13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-14, with 883 holding rows worth $2,583,290,000.
- Accession
- 0001140361-17-032083
- Filer
- CIK 1610880
- Filed
- 2017-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 883 entries on the cover page, a total value of $2,583,290,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,583,290,000 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 | 233,300 | $56,412,000 | thousands by filing date | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 816,404 | $44,674,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 35,000,000 | $44,206,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 500,000 | $40,365,000 | thousands by filing date | call |
| BIO RAD LABS INC | 090572207 | CL A | 131,851 | $29,839,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 340,091 | $27,456,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 23,730,000 | $26,135,000 | thousands by filing date | principal |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 181,219 | $22,629,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 905,007 | $22,327,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 318,732 | $21,709,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 151,223 | $21,282,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 680,828 | $20,615,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 623,969 | $20,135,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 251,174 | $19,903,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 577,423 | $19,598,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 289,364 | $18,441,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 9,664 | $18,077,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 12,541,000 | $17,736,000 | thousands by filing date | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 337,323 | $17,527,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 8,411,000 | $16,665,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 16,018,000 | $16,434,000 | thousands by filing date | principal |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 11,000,000 | $15,594,000 | thousands by filing date | principal |
| WASTE CONNECTIONS INC COM | 94106B101 | Stock | 241,720 | $15,572,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 393,012 | $14,903,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 788,317 | $14,773,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 723,355 | $14,605,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 225,437 | $14,570,000 | thousands by filing date | |
| TANGER INC | 875465106 | COM | 560,577 | $14,564,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 161,340 | $14,329,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 143,508 | $13,432,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 10,073,000 | $13,147,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 11,500,000 | $12,847,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 9,423,000 | $12,846,000 | thousands by filing date | principal |
| XYLEM INC COM | 98419M100 | Stock | 229,385 | $12,715,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 79,555 | $12,714,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 4,630,000 | $12,656,000 | thousands by filing date | principal |
| HALLIBURTON CO COM | 406216101 | Stock | 295,874 | $12,637,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 500,000 | $12,395,000 | thousands by filing date | call |
| CME Group Inc. Class A | 12572Q105 | COM | 98,950 | $12,392,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 11,250,000 | $11,848,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 68,920 | $11,673,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 7,564,000 | $11,420,000 | thousands by filing date | principal |
| BARD C R INC | 067383109 | COM | 34,599 | $10,937,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 338,816 | $10,815,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 867,147 | $10,371,000 | thousands by filing date | |
| ENOVIS CORP | 194014106 | COMMON STOCK | 259,934 | $10,234,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 390,118 | $10,127,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 70,182 | $10,108,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 162,682 | $10,062,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 321,415 | $10,057,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 78,783 | $9,968,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 61,640 | $9,954,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 135,593 | $9,931,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 135,235 | $9,924,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 265,697 | $9,802,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 178,039 | $9,753,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 150,177 | $9,749,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 61,655 | $9,458,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 103,343 | $9,446,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 111,001 | $9,323,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 1,058,754 | $9,317,000 | thousands by filing date | |
| COHERENT INC | 192479103 | COM | 41,151 | $9,259,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 80,000 | $9,149,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 137,872 | $9,129,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 673,142 | $9,101,000 | thousands by filing date | |
| BOYDGAMINGCORP | 103304101 | STOK | 365,395 | $9,065,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 133,581 | $9,027,000 | thousands by filing date | |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 464,685 | $8,996,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 79,734 | $8,987,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 90,696 | $8,934,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 202,980 | $8,923,000 | thousands by filing date | |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 180,984 | $8,868,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 5,000,000 | $8,780,000 | thousands by filing date | principal |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 138,839 | $8,719,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 6,000,000 | $8,660,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 246,775 | $8,645,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 61,070 | $8,606,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 298,092 | $8,597,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 137,999 | $8,575,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 7,000,000 | $8,574,000 | thousands by filing date | principal |
| Advanced Micro Devices,Inc. | 007903107 | COM | 678,995 | $8,474,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 158,180 | $8,414,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 34,696 | $8,389,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 306,989 | $8,350,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 151,980 | $8,167,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 164,178 | $8,105,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 210,370 | $8,000,000 | thousands by filing date | |
| PROSPERITY BANCSHARES INC | 743606105 | COM | 122,826 | $7,890,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 216,054 | $7,737,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 652,077 | $7,701,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 75,492 | $7,580,000 | thousands by filing date | |
| SYNOPSYS INC COM | 871607107 | Stock | 103,492 | $7,548,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 143,250 | $7,481,000 | thousands by filing date | |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 121,598 | $7,437,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 866,513 | $7,365,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 322,262 | $7,357,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 21,810 | $7,347,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 292,344 | $7,332,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 75,895 | $7,284,000 | thousands by filing date | |
| LOGMEIN INC | 54142L109 | COMMON STOCK | 69,329 | $7,245,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 145,798 | $7,230,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 76,279 | $7,188,000 | thousands by filing date | |
| MICROSEMI CORP | 595137100 | COM | 151,274 | $7,080,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 55,854 | $7,076,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 43,286 | $7,002,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 66,737 | $6,984,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 43,697 | $6,973,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 69,833 | $6,939,000 | thousands by filing date | |
| CORESITE RLTY CORP | 21870Q105 | COM | 66,701 | $6,906,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 51,782 | $6,902,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 22,026 | $6,830,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 244,417 | $6,783,000 | thousands by filing date | |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 7,050,000 | $6,751,000 | thousands by filing date | principal |
| FEDEX CORP COM | 31428X106 | Stock | 31,042 | $6,746,000 | thousands by filing date | |
| C&J ENERGY SVCS INC NEW | 12674R100 | COM | 195,906 | $6,714,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 55,040 | $6,698,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 233,624 | $6,649,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 160,377 | $6,636,000 | thousands by filing date | |
| NNN REIT INC COM | 637417106 | REIT | 169,300 | $6,620,000 | thousands by filing date | |
| HUDSON PAC PPTYS INC | 444097109 | COM | 192,052 | $6,566,000 | thousands by filing date | |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 6,750,000 | $6,500,000 | thousands by filing date | principal |
| PROPETRO HLDG CORP | 74347M108 | COM | 462,023 | $6,450,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 974,664 | $6,404,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 171,206 | $6,359,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 57,486 | $6,280,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 75,749 | $6,258,000 | thousands by filing date | |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 57,971 | $6,238,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 125,000 | $6,088,000 | thousands by filing date | put |
| BANCORPSOUTH INC | 059692103 | COM | 198,780 | $6,063,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 162,623 | $6,058,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 112,404 | $6,057,000 | thousands by filing date | |
| RICE ENERGY INC | 762760106 | COM | 226,848 | $6,041,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 120,000 | $5,953,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 102,674 | $5,824,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 218,700 | $5,796,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 212,898 | $5,795,000 | thousands by filing date | |
| BANK OF THE OZARKS | 063904106 | COM | 123,298 | $5,779,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 130,286 | $5,764,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 48,167 | $5,701,000 | thousands by filing date | |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 70,039 | $5,684,000 | thousands by filing date | |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 86,908 | $5,670,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 120,110 | $5,609,000 | thousands by filing date | |
| F N B CORP | 302520101 | COM | 395,479 | $5,600,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 45,796 | $5,562,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 145,520 | $5,553,000 | thousands by filing date | |
| CAVIUM INC | 14964U108 | COM | 88,516 | $5,499,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 352,427 | $5,484,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 222,241 | $5,474,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 75,584 | $5,443,000 | thousands by filing date | |
| PG&E CORP COM | 69331C108 | Stock | 81,619 | $5,417,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 200,000 | $5,402,000 | thousands by filing date | call |
| MEDICAL PROPERTIES TRUST INC COM | 58463J304 | REIT | 415,625 | $5,349,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 148,504 | $5,299,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 48,977 | $5,178,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 37,201 | $5,112,000 | thousands by filing date | |
| THOMSON REUTERS CORP | 884903105 | COM | 110,034 | $5,093,000 | thousands by filing date | |
| ISHARES INC MSCI EURZONE ETF | 464286608 | MSCI EURZONE ETF | 125,000 | $5,041,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 53,081 | $4,952,000 | thousands by filing date | |
| BRIGHT HORIZONS FAM SOL IN DEL COM | 109194100 | Stock | 63,770 | $4,924,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 50,377 | $4,912,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 38,128 | $4,895,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 276,044 | $4,875,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 38,172 | $4,811,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 148,640 | $4,806,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 133,551 | $4,740,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 372,322 | $4,706,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 204,642 | $4,672,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 79,070 | $4,591,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 88,812 | $4,587,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 35,863 | $4,578,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 75,000 | $4,472,000 | thousands by filing date | call |
| HARRIS CORP INC | 413875105 | COM | 40,606 | $4,429,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 63,407 | $4,404,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 55,000 | $4,377,000 | thousands by filing date | call |
| BP PLC SPONSORED ADR | 055622104 | ADR | 123,289 | $4,272,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 50,610 | $4,271,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 47,741 | $4,222,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 158,053 | $4,179,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 61,890 | $4,109,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 795,142 | $4,103,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 43,097 | $4,047,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 135,476 | $4,040,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 38,672 | $4,035,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 36,878 | $4,028,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 198,747 | $4,017,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 129,401 | $3,980,000 | thousands by filing date | |
| GENESEE & WYOMING INC | 371559105 | CL A | 58,153 | $3,977,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 88,658 | $3,968,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 33,314 | $3,898,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 73,960 | $3,888,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 60,399 | $3,852,000 | thousands by filing date | |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 3,230,000 | $3,848,000 | thousands by filing date | principal |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 197,470 | $3,837,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 36,863 | $3,806,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GRP INC COM | 42330P107 | Stock | 674,578 | $3,805,000 | thousands by filing date | |
| FIRST HAWAIIAN INC | 32051X108 | COM | 123,271 | $3,775,000 | thousands by filing date | |
| MATADOR RES CO COM | 576485205 | Stock | 174,215 | $3,723,000 | thousands by filing date | |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 118,958 | $3,704,000 | thousands by filing date | |
| CHART INDS INC | 16115Q308 | COM | 106,230 | $3,689,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 16,766 | $3,667,000 | thousands by filing date | |
| Q | 74876Y101 | Stock | 40,394 | $3,615,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 45,694 | $3,556,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 39,024 | $3,532,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 39,063 | $3,506,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 14,493 | $3,487,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 66,745 | $3,481,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 673,400 | $3,475,000 | thousands by filing date | call |
| WAYFAIR INC | 94419L101 | CL A | 45,079 | $3,466,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 155,880 | $3,451,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 80,188 | $3,449,000 | thousands by filing date | |
| JANUS HENDERSON GROUP PLC ORD SHS | G4474Y214 | Stock | 103,455 | $3,425,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 70,000 | $3,416,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 119,896 | $3,393,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 44,576 | $3,374,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 60,896 | $3,374,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 56,367 | $3,363,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 43,799 | $3,356,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 41,694 | $3,355,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 102,387 | $3,343,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 60,544 | $3,326,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 18,388 | $3,320,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 195,874 | $3,295,000 | thousands by filing date | |
| NEVSUN RES LTD | 64156L101 | COM | 1,362,900 | $3,285,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 56,208 | $3,238,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 66,841 | $3,204,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 63,632 | $3,202,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 30,000 | $3,198,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 15,707 | $3,186,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 38,318 | $3,169,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 608,116 | $3,138,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 46,720 | $3,125,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 96,963 | $3,099,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 242,616 | $3,076,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 39,402 | $3,073,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 43,845 | $3,066,000 | thousands by filing date | |
| TRIPADVISOR INC | 896945201 | COM | 80,253 | $3,066,000 | thousands by filing date | |
| HAWAIIAN HOLDINGS INC | 419879101 | COM | 65,034 | $3,053,000 | thousands by filing date | |
| OPUS BK IRVINE CALIF | 684000102 | COM | 125,000 | $3,025,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 2,000,000 | $3,012,000 | thousands by filing date | principal |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 205,316 | $3,006,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 52,711 | $2,984,000 | thousands by filing date | |
| RYDER SYS INC COM | 783549108 | Stock | 41,447 | $2,983,000 | thousands by filing date | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 32,361 | $2,977,000 | thousands by filing date | |
| VANTIV INC | 92210H105 | CL A | 46,532 | $2,947,000 | thousands by filing date | |
| XCELENERGY INC | 98389B100 | COM | 63,985 | $2,936,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 20,288 | $2,926,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 90,000 | $2,915,000 | thousands by filing date | |
| PHYSICIANS REALTY TRUST | 71943U104 | COM | 144,453 | $2,909,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 582,336 | $2,894,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 47,560 | $2,881,000 | thousands by filing date | |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 28,751 | $2,878,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 76,597 | $2,872,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 44,897 | $2,868,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 105,622 | $2,868,000 | thousands by filing date | |
| COLUMBIA BKG SYS INC | 197236102 | COM | 71,294 | $2,841,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 39,312 | $2,834,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 4,932 | $2,814,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 20,822 | $2,809,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 35,099 | $2,793,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 63,302 | $2,791,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 43,901 | $2,745,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 202,653 | $2,742,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 22,141 | $2,735,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 49,422 | $2,727,000 | thousands by filing date | |
| NEW JERSEY RES CORP | 646025106 | COM | 67,699 | $2,688,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 50,911 | $2,688,000 | thousands by filing date | |
| MADDEN STEVEN LTD | 556269108 | COM | 66,970 | $2,675,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 58,860 | $2,669,000 | thousands by filing date | |
| NATIONAL INSTRS CORP | 636518102 | COM | 65,942 | $2,652,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 3,000,000 | $2,651,000 | thousands by filing date | principal |
| WATSCO INC COM | 942622200 | Stock | 17,160 | $2,646,000 | thousands by filing date | |
| INVACARE CORP | 461203AF8 | NOTE 5.000% 2/1 | 2,450,000 | $2,646,000 | thousands by filing date | principal |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 11,395 | $2,638,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 400,000 | $2,628,000 | thousands by filing date | call |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 100,000 | $2,624,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 143,121 | $2,615,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 56,995 | $2,573,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 20,866 | $2,559,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 132,420 | $2,537,000 | thousands by filing date | |
| ELDORADO GOLD CORP NEW | 284902103 | COM | 960,739 | $2,536,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 32,473 | $2,531,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 26,859 | $2,525,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 23,744 | $2,523,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 34,475 | $2,518,000 | thousands by filing date | |
| COSTAR GROUP INC COM | 22160N109 | Stock | 9,542 | $2,515,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 110,000 | $2,512,000 | thousands by filing date | |
| BSFT 1 9/01/22 | 11133BAD4 | Bond 30/360P2 U | 2,000,000 | $2,510,000 | thousands by filing date | principal |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 32,619 | $2,504,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 33,247 | $2,502,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 45,696 | $2,491,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 41,790 | $2,484,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 75,338 | $2,482,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 20,255 | $2,462,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 70,240 | $2,444,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 100,000 | $2,426,000 | thousands by filing date | call |
| WPX ENERGY INC | 98212B103 | COM | 250,347 | $2,418,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 12,123 | $2,397,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 35,810 | $2,396,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 36,268 | $2,395,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 49,303 | $2,387,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 22,652 | $2,380,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 110,409 | $2,374,000 | thousands by filing date | |
| EDGEWELL PERSONAL CARE CO | 28035Q102 | COM | 30,949 | $2,353,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 52,378 | $2,334,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 54,647 | $2,304,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 63,457 | $2,289,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 100,000 | $2,283,000 | thousands by filing date | call |
| TCF FINL CORP | 872275102 | COM | 142,443 | $2,271,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 69,497 | $2,245,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 33,996 | $2,211,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 67,135 | $2,210,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 16,678 | $2,206,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 21,264 | $2,194,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 30,000 | $2,192,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 9,844 | $2,184,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 47,104 | $2,179,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 131,924 | $2,179,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 40,018 | $2,153,000 | thousands by filing date | |
| EQUINIX INC COM | 29444U700 | REIT | 5,013 | $2,151,000 | thousands by filing date | |
| UNITED CMNTY BKS BLAIRSVLE G | 90984P303 | COM | 77,246 | $2,147,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 60,791 | $2,139,000 | thousands by filing date | |
| MARKELGROUPINC | 570535104 | STOK | 2,183 | $2,130,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 47,344 | $2,126,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 14,823 | $2,123,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 40,530 | $2,103,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 43,800 | $2,099,000 | thousands by filing date | call |
| EDISON INTL COM | 281020107 | Stock | 26,616 | $2,081,000 | thousands by filing date | |
| FORUM ENERGY TECHNOLOGIES | 34984V100 | COMMON STOCK | 132,651 | $2,069,000 | thousands by filing date | |
| DUN & BRADSTREET CORP DEL NE | 26483E100 | COM | 18,823 | $2,036,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 334,492 | $2,034,000 | thousands by filing date | |
| SEABOARD CORP DEL | 811543107 | COM | 509 | $2,033,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 41,788 | $2,031,000 | thousands by filing date | |
| PRA Group Inc | 69354N106 | COM | 53,306 | $2,020,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 16,512 | $2,016,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 133,000 | $2,011,000 | thousands by filing date | |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| NISOURCE INC COM | 65473P105 | Stock | 78,361 | $1,987,000 | thousands by filing date | |
| FIRST DATA CORP NEW COM CL A | 32008D106 | Stock | 109,012 | $1,984,000 | thousands by filing date | |
| NRG YIELD INC | 62942X405 | CL C | 112,576 | $1,981,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 50,937 | $1,969,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 28,778 | $1,966,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 147,634 | $1,947,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 118,924 | $1,938,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 28,905 | $1,937,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 33,783 | $1,924,000 | thousands by filing date | |
| SONOCO PRODS CO | 835495102 | COM | 37,313 | $1,919,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 39,900 | $1,912,000 | thousands by filing date | put |
| FIRSTENERGY CORP | 337932107 | COM | 65,255 | $1,903,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 21,335 | $1,893,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 108,656 | $1,871,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 101,232 | $1,858,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A105 | CL A | 67,592 | $1,825,000 | thousands by filing date | |
| LAMB WESTON HLDGS INC | 513272104 | COM | 40,825 | $1,798,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 23,995 | $1,779,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 34,242 | $1,778,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 32,334 | $1,776,000 | thousands by filing date | |
| PREMIER INC | 74051N102 | CL A | 49,301 | $1,775,000 | thousands by filing date | |
| HERC HLDGS INC COM | 42704L104 | Stock | 44,557 | $1,752,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 30,684 | $1,713,000 | thousands by filing date | |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 83,045 | $1,713,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 162,333 | $1,708,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 36,247 | $1,707,000 | thousands by filing date | |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 1,750,000 | $1,706,000 | thousands by filing date | principal |
| ATHENAHEALTH INC | 04685W103 | COMMON STOCK | 12,012 | $1,688,000 | thousands by filing date | |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 1,253,000 | $1,676,000 | thousands by filing date | principal |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 1,574,000 | $1,675,000 | thousands by filing date | principal |
| HUBBELL INC COM | 443510607 | Stock | 14,762 | $1,671,000 | thousands by filing date | |
| CASEYS GEN STORES INC | 147528103 | COM | 15,567 | $1,667,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 19,910 | $1,664,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 124,481 | $1,658,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 37,694 | $1,654,000 | thousands by filing date | |
| HOLOGIC INC | 436440101 | COM | 36,089 | $1,638,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 100,000 | $1,630,000 | thousands by filing date | call |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 12,796 | $1,617,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 97,157 | $1,612,000 | thousands by filing date | |
| QIAGEN NV | N72482123 | SHS NEW | 47,999 | $1,609,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 25,922 | $1,599,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 74,377 | $1,592,000 | thousands by filing date | |
| TARGA RES CORP COM | 87612G101 | Stock | 34,269 | $1,549,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 14,268 | $1,543,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A797 | ST STR SP BANK | 35,454 | $1,543,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 398,307 | $1,541,000 | thousands by filing date | |
| ENVIRI CORP | 415864107 | COM | 95,564 | $1,539,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 113,535 | $1,517,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 17,773 | $1,514,000 | thousands by filing date | |
| UNITED BANKSHARES INC WEST VA COM | 909907107 | Stock | 38,347 | $1,503,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 201,000 | $1,499,000 | thousands by filing date | |
| TORCHMARK CORP | 891027104 | COM | 19,478 | $1,490,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 142,470 | $1,486,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 13,548 | $1,476,000 | thousands by filing date | |
| EVOLENT HEALTH INC CL A | 30050B101 | Stock | 57,700 | $1,463,000 | thousands by filing date | |
| EVERSOURCE ENERGY COM | 30040W108 | Stock | 24,067 | $1,461,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 68,449 | $1,453,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 150,000 | $1,449,000 | thousands by filing date | call |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 15,818 | $1,445,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 27,923 | $1,444,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 27,592 | $1,439,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 17,900 | $1,436,000 | thousands by filing date | put |
| AECOM COM | 00766T100 | Stock | 44,185 | $1,429,000 | thousands by filing date | |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 19,169 | $1,423,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 48,317 | $1,415,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 27,706 | $1,409,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 32,494 | $1,403,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 50,000 | $1,402,000 | thousands by filing date | call |
| AT HOME GROUP INC | 04650Y100 | COM | 60,155 | $1,401,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 43,712 | $1,397,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 18,712 | $1,387,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 1,346,000 | $1,365,000 | thousands by filing date | principal |
| CSX Corporation | 126408103 | COM | 24,941 | $1,361,000 | thousands by filing date | |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 24,464 | $1,348,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 1,160,000 | $1,347,000 | thousands by filing date | principal |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 11,379 | $1,345,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 18,860 | $1,345,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 20,612 | $1,321,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 14,903 | $1,317,000 | thousands by filing date | |
| GENPACT LIMITED SHS | G3922B107 | Stock | 47,265 | $1,315,000 | thousands by filing date | |
| GOVERNMENT PPTYS INCOME TR | 38376A103 | COM SHS BEN INT | 71,644 | $1,312,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 16,347 | $1,304,000 | thousands by filing date | |
| SRC ENERGY INC | 78470V108 | COM | 193,275 | $1,301,000 | thousands by filing date | |
| WEC ENERGY GROUP INC COM | 92939U106 | Stock | 20,983 | $1,288,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 38,042 | $1,278,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 13,391 | $1,278,000 | thousands by filing date | |
| CENTENNIAL RESOURCE DEV INC | 15136A102 | CL A | 80,424 | $1,272,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 54,459 | $1,261,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 24,675 | $1,259,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 26,078 | $1,258,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 112,652 | $1,252,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 21,807 | $1,250,000 | thousands by filing date | |
| CALLON PETE CO DEL | 13123X102 | COM | 117,506 | $1,247,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 57,056 | $1,233,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 121,846 | $1,227,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 26,445 | $1,223,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 6,946 | $1,221,000 | thousands by filing date | |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 2,750,000 | $1,215,000 | thousands by filing date | principal |
| VEON LTD | 91822M106 | SPONSORED ADR | 308,753 | $1,207,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 21,251 | $1,197,000 | thousands by filing date | |
| WATERS CORP COM | 941848103 | Stock | 6,434 | $1,183,000 | thousands by filing date | |
| BRUKER CORP | 116794108 | COM | 40,714 | $1,174,000 | thousands by filing date | |
| PATHEON N V | N6865W105 | SHS | 33,588 | $1,172,000 | thousands by filing date | |
| GRACO INC COM | 384109104 | Stock | 10,678 | $1,167,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 7,581 | $1,166,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 10,057 | $1,152,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 12,622 | $1,131,000 | thousands by filing date | |
| SCHNEIDER NATIONAL INC | 80689H102 | CL B | 50,000 | $1,119,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 12,414 | $1,114,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 50,000 | $1,107,000 | thousands by filing date | call |
| SOTHEBYS | 835898107 | COM | 20,606 | $1,106,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 20,854 | $1,106,000 | thousands by filing date | |
| GENERAL COMMUNICATION INC | 369385109 | CL A | 29,965 | $1,098,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 35,000 | $1,091,000 | thousands by filing date | |
| KRONOS WORLDWIDE INC COM | 50105F105 | Stock | 59,597 | $1,086,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 41,400 | $1,068,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 45,500 | $1,067,000 | thousands by filing date | |
| CLUBCORP HLDGS INC | 18948M108 | COM | 81,286 | $1,065,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 30,034 | $1,062,000 | thousands by filing date | |
| TRANSCANADA CORP | 89353D107 | COM | 22,240 | $1,060,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 8,232 | $1,050,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 14,283 | $1,048,000 | thousands by filing date | |
| FLOWERS FOODS INC COM | 343498101 | Stock | 60,376 | $1,045,000 | thousands by filing date | |
| BLACKROCK CAP INVT CORP | 092533AC2 | NOTE 5.000% 6/1 | 1,000,000 | $1,029,000 | thousands by filing date | principal |
| BERKLEY W R CORP COM | 084423102 | Stock | 14,799 | $1,024,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 33,204 | $1,005,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 122,000 | $1,004,000 | thousands by filing date | |
| ENBRIDGE INC COM | 29250N105 | Stock | 25,040 | $997,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 16,265 | $997,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 144,331 | $996,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 18,949 | $992,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 15,000 | $988,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 81,074 | $973,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 95,308 | $963,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 9,967 | $954,000 | thousands by filing date | |
| HERON THERAPEUTICS INC | 427746102 | COM | 68,434 | $948,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 11,722 | $947,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 6,745 | $945,000 | thousands by filing date | |
| FEDERATED HERMES INC CL B | 314211103 | Stock | 33,084 | $935,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 26,757 | $918,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 18,201 | $904,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 5,385 | $901,000 | thousands by filing date | |
| RANDGOLD RES LTD | 752344309 | ADR | 10,180 | $901,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 14,277 | $897,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 13,359 | $893,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 11,547 | $891,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 33,939 | $888,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 10,469 | $882,000 | thousands by filing date | |
| KRATON CORPORATION | 50077C106 | COM | 25,536 | $879,000 | thousands by filing date | |
| BLACK HILLS CORP COM | 092113109 | Stock | 12,912 | $871,000 | thousands by filing date | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 130,667 | $870,000 | thousands by filing date | |
| ORBITAL ATK INC | 68557N103 | COM | 8,792 | $865,000 | thousands by filing date | |
| HARMONIC INC | 413160AB8 | NOTE 4.000%12/0 | 750,000 | $865,000 | thousands by filing date | principal |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 70,274 | $864,000 | thousands by filing date | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 50,000 | $863,000 | thousands by filing date | |
| CANADA GOOSE HLDGS INC SHS SUB VTG | 135086106 | Stock | 43,477 | $859,000 | thousands by filing date | |
| GOLAR LNG LTD | G9456A100 | SHS | 38,366 | $854,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 52,117 | $852,000 | thousands by filing date | |
| LIBERTY BROADBAND CORP | 530307305 | COM SER C | 9,782 | $849,000 | thousands by filing date | |
| ALAMOS GOLD INC COM CL A | 011532108 | Stock | 117,433 | $843,000 | thousands by filing date | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 64,100 | $842,000 | thousands by filing date | |
| LIBERTY EXPEDIA HLDGS INC | 53046P109 | SER A COM | 15,575 | $841,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 21,973 | $840,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 24,783 | $825,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-032083 | this filing | 2017-08-14 | acceptance time not in the bulk data set |