BLUECREST CAPITAL MANAGEMENT

Latest statistics and disclosures from BlueCrest Capital Management's latest quarterly 13F-HR filing:

BlueCrest Capital Management portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
SPY SPDR S&P; 500 ETF 22.08 -52.00% 2985200 197.02 206.68
IWM iShares Russell 2000 Index 6.65 +462.00% 1620000 109.35 116.58
EWZ iShares MSCI Brazil Index 5.48 NEW 3356500 43.45 43.95
Ally Financial 3.39 +55.00% 3906216 23.14 0.00
XLI Industrial SPDR 2.00 NEW 1000000 53.15 57.18
Cemex Sab De Cv conv bnd 1.78 +47.00% 31201000 1.52 0.00
Sandisk Corp note 1.500% 8/1 1.44 +17.00% 19866000 1.93 0.00
Micron Technology Inc bond 1.44 -54.00% 8915000 4.29 0.00
Wellpoint Inc Note cb 1.33 +38.00% 21417000 1.65 0.00
Tesla Motors Inc bond 1.15 -25.00% 24495000 1.25 0.00
HON Honeywell International 0.72 +12.00% 205521 93.12 98.23
Tyson Foods Inc cnv pfd 0.70 NEW 369050 50.36 0.00
Spirit Rlty Cap Inc New Note cb 0.69 +16.00% 19795000 0.93 0.00
Spansion Llc conv 0.68 NEW 10268000 1.76 0.00
GLD SPDR Gold Trust 0.64 +94.00% 146000 116.21 115.39
American Rlty Cap Pptys Inc note 3.750%12/1 0.61 +26.00% 15500000 1.05 0.00
J2 Global Inc note 3.250% 6/1 0.61 -67.00% 5740000 2.82 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.57 +80.00% 6750000 2.23 0.00
Ttm Technologies Inc conv 0.57 -23.00% 9536000 1.60 0.00
Tesaro Inc note 3.000%10/0 0.57 NEW 14500000 1.04 0.00
BXP Boston Properties 0.54 +122.00% 125112 115.76 128.38
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.53 +8.00% 12175000 1.17 0.00
GM General Motors Company 0.50 +162.00% 414600 31.94 32.13
EEM iShares MSCI Emerging Markets Indx 0.47 -54.00% 300000 41.56 42.44
Signet Jewelers 0.46 +119.00% 107459 113.91 0.00
Century Communities 0.46 NEW 707454 17.35 0.00
IYR iShares Dow Jones US Real Estate 0.45 +2.00% 173744 69.20 75.80
Molina Healthcare Inc. conv 0.45 NEW 13819000 0.87 0.00
AA Alcoa 0.43 +1510.00% 704473 16.09 17.45
Ipath S&p 500 Vix S/t Fu Etn 0.43 -26.00% 370200 31.18 0.00
Icon 2 1/2 06/01/16 0.40 +33.00% 10000000 1.06 0.00
American Homes 4 Rent-a reit 0.40 NEW 633388 16.89 0.00
APD Air Products & Chemicals 0.39 NEW 79093 130.18 145.15
BHI Baker Hughes Incorporated 0.39 +733.00% 159020 65.06 65.83
Electronic Arts Inc conv 0.39 -20.00% 8000000 1.30 0.00
Metropcs Communications 0.39 -44.00% 355900 28.87 0.00
Iconix Brand Group, Inc. conv 0.39 NEW 7244000 1.42 0.00
Kite Rlty Group Tr 0.39 NEW 425000 24.24 0.00
JCP J.C. Penney Company 0.38 1000000 10.04 7.30
EQR Equity Residential 0.38 +50.00% 165000 61.58 70.31
Teleflex Inc note 3.875% 8/0 0.38 +112.00% 5662000 1.81 0.00
CMI Cummins 0.37 NEW 74078 131.98 148.45
TSN Tyson Foods 0.36 NEW 245611 39.38 42.26
SLB Schlumberger 0.35 +631.00% 91867 101.69 97.87
Cadence Design Sys Cvt 2.625 6 convert 0.35 4000000 2.35 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.34 NEW 240271 38.03 0.00
EXH Exterran Holdings 0.32 NEW 195325 44.31 37.96
ACC American Campus Communities 0.32 +112.00% 236500 36.45 39.36
Altra Holdings, Inc note 2.750% 3/0 0.32 +18.00% 6270000 1.36 0.00
Spirit Realty reit 0.32 +42.00% 775000 10.97 0.00
Encore Cap Group Inc note 3.000% 7/0 0.32 NEW 7373000 1.14 0.00
JPM JPMorgan Chase & Co. 0.31 -23.00% 138122 60.24 60.45
YHOO Yahoo! 0.31 -40.00% 201507 40.75 51.04
Depomed Inc conv 0.30 NEW 7500000 1.06 0.00
DCT DCT Industrial Trust 0.29 +173.00% 1025000 7.51 33.72
Xl Group Plc shs 0.29 +102.00% 229330 33.17 0.00
Global X Funds 0.29 NEW 400000 19.25 0.00
TQNT TriQuint Semiconductor 0.27 +138.00% 376938 19.07 23.63
Cemex Sab De Cv conv bnd 0.27 5000000 1.45 0.00
CUZ Cousins Properties 0.26 +87.00% 590000 11.95 12.30
PKY Parkway Properties 0.26 NEW 370000 18.78 19.35
Citi 0.26 +2566.00% 135516 51.82 0.00
Webmd Health Conv Sr Notes conv 0.26 -38.00% 4000000 1.73 0.00
Cyrusone 0.26 +54.00% 290000 24.04 0.00
Nmi Hldgs Inc cl a 0.26 +14.00% 805863 8.65 0.00
Allison Transmission Hldngs I 0.25 +801.00% 229100 28.49 0.00
HIG Hartford Financial Services 0.24 NEW 175032 37.27 41.34
AXP American Express Company 0.24 NEW 71970 87.54 90.39
WMB Williams Companies 0.24 NEW 115200 55.35 55.48
SHPGY Shire 0.24 +25.00% 24300 259.07 0.00
Enersys note 3.375% 6/0 0.23 -57.00% 3753000 1.63 0.00
SSS Sovran Self Storage 0.23 +200.00% 82500 74.36 83.60
URS URS Corporation 0.23 NEW 104072 57.61 0.00
SUI Sun Communities 0.23 +48.00% 121679 50.50 56.17
American Realty Capital Prop 0.23 +18.00% 500000 12.06 0.00
Directv 0.23 +81.00% 71188 86.52 0.00
UNP Union Pacific Corporation 0.22 NEW 54954 108.42 121.85
PPS Post Properties 0.22 +53.00% 115000 51.34 57.60
KRE SPDR KBW Regional Banking 0.22 -43.00% 155606 37.85 39.78
HPP Hudson Pacific Properties 0.22 +20.00% 240000 24.66 27.72
Voya Financial 0.22 NEW 147241 39.10 0.00
DFS Discover Financial Services 0.21 NEW 85526 64.39 64.31
Cameco Corporation 0.21 -5.00% 320000 17.65 0.00
VMC Vulcan Materials Company 0.21 +71.00% 95053 60.23 68.61
BEAV BE Aerospace 0.21 +1760.00% 65125 83.95 77.67
EMC EMC Corporation 0.21 NEW 188837 29.26 29.90
PTEN Patterson-UTI Energy 0.21 +133.00% 174862 32.53 21.64
Gold 0.21 NEW 238111 23.03 0.00
EDR Education Realty Trust 0.21 555000 10.28 11.42
OHI Omega Healthcare Investors 0.21 NEW 161700 34.19 37.52
TLT iShares Barclays 20+ Yr Treas.Bond 0.21 +375.00% 47500 116.27 120.10
Itt 0.21 NEW 122000 44.94 0.00
RF Regions Financial Corporation 0.20 +102.00% 525000 10.04 10.04
PRU Prudential Financial 0.20 +106.00% 61565 87.94 84.58
DISCA Discovery Communications 0.20 NEW 139739 37.80 33.75
FUL H.B. Fuller Company 0.20 +65.00% 132100 39.69 43.06
AKAM Akamai Technologies 0.19 +299.00% 84996 59.80 63.73
RSH RadioShack Corporation 0.19 -10.00% 5214600 0.99 0.85
HUN Huntsman Corporation 0.19 NEW 196200 25.99 26.67
Coca-cola Enterprises 0.19 NEW 112169 44.36 0.00
ROC Rockwood Holdings 0.18 +150.00% 62891 76.45 79.06
Twitter 0.18 +740.00% 94138 51.58 0.00
Rait Financial Trust note 4.000%10/0 0.18 5000000 0.98 0.00
Washington Prime 0.18 +40.00% 270000 17.48 0.00
EOG EOG Resources 0.17 +1693.00% 45690 99.02 101.74
CSL Carlisle Companies 0.17 NEW 54960 80.39 90.20
CRM salesforce 0.17 +279.00% 78427 57.53 58.19
Deutsche Bank Ag-registered 0.17 NEW 131008 34.86 0.00
New Gold Inc Cda 0.17 NEW 900000 5.05 0.00
XLF Financial Select Sector SPDR 0.17 +66.00% 200000 23.17 24.21
Te Connectivity Ltd for 0.17 NEW 81111 55.29 0.00
Retail Properties Of America 0.17 NEW 312500 14.63 0.00
HPQ Hewlett-Packard Company 0.16 NEW 123689 35.47 37.26
LXK Lexmark International 0.16 NEW 100000 42.50 42.09
FITB Fifth Third Ban 0.16 -65.00% 216000 20.02 20.13
AVB AvalonBay Communities 0.16 +500.00% 30000 140.97 157.43
Covidien Plc cmn 0.16 NEW 49151 86.48 0.00
Forest City Enterprises conv 0.16 NEW 1051000 3.93 0.00
TWC Time Warner Cable 0.15 +124.00% 28065 143.49 142.52
MON Monsanto Company 0.15 NEW 35101 112.50 120.81
Encana 0.15 -13.00% 182741 21.21 0.00
WCC WESCO International 0.15 +566.00% 50000 78.26 85.46
CNQR Concur Technologies 0.15 NEW 32054 126.82 128.49
TRW TRW Automotive Holdings 0.15 +1088.00% 40402 101.26 103.22
KEY Key 0.15 NEW 290154 13.33 13.24
Agni 0.15 NEW 133227 29.03 0.00
AOS A. O. Smith Corporation 0.15 NEW 85000 47.28 54.73
XOP SPDR S&P; Oil & Gas Explore & Prod. 0.15 NEW 59100 68.79 62.01
Physicians Realty Trust 0.15 NEW 300000 13.72 0.00
Allegion Plc equity 0.15 NEW 86000 47.64 0.00
CME CME 0.14 -18.00% 45000 79.96 83.14
MA MasterCard Incorporated 0.14 -31.00% 51321 73.93 84.72
STT State Street Corporation 0.14 +103.00% 48914 73.62 76.57
VAL Valspar Corporation 0.14 NEW 46680 78.98 84.98
ERTS Electronic Arts 0.14 NEW 101637 35.61 0.00
MHK Mohawk Industries 0.14 +927.00% 27159 134.84 151.61
IBM International Business Machines 0.14 NEW 20000 189.85 160.92
GOOG Google 0.14 NEW 6383 588.44 537.50
AMAT Applied Materials 0.14 NEW 169533 21.61 22.86
SLXP Salix Pharmaceuticals 0.14 NEW 23230 156.35 102.90
LII Lennox International 0.14 NEW 50000 76.88 93.50
Fnf 0.14 NEW 133326 27.74 0.00
Spirit Realty Capital Inc convertible cor 0.14 3637000 1.02 0.00
BRK.B Berkshire Hathaway 0.13 NEW 25000 138.16 0.00
CSX CSX Corporation 0.13 NEW 108889 32.06 37.56
CRI Carter's 0.13 NEW 45000 77.51 82.18
HUB.B Hubbell Incorporated 0.13 +86.00% 28000 120.54 0.00
VZ Verizon Communications 0.13 -29.00% 70830 49.99 50.21
APC Anadarko Petroleum Corporation 0.13 +837.00% 34048 101.45 93.28
ORCL Oracle Corporation 0.13 +740.00% 88300 38.28 41.44
EL Estee Lauder Companies 0.13 NEW 46372 74.72 73.04
INFA Informatica Corporation 0.13 +168.00% 98697 34.24 36.30
VC Visteon Corporation 0.13 NEW 35000 97.26 97.12
Whitewave Foods 0.13 NEW 95678 36.33 0.00
Chesapeake Energy Corp note 2.750%11/1 0.12 3000000 1.05 0.00
AMG Affiliated Managers 0.12 NEW 16564 200.37 200.94
ADBE Adobe Systems Incorporated 0.12 +783.00% 47842 69.19 71.32
IRF International Rectifier Corporation 0.12 NEW 84799 39.25 39.85
Nextera Energy 0.12 -12.00% 33027 93.89 0.00
Liberty Media 3.750 2/15/30 deb 3.750% 0.12 5000000 0.64 0.00
MET MetLife 0.12 NEW 61099 53.72 55.81
Cimarex Energy 0.12 NEW 25960 126.54 0.00
AKS AK Steel Holding Corporation 0.12 +166.00% 400000 8.01 6.40
WAB Wabtec Corporation 0.12 +1050.00% 40090 81.04 90.09
ELS Equity Lifestyle Properties 0.12 NEW 75000 42.36 48.04
CVLT CommVault Systems 0.12 NEW 62500 50.40 47.92
RSX Market Vector Russia ETF Trust 0.12 NEW 141000 22.37 21.42
Ak Steel Corp. conv 0.12 1500000 2.18 0.00
LNC Lincoln National Corporation 0.11 +183.00% 56611 53.58 57.69
TAP Molson Coors Brewing Company 0.11 NEW 38249 74.43 75.61
WDC Western Digital 0.11 NEW 29087 97.33 101.70
HAL Halliburton Company 0.11 -36.00% 45548 64.50 50.63
TXN Texas Instruments Incorporated 0.11 +222.00% 62745 47.69 52.56
Canadian Pacific Railway 0.11 NEW 14341 207.45 0.00
Liberty Media 4.000 11/15/29 deb 4.000% 0.11 +80.00% 4500000 0.67 0.00
GRA W.R. Grace & Co. 0.11 NEW 30925 90.93 95.96
JNPR Juniper Networks 0.11 NEW 133073 22.15 21.85
PEI Pennsylvania R.E.I.T. 0.11 -12.00% 145000 19.94 22.83
Assured Guaranty 0.11 NEW 137750 22.16 0.00
GWR Genesee & Wyoming 0.11 +292.00% 31086 95.32 100.22
ACM AECOM Technology Corporation 0.11 NEW 88578 33.76 33.73
XLP Consumer Staples Select Sect. SPDR 0.11 NEW 63221 45.11 48.45
Ralph Lauren 0.11 NEW 17704 164.71 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.11 NEW 2878000 1.05 0.00
BMRN BioMarin Pharmaceutical 0.10 37400 72.17 85.83
WRE Washington Real Estate Investment Trust 0.10 NEW 103100 25.38 26.44
FSLR First Solar 0.10 NEW 40151 65.80 49.76
MRO Marathon Oil Corporation 0.10 NEW 67565 37.59 33.83
NFLX Netflix 0.10 NEW 6000 451.17 360.28
LSTR Landstar System 0.10 +42.00% 35547 72.19 77.56
FLS Flowserve Corporation 0.10 +3.00% 36987 70.51 67.34
ALU Alcatel-Lucent 0.10 NEW 910000 3.03 3.35
Magicjack Vocaltec 0.10 +2539.00% 281755 9.85 0.00
Exelixis Inc cnv 0.10 -68.00% 2091000 1.28 0.00
Solarcity 0.10 NEW 46300 59.59 0.00
CMP Compass Minerals International 0.09 +333.00% 29900 84.28 91.39
TSM Taiwan Semiconductor Mfg 0.09 -18.00% 122360 20.18 23.06
AN AutoNation 0.09 NEW 47414 50.30 58.14
SWK Stanley Black & Decker 0.09 +553.00% 26834 88.81 95.31
UVV Universal Corporation 0.09 NEW 54500 44.39 40.07
CS Credit Suisse Group AG 0.09 -11.00% 85000 27.64 26.39
STZ Constellation Brands 0.09 NEW 27811 87.16 93.76
BC Brunswick Corporation 0.09 NEW 58000 42.14 47.72
Herbalife Ltd Com Stk 0.09 NEW 55966 43.76 0.00
ODFL Old Dominion Freight Line 0.09 NEW 35000 70.63 78.32
PAN AMERICAN SILVER CORP CAN 0.09 227700 10.98 0.00
PL Protective Life 0.09 +5.00% 33315 69.40 69.73
Wpx Energy 0.09 +27.00% 99137 24.06 0.00
Rocket Fuel 0.09 NEW 150000 15.80 0.00
American Airls 0.09 NEW 70531 35.47 0.00
Rice Energy 0.09 NEW 86543 26.60 0.00
Chesapeake Energy Corp note 2.500% 5/1 0.08 2000000 1.05 0.00
MLM Martin Marietta Materials 0.08 NEW 16741 128.96 130.22
CTXS Citrix Systems 0.08 NEW 29921 71.35 65.27
GWW W.W. Grainger 0.08 NEW 8195 251.62 248.21
ADP Automatic Data Processing 0.08 NEW 24893 83.08 84.14
SIVB SVB Financial 0.08 -11.00% 20000 112.10 108.08
RHT Red Hat 0.08 NEW 35915 56.16 62.25
ENR Energizer Holdings 0.08 +343.00% 17780 123.23 125.76
DHR Danaher Corporation 0.08 +132.00% 28084 75.99 83.59
ANF Abercrombie & Fitch 0.08 NEW 60912 36.35 29.45
DLTR Dollar Tree 0.08 +291.00% 40247 56.08 66.39
BYI Bally Technologies 0.08 NEW 25100 80.72 83.27
DOV Dover Corporation 0.08 +37.00% 24880 80.35 82.70
SRE Sempra Energy 0.08 20140 105.36 110.33
BRCM Broadcom Corporation 0.08 +282.00% 50274 40.42 42.17
RS Reliance Steel & Aluminum 0.08 NEW 32500 68.40 64.72
MSTR MicroStrategy Incorporated 0.08 NEW 15749 130.87 165.78
QEP QEP Resources 0.08 +671.00% 70574 30.79 25.33
HBM HudBay Minerals 0.08 +17.00% 249992 8.56 8.38
WSDT WisdomTree Investments 0.08 +614.00% 178500 11.38 0.00
Solazyme 0.08 280481 7.46 0.00
Tripadvisor 0.08 +76.00% 22863 91.41 0.00
Bloomin Brands 0.08 +459.00% 117000 18.34 0.00
Liberty Tripadvisor Hldgs 0.08 NEW 59415 33.90 0.00
INFY Infosys Technologies 0.07 NEW 30000 60.50 67.85
GNW Genworth Financial 0.07 NEW 149268 13.10 9.56
PAYX Paychex 0.07 NEW 39943 44.19 47.32
AGN Allergan 0.07 -64.00% 10000 178.20 209.09
NKE NIKE 0.07 NEW 19643 89.19 97.42
EWBC East West Ban 0.07 +24.00% 58061 34.00 36.38
CRZO Carrizo Oil & Gas 0.07 +70.00% 33385 53.83 53.66
Tim Hortons Inc Com Stk 0.07 NEW 24549 78.82 0.00
DRC Dresser-Rand 0.07 NEW 22005 82.25 81.89
CODE Spansion 0.07 NEW 77190 22.79 21.50
XHB SPDR S&P; Homebuilders 0.07 -53.00% 60000 29.58 33.27
Forum Energy Technolo 0.07 NEW 65000 30.62 0.00
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.07 1000000 1.76 0.00
Fireeye 0.07 NEW 62329 30.56 0.00
Alpha Natural Resources Inc note 4.875%12/1 0.07 -83.00% 500000 3.92 0.00
BSBR Banco Santander 0.06 NEW 250000 6.54 6.02
NTAP NetApp 0.06 +420.00% 35067 42.95 42.31
CMC Commercial Metals Company 0.06 +136.00% 94788 17.07 16.83
GPS Gap 0.06 -89.00% 40829 41.69 38.46
ROP Roper Industries 0.06 NEW 10977 146.31 158.22
KMT Kennametal 0.06 NEW 40000 41.30 40.29
AMZN Amazon 0.06 NEW 5000 322.40 332.63
GPOR Gulfport Energy Corporation 0.06 NEW 27707 53.42 54.52
BAS Basic Energy Services 0.06 +10.00% 73170 21.69 11.44
HCA HOLDINGS 0.06 -42.00% 24182 70.51 0.00
D Tumi Holdings 0.06 NEW 80000 20.35 0.00
Diamondback Energy 0.06 +11.00% 21609 74.78 0.00
Accuray 0.06 1000000 1.66 0.00
Meadowbrook Ins Group Inc dbcv 5.000% 3/1 0.06 1500000 1.02 0.00
GS Goldman Sachs 0.05 +50.00% 7500 183.60 189.59
FDX FedEx Corporation 0.05 NEW 9047 161.49 174.46
D Dominion Resources 0.05 +14.00% 20541 69.08 73.25
AVP Avon Products 0.05 +57.00% 100000 12.60 9.87
LECO Lincoln Electric Holdings 0.05 NEW 20000 69.15 74.95
RAI Reynolds American 0.05 -63.00% 23807 59.02 65.29
TRV Travelers Companies 0.05 NEW 15000 93.93 103.81
IFF International Flavors & Fragrances 0.05 NEW 13945 95.88 100.14
OXY Occidental Petroleum Corporation 0.05 NEW 14212 96.12 87.60
UTX United Technologies Corporation 0.05 NEW 12089 105.63 110.30
AEP American Electric Power Company 0.05 -53.00% 23914 52.23 57.42
ORI Old Republic International Corporation 0.05 NEW 92280 14.28 14.95
PPL PPL Corporation 0.05 -51.00% 44206 32.85 35.51
AXL American Axle & Manufact. Holdings 0.05 -25.00% 75000 16.77 20.84
CF CF Industries Holdings 0.05 NEW 5000 279.20 278.38
WNR Western Refining 0.05 NEW 31700 41.99 43.87
AAWW Atlas Air Worldwide Holdings 0.05 NEW 40000 33.02 44.03
RJF Raymond James Financial 0.05 +11.00% 25000 53.60 56.15
ALJ Alon USA Energy 0.05 NEW 85000 14.36 15.96
B2gold 0.05 +40.00% 700000 2.03 0.00
Yrc Worldwide Inc Com par $.01 0.05 NEW 65000 20.32 0.00
Sprint 0.05 -36.00% 200000 6.34 0.00
Market Vectors Junior Gold Min 0.05 42743 33.62 0.00
Marketo 0.05 +347.00% 43200 32.29 0.00
HBAN Huntington Bancshares Incorporated 0.04 NEW 104410 9.73 10.13
CEO CNOOC 0.04 5475 172.60 157.57
HBC HSBC Holdings 0.04 NEW 20000 50.90 0.00
FXI iShares FTSE/Xinhua China 25 Index 0.04 -87.00% 25000 38.28 39.91
POR Portland General Electric Company 0.04 +25.00% 35116 32.12 36.30
PFG Principal Financial 0.04 NEW 20000 52.45 53.44
BTU Peabody Energy Corporation 0.04 NEW 77000 12.38 11.44
LEN Lennar Corporation 0.04 NEW 29444 38.82 47.29
KBR KBR 0.04 NEW 57000 18.82 19.76
MS Morgan Stanley 0.04 NEW 30000 34.57 35.53
HBI Hanesbrands 0.04 NEW 9770 107.47 110.75
FL Foot Locker 0.04 NEW 18070 55.67 54.55
SIAL Sigma-Aldrich Corporation 0.04 NEW 7587 136.02 135.80
MUR Murphy Oil Corporation 0.04 NEW 18100 56.91 54.08
AZO AutoZone 0.04 +221.00% 1833 509.55 569.21
ILMN Illumina 0.04 NEW 7100 163.94 185.83
LRCX Lam Research Corporation 0.04 NEW 14351 74.70 78.65
ATW Atwood Oceanics 0.04 NEW 25000 43.68 38.27
ITUB Banco Itau Holding Financeira S.A. 0.04 NEW 85000 13.88 16.11
ROSE Rosetta Resources 0.04 NEW 26154 44.54 37.87
DMND Diamond Foods 0.04 NEW 35000 28.60 29.44
RTI RTI International Metals 0.04 +300.00% 40000 24.65 24.01
SKH Skilled Healthcare 0.04 NEW 160051 6.60 6.88
Callon Pete Co Del Com Stk 0.04 NEW 118400 8.81 0.00
SEB Seaboard Corporation 0.04 -69.00% 349 2676.22 3485.00
FRT Federal Realty Inv. Trust 0.04 NEW 9560 118.41 130.67
EQT EQT Corporation 0.04 NEW 12126 91.54 95.02
AIG American International 0.04 NEW 20000 54.00 54.59
Jazz Pharmaceuticals 0.04 NEW 6250 160.64 0.00
Matador Resources 0.04 -37.00% 36198 25.86 0.00
Mondelez Int 0.04 NEW 32574 34.26 0.00
Prospect Capital Corporati mtnf 5.375% 0.04 1000000 1.05 0.00
Psec Us conv 0.04 1000000 1.07 0.00
Prospect Capital Corporation note 5.875 0.04 1000000 1.05 0.00
Vodafone Group New Adr F 0.04 NEW 30000 32.90 0.00
Northstar Rlty Fin 0.04 NEW 57570 17.67 0.00
Molina Healthcare Inc conv 0.04 NEW 1000000 1.00 0.00
CB Chubb Corporation 0.03 NEW 10000 91.10 102.44
LEA Lear Corporation 0.03 NEW 10000 86.40 95.62
BK Bank of New York Mellon Corporation 0.03 NEW 20000 38.75 40.09
NTRS Northern Trust Corporation 0.03 NEW 10000 68.00 67.92
DVN Devon Energy Corporation 0.03 +248.00% 12993 68.19 67.20
PFE Pfizer 0.03 25000 29.56 30.45
NSC Norfolk Southern 0.03 NEW 7419 111.61 115.36
CCL Carnival Corporation 0.03 +6.00% 20664 40.17 41.57
MWV MeadWestva 0.03 NEW 18902 40.95 44.86
NVDA NVIDIA Corporation 0.03 +60.00% 44760 18.45 20.45
SON Sonoco Products Company 0.03 NEW 20280 39.30 41.28
ALV Autoliv 0.03 -83.00% 10000 91.90 99.44
URI United Rentals 0.03 NEW 6713 111.13 114.71
ALL Allstate Corporation 0.03 -78.00% 15000 61.40 67.40
BBT BB&T; Corporation 0.03 NEW 25000 37.20 37.51
COP ConocoPhillips 0.03 NEW 9223 76.55 73.64
EXC Exelon Corporation 0.03 -61.00% 19631 34.08 36.25
LLTC Linear Technology Corporation 0.03 NEW 18944 44.39 44.10
ATR Aptar 0.03 NEW 12020 60.73 65.10
WLL Whiting Petroleum Corporation 0.03 NEW 9242 77.58 59.43
TCBI Texas Capital Bancshares 0.03 NEW 15000 57.67 57.16
RES RPC 0.03 -21.00% 33099 21.96 16.46
CNP CenterPoint Energy 0.03 29853 24.49 24.34
DRQ Dril-Quip 0.03 NEW 8700 89.43 92.40
MIDD Middleby Corporation 0.03 -20.00% 10000 88.10 93.25
Talisman Energy Inc Com Stk 0.03 NEW 89665 8.65 0.00
TWTC tw tele 0.03 -62.00% 22400 41.61 42.78
MKC McCormick & Company, Incorporated 0.03 +284.00% 12046 66.91 72.50
CLNY Colony Financial 0.03 -71.00% 30000 22.37 24.32
XME SPDR S&P; Metals and Mining 0.03 NEW 21000 36.81 35.77
Semgroup Corp cl a 0.03 NEW 8413 83.32 0.00
Bonanza Creek Energy 0.03 -70.00% 13031 56.86 0.00
Popular 0.03 NEW 25000 29.44 0.00
Pdc Energy 0.03 NEW 17121 50.29 0.00
Abbvie 0.03 +75.00% 11600 57.76 0.00
Tallgrass Energy Partners 0.03 NEW 17418 45.30 0.00
Rsp Permian 0.03 NEW 26178 25.56 0.00
RRC Range Resources 0.02 NEW 9751 67.79 72.20
CAH Cardinal Health 0.02 NEW 6284 74.95 79.55
MDU MDU Resources 0.02 NEW 19180 27.79 25.79
BDX Becton, Dickinson and 0.02 NEW 5720 113.81 130.38
NI NiSource 0.02 -61.00% 15420 40.99 41.40
NCR NCR Corporation 0.02 NEW 15000 33.40 29.46
WAG Walgreen Company 0.02 -60.00% 8569 59.28 67.59
GILD Gilead Sciences 0.02 NEW 4866 106.45 100.58
NSH NuStar GP Holdings 0.02 NEW 10196 43.55 36.82
TOL Toll Brothers 0.02 19300 31.14 34.87
EIX Edison International 0.02 NEW 9224 55.94 62.45
Enterprise Products Partners 0.02 NEW 13050 40.31 0.00
KS KapStone Paper and Packaging 0.02 NEW 20000 27.95 30.01
MTH Meritage Homes Corporation 0.02 -51.00% 15000 35.53 40.13
Transcanada 0.02 NEW 7800 51.54 0.00
REXX Rex Energy Corporation 0.02 NEW 51000 12.67 8.37
CMTL Comtech Telecomm 0.02 NEW 17351 37.17 38.29
NDSN Nordson Corporation 0.02 NEW 7840 76.02 79.51
NS NuStar Energy 0.02 NEW 6118 65.87 61.02
SGY Stone Energy Corporation 0.02 +131.00% 16200 31.36 23.30
STR Questar Corporation 0.02 NEW 26920 22.29 24.04
UGI UGI Corporation 0.02 NEW 13700 34.09 37.42
CHU China Uni 0.02 -3.00% 38600 15.03 15.08
OCN Ocwen Financial Corporation 0.02 -76.00% 23500 26.17 23.53
RVBD Riverbed Technology 0.02 NEW 35804 18.55 20.39
WTR Aqua America 0.02 NEW 22600 23.54 26.28
SFY Swift Energy Company 0.02 NEW 50902 9.61 6.81
STJ St. Jude Medical 0.02 -84.00% 7491 60.07 66.80
WGL WGL Holdings 0.02 NEW 12700 42.13 48.27
AME AMETEK 0.02 +164.00% 12462 50.23 51.63
ENOC EnerNOC 0.02 26447 16.98 14.97
GDP Goodrich Petroleum Corporation 0.02 +280.00% 43786 14.82 10.63
Sierra Wireless 0.02 NEW 22000 26.73 0.00
PNW Pinnacle West Capital Corporation 0.02 NEW 7397 54.62 62.70
Advantage Oil & Gas 0.02 NEW 100000 5.09 0.00
Vitamin Shoppe 0.02 -32.00% 11503 44.42 0.00
VVC Vectren Corporation 0.02 NEW 13500 39.93 44.19
SWFT Swift Transportation Company 0.02 NEW 20000 21.00 27.23
Synergy Res 0.02 NEW 49529 12.19 0.00
Marathon Petroleum 0.02 NEW 7502 84.64 0.00
Eqt Midstream Partners 0.02 NEW 4849 89.71 0.00
Hd Supply 0.02 NEW 20000 27.25 0.00
New York Reit 0.02 NEW 47700 10.27 0.00
Enable Midstream 0.02 NEW 19639 24.64 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.02 500000 1.15 0.00
Fidelity Natl Inc New Fnfv Group Com Isin #us31620r4020 0.02 NEW 29426 13.76 0.00
BLK BlackRock 0.01 NEW 1000 328.00 355.91
EFX Equifax 0.01 NEW 3078 74.72 78.53
RSG Republic Services 0.01 NEW 5373 39.08 39.00
AUXL Auxilium Pharmaceuticals 0.01 NEW 8125 29.91 33.50
BAX Baxter International 0.01 NEW 3818 71.77 72.44
APA Apache Corporation 0.01 NEW 3484 93.86 75.70
IGT International Game Technology 0.01 -70.00% 11801 16.86 17.11
MAT Mattel 0.01 NEW 10119 30.64 31.45
SEE Sealed Air 0.01 NEW 5989 34.90 38.87
MDT Medtronic 0.01 -59.00% 4035 61.96 72.49
HOG Harley-Davidson 0.01 -64.00% 4853 58.11 68.66
ABC AmerisourceBergen 0.01 NEW 3113 77.42 88.74
WAT Waters Corporation 0.01 NEW 2666 99.02 115.84
CPWR Compuware Corporation 0.01 NEW 23300 10.60 10.26
CL Colgate-Palmolive Company 0.01 -74.00% 3784 65.27 68.34
BIIB Biogen Idec 0.01 NEW 674 330.86 303.55
JEC Jacobs Engineering 0.01 NEW 4603 48.88 49.08
MWE MarkWest Energy Partners 0.01 NEW 4668 76.91 75.29
OMC Omni 0.01 NEW 5115 68.82 75.02
BECN Beacon Roofing Supply 0.01 -50.00% 10000 25.50 28.64
CAG ConAgra Foods 0.01 -91.00% 11891 33.05 35.51
FTR Frontier Communications 0.01 NEW 22051 6.53 7.12
ADS Alliance Data Systems Corporation 0.01 NEW 934 248.39 285.10
PCP Precision Castparts 0.01 -83.00% 962 237.01 236.99
KOPN Kopin Corporation 0.01 -19.00% 82925 3.40 3.60
NR Newpark Resources 0.01 NEW 30000 12.43 12.42
SAIA Saia 0.01 -71.00% 4300 49.53 53.57
TESO Tesco Corporation 0.01 NEW 19500 19.85 16.49
BKH Black Hills Corporation 0.01 NEW 5460 47.80 54.29
CRR CARBO Ceramics 0.01 -75.00% 5400 59.26 50.28
DK Delek US Holdings 0.01 NEW 10500 33.14 32.00
HEES H&E; Equipment Services 0.01 NEW 5000 40.20 38.33
NOG Northern Oil & Gas 0.01 NEW 26293 14.22 11.98
OIS Oil States International 0.01 NEW 5700 61.93 57.48
CHFC Chemical Financial Corporation 0.01 -69.00% 13923 26.86 29.15
MHGC Morgans Hotel 0.01 22815 8.06 8.05
CAF Morgan Stanley China A Share Fund 0.01 -92.00% 12000 24.25 25.65
EXLP Exterran Partners 0.01 NEW 11300 29.29 26.79
Cloud Peak Energy 0.01 NEW 30000 12.63 0.00
KOG Kodiak Oil & Gas 0.01 -57.00% 25900 13.55 10.48
EC Ecopetrol S.A. 0.01 NEW 10000 31.30 25.39
Targa Res 0.01 NEW 1700 135.88 0.00
Baytex Energy 0.01 +15.00% 9200 37.83 0.00
Pvh Corporation 0.01 -33.00% 2370 121.10 0.00
C&j Energy Services 0.01 -84.00% 11000 30.55 0.00
Burger King Worldwide 0.01 NEW 12500 29.68 0.00
Tri Pointe Homes 0.01 -83.00% 30000 12.93 0.00
Civeo 0.01 +36.00% 25000 11.60 0.00
PVA Penn Virginia Corporation 0.00 NEW 10196 12.75 8.41
Thompson Creek Metals 0.00 NEW 50000 2.20 0.00
Community Health Sys Inc New right 01/27/2016 0.00 32432 0.03 0.00