BlueCrest Capital Management

BlueCrest Capital Management as of Dec. 31, 2016

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 621 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 3.4 $62M 278k 223.53
MGM Resorts International. (MGM) 1.6 $28M 980k 28.83
iShares Russell 2000 Index (IWM) 1.4 $26M 190k 134.85
iShares Dow Jones US Real Estate (IYR) 1.4 $25M 320k 76.94
Advanced Micro Devices Inc Note 2.125% 9/0 bond 1.1 $20M 13M 1.58
Hubbell (HUBB) 1.0 $18M 157k 116.70
Marriott International (MAR) 0.9 $17M 204k 82.68
Hd Supply 0.9 $17M 391k 42.51
Halliburton Company (HAL) 0.9 $16M 303k 54.09
Yum! Brands (YUM) 0.9 $16M 256k 63.33
Cme (CME) 0.9 $16M 139k 115.35
Waste Connections (WCN) 0.9 $16M 202k 78.59
Petroleo Brasileiro SA (PBR.A) 0.9 $16M 1.8M 8.81
American International (AIG) 0.9 $16M 239k 65.31
Cardtronics Inc note 1.000%12/0 0.8 $16M 13M 1.18
Norfolk Southern (NSC) 0.8 $14M 130k 108.07
Dover Corporation (DOV) 0.7 $13M 179k 74.93
Kraft Heinz (KHC) 0.7 $14M 155k 87.32
Hershey Company (HSY) 0.7 $13M 129k 103.43
Robert Half International (RHI) 0.7 $13M 273k 48.78
American Homes 4 Rent-a reit (AMH) 0.7 $13M 634k 20.98
DiamondRock Hospitality Company (DRH) 0.7 $12M 1.1M 11.53
Suntrust Banks Inc $1.00 Par Cmn 0.7 $12M 219k 54.85
Bio-Rad Laboratories (BIO) 0.7 $12M 66k 182.28
Campbell Soup Company (CPB) 0.7 $12M 196k 60.47
Nexstar Broadcasting (NXST) 0.6 $12M 184k 63.30
CF Industries Holdings (CF) 0.6 $12M 367k 31.48
Ashland (ASH) 0.6 $12M 105k 109.29
Rsp Permian 0.6 $11M 254k 44.62
Lithia Motors (LAD) 0.6 $11M 112k 96.83
Carriage Svcs Inc note 2.750% 3/1 0.6 $11M 8.1M 1.35
Theravance Biopharma Inc note 3.250%11/0 0.6 $11M 9.2M 1.15
Verisign Inc sdcv 3.250% 8/1 0.6 $10M 4.6M 2.23
Church & Dwight (CHD) 0.6 $11M 237k 44.19
Us Silica Hldgs (SLCA) 0.6 $10M 184k 56.68
Genesee & Wyoming 0.6 $10M 144k 69.41
J.M. Smucker Company (SJM) 0.5 $9.8M 77k 128.05
Meredith Corporation 0.5 $9.5M 160k 59.15
FMC Technologies 0.5 $9.0M 254k 35.53
Priceline.com debt 1.000% 3/1 0.5 $9.2M 5.8M 1.57
Cit 0.5 $8.7M 203k 42.68
Baker Hughes Incorporated 0.5 $8.8M 136k 64.97
Delta Air Lines (DAL) 0.5 $8.8M 178k 49.19
Pinnacle Foods Inc De 0.5 $8.7M 163k 53.45
Tesaro Inc note 3.000%10/0 0.5 $8.8M 2.3M 3.88
Charter Communications Inc New Cl A cl a (CHTR) 0.5 $8.8M 31k 287.92
Hilton Worldwide Holdings (HLT) 0.5 $8.7M 321k 27.20
Sherwin-Williams Company (SHW) 0.5 $8.6M 32k 268.73
Eldorado Gold Corp 0.5 $8.6M 2.7M 3.22
Ensco Plc Shs Class A 0.5 $8.5M 876k 9.72
Fox News 0.5 $8.6M 317k 27.25
Ametek (AME) 0.5 $8.4M 173k 48.60
Dynegy Inc unit 07/01/20191 0.5 $8.4M 135k 62.03
iShares NASDAQ Biotechnology Index (IBB) 0.5 $8.2M 31k 265.38
Dollar General (DG) 0.5 $8.1M 110k 74.08
Eaton (ETN) 0.5 $8.1M 121k 67.09
Dow Chemical Company 0.4 $8.0M 139k 57.22
Vulcan Materials Company (VMC) 0.4 $8.0M 64k 125.16
Southwest Airlines (LUV) 0.4 $8.0M 160k 49.84
FedEx Corporation (FDX) 0.4 $7.8M 42k 186.19
Kinder Morgan (KMI) 0.4 $7.8M 375k 20.71
ABM Industries (ABM) 0.4 $7.7M 188k 40.84
Valero Energy Corporation (VLO) 0.4 $7.6M 111k 68.29
ConocoPhillips (COP) 0.4 $7.6M 151k 50.14
Oasis Petroleum 0.4 $7.6M 499k 15.14
Valley National Ban (VLY) 0.4 $7.3M 623k 11.64
Nabors Industries 0.4 $7.2M 441k 16.40
Spirit Airlines (SAVE) 0.4 $7.2M 125k 57.86
iShares FTSE/Xinhua China 25 Index (FXI) 0.4 $6.9M 200k 34.71
W.W. Grainger (GWW) 0.4 $7.0M 30k 232.26
Ttm Technologies Inc conv 0.4 $6.9M 4.5M 1.53
Paccar (PCAR) 0.4 $6.7M 104k 63.90
Diamondback Energy (FANG) 0.4 $6.8M 67k 101.06
Molina Healthcare Inc. conv 0.4 $6.8M 4.8M 1.44
Lincoln National Corporation (LNC) 0.4 $6.5M 98k 66.27
Swift Transportation Company 0.4 $6.5M 268k 24.36
Comcast Corporation (CMCSA) 0.3 $6.4M 93k 69.05
JPMorgan Chase & Co. (JPM) 0.3 $6.4M 74k 86.29
General Electric Company 0.3 $6.3M 201k 31.60
Newfield Exploration 0.3 $6.3M 156k 40.50
Jacobs Engineering 0.3 $6.4M 112k 57.00
Amazon (AMZN) 0.3 $6.3M 8.4k 749.82
W.R. Grace & Co. 0.3 $6.5M 95k 67.64
PacWest Ban 0.3 $6.4M 117k 54.44
Citigroup (C) 0.3 $6.3M 107k 59.43
EOG Resources (EOG) 0.3 $6.2M 62k 101.10
Huntsman Corporation (HUN) 0.3 $6.3M 330k 19.08
Voya Financial (VOYA) 0.3 $6.3M 160k 39.22
Devon Energy Corporation (DVN) 0.3 $6.1M 133k 45.67
Ross Stores (ROST) 0.3 $6.0M 91k 65.60
United Rentals (URI) 0.3 $6.0M 57k 105.57
United Technologies Corporation 0.3 $6.1M 55k 109.61
Post Holdings Inc Common (POST) 0.3 $6.0M 74k 80.39
Fidelity National Information Services (FIS) 0.3 $5.9M 77k 75.65
Morgan Stanley (MS) 0.3 $5.9M 140k 42.25
ArcelorMittal 0.3 $5.9M 805k 7.30
MasterCard Incorporated (MA) 0.3 $5.6M 54k 103.24
Canadian Pacific Railway 0.3 $5.7M 40k 142.77
Tractor Supply Company (TSCO) 0.3 $5.6M 73k 75.81
Teva Pharmaceutical Industries (TEVA) 0.3 $5.4M 150k 36.25
Capital One Financial (COF) 0.3 $5.4M 62k 87.23
Helix Energy Solutions (HLX) 0.3 $5.5M 622k 8.82
Tesla Motors Inc bond 0.3 $5.5M 6.3M 0.87
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 0.3 $5.5M 77k 71.64
Potash Corp. Of Saskatchewan I 0.3 $5.3M 294k 18.09
Chart Industries (GTLS) 0.3 $5.3M 147k 36.02
Dana Holding Corporation (DAN) 0.3 $5.3M 279k 18.98
McDonald's Corporation (MCD) 0.3 $5.2M 43k 121.71
Masco Corporation (MAS) 0.3 $5.1M 162k 31.62
Quintiles Transnatio Hldgs I 0.3 $5.0M 66k 76.04
Cabot Oil & Gas Corporation (CTRA) 0.3 $5.0M 212k 23.36
Patterson-UTI Energy (PTEN) 0.3 $4.9M 181k 26.92
KapStone Paper and Packaging 0.3 $5.0M 227k 22.05
Ihs Markit 0.3 $5.0M 142k 35.41
Great Plains Energy Incorporated conv prf 0.3 $4.9M 97k 50.60
Compass Minerals International (CMP) 0.3 $4.8M 62k 78.34
Monsanto Company 0.3 $4.7M 45k 105.22
3M Company (MMM) 0.3 $4.7M 27k 178.71
Boeing Company (BA) 0.3 $4.7M 30k 155.67
Fastenal Company (FAST) 0.3 $4.7M 100k 46.98
Owens-Illinois 0.3 $4.8M 274k 17.41
Cisco Systems (CSCO) 0.2 $4.5M 149k 30.22
Anadarko Petroleum Corporation 0.2 $4.5M 64k 69.72
Xerox Corporation 0.2 $4.6M 525k 8.73
Terex Corporation (TEX) 0.2 $4.5M 143k 31.53
Superior Energy Services 0.2 $4.5M 265k 16.88
SM Energy (SM) 0.2 $4.5M 130k 34.48
InterOil Corporation 0.2 $4.6M 98k 47.58
Interdigital Inc 1.5% 3/1/20 convertible bond 0.2 $4.5M 3.3M 1.36
BlackRock (BLK) 0.2 $4.4M 12k 380.54
Legg Mason 0.2 $4.4M 148k 29.91
Canadian Natl Ry (CNI) 0.2 $4.4M 65k 67.40
Sealed Air (SEE) 0.2 $4.4M 98k 45.34
Raytheon Company 0.2 $4.4M 31k 142.01
Williams Companies (WMB) 0.2 $4.5M 143k 31.14
Freeport-McMoRan Copper & Gold (FCX) 0.2 $4.4M 336k 13.19
RPC (RES) 0.2 $4.4M 222k 19.81
Interxion Holding 0.2 $4.4M 124k 35.07
Johnson Controls International Plc equity (JCI) 0.2 $4.5M 108k 41.19
Huntington Bancshares Incorporated (HBAN) 0.2 $4.2M 314k 13.22
State Street Corporation (STT) 0.2 $4.1M 53k 77.72
Incyte Corporation (INCY) 0.2 $4.3M 43k 100.27
Honeywell International (HON) 0.2 $4.3M 37k 115.86
Key (KEY) 0.2 $4.2M 231k 18.27
Callon Pete Co Del Com Stk 0.2 $4.1M 269k 15.37
Nevsun Res 0.2 $4.2M 1.4M 3.09
iShares MSCI South Africa Index (EZA) 0.2 $4.2M 80k 52.36
Hartford Financial Services (HIG) 0.2 $4.1M 85k 47.65
NetApp (NTAP) 0.2 $3.9M 112k 35.27
DaVita (DVA) 0.2 $4.1M 64k 64.21
Kennametal (KMT) 0.2 $4.1M 131k 31.26
BJ's Restaurants (BJRI) 0.2 $4.0M 103k 39.30
Rbc Cad (RY) 0.2 $4.0M 60k 67.72
Synovus Finl (SNV) 0.2 $4.0M 98k 41.08
Starwood Property Trust (STWD) 0.2 $3.8M 172k 21.95
WESCO International (WCC) 0.2 $3.7M 56k 66.56
Oracle Corporation (ORCL) 0.2 $3.8M 99k 38.45
Renasant (RNST) 0.2 $3.8M 90k 42.22
Texas Roadhouse (TXRH) 0.2 $3.8M 79k 48.25
Potlatch Corporation (PCH) 0.2 $3.8M 92k 41.65
Corning Incorporated (GLW) 0.2 $3.7M 153k 24.27
Renaissance Re Holdings Ltd Cmn (RNR) 0.2 $3.6M 27k 136.21
Weyerhaeuser Company (WY) 0.2 $3.7M 122k 30.09
Zions Bancorporation (ZION) 0.2 $3.6M 84k 43.05
Lowe's Companies (LOW) 0.2 $3.4M 48k 71.12
FMC Corporation (FMC) 0.2 $3.5M 62k 56.56
Under Armour Inc Cl C (UA) 0.2 $3.6M 141k 25.17
Charles Schwab Corporation (SCHW) 0.2 $3.2M 82k 39.47
Reynolds American 0.2 $3.2M 57k 56.03
Snap-on Incorporated (SNA) 0.2 $3.3M 19k 171.28
Whole Foods Market 0.2 $3.2M 105k 30.76
Fairmount Santrol Holdings 0.2 $3.4M 285k 11.79
Avangrid (AGR) 0.2 $3.3M 88k 37.88
CSX Corporation (CSX) 0.2 $3.2M 88k 35.93
Northrop Grumman Corporation (NOC) 0.2 $3.2M 14k 232.60
Red Hat 0.2 $3.1M 45k 69.71
Parker-Hannifin Corporation (PH) 0.2 $3.1M 22k 139.99
Ford Motor Company (F) 0.2 $3.0M 250k 12.13
Humana (HUM) 0.2 $3.0M 15k 204.03
Pan American Silver Corp Can (PAAS) 0.2 $3.0M 200k 15.07
Yandex Nv-a (YNDX) 0.2 $3.0M 150k 20.13
Lyon William Homes cl a 0.2 $3.1M 164k 19.03
Constellium Holdco B V cl a 0.2 $3.2M 537k 5.90
S&p Global (SPGI) 0.2 $3.1M 29k 107.55
Ctrip Com Intl Ltd note 1.990% 7/0 0.2 $3.1M 3.0M 1.04
E TRADE Financial Corporation 0.2 $2.9M 84k 34.65
United Parcel Service (UPS) 0.2 $3.0M 26k 114.65
Crane 0.2 $2.9M 40k 72.11
Accenture (ACN) 0.2 $2.9M 25k 117.12
Toll Brothers (TOL) 0.2 $3.0M 97k 31.00
salesforce (CRM) 0.2 $2.9M 42k 68.46
Rogers Communications -cl B (RCI) 0.2 $3.0M 77k 38.58
Cyrusone 0.2 $2.9M 65k 44.73
Depomed Inc conv 0.2 $2.9M 2.5M 1.15
Arbor Realty Trust note 6.500 10/0 0.2 $2.9M 2.8M 1.02
Caterpillar (CAT) 0.1 $2.8M 30k 92.73
Newmont Mining Corporation (NEM) 0.1 $2.7M 80k 34.08
National-Oilwell Var 0.1 $2.8M 74k 37.45
Fifth Third Ban (FITB) 0.1 $2.7M 100k 26.97
D.R. Horton (DHI) 0.1 $2.8M 101k 27.33
Fiserv (FI) 0.1 $2.7M 26k 106.30
Roper Industries (ROP) 0.1 $2.7M 15k 183.07
Rite Aid Corporation 0.1 $2.7M 322k 8.24
Worthington Industries (WOR) 0.1 $2.7M 57k 47.43
Oneok (OKE) 0.1 $2.7M 46k 57.41
iShares MSCI South Korea Index Fund (EWY) 0.1 $2.7M 50k 53.22
American Tower Reit (AMT) 0.1 $2.8M 26k 105.69
Siteone Landscape Supply (SITE) 0.1 $2.8M 80k 34.72
Liberty Ventures - Ser A 0.1 $2.7M 73k 36.87
Pfizer (PFE) 0.1 $2.6M 80k 32.48
CBS Corporation 0.1 $2.6M 41k 63.61
Cintas Corporation (CTAS) 0.1 $2.5M 22k 115.57
Visa (V) 0.1 $2.6M 34k 78.03
Marathon Oil Corporation (MRO) 0.1 $2.6M 152k 17.31
Banco Bradesco SA (BBD) 0.1 $2.6M 301k 8.71
WebMD Health 0.1 $2.6M 53k 49.56
Timkensteel Corp note 6.000% 6/0 0.1 $2.5M 1.7M 1.46
Home Depot (HD) 0.1 $2.4M 18k 134.10
C.H. Robinson Worldwide (CHRW) 0.1 $2.4M 33k 73.26
Gra (GGG) 0.1 $2.4M 29k 83.09
Yahoo! 0.1 $2.4M 61k 38.67
Lindsay Corporation (LNN) 0.1 $2.4M 32k 74.61
Acuity Brands (AYI) 0.1 $2.3M 9.9k 230.82
CenterPoint Energy (CNP) 0.1 $2.3M 94k 24.64
Kirby Corporation (KEX) 0.1 $2.3M 35k 66.51
United States Steel Corporation (X) 0.1 $2.4M 73k 33.00
Express Scripts Holding 0.1 $2.4M 35k 68.79
Norwegian Cruise Line Hldgs (NCLH) 0.1 $2.3M 54k 42.52
Alphabet Inc Class A cs (GOOGL) 0.1 $2.4M 3.1k 792.40
SYSCO Corporation (SYY) 0.1 $2.2M 40k 55.37
Verisign (VRSN) 0.1 $2.2M 28k 76.08
AngloGold Ashanti 0.1 $2.1M 200k 10.51
Lockheed Martin Corporation (LMT) 0.1 $2.1M 8.5k 249.88
Apple (AAPL) 0.1 $2.1M 18k 115.81
Stryker Corporation (SYK) 0.1 $2.3M 19k 119.83
Target Corporation (TGT) 0.1 $2.1M 29k 72.23
TJX Companies (TJX) 0.1 $2.2M 30k 75.12
Cliffs Natural Resources 0.1 $2.1M 250k 8.41
New Jersey Resources Corporation (NJR) 0.1 $2.1M 60k 35.51
Facebook Inc cl a (META) 0.1 $2.1M 19k 115.02
Acorda Therap note 1.75% 6/15 0.1 $2.3M 3.0M 0.76
Medidata Solutions Inc conv 0.1 $2.2M 2.0M 1.09
Johnson & Johnson (JNJ) 0.1 $1.9M 17k 115.23
SVB Financial (SIVBQ) 0.1 $1.9M 11k 171.66
Gartner (IT) 0.1 $1.9M 19k 101.09
Nike (NKE) 0.1 $2.0M 40k 50.83
Stericycle (SRCL) 0.1 $2.0M 25k 77.06
Ultimate Software 0.1 $2.1M 12k 182.34
Wabtec Corporation (WAB) 0.1 $2.1M 25k 83.04
Duke Energy (DUK) 0.1 $2.0M 26k 77.62
Forum Energy Technolo 0.1 $2.0M 92k 22.00
Capit Bk Fin A 0.1 $1.9M 49k 39.24
Liberty Media Corp Delaware Com A Siriusxm 0.1 $2.0M 59k 34.53
Dell Technologies Inc Class V equity 0.1 $2.0M 36k 54.97
Fomento Economico Mexicano SAB (FMX) 0.1 $1.9M 25k 76.20
Time Warner 0.1 $1.9M 20k 96.53
Nucor Corporation (NUE) 0.1 $1.9M 32k 59.51
Cadence Design Systems (CDNS) 0.1 $1.8M 71k 25.21
CIGNA Corporation 0.1 $1.9M 14k 133.42
Encana Corp 0.1 $1.8M 157k 11.74
Ca 0.1 $1.8M 58k 31.78
WNS 0.1 $1.8M 65k 27.55
AK Steel Holding Corporation 0.1 $1.9M 184k 10.21
National Retail Properties (NNN) 0.1 $1.9M 43k 44.19
Green Plains Renewable Energy (GPRE) 0.1 $1.8M 66k 27.85
Nxp Semiconductors N V (NXPI) 0.1 $1.9M 20k 98.03
Palo Alto Networks (PANW) 0.1 $1.8M 14k 125.04
Nmi Hldgs Inc cl a (NMIH) 0.1 $1.8M 172k 10.65
Repligen Corp note 2.125% 6/0 0.1 $1.7M 1.5M 1.16
Advanced Disposal Services I 0.1 $1.9M 84k 22.23
Vitamin Shoppe Inc note 2.250 12/0 0.1 $1.9M 2.1M 0.92
Taiwan Semiconductor Mfg (TSM) 0.1 $1.6M 54k 28.76
Joy Global 0.1 $1.7M 61k 27.99
Bristol Myers Squibb (BMY) 0.1 $1.7M 29k 58.46
Verizon Communications (VZ) 0.1 $1.6M 31k 53.39
Winnebago Industries (WGO) 0.1 $1.6M 50k 31.66
Sempra Energy (SRE) 0.1 $1.6M 16k 100.61
Amdocs Ltd ord (DOX) 0.1 $1.6M 28k 58.26
Community Bank System (CBU) 0.1 $1.6M 26k 61.79
Celgene Corporation 0.1 $1.7M 15k 115.74
iShares Dow Jones US Home Const. (ITB) 0.1 $1.7M 60k 27.49
Suncor Energy (SU) 0.1 $1.7M 51k 32.70
Simon Property (SPG) 0.1 $1.7M 9.7k 177.63
Kraton Performance Polymers 0.1 $1.6M 55k 28.48
Expedia (EXPE) 0.1 $1.6M 14k 113.26
Palo Alto Networks Inc note 7/0 0.1 $1.6M 1.3M 1.27
Rollins (ROL) 0.1 $1.4M 41k 33.77
Intel Corporation (INTC) 0.1 $1.5M 41k 36.27
Regions Financial Corporation (RF) 0.1 $1.4M 100k 14.36
Analog Devices (ADI) 0.1 $1.4M 19k 72.62
Tyson Foods (TSN) 0.1 $1.5M 25k 61.68
AstraZeneca (AZN) 0.1 $1.5M 54k 27.32
Cenovus Energy (CVE) 0.1 $1.5M 98k 15.13
Shire 0.1 $1.5M 9.0k 170.41
Liberty Media 3.750 2/15/30 deb 3.750% 0.1 $1.5M 2.4M 0.62
Ctrip.com International 0.1 $1.4M 35k 40.00
Titan International (TWI) 0.1 $1.5M 135k 11.21
Industrial SPDR (XLI) 0.1 $1.4M 23k 62.22
SBA Communications Corporation 0.1 $1.5M 14k 103.26
Hca Holdings (HCA) 0.1 $1.4M 19k 74.03
Mrc Global Inc cmn (MRC) 0.1 $1.5M 73k 20.26
Allergan 0.1 $1.5M 7.0k 210.00
Ingevity (NGVT) 0.1 $1.5M 27k 54.86
Allegheny Technologies Inc note 4.750% 7/0 0.1 $1.5M 1.1M 1.34
Oasis Pete Inc New Note 2.625% 9/1 bond 0.1 $1.4M 1.0M 1.39
Hasbro (HAS) 0.1 $1.3M 17k 77.81
Bank of America Corporation (BAC) 0.1 $1.3M 59k 22.11
Discover Financial Services (DFS) 0.1 $1.3M 19k 72.08
Dick's Sporting Goods (DKS) 0.1 $1.3M 24k 53.11
V.F. Corporation (VFC) 0.1 $1.4M 25k 53.34
Best Buy (BBY) 0.1 $1.3M 30k 42.67
CVS Caremark Corporation (CVS) 0.1 $1.4M 17k 78.93
Kellogg Company (K) 0.1 $1.4M 18k 73.73
Chicago Bridge & Iron Company 0.1 $1.2M 39k 31.75
Energen Corporation 0.1 $1.3M 23k 57.68
Extra Space Storage (EXR) 0.1 $1.4M 18k 77.26
Aspen Technology 0.1 $1.3M 25k 54.68
Industries N shs - a - (LYB) 0.1 $1.4M 16k 85.79
Cbre Group Inc Cl A (CBRE) 0.1 $1.3M 40k 31.49
Delphi Automotive 0.1 $1.2M 18k 67.34
Pioneer Energy Services 0.1 $1.4M 199k 6.85
Platform Specialty Prods Cor 0.1 $1.2M 126k 9.81
Synchrony Financial (SYF) 0.1 $1.3M 35k 36.26
Lsc Communications 0.1 $1.2M 42k 29.67
Equifax (EFX) 0.1 $1.1M 9.0k 118.22
Health Care SPDR (XLV) 0.1 $1.1M 16k 68.94
Union Pacific Corporation (UNP) 0.1 $1.0M 10k 103.70
Molson Coors Brewing Company (TAP) 0.1 $1.1M 11k 97.33
Nordstrom (JWN) 0.1 $1.1M 23k 47.91
Gold Fields (GFI) 0.1 $1.1M 374k 3.01
Western Digital (WDC) 0.1 $1.0M 15k 67.96
Matthews International Corporation (MATW) 0.1 $1.1M 15k 76.84
Thermo Fisher Scientific (TMO) 0.1 $1.1M 7.9k 141.11
General Mills (GIS) 0.1 $1.0M 17k 61.76
Henry Schein (HSIC) 0.1 $1.1M 7.0k 151.77
Starbucks Corporation (SBUX) 0.1 $1.1M 20k 55.50
Advance Auto Parts (AAP) 0.1 $1.2M 7.0k 169.14
Dr Pepper Snapple 0.1 $1.1M 12k 90.67
United States Oil Fund 0.1 $1.2M 100k 11.72
Alliance Data Systems Corporation (BFH) 0.1 $1.1M 5.0k 228.60
Zimmer Holdings (ZBH) 0.1 $1.0M 9.9k 103.23
Wynn Resorts (WYNN) 0.1 $1.0M 12k 86.50
Alere 0.1 $1.0M 27k 38.97
Chipotle Mexican Grill (CMG) 0.1 $1.1M 3.0k 377.48
Qiagen 0.1 $1.1M 39k 28.02
Randgold Resources 0.1 $1.1M 15k 76.33
American Water Works (AWK) 0.1 $1.2M 16k 72.38
Financial Select Sector SPDR (XLF) 0.1 $1.1M 47k 23.24
SPDR S&P Homebuilders (XHB) 0.1 $1.2M 35k 33.86
Telus Ord (TU) 0.1 $1.1M 34k 31.84
Matador Resources (MTDR) 0.1 $1.0M 40k 25.77
Rexnord 0.1 $1.1M 54k 19.60
Alibaba Group Holding (BABA) 0.1 $1.1M 13k 87.78
Ctrip.com Inter Ltd. conv 0.1 $1.2M 1.0M 1.16
Edgewell Pers Care (EPC) 0.1 $1.0M 14k 73.03
Vaneck Vectors Gold Miners mutual (GDX) 0.1 $1.0M 50k 20.92
Us Foods Hldg Corp call (USFD) 0.1 $1.0M 37k 27.48
Fortive (FTV) 0.1 $1.1M 20k 53.65
BHP Billiton 0.1 $981k 31k 31.46
Total System Services 0.1 $849k 17k 49.06
International Flavors & Fragrances (IFF) 0.1 $907k 7.7k 117.78
Cabela's Incorporated 0.1 $872k 15k 58.52
PerkinElmer (RVTY) 0.1 $915k 18k 52.18
Integrated Device Technology 0.1 $881k 37k 23.56
NiSource (NI) 0.1 $928k 42k 22.13
DISH Network 0.1 $962k 17k 57.95
Murphy Oil Corporation (MUR) 0.1 $828k 27k 31.12
USG Corporation 0.1 $969k 34k 28.87
Prudential Financial (PRU) 0.1 $890k 8.5k 104.11
ConAgra Foods (CAG) 0.1 $906k 23k 39.57
Frontier Communications 0.1 $835k 247k 3.38
Landstar System (LSTR) 0.1 $876k 10k 85.35
Calpine Corporation 0.1 $891k 78k 11.43
H&E Equipment Services (HEES) 0.1 $952k 41k 23.26
Manhattan Associates (MANH) 0.1 $934k 18k 53.05
Alon USA Energy 0.1 $870k 77k 11.38
BorgWarner (BWA) 0.1 $986k 25k 39.44
Flowserve Corporation (FLS) 0.1 $961k 20k 48.05
United Natural Foods (UNFI) 0.1 $954k 20k 47.70
Cloud Peak Energy 0.1 $871k 155k 5.61
Consumer Staples Select Sect. SPDR (XLP) 0.1 $897k 17k 51.72
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $893k 7.5k 119.07
Grifols S A Sponsored Adr R (GRFS) 0.1 $843k 53k 16.06
Liberty Global Inc Com Ser A 0.1 $861k 28k 30.58
Commscope Hldg (COMM) 0.1 $845k 23k 37.21
Cdk Global Inc equities 0.1 $829k 14k 59.66
Yahoo Inc note 12/0 0.1 $990k 1.0M 0.99
Liberty Media Corp Series C Li 0.1 $944k 30k 31.32
Xl 0.1 $989k 27k 37.27
Harmonic Inc note 4.000 12/0 0.1 $840k 750k 1.12
Tenaris (TS) 0.0 $659k 19k 35.71
BioMarin Pharmaceutical (BMRN) 0.0 $708k 8.6k 82.81
Mercury General Corporation (MCY) 0.0 $752k 13k 60.22
Wells Fargo & Company (WFC) 0.0 $748k 14k 55.11
Waters Corporation (WAT) 0.0 $806k 6.0k 134.33
BB&T Corporation 0.0 $705k 15k 47.00
Donaldson Company (DCI) 0.0 $698k 17k 42.08
Texas Capital Bancshares (TCBI) 0.0 $784k 10k 78.40
Invesco (IVZ) 0.0 $759k 25k 30.36
Allscripts Healthcare Solutions (MDRX) 0.0 $797k 78k 10.21
Oge Energy Corp (OGE) 0.0 $694k 21k 33.47
Textron (TXT) 0.0 $639k 13k 48.57
Ciena Corporation (CIEN) 0.0 $642k 26k 24.41
MFA Mortgage Investments 0.0 $745k 98k 7.63
A. O. Smith Corporation (AOS) 0.0 $649k 14k 47.36
Air Lease Corp (AL) 0.0 $720k 21k 34.35
Sibanye Gold 0.0 $706k 100k 7.06
Coty Inc Cl A (COTY) 0.0 $778k 43k 18.31
Horizon Pharma 0.0 $749k 46k 16.18
Keyw Holding Corp conv bd us 0.0 $750k 750k 1.00
Vwr Corp cash securities 0.0 $659k 26k 25.03
Lamar Advertising Co-a (LAMR) 0.0 $659k 9.8k 67.24
Qorvo (QRVO) 0.0 $791k 15k 52.73
Aerojet Rocketdy 0.0 $759k 42k 17.94
Party City Hold 0.0 $710k 50k 14.20
Donnelley R R & Sons Co when issued 0.0 $737k 45k 16.33
China Mobile 0.0 $599k 11k 52.44
Two Harbors Investment 0.0 $554k 64k 8.72
Consolidated Edison (ED) 0.0 $481k 6.5k 73.66
RPM International (RPM) 0.0 $544k 10k 53.88
Adobe Systems Incorporated (ADBE) 0.0 $618k 6.0k 103.00
Boston Scientific Corporation (BSX) 0.0 $497k 23k 21.61
E.I. du Pont de Nemours & Company 0.0 $598k 8.2k 73.37
Everest Re Group (EG) 0.0 $584k 2.7k 216.30
Kroger (KR) 0.0 $578k 17k 34.53
MSC Industrial Direct (MSM) 0.0 $630k 6.8k 92.32
GlaxoSmithKline 0.0 $501k 13k 38.54
Knight Transportation 0.0 $496k 15k 33.07
Arch Capital Group (ACGL) 0.0 $468k 5.4k 86.22
Chesapeake Energy Corporation 0.0 $491k 70k 7.01
American Capital 0.0 $530k 30k 17.91
Coeur d'Alene Mines Corporation (CDE) 0.0 $497k 55k 9.09
LSB Industries (LXU) 0.0 $501k 60k 8.42
MetLife (MET) 0.0 $586k 11k 53.93
Hexcel Corporation (HXL) 0.0 $551k 11k 51.47
Brookdale Senior Living (BKD) 0.0 $558k 45k 12.43
Equity Lifestyle Properties (ELS) 0.0 $520k 7.2k 72.12
PrivateBan 0.0 $585k 11k 54.18
Brink's Company (BCO) 0.0 $525k 13k 41.28
HCP 0.0 $505k 17k 29.71
Central Garden & Pet (CENTA) 0.0 $509k 17k 30.92
New Gold Inc Cda (NGD) 0.0 $556k 159k 3.50
Rayonier (RYN) 0.0 $510k 19k 26.62
Macerich Company (MAC) 0.0 $460k 6.5k 70.77
Signet Jewelers (SIG) 0.0 $570k 6.0k 94.26
Inphi Corporation 0.0 $491k 11k 44.64
First Majestic Silver Corp (AG) 0.0 $558k 73k 7.63
Visteon Corporation (VC) 0.0 $496k 6.2k 80.32
Huntington Ingalls Inds (HII) 0.0 $491k 2.7k 184.31
Rowan Companies 0.0 $598k 32k 18.91
Proofpoint 0.0 $535k 7.6k 70.66
Workday Inc cl a (WDAY) 0.0 $529k 8.0k 66.12
Blackstone Mtg Tr (BXMT) 0.0 $571k 19k 30.07
Premier (PINC) 0.0 $563k 19k 30.36
Graham Hldgs (GHC) 0.0 $607k 1.2k 511.80
Vodafone Group New Adr F (VOD) 0.0 $548k 22k 24.44
Timkensteel (MTUS) 0.0 $464k 30k 15.47
Klx Inc Com $0.01 0.0 $582k 13k 45.12
Chimera Investment Corp etf (CIM) 0.0 $587k 35k 17.03
Frontier Communications Corp pfd conv ser-a 0.0 $598k 8.4k 71.17
Nielsen Hldgs Plc Shs Eur 0.0 $544k 13k 41.96
Northstar Realty Finance 0.0 $554k 37k 15.14
Match 0.0 $463k 27k 17.09
Csra 0.0 $547k 17k 31.83
Onemain Holdings (OMF) 0.0 $574k 26k 22.16
Ferrari Nv Ord (RACE) 0.0 $494k 8.5k 58.12
SK Tele 0.0 $370k 18k 20.88
iStar Financial 0.0 $366k 30k 12.38
Annaly Capital Management 0.0 $408k 41k 9.96
Goldman Sachs (GS) 0.0 $438k 1.8k 239.61
PennyMac Mortgage Investment Trust (PMT) 0.0 $297k 18k 16.37
Rli (RLI) 0.0 $314k 5.0k 63.23
Northern Trust Corporation (NTRS) 0.0 $284k 3.2k 89.03
Affiliated Managers (AMG) 0.0 $275k 1.9k 145.27
Range Resources (RRC) 0.0 $379k 11k 34.33
AES Corporation (AES) 0.0 $306k 26k 11.62
Chevron Corporation (CVX) 0.0 $305k 2.6k 117.53
Bed Bath & Beyond 0.0 $336k 8.3k 40.61
Carnival Corporation (CCL) 0.0 $296k 5.7k 52.13
Kimberly-Clark Corporation (KMB) 0.0 $342k 3.0k 114.00
Mattel (MAT) 0.0 $413k 15k 27.53
Nuance Communications 0.0 $338k 23k 14.91
T. Rowe Price (TROW) 0.0 $388k 5.2k 75.34
Zebra Technologies (ZBRA) 0.0 $334k 3.9k 85.68
Automatic Data Processing (ADP) 0.0 $354k 3.4k 102.82
Akamai Technologies (AKAM) 0.0 $300k 4.5k 66.67
Emerson Electric (EMR) 0.0 $354k 6.4k 55.69
Whirlpool Corporation (WHR) 0.0 $364k 2.0k 182.00
AmerisourceBergen (COR) 0.0 $382k 4.9k 78.13
Arrow Electronics (ARW) 0.0 $285k 4.0k 71.25
Avnet (AVT) 0.0 $322k 6.8k 47.58
Macy's (M) 0.0 $448k 13k 35.84
Maxim Integrated Products 0.0 $296k 7.7k 38.53
Sanofi-Aventis SA (SNY) 0.0 $348k 8.6k 40.50
Apollo 0.0 $406k 41k 9.90
Total (TTE) 0.0 $377k 7.4k 50.99
Gilead Sciences (GILD) 0.0 $322k 4.5k 71.57
Barclays (BCS) 0.0 $304k 28k 10.99
Dollar Tree (DLTR) 0.0 $309k 4.0k 77.25
Eagle Materials (EXP) 0.0 $281k 2.9k 98.56
Discovery Communications 0.0 $386k 14k 27.39
First Solar (FSLR) 0.0 $417k 13k 32.06
Southwestern Energy Company (SWN) 0.0 $354k 33k 10.82
Choice Hotels International (CHH) 0.0 $306k 5.5k 56.07
CONSOL Energy 0.0 $432k 24k 18.24
Estee Lauder Companies (EL) 0.0 $412k 5.4k 76.48
Companhia de Saneamento Basi (SBS) 0.0 $283k 33k 8.67
Ferro Corporation 0.0 $305k 21k 14.34
Cypress Semiconductor Corporation 0.0 $309k 27k 11.44
PolyOne Corporation 0.0 $445k 14k 32.01
HEICO Corporation (HEI) 0.0 $426k 5.5k 77.13
Hormel Foods Corporation (HRL) 0.0 $358k 10k 34.79
SCANA Corporation 0.0 $310k 4.2k 73.29
West Pharmaceutical Services (WST) 0.0 $280k 3.3k 84.87
Aqua America 0.0 $405k 14k 30.05
Healthcare Services (HCSG) 0.0 $323k 8.3k 39.15
TreeHouse Foods (THS) 0.0 $344k 4.8k 72.18
Trina Solar 0.0 $284k 31k 9.30
Apollo Investment 0.0 $274k 47k 5.86
Apollo Commercial Real Est. Finance (ARI) 0.0 $306k 18k 16.61
EQT Corporation (EQT) 0.0 $333k 5.1k 65.32
Validus Holdings 0.0 $412k 7.5k 54.95
Pilgrim's Pride Corporation (PPC) 0.0 $426k 22k 19.00
Spirit AeroSystems Holdings (SPR) 0.0 $310k 5.3k 58.37
Utilities SPDR (XLU) 0.0 $358k 7.4k 48.61
Camden Property Trust (CPT) 0.0 $330k 3.9k 83.95
Echo Global Logistics 0.0 $321k 13k 25.08
Capitol Federal Financial (CFFN) 0.0 $330k 20k 16.44
Invesco Mortgage Capital 0.0 $378k 26k 14.61
Ellie Mae 0.0 $335k 4.0k 83.75
Marathon Petroleum Corp (MPC) 0.0 $286k 5.7k 50.29
Cys Investments 0.0 $391k 51k 7.73
Alkermes (ALKS) 0.0 $303k 5.5k 55.60
Lpl Financial Holdings (LPLA) 0.0 $454k 13k 35.19
News Corp Class B cos (NWS) 0.0 $399k 34k 11.80
Blackberry (BB) 0.0 $345k 50k 6.90
Antero Res (AR) 0.0 $276k 12k 23.69
Fidelity + Guaranty Life 0.0 $427k 18k 23.72
Knowles (KN) 0.0 $334k 20k 16.70
Parsley Energy Inc-class A 0.0 $347k 9.9k 35.20
Citizens Financial (CFG) 0.0 $303k 8.5k 35.57
Godaddy Inc cl a (GDDY) 0.0 $393k 11k 34.93
Westrock (WRK) 0.0 $345k 6.8k 50.71
Paypal Holdings (PYPL) 0.0 $395k 10k 39.50
Msg Network Inc cl a 0.0 $285k 13k 21.49
Blue Buffalo Pet Prods 0.0 $406k 17k 24.05
First Data 0.0 $294k 21k 14.18
Square Inc cl a (SQ) 0.0 $368k 27k 13.63
Extraction Oil And Gas 0.0 $409k 20k 20.03
Petroleo Brasileiro SA (PBR) 0.0 $135k 13k 10.12
HSBC Holdings (HSBC) 0.0 $209k 5.2k 40.15
Waste Management (WM) 0.0 $213k 3.0k 71.00
Clean Harbors (CLH) 0.0 $211k 3.8k 55.66
Ameren Corporation (AEE) 0.0 $239k 4.6k 52.42
KB Home (KBH) 0.0 $158k 10k 15.80
Autodesk (ADSK) 0.0 $259k 3.5k 74.00
Coach 0.0 $229k 6.5k 35.00
Lumber Liquidators Holdings (LL) 0.0 $179k 11k 15.74
Redwood Trust (RWT) 0.0 $229k 15k 15.22
Hanesbrands (HBI) 0.0 $216k 10k 21.60
Air Products & Chemicals (APD) 0.0 $202k 1.4k 143.87
Colgate-Palmolive Company (CL) 0.0 $262k 4.0k 65.50
Alleghany Corporation 0.0 $231k 380.00 607.89
Canadian Natural Resources (CNQ) 0.0 $253k 7.9k 31.84
General Dynamics Corporation (GD) 0.0 $211k 1.2k 172.67
Penn National Gaming (PENN) 0.0 $180k 13k 13.77
PPL Corporation (PPL) 0.0 $203k 6.0k 34.09
TCF Financial Corporation 0.0 $255k 13k 19.60
Pos (PKX) 0.0 $261k 5.0k 52.62
General Cable Corp Del New frnt 4.500% 11/1 0.0 $187k 240k 0.78
FelCor Lodging Trust Incorporated 0.0 $95k 12k 8.04
Goldcorp 0.0 $162k 12k 13.57
Graphic Packaging Holding Company (GPK) 0.0 $261k 21k 12.50
Atmos Energy Corporation (ATO) 0.0 $212k 2.9k 74.07
Energy Recovery (ERII) 0.0 $150k 15k 10.32
Cree 0.0 $264k 10k 26.43
NuVasive 0.0 $242k 3.6k 67.22
Team 0.0 $239k 6.1k 39.23
Associated Banc- (ASB) 0.0 $220k 8.9k 24.71
Calgon Carbon Corporation 0.0 $171k 10k 17.01
F5 Networks (FFIV) 0.0 $268k 1.9k 144.86
Nippon Telegraph & Telephone (NTTYY) 0.0 $217k 5.2k 42.02
Tanger Factory Outlet Centers (SKT) 0.0 $201k 5.6k 35.71
Taubman Centers 0.0 $235k 3.2k 73.99
National Instruments 0.0 $210k 6.8k 30.76
PGT 0.0 $115k 10k 11.50
Precision Drilling Corporation 0.0 $120k 22k 5.46
USA Truck 0.0 $218k 25k 8.72
Embraer S A (ERJ) 0.0 $223k 12k 19.24
Piedmont Office Realty Trust (PDM) 0.0 $215k 10k 20.92
BNC Ban 0.0 $211k 6.6k 31.84
Bankunited (BKU) 0.0 $259k 6.9k 37.74
Renren Inc- 0.0 $164k 103k 1.59
Wesco Aircraft Holdings 0.0 $176k 12k 14.91
Sunpower (SPWR) 0.0 $252k 38k 6.60
Epam Systems (EPAM) 0.0 $243k 3.8k 64.27
Tenet Healthcare Corporation (THC) 0.0 $179k 12k 14.84
Ryman Hospitality Pptys (RHP) 0.0 $219k 3.5k 63.15
Ptc (PTC) 0.0 $259k 5.6k 46.25
Third Point Reinsurance 0.0 $181k 16k 11.57
Noble Corp Plc equity 0.0 $92k 16k 5.89
American Airls (AAL) 0.0 $257k 5.5k 46.75
Extended Stay America 0.0 $224k 14k 16.13
Continental Bldg Prods 0.0 $268k 12k 23.09
Equity Commonwealth (EQC) 0.0 $234k 7.7k 30.28
Fiat Chrysler Auto 0.0 $121k 13k 9.14
Hrg 0.0 $171k 11k 15.53
International Game Technology (IGT) 0.0 $226k 8.9k 25.50
Fitbit 0.0 $210k 29k 7.30
Community Healthcare Tr (CHCT) 0.0 $220k 9.5k 23.08
Fogo De Chao 0.0 $152k 11k 14.37
Armour Residential Reit Inc Re 0.0 $221k 10k 21.72
First Busey Corp Class A Common (BUSE) 0.0 $207k 6.7k 30.74
Ionis Pharmaceuticals (IONS) 0.0 $220k 4.6k 47.86
Ferroglobe (GSM) 0.0 $203k 19k 10.85
Herc Hldgs (HRI) 0.0 $218k 5.4k 40.21
Hornbeck Offshore Services 0.0 $72k 10k 7.20
Cobalt Intl Energy 0.0 $79k 65k 1.22
HudBay Minerals (HBM) 0.0 $59k 10k 5.67
Ascena Retail 0.0 $76k 12k 6.19
Eagle Bulk Shipping 0.0 $59k 10k 5.90