13F-HR filed by CREDIT AGRICOLE S A
CREDIT AGRICOLE S A filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-10, with 1,510 holding rows worth $25,935,687,000.
- Accession
- 0000903423-16-001207
- Filer
- CIK 1191672
- Filed
- 2016-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 6,531 entries on the cover page, a total value of $25,935,687,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $25,935,714,000 with VALUE read as thousands by filing date, 13F file number 028-11373. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCredit Agricole Corporate & Investment Bank028-11418
- included managerCredit Agricole Luxembourg028-11417
- included managerCredit Agricole (Suisse) S.A.028-11442
- included managerAmundi028-11416
- included managerAmundi Asset Management028-11419
- included managerCPR Asset Management028-11415
- included managerAMUNDI ALTERNATIVE INVESTMENTS SAS028-14802
- included managerSOCIETE GENERALE GESTION028-13717
- included managerAmundi Japan Holding Ltd.028-13719
- included managerAmundi Japan Ltd.028-13721
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ORITANI FINANCIAL CORP | 68633D103 | COM | 66,500 | $1,063,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 1,226,000 | $1,060,000 | thousands by filing date | principal |
| PHYSICIANS REALTY TRUST | 71943U104 | COM | 50,347 | $1,057,000 | thousands by filing date | |
| JABIL INC COM | 466313103 | Stock | 57,041 | $1,054,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 70,988 | $1,042,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 314,972 | $1,042,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 32,951 | $1,041,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 23,800 | $1,029,000 | thousands by filing date | call |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 6,064 | $1,019,000 | thousands by filing date | |
| POST PPTYS INC | 737464107 | COM | 16,654 | $1,017,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 10,448 | $1,013,000 | thousands by filing date | |
| QORVO INC COM | 74736K101 | Stock | 18,273 | $1,010,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 47,078 | $1,010,000 | thousands by filing date | |
| EDUCATION RLTY TR INC | 28140H203 | COM NEW | 21,880 | $1,010,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 10,500 | $1,004,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 10,500 | $1,004,000 | thousands by filing date | call |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 17,842 | $1,000,000 | thousands by filing date | |
| QTS RLTY TR INC | 74736A103 | COM CL A | 17,738 | $993,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 11,023 | $988,000 | thousands by filing date | |
| BERKLEY W R CORP COM | 084423102 | Stock | 16,477 | $987,000 | thousands by filing date | |
| NATIONAL HEALTH INVS INC COM | 63633D104 | REIT | 13,111 | $984,000 | thousands by filing date | |
| CATHAY GEN BANCORP | 149150104 | COM | 34,844 | $983,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 106,167 | $983,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 49,146 | $977,000 | thousands by filing date | |
| NETSCOUT SYS INC | 64115T104 | COM | 43,846 | $976,000 | thousands by filing date | |
| TELUS CORPORATION COM | 87971M103 | Stock | 30,255 | $975,000 | thousands by filing date | |
| ALKERMES PLC | G01767105 | SHS | 22,500 | $973,000 | thousands by filing date | |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 32,802 | $970,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 18,900 | $967,000 | thousands by filing date | put |
| COLUMBIA PROPERTY TRUST INC | 198287203 | COM NEW | 45,081 | $964,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 830,000 | $960,000 | thousands by filing date | principal |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 21,985 | $959,000 | thousands by filing date | |
| DEMANDWARE INC | 24802Y105 | COM | 12,800 | $959,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 24,468 | $954,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 25,003 | $939,000 | thousands by filing date | |
| RETAIL OPPORTUNITY INVESTMENTS | 76131N101 | COMMON STOCK | 43,232 | $937,000 | thousands by filing date | |
| KITE REALTY GROUP TRUST COM NEW | 49803T300 | REIT | 32,887 | $921,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 163,135 | $906,000 | thousands by filing date | |
| ACADIA RLTY TR | 004239109 | COM SH BEN INT | 25,467 | $905,000 | thousands by filing date | |
| PARAMOUNT GROUP INC | 69924R108 | COM | 56,737 | $904,000 | thousands by filing date | |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 7,853 | $898,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 16,960 | $889,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 70,351 | $885,000 | thousands by filing date | |
| SPLUNK INC | 848637104 | COM | 16,285 | $882,000 | thousands by filing date | |
| 51JOB INC | 316827104 | SPONSORED ADS | 30,050 | $881,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 15,754 | $867,000 | thousands by filing date | |
| Empire State Realty Trust, Inc. | 292104106 | Class A Common Stock, $0.01 par value per share | 45,543 | $865,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 17,412 | $858,000 | thousands by filing date | |
| VERMILION ENERGY INC COM | 923725105 | Stock | 26,919 | $856,000 | thousands by filing date | |
| HUDSON PAC PPTYS INC | 444097109 | COM | 29,340 | $856,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 6,717 | $850,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 77,510 | $850,000 | thousands by filing date | |
| CEB INC | 125134106 | COM | 13,764 | $849,000 | thousands by filing date | |
| EASTGROUP PPTYS INC | 277276101 | COM | 12,282 | $846,000 | thousands by filing date | |
| ELME COMMUNITIES | 939653101 | SH BEN INT | 26,850 | $845,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 10,188 | $840,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 20,000 | $828,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 53,275 | $823,000 | thousands by filing date | |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 139,100 | $822,000 | thousands by filing date | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 61,981 | $817,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 760,000 | $814,000 | thousands by filing date | principal |
| GENTEX CORP COM | 371901109 | Stock | 52,318 | $808,000 | thousands by filing date | |
| EXPAND ENERGY CORP | 165167BZ9 | CORPORATE OBLIG | 876,000 | $808,000 | thousands by filing date | principal |
| VALE S A | 91912E105 | SPONSORED ADS | 159,394 | $807,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 47,600 | $805,000 | thousands by filing date | call |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 10,577 | $803,000 | thousands by filing date | |
| PS BUSINESS PKS INC CALIF | 69360J107 | COM | 7,564 | $803,000 | thousands by filing date | |
| WP GLIMCHER IN | 92939N102 | COM | 71,050 | $795,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 7,725 | $793,000 | thousands by filing date | |
| TIER REIT COM | 88650V208 | COM NEW | 51,607 | $791,000 | thousands by filing date | |
| TRINA SOLAR LTD | 89628EAE4 | DEBT 4.000%10/1 | 926,000 | $789,000 | thousands by filing date | principal |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 800,000 | $788,000 | thousands by filing date | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 14,100 | $787,000 | thousands by filing date | call |
| POOL CORP COM | 73278L105 | Stock | 8,321 | $782,000 | thousands by filing date | |
| HALYARD HEALTH INC | 40650V100 | COM | 24,000 | $780,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 52,803 | $780,000 | thousands by filing date | |
| JANUS CAPITAL GROUP INC | 47102X105 | COMMON STOCK | 55,909 | $778,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 24,110 | $766,000 | thousands by filing date | |
| EPAM SYS INC COM | 29414B104 | Stock | 11,900 | $765,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 33,400 | $764,000 | thousands by filing date | call |
| RITEAID CORP | 767754104 | COM | 101,200 | $758,000 | thousands by filing date | call |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 583,000 | $753,000 | thousands by filing date | principal |
| GOLAR LNG LTD | G9456A100 | SHS | 48,500 | $752,000 | thousands by filing date | put |
| LXP INDUSTRIAL TRUST | 529043101 | COM | 74,362 | $752,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 13,031 | $746,000 | thousands by filing date | |
| BIO-TECHNE CORP | 09073M104 | COM | 6,563 | $740,000 | thousands by filing date | |
| COUSINS PROPERTIES INC | 222795106 | COM | 71,143 | $740,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 19,500 | $739,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 23,133 | $726,000 | thousands by filing date | |
| NORTH AMERN ENERGY PARTNERS | 656844107 | COM | 255,860 | $722,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 92,652 | $721,000 | thousands by filing date | |
| COLONY STARWOOD | 19625X102 | Common Stock | 23,590 | $718,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 12,934 | $716,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 12,824 | $711,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 13,819 | $711,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 22,877 | $710,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 156,711 | $709,000 | thousands by filing date | |
| EATON VANCE CORP | 278265103 | COM NON VTG | 20,062 | $708,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 19,301 | $704,000 | thousands by filing date | |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 62,784 | $703,000 | thousands by filing date | |
| TECO ENERGY INC | 872375100 | COM | 25,364 | $701,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 207,156 | $699,000 | thousands by filing date | |
| AVG TECHNOLOGIES | N07831105 | SHS | 36,500 | $693,000 | thousands by filing date | |
| CARE CAP PPTYS INC | 141624106 | COM | 26,251 | $688,000 | thousands by filing date | |
| GOVERNMENT PPTYS INCOME TR | 38376A103 | COM SHS BEN INT | 29,608 | $683,000 | thousands by filing date | |
| SILICON LABORATORIES INC COM | 826919102 | Stock | 13,895 | $677,000 | thousands by filing date | |
| HNI CORP COM | 404251100 | Stock | 14,541 | $676,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 12,847 | $670,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 2,900 | $670,000 | thousands by filing date | put |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 13,000 | $666,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 37,300 | $665,000 | thousands by filing date | call |
| DRIL-QUIP INC | 262037104 | COM | 11,346 | $663,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 38,600 | $659,000 | thousands by filing date | put |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 33,491 | $657,000 | thousands by filing date | |
| FERRO CORP | 315405100 | COM | 48,631 | $651,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 18,730 | $646,000 | thousands by filing date | |
| MONOGRAM RESIDENTIAL TR INC | 60979P105 | COM | 63,267 | $646,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 6,093 | $644,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 7,200 | $629,000 | thousands by filing date | |
| SODASTREAM INTERNATIONAL | M9068E105 | LTD | 29,475 | $629,000 | thousands by filing date | |
| TALEN ENERGY CORP | 87422J105 | COM | 46,186 | $626,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 24,800 | $623,000 | thousands by filing date | |
| CAESARS ACQUISITION CO | 12768T103 | CL A | 55,365 | $621,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 6,300 | $616,000 | thousands by filing date | put |
| ATI INC COM | 01741R102 | Stock | 48,200 | $614,000 | thousands by filing date | put |
| NVR INC COM | 62944T105 | Stock | 343 | $611,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 106,800 | $606,000 | thousands by filing date | call |
| CORELOGIC INC | 21871D103 | COM | 15,682 | $603,000 | thousands by filing date | |
| VECTREN CORP | 92240G101 | COM | 11,432 | $602,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 16,000 | $601,000 | thousands by filing date | call |
| ZIFF DAVIS INC | 48123V102 | COM | 9,500 | $600,000 | thousands by filing date | put |
| CNOVA ORD | N20947102 | COM | 121,288 | $600,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 537,000 | $597,000 | thousands by filing date | principal |
| MILLERKNOLL INC | 600544100 | COM | 19,906 | $595,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 27,671 | $587,000 | thousands by filing date | |
| TERRAFORM GLOBAL INC | 88104M101 | CL A | 179,963 | $587,000 | thousands by filing date | |
| RACKSPACE HOSTING INC | 750086100 | COM | 28,054 | $586,000 | thousands by filing date | |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 532,000 | $585,000 | thousands by filing date | principal |
| MYRIAD GENETICS INC | 62855J104 | COM | 19,100 | $584,000 | thousands by filing date | |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 8,237 | $581,000 | thousands by filing date | |
| STAG INDUSTRIAL INC | 85254J102 | COM | 24,246 | $577,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 426,400 | $571,000 | thousands by filing date | |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 60,742 | $565,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 11,779 | $564,000 | thousands by filing date | |
| NEW YORK REIT INC | 64976L109 | COM | 61,018 | $564,000 | thousands by filing date | |
| LIFEPOINT HEALTH INC | 53219L109 | COM | 8,585 | $561,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 41,466 | $560,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 10,900 | $558,000 | thousands by filing date | call |
| HERBALIFE LTD | G4412G101 | COM SHS | 9,500 | $556,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 800 | $554,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 800 | $554,000 | thousands by filing date | call |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 11,112 | $554,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 25,844 | $554,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 61,200 | $550,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 521,000 | $548,000 | thousands by filing date | principal |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 58,300 | $545,000 | thousands by filing date | |
| BANCO SANTANDER SA ADR | 05964H105 | ADR | 138,712 | $544,000 | thousands by filing date | |
| SELECT INCOME REIT | 81618T100 | COM SH BEN INT | 20,975 | $544,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 26,828 | $540,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 331,000 | $538,000 | thousands by filing date | principal |
| AMERICAN ASSETS TR INC COM | 024013104 | REIT | 12,526 | $532,000 | thousands by filing date | |
| SNYDERS LANCE INC | 833551104 | COM | 15,613 | $529,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 31,638 | $524,000 | thousands by filing date | |
| VEEVA SYS INC CL A COM | 922475108 | Stock | 15,300 | $522,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 7,567 | $516,000 | thousands by filing date | |
| STUDENT TRANSPORTATION INC | 86388A108 | COMMON | 100,000 | $514,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 392,000 | $510,000 | thousands by filing date | principal |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 519,000 | $509,000 | thousands by filing date | principal |
| AMBARELLA INC | G037AX101 | SHS | 10,000 | $508,000 | thousands by filing date | |
| UNITS-GRANITE REIT-STAPL | 387437114 | UNIT 99/99/9999 | 16,852 | $508,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 13,300 | $506,000 | thousands by filing date | |
| HILL ROM HLDGS INC | 431475102 | COM | 10,000 | $505,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 66,700 | $502,000 | thousands by filing date | |
| Vitamin Shoppe, Inc. | 92849E101 | COM | 16,416 | $502,000 | thousands by filing date | |
| Jason Industries Inc | 471172106 | COMMON STOCK | 137,844 | $498,000 | thousands by filing date | |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 440,000 | $498,000 | thousands by filing date | principal |
| CREE INC | 225447101 | COM | 20,337 | $497,000 | thousands by filing date | |
| DEPOMED INC | 249908104 | COM | 25,307 | $497,000 | thousands by filing date | |
| REXFORD INDL RLTY INC COM | 76169C100 | REIT | 23,455 | $495,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 9,739 | $486,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 16,779 | $484,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 58,775 | $484,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 22,909 | $480,000 | thousands by filing date | |
| NEWMARKET CORP COM | 651587107 | Stock | 1,156 | $479,000 | thousands by filing date | |
| CHESAPEAKE LODGING TR | 165240102 | SH BEN INT | 20,399 | $474,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 13,381 | $472,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 20,151 | $470,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 14,426 | $468,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 7,006 | $465,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 16,889 | $465,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 30,700 | $464,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 12,749 | $462,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 6,198 | $460,000 | thousands by filing date | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 33,315 | $459,000 | thousands by filing date | |
| COPART INC COM | 217204106 | Stock | 9,250 | $453,000 | thousands by filing date | |
| CHEESECAKE FACTORY INC | 163072101 | COM | 9,405 | $453,000 | thousands by filing date | |
| PARKWAY PPTYS INC | 70159Q104 | COM | 26,917 | $450,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 5,211 | $448,000 | thousands by filing date | |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 469,000 | $446,000 | thousands by filing date | principal |
| ISHARES TR | 46434V886 | CMN | 19,000 | $444,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 449,000 | $443,000 | thousands by filing date | principal |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 24,936 | $440,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 47,400 | $439,000 | thousands by filing date | put |
| TERRENO RLTY CORP | 88146M101 | COM | 16,954 | $438,000 | thousands by filing date | |
| ARISTA NETWORKS INC | 040413106 | COM | 6,800 | $438,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 21,206 | $437,000 | thousands by filing date | |
| SYNAPTICS INC COM | 87157D109 | Stock | 8,133 | $437,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 24,585 | $433,000 | thousands by filing date | |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 403,000 | $433,000 | thousands by filing date | principal |
| FIRST AMERN FINL CORP | 31847R102 | COM | 10,739 | $432,000 | thousands by filing date | |
| FRANKLIN STR PPTYS CORP | 35471R106 | COM | 35,271 | $432,000 | thousands by filing date | |
| CONSOLIDATED COMMUNICATIONS | 209034107 | COM | 15,800 | $430,000 | thousands by filing date | |
| LASALLE HOTEL PROPERTIES | 517942108 | COM | 18,108 | $428,000 | thousands by filing date | |
| QLIK TECHNOLOGIES INC | 74733T105 | COM | 14,400 | $426,000 | thousands by filing date | |
| AGREE RLTY CORP COM | 008492100 | REIT | 8,754 | $422,000 | thousands by filing date | |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 431,000 | $422,000 | thousands by filing date | principal |
| DEVRY INC DEL | 251893103 | COM | 23,620 | $421,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 2,869 | $418,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 67,266 | $416,000 | thousands by filing date | |
| MERCURY GENL CORP NEW | 589400100 | COM | 7,827 | $416,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 380,000 | $409,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 289,000 | $406,000 | thousands by filing date | principal |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 8,823 | $402,000 | thousands by filing date | |
| CREDIT SUISSE GRP GUERNSEY I | G25320AQ8 | DEBT 7.875% 2/2 | 400,000 | $401,000 | thousands by filing date | principal |
| WADDELL & REED FINL INC | 930059100 | CL A | 23,173 | $399,000 | thousands by filing date | |
| ININ 1.25 6/20 | 45841VAB5 | Bond 30/360P2 U | 421,000 | $398,000 | thousands by filing date | principal |
| FLOWERS FOODS INC COM | 343498101 | Stock | 21,128 | $396,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 44,400 | $395,000 | thousands by filing date | put |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 324,000 | $393,000 | thousands by filing date | principal |
| MASONITE INTERNATIONAL CORP | 575385109 | COMMON STOCK-FO | 5,931 | $392,000 | thousands by filing date | |
| GNC HLDGS INC | 36191G107 | COM CL A | 16,000 | $389,000 | thousands by filing date | call |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 14,054 | $388,000 | thousands by filing date | |
| METHANEX CORP COM | 59151K108 | Stock | 13,200 | $385,000 | thousands by filing date | |
| SUMMIT HOTEL PPTYS | 866082100 | COM | 29,056 | $385,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 4,900 | $384,000 | thousands by filing date | put |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 20,000 | $375,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 7,600 | $372,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 13,954 | $371,000 | thousands by filing date | |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 15,899 | $364,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 13,453 | $363,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 7,510 | $362,000 | thousands by filing date | |
| VCA ANTECH INC | 918194101 | COM | 5,230 | $354,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 48,166 | $350,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 11,138 | $348,000 | thousands by filing date | |
| SYNCHRONOSS TECHNOLOGIES INC | 87157B103 | COM | 10,900 | $347,000 | thousands by filing date | |
| GENESEE & WYOMING INC | 371559105 | CL A | 5,837 | $344,000 | thousands by filing date | |
| CLEAR CHANNEL OUTDOOR HLDGS | 18451C109 | CL A | 55,120 | $343,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354107 | COM | 27,200 | $339,000 | thousands by filing date | |
| NEVRO CORP | 64157FAA1 | BOND | 320,000 | $336,000 | thousands by filing date | principal |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 19,839 | $335,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 4,636 | $333,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 25,000 | $332,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 6,000 | $331,000 | thousands by filing date | |
| ALARM COM HLDGS INC COM | 011642105 | Stock | 12,800 | $328,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 10,648 | $326,000 | thousands by filing date | |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 6,924 | $320,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 7,200 | $318,000 | thousands by filing date | put |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 3,934 | $317,000 | thousands by filing date | |
| CABELAS INC | 126804301 | COM | 6,284 | $315,000 | thousands by filing date | |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 294,000 | $315,000 | thousands by filing date | principal |
| CAPITOL FED FINL INC COM | 14057J101 | Stock | 22,500 | $314,000 | thousands by filing date | |
| CHATHAM LODGING TR | 16208T102 | COM | 14,262 | $313,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 265,000 | $311,000 | thousands by filing date | principal |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 317,000 | $311,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 240,000 | $308,000 | thousands by filing date | principal |
| NEUSTAR INC | 64126X201 | CL A | 13,120 | $308,000 | thousands by filing date | |
| FTI CONSULTING INC | 302941109 | COM | 7,486 | $305,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 8,708 | $305,000 | thousands by filing date | |
| INVESTORS REAL ESTATE TRUST | 461730103 | COMMON STOCK | 46,975 | $305,000 | thousands by filing date | |
| FELCOR LODGING TR INC | 31430F101 | COM | 48,115 | $300,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 10,800 | $299,000 | thousands by filing date | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 9,200 | $297,000 | thousands by filing date | call |
| AARONS INC | 002535300 | COM PAR $0.50 | 13,546 | $297,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 18,434 | $294,000 | thousands by filing date | |
| NETSUITE INC | 64118Q107 | COM | 4,047 | $294,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 3,914 | $290,000 | thousands by filing date | |
| LA QUINTA HLDGS INC | 50420D108 | COM | 25,352 | $289,000 | thousands by filing date | |
| ARTISAN PARTNERS ASSET MGMT I CL A | 04316A108 | Stock | 10,400 | $288,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 28,965 | $288,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 258,000 | $286,000 | thousands by filing date | principal |
| SHUTTERSTOCK INC COM | 825690100 | Stock | 6,200 | $284,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 8,250 | $282,000 | thousands by filing date | |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 5,469 | $282,000 | thousands by filing date | |
| CYBERARK SOFTWARE LTD SHS | M2682V108 | Stock | 5,800 | $282,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 4,497 | $281,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 292,000 | $277,000 | thousands by filing date | principal |
| CORECIVIC INC | 22025Y407 | COM | 7,867 | $276,000 | thousands by filing date | |
| SANTANDER CONSUMER USA HOLDINGS | 80283M101 | COMMON STOCK | 26,422 | $273,000 | thousands by filing date | |
| INCYTE CORP | 45337CAM4 | NOTE 0.375%11/1 | 164,000 | $272,000 | thousands by filing date | principal |
| BARNES & NOBLE INC | 067774109 | COMMON STOCK | 23,671 | $269,000 | thousands by filing date | |
| BOSTON BEER INC CL A | 100557107 | Stock | 1,569 | $268,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 26,623 | $268,000 | thousands by filing date | |
| ORION S.A. | L72967109 | COM | 16,621 | $264,000 | thousands by filing date | |
| HERSHA HOSPITALITY TR | 427825500 | PR SHS BEN INT | 15,362 | $264,000 | thousands by filing date | |
| BELDEN INC COM | 077454106 | Stock | 4,360 | $263,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 6,900 | $262,000 | thousands by filing date | call |
| GAMESTOP CORP | 36467W109 | CL A | 9,850 | $262,000 | thousands by filing date | |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 17,300 | $259,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 2,408 | $259,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 5,620 | $256,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A540 | ST STR SP TELCO | 4,400 | $255,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 21,014 | $254,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 2,364 | $254,000 | thousands by filing date | |
| ACI WORLDWIDE INC COM | 004498101 | Stock | 12,919 | $252,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 253,000 | $251,000 | thousands by filing date | principal |
| ENDO INTL PLC | G30401106 | SHS | 16,000 | $249,000 | thousands by filing date | call |
| RYMAN HOSPITALITY PPTYS INC COM | 78377T107 | REIT | 4,883 | $248,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 268,000 | $247,000 | thousands by filing date | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 3,430 | $246,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 95,376 | $246,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 14,044 | $245,000 | thousands by filing date | |
| VERIFONE SYS INC | 92342Y109 | COM | 13,175 | $244,000 | thousands by filing date | |
| ROUSE PPTYS INC | 779287101 | COM | 13,384 | $244,000 | thousands by filing date | |
| WAFD INC | 938824109 | COM | 10,022 | $243,000 | thousands by filing date | |
| OCTAVE SPECIALTY GROUP INC | 023139884 | COM NEW | 14,536 | $239,000 | thousands by filing date | |
| GLOBAL PARTNER A | 37954X204 | UNIT | 24,247 | $238,000 | thousands by filing date | |
| LEXICON PHARMACEUTICALS INC | 528872AB0 | NOTE | 125,000 | $235,000 | thousands by filing date | principal |
| BANK OF THE OZARKS | 063904106 | COM | 6,226 | $234,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 52,952 | $234,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 11,740 | $231,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 2,000 | $230,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 6,845 | $230,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 166,000 | $230,000 | thousands by filing date | principal |
| LEXMARK INTL NEW | 529771107 | CL A | 6,002 | $227,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 7,914 | $226,000 | thousands by filing date | |
| FEI CO | 30241L109 | COM | 2,098 | $224,000 | thousands by filing date | |
| GORES HLDGS INC | 382866200 | UNIT 99/99/9999 | 22,429 | $224,000 | thousands by filing date | |
| ARMSTRONG WORLD INDS INC NEW | 04247X102 | COM | 5,700 | $223,000 | thousands by filing date | |
| WISDOMTREE INC | 97717P104 | COM | 22,579 | $221,000 | thousands by filing date | |
| ACXIOM CORP | 005125109 | COMMON STOCK | 10,026 | $220,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 7,196 | $214,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 211,000 | $214,000 | thousands by filing date | principal |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 11,977 | $213,000 | thousands by filing date | |
| GRACO INC COM | 384109104 | Stock | 2,628 | $208,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 13,628 | $207,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 17,506 | $207,000 | thousands by filing date | |
| COVANTA HLDG CORP | 22282E102 | COM | 12,400 | $204,000 | thousands by filing date | |
| PACE HLDGS CORP | G6865N129 | UNIT 99/99/9999 | 20,354 | $204,000 | thousands by filing date | |
| CARMIKE CINEMAS INC | 143436400 | COMMON STOCK | 6,745 | $203,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 1,901 | $202,000 | thousands by filing date | |
| PEBBLEBROOK HOTEL TR | 70509V100 | COM | 7,664 | $201,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 13,400 | $200,000 | thousands by filing date | |
| GNC HLDGS INC | 36191G107 | COM CL A | 8,225 | $200,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 4,742 | $200,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 8,016 | $199,000 | thousands by filing date | |
| CLEAN HARBORS INC COM | 184496107 | Stock | 3,800 | $198,000 | thousands by filing date | |
| PANERA BREAD CO | 69840W108 | CL A | 927 | $196,000 | thousands by filing date | |
| JUST ENERGY GROUP INC | 48213W101 | COM | 32,100 | $195,000 | thousands by filing date | |
| XENIA HOTELS & RESORTS INC COM | 984017103 | REIT | 11,427 | $192,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 21,189 | $192,000 | thousands by filing date | |
| LIBERTY LATIN AMERICA CL A ORD | G5480U138 | COM | 5,807 | $188,000 | thousands by filing date | |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 6,433 | $187,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 1,456 | $186,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 3,519 | $184,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 7,546 | $183,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 3,120 | $181,000 | thousands by filing date | |
| PROTO LABS INC | 743713109 | COM | 3,000 | $173,000 | thousands by filing date | |
| POLYCOM | 73172K104 | COMMON STOCK | 15,402 | $173,000 | thousands by filing date | |
| ROYAL GOLD INC | 780287108 | COM | 2,395 | $172,000 | thousands by filing date | |
| ICL GROUP LTD ILS1 | M5920A109 | Common Stock | 44,039 | $171,000 | thousands by filing date | |
| GOGO INC | 38046C109 | COM | 20,217 | $170,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 16,000 | $169,000 | thousands by filing date | put |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 8,217 | $169,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 5,664 | $168,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 6,027 | $167,000 | thousands by filing date | |
| WORLD KINECT CORPORATION | 981475106 | COM | 3,516 | $167,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 3,135 | $163,000 | thousands by filing date | |
| IMS HEALTH HOLDINGS | 44970B109 | COM | 6,382 | $162,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370203 | COM NEW | 8,941 | $162,000 | thousands by filing date | |
| GODADDY INC CL A | 380237107 | Stock | 5,096 | $159,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919203 | COM NEW | 7,875 | $159,000 | thousands by filing date | |
| NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN | 637870106 | REIT | 7,530 | $157,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 7,088 | $157,000 | thousands by filing date | |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 164,000 | $155,000 | thousands by filing date | principal |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 5,624 | $152,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 2,677 | $152,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 24,800 | $152,000 | thousands by filing date | call |
| ALLEGION PLC | G0176J109 | ORD SHS | 2,182 | $151,000 | thousands by filing date | |
| CORESITE RLTY CORP | 21870Q105 | COM | 1,700 | $151,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 7,927 | $149,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 4,052 | $149,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 1,536 | $146,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 12,286 | $146,000 | thousands by filing date | |
| SILVER BAY REALTY TRUST CORP | 82735Q102 | COMMON STOCK | 8,489 | $145,000 | thousands by filing date | |
| COMMUNICATIONS SALES&LEAS IN | 20341J104 | COM | 4,931 | $143,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 8,263 | $139,000 | thousands by filing date | |
| GEO GROUP INC NEW | 36162J106 | COM | 4,000 | $137,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 7,333 | $136,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 19,000 | $136,000 | thousands by filing date | |
| ABIOMED INC | 003654100 | COM | 1,225 | $134,000 | thousands by filing date | |
| COGNEX CORP | 192422103 | COM | 3,079 | $133,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 5,500 | $131,000 | thousands by filing date | call |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 2,583 | $129,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 2,500 | $129,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 1,524 | $128,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 10,600 | $127,000 | thousands by filing date | call |
| OLD REP INTL CORP COM | 680223104 | Stock | 6,594 | $127,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919203 | COM NEW | 6,300 | $127,000 | thousands by filing date | put |
| ACCENDRA HEALTH INC | 690732102 | COM | 3,306 | $124,000 | thousands by filing date | |
| INGRAM MICRO INC | 457153104 | CL A | 3,454 | $120,000 | thousands by filing date | |
| KNOWLES CORP COM | 49926D109 | Stock | 8,600 | $118,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 5,705 | $118,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 206,000 | $116,000 | thousands by filing date | principal |
| FOUR CORNERS PPTY TR INC | 35086T109 | COM | 5,515 | $114,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 11,851 | $110,000 | thousands by filing date | |
| BROOKFIELD BUSINESS PARTNERS | G16234109 | COMMON STOCK-FO | 5,775 | $110,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 2,600 | $109,000 | thousands by filing date | call |
| ASHFORD HOSPITALITY | 044103109 | COMMON STOCK | 19,665 | $106,000 | thousands by filing date | |
| NORTEL INVERSORA S A | 656567401 | SPON ADR PFD B | 3,703 | $105,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 13,541 | $104,000 | thousands by filing date | |
| ALEXANDERS INC COM | 014752109 | REIT | 248 | $102,000 | thousands by filing date | |
| ATI INC COM | 01741R102 | Stock | 7,902 | $101,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 92,000 | $100,000 | thousands by filing date | principal |
| CONSOLIDATED TOMOKA LD CO | 210226AB2 | NOTE 4.500% 3/1 | 105,000 | $99,000 | thousands by filing date | principal |
| UNIVERSAL HEALTH RLTY INCOME | 91359E105 | REIT | 1,712 | $98,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 3,302 | $97,000 | thousands by filing date | |
| ETSY INC | 29786A106 | COM | 10,000 | $96,000 | thousands by filing date | |
| DIAMOND RESORTS INTL INC | 25272T104 | COM | 3,190 | $96,000 | thousands by filing date | |
| SERITAGE GROWTH PPTYS | 81752R100 | CL A | 1,788 | $89,000 | thousands by filing date | |
| TLOG 8 06/15/19 | 88165UAB5 | Bond 30/360P2 U | 586,000 | $89,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 4,250 | $81,000 | thousands by filing date | |
| IMMUNOGEN INC | 45253H101 | COMMON STOCK | 26,000 | $80,000 | thousands by filing date | |
| FIRST POTOMAC RLTY TR | 33610F109 | COM | 8,212 | $76,000 | thousands by filing date | |
| MONSTER WORLDWIDE INC | 611742107 | COM | 31,700 | $76,000 | thousands by filing date | call |
| GLOBAL NET LEASE INC | 379378102 | COM | 9,200 | $73,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 15,986 | $69,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 14,600 | $69,000 | thousands by filing date | call |
| NEW SR INVT GROUP INC | 648691103 | COM | 6,376 | $68,000 | thousands by filing date | |
| SAUL CTRS INC COM | 804395101 | REIT | 1,017 | $63,000 | thousands by filing date | |
| URSTADT BIDDLE PROPERTIES | 917286205 | COMMON STOCK | 2,563 | $63,000 | thousands by filing date | |
| CEDAR REALTY TRUST INC | 150602209 | COMMON STOCK | 8,288 | $62,000 | thousands by filing date | |
| GETTY RLTY CORP NEW COM | 374297109 | REIT | 2,749 | $59,000 | thousands by filing date | |
| PORTOLA PHARMACEUTICALS INC COM | 737010108 | Stock | 2,500 | $59,000 | thousands by filing date | |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 53,000 | $59,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 60,000 | $58,000 | thousands by filing date | principal |
| PITNEY BOWES INC COM | 724479100 | Stock | 3,106 | $56,000 | thousands by filing date | |
| IROBOT CORP | 462726100 | COM | 1,500 | $53,000 | thousands by filing date | |
| FITBIT INC | 33812L102 | CL A | 4,250 | $52,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 2,710 | $49,000 | thousands by filing date | |
| MONMOUTH REAL ESTATE INVT CO | 609720107 | CL A | 3,400 | $45,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 6,500 | $44,000 | thousands by filing date | put |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 40,000 | $43,000 | thousands by filing date | principal |
| TEREX CORP NEW COM | 880779103 | Stock | 2,083 | $42,000 | thousands by filing date | |
| Plains Group Hldgs LP | 72651A108 | UT LTD PTNR | 4,009 | $42,000 | thousands by filing date | |
| CARETRUST REIT INC COM | 14174T107 | REIT | 2,999 | $41,000 | thousands by filing date | |
| LIBERTY | 531229888 | COMMON STOCK | 2,805 | $41,000 | thousands by filing date | |
| LATAM AIRLS GROUP S A | 51817R106 | SPONSORED ADR | 6,270 | $41,000 | thousands by filing date | |
| LENDINGCLUB CORP | 52603A109 | COM | 9,500 | $41,000 | thousands by filing date | put |
| NUANCE COMMUNICATIONS INC | 67020YAG5 | DEBT 1.500%11/0 | 40,000 | $39,000 | thousands by filing date | principal |
| AVIANCA HLDGS SA | 05367G100 | SPON ADR REP PFD | 6,000 | $37,000 | thousands by filing date | |
| UNITED NAT FOODS INC COM | 911163103 | Stock | 720 | $34,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 40,000 | $34,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055107 | COM | 4,875 | $33,000 | thousands by filing date | |
| NORTHSTAR REALTY EUROPE CORP | 66706L101 | COM | 3,416 | $32,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 2,581 | $31,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 1,625 | $31,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 2,637 | $30,000 | thousands by filing date | |
| ORBOTECH LTD | M75253100 | ORD | 1,181 | $30,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 9,343 | $30,000 | thousands by filing date | |
| MERUS N V | N5749R100 | COM | 3,647 | $29,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 1,028 | $25,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 560 | $25,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 522 | $22,000 | thousands by filing date | |
| NEXPOINT RESIDENTIAL TR INC | 65341D102 | COM | 1,200 | $22,000 | thousands by filing date | |
| EASTERLY GOVERNMENT PROPERTIES | 27616P103 | COMMON STOCK | 1,100 | $22,000 | thousands by filing date | |
| CELLCOM ISRAEL LTD | M2196U109 | SHS | 3,365 | $22,000 | thousands by filing date | |
| AH RLTY TR INC | 04208T108 | COM | 1,500 | $21,000 | thousands by filing date | |
| WHITESTONE REIT | 966084204 | COM | 1,400 | $21,000 | thousands by filing date | |
| ASHFORD HOSPITALITY PRIME IN | 044102101 | COM | 1,512 | $21,000 | thousands by filing date | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 1,200 | $20,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 335 | $19,000 | thousands by filing date | |
| ENERGY TRANSFER L P | 29273V100 | COM UT LTD PTN | 1,300 | $19,000 | thousands by filing date | call |
| ONE LIBERTY PROPERTIES INC | 682406103 | REIT | 800 | $19,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 1,300 | $19,000 | thousands by filing date | |
| WINTHROP REALTY TRUST | 976391300 | SH B | 2,100 | $18,000 | thousands by filing date | |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 4,497 | $17,000 | thousands by filing date | |
| UMH PPTYS INC | 903002103 | COM | 1,400 | $16,000 | thousands by filing date | |
| BROOKFIELD CANADA OFFICE PRO | 112823109 | TR U | 700 | $16,000 | thousands by filing date | |
| INGEVITY CORP COM | 45688C107 | Stock | 446 | $15,000 | thousands by filing date | |
| INDEPENDENCE RLTY TR INC | 45378A106 | COM | 1,869 | $15,000 | thousands by filing date | |
| SILGAN HLDGS INC | 827048109 | COM | 271 | $14,000 | thousands by filing date | |
| CENVEO INC | 15670S105 | COM | 17,308 | $14,000 | thousands by filing date | |
| CITY OFFICE REIT INC | 178587101 | COM | 1,000 | $13,000 | thousands by filing date | |
| COMMUNITY USD0.01 | 20369C106 | COM | 600 | $13,000 | thousands by filing date | |
| BLUEROCK RESIDENTIAL GWT REI | 09627J102 | COM CL A | 1,000 | $13,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 1,363 | $12,000 | thousands by filing date | |
| AUTOHOME INC SP ADS RP CL A | 05278C107 | ADR | 600 | $12,000 | thousands by filing date | |
| PJT PARTNERS INC | 69343T107 | COM CL A | 425 | $10,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229706 | COM A BRAVES GRP | 650 | $10,000 | thousands by filing date | |
| FARMLAND PARTNERS INC | 31154R109 | REIT | 600 | $7,000 | thousands by filing date | |
| SECUREWORKS CORP | 81374A105 | CL A | 511 | $7,000 | thousands by filing date | |
| NOKIA CORP | 654902204 | SPONSORED ADR | 800 | $5,000 | thousands by filing date | |
| GENERAL MTRS CO | 37045V118 | *W EXP 07/10/201 | 198 | $4,000 | thousands by filing date | call |
| GENERAL MTRS CO | 37045V126 | *W EXP 07/10/201 | 289 | $3,000 | thousands by filing date | call |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 343,662 | $2,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 82 | $1,000 | thousands by filing date | |
| RENREN INC | 759892102 | SPONSORED ADR | 650 | $1,000 | thousands by filing date | |
| Gilat Satellite Network | M51474118 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AVANTAX INC | 095229100 | COMMON STOCK | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000903423-16-001207 | this filing | 2016-08-10 | acceptance time not in the bulk data set |