13F-HR filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR for the quarter ended 2015-06-30, filed 2015-08-14, with 653 holding rows worth $8,522,508,000.
- Accession
- 0001288136-15-000047
- Filer
- CIK 1288136
- Filed
- 2015-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2015
A holdings report, 653 entries on the cover page, a total value of $8,522,508,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $8,522,508,000 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 | 5,867,900 | $1,207,910,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| DIRECTV | 25490A309 | COM | 4,479,273 | $415,632,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,330,000 | $384,504,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 32,560,191 | $299,227,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CATAMARAN CORP | 148887102 | COM | 4,398,461 | $268,658,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 13,406,586 | $181,661,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 38259p508 | COM | 283,147 | $152,911,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 709,226 | $141,191,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DRESSER-RAND GROUP INC | 261608103 | COM | 1,486,189 | $126,595,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 2,542,712 | $118,212,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCA Healthcare Inc | 40412C101 | COM | 1,302,700 | $118,182,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 53,050,000 | $115,595,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 2,150,949 | $100,254,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPY | 78462F103 | SHS | 417,786 | $86,001,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 3,277,567 | $83,840,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Medtronic Plc | G5960L103 | COM | 1,085,794 | $80,457,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 1,042,350 | $79,146,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 1,148,881 | $70,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 65,000 | $67,866,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 68,950,000 | $66,282,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 488,386 | $62,250,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 534,408 | $61,617,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 1,419,287 | $61,129,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 360,458 | $58,395,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 415,547 | $57,633,000 | 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 | $56,850,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 1,197,931 | $54,853,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Qualcomm Incorporated | 747525103 | COM | 864,036 | $54,115,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 1,530,210 | $51,415,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 713,463 | $49,671,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 958,296 | $47,987,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Honeywell Technologies | 438516106 | COM | 460,284 | $46,935,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,415,000 | $46,371,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 27,500,000 | $46,064,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COMPUTER SCIENCES CORP | 205363104 | COM | 650,000 | $42,666,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 43,522,000 | $42,605,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 869,200 | $40,408,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 42,985,000 | $40,406,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Scorpio Bulkers Inc. | Y7546A106 | EQ | 24,668,179 | $40,210,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUMANA INC COM | 444859102 | Stock | 207,800 | $39,749,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 971,500 | $38,491,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 3,925,880 | $37,413,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 474,076 | $37,178,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 3,135,580 | $37,094,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAKER HUGHES INC | 057224107 | COM | 597,308 | $36,854,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 2,665,680 | $36,548,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 28,500,000 | $36,154,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KINDRED HEALTHCARE INC | 494580103 | COM | 1,772,866 | $35,971,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 500,000 | $35,651,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 323,504 | $35,336,000 | 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 | $34,339,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 420,850 | $32,851,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 700,000 | $32,663,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 1,124,868 | $32,520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lockheed Martin Corporation | 539830109 | COM | 172,883 | $32,138,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 249,900 | $31,854,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 251,300 | $31,378,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 257,487 | $31,213,000 | 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 | $30,219,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 351,963 | $30,186,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 1,143,021 | $29,683,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 416,787 | $28,867,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 324,500 | $28,861,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 29,544,000 | $27,089,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| E M C CORP MASS | 268648102 | COM | 983,245 | $25,947,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 776,178 | $25,685,000 | 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 | $25,506,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 26,000,000 | $25,479,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 21,915 | $25,234,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISTEON CORP | 92839U206 | COM NEW | 240,082 | $25,204,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EOG RES INC COM | 26875P101 | Stock | 283,078 | $24,783,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWFIELD EXPL CO | 651290108 | COM | 685,099 | $24,745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 152,200 | $24,655,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 284,426 | $24,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 433,806 | $24,077,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ConocoPhillips | 20825C104 | COM | 390,899 | $24,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARMOUR RESIDENTIAL REIT IN | 042315101 | COM | 8,475,755 | $23,816,000 | 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 | $23,736,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MEADWESTVACO CORP | 583334107 | COM | 500,182 | $23,604,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHILLIPS 66 COM | 718546104 | Stock | 289,710 | $23,339,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP INC | 98235T107 | COM | 883,280 | $23,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENER8 MARITIME INC | Y26889108 | COM | 1,689,784 | $23,032,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PERFECT WORLD CO LTD | 71372U104 | SPON ADR REP B | 1,152,612 | $22,845,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TECHNIPFMC PLC | 30249U101 | COM | 533,136 | $22,120,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Concho Resources Inc. | 20605P101 | COM | 192,548 | $21,923,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AbbVie,Inc. | 00287Y109 | COM | 319,352 | $21,457,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760C107 | COM | 930,885 | $21,420,000 | 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 | $21,211,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,139,668 | $21,161,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 259,300 | $20,334,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| MIG 5 3/15/20 | 58319PAC2 | Bond 30/360P2 U | 17,500,000 | $20,290,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 318,407 | $19,932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APOLLO RESIDENTIAL MORTGAGE | 03763V102 | COM | 1,348,101 | $19,804,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 392,805 | $19,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 88,089 | $19,235,000 | 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 | $18,733,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 1,000,000 | $18,371,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GCAP 4.1250 18 | 36268WAB6 | Bond 30/360P2 U | 17,250,000 | $18,319,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NUVASIVE INC | 670704105 | COM | 384,457 | $18,215,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 17,500,000 | $17,894,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YELP INC CL A | 985817105 | Stock | 413,084 | $17,775,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD CO | 428236103 | COM | 585,562 | $17,572,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DILLARDS INC CL A | 254067101 | Stock | 165,000 | $17,356,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VMWARE, INC. | 928563402 | CL A COM | 202,124 | $17,330,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 200,000 | $17,154,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 799,898 | $16,830,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EDGEWELL PERSONAL CARE CO | 28035Q102 | COM | 125,000 | $16,444,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 1,619,459 | $16,340,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 835,588 | $15,721,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Eaton Corp. Plc | G29183103 | COM | 232,827 | $15,713,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 977,757 | $15,635,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 1,068,288 | $14,774,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 165,474 | $14,716,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 435,800 | $14,614,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 310,794 | $14,480,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 250,000 | $14,470,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 347,400 | $14,382,000 | thousands by filing date | putThe 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 | $14,344,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NISOURCE INC COM | 65473P105 | Stock | 310,000 | $14,132,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 738,209 | $14,004,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HELMERICH & PAYNE INC | 423452101 | COM | 198,103 | $13,950,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CMB.TECH NV SHS | B38564108 | Stock | 937,756 | $13,888,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 791,536 | $13,796,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 250,000 | $13,778,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 230,406 | $13,706,000 | 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 | $13,680,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ALLY FINL INC COM | 02005N100 | Stock | 608,780 | $13,655,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Danaher Corporation | 235851102 | COM | 158,801 | $13,592,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IKANG HEALTHCARE GROUP INC | 45174L108 | SPONSORED ADR | 699,638 | $13,531,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 407,400 | $13,424,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOHAWK INDS INC | 608190104 | COM | 69,992 | $13,361,000 | 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 | $13,267,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 13,500,000 | $13,066,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RICE ENERGY INC | 762760106 | COM | 618,114 | $12,875,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GREENBRIER COS INC | 393657101 | COM | 272,937 | $12,787,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORTINET INC COM | 34959E109 | Stock | 307,944 | $12,727,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROCKET COMPANIES CLA A CLASS A | 772739207 | COM | 210,442 | $12,669,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLEAN HARBORS INC COM | 184496107 | Stock | 226,448 | $12,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ABENGOA YIELD PLC | G00349103 | ORD SHS | 382,566 | $11,982,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 490,800 | $11,966,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| JARDEN CORP | 471109108 | COM | 229,510 | $11,877,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 1,439,264 | $11,744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SanDisk Corporation | 80004C101 | COM | 200,000 | $11,644,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 194,226 | $11,479,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 1,044,435 | $11,269,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 150,000 | $11,159,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TRINSEO S A | L9340P101 | SHS | 410,679 | $11,023,000 | 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 | $11,021,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RAS 4 10/1/33 | 749227AB0 | Bond 30/360P2 U | 12,509,000 | $10,530,000 | 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 | $10,218,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORP | 74348TAC6 | NOTE 6.250% | 9,998,000 | $10,136,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 600,000 | $10,080,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ELECTRUM SPL ACQUISITION COR | G3105C120 | UNIT 99/99/9999 | 1,000,000 | $10,020,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 96,720 | $10,012,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 90,000 | $9,995,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CEPHEID | 15670R107 | COM | 162,400 | $9,931,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 131,018 | $9,876,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 378,385 | $9,876,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD CO | 428236103 | COM | 328,600 | $9,861,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AMAYA INC | 02314M108 | COM | 287,400 | $9,835,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHERWIN WILLIAMS CO | 824348106 | COM | 35,407 | $9,738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $9,632,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HUNTSMAN CORP | 447011107 | COM | 426,336 | $9,410,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RUBICON PROJ INC | 78112V102 | COM | 625,692 | $9,360,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 122,200 | $9,347,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RCS CAP CORP | 74937W102 | COM CL A | 1,200,000 | $9,192,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 9,500,000 | $9,057,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BARNES & NOBLE INC | 067774109 | COMMON STOCK | 344,119 | $8,934,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KLX INC | 482539103 | COM | 200,000 | $8,826,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| U S SILICA HLDGS INC | 90346E103 | COM | 300,000 | $8,808,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEALTHWAYS INC | 422245100 | COM | 734,543 | $8,800,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 89,700 | $8,757,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHINA MOBILE GAMES & ENTERTAINMENT LTD | 16952T100 | COM | 411,268 | $8,694,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLUMBIA PIPELINE GROUP INC | 198280109 | COM | 300,000 | $8,640,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAGNA INTL INC COM | 559222401 | Stock | 144,858 | $8,125,000 | 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 | $8,058,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS INC | 14161H108 | COMMON STOCK | 214,758 | $7,956,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 598,915 | $7,906,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORNIER NV | N87237108 | COMMON STOCK-FO | 310,210 | $7,752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MRC GLOBAL INC | 55345K103 | COM | 500,000 | $7,720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 6,000,000 | $7,577,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BOYDGAMINGCORP | 103304101 | STOK | 500,000 | $7,475,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 136,300 | $7,368,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 118,400 | $7,192,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN SOLAR INC | 136635109 | COM | 250,000 | $7,150,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 1,076,700 | $7,127,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 424,004 | $7,123,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 384,900 | $7,117,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WATSCO INC COM | 942622200 | Stock | 57,377 | $7,100,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 143,800 | $6,846,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| IMPRIVATA INC | 45323J103 | Cmn | 417,252 | $6,826,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Amazon.com, Inc | 023135106 | COM | 15,393 | $6,682,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 200,900 | $6,562,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 200,000 | $6,554,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 92,300 | $6,469,000 | 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 | $6,465,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RetailMeNot Inc | 76132B106 | COM SER 1 | 358,292 | $6,389,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACUITY INC COM | 00508Y102 | Stock | 35,000 | $6,299,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALCON RES CORP | 40537Q209 | COM NEW | 5,424,346 | $6,293,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 196,000 | $6,186,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ST JUDE MED INC | 790849103 | COM | 84,511 | $6,176,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 35,040 | $6,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AB0 | NOTE 4.250%11/1 | 7,711,000 | $6,044,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| FIRST TR HIGH INCOME L/S FD | 33738E109 | COM | 384,994 | $6,022,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH YIELD DEF | 95768B107 | COM | 374,341 | $5,765,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINOVAC BIOTECH LTD | P8696W104 | SHS | 1,095,041 | $5,749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 76,000 | $5,713,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| VNET GROUP INC | 90138A103 | SPONSORED ADS A | 276,958 | $5,683,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 40,000 | $5,660,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 630,078 | $5,311,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 336,441 | $5,228,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 282,968 | $5,173,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 208,333 | $5,108,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 500,000 | $5,075,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 319,999 | $5,072,000 | 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 | $5,038,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 262,648 | $4,948,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWITTER INC | 90184L102 | COM | 133,300 | $4,828,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKDALE SR LIVING INC | 112463104 | COM | 138,505 | $4,806,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 105,000 | $4,788,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKFIELD HIGH INCOME FD INC COM | 11272P102 | CEF | 584,991 | $4,768,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 67,400 | $4,729,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH INCOME OP | 95766K109 | COM | 901,261 | $4,641,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 3,551,000 | $4,591,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AIR METHODS CORP | 009128307 | COM PAR $.06 | 110,431 | $4,565,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 40,000 | $4,495,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 146,591 | $4,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q106 | COM | 499,186 | $4,293,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | G81477104 | ORD | 78,950 | $4,229,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VULCAN MATLS CO COM | 929160109 | Stock | 50,000 | $4,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECLIPSE RES CORP | 27890G100 | COM | 793,360 | $4,173,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 120,000 | $4,092,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEUBERGER BERMAN HIGH YIELD ST | 64128C106 | COM | 344,264 | $4,055,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LDR HLDG CORP | 50185U105 | COM | 92,815 | $4,015,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 56,800 | $3,966,000 | 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 | $3,800,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STRATEGY INC CL A NEW | 594972408 | Stock | 22,257 | $3,785,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVOLON HLDGS LTD | G52237107 | COM | 164,610 | $3,780,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BOULEVARD ACQUI | 10157P104 | Common Stock | 300,000 | $3,750,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APIGEE CORP COM | 03765N108 | Stock | 377,375 | $3,747,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OPENLANE INC | 48238T109 | COM | 100,000 | $3,740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 89,700 | $3,718,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PEABODY ENERGY CORP | 704549AG9 | CORPORATE OBLIG | 21,671,000 | $3,643,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DENBURY RES INC | 247916208 | COM NEW | 565,700 | $3,596,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 72,292 | $3,539,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOMEAWAY INC | 43739Q100 | COM | 111,104 | $3,458,000 | 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 | 87,069 | $3,447,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 2,500,000 | $3,277,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ROSETTA RESOURCES INC | 777779307 | COM | 139,399 | $3,225,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SNAP ON INC COM | 833034101 | Stock | 20,000 | $3,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QTM 4.5 11/17 | 747906AJ4 | Bond 30/360P2 U | 2,655,000 | $3,183,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 3,000,000 | $3,120,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 97,352 | $3,072,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNEY J C INC | 708160106 | COM | 348,317 | $2,950,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINET GROUP INC COM | 896288107 | Stock | 115,032 | $2,916,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACIRA BIOSCIENCES INC COM | 695127100 | Stock | 38,379 | $2,714,000 | 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 | $2,646,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEPOMED INC | 249908104 | COM | 121,716 | $2,612,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MIDSTATES PETROLEUM CO INC | 59804T100 | COM | 2,688,335 | $2,500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 2,500,000 | $2,497,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AKORN INC | 009728106 | COM | 56,998 | $2,488,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HWAY 1.5 7/18 | 422245AB6 | Bond 30/360P2 U | 2,500,000 | $2,328,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 47,500 | $2,299,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MINDBODY INC | 60255W105 | COM CL A | 165,000 | $2,282,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIDEOCON D2H LTD | 92657J101 | ADR | 180,000 | $2,270,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 52,611 | $2,262,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 10,000 | $2,247,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 2,250,000 | $2,243,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 34,529 | $2,225,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 29,841 | $2,209,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 28,923 | $2,208,000 | 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 | $2,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 26,410 | $2,188,000 | 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 | $2,182,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HATTERAS FINL CORP | 41902R103 | COM | 132,629 | $2,162,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHH CORP | 693320202 | COM NEW | 82,866 | $2,157,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALHI INC NEW | 918905100 | COM | 381,065 | $2,157,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 40,320 | $2,140,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAXPOINT INTERACTIVE INC | 57777M102 | Cmn | 264,300 | $2,135,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AIRGAS INC | 009363102 | COM | 20,181 | $2,134,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Comcast Corp | 20030N101 | COM | 35,440 | $2,132,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TARGET CORP COM | 87612E106 | Stock | 26,083 | $2,129,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 62,599 | $2,099,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENVESTNET INC | 29404K106 | COM | 51,700 | $2,090,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ServiceNow,Inc. | 81762P102 | COM | 28,000 | $2,081,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 67,210 | $2,081,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 17,402 | $2,080,000 | 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 | $2,063,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 18,011 | $2,042,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARDMORE SHIPPING CORP | Y0207T100 | COM | 167,562 | $2,029,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 52,467 | $2,025,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 24,634 | $2,022,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 42,852 | $1,986,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 37,370 | $1,984,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 21,452 | $1,976,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ORION S.A. | L72967109 | COM | 106,966 | $1,975,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 71,361 | $1,941,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 31,306 | $1,935,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 57,681 | $1,932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 120,806 | $1,888,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 35,800 | $1,882,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CELESTICA INC | 15101Q108 | COMMON STOCK-FO | 128,486 | $1,868,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOSAIC CO COM | 61945C103 | Stock | 39,346 | $1,844,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 25,233 | $1,829,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chubb Corporation | 171232101 | Equity | 18,594 | $1,769,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 69,389 | $1,769,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 25,445 | $1,724,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 17,797 | $1,721,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 26,463 | $1,717,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACE LTD | H0023R105 | SHS | 16,882 | $1,717,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRANSALTA CORP | 89346D107 | COM | 177,510 | $1,716,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 30,722 | $1,711,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 25,433 | $1,703,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 92,625 | $1,702,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 81,721 | $1,701,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 43,852 | $1,695,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 20,377 | $1,693,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HILL ROM HLDGS INC | 431475102 | COM | 31,101 | $1,690,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 33,289 | $1,686,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 28,921 | $1,684,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MONTPELIER RE HLDGS LTD SH | G62185106 | COM | 42,617 | $1,683,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAXTER INTL INC | 071813109 | COM | 23,979 | $1,677,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 22,599 | $1,675,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 30,604 | $1,669,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 37,941 | $1,669,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 25,643 | $1,668,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 17,571 | $1,667,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORP COM | 084423102 | Stock | 32,102 | $1,667,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 38,529 | $1,665,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 34,732 | $1,663,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROVI CORP | 779376102 | COM | 103,800 | $1,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIOS MARITIME HOLDINGS INC | Y62196103 | COM | 445,316 | $1,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 35,622 | $1,655,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 22,347 | $1,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 45,093 | $1,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PREMIER INC | 74051N102 | CL A | 42,918 | $1,650,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 15,607 | $1,647,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CVS Health Corporation | 126650100 | COM | 15,671 | $1,644,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITE MTNS INS GROUP LTD | G9618E107 | COM | 2,505 | $1,640,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROASSURANCE CORP | 74267C106 | COM | 35,440 | $1,637,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURANT INC COM | 04621X108 | Stock | 24,357 | $1,632,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 34,238 | $1,632,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 58,155 | $1,631,000 | 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 | $1,628,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 10,471 | $1,622,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 28,115 | $1,621,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Deere & Company | 244199105 | COM | 16,667 | $1,617,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NELNET INC | 64031N108 | CL A | 37,235 | $1,612,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 24,878 | $1,610,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TJX Companies Inc | 872540109 | COM | 24,318 | $1,609,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINTAS CORP COM | 172908105 | Stock | 19,028 | $1,609,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 3,433 | $1,609,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 28,837 | $1,607,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 25,124 | $1,602,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 15,783 | $1,602,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Connections | 941053100 | COM | 33,992 | $1,602,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 40,308 | $1,599,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 16,781 | $1,595,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY INTL INC | 249030107 | COM | 30,946 | $1,595,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 36,706 | $1,593,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 29,854 | $1,593,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAVELIN MTG INVT CORP | 47200B104 | COM | 223,546 | $1,593,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHICOS FAS INC | 168615102 | COM | 95,601 | $1,589,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPART INC COM | 217204106 | Stock | 44,757 | $1,588,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RADIAN GROUP INC COM | 750236101 | Stock | 84,545 | $1,586,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 19,798 | $1,580,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 27,408 | $1,579,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 31,356 | $1,574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 16,853 | $1,573,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CNA FINL CORP | 126117100 | COM | 41,166 | $1,573,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEMIS INC | 081437105 | COM | 34,949 | $1,573,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 40,108 | $1,571,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 29,747 | $1,570,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 41,059 | $1,568,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 19,968 | $1,562,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIFIRST CORP MASS | 904708104 | COM | 13,951 | $1,561,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FS KKR CAPITAL CORP | 302635107 | COM | 158,342 | $1,558,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Johnson & Johnson | 478160104 | COM | 15,974 | $1,557,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLOROX CO DEL | 189054109 | COM | 14,945 | $1,555,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COCA COLA ENTERPRISES INC NE | 19122T109 | COM | 35,807 | $1,555,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OMNICARE INC | 681904108 | COM | 16,483 | $1,553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 27,923 | $1,548,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARKIT LTD | G58249106 | SHS | 60,468 | $1,547,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 23,639 | $1,545,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 35,988 | $1,542,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORMEL FOODS CORP COM | 440452100 | Stock | 27,333 | $1,541,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUNGE LTD | G16962105 | COM | 17,557 | $1,541,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Coca-Cola Company | 191216100 | COM | 39,224 | $1,538,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 9,964 | $1,537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 21,074 | $1,537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 31,607 | $1,524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CUMMINS INC COM | 231021106 | Stock | 11,617 | $1,524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CACI INTL INC CL A | 127190304 | Stock | 18,732 | $1,515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHOSTAR CORP | 278768106 | CL A | 30,961 | $1,508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOMSON REUTERS CORP | 884903105 | COM | 39,601 | $1,507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 82,029 | $1,494,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Intel Corp | 458140100 | COM | 48,882 | $1,487,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 66,400 | $1,478,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RYDER SYS INC COM | 783549108 | Stock | 16,914 | $1,478,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 26,972 | $1,467,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 124,220 | $1,451,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 23,823 | $1,451,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 16,454 | $1,448,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP SR FLOATING LTD | 02504D108 | COM | 113,550 | $1,436,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 6,751 | $1,410,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 71,800 | $1,409,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 46,553 | $1,368,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 56,940 | $1,366,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TOTAL SYS SVCS INC | 891906109 | COM | 32,477 | $1,357,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 38,062 | $1,352,000 | 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 | $1,350,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFLAC INC COM | 001055102 | Stock | 21,564 | $1,341,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLUE BIRD CORP WARRANTS EXP 01 | 095306114 | com | 900,000 | $1,306,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SFX ENTMT INC | 784178303 | COM | 287,600 | $1,291,000 | 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 | $1,271,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ARISTA NETWORKS INC | 040413106 | COM | 15,439 | $1,262,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 125,000 | $1,244,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies Inc | 42222G108 | LOW | 18,945 | $1,215,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 14,600 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FITBIT INC | 33812L102 | CL A | 31,000 | $1,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 21,056 | $1,180,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 29,025 | $1,170,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IDEX CORP COM | 45167R104 | Stock | 14,838 | $1,166,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORDSTROM INC | 655664100 | COM | 15,639 | $1,165,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Progressive Corporation | 743315103 | COM | 41,834 | $1,164,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 6,392 | $1,163,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 12,110 | $1,159,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 16,884 | $1,158,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walmart Inc. | 931142103 | COM | 16,319 | $1,157,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVERY DENNISON CORP COM | 053611109 | Stock | 18,973 | $1,156,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNTRUST BANKS INC | 867914103 | COM | 26,806 | $1,153,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 8,101 | $1,148,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTMORELAND COAL CO XXX | 960878106 | COM | 55,057 | $1,144,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORD MTR CO COM | 345370860 | Stock | 75,925 | $1,140,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POWERSHARES ETF TR II S&P500 L | 73937B779 | COM | 30,864 | $1,131,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 17,251 | $1,128,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CST BRANDS INC | 12646R105 | COM | 28,836 | $1,126,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 27,838 | $1,122,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Wells Fargo & Company | 949746101 | COM | 19,933 | $1,121,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN HLDGS INC COM | 228368106 | Stock | 21,063 | $1,114,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 13,635 | $1,106,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 10,796 | $1,105,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 1,100,000 | $1,105,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KELLANOVA | 487836108 | COM | 17,552 | $1,101,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND EXPRESS INC | 422347104 | COM | 53,513 | $1,083,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEXTAINER GROUP HOLDINGS LTD | G8766E109 | SHS | 41,248 | $1,073,000 | 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 | $1,061,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Knight Capital Group, Inc. | 48244B100 | common stock | 85,820 | $1,058,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUCOR CORP COM | 670346105 | Stock | 23,246 | $1,024,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 1,000,000 | $1,020,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Costco Wholesale Corporation | 22160K105 | COM | 7,492 | $1,011,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STAR BULK CARRIERS CORP SHS NEW | Y8162K121 | Stock | 341,728 | $1,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 100,000 | $979,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIERIS PHARMACEUTICALS INC | 720795103 | COM | 350,000 | $963,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 188,679 | $938,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BED BATH & BEYOND INC | 075896100 | COM | 13,501 | $932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHINACACHE INTL HLDG LTD | 16950M107 | SPON ADR | 74,405 | $932,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BOULEVARD ACQUISITION CORP | 10157P112 | *W EXP 02/19/201 | 250,000 | $912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STONE ENERGY CORP | 861642106 | COMMON STOCK | 68,459 | $862,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 41,800 | $859,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TITAN MACHY INC | 88830R101 | COM | 57,900 | $853,000 | 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 | $801,000 | 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 | $786,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILVER STD RES INC | 82823L106 | COM | 120,000 | $754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SLR INVESTMENT CORP | 83413U100 | COM | 40,167 | $723,000 | 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 | $707,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 20,000 | $679,000 | 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 | $669,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN DIV ADVANTAGE MUN FD | 67070F100 | COM | 49,689 | $667,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 6,474 | $627,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OMNICOM GROUP INC COM | 681919106 | Stock | 8,782 | $610,000 | 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 | $603,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADEPTUS HEALTH | 006855100 | Common Stock | 6,238 | $593,000 | 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 | 45,464 | $587,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ORGANOVO HOLDINGS INC | 68620A104 | COMMON | 155,483 | $586,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 12,606 | $558,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN PERFORMANCE PLUS MUN | 67062P108 | COM | 38,329 | $538,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 8POINT3 ENERGY PARTNERS LP | 282539105 | CL A RPT LTDPT | 28,799 | $536,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EQUIFAX INC COM | 294429105 | Stock | 5,355 | $520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARRIS CORP INC | 413875105 | COM | 6,751 | $519,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 8,000 | $514,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 5,301 | $513,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UnitedHealth Group Inc | 91324P102 | COM | 4,200 | $512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 7,000 | $508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 3,900 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 48,700 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 5,600 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DECKERS OUTDOOR CORP | 243537107 | COM | 7,000 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 2,900 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALPINE CORP | 131347304 | COM | 28,000 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 9,500 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED STATES STL CORP NEW | 912909108 | COM | 24,400 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANESBRANDS INC | 410345102 | COM | 15,100 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 6,200 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 25,300 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 8,900 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 5,500 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NOBLE CORP PLC | G65431101 | SHS USD | 32,600 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNEDISON INC | 86732Y109 | COM | 16,800 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEDIVATION INC | 58501N101 | COM | 4,400 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-15-000047 | this filing | 2015-08-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-15-000053 | added | 2015-11-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000095 | added | 2016-02-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000104 | added | 2016-05-16 | acceptance time not in the bulk data set |