13F-HR filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-16, with 646 holding rows worth $6,852,806,000.
- Accession
- 0001288136-16-000092
- Filer
- CIK 1288136
- Filed
- 2016-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A combination report, 650 entries on the cover page, a total value of $6,852,806,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,852,806,000 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.
Other managers
- reports for this filerBank of New York Mellon Corp028-12592
- included managerPrisma Capital Partners LP028-16926
- included managerAmerican Beacon Advisors, Inc.028-14511
- included managerBMO ASSET MANAGEMENT CORP.028-16017
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 6,488,900 | $1,322,891,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BROADCOM CORP | 111320107 | CL A | 9,068,498 | $524,341,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRECISION CASTPARTS CORP | 740189105 | COM | 1,271,801 | $295,070,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 13,406,586 | $184,877,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPY | 78462F103 | SHS | 600,000 | $122,322,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 2,569,111 | $118,744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 6,814,445 | $118,162,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 3,895,000 | $117,709,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Mkt Vectors Semiconductor ETF | 57060U233 | Equity | 1,924,700 | $102,548,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 3,356,566 | $101,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 85,000 | $87,210,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 91,233,000 | $85,403,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 107,281 | $81,414,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,240,000 | $74,797,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 142,046,000 | $72,960,000 | 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 | $60,917,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 60,893,000 | $56,320,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AETNA INC NEW | 00817Y108 | COM | 517,900 | $55,996,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| OMNIVISION TECHNOLOGIES INC | 682128103 | COM | 1,771,250 | $51,401,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 409,883 | $51,391,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,462,000 | $47,061,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 774,826 | $46,528,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 50,500,000 | $46,365,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 711,080 | $42,680,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 4,483,278 | $42,322,000 | 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 | 41,250,000 | $41,923,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 711,535 | $41,845,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 42,971,000 | $40,108,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NOBLE ENERGY INC | 655044105 | COM | 1,156,555 | $38,087,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MCKESSON CORP COM | 58155Q103 | Stock | 189,931 | $37,460,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 2,628,449 | $36,695,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 1,068,374 | $36,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 373,174 | $35,160,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 4,323,452 | $34,241,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Medtronic Plc | G5960L103 | COM | 435,171 | $33,473,000 | 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 | $32,649,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 250,979 | $31,031,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TECHNIPFMC PLC | 30249U101 | COM | 1,065,981 | $30,924,000 | 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 | 31,500,000 | $30,634,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 461,614 | $30,301,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HP INC COM | 40434L105 | Stock | 2,467,359 | $29,212,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 2,144,270 | $28,883,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Amazon.com, Inc | 023135106 | COM | 41,348 | $27,947,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 699,542 | $27,772,000 | 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 | $27,210,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 976,604 | $26,955,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 28,105,000 | $25,821,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 26,500,000 | $25,664,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Honeywell Technologies | 438516106 | COM | 239,275 | $24,781,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 26,500,000 | $24,464,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WESTROCK CO | 96145D105 | COM | 530,000 | $24,179,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 24,500,000 | $24,086,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,155,000 | $23,886,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAF6 | NOTE 1.750% 8/1 | 24,000,000 | $23,179,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BROOKDALE SR LIVING INC | 112463104 | COM | 1,228,825 | $22,685,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COACH INC | 189754104 | COM | 692,163 | $22,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RAIT FINANCIAL TRUST | 749227AA2 | NOTE 7.000% 4/0 | 23,669,000 | $22,591,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 12,425,000 | $22,442,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 153,000 | $22,389,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 438,889 | $21,976,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CMB.TECH NV SHS | B38564108 | Stock | 1,584,055 | $21,717,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 674,642 | $21,589,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNE 2.75 1/21 | 86732YAD1 | Bond 30/360P2 U | 43,000,000 | $21,574,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 350,065 | $21,329,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCORPIO BULKERS INC | Y7546A122 | COM | 2,140,551 | $21,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 200,000 | $20,932,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| VULCAN MATLS CO COM | 929160109 | Stock | 214,585 | $20,380,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 287,563 | $20,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 36,782,000 | $19,954,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AIRGAS INC | 009363102 | COM | 141,111 | $19,519,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lockheed Martin Corporation | 539830109 | COM | 88,787 | $19,279,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITOL ACQUISITION CORP III | 14055M106 | COMMON STOCK | 2,000,000 | $19,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 183,792 | $18,855,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760C107 | COM | 1,239,431 | $18,666,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chubb Corporation | 171232101 | Equity | 138,455 | $18,364,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Concho Resources Inc. | 20605P101 | COM | 197,201 | $18,311,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 1,251,974 | $17,727,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 124,788 | $17,703,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 2,286,545 | $17,606,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WRIGHT MED GROUP N V | N96617118 | ORD SHS | 713,690 | $17,257,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 13,494 | $17,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTOZONE INC COM | 053332102 | Stock | 23,156 | $17,180,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| E M C CORP MASS | 268648102 | COM | 657,726 | $16,891,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 20,000,000 | $16,674,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 339,864 | $16,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWFIELD EXPL CO | 651290108 | COM | 495,515 | $16,135,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 429,868 | $16,129,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENDO INTL PLC | G30401106 | SHS | 253,571 | $15,524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Apple Inc | 037833100 | COM | 142,900 | $15,043,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 375,700 | $15,032,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ConocoPhillips | 20825C104 | COM | 319,211 | $14,904,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 77,626 | $14,900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 170,450 | $14,899,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENER8 MARITIME INC | Y26889108 | COM | 1,543,333 | $14,585,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PMC-SIERRA INC | 69344F106 | COM | 1,250,073 | $14,525,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 897,529 | $14,494,000 | 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 | 16,000,000 | $14,410,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 126,000 | $14,190,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 327,960 | $14,155,000 | 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 | 12,275,000 | $13,933,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 14,657,000 | $13,507,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 14,000,000 | $13,300,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 23,000,000 | $13,103,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| APOLLO RESIDENTIAL MORTGAGE | 03763V102 | COM | 1,090,192 | $13,028,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 1,082,510 | $12,936,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 185,000 | $12,885,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RAS 4 10/1/33 | 749227AB0 | Bond 30/360P2 U | 16,251,000 | $12,663,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VMWARE, INC. | 928563402 | CL A COM | 223,713 | $12,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CSX Corporation | 126408103 | COM | 477,755 | $12,398,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 1,535,934 | $12,318,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 585,000 | $12,098,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 400,000 | $12,012,000 | 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 | $11,908,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 22,500,000 | $11,705,000 | 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 | $11,686,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EXXON MOBIL CORP | 30231G102 | COM | 149,753 | $11,673,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENNESSY CAP ACQUISITION COR | 42588J100 | COM | 1,200,000 | $11,568,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 194,323 | $11,479,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 358,999 | $10,877,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARATHON OIL CORP | 565849106 | COM | 861,896 | $10,852,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAGNA INTL INC COM | 559222401 | Stock | 264,279 | $10,719,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 226,919 | $10,696,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 229,737 | $10,643,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,139,668 | $10,580,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 1,076,917 | $10,533,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MRC GLOBAL INC | 55345K103 | COM | 777,778 | $10,033,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIME WARNER INC | 887317303 | COM NEW | 154,314 | $9,979,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARDMORE SHIPPING CORP | Y0207T100 | COM | 754,005 | $9,591,000 | 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 | $9,394,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 729,784 | $9,362,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 78,391 | $9,260,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAMECO CORP COM | 13321L108 | Stock | 750,000 | $9,249,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 9,629,000 | $9,219,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 11,750,000 | $8,915,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 241,667 | $8,743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 118,919 | $8,633,000 | 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 | $8,181,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 8,177,000 | $8,095,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | G81477104 | ORD | 162,479 | $8,027,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADEPTUS HEALTH | 006855100 | Common Stock | 146,910 | $8,009,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 8,000,000 | $7,964,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| B/E AEROSPACE INC | 073302101 | COM | 186,111 | $7,886,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP DELAWARE | 531229102 | CL A | 195,200 | $7,662,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 81,000 | $7,608,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 477,380 | $7,257,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 7,500,000 | $7,256,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS INC | 14161H108 | COMMON STOCK | 214,758 | $7,226,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| U S G CORP | 903293405 | COM NEW | 296,478 | $7,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 50,000 | $7,147,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 12,250,000 | $7,090,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 91,146 | $6,806,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 1,692,775 | $6,534,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNRUN INC | 86771W105 | COM | 553,921 | $6,520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOLLYFRONTIER CORP | 436106108 | COM | 162,913 | $6,498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 5,901,000 | $6,447,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 1,055,738 | $6,408,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEEKAY TANKERS LTD | Y8565N102 | CL A | 927,255 | $6,380,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 256,025 | $6,364,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 107,525 | $6,249,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINET GROUP INC COM | 896288107 | Stock | 322,150 | $6,233,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APIGEE CORP COM | 03765N108 | Stock | 761,612 | $6,116,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERADIGM INC | 01988P108 | COMMON STOCK | 375,900 | $5,781,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIGHT & WONDER INC COM | 80874P109 | Stock | 626,451 | $5,619,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 36,400 | $5,479,000 | 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 | $5,445,000 | 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 | $5,420,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Qualcomm Incorporated | 747525103 | COM | 107,143 | $5,356,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMRS 9.5 04/19 | 03236MAD3 | Bond 30/360P2 U | 5,000,000 | $5,312,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SHERWIN WILLIAMS CO | 824348106 | COM | 20,400 | $5,295,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH YIELD DEF | 95768B107 | COM | 374,341 | $5,278,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 431,481 | $5,238,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 188,777 | $5,127,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 67,400 | $5,099,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MACYS INC COM | 55616P104 | Stock | 143,860 | $5,033,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 24,474 | $5,017,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IAC INTERACTIVECORP | 44919P508 | COM | 83,482 | $5,014,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALYARD HEALTH INC | 40650V100 | COM | 149,839 | $5,007,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Comcast Corp | 20030N101 | COM | 88,696 | $5,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLOCK H & R INC COM | 093671105 | Stock | 150,000 | $4,997,000 | 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 | $4,917,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 59,234 | $4,905,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AbbVie,Inc. | 00287Y109 | COM | 82,639 | $4,895,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOHAWK INDS INC | 608190104 | COM | 25,833 | $4,893,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESTAURANT BRANDS INTL INC COM | 76131D103 | Stock | 129,588 | $4,842,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DILLARDS INC CL A | 254067101 | Stock | 73,464 | $4,828,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $4,800,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HILTON WORLDWIDE HLDGS INC | 43300A104 | COM | 223,100 | $4,774,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 463,000 | $4,681,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STAPLES INC | 855030102 | COM | 485,000 | $4,592,000 | 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 | 117,232 | $4,571,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 76,800 | $4,562,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PERRIGO CO PLC SHS | G97822103 | Stock | 31,210 | $4,516,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 5,922,000 | $4,471,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Starbucks Corporation | 855244109 | COM | 73,000 | $4,382,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 42,522 | $4,322,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS INC | 30219E103 | COMMON STOCK | 245,000 | $4,233,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH INCOME OP | 95766K109 | COM | 901,261 | $4,228,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mallinckrodt Plc | G5785G107 | SHS | 56,580 | $4,223,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 103,900 | $4,214,000 | 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 | $4,098,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XPO INC COM | 983793100 | Stock | 150,000 | $4,087,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 105,000 | $4,086,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 40,000 | $4,058,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 5,050,000 | $4,001,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 225,000 | $3,999,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 91,513 | $3,876,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 120,062 | $3,643,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEUBERGER BERMAN HIGH YIELD ST | 64128C106 | COM | 356,088 | $3,592,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 25,040 | $3,520,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 48,500 | $3,513,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 254,671 | $3,441,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARMAX INC COM | 143130102 | Stock | 63,000 | $3,400,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 710,087 | $3,380,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Microsoft Corp | 594918104 | COM | 60,756 | $3,371,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q106 | COM | 540,909 | $3,343,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COACH INC | 189754104 | COM | 100,000 | $3,273,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 72,292 | $3,186,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 234,697 | $3,147,000 | 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 | $3,093,000 | 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 | $3,048,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Walt Disney Co | 254687106 | COM | 28,150 | $2,958,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HELMERICH & PAYNE INC | 423452101 | COM | 53,418 | $2,861,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 34,900 | $2,837,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAESARSTONE LTD | M20598104 | ORD SHS | 65,000 | $2,817,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XPO INC COM | 983793100 | Stock | 97,358 | $2,653,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 54,300 | $2,553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNEY J C INC | 708160106 | COM | 374,400 | $2,494,000 | 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 | $2,449,000 | 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 | $2,396,000 | 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 | $2,384,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BLOOMIN BRANDS INC | 094235108 | COM | 140,600 | $2,375,000 | 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 | $2,357,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LINDBLAD EXPEDITIONS HLDGS I | 535219117 | *W EXP 07/08/202 | 764,422 | $2,331,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 12,201 | $2,306,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZOOSK INC. | 98978Y107 | COM | 816,000 | $2,300,000 | 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 | 2,950,000 | $2,264,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 23,489 | $2,148,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SKECHERS U S A INC | 830566105 | CL A | 70,700 | $2,136,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 109,958 | $2,049,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 42,567 | $2,032,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 38,467 | $2,021,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURANT INC COM | 04621X108 | Stock | 25,083 | $2,020,000 | 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 | $2,012,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 45,707 | $2,004,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 27,668 | $1,983,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 21,261 | $1,982,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 451,517 | $1,964,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| American Express Company | 025816109 | COM | 28,000 | $1,948,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 24,608 | $1,921,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 15,129 | $1,881,000 | 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 | $1,857,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BED BATH & BEYOND INC | 075896100 | COM | 38,200 | $1,843,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 29,642 | $1,841,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 112,237 | $1,832,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TARGET CORP COM | 87612E106 | Stock | 25,150 | $1,826,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINTAS CORP COM | 172908105 | Stock | 19,833 | $1,806,000 | 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 | $1,792,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 53,269 | $1,789,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 242,331 | $1,787,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 33,145 | $1,772,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 22,622 | $1,766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 33,495 | $1,763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 17,155 | $1,757,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 18,282 | $1,753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 9,565 | $1,751,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CLOROX CO DEL | 189054109 | COM | 13,775 | $1,747,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 23,559 | $1,747,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 53,495 | $1,744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 36,393 | $1,740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Connections | 941053100 | COM | 30,729 | $1,731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY INTL INC | 249030107 | COM | 28,352 | $1,725,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WW GRAINGER INC COM | 384802104 | Stock | 8,507 | $1,723,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KELLANOVA | 487836108 | COM | 23,702 | $1,713,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 40,855 | $1,709,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 28,799 | $1,704,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 23,219 | $1,687,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 34,989 | $1,678,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STATE STR CORP COM | 857477103 | Stock | 1,663,177 | $1,663,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 43,273 | $1,656,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 14,624 | $1,651,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 22,852 | $1,647,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 20,163 | $1,640,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 37,232 | $1,638,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COCA COLA ENTERPRISES INC NE | 19122T109 | COM | 33,204 | $1,635,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 27,273 | $1,632,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XL GROUP PLC | G98290102 | SHS | 41,600 | $1,630,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITE MTNS INS GROUP LTD | G9618E107 | COM | 2,226 | $1,618,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 14,274 | $1,616,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CACI INTL INC CL A | 127190304 | Stock | 17,401 | $1,614,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUNGE LTD | G16962105 | COM | 23,593 | $1,610,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 29,817 | $1,592,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 15,211 | $1,590,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 62,881 | $1,582,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPART INC COM | 217204106 | Stock | 41,540 | $1,579,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORPORATION | 84423102 | COM | 28,811 | $1,577,000 | thousands by filing date | The CUSIP as filed is malformed.The filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 28,149 | $1,575,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 42,891 | $1,574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 41,730 | $1,574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 66,137 | $1,574,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK TCP CAPITAL CORP | 87238QAB9 | COM | 1,600,000 | $1,574,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 33,881 | $1,569,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROASSURANCE CORP | 74267C106 | COM | 32,308 | $1,568,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 22,462 | $1,567,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Intel Corp | 458140100 | COM | 45,345 | $1,562,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMDOCS LTD | G02602103 | SHS | 28,632 | $1,562,000 | 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 | $1,554,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 18,072 | $1,534,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 26,562 | $1,531,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORMEL FOODS CORP COM | 440452100 | Stock | 19,356 | $1,531,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 27,054 | $1,521,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 38,902 | $1,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 12,636 | $1,510,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 14,700 | $1,503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 31,089 | $1,502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALIFORNIA RES CORP COM | 13057Q107 | COM | 644,423 | $1,501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 17,886 | $1,497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 3,093 | $1,479,000 | 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 | $1,469,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 27,346 | $1,469,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 25,619 | $1,464,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 58,711 | $1,462,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 22,023 | $1,454,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEMIS INC | 081437105 | COM | 32,341 | $1,445,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 71,806 | $1,444,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 33,785 | $1,442,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 10,477 | $1,439,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CST BRANDS INC | 12646R105 | COM | 36,418 | $1,426,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 9,445 | $1,417,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INSTRUCTURE INC | 45781U103 | COM | 67,860 | $1,413,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CVS Health Corporation | 126650100 | COM | 14,439 | $1,412,000 | 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 | $1,408,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 14,480 | $1,394,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 9,244 | $1,392,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PREMIER INC | 74051N102 | CL A | 39,424 | $1,390,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOMSON REUTERS CORP | 884903105 | COM | 36,732 | $1,390,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 115,320 | $1,389,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 119,392 | $1,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 33,402 | $1,365,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 25,344 | $1,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DAVITA INC COM | 23918K108 | Stock | 19,464 | $1,357,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CREDICORP LTD | G2519Y108 | COM | 13,900 | $1,353,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CNA FINL CORP | 126117100 | COM | 38,205 | $1,343,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 29,410 | $1,342,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 39,815 | $1,342,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIFIRST CORP MASS | 904708104 | COM | 12,847 | $1,338,000 | 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 | $1,331,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FS KKR CAPITAL CORP | 302635107 | COM | 144,595 | $1,300,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies Inc | 42222G108 | LOW | 18,952 | $1,297,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 28,104 | $1,295,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TOTAL SYS SVCS INC | 891906109 | COM | 25,698 | $1,280,000 | 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 | $1,273,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 17,293 | $1,269,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 14,286 | $1,267,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FEDEX CORP COM | 31428X106 | Stock | 8,418 | $1,254,000 | 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 | $1,253,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 17,328 | $1,251,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 133,180 | $1,230,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 19,217 | $1,230,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WERNER ENTERPRISES INC | 950755108 | COM | 52,532 | $1,229,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Progressive Corporation | 743315103 | COM | 38,048 | $1,210,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORDSTROM INC | 655664100 | COM | 24,076 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Costco Wholesale Corporation | 22160K105 | COM | 7,283 | $1,176,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Deere & Company | 244199105 | COM | 15,420 | $1,176,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walmart Inc. | 931142103 | COM | 19,136 | $1,173,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 31,658 | $1,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NELNET INC | 64031N108 | CL A | 34,519 | $1,159,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 22,116 | $1,148,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MWW 3.50 10/19 | 611742AB3 | Bond 30/360P2 U | 900,000 | $1,143,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 25,003 | $1,126,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHOSTAR CORP | 278768106 | CL A | 28,709 | $1,123,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Del Taco Restaurants | 245496112 | W EXP 06/30/202 | 382,306 | $1,109,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIVE OAKS INVESTMENT CORP | 33830W106 | CMN | 200,000 | $1,092,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOUBLE EAGLE ACQUISITION COR | G28195116 | *W EXP 09/16/202 | 1,800,000 | $1,080,000 | 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 | $1,074,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 10,745 | $1,073,000 | 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 | $1,071,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AVERY DENNISON CORP COM | 053611109 | Stock | 17,076 | $1,070,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Coca-Cola Company | 191216100 | COM | 24,802 | $1,066,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 28,621 | $1,053,000 | 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 | $1,048,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 15,526 | $1,034,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNTRUST BANKS INC | 867914103 | COM | 24,126 | $1,034,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 16,177 | $1,002,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 1,000,000 | $999,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 12,204 | $969,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN HLDGS INC COM | 228368106 | Stock | 18,838 | $955,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 27,612 | $950,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CUMMINS INC COM | 231021106 | Stock | 10,761 | $947,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHICOS FAS INC | 168615102 | COM | 88,644 | $946,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACE HLDGS CORP | G6865N111 | W EXP 99/99/999 | 2,100,000 | $945,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAP INC COM | 364760108 | Stock | 38,074 | $941,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Wells Fargo & Company | 949746101 | COM | 17,109 | $931,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFLAC INC COM | 001055102 | Stock | 15,388 | $922,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 28,262 | $912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESS SOFTWARE CORP COM | 743312100 | Stock | 37,996 | $912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAN TECH INTERNATIONAL CORP | 564563104 | CL A | 29,600 | $895,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOSAIC CO COM | 61945C103 | Stock | 32,268 | $891,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 23,552 | $891,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAVELIN MTG INVT CORP | 47200B104 | COM | 135,086 | $846,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 7,900 | $828,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND EXPRESS INC | 422347104 | COM | 48,162 | $820,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 16,826 | $811,000 | 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 | $811,000 | 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 | $802,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 105,701 | $781,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 4,248 | $765,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 227,689 | $747,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STONE ENERGY CORP | 861642106 | COMMON STOCK | 172,554 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 12,916 | $713,000 | 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 | $706,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN DIV ADVANTAGE MUN FD | 67070F100 | COM | 49,689 | $703,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OMNICOM GROUP INC COM | 681919106 | Stock | 9,172 | $694,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ABILITY INC | G8789K108 | SHS | 500,000 | $685,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ABILITY INC WTS | G8789K116 | W EXP 12/17/2018 | 500,000 | $685,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MIMECAST LIMITED | G14838109 | ORD SHS | 68,509 | $658,000 | 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 | $650,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TITAN MACHY INC | 88830R101 | COM | 57,900 | $633,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILVER STD RES INC | 82823L106 | COM | 120,000 | $622,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALATLANTIC GROUP INC | 128195104 | COM | 16,100 | $610,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RADIAN GROUP INC COM | 750236101 | Stock | 43,120 | $577,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN PERFORMANCE PLUS MUN | 67062P108 | COM | 38,329 | $573,000 | 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 | $571,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 850,000 | $553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 94,000 | $524,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRA Group Inc | 69354N106 | COM | 14,900 | $517,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 2,000 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 4,100 | $507,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GARMIN LTD SHS | H2906T109 | Stock | 13,600 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANERA BREAD CO | 69840W108 | CL A | 2,600 | $506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DTE ENERGY CO COM | 233331107 | Stock | 6,300 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN QUALITY INC MUNI FUND | 670977107 | mf | 35,686 | $505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WELLTOWER INC COM | 95040Q104 | REIT | 7,400 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 7,500 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 5,900 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAKER HUGHES INC | 057224107 | COM | 10,900 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRA ENERGY CORP | 847560109 | COM | 21,000 | $503,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies,Inc. | 548661107 | COM | 6,600 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONAGRA FOODS INC | 205887102 | COM | 11,900 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 8,100 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 4,200 | $502,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 7,400 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 9,200 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VARIAN MED SYS INC | 92220P105 | COM | 6,200 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 12,500 | $501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HERSHEY CO COM | 427866108 | Stock | 5,600 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 6,500 | $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 | 7,000 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 15,500 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 4,700 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SEALED AIR CORP NEW | 81211K100 | COM | 11,200 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMC NETWORKS INC | 00164V103 | CL A | 6,700 | $500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 27,200 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHILLIPS 66 COM | 718546104 | Stock | 6,100 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 11,000 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEST BUY INC COM | 086516101 | Stock | 16,400 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TERADATA CORP DEL | 88076W103 | COM | 18,900 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JACK IN THE BOX INC | 466367109 | COM | 6,500 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GNC HLDGS INC | 36191G107 | COM CL A | 16,100 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN REFNG INC | 959319104 | COM | 14,000 | $499,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mondelez International,Inc. Class A | 609207105 | COM | 11,100 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMERICAINC | 200340107 | COM | 11,900 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRSTENERGY CORP | 337932107 | COM | 15,700 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MSCI INC COM | 55354G100 | Stock | 6,900 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| V F CORP COM | 918204108 | Stock | 8,000 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MASCO CORP | 574599106 | COM | 17,600 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 11,700 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| URBAN OUTFITTERS INC | 917047102 | COM | 21,900 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALARIS ORD | 920355104 | COM | 6,000 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 18,300 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ITC HLDGS CORP | 465685105 | COM | 12,700 | $498,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Eli Lilly and Company | 532457108 | COM | 5,900 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHERN TR CORP COM | 665859104 | Stock | 6,900 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 8,200 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 51,800 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMEREN CORP COM | 023608102 | Stock | 11,500 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 8,700 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 13,600 | $497,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TJX Companies Inc | 872540109 | COM | 7,000 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 8,300 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 7,800 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN UN CO COM | 959802109 | Stock | 27,700 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAMESTOP CORP | 36467W109 | CL A | 17,700 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DUKE REALTY CORP | 264411505 | COM NEW | 23,600 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 15,800 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIFFANY & CO NEW | 886547108 | COM | 6,500 | $496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 5,100 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 32,300 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 16,500 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROSS STORES INC COM | 778296103 | Stock | 9,200 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 11,400 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 3,100 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOOT LOCKER INC | 344849104 | COM | 7,600 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 3,100 | $495,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STERICYCLE INC | 858912108 | COM | 4,100 | $494,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 4,700 | $494,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PALO ALTO NETWORKS INC | 697435105 | COM | 2,800 | $493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BECTON DICKINSON & CO | 075887109 | COM | 3,200 | $493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARD C R INC | 067383109 | COM | 2,600 | $493,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYSCOCORP | 871829107 | COM | 12,000 | $492,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 10,900 | $492,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-16-000092 | this filing | 2016-02-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000106 | added | 2016-05-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000112 | added | 2016-08-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000123 | added | 2016-11-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000033 | added | 2017-02-13 | acceptance time not in the bulk data set |