0001140361-18-006508.txt : 20180212 0001140361-18-006508.hdr.sgml : 20180212 20180212132741 ACCESSION NUMBER: 0001140361-18-006508 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180212 DATE AS OF CHANGE: 20180212 EFFECTIVENESS DATE: 20180212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Spark Investment Management LLC CENTRAL INDEX KEY: 0001554871 IRS NUMBER: 900783840 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15007 FILM NUMBER: 18595459 BUSINESS ADDRESS: STREET 1: 150 EAST 58TH STREET STREET 2: 26TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10155 BUSINESS PHONE: 212-826-3709 MAIL ADDRESS: STREET 1: 150 EAST 58TH STREET STREET 2: 26TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10155 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001554871 XXXXXXXX 12-31-2017 12-31-2017 Spark Investment Management LLC

150 EAST 58TH STREET 26TH FLOOR NEW YORK NY 10155

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73500 0 0 HIGHPOWER INTL INC COM 43113X101 462 125100 SH SOLE 125100 0 0 HILTON GRAND VACATIONS INC COM 43283X105 8150 194300 SH SOLE 194300 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 1884 23600 SH SOLE 23600 0 0 HINGHAM INSTN SVGS MASS COM 433323102 227 1099 SH SOLE 1099 0 0 HOLLYFRONTIER CORP COM 436106108 24667 481600 SH SOLE 481600 0 0 HOMETRUST BANCSHARES INC COM 437872104 211 8200 SH SOLE 8200 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3173 341200 SH SOLE 341200 0 0 HOULIHAN LOKEY INC CL A 441593100 2471 54400 SH SOLE 54400 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 1497 447000 SH SOLE 447000 0 0 HUDBAY MINERALS INC COM 443628102 3116 352000 SH SOLE 352000 0 0 HURCO COMPANIES INC COM 447324104 257 6100 SH SOLE 6100 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 4181 49100 SH SOLE 49100 0 0 ICAD INC COM NEW 44934S206 78 22700 SH SOLE 22700 0 0 IPG PHOTONICS CORP COM 44980X109 556 2600 SH SOLE 2600 0 0 IAMGOLD CORP COM 450913108 2367 406000 SH SOLE 406000 0 0 ICONIX BRAND GROUP INC COM 451055107 187 145600 SH SOLE 145600 0 0 IDEXX LABS INC COM 45168D104 6739 43100 SH SOLE 43100 0 0 IGNYTA INC COM 451731103 2806 105100 SH SOLE 105100 0 0 ILLUMINA INC COM 452327109 3408 15600 SH SOLE 15600 0 0 IMMUNE DESIGN CORP COM 45252L103 52 13500 SH SOLE 13500 0 0 IMPERVA INC COM 45321L100 2112 53200 SH SOLE 53200 0 0 INFUSYSTEM HLDGS INC COM 45685K102 73 32000 SH SOLE 32000 0 0 INNERWORKINGS INC COM 45773Y105 703 70100 SH SOLE 70100 0 0 INSPERITY INC COM 45778Q107 2294 40000 SH SOLE 40000 0 0 INNOVIVA INC COM 45781M101 6710 472900 SH SOLE 472900 0 0 INSTRUCTURE INC COM 45781U103 853 25800 SH SOLE 25800 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 10580 181110 SH SOLE 181110 0 0 INTERMOLECULAR INC COM 45882D109 29 21600 SH SOLE 21600 0 0 INTEST CORP COM 461147100 568 65700 SH SOLE 65700 0 0 INTEVAC INC COM 461148108 328 48000 SH SOLE 48000 0 0 INVUITY INC COM NEW 46187J205 74 12000 SH SOLE 12000 0 0 ION GEOPHYSICAL CORP COM NEW 462044207 1186 60100 SH SOLE 60100 0 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SOLE 45800 0 0 KEMPHARM INC COM 488445107 61 15100 SH SOLE 15100 0 0 KEY TRONIC CORP COM 493144109 128 18900 SH SOLE 18900 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 8640 207700 SH SOLE 207700 0 0 KIMBALL ELECTRONICS INC COM 49428J109 2978 163200 SH SOLE 163200 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1966 456000 SH SOLE 456000 0 0 KIRKLAND LAKE GOLD LTD COM 49741E100 12416 810000 SH SOLE 810000 0 0 KNOWLES CORP COM 49926D109 4872 332400 SH SOLE 332400 0 0 KOHLS CORP COM 500255104 4549 83900 SH SOLE 83900 0 0 KROGER CO COM 501044101 557 20318 SH SOLE 20318 0 0 KULICKE & SOFFA INDS INC COM 501242101 4049 166400 SH SOLE 166400 0 0 L3 TECHNOLOGIES INC COM 502413107 2354 11900 SH SOLE 11900 0 0 LAKELAND FINL CORP COM 511656100 441 9100 SH SOLE 9100 0 0 LAM RESEARCH CORP COM 512807108 2227 12100 SH SOLE 12100 0 0 LANTRONIX INC COM NEW 516548203 45 22500 SH SOLE 22500 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 526 91100 SH SOLE 91100 0 0 LAUREATE EDUCATION INC CL A 518613203 2283 168400 SH SOLE 168400 0 0 LEAR CORP COM NEW 521865204 6589 37300 SH SOLE 37300 0 0 LEE ENTERPRISES INC COM 523768109 59 25400 SH SOLE 25400 0 0 LEIDOS HLDGS INC COM 525327102 3971 61500 SH SOLE 61500 0 0 LEUCADIA NATL CORP COM 527288104 3086 116500 SH SOLE 116500 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 10249 231200 SH SOLE 231200 0 0 LIBERTY TAX INC CL A 53128T102 607 55200 SH SOLE 55200 0 0 LIFEVANTAGE CORP COM NEW 53222K205 299 63000 SH SOLE 63000 0 0 LINCOLN EDL SVCS CORP COM 533535100 21 10600 SH SOLE 10600 0 0 LINDSAY CORP COM 535555106 811 9200 SH SOLE 9200 0 0 LIPOCINE INC NEW COM 53630X104 43 12600 SH SOLE 12600 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2596 61000 SH SOLE 61000 0 0 LIVEPERSON INC COM 538146101 442 38500 SH SOLE 38500 0 0 LOUISIANA PAC CORP COM 546347105 1924 73300 SH SOLE 73300 0 0 LOWES COS INC COM 548661107 3122 33600 SH SOLE 33600 0 0 LUNA INNOVATIONS COM 550351100 43 18000 SH SOLE 18000 0 0 MCBC HLDGS INC COM 55276F107 2177 98000 SH SOLE 98000 0 0 MEI PHARMA INC COM NEW 55279B202 62 29900 SH SOLE 29900 0 0 MSG NETWORK INC CL A 553573106 816 40309 SH SOLE 40309 0 0 MACATAWA BK CORP COM 554225102 170 17000 SH SOLE 17000 0 0 MACROGENICS INC COM 556099109 2937 154600 SH SOLE 154600 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 1370 6500 SH SOLE 6500 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1670 17300 SH SOLE 17300 0 0 MALIBU BOATS INC COM CL A 56117J100 472 15900 SH SOLE 15900 0 0 MANNING & NAPIER INC CL A 56382Q102 412 114600 SH SOLE 114600 0 0 MARATHON PETE CORP COM 56585A102 26121 395900 SH SOLE 395900 0 0 MARLIN BUSINESS SVCS CORP COM 571157106 219 9809 SH SOLE 9809 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4475 33100 SH SOLE 33100 0 0 MATRIX SVC CO COM 576853105 1641 92200 SH SOLE 92200 0 0 MCKESSON CORP COM 58155Q103 9653 61900 SH SOLE 61900 0 0 MEDIFAST INC COM 58470H101 760 10900 SH SOLE 10900 0 0 MEDLEY MGMT INC CL A COM 58503T106 66 10200 SH SOLE 10200 0 0 MERCADOLIBRE INC COM 58733R102 5412 17200 SH SOLE 17200 0 0 MERCK & CO INC COM 58933Y105 15192 270000 SH SOLE 270000 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 2891 206500 SH SOLE 206500 0 0 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 109 10700 SH SOLE 10700 0 0 MERSANA THERAPEUTICS INC COM 59045L106 213 13000 SH SOLE 13000 0 0 METHANEX CORP COM 59151K108 3029 50000 SH SOLE 50000 0 0 METROPOLITAN BK HLDG CORP COM 591774104 210 5000 SH SOLE 5000 0 0 MICHAELS COS INC COM 59408Q106 1482 61300 SH SOLE 61300 0 0 MICROSTRATEGY INC CL A NEW 594972408 2205 16800 SH SOLE 16800 0 0 MILACRON HLDGS CORP COM 59870L106 960 50200 SH SOLE 50200 0 0 MITEL NETWORKS CORP COM 60671Q104 2039 247000 SH SOLE 247000 0 0 MOELIS & CO CL A 60786M105 4841 99820 SH SOLE 99820 0 0 MONARCH CASINO & RESORT INC COM 609027107 318 7100 SH SOLE 7100 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 375 28460 SH SOLE 28460 0 0 MONGODB INC CL A 60937P106 1997 67300 SH SOLE 67300 0 0 MOOG INC CL A 615394202 1111 12800 SH SOLE 12800 0 0 MURPHY USA INC COM 626755102 5673 70600 SH SOLE 70600 0 0 MYERS INDS INC COM 628464109 509 26114 SH SOLE 26114 0 0 MYOMO INC COM 62857J102 75 20200 SH SOLE 20200 0 0 NCR CORP NEW COM 62886E108 3898 114700 SH SOLE 114700 0 0 NIC INC COM 62914B100 3464 208700 SH SOLE 208700 0 0 NRG YIELD INC CL A NEW 62942X306 2148 114000 SH SOLE 114000 0 0 NVR INC COM 62944T105 8068 2300 SH SOLE 2300 0 0 NACCO INDS INC CL A 629579103 455 12100 SH SOLE 12100 0 0 NANOMETRICS INC COM 630077105 1218 48900 SH SOLE 48900 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 1256 168200 SH SOLE 168200 0 0 NATERA INC COM 632307104 749 83395 SH SOLE 83395 0 0 NATIONAL COMM CORP COM 63546L102 563 14000 SH SOLE 14000 0 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1678 110500 SH SOLE 110500 0 0 NAVIENT CORPORATION COM 63938C108 1212 91000 SH SOLE 91000 0 0 NELNET INC CL A 64031N108 1720 31400 SH SOLE 31400 0 0 NETGEAR INC COM 64111Q104 4018 68400 SH SOLE 68400 0 0 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 30 11600 SH SOLE 11600 0 0 NEW GOLD INC CDA COM 644535106 515 157000 SH SOLE 157000 0 0 NEW HOME CO INC COM 645370107 1133 90500 SH SOLE 90500 0 0 NEWLINK GENETICS CORP COM 651511107 596 73600 SH SOLE 73600 0 0 NEWMARKET CORP COM 651587107 2106 5300 SH SOLE 5300 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 505 58800 SH SOLE 58800 0 0 NEXEO SOLUTIONS INC COM SHS 65342H102 228 25100 SH SOLE 25100 0 0 NOBILIS HEALTH CORP COM 65500B103 63 47000 SH SOLE 47000 0 0 NORBORD INC COM NEW 65548P403 3554 105000 SH SOLE 105000 0 0 NORDSTROM INC COM 655664100 13721 289600 SH SOLE 289600 0 0 NORTH AMERN ENERGY PARTNERS COM 656844107 509 102000 SH SOLE 102000 0 0 NORTHEAST BANCORP COM NEW 663904209 409 17700 SH SOLE 17700 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 589 287800 SH SOLE 287800 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 470 6900 SH SOLE 6900 0 0 NUVECTRA CORP COM 67075N108 275 35500 SH SOLE 35500 0 0 OSI SYSTEMS INC COM 671044105 5169 80300 SH SOLE 80300 0 0 OAKTREE STRATEGIC INCOME COR COM 67402D104 204 24300 SH SOLE 24300 0 0 OCEANEERING INTL INC COM 675232102 3929 185900 SH SOLE 185900 0 0 OIL DRI CORP AMER COM 677864100 211 5100 SH SOLE 5100 0 0 OKTA INC CL A 679295105 2386 93200 SH SOLE 93200 0 0 OMNOVA SOLUTIONS INC COM 682129101 1933 193383 SH SOLE 193383 0 0 ON SEMICONDUCTOR CORP COM 682189105 4738 226300 SH SOLE 226300 0 0 ONCOMED PHARMACEUTICALS INC COM 68234X102 228 55800 SH SOLE 55800 0 0 ONE GAS INC COM 68235P108 2754 37600 SH SOLE 37600 0 0 ONEOK INC NEW COM 682680103 1175 22000 SH SOLE 22000 0 0 OPHTHOTECH CORP COM 683745103 806 258500 SH SOLE 258500 0 0 OPIANT PHARMACEUTICALS INC COM 683750103 468 20400 SH SOLE 20400 0 0 ORBITAL ATK INC COM 68557N103 3708 28200 SH SOLE 28200 0 0 ORTHOPEDIATRICS CORP COM 68752L100 685 35700 SH SOLE 35700 0 0 OSHKOSH CORP COM 688239201 4880 53700 SH SOLE 53700 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 342 125000 SH SOLE 125000 0 0 OVID THERAPEUTICS INC COM 690469101 106 10800 SH SOLE 10800 0 0 OWENS & MINOR INC NEW COM 690732102 692 36700 SH SOLE 36700 0 0 OWENS ILL INC COM NEW 690768403 3227 145600 SH SOLE 145600 0 0 PDL CMNTY BANCORP COM 69290X101 425 28000 SH SOLE 28000 0 0 P A M TRANSN SVCS INC COM 693149106 261 7600 SH SOLE 7600 0 0 PBF ENERGY INC CL A 69318G106 24056 678600 SH SOLE 678600 0 0 PCM INC COM 69323K100 239 24200 SH SOLE 24200 0 0 PC-TEL INC COM 69325Q105 252 34200 SH SOLE 34200 0 0 PDL BIOPHARMA INC COM 69329Y104 142 51900 SH SOLE 51900 0 0 PTC THERAPEUTICS INC COM 69366J200 17300 1037200 SH SOLE 1037200 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 704 267000 SH SOLE 267000 0 0 PAPA MURPHYS HLDGS INC COM 698814100 100 18600 SH SOLE 18600 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 6267 325100 SH SOLE 325100 0 0 PARKER HANNIFIN CORP COM 701094104 219 1100 SH SOLE 1100 0 0 PEAK RESORTS INC COM 70469L100 181 33600 SH SOLE 33600 0 0 PENNEY J C INC COM 708160106 7996 2530400 SH SOLE 2530400 0 0 PEOPLES UTAH BANCORP COM 712706209 363 12000 SH SOLE 12000 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 5246 158500 SH SOLE 158500 0 0 PERSHING GOLD CORP COM NEW 715302204 111 46300 SH SOLE 46300 0 0 PETIQ INC COM CL A 71639T106 3276 150000 SH SOLE 150000 0 0 PETROQUEST ENERGY INC COM NEW 716748306 19 10300 SH SOLE 10300 0 0 PFENEX INC COM 717071104 183 69100 SH SOLE 69100 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1591 47500 SH SOLE 47500 0 0 PHILLIPS 66 COM 718546104 17974 177700 SH SOLE 177700 0 0 PHOTRONICS INC COM 719405102 762 89400 SH SOLE 89400 0 0 PIER 1 IMPORTS INC COM 720279108 3796 917100 SH SOLE 917100 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 3649 117496 SH SOLE 117496 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 17965 548900 SH SOLE 548900 0 0 PIPER JAFFRAY COS COM 724078100 914 10600 SH SOLE 10600 0 0 PITNEY BOWES INC COM 724479100 1947 174200 SH SOLE 174200 0 0 PLANTRONICS INC NEW COM 727493108 413 8200 SH SOLE 8200 0 0 PLY GEM HLDGS INC COM 72941W100 1080 58400 SH SOLE 58400 0 0 PRIMORIS SVCS CORP COM 74164F103 3398 125000 SH SOLE 125000 0 0 PROFIRE ENERGY INC COM 74316X101 72 37700 SH SOLE 37700 0 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