13F-HR/A filed by Pine River Capital Management L.P.
Pine River Capital Management L.P. filed this 13F-HR/A for the quarter ended 2016-09-30, filed 2017-01-11, with 390 holding rows worth $5,320,190,000.
- Accession
- 0001288136-17-000003
- Filer
- CIK 1288136
- Filed
- 2017-01-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A combination report, amendment of type restatement, 393 entries on the cover page, a total value of $5,320,190,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,320,190,000 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 | 5,655,000 | $1,223,180,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 7,007,980 | $628,966,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Procter & Gamble Co | 742718109 | COM | 7,000,000 | $628,250,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| ITC HLDGS CORP | 465685105 | COM | 6,845,959 | $318,200,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 2,500,000 | $96,150,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| SPY | 78462F103 | SHS | 438,600 | $94,869,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COTY INC | 222070203 | COM CL A | 3,314,826 | $76,904,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CEPHEID | 15670R107 | COM | 1,414,326 | $74,521,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 1,364,929 | $74,292,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,864,300 | $69,819,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| iShares Russell 2000 ETF | 464287655 | SHS | 526,000 | $65,334,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Verizon Communications Inc | 92343V104 | COM | 1,173,321 | $60,990,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 500,000 | $59,360,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 76,015 | $59,086,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 52,784,000 | $52,982,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| META PLATFORMS INC CL A | 30303M102 | COM | 386,016 | $49,513,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 82,000,000 | $42,845,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MWW 3.50 10/19 | 611742AB3 | Bond 30/360P2 U | 42,943,000 | $42,651,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HP INC COM | 40434L105 | Stock | 2,742,883 | $42,598,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 38,415,000 | $36,856,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SPLUNK INC | 848637104 | COM | 595,592 | $34,950,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 615,798 | $34,036,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 33,500,000 | $32,557,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| COTY INC | 222070203 | COM CL A | 1,375,000 | $32,313,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 30,089,000 | $30,430,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AVID TECHNOLOGY INC | 05367PAB6 | NOTE 2.000% 6/1 | 36,300,000 | $29,586,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GSV CAP CORP | 36191JAB7 | NOTE 5.250% 9/1 | 32,262,000 | $29,560,000 | 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 | 31,887,000 | $29,336,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 27,330,000 | $26,782,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 375,278 | $26,765,000 | 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 | $26,434,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AUTODESK INC COM | 052769106 | Stock | 324,394 | $23,463,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HALLIBURTON CO COM | 406216101 | Stock | 502,521 | $22,553,000 | 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 | 20,317,000 | $20,849,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TICC CAPITAL CORP | 87244TAB5 | DBCV 7.500%11/0 | 20,458,000 | $20,740,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 15,550,000 | $19,125,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NOBLE ENERGY INC | 655044105 | COM | 518,566 | $18,532,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENERGEN CORP | 29265N108 | COM | 320,040 | $18,472,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 345,554 | $18,315,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ILLUMINA INC | 452327109 | COM | 99,510 | $18,077,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 162,954 | $17,891,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMSTOCK RES INC | 205768AM6 | NOTE 7.750% 4/0 | 24,220,000 | $17,560,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 17,000,000 | $16,915,000 | 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 | 19,079,000 | $16,508,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 86,200 | $16,005,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 611,000 | $15,941,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 2,200,000 | $15,840,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 647,391 | $14,974,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 296,766 | $14,160,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 4,000,000 | $13,920,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 5,000,000 | $13,553,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 80,170 | $13,348,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387102 | COM | 1,518,624 | $13,273,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 500,000 | $13,215,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 260,000 | $13,044,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Comcast Corp | 20030N101 | COM | 194,858 | $12,927,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 15,000,000 | $12,837,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 13,928,000 | $12,608,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 15,656 | $12,588,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 45,133 | $12,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Union Pacific Corporation | 907818108 | COM | 122,199 | $11,918,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 11,441,000 | $11,677,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 11,615,000 | $11,525,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Micron Technology,Inc. | 595112103 | COM | 642,471 | $11,423,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 894,253 | $11,178,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 600,000 | $10,740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 20,723,000 | $10,674,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 10,166,000 | $10,417,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 10,482,000 | $10,397,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HARMAN INTL INDS INC | 413086109 | COM | 120,000 | $10,134,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 10,200,000 | $10,098,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RPC INC | 749660106 | COMMON STOCK | 585,000 | $9,828,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AD6 | NOTE 8.000 5/0 | 8,949,000 | $9,583,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 9,500,000 | $9,358,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP DEL | 530715AG6 | DEB 4.000%11/1 | 15,118,000 | $9,298,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 61,879 | $9,085,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 284,180 | $8,960,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 229,700 | $8,933,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RED HAT INC | 756577102 | COM | 107,910 | $8,723,000 | 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 | 10,920,000 | $8,613,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CARDTRONICS PLC | G1991C105 | COMMON STOCK-FO | 192,746 | $8,596,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 713,640 | $8,185,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONAGRA FOODS INC | 205887102 | COM | 172,856 | $8,142,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FLOWSERVE CORP | 34354P105 | COM | 162,541 | $7,841,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RICE ENERGY INC | 762760106 | COM | 300,000 | $7,833,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 11,440,000 | $7,703,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 1,350,000 | $7,587,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 7,240,000 | $7,510,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 160,846 | $7,491,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 10,307,000 | $7,421,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CARRIZO OIL & GAS INC | 144577103 | COM | 182,026 | $7,394,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAGNA INTL INC COM | 559222401 | Stock | 169,291 | $7,272,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| United Parcel Service,Inc. Class B | 911312106 | COM | 64,447 | $7,048,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CSX Corporation | 126408103 | COM | 230,682 | $7,036,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 128,520 | $6,848,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 150,000 | $6,492,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXXON MOBIL CORP | 30231G102 | COM | 73,520 | $6,416,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MORGANS HOTEL GROUP CO | 61748W108 | COM | 3,139,668 | $6,343,000 | 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 | 7,270,000 | $6,261,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| Amazon.com, Inc | 023135106 | COM | 7,475 | $6,259,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JUNIPER NETWORKS INC | 48203R104 | COM | 248,448 | $5,978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INDEPENDENCE RLTY TR INC | 45378A106 | COM | 650,000 | $5,850,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMSTOCK RES INC | 205768AN4 | NOTE 9.500% 6/1 | 8,062,000 | $5,845,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CITRIX SYSTEMS INC | 177376100 | COM | 67,400 | $5,744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 65,601 | $5,720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ADVANCEPIERRE FOODS HLDGS IN | 00782L107 | COM | 200,000 | $5,512,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONTINENTAL RES INC | 212015101 | COM | 104,003 | $5,403,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 4,825,000 | $5,329,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 82,741 | $5,242,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 150,000 | $5,059,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| HSBC HLDGS PLC | 404280AT6 | NOTE 6.375%12/3 | 5,000,000 | $4,975,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LAYNE CHRISTENSEN CO | 521050AB0 | NOTE 4.250%11/1 | 5,655,000 | $4,955,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VERADIGM INC | 01988P108 | COMMON STOCK | 375,900 | $4,951,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ST JUDE MED INC | 790849103 | COM | 61,325 | $4,892,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 211,245 | $4,805,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNITED STATES STL CORP NEW | 912909108 | COM | 250,000 | $4,715,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HURON CONSULTING GROUP INC | 447462102 | COM | 76,800 | $4,590,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 5,000,000 | $4,488,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 50,000 | $4,363,000 | thousands by filing date | putThe filing omitted confidential holdings, a later amendment may add them. |
| RANGE RES CORP COM | 75281A109 | Stock | 111,374 | $4,316,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NOVATEL WIRELESS INC | 66987MAE9 | CONV | 4,350,000 | $4,283,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 48,500 | $3,969,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 301,295 | $3,887,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRIDSUM HLDG INC SPONSORED ADR | 398132100 | Stock | 220,500 | $3,716,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 30,000 | $3,644,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MARATHON OIL CORP | 565849106 | COM | 223,750 | $3,537,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 79,642 | $3,513,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 65,260 | $3,496,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AK STEEL HOLDING CORP | 001547108 | COM | 700,300 | $3,382,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANI PHARMACEUTICALS INC | 00182C103 | COM | 50,400 | $3,344,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Advanced Micro Devices,Inc. | 007903107 | COM | 468,800 | $3,239,000 | 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 | $3,217,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 2,950,000 | $3,117,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 52,900 | $2,898,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 15,815 | $2,879,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VERINT SYS INC | 92343X100 | COM | 72,900 | $2,743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 35,000 | $2,739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIRST HAWAIIAN INC | 32051X108 | COM | 100,000 | $2,686,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 30,300 | $2,654,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHINA BIOLOGIC PRODUCTS INC | 16938C106 | COMM STK | 21,157 | $2,634,000 | 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 | 2,549,000 | $2,616,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETROLEUM CORP | 966387AY8 | DEBT | 3,298,000 | $2,490,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY MEDIA CORP DEL | 530715AL5 | DEB 3.750% 2/1 | 4,115,000 | $2,474,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CONSOLIDATED TOMOKA LD CO | 210226AB2 | NOTE 4.500% 3/1 | 2,475,000 | $2,415,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BOX INC CL A | 10316T104 | Stock | 152,014 | $2,395,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THETRADEDESKINCCLASSCLASSA | 88339J105 | STOK | 75,000 | $2,191,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 95,414 | $2,085,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POST HLDGS INC | 737446104 | COM | 27,000 | $2,084,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 2,505,000 | $1,951,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 2,600,000 | $1,940,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BEONE MEDICINES LTD SPONSORED ADS | 07725L102 | ADR | 61,509 | $1,895,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 200,000 | $1,866,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CALLIDUS SOFTWARE INC | 13123E500 | COM | 100,000 | $1,835,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 33,495 | $1,775,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PTC THERAPEUTICS INC | 69366JAB7 | NOTE | 3,100,000 | $1,748,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| VALVOLINE INC COM | 92047W101 | Stock | 73,200 | $1,719,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DAQO NEW ENERGY CORP. (ADR) | 23703Q203 | SPNSRD ADS NEW | 79,113 | $1,677,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 2,000,000 | $1,645,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| RPM INTL INC COM | 749685103 | Stock | 29,606 | $1,591,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN DIGITAL CORP | 958102105 | COM | 26,700 | $1,561,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PLANET FITNESS MASTER ISSUER L CL A | 72703H101 | Stock | 75,000 | $1,505,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK OF N T BUTTERFIELD & SO | G0772R208 | SHS NEW | 60,000 | $1,486,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503403 | COM NEW | 1,000 | $1,472,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Microsoft Corp | 594918104 | COM | 25,125 | $1,447,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVERBRIDGE INC | 29978A104 | COM | 85,000 | $1,433,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CBS CORP NEW | 124857202 | CL B | 24,800 | $1,358,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 30,000 | $1,288,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 17,685 | $1,249,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Lowes Companies,Inc. | 548661107 | COM | 15,593 | $1,126,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 38,275 | $1,045,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FB FINL CORP | 30257X104 | COM | 50,000 | $1,009,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 37,024 | $994,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELUS CORPORATION COM | 87971M103 | Stock | 22,769 | $986,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 8,083 | $986,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEW RELIC INC | 64829B100 | COMMON STOCK | 25,627 | $982,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCE INC COM NEW | 05534B760 | Stock | 16,136 | $978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 11,373 | $978,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 9,573 | $974,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 17,483 | $973,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ROYAL BK CDA COM | 780087102 | Stock | 11,941 | $970,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 13,822 | $961,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HORACE MANN EDUCATORS CORP NEW COM | 440327104 | Stock | 26,000 | $953,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 41,959 | $946,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUTANIX INC CL A | 67059N108 | Stock | 25,000 | $925,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 5,439 | $895,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NELNET INC | 64031N108 | CL A | 22,105 | $892,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 38,175 | $885,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVERTEC INC | 30040P103 | COM | 52,681 | $884,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARNES GROUP INC | 067806109 | COM | 21,768 | $883,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 15,350 | $866,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APPLIED INDL TECHNOLOGIES INC COM | 03820C105 | Stock | 18,276 | $854,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NAVIGATORS GROUP INC | 638904102 | COM | 8,800 | $853,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ELFBEAUTYINC | 26856L103 | STOK | 30,000 | $844,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAN TECH INTERNATIONAL CORP | 564563104 | CL A | 22,202 | $837,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BLUE CAP REINS HLDGS LTD COM COM | G1190F107 | COM | 45,285 | $830,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ECHOSTAR CORP | 278768106 | CL A | 18,474 | $810,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Accenture Plc Class A | G1151C101 | COM | 6,623 | $809,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CUMMINS INC COM | 231021106 | Stock | 6,206 | $795,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 16,228 | $792,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 60,000 | $791,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 12,408 | $788,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOR INDS INC | 885160101 | COM | 9,284 | $786,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WILEY JOHN & SONS INC | 968223206 | CL A | 15,222 | $786,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CROWN HLDGS INC COM | 228368106 | Stock | 13,738 | $784,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EMERSON ELEC CO COM | 291011104 | Stock | 14,373 | $783,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EASTMAN CHEM CO COM | 277432100 | Stock | 11,431 | $774,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 8,489 | $773,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 17,351 | $773,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Chevron Corporation | 166764100 | COM | 7,500 | $772,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OWENS CORNING NEW | 690742101 | COM | 14,469 | $772,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 23,104 | $772,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNCHRONYFINL | 87165B103 | STOK | 27,500 | $770,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CONVERGYS CORP | 212485106 | COM | 25,314 | $770,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLEGHANY CORP DEL | 017175100 | COM | 1,464 | $769,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WOODWARD INC COM | 980745103 | Stock | 12,280 | $767,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CIT GROUP INC COM NEW | 125581801 | Stock | 21,131 | $767,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 10,878 | $766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NUCOR CORP COM | 670346105 | Stock | 15,500 | $766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 26,700 | $766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAMAN CORP-CLASS A | 483548103 | COM | 17,449 | $766,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INGREDION INC COM | 457187102 | Stock | 5,746 | $765,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EBAY INC. COM | 278642103 | Stock | 23,241 | $765,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 14,279 | $765,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WW GRAINGER INC COM | 384802104 | Stock | 3,395 | $763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LANDSTAR SYS INC COM | 515098101 | Stock | 11,208 | $763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CABOT CORP | 127055101 | COM | 14,556 | $763,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 10,379 | $762,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOOT LOCKER INC | 344849104 | COM | 11,236 | $761,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 13,054 | $760,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SILGAN HLDGS INC | 827048109 | COM | 15,015 | $760,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 7,689 | $760,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 9,778 | $759,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CARLISLE COS INC COM | 142339100 | Stock | 7,384 | $757,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 12,070 | $756,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RELIANCE INC | 759509102 | COM | 10,500 | $756,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AIR PRODS & CHEMS INC | 009158106 | COM | 5,023 | $755,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 14,649 | $755,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TERADYNE INC COM | 880770102 | Stock | 34,971 | $755,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 9,233 | $754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CA INC COM | 12673P105 | COM | 22,780 | $754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 5,000 | $754,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PREMIER INC | 74051N102 | CL A | 23,273 | $753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENTURYLINK INC | 156700106 | COM | 27,451 | $753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PRAXAIR INC | 74005P104 | COM | 6,232 | $753,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Cisco Systems,Inc. | 17275R102 | COM | 23,704 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DEL MONTE CORP ORD | G36738105 | Stock | 12,553 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| LEAR CORP COM NEW | 521865204 | Stock | 6,200 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 4,900 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PACCAR INC COM | 693718108 | Stock | 12,800 | $752,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Progressive Corporation | 743315103 | COM | 23,826 | $751,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OCCIDENTAL PETE CORP | 674599105 | COM | 10,300 | $751,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRAND CANYON ED INC COM | 38526M106 | Stock | 18,559 | $750,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REGAL ENTMT GROUP | 758766109 | CL A | 34,500 | $750,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Intel Corp | 458140100 | COM | 19,836 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PepsiCo,Inc. | 713448108 | COM | 6,890 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYNOPSYS INC COM | 871607107 | Stock | 12,612 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 17,500 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 9,932 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 10,624 | $749,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 10,414 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ALLSTATE CORP COM | 020002101 | Stock | 10,806 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 26,948 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 19,543 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 10,896 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MUELLER INDS INC COM | 624756102 | Stock | 23,063 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIFFANY & CO NEW | 886547108 | COM | 10,297 | $748,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SANDERSON FARMS | 800013104 | COM | 7,758 | $747,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Texas Instruments Incorporated | 882508104 | COM | 10,629 | $746,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FEDEX CORP COM | 31428X106 | Stock | 4,268 | $746,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 8,621 | $746,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BED BATH & BEYOND INC | 075896100 | COM | 17,300 | $746,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THOMSON REUTERS CORP | 884903105 | COM | 18,023 | $746,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 9,930 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| METLIFE INC COM | 59156R108 | Stock | 16,770 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 9,176 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| NEENAH PAPER INC | 640079109 | COM | 9,435 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 15,989 | $745,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walt Disney Co | 254687106 | COM | 8,007 | $744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DAVITA INC COM | 23918K108 | Stock | 11,264 | $744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 6,891 | $744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SELECTIVE INS GROUP INC | 816300107 | COM | 18,677 | $744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIFIRST CORP MASS | 904708104 | COM | 5,642 | $744,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| American Express Company | 025816109 | COM | 11,600 | $743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENUINE PARTS CO COM | 372460105 | Stock | 7,396 | $743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 52,709 | $743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENTEX CORP COM | 371901109 | Stock | 42,300 | $743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 53,100 | $743,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BERKLEY W R CORP COM | 084423102 | Stock | 12,853 | $742,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BEMIS INC | 081437105 | COM | 14,543 | $742,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AT&T Inc | 00206R102 | COM | 18,257 | $741,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FORD MTR CO COM | 345370860 | Stock | 61,375 | $741,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 8,227 | $741,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HEARTLAND EXPRESS INC | 422347104 | COM | 39,262 | $741,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WERNER ENTERPRISES INC | 950755108 | COM | 31,847 | $741,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Johnson & Johnson | 478160104 | COM | 6,266 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Waste Management, Inc. | 94106L109 | COM | 11,607 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SONOCO PRODS CO | 835495102 | COM | 14,000 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TIVO CORP | 88870P106 | COM | 38,000 | $740,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JPMorgan Chase & Co | 46625H100 | COM | 11,098 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Oracle Corporation | 68389X105 | COM | 18,825 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 26,280 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 11,291 | $739,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 16,249 | $738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Walmart Inc. | 931142103 | COM | 10,235 | $738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| USBANCORPDEL | 902973304 | COM NEW | 17,198 | $738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 7,400 | $738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHURCHILL DOWNS INC | 171484108 | COM | 5,041 | $738,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Berkshire Hathaway Inc | 084670702 | COM | 5,100 | $737,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 15,367 | $737,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BAXTER INTL INC | 071813109 | COM | 15,474 | $737,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| McDonalds Corporation | 580135101 | COM | 6,383 | $736,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Pfizer Inc. | 717081103 | COM | 21,735 | $736,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 6,817 | $736,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 6,122 | $736,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POWERSHARES ETF TR II S&P500 L | 73937B779 | COM | 17,741 | $736,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TARGET CORP COM | 87612E106 | Stock | 10,700 | $735,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 19,143 | $735,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BB & T CORP | 054937107 | COM | 19,462 | $734,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| APTARGROUP INC COM | 038336103 | Stock | 9,465 | $733,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 35,837 | $733,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BRINKER INTL INC COM | 109641100 | Stock | 14,534 | $733,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CVS Health Corporation | 126650100 | COM | 8,221 | $732,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 6,390 | $732,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| POPULAR INC | 733174700 | COM NEW | 19,152 | $732,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 14,702 | $732,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 11,923 | $731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 14,487 | $731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HENRY JACK & ASSOC INC | 426281101 | COM | 8,542 | $731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CHEESECAKE FACTORY INC | 163072101 | COM | 14,609 | $731,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 3,843 | $730,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| XL GROUP LTD | G98294104 | COM | 21,700 | $730,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 13,409 | $729,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TORCHMARK CORP | 891027104 | COM | 11,418 | $729,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| 3M CO COM | 88579Y101 | Stock | 4,131 | $728,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DISCOVER FINL SVCS | 254709108 | COM | 12,880 | $728,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FISERV INC | 337738108 | COM | 7,312 | $727,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AFLAC INC COM | 001055102 | Stock | 10,098 | $726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 13,272 | $726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AMDOCS LTD | G02602103 | SHS | 12,556 | $726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| U HAUL HOLDING COMPANY | 023586100 | COM | 2,239 | $726,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 10,846 | $725,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GENERAL MILLS INC COM | 370334104 | Stock | 11,348 | $725,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 9,123 | $723,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 20,324 | $723,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ATN INTERNATIONAL INC | 00215F107 | COMMON STOCK | 11,110 | $723,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| OLD REP INTL CORP COM | 680223104 | Stock | 40,994 | $722,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| CENCORA INC COM | 03073E105 | Stock | 8,929 | $721,000 | 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 | $720,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 4,457 | $719,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Wells Fargo & Company | 949746101 | COM | 16,222 | $718,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TABULA RASA HEALTHCARE INC | 873379101 | COMMON STOCK | 50,000 | $716,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Gilead Sciences,Inc. | 375558103 | COM | 9,039 | $715,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| KROGER CO COM | 501044101 | Stock | 23,983 | $712,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WHITING PETROLEUM CORP | 966387AX0 | DEBT | 1,000,000 | $710,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CAPITOL ACQUISITION CORP III | 14055M114 | *W EXP 10/19/202 | 1,000,000 | $700,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MILLERKNOLL INC | 600544100 | COM | 23,150 | $662,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SHUTTERFLY INC | 82568P304 | COM | 14,671 | $655,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 22,182 | $639,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| SINOVAC BIOTECH LTD | P8696W104 | SHS | 106,198 | $627,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MEDIDATE SOLUTIONS INC | 58471A105 | COM | 11,200 | $625,000 | 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 | 1,102,000 | $617,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 855,100 | $487,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TRINITY BIOTECH INVT LTD | 89643QAB4 | NOTE 4.000% 4/0 | 500,000 | $476,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| APPTIO INC | 03835C108 | CL A | 20,000 | $434,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 486,000 | $423,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ELECTRUM SPL ACQUISITION COR | G3105C112 | *W EXP 06/16/202 | 1,617,500 | $396,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| HUTCHMED CHINA LTD SPONSORED ADS | 44842L103 | ADR | 28,641 | $341,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 171,000 | $234,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| QUINPARIO ACQUISITION CORP 2 | 74874U119 | *W EXP 01/01/202 | 1,222,482 | $214,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BIOAMBER INC | 09072Q114 | *W EXP 05/09/201 | 344,656 | $163,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 30,648 | $151,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 113,000 | $131,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 100,000 | $127,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 120,000 | $127,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PACE HLDGS CORP | G6865N111 | W EXP 99/99/999 | 300,000 | $126,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| AGROFRESH SOLUTIONS INC | 00856G117 | *W EXP 07/31/2 | 151,000 | $118,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| UNIVAR SOLUTIONS | 65342H110 | EQUITY WRT | 135,625 | $84,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 5,303,225 | $47,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| JASON INDS INC | 471172114 | *W EXP 06/30/201 | 556,126 | $44,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 31,000 | $35,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 40,000 | $29,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CALADRIUS BIOSCIENCES INC | 128058203 | COM NEW | 1,250,000 | $22,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| Galena Biopharma Inc | 363256108 | COM | 50,665 | $18,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BCOR 4.25 4/19 | 095229AB6 | Bond 30/360P2 U | 14,000 | $13,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 11,000 | $12,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 500,000 | $8,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| BARINGTON HILCO ACQUISITION | 06759V127 | *W EXP 02/11/202 | 98,475 | $7,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 559,440 | $1,000 | thousands by filing date | The filing omitted confidential holdings, a later amendment may add them. |
| MAST THERAPEUTICS INC | 576314108 | COM | 1,250,000 | $0 | thousands by filing date | Value filed as zero, left out of ratios.The filing omitted confidential holdings, a later amendment may add them. |
| CLEVELAND BIOLABS INC | 185860202 | COM NEW | 150,000 | $0 | thousands by filing date | Value filed as zero, left out of ratios.The filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001288136-16-000126 | superseded | 2016-11-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000003 | this filing | 2017-01-11 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000036 | added | 2017-02-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001288136-17-000043 | added | 2017-05-15 | acceptance time not in the bulk data set |