13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-16, with 952 holding rows worth $2,410,106,000.
- Accession
- 0001140361-16-053188
- Filer
- CIK 1610880
- Filed
- 2016-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A holdings report, 952 entries on the cover page, a total value of $2,410,106,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,410,106,000 with VALUE read as thousands by filing date, 13F file number 028-16345. The quarter's positions are built on this report. The resolved quarter.
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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 888,500 | $181,138,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,526,804 | $171,949,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 397,500 | $81,038,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 896,000 | $72,200,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,000,000 | $64,380,000 | thousands by filing date | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 500,000 | $57,005,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 350,000 | $39,152,000 | thousands by filing date | put |
| COPART INC COM | 217204106 | Stock | 889,517 | $33,811,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 580,000 | $28,809,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 360,648 | $25,977,000 | thousands by filing date | |
| COPART INC COM | 217204106 | Stock | 550,000 | $20,906,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 267,711 | $20,100,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 649,572 | $19,753,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 75,000 | $15,290,000 | thousands by filing date | call |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 9,534,000 | $14,061,000 | thousands by filing date | principal |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 13,402 | $13,791,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 244,439 | $13,288,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 184,545 | $12,186,000 | thousands by filing date | |
| NEW JERSEY RES CORP | 646025106 | COM | 332,917 | $10,973,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 95,814 | $10,845,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 644,522 | $10,738,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 371,196 | $10,638,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 205,049 | $10,630,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 353,817 | $10,413,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 114,109 | $9,783,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 200,000 | $9,716,000 | thousands by filing date | call |
| GENESEE & WYOMING INC | 371559105 | CL A | 170,210 | $9,139,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 191,829 | $9,022,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 41,329 | $8,975,000 | thousands by filing date | |
| VEEVA SYS INC CL A COM | 922475108 | Stock | 303,332 | $8,751,000 | thousands by filing date | |
| BRUKER CORP | 116794108 | COM | 353,152 | $8,571,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 35,000 | $8,379,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 179,259 | $8,273,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 32,228 | $8,259,000 | thousands by filing date | |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 310,412 | $8,254,000 | thousands by filing date | |
| AMERICAN CAMPUS COMMUNITIES | 024835100 | COM | 193,355 | $7,993,000 | thousands by filing date | |
| BLACK HILLS CORP COM | 092113109 | Stock | 169,454 | $7,868,000 | thousands by filing date | |
| VWR CORP | 91843L103 | COM | 276,368 | $7,824,000 | thousands by filing date | |
| CENTURY COMMUNITIES INC. | 156504300 | COM | 441,433 | $7,818,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 189,589 | $7,815,000 | thousands by filing date | |
| AXIALL CORP | 05463D100 | COM | 491,555 | $7,570,000 | thousands by filing date | |
| NEW YORK REIT INC | 64976L109 | COM | 653,709 | $7,518,000 | thousands by filing date | |
| WELLTOWER INC COM | 95040Q104 | REIT | 109,730 | $7,465,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 10,883 | $7,356,000 | thousands by filing date | |
| ARAY 3.5 02/18 | 004397AD7 | Bond 30/360P2 U | 5,800,000 | $7,348,000 | thousands by filing date | principal |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 58,097 | $7,284,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 69,436 | $7,267,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 81,613 | $7,238,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 9,255 | $7,200,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 100,653 | $7,117,000 | thousands by filing date | |
| HUDSON PAC PPTYS INC | 444097109 | COM | 247,787 | $6,973,000 | thousands by filing date | |
| EQUITY COMMONWEALTH | 294628102 | COM SH BEN INT | 251,434 | $6,972,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 103,506 | $6,893,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 180,884 | $6,684,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 110,000 | $6,635,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 205,918 | $6,550,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 279,003 | $6,411,000 | thousands by filing date | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 228,332 | $6,368,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 66,002 | $6,341,000 | thousands by filing date | |
| BXP INC COM | 101121101 | REIT | 49,513 | $6,315,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 101,242 | $6,302,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 118,678 | $6,291,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 34,162 | $6,290,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 108,932 | $6,242,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 60,009 | $6,234,000 | thousands by filing date | |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 5,045,000 | $6,234,000 | thousands by filing date | principal |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 224,340 | $6,104,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 166,882 | $6,096,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 109,626 | $6,061,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 67,534 | $6,036,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 67,003 | $6,028,000 | thousands by filing date | |
| ARRIS GROUP INC | 04270V106 | COM | 196,415 | $6,004,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 88,982 | $5,991,000 | thousands by filing date | |
| Ashland | 044209104 | Common | 57,105 | $5,865,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 48,629 | $5,864,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 61,500 | $5,841,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 40,884 | $5,824,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 76,437 | $5,812,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 58,306 | $5,807,000 | thousands by filing date | |
| ACE LTD | H0023R105 | SHS | 49,533 | $5,788,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 50,000 | $5,773,000 | thousands by filing date | call |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 66,263 | $5,758,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 173,446 | $5,712,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 53,632 | $5,645,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 75,584 | $5,644,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 157,048 | $5,618,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 1,099,658 | $5,597,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 55,972 | $5,593,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 323,840 | $5,589,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 500,000 | $5,500,000 | thousands by filing date | put |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 167,574 | $5,429,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 47,540 | $5,371,000 | thousands by filing date | |
| PREMIER INC | 74051N102 | CL A | 151,247 | $5,334,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 73,511 | $5,313,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 69,183 | $5,307,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 64,179 | $5,236,000 | thousands by filing date | |
| ILLUMINA INC | 452327AD1 | NOTE 0.250% 3/1 | 2,233,000 | $5,130,000 | thousands by filing date | principal |
| Schlumberger Limited | 806857108 | COM | 73,462 | $5,124,000 | thousands by filing date | |
| SPECTRUM BRANDS HLDGS INC | 84763R101 | COM | 50,163 | $5,107,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 47,694 | $5,076,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 50,000 | $5,073,000 | thousands by filing date | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 39,242 | $4,996,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 76,959 | $4,995,000 | thousands by filing date | |
| VERADIGM INC | 01988P108 | COMMON STOCK | 324,548 | $4,992,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 79,729 | $4,941,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 113,794 | $4,941,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 50,713 | $4,937,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 109,477 | $4,868,000 | thousands by filing date | |
| GRACO INC COM | 384109104 | Stock | 66,988 | $4,828,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 146,710 | $4,777,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 200,000 | $4,766,000 | thousands by filing date | call |
| REVVITY INC | 714046109 | COM | 88,887 | $4,762,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 6,200,000 | $4,744,000 | thousands by filing date | principal |
| Visa Inc | 92826C839 | COM | 61,057 | $4,735,000 | thousands by filing date | |
| SOVRAN SELF STORAGE INC | 84610H108 | COM | 44,111 | $4,734,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 47,785 | $4,722,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 134,122 | $4,621,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 102,240 | $4,584,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 136,643 | $4,575,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 167,380 | $4,545,000 | thousands by filing date | |
| SUN CMNTYS INC COM | 866674104 | REIT | 66,046 | $4,526,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 192,789 | $4,488,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 239,676 | $4,475,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 4,520,000 | $4,464,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 79,973 | $4,437,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 266,900 | $4,433,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 23,198 | $4,393,000 | thousands by filing date | |
| COVENANT LOGISTICS GROUP INC | 22284P105 | CL A | 231,287 | $4,369,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 89,764 | $4,352,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 229,967 | $4,287,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 28,634 | $4,265,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 50,000 | $4,230,000 | thousands by filing date | call |
| Walmart Inc. | 931142103 | COM | 68,862 | $4,221,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 46,369 | $4,201,000 | thousands by filing date | |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 2,500,000 | $4,200,000 | thousands by filing date | principal |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 51,949 | $4,176,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 183,444 | $4,155,000 | thousands by filing date | |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 25,972 | $4,146,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 79,920 | $4,136,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 80,094 | $4,123,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 49,611 | $4,108,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 87,066 | $4,103,000 | thousands by filing date | |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 3,094,000 | $3,970,000 | thousands by filing date | principal |
| TENNECO INC | 880349105 | COM | 86,221 | $3,958,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 37,908 | $3,926,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 46,388 | $3,910,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 216,854 | $3,875,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 94,128 | $3,861,000 | thousands by filing date | |
| TANGER INC | 875465106 | COM | 117,701 | $3,849,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 6,445,000 | $3,835,000 | thousands by filing date | principal |
| CARRIZO OIL & GAS INC | 144577103 | COM | 129,306 | $3,825,000 | thousands by filing date | |
| ASSOCIATED BANC-CORP | 045487105 | COM | 203,646 | $3,818,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 55,546 | $3,775,000 | thousands by filing date | |
| DCT INDUSTRIAL TRUST INC | 233153204 | COM NEW | 97,181 | $3,632,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 51,257 | $3,612,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 137,636 | $3,605,000 | thousands by filing date | |
| BP PLC SPONSORED ADR | 055622104 | ADR | 114,051 | $3,565,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 36,718 | $3,543,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 64,175 | $3,517,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 30,088 | $3,474,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 88,351 | $3,466,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 308,760 | $3,461,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 45,900 | $3,446,000 | thousands by filing date | put |
| NORDSON CORP | 655663102 | COM | 53,339 | $3,422,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 5,100,000 | $3,401,000 | thousands by filing date | principal |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 239,915 | $3,356,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 24,358 | $3,346,000 | thousands by filing date | |
| QUESTAR CORP | 748356102 | COM | 171,586 | $3,342,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 49,045 | $3,311,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 14,917,000 | $3,261,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 46,699 | $3,209,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 59,775 | $3,190,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 106,413 | $3,190,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 322,032 | $3,172,000 | thousands by filing date | |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 40,000 | $3,149,000 | thousands by filing date | call |
| CHINA LIFE INSURANCE CO-ADR | 16939P106 | SPON ADR REP H | 196,488 | $3,142,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 4,000,000 | $3,120,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 308,900 | $3,095,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 393,117 | $3,082,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 49,026 | $3,044,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 73,800 | $3,026,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 55,424 | $3,019,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 15,524 | $3,018,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 66,940 | $3,014,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 2,500,000 | $2,967,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 11,440,000 | $2,959,000 | thousands by filing date | principal |
| NOKIA CORP | 654902204 | SPONSORED ADR | 420,365 | $2,951,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 26,510 | $2,949,000 | thousands by filing date | |
| FORUM ENERGY TECHNOLOGIES | 34984V100 | COMMON STOCK | 236,200 | $2,943,000 | thousands by filing date | |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 200,000 | $2,930,000 | thousands by filing date | call |
| RLI CORP COM | 749607107 | Stock | 46,985 | $2,901,000 | thousands by filing date | |
| F N B CORP | 302520101 | COM | 214,788 | $2,865,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 30,787 | $2,853,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 2,232 | $2,846,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 58,243 | $2,829,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 26,975 | $2,816,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 117,630 | $2,803,000 | thousands by filing date | |
| CATHAY GEN BANCORP | 149150104 | COM | 88,935 | $2,786,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 69,784 | $2,784,000 | thousands by filing date | |
| BANK HAWAII CORP | 062540109 | COM | 44,207 | $2,781,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 54,738 | $2,775,000 | thousands by filing date | |
| UNITED BANKSHARES INC WEST VA COM | 909907107 | Stock | 74,874 | $2,770,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 30,207 | $2,766,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 46,038 | $2,764,000 | thousands by filing date | |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 173,355 | $2,756,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 55,000 | $2,754,000 | thousands by filing date | put |
| BANCORPSOUTH INC | 059692103 | COM | 114,771 | $2,753,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 200,000 | $2,744,000 | thousands by filing date | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 73,569 | $2,699,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 10,453 | $2,649,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 75,000 | $2,647,000 | thousands by filing date | call |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 18,835 | $2,647,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 43,755 | $2,624,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 100,000 | $2,595,000 | thousands by filing date | call |
| WEBSTER FINL CORP | 947890109 | COM | 69,789 | $2,595,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 69,215 | $2,573,000 | thousands by filing date | |
| TECHNIPFMC PLC | 30249U101 | COM | 87,920 | $2,551,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 204,120 | $2,539,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 19,174 | $2,536,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 57,918 | $2,520,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 197,295 | $2,500,000 | thousands by filing date | |
| ISHARES TR | 464288539 | MRTG PLS CAP IDX | 261,541 | $2,500,000 | thousands by filing date | |
| EATON VANCE CORP | 278265103 | COM NON VTG | 76,945 | $2,495,000 | thousands by filing date | |
| VECTREN CORP | 92240G101 | COM | 58,759 | $2,493,000 | thousands by filing date | |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 7,521,000 | $2,482,000 | thousands by filing date | principal |
| TCF FINL CORP | 872275102 | COM | 174,946 | $2,470,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 60,357 | $2,463,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 98,470 | $2,419,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 22,884 | $2,405,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 133,481 | $2,401,000 | thousands by filing date | |
| M.D.C. HOLDINGS INC | 552676108 | COM | 93,844 | $2,396,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 127,934 | $2,373,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 52,060 | $2,348,000 | thousands by filing date | |
| MAXIMUS INC | 577933104 | COM | 41,484 | $2,333,000 | thousands by filing date | |
| HANCOCK WHITNEY CORPORATION | 410120109 | COM | 92,304 | $2,323,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 41,370 | $2,317,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 6,158,000 | $2,310,000 | thousands by filing date | principal |
| MDU RES GROUP INC | 552690109 | COM | 124,738 | $2,285,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 45,309 | $2,265,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 14,015 | $2,263,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 91,667 | $2,256,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M880 | LBT VENT COM A | 50,000 | $2,256,000 | thousands by filing date | put |
| CEDAR REALTY TRUST INC | 150602209 | COMMON STOCK | 310,924 | $2,201,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 27,679 | $2,158,000 | thousands by filing date | |
| AARONS INC | 002535300 | COM PAR $0.50 | 96,321 | $2,157,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 58,800 | $2,127,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 1,800,000 | $2,124,000 | thousands by filing date | principal |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 22,574 | $2,104,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 750,000 | $2,078,000 | thousands by filing date | |
| NEWMARKET CORP COM | 651587107 | Stock | 5,446 | $2,073,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 73,000 | $2,059,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 39,414 | $2,055,000 | thousands by filing date | |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 850,000 | $2,045,000 | thousands by filing date | principal |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 42,035 | $2,040,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 36,263 | $2,036,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 21,597 | $2,036,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 98,063 | $2,029,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 211,386 | $2,002,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 61,700 | $1,998,000 | thousands by filing date | |
| WENDYS CO COM | 95058W100 | Stock | 183,124 | $1,972,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 100,000 | $1,966,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 46,648 | $1,960,000 | thousands by filing date | |
| KITE REALTY GROUP TRUST COM NEW | 49803T300 | REIT | 74,143 | $1,923,000 | thousands by filing date | |
| UMB FINL CORP | 902788108 | COM | 41,068 | $1,912,000 | thousands by filing date | |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 3,000,000 | $1,908,000 | thousands by filing date | principal |
| McDonalds Corporation | 580135101 | COM | 16,063 | $1,898,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 34,913 | $1,892,000 | thousands by filing date | |
| MB FINANCIAL INC | 55264U108 | COMMON STOCK | 58,370 | $1,889,000 | thousands by filing date | |
| GODADDY INC CL A | 380237107 | Stock | 58,835 | $1,886,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 12,241 | $1,877,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 49,171 | $1,863,000 | thousands by filing date | |
| COMMERCE BANCSHARES INC | 200525103 | COM | 43,571 | $1,854,000 | thousands by filing date | |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 5,500,000 | $1,854,000 | thousands by filing date | principal |
| IBERIABANK CORP | 450828108 | COM | 33,528 | $1,846,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 13,166 | $1,812,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 31,718 | $1,790,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 2,000,000 | $1,790,000 | thousands by filing date | principal |
| POLARIS INC COM | 731068102 | Stock | 20,732 | $1,782,000 | thousands by filing date | |
| HAIN CELESTIAL GROUP INC | 405217100 | COM | 44,037 | $1,779,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 17,028 | $1,766,000 | thousands by filing date | |
| SAP SE SPON ADR | 803054204 | ADR | 22,331 | $1,766,000 | thousands by filing date | |
| HSN INC | 404303109 | COM | 34,486 | $1,747,000 | thousands by filing date | |
| GLACIER BANCORP INC NEW | 37637Q105 | COM | 65,637 | $1,741,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 29,843 | $1,737,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 23,710 | $1,723,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 40,284 | $1,706,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 93,029 | $1,701,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 63,884 | $1,695,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 24,256 | $1,687,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 44,808 | $1,654,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 15,465 | $1,651,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 11,281 | $1,651,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 30,891 | $1,649,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 2,950,000 | $1,625,000 | thousands by filing date | principal |
| PACCAR INC COM | 693718108 | Stock | 33,882 | $1,606,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 12,663 | $1,606,000 | thousands by filing date | |
| ACTUANT CORP | 00508X203 | CL A NEW | 66,973 | $1,605,000 | thousands by filing date | |
| GENESCO INC | 371532102 | COM | 28,108 | $1,597,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 94,100 | $1,585,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 8,800 | $1,571,000 | thousands by filing date | |
| JARDEN CORP | 471109108 | COM | 27,439 | $1,567,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 19,966 | $1,565,000 | thousands by filing date | |
| FIRSTMERIT CORP | 337915102 | COM | 83,873 | $1,564,000 | thousands by filing date | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 35,410 | $1,561,000 | thousands by filing date | |
| THE COOPER COMPANIES | 216648402 | COM NEW | 11,635 | $1,561,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 16,515 | $1,551,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 9,855 | $1,543,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 5,975 | $1,542,000 | thousands by filing date | |
| UMPQUA HOLDINGS | 904214103 | COM | 96,987 | $1,542,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 24,560 | $1,535,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 117,572 | $1,530,000 | thousands by filing date | |
| NATIONAL BK HLDGS CORP | 633707104 | CL A | 71,219 | $1,522,000 | thousands by filing date | |
| PAREXEL INTL CORP | 699462107 | COM | 22,051 | $1,502,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 1,814,000 | $1,501,000 | thousands by filing date | principal |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 3,300,000 | $1,484,000 | thousands by filing date | principal |
| MERCURY GENL CORP NEW | 589400100 | COM | 31,731 | $1,478,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 67,305 | $1,467,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 17,843 | $1,460,000 | thousands by filing date | |
| SIRONA DENTAL SYSTEMS INC | 82966C103 | COM | 13,277 | $1,455,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 1,956 | $1,451,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 18,498 | $1,447,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 29,633 | $1,421,000 | thousands by filing date | |
| WILSHIRE BANCORP INC | 97186T108 | COM | 121,708 | $1,406,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 26,009 | $1,394,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 188,100 | $1,388,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 15,030 | $1,387,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 15,175 | $1,382,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 36,825 | $1,382,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 24,822 | $1,373,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 38,806 | $1,372,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 18,849 | $1,341,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 36,371 | $1,339,000 | thousands by filing date | |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 82,338 | $1,330,000 | thousands by filing date | |
| SOLARWINDS INC | 83416B109 | COM | 22,557 | $1,329,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 8,745 | $1,317,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 57,817 | $1,310,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 20,221 | $1,306,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 57,249 | $1,301,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 21,575 | $1,296,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 24,084 | $1,291,000 | thousands by filing date | |
| ALKERMES PLC | G01767105 | SHS | 16,179 | $1,284,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 15,846 | $1,280,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 2,341 | $1,279,000 | thousands by filing date | |
| WAFD INC | 938824109 | COM | 53,540 | $1,276,000 | thousands by filing date | |
| AMERIS BANCORP | 03076K108 | COM | 37,192 | $1,264,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 18,636 | $1,260,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 29,094 | $1,254,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 162,700 | $1,253,000 | thousands by filing date | |
| HILLTOP HLDGS INC | 432748101 | COM | 64,653 | $1,243,000 | thousands by filing date | |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 23,978 | $1,232,000 | thousands by filing date | |
| PROSPERITY BANCSHARES INC | 743606105 | COM | 25,695 | $1,230,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 172,979 | $1,230,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 72,100 | $1,222,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 9,616 | $1,220,000 | thousands by filing date | |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 1,690,000 | $1,214,000 | thousands by filing date | principal |
| TARGET CORP COM | 87612E106 | Stock | 16,704 | $1,213,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 17,672 | $1,207,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 26,570 | $1,206,000 | thousands by filing date | |
| SONOCO PRODS CO | 835495102 | COM | 29,500 | $1,206,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 35,877 | $1,199,000 | thousands by filing date | |
| COLUMBIA BKG SYS INC | 197236102 | COM | 36,865 | $1,198,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 20,193 | $1,193,000 | thousands by filing date | |
| COMMUNITY FINANCIAL SYSTEM I | 203607106 | COM | 29,687 | $1,186,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 15,505 | $1,183,000 | thousands by filing date | |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 17,937 | $1,181,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 32,012 | $1,179,000 | thousands by filing date | |
| WCI CMNTYS INC | 92923C807 | COM PAR $0.01 | 52,844 | $1,177,000 | thousands by filing date | |
| FIRST MIDWEST BANCORP INC/IL | 320867104 | COM | 63,699 | $1,174,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 19,768 | $1,171,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 14,463 | $1,166,000 | thousands by filing date | |
| CENTRAL PAC FINL CORP | 154760409 | COM NEW | 52,906 | $1,165,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 171,830 | $1,163,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 12,285 | $1,155,000 | thousands by filing date | |
| CULLEN FROST BANKERS INC COM | 229899109 | Stock | 19,160 | $1,150,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 29,357 | $1,149,000 | thousands by filing date | |
| DEL FRISCOS RESTAURANT GROUP | 245077102 | COM | 71,591 | $1,147,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 74,953 | $1,130,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 20,478 | $1,125,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 17,275 | $1,124,000 | thousands by filing date | |
| WESTAMERICA BANCORPORATION COM | 957090103 | Stock | 24,013 | $1,123,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 19,836 | $1,119,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 29,994 | $1,097,000 | thousands by filing date | |
| PAYCOMSOFTWAREINC | 70432V102 | STOK | 29,127 | $1,096,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 14,923 | $1,090,000 | thousands by filing date | |
| EXTERRAN CORP | 30227H106 | COM | 67,799 | $1,088,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 59,900 | $1,085,000 | thousands by filing date | |
| IPG PHOTONICS CORP | 44980X109 | COM | 12,140 | $1,082,000 | thousands by filing date | |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 67,172 | $1,075,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 6,594 | $1,070,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 34,745 | $1,069,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 25,433 | $1,064,000 | thousands by filing date | |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 1,700,000 | $1,057,000 | thousands by filing date | principal |
| INTERNATIONAL BANCSHARES COR | 459044103 | COM | 40,985 | $1,053,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 13,782 | $1,051,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 5,820 | $1,049,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 11,795 | $1,046,000 | thousands by filing date | |
| APC 7.5 PFD | 032511404 | Preferred Stock | 30,740 | $1,044,000 | thousands by filing date | |
| ASBURY AUTOMOTIVE GROUP INC COM | 043436104 | Stock | 15,451 | $1,042,000 | thousands by filing date | |
| HEARTLAND PMT SYS INC | 42235N108 | COM | 10,986 | $1,042,000 | thousands by filing date | |
| ARISTA NETWORKS INC | 040413106 | COM | 13,361 | $1,040,000 | thousands by filing date | |
| Mkt Vectors Semiconductor ETF | 57060U233 | Equity | 19,369 | $1,032,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 15,917 | $1,029,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 16,760 | $1,028,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 13,931 | $1,026,000 | thousands by filing date | |
| UNITED CMNTY BKS BLAIRSVLE G | 90984P303 | COM | 52,658 | $1,026,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 23,875 | $1,019,000 | thousands by filing date | |
| FIRST COMWLTH FINL CORP PA | 319829107 | COM | 111,804 | $1,014,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 23,516 | $1,005,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 74,295 | $995,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 14,790 | $992,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 14,340 | $992,000 | thousands by filing date | |
| BOSTON PRIVATE FINL HLDGS INC COM | 101119105 | Stock | 87,430 | $991,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 220,000 | $990,000 | thousands by filing date | call |
| CVB FINL CORP COM | 126600105 | Stock | 57,656 | $976,000 | thousands by filing date | |
| PENTAIR PLC SHS | G7S00T104 | Stock | 19,597 | $971,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 22,550 | $969,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 17,983 | $966,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 120,000 | $958,000 | thousands by filing date | call |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 1,250,000 | $956,000 | thousands by filing date | principal |
| POOL CORP COM | 73278L105 | Stock | 11,807 | $954,000 | thousands by filing date | |
| OLD NATL BANCORP IND | 680033107 | COM | 70,206 | $952,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 3,940,000 | $952,000 | thousands by filing date | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 6,667 | $946,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 34,239 | $941,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 27,441 | $933,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 100,000 | $928,000 | thousands by filing date | call |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 7,485 | $926,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 30,263 | $922,000 | thousands by filing date | |
| TEXAS CAP BANCSHARES INC | 88224Q107 | COM | 18,599 | $919,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 43,543 | $919,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 9,864,000 | $919,000 | thousands by filing date | principal |
| WABCO HLDGS INC | 92927K102 | COM | 8,974 | $918,000 | thousands by filing date | |
| NATIONAL PENN BANCSHARES INC | 637138108 | COM | 73,965 | $912,000 | thousands by filing date | |
| TALMER BANCORP INC | 87482X101 | COM | 50,332 | $912,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 10,743 | $910,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 14,633 | $906,000 | thousands by filing date | |
| VISTA OUTDOOR INC | 928377100 | COM | 20,362 | $906,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 7,224 | $900,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 20,680 | $899,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 20,000 | $894,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 10,260 | $892,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 9,024 | $889,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 47,551 | $886,000 | thousands by filing date | |
| REGAL ENTMT GROUP | 758766109 | CL A | 46,753 | $882,000 | thousands by filing date | |
| FIRST FINL BANKSHARES INC COM | 32020R109 | Stock | 29,171 | $880,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 22,188 | $873,000 | thousands by filing date | |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 22,392 | $871,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 31,966 | $870,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 9,346,000 | $869,000 | thousands by filing date | principal |
| POPULAR INC | 733174700 | COM NEW | 30,637 | $868,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 67,598 | $867,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 12,229 | $866,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 5,735 | $863,000 | thousands by filing date | |
| FIRST CTZNS BANCSHARES INC DEL CL A | 31946M103 | Stock | 3,320 | $857,000 | thousands by filing date | |
| SIMMONS 1ST NATL CORP | 828730200 | CL A $1 PAR | 16,685 | $857,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 6,689 | $855,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 164,248 | $854,000 | thousands by filing date | |
| BOK FINL CORP COM NEW | 05561Q201 | Stock | 14,269 | $853,000 | thousands by filing date | |
| INDEPENDENT BK CORP MASS | 453836108 | COM | 18,346 | $853,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 8,526 | $846,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 4,149 | $841,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 8,369 | $840,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 8,568 | $817,000 | thousands by filing date | |
| TRUSTMARK CORP | 898402102 | COM | 35,369 | $815,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 12,353 | $812,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 16,812 | $806,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 2,629 | $805,000 | thousands by filing date | |
| HOME BANCSHARES INC COM | 436893200 | Stock | 19,763 | $801,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375N103 | COM | 79,671 | $801,000 | thousands by filing date | |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 901,000 | $799,000 | thousands by filing date | principal |
| TRIPADVISOR INC | 896945201 | COM | 9,361 | $798,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 24,821 | $794,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 5,140 | $792,000 | thousands by filing date | |
| DENTSPLY INTL INC | 249030107 | COM | 12,989 | $790,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 17,646 | $787,000 | thousands by filing date | |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 10,000 | $787,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 7,337 | $773,000 | thousands by filing date | |
| FERROGLOBE PLC | G33856108 | SHS | 70,682 | $760,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 6,718 | $758,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 8,154 | $746,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 28,612 | $741,000 | thousands by filing date | |
| BBCN BANCORP INC | 073295107 | COM | 42,994 | $740,000 | thousands by filing date | |
| LEGACY TEX FINL GROUP INC | 52471Y106 | COM | 29,550 | $739,000 | thousands by filing date | |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 18,408 | $737,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 127,666 | $733,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 25,903 | $726,000 | thousands by filing date | |
| FIRST NBC BK HLDG CO COM | 32115D106 | COM | 19,364 | $724,000 | thousands by filing date | |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 1,500,000 | $721,000 | thousands by filing date | principal |
| 1ST FINL BANCORP | 320209109 | COM | 39,776 | $719,000 | thousands by filing date | |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 32,896 | $718,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 19,258 | $713,000 | thousands by filing date | |
| PENSKE AUTOMOTIVE GRP INC COM | 70959W103 | Stock | 16,802 | $711,000 | thousands by filing date | |
| KING DIGITAL ENTMT PLC | G5258J109 | ORD SHS | 39,744 | $711,000 | thousands by filing date | |
| INTERACTIVE BROKERS GROUP INC COM CL A | 45841N107 | Stock | 16,250 | $709,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 50,778 | $709,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 2,853 | $707,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 2,069 | $705,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 7,938 | $699,000 | thousands by filing date | |
| IDEX CORP COM | 45167R104 | Stock | 9,010 | $690,000 | thousands by filing date | |
| COCA COLA CONS INC | 191098102 | COM | 3,782 | $690,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-053188 | this filing | 2016-02-16 | acceptance time not in the bulk data set |