13F-HR filed by NOMURA HOLDINGS INC
NOMURA HOLDINGS INC filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-15, with 1,446 holding rows worth $40,886,117,000.
- Accession
- 0001140361-17-032193
- Filer
- CIK 1163653
- Filed
- 2017-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 1,997 entries on the cover page, a total value of $40,886,117,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $40,886,117,000 with VALUE read as thousands by filing date, 13F file number 028-10594. The quarter's positions are built on this report. The resolved quarter.
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 |
|---|---|---|---|---|---|---|
| HASBRO INC COM | 418056107 | Stock | 10,429 | $1,162,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 20,562 | $1,161,000 | thousands by filing date | |
| GLOBAL PMTS INC | 37940X102 | COM | 12,837 | $1,160,000 | thousands by filing date | |
| NRG YIELD INC | 62942X306 | COM | 67,823 | $1,159,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 15,000 | $1,154,000 | thousands by filing date | call |
| REALTY INCOME CORP COM | 756109104 | REIT | 20,670 | $1,142,000 | thousands by filing date | |
| DYCOM INDS INC COM | 267475101 | Stock | 12,700 | $1,138,000 | thousands by filing date | call |
| HARRIS CORP INC | 413875105 | COM | 10,430 | $1,138,000 | thousands by filing date | |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 8,875 | $1,126,000 | thousands by filing date | |
| DENTSPLY SIRONA INC | 24906P109 | COM | 17,290 | $1,121,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 25,000 | $1,120,000 | thousands by filing date | call |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 6,355 | $1,118,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 68,500 | $1,112,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 12,500 | $1,105,000 | thousands by filing date | call |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 66,929 | $1,104,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 18,128 | $1,098,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 52,594 | $1,097,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 10,977 | $1,090,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 19,069 | $1,090,000 | thousands by filing date | |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 6,950 | $1,081,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 9,527 | $1,078,000 | thousands by filing date | |
| STRAIGHT PATH COMMUNICATNS I | 862578101 | CL B | 6,000 | $1,078,000 | thousands by filing date | call |
| SCANA CORP NEW | 80589M102 | COM | 15,966 | $1,073,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 1,000,000 | $1,073,000 | thousands by filing date | principal |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 12,350 | $1,072,000 | thousands by filing date | |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 26,400 | $1,063,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 14,874 | $1,063,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 37,500 | $1,062,000 | thousands by filing date | call |
| GOGO INC | 38046C109 | COM | 91,815 | $1,061,000 | thousands by filing date | |
| BARCLAYS PLC ADR | 06738E204 | ADR | 100,000 | $1,060,000 | thousands by filing date | call |
| IHS MARKIT LTD | G47567105 | SHS | 24,050 | $1,059,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 25,161 | $1,056,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 30,500 | $1,053,000 | thousands by filing date | call |
| EAGLE MATLS INC COM | 26969P108 | Stock | 11,357 | $1,050,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 13,071 | $1,047,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 31,446 | $1,037,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 19,118 | $1,030,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 36,790 | $1,025,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 56,030 | $1,024,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 26,780 | $1,023,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 14,215 | $1,023,000 | thousands by filing date | |
| TESARO INC | 881569107 | COM | 7,200 | $1,011,000 | thousands by filing date | |
| CABELAS INC | 126804301 | COM | 17,000 | $1,010,000 | thousands by filing date | call |
| OPENLANE INC | 48238T109 | COM | 23,935 | $1,005,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 12,790 | $998,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 29,845 | $989,000 | thousands by filing date | |
| TORCHMARK CORP | 891027104 | COM | 12,834 | $982,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 16,829 | $981,000 | thousands by filing date | |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 25,350 | $980,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 3,640 | $979,000 | thousands by filing date | |
| LKQ CORP COM | 501889208 | Stock | 29,533 | $972,000 | thousands by filing date | |
| COTY INC | 222070203 | COM CL A | 51,586 | $968,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 18,909 | $966,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 35,360 | $962,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 18,424 | $961,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 45,044 | $961,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 30,000 | $959,000 | thousands by filing date | put |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 10,660 | $957,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 13,589 | $946,000 | thousands by filing date | |
| ACETO CORP | 004446100 | COM | 61,506 | $945,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 100,000 | $943,000 | thousands by filing date | call |
| MIDDLEBYCORP | 596278101 | STOK | 7,669 | $932,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 9,019 | $931,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 11,050 | $928,000 | thousands by filing date | |
| PTC THERAPEUTICS INC | 69366J200 | COM | 50,672 | $928,000 | thousands by filing date | |
| PROS HOLDINGS INC | 74346YAB9 | NOTE 2.00012/0 | 1,000,000 | $928,000 | thousands by filing date | principal |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 7,562 | $922,000 | thousands by filing date | |
| CAVIUM INC | 14964U108 | COM | 14,616 | $909,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 8,580 | $905,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 760,000 | $902,000 | thousands by filing date | principal |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 80,156 | $897,000 | thousands by filing date | |
| ALLIANCE ONE INTL INC | 018772301 | COM NEW | 62,489 | $897,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 36,198 | $890,000 | thousands by filing date | |
| ABIOMED INC | 003654100 | COM | 6,193 | $888,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 24,005 | $885,000 | thousands by filing date | |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 8,000 | $883,000 | thousands by filing date | put |
| COTERRA ENERGY INC COM | 127097103 | Stock | 35,230 | $883,000 | thousands by filing date | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 60,483 | $883,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 8,320 | $879,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 14,600 | $866,000 | thousands by filing date | call |
| APACHE CORP | 037411105 | COM | 18,000 | $862,000 | thousands by filing date | call |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 5,720 | $859,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 6,032 | $858,000 | thousands by filing date | |
| HAIN CELESTIAL GROUP INC | 405217100 | COM | 22,022 | $854,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 6,890 | $851,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 9,360 | $848,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 8,061 | $842,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 9,506 | $840,000 | thousands by filing date | |
| ALEXANDRIA REAL ESTATE EQ INC COM | 015271109 | REIT | 6,890 | $830,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 22,750 | $828,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 28,863 | $822,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 27,383 | $819,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 26,825 | $815,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 23,660 | $815,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 7,670 | $813,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 5,980 | $808,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 13,855 | $803,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 15,000 | $802,000 | thousands by filing date | call |
| ENVISION HEALTHCARE CORP | 29414D100 | COM | 12,840 | $797,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 34,354 | $796,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 16,641 | $796,000 | thousands by filing date | |
| IPATH S&P GSCI CRUDE OIL TOTAL | 06738C786 | EXCHANGE TRADED | 163,379 | $795,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 28,000 | $793,000 | thousands by filing date | call |
| UDR INC COM | 902653104 | REIT | 20,280 | $791,000 | thousands by filing date | |
| ANSYS INC COM | 03662Q105 | COM | 6,500 | $791,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 49,165 | $782,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 8,379 | $779,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 55,442 | $778,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 30,235 | $775,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 20,178 | $774,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 13,130 | $770,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 40,000 | $767,000 | thousands by filing date | call |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 11,700 | $764,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 64,350 | $763,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 8,060 | $757,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 13,650 | $756,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 11,226 | $751,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 35,000 | $747,000 | thousands by filing date | put |
| BJS RESTAURANTS INC | 09180C106 | COM | 20,000 | $745,000 | thousands by filing date | |
| ENDO INTL PLC | G30401106 | SHS | 66,720 | $745,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 4,138 | $742,000 | thousands by filing date | |
| ICON PUB LTD CO SHS | G4705A100 | Stock | 7,549 | $738,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 15,350 | $738,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 19,592 | $734,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 14,050 | $734,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 13,800 | $730,000 | thousands by filing date | put |
| SEALED AIR CORP NEW | 81211K100 | COM | 16,052 | $719,000 | thousands by filing date | |
| ARRIS INTL INC SHS | G0551A103 | SHS | 25,474 | $717,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 4,290 | $712,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 18,141 | $705,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 11,050 | $693,000 | thousands by filing date | |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 30,193 | $693,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 100,000 | $692,000 | thousands by filing date | |
| MONEYGRAM INTL INC | 60935Y208 | COM NEW | 40,000 | $689,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 3,380 | $687,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 25,000 | $687,000 | thousands by filing date | put |
| WESTERN UN CO COM | 959802109 | Stock | 35,620 | $679,000 | thousands by filing date | |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 13,750 | $677,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 5,850 | $669,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 33,900 | $669,000 | thousands by filing date | put |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 20,000 | $666,000 | thousands by filing date | call |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 646,000 | $665,000 | thousands by filing date | principal |
| COHERENT INC | 192479103 | COM | 2,947 | $664,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 7,035 | $656,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 13,679 | $655,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 9,002 | $653,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 16,517 | $641,000 | thousands by filing date | |
| MICROSEMI CORP | 595137100 | COM | 13,668 | $640,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 15,080 | $639,000 | thousands by filing date | |
| QORVO INC COM | 74736K101 | Stock | 10,087 | $639,000 | thousands by filing date | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 18,590 | $639,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 50,000 | $639,000 | thousands by filing date | put |
| UNISYS CORP | 909214306 | COMMON STOCK | 50,000 | $639,000 | thousands by filing date | call |
| CALATLANTIC GROUP INC | 128195104 | COM | 18,038 | $638,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 17,880 | $636,000 | thousands by filing date | |
| MAXIMUS INC | 577933104 | COM | 10,149 | $636,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 64,400 | $635,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 6,890 | $628,000 | thousands by filing date | |
| SNAP INC | 83304A106 | CL A | 35,200 | $627,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 45,665 | $624,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 11,516 | $623,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 68,441 | $620,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 8,096 | $618,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 500,000 | $617,000 | thousands by filing date | principal |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 60,016 | $615,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 517,000 | $615,000 | thousands by filing date | principal |
| WESCO INTL INC COM | 95082P105 | Stock | 10,729 | $614,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 15,891 | $614,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 13,369 | $609,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 25,462 | $608,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 47,500 | $607,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 35,547 | $603,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 11,023 | $602,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 34,800 | $602,000 | thousands by filing date | put |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 9,490 | $596,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 32,240 | $591,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 6,175 | $589,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 21,400 | $588,000 | thousands by filing date | |
| MERCADOLIBREINC | 58733R102 | STOK | 2,331 | $585,000 | thousands by filing date | |
| Mallinckrodt Plc | G5785G107 | SHS | 13,065 | $585,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 50,000 | $584,000 | thousands by filing date | put |
| ALLEGION PLC | G0176J109 | ORD SHS | 7,150 | $580,000 | thousands by filing date | |
| UNITED BANKSHARES INC WEST VA COM | 909907107 | Stock | 14,790 | $579,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 4,900 | $577,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 9,700 | $577,000 | thousands by filing date | |
| TRUECAR INC | 89785L107 | COM | 28,600 | $570,000 | thousands by filing date | call |
| TOLL BROTHERS INC COM | 889478103 | Stock | 14,412 | $569,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 8,320 | $567,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 28,847 | $564,000 | thousands by filing date | |
| WAGEWORKS INC | 930427109 | COM | 8,406 | $564,000 | thousands by filing date | |
| WOODWARD INC COM | 980745103 | Stock | 8,310 | $562,000 | thousands by filing date | |
| CNH INDL N V SHS | N20944109 | Stock | 49,214 | $559,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 36,971 | $559,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 8,598 | $557,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 25,870 | $557,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 21,480 | $555,000 | thousands by filing date | |
| SENSATA TECHNOLOGIES HOLDING | N7902X106 | COMMON STOCK-FO | 13,000 | $555,000 | thousands by filing date | call |
| OCWEN FINL CORP | 675746309 | COM NEW | 200,000 | $542,000 | thousands by filing date | call |
| ITT INC COM | 45073V108 | Stock | 13,460 | $541,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 6,290 | $540,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 32,589 | $539,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 14,360 | $538,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 625,000 | $536,000 | thousands by filing date | principal |
| SPLUNK INC | 848637104 | COM | 9,364 | $533,000 | thousands by filing date | |
| ASPEN TECHNOLOGY INC | 045327103 | COM | 9,582 | $530,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 7,361 | $529,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 13,650 | $526,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 8,970 | $521,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 29,400 | $519,000 | thousands by filing date | |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 2,771 | $515,000 | thousands by filing date | |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 9,430 | $513,000 | thousands by filing date | |
| FACTSET RESH SYS INC COM | 303075105 | Stock | 3,066 | $510,000 | thousands by filing date | |
| JABIL INC COM | 466313103 | Stock | 17,444 | $509,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 7,121 | $508,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 11,830 | $508,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 17,183 | $506,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 30,832 | $501,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 15,586 | $500,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 30,687 | $500,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 22,815 | $499,000 | thousands by filing date | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 17,250 | $499,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 7,280 | $498,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 17,680 | $494,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 12,294 | $491,000 | thousands by filing date | |
| SINA CORP | G81477104 | ORD | 5,781 | $491,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 8,000 | $491,000 | thousands by filing date | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 4,840 | $487,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 23,257 | $486,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 10,892 | $486,000 | thousands by filing date | |
| HEALTHCARE SVCS GROUP INC | 421906108 | COM | 10,370 | $486,000 | thousands by filing date | |
| NUVASIVE INC | 670704105 | COM | 6,300 | $485,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 13,000 | $484,000 | thousands by filing date | |
| CHEMICAL FINANCIAL CORP | 163731102 | COM | 9,940 | $482,000 | thousands by filing date | |
| UMPQUA HOLDINGS | 904214103 | COM | 26,250 | $482,000 | thousands by filing date | |
| CULLEN FROST BANKERS INC COM | 229899109 | Stock | 5,120 | $481,000 | thousands by filing date | |
| CONDUENT INC | 206787103 | COM | 30,000 | $480,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700106 | COM | 20,000 | $478,000 | thousands by filing date | put |
| CONTINENTAL RES INC | 212015101 | COM | 14,800 | $478,000 | thousands by filing date | |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 230,000 | $477,000 | thousands by filing date | principal |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 21,725 | $476,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 3,066 | $476,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 12,179 | $471,000 | thousands by filing date | |
| VCA ANTECH INC | 918194101 | COM | 5,100 | $471,000 | thousands by filing date | put |
| XEROX CORP | 984121608 | COM NEW | 16,353 | $470,000 | thousands by filing date | |
| AVID TECHNOLOGY INC | 05367P100 | COM | 90,000 | $470,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 2,800 | $468,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 5,754 | $468,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 10,132 | $466,000 | thousands by filing date | |
| DIREXION SHS EXCH TRD FD DAILY 30 YR TREAS BEAR | 25459Y678 | ETF | 23,850 | $465,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 7,166 | $464,000 | thousands by filing date | |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 9,594 | $461,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 12,580 | $461,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 5,900 | $460,000 | thousands by filing date | put |
| FLOWSERVE CORP | 34354P105 | COM | 9,880 | $458,000 | thousands by filing date | |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 408,000 | $458,000 | thousands by filing date | principal |
| GRAND CANYON ED INC COM | 38526M106 | Stock | 5,800 | $455,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 9,216 | $449,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 57,166 | $449,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 4,088 | $447,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 8,190 | $444,000 | thousands by filing date | |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 12,160 | $441,000 | thousands by filing date | |
| EATON VANCE CORP | 278265103 | COM NON VTG | 9,263 | $439,000 | thousands by filing date | |
| CSRA INC | 12650T104 | COM | 13,746 | $436,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 7,900 | $434,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 17,991 | $434,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 4,160 | $432,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 29,347 | $432,000 | thousands by filing date | |
| CORE LABORATORIES N V | N22717107 | COM | 4,198 | $426,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 19,627 | $424,000 | thousands by filing date | |
| ENOVIS CORP | 194014106 | COMMON STOCK | 10,825 | $424,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 4,476 | $421,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 6,502 | $419,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 13,279 | $416,000 | thousands by filing date | |
| MKS INC. COM | 55306N104 | Stock | 6,139 | $414,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 8,297 | $412,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 32,992 | $411,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 78,712 | $406,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 15,463 | $405,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 3,106 | $403,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 15,990 | $403,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 12,247 | $398,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 13,082 | $396,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 26,439 | $394,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 653 | $391,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 146,200 | $390,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 5,237 | $385,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 3,011 | $384,000 | thousands by filing date | |
| BANKUNITED INC | 06652K103 | COM | 11,386 | $384,000 | thousands by filing date | |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 3,820 | $383,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 8,861 | $382,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 7,921 | $382,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 2,125 | $382,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 15,206 | $380,000 | thousands by filing date | |
| BIO-TECHNE CORP | 09073M104 | COM | 3,200 | $375,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 11,280 | $371,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 7,508 | $368,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845P108 | COM | 3,023 | $366,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 6,982 | $361,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 21,580 | $360,000 | thousands by filing date | |
| POWERSHARES | 73936Q769 | EXCHANGE TRADED | 15,545 | $360,000 | thousands by filing date | |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 49,908 | $359,000 | thousands by filing date | |
| CHEESECAKE FACTORY INC | 163072101 | COM | 7,087 | $357,000 | thousands by filing date | |
| CATHAY GEN BANCORP | 149150104 | COM | 9,289 | $354,000 | thousands by filing date | |
| ASGN INC | 682159108 | COM | 6,500 | $352,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 7,586 | $349,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 2,711 | $348,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 10,703 | $347,000 | thousands by filing date | |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 5,748 | $347,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 3,513 | $347,000 | thousands by filing date | |
| FLOWERS FOODS INC COM | 343498101 | Stock | 19,975 | $346,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 5,140 | $344,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 3,726 | $343,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 7,000 | $340,000 | thousands by filing date | call |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 31,596 | $336,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 6,348 | $335,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 22,782 | $335,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 24,613 | $333,000 | thousands by filing date | |
| HILL ROM HLDGS INC | 431475102 | COM | 4,177 | $332,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 5,200 | $329,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 14,100 | $328,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 2,397 | $327,000 | thousands by filing date | |
| IMPERVA INC | 45321L100 | COM | 6,800 | $327,000 | thousands by filing date | call |
| TXNM ENERGY INC COM | 69349H107 | Stock | 8,510 | $326,000 | thousands by filing date | |
| VECTREN CORP | 92240G101 | COM | 5,566 | $326,000 | thousands by filing date | |
| SOUTHWEST GAS HLDGS INC COM | 844895102 | Stock | 4,403 | $322,000 | thousands by filing date | |
| BANK OF THE OZARKS | 063904106 | COM | 6,826 | $320,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 7,200 | $316,000 | thousands by filing date | call |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 5,731 | $316,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 5,000 | $316,000 | thousands by filing date | put |
| MASTEC INC COM | 576323109 | Stock | 7,000 | $315,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 286,000 | $312,000 | thousands by filing date | principal |
| NEWMARKET CORP COM | 651587107 | Stock | 671 | $309,000 | thousands by filing date | |
| TFS FINL CORP | 87240R107 | COM | 19,943 | $309,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 10,906 | $303,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 5,018 | $294,000 | thousands by filing date | |
| FAIR ISAAC CORP COM | 303250104 | Stock | 2,100 | $293,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 2,277 | $290,000 | thousands by filing date | |
| PROSPERITY BANCSHARES INC | 743606105 | COM | 4,494 | $288,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 97,500 | $287,000 | thousands by filing date | call |
| UNDER ARMOUR INC | 904311206 | CL C | 13,910 | $287,000 | thousands by filing date | |
| PATTERSON COS INC | 703395103 | COM | 6,110 | $287,000 | thousands by filing date | |
| FIVE BELOW INC COM | 33829M101 | Stock | 5,791 | $285,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 3,738 | $283,000 | thousands by filing date | |
| PROOFPOINT INC | 743424103 | COM | 3,250 | $282,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 15,000 | $281,000 | thousands by filing date | put |
| LANDSTAR SYS INC COM | 515098101 | Stock | 3,260 | $280,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 16,929 | $277,000 | thousands by filing date | |
| MERCURY GENL CORP NEW | 589400100 | COM | 5,121 | $277,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 4,100 | $273,000 | thousands by filing date | |
| PROSHARES TR II SHT | 74347W627 | VIX ST TRM | 1,706 | $267,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 6,142 | $265,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 5,739 | $265,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 7,879 | $264,000 | thousands by filing date | |
| SEABOARD CORP DEL | 811543107 | COM | 67 | $264,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 6,862 | $262,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 3,578 | $262,000 | thousands by filing date | |
| REGAL ENTMT GROUP | 758766109 | CL A | 12,685 | $260,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 250,000 | $259,000 | thousands by filing date | principal |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 10,286 | $252,000 | thousands by filing date | |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 9,200 | $249,000 | thousands by filing date | put |
| TORO CO | 891092108 | COM | 3,577 | $248,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 3,121 | $248,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 2,683 | $246,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 7,076 | $244,000 | thousands by filing date | |
| MICHAELS COS INC | 59408Q106 | COM | 13,057 | $242,000 | thousands by filing date | |
| SNYDERS LANCE INC | 833551104 | COM | 6,908 | $241,000 | thousands by filing date | |
| LINE CORP | 53567X101 | SPONSORED ADR | 6,906 | $241,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 3,833 | $240,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 3,448 | $239,000 | thousands by filing date | |
| FIREEYE INC | 31816Q101 | COM | 15,645 | $238,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 12,492 | $237,000 | thousands by filing date | |
| ENLINK MIDSTREAM LLC | 29336T100 | COM UNIT REP LTD | 13,365 | $235,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 7,100 | $234,000 | thousands by filing date | call |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 33,600 | $232,000 | thousands by filing date | call |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 4,000 | $230,000 | thousands by filing date | call |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 1,091 | $229,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 10,211 | $227,000 | thousands by filing date | |
| STRATASYS LTD | M85548101 | SHS | 9,744 | $227,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 3,521 | $225,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 4,353 | $222,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 6,915 | $221,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 1,838 | $220,000 | thousands by filing date | |
| CATALENT INC USD 0.01 | 148806102 | COM | 6,267 | $220,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 6,290 | $220,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 5,204 | $219,000 | thousands by filing date | |
| NATIONAL GEN HLDGS CORP | 636220303 | COM | 10,255 | $217,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 16,185 | $216,000 | thousands by filing date | |
| GLOBALSTAR INC | 378973408 | COM | 100,592 | $214,000 | thousands by filing date | |
| ATLANTICA YIELD PLC | G0751N103 | SHS | 10,000 | $213,000 | thousands by filing date | put |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 4,000 | $213,000 | thousands by filing date | put |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 1,520 | $212,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 186,000 | $210,000 | thousands by filing date | principal |
| PENNEY J C INC | 708160106 | COM | 45,000 | $209,000 | thousands by filing date | put |
| PAYLOCITY HLDG CORP COM | 70438V106 | Stock | 4,602 | $208,000 | thousands by filing date | |
| DUN & BRADSTREET CORP DEL NE | 26483E100 | COM | 1,906 | $206,000 | thousands by filing date | |
| IBERIABANK CORP | 450828108 | COM | 2,510 | $205,000 | thousands by filing date | |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 150,000 | $205,000 | thousands by filing date | principal |
| MASIMO CORP COM | 574795100 | Stock | 2,207 | $202,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 3,839 | $202,000 | thousands by filing date | |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 2,123 | $201,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 14,400 | $195,000 | thousands by filing date | call |
| CONTINENTAL RES INC | 212015101 | COM | 6,000 | $194,000 | thousands by filing date | call |
| SERITAGE GROWTH PPTYS | 81752R100 | CL A | 4,600 | $193,000 | thousands by filing date | put |
| AK STEEL HOLDING CORP | 001547108 | COM | 28,700 | $188,000 | thousands by filing date | |
| RENREN INC | 759892201 | SPON ADR A NEW | 30,400 | $187,000 | thousands by filing date | |
| URANIUM ENERGY CORP COM | 916896103 | Stock | 116,728 | $186,000 | thousands by filing date | |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 147,000 | $186,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 165,000 | $170,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 157,000 | $164,000 | thousands by filing date | principal |
| TIME INC NEW | 887228104 | COM | 11,200 | $161,000 | thousands by filing date | call |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 25,000 | $158,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 1,500 | $137,000 | thousands by filing date | put |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 150,000 | $136,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 1,500 | $130,000 | thousands by filing date | put |
| NEWS CORP NEW | 65249B208 | CL B | 9,100 | $129,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 1,422 | $129,000 | thousands by filing date | |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 109,000 | $121,000 | thousands by filing date | principal |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 11,081 | $116,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 1,800 | $115,000 | thousands by filing date | put |
| SERVICESOURCE INTL LLC | 81763U100 | COM | 29,597 | $115,000 | thousands by filing date | |
| GOPRO INC | 38268T103 | CL A | 13,769 | $112,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 2,535 | $109,000 | thousands by filing date | |
| ACCURAY INC DEL | 004397105 | COM | 20,000 | $95,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 2,757 | $92,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 19,390 | $90,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 1,626 | $89,000 | thousands by filing date | |
| BANCO SANTANDER SA ADR | 05964H105 | ADR | 12,179 | $81,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354107 | COM | 8,500 | $76,000 | thousands by filing date | put |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 857 | $75,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 276,800 | $54,000 | thousands by filing date | call |
| IMPAX LABORATORIES INC | 45256BAE1 | NOTE 2.000% 6/1 | 61,000 | $53,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 35,000 | $47,000 | thousands by filing date | principal |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 2,022 | $43,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 5,774 | $40,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 53,000 | $40,000 | thousands by filing date | principal |
| Citigroup Inc. | 172967424 | COM | 175,000 | $34,000 | thousands by filing date | put |
| ACUITY INC COM | 00508Y102 | Stock | 100 | $20,000 | thousands by filing date | call |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 20,000 | $17,000 | thousands by filing date | principal |
| SELECT COMFORT CORP | 81616X103 | COM | 396 | $14,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 358 | $11,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 100 | $10,000 | thousands by filing date | put |
| CSG SYSTEMS | 126349109 | COM | 198 | $8,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 1,452 | $8,000 | thousands by filing date | |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 930 | $0 | thousands by filing date | principalValue filed as zero, left out of ratios. |
| ALON USA ENERGY INC | 020520102 | COM | 754,772 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIBERTY LATIN AMERICA CL A ORD | G5480U138 | COM | 18 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-032193 | this filing | 2017-08-15 | acceptance time not in the bulk data set |