$1.06 Billion is the total value of SSI INVESTMENT MANAGEMENT LLC's 295 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 116.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $52,001,000 | -24.0% | 251,915 | -24.3% | 4.91% | -29.3% |
| New | INTEL CORPsdcv 3.250% 8/0 | $30,210,000 | – | 19,135,000 | +100.0% | 2.85% | – | |
| New | WELLPOINT INCnote 2.750%10/1 | $28,577,000 | – | 13,833,000 | +100.0% | 2.70% | – | |
| ACTPRA | New | ACTAVIS PLCpfd conv ser a | $28,463,000 | – | 27,611 | +100.0% | 2.69% | – |
| WFCPRL | Buy | WELLS FARGO & CO NEWperp pfd cnv a | $22,798,000 | +32.8% | 18,640 | +31.9% | 2.15% | +23.5% |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $19,905,000 | – | 4,620,000 | +100.0% | 1.88% | – | |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $19,703,000 | +22.8% | 17,030 | +23.5% | 1.86% | +14.2% |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $16,765,000 | – | 12,564,000 | +100.0% | 1.58% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $14,668,000 | – | 13,133,000 | +100.0% | 1.38% | – | |
| IVV | New | ISHARES TRcore s&p500 etf | $14,361,000 | – | 69,107 | +100.0% | 1.36% | – |
| SWNC | New | SOUTHWESTERN ENERGY CO | $14,231,000 | – | 282,140 | +100.0% | 1.34% | – |
| TYFDL | Buy | TYSON FOODS INCunit 99/99/9999 | $13,483,000 | +49.6% | 278,868 | +55.4% | 1.27% | +39.0% |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $13,385,000 | – | 12,104,000 | +100.0% | 1.26% | – | |
| TMUSP | Buy | T MOBILE US INCconv pfd ser a | $13,074,000 | +62.5% | 222,912 | +44.8% | 1.23% | +51.0% |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $12,819,000 | – | 15,491,000 | +100.0% | 1.21% | – | |
| New | TESLA MTRS INCnote 1.250% 3/0 | $12,563,000 | – | 15,000,000 | +100.0% | 1.19% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $12,084,000 | – | 5,919,000 | +100.0% | 1.14% | – | |
| New | INTEL CORPsdcv 12/1 | $12,016,000 | – | 9,662,000 | +100.0% | 1.13% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $11,167,000 | – | 9,786,000 | +100.0% | 1.05% | – | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $10,462,000 | – | 8,077,000 | +100.0% | 0.99% | – | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $10,114,000 | – | 7,815,000 | +100.0% | 0.96% | – | |
| New | MACQUARIE INFRASTR CO LLCnote 2.875% 7/1 | $9,763,000 | – | 8,241,000 | +100.0% | 0.92% | – | |
| FCAM | New | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $9,497,000 | – | 68,586 | +100.0% | 0.90% | – |
| New | UTI WORLDWIDE INCnote 4.500% 3/0 | $9,385,000 | – | 8,512,000 | +100.0% | 0.89% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $9,159,000 | – | 8,500,000 | +100.0% | 0.86% | – | |
| New | STILLWATER MNG COnote 1.750%10/1 | $8,888,000 | – | 7,796,000 | +100.0% | 0.84% | – | |
| New | MYLAN INCnote 3.750% 9/1 | $8,696,000 | – | 1,956,000 | +100.0% | 0.82% | – | |
| New | RPM INTL INCnote 2.250%12/1 | $8,640,000 | – | 7,327,000 | +100.0% | 0.82% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $8,540,000 | – | 7,803,000 | +100.0% | 0.81% | – | |
| New | XILINX INCnote 2.625% 6/1 | $8,454,000 | – | 5,715,000 | +100.0% | 0.80% | – | |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1 | $8,050,000 | – | 8,500,000 | +100.0% | 0.76% | – | |
| New | DEPOMED INCnote 2.500% 9/0 | $7,932,000 | – | 6,000,000 | +100.0% | 0.75% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $7,884,000 | – | 5,280,000 | +100.0% | 0.74% | – | |
| New | NVIDIA CORPnote 1.000%12/0 | $7,786,000 | – | 6,630,000 | +100.0% | 0.74% | – | |
| New | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $7,771,000 | – | 8,750,000 | +100.0% | 0.73% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $7,713,000 | – | 6,535,000 | +100.0% | 0.73% | – | |
| New | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $7,678,000 | – | 7,500,000 | +100.0% | 0.72% | – | |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $7,572,000 | – | 8,779,000 | +100.0% | 0.72% | – | |
| New | WEB COM GROUP INCnote 1.000% 8/1 | $7,370,000 | – | 8,000,000 | +100.0% | 0.70% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $7,178,000 | – | 6,500,000 | +100.0% | 0.68% | – | |
| New | PENNYMAC CORPnote 5.375% 5/0 | $7,185,000 | – | 7,500,000 | +100.0% | 0.68% | – | |
| HCNPRI | Sell | HEALTH CARE REIT INCpfd per con i | $7,143,000 | -30.4% | 106,347 | -31.7% | 0.67% | -35.3% |
| New | WABASH NATL CORPnote 3.375% 5/0 | $7,059,000 | – | 5,200,000 | +100.0% | 0.67% | – | |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $7,005,000 | – | 6,500,000 | +100.0% | 0.66% | – | |
| New | B2GOLD CORPnote 3.250%10/0 | $6,960,000 | – | 8,000,000 | +100.0% | 0.66% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $6,601,000 | – | 4,486,000 | +100.0% | 0.62% | – | |
| New | TESLA MTRS INCnote 0.250% 3/0 | $6,590,000 | – | 7,523,000 | +100.0% | 0.62% | – | |
| DCUA | Buy | DOMINION RES INC VA NEWunit 04/01/2013 | $6,556,000 | -4.8% | 116,618 | +1.8% | 0.62% | -11.4% |
| New | QUIDEL CORPnote 3.250%12/1 | $6,510,000 | – | 6,000,000 | +100.0% | 0.62% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $6,429,000 | – | 6,380,000 | +100.0% | 0.61% | – | |
| KEYPRG | KEYCORP NEWpfd 7.75% sr a | $6,248,000 | 0.0% | 47,894 | 0.0% | 0.59% | -7.1% | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $6,002,000 | – | 5,012,000 | +100.0% | 0.57% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $5,751,000 | – | 7,250,000 | +100.0% | 0.54% | – | |
| New | CIENA CORPdebt 4.000%12/1 | $5,672,000 | – | 4,465,000 | +100.0% | 0.54% | – | |
| New | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,541,000 | – | 6,500,000 | +100.0% | 0.52% | – | |
| PFF | New | ISHARESu.s. pfd stk etf | $5,542,000 | – | 138,197 | +100.0% | 0.52% | – |
| New | YAHOO INCnote 12/0 | $5,513,000 | – | 5,113,000 | +100.0% | 0.52% | – | |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $5,399,000 | – | 4,217,000 | +100.0% | 0.51% | – | |
| NEEPRO | Buy | NEXTERA ENERGY INCunit 09/01/2015 | $5,347,000 | -2.2% | 81,858 | +0.1% | 0.50% | -9.0% |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $5,344,000 | – | 5,000,000 | +100.0% | 0.50% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $5,173,000 | – | 4,804,000 | +100.0% | 0.49% | – | |
| New | BLUCORA INCnote 4.250% 4/0 | $5,003,000 | – | 5,369,000 | +100.0% | 0.47% | – | |
| New | REDWOOD TR INCnote 4.625% 4/1 | $4,975,000 | – | 5,000,000 | +100.0% | 0.47% | – | |
| WYPRA | Buy | WEYERHAEUSER COpref conv ser a | $4,973,000 | +32.2% | 90,960 | +39.4% | 0.47% | +22.8% |
| New | SERVICENOW INCnote 11/0 | $4,893,000 | – | 3,979,000 | +100.0% | 0.46% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $4,844,000 | – | 3,219,000 | +100.0% | 0.46% | – | |
| New | NEWPARK RES INCnote 4.000%10/0 | $4,836,000 | – | 4,328,000 | +100.0% | 0.46% | – | |
| New | SUNEDISON INCnote 2.000%10/0 | $4,833,000 | – | 2,814,000 | +100.0% | 0.46% | – | |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $4,778,000 | – | 3,059,000 | +100.0% | 0.45% | – | |
| New | PROOFPOINT INCnote 1.250%12/1 | $4,767,000 | – | 3,000,000 | +100.0% | 0.45% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $4,735,000 | – | 4,000,000 | +100.0% | 0.45% | – | |
| New | JARDEN CORPnote 1.875% 9/1 | $4,724,000 | – | 2,758,000 | +100.0% | 0.45% | – | |
| New | WEBMD HEALTH CORPnote 1.500%12/0 | $4,717,000 | – | 4,465,000 | +100.0% | 0.44% | – | |
| New | INCYTE CORPnote 0.375%11/1 | $4,643,000 | – | 2,549,000 | +100.0% | 0.44% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $4,625,000 | – | 4,631,000 | +100.0% | 0.44% | – | |
| New | AMTRUST FINL SVCS INCnote 2.750%12/1 | $4,574,000 | – | 5,092,000 | +100.0% | 0.43% | – | |
| New | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $4,545,000 | – | 3,537,000 | +100.0% | 0.43% | – | |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $4,469,000 | – | 3,731,000 | +100.0% | 0.42% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $4,445,000 | – | 4,723,000 | +100.0% | 0.42% | – | |
| New | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $4,396,000 | – | 4,816,000 | +100.0% | 0.42% | – | |
| New | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $4,281,000 | – | 3,417,000 | +100.0% | 0.40% | – | |
| IGSB | Buy | ISHARES1-3 yr cr bd etf | $4,242,000 | +5.0% | 40,215 | +4.7% | 0.40% | -2.4% |
| New | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $4,085,000 | – | 5,552,000 | +100.0% | 0.39% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $4,080,000 | – | 4,000,000 | +100.0% | 0.38% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $4,073,000 | – | 3,711,000 | +100.0% | 0.38% | – | |
| New | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $4,059,000 | – | 3,187,000 | +100.0% | 0.38% | – | |
| New | STONE ENERGY CORPnote 1.750% 3/0 | $4,058,000 | – | 4,500,000 | +100.0% | 0.38% | – | |
| IRDMB | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $4,026,000 | -2.0% | 11,364 | 0.0% | 0.38% | -8.9% | |
| New | COLONY FINL INCnote 3.875% 1/1 | $4,009,000 | – | 3,727,000 | +100.0% | 0.38% | – | |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $3,972,000 | – | 3,438,000 | +100.0% | 0.38% | – | |
| AMTPRA | Buy | AMERICAN TOWER CORP NEWpfd conv ser a | $3,898,000 | +109.2% | 37,897 | +129.8% | 0.37% | +94.7% |
| New | ENVESTNET INCnote 1.750%12/1 | $3,885,000 | – | 3,477,000 | +100.0% | 0.37% | – | |
| New | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $3,882,000 | – | 3,653,000 | +100.0% | 0.37% | – | |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $3,853,000 | – | 3,383,000 | +100.0% | 0.36% | – | |
| New | ARES CAP CORPnote 4.875% 3/1 | $3,843,000 | – | 3,688,000 | +100.0% | 0.36% | – | |
| New | BRISTOW GROUP INCnote 3.000% 6/1 | $3,645,000 | – | 3,639,000 | +100.0% | 0.34% | – | |
| New | CHESAPEAKE ENERGY CORPnote 2.250%12/1 | $3,620,000 | – | 4,000,000 | +100.0% | 0.34% | – | |
| New | SINA CORPnote 1.000%12/0 | $3,598,000 | – | 3,971,000 | +100.0% | 0.34% | – | |
| New | ARES CAP CORPnote 5.750% 2/0 | $3,550,000 | – | 3,442,000 | +100.0% | 0.34% | – | |
| New | AIRTRAN HLDGS INCnote 5.250%11/0 | $3,535,000 | – | 1,170,000 | +100.0% | 0.33% | – | |
| New | SANDISK CORPnote 0.500%10/1 | $3,522,000 | – | 3,513,000 | +100.0% | 0.33% | – | |
| UTXPRA | Sell | UNITED TECHNOLOGIES CORPunit 06/01/2015 | $3,432,000 | -1.7% | 55,758 | -1.8% | 0.32% | -8.7% |
| New | MEDICINES COdbcv 1.375% 6/0 | $3,427,000 | – | 2,892,000 | +100.0% | 0.32% | – | |
| New | ALERE INCnote 3.000% 5/1 | $3,390,000 | – | 2,851,000 | +100.0% | 0.32% | – | |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $3,314,000 | – | 2,374,000 | +100.0% | 0.31% | – | |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $3,309,000 | – | 3,045,000 | +100.0% | 0.31% | – | |
| New | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $3,304,000 | – | 2,835,000 | +100.0% | 0.31% | – | |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $3,286,000 | – | 4,500,000 | +100.0% | 0.31% | – | |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $3,264,000 | – | 3,185,000 | +100.0% | 0.31% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $3,113,000 | – | 1,546,000 | +100.0% | 0.29% | – | |
| New | AMTRUST FINL SVCS INCnote 5.500%12/1 | $3,091,000 | – | 1,408,000 | +100.0% | 0.29% | – | |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $2,993,000 | – | 1,887,000 | +100.0% | 0.28% | – | |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $3,000,000 | – | 2,028,000 | +100.0% | 0.28% | – | |
| MDY | New | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $2,943,000 | – | 10,615 | +100.0% | 0.28% | – |
| New | RADIAN GROUP INCnote 3.000%11/1 | $2,942,000 | – | 1,926,000 | +100.0% | 0.28% | – | |
| SWU | Sell | STANLEY BLACK & DECKER INCunit 99/99/9999 | $2,934,000 | -8.2% | 21,980 | -5.6% | 0.28% | -14.5% |
| New | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $2,929,000 | – | 1,036,000 | +100.0% | 0.28% | – | |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $2,916,000 | – | 1,162,000 | +100.0% | 0.28% | – | |
| New | INTERDIGITAL INCnote 2.500% 3/1 | $2,918,000 | – | 2,706,000 | +100.0% | 0.28% | – | |
| New | YANDEX NVnote 1.125%12/1 | $2,862,000 | – | 3,500,000 | +100.0% | 0.27% | – | |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $2,842,000 | – | 1,937,000 | +100.0% | 0.27% | – | |
| New | ILLUMINA INCnote 0.250% 3/1 | $2,825,000 | – | 1,279,000 | +100.0% | 0.27% | – | |
| New | AKORN INCnote 3.500% 6/0 | $2,821,000 | – | 521,000 | +100.0% | 0.27% | – | |
| New | BGC PARTNERS INCnote 4.500% 7/1 | $2,820,000 | – | 2,598,000 | +100.0% | 0.27% | – | |
| New | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $2,800,000 | – | 2,361,000 | +100.0% | 0.26% | – | |
| New | VERINT SYS INCnote 1.500% 6/0 | $2,728,000 | – | 2,345,000 | +100.0% | 0.26% | – | |
| AAPRB | Sell | ALCOA INC | $2,730,000 | -61.5% | 62,340 | -55.6% | 0.26% | -64.2% |
| AMSGP | Buy | AMSURG CORPpfd cnv sr a-1 % | $2,714,000 | +10.5% | 22,030 | +1.1% | 0.26% | +2.8% |
| New | CALLAWAY GOLF COnote 3.750% 8/1 | $2,689,000 | – | 2,099,000 | +100.0% | 0.25% | – | |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $2,676,000 | – | 1,443,000 | +100.0% | 0.25% | – | |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,645,000 | +3.6% | 32,837 | +2.9% | 0.25% | -3.5% |
| SPSB | Buy | SPDR SERIES TRUSTbarc sht tr cp | $2,648,000 | +3.9% | 86,156 | +3.3% | 0.25% | -3.5% |
| New | CANADIAN SOLAR INCnote 4.250% 2/1 | $2,631,000 | – | 2,500,000 | +100.0% | 0.25% | – | |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $2,580,000 | – | 1,318,000 | +100.0% | 0.24% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $2,571,000 | – | 2,245,000 | +100.0% | 0.24% | – | |
| HBANP | Buy | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,565,000 | +4.5% | 1,912 | +3.8% | 0.24% | -2.8% |
| EXCU | Buy | EXELON CORPunit 99/99/9999 | $2,543,000 | -8.1% | 52,425 | +0.6% | 0.24% | -14.6% |
| ALRPRB | ALERE INCperp pfd conv se | $2,528,000 | +7.3% | 7,500 | 0.0% | 0.24% | 0.0% | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $2,510,000 | – | 2,179,000 | +100.0% | 0.24% | – | |
| New | NUVASIVE INCnote 2.750% 7/0 | $2,473,000 | – | 1,983,000 | +100.0% | 0.23% | – | |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $2,459,000 | – | 2,393,000 | +100.0% | 0.23% | – | |
| New | BROADSOFT INCnote 1.500% 7/0 | $2,424,000 | – | 2,288,000 | +100.0% | 0.23% | – | |
| New | RESOURCE CAP CORPnote 8.000% 1/1 | $2,417,000 | – | 2,471,000 | +100.0% | 0.23% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $2,402,000 | – | 2,404,000 | +100.0% | 0.23% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $2,340,000 | – | 1,666,000 | +100.0% | 0.22% | – | |
| AAPL | Sell | APPLE INC | $2,258,000 | -4.5% | 18,132 | -15.3% | 0.21% | -11.2% |
| New | ASCENT CAP GROUP INCnote 4.000% 7/1 | $2,248,000 | – | 2,974,000 | +100.0% | 0.21% | – | |
| CCIPRA | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $2,223,000 | +1.3% | 21,401 | 0.0% | 0.21% | -5.8% | |
| New | SANDISK CORPnote 1.500% 8/1 | $2,199,000 | – | 1,615,000 | +100.0% | 0.21% | – | |
| New | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $2,162,000 | – | 600,000 | +100.0% | 0.20% | – | |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $2,114,000 | – | 27,246 | +100.0% | 0.20% | – |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $2,072,000 | – | 2,003,000 | +100.0% | 0.20% | – | |
| New | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $1,969,000 | – | 809,000 | +100.0% | 0.19% | – | |
| New | HEALTH CARE REIT INCnote 3.000%12/0 | $1,932,000 | – | 1,267,000 | +100.0% | 0.18% | – | |
| New | DANAHER CORP DELnote 1/2 | $1,919,000 | – | 779,000 | +100.0% | 0.18% | – | |
| New | AIR LEASE CORPnote 3.875%12/0 | $1,920,000 | – | 1,332,000 | +100.0% | 0.18% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $1,900,000 | – | 965,000 | +100.0% | 0.18% | – | |
| DBJP | Buy | DBX ETF TRxtrak msci japn | $1,851,000 | +403.0% | 44,979 | +352.1% | 0.18% | +373.0% |
| DBEU | New | DBX ETF TRdb xtr msci eur | $1,807,000 | – | 61,994 | +100.0% | 0.17% | – |
| New | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $1,689,000 | – | 473,000 | +100.0% | 0.16% | – | |
| New | JANUS CAP GROUP INCnote 0.750% 7/1 | $1,558,000 | – | 968,000 | +100.0% | 0.15% | – | |
| XLU | Buy | SELECT SECTOR SPDR TRsbi int-utils | $1,513,000 | +13.8% | 34,066 | +21.2% | 0.14% | +5.9% |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $1,370,000 | – | 1,151,000 | +100.0% | 0.13% | – | |
| JPM | Sell | JPMORGAN CHASE & CO | $1,356,000 | -26.9% | 22,375 | -24.7% | 0.13% | -31.9% |
| New | TESLA MTRS INCnote 1.500% 6/0 | $1,279,000 | – | 796,000 | +100.0% | 0.12% | – | |
| GOOGL | Sell | GOOGLE INCcl a | $1,254,000 | -46.8% | 2,263 | -49.1% | 0.12% | -50.6% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $1,242,000 | -18.7% | 12,283 | -22.9% | 0.12% | -24.5% |
| IYR | Buy | ISHARES TRu.s. real es etf | $1,153,000 | +3.3% | 14,527 | +0.1% | 0.11% | -3.5% |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,127,000 | – | 667,000 | +100.0% | 0.11% | – | |
| MSFT | Sell | MICROSOFT CORP | $1,087,000 | -35.1% | 26,744 | -25.8% | 0.10% | -39.4% |
| New | HOLOGIC INCdebt 2.000% 3/0 | $1,057,000 | – | 853,000 | +100.0% | 0.10% | – | |
| JNJ | Sell | JOHNSON & JOHNSON | $970,000 | -34.4% | 9,628 | -31.9% | 0.09% | -38.7% |
| XOM | Sell | EXXON MOBIL CORP | $958,000 | -23.9% | 11,285 | -17.1% | 0.09% | -29.7% |
| C | Sell | CITIGROUP INC | $951,000 | -41.7% | 18,439 | -38.9% | 0.09% | -45.8% |
| PFE | Sell | PFIZER INC | $932,000 | -22.7% | 26,827 | -30.7% | 0.09% | -27.9% |
| KMB | Sell | KIMBERLY CLARK CORP | $930,000 | -34.8% | 8,685 | -29.7% | 0.09% | -39.3% |
| AGG | Sell | ISHARES TRcore us aggbd et | $902,000 | -19.6% | 8,087 | -20.6% | 0.08% | -25.4% |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $860,000 | – | 350,000 | +100.0% | 0.08% | – | |
| WFC | Sell | WELLS FARGO & CO NEW | $793,000 | -30.1% | 14,611 | -29.5% | 0.08% | -34.8% |
| BAC | Buy | BANK AMER CORP | $782,000 | -3.7% | 50,742 | +11.7% | 0.07% | -9.8% |
| GE | Sell | GENERAL ELECTRIC CO | $737,000 | -37.3% | 29,650 | -36.3% | 0.07% | -41.2% |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $703,000 | – | 12,597 | +100.0% | 0.07% | – |
| L | LOEWS CORP | $675,000 | -2.9% | 16,540 | 0.0% | 0.06% | -9.9% | |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $673,000 | – | 560,000 | +100.0% | 0.06% | – | |
| RPTPRD | Sell | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $668,000 | -79.8% | 10,000 | -79.9% | 0.06% | -81.2% |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $637,000 | – | 433,000 | +100.0% | 0.06% | – | |
| EPRPRC | EPR PPTYSpfd c cnv 5.75% | $589,000 | +4.1% | 24,481 | 0.0% | 0.06% | -1.8% | |
| CVX | Sell | CHEVRON CORP NEW | $582,000 | -6.4% | 5,533 | -0.1% | 0.06% | -12.7% |
| New | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $576,000 | – | 490,000 | +100.0% | 0.05% | – | |
| PG | Sell | PROCTER & GAMBLE CO | $551,000 | -37.8% | 6,727 | -30.8% | 0.05% | -42.2% |
| T | Sell | AT&T INC | $540,000 | -3.4% | 16,604 | -0.1% | 0.05% | -10.5% |
| MA | Sell | MASTERCARD INCcl a | $542,000 | -28.1% | 6,275 | -28.3% | 0.05% | -33.8% |
| KO | Buy | COCA COLA CO | $534,000 | +9.9% | 13,168 | +14.9% | 0.05% | +2.0% |
| New | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $527,000 | – | 379,000 | +100.0% | 0.05% | – | |
| ORCL | Sell | ORACLE CORP | $531,000 | -24.0% | 12,303 | -20.8% | 0.05% | -29.6% |
| MCK | Sell | MCKESSON CORP | $515,000 | -33.8% | 2,272 | -39.4% | 0.05% | -38.0% |
| HD | Sell | HOME DEPOT INC | $524,000 | +7.4% | 4,615 | -1.0% | 0.05% | -2.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $512,000 | +16.6% | 4,320 | -0.4% | 0.05% | +6.7% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $510,000 | -46.7% | 9,022 | -45.3% | 0.05% | -50.5% |
| ABBV | Sell | ABBVIE INC | $504,000 | -43.8% | 8,632 | -36.9% | 0.05% | -47.3% |
| FB | Buy | FACEBOOK INCcl a | $501,000 | +13.1% | 6,117 | +7.8% | 0.05% | +4.4% |
| AMGN | Sell | AMGEN INC | $483,000 | -42.0% | 3,024 | -42.2% | 0.05% | -45.9% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $491,000 | -34.7% | 3,394 | -32.1% | 0.05% | -39.5% |
| DIS | Sell | DISNEY WALT CO | $463,000 | +10.2% | 4,421 | -0.7% | 0.04% | +2.3% |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $465,000 | – | 377,000 | +100.0% | 0.04% | – | |
| IP | Sell | INTL PAPER CO | $470,000 | -35.8% | 8,473 | -37.9% | 0.04% | -40.5% |
| CELG | Sell | CELGENE CORP | $452,000 | -50.3% | 3,917 | -51.8% | 0.04% | -53.3% |
| New | PHH CORPnote 6.000% 6/1 | $446,000 | – | 225,000 | +100.0% | 0.04% | – | |
| B108PS | New | ACTAVIS PLC | $440,000 | – | 1,488 | +100.0% | 0.04% | – |
| New | SUNPOWER CORPdbcv 0.750% 6/0 | $440,000 | – | 317,000 | +100.0% | 0.04% | – | |
| MET | Sell | METLIFE INC | $438,000 | -29.5% | 8,668 | -24.7% | 0.04% | -34.9% |
| PEP | Sell | PEPSICO INC | $430,000 | +0.2% | 4,476 | -1.0% | 0.04% | -6.8% |
| UNP | Sell | UNION PAC CORP | $433,000 | -25.5% | 3,996 | -18.3% | 0.04% | -30.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $424,000 | -59.4% | 8,698 | -61.0% | 0.04% | -62.3% |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $415,000 | – | 200,000 | +100.0% | 0.04% | – | |
| FOXA | Sell | TWENTY FIRST CENTY FOX INCcl a | $414,000 | -44.8% | 12,239 | -37.3% | 0.04% | -48.7% |
| GILD | Sell | GILEAD SCIENCES INC | $413,000 | -24.9% | 4,205 | -27.5% | 0.04% | -30.4% |
| IVZ | Sell | INVESCO LTD | $416,000 | -52.6% | 10,475 | -52.8% | 0.04% | -56.2% |
| INTC | Sell | INTEL CORP | $404,000 | -34.9% | 12,925 | -24.3% | 0.04% | -39.7% |
| CSCO | Sell | CISCO SYS INC | $398,000 | -1.5% | 14,475 | -1.1% | 0.04% | -7.3% |
| MRK | Sell | MERCK & CO INC NEW | $401,000 | -53.5% | 7,004 | -53.9% | 0.04% | -56.8% |
| STI | Sell | SUNTRUST BKS INC | $388,000 | -29.6% | 9,474 | -28.2% | 0.04% | -33.9% |
| WMT | Sell | WAL-MART STORES INC | $391,000 | -36.6% | 4,764 | -33.5% | 0.04% | -41.3% |
| AIG | Sell | AMERICAN INTL GROUP INC | $394,000 | -40.3% | 7,246 | -38.5% | 0.04% | -44.8% |
| FDX | Buy | FEDEX CORP | $382,000 | -3.3% | 2,310 | +1.5% | 0.04% | -10.0% |
| MO | Buy | ALTRIA GROUP INC | $377,000 | +57.7% | 7,497 | +54.1% | 0.04% | +50.0% |
| EOG | New | EOG RES INC | $378,000 | – | 4,122 | +100.0% | 0.04% | – |
| APC | Sell | ANADARKO PETE CORP | $382,000 | -47.1% | 4,635 | -47.2% | 0.04% | -50.7% |
| DAL | Sell | DELTA AIR LINES INC DEL | $371,000 | -55.6% | 8,245 | -51.5% | 0.04% | -58.8% |
| GOOG | Sell | GOOGLE INCcl c | $372,000 | -23.0% | 675 | -26.5% | 0.04% | -28.6% |
| SLB | Sell | SCHLUMBERGER LTD | $362,000 | -32.7% | 4,328 | -31.2% | 0.03% | -38.2% |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $364,000 | -47.2% | 6,870 | -46.5% | 0.03% | -51.4% |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $365,000 | – | 375,000 | +100.0% | 0.03% | – | |
| New | ARES CAP CORPnote 5.125% 6/0 | $357,000 | – | 346,000 | +100.0% | 0.03% | – | |
| New | ALZA CORPsdcv 7/2 | $346,000 | – | 250,000 | +100.0% | 0.03% | – | |
| AMZN | AMAZON COM INC | $345,000 | +19.4% | 930 | 0.0% | 0.03% | +13.8% | |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $334,000 | -16.5% | 1,441 | -21.0% | 0.03% | -22.0% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $340,000 | -43.1% | 4,662 | -37.1% | 0.03% | -47.5% |
| New | WORKDAY INCnote 0.750% 7/1 | $340,000 | – | 282,000 | +100.0% | 0.03% | – | |
| GM | New | GENERAL MTRS CO | $340,000 | – | 9,060 | +100.0% | 0.03% | – |
| V | New | VISA INC | $330,000 | – | 5,020 | +100.0% | 0.03% | – |
| HPQ | Sell | HEWLETT PACKARD CO | $326,000 | -29.9% | 10,502 | -9.7% | 0.03% | -34.0% |
| BIIB | Sell | BIOGEN INC | $331,000 | -40.0% | 785 | -51.6% | 0.03% | -44.6% |
| EMC | Buy | E M C CORP MASS | $321,000 | +34.3% | 12,553 | +57.0% | 0.03% | +25.0% |
| ABT | Sell | ABBOTT LABS | $320,000 | +1.6% | 6,924 | -0.9% | 0.03% | -6.2% |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $314,000 | – | 2,338 | +100.0% | 0.03% | – |
| AMG | Buy | AFFILIATED MANAGERS GROUP | $320,000 | +1.6% | 1,489 | +0.1% | 0.03% | -6.2% |
| BA | Sell | BOEING CO | $309,000 | -58.6% | 2,043 | -64.4% | 0.03% | -61.8% |
| COF | Sell | CAPITAL ONE FINL CORP | $309,000 | -63.4% | 3,922 | -61.8% | 0.03% | -66.3% |
| CVS | Sell | CVS HEALTH CORP | $311,000 | +3.3% | 3,025 | -2.3% | 0.03% | -6.5% |
| DHI | New | D R HORTON INC | $287,000 | – | 10,083 | +100.0% | 0.03% | – |
| New | INCYTE CORPnote 1.250%11/1 | $278,000 | – | 150,000 | +100.0% | 0.03% | – | |
| RTN | Sell | RAYTHEON CO | $280,000 | +0.4% | 2,546 | -1.2% | 0.03% | -7.1% |
| CRM | New | SALESFORCE COM INC | $270,000 | – | 4,028 | +100.0% | 0.02% | – |
| MMM | Buy | 3M CO | $268,000 | +0.4% | 1,625 | +0.1% | 0.02% | -7.4% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $267,000 | +2.7% | 2,269 | +0.1% | 0.02% | -3.8% |
| CMI | Sell | CUMMINS INC | $250,000 | -49.9% | 1,797 | -48.1% | 0.02% | -52.9% |
| New | HEALTHWAYS INCnote 1.500% 7/0 | $257,000 | – | 220,000 | +100.0% | 0.02% | – | |
| COST | Buy | COSTCO WHSL CORP NEW | $259,000 | +9.7% | 1,706 | +2.3% | 0.02% | 0.0% |
| URI | Sell | UNITED RENTALS INC | $250,000 | -16.7% | 2,740 | -7.0% | 0.02% | -20.0% |
| XHB | New | SPDR SERIES TRUSTs&p homebuild | $243,000 | – | 6,665 | +100.0% | 0.02% | – |
| EXP | New | EAGLE MATERIALS INC | $239,000 | – | 2,835 | +100.0% | 0.02% | – |
| LOW | New | LOWES COS INC | $239,000 | – | 3,218 | +100.0% | 0.02% | – |
| TWX | Sell | TIME WARNER INC | $241,000 | -44.3% | 2,835 | -43.7% | 0.02% | -47.7% |
| HUN | Sell | HUNTSMAN CORP | $236,000 | -59.7% | 10,560 | -59.0% | 0.02% | -62.7% |
| RE | New | EVEREST RE GROUP LTD | $230,000 | – | 1,315 | +100.0% | 0.02% | – |
| MPC | Buy | MARATHON PETE CORP | $233,000 | +15.9% | 2,278 | +2.3% | 0.02% | +10.0% |
| KEY | New | KEYCORP NEW | $220,000 | – | 15,522 | +100.0% | 0.02% | – |
| QCOM | Sell | QUALCOMM INC | $220,000 | -40.9% | 3,171 | -36.5% | 0.02% | -44.7% |
| ALL | Sell | ALLSTATE CORP | $220,000 | -1.3% | 3,118 | -2.4% | 0.02% | -8.7% |
| TXN | Sell | TEXAS INSTRS INC | $218,000 | +5.3% | 3,827 | -1.3% | 0.02% | 0.0% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $223,000 | -51.8% | 2,619 | -56.9% | 0.02% | -55.3% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $210,000 | -57.6% | 4,019 | -46.0% | 0.02% | -60.0% |
| BLMN | Sell | BLOOMIN BRANDS INC | $207,000 | -46.6% | 8,518 | -45.6% | 0.02% | -48.7% |
| TEX | Buy | TEREX CORP NEW | $216,000 | -1.8% | 8,043 | +1.8% | 0.02% | -9.1% |
| SWFT | New | SWIFT TRANSN COcl a | $216,000 | – | 8,327 | +100.0% | 0.02% | – |
| LEA | Sell | LEAR CORP | $209,000 | -61.6% | 1,872 | -66.4% | 0.02% | -63.6% |
| EMN | Sell | EASTMAN CHEM CO | $213,000 | -56.7% | 3,084 | -52.4% | 0.02% | -60.0% |
| DVY | Sell | ISHARES TRselect divid etf | $213,000 | -34.5% | 2,744 | -32.8% | 0.02% | -39.4% |
| KMI | Buy | KINDER MORGAN INC DEL | $207,000 | +1.5% | 4,940 | +2.2% | 0.02% | -4.8% |
| TSN | Buy | TYSON FOODS INCcl a | $203,000 | -2.9% | 5,329 | +2.2% | 0.02% | -9.5% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $203,000 | -55.6% | 2,003 | -66.5% | 0.02% | -58.7% |
| X | Sell | UNITED STATES STL CORP NEW | $203,000 | -27.5% | 8,298 | -20.6% | 0.02% | -32.1% |
| New | WRIGHT MED GROUP INCnote 2.000% 8/1 | $206,000 | – | 175,000 | +100.0% | 0.02% | – | |
| YHOO | New | YAHOO INC | $204,000 | – | 4,513 | +100.0% | 0.02% | – |
| ON | Sell | ON SEMICONDUCTOR CORP | $193,000 | -29.0% | 15,875 | -40.8% | 0.02% | -35.7% |
| New | FXCM INCnote 2.250% 6/1 | $194,000 | – | 250,000 | +100.0% | 0.02% | – | |
| XRX | Sell | XEROX CORP | $188,000 | -38.0% | 14,525 | -33.5% | 0.02% | -41.9% |
| XCRA | Sell | XCERRA CORP | $182,000 | -44.8% | 20,315 | -43.6% | 0.02% | -50.0% |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $173,000 | – | 170,000 | +100.0% | 0.02% | – | |
| UCTT | Sell | ULTRA CLEAN HLDGS INC | $128,000 | -75.7% | 17,880 | -68.5% | 0.01% | -77.8% |
| New | ARES CAP CORPnote 4.375% 1/1 | $104,000 | – | 100,000 | +100.0% | 0.01% | – | |
| New | SPANSION LLCnote 2.000% 9/0 | $61,000 | – | 24,000 | +100.0% | 0.01% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $51,000 | – | 50,000 | +100.0% | 0.01% | – | |
| New | MEDIVATION INCnote 2.625% 4/0 | $36,000 | – | 14,000 | +100.0% | 0.00% | – | |
| Exit | MEDIVATION INCnote 2.625% 4/0 | $0 | – | -14,000 | -100.0% | -0.00% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 2.750%11/1 | $0 | – | -40,000 | -100.0% | -0.00% | – | |
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -50,000 | -100.0% | -0.01% | – | |
| Exit | SUNPOWER CORPdbcv 4.500% 3/1 | $0 | – | -63,000 | -100.0% | -0.01% | – | |
| CAMT | Exit | CAMTEK LTDord | $0 | – | -33,376 | -100.0% | -0.01% | – |
| Exit | ARES CAP CORPnote 4.375% 1/1 | $0 | – | -100,000 | -100.0% | -0.01% | – | |
| OCLR | Exit | OCLARO INC | $0 | – | -73,500 | -100.0% | -0.01% | – |
| THLD | Exit | THRESHOLD PHARMACEUTICAL INC | $0 | – | -41,700 | -100.0% | -0.01% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -29,100 | -100.0% | -0.01% | – |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -155,000 | -100.0% | -0.02% | – | |
| ORBK | Exit | ORBOTECH LTDord | $0 | – | -10,000 | -100.0% | -0.02% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -19,840 | -100.0% | -0.02% | – |
| NVMI | Exit | NOVA MEASURING INSTRUMENTS L | $0 | – | -14,700 | -100.0% | -0.02% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $0 | – | -37,000 | -100.0% | -0.02% | – | |
| ANGI | Exit | ANGIES LIST INC | $0 | – | -27,400 | -100.0% | -0.02% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -170,000 | -100.0% | -0.02% | – | |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -23,500 | -100.0% | -0.02% | – |
| ZGNX | Exit | ZOGENIX INC | $0 | – | -135,900 | -100.0% | -0.02% | – |
| Exit | PRICELINE GRP INCnote 1.250% 3/1 | $0 | – | -49,000 | -100.0% | -0.02% | – | |
| CASLQ | Exit | CASTLE A M & CO | $0 | – | -23,200 | -100.0% | -0.02% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -24,800 | -100.0% | -0.02% | – |
| VTSS | Exit | VITESSE SEMICONDUCTOR CORP | $0 | – | -52,200 | -100.0% | -0.02% | – |
| FXCM | Exit | FXCM INC | $0 | – | -11,900 | -100.0% | -0.02% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -29,900 | -100.0% | -0.02% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -15,500 | -100.0% | -0.02% | – |
| SGYPQ | Exit | SYNERGY PHARMACEUTICALS DEL | $0 | – | -70,500 | -100.0% | -0.02% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -2,995 | -100.0% | -0.02% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -31,100 | -100.0% | -0.02% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -1,435 | -100.0% | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,384 | -100.0% | -0.02% | – |
| EBAY | Exit | EBAY INC | $0 | – | -4,019 | -100.0% | -0.02% | – |
| AVT | Exit | AVNET INC | $0 | – | -5,400 | -100.0% | -0.02% | – |
| POWR | Exit | POWERSECURE INTL INC | $0 | – | -20,300 | -100.0% | -0.02% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -27,300 | -100.0% | -0.02% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,690 | -100.0% | -0.02% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -4,926 | -100.0% | -0.02% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -7,050 | -100.0% | -0.02% | – |
| ENTR | Exit | ENTROPIC COMMUNICATIONS INC | $0 | – | -97,870 | -100.0% | -0.02% | – |
| LCI | Exit | LANNET INC | $0 | – | -5,865 | -100.0% | -0.02% | – |
| CNCE | Exit | CONCERT PHARMACEUTICALS INC | $0 | – | -18,700 | -100.0% | -0.02% | – |
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| Exit | LABORATORY CORP AMER HLDGSnote 9/1 | $0 | – | -667,000 | -100.0% | -0.10% | – | |
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| Exit | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $0 | – | -532,000 | -100.0% | -0.13% | – | |
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| Exit | ARES CAP CORPnote 4.875% 3/1 | $0 | – | -1,448,000 | -100.0% | -0.15% | – | |
| Exit | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $0 | – | -600,000 | -100.0% | -0.16% | – | |
| Exit | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $0 | – | -462,000 | -100.0% | -0.17% | – | |
| Exit | HEALTH CARE REIT INCnote 3.000%12/0 | $0 | – | -1,131,000 | -100.0% | -0.17% | – | |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -1,372,000 | -100.0% | -0.19% | – | |
| Exit | DANAHER CORP DELnote 1/2 | $0 | – | -754,000 | -100.0% | -0.19% | – | |
| Exit | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $0 | – | -1,038,000 | -100.0% | -0.19% | – | |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -1,784,000 | -100.0% | -0.19% | – | |
| Exit | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $0 | – | -809,000 | -100.0% | -0.21% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -1,988,000 | -100.0% | -0.21% | – | |
| Exit | AKORN INCnote 3.500% 6/0 | $0 | – | -521,000 | -100.0% | -0.22% | – | |
| Exit | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $0 | – | -1,985,000 | -100.0% | -0.22% | – | |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -2,244,000 | -100.0% | -0.22% | – | |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -3,000,000 | -100.0% | -0.24% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -2,404,000 | -100.0% | -0.24% | – | |
| Exit | CALLAWAY GOLF COnote 3.750% 8/1 | $0 | – | -2,099,000 | -100.0% | -0.24% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -2,159,000 | -100.0% | -0.24% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -1,986,000 | -100.0% | -0.24% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -2,294,000 | -100.0% | -0.25% | – | |
| Exit | ASCENT CAP GROUP INCnote 4.000% 7/1 | $0 | – | -2,974,000 | -100.0% | -0.25% | – | |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -2,231,000 | -100.0% | -0.25% | – | |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -2,380,000 | -100.0% | -0.25% | – | |
| Exit | NUVASIVE INCnote 2.750% 7/0 | $0 | – | -1,958,000 | -100.0% | -0.25% | – | |
| Exit | VERINT SYS INCnote 1.500% 6/0 | $0 | – | -2,332,000 | -100.0% | -0.26% | – | |
| Exit | MEADOWBROOK INS GROUP INCdbcv 5.000% 3/1 | $0 | – | -2,306,000 | -100.0% | -0.26% | – | |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -1,397,000 | -100.0% | -0.27% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -2,759,000 | -100.0% | -0.27% | – | |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -1,451,000 | -100.0% | -0.27% | – | |
| Exit | LAM RESEARCH CORPnote 0.500% 5/1 | $0 | – | -2,066,000 | -100.0% | -0.28% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -1,500,000 | -100.0% | -0.28% | – | |
| Exit | CUBIST PHARMACEUTICALS INCnote 1.125% 9/0 | $0 | – | -2,134,000 | -100.0% | -0.29% | – | |
| Exit | ILLUMINA INCnote 0.250% 3/1 | $0 | – | -1,279,000 | -100.0% | -0.29% | – | |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -1,938,000 | -100.0% | -0.29% | – | |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -1,914,000 | -100.0% | -0.30% | – | |
| Exit | INTERDIGITAL INCnote 2.500% 3/1 | $0 | – | -2,692,000 | -100.0% | -0.30% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 8/1 | $0 | – | -2,479,000 | -100.0% | -0.30% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -3,061,000 | -100.0% | -0.31% | – | |
| Exit | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $0 | – | -2,731,000 | -100.0% | -0.32% | – | |
| Exit | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $0 | – | -919,000 | -100.0% | -0.33% | – | |
| Exit | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $0 | – | -2,687,000 | -100.0% | -0.33% | – | |
| Exit | AMTRUST FINL SVCS INCnote 5.500%12/1 | $0 | – | -1,507,000 | -100.0% | -0.33% | – | |
| Exit | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $0 | – | -2,821,000 | -100.0% | -0.34% | – | |
| Exit | AIRTRAN HLDGS INCnote 5.250%11/0 | $0 | – | -1,133,000 | -100.0% | -0.34% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -4,972,000 | -100.0% | -0.35% | – | |
| Exit | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $0 | – | -3,459,000 | -100.0% | -0.35% | – | |
| Exit | ARES CAP CORPnote 5.750% 2/0 | $0 | – | -3,471,000 | -100.0% | -0.36% | – | |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -3,477,000 | -100.0% | -0.36% | – | |
| Exit | COLONY FINL INCnote 3.875% 1/1 | $0 | – | -3,587,000 | -100.0% | -0.37% | – | |
| Exit | SINA CORPnote 1.000%12/0 | $0 | – | -3,971,000 | -100.0% | -0.37% | – | |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -2,599,000 | -100.0% | -0.38% | – | |
| Exit | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $0 | – | -4,935,000 | -100.0% | -0.38% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -3,124,000 | -100.0% | -0.39% | – | |
| Exit | INCYTE CORPnote 0.375%11/1 | $0 | – | -2,548,000 | -100.0% | -0.39% | – | |
| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -3,903,000 | -100.0% | -0.39% | – | |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -3,970,000 | -100.0% | -0.39% | – | |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -4,475,000 | -100.0% | -0.40% | – | |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -2,819,000 | -100.0% | -0.40% | – | |
| Exit | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $0 | – | -3,383,000 | -100.0% | -0.41% | – | |
| Exit | PROOFPOINT INCnote 1.250%12/1 | $0 | – | -2,978,000 | -100.0% | -0.42% | – | |
| Exit | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $0 | – | -1,311,000 | -100.0% | -0.44% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/0 | $0 | – | -2,894,000 | -100.0% | -0.45% | – | |
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -1,381,000 | -100.0% | -0.45% | – | |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -3,974,000 | -100.0% | -0.45% | – | |
| Exit | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $0 | – | -3,653,000 | -100.0% | -0.45% | – | |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $0 | – | -4,197,000 | -100.0% | -0.45% | – | |
| Exit | WABASH NATL CORPnote 3.375% 5/0 | $0 | – | -3,578,000 | -100.0% | -0.46% | – | |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -4,723,000 | -100.0% | -0.46% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -3,118,000 | -100.0% | -0.48% | – | |
| Exit | BRISTOW GROUP INCnote 3.000% 6/1 | $0 | – | -4,665,000 | -100.0% | -0.49% | – | |
| Exit | NEWPARK RES INCnote 4.000%10/0 | $0 | – | -4,328,000 | -100.0% | -0.49% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -4,149,000 | -100.0% | -0.50% | – | |
| Exit | TESARO INCnote 3.000%10/0 | $0 | – | -3,968,000 | -100.0% | -0.50% | – | |
| Exit | WEBMD HEALTH CORPnote 1.500%12/0 | $0 | – | -4,965,000 | -100.0% | -0.50% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -2,979,000 | -100.0% | -0.50% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $0 | – | -2,729,000 | -100.0% | -0.50% | – | |
| Exit | BLUCORA INCnote 4.250% 4/0 | $0 | – | -5,369,000 | -100.0% | -0.51% | – | |
| Exit | PHH CORPnote 6.000% 6/1 | $0 | – | -2,638,000 | -100.0% | -0.53% | – | |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -4,893,000 | -100.0% | -0.54% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -4,652,000 | -100.0% | -0.55% | – | |
| Exit | SPECTRANETICS CORPmtnf 2.625% 6/0 | $0 | – | -4,250,000 | -100.0% | -0.55% | – | |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -4,465,000 | -100.0% | -0.56% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,486,000 | -100.0% | -0.57% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -4,917,000 | -100.0% | -0.57% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $0 | – | -5,123,000 | -100.0% | -0.58% | – | |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -3,682,000 | -100.0% | -0.59% | – | |
| Exit | TTM TECHNOLOGIES INCnote 1.750%12/1 | $0 | – | -6,088,000 | -100.0% | -0.59% | – | |
| Exit | WEB COM GROUP INCnote 1.000% 8/1 | $0 | – | -6,449,000 | -100.0% | -0.60% | – | |
| Exit | SANDISK CORPnote 0.500%10/1 | $0 | – | -5,055,000 | -100.0% | -0.62% | – | |
| Exit | INCYTE CORPnote 1.250%11/1 | $0 | – | -3,971,000 | -100.0% | -0.62% | – | |
| Exit | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $0 | – | -4,861,000 | -100.0% | -0.64% | – | |
| Exit | RPM INTL INCnote 2.250%12/1 | $0 | – | -5,722,000 | -100.0% | -0.68% | – | |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -5,606,000 | -100.0% | -0.68% | – | |
| Exit | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $0 | – | -5,965,000 | -100.0% | -0.70% | – | |
| Exit | PROLOGISnote 3.250% 3/1 | $0 | – | -6,211,000 | -100.0% | -0.70% | – | |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -7,511,000 | -100.0% | -0.70% | – | |
| Exit | SOLARCITY CORPnote 2.750%11/0 | $0 | – | -6,459,000 | -100.0% | -0.71% | – | |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -7,336,000 | -100.0% | -0.73% | – | |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -6,303,000 | -100.0% | -0.74% | – | |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -6,377,000 | -100.0% | -0.75% | – | |
| Exit | WORKDAY INCnote 1.500% 7/1 | $0 | – | -6,360,000 | -100.0% | -0.79% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $0 | – | -8,207,000 | -100.0% | -0.79% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -4,932,000 | -100.0% | -0.82% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -4,403,000 | -100.0% | -0.86% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -7,464,000 | -100.0% | -0.86% | – | |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -5,716,000 | -100.0% | -0.88% | – | |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -7,281,000 | -100.0% | -0.91% | – | |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -8,118,000 | -100.0% | -0.92% | – | |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -3,400,000 | -100.0% | -0.93% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $0 | – | -6,133,000 | -100.0% | -0.94% | – | |
| Exit | MACQUARIE INFRASTR CO LLCnote 2.875% 7/1 | $0 | – | -8,236,000 | -100.0% | -0.94% | – | |
| Exit | MYLAN INCnote 3.750% 9/1 | $0 | – | -2,271,000 | -100.0% | -0.98% | – | |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -9,163,000 | -100.0% | -1.04% | – | |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -5,772,000 | -100.0% | -1.05% | – | |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -11,585,000 | -100.0% | -1.06% | – | |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -7,647,000 | -100.0% | -1.10% | – | |
| Exit | YAHOO INCnote 12/0 | $0 | – | -9,946,000 | -100.0% | -1.14% | – | |
| Exit | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $0 | – | -10,239,000 | -100.0% | -1.19% | – | |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -9,451,000 | -100.0% | -1.26% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -5,769,000 | -100.0% | -1.34% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -13,423,000 | -100.0% | -1.51% | – | |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -12,275,000 | -100.0% | -1.64% | – | |
| Exit | PRICELINE GRP INCdebt 1.000% 3/1 | $0 | – | -12,668,000 | -100.0% | -1.71% | – | |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -4,536,000 | -100.0% | -1.91% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -18,100,000 | -100.0% | -3.20% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-05-12
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES TR | 42 | Q3 2023 | 2.4% |
| APPLE INC | 42 | Q3 2023 | 0.5% |
| MICROSOFT CORP | 42 | Q3 2023 | 0.3% |
| JPMORGAN CHASE & CO | 42 | Q3 2023 | 0.4% |
| AMAZON COM INC | 42 | Q3 2023 | 0.2% |
| KIMBERLY-CLARK CORP | 42 | Q3 2023 | 0.4% |
| JOHNSON & JOHNSON | 42 | Q3 2023 | 0.2% |
| PFIZER INC | 42 | Q3 2023 | 0.3% |
| PROCTER & GAMBLE CO | 42 | Q3 2023 | 0.3% |
| BERKSHIRE HATHAWAY INC DEL | 42 | Q3 2023 | 0.2% |
View SSI INVESTMENT MANAGEMENT LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-08 |
| 13F-HR | 2023-11-03 |
| 13F-HR | 2023-08-09 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-13 |
| 13F-HR | 2022-11-04 |
| 13F-HR | 2022-08-11 |
| 13F-HR | 2022-05-10 |
| 13F-HR | 2022-02-11 |
| 13F-HR | 2021-11-12 |
View SSI INVESTMENT MANAGEMENT LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.