13F-HR filed by AQR Arbitrage LLC
AQR Arbitrage LLC filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-14, with 344 holding rows worth $9,636,264,000.
- Accession
- 0001085146-17-000787
- Filer
- CIK 1167456
- Filed
- 2017-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 344 entries on the cover page, a total value of $9,636,264,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $9,636,264,000 with VALUE read as thousands by filing date, 13F file number 028-10114. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerAQR Capital Management Holdings, LLC028-16752
- included managerAQR CAPITAL MANAGEMENT LLC028-10120
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 |
|---|---|---|---|---|---|---|
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 102,414,000 | $319,340,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 136,800,000 | $305,150,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 87,600,000 | $235,644,000 | thousands by filing date | principal |
| LINEAR TECHNOLOGY CORP | 535678106 | COM | 3,678,931 | $229,381,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 3,140,670 | $179,709,000 | thousands by filing date | |
| SPECTRA ENERGY CORP | 847560109 | COM | 4,169,834 | $171,338,000 | thousands by filing date | |
| TYSON FOODS | 902494301 | COM | 2,510,325 | $170,978,000 | thousands by filing date | |
| VALARIS ORD | 920355104 | COM | 1,631,468 | $169,036,000 | thousands by filing date | |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 3,034,281 | $168,706,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 814,202 | $166,122,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 1,234,951 | $164,730,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 2,917,887 | $164,423,000 | thousands by filing date | |
| ST JUDE MED INC | 790849103 | COM | 2,017,276 | $161,765,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 2,978,803 | $161,421,000 | thousands by filing date | |
| B/E AEROSPACE INC | 073302101 | COM | 2,550,814 | $153,533,000 | thousands by filing date | |
| CST BRANDS INC | 12646R105 | COM | 3,187,483 | $153,477,000 | thousands by filing date | |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 1,659,571 | $153,344,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 1,547,577 | $151,678,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 17,645,058 | $145,395,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 81,201,000 | $143,320,000 | thousands by filing date | principal |
| YAHOO INC | 984332106 | COM | 3,576,882 | $138,318,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 1,311,281 | $137,960,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 10,356,244 | $129,349,000 | thousands by filing date | |
| HARMAN INTL INDS INC | 413086109 | COM | 1,133,558 | $126,006,000 | thousands by filing date | |
| CABELAS INC | 126804301 | COM | 1,969,639 | $115,322,000 | thousands by filing date | |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 54,129,000 | $107,987,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP | 587200106 | COM | 2,911,531 | $107,406,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 97,225,000 | $105,732,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 1,090,251 | $105,242,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 2,336,033 | $101,501,000 | thousands by filing date | |
| INTERSIL CORP | 46069S109 | CL A | 4,551,363 | $101,495,000 | thousands by filing date | |
| BATS GLOBAL MKTS INC COM | 05491G109 | Stock | 2,895,845 | $97,040,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 76,050,000 | $96,821,000 | thousands by filing date | principal |
| AGRIUM INC | 008916108 | COM | 962,250 | $96,754,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 66,325,000 | $95,384,000 | thousands by filing date | principal |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 937,900 | $88,425,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 3,060,874 | $85,704,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 2,558,321 | $84,936,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 53,675,000 | $84,773,000 | thousands by filing date | principal |
| WESTERN REFNG INC | 959319104 | COM | 2,231,530 | $84,463,000 | thousands by filing date | |
| EQUITY ONE | 294752100 | COM | 2,725,337 | $83,641,000 | thousands by filing date | |
| EVERBANK FINANCIAL CORPORATION | 29977G102 | COMMON STOCK | 4,192,318 | $81,541,000 | thousands by filing date | |
| TECHNIPFMC PLC | 30249U101 | COM | 2,271,352 | $80,701,000 | thousands by filing date | |
| YADKIN FINANCIAL CORP | 984305102 | COM | 2,329,470 | $79,808,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 2,031,808 | $79,180,000 | thousands by filing date | |
| G & K SVCS INC | 361268105 | CL A | 808,528 | $77,983,000 | thousands by filing date | |
| HEADWATERS INC | 42210P102 | COMMON STOCK | 3,001,071 | $70,585,000 | thousands by filing date | |
| STILLWATER MINING CO | 86074Q102 | COM | 4,364,209 | $70,307,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 33,080,000 | $69,633,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 1,320,250 | $62,421,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 1,061,453 | $59,823,000 | thousands by filing date | |
| Empire District Electric Co/Th | 291641108 | COM | 1,752,179 | $59,732,000 | thousands by filing date | |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 34,125,000 | $59,420,000 | thousands by filing date | principal |
| GREAT PLAINS ENERGY INC | 391164878 | PFD SH CONV | 1,168,125 | $59,355,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 48,575,000 | $58,472,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 59,700,000 | $54,700,000 | thousands by filing date | principal |
| SFL CORPORATION LTD | G81075AF3 | NOTE 5.750%10/1 | 52,500,000 | $52,730,000 | thousands by filing date | principal |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 864,825 | $52,241,000 | thousands by filing date | |
| CARDINAL FINANCIAL CORP | 14149F109 | COMMON STOCK | 1,506,999 | $49,414,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 20,700,000 | $47,300,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 43,793,000 | $45,298,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 28,775,000 | $44,960,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 42,775,000 | $44,593,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 39,500,000 | $44,512,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 37,919,000 | $44,081,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 31,525,000 | $42,283,000 | thousands by filing date | principal |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 40,480,000 | $41,694,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 26,500,000 | $40,495,000 | thousands by filing date | principal |
| APOLLO GROUP INC | 037604105 | CL A | 4,076,868 | $40,361,000 | thousands by filing date | |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 34,825,000 | $39,243,000 | thousands by filing date | principal |
| LIFELOCK INC COM | 53224V100 | COM | 1,628,705 | $38,959,000 | thousands by filing date | |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 30,400,000 | $38,874,000 | thousands by filing date | principal |
| ISLE OF CAPRI CASINOS | 464592104 | COMMON STOCK | 1,497,731 | $36,979,000 | thousands by filing date | |
| ADIENT PLC | G0084W101 | ORD SHS | 568,156 | $33,294,000 | thousands by filing date | |
| EXELON CORP | 30161N127 | UNIT 99/99/9999 | 675,800 | $32,993,000 | thousands by filing date | |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 24,850,000 | $32,227,000 | thousands by filing date | principal |
| BLACK HILLS CORP | 092113125 | UNIT 99/99/9999 | 448,500 | $30,875,000 | thousands by filing date | |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 21,281,000 | $30,871,000 | thousands by filing date | principal |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 489,750 | $30,551,000 | thousands by filing date | |
| LAMB WESTON HLDGS INC | 513272104 | COM | 806,408 | $30,523,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 20,000,000 | $29,750,000 | thousands by filing date | principal |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 25,875,000 | $29,320,000 | thousands by filing date | principal |
| CLARCOR INC | 179895107 | COM | 353,600 | $29,161,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 1,225,794 | $28,365,000 | thousands by filing date | |
| EZCORP INC | 302301AB2 | NOTE 2.125% 6/1 | 28,950,000 | $28,190,000 | thousands by filing date | principal |
| ALCOA CORP COM | 013872106 | Stock | 1,000,779 | $28,102,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 29,525,000 | $27,754,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 26,675,000 | $27,375,000 | thousands by filing date | principal |
| VERSUM MATLS INC | 92532W103 | COM | 952,778 | $26,744,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 31,218,000 | $26,613,000 | thousands by filing date | principal |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 27,725,000 | $26,512,000 | thousands by filing date | principal |
| FERRARI N V | N3167Y103 | COM | 455,374 | $26,475,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 1,439,225 | $25,791,000 | thousands by filing date | |
| CABLE ONE INC | 12685J105 | COM | 40,974 | $25,475,000 | thousands by filing date | |
| WCI CMNTYS INC | 92923C807 | COM PAR $0.01 | 1,086,323 | $25,474,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 451,572 | $25,306,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 1,133,206 | $24,364,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 1,098,274 | $24,261,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 808,691 | $24,010,000 | thousands by filing date | |
| YUM CHINA HLDGS INC | 98850P109 | COM | 914,417 | $23,885,000 | thousands by filing date | |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 25,650,000 | $23,806,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 22,380,000 | $23,149,000 | thousands by filing date | principal |
| APPLIED MICRO CIRCUITS CORP | 03822W406 | COM NEW | 2,799,559 | $23,096,000 | thousands by filing date | |
| INVENSENSE INC | 46123D205 | COM | 1,779,900 | $22,765,000 | thousands by filing date | |
| INGEVITY CORP COM | 45688C107 | Stock | 411,531 | $22,577,000 | thousands by filing date | |
| FORTIVE CORP COM | 34959J108 | Stock | 418,721 | $22,456,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 630,211 | $22,436,000 | thousands by filing date | |
| NEUSTAR INC | 64126X201 | CL A | 665,476 | $22,227,000 | thousands by filing date | |
| KLX INC | 482539103 | COM | 484,125 | $21,839,000 | thousands by filing date | |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 17,750,000 | $21,799,000 | thousands by filing date | principal |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 2,863,785 | $21,077,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 20,150,000 | $20,906,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 26,950,000 | $20,617,000 | thousands by filing date | principal |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 459,264 | $20,488,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 17,300,000 | $19,765,000 | thousands by filing date | principal |
| Q | 74876Y101 | Stock | 254,459 | $19,352,000 | thousands by filing date | |
| QUALITY CARE PPTYS INC | 747545101 | COM | 1,246,481 | $19,320,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 17,575,000 | $19,234,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC COM | 55024U109 | Stock | 486,472 | $18,802,000 | thousands by filing date | |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 10,000,000 | $18,650,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 18,375,000 | $18,421,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 18,700,000 | $18,338,000 | thousands by filing date | principal |
| GENWORTH FINL INC | 37247D106 | COM SHS | 4,689,948 | $17,869,000 | thousands by filing date | |
| CARE CAP PPTYS INC | 141624106 | COM | 709,054 | $17,726,000 | thousands by filing date | |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 1,183,165 | $17,653,000 | thousands by filing date | |
| URBAN EDGE PPTYS | 91704F104 | COM | 635,214 | $17,475,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 23,325,000 | $16,750,000 | thousands by filing date | principal |
| AEP INDUSTRIES INC | 001031103 | COM | 142,877 | $16,588,000 | thousands by filing date | |
| NORTHSTAR REIT. | 66704R803 | Common Stock | 1,091,097 | $16,530,000 | thousands by filing date | |
| GENCORP INC | 368682AN0 | SDCV | 8,250,000 | $16,402,000 | thousands by filing date | principal |
| DOMINION ENERGY INC | 25746U836 | UNIT 08/15/2019 | 305,425 | $15,531,000 | thousands by filing date | |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 288,889 | $15,516,000 | thousands by filing date | |
| INTELIQUENT INC | 45825N107 | COM | 671,414 | $15,389,000 | thousands by filing date | |
| COMMUNICATIONS SALES&LEAS IN | 20341J104 | COM | 593,214 | $15,074,000 | thousands by filing date | |
| TIVO CORP | 88870P106 | COM | 700,434 | $14,639,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 12,625,000 | $14,542,000 | thousands by filing date | principal |
| CF CORP | G20307107 | SHS CL A | 1,400,000 | $13,972,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 138,886 | $13,600,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 14,450,000 | $13,258,000 | thousands by filing date | principal |
| GCP APPLIED TECHNOLOGIES INC | 36164Y101 | COM | 483,458 | $12,933,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 78,065 | $12,593,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 9,150,000 | $12,135,000 | thousands by filing date | principal |
| INVACARE CORP | 461203AD3 | SDCV 4.125% 2/0 | 11,850,000 | $11,909,000 | thousands by filing date | principal |
| HERBALIFE LTD | G4412G101 | COM SHS | 234,576 | $11,292,000 | thousands by filing date | |
| CONVERGYS CORP | 212485AE6 | SDCV | 4,725,000 | $10,708,000 | thousands by filing date | principal |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 10,405,000 | $10,216,000 | thousands by filing date | principal |
| Media General Ord Shs | 58441K100 | COM | 540,974 | $10,187,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 200,000 | $10,142,000 | thousands by filing date | |
| AVISTA HEALTHCARE PUB ACQ CO | G0726L109 | UNIT 99/99/9999 | 1,000,000 | $10,125,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 10,000,000 | $10,069,000 | thousands by filing date | principal |
| SOUTHWEST BANCORP INC/OKLA | 844767103 | COM | 344,744 | $9,998,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 8,699,000 | $9,933,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 9,450,000 | $9,917,000 | thousands by filing date | principal |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 414,291 | $9,819,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 7,225,000 | $9,776,000 | thousands by filing date | principal |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 379,300 | $9,731,000 | thousands by filing date | |
| HUNTER MARITIME ACQUISITION | Y37828103 | UNIT 99/99/9999 | 950,000 | $9,643,000 | thousands by filing date | |
| CASCADE BANCORP | 147154207 | COM | 1,187,016 | $9,639,000 | thousands by filing date | |
| METALDYNE PERFORMANCE GROUP | 59116R107 | COM | 419,567 | $9,629,000 | thousands by filing date | |
| M III ACQUISITION CORP | 55378T203 | UNIT 99/99/9999T | 965,221 | $9,546,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 9,025,000 | $9,499,000 | thousands by filing date | principal |
| BLACKHAWK NETWORK HOLDING INC | 09238E104 | COMMON STOCK | 236,313 | $8,903,000 | thousands by filing date | |
| STELLAR ACQUISITION III INC | Y8172W123 | UNIT 03/22/2022 | 800,000 | $8,240,000 | thousands by filing date | |
| FAIRPOINT COMMUNICATIONS INC | 305560302 | COM NEW | 439,151 | $8,212,000 | thousands by filing date | |
| HERITAGE OAKS BANCORP | 42724R107 | COM | 639,698 | $7,887,000 | thousands by filing date | |
| GANNETT SPINCO INC | 36473H104 | COM | 805,882 | $7,825,000 | thousands by filing date | |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 9,852,000 | $7,740,000 | thousands by filing date | principal |
| MERCHANTS BANCSHARES INC | 588448100 | COM | 137,606 | $7,458,000 | thousands by filing date | |
| SUFFOLK BANCORP | 864739107 | COM | 170,579 | $7,304,000 | thousands by filing date | |
| BLUE NILE INC | 09578R103 | COM | 167,006 | $6,785,000 | thousands by filing date | |
| STERICYCLE INC | 858912207 | DEP PFD A 1/10 | 100,000 | $6,356,000 | thousands by filing date | |
| HALYARD HEALTH INC | 40650V100 | COM | 168,421 | $6,228,000 | thousands by filing date | |
| AMYRIS INC | 03236MAF8 | NOTE 9.500 4/1 | 9,626,000 | $6,131,000 | thousands by filing date | principal |
| ALON USA ENERGY INC | 020520AB8 | NOTE 3.000% 9/1 | 5,450,000 | $5,753,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 5,748,000 | $5,629,000 | thousands by filing date | principal |
| VASCULAR SOLUTIONS INC | 92231M109 | COMMON STOCK | 95,400 | $5,352,000 | thousands by filing date | |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 155,321 | $5,227,000 | thousands by filing date | |
| ROSEHILL RES INC CL A | 49877M108 | Stock | 500,000 | $5,175,000 | thousands by filing date | |
| M I ACQUISITIONS INC | 55304A203 | UNIT 99/99/9999 | 500,000 | $5,080,000 | thousands by filing date | |
| LANDCADIA HLDGS INC | 51476W107 | CL A | 500,000 | $4,890,000 | thousands by filing date | |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 5,000,000 | $4,847,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 372,269 | $4,750,000 | thousands by filing date | |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 4,650,000 | $4,542,000 | thousands by filing date | principal |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 4,600,000 | $4,531,000 | thousands by filing date | principal |
| RAMBUS INC | 750917AE6 | CNV | 3,575,000 | $4,458,000 | thousands by filing date | principal |
| PACIFIC SPL ACQUISITION CORP | G68588105 | SHS | 415,000 | $4,254,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 5,000,000 | $4,041,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 4,000,000 | $4,000,000 | thousands by filing date | principal |
| DATALINK CORP | 237934104 | COMMON STOCK | 348,017 | $3,919,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 3,875,000 | $3,882,000 | thousands by filing date | principal |
| ENVISION HEALTHCARE CORP | 29414D100 | COM | 58,049 | $3,674,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 2,438 | $3,574,000 | thousands by filing date | |
| INTEROIL CORP | 460951106 | COM | 73,833 | $3,513,000 | thousands by filing date | |
| ORIGO ACQUISITION CORP | G67789126 | SHS | 325,500 | $3,385,000 | thousands by filing date | |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 2,250,000 | $3,182,000 | thousands by filing date | principal |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 3,050,000 | $3,058,000 | thousands by filing date | principal |
| NEWS CORP NEW CL A | 65249B109 | Stock | 265,042 | $3,037,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 3,425,000 | $2,939,000 | thousands by filing date | principal |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 40,382 | $2,926,000 | thousands by filing date | |
| HWAY 1.5 7/18 | 422245AB6 | Bond 30/360P2 U | 2,250,000 | $2,887,000 | thousands by filing date | principal |
| COUSINS PROPERTIES INC | 222795106 | COM | 330,684 | $2,814,000 | thousands by filing date | |
| UNIVERSAL AMERN CORP NEW | 91338E101 | COM | 279,765 | $2,784,000 | thousands by filing date | |
| LIONBRIDGE TECHNOLOGIES INC | 536252109 | COM | 468,984 | $2,720,000 | thousands by filing date | |
| LIBERTY ALL-STAR EQUITY FUND | 530158104 | SH BEN INT | 469,637 | $2,423,000 | thousands by filing date | |
| CENVEO CORP | 15671BAJ0 | NOTE 7.000% 5/1 | 2,425,000 | $2,413,000 | thousands by filing date | principal |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 3,000,000 | $2,400,000 | thousands by filing date | principal |
| COMPUCREDIT HLDGS CORP | 20478NAD2 | NOTE 5.875%11/3 | 5,000,000 | $2,338,000 | thousands by filing date | principal |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 36,709 | $2,324,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 27,391 | $2,238,000 | thousands by filing date | |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 1,600,000 | $2,084,000 | thousands by filing date | principal |
| JENSYN ACQUISITION CORP | 47632B102 | COM | 200,000 | $2,034,000 | thousands by filing date | |
| INTRALINKS HLDGS INC | 46118H104 | COM | 149,654 | $2,023,000 | thousands by filing date | |
| GAS NAT INC | 367204104 | COM | 159,807 | $2,006,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 34,065 | $1,873,000 | thousands by filing date | |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 2,000,000 | $1,846,000 | thousands by filing date | principal |
| BLACKROCK RESOURCES & COMMODIT | 09257A108 | SHS | 211,166 | $1,746,000 | thousands by filing date | |
| ALPINE GLOBAL PREMIER PPTYS | 02083A103 | COM SBI | 329,906 | $1,692,000 | thousands by filing date | |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 1,500,000 | $1,689,000 | thousands by filing date | principal |
| INSPIRED ENTERTAINMENT INC | 45782N108 | COMMON STOCK | 197,600 | $1,670,000 | thousands by filing date | |
| ACCURAY INC | 004397AF2 | NOTE 3.500% 2/0 | 1,475,000 | $1,602,000 | thousands by filing date | principal |
| CAPITOL ACQUISITION CORP III | 14055M114 | *W EXP 10/19/202 | 1,750,000 | $1,523,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AD6 | NOTE 3.250%10/0 | 1,000,000 | $1,444,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 1,500,000 | $1,429,000 | thousands by filing date | principal |
| ENVISION HEALTHCARE CORP | 29414D209 | PFD CNV 5.25% A1 | 11,400 | $1,356,000 | thousands by filing date | |
| FORTIS INC | 349553107 | COM | 42,907 | $1,322,000 | thousands by filing date | |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 1,450,000 | $1,295,000 | thousands by filing date | principal |
| PARKWAY INC COM | 70156Q107 | Stock | 55,772 | $1,241,000 | thousands by filing date | |
| TARGA RES CORP COM | 87612G101 | Stock | 21,613 | $1,212,000 | thousands by filing date | |
| HARMONIC INC | 413160AB8 | NOTE 4.000%12/0 | 1,000,000 | $1,122,000 | thousands by filing date | principal |
| GENERAL AMERICAN INVESTORS CO | 368802104 | COM | 36,011 | $1,121,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311206 | CL C | 43,718 | $1,100,000 | thousands by filing date | |
| SABAN CAP ACQUISITION CORP | 78516C205 | UNIT 99/99/9999 | 100,000 | $1,037,000 | thousands by filing date | |
| CENTRAL SECURITIES CORP | 155123102 | COM | 47,528 | $1,036,000 | thousands by filing date | |
| SPX CORP | 784635104 | COMMON STOCK | 43,234 | $1,026,000 | thousands by filing date | |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 1,000,000 | $990,000 | thousands by filing date | principal |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 1,867,842 | $990,000 | thousands by filing date | |
| INSPIRED ENTMT INC | 45782N116 | *W EXP 10/20/202 | 1,640,000 | $984,000 | thousands by filing date | |
| TECNOGLASS INC | G87264100 | ORD SHS | 78,348 | $960,000 | thousands by filing date | |
| LAKE SUNAPEE BK GROUP | 510866106 | COM | 40,202 | $948,000 | thousands by filing date | |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 1,000,000 | $927,000 | thousands by filing date | principal |
| TRANSMONTAIGNE PARTNERS L P | 89376V100 | COM UNIT L P | 20,121 | $891,000 | thousands by filing date | |
| HENNESSY CAP ACQUISITION COR | 42588J118 | *W EXP 07/28/202 | 1,028,837 | $875,000 | thousands by filing date | |
| ADAMS DIVERSIFIED EQUITY FD | 006212104 | COM | 64,284 | $817,000 | thousands by filing date | |
| CLOUGH GLOBAL OPPORTUNITIES | 18914E106 | SH BEN INT | 89,973 | $805,000 | thousands by filing date | |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 23,015 | $797,000 | thousands by filing date | |
| MODUSLINK GLOBAL SOLUTIONS I | 60786LAB3 | NOTE 5.250 3/0 | 900,000 | $788,000 | thousands by filing date | principal |
| RMR REAL ESTATE INCOME FD | 76970B101 | COM | 37,767 | $773,000 | thousands by filing date | |
| CBRE GBL REAL ESTATE INC FD COM | 12504G100 | CEF | 104,915 | $766,000 | thousands by filing date | |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 27,660 | $748,000 | thousands by filing date | |
| ONEOK PARTNERS LP LTD PARTN | 68268N103 | UNIT | 17,057 | $734,000 | thousands by filing date | |
| WILLIAMS PARTNERS L P NEW | 96949L105 | COM UNIT LTD PAR | 18,936 | $720,000 | thousands by filing date | |
| KLR ENERGY WRT 11.5 09/16/22 | 49877M116 | *W EXP 09/16/202 | 500,000 | $700,000 | thousands by filing date | |
| DCP MIDSTREAM LP | 23311P100 | COM UT LTD PTN | 17,646 | $677,000 | thousands by filing date | |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 8,957 | $677,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A105 | CL A | 15,933 | $665,000 | thousands by filing date | |
| ENABLE MIDSTREAM PARTNERS LP | 292480100 | COM UNIT RP IN | 42,053 | $661,000 | thousands by filing date | |
| VIVOPOWER INTERNATIO ORD | G9376R100 | COM | 120,000 | $660,000 | thousands by filing date | |
| SUMMIT MIDSTREAM PARTNERS LP | 866142102 | COM UNIT LTD | 26,128 | $657,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 675,000 | $653,000 | thousands by filing date | principal |
| BOARDWALK PIPELINE PARTNERS | 096627104 | UT LTD PARTNER | 37,202 | $646,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 6,041 | $639,000 | thousands by filing date | |
| QUINPARIO ACQUISITION CORP 2 | 74874U119 | *W EXP 01/01/202 | 3,132,626 | $627,000 | thousands by filing date | |
| HARMONY MERGER CORP | 413247123 | *W EXP 01/01/202 | 1,631,880 | $612,000 | thousands by filing date | |
| RICE MIDSTREAM PARTNERS LP | 762819100 | UNIT LTD PARTN | 24,868 | $611,000 | thousands by filing date | |
| ARES DYNAMIC CR ALLOCATION F | 04014F102 | COM | 40,474 | $610,000 | thousands by filing date | |
| WESTERN GAS PARTNERS LP | 958254104 | COM UNIT LP IN | 10,341 | $608,000 | thousands by filing date | |
| ANI PHARMACEUTICALS INC | 00182CAA1 | NOTE 3.00012/0 | 525,000 | $605,000 | thousands by filing date | principal |
| ENERGY TRANSFER PRTNRS L P | 29273R109 | UNIT LTD PARTN | 16,605 | $595,000 | thousands by filing date | |
| NUSTAR ENERGY LP | 67058H102 | UNIT COM | 11,739 | $585,000 | thousands by filing date | |
| TC PIPELINES LP | 87233Q108 | UT COM LTD PRT | 9,875 | $581,000 | thousands by filing date | |
| CRESTWOOD EQUITY PARTNERS LP U | 226344208 | UNIT LTD PARTNER | 22,636 | $578,000 | thousands by filing date | |
| TRI CONTL CORP | 895436103 | COM | 26,168 | $577,000 | thousands by filing date | |
| PLAINS ALL AMERN PIPELINE L | 726503105 | UNIT LTD PARTN | 17,670 | $571,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 27,367 | $567,000 | thousands by filing date | |
| HOLLY ENERGY PARTNERS L P | 435763107 | COM UT LTD PTN | 17,387 | $557,000 | thousands by filing date | |
| ATLANTICUS HOLDINGS CORP | 04914Y102 | COMMON STOCK | 191,430 | $546,000 | thousands by filing date | |
| ENLINK MIDSTREAM PARTNERS LP | 29336U107 | COM UNIT REP LTD | 29,009 | $534,000 | thousands by filing date | |
| TALLGRASS ENERGY PARTNERS LP | 874697105 | COM UNIT | 11,260 | $534,000 | thousands by filing date | |
| AMERIGAS PARTNERS MLP | 030975106 | COM | 10,964 | $525,000 | thousands by filing date | |
| EASTERN VA BANKSHARES INC | 277196101 | COM | 50,127 | $524,000 | thousands by filing date | |
| CHENIERE ENERGY PARTNERS L P | 16411Q101 | COM UNIT | 18,085 | $521,000 | thousands by filing date | |
| ENBRIDGE ENERGY PARTNERS L P | 29250R106 | Domestic Common | 19,465 | $496,000 | thousands by filing date | |
| ALPINE GLOBAL DYNAMIC DIVD F | 02082E205 | COM NEW | 56,318 | $494,000 | thousands by filing date | |
| Spectra Energy Partners | 84756N109 | COM | 10,414 | $477,000 | thousands by filing date | |
| TESORO LOGISTICS LP | 88160T107 | COM UNIT LP | 9,250 | $470,000 | thousands by filing date | |
| GENESIS ENERGY L.P. | 371927104 | UNIT LTD PARTN | 12,925 | $466,000 | thousands by filing date | |
| VALERO ENERGY PARTNERS LP | 91914J102 | COM UNT REP LP | 10,221 | $452,000 | thousands by filing date | |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 24,183 | $445,000 | thousands by filing date | |
| INVESCO VALUE MUNICIPAL INCOME | 46132P108 | COM | 30,342 | $444,000 | thousands by filing date | |
| BUCKEYE PARTNERS LP (BPL) | 118230101 | UNIT LTD PARTN | 6,687 | $442,000 | thousands by filing date | |
| GCAP 4.1250 18 | 36268WAB6 | Bond 30/360P2 U | 450,000 | $440,000 | thousands by filing date | principal |
| SUNOCO LOGISTICS PRTNRS L P | 86764L108 | COM UNITS | 17,976 | $432,000 | thousands by filing date | |
| ALPINE TOTAL DYNAMIC DIVID F | 021060207 | COM SH BEN INT N | 55,630 | $422,000 | thousands by filing date | |
| QUORUM HEALTH CORP | 74909E106 | COM | 56,871 | $413,000 | thousands by filing date | |
| AVID TECHNOLOGY INC | 05367PAB6 | NOTE 2.000% 6/1 | 600,000 | $405,000 | thousands by filing date | principal |
| Phillips 66 Partners LP | 718549207 | COM UNIT REP INT | 8,245 | $401,000 | thousands by filing date | |
| MANITOWOC COMPANY INC | 563571108 | COM | 66,646 | $399,000 | thousands by filing date | |
| APTEVO THERAPEUTICS INC | 03835L108 | COM | 158,936 | $388,000 | thousands by filing date | |
| MANITOWOC FOODSERVICE INC | 563568104 | COM | 19,958 | $386,000 | thousands by filing date | |
| CONE MIDSTREAM PARTNERS LP | 206812109 | COM UNIT REPST | 16,400 | $386,000 | thousands by filing date | |
| LSC COMMUNICATIONS INC | 50218P107 | COM | 12,972 | $385,000 | thousands by filing date | |
| BARNES & NOBLE ED INC | 06777U101 | COM | 33,298 | $382,000 | thousands by filing date | |
| HERC HLDGS INC COM | 42704L104 | Stock | 9,290 | $373,000 | thousands by filing date | |
| ADAM NAT RES FD INC | 00548F105 | COM | 18,463 | $372,000 | thousands by filing date | |
| PJT PARTNERS INC | 69343T107 | COM CL A | 11,424 | $353,000 | thousands by filing date | |
| LANDCADIA HLDGS INC | 51476W115 | *W EXP 06/01/202 | 500,000 | $350,000 | thousands by filing date | |
| DONNELLEY FINL SOLUTIONS INC | 25787G100 | COM | 15,186 | $349,000 | thousands by filing date | |
| TEMPLETON GLOBAL INCOME FD | 880198106 | COM | 53,903 | $349,000 | thousands by filing date | |
| ADVANSIX INC | 00773T101 | COM | 15,523 | $344,000 | thousands by filing date | |
| MARTIN MIDSTREAM PRTNRS L P | 573331105 | UNIT L P INT | 18,768 | $344,000 | thousands by filing date | |
| NUVEEN CA DIVI ADV MUN | 67066Y105 | COM | 24,144 | $341,000 | thousands by filing date | |
| BLACKROCK GLOBAL OPP EQUITY TR | 092501105 | COM | 29,300 | $339,000 | thousands by filing date | |
| FIRST TR ABERDEEN GLBL OPP F | 337319107 | COM SHS | 30,419 | $339,000 | thousands by filing date | |
| ARMSTRONG FLOORING INC | 04238R106 | COM | 16,693 | $332,000 | thousands by filing date | |
| Global Partner Acquisition Corp | 37954X113 | *W EXP 07/01/202 | 1,068,000 | $331,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 7,282 | $300,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L110 | *W EXP 07/29/202 | 925,000 | $298,000 | thousands by filing date | |
| TEEKAY LNG PARTNERS L P | Y8564M105 | PRTNRSP UNITS | 20,319 | $294,000 | thousands by filing date | |
| SHELL MIDSTREAM PARTNERS L P | 822634101 | UNIT LTD INT | 9,609 | $280,000 | thousands by filing date | |
| ADVENT CLAY CONV SEC INC FD | 007639107 | COM | 47,691 | $280,000 | thousands by filing date | |
| CHEMICAL FINANCIAL CORP | 163731102 | COM | 5,018 | $272,000 | thousands by filing date | |
| CONYERS | 212894208 | UNIT9 | 25,000 | $271,000 | thousands by filing date | |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 275,000 | $265,000 | thousands by filing date | principal |
| MACQUARIE GLOBAL INFRASTRUCTUR | 55608D101 | COM | 12,827 | $253,000 | thousands by filing date | |
| AVENUE INCOME CR STRATEGIES | 05358E106 | COM | 17,639 | $237,000 | thousands by filing date | |
| DELAWARE ENHANCED GLOBAL DIVID | 246060107 | COM | 22,877 | $231,000 | thousands by filing date | |
| PACIFIC SPL ACQUISITION CORP | G68588113 | RIGHT 03/15/2017 | 415,000 | $220,000 | thousands by filing date | |
| ALLIANZGI DIVIDEND INT & PRM | 01883A107 | COM | 16,500 | $208,000 | thousands by filing date | |
| INVESCO CALIF VALUE MUNI INCOM | 46132H106 | COM | 15,143 | $184,000 | thousands by filing date | |
| SPROTT FOCUS TR INC | 85208J109 | COM | 23,411 | $163,000 | thousands by filing date | |
| ROYCE MICRO-CAP TRUST INC | 780915104 | COM | 19,243 | $156,000 | thousands by filing date | |
| ORIGO ACQUISITION CORP | G67789134 | RIGHT 03/12/2018 | 350,000 | $147,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V119 | RIGHT 08/11/2017 | 545,520 | $136,000 | thousands by filing date | |
| ASSOCIATED BANC CORP | 045487113 | WTS | 20,065 | $108,000 | thousands by filing date | |
| AGROFRESH SOLUTIONS INC | 00856G117 | *W EXP 07/31/2 | 540,000 | $95,000 | thousands by filing date | |
| JASON INDS INC | 471172114 | *W EXP 06/30/201 | 1,933,070 | $81,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V127 | *W EXP 02/11/202 | 545,520 | $70,000 | thousands by filing date | |
| AXAR ACQUISITION CORP | 05455L110 | *W EXP 12/31/202 | 750,000 | $56,000 | thousands by filing date | |
| JENSYN ACQUISITION CORP | 47632B128 | RIGHT 99/99/9999 | 200,000 | $47,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 10,026,149 | $45,000 | thousands by filing date | |
| VANGUARD | 92205F106 | Domestic Common | 54,023 | $36,000 | thousands by filing date | |
| VALLEY NATIONAL BANCORP-CW18 | 919794131 | WTS | 116,185 | $23,000 | thousands by filing date | |
| JENSYN ACQUISITION CORP | 47632B110 | *W EXP 03/07/202 | 200,000 | $22,000 | thousands by filing date | |
| AMYRIS INC | 03236M101 | COM | 15,000 | $11,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-000787 | this filing | 2017-02-14 | acceptance time not in the bulk data set |