13F-HR filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR for the quarter ended 2015-03-31, filed 2015-05-15, with 592 holding rows worth $7,950,901,000.
- Accession
- 0001288136-15-000041
- Filer
- CIK 1288136
- Filed
- 2015-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2015
A holdings report, 593 entries on the cover page, a total value of $7,950,901,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $7,950,901,000 with VALUE read as thousands by filing date, 13F file number 028-10902. 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 6,526,400 | $1,347,244,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DIRECTV | 25490A309 | COM | 3,039,835 | $258,689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL GAME TECHNOLOG | 459902102 | COM | 12,129,310 | $211,170,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 13,406,586 | $198,284,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 191,839,000 | $192,356,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LORILLARD INC | 544147101 | COM | 2,821,642 | $184,394,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 5,401,500 | $176,360,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 5,587,415 | $163,097,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OFFICE DEPOT INC | 676220106 | COM | 16,733,058 | $153,945,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TALISMAN ENERGY INC | 87425E103 | COM | 18,411,024 | $141,398,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRW AUTOMOTIVE HLDGS CORP | 87264S106 | COM | 1,271,630 | $133,329,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 2,898,561 | $130,783,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,150,000 | $104,202,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 1,330,075 | $100,753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 5,500 | $97,405,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them.Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| HCA Healthcare Inc | 40412C101 | COM | 1,291,600 | $97,168,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 1,933,876 | $94,045,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 53,433,000 | $85,790,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 3,156,327 | $80,991,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIME WARNER CABLE INC | 88732J207 | COM | 482,342 | $72,295,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 1,130,226 | $70,515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 38259p508 | COM | 124,766 | $69,208,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 68,950,000 | $68,598,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ACTAVIS PLC | G0083B116 | PFD CONV SER A | 65,000 | $66,881,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 3,209,117 | $65,209,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 693,113 | $64,127,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 109,064,000 | $59,985,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 456,564 | $59,097,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 944,366 | $55,378,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 33,684,000 | $52,527,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BAKER HUGHES INC | 057224107 | COM | 821,628 | $52,242,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 871,473 | $51,592,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 843,852 | $50,894,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 2,153,886 | $50,273,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 1,000,000 | $45,120,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Concho Resources Inc. | 20605P101 | COM | 383,420 | $44,446,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 993,584 | $43,598,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 42,985,000 | $41,378,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KINDRED HEALTHCARE INC | 494580103 | COM | 1,707,761 | $40,627,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 4,687,018 | $38,339,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 24,000,000 | $35,359,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,115,000 | $34,978,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 700,000 | $34,597,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 38,500,000 | $32,483,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 778,200 | $31,230,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 996,988 | $30,808,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 34,728,000 | $30,474,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HUNTSMAN CORP | 447011107 | COM | 1,374,034 | $30,462,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 31,355,000 | $29,788,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YELP INC CL A | 985817105 | Stock | 594,860 | $28,166,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RAIT FINANCIAL TRUST | 749227AA2 | NOTE 7.000% 4/0 | 23,594,000 | $27,929,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 306,695 | $27,912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 29,544,000 | $27,047,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HCP INC | 40414L109 | COM | 625,100 | $27,010,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 543,925 | $26,794,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 338,666 | $26,023,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 311,554 | $25,615,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 21,999 | $25,609,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 35,000,000 | $25,353,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AMDOCS LTD | G02602103 | SHS | 93,379 | $25,235,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 1,183,805 | $25,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,239,521 | $25,106,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 26,000,000 | $24,635,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 293,537 | $24,306,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 680,746 | $24,139,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 23,500,000 | $24,003,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 384,834 | $23,975,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 1,240,614 | $23,293,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP INC | 98235T107 | COM | 886,291 | $22,866,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ConocoPhillips | 20825C104 | COM | 346,411 | $21,567,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APOLLO RESIDENTIAL MORTGAGE | 03763V102 | COM | 1,348,101 | $21,502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 21,250,000 | $21,442,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 176,760 | $20,773,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 98,846 | $20,599,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 320,000 | $20,534,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARNES & NOBLE INC | 067774109 | COMMON STOCK | 859,119 | $20,404,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERXION HOLDING N.V | N47279109 | SHS | 719,352 | $20,286,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 333,450 | $20,218,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MIG 5 3/15/20 | 58319PAC2 | Bond 30/360P2 U | 17,500,000 | $20,056,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YAHOO INC | 984332106 | COM | 448,445 | $19,926,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 16,560,000 | $19,915,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HRG GROUP INC COM | 40434J100 | Stock | 1,576,302 | $19,672,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 184,454 | $19,649,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ABENGOA YIELD PLC | G00349103 | ORD SHS | 576,621 | $19,478,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 779,740 | $19,314,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL ELEC CO | 369604103 | COM | 773,396 | $19,188,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 381,472 | $18,887,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AbbVie,Inc. | 00287Y109 | COM | 316,379 | $18,520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWFIELD EXPL CO | 651290108 | COM | 515,508 | $18,090,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UnitedHealth Group Inc | 91324P102 | COM | 143,856 | $17,016,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVASIVE INC | 670704105 | COM | 366,885 | $16,873,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 90,726 | $16,843,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 305,174 | $16,720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EOG RES INC COM | 26875P101 | Stock | 181,834 | $16,673,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARMOUR RESIDENTIAL REIT IN | 042315101 | COM | 5,219,607 | $16,546,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 200,000 | $16,444,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| COMPUTER SCIENCES CORP | 205363104 | COM | 250,000 | $16,320,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RTI INTL METALS INC 3.000 | 74973WAA5 | NOTE 3.000%12/0 | 14,000,000 | $15,380,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 240,498 | $15,299,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 283,200 | $15,272,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 335,917 | $14,901,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 1,013,085 | $14,406,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 519,300 | $14,088,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WEST CORP | 952355204 | COM | 415,866 | $14,027,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Eaton Corp. Plc | G29183103 | COM | 206,422 | $14,024,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 250,000 | $13,638,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Union Pacific Corporation | 907818108 | COM | 125,000 | $13,539,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 258,742 | $13,528,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 1,041,643 | $13,343,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 13,500,000 | $13,322,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ROSETTA RESOURCES INC | 777779307 | COM | 751,207 | $12,786,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 14,157,000 | $12,716,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ALLY FINL INC COM | 02005N100 | Stock | 599,280 | $12,572,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 14,000,000 | $12,390,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JARDEN CORP | 471109108 | COM | 229,510 | $12,141,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FEDEX CORP COM | 31428X106 | Stock | 72,305 | $11,963,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| E M C CORP MASS | 268648102 | COM | 468,051 | $11,963,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GCAP 4.1250 18 | 36268WAB6 | Bond 30/360P2 U | 11,250,000 | $11,953,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 130,100 | $11,841,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 526,321 | $11,758,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Boston Scientific Corporation | 101137107 | COM | 660,128 | $11,718,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 407,400 | $11,716,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 1,044,435 | $11,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EURONAV NV ANTWERPEN | B38564124 | SHS TEMP | 937,756 | $11,309,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORTINET INC COM | 34959E109 | Stock | 319,987 | $11,183,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 616,831 | $11,079,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 413,886 | $11,022,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RUBICON PROJ INC | 78112V102 | COM | 612,092 | $10,969,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 9,275,000 | $10,930,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Stryker Corporation | 863667101 | COM | 118,163 | $10,901,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 482,151 | $10,887,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MYLAN NV | N59465109 | SHS EURO | 181,887 | $10,795,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECLIPSE RES CORP | 27890G100 | COM | 1,916,195 | $10,769,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOHAWK INDS INC | 608190104 | COM | 56,065 | $10,414,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORP | 74348TAC6 | NOTE 6.250% | 9,998,000 | $10,272,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 10,000,000 | $10,258,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HEALTHWAYS INC | 422245100 | COM | 518,765 | $10,220,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 1,267,757 | $10,028,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 79,400 | $9,874,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MENTOR GRAPHICS CORP | 587200106 | COM | 410,600 | $9,867,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RCS CAP CORP | 74937W102 | COM CL A | 925,000 | $9,842,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 60,000 | $9,811,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLEAN HARBORS INC COM | 184496107 | Stock | 170,261 | $9,667,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $9,598,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 120,000 | $9,569,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS INC | 14161H108 | COMMON STOCK | 250,558 | $9,422,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RetailMeNot Inc | 76132B106 | COM SER 1 | 513,797 | $9,254,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CEPHEID | 15670R107 | COM | 162,400 | $9,240,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAP SE SPON ADR | 803054204 | ADR | 127,071 | $9,170,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINET GROUP INC COM | 896288107 | Stock | 259,114 | $9,129,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Scorpio Bulkers Inc. | Y7546A106 | EQ | 3,760,108 | $8,912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 89,700 | $8,898,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 3,350,000 | $8,897,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 489,494 | $8,684,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 156,481 | $8,683,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RICE ENERGY INC | 762760106 | COM | 384,102 | $8,358,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LENNAR CORP CL A | 526057104 | Stock | 159,791 | $8,279,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORNIER NV | N87237108 | COMMON STOCK-FO | 310,210 | $8,134,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lockheed Martin Corporation | 539830109 | COM | 40,000 | $8,118,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IMPRIVATA INC | 45323J103 | Cmn | 579,118 | $8,107,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES COML REAL ESTATE CORP | 04013VAB4 | NOTE 7.000%12/1 | 7,975,000 | $8,072,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288752 | US HOME CONS ETF | 283,862 | $8,013,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHILLIPS 66 COM | 718546104 | Stock | 101,300 | $7,962,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 829,763 | $7,858,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287192 | US TRSPRTION | 50,000 | $7,831,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 100,000 | $7,740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760C107 | COM | 221,646 | $7,705,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 1,040,405 | $7,574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 750,000 | $7,350,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RITE AID CORP | 767754BU7 | CNV | 2,150,000 | $7,263,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 6,000,000 | $7,218,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NOBLE CORP PLC | G65431101 | SHS USD | 502,808 | $7,180,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ORION S.A. | L72967109 | COM | 394,998 | $7,110,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 80,600 | $7,077,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GLOBUS MED INC CL A | 379577208 | Stock | 280,153 | $7,071,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NextEra Energy,Inc. | 65339F101 | COM | 66,556 | $6,925,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Salesforce.com, Inc | 79466L302 | COM | 102,440 | $6,845,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CORNING INC | 219350105 | COM | 297,000 | $6,736,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 147,700 | $6,543,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NISOURCE INC COM | 65473P105 | Stock | 146,550 | $6,472,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 103,300 | $6,397,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZIFF DAVIS INC | 48123V102 | COM | 96,875 | $6,363,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRST TR HIGH INCOME L/S FD | 33738E109 | COM | 384,994 | $6,305,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH YIELD DEF | 95768B107 | COM | 374,341 | $6,121,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINSEO S A | L9340P101 | SHS | 307,515 | $6,089,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 35,040 | $6,055,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 149,700 | $6,007,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 60,000 | $5,932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 80,328 | $5,825,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACKAGING CORP AMER COM | 695156109 | Stock | 71,600 | $5,598,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ST JUDE MED INC | 790849103 | COM | 83,725 | $5,476,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINOVAC BIOTECH LTD | P8696W104 | SHS | 1,095,041 | $5,431,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 150,000 | $5,429,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 5,000,000 | $5,394,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AB0 | NOTE 4.250%11/1 | 7,711,000 | $5,267,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LDR HLDG CORP | 50185U105 | COM | 142,745 | $5,230,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 5,000,000 | $5,219,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WAYFAIR INC | 94419L101 | CL A | 162,000 | $5,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 2,500,000 | $5,196,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BROOKFIELD HIGH INCOME FD INC COM | 11272P102 | CEF | 584,991 | $5,159,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 305,164 | $4,946,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPY | 78462F103 | SHS | 23,800 | $4,914,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| BOULEVARD ACQUI | 10157P104 | Common Stock | 500,000 | $4,900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWITTER INC | 90184L102 | COM | 95,900 | $4,803,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Dow Chemical Company | 260543103 | COM | 100,000 | $4,798,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH INCOME OP | 95766K109 | COM | 901,261 | $4,796,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 50,000 | $4,768,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 150,000 | $4,673,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 40,000 | $4,546,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| FIFTH STR ASSET MGMT INC | 31679P109 | CL A COM | 401,803 | $4,529,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LITHIA MTRS INC COM | 536797103 | Stock | 45,000 | $4,473,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALLIDUS SOFTWARE INC | 13123E500 | COM | 351,740 | $4,460,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MTRS CO | 37045V118 | *W EXP 07/10/201 | 159,888 | $4,437,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RAS 4 10/1/33 | 749227AB0 | Bond 30/360P2 U | 5,150,000 | $4,403,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RIVERBED TECHNOLOGY INC | 768573107 | COM | 207,255 | $4,334,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEUBERGER BERMAN HIGH YIELD ST | 64128C106 | COM | 344,264 | $4,249,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACUITY INC COM | 00508Y102 | Stock | 25,000 | $4,204,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRUKER CORP | 116794108 | COM | 212,831 | $3,931,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 59,000 | $3,903,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OPENLANE INC | 48238T109 | COM | 100,000 | $3,793,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STRATEGY INC CL A NEW | 594972408 | Stock | 22,257 | $3,766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 274,420 | $3,754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 90,000 | $3,726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOMEAWAY INC | 43739Q100 | COM | 120,444 | $3,634,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 110,000 | $3,612,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TE CONNECTIVITY LTD | H84989104 | SHS | 50,000 | $3,581,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 2,500,000 | $3,480,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 60,000 | $3,432,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 53,531 | $3,419,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IKANG HEALTHCARE GROUP INC | 45174L108 | SPONSORED ADR | 210,000 | $3,406,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 67,438 | $3,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAXPOINT INTERACTIVE INC | 57777M102 | Cmn | 350,027 | $3,353,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 76,459 | $3,206,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 60,000 | $3,133,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUNGE LTD | G16962105 | COM | 37,851 | $3,117,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RELIANCE INC | 759509102 | COM | 50,000 | $3,054,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNEY J C INC | 708160106 | COM | 357,457 | $3,006,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEVY ACQUISITION CORP-CW18 | 52748T112 | W | 732,306 | $3,002,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATI INC COM | 01741R102 | Stock | 100,000 | $3,001,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARDMORE SHIPPING CORP | Y0207T100 | COM | 295,451 | $2,975,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 48,053 | $2,953,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EAGLE MATLS INC COM | 26969P108 | Stock | 35,000 | $2,925,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENVESTNET INC | 29404K106 | COM | 51,700 | $2,899,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WABTEC COM | 929740108 | Stock | 30,000 | $2,850,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRST TR STRATEGIC HIGH INC | 337353304 | COM SHS NEW | 199,987 | $2,844,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q106 | COM | 325,481 | $2,835,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 76,178 | $2,833,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 2,000,000 | $2,725,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 2,500,000 | $2,716,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PINNACLE WEST CAP CORP | 723484101 | COM | 42,369 | $2,701,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MGE ENERGY INC | 55277P104 | COM | 59,057 | $2,617,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chubb Corporation | 171232101 | Equity | 25,714 | $2,600,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 48,368 | $2,593,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XCELENERGY INC | 98389B100 | COM | 72,553 | $2,525,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 22,448 | $2,427,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HATTERAS FINL CORP | 41902R103 | COM | 132,629 | $2,407,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 31,683 | $2,405,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALHI INC NEW | 918905100 | COM | 381,065 | $2,374,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 25,778 | $2,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 46,883 | $2,351,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSOLIDATED EDISON INC | 209115104 | COM | 38,498 | $2,349,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MONTPELIER RE HLDGS LTD SH | G62185106 | COM | 60,880 | $2,340,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JONESTOWN BK &TR CO PA COM | 48019R108 | COM | 259,746 | $2,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOREST CITY ENTERPRISES INC | 345550AR8 | NOTE 3.625% 8/1 | 2,000,000 | $2,332,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 33,322 | $2,329,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 48,844 | $2,307,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 48,000 | $2,304,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET MGD HI INCM FD | 95766L107 | COM | 445,258 | $2,302,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCC INS HLDGS INC | 404132102 | COM | 40,198 | $2,278,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Southern Company | 842587107 | COM | 51,254 | $2,270,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITE MTNS INS GROUP LTD | G9618E107 | COM | 3,291 | $2,252,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 43,527 | $2,245,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MANULIFE FINL CORP | 56501R106 | COM | 104,062 | $2,237,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 59,834 | $2,219,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATENTO S A | L0427L105 | SHS | 186,500 | $2,217,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 20,685 | $2,215,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 4,540 | $2,211,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLUE BIRD CORP | 095306106 | COM | 213,103 | $2,184,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 18,076 | $2,182,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOSCRIP INC | 09069N108 | COM | 491,522 | $2,177,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 20,643 | $2,174,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 51,391 | $2,163,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 53,221 | $2,159,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORP COM | 084423102 | Stock | 42,710 | $2,158,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW JERSEY RES CORP | 646025106 | COM | 69,164 | $2,148,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F104 | COM SER A | 69,294 | $2,132,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 41,150 | $2,107,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 2,157,000 | $2,103,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 12,055 | $2,098,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 139,860 | $2,090,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 124,728 | $2,087,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ORBCOMM INC | 68555P100 | COM | 345,792 | $2,064,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCWEN FINL CORP | 675746309 | COM NEW | 250,000 | $2,062,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TECO ENERGY INC | 872375100 | COM | 106,188 | $2,060,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROASSURANCE CORP | 74267C106 | COM | 44,838 | $2,059,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMEREN CORP COM | 023608102 | Stock | 48,625 | $2,052,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VECTREN CORP | 92240G101 | COM | 46,479 | $2,051,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 500,000 | $2,050,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Philip Morris International Inc. | 718172109 | COM | 27,109 | $2,043,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F302 | COM SER C | 69,277 | $2,042,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 195,499 | $2,034,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 62,261 | $2,033,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHWEST NATURAL GAS CO | 667655104 | COM | 42,350 | $2,031,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 63,900 | $2,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 57,744 | $1,995,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUMMIT MATERIALS INC CLASS A | 86614U100 | CL A | 89,910 | $1,992,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 74,412 | $1,985,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 25,430 | $1,971,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 41,488 | $1,966,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIEDMONT NATURAL GAS CO | 720186105 | COM | 53,147 | $1,962,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | G81477104 | ORD | 61,000 | $1,961,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POTLATCHDELTIC CORPORATION | 737630103 | COM | 48,362 | $1,936,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 19,204 | $1,915,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 33,400 | $1,839,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FMSA HLDGS INC | 30255X106 | COM | 250,600 | $1,814,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DTE ENERGY CO COM | 233331107 | Stock | 21,913 | $1,768,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 21,571 | $1,712,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 40,529 | $1,705,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PARKWAY PPTYS INC | 70159Q104 | COM | 97,500 | $1,691,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAVELIN MTG INVT CORP | 47200B104 | COM | 223,546 | $1,689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 22,079 | $1,685,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP SR FLOATING LTD | 02504D108 | COM | 122,440 | $1,604,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 29,521 | $1,600,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 25,016 | $1,589,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLUE CAP REINS HLDGS LTD COM COM | G1190F107 | COM | 90,571 | $1,568,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFLAC INC COM | 001055102 | Stock | 24,443 | $1,565,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Duke Energy Corporation | 26441C204 | COM | 20,210 | $1,552,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPORTSMANS WHSE HLDGS INC | 84920Y106 | COM | 191,004 | $1,527,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 28,117 | $1,524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHINA MOBILE GAMES & ENTERTAINMENT LTD | 16952T100 | COM | 90,900 | $1,515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCHILL DOWNS INC | 171484108 | COM | 13,107 | $1,507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Wells Fargo & Company | 949746101 | COM | 27,678 | $1,506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 19,200 | $1,495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAXTER INTL INC | 071813109 | COM | 21,803 | $1,493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACE LTD | H0023R105 | SHS | 13,382 | $1,492,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 29,500 | $1,491,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 25,540 | $1,485,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCWEN FINL CORP | 675746309 | COM NEW | 180,000 | $1,485,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walmart Inc. | 931142103 | COM | 18,045 | $1,484,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIO RAD LABS INC | 090572207 | CL A | 10,918 | $1,476,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTMORELAND COAL CO XXX | 960878106 | COM | 55,057 | $1,474,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 15,080 | $1,469,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 18,499 | $1,458,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 20,972 | $1,454,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 51,107 | $1,453,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WISCONSIN ENERGY CORP | 976657106 | COMMON STOCK | 29,307 | $1,451,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIGAND PHARMACEUTICALS INC | 53220K504 | COM NEW | 18,700 | $1,442,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GREENBRIER COS INC | 393657101 | COM | 24,800 | $1,438,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 67,050 | $1,438,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VWO | 922042858 | SHS | 34,689 | $1,418,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 25,208 | $1,418,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 19,455 | $1,412,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 15,013 | $1,399,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WGL HLDGS INC | 92924F106 | COM | 24,734 | $1,395,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 68,131 | $1,385,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 19,403 | $1,381,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIAT CHRYSLER AUTOMOBILES N | N31738110 | MAN COV SEC 16 | 1,000,000 | $1,381,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DAVITA INC COM | 23918K108 | Stock | 16,924 | $1,375,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 21,367 | $1,371,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SLR INVESTMENT CORP | 83413U100 | COM | 67,640 | $1,369,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARD C R INC | 067383109 | COM | 8,135 | $1,361,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 17,720 | $1,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BALL CORP | 058498106 | COM | 19,207 | $1,357,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYSCOCORP | 871829107 | COM | 35,747 | $1,349,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 17,542 | $1,349,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 22,259 | $1,348,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 9,700 | $1,346,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CMS ENERGY CORP COM | 125896100 | Stock | 38,186 | $1,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 34,378 | $1,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYMETRA FINANCIAL CORP | 87151Q106 | COMMON STOCK | 56,816 | $1,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 21,577 | $1,329,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 32,810 | $1,326,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 34,250 | $1,323,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 40,083 | $1,323,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 24,332 | $1,319,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CACI INTL INC CL A | 127190304 | Stock | 14,620 | $1,315,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 23,592 | $1,305,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECT INCOME REIT | 81618T100 | COM SH BEN INT | 51,887 | $1,297,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Connections | 941053100 | COM | 26,935 | $1,297,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVISTA CORP COM | 05379B107 | Stock | 37,628 | $1,286,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AIR METHODS CORP | 009128307 | COM PAR $.06 | 27,537 | $1,283,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 25,981 | $1,282,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PS BUSINESS PKS INC CALIF | 69360J107 | COM | 15,331 | $1,273,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FS KKR CAPITAL CORP | 302635107 | COM | 125,098 | $1,268,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 125,000 | $1,256,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 9,248 | $1,255,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 19,666 | $1,249,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 20,249 | $1,238,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BOOT BARN HLDGS INC | 099406100 | COM | 51,600 | $1,234,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 65,341 | $1,229,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 31,846 | $1,215,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 19,234 | $1,212,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUESTAR CORP | 748356102 | COM | 50,369 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HERSHEY CO COM | 427866108 | Stock | 11,900 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 15,419 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURANT INC COM | 04621X108 | Stock | 19,398 | $1,191,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SFX ENTMT INC | 784178303 | COM | 287,600 | $1,176,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNEDISON INC | 86732Y109 | COM | 48,907 | $1,174,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 20,314 | $1,150,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYMANTEC CORP | 871503108 | COM | 48,959 | $1,144,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROSS STORES INC COM | 778296103 | Stock | 10,829 | $1,141,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 18,850 | $1,137,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UGI CORP NEW COM | 902681105 | Stock | 34,351 | $1,119,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 7,337 | $1,098,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CYTEC INDS INC | 232820100 | COM | 20,172 | $1,090,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARISTA NETWORKS INC | 040413106 | COM | 15,439 | $1,089,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENBURY RES INC | 247916208 | COM NEW | 144,999 | $1,058,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVALANCHE BIOT | 05337G107 | Common Stock | 25,894 | $1,050,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 1,000,000 | $1,033,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 23,695 | $1,027,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 5,827 | $1,015,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PG&E CORP COM | 69331C108 | Stock | 18,965 | $1,006,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STONE ENERGY CORP | 861642106 | COMMON STOCK | 68,459 | $1,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 39,846 | $1,004,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 10,300 | $998,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BXP INC COM | 101121101 | REIT | 7,100 | $997,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SL GREEN REALTY CORP | 78440X101 | COM | 7,736 | $993,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EATON VANCE TAX-ADVANTAGED BON | 27829M103 | COM SH BEN INT | 77,229 | $990,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INCYTE CORP COM | 45337C102 | Stock | 10,704 | $981,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APOLLO INVT CORP | 03761U106 | COM | 126,699 | $972,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JASON INDS INC | 471172114 | *W EXP 06/30/201 | 1,218,700 | $963,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITOL ACQUISITION CORP | 14056V113 | W | 899,321 | $899,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GARMIN LTD SHS | H2906T109 | Stock | 18,905 | $898,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 30,000 | $883,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 50,889 | $869,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MANAGED HIGH YIELD PLUS FD I | 561911108 | COM | 447,022 | $857,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q114 | *W EXP 05/09/201 | 537,800 | $855,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW AMERICA HIGH INCOME FUND I | 641876800 | COM NEW | 89,607 | $810,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLOCK H & R INC COM | 093671105 | Stock | 25,133 | $806,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 3,470 | $798,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 17,929 | $783,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PERRIGO CO PLC SHS | G97822103 | Stock | 4,700 | $778,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TITAN MACHY INC | 88830R101 | COM | 57,900 | $773,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUDBAY MINERALS INC | 443628136 | *W EXP 07/20/201 | 645,000 | $762,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLLAR TREE INC COM | 256746108 | Stock | 9,266 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Qualcomm Incorporated | 747525103 | COM | 10,800 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FAMILY DLR STORES INC | 307000109 | COM | 9,400 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWS CORP NEW CL A | 65249B109 | Stock | 45,906 | $735,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 38,909 | $734,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALPINE CORP | 131347304 | COM | 32,083 | $734,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 33,500 | $715,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN DIV ADVANTAGE MUN FD | 67070F100 | COM | 49,689 | $704,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN CASTLE INC COM | 22822V101 | REIT | 8,352 | $689,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 8,250 | $687,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 650,000 | $677,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BLUE BIRD CORP WARRANTS EXP 01 | 095306114 | com | 900,000 | $674,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRANSALTA CORP | 89346D107 | COM | 56,465 | $663,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MIDSTATES PETROLEUM CO INC | 59804T100 | COM | 760,000 | $646,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DILLARDS INC CL A | 254067101 | Stock | 4,706 | $642,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN QUALITY INC MUNI FUND | 670977107 | mf | 45,686 | $642,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN HLDGS INC COM | 228368106 | Stock | 11,160 | $603,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCP INC | 40414L109 | COM | 13,958 | $603,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 26,232 | $600,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 3,178 | $597,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 14,006 | $594,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 8,343 | $591,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARRIS CORP INC | 413875105 | COM | 7,501 | $591,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENCORA INC COM | 03073E105 | Stock | 5,174 | $588,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 14,832 | $577,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WINDSTREAM HLDGS INC | 97382A101 | COM | 77,700 | $575,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 10,436 | $574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 13,978 | $570,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN PERFORMANCE PLUS MUN | 67062P108 | COM | 38,329 | $570,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SMUCKER J M CO | 832696405 | COM NEW | 4,841 | $560,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WERNER ENTERPRISES INC | 950755108 | COM | 17,761 | $558,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 15,918 | $554,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EQUIFAX INC COM | 294429105 | Stock | 5,950 | $553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 15,192 | $553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 6,710 | $553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 5,889 | $552,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 14,100 | $550,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 5,867 | $547,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mallinckrodt Plc | G5785G107 | SHS | 4,300 | $545,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILVER STD RES INC | 82823L106 | COM | 120,000 | $544,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 9,889 | $543,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 11,657 | $540,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHOLE FOODS MKT INC | 966837106 | COM | 10,376 | $540,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 8,727 | $537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TOTAL SYS SVCS INC | 891906109 | COM | 14,088 | $537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Progressive Corporation | 743315103 | COM | 19,523 | $531,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 12,195 | $526,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 18,102 | $526,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| International Business Machines Corporation | 459200101 | COM | 3,270 | $525,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Cisco Systems,Inc. | 17275R102 | COM | 18,867 | $519,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENERGY XXI (BERMUDA) LTD | G10082140 | USD UNRS SHS | 142,500 | $519,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 15,893 | $518,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINTAS CORP COM | 172908105 | Stock | 6,334 | $517,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CORECIVIC INC | 22025Y407 | COM | 12,840 | $517,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 11,253 | $512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mondelez International,Inc. Class A | 609207105 | COM | 14,164 | $511,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PALO ALTO NETWORKS INC | 697435105 | COM | 3,500 | $511,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY INTL INC | 249030107 | COM | 10,000 | $509,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 5,293 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 3,068 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 3,565 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMPUTER SCIENCES CORP | 205363104 | COM | 7,747 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACK HILLS CORP COM | 092113109 | Stock | 9,970 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUINPARIO ACQUISITION CORP 2 | 74874U119 | *W EXP 01/01/202 | 1,005,000 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Johnson & Johnson | 478160104 | COM | 4,991 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 8,454 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-15-000041 | this filing | 2015-05-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-15-000043 | added | 2015-05-27 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-15-000045 | added | 2015-08-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-15-000052 | added | 2015-11-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000094 | added | 2016-02-16 | acceptance time not in the bulk data set |