13F-HR filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 604 holding rows worth $6,499,265,000.
- Accession
- 0001288136-15-000056
- Filer
- CIK 1288136
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 605 entries on the cover page, a total value of $6,499,265,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,499,265,000 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 | 8,953,200 | $1,715,702,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 13,406,586 | $163,024,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THORATEC CORP | 885175307 | COM | 2,279,366 | $144,193,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CON-WAY INC | 205944101 | COM | 2,600,000 | $123,370,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GOOGLE INC | 38259P706 | CL C | 178,468 | $108,583,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 2,526,350 | $101,129,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,200,000 | $99,949,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Mkt Vectors Semiconductor ETF | 57060U233 | Equity | 1,922,800 | $95,910,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 2,138,321 | $93,039,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 85,000 | $80,283,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Medtronic Plc | G5960L103 | COM | 1,064,399 | $71,251,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 627,800 | $68,556,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 68,950,000 | $65,416,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 125,546,000 | $64,970,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 31,100,000 | $63,388,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPY | 78462F103 | SHS | 324,165 | $62,119,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 519,100 | $56,796,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 1,442,727 | $51,002,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 413,908 | $50,348,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 50,000,000 | $47,215,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Qualcomm Incorporated | 747525103 | COM | 870,315 | $46,762,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 728,630 | $45,620,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 2,919,826 | $44,588,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 313,565 | $42,339,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 3,277,567 | $41,462,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 372,864 | $40,795,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 504,631 | $40,088,000 | 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 | $38,795,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VMWARE, INC. | 928563402 | CL A COM | 442,524 | $34,865,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 869,200 | $34,792,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 37,284,000 | $34,055,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 4,181,352 | $33,995,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 426,700 | $33,897,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 34,728,000 | $33,547,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Scorpio Bulkers Inc. | Y7546A106 | EQ | 22,202,004 | $32,416,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 412,153 | $31,340,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 24,794 | $30,668,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Honeywell Technologies | 438516106 | COM | 321,082 | $30,404,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 33,105,000 | $29,310,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NEWFIELD EXPL CO | 651290108 | COM | 887,235 | $29,190,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TECHNIPFMC PLC | 30249U101 | COM | 931,504 | $28,876,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAF6 | NOTE 1.750% 8/1 | 34,000,000 | $28,560,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 470,516 | $28,414,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTROCK CO | 96145D105 | COM | 536,496 | $27,598,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 1,462,955 | $27,358,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 23,800,000 | $25,719,000 | 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 | $25,025,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 181,585 | $24,952,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 22,667,000 | $24,828,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 945,594 | $24,311,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EOG RES INC COM | 26875P101 | Stock | 332,616 | $24,213,000 | 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 | $23,918,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 325,523 | $23,399,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 1,571,722 | $23,168,000 | 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 | $22,989,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 23,500,000 | $22,977,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Amazon.com, Inc | 023135106 | COM | 43,027 | $22,025,000 | 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 | $21,116,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AbbVie,Inc. | 00287Y109 | COM | 385,804 | $20,993,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 1,649,134 | $20,829,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| E M C CORP MASS | 268648102 | COM | 858,003 | $20,731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACE HLDGS CORP | G6865N129 | UNIT 99/99/9999 | 2,000,000 | $20,400,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 3,365,798 | $20,397,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 220,000 | $19,994,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 145,300 | $19,619,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| KINDRED HEALTHCARE INC | 494580103 | COM | 1,231,543 | $19,396,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 1,449,486 | $19,380,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CVS Health Corporation | 126650100 | COM | 194,821 | $18,796,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 306,949 | $18,448,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 194,476 | $18,267,000 | 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 | 22,500,000 | $18,114,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 600,000 | $18,042,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 200,000 | $17,980,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP INC | 98235T107 | COM | 846,550 | $17,794,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEEKAY TANKERS LTD | Y8565N102 | CL A | 2,532,571 | $17,474,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 532,000 | $17,439,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Boulevard Acquisition Corp II | 10157Q201 | CL A | 1,700,000 | $16,949,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 350,000 | $16,919,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 381,970 | $16,859,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ConocoPhillips | 20825C104 | COM | 344,135 | $16,506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 938,637 | $16,500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 419,572 | $16,481,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 12,425,000 | $16,456,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VISTEON CORP | 92839U206 | COM NEW | 162,346 | $16,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SMITH A O CORP COM | 831865209 | Stock | 250,000 | $16,298,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 1,600,000 | $16,224,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 90,726 | $15,951,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUMANA INC COM | 444859102 | Stock | 89,107 | $15,950,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APOLLO RESIDENTIAL MORTGAGE | 03763V102 | COM | 1,235,293 | $15,639,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 279,059 | $15,446,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMPUTER SCIENCES CORP | 205363104 | COM | 250,000 | $15,345,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| GENER8 MARITIME INC | Y26889108 | COM | 1,397,038 | $15,298,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ABENGOA YIELD PLC | G00349103 | ORD SHS | 918,312 | $15,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 753,899 | $15,108,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chubb Corporation | 171232101 | Equity | 121,955 | $14,959,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKDALE SR LIVING INC | 112463104 | COM | 649,091 | $14,903,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 262,514 | $14,821,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 250,000 | $14,743,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Apple Inc | 037833100 | COM | 130,500 | $14,395,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HELMERICH & PAYNE INC | 423452101 | COM | 296,755 | $14,025,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD CO | 428236103 | COM | 545,479 | $13,968,000 | 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 | 14,657,000 | $13,785,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 171,661 | $13,695,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAGNA INTL INC COM | 559222401 | Stock | 282,891 | $13,581,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760C107 | COM | 1,136,099 | $13,394,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Concho Resources Inc. | 20605P101 | COM | 134,125 | $13,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CERNER CORP | 156782104 | COM | 218,008 | $13,070,000 | 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 | $13,020,000 | 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 | 15,624,000 | $12,937,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 60,000 | $12,745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JARDEN CORP | 471109108 | COM | 260,110 | $12,714,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 500,000 | $12,670,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 327,960 | $12,541,000 | 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 | $12,496,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DYNEGY INC NEW DEL | 26817R108 | COM | 600,000 | $12,402,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 13,000,000 | $12,304,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 12,600,000 | $12,009,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 267,150 | $11,987,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 196,170 | $11,966,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CMB.TECH NV SHS | B38564108 | Stock | 885,314 | $11,889,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARAMARK COM | 03852U106 | Stock | 400,000 | $11,856,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 1,269,650 | $11,642,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 407,400 | $11,607,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 771,742 | $11,560,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 1,295,669 | $11,467,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 266,213 | $11,385,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORTINET INC COM | 34959E109 | Stock | 264,997 | $11,257,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 150,000 | $11,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENNESSY CAP ACQUISITION COR | 42588J100 | COM | 1,150,000 | $11,040,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AIRGAS INC | 009363102 | COM | 119,774 | $10,699,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 11,750,000 | $10,641,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 1,076,917 | $10,629,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SNAP ON INC COM | 833034101 | Stock | 70,000 | $10,566,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 6,500,000 | $10,457,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,139,668 | $10,423,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLY FINL INC COM | 02005N100 | Stock | 508,780 | $10,370,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 124,654 | $10,093,000 | 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 | $10,061,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 9,275,000 | $9,832,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ELECTRUM SPL ACQUISITION COR | G3105C104 | SHS | 1,000,000 | $9,630,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 10,000,000 | $9,599,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AUTOZONE INC COM | 053332102 | Stock | 13,092 | $9,476,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALIFORNIA RES CORP COM | 13057Q107 | COM | 3,585,652 | $9,322,000 | 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 | $8,978,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $8,750,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| FLOWSERVE CORP | 34354P105 | COM | 212,200 | $8,730,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 321,410 | $8,658,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 10,000,000 | $8,650,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 208,341 | $8,313,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD CO | 428236103 | COM | 313,500 | $8,028,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 1,069,661 | $8,023,000 | 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 | $7,980,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 378,385 | $7,862,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MRC GLOBAL INC | 55345K103 | COM | 700,000 | $7,805,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ST JUDE MED INC | 790849103 | COM | 122,349 | $7,719,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAKER HUGHES INC | 057224107 | COM | 148,254 | $7,715,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LUMENIS LTD | M6778Q121 | SHS CL B | 542,355 | $7,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 853,901 | $7,412,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KLX INC | 482539103 | COM | 200,000 | $7,148,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mallinckrodt Plc | G5785G107 | SHS | 111,365 | $7,121,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 92,500 | $7,080,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS INC | 14161H108 | COMMON STOCK | 214,758 | $7,023,000 | 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 | 7,000,000 | $6,961,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 1,533,955 | $6,779,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 6,000,000 | $6,699,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| U S G CORP | 903293405 | COM NEW | 250,000 | $6,655,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RANGE RES CORP COM | 75281A109 | Stock | 199,450 | $6,406,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CEPHEID | 15670R107 | COM | 139,000 | $6,283,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZOOSK INC. | 98978Y107 | COM | 816,000 | $6,000,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WATSCO INC COM | 942622200 | Stock | 50,000 | $5,924,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 8,500,000 | $5,919,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ADEPTUS HEALTH | 006855100 | Common Stock | 73,066 | $5,901,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINET GROUP INC COM | 896288107 | Stock | 346,803 | $5,826,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 92,300 | $5,772,000 | 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 | $5,694,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HORIZON GLOBAL CORP | 44052W104 | COM | 634,400 | $5,595,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 93,350 | $5,505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 1,551,279 | $5,461,000 | 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 | $5,424,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 252,657 | $5,391,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 180,300 | $5,337,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH YIELD DEF | 95768B107 | COM | 374,341 | $5,241,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GASLOG PARTNERS LP | Y2687W108 | UNIT LTD PTNRP | 324,432 | $5,233,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 490,000 | $4,978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 45,546 | $4,940,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 215,000 | $4,720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 67,400 | $4,669,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 5,000,000 | $4,669,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SUNRUN INC | 86771W105 | COM | 448,323 | $4,649,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARDMORE SHIPPING CORP | Y0207T100 | COM | 382,185 | $4,617,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HILL ROM HLDGS INC | 431475102 | COM | 88,760 | $4,615,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 34,040 | $4,521,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APIGEE CORP COM | 03765N108 | Stock | 428,375 | $4,519,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 103,900 | $4,484,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 4,485,000 | $4,482,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 225,329 | $4,417,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BROOKFIELD HIGH INCOME FD INC COM | 11272P102 | CEF | 595,572 | $4,341,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 40,000 | $4,274,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 254,671 | $4,263,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH INCOME OP | 95766K109 | COM | 901,261 | $4,227,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 208,333 | $4,210,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVAGO TECHNOLOGIES LTD | Y0486S904 | COM | 354,100 | $4,108,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 56,800 | $3,923,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVAGO TECHNOLOGIES LTD | Y0486S904 | COM | 300,000 | $3,840,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 188,595 | $3,831,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOLLYFRONTIER CORP | 436106108 | COM | 78,145 | $3,817,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTEGRA LIFESCIENCES HLDGS C | 457985208 | COM NEW | 62,300 | $3,710,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEUBERGER BERMAN HIGH YIELD ST | 64128C106 | COM | 356,088 | $3,628,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 48,500 | $3,593,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XPO INC COM | 983793100 | Stock | 150,000 | $3,574,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 567,429 | $3,166,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HATTERAS FINL CORP | 41902R103 | COM | 207,938 | $3,150,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 3,000,000 | $3,058,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CAMECO CORP COM | 13321L108 | Stock | 250,000 | $3,043,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 72,292 | $3,029,000 | 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 | 81,812 | $3,019,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q106 | COM | 540,838 | $2,894,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | G81477104 | ORD | 70,167 | $2,815,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 2,900,000 | $2,779,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HOMEAWAY INC | 43739Q100 | COM | 103,995 | $2,760,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINOVAC BIOTECH LTD | P8696W104 | SHS | 525,848 | $2,672,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNEY J C INC | 708160106 | COM | 283,947 | $2,638,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRST TR STRATEGIC HIGH INC | 337353304 | COM SHS NEW | 219,987 | $2,530,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 140,495 | $2,528,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 65,000 | $2,496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETAPP INC COM | 64110D104 | Stock | 80,804 | $2,392,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APACHE CORP | 037411105 | COM | 60,492 | $2,369,000 | 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 | $2,300,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 2,250,000 | $2,265,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Del Taco Restaurants | 245496112 | W EXP 06/30/202 | 432,306 | $2,235,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NOBLE ENERGY INC | 655044105 | COM | 73,328 | $2,213,000 | 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 | $2,198,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 51,811 | $2,125,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CELESTICA INC | 15101Q108 | COMMON STOCK-FO | 119,247 | $2,049,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JONESTOWN BK &TR CO PA COM | 48019R108 | COM | 424,749 | $2,035,000 | 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 | $2,023,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 35,562 | $1,996,000 | 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 | $1,989,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ServiceNow,Inc. | 81762P102 | COM | 28,000 | $1,945,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Comcast Corp | 20030N101 | COM | 33,496 | $1,906,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAVELIN MTG INVT CORP | 47200B104 | COM | 315,106 | $1,901,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 53,495 | $1,888,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 19,644 | $1,885,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 57,512 | $1,874,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 32,977 | $1,873,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 59,562 | $1,871,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 43,273 | $1,820,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 34,944 | $1,816,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 33,145 | $1,810,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WW GRAINGER INC COM | 384802104 | Stock | 8,407 | $1,807,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 34,244 | $1,801,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 24,608 | $1,791,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 30,342 | $1,767,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 51,250 | $1,759,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURANT INC COM | 04621X108 | Stock | 22,126 | $1,749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 23,559 | $1,738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 109,958 | $1,720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 41,291 | $1,712,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 66,137 | $1,709,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 58 COM INC | 31680Q104 | SPON ADR REP A | 36,325 | $1,709,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITE MTNS INS GROUP LTD | G9618E107 | COM | 2,226 | $1,663,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 28,149 | $1,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 53,269 | $1,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 37,393 | $1,652,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 22,462 | $1,650,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Progressive Corporation | 743315103 | COM | 53,448 | $1,637,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARKIT LTD | G58249106 | SHS | 56,129 | $1,628,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 42,750 | $1,623,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORMEL FOODS CORP COM | 440452100 | Stock | 25,305 | $1,602,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 18,282 | $1,596,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 63,281 | $1,589,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 31,303 | $1,586,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROASSURANCE CORP | 74267C106 | COM | 32,308 | $1,585,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KELLANOVA | 487836108 | COM | 23,702 | $1,578,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 113,815 | $1,578,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 22,852 | $1,575,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 22,622 | $1,575,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 42,121 | $1,569,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 20,163 | $1,567,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORPORATION | 84423102 | COM | 28,811 | $1,566,000 | thousands by filing date | The CUSIP as filed is malformed.The filing omitted confidential holdings, a later amendment may add them. |
| VIDEOCON D2H LTD | 92657J101 | ADR | 162,000 | $1,563,000 | 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 | $1,560,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKORN INC | 009728106 | COM | 54,628 | $1,557,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 28,799 | $1,549,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 27,273 | $1,544,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 38,902 | $1,537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 37,232 | $1,534,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 23,219 | $1,532,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 33,881 | $1,527,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 14,274 | $1,517,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 28,104 | $1,517,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAXPOINT INTERACTIVE INC | 57777M102 | Cmn | 370,288 | $1,511,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ORCHID IS CAP INC | 68571X103 | COM | 162,763 | $1,506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMDOCS LTD | G02602103 | SHS | 26,418 | $1,503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Connections | 941053100 | COM | 30,729 | $1,493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 29,817 | $1,485,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOMSON REUTERS CORP | 884903105 | COM | 36,732 | $1,479,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 81,737 | $1,476,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINTAS CORP COM | 172908105 | Stock | 17,196 | $1,475,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 40,855 | $1,474,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Coca-Cola Company | 191216100 | COM | 36,402 | $1,460,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 14,624 | $1,455,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 27,054 | $1,454,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 3,093 | $1,447,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 10,477 | $1,445,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 25,619 | $1,445,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 31,089 | $1,445,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BONANZA CREEK ENERGY INC | 097793103 | COMMON STOCK | 353,839 | $1,440,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIVE OAKS INVESTMENT CORP | 33830W106 | CMN | 227,500 | $1,438,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TARGET CORP COM | 87612E106 | Stock | 18,250 | $1,436,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACE LTD | H0023R105 | SHS | 13,879 | $1,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY INTL INC | 249030107 | COM | 28,352 | $1,434,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINDBLAD EXPEDITIONS HLDGS I | 535219117 | *W EXP 07/08/202 | 764,422 | $1,429,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 27,346 | $1,423,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 9,445 | $1,416,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 15,558 | $1,409,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DAVITA INC COM | 23918K108 | Stock | 19,364 | $1,400,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHICOS FAS INC | 168615102 | COM | 88,644 | $1,395,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 33,785 | $1,386,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Johnson & Johnson | 478160104 | COM | 14,826 | $1,384,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 7,965 | $1,380,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFLAC INC COM | 001055102 | Stock | 23,688 | $1,377,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 15,408 | $1,375,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIFIRST CORP MASS | 904708104 | COM | 12,847 | $1,372,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 25,989 | $1,368,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Intel Corp | 458140100 | COM | 45,345 | $1,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPART INC COM | 217204106 | Stock | 41,540 | $1,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 29,410 | $1,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 71,806 | $1,358,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 58,711 | $1,357,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PREMIER INC | 74051N102 | CL A | 39,424 | $1,355,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FS KKR CAPITAL CORP | 302635107 | COM | 144,595 | $1,348,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 22,023 | $1,343,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CNA FINL CORP | 126117100 | COM | 38,205 | $1,334,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 18,504 | $1,332,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLERGAN PLC | G0177J108 | SHS | 4,865 | $1,322,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 12,636 | $1,321,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WERNER ENTERPRISES INC | 950755108 | COM | 52,532 | $1,318,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 9,244 | $1,311,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 34,238 | $1,307,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 14,286 | $1,290,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CACI INTL INC CL A | 127190304 | Stock | 17,401 | $1,287,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEMIS INC | 081437105 | COM | 32,341 | $1,279,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 39,815 | $1,263,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 33,402 | $1,260,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 17,328 | $1,257,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BASIC ENERGY SERVICES INC | 06985P100 | COMMON STOCK | 380,567 | $1,255,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECLIPSE RES CORP | 27890G100 | COM | 642,217 | $1,252,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 25,003 | $1,251,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 125,000 | $1,250,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP SR FLOATING LTD | 02504D108 | COM | 112,618 | $1,249,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 25,115 | $1,245,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RADIAN GROUP INC COM | 750236101 | Stock | 78,213 | $1,245,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHOSTAR CORP | 278768106 | CL A | 28,709 | $1,235,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 31,658 | $1,227,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CST BRANDS INC | 12646R105 | COM | 36,418 | $1,226,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 16,997 | $1,213,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 37,224 | $1,213,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Ashland | 044209104 | Common | 11,916 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NELNET INC | 64031N108 | CL A | 34,519 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUNGE LTD | G16962105 | COM | 16,293 | $1,194,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 19,217 | $1,173,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CUMMINS INC COM | 231021106 | Stock | 10,761 | $1,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RYDER SYS INC COM | 783549108 | Stock | 15,688 | $1,162,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 22,116 | $1,160,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Deere & Company | 244199105 | COM | 15,420 | $1,142,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TOTAL SYS SVCS INC | 891906109 | COM | 24,698 | $1,122,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 115,320 | $1,117,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMPLIFY SNACK BRANDS | 03211L102 | COM | 103,700 | $1,111,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OMNICOM GROUP INC COM | 681919106 | Stock | 16,772 | $1,106,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COCA COLA ENTERPRISES INC NE | 19122T109 | COM | 22,704 | $1,097,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLOROX CO DEL | 189054109 | COM | 9,475 | $1,094,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 38,074 | $1,085,000 | 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 | $1,082,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 21,916 | $1,078,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 12,289 | $1,065,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHH CORP | 693320202 | COM NEW | 74,580 | $1,053,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STATE STR CORP COM | 857477103 | Stock | 552,181 | $1,049,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 13,259 | $1,048,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MODUSLINK GLOBAL SOLUTIONS I | 60786LAB3 | NOTE 5.250 3/0 | 1,250,000 | $1,034,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies Inc | 42222G108 | LOW | 17,151 | $1,033,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 12,272 | $1,030,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 12,829 | $1,030,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 10,291 | $1,013,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Costco Wholesale Corporation | 22160K105 | COM | 6,983 | $1,009,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORDSTROM INC | 655664100 | COM | 14,076 | $1,009,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 1,000,000 | $1,008,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MOSAIC CO COM | 61945C103 | Stock | 32,268 | $1,004,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POWERSHARES ETF TR II S&P500 L | 73937B779 | COM | 27,778 | $999,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 10,111 | $994,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 25,055 | $992,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 15,526 | $985,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 47,383 | $973,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YOUKU.COM INC | 98742U100 | COMMON STOCK-FO | 55,000 | $970,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 10,245 | $966,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVERY DENNISON CORP COM | 053611109 | Stock | 17,076 | $966,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GASLOG LTD | G37585109 | SHS | 100,000 | $962,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND EXPRESS INC | 422347104 | COM | 48,162 | $960,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 56,968 | $957,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 10,300 | $927,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 9,380 | $926,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNTRUST BANKS INC | 867914103 | COM | 24,126 | $923,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q114 | *W EXP 05/09/201 | 501,236 | $892,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALCON RES CORP | 40537Q209 | COM NEW | 1,674,304 | $888,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN HLDGS INC COM | 228368106 | Stock | 18,838 | $862,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 76,092 | $856,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STONE ENERGY CORP | 861642106 | COMMON STOCK | 172,554 | $856,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Knight Capital Group, Inc. | 48244B100 | common stock | 77,238 | $847,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Wells Fargo & Company | 949746101 | COM | 16,309 | $838,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW AMERICA HIGH INCOME FUND I | 641876800 | COM NEW | 104,504 | $832,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 22,452 | $800,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUOTIENT LTD | G73268123 | *W EXP 10/30/201 | 242,132 | $789,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILVER STD RES INC | 82823L106 | COM | 120,000 | $782,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 16,526 | $779,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RCS CAP CORP | 74937W102 | COM CL A | 940,710 | $762,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walmart Inc. | 931142103 | COM | 11,436 | $742,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 7,255 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 4,148 | $720,000 | 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 | $720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FEDEX CORP COM | 31428X106 | Stock | 4,918 | $708,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENBURY RES INC | 247916208 | COM NEW | 279,171 | $680,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN DIV ADVANTAGE MUN FD | 67070F100 | COM | 49,689 | $677,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TITAN MACHY INC | 88830R101 | COM | 57,900 | $665,000 | 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 | $657,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CHINACACHE INTL HLDG LTD | 16950M107 | SPON ADR | 74,405 | $582,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 12,606 | $580,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 41,800 | $565,000 | 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 | $556,000 | 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 | 600,000 | $552,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN PERFORMANCE PLUS MUN | 67062P108 | COM | 38,329 | $543,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 3,700 | $526,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Analog Devices,Inc. | 032654105 | COM | 9,300 | $525,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 12,000 | $524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZOETIS INC CL A | 98978V103 | Stock | 12,700 | $523,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAM RESEARCH CORP | 512807108 | COM | 8,000 | $523,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HESS CORP | 42809H107 | COM | 10,400 | $521,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KLA CORP | 482480100 | COM | 10,400 | $520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 2,000 | $518,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CSX Corporation | 126408103 | COM | 19,200 | $516,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Abbott Laboratories | 002824100 | COM | 12,800 | $515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANESBRANDS INC | 410345102 | COM | 17,800 | $515,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| URBAN OUTFITTERS INC | 917047102 | COM | 17,400 | $511,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MCGRAW HILL FINL INC | 580645109 | COM | 5,900 | $510,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Merck & Co.,Inc. | 58933Y105 | COM | 10,300 | $509,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Oracle Corporation | 68389X105 | COM | 14,100 | $509,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Applied Materials,Inc. | 038222105 | COM | 34,600 | $508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MACYS INC COM | 55616P104 | Stock | 9,900 | $508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WATERS CORP COM | 941848103 | Stock | 4,300 | $508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 4,400 | $508,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 5,000 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 7,400 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 7,200 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GOLDCORP INC NEW | 380956409 | COM | 40,500 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMERICAINC | 200340107 | COM | 12,300 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 5,200 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SEADRILL ORD | G7945E105 | COM | 85,800 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALCOA INC | 013817101 | COM | 52,400 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENTAIR PLC SHS | G7S00T104 | Stock | 9,900 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 56,100 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JOHNSON CONTROLS INT F | 478366107 | COM | 12,200 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 7,600 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TOWERS WATSON & CO | 891894107 | CL A | 4,300 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED RENTALS INC COM | 911363109 | Stock | 8,400 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PULTE GROUP INC COM | 745867101 | Stock | 26,700 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FLUOR CORP | 343412102 | COM | 11,900 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TERADATA CORP DEL | 88076W103 | COM | 17,400 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MONSANTO CO NEW | 61166W101 | COM | 5,900 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRA ENERGY CORP | 847560109 | COM | 19,200 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMCAST CORP NEW | 20030N200 | CL A SPL | 8,800 | $504,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Bristol-Myers Squibb Company | 110122108 | COM | 8,500 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BORGWARNER INC COM | 099724106 | Stock | 12,100 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 33,900 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 31,800 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KEYCORP COM | 493267108 | Stock | 38,700 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 18,400 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOVER CORP COM | 260003108 | Stock | 8,800 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EBAY INC. COM | 278642103 | Stock | 20,600 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN UN CO COM | 959802109 | Stock | 27,400 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IAC INTERACTIVECORP | 44919P508 | COM | 7,700 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHOLE FOODS MKT INC | 966837106 | COM | 15,900 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGERSOLL-RAND PLC | G47791101 | SHS | 9,900 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 4,800 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FASTENAL CO COM | 311900104 | Stock | 13,700 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SMUCKER J M CO | 832696405 | COM NEW | 4,400 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 13,400 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 50,900 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F104 | COM SER A | 19,300 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 18,600 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XEROX CORP | 984121103 | COM | 51,600 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Gilead Sciences,Inc. | 375558103 | COM | 5,100 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 9,600 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUANTA SVCS INC | 74762E102 | COM | 20,700 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 8,153 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 3,200 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 15,800 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 10,400 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISIS PHARMACEUTICALS INC | 464330109 | COM | 12,400 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 6,000 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 7,200 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KOHLS CORP | 500255104 | COM | 10,800 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-15-000056 | this filing | 2015-11-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000096 | added | 2016-02-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000105 | added | 2016-05-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000111 | added | 2016-08-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000121 | added | 2016-11-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000122 | added | 2016-11-14 | acceptance time not in the bulk data set |