AMTRUST FINL SVCS INC - NOTE 5.500%12/1

Q3 2014 13F Holders as of 30 Sep 2014

Type / Class
Debt / NOTE 5.500%12/1
Market price (% of par)
159.0%
Total 13F principal
$157,604,000
Principal change
-$11,095,000
Total reported market value
$251,073,000
Number of holders
17
Value change
-$18,379,682
Number of buys
5
Number of sells
8

Institutional Holders of AMTRUST FINL SVCS INC - NOTE 5.500%12/1 as of Q3 2014

As of 30 Sep 2014, AMTRUST FINL SVCS INC - NOTE 5.500%12/1 was held by 17 institutional bondholders reporting positions in Form 13F filings. These institutions reported holding $157,604,000 in principal (par value) of the bond. The largest 10 bondholders included Citadel Advisors LLC, Pine River Capital Management L.P., CAMDEN ASSET MANAGEMENT L P /CA, LAZARD ASSET MANAGEMENT LLC, Polygon Management Ltd., Fore Research & Management, LP, WELLS FARGO & COMPANY/MN, Calamos Advisors LLC, HBK INVESTMENTS L P, and 683 Capital Management, LLC. This page lists 17 institutional bondholders reporting positions for the Q3 2014 filing period.
Investor Option Weight % Change % Value $ * Price (% of par) Principal Share Change Activity Report Period
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.