13F-HR filed by SYMPHONY ASSET MANAGEMENT LLC
SYMPHONY ASSET MANAGEMENT LLC filed this 13F-HR for the quarter ended 2015-06-30, filed 2015-08-12, with 412 holding rows worth $801,562,000.
- Accession
- 0000909012-15-000268
- Filer
- CIK 1030815
- Filed
- 2015-08-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2015
A holdings report, 412 entries on the cover page, a total value of $801,562,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $801,562,000 with VALUE read as thousands by filing date, 13F file number 028-05958. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerNuveen Investments Inc. 028-11405
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 |
|---|---|---|---|---|---|---|
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 28,450,000 | $21,000,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 12,064,000 | $18,646,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 11,500,000 | $17,840,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 13,710,000 | $17,729,000 | thousands by filing date | principal |
| PFPT1.25 12/18 | 743424AB9 | Bond 30/360P2 U | 10,000,000 | $16,906,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 123,495 | $15,489,000 | thousands by filing date | |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 12,000,000 | $14,280,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 11,500,000 | $13,987,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 9,500,000 | $13,158,000 | thousands by filing date | principal |
| RAMBUS INC | 750917AE6 | CNV | 9,700,000 | $12,871,000 | thousands by filing date | principal |
| 38259p508 | COM | 21,759 | $11,750,000 | thousands by filing date | ||
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 10,000,000 | $11,413,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 10,000,000 | $10,300,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 8,500,000 | $9,998,000 | thousands by filing date | principal |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 7,000,000 | $9,139,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 7,500,000 | $8,452,000 | thousands by filing date | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 92,716 | $7,952,000 | thousands by filing date | |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 9,500,000 | $7,796,000 | thousands by filing date | principal |
| ALLERGAN PLC | G0177J108 | SHS | 25,216 | $7,652,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 7,500,000 | $7,594,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 4,700,000 | $7,567,000 | thousands by filing date | principal |
| Home Depot, Inc | 437076102 | COM | 68,022 | $7,559,000 | thousands by filing date | |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 6,070,000 | $7,364,000 | thousands by filing date | principal |
| Oracle Corporation | 68389X105 | COM | 182,000 | $7,334,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 72,500 | $7,209,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 7,000,000 | $7,191,000 | thousands by filing date | principal |
| IXIA | 45071RAB5 | NOTE 3.000%12/1 | 6,915,000 | $6,928,000 | thousands by filing date | principal |
| Broadcom Inc | Y0486S104 | Common | 50,364 | $6,695,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 62,370 | $6,360,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 5,000,000 | $6,188,000 | thousands by filing date | principal |
| EATON VANCE SENIOR INCOME FUND | 27826S103 | SH BEN INT | 968,586 | $6,015,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 95,701 | $5,755,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 166,294 | $5,576,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 82,731 | $5,559,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 53,903 | $5,397,000 | thousands by filing date | |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 5,000,000 | $5,206,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 5,000,000 | $5,113,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 112,747 | $4,978,000 | thousands by filing date | |
| EATON VANCE FLOATING-RATE INCO | 278279104 | COM | 353,668 | $4,874,000 | thousands by filing date | |
| BROADCOM CORP | 111320107 | CL A | 93,931 | $4,836,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 4,500,000 | $4,753,000 | thousands by filing date | principal |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 55,584 | $4,694,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 30,300 | $4,652,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 34,315 | $4,634,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 37,879 | $4,434,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 107,644 | $4,415,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 94,427 | $4,388,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 45,655 | $4,354,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 60,501 | $4,231,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 57,731 | $4,186,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 111,918 | $4,141,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 23,669 | $4,034,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 47,110 | $4,032,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 17,563 | $3,969,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 49,996 | $3,950,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 43,525 | $3,949,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 80,164 | $3,931,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 49,018 | $3,810,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 8,664 | $3,761,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 39,903 | $3,730,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 30,062 | $3,719,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 16,443 | $3,696,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 44,880 | $3,677,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 65,144 | $3,664,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 76,206 | $3,605,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 32,204 | $3,334,000 | thousands by filing date | |
| EQUINIX INC COM | 29444U700 | REIT | 12,874 | $3,270,000 | thousands by filing date | |
| ROSS STORES INC COM | 778296103 | Stock | 67,252 | $3,269,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 56,518 | $3,258,000 | thousands by filing date | |
| MELLANOX TECHNOLOGIES LTD | M51363113 | COMMON STOCK | 66,801 | $3,246,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 39,424 | $3,239,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 76,571 | $3,183,000 | thousands by filing date | |
| TELEFLEX INCORPORATED | 879369106 | COM | 23,379 | $3,166,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 46,115 | $3,096,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 44,238 | $3,002,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 54,355 | $2,978,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164AB0 | NOTE 2.750%12/0 | 3,000,000 | $2,792,000 | thousands by filing date | principal |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 30,840 | $2,782,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 23,032 | $2,772,000 | thousands by filing date | |
| BARNES GROUP INC | 067806109 | COM | 69,067 | $2,693,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 11,774 | $2,646,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 39,563 | $2,618,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 47,509 | $2,594,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 23,803 | $2,571,000 | thousands by filing date | |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 2,380,000 | $2,521,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 68,081 | $2,518,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 26,695 | $2,492,000 | thousands by filing date | |
| BLACKHAWK NETWORK HOLDING INC | 09238E104 | COMMON STOCK | 59,036 | $2,432,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 34,368 | $2,400,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 5,772 | $2,331,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 20,508 | $2,320,000 | thousands by filing date | |
| NUSTAR GP HOLDINGS LLC | 67059L102 | COMMON STOCK | 60,681 | $2,310,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 18,468 | $2,253,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 21,197 | $2,253,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 36,079 | $2,226,000 | thousands by filing date | |
| KINDRED HEALTHCARE INC | 494580103 | COM | 109,343 | $2,218,000 | thousands by filing date | |
| SUN CMNTYS INC COM | 866674104 | REIT | 35,477 | $2,193,000 | thousands by filing date | |
| CLUBCORP HLDGS INC | 18948M108 | COM | 91,486 | $2,184,000 | thousands by filing date | |
| JARDEN CORP | 471109108 | COM | 42,100 | $2,179,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 28,600 | $2,172,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 48,430 | $2,171,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 260,671 | $2,109,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 9,821 | $2,087,000 | thousands by filing date | |
| FLY LEASING LTD | 34407D109 | SPONSORED ADR | 132,011 | $2,073,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 11,820 | $2,045,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 17,775 | $2,039,000 | thousands by filing date | |
| VANTIV INC | 92210H105 | CL A | 53,050 | $2,026,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 254,458 | $1,977,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 16,923 | $1,963,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 13,606 | $1,959,000 | thousands by filing date | |
| SREV 1.5 8/18 | 81763UAB6 | Bond 30/360P2 U | 2,268,000 | $1,932,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 8,630 | $1,917,000 | thousands by filing date | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 13,291 | $1,881,000 | thousands by filing date | |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 33,757 | $1,880,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 70,090 | $1,862,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 19,272 | $1,832,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 134,944 | $1,828,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 43,739 | $1,827,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 27,334 | $1,819,000 | thousands by filing date | |
| ETF | 26923A106 | EXCHANGE TRADED | 27,898 | $1,818,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 19,235 | $1,813,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 20,392 | $1,757,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 20,515 | $1,684,000 | thousands by filing date | |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 20,757 | $1,683,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 31,225 | $1,674,000 | thousands by filing date | |
| MEDASSETS INC | 584045108 | COM | 74,991 | $1,655,000 | thousands by filing date | |
| HUDSON PAC PPTYS INC | 444097109 | COM | 56,881 | $1,614,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 25,638 | $1,614,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 18,355 | $1,607,000 | thousands by filing date | |
| JBT MAREL CORPORATION | 477839104 | COM | 41,979 | $1,578,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 22,276 | $1,551,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 120,904 | $1,549,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 59,441 | $1,529,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 14,419 | $1,528,000 | thousands by filing date | |
| CALUMET SPECIALTY PRODS PART | 131476103 | COM | 59,599 | $1,517,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 33,122 | $1,496,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 37,481 | $1,493,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 22,101 | $1,481,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 71,154 | $1,478,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 12,575 | $1,456,000 | thousands by filing date | |
| BRUKER CORP | 116794108 | COM | 71,158 | $1,452,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 23,896 | $1,440,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 12,928 | $1,375,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 26,013 | $1,370,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 34,239 | $1,367,000 | thousands by filing date | |
| BLACK KNIGHT INC | 09214X100 | COM | 43,785 | $1,351,000 | thousands by filing date | |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 57,124 | $1,350,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 40,727 | $1,348,000 | thousands by filing date | |
| ING GROEP N.V. SPONSORED ADR | 456837103 | ADR | 81,017 | $1,343,000 | thousands by filing date | |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 13,419 | $1,320,000 | thousands by filing date | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 25,643 | $1,313,000 | thousands by filing date | |
| METHANEX CORP COM | 59151K108 | Stock | 23,018 | $1,281,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 20,749 | $1,268,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 43,478 | $1,253,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 37,938 | $1,239,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 6,592 | $1,225,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 36,856 | $1,219,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 60,384 | $1,200,000 | thousands by filing date | |
| TOYOTA MOTOR CORP ADS | 892331307 | ADR | 8,864 | $1,185,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 32,570 | $1,175,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 13,127 | $1,167,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 6,170 | $1,138,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 60,000 | $1,130,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 21,172 | $1,122,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 34,621 | $1,122,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 92,899 | $1,099,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 14,787 | $1,095,000 | thousands by filing date | |
| MADISON SQUARE GARDEN CO | 55826P100 | CL A | 13,030 | $1,087,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 23,740 | $1,085,000 | thousands by filing date | |
| SONIC CORP | 835451105 | COM | 37,339 | $1,075,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 17,057 | $1,068,000 | thousands by filing date | |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 57,470 | $1,063,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 8,574 | $1,058,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 21,310 | $1,042,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 5,959 | $1,041,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 18,883 | $1,034,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 16,803 | $1,016,000 | thousands by filing date | |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS | 606822104 | ADR | 136,580 | $986,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 20,034 | $970,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 17,025 | $969,000 | thousands by filing date | |
| BP PLC SPONSORED ADR | 055622104 | ADR | 24,165 | $966,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 31,734 | $965,000 | thousands by filing date | |
| SANOFI SA SPONSORED ADR | 80105N105 | ADR | 19,258 | $954,000 | thousands by filing date | |
| DENNYS CORP | 24869P104 | COM | 82,079 | $953,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 16,339 | $931,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 16,186 | $921,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 13,537 | $903,000 | thousands by filing date | |
| CAESARSTONE LTD | M20598104 | ORD SHS | 13,108 | $898,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 9,254 | $897,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 24,344 | $892,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 1,327 | $885,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 1,000,000 | $884,000 | thousands by filing date | principal |
| KRAFT FOODS GROUP INC | 50076Q106 | COM | 10,337 | $880,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 25,000 | $870,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 1,322 | $869,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 18,475 | $861,000 | thousands by filing date | |
| PARAMOUNT GROUP INC | 69924R108 | COM | 49,067 | $842,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 12,986 | $840,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 9,900 | $837,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 42,650 | $820,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 7,385 | $819,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 35,716 | $816,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 12,045 | $812,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 9,971 | $808,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 9,453 | $787,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 24,170 | $786,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 88,130 | $783,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 3,238 | $782,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 5,510 | $781,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 9,176 | $781,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 13,500 | $775,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 13,096 | $774,000 | thousands by filing date | |
| BT GROUP-ADR | 05577E101 | ADR | 10,906 | $773,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 7,248 | $772,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 18,918 | $770,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 1,501 | $766,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 19,516 | $764,000 | thousands by filing date | |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 11,975 | $763,000 | thousands by filing date | |
| PRAXAIR INC | 74005P104 | COM | 5,985 | $716,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 12,446 | $714,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 4,844 | $709,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 47,122 | $708,000 | thousands by filing date | |
| TALLGRASS ENERGY PARTNERS LP | 874697105 | COM UNIT | 14,674 | $706,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 84,388 | $704,000 | thousands by filing date | |
| HORSEHEAD HLDG CORP | 440694305 | COM | 59,727 | $700,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 5,414 | $694,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 14,917 | $691,000 | thousands by filing date | |
| NEWMARKET CORP COM | 651587107 | Stock | 1,555 | $691,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 6,979 | $690,000 | thousands by filing date | |
| INTERACTIVE BROKERS GROUP INC COM CL A | 45841N107 | Stock | 16,528 | $687,000 | thousands by filing date | |
| UNILEVER PLC | 904767704 | SPON ADR NEW | 15,932 | $684,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 13,514 | $684,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 18,023 | $676,000 | thousands by filing date | |
| CHUNGHWA TELECOM CO LTD SPON ADR NEW11 | 17133Q502 | ADR | 21,172 | $676,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 8,444 | $672,000 | thousands by filing date | |
| KOREA ELEC PWR CORP SPONSORED ADR | 500631106 | ADR | 32,940 | $671,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 14,173 | $663,000 | thousands by filing date | |
| RYANAIR HLDGS PLC | 783513104 | SPONSORED ADR | 9,302 | $663,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 8,214 | $658,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 5,260 | $657,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 6,729 | $656,000 | thousands by filing date | |
| WPP PLC NEW ADR | 92937A102 | ADR | 5,733 | $647,000 | thousands by filing date | |
| AMPHENOL CORP NEW | 032095101 | COM | 11,085 | $643,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A105 | CL A | 8,082 | $642,000 | thousands by filing date | |
| CARNIVAL PLC ADS | 14365C103 | ADR | 12,414 | $636,000 | thousands by filing date | |
| LUXOTTICA GROUP SPA ADR | 55068R202 | SPONS ADR | 9,518 | $632,000 | thousands by filing date | |
| DELHAIZE GROUP - SPONS ADR | 29759W101 | SPON | 30,474 | $628,000 | thousands by filing date | |
| Nippon Telegraph Telephone Corp | 654624105 | Equity | 17,248 | $626,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 2,129 | $622,000 | thousands by filing date | |
| NOMURA HLDGS INC SPONSORED ADR | 65535H208 | ADR | 91,338 | $618,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 67,834 | $614,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 20,345 | $609,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 21,934 | $604,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 26,975 | $600,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 20,369 | $600,000 | thousands by filing date | |
| HUANENG PWR INTL INC | 443304100 | SPON ADR H SHS | 11,376 | $600,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 10,272 | $592,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 9,034 | $589,000 | thousands by filing date | |
| TRONC INC | 896082104 | Common equity shares | 37,653 | $585,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 5,207 | $569,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 7,493 | $559,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 2,544 | $556,000 | thousands by filing date | |
| NICE LTD SPONSORED ADR | 653656108 | ADR | 8,672 | $552,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 10,447 | $550,000 | thousands by filing date | |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 108,000 | $549,000 | thousands by filing date | principal |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 8,481 | $543,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 11,847 | $542,000 | thousands by filing date | |
| LG DISPLAY CO LTD SPONS ADR REP | 50186V102 | ADR | 46,279 | $536,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 19,927 | $531,000 | thousands by filing date | |
| SUN LIFE FINANCIAL INC. COM | 866796105 | Stock | 15,836 | $529,000 | thousands by filing date | |
| ICON PUB LTD CO SHS | G4705A100 | Stock | 7,827 | $527,000 | thousands by filing date | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 27,747 | $522,000 | thousands by filing date | |
| TELEKOMUNIKASI IND SPONSORED ADR | 715684106 | ADR | 11,783 | $511,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 3,519 | $510,000 | thousands by filing date | |
| STATOIL ASA | 85771P102 | SPONSORED ADR | 28,528 | $510,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 5,022 | $509,000 | thousands by filing date | |
| LOGITECH INTL S A SHS | H50430232 | Stock | 34,719 | $509,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 11,943 | $500,000 | thousands by filing date | |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 16,113 | $499,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 5,026 | $494,000 | thousands by filing date | |
| PEARSON PLC SPONSORED ADR | 705015105 | ADR | 25,921 | $492,000 | thousands by filing date | |
| AUTOLIV INC | 052800109 | COM | 4,212 | $492,000 | thousands by filing date | |
| WEC ENERGY GROUP INC COM | 92939U106 | Stock | 10,752 | $483,000 | thousands by filing date | |
| FIBRIA CELULOSE | 31573A109 | COMMON STOCK-FO | 35,405 | $482,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 43,453 | $476,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 4,506 | $474,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 6,942 | $470,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 3,304 | $469,000 | thousands by filing date | |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 14,199 | $468,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 4,099 | $460,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 4,989 | $458,000 | thousands by filing date | |
| AU OPTRONICS CORP | 002255107 | SPONSORED ADR | 102,460 | $457,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 13,099 | $451,000 | thousands by filing date | |
| FAIRPOINT COMMUNICATIONS INC | 305560302 | COM NEW | 24,539 | $447,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 13,941 | $439,000 | thousands by filing date | |
| PROGRESSIVE WASTE SOLUTIONS | 74339G101 | COM | 16,339 | $439,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 16,315 | $436,000 | thousands by filing date | |
| BERKLEY W R CORP COM | 084423102 | Stock | 8,372 | $435,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 10,213 | $435,000 | thousands by filing date | |
| HOME PROPERTIES INC | 437306103 | COM | 5,940 | $434,000 | thousands by filing date | |
| XL GROUP PLC | G98290102 | SHS | 11,579 | $430,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 281,000 | $427,000 | thousands by filing date | principal |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 5,223 | $426,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 10,277 | $425,000 | thousands by filing date | |
| WATSCO INC COM | 942622200 | Stock | 3,422 | $423,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 5,303 | $417,000 | thousands by filing date | |
| MACOM TECH SOLUTIONS HLDGS INC COM | 55405Y100 | Stock | 10,865 | $416,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 6,684 | $415,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 6,063 | $415,000 | thousands by filing date | |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 350 | $411,000 | thousands by filing date | principal |
| RANGE RES CORP COM | 75281A109 | Stock | 8,292 | $410,000 | thousands by filing date | |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 13,537 | $408,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 12,497 | $400,000 | thousands by filing date | |
| WELLTOWER INC | 42217K106 | COM | 5,795 | $381,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 3,412 | $373,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 2,300 | $373,000 | thousands by filing date | |
| SIRONA DENTAL SYSTEMS INC | 82966C103 | COM | 3,645 | $366,000 | thousands by filing date | |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 7,439 | $364,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 18,310 | $363,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 3,289 | $360,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 4,462 | $359,000 | thousands by filing date | |
| BANCO SANTANDER SA ADR | 05964H105 | ADR | 50,738 | $356,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 5,704 | $353,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 9,339 | $352,000 | thousands by filing date | |
| G & K SVCS INC | 361268105 | CL A | 5,097 | $352,000 | thousands by filing date | |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 6,577 | $351,000 | thousands by filing date | |
| LINEAR TECHNOLOGY CORP | 535678106 | COM | 7,927 | $351,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 5,087 | $349,000 | thousands by filing date | |
| FCB Financial Holdings Inc Cla | 30255G103 | COM | 10,705 | $340,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 9,027 | $337,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 4,782 | $337,000 | thousands by filing date | |
| PENNYMAC FINANCIAL SERVICE-A | 70932B101 | CL A | 18,631 | $337,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 3,466 | $335,000 | thousands by filing date | |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 18,361 | $335,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 3,265 | $329,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 5,494 | $328,000 | thousands by filing date | |
| PHARMERICA CORP | 71714F104 | COM | 9,816 | $327,000 | thousands by filing date | |
| HEALTHCARE | 42225P501 | CL A NEW | 13,617 | $326,000 | thousands by filing date | |
| PAPA MURPHYS HLDGS INC | 698814100 | COM | 15,702 | $325,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 4,948 | $323,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 17,539 | $322,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 5,088 | $320,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 8,792 | $317,000 | thousands by filing date | |
| LA QUINTA HLDGS INC | 50420D108 | COM | 13,823 | $316,000 | thousands by filing date | |
| STARZ | 85571Q102 | COM SER A | 6,994 | $313,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 280 | $311,000 | thousands by filing date | principal |
| MACYS INC COM | 55616P104 | Stock | 4,550 | $307,000 | thousands by filing date | |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 140,000 | $307,000 | thousands by filing date | principal |
| BANNER CORP | 06652V208 | COM NEW | 6,359 | $305,000 | thousands by filing date | |
| LASALLE HOTEL PROPERTIES | 517942108 | COM | 8,318 | $295,000 | thousands by filing date | |
| INTERCONTINENTAL HOTELS GROU | 45857P509 | SPON ADR NEW2014 | 7,228 | $293,000 | thousands by filing date | |
| FNFV GROUP | 31620R402 | COM | 18,972 | $292,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 7,857 | $291,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 3,682 | $289,000 | thousands by filing date | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 10,275 | $284,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 3,040 | $276,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33733E203 | NY ARCA BIOTECH | 2,165 | $269,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 267,000 | $269,000 | thousands by filing date | principal |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 2,407 | $267,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 12,775 | $263,000 | thousands by filing date | |
| PROGENICS PHARMACEUTICALS IN | 743187106 | COM | 34,833 | $260,000 | thousands by filing date | |
| ARVINMERITOR INC 4.625 | 043353AF8 | NOTE | 250,000 | $252,000 | thousands by filing date | principal |
| EVERTEC INC | 30040P103 | COM | 11,818 | $251,000 | thousands by filing date | |
| CASEYS GEN STORES INC | 147528103 | COM | 2,600 | $249,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 9,035 | $247,000 | thousands by filing date | |
| NEWPORT CORP | 651824104 | COM | 13,004 | $247,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 250,000 | $245,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 3,664 | $244,000 | thousands by filing date | |
| ABENGOA SA | 00289R201 | SPONS ADR REP B | 15,182 | $242,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 100,000 | $238,000 | thousands by filing date | principal |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 3,153 | $235,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 3,171 | $232,000 | thousands by filing date | |
| AXCELIS TECHNOLOGIES INC | 054540109 | COM | 78,474 | $232,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 3,337 | $231,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 10,365 | $230,000 | thousands by filing date | |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 235,000 | $227,000 | thousands by filing date | principal |
| UNITIL CORP COM | 913259107 | Stock | 6,832 | $225,000 | thousands by filing date | |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 170,000 | $224,000 | thousands by filing date | principal |
| FIRST DEFIANCE FINL CORP | 32006W106 | COMMON STOCK | 5,926 | $223,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 5,197 | $222,000 | thousands by filing date | |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 43,000 | $222,000 | thousands by filing date | principal |
| HUMANA INC COM | 444859102 | Stock | 1,149 | $220,000 | thousands by filing date | |
| PARK OHIO HOLDINGS CORP | 700666100 | COMMON STOCK | 4,534 | $219,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 164,000 | $218,000 | thousands by filing date | |
| CLEARWATER PAPER CORP | 18538R103 | COM | 3,755 | $215,000 | thousands by filing date | |
| Tandem Diabetes Care, Inc. | 875372104 | COM | 19,788 | $215,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 17,322 | $213,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 2,627 | $210,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 4,652 | $205,000 | thousands by filing date | |
| BRIGGS & STRATTON CORP | 109043109 | COM | 10,649 | $205,000 | thousands by filing date | |
| UNIVERSAL AMERN CORP NEW | 91338E101 | COM | 19,577 | $198,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 13,958 | $183,000 | thousands by filing date | |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 155,000 | $183,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 155,000 | $183,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 155,000 | $178,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 100,000 | $166,000 | thousands by filing date | principal |
| ISTAR INC | 45031U101 | COMMON STOCK | 12,263 | $164,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 135,000 | $158,000 | thousands by filing date | principal |
| OMNICARE | 681904AQ1 | NOTE3 | 107,000 | $153,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 105,000 | $146,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 140,000 | $144,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 120,000 | $140,000 | thousands by filing date | principal |
| CASELLA WASTE SYS INC | 147448104 | CL A | 21,424 | $120,000 | thousands by filing date | |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 50,000 | $109,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 45,000 | $109,000 | thousands by filing date | principal |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 63,000 | $105,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 530715AG6 | DEB 4.000%11/1 | 167,000 | $103,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 530715AL5 | DEB 3.750% 2/1 | 155,000 | $95,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 46,000 | $94,000 | thousands by filing date | principal |
| XCERRA CORP | 98400J108 | COM | 12,351 | $94,000 | thousands by filing date | |
| CATALYST PHARMACEUTICALS INC | 14888U101 | COM | 20,789 | $85,000 | thousands by filing date | |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 80,000 | $83,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000909012-15-000268 | this filing | 2015-08-12 | acceptance time not in the bulk data set |