Bluecrest Capital Management

BlueCrest Capital Management as of June 30, 2014

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 534 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 42.1 $1.2B 6.3M 195.72
Micron Technology Inc bond 2.2 $66M 20M 3.38
Ally Financial (ALLY) 2.0 $60M 2.5M 23.91
Sandisk Corp note 1.500% 8/1 1.2 $35M 17M 2.06
iShares Russell 2000 Index (IWM) 1.2 $34M 288k 118.81
Cemex Sab De Cv conv bnd 1.1 $32M 21M 1.53
Tesla Motors Inc bond 1.1 $32M 33M 0.97
iShares MSCI Emerging Markets Indx (EEM) 1.0 $29M 666k 43.23
Wellpoint Inc Note cb 0.8 $24M 16M 1.54
Metropcs Communications (TMUS) 0.7 $21M 636k 33.62
J2 Global Inc note 3.250% 6/1 0.6 $18M 18M 1.02
Spirit Rlty Cap Inc New Note cb 0.6 $17M 17M 1.01
Honeywell International (HON) 0.6 $17M 182k 92.95
Gap (GPS) 0.5 $16M 380k 41.57
Goldcorp Inc New note 2.000% 8/0 0.5 $15M 15M 1.01
Enersys note 3.375% 6/0 0.5 $15M 8.8M 1.73
priceline.com Incorporated 0.5 $15M 13k 1203.01
Rackspace Hosting 0.5 $15M 445k 33.66
Ipath S&p 500 Vix S/t Fu Etn 0.5 $14M 505k 28.60
Micron Technology (MU) 0.5 $14M 430k 32.95
Ttm Technologies Inc conv 0.5 $14M 13M 1.10
Fifth Third Ban (FITB) 0.5 $13M 630k 21.35
Energy Select Sector SPDR (XLE) 0.5 $13M 133k 100.10
American Rlty Cap Pptys Inc note 3.750%12/1 0.4 $13M 12M 1.04
Electronic Arts Inc conv 0.4 $13M 10M 1.26
iShares Dow Jones US Real Estate (IYR) 0.4 $12M 169k 71.79
Yahoo! 0.4 $12M 338k 35.13
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $12M 11M 1.05
SPDR KBW Regional Banking (KRE) 0.4 $11M 275k 40.32
Liberty Media 0.4 $11M 80k 136.68
Icon 2 1/2 06/01/16 0.4 $11M 7.5M 1.45
JPMorgan Chase & Co. (JPM) 0.4 $10M 181k 57.62
Fidelity National Financial 0.4 $11M 322k 32.76
Laboratory Corp. of America Holdings (LH) 0.3 $10M 101k 102.40
DISH Network 0.3 $10M 160k 65.08
Delphi Automotive 0.3 $10M 150k 68.74
American Rlty Cap Pptys Inc note 3.000% 8/0 0.3 $10M 10M 1.03
Procter & Gamble Company (PG) 0.3 $10M 127k 78.59
Pandora Media 0.3 $10M 340k 29.50
SPDR Gold Trust (GLD) 0.3 $9.6M 75k 128.04
Quest Diagnostics Incorporated (DGX) 0.3 $9.6M 164k 58.69
Cadence Design Sys Cvt 2.625 6 convert 0.3 $9.3M 4.0M 2.33
J.C. Penney Company 0.3 $9.1M 1.0M 9.05
Lions Gate Entertainment 0.3 $9.1M 319k 28.58
DreamWorks Animation SKG 0.3 $8.4M 360k 23.26
Covidien 0.3 $7.6M 84k 90.18
Altra Holdings, Inc note 2.750% 3/0 0.3 $7.7M 5.3M 1.46
Tesla Mtrs Inc note 1.500% 6/0 0.3 $7.6M 3.8M 2.02
iShares FTSE/Xinhua China 25 Index (FXI) 0.2 $7.4M 200k 37.04
Yelp Inc cl a (YELP) 0.2 $7.2M 94k 76.68
Cemex Sab De Cv conv bnd 0.2 $7.4M 5.0M 1.47
Nmi Hldgs Inc cl a (NMIH) 0.2 $7.4M 706k 10.50
Equity Residential (EQR) 0.2 $6.9M 110k 63.00
Cameco Corporation (CCJ) 0.2 $6.7M 340k 19.60
McKesson Corporation (MCK) 0.2 $6.6M 36k 186.20
Boston Properties (BXP) 0.2 $6.6M 56k 118.18
Simon Property (SPG) 0.2 $6.7M 40k 166.29
Webmd Health Conv Sr Notes conv 0.2 $6.9M 6.5M 1.06
Autoliv (ALV) 0.2 $6.4M 60k 106.60
Forest Laboratories 0.2 $6.6M 66k 99.00
Grupo Televisa (TV) 0.2 $6.2M 181k 34.31
Cogent Communications (CCOI) 0.2 $6.0M 175k 34.55
Spirit Realty reit 0.2 $6.2M 545k 11.36
RadioShack Corporation 0.2 $5.8M 5.8M 0.99
Education Realty Trust 0.2 $5.9M 547k 10.74
General Motors Company (GM) 0.2 $5.7M 158k 36.31
Dominion Res Inc Va unit 04/01/2013 0.2 $5.8M 100k 57.65
MasterCard Incorporated (MA) 0.2 $5.5M 75k 73.47
Crown Castle International 0.2 $5.6M 75k 74.27
Imax Corp Cad (IMAX) 0.2 $5.7M 200k 28.48
Equity One 0.2 $5.7M 240k 23.59
Exelixis Inc cnv 0.2 $5.7M 6.5M 0.87
Fox News 0.2 $5.5M 161k 34.23
Dow Chemical Company 0.2 $5.1M 100k 51.46
Signet Jewelers (SIG) 0.2 $5.4M 49k 110.59
American Realty Capital Prop 0.2 $5.3M 423k 12.53
Web Com Group Inc note 1.000% 8/1 0.2 $5.4M 5.0M 1.08
Comcast Corporation (CMCSA) 0.2 $4.9M 92k 53.68
Teva Pharmaceutical Industries (TEVA) 0.2 $4.9M 94k 52.42
Verizon Communications (VZ) 0.2 $4.9M 100k 48.93
Halliburton Company (HAL) 0.2 $5.1M 72k 71.02
Encana Corp 0.2 $5.0M 211k 23.71
Hudson Pacific Properties (HPP) 0.2 $5.1M 200k 25.34
Newmont Mining Corp note 1.250% 7/1 0.2 $5.1M 5.0M 1.01
Market Vectors-Coal ETF 0.2 $4.9M 260k 18.72
Ascent Cap Group Inc note 4.000% 7/1 0.2 $5.0M 5.2M 0.96
Rait Financial Trust note 4.000%10/0 0.2 $5.0M 5.0M 0.99
Endo International (ENDPQ) 0.2 $4.9M 70k 70.02
Vale (VALE) 0.2 $4.8M 359k 13.23
Allergan 0.2 $4.8M 28k 169.21
Capital One Financial (COF) 0.2 $4.6M 56k 82.59
Shire 0.2 $4.6M 19k 235.44
Mednax (MD) 0.2 $4.8M 82k 58.15
Teleflex Inc note 3.875% 8/0 0.2 $4.7M 2.7M 1.77
Cyrusone 0.2 $4.7M 188k 24.90
Bristol Myers Squibb (BMY) 0.1 $4.5M 93k 48.51
Weight Watchers International 0.1 $4.3M 212k 20.17
American Campus Communities 0.1 $4.3M 112k 38.24
Omnicom Group Inc debt 0.1 $4.3M 3.3M 1.32
Sabra Health Care REIT (SBRA) 0.1 $4.3M 149k 28.71
Libertyinteractivecorp lbtventcoma 0.1 $4.4M 60k 73.80
NRG Energy (NRG) 0.1 $4.0M 107k 37.20
Waste Management (WM) 0.1 $4.2M 94k 44.73
Emerson Electric (EMR) 0.1 $4.0M 60k 66.35
Mylan 0.1 $4.1M 80k 51.56
Allstate Corporation (ALL) 0.1 $4.1M 70k 58.72
ConAgra Foods (CAG) 0.1 $4.0M 135k 29.68
Fifth Street Finance 0.1 $4.1M 415k 9.83
American Capital 0.1 $4.0M 265k 15.29
Ares Capital Corporation (ARCC) 0.1 $4.1M 227k 17.86
Post Properties 0.1 $4.0M 75k 53.47
Prospect Capital Corporation (PSEC) 0.1 $4.1M 384k 10.63
Apollo Investment 0.1 $4.1M 474k 8.61
SPDR S&P Homebuilders (XHB) 0.1 $4.2M 128k 32.75
Charter Communications 0.1 $4.1M 26k 158.37
Main Street Capital Corporation (MAIN) 0.1 $4.1M 125k 32.93
Sun Communities (SUI) 0.1 $4.1M 82k 49.84
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.1 $4.0M 180k 22.47
Cme (CME) 0.1 $3.9M 55k 70.96
Reynolds American 0.1 $3.9M 65k 60.35
Eastman Chemical Company (EMN) 0.1 $4.0M 45k 87.34
CIGNA Corporation 0.1 $3.8M 42k 91.97
Nextera Energy (NEE) 0.1 $3.9M 38k 102.48
Cousins Properties 0.1 $3.9M 315k 12.45
Horsehead Holding 0.1 $3.8M 206k 18.26
Ocwen Financial Corporation 0.1 $3.7M 100k 37.10
H.B. Fuller Company (FUL) 0.1 $3.8M 80k 48.11
Winthrop Realty Trust 0.1 $3.9M 251k 15.35
Xl Group 0.1 $3.7M 113k 32.73
Level 3 Communications 0.1 $3.7M 85k 43.90
Spirit Realty Capital Inc convertible cor 0.1 $3.7M 3.6M 1.01
DENTSPLY International 0.1 $3.6M 77k 47.35
Vulcan Materials Company (VMC) 0.1 $3.5M 55k 63.75
CARBO Ceramics 0.1 $3.4M 22k 154.14
Pan American Silver Corp Can (PAAS) 0.1 $3.5M 228k 15.35
Brookdale Senior Living (BKD) 0.1 $3.4M 103k 33.34
Seaboard Corporation (SEB) 0.1 $3.5M 1.2k 3019.98
St. Jude Medical 0.1 $3.4M 49k 69.26
Palo Alto Networks (PANW) 0.1 $3.4M 40k 83.84
Trulia 0.1 $3.6M 75k 47.39
Washington Prime 0.1 $3.6M 192k 18.74
Chesapeake Energy Corp note 2.750%11/1 0.1 $3.2M 3.0M 1.06
Taiwan Semiconductor Mfg (TSM) 0.1 $3.2M 150k 21.39
Liberty Media 3.750 2/15/30 deb 3.750% 0.1 $3.3M 5.0M 0.65
Kellogg Company (K) 0.1 $3.3M 51k 65.70
W.R. Berkley Corporation (WRB) 0.1 $3.3M 71k 46.31
Visa (V) 0.1 $3.2M 15k 210.69
PPL Corporation (PPL) 0.1 $3.2M 90k 35.53
Pennsylvania R.E.I.T. 0.1 $3.1M 165k 18.82
Energen Corporation 0.1 $3.3M 37k 88.87
Morgan Stanley China A Share Fund (CAF) 0.1 $3.3M 150k 21.95
iShares Dow Jones US Home Const. (ITB) 0.1 $3.3M 135k 24.80
Prologis (PLD) 0.1 $3.3M 80k 41.09
Solazyme 0.1 $3.3M 281k 11.78
Caesars Entertainment 0.1 $3.1M 172k 18.08
Directv 0.1 $3.3M 39k 85.00
Brixmor Prty (BRX) 0.1 $3.2M 140k 22.95
American Electric Power Company (AEP) 0.1 $2.9M 51k 55.77
Concho Resources 0.1 $3.0M 21k 144.50
Home Properties 0.1 $3.0M 47k 63.96
Walter Investment Management 0.1 $3.1M 103k 29.78
Brink's Company (BCO) 0.1 $3.0M 107k 28.22
DCT Industrial Trust 0.1 $3.1M 375k 8.21
Masimo Corporation (MASI) 0.1 $3.0M 128k 23.60
Mosaic (MOS) 0.1 $3.0M 61k 49.45
Cubesmart (CUBE) 0.1 $2.9M 158k 18.32
Tim Participacoes Sa- 0.1 $2.8M 97k 29.03
Tri Pointe Homes (TPH) 0.1 $2.9M 182k 15.72
Actavis 0.1 $2.8M 13k 223.04
Intercontinental Exchange (ICE) 0.1 $2.8M 15k 188.93
Ambev Sa- (ABEV) 0.1 $2.9M 415k 7.04
Bank of America Corporation (BAC) 0.1 $2.8M 180k 15.37
Regions Financial Corporation (RF) 0.1 $2.8M 260k 10.62
SVB Financial (SIVBQ) 0.1 $2.6M 23k 116.62
Credit Suisse Group 0.1 $2.7M 97k 28.37
VCA Antech 0.1 $2.6M 75k 35.10
Prudential Financial (PRU) 0.1 $2.6M 30k 88.76
Scientific Games (LNW) 0.1 $2.6M 230k 11.12
Patterson-UTI Energy (PTEN) 0.1 $2.6M 75k 34.94
TriQuint Semiconductor 0.1 $2.5M 158k 15.81
Flowserve Corporation (FLS) 0.1 $2.6M 36k 74.35
Suncor Energy (SU) 0.1 $2.7M 63k 42.63
Financial Select Sector SPDR (XLF) 0.1 $2.7M 120k 22.73
Ak Steel Corp. conv 0.1 $2.5M 1.5M 1.67
Liberty Global Inc C 0.1 $2.7M 64k 42.31
Sprint 0.1 $2.7M 315k 8.54
BioMarin Pharmaceutical (BMRN) 0.1 $2.3M 37k 62.22
J.B. Hunt Transport Services (JBHT) 0.1 $2.2M 30k 73.77
Diageo (DEO) 0.1 $2.5M 19k 127.25
Canadian Natural Resources (CNQ) 0.1 $2.4M 52k 45.92
Southwestern Energy Company (SWN) 0.1 $2.4M 53k 45.48
Pos (PKX) 0.1 $2.3M 31k 74.44
Hertz Global Holdings 0.1 $2.4M 86k 28.03
Baidu (BIDU) 0.1 $2.2M 12k 186.81
tw tele 0.1 $2.4M 60k 40.32
Allegheny Technologies Incorporated (ATI) 0.1 $2.4M 53k 45.10
Northstar Realty Finance 0.1 $2.5M 142k 17.38
Colony Financial 0.1 $2.4M 104k 23.22
Nabors Industries 0.1 $2.3M 77k 29.37
Valeant Pharmaceuticals Int 0.1 $2.4M 19k 126.11
Hca Holdings (HCA) 0.1 $2.4M 42k 56.39
Global Eagle Acquisition Cor 0.1 $2.5M 200k 12.40
C&j Energy Services 0.1 $2.4M 71k 33.77
Bonanza Creek Energy 0.1 $2.5M 44k 57.20
Tableau Software Inc Cl A 0.1 $2.3M 32k 71.32
qunar Cayman Is Ltd spns adr cl b 0.1 $2.4M 85k 28.55
Alpha Natural Resources Inc note 4.875%12/1 0.1 $2.3M 3.0M 0.78
Chesapeake Energy Corp note 2.500% 5/1 0.1 $2.2M 2.0M 1.08
McGraw-Hill Companies 0.1 $1.9M 23k 83.02
Illinois Tool Works (ITW) 0.1 $2.0M 23k 87.56
Sempra Energy (SRE) 0.1 $2.1M 20k 104.72
Sears Holdings Corporation 0.1 $2.1M 52k 39.96
Activision Blizzard 0.1 $2.1M 96k 22.30
Sovran Self Storage 0.1 $2.1M 28k 77.24
Chicago Bridge & Iron Company 0.1 $1.9M 28k 68.20
Rockwood Holdings 0.1 $1.9M 25k 75.98
Basic Energy Services 0.1 $1.9M 66k 29.23
Protective Life 0.1 $2.2M 32k 69.32
Abaxis 0.1 $1.9M 44k 44.30
Healthsouth 0.1 $2.0M 56k 35.88
WebMD Health 0.1 $1.9M 40k 48.31
Weatherford International Lt reg 0.1 $2.1M 90k 23.00
Vale 0.1 $2.0M 169k 11.90
Yamana Gold 0.1 $2.1M 250k 8.22
Six Flags Entertainment (SIX) 0.1 $2.2M 52k 42.55
HudBay Minerals (HBM) 0.1 $2.0M 213k 9.29
Interxion Holding 0.1 $2.1M 75k 27.39
Us Silica Hldgs (SLCA) 0.1 $2.0M 36k 55.43
Eaton (ETN) 0.1 $1.9M 25k 77.20
Time 0.1 $1.9M 80k 24.22
Time Warner Cable 0.1 $1.8M 13k 147.28
State Street Corporation (STT) 0.1 $1.6M 24k 67.25
PNC Financial Services (PNC) 0.1 $1.8M 20k 89.07
Hubbell Incorporated 0.1 $1.8M 15k 123.13
MICROS Systems 0.1 $1.7M 26k 67.90
Waddell & Reed Financial 0.1 $1.9M 30k 62.60
Cadence Design Systems (CDNS) 0.1 $1.6M 93k 17.49
Cemex SAB de CV (CX) 0.1 $1.7M 126k 13.23
Exelon Corporation (EXC) 0.1 $1.8M 51k 36.48
Liberty Media 4.000 11/15/29 deb 4.000% 0.1 $1.7M 2.5M 0.66
Eagle Materials (EXP) 0.1 $1.9M 20k 94.30
East West Ban (EWBC) 0.1 $1.6M 47k 34.99
Dover Corporation (DOV) 0.1 $1.6M 18k 90.93
American Axle & Manufact. Holdings (AXL) 0.1 $1.9M 100k 18.89
Hain Celestial (HAIN) 0.1 $1.6M 18k 88.72
Teradyne (TER) 0.1 $1.7M 87k 19.60
Navistar International Corporation 0.1 $1.9M 50k 37.48
Market Vectors Gold Miners ETF 0.1 $1.7M 66k 26.45
OpenTable 0.1 $1.7M 16k 103.62
Hldgs (UAL) 0.1 $1.6M 40k 41.08
Wpx Energy 0.1 $1.9M 78k 23.91
Matador Resources (MTDR) 0.1 $1.7M 58k 29.27
Diamondback Energy (FANG) 0.1 $1.7M 19k 88.78
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.1 $1.6M 1.0M 1.64
Market Vectors Junior Gold Min 0.1 $1.8M 43k 42.25
Accuray 0.1 $1.8M 1.0M 1.79
Meadowbrook Ins Group Inc dbcv 5.000% 3/1 0.1 $1.6M 1.5M 1.09
Progressive Corporation (PGR) 0.1 $1.5M 60k 25.37
Omnicare 0.1 $1.5M 23k 66.57
NiSource (NI) 0.1 $1.6M 40k 39.33
Baker Hughes Incorporated 0.1 $1.4M 19k 74.47
Schlumberger (SLB) 0.1 $1.5M 13k 117.97
Walgreen Company 0.1 $1.6M 21k 74.14
CoStar (CSGP) 0.1 $1.6M 9.9k 158.16
Precision Castparts 0.1 $1.5M 5.9k 252.44
MercadoLibre (MELI) 0.1 $1.5M 16k 95.38
Landstar System (LSTR) 0.1 $1.6M 25k 64.00
Louisiana-Pacific Corporation (LPX) 0.1 $1.5M 100k 15.02
Kindred Healthcare 0.1 $1.4M 59k 23.09
Carrizo Oil & Gas 0.1 $1.4M 20k 69.28
Alliant Energy Corporation (LNT) 0.1 $1.3M 22k 60.86
Sensata Technologies Hldg Bv 0.1 $1.5M 31k 46.80
B2gold Corp (BTG) 0.1 $1.5M 500k 2.92
Tripadvisor (TRIP) 0.1 $1.4M 13k 108.62
Facebook Inc cl a (META) 0.1 $1.3M 20k 67.30
Workday Inc cl a (WDAY) 0.1 $1.4M 15k 89.87
Athlon Energy 0.1 $1.5M 32k 47.72
Caretrust Reit (CTRE) 0.1 $1.5M 77k 19.81
Covanta Holding Corporation 0.0 $1.0M 50k 20.62
AU Optronics 0.0 $1.0M 247k 4.19
Ace Limited Cmn 0.0 $1.0M 10k 103.70
Lincoln National Corporation (LNC) 0.0 $1.0M 20k 51.45
Moody's Corporation (MCO) 0.0 $1.3M 15k 87.64
AES Corporation (AES) 0.0 $1.1M 74k 15.55
Dominion Resources (D) 0.0 $1.3M 18k 71.49
FirstEnergy (FE) 0.0 $1.2M 33k 34.72
Wells Fargo & Company (WFC) 0.0 $1.1M 20k 52.55
Intel Corporation (INTC) 0.0 $1.2M 38k 30.89
Akamai Technologies (AKAM) 0.0 $1.3M 21k 61.08
Universal Health Services (UHS) 0.0 $1.1M 12k 95.75
Hess (HES) 0.0 $1.1M 11k 98.85
Calpine Corporation 0.0 $1.2M 49k 23.80
salesforce (CRM) 0.0 $1.2M 21k 58.09
Meritage Homes Corporation (MTH) 0.0 $1.3M 31k 42.22
Cypress Semiconductor Corporation 0.0 $1.2M 106k 10.91
Elizabeth Arden 0.0 $1.1M 50k 21.42
Hecla Mining Company (HL) 0.0 $1.1M 322k 3.45
Questcor Pharmaceuticals 0.0 $1.3M 14k 92.49
Coeur d'Alene Mines Corporation (CDE) 0.0 $1.1M 116k 9.18
Middleby Corporation (MIDD) 0.0 $1.0M 13k 82.70
Raymond James Financial (RJF) 0.0 $1.1M 22k 50.71
AK Steel Holding Corporation 0.0 $1.2M 150k 7.96
Cubist Pharmaceuticals 0.0 $1.1M 16k 69.80
Centene Corporation (CNC) 0.0 $1.1M 14k 75.62
Informatica Corporation 0.0 $1.3M 37k 35.66
Stifel Financial (SF) 0.0 $1.3M 28k 47.35
United States Steel Corporation (X) 0.0 $1.1M 41k 26.04
Chemical Financial Corporation 0.0 $1.3M 45k 28.09
Susquehanna Bancshares 0.0 $1.1M 104k 10.56
VMware 0.0 $1.1M 12k 96.85
Silver Wheaton Corp 0.0 $1.3M 50k 26.28
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $1.1M 10k 113.50
Chemtura Corporation 0.0 $1.0M 40k 26.12
Yrc Worldwide 10% 3/31/15 pfd cv 0.0 $1.1M 1.1M 1.04
Tenet Healthcare Corporation (THC) 0.0 $1.1M 23k 46.93
Prospect Capital Corporati mtnf 5.375% 0.0 $1.1M 1.0M 1.06
Psec Us conv 0.0 $1.1M 1.0M 1.08
Prospect Capital Corporation note 5.875 0.0 $1.1M 1.0M 1.08
Now (DNOW) 0.0 $1.2M 32k 36.20
Cit 0.0 $915k 20k 45.75
Melco Crown Entertainment (MLCO) 0.0 $814k 23k 35.70
Cnooc 0.0 $982k 5.5k 179.36
Portland General Electric Company (POR) 0.0 $971k 28k 34.68
Goldman Sachs (GS) 0.0 $837k 5.0k 167.40
TD Ameritrade Holding 0.0 $784k 25k 31.36
Pfizer (PFE) 0.0 $742k 25k 29.68
Avon Products 0.0 $927k 63k 14.62
Core Laboratories 0.0 $754k 4.5k 166.96
H&R Block (HRB) 0.0 $807k 24k 33.53
Harley-Davidson (HOG) 0.0 $953k 14k 69.82
Apartment Investment and Management 0.0 $968k 30k 32.27
Arch Coal 0.0 $748k 205k 3.65
Electronics For Imaging 0.0 $981k 22k 45.18
Raytheon Company 0.0 $917k 9.9k 92.25
Colgate-Palmolive Company (CL) 0.0 $1.0M 15k 68.20
Texas Instruments Incorporated (TXN) 0.0 $929k 19k 47.80
Agilent Technologies Inc C ommon (A) 0.0 $893k 16k 57.46
Danaher Corporation (DHR) 0.0 $951k 12k 78.77
TJX Companies (TJX) 0.0 $846k 16k 53.15
Starbucks Corporation (SBUX) 0.0 $1.0M 13k 77.41
Solar Cap (SLRC) 0.0 $752k 35k 21.27
Quanta Services (PWR) 0.0 $751k 22k 34.57
RPC (RES) 0.0 $992k 42k 23.49
Steel Dynamics (STLD) 0.0 $987k 55k 17.95
TICC Capital 0.0 $762k 77k 9.91
CIRCOR International 0.0 $771k 10k 77.10
PennantPark Investment (PNNT) 0.0 $756k 66k 11.46
Altera Corporation 0.0 $916k 26k 34.74
AmSurg 0.0 $1.0M 22k 45.59
Acuity Brands (AYI) 0.0 $1.0M 7.4k 138.24
Bill Barrett Corporation 0.0 $1.0M 38k 26.78
CenterPoint Energy (CNP) 0.0 $772k 30k 25.55
athenahealth 0.0 $993k 7.9k 125.14
Genesee & Wyoming 0.0 $831k 7.9k 105.03
Panera Bread Company 0.0 $749k 5.0k 149.92
Hercules Technology Growth Capital (HTGC) 0.0 $760k 47k 16.17
Medallion Financial (MFIN) 0.0 $772k 62k 12.46
MCG Capital Corporation 0.0 $784k 200k 3.92
Blackrock Kelso Capital 0.0 $753k 83k 9.11
Capital Southwest Corporation (CSWC) 0.0 $752k 21k 36.00
Kodiak Oil & Gas 0.0 $896k 62k 14.55
Green Dot Corporation (GDOT) 0.0 $903k 48k 18.98
Emeritus Corporation 0.0 $964k 31k 31.65
Golub Capital BDC (GBDC) 0.0 $746k 42k 17.69
THL Credit 0.0 $757k 54k 14.00
Triangle Capital Corporation 0.0 $765k 27k 28.38
Enerplus Corp (ERF) 0.0 $755k 30k 25.17
Medley Capital Corporation 0.0 $761k 58k 13.06
New Mountain Finance Corp (NMFC) 0.0 $763k 51k 14.85
Fidus Invt (FDUS) 0.0 $778k 38k 20.55
Allison Transmission Hldngs I (ALSN) 0.0 $790k 25k 31.10
Tcp Capital 0.0 $757k 42k 18.22
Kcap Financial 0.0 $764k 90k 8.49
Realogy Hldgs (HOUS) 0.0 $754k 20k 37.70
Sunedison 0.0 $991k 44k 22.59
Kate Spade & Co 0.0 $1.0M 26k 38.13
Installed Bldg Prods (IBP) 0.0 $766k 63k 12.26
Compass Minerals International (CMP) 0.0 $661k 6.9k 95.80
Cognizant Technology Solutions (CTSH) 0.0 $489k 10k 48.90
CMS Energy Corporation (CMS) 0.0 $511k 16k 31.18
Radware Ltd ord (RDWR) 0.0 $473k 28k 16.87
Costco Wholesale Corporation (COST) 0.0 $685k 6.0k 115.13
Tractor Supply Company (TSCO) 0.0 $729k 12k 60.42
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $544k 5.7k 94.76
United Parcel Service (UPS) 0.0 $644k 6.3k 102.71
American Eagle Outfitters (AEO) 0.0 $449k 40k 11.22
Carnival Corporation (CCL) 0.0 $733k 20k 37.65
Cerner Corporation 0.0 $666k 13k 51.56
International Game Technology 0.0 $640k 40k 15.92
NVIDIA Corporation (NVDA) 0.0 $517k 28k 18.52
Power Integrations (POWI) 0.0 $505k 8.8k 57.56
Zebra Technologies (ZBRA) 0.0 $527k 6.4k 82.34
Airgas 0.0 $668k 6.1k 108.83
Medtronic 0.0 $638k 10k 63.80
Ross Stores (ROST) 0.0 $650k 9.8k 66.12
C.R. Bard 0.0 $679k 4.8k 142.95
Commercial Metals Company (CMC) 0.0 $692k 40k 17.30
Nokia Corporation (NOK) 0.0 $609k 81k 7.56
Energizer Holdings 0.0 $489k 4.0k 122.01
Alcoa 0.0 $651k 44k 14.89
Philip Morris International (PM) 0.0 $689k 8.2k 84.27
Symantec Corporation 0.0 $687k 30k 22.90
Prestige Brands Holdings (PBH) 0.0 $585k 17k 33.87
Dollar Tree (DLTR) 0.0 $560k 10k 54.51
Toll Brothers (TOL) 0.0 $712k 19k 36.89
WESCO International (WCC) 0.0 $648k 7.5k 86.40
Beacon Roofing Supply (BECN) 0.0 $662k 20k 33.10
AvalonBay Communities (AVB) 0.0 $711k 5.0k 142.20
J.M. Smucker Company (SJM) 0.0 $617k 5.8k 106.53
Hub (HUBG) 0.0 $504k 10k 50.40
Wyndham Worldwide Corporation 0.0 $540k 7.1k 75.72
Entergy Corporation (ETR) 0.0 $582k 7.1k 82.05
Broadcom Corporation 0.0 $488k 13k 37.11
Saia (SAIA) 0.0 $659k 15k 43.93
Spartan Motors 0.0 $545k 120k 4.54
Synaptics, Incorporated (SYNA) 0.0 $458k 5.1k 90.57
Southwest Airlines (LUV) 0.0 $564k 21k 26.84
Ashland 0.0 $555k 5.1k 108.82
China Uni 0.0 $613k 40k 15.32
Ciena Corporation (CIEN) 0.0 $566k 26k 21.64
TiVo 0.0 $509k 39k 12.92
DealerTrack Holdings 0.0 $680k 15k 45.33
EnerNOC 0.0 $501k 26k 18.94
Flotek Industries 0.0 $643k 20k 32.15
Momenta Pharmaceuticals 0.0 $682k 57k 12.08
Extreme Networks (EXTR) 0.0 $455k 102k 4.44
Tor Dom Bk Cad (TD) 0.0 $514k 10k 51.40
Cray 0.0 $489k 18k 26.60
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $571k 6.0k 95.17
HeartWare International 0.0 $451k 5.1k 88.43
Vitamin Shoppe 0.0 $729k 17k 43.01
Howard Hughes 0.0 $552k 3.5k 157.71
Qihoo 360 Technologies Co Lt 0.0 $442k 4.8k 92.08
Bankrate 0.0 $555k 32k 17.55
Ddr Corp 0.0 $587k 33k 17.63
Michael Kors Holdings 0.0 $532k 6.0k 88.67
Ingredion Incorporated (INGR) 0.0 $719k 9.6k 75.01
Infoblox 0.0 $563k 43k 13.15
Bloomin Brands (BLMN) 0.0 $469k 21k 22.44
Mandalay Digital 0.0 $611k 155k 3.95
Twitter 0.0 $459k 11k 40.98
Civeo 0.0 $458k 18k 25.03
Renewable Energy Group Inc mtnf 2.750% 6/1 0.0 $555k 500k 1.11
Northeast Utilities System 0.0 $391k 8.3k 47.21
Devon Energy Corporation (DVN) 0.0 $296k 3.7k 79.34
Wal-Mart Stores (WMT) 0.0 $349k 4.7k 74.97
AGL Resources 0.0 $227k 4.1k 54.94
Hospira 0.0 $306k 6.0k 51.33
Coach 0.0 $207k 6.0k 34.24
NetApp (NTAP) 0.0 $246k 6.7k 36.54
Stanley Black & Decker (SWK) 0.0 $361k 4.1k 87.94
Adobe Systems Incorporated (ADBE) 0.0 $392k 5.4k 72.43
Brown-Forman Corporation (BF.B) 0.0 $387k 4.1k 94.09
Transocean (RIG) 0.0 $422k 9.4k 45.01
Jack in the Box (JACK) 0.0 $275k 4.6k 59.78
Verisign (VRSN) 0.0 $231k 4.7k 48.79
BE Aerospace 0.0 $324k 3.5k 92.57
Pall Corporation 0.0 $374k 4.4k 85.39
Mohawk Industries (MHK) 0.0 $366k 2.6k 138.48
PerkinElmer (RVTY) 0.0 $339k 7.2k 46.80
Anadarko Petroleum Corporation 0.0 $398k 3.6k 109.55
Computer Sciences Corporation 0.0 $317k 5.0k 63.24
Total (TTE) 0.0 $282k 3.9k 72.22
EOG Resources (EOG) 0.0 $298k 2.5k 116.95
Lowe's Companies (LOW) 0.0 $202k 4.2k 48.02
D.R. Horton (DHI) 0.0 $287k 12k 24.61
AutoZone (AZO) 0.0 $306k 570.00 536.84
Strayer Education 0.0 $362k 6.9k 52.46
Janus Capital 0.0 $250k 20k 12.50
Oracle Corporation (ORCL) 0.0 $426k 11k 40.57
Kopin Corporation (KOPN) 0.0 $338k 104k 3.26
TRW Automotive Holdings 0.0 $304k 3.4k 89.41
Marvell Technology Group 0.0 $231k 16k 14.33
DTE Energy Company (DTE) 0.0 $347k 4.5k 77.80
Ingersoll-rand Co Ltd-cl A 0.0 $273k 4.4k 62.51
JDS Uniphase Corporation 0.0 $322k 26k 12.45
New Jersey Resources Corporation (NJR) 0.0 $397k 7.0k 57.10
Stone Energy Corporation 0.0 $328k 7.0k 46.86
Alexion Pharmaceuticals 0.0 $244k 1.6k 156.01
Advanced Semiconductor Engineering 0.0 $436k 67k 6.50
RTI International Metals 0.0 $266k 10k 26.60
Wabtec Corporation (WAB) 0.0 $288k 3.5k 82.62
Esterline Technologies Corporation 0.0 $242k 2.1k 115.24
McCormick & Company, Incorporated (MKC) 0.0 $224k 3.1k 71.45
Ametek (AME) 0.0 $246k 4.7k 52.23
Goodrich Petroleum Corporation 0.0 $318k 12k 27.63
Morgans Hotel 0.0 $181k 23k 7.93
Triumph (TGI) 0.0 $230k 3.3k 69.70
Sonus Networks 0.0 $207k 58k 3.59
Garmin (GRMN) 0.0 $321k 5.3k 60.95
Avago Technologies 0.0 $412k 5.7k 72.15
QEP Resources 0.0 $316k 9.1k 34.54
SouFun Holdings 0.0 $245k 25k 9.80
Cohen & Steers infrastucture Fund (UTF) 0.0 $253k 10k 24.47
Cohen & Steers Quality Income Realty (RQI) 0.0 $261k 23k 11.27
Cohen & Steers REIT/P (RNP) 0.0 $310k 17k 18.04
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.0 $251k 14k 18.39
BlackRock Corporate High Yield Fund VI (HYT) 0.0 $248k 20k 12.29
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.0 $346k 3.0k 115.33
John Hancock Patriot Premium Div Fund II (PDT) 0.0 $171k 13k 13.59
Morgan Stanley Emerging Markets Domestic (EDD) 0.0 $348k 26k 13.31
Nuveen Quality Pref. Inc. Fund II 0.0 $181k 20k 9.05
Nuveen Multi-Strategy Income & Growth (JPC) 0.0 $172k 18k 9.71
BlackRock Credit All Inc Trust IV (BTZ) 0.0 $249k 18k 13.74
Western Asset Glbl Partners Incm Fnd 0.0 $167k 15k 11.15
Petroleum & Resources Corporation 0.0 $220k 7.0k 31.22
WisdomTree Investments (WT) 0.0 $309k 25k 12.36
Baytex Energy Corp (BTE) 0.0 $369k 8.0k 46.12
Citigroup (C) 0.0 $239k 5.1k 47.02
Gnc Holdings Inc Cl A 0.0 $341k 10k 34.10
Magicjack Vocaltec 0.0 $161k 11k 15.08
Pvh Corporation (PVH) 0.0 $416k 3.6k 116.53
Ocean Rig Udw 0.0 $379k 20k 18.95
Monster Beverage 0.0 $418k 5.9k 71.10
Pacific Drilling Sa 0.0 $325k 33k 10.00
Hillshire Brands 0.0 $312k 5.0k 62.40
Interface (TILE) 0.0 $290k 15k 18.83
Proofpoint 0.0 $234k 6.2k 37.50
Abbvie (ABBV) 0.0 $373k 6.6k 56.52
Pimco Dynamic Credit Income other 0.0 $377k 16k 23.84
Liberty Global Inc Com Ser A 0.0 $243k 5.5k 44.18
Doubleline Income Solutions (DSL) 0.0 $200k 8.9k 22.47
Noodles & Co (NDLS) 0.0 $344k 10k 34.40
Marketo 0.0 $280k 9.6k 29.04
Ep Energy 0.0 $231k 10k 23.10
Office Depot 0.0 $89k 16k 5.69
Dryships/drys 0.0 $81k 25k 3.24
BlackRock Real Asset Trust 0.0 $134k 14k 9.41
BlackRock Debt Strategies Fund 0.0 $84k 21k 4.10
Nuveen Quality Preferred Income Fund 0.0 $91k 11k 8.52
Neuberger Berman Real Estate Sec (NRO) 0.0 $57k 11k 5.01
Blackrock Res & Commodities Strategy Tr (BCX) 0.0 $126k 10k 12.42
Emerald Oil 0.0 $127k 17k 7.65
Community Health Sys Inc New right 01/27/2016 0.0 $1.9k 32k 0.06