KNOWLES CORP COM | 49926D109 | Stock | 409,946 | $9,654,000 | thousands by filing date | |
| GREATBATCH INC | 39153L106 | COM | 194,996 | $9,614,000 | thousands by filing date | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 358,135 | $9,612,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 10,414,000 | $9,587,000 | thousands by filing date | principal |
| URBAN OUTFITTERS INC | 917047102 | COM | 271,200 | $9,527,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 46,013 | $9,506,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 404,870 | $9,495,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 400,956 | $9,435,000 | thousands by filing date | |
| PHARMERICA CORP | 71714F104 | COM | 453,838 | $9,399,000 | thousands by filing date | |
| METHODE ELECTRONICS INC | 591520200 | COMMON STOCK | 257,376 | $9,396,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 95,349 | $9,361,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 315,866 | $9,315,000 | thousands by filing date | |
| CABOT CORP | 127055101 | COM | 212,052 | $9,301,000 | thousands by filing date | |
| RAMBUS INC | 750917AE6 | CNV | 8,175,000 | $9,284,000 | thousands by filing date | principal |
| GLOBAL DEFENSE & NATL SEC SY | 37953N108 | COM | 895,500 | $9,242,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 116,976 | $9,183,000 | thousands by filing date | |
| ATRIUM THERAPEUTICS INC | N71546100 | COM | 489,000 | $9,169,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 143,734 | $9,164,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 121,165 | $9,158,000 | thousands by filing date | |
| NORTHSTAR REIT | 66704R704 | Common Stock | 520,726 | $9,154,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAH5 | NOTE 2.250% 3/3 | 9,075,000 | $9,148,000 | thousands by filing date | principal |
| ANIKA THERAPEUTICS INC | 035255108 | COM | 224,152 | $9,132,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 210,231 | $9,101,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 485,411 | $9,096,000 | thousands by filing date | |
| THE COOPER COMPANIES | 216648402 | COM NEW | 55,956 | $9,070,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 89,349 | $9,056,000 | thousands by filing date | |
| MOOG INC CL A | 615394202 | Stock | 120,874 | $8,948,000 | thousands by filing date | |
| LATAM AIRLS GROUP S A | 51817R106 | SPONSORED ADR | 746,900 | $8,948,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 204,553 | $8,939,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 324,185 | $8,931,000 | thousands by filing date | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 554,856 | $8,878,000 | thousands by filing date | |
| HENNESSY CAPITAL ACQUIS | 425886108 | COM | 900,000 | $8,866,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 165,688 | $8,861,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 52,135 | $8,846,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 166,450 | $8,825,000 | thousands by filing date | |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 33,774 | $8,726,000 | thousands by filing date | |
| VERMILION ENERGY INC COM | 923725105 | Stock | 152,800 | $8,710,000 | thousands by filing date | |
| AVATAR HLDGS INC | 053494AG5 | NOTE 7.500% 2/1 | 8,688,000 | $8,699,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP | 587200106 | COM | 395,051 | $8,659,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 179,834 | $8,630,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 814,942 | $8,606,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 206,873 | $8,598,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 229,120 | $8,587,000 | thousands by filing date | |
| JDS UNIPHASE CORP | 46612J507 | COM PAR $0.001 | 622,878 | $8,546,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 70,781 | $8,424,000 | thousands by filing date | |
| SUPER MICRO COMPUTER INC | 86800U104 | COM | 241,136 | $8,411,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 333,044 | $8,409,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 299,838 | $8,405,000 | thousands by filing date | |
| GEO GROUP INC NEW | 36162J106 | COM | 207,957 | $8,393,000 | thousands by filing date | |
| STANDEX INTL CORP | 854231107 | COM | 108,240 | $8,362,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GRP INC COM | 42330P107 | Stock | 384,753 | $8,349,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 63,641 | $8,342,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 227,521 | $8,339,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 202,019 | $8,331,000 | thousands by filing date | |
| ENVIRI CORP | 415864107 | COM | 438,334 | $8,280,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 81,115 | $8,275,000 | thousands by filing date | |
| ORTHOFIX INTL N V | N6748L102 | COM | 274,188 | $8,242,000 | thousands by filing date | |
| CRESCENT PT ENERGY CORP | 22576C101 | COM | 306,000 | $8,234,000 | thousands by filing date | |
| PATTERSON COS INC | 703395103 | COM | 170,600 | $8,206,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 261,266 | $8,138,000 | thousands by filing date | |
| BLACKROCK CREDIT ALLOCATION IN | 092508100 | COM | 629,143 | $8,129,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 60,000 | $8,126,000 | thousands by filing date | |
| AAON INC | 000360206 | COM PAR $0.004 | 34,056 | $8,111,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 169,499 | $8,107,000 | thousands by filing date | |
| OMNICARE INC | 681904108 | COM | 111,001 | $8,095,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 311,320 | $8,091,000 | thousands by filing date | |
| INLAND REAL ESTATE CORP | 457461200 | COM | 737,233 | $8,072,000 | thousands by filing date | |
| VCA ANTECH INC | 918194101 | COM | 165,400 | $8,067,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 151,781 | $8,066,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 763,088 | $8,028,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 6,467,000 | $8,023,000 | thousands by filing date | principal |
| Hubbell Inc Class B | 443510201 | COM | 74,991 | $8,011,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 79,403 | $7,983,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 51,333 | $7,975,000 | thousands by filing date | |
| FABRINET SHS | G3323L100 | Stock | 448,405 | $7,954,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 139,304 | $7,940,000 | thousands by filing date | |
| G & K SVCS INC | 361268105 | CL A | 111,583 | $7,906,000 | thousands by filing date | |
| DEPOMED INC | 249908104 | COM | 490,679 | $7,905,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 133,261 | $7,876,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 885,283 | $7,870,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 19,218 | $7,838,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 526,652 | $7,831,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 97,910 | $7,829,000 | thousands by filing date | |
| DEPT TECHNOLOGY INC | 006854202 | COM NEW | 26,083 | $7,827,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 42,240 | $7,821,000 | thousands by filing date | |
| ORBITZ WORLDWIDE INC | 68557K109 | COM | 944,628 | $7,775,000 | thousands by filing date | |
| METHANEX CORP COM | 59151K108 | Stock | 145,700 | $7,774,000 | thousands by filing date | |
| PHARMACYCLICS INC | 716933106 | COM | 63,559 | $7,771,000 | thousands by filing date | |
| ARCBEST CORP COM | 03937C105 | Stock | 167,096 | $7,748,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 228,815 | $7,697,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 121,356 | $7,696,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 838,581 | $7,673,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 344,018 | $7,672,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 240,733 | $7,672,000 | thousands by filing date | |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 10,475,000 | $7,601,000 | thousands by filing date | principal |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 1,102,514 | $7,596,000 | thousands by filing date | |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 84,900 | $7,596,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 700,224 | $7,570,000 | thousands by filing date | |
| AMERICAN COASTAL INSURANCE C | 910710102 | COMMON STOCK | 340,401 | $7,471,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 734,908 | $7,452,000 | thousands by filing date | |
| PS BUSINESS PKS INC CALIF | 69360J107 | COM | 93,008 | $7,398,000 | thousands by filing date | |
| LIFEPOINT HEALTH INC | 53219L109 | COM | 102,699 | $7,385,000 | thousands by filing date | |
| WISCONSIN ENERGY CORP | 976657106 | COMMON STOCK | 139,422 | $7,353,000 | thousands by filing date | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 118,139 | $7,341,000 | thousands by filing date | |
| CON-WAY INC | 205944101 | COM | 148,818 | $7,319,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 484,026 | $7,314,000 | thousands by filing date | |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 268,463 | $7,310,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 457,900 | $7,262,000 | thousands by filing date | |
| BANK OF KENTUCKY FINL CORP | 062896105 | COM | 150,000 | $7,240,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 156,650 | $7,233,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 1,015,148 | $7,208,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 183,396 | $7,206,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 102,020 | $7,202,000 | thousands by filing date | |
| LG DISPLAY CO LTD SPONS ADR REP | 50186V102 | ADR | 475,300 | $7,201,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 97,425 | $7,131,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 144,212 | $7,121,000 | thousands by filing date | |
| LORAL SPACE & COM INC | 543881106 | COM | 90,185 | $7,099,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 357,342 | $7,072,000 | thousands by filing date | |
| SELECT MED HLDGS CORP | 81619Q105 | COM | 490,049 | $7,056,000 | thousands by filing date | |
| ENSIGN GROUP INC | 29358P101 | COM | 158,884 | $7,053,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 83,556 | $7,021,000 | thousands by filing date | |
| NEW JERSEY RES CORP | 646025106 | COM | 114,536 | $7,009,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 214,647 | $6,982,000 | thousands by filing date | |
| NICHOLAS FINANCIAL INC | 65373J209 | COM NEW | 468,268 | $6,977,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 95,702 | $6,972,000 | thousands by filing date | |
| ISIS PHARMACEUTICALS INC | 464330109 | COM | 112,847 | $6,967,000 | thousands by filing date | |
| ACCURAY INC | 004397AF2 | NOTE 3.500% 2/0 | 4,500,000 | $6,941,000 | thousands by filing date | principal |
| PIPER SANDLER COMPANIES | 724078100 | COM | 119,385 | $6,935,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 129,668 | $6,920,000 | thousands by filing date | |
| APCO OIL & GAS INTERNATIONAL | g0471f109 | SHS | 490,774 | $6,886,000 | thousands by filing date | |
| LANNETT COMPANY INCORPORATED | 516012101 | COM | 160,415 | $6,879,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 117,541 | $6,836,000 | thousands by filing date | |
| ST JUDE MED INC | 790849103 | COM | 105,047 | $6,831,000 | thousands by filing date | |
| TELEFLEX INCORPORATED | 879369106 | COM | 59,450 | $6,826,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 449,287 | $6,820,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 380,700 | $6,815,000 | thousands by filing date | |
| KEY ENERGY SVCS INC | 492914106 | COM | 4,078,334 | $6,810,000 | thousands by filing date | |
| CAMBREX CORP | 132011107 | COM | 314,739 | $6,805,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 13,531 | $6,792,000 | thousands by filing date | |
| COUSINS PROPERTIES INC | 222795106 | COM | 594,287 | $6,786,000 | thousands by filing date | |
| INFINITY PROPERTY & CASUALTY | 45665Q103 | COMMON STOCK | 87,551 | $6,764,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 175,606 | $6,754,000 | thousands by filing date | |
| COLLABRIUM JAPAN ACQUISITN C | G2266G102 | SHS | 658,000 | $6,718,000 | thousands by filing date | |
| TESSERA TECHNOLOGIES INC | 88164L100 | COM | 187,800 | $6,716,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 90,627 | $6,692,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 87,825 | $6,692,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 88,181 | $6,689,000 | thousands by filing date | |
| ADDUS HOMECARE CORP | 006739106 | COM | 321,081 | $6,664,000 | thousands by filing date | |
| BLACKROCK RESOURCES & COMMODIT | 09257A108 | SHS | 685,094 | $6,652,000 | thousands by filing date | |
| BENCHMARK ELECTRS INC COM | 08160H101 | Stock | 260,712 | $6,632,000 | thousands by filing date | |
| UNIVERSAL INS HLDGS INC | 91359V107 | COM | 323,496 | $6,615,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 130,300 | $6,608,000 | thousands by filing date | |
| CHATHAM LODGING TR | 16208T102 | COM | 228,000 | $6,606,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 293,705 | $6,585,000 | thousands by filing date | |
| CHEESECAKE FACTORY INC | 163072101 | COM | 130,662 | $6,574,000 | thousands by filing date | |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 197,800 | $6,574,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 149,924 | $6,549,000 | thousands by filing date | |
| POTLATCHDELTIC CORPORATION | 737630103 | COM | 156,038 | $6,533,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 108,159 | $6,533,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 149,131 | $6,527,000 | thousands by filing date | |
| ANIXTER INTL INC | 035290105 | COM | 71,999 | $6,370,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 149,621 | $6,347,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 154,540 | $6,347,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 50,182 | $6,321,000 | thousands by filing date | |
| MADISON SQUARE GARDEN CO | 55826P100 | CL A | 83,976 | $6,320,000 | thousands by filing date | |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 443,292 | $6,273,000 | thousands by filing date | |
| MYR GROUP INC | 55405W104 | COM | 228,951 | $6,273,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 143,787 | $6,258,000 | thousands by filing date | |
| HSN INC | 404303109 | COM | 82,300 | $6,255,000 | thousands by filing date | |
| NBT BANCORP INC COM | 628778102 | Stock | 237,446 | $6,237,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 197,254 | $6,223,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 423,885 | $6,193,000 | thousands by filing date | |
| SENSIENT TECHNOLOGIES CORP | 81725T100 | COM | 102,374 | $6,178,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 274,200 | $6,167,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 77,612 | $6,162,000 | thousands by filing date | |
| LTC PPTYS INC COM | 502175102 | REIT | 141,950 | $6,128,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 109,935 | $6,074,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 437,100 | $6,067,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V103 | COM | 450,540 | $6,054,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 69,829 | $6,052,000 | thousands by filing date | |
| INFORMATICA CORP | 45666Q102 | COM | 158,600 | $6,048,000 | thousands by filing date | |
| ANI PHARMACEUTICALS INC | 00182C103 | COM | 106,905 | $6,029,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 39,831 | $6,024,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 173,181 | $5,966,000 | thousands by filing date | |
| DSW INC-CLASS A | 23334L102 | CL A | 159,730 | $5,958,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 253,820 | $5,957,000 | thousands by filing date | |
| COCA-COLA FEMSA SAB DE CV SPONS ADS REP | 191241108 | ADR | 68,692 | $5,943,000 | thousands by filing date | |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 235,215 | $5,927,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 382,018 | $5,921,000 | thousands by filing date | |
| FERRO CORP | 315405100 | COM | 454,489 | $5,890,000 | thousands by filing date | |
| AAR CORP | 000361105 | COM | 6,648 | $5,857,000 | thousands by filing date | |
| BLACKROCK CORE BD TR | 09249E101 | SHS BEN INT | 443,191 | $5,850,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 62,153 | $5,820,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 153,199 | $5,817,000 | thousands by filing date | |
| ELBIT SYS LTD ORD | M3760D101 | Stock | 24,355 | $5,796,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 475,435 | $5,782,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 149,100 | $5,772,000 | thousands by filing date | |
| TORCHMARK CORP | 891027104 | COM | 106,390 | $5,763,000 | thousands by filing date | |
| LASALLE HOTEL PROPERTIES | 517942108 | COM | 142,388 | $5,762,000 | thousands by filing date | |
| GILDAN ACTIVEWEAR INC COM | 375916103 | Stock | 87,377 | $5,741,000 | thousands by filing date | |
| RUTHS HOSPITALITY GROUP INC | 783332109 | COM | 381,116 | $5,717,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 226,618 | $5,697,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 126,655 | $5,692,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 163,738 | $5,690,000 | thousands by filing date | |
| ENGILITY HLDGS INC | 29285W104 | COM | 132,662 | $5,677,000 | thousands by filing date | |
| FIBRIA CELULOSE | 31573A109 | COMMON STOCK-FO | 467,700 | $5,673,000 | thousands by filing date | |
| MYLAN INC | 628530107 | COM | 100,413 | $5,660,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 65,115 | $5,658,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 171,700 | $5,651,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 186,213 | $5,651,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 161,602 | $5,642,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 144,556 | $5,622,000 | thousands by filing date | |
| CIVEO CORP | 178787107 | COM | 1,361,425 | $5,596,000 | thousands by filing date | |
| UNITED CMNTY BKS BLAIRSVLE G | 90984P303 | COM | 295,214 | $5,591,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 368,700 | $5,586,000 | thousands by filing date | |
| CHESAPEAKE LODGING TR | 165240102 | SH BEN INT | 147,928 | $5,504,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 150,213 | $5,457,000 | thousands by filing date | |
| ALCOA INC | 013817101 | COM | 362,851 | $5,390,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 91,834 | $5,385,000 | thousands by filing date | |
| CREDIT ACCEP CORP MICH | 225310101 | COM | 39,387 | $5,373,000 | thousands by filing date | |
| FIRST MIDWEST BANCORP INC/IL | 320867104 | COM | 311,844 | $5,335,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 134,889 | $5,331,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 5,600,000 | $5,313,000 | thousands by filing date | principal |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 740,800 | $5,289,000 | thousands by filing date | |
| VANTAGE DRILLING COMPANY | G93205AA3 | NOTE 7.875% 9/0 | 5,750,000 | $5,255,000 | thousands by filing date | principal |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 55,323 | $5,239,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 109,043 | $5,230,000 | thousands by filing date | |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 187,945 | $5,225,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 54,488 | $5,198,000 | thousands by filing date | |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 116,028 | $5,185,000 | thousands by filing date | |
| ALEXANDRIA REAL ESTATE EQ INC COM | 015271109 | REIT | 58,423 | $5,184,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 85,261 | $5,112,000 | thousands by filing date | |
| VONAGE HLDGS CORP | 92886T201 | COM | 1,340,083 | $5,106,000 | thousands by filing date | |
| EMULEX CORP | 292475209 | COM NEW | 898,392 | $5,094,000 | thousands by filing date | |
| FAIR ISAAC CORP COM | 303250104 | Stock | 69,956 | $5,058,000 | thousands by filing date | |
| NPS PHARMACEUTICALS INC | 62936P103 | COM | 141,291 | $5,054,000 | thousands by filing date | |
| AVG TECHNOLOGIES | N07831105 | SHS | 254,903 | $5,031,000 | thousands by filing date | |
| TESCO CORP | 88157K101 | COMMON STOCK-FO | 391,368 | $5,018,000 | thousands by filing date | |
| INTERVEST BANCSHARES CORP-A | 460927106 | COM | 495,072 | $4,975,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 4,007,976 | $4,965,000 | thousands by filing date | |
| ARIAD PHARMACEUTICALS INC | 04033A100 | COM | 722,296 | $4,962,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 72,672 | $4,939,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 74,554 | $4,935,000 | thousands by filing date | |
| ENTRAVISION COMMUNICATIONS A | 29382R107 | COMMON STOCK | 760,762 | $4,930,000 | thousands by filing date | |
| VALARIS ORD | 920355104 | COM | 56,945 | $4,925,000 | thousands by filing date | |
| PANTRY INC | 698657103 | COM | 132,293 | $4,903,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 88,874 | $4,893,000 | thousands by filing date | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 73,501 | $4,875,000 | thousands by filing date | |
| BROWN SHOE COMPANY INC | 115736100 | COM | 151,456 | $4,870,000 | thousands by filing date | |
| CATO CORP NEW | 149205106 | CL A | 115,198 | $4,859,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 144,763 | $4,857,000 | thousands by filing date | |
| KOHLBERG CAPITAL CORP | 500233AB7 | BOND | 4,375,000 | $4,854,000 | thousands by filing date | principal |
| Empire District Electric Co/Th | 291641108 | COM | 162,909 | $4,845,000 | thousands by filing date | |
| NATUS MEDICAL INC | 639050103 | COM | 132,787 | $4,785,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 9,016 | $4,769,000 | thousands by filing date | |
| IDEX CORP COM | 45167R104 | Stock | 61,169 | $4,761,000 | thousands by filing date | |
| E*TRADE FINANCIAL | 269246AZ7 | CONV BND | 2,000,000 | $4,739,000 | thousands by filing date | principal |
| SYMETRA FINANCIAL CORP | 87151Q106 | COMMON STOCK | 205,548 | $4,738,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 71,430 | $4,736,000 | thousands by filing date | |
| FEDERATED NATIONAL HOLDING C | 31422T101 | COM | 195,490 | $4,723,000 | thousands by filing date | |
| ALLIANCE FIBER OPTIC PRODUCT | 018680306 | COM | 324,167 | $4,704,000 | thousands by filing date | |
| BLACKROCK MUN TARGET TERM TR | 09257P105 | COM SHS BEN IN | 232,930 | $4,679,000 | thousands by filing date | |
| ACXIOM CORP | 005125109 | COMMON STOCK | 408,298 | $4,677,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354107 | COM | 261,915 | $4,670,000 | thousands by filing date | |
| CUBESMART COM | 229663109 | REIT | 211,462 | $4,667,000 | thousands by filing date | |
| UBS AG | H89231338 | SHS | 283,631 | $4,666,000 | thousands by filing date | |
| CELESTICA INC | 15101Q108 | COMMON STOCK-FO | 339,769 | $4,638,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 3,650,000 | $4,624,000 | thousands by filing date | principal |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 61,714 | $4,622,000 | thousands by filing date | |
| QLOGIC CORP | 747277101 | COM | 347,000 | $4,622,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 34,416 | $4,593,000 | thousands by filing date | |
| Matrix Service Company | 576853105 | COM | 205,493 | $4,586,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 4,425,000 | $4,577,000 | thousands by filing date | principal |
| GLOBUS MED INC CL A | 379577208 | Stock | 191,693 | $4,557,000 | thousands by filing date | |
| VIASYSTEMS GROUP INC | 92553H803 | COM PAR$.01 | 278,658 | $4,536,000 | thousands by filing date | |
| MODINE MFG CO COM | 607828100 | Stock | 332,987 | $4,529,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 43,994 | $4,513,000 | thousands by filing date | |
| ZYNGA INC. | 98986T108 | CL A | 1,691,150 | $4,498,000 | thousands by filing date | |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 393,523 | $4,487,000 | thousands by filing date | |
| UNIFIRST CORP MASS | 904708104 | COM | 36,937 | $4,486,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q709 | UNIT 99/99/9999 | 150,000 | $4,455,000 | thousands by filing date | |
| CONSTANT CONTACT INC | 210313102 | COM | 121,317 | $4,453,000 | thousands by filing date | |
| SUN LIFE FINANCIAL INC. COM | 866796105 | Stock | 106,196 | $4,452,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 81,406 | $4,417,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 14,228 | $4,416,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 17,323 | $4,415,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 66,831 | $4,393,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 58,830 | $4,384,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 79,519 | $4,373,000 | thousands by filing date | |
| ALBANY MOLECULAR RESH | 012423109 | COMMON STOCK | 39,320 | $4,364,000 | thousands by filing date | |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 785,814 | $4,354,000 | thousands by filing date | |
| PALL CORP | 696429307 | COM | 42,835 | $4,335,000 | thousands by filing date | |
| PENFORD CORP | 707051108 | COM | 231,900 | $4,334,000 | thousands by filing date | |
| LINEAR TECHNOLOGY CORP | 535678106 | COM | 94,822 | $4,324,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 349,041 | $4,314,000 | thousands by filing date | |
| HALYARD HEALTH INC | 40650V100 | COM | 94,562 | $4,300,000 | thousands by filing date | |
| CALIX INC | 13100M509 | COM | 423,250 | $4,241,000 | thousands by filing date | |
| COMPANIA DE MINAS BUENAVENTU | 204448104 | SPONSORED ADR | 441,323 | $4,219,000 | thousands by filing date | |
| AGL RES INC | 001204106 | COM | 184,755 | $4,218,000 | thousands by filing date | |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 3,110,000 | $4,218,000 | thousands by filing date | principal |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 106,624 | $4,216,000 | thousands by filing date | |
| GLOBAL CASH ACCESS HLDGS INC | 378967103 | COM | 588,334 | $4,207,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 71,900 | $4,202,000 | thousands by filing date | |
| RITE AID CORP | 767754BU7 | CNV | 1,435,000 | $4,198,000 | thousands by filing date | principal |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 80,265 | $4,169,000 | thousands by filing date | |
| MONTPELIER RE HLDGS LTD SH | G62185106 | COM | 116,262 | $4,165,000 | thousands by filing date | |
| NPK INTERNATIONAL INC | 651718504 | COMMON STOCK | 435,870 | $4,158,000 | thousands by filing date | |
| FORMFACTOR INC COM | 346375108 | Stock | 481,744 | $4,143,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 175,671 | $4,128,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 49,163 | $4,101,000 | thousands by filing date | |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 67,856 | $4,086,000 | thousands by filing date | |
| TENNECO INC | 880349105 | COM | 72,092 | $4,081,000 | thousands by filing date | |
| WL ROSS HLDG CORP | 92939D112 | WARRANT | 3,450,000 | $4,071,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-000719 | this filing | 2015-02-17 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001085146-15-000956 | base | 2015-04-22 | acceptance time not in the bulk data set |