13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-14, with 826 holding rows worth $2,460,687,000.
- Accession
- 0001140361-17-042752
- Filer
- CIK 1610880
- Filed
- 2017-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 826 entries on the cover page, a total value of $2,460,687,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,460,687,000 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 | 515,000 | $129,383,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,120,730 | $76,748,000 | thousands by filing date | |
| KNIGHT-SWIFT TRANSN HLDGS IN | 499049104 | CL A | 1,019,304 | $42,352,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 767,658 | $41,438,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 902,268 | $36,434,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 26,730,000 | $34,058,000 | thousands by filing date | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 348,382 | $28,473,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 531,755 | $28,210,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 83,025 | $27,696,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 325,704 | $26,017,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 215,121 | $25,397,000 | thousands by filing date | |
| EQUINIX INC COM | 29444U700 | REIT | 53,559 | $23,903,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 19,000,000 | $23,317,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 20,000,000 | $22,377,000 | thousands by filing date | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 150,000 | $22,227,000 | thousands by filing date | call |
| ANDEAVOR | 03349M105 | COM | 201,477 | $20,782,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 412,601 | $20,651,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 17,500,000 | $19,720,000 | thousands by filing date | principal |
| WESTLAKE CORPORATION | 960413102 | COM | 228,729 | $19,005,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 584,117 | $18,832,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 324,266 | $18,185,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 469,200 | $17,600,000 | thousands by filing date | call |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 364,382 | $17,305,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 130,000 | $17,191,000 | thousands by filing date | call |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 8,411,000 | $16,267,000 | thousands by filing date | principal |
| ARCONIC INC | 03965L100 | COM | 649,799 | $16,167,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 72,565 | $16,125,000 | thousands by filing date | |
| ASTORIA FINANCIAL CORP | 046265104 | COMMON STOCK | 750,000 | $16,125,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 11,441,000 | $15,869,000 | thousands by filing date | principal |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 274,585 | $15,371,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 108,370 | $15,360,000 | thousands by filing date | |
| PROSHARES TR II | 74347W163 | ULTRA VIX SHORT | 729,500 | $15,028,000 | thousands by filing date | put |
| PROSHARES TR II | 74347W163 | ULTRA VIX SHORT | 729,500 | $15,028,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 570,256 | $14,747,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 125,000 | $14,636,000 | thousands by filing date | call |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 8,300,000 | $14,325,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 138,959 | $14,236,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 413,543 | $14,098,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 289,600 | $13,965,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 7,564,000 | $13,205,000 | thousands by filing date | principal |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 896,141 | $13,075,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 83,958 | $12,441,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 9,423,000 | $12,365,000 | thousands by filing date | principal |
| ENCANA CORP | 292505104 | COM | 1,047,338 | $12,338,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 74,225 | $12,140,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 48,278 | $12,129,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 210,382 | $11,950,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 32,814 | $11,925,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 845,731 | $11,468,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 309,165 | $11,121,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 182,493 | $11,055,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 93,492 | $10,947,000 | thousands by filing date | |
| BP PLC SPONSORED ADR | 055622104 | ADR | 269,340 | $10,351,000 | thousands by filing date | |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 198,853 | $10,191,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 146,667 | $10,154,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 10,000,000 | $10,154,000 | thousands by filing date | principal |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 95,461 | $10,149,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 8,073,000 | $10,106,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 105,149 | $10,043,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 128,623 | $10,003,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 73,881 | $9,957,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 100,824 | $9,877,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 107,754 | $9,751,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 105,032 | $9,653,000 | thousands by filing date | |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 9,201,000 | $9,374,000 | thousands by filing date | principal |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 41,226 | $9,134,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 477,591 | $8,988,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 194,738 | $8,964,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 6,500,000 | $8,791,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 154,908 | $8,560,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 41,506 | $8,533,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 240,722 | $8,327,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 145,144 | $8,234,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 90,540 | $8,156,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 88,822 | $8,035,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 663,642 | $7,944,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 717,048 | $7,938,000 | thousands by filing date | |
| BSFT 1 9/01/22 | 11133BAD4 | Bond 30/360P2 U | 5,605,000 | $7,862,000 | thousands by filing date | principal |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 175,147 | $7,796,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 41,802 | $7,794,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 179,131 | $7,772,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 200,297 | $7,733,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 64,506 | $7,585,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 7,000,000 | $7,577,000 | thousands by filing date | principal |
| BEST BUY INC COM | 086516101 | Stock | 129,454 | $7,374,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 39,128 | $7,315,000 | thousands by filing date | |
| VISTRA CORP COM | 92840M102 | Stock | 389,885 | $7,287,000 | thousands by filing date | |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 38,595 | $7,189,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 122,591 | $6,958,000 | thousands by filing date | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 182,559 | $6,948,000 | thousands by filing date | |
| ASTEC INDS INC | 046224101 | COM | 123,283 | $6,905,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 150,000 | $6,836,000 | thousands by filing date | call |
| PHILLIPS 66 COM | 718546104 | Stock | 74,269 | $6,804,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 5,000,000 | $6,762,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 65,261 | $6,672,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 29,198 | $6,661,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 142,546 | $6,614,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 200,000 | $6,590,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 190,379 | $6,562,000 | thousands by filing date | |
| CIENA CORP | 171779AJ0 | NOTE 3.750%10/1 | 5,181,000 | $6,305,000 | thousands by filing date | principal |
| SYNCHRONYFINL | 87165B103 | STOK | 199,576 | $6,197,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 54,412 | $6,185,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 45,107 | $6,120,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 50,000 | $6,079,000 | thousands by filing date | call |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 91,783 | $6,039,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 69,434 | $6,011,000 | thousands by filing date | |
| FIRST HAWAIIAN INC | 32051X108 | COM | 198,436 | $6,011,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 500,000 | $5,985,000 | thousands by filing date | call |
| ENERGEN CORP | 29265N108 | COM | 108,810 | $5,950,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 294,478 | $5,934,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 282,972 | $5,925,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 135,268 | $5,917,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 48,285 | $5,775,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 1,009,054 | $5,641,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 260,135 | $5,616,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 300,040 | $5,608,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 52,367 | $5,578,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 35,753 | $5,533,000 | thousands by filing date | |
| BERKLEY W R CORP COM | 084423102 | Stock | 81,322 | $5,427,000 | thousands by filing date | |
| ISHARES INC MSCI EURZONE ETF | 464286608 | MSCI EURZONE ETF | 125,000 | $5,415,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 45,108 | $5,405,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 39,930 | $5,396,000 | thousands by filing date | |
| BERKSHIRE HATHAWAY INC DEL | 084670108 | CL A | 19 | $5,220,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 155,514 | $5,208,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 97,372 | $5,189,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 46,699 | $5,187,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 266,808 | $5,133,000 | thousands by filing date | |
| HUB GROUP INC | 443320106 | CL A | 118,029 | $5,069,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 110,393 | $5,039,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 193,648 | $4,955,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 102,069 | $4,917,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 163,404 | $4,889,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 90,563 | $4,853,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 76,817 | $4,846,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 67,715 | $4,724,000 | thousands by filing date | |
| PERRIGO CO PLC SHS | G97822103 | Stock | 55,624 | $4,709,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 513,693 | $4,685,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 209,285 | $4,680,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 276,183 | $4,640,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 63,668 | $4,631,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 32,087 | $4,619,000 | thousands by filing date | |
| TANGER INC | 875465106 | COM | 188,909 | $4,613,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 114,035 | $4,594,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 129,401 | $4,587,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 62,126 | $4,482,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 58,051 | $4,482,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 25,592 | $4,383,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 1,403,052 | $4,349,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 117,823 | $4,305,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 282,441 | $4,302,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 52,496 | $4,255,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 141,110 | $4,187,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 347,112 | $4,183,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 57,993 | $4,118,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 152,853 | $4,060,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 143,309 | $4,001,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 70,196 | $3,989,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 195,930 | $3,970,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 28,500 | $3,954,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 79,800 | $3,914,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 76,403 | $3,867,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 78,886 | $3,820,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 41,259 | $3,787,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 88,429 | $3,778,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 66,884 | $3,748,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 78,622 | $3,731,000 | thousands by filing date | |
| YELP INC CL A | 985817105 | Stock | 86,074 | $3,727,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 35,027 | $3,675,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 158,078 | $3,629,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 57,300 | $3,628,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 150,000 | $3,618,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 80,000 | $3,585,000 | thousands by filing date | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 57,207 | $3,561,000 | thousands by filing date | |
| MADDEN STEVEN LTD | 556269108 | COM | 82,122 | $3,556,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 179,486 | $3,534,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 3,500,000 | $3,528,000 | thousands by filing date | principal |
| METLIFE INC COM | 59156R108 | Stock | 67,412 | $3,502,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 21,730 | $3,499,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 92,352 | $3,464,000 | thousands by filing date | |
| TD AMERITRADE HLDG CORP | 87236Y108 | COM | 69,671 | $3,400,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 31,684 | $3,340,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 71,813 | $3,308,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 49,761 | $3,286,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 64,037 | $3,235,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 44,672 | $3,224,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 85,327 | $3,189,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 66,945 | $3,177,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 123,229 | $3,131,000 | thousands by filing date | |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 29,741 | $3,107,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 47,863 | $3,086,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AF1 | NOTE 4.125% 9/0 | 3,000,000 | $3,084,000 | thousands by filing date | principal |
| COGNEX CORP | 192422103 | COM | 27,894 | $3,076,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 23,693 | $3,055,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 39,033 | $3,034,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 112,977 | $3,016,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 45,055 | $3,015,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 109,955 | $3,005,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 46,562 | $2,987,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 31,976 | $2,984,000 | thousands by filing date | |
| LEGGETT & PLATT INC | 524660107 | COM | 61,757 | $2,948,000 | thousands by filing date | |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 2,000,000 | $2,947,000 | thousands by filing date | principal |
| VERISIGN INC COM | 92343E102 | Stock | 27,670 | $2,944,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AC9 | BOND | 2,950,000 | $2,940,000 | thousands by filing date | principal |
| INVACARE CORP | 461203AF8 | NOTE 5.000% 2/1 | 2,450,000 | $2,921,000 | thousands by filing date | principal |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 53,966 | $2,917,000 | thousands by filing date | |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 8,794 | $2,870,000 | thousands by filing date | |
| IPG PHOTONICS CORP | 44980X109 | COM | 15,394 | $2,849,000 | thousands by filing date | |
| ASBURY AUTOMOTIVE GROUP INC COM | 043436104 | Stock | 46,201 | $2,823,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 107,730 | $2,809,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 4,710 | $2,803,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 19,393 | $2,798,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 40,369 | $2,785,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 454,053 | $2,770,000 | thousands by filing date | |
| REXFORD INDL RLTY INC COM | 76169C100 | REIT | 96,016 | $2,748,000 | thousands by filing date | |
| LENNOX INTL INC COM | 526107107 | Stock | 15,264 | $2,732,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 30,303 | $2,706,000 | thousands by filing date | |
| NORDSON CORP | 655663102 | COM | 22,644 | $2,683,000 | thousands by filing date | |
| LANDSTAR SYS INC COM | 515098101 | Stock | 26,695 | $2,660,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 39,040 | $2,646,000 | thousands by filing date | |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 30,183 | $2,642,000 | thousands by filing date | |
| UNITED BANKSHARES INC WEST VA COM | 909907107 | Stock | 71,070 | $2,640,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 45,730 | $2,626,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 196,107 | $2,618,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 87,669 | $2,526,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 147,452 | $2,514,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 76,654 | $2,484,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 35,196 | $2,480,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 176,569 | $2,438,000 | thousands by filing date | |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 24,795 | $2,414,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 31,291 | $2,404,000 | thousands by filing date | |
| VEON LTD | 91822M106 | SPONSORED ADR | 571,594 | $2,389,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 1,513,000 | $2,388,000 | thousands by filing date | principal |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 49,741 | $2,380,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 20,441 | $2,372,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 87,438 | $2,339,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 21,197 | $2,334,000 | thousands by filing date | |
| WILLIAM LYON HOMES-CL A | 552074700 | CL A | 99,540 | $2,288,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 66,250 | $2,269,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 82,596 | $2,265,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 19,838 | $2,264,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 18,225 | $2,264,000 | thousands by filing date | |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 103,158 | $2,258,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 126,502 | $2,244,000 | thousands by filing date | |
| APPLIED INDL TECHNOLOGIES INC COM | 03820C105 | Stock | 34,036 | $2,240,000 | thousands by filing date | |
| HERC HLDGS INC COM | 42704L104 | Stock | 44,956 | $2,209,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 34,727 | $2,204,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 86,624 | $2,187,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 50,000 | $2,136,000 | thousands by filing date | call |
| HARRIS CORP INC | 413875105 | COM | 16,187 | $2,132,000 | thousands by filing date | |
| OSHKOSH CORP COM | 688239201 | Stock | 25,705 | $2,122,000 | thousands by filing date | |
| SONOCO PRODS CO | 835495102 | COM | 42,044 | $2,121,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 13,287 | $2,066,000 | thousands by filing date | |
| MARKELGROUPINC | 570535104 | STOK | 1,929 | $2,060,000 | thousands by filing date | |
| SCHNEIDER NATIONAL INC | 80689H102 | CL B | 80,353 | $2,033,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 37,474 | $2,018,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 14,554 | $1,984,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 176,367 | $1,979,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 29,179 | $1,955,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 106,774 | $1,937,000 | thousands by filing date | |
| ATI INC COM | 01741R102 | Stock | 79,433 | $1,898,000 | thousands by filing date | |
| PROSPERITY BANCSHARES INC | 743606105 | COM | 28,565 | $1,878,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 15,955 | $1,875,000 | thousands by filing date | |
| SOTHEBYS | 835898107 | COM | 40,597 | $1,872,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 56,875 | $1,860,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 18,181 | $1,842,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 71,076 | $1,833,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 60,353 | $1,829,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 13,977 | $1,827,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 64,149 | $1,819,000 | thousands by filing date | |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 1,750,000 | $1,813,000 | thousands by filing date | principal |
| BROOKFIELD INFRASTRUCTURE PA | G16252101 | LP INT UNIT | 41,700 | $1,799,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 42,095 | $1,789,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 45,000 | $1,764,000 | thousands by filing date | put |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 46,764 | $1,762,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 17,011 | $1,760,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 21,790 | $1,758,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 47,820 | $1,748,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 19,576 | $1,700,000 | thousands by filing date | |
| EVERCORE INC CLASS A | 29977A105 | Stock | 20,929 | $1,680,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 57,725 | $1,637,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 6,710 | $1,635,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A797 | ST STR SP BANK | 35,908 | $1,619,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 14,914 | $1,608,000 | thousands by filing date | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 70,000 | $1,603,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 18,108 | $1,602,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 29,440 | $1,572,000 | thousands by filing date | |
| ARRIS INTL INC SHS | G0551A103 | SHS | 54,889 | $1,564,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 25,181 | $1,543,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 41,254 | $1,542,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 13,395 | $1,536,000 | thousands by filing date | |
| WELBILT INC | 949090104 | COM | 66,357 | $1,530,000 | thousands by filing date | |
| AVID TECHNOLOGY INC | 05367PAB6 | NOTE 2.000% 6/1 | 2,000,000 | $1,522,000 | thousands by filing date | principal |
| GARDNER DENVER HLDGS INC | 36555P107 | COM | 55,000 | $1,514,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 147,352 | $1,510,000 | thousands by filing date | |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 70,064 | $1,506,000 | thousands by filing date | |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 1,500,000 | $1,502,000 | thousands by filing date | principal |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 40,561 | $1,489,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 12,349 | $1,483,000 | thousands by filing date | |
| ENERPLUS CORP | 292766102 | COM | 149,913 | $1,480,000 | thousands by filing date | |
| RH | 74967X103 | COM | 20,987 | $1,476,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 27,540 | $1,474,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 40,820 | $1,458,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 12,267 | $1,438,000 | thousands by filing date | |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 69,118 | $1,438,000 | thousands by filing date | |
| INDEPENDENCE RLTY TR INC | 45378A106 | COM | 140,816 | $1,432,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 28,816 | $1,429,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 9,792 | $1,424,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 32,251 | $1,420,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 23,312 | $1,419,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 40,000 | $1,406,000 | thousands by filing date | call |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 24,536 | $1,406,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 21,324 | $1,390,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 1,279,000 | $1,381,000 | thousands by filing date | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 5,791 | $1,374,000 | thousands by filing date | |
| POTBELLY CORP | 73754Y100 | COM | 110,647 | $1,372,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 10,377 | $1,369,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 24,057 | $1,362,000 | thousands by filing date | |
| TERRENO RLTY CORP | 88146M101 | COM | 37,507 | $1,357,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 10,261 | $1,352,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 63,999 | $1,350,000 | thousands by filing date | |
| SEABOARD CORP DEL | 811543107 | COM | 299 | $1,347,000 | thousands by filing date | |
| WGL HLDGS INC | 92924F106 | COM | 15,886 | $1,338,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 21,539 | $1,336,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 29,660 | $1,335,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 28,490 | $1,335,000 | thousands by filing date | |
| ARMSTRONG WORLD INDS INC NEW | 04247X102 | COM | 26,036 | $1,334,000 | thousands by filing date | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 185,644 | $1,327,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 22,466 | $1,326,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 11,434 | $1,326,000 | thousands by filing date | |
| MEDICINES CO | 584688105 | COM | 35,467 | $1,314,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 77,505 | $1,313,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 13,079 | $1,312,000 | thousands by filing date | |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 30,206 | $1,302,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 10,178 | $1,283,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 27,387 | $1,277,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 206,914 | $1,264,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 27,486 | $1,253,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 14,819 | $1,253,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 28,729 | $1,251,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 44,949 | $1,251,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 25,854 | $1,246,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 38,711 | $1,244,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 111,162 | $1,225,000 | thousands by filing date | |
| CENOVUS ENERGY INC | 15135U109 | COM | 121,151 | $1,214,000 | thousands by filing date | |
| CROWN CASTLE INTL CORP NEW | 22822V309 | 6.875% CON PFD A | 1,136 | $1,213,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 17,700 | $1,211,000 | thousands by filing date | put |
| NORTHERN TR CORP COM | 665859104 | Stock | 13,045 | $1,199,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 25,126 | $1,179,000 | thousands by filing date | |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 6,151 | $1,166,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 14,384 | $1,164,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 77,117 | $1,158,000 | thousands by filing date | |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 1,074,000 | $1,152,000 | thousands by filing date | principal |
| BRIGHT HORIZONS FAM SOL IN DEL COM | 109194100 | Stock | 13,344 | $1,150,000 | thousands by filing date | |
| AT HOME GROUP INC | 04650Y100 | COM | 50,305 | $1,149,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 8,800 | $1,144,000 | thousands by filing date | |
| INGEVITY CORP COM | 45688C107 | Stock | 18,135 | $1,133,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 58,542 | $1,123,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 29,441 | $1,120,000 | thousands by filing date | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 56,494 | $1,106,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 15,036 | $1,099,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 1,000,000 | $1,089,000 | thousands by filing date | principal |
| MATCH GROUP INC | 57665R106 | COM | 46,835 | $1,086,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 16,297 | $1,085,000 | thousands by filing date | |
| ALAMOS GOLD INC COM CL A | 011532108 | Stock | 159,653 | $1,079,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 60,040 | $1,075,000 | thousands by filing date | |
| COHERENT INC | 192479103 | COM | 4,508 | $1,060,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 18,525 | $1,059,000 | thousands by filing date | |
| PARK HOTELS & RESORTS INC COM | 700517105 | REIT | 38,062 | $1,049,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 20,349 | $1,040,000 | thousands by filing date | |
| HANNON ARMSTRONG SUST INFR C | 41068XAB6 | NOTE 4.125% 9/0 | 1,000,000 | $1,033,000 | thousands by filing date | principal |
| TERADATA CORP DEL | 88076W103 | COM | 30,490 | $1,030,000 | thousands by filing date | |
| EVOLENT HEALTH INC CL A | 30050B101 | Stock | 57,700 | $1,027,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 42,491 | $1,025,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 13,229 | $1,023,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 49,185 | $1,021,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 17,041 | $1,019,000 | thousands by filing date | |
| VENATOR MATERIALS PLC | G9329Z100 | Foreign Stock | 45,000 | $1,017,000 | thousands by filing date | |
| CAESARS ACQUISITION CO | 12768T103 | CL A | 46,950 | $1,007,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 19,510 | $1,002,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 15,324 | $1,000,000 | thousands by filing date | |
| ASHLAND INC | 044186104 | COM | 15,275 | $999,000 | thousands by filing date | |
| WORLD KINECT CORPORATION | 981475106 | COM | 29,430 | $998,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 12,656 | $997,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 28,101 | $991,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 10,944 | $987,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 20,000 | $979,000 | thousands by filing date | call |
| VERSUM MATLS INC | 92532W103 | COM | 25,011 | $971,000 | thousands by filing date | |
| POOL CORP COM | 73278L105 | Stock | 8,825 | $955,000 | thousands by filing date | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 74,027 | $954,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 27,985 | $935,000 | thousands by filing date | |
| FIVE BELOW INC COM | 33829M101 | Stock | 16,646 | $914,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 13,500 | $910,000 | thousands by filing date | |
| LOGMEIN INC | 54142L109 | COMMON STOCK | 8,247 | $908,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 12,628 | $906,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 54,489 | $898,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 14,563 | $889,000 | thousands by filing date | |
| MERCURY SYS INC COM | 589378108 | Stock | 17,099 | $887,000 | thousands by filing date | |
| U S PHYSICAL THERAPY | 90337L108 | COM | 14,442 | $887,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 8,011 | $871,000 | thousands by filing date | |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 45,292 | $862,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 10,493 | $856,000 | thousands by filing date | |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 13,204 | $848,000 | thousands by filing date | |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 11,072 | $848,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 21,561 | $841,000 | thousands by filing date | |
| MSA SAFETY INC COM | 553498106 | Stock | 10,421 | $829,000 | thousands by filing date | |
| CROWN HLDGS INC COM | 228368106 | Stock | 13,707 | $819,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 48,341 | $815,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 46,005 | $810,000 | thousands by filing date | |
| MARCUS CORPORATION | 566330106 | COMMON STOCK | 28,983 | $803,000 | thousands by filing date | |
| EXTRACTION OIL AND GAS INC | 30227M105 | COM | 52,000 | $800,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 58,168 | $794,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 14,090 | $789,000 | thousands by filing date | |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 7,468 | $789,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 15,107 | $787,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 13,949 | $782,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 115,719 | $782,000 | thousands by filing date | |
| INTERNATIONAL BANCSHARES COR | 459044103 | COM | 19,340 | $776,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 22,898 | $773,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 60,347 | $772,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 13,920 | $765,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 4,769 | $759,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 8,065 | $759,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 9,215 | $752,000 | thousands by filing date | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 14,429 | $744,000 | thousands by filing date | |
| MICROSEMI CORP | 595137100 | COM | 14,441 | $743,000 | thousands by filing date | |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 13,851 | $739,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 4,955 | $733,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 9,888 | $729,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919401 | CL A VTG | 21,777 | $728,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 18,300 | $726,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 5,863 | $718,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 15,042 | $716,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 35,516 | $709,000 | thousands by filing date | |
| BCE INC COM NEW | 05534B760 | Stock | 15,100 | $707,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 63,396 | $707,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 30,146 | $704,000 | thousands by filing date | |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 1,114 | $698,000 | thousands by filing date | |
| PROSHARES TR II | 74347W163 | ULTRA VIX SHORT | 33,837 | $697,000 | thousands by filing date | |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 52,836 | $694,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 160,094 | $688,000 | thousands by filing date | |
| F N B CORP | 302520101 | COM | 48,944 | $687,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 10,664 | $685,000 | thousands by filing date | |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 9,038 | $683,000 | thousands by filing date | |
| KBR INC COM | 48242W106 | Stock | 38,183 | $683,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 13,031 | $676,000 | thousands by filing date | |
| LIFEPOINT HEALTH INC | 53219L109 | COM | 11,617 | $673,000 | thousands by filing date | |
| HARMONIC INC | 413160AB8 | NOTE 4.000%12/0 | 750,000 | $668,000 | thousands by filing date | principal |
| L BRANDS INC | 501797104 | COM | 15,981 | $665,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 58,378 | $653,000 | thousands by filing date | |
| XEROX CORP | 984121608 | COM NEW | 19,623 | $653,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 64,766 | $653,000 | thousands by filing date | |
| NUVASIVE INC | 670704105 | COM | 11,676 | $648,000 | thousands by filing date | |
| RLI CORP COM | 749607107 | Stock | 11,201 | $642,000 | thousands by filing date | |
| LA JOLLA PHARMACEUTICAL CO | 503459604 | COM PAR $.0001 2 | 18,454 | $642,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 14,151 | $637,000 | thousands by filing date | |
| WAFD INC | 938824109 | COM | 18,864 | $635,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 121,102 | $630,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 115,000 | $628,000 | thousands by filing date | |
| INTERFACE INC | 458665304 | COM | 28,509 | $624,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 45,185 | $624,000 | thousands by filing date | |
| WILDHORSE RESOURCE DEV CORP | 96812T102 | COM | 46,549 | $620,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 23,399 | $616,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 7,236 | $599,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 10,333 | $599,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 6,252 | $597,000 | thousands by filing date | |
| RAMBUS INC DEL COM | 750917106 | Stock | 44,653 | $596,000 | thousands by filing date | |
| GENPACT LIMITED SHS | G3922B107 | Stock | 20,703 | $595,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 5,327 | $594,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 40,930 | $592,000 | thousands by filing date | |
| WORKDAY INC CL A | 98138H101 | Stock | 5,606 | $591,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 2,321 | $590,000 | thousands by filing date | |
| SIMPLY GOOD FOODS CO COM | 82900L102 | Stock | 50,319 | $589,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 21,021 | $585,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 13,297 | $583,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 19,367 | $581,000 | thousands by filing date | |
| BANCO SANTANDER SA ADR | 05964H105 | ADR | 83,058 | $576,000 | thousands by filing date | |
| MARTEN TRANSPORT LTD | 573075108 | COM | 27,860 | $573,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 6,291 | $572,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 8,879 | $569,000 | thousands by filing date | |
| FIVE PRIME THERAPEUTICS INC. | 33830X104 | Common Stock | 13,868 | $567,000 | thousands by filing date | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 2,743 | $566,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 14,127 | $564,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 14,177 | $564,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 5,805 | $562,000 | thousands by filing date | |
| COTIVITI HLDGS INC | 22164K101 | COM | 15,616 | $562,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 55,221 | $556,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 6,948 | $555,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 10,657 | $555,000 | thousands by filing date | |
| FIRSTENERGY CORP | 337932107 | COM | 17,958 | $554,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 3,677 | $549,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 91,975 | $549,000 | thousands by filing date | |
| FTI CONSULTING INC | 302941109 | COM | 15,439 | $548,000 | thousands by filing date | |
| EQUITY COMMONWEALTH | 294628102 | COM SH BEN INT | 17,995 | $547,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 68,698 | $547,000 | thousands by filing date | |
| SONIC CORP | 835451105 | COM | 21,444 | $546,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 27,846 | $544,000 | thousands by filing date | |
| SENSATA TECHNOLOGIES HOLDING | N7902X106 | COMMON STOCK-FO | 11,321 | $544,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 7,124 | $543,000 | thousands by filing date | |
| FORTIS INC | 349553107 | COM | 15,178 | $543,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 10,000 | $542,000 | thousands by filing date | call |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-042752 | this filing | 2017-11-14 | acceptance time not in the bulk data set |