13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2014-03-31, filed 2014-05-09, with 395 holding rows worth $979,779,000.
- Accession
- 0001172661-14-000960
- Filer
- CIK 938487
- Filed
- 2014-05-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2014
A holdings report, 395 entries on the cover page, a total value of $979,779,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $979,779,000 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 | 327,423 | $61,232,000 | thousands by filing date | |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 9,382,000 | $29,183,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 17,116,000 | $23,928,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 11,956,000 | $16,927,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 8,480,000 | $15,727,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 10,684,000 | $15,618,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 9,112,000 | $15,553,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 249,108 | $13,835,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 10,638,000 | $13,779,000 | thousands by filing date | principal |
| WELLS FARGO CO. | 94986RCZ2 | MTNF 0.125 3/0 | 9,661,000 | $13,618,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 11,728,000 | $13,105,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 12,975,000 | $13,023,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 7,888,000 | $12,972,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 8,455,000 | $12,781,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 8,800,000 | $12,589,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 10,632 | $12,165,000 | thousands by filing date | |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 4,085,000 | $12,127,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 8,498,000 | $10,950,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 12,000,000 | $10,899,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 3,976,000 | $10,161,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 7,295,000 | $9,867,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 75,775 | $9,790,000 | thousands by filing date | |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 5,214,000 | $9,779,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 8,308 | $9,746,000 | thousands by filing date | |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 7,737,000 | $9,458,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 7,225,000 | $9,230,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 8,084,000 | $8,856,000 | thousands by filing date | principal |
| STERLITE INDS INDIA LTD | 859737AB4 | NOTE 4.000%10/3 | 8,490,000 | $8,499,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 5,900,000 | $8,349,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 6,072,000 | $8,254,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 4,548,000 | $8,238,000 | thousands by filing date | principal |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 25,750 | $7,443,000 | thousands by filing date | |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 7,849,000 | $7,407,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 5,593,000 | $7,346,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 5,825,000 | $7,243,000 | thousands by filing date | principal |
| PHH CORP | 693320AQ6 | CNV | 3,350,000 | $7,218,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 7,012,000 | $7,117,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 4,256,000 | $6,898,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 4,500,000 | $6,876,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 5,250,000 | $6,861,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 5,501,000 | $6,824,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AJ7 | NOTE | 3,268,000 | $6,755,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 6,337,000 | $6,748,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 1,817,000 | $6,680,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 4,500,000 | $6,400,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 4,950,000 | $6,379,000 | thousands by filing date | principal |
| INCYTE CORP | 45337CAJ1 | NOTE 4.750%10/0 | 1,000,000 | $6,079,000 | thousands by filing date | principal |
| ARCELORMITTAL | L0302D178 | PREFERRED STOCK | 251,950 | $6,027,000 | thousands by filing date | |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 5,098,000 | $5,966,000 | thousands by filing date | principal |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 4,450,000 | $5,781,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 2,602,000 | $5,760,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 4,836,000 | $5,690,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 3,860,000 | $5,617,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AN8 | NOTE 3.750%12/1 | 2,450,000 | $5,556,000 | thousands by filing date | principal |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 75,695 | $5,536,000 | thousands by filing date | |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 4,361,000 | $5,405,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 4,433,000 | $5,135,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 3,725,000 | $5,083,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 4,236,000 | $4,834,000 | thousands by filing date | principal |
| GT Advanced Technologies Inc. | 36191UAB2 | CONV | 2,975,000 | $4,810,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 2,017,000 | $4,795,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 4,450,000 | $4,708,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 3,333,000 | $4,638,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 3,429,000 | $4,570,000 | thousands by filing date | principal |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 4,500,000 | $4,490,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 145,535 | $4,481,000 | thousands by filing date | |
| Nextera Energy, Inc. | 65339F887 | PFD | 71,830 | $4,408,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 4,735,000 | $4,372,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 2,576,000 | $4,353,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 3,672,000 | $4,196,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 3,726,000 | $4,129,000 | thousands by filing date | principal |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 38,395 | $4,050,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 79,812 | $4,048,000 | thousands by filing date | |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 4,000,000 | $4,041,000 | thousands by filing date | principal |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 3,335,000 | $3,983,000 | thousands by filing date | principal |
| PHH CORP | 693320AN3 | CORPORATE OBLIG | 3,521,000 | $3,796,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 3,073,000 | $3,756,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 64,623 | $3,709,000 | thousands by filing date | |
| BRISTOW GROUP INC | 110394AC7 | NOTE | 2,982,000 | $3,690,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 3,383,000 | $3,683,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 3,155,000 | $3,645,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS INC | 52729NBP4 | NOTE 7.000% 3/1 | 2,364,000 | $3,634,000 | thousands by filing date | principal |
| HAWAIIAN HOLDINGS INC | 419879AD3 | NOTE 5.000% 3/1 | 1,950,000 | $3,588,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 2,933,000 | $3,580,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 2,500,000 | $3,558,000 | thousands by filing date | principal |
| OMNICARE | 681904AQ1 | NOTE3 | 3,531,000 | $3,558,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 3,329,000 | $3,543,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 2,294,000 | $3,478,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 51,995 | $3,462,000 | thousands by filing date | |
| BPZ RESOURCES INC | 055639AC2 | CONV BND | 3,000,000 | $3,456,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 3,022,000 | $3,428,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 2,988,000 | $3,422,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 2,918,000 | $3,388,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 3,137,000 | $3,336,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 3,250,000 | $3,306,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 2,948,000 | $3,269,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 2,991,000 | $3,251,000 | thousands by filing date | principal |
| SBA COMMUNICATIONS CORP | 78388JAM8 | CORPORATE OBLIG | 1,043,000 | $3,115,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 1,317,000 | $3,099,000 | thousands by filing date | principal |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 2,154,000 | $3,026,000 | thousands by filing date | principal |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 2,950,000 | $2,950,000 | thousands by filing date | principal |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 2,000,000 | $2,925,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 22,760 | $2,875,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 2,467,000 | $2,809,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 2,774,000 | $2,792,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 2,750,000 | $2,591,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 2,500,000 | $2,543,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 1,370,000 | $2,458,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP | 63934EAL2 | NOTE | 2,336,000 | $2,367,000 | thousands by filing date | principal |
| GENERAL ELEC CO | 369604103 | COM | 91,234 | $2,361,000 | thousands by filing date | |
| ANR 4.875 12/20 | 02076XAF9 | Bond 30/360P2 U | 2,870,000 | $2,360,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 1,319,000 | $2,338,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 1,851,000 | $2,300,000 | thousands by filing date | principal |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 1,168,000 | $2,267,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 1,504,000 | $2,232,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 1,786,000 | $2,204,000 | thousands by filing date | principal |
| PPL CORP | 69351T114 | UNIT 99/99/9999S | 39,615 | $2,166,000 | thousands by filing date | |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 2,176,000 | $2,141,000 | thousands by filing date | principal |
| CROWN CASTLE CNV PFD | 228227500 | PFDs, REITs, | 20,518 | $2,088,000 | thousands by filing date | |
| CHEMED CORP NEW 1.875 | 16359RAC7 | NOTE | 1,854,000 | $2,073,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 1,579,000 | $2,045,000 | thousands by filing date | principal |
| AKORN INC | 009728AB2 | NOTE 3.500% 6/0 | 795,000 | $2,028,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 1,697,000 | $2,021,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 640,000 | $2,005,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 1,270,000 | $2,003,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 32,529 | $1,974,000 | thousands by filing date | |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 1,673,000 | $1,943,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 35,560 | $1,930,000 | thousands by filing date | |
| D.R. HORTON INC | 23331ABB4 | NOTE | 1,091,000 | $1,820,000 | thousands by filing date | principal |
| HUNTINGTON BANCSHARES INC | 446150401 | PREFERRED STOCK | 1,420 | $1,808,000 | thousands by filing date | |
| Janus Capital | 47102XAH8 | CONV | 1,494,000 | $1,790,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 1,253,000 | $1,764,000 | thousands by filing date | principal |
| SALESFORCE COM INC | 79466LAB0 | BOND | 652,000 | $1,738,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 796,000 | $1,736,000 | thousands by filing date | principal |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 830,000 | $1,652,000 | thousands by filing date | principal |
| 38259p508 | COM | 1,461 | $1,628,000 | thousands by filing date | ||
| Apple Inc | 037833100 | COM | 3,023 | $1,623,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 33,716 | $1,605,000 | thousands by filing date | |
| EXTERRAN HLDGS INC 4.250 | 30225XAA1 | NOTE 4.250% 6/1 | 839,000 | $1,601,000 | thousands by filing date | principal |
| UNITED RENTALS INC | 911363AL3 | NOTE 4.000% | 185,000 | $1,585,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 16,046 | $1,566,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 29,678 | $1,485,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 1,359,000 | $1,459,000 | thousands by filing date | principal |
| INVESCO LTD SHS | G491BT108 | Stock | 36,522 | $1,351,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 1,127,000 | $1,236,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AC3 | DBCV 4.750% 4/1 | 997,000 | $1,216,000 | thousands by filing date | principal |
| GENESEE & WYO INC | 371559204 | UNIT 10/01/2015 | 9,452 | $1,214,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 28,895 | $1,199,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319AC8 | NOTE 5.750% 6/1 | 279,000 | $1,129,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 947,000 | $1,122,000 | thousands by filing date | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 15,630 | $1,055,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 32,275 | $1,036,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 10,047 | $986,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 15,634 | $961,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $958,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 869,000 | $929,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 705,000 | $926,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 919,000 | $920,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 908,000 | $920,000 | thousands by filing date | principal |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 20,024 | $917,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 11,324 | $912,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 11,477 | $858,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 11,403 | $851,000 | thousands by filing date | |
| DFC GLOBAL CORP | 23324TAB3 | NOTE 3.250% 4/1 | 1,000,000 | $851,000 | thousands by filing date | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 8,926 | $849,000 | thousands by filing date | |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 818,000 | $833,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 20,077 | $824,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 8,281 | $807,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 9,071 | $807,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 16,695 | $793,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 9,247 | $758,000 | thousands by filing date | |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 520,000 | $756,000 | thousands by filing date | principal |
| FOOT LOCKER INC | 344849104 | COM | 15,969 | $749,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 14,137 | $747,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 3,962 | $741,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 5,275 | $735,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 16,540 | $729,000 | thousands by filing date | |
| ISHARES INC MSCI UTD KINGD | 464286699 | COM | 35,141 | $723,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 12,170 | $715,000 | thousands by filing date | |
| CIMATRON LTD | M23798107 | ORD | 98,757 | $714,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 5,988 | $713,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 9,155 | $708,000 | thousands by filing date | |
| MIZUHO FINANCIAL GROUP INC SPONSORED ADR | 60687Y109 | ADR | 174,110 | $694,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 11,078 | $683,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 7,909 | $682,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 15,633 | $676,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 5,293 | $666,000 | thousands by filing date | |
| BARCLAYS PLC ADR | 06738E204 | ADR | 42,222 | $660,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 8,452 | $657,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 20,586 | $657,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 7,717 | $654,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 11,519 | $652,000 | thousands by filing date | |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 599,000 | $640,000 | thousands by filing date | principal |
| INGERSOLL-RAND PLC | G47791101 | SHS | 11,045 | $634,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 17,941 | $629,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 12,114 | $625,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 7,514 | $624,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 3,313 | $623,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 11,718 | $622,000 | thousands by filing date | |
| CASELLA WASTE SYS INC | 147448104 | CL A | 121,656 | $620,000 | thousands by filing date | |
| EXPAND ENERGY CORP | 165167BZ9 | CORPORATE OBLIG | 600,000 | $610,000 | thousands by filing date | principal |
| Visa Inc | 92826C839 | COM | 2,788 | $602,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 4,827 | $593,000 | thousands by filing date | |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 5,595 | $591,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 11,665 | $580,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 5,295 | $572,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 60,199 | $572,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 32,278 | $570,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 7,565 | $569,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 10,247 | $566,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 9,294 | $563,000 | thousands by filing date | |
| BASIC ENERGY SERVICES INC | 06985P100 | COMMON STOCK | 20,205 | $554,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 4,141 | $550,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 25,311 | $549,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 6,840 | $542,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 12,577 | $539,000 | thousands by filing date | |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 12,841 | $539,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 2,718 | $535,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 10,450 | $524,000 | thousands by filing date | |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 484,000 | $522,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 381,000 | $520,000 | thousands by filing date | principal |
| MIDSTATES PETROLEUM CO INC | 59804T100 | COM | 96,875 | $520,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 129,480 | $519,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 5,254 | $519,000 | thousands by filing date | |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 432,000 | $516,000 | thousands by filing date | principal |
| CHEGG INC | 163092109 | COM | 73,510 | $514,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 13,922 | $510,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 29,411 | $506,000 | thousands by filing date | |
| EMERITUS CORP | 291005106 | COMMON STOCK | 16,000 | $502,000 | thousands by filing date | |
| OCLARO INC | 67555N206 | COM | 160,770 | $498,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 6,184 | $496,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 4,421 | $493,000 | thousands by filing date | |
| ACELRX PHARMACEUTICALS INC | 00444T100 | COM | 40,856 | $490,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 417,000 | $489,000 | thousands by filing date | principal |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 43,886 | $487,000 | thousands by filing date | |
| AMEDISYS INC | 023436108 | COM | 32,755 | $487,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 8,090 | $487,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167BW6 | NOTE 2.750%11/1 | 466,000 | $484,000 | thousands by filing date | principal |
| Dow Chemical Company | 260543103 | COM | 9,958 | $483,000 | thousands by filing date | |
| CBEYOND INC | 149847105 | COM | 66,545 | $482,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 11,794 | $481,000 | thousands by filing date | |
| Cynosure, Inc. | 232577205 | COM | 16,455 | $480,000 | thousands by filing date | |
| BLACKHAWK NETWORK HOLDING INC | 09238E104 | COMMON STOCK | 19,335 | $472,000 | thousands by filing date | |
| HEADWATERS INC | 42210P102 | COMMON STOCK | 35,492 | $469,000 | thousands by filing date | |
| VITACOST.COM INC | 92847A200 | COM | 66,030 | $469,000 | thousands by filing date | |
| RPX CORP | 74972G103 | COM | 28,578 | $466,000 | thousands by filing date | |
| KRATOS DEFENSE & SEC SOLUTIO | 50077B207 | COM NEW | 61,610 | $465,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 13,424 | $464,000 | thousands by filing date | |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 342,000 | $461,000 | thousands by filing date | principal |
| Coca-Cola Company | 191216100 | COM | 11,875 | $459,000 | thousands by filing date | |
| DURATA THERAPEUTICS INC | 26658A107 | COM | 33,985 | $459,000 | thousands by filing date | |
| FORMFACTOR INC COM | 346375108 | Stock | 71,470 | $457,000 | thousands by filing date | |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 6,195 | $457,000 | thousands by filing date | |
| NEW YORK & CO INC | 649295102 | COM | 103,440 | $455,000 | thousands by filing date | |
| BARNES & NOBLE INC | 067774109 | COMMON STOCK | 21,715 | $454,000 | thousands by filing date | |
| CINCINNATI BELL INC NEW | 171871106 | COM | 130,050 | $451,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 7,978 | $447,000 | thousands by filing date | |
| Lifetime Brands Inc | 53222Q103 | COM | 25,010 | $446,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 7,641 | $445,000 | thousands by filing date | |
| GENCORP INC | 368682100 | COM | 24,315 | $445,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 19,500 | $439,000 | thousands by filing date | |
| GLU MOBILE INC | 379890106 | COMMON STOCK | 92,490 | $438,000 | thousands by filing date | |
| ENTROPIC COMMUNICATIONS INC | 29384R105 | COM | 106,750 | $437,000 | thousands by filing date | |
| REACHLOCAL INC | 75525F104 | COM | 44,245 | $436,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 12,087 | $435,000 | thousands by filing date | |
| SWS GROUP INC | 78503N107 | COM | 57,670 | $432,000 | thousands by filing date | |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 232,000 | $432,000 | thousands by filing date | principal |
| BED BATH & BEYOND INC | 690370101 | COM | 21,900 | $431,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 18,009 | $424,000 | thousands by filing date | |
| CHC GROUP LTD | G07021101 | SHS | 57,260 | $423,000 | thousands by filing date | |
| AUDIENCE INC | 05070J102 | COM | 33,756 | $421,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 1,392 | $419,000 | thousands by filing date | |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 417,000 | $417,000 | thousands by filing date | principal |
| Tandem Diabetes Care, Inc. | 875372104 | COM | 18,820 | $415,000 | thousands by filing date | |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 355,000 | $411,000 | thousands by filing date | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 7,199 | $409,000 | thousands by filing date | |
| MYLAN INC | 628530107 | COM | 8,378 | $408,000 | thousands by filing date | |
| NEKTAR THERAPEUTICS | 640268108 | COM | 33,600 | $407,000 | thousands by filing date | |
| CELL THERAPEUTICS INC | 150934883 | COM NPV NEW 2012 | 119,865 | $407,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 5,102 | $404,000 | thousands by filing date | |
| VOXELJET AG | 92912L107 | ADS | 16,040 | $403,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 4,749 | $402,000 | thousands by filing date | |
| HEWLETT PACKARD CO | 428236103 | COM | 12,365 | $400,000 | thousands by filing date | |
| BIND THERAPEUTICS INC | 05548N107 | Cmn | 32,955 | $394,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,145 | $392,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 5,336 | $392,000 | thousands by filing date | |
| RENTECH INC COM | 760112102 | COM | 206,406 | $392,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 8,346 | $390,000 | thousands by filing date | |
| XOMA CORP DEL | 98419J107 | COM | 74,580 | $388,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 4,611 | $386,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 10,944 | $378,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 30,680 | $376,000 | thousands by filing date | |
| RENESOLA LTD | 75971T103 | SPONS ADS | 113,710 | $365,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 9,989 | $364,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 2,012 | $355,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 18,720 | $355,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 8,110 | $354,000 | thousands by filing date | |
| CANCER GENETICS INC. | 13739u104 | COM | 23,345 | $352,000 | thousands by filing date | |
| EZCHIP SEMICONDUCTOR LIMITED | M4146Y108 | ORD | 13,738 | $349,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 2,991 | $348,000 | thousands by filing date | |
| CAI INTERNATIONAL INC | 12477X106 | COM | 13,749 | $339,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 5,193 | $336,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 3,954 | $336,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 14,918 | $334,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 4,380 | $334,000 | thousands by filing date | |
| KRAFT FOODS GROUP INC | 50076Q106 | COM | 5,951 | $333,000 | thousands by filing date | |
| SUNSHINE HEART INC | 86782u106 | COM | 56,346 | $332,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 4,716 | $331,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 3,983 | $326,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 23,373 | $326,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 12,432 | $319,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 8,993 | $319,000 | thousands by filing date | |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 12,933 | $318,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 950 | $317,000 | thousands by filing date | |
| COWEN GROUP INC-CLASS A | 223622101 | CL A | 71,839 | $317,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 3,819 | $316,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 4,396 | $315,000 | thousands by filing date | |
| WESTFIELD FINANCIAL INC | 96008P104 | COM | 42,044 | $313,000 | thousands by filing date | |
| PACIRA BIOSCIENCES INC COM | 695127100 | Stock | 4,433 | $311,000 | thousands by filing date | |
| PERION NETWORK LTD | M78673106 | COMMON STOCK USD.01 | 28,118 | $311,000 | thousands by filing date | |
| MONTAGE TECHNOLOGY GROUP LTD | G6209T105 | SHS | 15,560 | $311,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 9,300 | $306,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 9,801 | $303,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 8,653 | $299,000 | thousands by filing date | |
| ISHARES TR | 464287648 | RUS 2000 GRW ETF | 2,200 | $299,000 | thousands by filing date | |
| REX ENERGY CORPORATION | 761565100 | COM | 15,971 | $298,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 1,534 | $297,000 | thousands by filing date | |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 10,045 | $296,000 | thousands by filing date | |
| FABRINET SHS | G3323L100 | Stock | 13,970 | $290,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 11,915 | $290,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 4,143 | $285,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 3,960 | $281,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 1,398 | $280,000 | thousands by filing date | |
| TIBCO SOFTWARE INC | 88632Q103 | COM | 13,705 | $278,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 7,140 | $275,000 | thousands by filing date | |
| LAYNE CHRISTENSEN CO | 521050104 | COM | 15,137 | $275,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 3,385 | $274,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 1,414 | $273,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 4,539 | $269,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 2,306 | $269,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 4,369 | $269,000 | thousands by filing date | |
| TESCO CORP | 88157K101 | COMMON STOCK-FO | 14,551 | $269,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 1,723 | $263,000 | thousands by filing date | |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 1,819 | $260,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 9,601 | $256,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 7,175 | $255,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 2,121 | $254,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 2,576 | $252,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 824 | $252,000 | thousands by filing date | |
| PGT INNOVATIONS INC | 69336V101 | COM | 21,725 | $250,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 4,121 | $249,000 | thousands by filing date | |
| REXFORD INDL RLTY INC COM | 76169C100 | REIT | 17,380 | $247,000 | thousands by filing date | |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 184,000 | $246,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 22,632 | $245,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 3,385 | $244,000 | thousands by filing date | |
| HALCON RES CORP | 40537Q209 | COM NEW | 56,332 | $244,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 1,820 | $243,000 | thousands by filing date | |
| NORCRAFT COS INC | 65557Y105 | COM | 14,289 | $241,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 2,538 | $240,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 6,035 | $240,000 | thousands by filing date | |
| ENTRAVISION COMMUNICATIONS A | 29382R107 | COMMON STOCK | 35,462 | $237,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 2,610 | $236,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 6,647 | $236,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 3,071 | $231,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 3,190 | $226,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 6,588 | $224,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 8,135 | $224,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,649 | $223,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 3,990 | $221,000 | thousands by filing date | |
| BON-TON STORES INC | 09776J101 | COM | 20,103 | $220,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 3,891 | $218,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 3,231 | $215,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 13,562 | $213,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 2,540 | $213,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 5,203 | $213,000 | thousands by filing date | |
| WABASH NATL CORP | 929566AH0 | CNV | 150,000 | $210,000 | thousands by filing date | principal |
| STATE STR CORP COM | 857477103 | Stock | 2,982 | $207,000 | thousands by filing date | |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 2,055 | $207,000 | thousands by filing date | |
| KALOBIOS PHARMACEUTICALS INC | 48344T100 | COM | 73,870 | $200,000 | thousands by filing date | |
| MAXLINEAR INC | 57776J100 | COM | 20,917 | $198,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 11,117 | $197,000 | thousands by filing date | |
| EDUCATION MANAGEMENT CORP | 28140M103 | COM | 36,800 | $179,000 | thousands by filing date | |
| LDK SOLAR CO LTD | 50183L107 | SPONSORED ADR | 350,630 | $175,000 | thousands by filing date | |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 99,000 | $132,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 32,000 | $125,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 90,000 | $108,000 | thousands by filing date | principal |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 11,044 | $94,000 | thousands by filing date | |
| EMERALD OIL INC | 29101U209 | COM NEW | 11,483 | $77,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAD3 | CNV | 22,000 | $75,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 48,000 | $51,000 | thousands by filing date | principal |
| US STEEL CORP | 912909AE8 | NOTE | 43,000 | $43,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 41,000 | $42,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAC6 | NOTE 6.250% | 31,000 | $33,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 19,000 | $29,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 24,000 | $26,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-14-000960 | this filing | 2014-05-09 | acceptance time not in the bulk data set |