Pine River Capital Management L.P.

Latest statistics and disclosures from Pine River Capital Management's latest quarterly 13F-HR filing:

Pine River Capital Management portfolio companies for December 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
SPDR S&P; 500 ETF (SPY) 32.59 3.33M NEW 223.53 238.08
FMC Technologies (FTI) 6.26 4.03M +81.00% 35.53 30.13
iShares MSCI Emerging Markets Indx (EEM) 2.56 1.67M NEW 35.01 40.06
Allergan 2.39 260700 NEW 210.01 0.00
Verizon Communications (VZ) 2.24 960543 NEW 53.38 45.91
Resource Capital Corporation note 8.000 1/1 added 1.92 46.18M NEW 0.95 0.00
Liberty Media Corp deb 3.500% 1/1 1.90 82.00M NEW 0.53 0.00
Resource Cap Corp Note 6.000%12/0 note 1.78 42.35M NEW 0.96 0.00
Midstates Pete Co Inc Com Par Added 1.36 1.50M NEW 20.74 0.00
Gsv Capital Corp. note 5.250 9/1 1.33 32.26M NEW 0.94 0.00
Redwood Trust, Inc note 5.625 11/1 1.30 29.39M NEW 1.01 0.00
Rait Financial Trust note 4.000%10/0 1.28 31.89M NEW 0.92 0.00
Alphabet Inc Class C cs 1.23 36485 NEW 771.80 0.00
Hp 1.14 1.75M NEW 14.84 0.00
Rwt 4 5/8 04/15/18 1.06 24.23M NEW 1.00 0.00
Solarcity Corp note 1.625%11/0 1.03 28.15M NEW 0.84 0.00
Kinder Morgan Inc. 1.02 1.13M NEW 20.71 0.00
Harmonic Inc note 4.000 12/0 added 1.02 20.77M NEW 1.12 0.00
Solarcity Corp note 2.750%11/0 0.99 24.50M NEW 0.92 0.00
Alphabet Inc Class A cs 0.95 27486 NEW 792.50 0.00
Avid Technology Inc note 2.000% 6/1 0.94 32.13M NEW 0.67 0.00
Westar Energy (WR) 0.93 377998 NEW 56.35 52.03
Halliburton Company (HAL) 0.89 376983 NEW 54.09 45.88
Cowen Group Inc New note 3.000% 3/1 0.77 17.57M NEW 1.00 0.00
Tableau Software Inc Cl A 0.68 370266 NEW 42.15 0.00
Jd 0.68 611000 NEW 25.44 0.00
Autodesk (ADSK) 0.67 205734 NEW 74.01 90.07
Micron Technology (MU) 0.62 642471 NEW 21.92 27.67
Facebook Inc cl a 0.62 124213 NEW 115.05 0.00
Arbor Realty Trust note 6.500 10/0 added 0.61 13.85M NEW 1.00 0.00
Tal Education Group conv bd us 0.59 5.00M NEW 2.68 0.00
SPDR S&P; Retail (XRT) 0.58 300000 NEW 44.07 42.91
Psec Us conv 0.57 12.82M NEW 1.02 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.52 13.75M NEW 0.86 0.00
Cognizant Technology Solutions (CTSH) 0.50 205267 NEW 56.03 60.23
Nielsen Hldgs Plc Shs Eur stock 0.50 272080 NEW 41.95 0.00
Juniper Networks (JNPR) 0.49 395467 NEW 28.26 30.07
Anadarko Petroleum Corporation (APC) 0.48 156133 NEW 69.74 57.02
Pioneer Natural Resources (PXD) 0.48 60406 NEW 180.08 172.99
Electronic Arts (ERTS) 0.47 135600 NEW 78.76 0.00
Yy Inc note 2.25% 0.47 11.00M NEW 0.98 0.00
Corning Incorporated (GLW) 0.46 432700 NEW 24.27 28.85
Vaneck Vectors Gold Miners mutual 0.46 500000 NEW 20.92 0.00
Alibaba Group Holding Ltd Spon 0.44 115850 NEW 87.81 0.00
Red Hat (RHT) 0.43 140159 NEW 69.70 88.08
Constellium Holdco B V cl a 0.43 1.66M NEW 5.90 0.00
Weatherford Intl Plc ord shs 0.42 1.93M NEW 4.99 0.00
Emergent BioSolutions (EBS) 0.41 284180 NEW 32.84 29.91
Walt Disney Company (DIS) 0.38 83651 NEW 104.21 115.60
Advanced Micro Devices (AMD) 0.38 771900 NEW 11.34 13.30
Cardtronics Plc Shs Cl A 0.38 157755 NEW 54.57 0.00
Prospect Capital Corporati mtnf 5.375% 0.37 8.30M NEW 1.02 0.00
Fortinet (FTNT) 0.36 271140 NEW 30.12 39.00
Pennymac Corp conv 0.36 8.37M NEW 0.97 0.00
Enernoc, Inc. conv 0.36 10.31M NEW 0.79 0.00
RPC (RES) 0.35 400000 NEW 19.81 18.17
Moduslink Global Solutions 0.34 8.92M NEW 0.87 0.00
Mammoth Energy Svcs Inc Com Added 0.34 515000 NEW 15.20 0.00
Pandora Media Inc note 1.750%12/0 0.34 7.50M NEW 1.03 0.00
Diamondback Energy 0.33 75000 NEW 101.07 0.00
Comcast Corporation (CMCSA) 0.32 106960 NEW 69.05 39.19
Rockwell Automation (ROK) 0.32 54731 NEW 134.40 157.35
Molson Coors Brewing Company (TAP) 0.31 71815 NEW 97.31 95.89
DISH Network (DISH) 0.31 122700 NEW 57.93 64.44
Safeguard Scientifics In conv bnd 0.31 6.79M NEW 1.04 0.00
Tesla Motors Inc bond 0.29 7.50M NEW 0.87 0.00
Symantec Corporation (SYMC) 0.27 255012 NEW 23.89 31.63
Layne Christensen Co note 8.000% 5/0 0.27 5.38M NEW 1.14 0.00
Microsoft Corporation (MSFT) 0.26 95799 NEW 62.14 68.46
Devon Energy Corporation (DVN) 0.26 128686 NEW 45.68 39.49
Exxon Mobil Corporation (XOM) 0.24 61402 NEW 90.26 81.65
Chesapeake Energy Corporation (CHK) 0.22 726600 NEW 7.02 5.26
REPCOM cla 0.22 125056 NEW 39.42 0.00
Hsbc Hldgs Plc note 6.375%12/2 0.22 5.00M NEW 1.00 0.00
Extraction Oil And Gas Inc Com Added 0.22 250000 NEW 20.04 0.00
St. Jude Medical (STJ) 0.21 60633 NEW 80.20 80.82
Vulcan Materials Company (VMC) 0.20 36989 NEW 125.15 120.88
Ctrip.com International (CTRP) 0.20 112646 NEW 40.00 50.51
CSX Corporation (CSX) 0.19 122112 NEW 35.93 50.84
Continental Resources (CLR) 0.19 82704 NEW 51.53 42.41
CA (CA) 0.19 134200 NEW 31.77 32.83
Advanced Disposal Services I 0.19 200000 NEW 22.22 0.00
Concho Resources (CXO) 0.18 30629 NEW 132.55 126.66
Daqo New Energy Corp- 0.18 218208 NEW 19.30 0.00
Huron Consulting (HURN) 0.17 76800 NEW 50.65 44.50
stock 0.17 77307 NEW 51.15 0.00
Hewlett Packard Enterprise 0.17 167274 NEW 23.14 0.00
Zto Express Cayman Inc sponsored adr added 0.17 325200 NEW 12.07 0.00
* First Hawaiian Inc Com stock 0.15 100000 NEW 34.82 0.00
Lowe's Companies (LOW) 0.13 40680 NEW 71.14 84.88
NetEase (NTES) 0.13 13461 NEW 215.36 265.39
Biosante Pharmaceuticals 0.13 50400 NEW 60.62 0.00
Box Inc cl a 0.13 217030 NEW 13.86 0.00
Cimarex Energy Co 0.12 20000 NEW 135.90 0.00
Superior Energy Services (SPN) 0.12 160000 NEW 16.88 12.08
500 0.12 182476 NEW 15.33 0.00
Intel Corporation (INTC) 0.11 68923 NEW 36.24 36.15
WisdomTree Japan Total Dividend Fd (DXJ) 0.11 50000 NEW 49.54 51.07
Gridsum Hldg Inc adr repsg cl b 0.11 257697 NEW 10.19 0.00
Verint Systems (VRNT) 0.09 57400 NEW 35.24 39.30
Wildhorse Resource Dev Corp Com Added 0.09 135000 NEW 14.60 0.00
Range Resources (RRC) 0.08 50000 NEW 34.36 26.49
Jazz Pharmaceuticals 0.08 17500 NEW 109.03 0.00
Beigene 0.08 61509 NEW 30.35 0.00
Trivago N V spon ads a shs 0.08 150000 NEW 11.75 0.00
Ichor Holdings Shs Added 0.08 175000 NEW 10.82 0.00
Baidu (BIDU) 0.07 10337 NEW 164.36 180.23
World Wrestling Entertainment (WWE) 0.07 90688 NEW 18.40 21.43
Rockwell Collins (COL) 0.06 14024 NEW 92.70 104.09
TreeHouse Foods (THS) 0.06 19680 NEW 72.21 87.60
SciClone Pharmaceuticals (SCLN) 0.06 130000 NEW 10.80 9.65
Us Silica Hldgs 0.05 21250 NEW 56.66 0.00
Momo 0.05 61546 NEW 18.38 0.00
Blackline 0.05 45000 NEW 27.62 0.00
Avista Healthcare Pub Acq Co unit 99/99/9999 0.05 120000 NEW 10.12 0.00
Blue Capital Reinsurance Hol 0.04 45285 NEW 18.46 0.00
La Quinta Holdings 0.04 68846 NEW 14.21 0.00
Liberty Tripadvisor Hldgs 0.04 68304 NEW 15.05 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.04 1000000 NEW 0.87 0.00
Elf Beauty 0.04 30000 NEW 28.93 0.00
CBS Corporation (CBS) 0.03 9300 NEW 63.66 66.56
Shaw Communications Inc cl b conv 0.03 25724 NEW 26.94 0.00
Western Digital (WDC) 0.03 10013 NEW 67.91 89.07
Bce Inc. 0.03 12136 NEW 58.01 0.00
American National Insurance Company (ANAT) 0.03 4783 NEW 124.61 116.92
Cibc Cad Com 0.03 6073 NEW 109.50 0.00
Euronet Worldwide (EEFT) 0.03 9700 NEW 72.47 82.62
Bk Nova Cad Com (usd) 0.03 9122 NEW 74.76 0.00
Rbc Cad Com 0.03 7641 NEW 90.83 0.00
Tor Dom Bk Cad Com 0.03 10300 NEW 66.21 0.00
Bank Of Montreal Cadcom Npv 0.03 7173 NEW 96.61 0.00
Telus Ord 0.03 16269 NEW 42.78 0.00
Powershares Etf Tr Ii s^p500 low vol 0.03 16941 NEW 41.56 0.00
Ishares Tr usa min vo 0.03 15449 NEW 45.25 0.00
Fairmount Santrol Holdings 0.03 50000 NEW 11.80 0.00
Amyris Inc. note 6.500% 5/1 added 0.03 1.40M NEW 0.55 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.03 1.60M NEW 0.47 0.00
* Tivo Corp Com stock 0.03 38000 NEW 20.89 0.00
Ptc Therapeutics Inc conv bd us 0.03 1.10M NEW 0.59 0.00
Hostess Brands 0.03 46083 NEW 13.00 0.00
Amyris Inc bond 0.03 1.10M NEW 0.70 0.00
Compass Minerals International (CMP) 0.02 6500 NEW 78.31 66.00
Loews Corporation (L) 0.02 11000 NEW 46.82 46.62
ANSYS (ANSS) 0.02 5200 NEW 92.50 110.16
CME (CME) 0.02 4200 NEW 115.24 116.19
Goldman Sachs (GS) 0.02 2157 NEW 239.22 223.80
JPMorgan Chase & Co. (JPM) 0.02 6198 NEW 86.32 87.00
Progressive Corporation (PGR) 0.02 14626 NEW 35.48 39.72
Renaissance Re Holdings Ltd Cmn 0.02 3922 NEW 136.16 0.00
U.S. Ban (USB) 0.02 10098 NEW 51.40 51.28
Western Union Company (WU) 0.02 24400 NEW 21.72 19.86
First Financial Ban (FFBC) 0.02 18500 NEW 28.43 27.65
Reinsurance Group of America (RGA) 0.02 4017 NEW 125.72 125.04
American Express Company (AXP) 0.02 6900 NEW 74.06 79.25
PNC Financial Services (PNC) 0.02 4327 NEW 116.94 119.75
RLI (RLI) 0.02 8200 NEW 63.17 57.22
CVB Financial (CVBF) 0.02 23496 NEW 22.94 21.54
Discover Financial Services (DFS) 0.02 7180 NEW 72.14 62.59
Arthur J. Gallagher & Co. (AJG) 0.02 10200 NEW 51.96 55.81
Northern Trust Corporation (NTRS) 0.02 5900 NEW 88.98 90.00
People's United Financial (PBCT) 0.02 27000 NEW 19.37 17.47
Berkshire Hathaway (BRK.B) 0.02 3100 NEW 162.90 0.00
Caterpillar (CAT) 0.02 5700 NEW 92.81 102.26
Expeditors International of Washington (EXPD) 0.02 9649 NEW 52.96 56.09
M&T; Bank Corporation (MTB) 0.02 3300 NEW 156.36 155.41
McDonald's Corporation (MCD) 0.02 4164 NEW 121.76 139.93
Republic Services (RSG) 0.02 9087 NEW 57.00 62.99
Wal-Mart Stores (WMT) 0.02 7373 NEW 69.17 75.18
Waste Management (WM) 0.02 7407 NEW 70.88 72.78
Scholastic Corporation (SCHL) 0.02 11147 NEW 47.46 43.23
United Parcel Service (UPS) 0.02 4398 NEW 114.60 107.46
3M Company (MMM) 0.02 2891 NEW 178.48 195.83
AT&T; (T) 0.02 12482 NEW 42.54 39.63
Bank of Hawaii Corporation (BOH) 0.02 5895 NEW 88.72 81.48
Bed Bath & Beyond (BBBY) 0.02 11000 NEW 40.64 38.75
Brown & Brown (BRO) 0.02 11685 NEW 44.84 42.90
Cracker Barrel Old Country Store (CBRL) 0.02 2920 NEW 167.12 160.19
Cummins (CMI) 0.02 3706 NEW 136.54 150.94
Genuine Parts Company (GPC) 0.02 5396 NEW 95.63 92.02
Heartland Express (HTLD) 0.02 25062 NEW 20.35 20.12
J.B. Hunt Transport Services (JBHT) 0.02 5376 NEW 97.10 89.66
Leggett & Platt (LEG) 0.02 10454 NEW 48.88 52.54
Lincoln Electric Holdings (LECO) 0.02 6662 NEW 76.70 89.03
Mercury General Corporation (MCY) 0.02 8700 NEW 60.23 61.49
Paychex (PAYX) 0.02 8500 NEW 60.82 59.28
Rollins (ROL) 0.02 15790 NEW 33.76 38.83
Sonoco Products Company (SON) 0.02 9800 NEW 52.65 52.31
SYSCO Corporation (SYY) 0.02 9200 NEW 55.33 52.87
T. Rowe Price (TROW) 0.02 6700 NEW 75.22 70.89
Travelers Companies (TRV) 0.02 4190 NEW 122.43 121.66
Union Pacific Corporation (UNP) 0.02 4973 NEW 103.76 111.96
W.W. Grainger (GWW) 0.02 2195 NEW 232.35 192.70
Wells Fargo & Company (WFC) 0.02 9422 NEW 55.08 53.84
AFLAC Incorporated (AFL) 0.02 7598 NEW 69.62 74.88
Automatic Data Processing (ADP) 0.02 5100 NEW 102.75 104.49
Simpson Manufacturing (SSD) 0.02 11606 NEW 43.77 41.71
International Paper Company (IP) 0.02 9767 NEW 53.04 53.97
DaVita (DVA) 0.02 7964 NEW 64.16 69.01
Darden Restaurants (DRI) 0.02 6823 NEW 72.70 85.19
Emerson Electric (EMR) 0.02 9373 NEW 55.80 60.28
Bemis Company (BMS) 0.02 10743 NEW 47.85 44.93
Cincinnati Financial Corporation (CINF) 0.02 6900 NEW 75.80 72.09
Everest Re Group Ltd. 0.02 2343 NEW 216.39 0.00
Vishay Intertechnology (VSH) 0.02 32709 NEW 16.20 16.35
Xilinx (XLNX) 0.02 8900 NEW 60.34 63.11
Mettler-Toledo International (MTD) 0.02 1200 NEW 418.33 513.42
Barnes (B) 0.02 10768 NEW 47.46 54.97
Matthews International Corporation (MATW) 0.02 7100 NEW 76.90 68.55
Campbell Soup Company (CPB) 0.02 8848 NEW 60.47 57.54
Kroger (KR) 0.02 14383 NEW 34.49 29.65
Air Products & Chemicals (APD) 0.02 3423 NEW 143.73 140.50
Progress Software Corporation (PRGS) 0.02 16999 NEW 31.94 29.72
American Financial (AFG) 0.02 6030 NEW 88.06 97.31
Horace Mann Educators Corporation (HMN) 0.02 12300 NEW 42.76 38.65
MSC Industrial Direct (MSM) 0.02 5642 NEW 92.34 89.53
Lancaster Colony (LANC) 0.02 3600 NEW 141.39 125.90
Gartner (IT) 0.02 5000 NEW 101.00 114.09
Allstate Corporation (ALL) 0.02 7006 NEW 74.08 81.29
Altria (MO) 0.02 7740 NEW 67.57 71.78
BB&T; Corporation (BBT) 0.02 11162 NEW 47.03 43.18
General Mills (GIS) 0.02 8248 NEW 61.71 57.51
Praxair (PX) 0.02 4332 NEW 117.27 124.98
Target Corporation (TGT) 0.02 6800 NEW 72.21 55.85
Texas Instruments Incorporated (TXN) 0.02 7174 NEW 72.90 79.18
Alleghany Corporation (Y) 0.02 764 NEW 608.64 610.70
Torchmark Corporation (TMK) 0.02 7218 NEW 73.70 76.71
Ford Motor Company (F) 0.02 40675 NEW 12.12 11.47
Marriott International (MAR) 0.02 6100 NEW 82.62 94.42
Pool Corporation (POOL) 0.02 4700 NEW 104.26 119.62
International Speedway Corporation (ISCA) 0.02 13704 NEW 36.78 37.10
Markel Corporation (MKL) 0.02 600 NEW 905.00 969.60
W.R. Berkley Corporation (WRB) 0.02 7853 NEW 66.47 67.98
Enstar Group Limited shs 0.02 2639 NEW 197.80 0.00
FactSet Research Systems (FDS) 0.02 3000 NEW 163.33 163.26
ProAssurance Corporation (PRA) 0.02 8400 NEW 56.19 61.90
Grand Canyon Education (LOPE) 0.02 8948 NEW 58.45 75.16
Dr Pepper Snapple (DPS) 0.02 5700 NEW 90.70 91.65
Fiserv (FISV) 0.02 4812 NEW 106.19 119.14
New York Community Ban (NYB) 0.02 30300 NEW 15.91 0.00
Arch Capital Group Ltd 0.02 6018 NEW 86.24 0.00
Axis Capital Holdings Ltd 0.02 8109 NEW 65.24 0.00
C.H. Robinson Worldwide (CHRW) 0.02 7178 NEW 73.28 72.70
Fastenal Company (FAST) 0.02 10800 NEW 46.94 44.68
IDEX Corporation (IEX) 0.02 5600 NEW 90.00 104.76
PACCAR (PCAR) 0.02 7964 NEW 63.91 66.73
New York Times Company (NYT) 0.02 38300 NEW 13.29 14.45
Landstar System (LSTR) 0.02 6108 NEW 85.30 85.45
Toro Company (TTC) 0.02 9300 NEW 55.91 64.92
Donaldson Company (DCI) 0.02 12298 NEW 42.04 46.28
Choice Hotels International (CHH) 0.02 9300 NEW 56.02 62.70
Aspen Insurance Holdings Ltd shs 0.02 9789 NEW 54.96 0.00
Amdocs Ltd ord 0.02 8856 NEW 58.27 0.00
Amphenol Corporation (APH) 0.02 7800 NEW 67.18 72.31
Silgan Holdings (SLGN) 0.02 10315 NEW 51.19 60.62
Webster Financial Corporation (WBS) 0.02 9800 NEW 54.29 50.81
ESCO Technologies (ESE) 0.02 9000 NEW 56.67 58.85
Old National Ban (ONB) 0.02 29200 NEW 18.15 16.80
Ares Capital Corporation (ARCC) 0.02 32809 NEW 16.49 17.60
ManTech International Corporation (MANT) 0.02 12202 NEW 42.29 35.50
Neenah Paper (NP) 0.02 5935 NEW 85.26 78.35
TowneBank (TOWN) 0.02 15800 NEW 33.23 32.45
Benchmark Electronics (BHE) 0.02 17400 NEW 30.52 31.70
Cheesecake Factory Incorporated (CAKE) 0.02 8409 NEW 59.94 64.16
Commerce Bancshares (CBSH) 0.02 9100 NEW 57.80 54.95
Community Bank System (CBU) 0.02 8600 NEW 61.74 55.95
Chemed Corp Com Stk 0.02 3100 NEW 160.32 0.00
Quest Diagnostics Incorporated (DGX) 0.02 5600 NEW 91.96 105.51
Dorman Products (DORM) 0.02 7099 NEW 73.11 83.15
Elbit Systems Ltd 0.02 3951 NEW 102.00 0.00
Fulton Financial (FULT) 0.02 27510 NEW 18.79 18.45
J&J; Snack Foods (JJSF) 0.02 3900 NEW 133.33 134.58
Navigators (NAVG) 0.02 4400 NEW 117.73 54.05
Northwest Bancshares (NWBI) 0.02 28600 NEW 18.04 16.14
Park National Corporation (PRK) 0.02 4400 NEW 119.77 105.43
Selective Insurance (SIGI) 0.02 12077 NEW 43.06 52.80
Teledyne Technologies Incorporated (TDY) 0.02 4091 NEW 122.95 134.83
United Bankshares (UBSI) 0.02 11500 NEW 46.26 39.90
West Pharmaceutical Services (WST) 0.02 6100 NEW 84.75 92.03
Wintrust Financial Corporation (WTFC) 0.02 7300 NEW 72.60 70.86
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.02 7950 NEW 65.91 0.00
Provident Financial Services (PFS) 0.02 18999 NEW 28.32 25.69
TFS Financial Corporation (TFSL) 0.02 28900 NEW 19.03 16.54
Hanover Insurance (THG) 0.02 5731 NEW 91.08 88.27
Tompkins Financial Corporation (TMP) 0.02 5700 NEW 94.56 82.67
Tennant Company (TNC) 0.02 7200 NEW 71.25 73.25
Trustmark Corporation (TRMK) 0.02 14900 NEW 35.64 33.22
Washington Federal (WFSL) 0.02 14900 NEW 34.36 0.00
Applied Industrial Technologies (AIT) 0.02 8676 NEW 59.36 64.00
Associated Banc- (ASBC) 0.02 21066 NEW 24.68 18.42
BancFirst Corporation (BANF) 0.02 5600 NEW 93.04 96.05
CHECK POINT SOFTWARE Technolog Com Stk 0.02 6078 NEW 84.40 0.00
Exponent (EXPO) 0.02 8500 NEW 60.35 61.15
First Commonwealth Financial (FCF) 0.02 37773 NEW 14.19 12.91
Gentex Corporation (GNTX) 0.02 26000 NEW 19.69 20.65
Independent Bank (INDB) 0.02 7600 NEW 70.39 63.30
Jack Henry & Associates (JKHY) 0.02 5742 NEW 88.82 96.92
Kaman Corporation (KAMN) 0.02 10449 NEW 48.90 48.01
NBT Ban (NBTB) 0.02 12900 NEW 41.86 38.18
Owens & Minor (OMI) 0.02 15000 NEW 35.27 34.65
UniFirst Corporation (UNF) 0.02 3642 NEW 143.60 139.20
WestAmerica Ban (WABC) 0.02 8500 NEW 62.94 55.02
WesBan (WSBC) 0.02 12500 NEW 43.04 39.81
Watts Water Technologies (WTS) 0.02 7700 NEW 65.19 62.20
Erie Indemnity Company (ERIE) 0.02 4900 NEW 112.45 123.82
First Merchants Corporation (FRME) 0.02 14600 NEW 37.67 41.38
Quaker Chemical Corporation (KWR) 0.02 3900 NEW 127.95 144.60
Prospect Capital Corporation (PSEC) 0.02 62500 NEW 8.35 9.30
Aspen Technology (AZPN) 0.02 9600 NEW 54.69 61.49
WSFS Financial Corporation (WSFS) 0.02 11400 NEW 46.32 47.20
Columbia Banking System (COLB) 0.02 12000 NEW 44.67 39.51
Validus Holdings Ltd 0.02 9602 NEW 54.99 0.00
CBOE Holdings (CBOE) 0.02 6925 NEW 73.94 82.41
Thomson Reuters Corp 0.02 11800 NEW 43.81 0.00
Allied World Assurance Co New 0.02 10114 NEW 53.69 0.00
First Interstate Bancsystem (FIBK) 0.02 12600 NEW 42.54 37.75
Ameris Ban (ABCB) 0.02 11500 NEW 43.57 47.10
Capitol Federal Financial (CFFND) 0.02 32100 NEW 16.45 0.00
Main Street Capital Corporation (MAIN) 0.02 14100 NEW 36.74 40.04
Motorola Solutions (MSI) 0.02 6300 NEW 82.86 85.97
BNC Ban (BNCN) 0.02 16500 NEW 31.88 33.45
Huntington Ingalls Inds. Inc. 0.02 2800 NEW 184.29 0.00
United Cmnty Bks Ga Cap Stk 0.02 17883 NEW 29.64 0.00
Wendy's/arby's Group 0.02 37800 NEW 13.52 0.00
Dunkin' Brands Group 0.02 9474 NEW 52.46 0.00
Allison Transmission Hldngs I 0.02 15300 NEW 33.66 0.00
Titan Machy Inc note 3.750% 5/0 0.02 486000 NEW 0.89 0.00
Evertec 0.02 29281 NEW 17.76 0.00
Fs Investment Corporation 0.02 51775 NEW 10.29 0.00
Union Bankshares Corporation 0.02 14900 NEW 35.77 0.00
Investors Ban 0.02 37400 NEW 13.96 0.00
New Relic 0.02 19199 NEW 28.23 0.00
Beneficial Ban 0.02 28700 NEW 18.40 0.00
Kearny Finl Corp Md 0.02 33800 NEW 15.56 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.02 1.62M NEW 0.28 0.00
Hubbell 0.02 4400 NEW 116.59 0.00
Boulevard Acquisition *w exp 09/25/202 0.02 855100 NEW 0.53 0.00
* Atn Intl Inc Com stock 0.02 6910 NEW 80.17 0.00
Bank Of Nt Butterfield&son L shs 0.02 16400 NEW 31.46 0.00
Smart Sand 0.02 25000 NEW 16.56 0.00
Nelnet (NNI) 0.01 6759 NEW 50.75 45.01
Hornbeck Offshore Services (HOS) 0.01 29000 NEW 7.21 3.41
Cobalt Intl Energy Inc 0.01 97595 NEW 1.22 0.00
Servisfirst Bancshares 0.01 7100 NEW 37.46 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.01 1.22M NEW 0.20 0.00
Comstock Res Inc note 9.500% 6/1 0.01 168818 NEW 0.88 0.00
Kinder Morgan Inc/delaware Wts 0.00 500000 NEW 0.00 0.00
Community Health Sys Inc New right 01/27/2016 0.00 5.30M NEW 0.00 0.00
Keyw Holding Corp conv bd us 0.00 25000 NEW 1.00 0.00
Delta Technology Hldgs Ltd *w exp 12/18/201 0.00 576058 NEW 0.06 0.00