13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2013-12-31, filed 2014-02-07, with 407 holding rows worth $1,127,921,000.
- Accession
- 0001172661-14-000276
- Filer
- CIK 938487
- Filed
- 2014-02-07
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2013
A holdings report, 407 entries on the cover page, a total value of $1,127,921,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,127,921,000 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 | 303,057 | $55,973,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 16,184,000 | $22,003,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 12,816,000 | $21,419,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 12,033,000 | $20,882,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 6,210,000 | $20,480,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 5,692,000 | $18,916,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 5,328,000 | $17,253,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 11,233,000 | $15,484,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 288,475 | $14,790,000 | thousands by filing date | |
| WELLS FARGO CO. | 94986RCZ2 | MTNF 0.125 3/0 | 10,257,000 | $14,365,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 12,638,000 | $14,168,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 9,975,000 | $13,527,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 8,907,000 | $13,128,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 5,384,000 | $13,095,000 | thousands by filing date | principal |
| WESTERN REFNG INC | 959319AC8 | NOTE 5.750% 6/1 | 2,923,000 | $12,966,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 11,975,000 | $12,805,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 7,844,000 | $11,802,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 8,642,000 | $11,698,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 7,000,000 | $10,300,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 6,750,000 | $9,898,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 7,250,000 | $9,733,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 7,261,000 | $9,679,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 73,725 | $9,378,000 | thousands by filing date | |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 5,736,000 | $9,149,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 9,150,000 | $9,082,000 | thousands by filing date | principal |
| D.R. HORTON INC | 23331ABB4 | NOTE | 5,196,000 | $8,966,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 6,503,000 | $8,937,000 | thousands by filing date | principal |
| STERLITE INDS INDIA LTD | 859737AB4 | NOTE 4.000%10/3 | 8,500,000 | $8,420,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 4,455,000 | $8,221,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AJ7 | NOTE | 4,371,000 | $8,211,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 5,976,000 | $8,008,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 5,500,000 | $7,997,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 5,755,000 | $7,961,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 7,154,000 | $7,959,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 4,976,000 | $7,920,000 | thousands by filing date | principal |
| HAWAIIAN HOLDINGS INC | 419879AD3 | NOTE 5.000% 3/1 | 5,834,000 | $7,900,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 5,075,000 | $7,734,000 | thousands by filing date | principal |
| PHH CORP | 693320AQ6 | CNV | 3,675,000 | $7,598,000 | thousands by filing date | principal |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 100,695 | $7,444,000 | thousands by filing date | |
| ARCELORMITTAL | L0302D178 | PREFERRED STOCK | 283,735 | $7,328,000 | thousands by filing date | |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 6,312,000 | $7,277,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 5,339,000 | $7,071,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 6,130,000 | $7,068,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 5,654,000 | $7,031,000 | thousands by filing date | principal |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 6,608,000 | $7,005,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 6,573 | $6,974,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 6,900,000 | $6,781,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 5,308,000 | $6,456,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AN8 | NOTE 3.750%12/1 | 2,650,000 | $6,088,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 1,829,000 | $5,997,000 | thousands by filing date | principal |
| INCYTE CORP | 45337CAJ1 | NOTE 4.750%10/0 | 1,000,000 | $5,761,000 | thousands by filing date | principal |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 19,600 | $5,648,000 | thousands by filing date | |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 5,050,000 | $5,641,000 | thousands by filing date | principal |
| GENERAL ELEC CO | 369604103 | COM | 200,630 | $5,622,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 5,344,000 | $5,605,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AH6 | NOTE | 3,651,000 | $5,561,000 | thousands by filing date | principal |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 5,150,000 | $5,493,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 4,152,000 | $5,478,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 9,748 | $5,469,000 | thousands by filing date | |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 4,000,000 | $5,073,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 4,515,000 | $5,056,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 3,588,000 | $4,937,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 47,093 | $4,767,000 | thousands by filing date | |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 4,305,000 | $4,765,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 3,986,000 | $4,642,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 4,168,000 | $4,601,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 142,720 | $4,501,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 4,159,000 | $4,437,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 5,018,000 | $4,436,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 3,900,000 | $4,379,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 4,101,000 | $4,339,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 3,500,000 | $4,293,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 73,048 | $4,270,000 | thousands by filing date | |
| DFC GLOBAL CORP | 23324TAB3 | NOTE 3.250% 4/1 | 4,750,000 | $4,254,000 | thousands by filing date | principal |
| 38259p508 | COM | 3,714 | $4,162,000 | thousands by filing date | ||
| ALCOA INC | 013817AT8 | NOTE 5.250% 3/1 | 2,504,000 | $4,150,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 3,398,000 | $4,090,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 72,955 | $4,060,000 | thousands by filing date | |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 1,986,000 | $4,057,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 4,000,000 | $4,000,000 | thousands by filing date | principal |
| GOODRICH | 382410AG3 | NOTE5 | 3,892,000 | $3,993,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 60,665 | $3,982,000 | thousands by filing date | |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 3,385,000 | $3,968,000 | thousands by filing date | principal |
| Citigroup Inc. | 172967424 | COM | 76,108 | $3,965,000 | thousands by filing date | |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 4,000,000 | $3,881,000 | thousands by filing date | principal |
| Comcast Corp | 20030N101 | COM | 74,496 | $3,868,000 | thousands by filing date | |
| CROWN CASTLE CNV PFD | 228227500 | PFDs, REITs, | 38,467 | $3,830,000 | thousands by filing date | |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 3,446,000 | $3,806,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP | 63934EAL2 | NOTE | 3,716,000 | $3,797,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 2,691,000 | $3,790,000 | thousands by filing date | principal |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 74,692 | $3,789,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 35,930 | $3,789,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC | 446150401 | PREFERRED STOCK | 2,993 | $3,776,000 | thousands by filing date | |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 3,301,000 | $3,765,000 | thousands by filing date | principal |
| PHH CORP | 693320AN3 | CORPORATE OBLIG | 3,478,000 | $3,713,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 65,395 | $3,699,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729NBP4 | NOTE 7.000% 3/1 | 2,714,000 | $3,698,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 3,328,000 | $3,584,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 3,222 | $3,576,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 2,967,000 | $3,534,000 | thousands by filing date | principal |
| PPL CORP | 69351T114 | UNIT 99/99/9999S | 66,660 | $3,524,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 3,153,000 | $3,523,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 2,858,000 | $3,516,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 2,348,000 | $3,497,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 3,108,000 | $3,377,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 2,455,000 | $3,265,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 25,670 | $3,167,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 2,887,000 | $3,103,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 2,898,000 | $3,082,000 | thousands by filing date | principal |
| SBA COMMUNICATIONS CORP | 78388JAM8 | CORPORATE OBLIG | 1,025,000 | $3,037,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 2,248,000 | $3,015,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 1,293,000 | $2,995,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 2,455,000 | $2,912,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 2,733,000 | $2,898,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 2,640,000 | $2,824,000 | thousands by filing date | principal |
| Procter & Gamble Co | 742718109 | COM | 34,483 | $2,807,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 2,639,000 | $2,776,000 | thousands by filing date | principal |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 2,007,000 | $2,772,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 1,664,000 | $2,721,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 49,528 | $2,688,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 71,579 | $2,677,000 | thousands by filing date | |
| JETBLUE AIRWAYS CORP | 477143AF8 | DBCV 6.750%10/1 | 1,500,000 | $2,669,000 | thousands by filing date | principal |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 2,000,000 | $2,631,000 | thousands by filing date | principal |
| AKORN INC | 009728AB2 | NOTE 3.500% 6/0 | 895,000 | $2,546,000 | thousands by filing date | principal |
| Pfizer Inc. | 717081103 | COM | 82,588 | $2,531,000 | thousands by filing date | |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 1,591,000 | $2,510,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 2,000,000 | $2,448,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS IN | 686164AA2 | CONV | 2,500,000 | $2,429,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 19,288 | $2,407,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 106,673 | $2,393,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 25,791 | $2,361,000 | thousands by filing date | |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 2,199,000 | $2,314,000 | thousands by filing date | principal |
| FOOT LOCKER INC | 344849104 | COM | 53,987 | $2,240,000 | thousands by filing date | |
| EXTERRAN HLDGS INC 4.250 | 30225XAA1 | NOTE 4.250% 6/1 | 1,473,000 | $2,193,000 | thousands by filing date | principal |
| INVESCO LTD SHS | G491BT108 | Stock | 59,407 | $2,163,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 39,231 | $2,152,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 29,962 | $2,143,000 | thousands by filing date | |
| BRISTOW GROUP INC | 110394AC7 | NOTE | 1,729,000 | $2,118,000 | thousands by filing date | principal |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 2,000,000 | $2,111,000 | thousands by filing date | principal |
| Schlumberger Limited | 806857108 | COM | 23,250 | $2,095,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 45,465 | $2,066,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 1,546,000 | $2,041,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 40,940 | $2,012,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550309 | CORPORATE OBLIG | 30,210 | $2,001,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 20,502 | $1,948,000 | thousands by filing date | |
| CHEMED CORP NEW 1.875 | 16359RAC7 | NOTE | 1,855,000 | $1,926,000 | thousands by filing date | principal |
| AT&T Inc | 00206R102 | COM | 54,541 | $1,918,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 23,140 | $1,905,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 1,594,000 | $1,890,000 | thousands by filing date | principal |
| Albany Molecular Research Conv | 012423AA7 | CONV | 2,000,000 | $1,856,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 1,305,000 | $1,854,000 | thousands by filing date | principal |
| International Business Machines Corporation | 459200101 | COM | 9,772 | $1,833,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 796,000 | $1,786,000 | thousands by filing date | principal |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 1,051,000 | $1,777,000 | thousands by filing date | principal |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 22,737 | $1,743,000 | thousands by filing date | |
| BPZ RESOURCES INC | 055639AC2 | CONV BND | 2,000,000 | $1,711,000 | thousands by filing date | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 22,593 | $1,702,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 9,984 | $1,689,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 22,441 | $1,685,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 40,075 | $1,656,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 13,645 | $1,617,000 | thousands by filing date | |
| MIZUHO FINANCIAL GROUP INC SPONSORED ADR | 60687Y109 | ADR | 360,785 | $1,574,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 9,244 | $1,555,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 19,360 | $1,553,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 38,102 | $1,539,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 13,465 | $1,538,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 30,499 | $1,526,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 28,278 | $1,523,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 19,459 | $1,488,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 6,654 | $1,481,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 19,436 | $1,479,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 20,974 | $1,462,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 1,234,000 | $1,449,000 | thousands by filing date | principal |
| MasterCard, Inc | 57636Q104 | COM | 1,710 | $1,431,000 | thousands by filing date | |
| SALESFORCE COM INC | 79466LAB0 | BOND | 554,000 | $1,429,000 | thousands by filing date | principal |
| ALLSTATE CORP COM | 020002101 | Stock | 26,213 | $1,428,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 52,786 | $1,414,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 9,279 | $1,413,000 | thousands by filing date | |
| Janus Capital | 47102XAH8 | CONV | 1,102,000 | $1,401,000 | thousands by filing date | principal |
| Amazon.com, Inc | 023135106 | COM | 3,500 | $1,397,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 28,452 | $1,396,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 583,000 | $1,383,000 | thousands by filing date | principal |
| Qualcomm Incorporated | 747525103 | COM | 18,602 | $1,381,000 | thousands by filing date | |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 12,548 | $1,340,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 85,811 | $1,335,000 | thousands by filing date | |
| BARCLAYS PLC ADR | 06738E204 | ADR | 73,283 | $1,328,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 16,597 | $1,315,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 36,442 | $1,282,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 15,411 | $1,278,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 57,246 | $1,277,000 | thousands by filing date | |
| UNITED RENTALS INC | 911363AL3 | NOTE 4.000% | 181,000 | $1,267,000 | thousands by filing date | principal |
| FEDEX CORP COM | 31428X106 | Stock | 8,753 | $1,257,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 14,383 | $1,253,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 19,653 | $1,252,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 32,641 | $1,251,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AC3 | DBCV 4.750% 4/1 | 1,049,000 | $1,250,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 47,932 | $1,243,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 15,780 | $1,241,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 31,794 | $1,217,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 8,667 | $1,215,000 | thousands by filing date | |
| ACTAVIS PLC | G0083B108 | SHS | 7,202 | $1,210,000 | thousands by filing date | |
| GENESEE & WYO INC | 371559204 | UNIT 10/01/2015 | 9,355 | $1,200,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 7,412 | $1,197,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 23,078 | $1,172,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 116,750 | $1,152,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 8,395 | $1,148,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 22,512 | $1,148,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 16,572 | $1,145,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 14,094 | $1,137,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 16,904 | $1,123,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 16,780 | $1,070,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 11,595 | $1,050,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 28,358 | $1,046,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 933,000 | $1,046,000 | thousands by filing date | principal |
| Cynosure, Inc. | 232577205 | COM | 39,259 | $1,044,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 20,566 | $1,038,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 25,247 | $1,030,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 16,718 | $1,030,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 10,522 | $1,020,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 36,941 | $1,016,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 15,944 | $1,008,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 19,062 | $1,007,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 21,372 | $998,000 | thousands by filing date | |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 892,000 | $994,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 8,606 | $980,000 | thousands by filing date | |
| HEADWATERS INC | 42210P102 | COMMON STOCK | 99,437 | $972,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 24,905 | $966,000 | thousands by filing date | |
| CIENA CORP | 171779AE1 | NOTE | 920,000 | $937,000 | thousands by filing date | principal |
| GAIN CAP HLDGS INC | 36268WAA8 | NOTE 4.125%12/0 | 1,000,000 | $929,000 | thousands by filing date | principal |
| HEWLETT PACKARD CO | 428236103 | COM | 33,082 | $924,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $907,000 | thousands by filing date | |
| AUDIENCE INC | 05070J102 | COM | 77,245 | $898,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 63,755 | $897,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 11,216 | $894,000 | thousands by filing date | |
| STONE ENERGY CORP | 861642AN6 | NOTE | 810,000 | $894,000 | thousands by filing date | principal |
| Starbucks Corporation | 855244109 | COM | 11,191 | $878,000 | thousands by filing date | |
| CANCER GENETICS INC. | 13739u104 | COM | 62,959 | $868,000 | thousands by filing date | |
| XILINX INC | 983919AD3 | SDCV 3.125% 3/1 | 546,000 | $864,000 | thousands by filing date | principal |
| ACELRX PHARMACEUTICALS INC | 00444T100 | COM | 76,087 | $863,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 823,000 | $862,000 | thousands by filing date | principal |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 644,000 | $861,000 | thousands by filing date | principal |
| WET SEAL INC/THE-CLASS A | 961840105 | CL A | 313,985 | $858,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 14,869 | $853,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 14,942 | $849,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 15,983 | $846,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 15,421 | $845,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 10,919 | $843,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 14,756 | $843,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 9,613 | $840,000 | thousands by filing date | |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 825,000 | $839,000 | thousands by filing date | principal |
| PERION NETWORK LTD | M78673106 | COMMON STOCK USD.01 | 69,090 | $836,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 9,178 | $830,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 3,004 | $827,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 23,647 | $826,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 58,670 | $822,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 14,554 | $803,000 | thousands by filing date | |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 655,000 | $800,000 | thousands by filing date | principal |
| F5 INC COM | 315616102 | Stock | 8,805 | $799,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 16,540 | $798,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 66,776 | $798,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 14,963 | $798,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 17,909 | $795,000 | thousands by filing date | |
| MYLAN INC | 628530107 | COM | 18,202 | $787,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 10,082 | $786,000 | thousands by filing date | |
| M/I HOMES INC | 55305B101 | COM | 30,893 | $785,000 | thousands by filing date | |
| ENDEAVOUR INTERNATIONAL CORP | 29259G200 | COM | 148,190 | $780,000 | thousands by filing date | |
| MONTAGE TECHNOLOGY GROUP LTD | G6209T105 | SHS | 47,008 | $767,000 | thousands by filing date | |
| EZCHIP SEMICONDUCTOR LIMITED | M4146Y108 | ORD | 31,068 | $765,000 | thousands by filing date | |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 31,023 | $760,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 56,525 | $757,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 17,771 | $748,000 | thousands by filing date | |
| MIDSTATES PETROLEUM CO INC | 59804T100 | COM | 113,030 | $748,000 | thousands by filing date | |
| RPX CORP | 74972G103 | COM | 44,195 | $747,000 | thousands by filing date | |
| KEYW HLDG CORP | 493723100 | COM | 54,638 | $734,000 | thousands by filing date | |
| CASELLA WASTE SYS INC | 147448104 | CL A | 126,145 | $732,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 20,653 | $729,000 | thousands by filing date | |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 15,839 | $723,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 3,760 | $713,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 7,788 | $712,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 18,544 | $699,000 | thousands by filing date | |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 520,000 | $697,000 | thousands by filing date | principal |
| DISCOVER FINL SVCS | 254709108 | COM | 12,305 | $690,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 8,020 | $690,000 | thousands by filing date | |
| AUXILIUM PHARMACEUTICALS | 05334D107 | COMMON STOCK | 33,289 | $690,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 17,940 | $688,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 27,184 | $685,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 9,683 | $680,000 | thousands by filing date | |
| PACIFIC SUNWEAR OF CALIF | 694873100 | COM | 203,490 | $680,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 615,000 | $676,000 | thousands by filing date | principal |
| CIMATRON LTD | M23798107 | ORD | 74,865 | $676,000 | thousands by filing date | |
| NEW YORK & CO INC | 649295102 | COM | 154,510 | $675,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 18,926 | $671,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 8,279 | $671,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 8,453 | $666,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 556,000 | $666,000 | thousands by filing date | principal |
| EXPAND ENERGY CORP | 165167BZ9 | CORPORATE OBLIG | 650,000 | $660,000 | thousands by filing date | principal |
| RESOLUTE ENERGY CORP | 76116A108 | COMMON STOCK | 72,985 | $659,000 | thousands by filing date | |
| BONANZA CREEK ENERGY INC | 097793103 | COMMON STOCK | 15,165 | $659,000 | thousands by filing date | |
| WEB.COM GROUP INC | 94733A104 | COMMON STOCK | 20,590 | $654,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 562 | $651,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 12,240 | $650,000 | thousands by filing date | |
| PACIRA BIOSCIENCES INC COM | 695127100 | Stock | 11,302 | $650,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 17,502 | $649,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 3,509 | $645,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 8,230 | $640,000 | thousands by filing date | |
| ALLERGAN INC | 018490102 | COM | 5,699 | $634,000 | thousands by filing date | |
| TIBCO SOFTWARE INC | 88632Q103 | COM | 28,010 | $629,000 | thousands by filing date | |
| FIRST BANCORP CORPORATION | 318672706 | COM NEW | 100,845 | $624,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 8,343 | $619,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 65,690 | $615,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 25,003 | $615,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 8,731 | $613,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 3,440 | $610,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 4,551 | $605,000 | thousands by filing date | |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 508,000 | $598,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 580,000 | $592,000 | thousands by filing date | principal |
| HALCON RES CORP | 40537Q209 | COM NEW | 151,655 | $584,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 10,839 | $579,000 | thousands by filing date | |
| RENTECH INC COM | 760112102 | COM | 331,015 | $579,000 | thousands by filing date | |
| HSN INC | 404303109 | COM | 9,203 | $574,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 29,291 | $573,000 | thousands by filing date | |
| Lifetime Brands Inc | 53222Q103 | COM | 36,230 | $570,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 5,295 | $564,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 3,301 | $554,000 | thousands by filing date | |
| WESTFIELD FINANCIAL INC | 96008P104 | COM | 73,555 | $550,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 35,562 | $548,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 6,028 | $546,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 29,481 | $541,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 15,729 | $537,000 | thousands by filing date | |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 534,000 | $535,000 | thousands by filing date | principal |
| Texas Instruments Incorporated | 882508104 | COM | 11,950 | $525,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 5,562 | $505,000 | thousands by filing date | |
| GT Advanced Technologies Inc. | 36191UAB2 | CONV | 500,000 | $503,000 | thousands by filing date | principal |
| Accenture Plc Class A | G1151C101 | COM | 6,079 | $498,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 4,240 | $495,000 | thousands by filing date | |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 446,000 | $494,000 | thousands by filing date | principal |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 4,853 | $491,000 | thousands by filing date | |
| OMNICARE | 681904AQ1 | NOTE3 | 471,000 | $472,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 392,000 | $464,000 | thousands by filing date | principal |
| WELLTOWER INC | 42217K106 | COM | 7,989 | $428,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 7,687 | $424,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 1,516 | $423,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 5,867 | $415,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 22,958 | $408,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 7,483 | $408,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 4,888 | $401,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,411 | $393,000 | thousands by filing date | |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 239,000 | $385,000 | thousands by filing date | principal |
| CZR | 127686103 | Stock | 17,230 | $371,000 | thousands by filing date | |
| SUNSHINE HEART INC | 86782u106 | COM | 38,233 | $371,000 | thousands by filing date | |
| OCLARO INC | 67555N206 | COM | 148,250 | $369,000 | thousands by filing date | |
| MERRIMACK PHARMACEUTICALS IN | 590328100 | COM | 68,415 | $365,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 14,157 | $358,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 7,179 | $358,000 | thousands by filing date | |
| TTM TECHNOLOGIES INC | 87305R109 | COM | 41,755 | $358,000 | thousands by filing date | |
| BIND THERAPEUTICS INC | 05548N107 | Cmn | 23,580 | $356,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 690370101 | COM | 11,540 | $355,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 4,128 | $353,000 | thousands by filing date | |
| CARBONITE INC | 141337105 | COM | 29,410 | $349,000 | thousands by filing date | |
| MODEL N INC | 607525102 | COM | 29,565 | $349,000 | thousands by filing date | |
| LEAP WIRELESS INTL INC | 521863308 | COM NEW | 20,105 | $349,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 4,953 | $348,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 328,000 | $343,000 | thousands by filing date | principal |
| RUBY TUESDAY INC | 781182100 | COMMON STOCK | 48,685 | $337,000 | thousands by filing date | |
| SUNEDISON INC | 86732Y109 | COM | 25,855 | $337,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 15,030 | $336,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 8,675 | $331,000 | thousands by filing date | |
| REALD INC | 75604L105 | COMMON STOCK | 38,830 | $331,000 | thousands by filing date | |
| MODINE MFG CO COM | 607828100 | Stock | 25,710 | $329,000 | thousands by filing date | |
| CORINTHIAN COLLEGES INC | 218868107 | COMMON STOCK | 184,710 | $329,000 | thousands by filing date | |
| CHINACACHE INTL HLDG LTD | 16950M107 | SPON ADR | 36,780 | $328,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 17,230 | $327,000 | thousands by filing date | |
| ESPERION THERAPEUTICS INC NEW COM | 29664W105 | Stock | 23,585 | $325,000 | thousands by filing date | |
| JAKKS PACIFIC INC | 47012E106 | COMMON STOCK | 48,045 | $323,000 | thousands by filing date | |
| EMERITUS CORP | 291005106 | COMMON STOCK | 14,660 | $318,000 | thousands by filing date | |
| BASIC ENERGY SERVICES INC | 06985P100 | COMMON STOCK | 20,015 | $316,000 | thousands by filing date | |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 247,000 | $312,000 | thousands by filing date | principal |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 1,430 | $311,000 | thousands by filing date | |
| LDK SOLAR CO LTD | 50183L107 | SPONSORED ADR | 237,650 | $311,000 | thousands by filing date | |
| AMEDISYS INC | 023436108 | COM | 21,255 | $310,000 | thousands by filing date | |
| CHIMERIX INC COM | 16934W106 | Stock | 20,440 | $308,000 | thousands by filing date | |
| QUNAR CAYMAN IS LTD SPNS ADR CL B | 74906P104 | ADR | 11,545 | $306,000 | thousands by filing date | |
| BARNES & NOBLE INC | 067774109 | COMMON STOCK | 19,940 | $298,000 | thousands by filing date | |
| LAYNE CHRISTENSEN CO | 521050104 | COM | 17,340 | $296,000 | thousands by filing date | |
| BON-TON STORES INC | 09776J101 | COM | 18,130 | $295,000 | thousands by filing date | |
| RADIOSHACK CORP | 750438103 | COMMON STOCK | 113,160 | $294,000 | thousands by filing date | |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 300,000 | $289,000 | thousands by filing date | principal |
| CSX Corporation | 126408103 | COM | 10,001 | $287,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 6,775 | $274,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 8,055 | $253,000 | thousands by filing date | |
| Onconova Therapeutics | 68232V108 | Common | 21,470 | $247,000 | thousands by filing date | |
| ENTRAVISION COMMUNICATIONS A | 29382R107 | COMMON STOCK | 37,725 | $229,000 | thousands by filing date | |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 195,000 | $222,000 | thousands by filing date | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 1,692 | $201,000 | thousands by filing date | |
| PRICELINE COM INC | 741503AN6 | BOND | 32,000 | $122,000 | thousands by filing date | principal |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 13,082 | $110,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAD3 | CNV | 27,000 | $93,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 75,000 | $75,000 | thousands by filing date | principal |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 54,000 | $73,000 | thousands by filing date | principal |
| ALLIANCE DATA SYSTEMS CORP CONV DTD 5/15/2010 4.75% 5/15/2014 | 018581AC2 | CONVERTIBLE | 12,000 | $66,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 40,000 | $51,000 | thousands by filing date | principal |
| US STEEL CORP | 912909AE8 | NOTE | 43,000 | $46,000 | thousands by filing date | principal |
| ANR 4.875 12/20 | 02076XAF9 | Bond 30/360P2 U | 41,000 | $43,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 41,000 | $42,000 | thousands by filing date | principal |
| TRW AUTOMOTIVE INC | 87264MAH2 | NOTE 3.500%12/0 | 14,000 | $36,000 | 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 | $25,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-14-000276 | this filing | 2014-02-07 | acceptance time not in the bulk data set |