13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-14, with 639 holding rows worth $1,824,015,000.
- Accession
- 0001140361-17-007319
- Filer
- CIK 1610880
- Filed
- 2017-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 639 entries on the cover page, a total value of $1,824,015,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,824,015,000 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 | 278,000 | $62,141,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 190,000 | $25,622,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 319,455 | $24,579,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 12,795,000 | $20,174,000 | thousands by filing date | principal |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 680,410 | $19,616,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 204,164 | $16,880,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 303,218 | $16,401,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 255,753 | $16,197,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 138,593 | $15,987,000 | thousands by filing date | |
| WASTE CONNECTIONS INC COM | 94106B101 | Stock | 201,887 | $15,866,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 1,777,177 | $15,657,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 239,422 | $15,637,000 | thousands by filing date | |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 13,110,000 | $15,459,000 | thousands by filing date | principal |
| HUBBELL INC COM | 443510607 | Stock | 127,303 | $14,856,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 129,731 | $14,020,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 155,206 | $13,553,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 179,081 | $13,419,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 273,014 | $13,318,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 128,617 | $13,303,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 633,698 | $13,295,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 1,068,585 | $12,321,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 66,270 | $12,080,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 219,023 | $12,013,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 196,414 | $11,877,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 184,282 | $11,665,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 366,595 | $11,540,000 | thousands by filing date | |
| ASHLAND INC | 044186104 | COM | 105,128 | $11,489,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 254,095 | $11,338,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 8,073,000 | $10,915,000 | thousands by filing date | principal |
| LITHIA MTRS INC COM | 536797103 | Stock | 112,285 | $10,873,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 9,167,000 | $10,570,000 | thousands by filing date | principal |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 236,690 | $10,459,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 183,520 | $10,402,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 4,630,000 | $10,314,000 | thousands by filing date | principal |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 240,606 | $10,228,000 | thousands by filing date | |
| GENESEE & WYOMING INC | 371559105 | CL A | 143,559 | $9,964,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 76,647 | $9,815,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 160,015 | $9,465,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 5,846,000 | $9,205,000 | thousands by filing date | principal |
| BAKER HUGHES INC | 057224107 | COM | 135,923 | $8,831,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 30,588 | $8,807,000 | thousands by filing date | |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 2,260,000 | $8,771,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 178,011 | $8,756,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 320,830 | $8,727,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 163,093 | $8,717,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 300,000 | $8,649,000 | thousands by filing date | call |
| FOX CORP CLASS B | 90130A200 | COM | 317,331 | $8,647,000 | thousands by filing date | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 31,921 | $8,578,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 875,964 | $8,514,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 173,193 | $8,417,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 135,000 | $8,374,000 | thousands by filing date | |
| TECHNIPFMC PLC | 30249U101 | COM | 234,192 | $8,321,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 30,933 | $8,209,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 121,163 | $8,129,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 63,800 | $7,985,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 159,593 | $7,954,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 139,000 | $7,954,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 41,849 | $7,792,000 | thousands by filing date | |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 2,380,780 | $7,666,000 | thousands by filing date | |
| ABM INDS INC | 000957100 | COM | 187,688 | $7,665,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 150,595 | $7,551,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 488,725 | $7,399,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 623,342 | $7,256,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 441,111 | $7,234,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 124,580 | $7,208,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 29,962 | $6,959,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 200,000 | $6,942,000 | thousands by filing date | put |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 4,500,000 | $6,863,000 | thousands by filing date | principal |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 100,000 | $6,832,000 | thousands by filing date | put |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 4,750,000 | $6,826,000 | thousands by filing date | principal |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 67,234 | $6,795,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 104,437 | $6,674,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 267,705 | $6,521,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 98,070 | $6,499,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 95,443 | $6,456,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 93,173 | $6,434,000 | thousands by filing date | |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 112,367 | $6,405,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 74,088 | $6,393,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 116,693 | $6,353,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 200,873 | $6,348,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 106,486 | $6,328,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 156,210 | $6,327,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 8,426 | $6,318,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 329,453 | $6,286,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 159,869 | $6,270,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 61,664 | $6,234,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 55,422 | $6,075,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 132,967 | $6,073,000 | thousands by filing date | |
| ROSS STORES INC COM | 778296103 | Stock | 91,415 | $5,997,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 56,557 | $5,971,000 | thousands by filing date | |
| POST HLDGS INC | 737446104 | COM | 74,216 | $5,966,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 80,000 | $5,926,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 139,924 | $5,912,000 | thousands by filing date | |
| ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS | 03938L104 | COM | 804,579 | $5,873,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 77,347 | $5,851,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 39,995 | $5,710,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 54,290 | $5,605,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 73,263 | $5,554,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 77,145 | $5,527,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GRP INC COM | 42330P107 | Stock | 622,250 | $5,488,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 6,324,000 | $5,474,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 150,000 | $5,438,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 62,282 | $5,433,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 125,000 | $5,335,000 | thousands by filing date | put |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 293,907 | $5,317,000 | thousands by filing date | |
| CHART INDS INC | 16115Q308 | COM | 146,925 | $5,292,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 278,546 | $5,287,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 42,552 | $5,179,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 162,198 | $5,129,000 | thousands by filing date | |
| Q | 74876Y101 | Stock | 65,976 | $5,017,000 | thousands by filing date | |
| IHS MARKIT LTD | G47567105 | SHS | 141,514 | $5,011,000 | thousands by filing date | |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 227,234 | $5,011,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 211,980 | $4,952,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164878 | PFD SH CONV | 96,770 | $4,897,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 181,094 | $4,875,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 61,576 | $4,824,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 274,004 | $4,770,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 44,811 | $4,715,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 100,314 | $4,713,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 30,000 | $4,670,000 | thousands by filing date | put |
| INTEROIL CORP | 460951106 | COM | 97,550 | $4,641,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 525,251 | $4,585,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 142,645 | $4,498,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 3,307,000 | $4,489,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 148,457 | $4,486,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 64,326 | $4,485,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 130,034 | $4,484,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 265,406 | $4,480,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 25,000 | $4,464,000 | thousands by filing date | call |
| WILLIAMS COS INC COM | 969457100 | Stock | 143,088 | $4,456,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 108,085 | $4,452,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 148,254 | $4,434,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 97,569 | $4,424,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 11,623 | $4,423,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 31,096 | $4,416,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 221,561 | $4,389,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 65,000 | $4,381,000 | thousands by filing date | |
| INTERXION HOLDING N.V | N47279109 | SHS | 124,195 | $4,356,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 42,716 | $4,283,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 100,000 | $4,251,000 | thousands by filing date | call |
| NEVSUN RES LTD | 64156L101 | COM | 1,375,000 | $4,249,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 230,479 | $4,211,000 | thousands by filing date | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 80,000 | $4,189,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 314,083 | $4,152,000 | thousands by filing date | |
| CALLON PETE CO DEL | 13123X102 | COM | 268,989 | $4,134,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 52,829 | $4,106,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 63,655 | $4,087,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 130,457 | $4,078,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 85,179 | $4,059,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 98,100 | $4,030,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 102,553 | $4,030,000 | thousands by filing date | |
| ROYAL BK CDA COM | 780087102 | Stock | 59,454 | $4,026,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 111,954 | $3,949,000 | thousands by filing date | |
| POTLATCHDELTIC CORPORATION | 737630103 | COM | 91,818 | $3,824,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 99,238 | $3,816,000 | thousands by filing date | |
| RENASANT CORP | 75970E107 | COM | 90,143 | $3,806,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 78,701 | $3,797,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 171,972 | $3,775,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 56,208 | $3,741,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 152,669 | $3,705,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 121,951 | $3,670,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 26,702 | $3,637,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 84,375 | $3,632,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311206 | CL C | 141,099 | $3,551,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 62,346 | $3,526,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 30,000 | $3,501,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 47,752 | $3,396,000 | thousands by filing date | |
| FAIRMOUNT SANTROL HLDGS INC | 30555Q108 | COM | 284,830 | $3,358,000 | thousands by filing date | |
| AVANGRID INC | 05351W103 | COM | 88,018 | $3,334,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 19,366 | $3,317,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 81,992 | $3,236,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 104,956 | $3,228,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 57,324 | $3,212,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 13,646 | $3,174,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 537,289 | $3,170,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 88,194 | $3,169,000 | thousands by filing date | |
| S&P Global,Inc. | 78409V104 | COM | 29,205 | $3,141,000 | thousands by filing date | |
| WILLIAM LYON HOMES-CL A | 552074700 | CL A | 164,050 | $3,122,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 3,000,000 | $3,120,000 | thousands by filing date | principal |
| RED HAT INC | 756577102 | COM | 44,717 | $3,117,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 150,000 | $3,107,000 | thousands by filing date | put |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 150,000 | $3,107,000 | thousands by filing date | call |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 22,009 | $3,081,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 14,929 | $3,046,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 250,000 | $3,033,000 | thousands by filing date | call |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 150,000 | $3,020,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 200,000 | $3,014,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 96,779 | $3,000,000 | thousands by filing date | |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 76,721 | $2,960,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 25,782 | $2,956,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 25,000 | $2,928,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 40,395 | $2,913,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 83,769 | $2,903,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 25,000 | $2,896,000 | thousands by filing date | call |
| CYRUSONE INC | 23283R100 | COM | 64,727 | $2,895,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 42,069 | $2,880,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 2,500,000 | $2,875,000 | thousands by filing date | principal |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 2,800,000 | $2,843,000 | thousands by filing date | principal |
| Caterpillar Inc. | 149123101 | COM | 30,000 | $2,782,000 | thousands by filing date | put |
| SITEONE LANDSCAPE SUPPLY INC | 82982L103 | COM | 80,000 | $2,778,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 73,681 | $2,759,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 26,096 | $2,758,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 100,866 | $2,757,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 15,000 | $2,746,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 25,673 | $2,729,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 80,000 | $2,726,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 57,428 | $2,724,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 100,000 | $2,697,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M856 | LBT VEN COM A NE | 72,578 | $2,676,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 46,365 | $2,662,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 50,000 | $2,661,000 | thousands by filing date | put |
| MARATHON OIL CORP | 565849106 | COM | 152,418 | $2,638,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770V102 | COM | 52,961 | $2,625,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 300,766 | $2,620,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 33,475 | $2,612,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 80,012 | $2,599,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 40,796 | $2,595,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 21,856 | $2,526,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 1,690,000 | $2,472,000 | thousands by filing date | principal |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 185,856 | $2,451,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 3,078 | $2,439,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 73,416 | $2,423,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 18,031 | $2,418,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 35,123 | $2,416,000 | thousands by filing date | |
| GRACO INC COM | 384109104 | Stock | 29,066 | $2,415,000 | thousands by filing date | |
| LINDSAY CORPORATION | 535555106 | COM | 32,139 | $2,398,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 32,500 | $2,381,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 60,771 | $2,350,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 35,000 | $2,328,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 93,491 | $2,304,000 | thousands by filing date | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 53,758 | $2,286,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 9,891 | $2,283,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 2,990,000 | $2,272,000 | thousands by filing date | principal |
| Stryker Corporation | 863667101 | COM | 18,901 | $2,265,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 30,000 | $2,222,000 | thousands by filing date | put |
| TJX Companies Inc | 872540109 | COM | 29,473 | $2,214,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 39,790 | $2,203,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 2,000,000 | $2,175,000 | thousands by filing date | principal |
| VERISIGN INC COM | 92343E102 | Stock | 28,365 | $2,158,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 18,570 | $2,136,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 50,000 | $2,134,000 | thousands by filing date | call |
| NEW JERSEY RES CORP | 646025106 | COM | 59,905 | $2,127,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 50,000 | $2,126,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 8,500 | $2,124,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 29,309 | $2,117,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 18,262 | $2,115,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 250,000 | $2,103,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 200,000 | $2,102,000 | thousands by filing date | |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 11,462 | $2,090,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 24,723 | $2,053,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 59,000 | $2,037,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 39,881 | $2,027,000 | thousands by filing date | |
| FORUM ENERGY TECHNOLOGIES | 34984V100 | COMMON STOCK | 91,700 | $2,017,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 150,000 | $1,979,000 | thousands by filing date | call |
| Duke Energy Corporation | 26441C204 | COM | 25,469 | $1,977,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 35,800 | $1,968,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 25,384 | $1,956,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 16,767 | $1,932,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 11,255 | $1,932,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 19,101 | $1,931,000 | thousands by filing date | |
| CAPITAL BANK FINANCIAL CORP | 139794101 | COMMON STOCK | 49,051 | $1,925,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 14,353 | $1,915,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 19,505 | $1,912,000 | thousands by filing date | |
| NNN REIT INC COM | 637417106 | REIT | 43,151 | $1,907,000 | thousands by filing date | |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS | 344419106 | ADR | 25,000 | $1,905,000 | thousands by filing date | |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 2,050,000 | $1,891,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 19,569 | $1,889,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 184,174 | $1,880,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 31,540 | $1,877,000 | thousands by filing date | |
| ADVANCED DISP SVCS INC DEL | 00790X101 | COM | 84,093 | $1,869,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 157,190 | $1,845,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 57,872 | $1,839,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 65,963 | $1,837,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 171,830 | $1,830,000 | thousands by filing date | |
| WNS HOLDINGS LTD | 92932M101 | SPON ADR | 64,900 | $1,788,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 216,922 | $1,787,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 70,515 | $1,778,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 14,060 | $1,758,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 1,500,000 | $1,739,000 | thousands by filing date | principal |
| CELGENE CORP | 151020104 | COM | 14,921 | $1,727,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 61,370 | $1,718,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 9,666 | $1,717,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 28,500 | $1,666,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 50,888 | $1,664,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 60,103 | $1,652,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 30,775 | $1,643,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 28,202 | $1,643,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 16,310 | $1,641,000 | thousands by filing date | |
| COMMUNITY FINANCIAL SYSTEM I | 203607106 | COM | 26,122 | $1,614,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 14,171 | $1,605,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 1,250,000 | $1,591,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637100 | COM | 50,000 | $1,583,000 | thousands by filing date | |
| KRATON CORPORATION | 50077C106 | COM | 55,014 | $1,567,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 54,000 | $1,553,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 74,733 | $1,548,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 25,000 | $1,542,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 9,002 | $1,534,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 530715AL5 | DEB 3.750% 2/1 | 2,438,428 | $1,510,000 | thousands by filing date | principal |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 134,500 | $1,508,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 41,354 | $1,500,000 | thousands by filing date | |
| CENOVUS ENERGY INC | 15135U109 | COM | 98,254 | $1,487,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 14,400 | $1,487,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 73,083 | $1,481,000 | thousands by filing date | |
| INGEVITY CORP COM | 45688C107 | Stock | 26,868 | $1,474,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 1,100,000 | $1,474,000 | thousands by filing date | principal |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 53,553 | $1,463,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 6,957 | $1,461,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 23,097 | $1,437,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 100,000 | $1,436,000 | thousands by filing date | |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 1,026,000 | $1,426,000 | thousands by filing date | principal |
| HCA Healthcare Inc | 40412C101 | COM | 19,086 | $1,413,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 19,292 | $1,401,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 34,997 | $1,400,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 11,911 | $1,380,000 | thousands by filing date | |
| ROLLINS INC COM | 775711104 | Stock | 40,599 | $1,371,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 15,900 | $1,364,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 17,268 | $1,363,000 | thousands by filing date | |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 198,817 | $1,362,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 25,440 | $1,357,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 17,500 | $1,352,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 18,323 | $1,351,000 | thousands by filing date | |
| ASPEN TECHNOLOGY INC | 045327103 | COM | 24,673 | $1,349,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 18,633 | $1,343,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 59,352 | $1,312,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 16,771 | $1,305,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 22,606 | $1,304,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 30,000 | $1,280,000 | thousands by filing date | put |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 23,969 | $1,273,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 35,000 | $1,269,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 40,198 | $1,266,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 126,155 | $1,238,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 38,861 | $1,234,000 | thousands by filing date | |
| LSC COMMUNICATIONS INC | 50218P107 | COM | 41,486 | $1,231,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 28,235 | $1,205,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 17,849 | $1,202,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 35,000 | $1,185,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 7,000 | $1,184,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 100,000 | $1,172,000 | thousands by filing date | put |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 16,096 | $1,165,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 1,000,000 | $1,158,000 | thousands by filing date | principal |
| MATTHEWS INTL CORP CLASS A | 577128101 | COMMON STOCK | 14,941 | $1,148,000 | thousands by filing date | |
| RANDGOLD RES LTD | 752344309 | ADR | 15,000 | $1,145,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 3,028 | $1,143,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 5,000 | $1,143,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 374,000 | $1,126,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 23,188 | $1,111,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 20,000 | $1,110,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 7,866 | $1,110,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 12,600 | $1,106,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 12,154 | $1,102,000 | thousands by filing date | |
| QIAGEN NV | N72482107 | COMMON STOCK-FO | 39,263 | $1,100,000 | thousands by filing date | |
| TELUS CORPORATION COM | 87971M103 | Stock | 34,262 | $1,091,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 15,781 | $1,088,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 46,772 | $1,087,000 | thousands by filing date | |
| FORTIVE CORP COM | 34959J108 | Stock | 20,000 | $1,073,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 7,024 | $1,066,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 9,000 | $1,064,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 10,880 | $1,059,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 53,786 | $1,054,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 17,000 | $1,050,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 15,436 | $1,049,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 50,000 | $1,046,000 | thousands by filing date | call |
| MATADOR RES CO COM | 576485205 | Stock | 40,280 | $1,038,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 12,000 | $1,038,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 10,000 | $1,037,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 26,510 | $1,033,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 37,335 | $1,026,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 9,900 | $1,022,000 | thousands by filing date | |
| EDGEWELL PERSONAL CARE CO | 28035Q102 | COM | 13,817 | $1,009,000 | thousands by filing date | |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 1,000,000 | $990,000 | thousands by filing date | principal |
| XL GROUP LTD | G98294104 | COM | 26,534 | $989,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 25,000 | $986,000 | thousands by filing date | call |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 31,185 | $981,000 | thousands by filing date | |
| U S G CORP | 903293405 | COM NEW | 33,566 | $969,000 | thousands by filing date | |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 300,000 | $966,000 | thousands by filing date | call |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 16,600 | $962,000 | thousands by filing date | call |
| FLOWSERVE CORP | 34354P105 | COM | 20,000 | $961,000 | thousands by filing date | |
| UNITED NAT FOODS INC COM | 911163103 | Stock | 20,000 | $954,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 40,937 | $952,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 30,144 | $944,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 17,606 | $934,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 41,927 | $928,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 17,537 | $915,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 7,701 | $907,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 22,898 | $906,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 17,344 | $897,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 7,500 | $893,000 | thousands by filing date | call |
| CALPINE CORP | 131347304 | COM | 77,957 | $891,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 8,549 | $890,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 37,400 | $881,000 | thousands by filing date | |
| LANDSTAR SYS INC COM | 515098101 | Stock | 10,264 | $876,000 | thousands by filing date | |
| CABELAS INC | 126804301 | COM | 14,900 | $872,000 | thousands by filing date | |
| CLOUD PEAK ENERGY INC | 18911Q102 | COM | 155,309 | $871,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 76,470 | $870,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 105,300 | $868,000 | thousands by filing date | call |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 28,157 | $861,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 17,306 | $849,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 22,712 | $845,000 | thousands by filing date | |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 52,475 | $843,000 | thousands by filing date | |
| HARMONIC INC | 413160AB8 | NOTE 4.000%12/0 | 750,000 | $840,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 247,077 | $835,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 13,896 | $829,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 26,608 | $828,000 | thousands by filing date | |
| WATERS CORP COM | 941848103 | Stock | 6,000 | $806,000 | thousands by filing date | |
| VERADIGM INC | 01988P108 | COMMON STOCK | 78,026 | $797,000 | thousands by filing date | |
| QORVO INC COM | 74736K101 | Stock | 15,000 | $791,000 | thousands by filing date | |
| TEXAS CAP BANCSHARES INC | 88224Q107 | COM | 10,000 | $784,000 | thousands by filing date | |
| COTY INC | 222070203 | COM CL A | 42,502 | $778,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 25,000 | $759,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 42,300 | $759,000 | thousands by filing date | call |
| MERCURY GENL CORP NEW | 589400100 | COM | 12,487 | $752,000 | thousands by filing date | |
| KEYW HLDG CORP | 493723AA8 | NOTE 2.500 7/1 | 750,000 | $751,000 | thousands by filing date | principal |
| HORIZON PHARMA PLC | G4617B105 | SHS | 46,300 | $749,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 13,572 | $748,000 | thousands by filing date | |
| MFA FINL INC | 55272X102 | COM | 97,599 | $745,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 10,807 | $738,000 | thousands by filing date | |
| DONNELLEY R R & SONS CO | 257867200 | COM | 45,144 | $737,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 20,960 | $720,000 | thousands by filing date | |
| TECHNIPFMC PLC | 30249U101 | COM | 20,000 | $711,000 | thousands by filing date | call |
| PARTY CITY HOLDCO INC | 702149105 | COM | 50,000 | $710,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 8,550 | $708,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 100,000 | $706,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 15,000 | $705,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 16,587 | $698,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 20,734 | $694,000 | thousands by filing date | |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 18,453 | $659,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 9,801 | $659,000 | thousands by filing date | |
| VWR CORP | 91843L103 | COM | 26,325 | $659,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 13,703 | $649,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 26,300 | $642,000 | thousands by filing date | call |
| TEXTRON INC COM | 883203101 | Stock | 13,157 | $639,000 | thousands by filing date | |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 6,824 | $630,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 6,000 | $618,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 1,186 | $607,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 11,422 | $599,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 8,150 | $598,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 31,631 | $598,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 8,402 | $598,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 34,474 | $587,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 10,866 | $586,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 10,797 | $585,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 2,700 | $584,000 | thousands by filing date | |
| KLX INC | 482539103 | COM | 12,900 | $582,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 16,737 | $578,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 25,906 | $574,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST INC COM CL A | 09257W100 | REIT | 18,989 | $571,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 6,047 | $570,000 | thousands by filing date | |
| PREMIER INC | 74051N102 | CL A | 18,542 | $563,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 44,901 | $558,000 | thousands by filing date | |
| FIRST MAJESTIC SILVER CORP | 32076V103 | COM | 73,141 | $558,000 | thousands by filing date | |
| NEW GOLD INC CDA | 644535106 | COM | 158,957 | $556,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 63,562 | $554,000 | thousands by filing date | |
| NORTHSTAR REIT. | 66704R803 | Common Stock | 36,600 | $554,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 10,706 | $551,000 | thousands by filing date | |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 22,419 | $548,000 | thousands by filing date | |
| CSRA INC | 12650T104 | COM | 17,184 | $547,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 10,097 | $544,000 | thousands by filing date | |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 12,964 | $544,000 | thousands by filing date | |
| PROOFPOINT INC | 743424103 | COM | 7,572 | $535,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 29,592 | $530,000 | thousands by filing date | |
| WORKDAY INC CL A | 98138H101 | Stock | 8,000 | $529,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 12,717 | $525,000 | thousands by filing date | |
| EQUITY LIFESTYLE PROPERTIES COM | 29472R108 | REIT | 7,210 | $520,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 19,155 | $510,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 16,460 | $509,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 17,000 | $505,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 13,000 | $501,000 | thousands by filing date | |
| LSB INDS INC | 502160104 | COM | 59,532 | $501,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 23,000 | $497,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 54,704 | $497,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 6,175 | $496,000 | thousands by filing date | |
| KNIGHT TRANSN INC | 499064103 | COM | 15,000 | $496,000 | thousands by filing date | |
| FERRARI N V | N3167Y103 | COM | 8,500 | $494,000 | thousands by filing date | |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 2,664 | $491,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 11,000 | $491,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 70,000 | $491,000 | thousands by filing date | call |
| CONSOLIDATED EDISON INC | 209115104 | COM | 6,530 | $481,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 5,428 | $468,000 | thousands by filing date | |
| METALLUS INC | 887399103 | COMMON STOCK | 30,000 | $464,000 | thousands by filing date | |
| MATCH GROUP INC | 57665R106 | COM | 27,090 | $463,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 6,500 | $460,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 12,900 | $454,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 12,501 | $448,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 13,904 | $445,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 1,828 | $438,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 23,678 | $432,000 | thousands by filing date | |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 18,000 | $427,000 | thousands by filing date | |
| HEICO CORP NEW COM | 422806109 | Stock | 5,523 | $426,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 22,425 | $426,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 13,008 | $417,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 15,000 | $413,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 5,387 | $412,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 7,498 | $412,000 | thousands by filing date | |
| EXTRACTION OIL AND GAS INC | 30227M105 | COM | 20,419 | $409,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 40,968 | $408,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 16,879 | $406,000 | thousands by filing date | |
| APOLLO GROUP INC | 037604105 | CL A | 41,000 | $406,000 | thousands by filing date | |
| AQUA AMERICA INC | 03836W103 | COM | 13,479 | $405,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 33,811 | $399,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 10,000 | $395,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-007319 | this filing | 2017-02-14 | acceptance time not in the bulk data set |