13F-HR filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR for the quarter ended 2016-03-31, filed 2016-05-16, with 619 holding rows worth $5,720,038,000.
- Accession
- 0001288136-16-000103
- Filer
- CIK 1288136
- Filed
- 2016-05-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2016
A combination report, 621 entries on the cover page, a total value of $5,720,038,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,720,038,000 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 | 7,574,200 | $1,556,651,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| JARDEN CORP | 471109108 | COM | 4,125,247 | $243,184,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ING GROEP N V | 456837AF0 | DBCV 6.500%12/2 | 2,000,000 | $183,500,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND PMT SYS INC | 42235N108 | COM | 1,761,013 | $170,061,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 8,980,560 | $136,864,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 1,568,152 | $105,144,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 92,472,000 | $86,692,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 150,546,000 | $80,542,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,334,500 | $79,958,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 663,544 | $75,712,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOMEINNS HOTEL GROUP | 43742E102 | SPONSORED ADR | 1,945,787 | $69,367,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 91,235 | $67,967,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 1,200,811 | $64,939,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 57,411,000 | $57,734,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 57,000,000 | $55,627,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 61,086,000 | $55,033,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 49,250,000 | $49,559,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 53,500,000 | $45,810,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,700,000 | $44,711,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 46,030,000 | $42,463,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 839,881 | $41,096,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NOBLE ENERGY INC | 655044105 | COM | 1,302,780 | $40,921,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 260,646 | $36,684,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BONA FILM GROUP LTD | 09777B107 | SPONSORED ADS | 2,678,169 | $36,289,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 572,685 | $33,393,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 926,741 | $33,102,000 | 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 | $31,512,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ALLERGAN PLC | G0177J908 | COM | 34,000 | $31,195,000 | thousands by filing date | callThe filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | G81477104 | ORD | 653,804 | $30,971,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 16,600,000 | $30,544,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 26,800,000 | $30,525,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TICC CAPITAL CORP | 87244TAB5 | DBCV 7.500%11/0 | 30,352,000 | $29,859,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HP INC COM | 40434L105 | Stock | 2,416,653 | $29,773,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Honeywell Technologies | 438516106 | COM | 249,358 | $27,940,000 | 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 | 35,157,000 | $27,880,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 434,284 | $27,229,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 26,500,000 | $25,937,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 28,105,000 | $25,733,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 25,500,000 | $25,571,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 524,926 | $24,444,000 | 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 | $24,027,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 1,792,438 | $24,001,000 | 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 | 24,000,000 | $23,670,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RAIT FINANCIAL TRUST | 749227AA2 | NOTE 7.000% 4/0 | 23,669,000 | $23,669,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Lockheed Martin Corporation | 539830109 | COM | 105,670 | $23,405,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 25,300,000 | $23,005,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YOUKU.COM INC | 98742U100 | COMMON STOCK-FO | 817,017 | $22,460,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 3,594,603 | $22,215,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN CAP MTG INVT CORP | 02504A104 | COM | 1,507,974 | $22,137,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 600,000 | $21,690,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 335,930 | $21,548,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 771,891 | $21,181,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TECHNIPFMC PLC | 30249U101 | COM | 752,399 | $20,585,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEWFIELD EXPL CO | 651290108 | COM | 596,311 | $19,827,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Concho Resources Inc. | 20605P101 | COM | 192,098 | $19,409,000 | 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 | 19,000,000 | $18,843,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Amazon.com, Inc | 023135106 | COM | 31,446 | $18,669,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 239,094 | $17,816,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 532,100 | $17,597,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 635,065 | $16,201,000 | 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 | 23,340,000 | $16,104,000 | 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 | 19,541,000 | $16,095,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 15,870,000 | $15,474,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SNAP ON INC COM | 833034101 | Stock | 97,600 | $15,322,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGENCY CTRS CORP COM | 758849103 | REIT | 202,732 | $15,174,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXXON MOBIL CORP | 30231G102 | COM | 176,787 | $14,777,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONTINENTAL RES INC | 212015101 | COM | 485,521 | $14,740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 134,500 | $14,687,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| MAGNA INTL INC COM | 559222401 | Stock | 336,016 | $14,435,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 311,670 | $14,296,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 2,749,165 | $14,268,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Home Depot, Inc | 437076102 | COM | 106,355 | $14,191,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Microsoft Corp | 594918104 | COM | 255,645 | $14,119,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 164,868 | $14,109,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 126,000 | $13,939,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 16,000,000 | $13,860,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 18,126 | $13,827,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 72,376 | $13,815,000 | 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 | $13,528,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 15,725,000 | $13,266,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 934,037 | $13,245,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCEANEERING INTL INC | 675232102 | COM | 394,565 | $13,115,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 13,823,000 | $13,097,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ENERGEN CORP | 29265N108 | COM | 350,580 | $12,829,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARISTA NETWORKS INC | 040413106 | COM | 200,008 | $12,621,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 283,330 | $12,540,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 12,600,000 | $12,454,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 13,141,000 | $12,287,000 | 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 | 12,275,000 | $12,216,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 1,544,504 | $12,016,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 122,224 | $11,756,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 77,594 | $11,725,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387AS1 | BOND | 13,437,000 | $10,978,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 1,076,917 | $10,738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COACH INC | 189754104 | COM | 259,964 | $10,422,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMPUTER SCIENCES CORP | 205363104 | COM | 300,000 | $10,317,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 20,000,000 | $9,951,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 270,990 | $9,851,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 34,856 | $9,539,000 | 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 | $9,471,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| E M C CORP MASS | 268648102 | COM | 350,856 | $9,351,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 56,949 | $9,232,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 890,949 | $9,070,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIME WARNER INC | 887317303 | COM NEW | 123,438 | $8,957,000 | 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 | $8,701,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TEREX CORP NEW COM | 880779103 | Stock | 348,122 | $8,661,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLOCK H & R INC COM | 093671105 | Stock | 318,028 | $8,402,000 | 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 | $8,219,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GENER8 MARITIME INC | Y26889108 | COM | 1,131,308 | $7,987,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 6,134 | $7,907,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTOZONE INC COM | 053332102 | Stock | 9,832 | $7,834,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 8,784,000 | $7,570,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 58,900 | $7,306,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 54,653 | $7,290,000 | 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. |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 8,000,000 | $7,226,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS INC | 14161H108 | COMMON STOCK | 197,558 | $7,110,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRUNSWICK CORP | 117043109 | COM | 145,000 | $6,957,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Starbucks Corporation | 855244109 | COM | 116,348 | $6,946,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 47,500 | $6,820,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Comcast Corp | 20030N101 | COM | 110,557 | $6,754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Liberty Media Corp | 531229300 | COMMON STOCK | 175,000 | $6,666,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 196,853 | $6,661,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 82,600 | $6,490,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $6,400,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 239,696 | $6,352,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 5,901,000 | $6,109,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AB0 | NOTE 4.250%11/1 | 7,711,000 | $5,861,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VERADIGM INC | 01988P108 | COMMON STOCK | 441,600 | $5,834,000 | 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 | 6,270,000 | $5,707,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS INC | 30219E103 | COMMON STOCK | 266,375 | $5,703,000 | 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 | $5,628,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MRC GLOBAL INC | 55345K103 | COM | 419,633 | $5,514,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 197,523 | $5,506,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOLLYFRONTIER CORP | 436106108 | COM | 153,638 | $5,427,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 131,500 | $5,344,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RICE ENERGY INC | 762760106 | COM | 379,368 | $5,296,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AUTONATION INC COM | 05329W102 | Stock | 112,200 | $5,237,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET HIGH YIELD DEF | 95768B107 | COM | 374,341 | $5,219,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 493,571 | $5,167,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 175,000 | $5,110,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 5,740,000 | $5,055,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AD6 | NOTE 8.000 5/0 | 5,000,000 | $4,949,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 103,400 | $4,877,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| TIME WARNER CABLE INC | 88732J207 | COM | 23,697 | $4,848,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387AT9 | NOTE 6.250% 4/0 | 5,900,000 | $4,842,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 183,940 | $4,694,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COUNTRY STYLE COOKING REST ADR | 22238M109 | ADR-EMG MKT | 921,701 | $4,673,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 198,390 | $4,672,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STORE CAP CORP | 862121100 | COM | 180,454 | $4,670,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONIC CORP | 835451105 | COM | 130,000 | $4,571,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 626,030 | $4,558,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SMITH A O CORP COM | 831865209 | Stock | 59,666 | $4,553,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIACOM INC | 92553P201 | CL B | 110,000 | $4,541,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 76,800 | $4,469,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 55,800 | $4,410,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,139,668 | $4,333,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINET GROUP INC COM | 896288107 | Stock | 301,568 | $4,328,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 2,410,000 | $4,291,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 533,278 | $4,255,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walt Disney Co | 254687106 | COM | 42,800 | $4,250,000 | 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. |
| BROOKFIELD HIGH INCOME FD INC COM | 11272P102 | CEF | 595,572 | $4,181,000 | 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 | 4,100,000 | $4,036,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VWR CORP | 91843L103 | COM | 150,000 | $3,900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 2,500,000 | $3,888,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SCIQUEST INC NEW | 80908T101 | COM | 279,401 | $3,878,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 636,818 | $3,815,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SKECHERS U S A INC | 830566105 | CL A | 125,000 | $3,806,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEUBERGER BERMAN HIGH YIELD ST | 64128C106 | COM | 356,088 | $3,778,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTROCK CO | 96145D105 | COM | 95,900 | $3,743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 4,165,000 | $3,738,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 4,685,000 | $3,697,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MACYS INC COM | 55616P104 | Stock | 83,300 | $3,673,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| QUESTAR CORP | 748356102 | COM | 146,976 | $3,646,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 48,500 | $3,594,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 4,000,000 | $3,495,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 103,900 | $3,468,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760C107 | COM | 230,765 | $3,351,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 25,040 | $3,269,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIT MINING LIMITED | 33829R100 | SPON ADR REP A | 182,476 | $3,047,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387AR3 | Bond | 3,500,000 | $2,936,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AMRS 9.5 04/19 | 03236MAD3 | Bond 30/360P2 U | 3,448,000 | $2,759,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 45,000 | $2,641,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 24,495 | $2,513,000 | 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 | $2,501,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 112,631 | $2,496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 41,319 | $2,438,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GAMING & LEISURE P COM | 36467J108 | REIT | 77,000 | $2,381,000 | 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 | 59,026 | $2,359,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 426,000 | $2,339,000 | 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. |
| CENTENE CORP DEL COM | 15135B101 | Stock | 35,901 | $2,211,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LITHIA MTRS INC COM | 536797103 | Stock | 25,000 | $2,183,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 19,032 | $2,178,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FEDEX CORP COM | 31428X106 | Stock | 13,168 | $2,143,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 39,373 | $2,141,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BED BATH & BEYOND INC | 075896100 | COM | 42,700 | $2,119,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EBAY INC. COM | 278642103 | Stock | 88,400 | $2,109,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 17,775 | $2,107,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 22,300 | $2,096,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| American Express Company | 025816109 | COM | 33,400 | $2,050,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 46,470 | $2,042,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 36,523 | $2,029,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 121,380 | $2,025,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 155,300 | $2,000,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENCORA INC COM | 03073E105 | Stock | 23,029 | $1,993,000 | 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 | $1,990,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET MGD HI INCM FD | 95766L107 | COM | 445,258 | $1,972,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCCIDENTAL PETE CORP | 674599105 | COM | 28,600 | $1,957,000 | 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 | $1,941,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BEONE MEDICINES LTD SPONSORED ADS | 07725L102 | ADR | 64,709 | $1,897,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHINA BIOLOGIC PRODUCTS INC | 16938C106 | COMM STK | 16,530 | $1,892,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IMAX CORP | 45245E109 | COM | 60,000 | $1,865,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 62,382 | $1,857,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 70,000 | $1,841,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PANDORA MEDIA INC | 698354107 | COM | 197,732 | $1,770,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 36,137 | $1,751,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RYDER SYS INC COM | 783549108 | Stock | 26,735 | $1,732,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 200,000 | $1,718,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAXTER INTL INC | 071813109 | COM | 41,719 | $1,714,000 | 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 | 42,175,000 | $1,628,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BLUE CAP REINS HLDGS LTD COM COM | G1190F107 | COM | 90,571 | $1,624,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 356,688 | $1,605,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLACKROCK TCP CAPITAL CORP | 87238QAB9 | COM | 1,600,000 | $1,575,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 22,453 | $1,563,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 29,961 | $1,558,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 29,800 | $1,547,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 33,593 | $1,544,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FITBIT INC | 33812L102 | CL A | 101,151 | $1,532,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 37,674 | $1,521,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEETAH MOBILE INC SPONSORED ADS | 163075104 | ADR | 92,597 | $1,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 81,534 | $1,490,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 27,429 | $1,486,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 26,923 | $1,455,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUNTRUST BANKS INC | 867914103 | COM | 38,926 | $1,404,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 21,924 | $1,399,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 41,962 | $1,396,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 23,453 | $1,388,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 37,677 | $1,379,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Connections | 941053100 | COM | 21,270 | $1,374,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 12,746 | $1,361,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 10,719 | $1,347,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 17,600 | $1,343,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 16,973 | $1,339,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 15,812 | $1,337,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 20,314 | $1,328,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 23,636 | $1,325,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 13,573 | $1,317,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 27,388 | $1,305,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 27,272 | $1,289,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 14,262 | $1,287,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 30,369 | $1,284,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 16,245 | $1,274,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 10,710 | $1,236,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 19,422 | $1,233,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUMANA INC COM | 444859102 | Stock | 6,700 | $1,225,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 28,100 | $1,225,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CREDICORP LTD | G2519Y108 | COM | 9,300 | $1,218,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DENTSPLY SIRONA INC | 24906P109 | COM | 19,752 | $1,217,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| International Business Machines Corporation | 459200101 | COM | 8,000 | $1,212,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 16,141 | $1,208,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIGNA CORPORATION | 125509109 | COM | 8,800 | $1,208,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 6,100 | $1,207,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENTAIR PLC SHS | G7S00T104 | Stock | 22,200 | $1,205,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 11,300 | $1,205,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 5,800 | $1,205,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BALL CORP | 058498106 | COM | 16,900 | $1,205,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MTRS CO COM | 37045V100 | Stock | 38,300 | $1,204,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 64,400 | $1,204,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Eli Lilly and Company | 532457108 | COM | 16,700 | $1,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Gilead Sciences,Inc. | 375558103 | COM | 13,100 | $1,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TEXTRON INC COM | 883203101 | Stock | 33,000 | $1,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VULCAN MATLS CO COM | 929160109 | Stock | 11,400 | $1,203,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOHAWK INDS INC | 608190104 | COM | 6,300 | $1,203,000 | 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 | 31,032,000 | $1,203,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Automatic Data Processing,Inc. | 053015103 | COM | 13,400 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Qualcomm Incorporated | 747525103 | COM | 23,500 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HASBRO INC COM | 418056107 | Stock | 15,000 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F104 | COM SER A | 42,000 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 17,500 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYMANTEC CORP | 871503108 | COM | 65,400 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MONSANTO CO NEW | 61166W101 | COM | 13,700 | $1,202,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Abbott Laboratories | 002824100 | COM | 28,700 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Adobe Inc | 00724F101 | COM | 12,800 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 32,600 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 24,600 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEAR CORP COM NEW | 521865204 | Stock | 10,800 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 17,000 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MASCO CORP | 574599106 | COM | 38,200 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JOHNSON CONTROLS INT F | 478366107 | COM | 30,825 | $1,201,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 16,000 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONAGRA FOODS INC | 205887102 | COM | 26,900 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 10,800 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ACUITY INC COM | 00508Y102 | Stock | 5,500 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VARIAN MED SYS INC | 92220P105 | COM | 15,000 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 16,000 | $1,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Applied Materials,Inc. | 038222105 | COM | 56,600 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Oracle Corporation | 68389X105 | COM | 29,300 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 17,400 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 37,400 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NISOURCE INC COM | 65473P105 | Stock | 50,900 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROSS STORES INC COM | 778296103 | Stock | 20,700 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVERY INC | 25470F302 | COM SER C | 44,400 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARRIS CORP INC | 413875105 | COM | 15,400 | $1,199,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRSTENERGY CORP | 337932107 | COM | 33,300 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 13,000 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLLAR GEN CORP COM | 256677105 | Stock | 14,000 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 22,700 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 26,400 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 25,900 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MCGRAW HILL FINL INC | 580645109 | COM | 12,100 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 14,100 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 13,400 | $1,198,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 45,700 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNUM GROUP COM | 91529Y106 | Stock | 38,700 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,900 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NNN REIT INC COM | 637417106 | REIT | 25,900 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ZOETIS INC CL A | 98978V103 | Stock | 27,000 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 15,100 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 10,260 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 9,990 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOGEN INC COM | 09062X103 | Stock | 4,600 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HOLOGIC INC | 436440101 | COM | 34,700 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MACERICH CO | 554382101 | COM | 15,100 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGERSOLL-RAND PLC | G47791101 | SHS | 19,300 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 23,800 | $1,197,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 26,700 | $1,196,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| QUANTA SVCS INC | 74762E102 | COM | 53,000 | $1,196,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVERSOURCE ENERGY COM | 30040W108 | Stock | 20,500 | $1,196,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARD C R INC | 067383109 | COM | 5,900 | $1,196,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MECOX LANE LIMITED | 58403M201 | SPON ADR REP 35 | 307,538 | $1,196,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Danaher Corporation | 235851102 | COM | 12,600 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NextEra Energy,Inc. | 65339F101 | COM | 10,100 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERISIGN INC COM | 92343E102 | Stock | 13,500 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 24,800 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MCKESSON CORP COM | 58155Q103 | Stock | 7,600 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 48,800 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMC NETWORKS INC | 00164V103 | CL A | 18,400 | $1,195,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Boeing Company | 097023105 | COM | 9,400 | $1,193,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 18,000 | $1,193,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LULULEMON ATHLETICA INC | 550021109 | COM | 17,600 | $1,192,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 32,800 | $1,191,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Merck & Co.,Inc. | 58933Y105 | COM | 22,500 | $1,190,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VENTAS INC COM | 92276F100 | REIT | 18,900 | $1,190,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 5,400 | $1,190,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies,Inc. | 548661107 | COM | 15,700 | $1,189,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COCA COLA ENTERPRISES INC NE | 19122T109 | COM | 23,432 | $1,189,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YAHOO INC | 984332106 | COM | 32,300 | $1,189,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 18,683 | $1,184,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COPART INC COM | 217204106 | Stock | 28,959 | $1,181,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AES CORP COM | 00130H105 | Stock | 100,000 | $1,180,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 47,024 | $1,180,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 22,300 | $1,179,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEMIS INC | 081437105 | COM | 22,579 | $1,169,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORMEL FOODS CORP COM | 440452100 | Stock | 27,000 | $1,167,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 10,100 | $1,167,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 29,379 | $1,159,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORPORATION | 84423102 | COM | 20,622 | $1,159,000 | thousands by filing date | The CUSIP as filed is malformed.The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 27,453 | $1,155,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 3,200 | $1,153,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROASSURANCE CORP | 74267C106 | COM | 22,793 | $1,153,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMETEK INC COM | 031100100 | Stock | 22,999 | $1,149,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROLLINS INC COM | 775711104 | Stock | 42,374 | $1,149,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 41,202 | $1,144,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 24,103 | $1,141,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 16,124 | $1,135,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 15,940 | $1,133,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 23,274 | $1,130,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 23,949 | $1,130,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 25,959 | $1,128,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AIR PRODS & CHEMS INC | 009158106 | COM | 7,800 | $1,124,000 | 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 | $1,120,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Johnson & Johnson | 478160104 | COM | 10,334 | $1,118,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MUELLER INDS INC COM | 624756102 | Stock | 38,000 | $1,118,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 10,881 | $1,115,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XCELENERGY INC | 98389B100 | COM | 26,628 | $1,114,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 19,345 | $1,110,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KEYCORP COM | 493267108 | Stock | 100,100 | $1,105,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STAPLES INC | 855030102 | COM | 100,000 | $1,103,000 | 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 | $1,101,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORP | 74348TAD4 | NOTE | 1,092,000 | $1,098,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Citigroup Inc. | 172967424 | COM | 26,200 | $1,094,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 28,583 | $1,093,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 10,327 | $1,089,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 13,185 | $1,085,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Cisco Systems,Inc. | 17275R102 | COM | 38,000 | $1,082,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 6,482 | $1,080,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Berkshire Hathaway Inc | 084670702 | COM | 7,600 | $1,078,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINTAS CORP COM | 172908105 | Stock | 11,995 | $1,077,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 2,167 | $1,075,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIANNATLRYCOF | 136375102 | STOK | 17,187 | $1,074,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L BRANDS INC | 501797104 | COM | 12,231 | $1,074,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lincoln National Corporat | 524901105 | COM | 30,894 | $1,071,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chubb Limited | H1467J104 | COM | 8,961 | $1,068,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RAYTHEON CO | 755111507 | COM NEW | 8,700 | $1,067,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CBRE GROUP INC CL A | 12504L109 | Stock | 37,000 | $1,066,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 6,536 | $1,063,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 23,000 | $1,060,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chevron Corporation | 166764100 | COM | 11,100 | $1,059,000 | 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 | $1,059,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MAIN STR CAP CORP | 56035L104 | COM | 33,700 | $1,056,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 39,000 | $1,052,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 19,809 | $1,052,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 10,917 | $1,051,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 18,909 | $1,049,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 21,989 | $1,049,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOMSON REUTERS CORP | 884903105 | COM | 25,823 | $1,045,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 92,000 | $1,044,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ST JUDE MED INC | 790849103 | COM | 18,853 | $1,037,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 15,306 | $1,031,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 18,154 | $1,031,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 27,711 | $1,023,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 12,076 | $1,017,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 10,143 | $1,016,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 15,508 | $1,016,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 25,800 | $1,011,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Union Pacific Corporation | 907818108 | COM | 12,700 | $1,010,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERPUBLIC GROUP COS | 460690100 | COM | 44,000 | $1,010,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 18,915 | $1,006,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NORTHERN TR CORP COM | 665859104 | Stock | 15,397 | $1,003,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WW GRAINGER INC COM | 384802104 | Stock | 4,295 | $1,003,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 31,251 | $999,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CST BRANDS INC | 12646R105 | COM | 25,953 | $994,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WERNER ENTERPRISES INC | 950755108 | COM | 36,547 | $993,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 77,100 | $991,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORACE MANN EDUCATORS CORP NEW COM | 440327104 | Stock | 31,200 | $989,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIFIRST CORP MASS | 904708104 | COM | 9,042 | $987,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANESBRANDS INC | 410345102 | COM | 34,800 | $986,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIGATORS GROUP INC | 638904102 | COM | 11,700 | $981,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 80,109 | $978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OWENS CORNING NEW | 690742101 | COM | 20,680 | $978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 7,419 | $975,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WATERS CORP COM | 941848103 | Stock | 7,327 | $967,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 27,900 | $965,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NELNET INC | 64031N108 | CL A | 24,445 | $962,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PHILLIPS 66 COM | 718546104 | Stock | 11,100 | $961,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 23,598 | $958,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 100,000 | $954,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNCHRONYFINL | 87165B103 | STOK | 33,200 | $952,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAN TECH INTERNATIONAL CORP | 564563104 | CL A | 29,600 | $947,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KOHLS CORP | 500255104 | COM | 20,100 | $937,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PDC ENERGY INC | 69327R101 | COM | 15,500 | $921,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 14,091 | $921,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 15,498 | $918,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROGRESS SOFTWARE CORP COM | 743312100 | Stock | 37,996 | $916,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 10,827 | $916,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FS KKR CAPITAL CORP | 302635107 | COM | 99,423 | $912,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 645,700 | $910,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 11,783 | $909,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DAVITA INC COM | 23918K108 | Stock | 12,364 | $907,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 47,634 | $902,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 17,680 | $900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 15,370 | $900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILVER WHEATON CORP | 828336107 | COM | 54,300 | $900,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHOSTAR CORP | 278768106 | CL A | 20,274 | $898,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 30,135 | $893,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND EXPRESS INC | 422347104 | COM | 48,162 | $893,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 10,091 | $889,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EQT CORP COM | 26884L109 | Stock | 13,200 | $888,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AIRLS INC | 848577102 | COM | 18,200 | $873,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENVISION HEALTHCARE HLDGS IN | 29413U103 | COM | 42,600 | $869,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESORO CORP | 881609101 | COM | 10,100 | $869,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 17,722 | $866,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CNA FINL CORP | 126117100 | COM | 26,655 | $858,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROCKWELL COLLINS INC | 774341101 | COM | 9,308 | $858,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BXP INC COM | 101121101 | REIT | 6,732 | $856,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENUINE PARTS CO COM | 372460105 | Stock | 8,598 | $854,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 12,314 | $853,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 24,222 | $846,000 | 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 | $844,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PLANTRONICS INC NEW | 727493108 | COM | 21,500 | $843,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 20,267 | $832,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHICOS FAS INC | 168615102 | COM | 61,717 | $819,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 19,533 | $817,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TERADATA CORP DEL | 88076W103 | COM | 31,052 | $815,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| IAC INTERACTIVECORP | 44919P508 | COM | 17,300 | $814,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARATHON PETE CORP COM | 56585A102 | Stock | 21,800 | $811,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OSHKOSH CORP COM | 688239201 | Stock | 19,700 | $805,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 20,324 | $794,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOOG INC CL A | 615394202 | Stock | 17,200 | $786,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 100,000 | $785,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 4,957 | $778,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARRICK GOLD CORP | 067901108 | COM | 57,200 | $777,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 13,782 | $772,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 26,505 | $770,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMDOCS LTD | G02602103 | SHS | 12,709 | $768,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COTERRA ENERGY INC COM | 127097103 | Stock | 33,600 | $763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 24,813 | $763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 23,523 | $762,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 11,765 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED RENTALS INC COM | 911363109 | Stock | 11,900 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 9,074 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUVEEN DIV ADVANTAGE MUN FD | 67070F100 | COM | 49,689 | $738,000 | 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 | $735,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Gulfport Energy | 402635304 | COM | 25,800 | $731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FLOWSERVE CORP | 34354P105 | COM | 16,425 | $729,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Mallinckrodt Plc | G5785G107 | SHS | 11,900 | $729,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WENDYS CO COM | 95058W100 | Stock | 66,700 | $726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BORGWARNER INC COM | 099724106 | Stock | 18,764 | $721,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-16-000103 | this filing | 2016-05-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000113 | added | 2016-08-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-16-000124 | added | 2016-11-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000034 | added | 2017-02-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000041 | added | 2017-05-15 | acceptance time not in the bulk data set |