13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-15, with 718 holding rows worth $2,114,140,000.
- Accession
- 0001140361-17-020691
- Filer
- CIK 1610880
- Filed
- 2017-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 718 entries on the cover page, a total value of $2,114,140,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,114,140,000 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 | 211,500 | $49,859,000 | thousands by filing date | put |
| BIO RAD LABS INC | 090572207 | CL A | 187,872 | $37,450,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 197,641 | $36,807,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 33,613,000 | $35,008,000 | thousands by filing date | principal |
| EDISON INTL COM | 281020107 | Stock | 407,883 | $32,472,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 431,485 | $29,928,000 | thousands by filing date | |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 458,011 | $27,870,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 694,785 | $26,117,000 | thousands by filing date | |
| PG&E CORP COM | 69331C108 | Stock | 386,893 | $25,674,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 309,831 | $25,115,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 414,846 | $24,252,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 271,724 | $24,148,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 431,806 | $23,434,000 | thousands by filing date | |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 441,204 | $21,690,000 | thousands by filing date | |
| POST HLDGS INC | 737446104 | COM | 233,995 | $20,479,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 88,462 | $20,301,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 32,870 | $19,262,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 308,227 | $18,438,000 | thousands by filing date | |
| WASTE CONNECTIONS INC COM | 94106B101 | Stock | 200,293 | $17,670,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 53,188 | $17,409,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 717,020 | $17,144,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 189,469 | $16,065,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 177,978 | $15,982,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 133,341 | $15,841,000 | thousands by filing date | |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 992,635 | $15,823,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 8,346,000 | $15,719,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X308 | PFD CONV SER A | 12,778 | $14,573,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 169,015 | $14,092,000 | thousands by filing date | |
| ALLETE INC | 018522300 | COM NEW | 205,173 | $13,892,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 275,359 | $13,732,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 408,058 | $13,262,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 167,160 | $13,204,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 10,073,000 | $13,122,000 | thousands by filing date | principal |
| ENCANA CORP | 292505104 | COM | 1,100,373 | $12,885,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 265,148 | $12,746,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 143,229 | $12,126,000 | thousands by filing date | |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 242,052 | $12,124,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 296,296 | $11,953,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 260,621 | $11,837,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 4,630,000 | $11,823,000 | thousands by filing date | principal |
| ALLSTATE CORP COM | 020002101 | Stock | 144,414 | $11,768,000 | thousands by filing date | |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 8,580,000 | $11,721,000 | thousands by filing date | principal |
| GENESEE & WYOMING INC | 371559105 | CL A | 171,445 | $11,634,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 119,727 | $11,633,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 108,326 | $11,631,000 | thousands by filing date | |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 9,905,000 | $11,564,000 | thousands by filing date | principal |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 485,147 | $11,498,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 336,894 | $11,448,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 145,470 | $11,414,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 227,801 | $11,210,000 | thousands by filing date | |
| XCELENERGY INC | 98389B100 | COM | 251,441 | $11,177,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 210,605 | $10,695,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 10,250,000 | $10,580,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 150,502 | $10,520,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 244,901 | $10,286,000 | thousands by filing date | |
| SOUTHWEST GAS HLDGS INC COM | 844895102 | Stock | 120,277 | $9,972,000 | thousands by filing date | |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 9,050,000 | $9,826,000 | thousands by filing date | principal |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 44,896 | $9,799,000 | thousands by filing date | |
| VIRTUS INVT PARTNERS INC | 92828Q208 | PFD CV SER D | 10,000 | $9,769,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 200,000 | $9,614,000 | thousands by filing date | call |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 78,233 | $9,348,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 77,321 | $9,297,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 168,003 | $9,291,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 192,765 | $9,251,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 116,062 | $9,110,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 157,154 | $9,095,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 239,567 | $8,957,000 | thousands by filing date | |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 8,596,000 | $8,937,000 | thousands by filing date | principal |
| ARAMARK COM | 03852U106 | Stock | 240,773 | $8,877,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 105,600 | $8,761,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 465,015 | $8,268,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 67,958 | $8,188,000 | thousands by filing date | |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 4,588,000 | $8,114,000 | thousands by filing date | principal |
| EASTMAN CHEM CO COM | 277432100 | Stock | 99,876 | $8,070,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 332,478 | $8,069,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 243,039 | $7,969,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 239,990 | $7,848,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 50,258 | $7,826,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 324,984 | $7,666,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 60,783 | $7,601,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 77,908 | $7,600,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 179,494 | $7,564,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 636,965 | $7,516,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 269,941 | $7,410,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 246,795 | $7,354,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 5,104,000 | $7,329,000 | thousands by filing date | principal |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 70,511 | $7,313,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 44,068 | $7,228,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 122,296 | $7,148,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 80,891 | $6,928,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 374,471 | $6,902,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 51,620 | $6,838,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 68,521 | $6,710,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 143,607 | $6,695,000 | thousands by filing date | |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 80,026 | $6,641,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 200,200 | $6,599,000 | thousands by filing date | call |
| CENOVUS ENERGY INC | 15135U109 | COM | 578,029 | $6,532,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 121,212 | $6,456,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 126,952 | $6,411,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 235,892 | $6,253,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 139,452 | $6,239,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 144,429 | $6,187,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 124,820 | $6,135,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 54,052 | $6,119,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 246,871 | $5,992,000 | thousands by filing date | |
| IHS MARKIT LTD | G47567105 | SHS | 142,485 | $5,977,000 | thousands by filing date | |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 1,711,832 | $5,837,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 162,026 | $5,830,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 199,815 | $5,815,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 165,312 | $5,712,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 85,355 | $5,638,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 122,463 | $5,628,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 164,203 | $5,617,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 89,080 | $5,561,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 68,950 | $5,540,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 56,308 | $5,502,000 | thousands by filing date | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 58,184 | $5,473,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 51,862 | $5,450,000 | thousands by filing date | |
| ENBRIDGE INC COM | 29250N105 | Stock | 128,695 | $5,385,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 125,000 | $5,366,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 89,281 | $5,341,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 150,000 | $5,304,000 | thousands by filing date | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 77,899 | $5,164,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 94,659 | $5,153,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 124,872 | $5,122,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 4,000,000 | $5,085,000 | thousands by filing date | principal |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 284,645 | $4,862,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 148,084 | $4,752,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 115,964 | $4,732,000 | thousands by filing date | |
| FIRSTENERGY CORP | 337932107 | COM | 148,362 | $4,721,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 20,000 | $4,715,000 | thousands by filing date | call |
| ROBERT HALF INC. COM | 770323103 | Stock | 96,399 | $4,707,000 | thousands by filing date | |
| COMMUNITY FINANCIAL SYSTEM I | 203607106 | COM | 85,034 | $4,675,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 4,000,000 | $4,629,000 | thousands by filing date | principal |
| Abbott Laboratories | 002824100 | COM | 103,934 | $4,616,000 | thousands by filing date | |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 67,320 | $4,588,000 | thousands by filing date | |
| SOUTH JERSEY INDUSTRIES INC | 838518108 | COM | 126,915 | $4,525,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 81,091 | $4,475,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 2,500,000 | $4,387,000 | thousands by filing date | principal |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 27,109 | $4,346,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 120,000 | $4,304,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 62,169 | $4,286,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 24,391 | $4,250,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 247,874 | $4,246,000 | thousands by filing date | |
| ASHLAND INC | 044186104 | COM | 34,087 | $4,220,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 120,790 | $4,199,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 60,226 | $4,189,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 143,388 | $4,171,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 120,627 | $4,142,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 52,345 | $4,088,000 | thousands by filing date | |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 115,527 | $3,944,000 | thousands by filing date | |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 29,680 | $3,885,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 77,186 | $3,874,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 117,181 | $3,852,000 | thousands by filing date | |
| QIAGEN NV | N72482123 | SHS NEW | 132,732 | $3,845,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 3,000,000 | $3,833,000 | thousands by filing date | principal |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 67,837 | $3,825,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 97,134 | $3,811,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 27,606 | $3,795,000 | thousands by filing date | |
| FIRST HAWAIIAN INC | 32051X108 | COM | 126,715 | $3,791,000 | thousands by filing date | |
| NEVSUN RES LTD | 64156L101 | COM | 1,476,400 | $3,780,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 118,835 | $3,777,000 | thousands by filing date | |
| ELFBEAUTYINC | 26856L103 | STOK | 131,019 | $3,773,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 4,000,000 | $3,751,000 | thousands by filing date | principal |
| NISOURCE INC COM | 65473P105 | Stock | 157,589 | $3,749,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 417,445 | $3,736,000 | thousands by filing date | |
| PERFORMANCE FOOD GROUP CO COM | 71377A103 | Stock | 156,040 | $3,714,000 | thousands by filing date | |
| HORIZON GLOBAL CORP | 44052WAA2 | NOTE 2.750% 7/0 | 3,894,000 | $3,565,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909108 | COM | 105,300 | $3,560,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 150,000 | $3,539,000 | thousands by filing date | call |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 110,000 | $3,530,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 53,931 | $3,509,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 27,410 | $3,481,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 50,000 | $3,480,000 | thousands by filing date | call |
| VECTREN CORP | 92240G101 | COM | 58,996 | $3,458,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 65,665 | $3,418,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 233,999 | $3,416,000 | thousands by filing date | |
| ROOKLINE BANCORP INC DEL | 11373M107 | COM | 216,090 | $3,382,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 140,650 | $3,338,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 15,026 | $3,308,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 151,712 | $3,298,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 88,339 | $3,261,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 444,389 | $3,195,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 95,288 | $3,174,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 2,500,000 | $3,174,000 | thousands by filing date | principal |
| MSA SAFETY INC COM | 553498106 | Stock | 44,793 | $3,166,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 23,475 | $3,108,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 175,000 | $3,066,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 124,178 | $3,045,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 291,156 | $2,981,000 | thousands by filing date | |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 2,800,000 | $2,976,000 | thousands by filing date | principal |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 207,325 | $2,956,000 | thousands by filing date | |
| MATADOR RES CO COM | 576485205 | Stock | 119,429 | $2,841,000 | thousands by filing date | |
| FLAGSTAR BANCORP INC | 337930705 | COM PAR .001 | 100,437 | $2,831,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 52,626 | $2,829,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 46,099 | $2,829,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 150,524 | $2,815,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 88,036 | $2,815,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 12,088 | $2,777,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 39,729 | $2,770,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 25,755 | $2,764,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 65,770 | $2,725,000 | thousands by filing date | |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 2,750,000 | $2,722,000 | thousands by filing date | principal |
| FEDEX CORP COM | 31428X106 | Stock | 13,564 | $2,647,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 30,124 | $2,646,000 | thousands by filing date | |
| CHART INDS INC | 16115Q308 | COM | 75,336 | $2,632,000 | thousands by filing date | |
| MERCURY GENL CORP NEW | 589400100 | COM | 42,900 | $2,616,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 26,982 | $2,575,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 48,477 | $2,491,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 35,677 | $2,483,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 196,869 | $2,469,000 | thousands by filing date | |
| STERIS PLC | G84720104 | SHS USD | 34,998 | $2,431,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 2,000,000 | $2,388,000 | thousands by filing date | principal |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 700,000 | $2,387,000 | thousands by filing date | call |
| HELIX ENERGY SOLUTIONS GRP INC COM | 42330P107 | Stock | 306,296 | $2,380,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 24,949 | $2,286,000 | thousands by filing date | |
| INVACARE CORP | 461203AF8 | NOTE 5.000% 2/1 | 2,250,000 | $2,284,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 20,000 | $2,274,000 | thousands by filing date | |
| EVOLENT HEALTH INC CL A | 30050B101 | Stock | 101,291 | $2,259,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 123,954 | $2,256,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 47,845 | $2,220,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 217,179 | $2,200,000 | thousands by filing date | |
| AVANGRID INC | 05351W103 | COM | 51,084 | $2,183,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 20,580 | $2,180,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 46,670 | $2,172,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 51,157 | $2,157,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 50,000 | $2,147,000 | thousands by filing date | call |
| RED HAT INC | 756577102 | COM | 24,664 | $2,133,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 92,264 | $2,129,000 | thousands by filing date | |
| MGE ENERGY INC | 55277P104 | COM | 32,481 | $2,111,000 | thousands by filing date | |
| TANGER INC | 875465106 | COM | 64,084 | $2,100,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 40,020 | $2,075,000 | thousands by filing date | |
| ISHARES INC MSCI EURZONE ETF | 464286608 | MSCI EURZONE ETF | 55,000 | $2,068,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 118,643 | $2,062,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 100,000 | $2,054,000 | thousands by filing date | call |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 142,781 | $2,036,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 37,080 | $2,024,000 | thousands by filing date | |
| SENSATA TECHNOLOGIES HOLDING | N7902X106 | COMMON STOCK-FO | 45,990 | $2,008,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 36,214 | $1,958,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 62,769 | $1,955,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 50,000 | $1,950,000 | thousands by filing date | call |
| MDU RES GROUP INC | 552690109 | COM | 70,806 | $1,938,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 148,228 | $1,937,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 24,071 | $1,904,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 23,547 | $1,895,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 50,005 | $1,872,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 140,000 | $1,870,000 | thousands by filing date | call |
| EATON VANCE CORP | 278265103 | COM NON VTG | 41,558 | $1,868,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 133,499 | $1,788,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 91,091 | $1,759,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 33,582 | $1,733,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 46,368 | $1,693,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 152,452 | $1,688,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 356,105 | $1,681,000 | thousands by filing date | |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 1,900,000 | $1,625,000 | thousands by filing date | principal |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 50,359 | $1,622,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 126,264 | $1,605,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 53,584 | $1,564,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 11,518 | $1,538,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 43,798 | $1,528,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 37,786 | $1,501,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 60,274 | $1,492,000 | thousands by filing date | |
| TAHOE RES INC | 873868103 | COM | 184,520 | $1,482,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 221,924 | $1,476,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 29,578 | $1,461,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 27,933 | $1,433,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 9,724 | $1,424,000 | thousands by filing date | |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 20,850 | $1,420,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 108,884 | $1,418,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 41,721 | $1,401,000 | thousands by filing date | |
| Chubb Limited | H1467J104 | COM | 10,000 | $1,363,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 20,983 | $1,356,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 41,100 | $1,344,000 | thousands by filing date | call |
| JETBLUE AWYS CORP | 477143101 | COM | 64,934 | $1,338,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 34,137 | $1,337,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 26,121 | $1,336,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 55,721 | $1,312,000 | thousands by filing date | |
| SPX FLOW INC COM | 78469X107 | Stock | 37,349 | $1,296,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 115,807 | $1,295,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 104,000 | $1,295,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 41,008 | $1,288,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 10,652 | $1,284,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J106 | COMMON STOCK | 79,900 | $1,268,000 | thousands by filing date | |
| C&J ENERGY SVCS INC NEW | 12674R100 | COM | 36,790 | $1,253,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 29,477 | $1,234,000 | thousands by filing date | |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 2,750,000 | $1,231,000 | thousands by filing date | principal |
| UNITED BANKSHARES INC WEST VA COM | 909907107 | Stock | 29,051 | $1,227,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 9,226 | $1,223,000 | thousands by filing date | |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 1,000,000 | $1,219,000 | thousands by filing date | principal |
| FISERV INC | 337738108 | COM | 10,428 | $1,202,000 | thousands by filing date | |
| VEON LTD | 91822M106 | SPONSORED ADR | 294,383 | $1,201,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 18,260 | $1,193,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 555,087 | $1,188,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 23,555 | $1,178,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 17,868 | $1,178,000 | thousands by filing date | |
| TRANSUNION COM | 89400J107 | Stock | 30,574 | $1,173,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 6,302 | $1,173,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 18,591 | $1,153,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 23,500 | $1,147,000 | thousands by filing date | |
| BLUEPRINT MEDICINES CORP | 09627Y109 | COM | 28,533 | $1,141,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 14,306 | $1,140,000 | thousands by filing date | |
| BASIC ENERGY SVCS INC NEW | 06985P209 | COM NEW | 33,917 | $1,131,000 | thousands by filing date | |
| TRANSCANADA CORP | 89353D107 | COM | 24,407 | $1,126,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 17,531 | $1,123,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 8,264 | $1,118,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 17,600 | $1,117,000 | thousands by filing date | call |
| ALCOA CORP COM | 013872106 | Stock | 32,387 | $1,114,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 11,945 | $1,089,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 27,078 | $1,086,000 | thousands by filing date | |
| HEADWATERS INC | 42210P102 | COMMON STOCK | 45,212 | $1,062,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 24,689 | $1,060,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 19,787 | $1,055,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 25,240 | $1,053,000 | thousands by filing date | |
| NEVRO CORP | 64157F103 | COM | 11,100 | $1,040,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 16,030 | $1,035,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 15,000 | $1,029,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 122,900 | $1,004,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 30,065 | $1,004,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 30,590 | $1,002,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 1,000,000 | $1,000,000 | thousands by filing date | principal |
| IRON MTN INC DEL COM | 46284V101 | REIT | 27,718 | $989,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 21,640 | $985,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 33,454 | $982,000 | thousands by filing date | |
| ROLLINS INC COM | 775711104 | Stock | 26,156 | $971,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 5,905 | $968,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 73,737 | $949,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 20,137 | $944,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 19,412 | $936,000 | thousands by filing date | |
| HARMONIC INC | 413160AB8 | NOTE 4.000%12/0 | 750,000 | $934,000 | thousands by filing date | principal |
| FORUM ENERGY TECHNOLOGIES | 34984V100 | COMMON STOCK | 45,062 | $933,000 | thousands by filing date | |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 730,000 | $917,000 | thousands by filing date | principal |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 11,355 | $912,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 38,231 | $905,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M104 | INT COM SER A | 45,065 | $902,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 18,858 | $898,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 43,295 | $889,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 136,431 | $887,000 | thousands by filing date | |
| METALLUS INC | 887399103 | COMMON STOCK | 46,551 | $880,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 10,475 | $868,000 | thousands by filing date | |
| ALLEGION PLC | G0176J109 | ORD SHS | 11,377 | $861,000 | thousands by filing date | |
| CENTENNIAL RESOURCE DEV INC | 15136A102 | CL A | 47,202 | $860,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 310,411 | $857,000 | thousands by filing date | |
| NEW GOLD INC CDA | 644535106 | COM | 286,863 | $855,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 77,264 | $854,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 20,650 | $849,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 6,963 | $846,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 35,200 | $846,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 25,000 | $824,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 11,533 | $814,000 | thousands by filing date | |
| ALAMOS GOLD INC COM CL A | 011532108 | Stock | 100,779 | $809,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 16,707 | $809,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 22,391 | $809,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 32,458 | $807,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 152,280 | $806,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 9,233 | $796,000 | thousands by filing date | |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 14,171 | $790,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 4,301 | $789,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 9,279 | $778,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 5,491 | $777,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 19,800 | $771,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 22,247 | $756,000 | thousands by filing date | |
| HAWAIIAN ELEC INDS INC MTN B | 419870100 | COM | 22,637 | $754,000 | thousands by filing date | |
| RICE ENERGY INC | 762760106 | COM | 31,828 | $754,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 8,550 | $751,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 10,000 | $744,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 9,985 | $741,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 13,734 | $739,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 83,924 | $739,000 | thousands by filing date | |
| FIRST MAJESTIC SILVER CORP | 32076V103 | COM | 90,703 | $737,000 | thousands by filing date | |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 4,824 | $737,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 19,368 | $735,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 11,228 | $735,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 25,391 | $726,000 | thousands by filing date | |
| TENNECO INC | 880349105 | COM | 11,634 | $726,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 155,674 | $726,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 12,338 | $724,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 50,239 | $722,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 13,720 | $707,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 20,000 | $707,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 11,050 | $704,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 530715AG6 | DEB 4.000%11/1 | 1,058,996 | $700,000 | thousands by filing date | principal |
| ALERE INC | 01449J105 | COM | 17,500 | $695,000 | thousands by filing date | call |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 18,505 | $689,000 | thousands by filing date | |
| NNN REIT INC COM | 637417106 | REIT | 15,727 | $686,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 17,697 | $686,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 15,000 | $685,000 | thousands by filing date | call |
| CDK GLOBAL INC | 12508E101 | COM | 10,502 | $683,000 | thousands by filing date | |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 18,734 | $677,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 7,146 | $660,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 2,639 | $657,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 5,365 | $646,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 7,668 | $646,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 79,189 | $640,000 | thousands by filing date | |
| KEMET CORP | 488360207 | COM NEW | 53,068 | $637,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 8,548 | $636,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 9,544 | $634,000 | thousands by filing date | |
| PREMIER INC | 74051N102 | CL A | 19,932 | $634,000 | thousands by filing date | |
| CULLEN FROST BANKERS INC COM | 229899109 | Stock | 7,070 | $629,000 | thousands by filing date | |
| HORIZON PHARMA PLC | G4617B105 | SHS | 42,300 | $625,000 | thousands by filing date | |
| PATTERSON COS INC | 703395103 | COM | 13,539 | $612,000 | thousands by filing date | |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 26,417 | $610,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 8,373 | $603,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 10,908 | $595,000 | thousands by filing date | |
| COTIVITI HLDGS INC | 22164K101 | COM | 14,241 | $593,000 | thousands by filing date | |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 18,693 | $588,000 | thousands by filing date | |
| MANITOWOC COMPANY INC | 563571108 | COM | 102,500 | $584,000 | thousands by filing date | |
| TELLURIAN INC NEW | 87968A104 | COM | 49,430 | $579,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 6,582 | $573,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 15,415 | $572,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 5,866 | $572,000 | thousands by filing date | |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 6,037 | $566,000 | thousands by filing date | |
| HALCON RES CORP | 40537Q605 | COM PAR NEW | 72,461 | $558,000 | thousands by filing date | |
| ARMSTRONG FLOORING INC | 04238R106 | COM | 30,000 | $553,000 | thousands by filing date | |
| GENERAC HLDGS INC | 368736104 | COM | 14,816 | $552,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 15,214 | $548,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 6,006 | $540,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 50,000 | $539,000 | thousands by filing date | |
| RANGER OIL CORPORATION CLASS A COM | 70788V102 | Stock | 11,859 | $537,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 4,855 | $536,000 | thousands by filing date | |
| SANDRIDGE ENERGY INC | 80007P869 | COM NEW | 28,963 | $536,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 10,000 | $534,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 3,526 | $534,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 5,780 | $533,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 6,540 | $532,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 13,817 | $530,000 | thousands by filing date | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 16,660 | $528,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 10,446 | $525,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 10,000 | $524,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 11,044 | $522,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 18,614 | $521,000 | thousands by filing date | |
| CLOUD PEAK ENERGY INC | 18911Q102 | COM | 110,403 | $506,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 5,276 | $505,000 | thousands by filing date | |
| BANCOLOMBIA S A | 05968L102 | SPON ADR PREF | 12,651 | $504,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 5,485 | $500,000 | thousands by filing date | |
| CARDINAL FINANCIAL CORP | 14149F109 | COMMON STOCK | 16,701 | $500,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 5,875 | $498,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 2,414 | $498,000 | thousands by filing date | |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 2,547 | $497,000 | thousands by filing date | |
| PHYSICIANS REALTY TRUST | 71943U104 | COM | 24,913 | $495,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 8,328 | $493,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 5,900 | $492,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 82,000 | $487,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 17,733 | $486,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 11,972 | $484,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 9,395 | $481,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 4,894 | $475,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 11,078 | $467,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 11,491 | $462,000 | thousands by filing date | |
| LINDSAY CORPORATION | 535555106 | COM | 5,206 | $459,000 | thousands by filing date | |
| ECHOSTAR CORP | 278768106 | CL A | 7,835 | $446,000 | thousands by filing date | |
| RESOLUTE ENERGY CORP | 76116A306 | COM NEW | 10,948 | $442,000 | thousands by filing date | |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 919 | $440,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 1,891 | $438,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 56,390 | $437,000 | thousands by filing date | |
| L3 TECHNOLOGIES INC | 502413107 | COM | 2,642 | $437,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 5,788 | $433,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 205 | $432,000 | thousands by filing date | |
| ANTARES PHARMA INC | 036642106 | COM | 151,730 | $431,000 | thousands by filing date | |
| SOHU.COM INC | 83408W103 | COMMON STOCK | 10,923 | $430,000 | thousands by filing date | |
| ENERGY XXI GULF COAST INC | 29276K101 | COM | 14,336 | $430,000 | thousands by filing date | |
| ACADIA HEALTHCARE COMPANY INC COM | 00404A109 | Stock | 9,845 | $429,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 11,000 | $426,000 | thousands by filing date | |
| UNIT CORP | 909218109 | COM | 17,488 | $423,000 | thousands by filing date | |
| CORELOGIC INC | 21871D103 | COM | 10,372 | $422,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 9,698 | $419,000 | thousands by filing date | |
| COMPUTER SCIENCES CORP | 205363104 | COM | 6,056 | $418,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 13,341 | $415,000 | thousands by filing date | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 59,632 | $413,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 7,840 | $413,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 6,081 | $413,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 7,717 | $412,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 7,677 | $410,000 | thousands by filing date | |
| SPECTRUM BRANDS HLDGS INC | 84763R101 | COM | 2,946 | $410,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 3,640 | $409,000 | thousands by filing date | |
| MARKETAXESS HLDGS INC | 57060D108 | COM | 2,173 | $407,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 19,418 | $402,000 | thousands by filing date | |
| OSISKO GOLD ROYALTIES LTD | 68827L101 | COM | 35,764 | $397,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 23,678 | $397,000 | thousands by filing date | |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 17,114 | $396,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 11,272 | $394,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 7,363 | $391,000 | thousands by filing date | |
| LIBERTY EXPEDIA HLDGS INC | 53046P109 | SER A COM | 8,501 | $387,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 8,266 | $384,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 26,089 | $384,000 | thousands by filing date | |
| HAIN CELESTIAL GROUP INC | 405217100 | COM | 10,306 | $383,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 2,968 | $381,000 | thousands by filing date | |
| EVERI HLDGS INC | 30034T103 | COM | 79,626 | $381,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 4,344 | $380,000 | thousands by filing date | |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 6,132 | $372,000 | thousands by filing date | |
| GOLDEN OCEAN GROUP LTD | G39637205 | SHS NEW | 47,190 | $361,000 | thousands by filing date | |
| CADIZ INC | 127537207 | COM NEW | 23,834 | $359,000 | thousands by filing date | |
| HERC HLDGS INC COM | 42704L104 | Stock | 7,305 | $357,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 31,981 | $355,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 6,422 | $355,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 3,231 | $353,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 4,224 | $353,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 10,269 | $353,000 | thousands by filing date | |
| VALVOLINE INC COM | 92047W101 | Stock | 14,339 | $352,000 | thousands by filing date | |
| DONNELLEY R R & SONS CO | 257867200 | COM | 29,101 | $352,000 | thousands by filing date | |
| SILVER WHEATON CORP | 828336107 | COM | 16,897 | $352,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-020691 | this filing | 2017-05-15 | acceptance time not in the bulk data set |