13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-09, with 384 holding rows worth $1,021,023,000.
- Accession
- 0001172661-13-001090
- Filer
- CIK 938487
- Filed
- 2013-08-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 384 entries on the cover page, a total value of $1,021,023,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,021,023,000 with VALUE read as thousands by filing date, 13F file number 028-04720. The quarter's positions are built on this report. The resolved quarter.
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 | 350,318 | $56,196,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 19,920,000 | $23,155,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 16,429,000 | $20,936,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 13,300,000 | $18,741,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 12,356,000 | $17,921,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 11,156,000 | $15,694,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 6,341,000 | $14,351,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 12,230 | $13,582,000 | thousands by filing date | |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 5,852,000 | $13,275,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 11,412,000 | $12,583,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AQ6 | NOTE 1.500% 8/0 | 7,863,000 | $12,070,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 218,640 | $11,981,000 | thousands by filing date | |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 4,861,000 | $11,948,000 | thousands by filing date | principal |
| SBA COMMUNICATIONS CORP | 78388JAM8 | CORPORATE OBLIG | 4,843,000 | $11,868,000 | thousands by filing date | principal |
| D.R. HORTON INC | 23331ABB4 | NOTE | 6,725,000 | $11,159,000 | thousands by filing date | principal |
| WELLS FARGO CO. | 94986RCZ2 | MTNF 0.125 3/0 | 9,842,000 | $10,754,000 | thousands by filing date | principal |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 7,500,000 | $10,480,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 7,270,000 | $10,387,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 8,300,000 | $10,224,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 78,400 | $9,719,000 | thousands by filing date | |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 8,654,000 | $9,687,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 7,856 | $9,379,000 | thousands by filing date | |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 5,144,000 | $9,291,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 6,906,000 | $9,232,000 | thousands by filing date | principal |
| WESTERN REFNG INC | 959319AC8 | NOTE 5.750% 6/1 | 3,130,000 | $9,091,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V209 | JR PFD CNV SRB | 184,810 | $8,900,000 | thousands by filing date | |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 149,105 | $8,756,000 | thousands by filing date | |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 8,386,000 | $8,701,000 | thousands by filing date | principal |
| AFFILIATED MANAGERS 3.950/15/38 | 008252AL2 | NOTE | 6,479,000 | $8,470,000 | thousands by filing date | principal |
| E M C CORP MASS | 268648AM4 | NOTE 1.750%12/0 | 5,674,000 | $8,384,000 | thousands by filing date | principal |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 6,441,000 | $8,309,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 8,200,000 | $8,283,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 4,838,000 | $8,141,000 | thousands by filing date | principal |
| STERLITE INDS INDIA LTD | 859737AB4 | NOTE 4.000%10/3 | 8,000,000 | $7,776,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 6,076,000 | $7,770,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 5,361,000 | $7,760,000 | thousands by filing date | principal |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 6,705,000 | $7,152,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 6,822,000 | $7,108,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AJ7 | NOTE | 3,514,000 | $6,829,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 6,417,000 | $6,714,000 | thousands by filing date | principal |
| NATIONAL FINANCIAL PARTNERS | 63607PAC3 | CNV | 3,275,000 | $6,684,000 | thousands by filing date | principal |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 5,416,000 | $6,251,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 4,000,000 | $6,166,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 4,750,000 | $6,026,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 6,500,000 | $6,011,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 5,332,000 | $5,967,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 3,356,000 | $5,892,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 5,179,000 | $5,857,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 4,411,000 | $5,838,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 6,250,000 | $5,782,000 | thousands by filing date | principal |
| KNIGHT CAPITAL GROUP INC | 499005AE6 | CONV BD US | 5,750,000 | $5,747,000 | thousands by filing date | principal |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 25,000 | $5,686,000 | thousands by filing date | |
| OMNICARE INC | 681904AN8 | NOTE 3.750%12/1 | 3,000,000 | $5,550,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 3,102,000 | $5,436,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 4,682,000 | $5,032,000 | thousands by filing date | principal |
| PHH CORP | 693320AQ6 | CNV | 2,775,000 | $4,982,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWRE | 874054AA7 | CNV | 3,500,000 | $4,949,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AC6 | NOTE 3.000%11/2 | 4,000,000 | $4,830,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 11,910 | $4,724,000 | thousands by filing date | |
| ARCELORMITTAL | L0302D178 | PREFERRED STOCK | 250,000 | $4,686,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 200,598 | $4,650,000 | thousands by filing date | |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 4,138,000 | $4,612,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 4,284,000 | $4,564,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 4,192,000 | $4,450,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 49,149 | $4,440,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 4,290,000 | $4,421,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 3,997,000 | $4,366,000 | thousands by filing date | principal |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 4,500,000 | $4,298,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 4,301,000 | $4,193,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 69,905 | $4,148,000 | thousands by filing date | |
| HAWAIIAN HOLDINGS INC | 419879AD3 | NOTE 5.000% 3/1 | 3,750,000 | $4,097,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 4,342,000 | $4,092,000 | thousands by filing date | principal |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 4,038,000 | $4,068,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 3,750,000 | $4,030,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 3,726,000 | $4,029,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER CO | 382550309 | CORPORATE OBLIG | 81,545 | $4,015,000 | thousands by filing date | |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 3,125,000 | $3,973,000 | thousands by filing date | principal |
| GOODRICH PETROLEUM CORP | 382410AC2 | NOTE | 4,000,000 | $3,971,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 2,951,000 | $3,934,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT INC | 538034AB5 | CORPORATE OBLIG | 3,850,000 | $3,890,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 3,000,000 | $3,850,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE 1.625 | 440543AE6 | FRNT 1.625%11/1 | 3,311,000 | $3,824,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 4,150,000 | $3,781,000 | thousands by filing date | principal |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 74,692 | $3,779,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 35,930 | $3,775,000 | thousands by filing date | |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 3,475,000 | $3,775,000 | thousands by filing date | principal |
| PPL CORP | 69351T114 | UNIT 99/99/9999S | 68,560 | $3,703,000 | thousands by filing date | |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 3,036,000 | $3,668,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 3,629,000 | $3,657,000 | thousands by filing date | principal |
| HUNTINGTON BANCSHARES INC | 446150401 | PREFERRED STOCK | 3,000 | $3,654,000 | thousands by filing date | |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 3,422,000 | $3,571,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 3,459,000 | $3,514,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 3,194,000 | $3,403,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 63,606 | $3,357,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 2,745,000 | $3,037,000 | thousands by filing date | principal |
| Comcast Corp | 20030N101 | COM | 71,436 | $2,983,000 | thousands by filing date | |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 2,563,000 | $2,891,000 | thousands by filing date | principal |
| 38259p508 | COM | 3,244 | $2,857,000 | thousands by filing date | ||
| Procter & Gamble Co | 742718109 | COM | 36,890 | $2,839,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 2,750,000 | $2,825,000 | thousands by filing date | principal |
| US STEEL CORP | 912909AE8 | NOTE | 2,761,000 | $2,820,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 2,414,000 | $2,809,000 | thousands by filing date | principal |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 2,414,000 | $2,767,000 | thousands by filing date | principal |
| Pfizer Inc. | 717081103 | COM | 94,848 | $2,658,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 54,553 | $2,617,000 | thousands by filing date | |
| AKORN INC | 009728AB2 | NOTE 3.500% 6/0 | 1,556,000 | $2,602,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP | 63934EAL2 | NOTE | 2,671,000 | $2,598,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 1,946,000 | $2,552,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 2,342,000 | $2,549,000 | thousands by filing date | principal |
| ALLIANCE DATA SYSTEMS CORP | 018581AD0 | NOTE 1.750% 8/0 | 1,115,000 | $2,533,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 2,600,000 | $2,496,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 72,008 | $2,488,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 2,172,000 | $2,460,000 | thousands by filing date | principal |
| Johnson & Johnson | 478160104 | COM | 28,491 | $2,447,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 2,000,000 | $2,386,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 1,000,000 | $2,369,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 1,991,000 | $2,320,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 19,449 | $2,303,000 | thousands by filing date | |
| APACHE CORP | 037411808 | PFD CONV SER D | 47,068 | $2,248,000 | thousands by filing date | |
| SALIX PHARMACEUTICALS INC SR NT CONV DTD 6/3/2010 2.75% 5/15/2015 | 795435AC0 | CONVERTIBLE | 1,450,000 | $2,207,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 1,629,000 | $2,201,000 | thousands by filing date | principal |
| PHH CORP | 693320AN3 | CORPORATE OBLIG | 2,053,000 | $2,171,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AF8 | DBCV 6.750%10/1 | 1,500,000 | $2,080,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 1,772,000 | $2,056,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 83,716 | $2,038,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 26,129 | $2,024,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 1,787,000 | $1,963,000 | thousands by filing date | principal |
| AT&T Inc | 00206R102 | COM | 54,962 | $1,946,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 29,535 | $1,936,000 | thousands by filing date | |
| EXTERRAN HLDGS INC 4.250 | 30225XAA1 | NOTE 4.250% 6/1 | 1,507,000 | $1,936,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 14,890 | $1,923,000 | thousands by filing date | |
| ALCOA INC | 013817AT8 | NOTE 5.250% 3/1 | 1,493,000 | $1,896,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 1,509,000 | $1,893,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 2,000,000 | $1,867,000 | thousands by filing date | principal |
| TYSON FOODS INC | 902494AP8 | NOTE | 1,223,000 | $1,865,000 | thousands by filing date | principal |
| E M C CORP MASS | 268648102 | COM | 78,633 | $1,859,000 | thousands by filing date | |
| HERTZ GLOBAL HOLDINGS INC | 42805TAA3 | NOTE 5.250% 6/0 | 617,000 | $1,854,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 1,512,000 | $1,803,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 15,453 | $1,731,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 931,000 | $1,713,000 | thousands by filing date | principal |
| Qualcomm Incorporated | 747525103 | COM | 27,974 | $1,709,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 19,037 | $1,699,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729NBR0 | NOTE 6.500%10/0 | 1,245,000 | $1,697,000 | thousands by filing date | principal |
| Schlumberger Limited | 806857108 | COM | 23,522 | $1,686,000 | thousands by filing date | |
| AVIS BUDGET GROUP | 053774AB1 | NOTE 3.500%10/0 | 911,000 | $1,662,000 | thousands by filing date | principal |
| Wells Fargo & Company | 949746101 | COM | 39,930 | $1,648,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 40,380 | $1,620,000 | thousands by filing date | |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 960,000 | $1,611,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 66,306 | $1,607,000 | thousands by filing date | |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 69,791 | $1,607,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 43,273 | $1,564,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 26,902 | $1,538,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 9,514 | $1,505,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 32,375 | $1,504,000 | thousands by filing date | |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 1,036,000 | $1,469,000 | thousands by filing date | principal |
| Oracle Corporation | 68389X105 | COM | 47,557 | $1,459,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 15,648 | $1,454,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 16,717 | $1,448,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 12,350 | $1,444,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 22,848 | $1,437,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 7,484 | $1,427,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 19,107 | $1,421,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 14,365 | $1,416,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 27,479 | $1,385,000 | thousands by filing date | |
| HOME PROPERTIES INC | 437306103 | COM | 20,782 | $1,355,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 1,076,000 | $1,342,000 | thousands by filing date | principal |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 18,386 | $1,341,000 | thousands by filing date | |
| NEWS CORP INC | 65248E104 | COMMON STOCK | 40,672 | $1,324,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 12,575 | $1,289,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 40,710 | $1,287,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 11,709 | $1,281,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 15,636 | $1,279,000 | thousands by filing date | |
| PEABODY ENERGY CORP | 704549AG9 | CORPORATE OBLIG | 1,838,000 | $1,274,000 | thousands by filing date | principal |
| MOLYCORP INC | 608753AA7 | CORPORATE OBLIG | 1,909,000 | $1,269,000 | thousands by filing date | principal |
| BROADCOM CORP | 111320107 | CL A | 37,398 | $1,267,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 28,229 | $1,262,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 36,035 | $1,261,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 72,967 | $1,256,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 20,297 | $1,252,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 1,090,000 | $1,250,000 | thousands by filing date | principal |
| Amgen Inc. | 031162100 | COM | 12,656 | $1,247,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 19,604 | $1,238,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 21,098 | $1,219,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 24,825 | $1,194,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 1,155,000 | $1,193,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AK9 | DEBT | 876,000 | $1,168,000 | thousands by filing date | principal |
| TJX Companies Inc | 872540109 | COM | 22,908 | $1,148,000 | thousands by filing date | |
| GENESEE & WYO INC | 371559204 | UNIT 10/01/2015 | 9,570 | $1,135,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 60,398 | $1,130,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 87,301 | $1,122,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 14,521 | $1,122,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 31,843 | $1,119,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 16,815 | $1,117,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 21,338 | $1,103,000 | thousands by filing date | |
| ELLIE MAE INC | 28849P100 | COM | 47,724 | $1,102,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 1,043,000 | $1,075,000 | thousands by filing date | principal |
| BRISTOW GROUP INC | 110394AC7 | NOTE | 912,000 | $1,075,000 | thousands by filing date | principal |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 15,559 | $1,072,000 | thousands by filing date | |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 1,039,000 | $1,052,000 | thousands by filing date | principal |
| MOLSON COORS BREWING CO | 60871RAA8 | NOTE 2.500% 7/3 | 1,045,000 | $1,051,000 | thousands by filing date | principal |
| McDonalds Corporation | 580135101 | COM | 10,614 | $1,050,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 36,568 | $1,046,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 14,885 | $1,028,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 66,332 | $1,025,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 5,593 | $1,022,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 10,500 | $1,020,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 11,823 | $1,017,000 | thousands by filing date | |
| KRAFT FOODS GROUP INC | 50076Q106 | COM | 18,003 | $1,006,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 22,498 | $996,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 44,991 | $958,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 742,000 | $956,000 | thousands by filing date | principal |
| RALPH LAUREN CORP | 751212101 | CL A | 5,442 | $947,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 69,719 | $946,000 | thousands by filing date | |
| ACTAVIS INC | 00507K103 | COM | 7,257 | $917,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 55,285 | $914,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 13,793 | $903,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 31,717 | $891,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 615,000 | $890,000 | thousands by filing date | principal |
| LOEWS CORP COM | 540424108 | Stock | 20,000 | $888,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 34,282 | $880,000 | thousands by filing date | |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 655,000 | $877,000 | thousands by filing date | principal |
| Honeywell Technologies | 438516106 | COM | 11,026 | $875,000 | thousands by filing date | |
| M/I HOMES INC | 55305B101 | COM | 38,092 | $875,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 17,516 | $874,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 16,953 | $871,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 18,131 | $870,000 | thousands by filing date | |
| HIMAX TECHNOLOGIES INC SPONSORED ADR | 43289P106 | ADR | 166,295 | $867,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 63,870 | $863,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 24,808 | $861,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 7,458 | $854,000 | thousands by filing date | |
| XILINX INC | 983919AD3 | SDCV 3.125% 3/1 | 617,000 | $851,000 | thousands by filing date | principal |
| NIKE,Inc. Class B | 654106103 | COM | 13,203 | $843,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 18,442 | $843,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 24,761 | $833,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 9,743 | $824,000 | thousands by filing date | |
| UNITED RENTALS INC | 911363AL3 | NOTE 4.000% | 186,000 | $823,000 | thousands by filing date | principal |
| JABIL INC COM | 466313103 | Stock | 40,328 | $820,000 | thousands by filing date | |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 680,000 | $819,000 | thousands by filing date | principal |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 29,421 | $817,000 | thousands by filing date | |
| ECOLAB INC COM | 278865100 | Stock | 9,434 | $804,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 15,602 | $803,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 9,205 | $796,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 33,716 | $782,000 | thousands by filing date | |
| HOLOGIC INC | 436440101 | COM | 40,364 | $779,000 | thousands by filing date | |
| SPREADTRUM COMMUNICATIONS IN | 849415203 | ADR | 29,244 | $768,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 11,427 | $766,000 | thousands by filing date | |
| THE ADT CORPORATION | 00101J106 | COM | 19,064 | $759,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 18,330 | $756,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 12,807 | $746,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 19,924 | $743,000 | thousands by filing date | |
| SYMANTEC CORP | 871503108 | COM | 33,040 | $743,000 | thousands by filing date | |
| AUDIENCE INC | 05070J102 | COM | 56,010 | $740,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 40,070 | $732,000 | thousands by filing date | |
| MIZUHO FINANCIAL GROUP INC SPONSORED ADR | 60687Y109 | ADR | 177,070 | $731,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 26,570 | $725,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 676,000 | $714,000 | thousands by filing date | principal |
| Duke Energy Corporation | 26441C204 | COM | 10,515 | $711,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 12,802 | $709,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 853 | $707,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 7,657 | $706,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 7,389 | $705,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 21,025 | $699,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 39,921 | $699,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 16,581 | $692,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 8,110 | $681,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 24,753 | $680,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 8,495 | $678,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT IN | 042315101 | COM | 143,455 | $677,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 6,032 | $674,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 584,000 | $665,000 | thousands by filing date | principal |
| TERADYNE INC COM | 880770102 | Stock | 37,585 | $661,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 8,987 | $658,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 12,204 | $658,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 3,806 | $652,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 13,543 | $645,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 18,330 | $640,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 18,278 | $639,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 12,242 | $636,000 | thousands by filing date | |
| EXPAND ENERGY CORP | 165167BZ9 | CORPORATE OBLIG | 675,000 | $636,000 | thousands by filing date | principal |
| ALLERGAN INC | 018490102 | COM | 7,327 | $617,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 17,446 | $615,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 2,159 | $599,000 | thousands by filing date | |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 15,747 | $598,000 | thousands by filing date | |
| WILLIAM LYON HOMES-CL A | 552074700 | CL A | 23,241 | $586,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 3,743 | $577,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 17,500 | $571,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 5,295 | $568,000 | thousands by filing date | |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 497,000 | $559,000 | thousands by filing date | principal |
| INVESCO LTD SHS | G491BT108 | Stock | 17,500 | $556,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 3,770 | $551,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 12,240 | $547,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 10,620 | $546,000 | thousands by filing date | |
| BIOMED REALTY TRUST COM | 09063h107 | COM | 27,015 | $546,000 | thousands by filing date | |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 525,000 | $538,000 | thousands by filing date | principal |
| WELLTOWER INC | 42217K106 | COM | 7,989 | $536,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 920 | $529,000 | thousands by filing date | |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 17,093 | $523,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 3,440 | $520,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 8,193 | $501,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 4,503 | $498,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 17,340 | $498,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 8,806 | $479,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 9,708 | $476,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 4,754 | $470,000 | thousands by filing date | |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 512,000 | $467,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 461,000 | $466,000 | thousands by filing date | principal |
| PACIFIC SUNWEAR OF CALIF | 694873100 | COM | 128,260 | $465,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 10,320 | $463,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 12,076 | $459,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 10,720 | $458,000 | thousands by filing date | |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 389,000 | $457,000 | thousands by filing date | principal |
| LEAP WIRELESS INTL INC | 521863308 | COM NEW | 66,520 | $447,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 3,351 | $444,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 6,136 | $440,000 | thousands by filing date | |
| DIRECTV | 25490A309 | COM | 7,099 | $437,000 | thousands by filing date | |
| DYAX CORP | 26746E103 | COM | 125,110 | $434,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 370,000 | $430,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652406 | COM | 20,700 | $429,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 33,400 | $424,000 | thousands by filing date | |
| U S G CORP | 903293405 | COM NEW | 18,300 | $422,000 | thousands by filing date | |
| NEW YORK & CO INC | 649295102 | COM | 65,600 | $416,000 | thousands by filing date | |
| NOVATEL WIRELESS INC | 66987M604 | COM NEW | 104,170 | $411,000 | thousands by filing date | |
| ENDEAVOUR INTERNATIONAL CORP | 29259G200 | COM | 106,370 | $409,000 | thousands by filing date | |
| STEC INC | 784774101 | COM | 60,090 | $404,000 | thousands by filing date | |
| MINDSPEED TECHNOLOGIES INC | 602682205 | COM NEW | 123,200 | $399,000 | thousands by filing date | |
| FELCOR LODGING TR INC | 31430F101 | COM | 67,300 | $398,000 | thousands by filing date | |
| MATTSON TECHNOLOGY INC | 577223100 | COM | 181,490 | $398,000 | thousands by filing date | |
| GENCORP INC | 368682100 | COM | 24,450 | $398,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 22,640 | $397,000 | thousands by filing date | |
| FREIGHTCAR AMER INC | 357023100 | COM | 23,300 | $396,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 26,555 | $392,000 | thousands by filing date | |
| DIAMOND FOODS INC | 252603105 | COM | 18,870 | $391,000 | thousands by filing date | |
| SALESFORCE COM INC | 79466LAB0 | BOND | 218,000 | $391,000 | thousands by filing date | principal |
| ZALECORPNEW | 988858106 | COM | 42,970 | $390,000 | thousands by filing date | |
| FERRO CORP | 315405100 | COM | 55,920 | $388,000 | thousands by filing date | |
| AUXILIUM PHARMACEUTICALS | 05334D107 | COMMON STOCK | 23,290 | $387,000 | thousands by filing date | |
| AMERICAN WOODMARK CORP | 030506109 | COM | 11,140 | $386,000 | thousands by filing date | |
| AVEO PHARMACEUTICALS INC | 053588109 | COM | 154,250 | $385,000 | thousands by filing date | |
| NII HOLDINGS INC | 62913F201 | COMMON STOCK | 57,710 | $384,000 | thousands by filing date | |
| TRIUS THERAPEUTICS INC | 89685K100 | COM | 46,840 | $379,000 | thousands by filing date | |
| VELTI PLC ST HELIER | G93285107 | SHS | 271,130 | $379,000 | thousands by filing date | |
| EMERITUS CORP | 291005106 | COMMON STOCK | 16,310 | $378,000 | thousands by filing date | |
| LDK SOLAR CO LTD | 50183L107 | SPONSORED ADR | 288,590 | $373,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 129,150 | $369,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 2,528 | $366,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 13,190 | $366,000 | thousands by filing date | |
| APPLIED MICRO CIRCUITS CORP | 03822W406 | COM NEW | 41,550 | $365,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 93,700 | $363,000 | thousands by filing date | |
| HEWLETT PACKARD CO | 428236103 | COM | 14,565 | $361,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 4,393 | $358,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 5,867 | $355,000 | thousands by filing date | |
| BON-TON STORES INC | 09776J101 | COM | 19,420 | $351,000 | thousands by filing date | |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 340,000 | $343,000 | thousands by filing date | principal |
| TUESDAY MORNING CORP | 899035505 | COM NEW | 32,930 | $341,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 17,091 | $329,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 1,516 | $326,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 9,290 | $322,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 20,835 | $318,000 | thousands by filing date | |
| HUTCHINSON TECHNOLOGY INC | 448407106 | COM | 66,370 | $314,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 4,853 | $304,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 4,249 | $297,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 7,080 | $295,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 11,325 | $294,000 | thousands by filing date | |
| GT ADVANCED TECHNOLOGIES INC | 36191U106 | COM | 70,030 | $290,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 5,056 | $289,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 16,930 | $289,000 | thousands by filing date | |
| ASHFORD HOSPITALITY | 044103109 | COMMON STOCK | 24,960 | $286,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 8,697 | $280,000 | thousands by filing date | |
| XOMA CORP DEL | 98419J107 | COM | 74,280 | $270,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 1,112 | $250,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 1,500 | $246,000 | thousands by filing date | |
| ONYX PHARMACEUTICALS INC | 683399AB5 | NOTE 4.000% 8/1 | 100,000 | $227,000 | thousands by filing date | principal |
| iShares TIPS Bond ETF | 464287176 | SHS | 1,869 | $210,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 8,420 | $205,000 | thousands by filing date | |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 152,000 | $160,000 | thousands by filing date | principal |
| DOMINION RESOURCES INC/VA | 25746UAT6 | CNV | 73,000 | $122,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 38,000 | $104,000 | thousands by filing date | principal |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 16,648 | $101,000 | thousands by filing date | |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 57,000 | $67,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAD3 | CNV | 15,000 | $42,000 | thousands by filing date | principal |
| APOLLO INVT CORP | 03761UAE6 | NOTE 5.750% 1/1 | 32,000 | $34,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAC6 | NOTE 6.250% | 31,000 | $34,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 24,000 | $24,000 | thousands by filing date | principal |
| OCLARO INC | 67555N206 | COM | 14,400 | $17,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-13-001090 | this filing | 2013-08-09 | acceptance time not in the bulk data set |