$1.62 Billion is the total value of BlueCrest Capital Management Ltd's 745 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 79.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EEM | Sell | ISHARES TRcall | $61,838,000 | -3.9% | 1,805,500 | -9.7% | 3.82% | +43.1% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $30,828,000 | -83.0% | 150,000 | -83.1% | 1.90% | -74.7% |
| HYG | Sell | ISHARES TRcall | $14,933,000 | -79.3% | 182,800 | -79.6% | 0.92% | -69.2% |
| Sell | VERISIGN INCsdcv 3.250% 8/1 | $11,979,000 | +267.3% | 4,630,000 | -69.0% | 0.74% | +448.1% | |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $10,071,000 | -6.2% | 633,388 | -1.7% | 0.62% | +39.5% |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $8,463,000 | +120.7% | 4,245,000 | -34.1% | 0.52% | +228.9% | |
| JPM | Sell | JPMORGAN CHASE & CO | $7,300,000 | -40.1% | 123,265 | -33.2% | 0.45% | -10.9% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $6,541,000 | +3.2% | 65,341 | -1.0% | 0.40% | +53.6% |
| SBH | Sell | SALLY BEAUTY HLDGS INC | $6,130,000 | -3.7% | 189,315 | -17.1% | 0.38% | +43.6% |
| CSL | Sell | CARLISLE COS INC | $5,927,000 | -18.1% | 59,563 | -27.0% | 0.37% | +22.0% |
| XLV | Sell | SELECT SECTOR SPDR TRsbi healthcare | $5,619,000 | -78.4% | 82,904 | -77.0% | 0.35% | -67.8% |
| Sell | CARRIAGE SVCS INCnote 2.750% 3/1 | $5,470,000 | +495.2% | 4,937,000 | -49.9% | 0.34% | +789.5% | |
| ECA | Sell | ENCANA CORP | $5,045,000 | -9.9% | 828,486 | -24.7% | 0.31% | +34.5% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $4,887,000 | -32.1% | 6,406 | -30.8% | 0.30% | +1.0% |
| Sell | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $4,755,000 | +0.2% | 4,700,000 | -24.2% | 0.29% | +49.2% | |
| STLD | Sell | STEEL DYNAMICS INC | $4,624,000 | +19.3% | 205,400 | -5.3% | 0.29% | +77.6% |
| Sell | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $4,442,000 | +411.2% | 5,186,000 | -44.5% | 0.28% | +663.9% | |
| WMT | Sell | WAL-MART STORES INC | $4,370,000 | +3.5% | 63,800 | -7.4% | 0.27% | +54.3% |
| CME | Sell | CME GROUP INC | $4,336,000 | +3.2% | 45,142 | -2.6% | 0.27% | +54.0% |
| XLB | Sell | SELECT SECTOR SPDR TRsbi materials | $4,262,000 | -13.7% | 95,104 | -16.4% | 0.26% | +28.3% |
| GWR | Sell | GENESEE & WYO INCcl a | $4,231,000 | -53.7% | 67,474 | -60.4% | 0.26% | -31.1% |
| XEC | Sell | CIMAREX ENERGY CO | $4,171,000 | -30.9% | 42,882 | -36.5% | 0.26% | +3.2% |
| CBS | Sell | CBS CORP NEWcl b | $4,098,000 | -0.1% | 74,394 | -14.6% | 0.25% | +48.8% |
| ESS | Sell | ESSEX PPTY TR INC | $4,043,000 | -51.7% | 17,290 | -50.6% | 0.25% | -28.2% |
| Sell | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $4,020,000 | +116.8% | 4,400,000 | -20.0% | 0.25% | +222.1% | |
| ORCL | Sell | ORACLE CORP | $3,952,000 | -35.2% | 96,600 | -42.1% | 0.24% | -3.6% |
| SYF | Sell | SYNCHRONY FINL | $3,908,000 | -80.2% | 136,374 | -79.0% | 0.24% | -70.5% |
| DOW | Sell | DOW CHEM CO | $3,852,000 | -6.6% | 75,738 | -5.4% | 0.24% | +39.2% |
| APA | Sell | APACHE CORP | $3,823,000 | -21.5% | 78,332 | -28.4% | 0.24% | +16.8% |
| SSS | Sell | SOVRAN SELF STORAGE INC | $3,787,000 | -20.0% | 32,111 | -27.2% | 0.23% | +19.4% |
| SPB | Sell | SPECTRUM BRANDS HLDGS INC | $3,745,000 | -26.7% | 34,269 | -31.7% | 0.23% | +9.0% |
| PPG | Sell | PPG INDS INC | $3,702,000 | -21.6% | 33,204 | -30.5% | 0.23% | +16.8% |
| DCT | Sell | DCT INDUSTRIAL TRUST INC | $3,667,000 | +1.0% | 92,897 | -4.4% | 0.23% | +50.3% |
| FB | Sell | FACEBOOK INCcl a | $3,600,000 | -50.5% | 31,550 | -54.6% | 0.22% | -26.5% |
| Sell | SHIP FINANCE INTERNATIONAL Lnote 3.250% 2/0 | $3,407,000 | -23.7% | 3,500,000 | -22.6% | 0.21% | +14.1% | |
| UFS | Sell | DOMTAR CORP | $3,380,000 | -49.4% | 83,467 | -53.9% | 0.21% | -24.5% |
| GRA | Sell | GRACE W R & CO DEL NEW | $3,388,000 | -41.7% | 47,600 | -18.4% | 0.21% | -13.3% |
| OLN | Sell | OLIN CORP | $3,107,000 | -44.4% | 178,900 | -44.8% | 0.19% | -17.2% |
| SLG | Sell | SL GREEN RLTY CORP | $2,952,000 | -45.0% | 30,467 | -35.9% | 0.18% | -18.4% |
| CBOE | Sell | CBOE HLDGS INC | $2,939,000 | -41.2% | 44,989 | -41.5% | 0.18% | -12.1% |
| GGP | Sell | GENERAL GROWTH PPTYS INC NEW | $2,945,000 | -51.8% | 99,074 | -55.8% | 0.18% | -28.1% |
| NFX | Sell | NEWFIELD EXPL CO | $2,937,000 | -38.5% | 88,343 | -39.8% | 0.18% | -8.1% |
| CRZO | Sell | CARRIZO OIL & GAS INC | $2,919,000 | -23.7% | 94,400 | -27.0% | 0.18% | +13.2% |
| AAPL | Sell | APPLE INC | $2,801,000 | -50.4% | 25,700 | -52.1% | 0.17% | -26.1% |
| NJR | Sell | NEW JERSEY RES | $2,791,000 | -74.6% | 76,624 | -77.0% | 0.17% | -62.2% |
| NYRT | Sell | NEW YORK REIT INC | $2,699,000 | -64.1% | 267,200 | -59.1% | 0.17% | -46.5% |
| MPC | Sell | MARATHON PETE CORP | $2,400,000 | -77.4% | 64,558 | -68.5% | 0.15% | -66.4% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $2,347,000 | -22.2% | 11,300 | -27.2% | 0.14% | +16.0% |
| AVB | Sell | AVALONBAY CMNTYS INC | $2,320,000 | -63.1% | 12,200 | -64.3% | 0.14% | -45.2% |
| BXP | Sell | BOSTON PROPERTIES INC | $2,300,000 | -63.6% | 18,100 | -63.4% | 0.14% | -45.8% |
| HPP | Sell | HUDSON PAC PPTYS INC | $2,214,000 | -68.2% | 76,570 | -69.1% | 0.14% | -52.6% |
| SFM | Sell | SPROUTS FMRS MKT INC | $2,203,000 | -73.3% | 75,878 | -75.6% | 0.14% | -60.2% |
| BK | Sell | BANK NEW YORK MELLON CORP | $2,129,000 | -72.8% | 57,800 | -69.5% | 0.13% | -59.3% |
| PXD | Sell | PIONEER NAT RES CO | $2,117,000 | -70.9% | 15,044 | -74.1% | 0.13% | -56.6% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $2,098,000 | -22.3% | 57,778 | -21.5% | 0.13% | +16.1% |
| WYND | Sell | WYNDHAM WORLDWIDE CORP | $1,727,000 | +0.2% | 22,595 | -4.7% | 0.11% | +50.7% |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $1,639,000 | -68.7% | 21,843 | -66.0% | 0.10% | -53.5% |
| STAY | Sell | EXTENDED STAY AMER INCunit 99/99/9999b | $1,532,000 | -44.4% | 94,000 | -45.8% | 0.10% | -16.7% |
| OC | Sell | OWENS CORNING NEW | $1,535,000 | -83.0% | 32,464 | -83.1% | 0.10% | -74.6% |
| VFC | Sell | V F CORP | $1,515,000 | -76.0% | 23,400 | -76.9% | 0.09% | -64.0% |
| KRG | Sell | KITE RLTY GROUP TR | $1,478,000 | -23.1% | 53,343 | -28.1% | 0.09% | +13.8% |
| GPORQ | Sell | GULFPORT ENERGY CORP | $1,457,000 | -39.8% | 51,415 | -47.8% | 0.09% | -10.0% |
| QCOM | Sell | QUALCOMM INC | $1,427,000 | -37.0% | 27,900 | -38.4% | 0.09% | -6.4% |
| ACC | Sell | AMERICAN CAMPUS CMNTYS INC | $1,340,000 | -83.2% | 28,455 | -85.3% | 0.08% | -75.0% |
| AXLL | Sell | AXIALL CORP | $1,303,000 | -82.8% | 59,682 | -87.9% | 0.08% | -74.2% |
| LANC | Sell | LANCASTER COLONY CORP | $1,294,000 | -62.8% | 11,701 | -61.1% | 0.08% | -44.4% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $1,289,000 | -27.0% | 14,895 | -12.5% | 0.08% | +9.6% |
| DPZ | Sell | DOMINOS PIZZA INC | $1,284,000 | -56.5% | 9,739 | -63.3% | 0.08% | -35.2% |
| SRC | Sell | SPIRIT RLTY CAP INC NEW | $1,253,000 | -59.5% | 111,400 | -63.9% | 0.08% | -39.8% |
| CI | Sell | CIGNA CORPORATION | $1,242,000 | -24.8% | 9,047 | -19.8% | 0.08% | +11.6% |
| SM | Sell | SM ENERGY CO | $1,234,000 | -37.2% | 65,865 | -34.1% | 0.08% | -7.3% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $1,233,000 | -98.5% | 6,000 | -98.5% | 0.08% | -97.7% |
| BERY | Sell | BERRY PLASTICS GROUP INC | $1,190,000 | -44.1% | 32,918 | -44.0% | 0.07% | -15.9% |
| SRE | Sell | SEMPRA ENERGY | $1,161,000 | +0.5% | 11,160 | -9.2% | 0.07% | +50.0% |
| CE | Sell | CELANESE CORP DEL | $1,138,000 | -81.0% | 17,381 | -80.5% | 0.07% | -71.9% |
| RAD | Sell | RITE AID CORP | $1,120,000 | -63.7% | 137,400 | -65.0% | 0.07% | -46.1% |
| GDDY | Sell | GODADDY INCcl a | $1,094,000 | -42.0% | 33,839 | -42.5% | 0.07% | -12.8% |
| MHK | Sell | MOHAWK INDS INC | $1,093,000 | -75.1% | 5,725 | -75.3% | 0.07% | -62.6% |
| XLI | Sell | SELECT SECTOR SPDR TRsbi int-inds | $1,056,000 | -83.2% | 19,034 | -84.0% | 0.06% | -75.1% |
| DRQ | Sell | DRIL-QUIP INC | $1,009,000 | -13.8% | 16,668 | -15.7% | 0.06% | +26.5% |
| BP | Sell | BP PLCsponsored adr | $1,009,000 | -71.7% | 33,423 | -70.7% | 0.06% | -58.1% |
| SUI | Sell | SUN CMNTYS INC | $999,000 | -77.9% | 13,946 | -78.9% | 0.06% | -67.0% |
| CIEN | Sell | CIENA CORP | $1,006,000 | -50.4% | 52,900 | -46.1% | 0.06% | -26.2% |
| OII | Sell | OCEANEERING INTL INC | $977,000 | -29.3% | 29,382 | -20.2% | 0.06% | +5.3% |
| EA | Sell | ELECTRONIC ARTS INC | $961,000 | -70.1% | 14,532 | -68.9% | 0.06% | -55.6% |
| INTU | Sell | INTUIT | $935,000 | -73.6% | 8,994 | -75.5% | 0.06% | -60.5% |
| FTI | Sell | FMC TECHNOLOGIES INC | $920,000 | -63.9% | 33,629 | -61.8% | 0.06% | -46.2% |
| Sell | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $878,000 | -46.0% | 950,000 | -67.8% | 0.05% | -19.4% | |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $851,000 | -32.5% | 12,436 | -33.3% | 0.05% | +1.9% |
| BRKR | Sell | BRUKER CORP | $840,000 | -90.2% | 30,000 | -91.5% | 0.05% | -85.4% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $824,000 | -82.0% | 20,531 | -79.9% | 0.05% | -73.2% |
| SPLS | Sell | STAPLES INC | $827,000 | -58.7% | 74,963 | -64.5% | 0.05% | -38.6% |
| ADBE | Sell | ADOBE SYS INC | $804,000 | -48.2% | 8,567 | -48.1% | 0.05% | -21.9% |
| RHT | Sell | RED HAT INC | $788,000 | -80.8% | 10,572 | -78.7% | 0.05% | -71.2% |
| FL | Sell | FOOT LOCKER INC | $776,000 | -31.0% | 12,036 | -30.3% | 0.05% | +2.1% |
| DFS | Sell | DISCOVER FINL SVCS | $686,000 | -46.9% | 13,467 | -44.1% | 0.04% | -22.2% |
| FISV | Sell | FISERV INC | $673,000 | -9.8% | 6,565 | -19.5% | 0.04% | +35.5% |
| HES | Sell | HESS CORP | $636,000 | -85.4% | 12,071 | -86.6% | 0.04% | -78.5% |
| CSTM | Sell | CONSTELLIUM NVcl a | $619,000 | -50.6% | 119,200 | -26.7% | 0.04% | -26.9% |
| AMP | Sell | AMERIPRISE FINL INC | $587,000 | -88.4% | 6,248 | -86.9% | 0.04% | -82.9% |
| WEN | Sell | WENDYS CO | $582,000 | -70.5% | 53,427 | -70.8% | 0.04% | -56.1% |
| V | Sell | VISA INC | $571,000 | -87.9% | 7,469 | -87.8% | 0.04% | -82.1% |
| NOK | Sell | NOKIA CORPsponsored adr | $561,000 | -81.0% | 95,000 | -77.4% | 0.04% | -71.3% |
| NWS | Sell | NEWS CORP NEWcl b | $544,000 | -23.3% | 41,065 | -19.1% | 0.03% | +17.2% |
| SWNC | Sell | SOUTHWESTERN ENERGY CO | $552,000 | -76.7% | 28,154 | -78.0% | 0.03% | -65.3% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $530,000 | -41.0% | 11,510 | -44.3% | 0.03% | -10.8% |
| VLO | Sell | VALERO ENERGY CORP NEW | $513,000 | -92.8% | 8,000 | -92.1% | 0.03% | -89.2% |
| CVX | Sell | CHEVRON CORP NEW | $501,000 | -91.7% | 5,249 | -92.2% | 0.03% | -87.6% |
| INTC | Sell | INTEL CORP | $485,000 | -89.5% | 15,000 | -88.8% | 0.03% | -84.4% |
| CRM | Sell | SALESFORCE COM INC | $481,000 | -69.3% | 6,520 | -67.3% | 0.03% | -53.8% |
| CNK | Sell | CINEMARK HOLDINGS INC | $471,000 | -60.7% | 13,143 | -63.4% | 0.03% | -42.0% |
| HPY | Sell | HEARTLAND PMT SYS INC | $464,000 | -55.5% | 4,800 | -56.3% | 0.03% | -32.6% |
| RMD | Sell | RESMED INC | $446,000 | -53.8% | 7,708 | -57.1% | 0.03% | -30.0% |
| Sell | PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $456,000 | +42.1% | 486,000 | -15.6% | 0.03% | +115.4% | |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW | $432,000 | -74.5% | 23,344 | -63.5% | 0.03% | -61.4% |
| RES | Sell | RPC INC | $436,000 | -11.2% | 30,777 | -25.1% | 0.03% | +35.0% |
| CGNX | Sell | COGNEX CORP | $438,000 | -7.4% | 11,256 | -19.6% | 0.03% | +35.0% |
| KMB | Sell | KIMBERLY CLARK CORP | $403,000 | -91.9% | 2,995 | -92.4% | 0.02% | -87.9% |
| BBY | Sell | BEST BUY INC | $405,000 | -56.1% | 12,486 | -58.7% | 0.02% | -34.2% |
| EIX | Sell | EDISON INTL | $398,000 | -15.7% | 5,533 | -30.5% | 0.02% | +25.0% |
| NEE | Sell | NEXTERA ENERGY INC | $391,000 | -93.7% | 3,300 | -94.5% | 0.02% | -90.7% |
| EPAC | Sell | ACTUANT CORPcl a new | $391,000 | -75.6% | 15,838 | -76.4% | 0.02% | -64.2% |
| K | Sell | KELLOGG CO | $370,000 | -93.0% | 4,835 | -93.4% | 0.02% | -89.5% |
| WDC | Sell | WESTERN DIGITAL CORP | $373,000 | -71.2% | 7,895 | -63.4% | 0.02% | -57.4% |
| PNW | Sell | PINNACLE WEST CAP CORP | $353,000 | +1.7% | 4,700 | -12.6% | 0.02% | +57.1% |
| CTAS | Sell | CINTAS CORP | $350,000 | -74.7% | 3,895 | -74.3% | 0.02% | -61.4% |
| COO | Sell | COOPER COS INC | $332,000 | -78.7% | 2,157 | -81.5% | 0.02% | -67.7% |
| FFIV | Sell | F5 NETWORKS INC | $312,000 | -23.7% | 2,952 | -30.0% | 0.02% | +11.8% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $311,000 | -58.0% | 11,146 | -61.0% | 0.02% | -38.7% |
| BHI | Sell | BAKER HUGHES INC | $302,000 | -21.1% | 6,900 | -16.9% | 0.02% | +18.8% |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING IN | $291,000 | -68.3% | 13,402 | -69.2% | 0.02% | -52.6% |
| HELE | Sell | HELEN OF TROY CORP LTD | $292,000 | -85.7% | 2,813 | -87.0% | 0.02% | -78.6% |
| NATI | Sell | NATIONAL INSTRS CORP | $283,000 | -17.7% | 9,395 | -21.6% | 0.02% | +21.4% |
| SLM | Sell | SLM CORP | $268,000 | -16.5% | 42,178 | -14.2% | 0.02% | +30.8% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $269,000 | -71.0% | 2,170 | -71.0% | 0.02% | -55.3% |
| PCLN | Sell | PRICELINE GRP INC | $268,000 | -90.6% | 208 | -90.7% | 0.02% | -85.6% |
| RAI | Sell | REYNOLDS AMERICAN INC | $252,000 | -97.0% | 5,016 | -97.2% | 0.02% | -95.3% |
| THO | Sell | THOR INDS INC | $251,000 | -87.7% | 3,938 | -89.1% | 0.02% | -81.0% |
| AFL | Sell | AFLAC INC | $252,000 | -54.5% | 3,994 | -56.8% | 0.02% | -30.4% |
| CFR | Sell | CULLEN FROST BANKERS INC | $266,000 | -76.9% | 4,834 | -74.8% | 0.02% | -66.7% |
| BLD | Sell | TOPBUILD CORP | $262,000 | -75.5% | 8,801 | -74.7% | 0.02% | -63.6% |
| VNM | Sell | MARKET VECTORS ETF TRvietnam etf | $236,000 | -52.6% | 16,850 | -50.0% | 0.02% | -28.6% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $243,000 | -21.1% | 3,001 | -17.9% | 0.02% | +15.4% |
| MENT | Sell | MENTOR GRAPHICS CORP | $242,000 | -36.3% | 11,888 | -42.4% | 0.02% | -6.2% |
| MBI | Sell | MBIA INC | $250,000 | +23.8% | 28,224 | -9.5% | 0.02% | +87.5% |
| OSK | Sell | OSHKOSH CORP | $245,000 | -60.2% | 5,991 | -61.9% | 0.02% | -42.3% |
| KBR | Sell | KBR INC | $243,000 | -11.6% | 15,687 | -3.3% | 0.02% | +36.4% |
| NKE | Sell | NIKE INCcl b | $233,000 | -84.8% | 3,798 | -84.5% | 0.01% | -78.1% |
| CCJ | Sell | CAMECO CORP | $222,000 | -49.0% | 17,296 | -51.0% | 0.01% | -22.2% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $212,000 | -88.3% | 1,401 | -89.4% | 0.01% | -82.7% |
| OPK | Sell | OPKO HEALTH INC | $214,000 | -73.3% | 20,577 | -74.2% | 0.01% | -60.6% |
| NPBC | Sell | NATIONAL PENN BANCSHARES INC | $213,000 | -76.6% | 20,000 | -73.0% | 0.01% | -65.8% |
| RDN | Sell | RADIAN GROUP INC | $188,000 | -81.1% | 15,166 | -79.6% | 0.01% | -70.7% |
| ON | Sell | ON SEMICONDUCTOR CORP | $172,000 | -53.0% | 17,919 | -52.1% | 0.01% | -26.7% |
| HTZ | Sell | HERTZ GLOBAL HOLDINGS INC | $121,000 | -63.0% | 11,497 | -50.0% | 0.01% | -50.0% |
| MTG | Sell | MGIC INVT CORP WIS | $108,000 | -49.5% | 14,140 | -41.8% | 0.01% | -22.2% |
| GSM | Sell | FERROGLOBE PLC | $112,000 | -85.3% | 12,751 | -82.0% | 0.01% | -78.1% |
| BTG | Sell | B2GOLD CORP | $82,000 | -32.2% | 49,400 | -58.3% | 0.01% | 0.0% |
| KGC | Sell | KINROSS GOLD CORP | $47,000 | -62.7% | 13,800 | -80.1% | 0.00% | -40.0% |
| SUNEQ | Sell | SUNEDISON INC | $16,000 | -92.6% | 29,635 | -29.7% | 0.00% | -88.9% |
| SUNEQ | Sell | SUNEDISON INCput | $16,000 | -94.4% | 30,000 | -46.2% | 0.00% | -91.7% |
| ZINCQ | Exit | HORSEHEAD HLDG CORP | $0 | – | -13,000 | -100.0% | -0.00% | – |
| PKD | Exit | PARKER DRILLING CO | $0 | – | -11,174 | -100.0% | -0.00% | – |
| ECR | Exit | ECLIPSE RES CORP | $0 | – | -18,000 | -100.0% | -0.00% | – |
| AT | Exit | ATLANTIC PWR CORP | $0 | – | -17,719 | -100.0% | -0.00% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -14,263 | -100.0% | -0.00% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -13,506 | -100.0% | -0.00% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -12,223 | -100.0% | -0.00% | – |
| SGY | Exit | STONE ENERGY CORP | $0 | – | -13,400 | -100.0% | -0.00% | – |
| FMSA | Exit | FAIRMOUNT SANTROL HLDGS INC | $0 | – | -25,000 | -100.0% | -0.00% | – |
| COWN | Exit | COWEN GROUP INC NEWcl a | $0 | – | -10,840 | -100.0% | -0.00% | – |
| BAS | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -21,500 | -100.0% | -0.00% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -35,000 | -100.0% | -0.00% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -12,769 | -100.0% | -0.00% | – |
| EGO | Exit | ELDORADO GOLD CORP NEW | $0 | – | -27,538 | -100.0% | -0.00% | – |
| SMRTQ | Exit | STEIN MART INC | $0 | – | -10,837 | -100.0% | -0.00% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -12,039 | -100.0% | -0.00% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -37,266 | -100.0% | -0.00% | – |
| SDOCQ | Exit | SANDRIDGE ENERGY INC | $0 | – | -316,900 | -100.0% | -0.00% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -10,800 | -100.0% | -0.00% | – |
| NAVPRD | Exit | NAVISTAR INTL CORPpfd sr d conv | $0 | – | -23,398 | -100.0% | -0.00% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -10,404 | -100.0% | -0.00% | – |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -19,971 | -100.0% | -0.00% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -32,000 | -100.0% | -0.00% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -21,100 | -100.0% | -0.00% | – |
| Exit | TAL ED GROUPnote 2.500% 5/1 | $0 | – | -3,500,000 | -100.0% | -0.00% | – | |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -27,942 | -100.0% | -0.00% | – |
| BTEGF | Exit | BAYTEX ENERGY CORP | $0 | – | -27,500 | -100.0% | -0.00% | – |
| CGIPQ | Exit | CELADON GROUP INC | $0 | – | -10,245 | -100.0% | -0.00% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -10,200 | -100.0% | -0.00% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -30,000 | -100.0% | -0.00% | – |
| ENOC | Exit | ENERNOC INC | $0 | – | -26,447 | -100.0% | -0.00% | – |
| XIN | Exit | XINYUAN REAL ESTATE CO LTDspons adr | $0 | – | -28,701 | -100.0% | -0.00% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -15,013 | -100.0% | -0.00% | – |
| SZMK | Exit | SIZMEK INC | $0 | – | -24,578 | -100.0% | -0.00% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -28,733 | -100.0% | -0.00% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -18,548 | -100.0% | -0.01% | – |
| ELGX | Exit | ENDOLOGIX INCcall | $0 | – | -11,600 | -100.0% | -0.01% | – |
| DENN | Exit | DENNYS CORP | $0 | – | -12,200 | -100.0% | -0.01% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -34,100 | -100.0% | -0.01% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -10,054 | -100.0% | -0.01% | – |
| RRTS | Exit | ROADRUNNER TRNSN SVCS HLDG I | $0 | – | -12,620 | -100.0% | -0.01% | – |
| CIFC | Exit | CIFC CORP | $0 | – | -22,633 | -100.0% | -0.01% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -12,865 | -100.0% | -0.01% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -13,166 | -100.0% | -0.01% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -10,763 | -100.0% | -0.01% | – |
| TIVO | Exit | TIVO INC | $0 | – | -16,100 | -100.0% | -0.01% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -12,897 | -100.0% | -0.01% | – |
| ERA | Exit | ERA GROUP INC | $0 | – | -11,884 | -100.0% | -0.01% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -10,731 | -100.0% | -0.01% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -18,029 | -100.0% | -0.01% | – |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -6,231,000 | -100.0% | -0.01% | – | |
| ENVA | Exit | ENOVA INTL INC | $0 | – | -24,998 | -100.0% | -0.01% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -22,548 | -100.0% | -0.01% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -10,367 | -100.0% | -0.01% | – |
| MW | Exit | MENS WEARHOUSE INC | $0 | – | -11,046 | -100.0% | -0.01% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -16,368 | -100.0% | -0.01% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -16,912 | -100.0% | -0.01% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -40,625 | -100.0% | -0.01% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -45,784 | -100.0% | -0.01% | – |
| TK | Exit | TEEKAY CORPORATION | $0 | – | -16,088 | -100.0% | -0.01% | – |
| DHX | Exit | DHI GROUP INC | $0 | – | -18,619 | -100.0% | -0.01% | – |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -68,252 | -100.0% | -0.01% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -23,782 | -100.0% | -0.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -8,199 | -100.0% | -0.01% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -12,493 | -100.0% | -0.01% | – |
| DAN | Exit | DANA HLDG CORP | $0 | – | -14,209 | -100.0% | -0.01% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -7,849 | -100.0% | -0.01% | – |
| PFSW | Exit | PFSWEB INC | $0 | – | -14,862 | -100.0% | -0.01% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -8,316 | -100.0% | -0.01% | – |
| VDSI | Exit | VASCO DATA SEC INTL INC | $0 | – | -10,999 | -100.0% | -0.01% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -13,312 | -100.0% | -0.01% | – |
| SPXC | Exit | SPX CORP | $0 | – | -21,000 | -100.0% | -0.01% | – |
| SCMP | Exit | SUCAMPO PHARMACEUTICALS INCcl a | $0 | – | -10,713 | -100.0% | -0.01% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -13,925 | -100.0% | -0.01% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -10,891 | -100.0% | -0.01% | – |
| CBM | Exit | CAMBREX CORP | $0 | – | -4,260 | -100.0% | -0.01% | – |
| XRX | Exit | XEROX CORP | $0 | – | -20,724 | -100.0% | -0.01% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -12,095 | -100.0% | -0.01% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -6,633 | -100.0% | -0.01% | – |
| RPAI | Exit | RETAIL PPTYS AMER INCcl a | $0 | – | -15,031 | -100.0% | -0.01% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -12,024 | -100.0% | -0.01% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -3,686 | -100.0% | -0.01% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -3,287 | -100.0% | -0.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -10,949 | -100.0% | -0.01% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -1,288 | -100.0% | -0.01% | – |
| WPP | Exit | WAUSAU PAPER CORP | $0 | – | -21,081 | -100.0% | -0.01% | – |
| GOGO | Exit | GOGO INC | $0 | – | -11,863 | -100.0% | -0.01% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -4,780 | -100.0% | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -4,787 | -100.0% | -0.01% | – |
| GATX | Exit | GATX CORP | $0 | – | -5,076 | -100.0% | -0.01% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -13,438 | -100.0% | -0.01% | – |
| CLH | Exit | CLEAN HARBORS INC | $0 | – | -4,972 | -100.0% | -0.01% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -15,928 | -100.0% | -0.01% | – |
| ENS | Exit | ENERSYS | $0 | – | -3,752 | -100.0% | -0.01% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -32,866 | -100.0% | -0.01% | – |
| SNH | Exit | SENIOR HSG PPTYS TRsh ben int | $0 | – | -14,280 | -100.0% | -0.01% | – |
| KNX | Exit | KNIGHT TRANSN INC | $0 | – | -9,114 | -100.0% | -0.01% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -29,791 | -100.0% | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -15,343 | -100.0% | -0.01% | – |
| STT | Exit | STATE STR CORP | $0 | – | -3,148 | -100.0% | -0.01% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -4,171 | -100.0% | -0.01% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -6,861 | -100.0% | -0.01% | – |
| AMRI | Exit | ALBANY MOLECULAR RESH INC | $0 | – | -11,061 | -100.0% | -0.01% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -18,799 | -100.0% | -0.01% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -1,909 | -100.0% | -0.01% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -7,208 | -100.0% | -0.01% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -49,161 | -100.0% | -0.01% | – |
| XENT | Exit | INTERSECT ENT INC | $0 | – | -9,864 | -100.0% | -0.01% | – |
| NRE | Exit | NORTHSTAR REALTY EUROPE CORP | $0 | – | -18,310 | -100.0% | -0.01% | – |
| AN | Exit | AUTONATION INC | $0 | – | -3,484 | -100.0% | -0.01% | – |
| ITCI | Exit | INTRA CELLULAR THERAPIES INC | $0 | – | -3,854 | -100.0% | -0.01% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -1,782 | -100.0% | -0.01% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -18,491 | -100.0% | -0.01% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -6,682 | -100.0% | -0.01% | – |
| XHB | Exit | SPDR SERIES TRUSTs&p homebuild | $0 | – | -6,431 | -100.0% | -0.01% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -4,706 | -100.0% | -0.01% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -27,434 | -100.0% | -0.01% | – |
| GTTN | Exit | GTT COMMUNICATIONS INC | $0 | – | -14,324 | -100.0% | -0.01% | – |
| OA | Exit | ORBITAL ATK INC | $0 | – | -2,713 | -100.0% | -0.01% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -5,251 | -100.0% | -0.01% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -3,627 | -100.0% | -0.01% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -5,358 | -100.0% | -0.01% | – |
| NMBL | Exit | NIMBLE STORAGE INC | $0 | – | -25,462 | -100.0% | -0.01% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -2,228 | -100.0% | -0.01% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -13,619 | -100.0% | -0.01% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -7,553 | -100.0% | -0.01% | – |
| VGR | Exit | VECTOR GROUP LTD | $0 | – | -9,754 | -100.0% | -0.01% | – |
| GFF | Exit | GRIFFON CORP | $0 | – | -13,668 | -100.0% | -0.01% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -6,963 | -100.0% | -0.01% | – |
| ESRT | Exit | EMPIRE ST RLTY TR INCcl a | $0 | – | -12,843 | -100.0% | -0.01% | – |
| NTRI | Exit | NUTRI SYS INC NEW | $0 | – | -10,821 | -100.0% | -0.01% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -5,886 | -100.0% | -0.01% | – |
| THRX | Exit | THERAVANCE INC | $0 | – | -22,416 | -100.0% | -0.01% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -3,488 | -100.0% | -0.01% | – |
| INGN | Exit | INOGEN INC | $0 | – | -6,225 | -100.0% | -0.01% | – |
| IQNT | Exit | INTELIQUENT INC | $0 | – | -13,888 | -100.0% | -0.01% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -8,042 | -100.0% | -0.01% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -7,269 | -100.0% | -0.01% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -2,645 | -100.0% | -0.01% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -3,704 | -100.0% | -0.01% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -3,555 | -100.0% | -0.01% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -17,736 | -100.0% | -0.01% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -6,231 | -100.0% | -0.01% | – |
| JOE | Exit | ST JOE CO | $0 | – | -14,374 | -100.0% | -0.01% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -3,164 | -100.0% | -0.01% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -1,804 | -100.0% | -0.01% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -3,389 | -100.0% | -0.01% | – |
| ACM | Exit | AECOM | $0 | – | -8,913 | -100.0% | -0.01% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -12,762 | -100.0% | -0.01% | – |
| TTPH | Exit | TETRAPHASE PHARMACEUTICALS I | $0 | – | -26,881 | -100.0% | -0.01% | – |
| LHCG | Exit | LHC GROUP INC | $0 | – | -5,969 | -100.0% | -0.01% | – |
| PLKI | Exit | POPEYES LA KITCHEN INC | $0 | – | -4,600 | -100.0% | -0.01% | – |
| Exit | EZCORP INCnote 2.125% 6/1 | $0 | – | -835,000 | -100.0% | -0.01% | – | |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -12,575 | -100.0% | -0.01% | – |
| SAIA | Exit | SAIA INC | $0 | – | -11,463 | -100.0% | -0.01% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -7,346 | -100.0% | -0.01% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -7,222 | -100.0% | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -7,492 | -100.0% | -0.01% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -7,653 | -100.0% | -0.01% | – |
| ABAX | Exit | ABAXIS INC | $0 | – | -5,117 | -100.0% | -0.01% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -9,933 | -100.0% | -0.01% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -5,018 | -100.0% | -0.01% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -7,157 | -100.0% | -0.01% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -2,425 | -100.0% | -0.01% | – |
| CBLAQ | Exit | CBL & ASSOC PPTYS INC | $0 | – | -24,378 | -100.0% | -0.01% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -11,663 | -100.0% | -0.01% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -4,078 | -100.0% | -0.01% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -4,755 | -100.0% | -0.01% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -9,750 | -100.0% | -0.01% | – |
| GNCIQ | Exit | GNC HLDGS INCput | $0 | – | -10,000 | -100.0% | -0.01% | – |
| ESL | Exit | ESTERLINE TECHNOLOGIES CORP | $0 | – | -3,857 | -100.0% | -0.01% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -9,484 | -100.0% | -0.01% | – |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -8,414 | -100.0% | -0.01% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Iput | $0 | – | -10,000 | -100.0% | -0.01% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -20,309 | -100.0% | -0.01% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -4,613 | -100.0% | -0.01% | – |
| NVR | Exit | NVR INC | $0 | – | -198 | -100.0% | -0.01% | – |
| XME | Exit | SPDR SERIES TRUSTs&p metals mng | $0 | – | -20,900 | -100.0% | -0.01% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -15,689 | -100.0% | -0.01% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -32,084 | -100.0% | -0.01% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -19,310 | -100.0% | -0.01% | – |
| PATK | Exit | PATRICK INDS INC | $0 | – | -7,408 | -100.0% | -0.01% | – |
| CTLT | Exit | CATALENT INC | $0 | – | -13,801 | -100.0% | -0.01% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -6,110 | -100.0% | -0.01% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -72,454 | -100.0% | -0.01% | – |
| OMER | Exit | OMEROS CORP | $0 | – | -21,273 | -100.0% | -0.01% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -9,398 | -100.0% | -0.01% | – |
| ENSG | Exit | ENSIGN GROUP INC | $0 | – | -15,428 | -100.0% | -0.01% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -11,281 | -100.0% | -0.01% | – |
| SLH | Exit | SOLERA HOLDINGS INC | $0 | – | -6,172 | -100.0% | -0.01% | – |
| QRVO | Exit | QORVO INC | $0 | – | -6,436 | -100.0% | -0.01% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -5,424 | -100.0% | -0.01% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -12,978 | -100.0% | -0.01% | – |
| TTC | Exit | TORO CO | $0 | – | -4,562 | -100.0% | -0.01% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -5,888 | -100.0% | -0.01% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -11,960 | -100.0% | -0.01% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -6,000 | -100.0% | -0.01% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -6,892 | -100.0% | -0.01% | – |
| HTLD | Exit | HEARTLAND EXPRESS INC | $0 | – | -20,373 | -100.0% | -0.01% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -15,010 | -100.0% | -0.01% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -7,986 | -100.0% | -0.01% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -7,533 | -100.0% | -0.01% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -8,324 | -100.0% | -0.01% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -11,984 | -100.0% | -0.02% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -110,998 | -100.0% | -0.02% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -4,388 | -100.0% | -0.02% | – |
| SABR | Exit | SABRE CORP | $0 | – | -12,668 | -100.0% | -0.02% | – |
| RTEC | Exit | RUDOLPH TECHNOLOGIES INC | $0 | – | -25,721 | -100.0% | -0.02% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -13,456 | -100.0% | -0.02% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -7,527 | -100.0% | -0.02% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -21,245 | -100.0% | -0.02% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -4,087 | -100.0% | -0.02% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -9,956 | -100.0% | -0.02% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -6,857 | -100.0% | -0.02% | – |
| L | Exit | LOEWS CORP | $0 | – | -9,121 | -100.0% | -0.02% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -13,408 | -100.0% | -0.02% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -11,896 | -100.0% | -0.02% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -5,772 | -100.0% | -0.02% | – |
| NTCT | Exit | NETSCOUT SYS INC | $0 | – | -12,599 | -100.0% | -0.02% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -4,816 | -100.0% | -0.02% | – |
| ROCK | Exit | GIBRALTAR INDS INC | $0 | – | -14,814 | -100.0% | -0.02% | – |
| ISLE | Exit | ISLE OF CAPRI CASINOS INC | $0 | – | -28,076 | -100.0% | -0.02% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -49,782 | -100.0% | -0.02% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -3,564 | -100.0% | -0.02% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -12,152 | -100.0% | -0.02% | – |
| Exit | NCR CORP NEW | $0 | – | -15,402 | -100.0% | -0.02% | – | |
| SBSI | Exit | SOUTHSIDE BANCSHARES INC | $0 | – | -16,488 | -100.0% | -0.02% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -68,109 | -100.0% | -0.02% | – |
| CVCO | Exit | CAVCO INDS INC DEL | $0 | – | -4,589 | -100.0% | -0.02% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -7,488 | -100.0% | -0.02% | – |
| STBZ | Exit | STATE BK FINL CORP | $0 | – | -18,658 | -100.0% | -0.02% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -6,639 | -100.0% | -0.02% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -13,773 | -100.0% | -0.02% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -8,744 | -100.0% | -0.02% | – |
| RDUS | Exit | RADIUS HEALTH INC | $0 | – | -6,572 | -100.0% | -0.02% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP I | $0 | – | -40,000 | -100.0% | -0.02% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -8,522 | -100.0% | -0.02% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -4,466 | -100.0% | -0.02% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -4,460 | -100.0% | -0.02% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -7,493 | -100.0% | -0.02% | – |
| CSX | Exit | CSX CORP | $0 | – | -15,555 | -100.0% | -0.02% | – |
| ZLTQ | Exit | ZELTIQ AESTHETICS INC | $0 | – | -14,399 | -100.0% | -0.02% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -9,364 | -100.0% | -0.02% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -6,061 | -100.0% | -0.02% | – |
| NBTB | Exit | NBT BANCORP INC | $0 | – | -14,737 | -100.0% | -0.02% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -14,770 | -100.0% | -0.02% | – |
| VSI | Exit | VITAMIN SHOPPE INCput | $0 | – | -13,400 | -100.0% | -0.02% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -8,907 | -100.0% | -0.02% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -4,789 | -100.0% | -0.02% | – |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -110,751 | -100.0% | -0.02% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -9,409 | -100.0% | -0.02% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -7,906 | -100.0% | -0.02% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -18,066 | -100.0% | -0.02% | – |
| SONC | Exit | SONIC CORP | $0 | – | -13,580 | -100.0% | -0.02% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -40,637 | -100.0% | -0.02% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -10,523 | -100.0% | -0.02% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -2,376 | -100.0% | -0.02% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -9,949 | -100.0% | -0.02% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -27,517 | -100.0% | -0.02% | – |
| DNOW | Exit | NOW INC | $0 | – | -29,000 | -100.0% | -0.02% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -5,985 | -100.0% | -0.02% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -6,385 | -100.0% | -0.02% | – |
| PCL | Exit | PLUM CREEK TIMBER CO INC | $0 | – | -10,158 | -100.0% | -0.02% | – |
| Exit | HCI GROUP INCnote 3.875% 3/1 | $0 | – | -5,327 | -100.0% | -0.02% | – | |
| TJX | Exit | TJX COS INC NEW | $0 | – | -6,936 | -100.0% | -0.02% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -109,403 | -100.0% | -0.02% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -3,851 | -100.0% | -0.02% | – |
| ELNK | Exit | EARTHLINK HLDGS CORP | $0 | – | -64,370 | -100.0% | -0.02% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -20,648 | -100.0% | -0.02% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -1,030 | -100.0% | -0.02% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -16,538 | -100.0% | -0.02% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -6,574 | -100.0% | -0.02% | – |
| PTC | Exit | PTC INC | $0 | – | -14,650 | -100.0% | -0.02% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -8,634 | -100.0% | -0.02% | – |
| WB | Exit | WEIBO CORPsponsored adr | $0 | – | -25,499 | -100.0% | -0.02% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -15,866 | -100.0% | -0.02% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -3,469 | -100.0% | -0.02% | – |
| HF | Exit | HFF INCcl a | $0 | – | -16,112 | -100.0% | -0.02% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -13,699 | -100.0% | -0.02% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -72,082 | -100.0% | -0.02% | – |
| WK | Exit | WORKIVA INC | $0 | – | -30,003 | -100.0% | -0.02% | – |
| ARG | Exit | AIRGAS INC | $0 | – | -3,756 | -100.0% | -0.02% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -33,725 | -100.0% | -0.02% | – |
| UNH | Exit | UNITEDHEALTH GROUP INCput | $0 | – | -4,500 | -100.0% | -0.02% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -21,397 | -100.0% | -0.02% | – |
| FB | Exit | FACEBOOK INCput | $0 | – | -5,000 | -100.0% | -0.02% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -13,949 | -100.0% | -0.02% | – |
| INFN | Exit | INFINERA CORPORATION | $0 | – | -29,648 | -100.0% | -0.02% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -5,200 | -100.0% | -0.02% | – |
| BANR | Exit | BANNER CORP | $0 | – | -11,632 | -100.0% | -0.02% | – |
| XLV | Exit | SELECT SECTOR SPDR TRput | $0 | – | -7,500 | -100.0% | -0.02% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -11,512 | -100.0% | -0.02% | – |
| MSCI | Exit | MSCI INC | $0 | – | -7,576 | -100.0% | -0.02% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -15,458 | -100.0% | -0.02% | – |
| CX | Exit | CEMEX SAB DE CVput | $0 | – | -100,800 | -100.0% | -0.02% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -23,601 | -100.0% | -0.02% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -4,422 | -100.0% | -0.02% | – |
| CCP | Exit | CARE CAP PPTYS INC | $0 | – | -18,215 | -100.0% | -0.02% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -27,653 | -100.0% | -0.02% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -6,980 | -100.0% | -0.02% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -9,037 | -100.0% | -0.02% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -7,459 | -100.0% | -0.02% | – |
| CERN | Exit | CERNER CORP | $0 | – | -9,499 | -100.0% | -0.02% | – |
| TFM | Exit | FRESH MKT INC | $0 | – | -25,202 | -100.0% | -0.02% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -8,742 | -100.0% | -0.02% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -10,295 | -100.0% | -0.02% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -9,700 | -100.0% | -0.02% | – |
| LNCE | Exit | SNYDERS-LANCE INC | $0 | – | -16,969 | -100.0% | -0.02% | – |
| MET | Exit | METLIFE INC | $0 | – | -12,246 | -100.0% | -0.02% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -3,053 | -100.0% | -0.02% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -9,414 | -100.0% | -0.02% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -12,777 | -100.0% | -0.02% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -5,224 | -100.0% | -0.02% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -13,109 | -100.0% | -0.02% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -10,017 | -100.0% | -0.02% | – |
| AON | Exit | AON PLC | $0 | – | -6,531 | -100.0% | -0.02% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -15,863 | -100.0% | -0.02% | – |
| AGIO | Exit | AGIOS PHARMACEUTICALS INC | $0 | – | -9,376 | -100.0% | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -8,911 | -100.0% | -0.03% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -58,586 | -100.0% | -0.03% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -3,135 | -100.0% | -0.03% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -22,791 | -100.0% | -0.03% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -11,784 | -100.0% | -0.03% | – |
| CFNL | Exit | CARDINAL FINL CORP | $0 | – | -28,603 | -100.0% | -0.03% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -10,848 | -100.0% | -0.03% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -7,230 | -100.0% | -0.03% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -12,052 | -100.0% | -0.03% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -5,434 | -100.0% | -0.03% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -30,905 | -100.0% | -0.03% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -10,322 | -100.0% | -0.03% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -202,086 | -100.0% | -0.03% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -7,269 | -100.0% | -0.03% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -14,400 | -100.0% | -0.03% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -6,600 | -100.0% | -0.03% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -2,853 | -100.0% | -0.03% | – |
| IEX | Exit | IDEX CORP | $0 | – | -9,010 | -100.0% | -0.03% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -2,069 | -100.0% | -0.03% | – |
| COKE | Exit | COCA COLA BOTTLING CO CONS | $0 | – | -3,782 | -100.0% | -0.03% | – |
| IBKR | Exit | INTERACTIVE BROKERS GROUP IN | $0 | – | -16,250 | -100.0% | -0.03% | – |
| FNBCQ | Exit | FIRST NBC BK HLDG CO | $0 | – | -19,364 | -100.0% | -0.03% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -25,903 | -100.0% | -0.03% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -39,776 | -100.0% | -0.03% | – |
| KING | Exit | KING DIGITAL ENTMT PLC | $0 | – | -39,744 | -100.0% | -0.03% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -127,666 | -100.0% | -0.03% | – |
| OFC | Exit | CORPORATE OFFICE PPTYS TRsh ben int | $0 | – | -32,896 | -100.0% | -0.03% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -6,718 | -100.0% | -0.03% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -42,994 | -100.0% | -0.03% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -29,550 | -100.0% | -0.03% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -17,646 | -100.0% | -0.03% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -5,140 | -100.0% | -0.03% | – |
| Exit | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $0 | – | -901,000 | -100.0% | -0.03% | – | |
| XRAY | Exit | DENTSPLY INTL INC NEW | $0 | – | -12,989 | -100.0% | -0.03% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -2,629 | -100.0% | -0.03% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -16,812 | -100.0% | -0.03% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -19,763 | -100.0% | -0.03% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -9,361 | -100.0% | -0.03% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -24,821 | -100.0% | -0.03% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -35,369 | -100.0% | -0.03% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -12,353 | -100.0% | -0.03% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -14,269 | -100.0% | -0.04% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -18,346 | -100.0% | -0.04% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -4,149 | -100.0% | -0.04% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -6,689 | -100.0% | -0.04% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -164,248 | -100.0% | -0.04% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -8,369 | -100.0% | -0.04% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -8,526 | -100.0% | -0.04% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -16,685 | -100.0% | -0.04% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -22,392 | -100.0% | -0.04% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -30,637 | -100.0% | -0.04% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -31,966 | -100.0% | -0.04% | – |
| EOG | Exit | EOG RES INC | $0 | – | -12,229 | -100.0% | -0.04% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -3,320 | -100.0% | -0.04% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -5,735 | -100.0% | -0.04% | – |
| BMS | Exit | BEMIS INC | $0 | – | -20,000 | -100.0% | -0.04% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -9,024 | -100.0% | -0.04% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -10,260 | -100.0% | -0.04% | – |
| FFIN | Exit | FIRST FINL BANKSHARES | $0 | – | -29,171 | -100.0% | -0.04% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -10,743 | -100.0% | -0.04% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -8,974 | -100.0% | -0.04% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -14,633 | -100.0% | -0.04% | – |
| TLMR | Exit | TALMER BANCORP INC | $0 | – | -50,332 | -100.0% | -0.04% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -6,667 | -100.0% | -0.04% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -27,441 | -100.0% | -0.04% | – |
| BB | Exit | BLACKBERRY LTDcall | $0 | – | -100,000 | -100.0% | -0.04% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $0 | – | -3,940,000 | -100.0% | -0.04% | – | |
| POOL | Exit | POOL CORPORATION | $0 | – | -11,807 | -100.0% | -0.04% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -70,206 | -100.0% | -0.04% | – |
| CVBF | Exit | CVB FINL CORP | $0 | – | -57,656 | -100.0% | -0.04% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -19,597 | -100.0% | -0.04% | – |
| X | Exit | UNITED STATES STL CORP NEWcall | $0 | – | -120,000 | -100.0% | -0.04% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -1,250,000 | -100.0% | -0.04% | – | |
| CHK | Exit | CHESAPEAKE ENERGY CORPcall | $0 | – | -220,000 | -100.0% | -0.04% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -14,340 | -100.0% | -0.04% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -87,430 | -100.0% | -0.04% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -14,790 | -100.0% | -0.04% | – |
| FCF | Exit | FIRST COMWLTH FINL CORP PA | $0 | – | -111,804 | -100.0% | -0.04% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -23,875 | -100.0% | -0.04% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -23,516 | -100.0% | -0.04% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -52,658 | -100.0% | -0.04% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -15,451 | -100.0% | -0.04% | – |
| PVH | Exit | PVH CORP | $0 | – | -13,931 | -100.0% | -0.04% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -15,917 | -100.0% | -0.04% | – |
| AEUA | Exit | ANADARKO PETE CORPunit 99/99/9999 | $0 | – | -30,740 | -100.0% | -0.04% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -11,795 | -100.0% | -0.04% | – |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -13,361 | -100.0% | -0.04% | – |
| DOV | Exit | DOVER CORP | $0 | – | -16,760 | -100.0% | -0.04% | – |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -1,700,000 | -100.0% | -0.04% | – | |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -13,782 | -100.0% | -0.04% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -6,594 | -100.0% | -0.04% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -40,985 | -100.0% | -0.04% | – |
| KR | Exit | KROGER CO | $0 | – | -25,433 | -100.0% | -0.04% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -67,172 | -100.0% | -0.04% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -14,923 | -100.0% | -0.04% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -29,127 | -100.0% | -0.04% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -67,799 | -100.0% | -0.04% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -12,140 | -100.0% | -0.04% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -29,994 | -100.0% | -0.05% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -20,478 | -100.0% | -0.05% | – |
| WABC | Exit | WESTAMERICA BANCORPORATION | $0 | – | -24,013 | -100.0% | -0.05% | – |
| CPF | Exit | CENTRAL PAC FINL CORP | $0 | – | -52,906 | -100.0% | -0.05% | – |
| DFRG | Exit | DEL FRISCOS RESTAURANT GROUP | $0 | – | -71,591 | -100.0% | -0.05% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -17,937 | -100.0% | -0.05% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -20,193 | -100.0% | -0.05% | – |
| CBU | Exit | COMMUNITY BK SYS INC | $0 | – | -29,687 | -100.0% | -0.05% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -63,699 | -100.0% | -0.05% | – |
| WCIC | Exit | WCI CMNTYS INC | $0 | – | -52,844 | -100.0% | -0.05% | – |
| DE | Exit | DEERE & CO | $0 | – | -15,505 | -100.0% | -0.05% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -32,012 | -100.0% | -0.05% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -29,500 | -100.0% | -0.05% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -26,570 | -100.0% | -0.05% | – |
| COLB | Exit | COLUMBIA BKG SYS INC | $0 | – | -36,865 | -100.0% | -0.05% | – |
| Exit | COWEN GROUP INC NEWnote 3.000% 3/1 | $0 | – | -1,690,000 | -100.0% | -0.05% | – | |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -172,979 | -100.0% | -0.05% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -25,695 | -100.0% | -0.05% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -9,616 | -100.0% | -0.05% | – |
| PNFP | Exit | PINNACLE FINL PARTNERS INC | $0 | – | -23,978 | -100.0% | -0.05% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -64,653 | -100.0% | -0.05% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -37,192 | -100.0% | -0.05% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -53,540 | -100.0% | -0.05% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -2,341 | -100.0% | -0.05% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -16,179 | -100.0% | -0.05% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -15,846 | -100.0% | -0.05% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -57,817 | -100.0% | -0.05% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -20,221 | -100.0% | -0.05% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -82,338 | -100.0% | -0.06% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -22,557 | -100.0% | -0.06% | – |
| MMM | Exit | 3M CO | $0 | – | -8,745 | -100.0% | -0.06% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -18,849 | -100.0% | -0.06% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -24,822 | -100.0% | -0.06% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -38,806 | -100.0% | -0.06% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -15,030 | -100.0% | -0.06% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -188,100 | -100.0% | -0.06% | – |
| WIBC | Exit | WILSHIRE BANCORP INC | $0 | – | -121,708 | -100.0% | -0.06% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -29,633 | -100.0% | -0.06% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -18,498 | -100.0% | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -1,956 | -100.0% | -0.06% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -13,277 | -100.0% | -0.06% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -31,731 | -100.0% | -0.06% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -17,843 | -100.0% | -0.06% | – |
| Exit | CORENERGY INFRASTRUCTURE TRnote 7.000% 6/1 | $0 | – | -3,300,000 | -100.0% | -0.06% | – | |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -22,051 | -100.0% | -0.06% | – |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -1,814,000 | -100.0% | -0.06% | – | |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -117,572 | -100.0% | -0.06% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -71,219 | -100.0% | -0.06% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -9,855 | -100.0% | -0.06% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -5,975 | -100.0% | -0.06% | – |
| FMER | Exit | FIRSTMERIT CORP | $0 | – | -83,873 | -100.0% | -0.06% | – |
| GCO | Exit | GENESCO INC | $0 | – | -28,108 | -100.0% | -0.07% | – |
| DDR | Exit | DDR CORP | $0 | – | -94,100 | -100.0% | -0.07% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -12,663 | -100.0% | -0.07% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -33,882 | -100.0% | -0.07% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -30,891 | -100.0% | -0.07% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -44,808 | -100.0% | -0.07% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -15,465 | -100.0% | -0.07% | – |
| GLW | Exit | CORNING INC | $0 | – | -93,029 | -100.0% | -0.07% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -40,284 | -100.0% | -0.07% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -29,843 | -100.0% | -0.07% | – |
| GBCI | Exit | GLACIER BANCORP INC NEW | $0 | – | -65,637 | -100.0% | -0.07% | – |
| HSNI | Exit | HSN INC | $0 | – | -34,486 | -100.0% | -0.07% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -22,331 | -100.0% | -0.07% | – |
| VTR | Exit | VENTAS INC | $0 | – | -31,718 | -100.0% | -0.07% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -44,037 | -100.0% | -0.07% | – |
| PII | Exit | POLARIS INDS INC | $0 | – | -20,732 | -100.0% | -0.07% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -43,571 | -100.0% | -0.08% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -33,528 | -100.0% | -0.08% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -49,171 | -100.0% | -0.08% | – |
| MBFI | Exit | MB FINANCIAL INC NEW | $0 | – | -58,370 | -100.0% | -0.08% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -3,000,000 | -100.0% | -0.08% | – | |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -34,913 | -100.0% | -0.08% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -41,068 | -100.0% | -0.08% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -46,648 | -100.0% | -0.08% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -73,000 | -100.0% | -0.08% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -42,035 | -100.0% | -0.08% | – |
| EQT | Exit | EQT CORP | $0 | – | -39,414 | -100.0% | -0.08% | – |
| Exit | AMTRUST FINL SVCS INCnote 5.500%12/1 | $0 | – | -850,000 | -100.0% | -0.08% | – | |
| NEU | Exit | NEWMARKET CORP | $0 | – | -5,446 | -100.0% | -0.09% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -750,000 | -100.0% | -0.09% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -22,574 | -100.0% | -0.09% | – |
| AAN | Exit | AARONS INC | $0 | – | -96,321 | -100.0% | -0.09% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -27,679 | -100.0% | -0.09% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -310,924 | -100.0% | -0.09% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORPput | $0 | – | -50,000 | -100.0% | -0.09% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -14,015 | -100.0% | -0.09% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -91,667 | -100.0% | -0.09% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -124,738 | -100.0% | -0.10% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -41,370 | -100.0% | -0.10% | – |
| HWC | Exit | HANCOCK HLDG CO | $0 | – | -92,304 | -100.0% | -0.10% | – |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -6,158,000 | -100.0% | -0.10% | – | |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -52,060 | -100.0% | -0.10% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -41,484 | -100.0% | -0.10% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -93,844 | -100.0% | -0.10% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -133,481 | -100.0% | -0.10% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -60,357 | -100.0% | -0.10% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -174,946 | -100.0% | -0.10% | – |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -7,521,000 | -100.0% | -0.10% | – | |
| VVC | Exit | VECTREN CORP | $0 | – | -58,759 | -100.0% | -0.10% | – |
| REM | Exit | ISHARES TRmrg rl es cp etf | $0 | – | -261,541 | -100.0% | -0.10% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -76,945 | -100.0% | -0.10% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -197,295 | -100.0% | -0.10% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -57,918 | -100.0% | -0.10% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -69,215 | -100.0% | -0.11% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -69,789 | -100.0% | -0.11% | – |
| CSX | Exit | CSX CORPcall | $0 | – | -100,000 | -100.0% | -0.11% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -43,755 | -100.0% | -0.11% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -75,000 | -100.0% | -0.11% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -10,453 | -100.0% | -0.11% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -18,835 | -100.0% | -0.11% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -114,771 | -100.0% | -0.11% | – |
| GDX | Exit | MARKET VECTORS ETF TRcall | $0 | – | -200,000 | -100.0% | -0.11% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -54,738 | -100.0% | -0.12% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -46,038 | -100.0% | -0.12% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -74,874 | -100.0% | -0.12% | – |
| BOH | Exit | BANK HAWAII CORP | $0 | – | -44,207 | -100.0% | -0.12% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -69,784 | -100.0% | -0.12% | – |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -117,630 | -100.0% | -0.12% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -88,935 | -100.0% | -0.12% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -30,787 | -100.0% | -0.12% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -214,788 | -100.0% | -0.12% | – |
| RLI | Exit | RLI CORP | $0 | – | -46,985 | -100.0% | -0.12% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -236,200 | -100.0% | -0.12% | – |
| RSX | Exit | MARKET VECTORS ETF TRcall | $0 | – | -200,000 | -100.0% | -0.12% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -66,940 | -100.0% | -0.12% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -73,800 | -100.0% | -0.13% | – |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -4,000,000 | -100.0% | -0.13% | – | |
| SYT | Exit | SYNGENTA AGcall | $0 | – | -40,000 | -100.0% | -0.13% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -106,413 | -100.0% | -0.13% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -59,775 | -100.0% | -0.13% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -49,045 | -100.0% | -0.14% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -171,586 | -100.0% | -0.14% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -239,915 | -100.0% | -0.14% | – |
| IYR | Exit | ISHARES TRput | $0 | – | -45,900 | -100.0% | -0.14% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -308,760 | -100.0% | -0.14% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -88,351 | -100.0% | -0.14% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -64,175 | -100.0% | -0.15% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -51,257 | -100.0% | -0.15% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -137,636 | -100.0% | -0.15% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -55,546 | -100.0% | -0.16% | – |
| SKT | Exit | TANGER FACTORY OUTLET CTRS I | $0 | – | -117,701 | -100.0% | -0.16% | – |
| TEN | Exit | TENNECO INC | $0 | – | -86,221 | -100.0% | -0.16% | – |
| Exit | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $0 | – | -3,094,000 | -100.0% | -0.16% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -79,920 | -100.0% | -0.17% | – |
| BWLD | Exit | BUFFALO WILD WINGS INC | $0 | – | -25,972 | -100.0% | -0.17% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -51,949 | -100.0% | -0.17% | – |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -2,500,000 | -100.0% | -0.17% | – | |
| NSC | Exit | NORFOLK SOUTHERN CORPcall | $0 | – | -50,000 | -100.0% | -0.18% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -28,634 | -100.0% | -0.18% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -229,967 | -100.0% | -0.18% | – |
| CVLG | Exit | COVENANT TRANSN GROUP INCcl a | $0 | – | -231,287 | -100.0% | -0.18% | – |
| RPT | Exit | RAMCO-GERSHENSON PPTYS TR | $0 | – | -266,900 | -100.0% | -0.18% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -239,676 | -100.0% | -0.19% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -167,380 | -100.0% | -0.19% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -136,643 | -100.0% | -0.19% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -88,887 | -100.0% | -0.20% | – |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -200,000 | -100.0% | -0.20% | – |
| GGG | Exit | GRACO INC | $0 | – | -66,988 | -100.0% | -0.20% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -324,548 | -100.0% | -0.21% | – |
| GLD | Exit | SPDR GOLD TRUSTcall | $0 | – | -50,000 | -100.0% | -0.21% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -73,462 | -100.0% | -0.21% | – |
| Exit | ILLUMINA INCnote 0.250% 3/1 | $0 | – | -2,233,000 | -100.0% | -0.21% | – | |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -69,183 | -100.0% | -0.22% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -151,247 | -100.0% | -0.22% | – |
| USO | Exit | UNITED STATES OIL FUND LPput | $0 | – | -500,000 | -100.0% | -0.23% | – |
| TXRH | Exit | TEXAS ROADHOUSE INC | $0 | – | -157,048 | -100.0% | -0.23% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -75,584 | -100.0% | -0.23% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -173,446 | -100.0% | -0.24% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -66,263 | -100.0% | -0.24% | – |
| LANC | Exit | LANCASTER COLONY CORPcall | $0 | – | -50,000 | -100.0% | -0.24% | – |
| ACE | Exit | ACE LTD | $0 | – | -49,533 | -100.0% | -0.24% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -76,437 | -100.0% | -0.24% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -40,884 | -100.0% | -0.24% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -61,500 | -100.0% | -0.24% | – |
| TLT | Exit | ISHARES TR20+ yr tr bd etf | $0 | – | -48,629 | -100.0% | -0.24% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -57,105 | -100.0% | -0.24% | – |
| ARRS | Exit | ARRIS GROUP INC NEW | $0 | – | -196,415 | -100.0% | -0.25% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -109,626 | -100.0% | -0.25% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -108,932 | -100.0% | -0.26% | – |
| Exit | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $0 | – | -5,045,000 | -100.0% | -0.26% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -110,000 | -100.0% | -0.28% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -103,506 | -100.0% | -0.29% | – |
| Exit | ACCURAY INCnote 3.500% 2/0 | $0 | – | -5,800,000 | -100.0% | -0.30% | – | |
| WELL | Exit | WELLTOWER INC | $0 | – | -109,730 | -100.0% | -0.31% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -441,433 | -100.0% | -0.32% | – |
| VWR | Exit | VWR CORP | $0 | – | -276,368 | -100.0% | -0.32% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -169,454 | -100.0% | -0.33% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -32,228 | -100.0% | -0.34% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -303,332 | -100.0% | -0.36% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -41,329 | -100.0% | -0.37% | – |
| APC | Exit | ANADARKO PETE CORPcall | $0 | – | -200,000 | -100.0% | -0.40% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -114,109 | -100.0% | -0.41% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -353,817 | -100.0% | -0.43% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -371,196 | -100.0% | -0.44% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -95,814 | -100.0% | -0.45% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -244,439 | -100.0% | -0.55% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -267,711 | -100.0% | -0.83% | – |
| CPRT | Exit | COPART INCput | $0 | – | -550,000 | -100.0% | -0.87% | – |
| EWY | Exit | ISHARESput | $0 | – | -580,000 | -100.0% | -1.20% | – |
| CPRT | Exit | COPART INC | $0 | – | -889,517 | -100.0% | -1.40% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -350,000 | -100.0% | -1.62% | – |
| LQD | Exit | ISHARES TRcall | $0 | – | -500,000 | -100.0% | -2.36% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -1,526,804 | -100.0% | -7.13% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-05-03
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| SPDR S&P 500 ETF TR | 35 | Q3 2023 | 21.9% |
| SPDR S&P 500 ETF TR | 32 | Q3 2023 | 5.5% |
| SPDR S&P 500 ETF TR | 30 | Q3 2023 | 13.1% |
| CME GROUP INC | 29 | Q3 2021 | 1.3% |
| JPMORGAN CHASE & CO | 26 | Q3 2023 | 0.9% |
| ISHARES TR | 25 | Q3 2023 | 13.9% |
| SELECT SECTOR SPDR TR | 25 | Q3 2023 | 8.5% |
| SELECT SECTOR SPDR TR | 23 | Q3 2023 | 3.1% |
| DISNEY WALT CO | 23 | Q3 2023 | 0.3% |
| ISHARES TR | 22 | Q3 2023 | 6.5% |
View BlueCrest Capital Management Ltd's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| biote Corp.Sold out | February 03, 2023 | 0 | 0.0% |
| FTAC Athena Acquisition Corp.Sold out | February 03, 2023 | 0 | 0.0% |
| Gores Holdings VIII Inc.Sold out | February 03, 2023 | 0 | 0.0% |
| Grove Collaborative Holdings, Inc.Sold out | February 03, 2023 | 0 | 0.0% |
| Virgin Group Acquisition Corp. II | May 13, 2022 | 2,100,000 | 5.2% |
| Haymaker Acquisition Corp. III | April 29, 2022 | 1,592,938 | 5.0% |
| 26 Capital Acquisition Corp.Sold out | February 11, 2022 | 0 | 0.0% |
| Arrowroot Acquisition Corp.Sold out | February 11, 2022 | 0 | 0.0% |
| ATLAS TECHNICAL CONSULTANTS, INC.Sold out | February 11, 2022 | 0 | 0.0% |
| Cascade Acquisition CorpSold out | February 11, 2022 | 0 | 0.0% |
View BlueCrest Capital Management Ltd's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-05-15 |
| 13F-HR | 2024-02-14 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| SC 13G/A | 2023-02-03 |
| SC 13G/A | 2023-02-03 |
| SC 13G/A | 2023-02-03 |
| SC 13G/A | 2023-02-03 |
View BlueCrest Capital Management Ltd's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.