$1.09 Billion is the total value of SSI INVESTMENT MANAGEMENT LLC's 302 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 24.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Sell | ISHARES TRcore s&p500 etf | $45,293,000 | -1.5% | 201,307 | -4.8% | 4.15% | +2.0% |
| Buy | INTEL CORPsdcv 3.250% 8/0 | $32,874,000 | -3.3% | 18,644,000 | +0.3% | 3.01% | +0.1% | |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $26,693,000 | +1.6% | 20,970,000 | +2.1% | 2.44% | +5.1% | |
| AGNPRA | Buy | ALLERGAN PLCpfd conv ser a | $25,517,000 | -5.2% | 33,508 | +2.2% | 2.34% | -1.9% |
| WFCPRL | Sell | WELLS FARGO & CO NEWperp pfd cnv a | $18,541,000 | -19.5% | 15,581 | -11.5% | 1.70% | -16.7% |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $17,832,000 | +7.5% | 5,728,000 | -3.8% | 1.63% | +11.2% | |
| BACPRL | Sell | BANK AMER CORP7.25%cnv pfd l | $17,464,000 | -5.2% | 14,965 | -0.9% | 1.60% | -1.9% |
| Sell | NVIDIA CORPnote 1.000%12/0 | $17,258,000 | +2.2% | 3,256,000 | -34.4% | 1.58% | +5.8% | |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $15,674,000 | -2.0% | 9,957,000 | -1.5% | 1.44% | +1.5% | |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $15,404,000 | +13.8% | 13,308,000 | +11.2% | 1.41% | +17.8% | |
| AGG | Sell | ISHARES TRcore us aggbd et | $14,380,000 | -5.3% | 133,075 | -1.5% | 1.32% | -2.0% |
| Buy | HOLOGIC INCfrnt 12/1 | $14,203,000 | +3.9% | 11,588,000 | +3.9% | 1.30% | +7.5% | |
| Buy | LAM RESEARCH CORPnote 1.250% 5/1 | $14,178,000 | +11.4% | 8,083,000 | +1.1% | 1.30% | +15.4% | |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $13,004,000 | +31.5% | 276,447 | +21.6% | 1.19% | +36.1% |
| Buy | RED HAT INCnote 0.250%10/0 | $12,250,000 | -0.6% | 10,497,000 | +7.8% | 1.12% | +2.8% | |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $10,950,000 | +7.6% | 8,452,000 | +5.9% | 1.00% | +11.3% | |
| Sell | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $10,946,000 | -14.4% | 10,518,000 | -9.1% | 1.00% | -11.3% | |
| Buy | OLD REP INTL CORPnote 3.750% 3/1 | $10,801,000 | +5.5% | 8,631,000 | +1.1% | 0.99% | +9.2% | |
| Buy | XILINX INCnote 2.625% 6/1 | $10,297,000 | +12.2% | 4,899,000 | +0.4% | 0.94% | +16.1% | |
| Buy | ILLUMINA INCnote 6/1 | $10,014,000 | -7.6% | 10,489,000 | +0.1% | 0.92% | -4.4% | |
| Buy | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $9,858,000 | +3.8% | 9,042,000 | +3.1% | 0.90% | +7.4% | |
| WPXP | Buy | WPX ENERGY INCpfd ser a cv | $9,607,000 | +11.9% | 146,485 | +4.7% | 0.88% | +15.8% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $9,399,000 | -21.4% | 42,049 | -23.9% | 0.86% | -18.6% |
| Buy | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $9,260,000 | +65.3% | 8,090,000 | +72.1% | 0.85% | +71.0% | |
| Buy | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $9,126,000 | +49.6% | 7,857,000 | +50.9% | 0.84% | +54.8% | |
| SWNC | Buy | SOUTHWESTERN ENERGY CO | $9,093,000 | -18.3% | 357,120 | +1.7% | 0.83% | -15.4% |
| Buy | INTEL CORPsdcv 12/1 | $8,854,000 | +17.3% | 6,554,000 | +19.9% | 0.81% | +21.4% | |
| Buy | NEWMONT MINING CORPnote 1.625% 7/1 | $8,760,000 | +20.8% | 8,592,000 | +29.1% | 0.80% | +24.9% | |
| DCUC | Buy | DOMINION RES INC VA NEWunit 99/99/9999 | $8,747,000 | +2.9% | 173,565 | +1.9% | 0.80% | +6.5% |
| FLOT | Buy | ISHARES TRfltg rate bd etf | $8,329,000 | +5.6% | 164,179 | +5.6% | 0.76% | +9.3% |
| KEYPRG | Buy | KEYCORP NEWpfd 7.75% sr a | $8,153,000 | +38.4% | 60,734 | +40.3% | 0.75% | +43.4% |
| IWD | Buy | ISHARES TRrus 1000 val etf | $7,994,000 | +24.5% | 71,345 | +17.4% | 0.73% | +28.9% |
| CHENIERE ENERGY INCnote 4.250% 3/1 | $7,858,000 | -4.5% | 12,973,000 | 0.0% | 0.72% | -1.1% | ||
| Buy | HERBALIFE LTDnote 2.000% 8/1 | $7,765,000 | +80.8% | 8,503,000 | +95.8% | 0.71% | +87.1% | |
| TMUSP | Buy | T MOBILE US INCconv pfd ser a | $7,692,000 | +28.9% | 81,575 | +6.6% | 0.70% | +33.5% |
| Buy | SEACOR HOLDINGS INCnote 3.000%11/1 | $7,497,000 | +20.8% | 8,516,000 | +11.2% | 0.69% | +25.1% | |
| Buy | PDC ENERGY INCnote 1.125% 9/1 | $7,466,000 | +32360.9% | 6,743,000 | +30550.0% | 0.68% | +34100.0% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $7,340,000 | +14.6% | 3,687,000 | +0.8% | 0.67% | +18.5% | |
| Buy | TESLA MTRS INCnote 0.250% 3/0 | $7,222,000 | +5.6% | 7,777,000 | +2.0% | 0.66% | +9.4% | |
| WEATHERFORD INTL LTDnote 5.875% 7/0 | $7,115,000 | -3.3% | 6,558,000 | 0.0% | 0.65% | +0.2% | ||
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,017,000 | +0.9% | 6,441,000 | +1.6% | 0.64% | +4.6% | |
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $6,976,000 | -2.4% | 3,135,000 | +0.5% | 0.64% | +0.9% | |
| Buy | INTERDIGITAL INCnote 1.500% 3/0 | $6,742,000 | +19.3% | 4,977,000 | +7.5% | 0.62% | +23.6% | |
| MICRON TECHNOLOGY INCnote 2.125% 2/1 | $6,738,000 | +18.6% | 3,219,000 | 0.0% | 0.62% | +22.7% | ||
| Buy | RPM INTL INCnote 2.250%12/1 | $6,721,000 | +1.3% | 5,615,000 | +1.4% | 0.62% | +4.9% | |
| PENNYMAC CORPnote 5.375% 5/0 | $6,692,000 | +0.2% | 6,967,000 | 0.0% | 0.61% | +3.7% | ||
| TTM TECHNOLOGIES INCnote 1.750%12/1 | $6,649,000 | +15.2% | 4,365,000 | 0.0% | 0.61% | +19.2% | ||
| NEEPRQ | Buy | NEXTERA ENERGY INCunit 08/31/2018 | $6,546,000 | +0.5% | 114,045 | +3.6% | 0.60% | +4.2% |
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $6,369,000 | +22.8% | 130,642 | +17.7% | 0.58% | +27.0% |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $6,211,000 | -1.3% | 6,081,000 | +0.3% | 0.57% | +2.2% | |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $6,179,000 | +60.6% | 4,828,000 | +49.8% | 0.57% | +66.5% | |
| WELLPRI | Buy | WELLTOWER INC6.50% pfd prepet | $5,960,000 | -8.5% | 98,986 | +1.1% | 0.55% | -5.2% |
| FTRPR | Sell | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $5,938,000 | -59.4% | 83,467 | -52.1% | 0.54% | -57.9% |
| ENVESTNET INCnote 1.750%12/1 | $5,791,000 | -0.3% | 6,080,000 | 0.0% | 0.53% | +3.1% | ||
| QUIDEL CORPnote 3.250%12/1 | $5,710,000 | -1.8% | 5,797,000 | 0.0% | 0.52% | +1.8% | ||
| AMTPRA | Sell | AMERICAN TOWER CORP NEWpfd conv ser a | $5,678,000 | -34.7% | 54,146 | -31.2% | 0.52% | -32.4% |
| RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,625,000 | +0.6% | 6,114,000 | 0.0% | 0.52% | +4.0% | ||
| Buy | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $5,603,000 | +16.0% | 5,712,000 | +11.3% | 0.51% | +20.1% | |
| 51JOB INCnote 3.250% 4/1 | $5,523,000 | -0.8% | 5,250,000 | 0.0% | 0.51% | +2.6% | ||
| PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $5,512,000 | +4.8% | 5,852,000 | 0.0% | 0.50% | +8.4% | ||
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $5,432,000 | +16.1% | 4,111,000 | +1.6% | 0.50% | +20.3% | |
| Buy | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $5,242,000 | +110.9% | 5,204,000 | +94.8% | 0.48% | +118.2% | |
| Sell | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $5,160,000 | -7.3% | 4,539,000 | -3.5% | 0.47% | -4.1% | |
| WELLS FARGO & COmtnf 0.125% 2/2 | $5,119,000 | +5.9% | 4,788,000 | 0.0% | 0.47% | +9.6% | ||
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $5,066,000 | +4.7% | 4,718,000 | +1.7% | 0.46% | +8.4% | |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $4,996,000 | – | 4,877,000 | +100.0% | 0.46% | – | |
| BLUCORA INCnote 4.250% 4/0 | $4,975,000 | +4.3% | 5,000,000 | 0.0% | 0.46% | +8.1% | ||
| REDWOOD TR INCnote 4.625% 4/1 | $4,917,000 | -0.5% | 4,926,000 | 0.0% | 0.45% | +3.0% | ||
| New | PANDORA MEDIA INCnote 1.750%12/0 | $4,869,000 | – | 4,750,000 | +100.0% | 0.45% | – | |
| Sell | WRIGHT MED GROUP INCnote 2.000% 2/1 | $4,874,000 | -42.9% | 4,680,000 | -41.4% | 0.45% | -40.9% | |
| Buy | INCYTE CORPnote 0.375%11/1 | $4,860,000 | +78.2% | 2,430,000 | +68.9% | 0.44% | +84.6% | |
| Buy | COLONY CAP INCnote 3.875% 1/1 | $4,838,000 | +3865.6% | 4,846,000 | +3746.0% | 0.44% | +3927.3% | |
| Buy | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $4,680,000 | -0.6% | 4,413,000 | +3.7% | 0.43% | +2.9% | |
| Sell | SALESFORCE COM INCnote 0.250% 4/0 | $4,670,000 | -28.8% | 4,015,000 | -26.8% | 0.43% | -26.2% | |
| RYAMPRA | RAYONIER ADVANCED MATLS INCpfd cv ser a | $4,635,000 | +11.2% | 40,000 | 0.0% | 0.42% | +15.2% | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $4,628,000 | – | 4,478,000 | +100.0% | 0.42% | – | |
| KMIPRA | Buy | KINDER MORGAN INC DELpfd ser a | $4,516,000 | +0.6% | 91,740 | +2.0% | 0.41% | +4.3% |
| New | BLACKSTONE MTG TR INCnote 5.250%12/0 | $4,502,000 | – | 4,051,000 | +100.0% | 0.41% | – | |
| Buy | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $4,451,000 | +58.3% | 2,822,000 | +9.1% | 0.41% | +63.9% | |
| FORESTAR GROUP INCnote 3.750% 3/0 | $4,435,000 | +4.3% | 4,508,000 | 0.0% | 0.41% | +8.0% | ||
| New | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $4,422,000 | – | 4,163,000 | +100.0% | 0.40% | – | |
| Buy | RTI INTL METALS INCnote 1.625%10/1 | $4,419,000 | +21.4% | 4,269,000 | +25.0% | 0.40% | +25.8% | |
| B2GOLD CORPnote 3.250%10/0 | $4,405,000 | -2.0% | 4,402,000 | 0.0% | 0.40% | +1.5% | ||
| Buy | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $4,389,000 | +6.2% | 1,635,000 | +2.4% | 0.40% | +9.8% | |
| Sell | DYCOM INDS INCnote 0.750% 9/1 | $4,376,000 | -24.8% | 4,013,000 | -24.9% | 0.40% | -22.1% | |
| ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $4,365,000 | +10.1% | 3,364,000 | 0.0% | 0.40% | +14.0% | ||
| Sell | EURONET WORLDWIDE INCnote 1.500%10/0 | $4,340,000 | -28.0% | 3,748,000 | -21.8% | 0.40% | -25.5% | |
| MERITOR INCnote 7.875% 3/0 | $4,318,000 | +4.1% | 3,000,000 | 0.0% | 0.40% | +7.9% | ||
| IRDMB | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $4,281,000 | +14.4% | 12,496 | 0.0% | 0.39% | +18.4% | |
| Sell | CEMEX SAB DE CVnote 3.750% 3/1 | $4,254,000 | -53.9% | 3,791,000 | -53.9% | 0.39% | -52.3% | |
| ENCORE CAP GROUP INCnote 2.875% 3/1 | $4,218,000 | +14.8% | 4,829,000 | 0.0% | 0.39% | +18.8% | ||
| New | INPHI CORPnote 1.125%12/0 | $4,216,000 | – | 3,262,000 | +100.0% | 0.39% | – | |
| LIBERTY MEDIA CORPdeb 3.500% 1/1 | $4,194,000 | +0.8% | 7,950,000 | 0.0% | 0.38% | +4.3% | ||
| Sell | WABASH NATL CORPnote 3.375% 5/0 | $4,170,000 | -35.2% | 2,900,000 | -39.8% | 0.38% | -33.0% | |
| Buy | SERVICENOW INCnote 11/0 | $4,159,000 | -1.8% | 3,537,000 | +1.6% | 0.38% | +1.6% | |
| Buy | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $4,101,000 | +26.7% | 4,002,000 | +23.1% | 0.38% | +31.5% | |
| Buy | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $4,081,000 | +4.7% | 3,925,000 | +9.7% | 0.37% | +8.4% | |
| Buy | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $4,046,000 | +130.1% | 3,899,000 | +117.1% | 0.37% | +137.8% | |
| IYW | Buy | ISHARES TRu.s. tech etf | $4,014,000 | +1.1% | 33,382 | +0.0% | 0.37% | +4.8% |
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $3,972,000 | -4.2% | 4,147,000 | +1.4% | 0.36% | -0.8% | |
| Buy | CTRIP COM INTL LTDnote 1.000% 7/0 | $3,968,000 | -2.9% | 3,867,000 | +2.6% | 0.36% | +0.3% | |
| GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,927,000 | +16.8% | 5,023,000 | 0.0% | 0.36% | +21.2% | ||
| New | FINISAR CORPnote 0.500%12/1 | $3,916,000 | – | 3,310,000 | +100.0% | 0.36% | – | |
| PROOFPOINT INCnote 1.250%12/1 | $3,890,000 | -5.3% | 2,128,000 | 0.0% | 0.36% | -2.2% | ||
| EXCU | Buy | EXELON CORPunit 99/99/9999 | $3,829,000 | +6.5% | 78,840 | +2.4% | 0.35% | +10.4% |
| EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $3,822,000 | +4.2% | 3,000,000 | 0.0% | 0.35% | +7.7% | ||
| Buy | SHUTTERFLY INCnote 0.250% 5/1 | $3,780,000 | +5.0% | 3,761,000 | +2.3% | 0.35% | +8.5% | |
| CHART INDS INCnote 2.000% 8/0 | $3,779,000 | -0.5% | 3,866,000 | 0.0% | 0.35% | +3.0% | ||
| SPECTRANETICS CORPmtnf 2.625% 6/0 | $3,732,000 | -1.9% | 3,620,000 | 0.0% | 0.34% | +1.5% | ||
| Sell | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $3,729,000 | -35.7% | 3,326,000 | -34.5% | 0.34% | -33.3% | |
| MERITAGE HOMES CORPnote 1.875% 9/1 | $3,696,000 | -0.3% | 3,724,000 | 0.0% | 0.34% | +3.4% | ||
| Sell | ILLUMINA INCnote 0.500% 6/1 | $3,638,000 | -12.7% | 3,798,000 | -0.5% | 0.33% | -9.8% | |
| Buy | INSULET CORPnote 2.000% 6/1 | $3,521,000 | +8.0% | 3,292,000 | +10.6% | 0.32% | +12.2% | |
| YANDEX NVnote 1.125%12/1 | $3,504,000 | -0.5% | 3,699,000 | 0.0% | 0.32% | +3.2% | ||
| LMBS | New | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $3,494,000 | – | 66,971 | +100.0% | 0.32% | – |
| QUAL | Sell | ISHARES TRusa quality fctr | $3,467,000 | +2.3% | 50,180 | -0.1% | 0.32% | +6.0% |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,444,000 | -2.6% | 2,938,000 | +3.5% | 0.32% | +0.6% | |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $3,336,000 | +2.1% | 3,336,000 | +4.2% | 0.31% | +5.9% | |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $3,287,000 | – | 3,194,000 | +100.0% | 0.30% | – | |
| Buy | PROOFPOINT INCdbcv 0.750% 6/1 | $3,265,000 | +7.6% | 2,900,000 | +10.4% | 0.30% | +11.2% | |
| TCP CAP CORPnote 5.250%12/1 | $3,246,000 | -0.2% | 3,129,000 | 0.0% | 0.30% | +3.1% | ||
| New | SILVER STD RES INCnote 2.875% 2/0 | $3,198,000 | – | 3,500,000 | +100.0% | 0.29% | – | |
| Buy | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $3,173,000 | +2.7% | 2,925,000 | +11.2% | 0.29% | +6.6% | |
| ENCORE CAP GROUP INCnote 3.000% 7/0 | $3,156,000 | +12.4% | 3,380,000 | 0.0% | 0.29% | +16.1% | ||
| SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $3,109,000 | -0.3% | 3,500,000 | 0.0% | 0.28% | +3.3% | ||
| BKHU | Buy | BLACK HILLS CORPunit 99/99/9999 | $3,042,000 | +2.0% | 44,482 | +2.6% | 0.28% | +5.7% |
| ENERNOC INCdbcv 2.250% 8/1 | $2,962,000 | +9.5% | 3,750,000 | 0.0% | 0.27% | +13.4% | ||
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $2,954,000 | +57.8% | 3,000,000 | +50.0% | 0.27% | +63.3% | |
| Buy | ROVI CORPnote 0.500% 3/0 | $2,951,000 | +4.8% | 2,899,000 | +2.7% | 0.27% | +8.4% | |
| Sell | HURON CONSULTING GROUP INCnote 1.250%10/0 | $2,930,000 | -41.8% | 3,000,000 | -40.0% | 0.27% | -39.9% | |
| SERVICESOURCE INTL INCnote 1.500% 8/0 | $2,872,000 | -0.5% | 3,000,000 | 0.0% | 0.26% | +3.1% | ||
| AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $2,787,000 | +25.5% | 1,975,000 | 0.0% | 0.26% | +29.4% | ||
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $2,784,000 | – | 3,087,000 | +100.0% | 0.26% | – | |
| HBANP | Buy | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,722,000 | +0.6% | 1,925 | +2.1% | 0.25% | +4.2% |
| WEBMD HEALTH CORPnote 1.500%12/0 | $2,711,000 | -1.8% | 2,404,000 | 0.0% | 0.25% | +1.6% | ||
| Buy | CARDTRONICS INCnote 1.000%12/0 | $2,706,000 | +29.8% | 2,301,000 | +16.2% | 0.25% | +34.8% | |
| ARNCPRB | New | ARCONIC INCpfd conv b ser 1 | $2,688,000 | – | 89,245 | +100.0% | 0.25% | – |
| TYFDL | Sell | TYSON FOODS INCunit 99/99/9999 | $2,638,000 | -53.1% | 38,945 | -43.2% | 0.24% | -51.3% |
| New | SM ENERGY COnote 1.500% 7/0 | $2,632,000 | – | 2,281,000 | +100.0% | 0.24% | – | |
| TBF | New | PROSHARES TRshrt 20+yr tre | $2,628,000 | – | 110,000 | +100.0% | 0.24% | – |
| Sell | ENDOLOGIX INCnote 3.250%11/0 | $2,621,000 | -57.2% | 3,000,000 | -35.1% | 0.24% | -55.7% | |
| New | OASIS PETE INC NEWnote 2.625% 9/1 | $2,624,000 | – | 1,887,000 | +100.0% | 0.24% | – | |
| Sell | TESLA MTRS INCnote 1.250% 3/0 | $2,598,000 | -13.2% | 3,000,000 | -14.3% | 0.24% | -10.2% | |
| IMPAX LABORATORIES INCnote 2.000% 6/1 | $2,565,000 | -10.0% | 3,250,000 | 0.0% | 0.24% | -6.7% | ||
| IGI LABORATORIES INCnote 3.750%12/1 | $2,550,000 | -3.4% | 2,750,000 | 0.0% | 0.23% | 0.0% | ||
| Buy | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $2,517,000 | +19.1% | 2,340,000 | +17.0% | 0.23% | +23.5% | |
| Buy | YAHOO INCnote 12/0 | $2,513,000 | -1.8% | 2,540,000 | +1.5% | 0.23% | +1.3% | |
| MEDICINES COnote 2.500% 1/1 | $2,476,000 | -7.4% | 2,067,000 | 0.0% | 0.23% | -4.2% | ||
| BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $2,477,000 | +0.4% | 2,410,000 | 0.0% | 0.23% | +4.1% | ||
| ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $2,471,000 | -6.8% | 3,250,000 | 0.0% | 0.23% | -3.8% | ||
| HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $2,465,000 | +5.2% | 2,500,000 | 0.0% | 0.23% | +9.2% | ||
| GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $2,430,000 | -4.1% | 3,100,000 | 0.0% | 0.22% | -0.4% | ||
| BROADSOFT INCnote 1.500% 7/0 | $2,426,000 | -6.5% | 2,113,000 | 0.0% | 0.22% | -3.5% | ||
| AEUA | Buy | ANADARKO PETE CORPunit 99/99/9999 | $2,412,000 | +3.0% | 58,345 | +3.7% | 0.22% | +6.8% |
| New | ACETO CORPnote 2.000%11/0 | $2,402,000 | – | 2,500,000 | +100.0% | 0.22% | – | |
| RESOURCE CAP CORPnote 8.000% 1/1 | $2,398,000 | -4.5% | 2,531,000 | 0.0% | 0.22% | -0.9% | ||
| Sell | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $2,365,000 | -46.2% | 2,261,000 | -46.9% | 0.22% | -44.2% | |
| BKLN | New | POWERSHARES ETF TRUST IIsenior ln port | $2,349,000 | – | 100,595 | +100.0% | 0.22% | – |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $2,319,000 | – | 3,300,000 | +100.0% | 0.21% | – | |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $2,317,000 | – | 30,777 | +100.0% | 0.21% | – |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $2,295,000 | – | 2,000,000 | +100.0% | 0.21% | – | |
| New | HARMONIC INCnote 4.000%12/0 | $2,234,000 | – | 2,000,000 | +100.0% | 0.20% | – | |
| IBB | ISHARES TRnasdq biotec etf | $2,194,000 | -8.3% | 8,263 | 0.0% | 0.20% | -5.2% | |
| New | SUCAMPO PHARMACEUTICALS INCdbcv 3.250%12/1 | $2,119,000 | – | 2,000,000 | +100.0% | 0.19% | – | |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $1,997,000 | -15.7% | 1,575,000 | +1.5% | 0.18% | -12.9% | |
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $1,929,000 | -40.6% | 844,000 | -45.5% | 0.18% | -38.3% | |
| SRCLP | STERICYCLE INCdep pfd a 1/10 | $1,903,000 | -3.6% | 30,000 | 0.0% | 0.17% | -0.6% | |
| Buy | MERCADOLIBRE INCnote 2.250% 7/0 | $1,838,000 | -10.3% | 1,334,000 | +1.5% | 0.17% | -7.2% | |
| Sell | ARES CAP CORPnote 4.875% 3/1 | $1,794,000 | -1.2% | 1,787,000 | -0.4% | 0.16% | +1.9% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,732,000 | -1.6% | 2,186 | -0.2% | 0.16% | +1.9% |
| Buy | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $1,709,000 | -5.3% | 880,000 | +0.2% | 0.16% | -1.9% | |
| AAPL | Sell | APPLE INC | $1,632,000 | -12.7% | 14,090 | -14.8% | 0.15% | -9.7% |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,583,000 | -2.3% | 32,577 | -1.7% | 0.14% | +1.4% |
| Sell | DANAHER CORP DELnote 1/2 | $1,511,000 | -3.4% | 508,000 | -2.7% | 0.14% | 0.0% | |
| Sell | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $1,491,000 | -70.7% | 1,310,000 | -69.3% | 0.14% | -69.6% | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $1,395,000 | – | 1,386,000 | +100.0% | 0.13% | – | |
| Sell | FIREEYE INCnote 1.000% 6/0 | $1,385,000 | -44.3% | 1,500,000 | -44.4% | 0.13% | -42.3% | |
| IYR | Sell | ISHARES TRu.s. real es etf | $1,339,000 | -5.0% | 17,405 | -0.2% | 0.12% | -1.6% |
| IWS | Sell | ISHARES TRrus mdcp val etf | $1,309,000 | -9.6% | 16,290 | -13.5% | 0.12% | -6.2% |
| MSFT | Sell | MICROSOFT CORP | $1,220,000 | +6.4% | 19,627 | -1.7% | 0.11% | +10.9% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,196,000 | +29.3% | 13,867 | -0.2% | 0.11% | +34.1% |
| C | Sell | CITIGROUP INC | $1,180,000 | +23.0% | 19,856 | -2.1% | 0.11% | +27.1% |
| LABORATORY CORP AMER HLDGSnote 9/1 | $1,154,000 | -6.9% | 672,000 | 0.0% | 0.11% | -3.6% | ||
| KMB | KIMBERLY CLARK CORP | $991,000 | -9.6% | 8,685 | 0.0% | 0.09% | -6.2% | |
| Sell | TWITTER INCnote 1.000% 9/1 | $921,000 | -51.4% | 1,000,000 | -50.0% | 0.08% | -50.0% | |
| JNJ | Sell | JOHNSON & JOHNSON | $907,000 | -5.2% | 7,904 | -2.5% | 0.08% | -2.4% |
| GE | Buy | GENERAL ELECTRIC CO | $893,000 | +14.0% | 28,285 | +7.2% | 0.08% | +18.8% |
| TBT | New | PROSHARES TR | $898,000 | – | 22,000 | +100.0% | 0.08% | – |
| FB | Sell | FACEBOOK INCcl a | $803,000 | -10.4% | 6,988 | -0.2% | 0.07% | -6.3% |
| Sell | ROYAL GOLD INCnote 2.875% 6/1 | $802,000 | -32.1% | 759,000 | -28.2% | 0.07% | -30.5% | |
| PFE | Sell | PFIZER INC | $789,000 | -5.6% | 24,296 | -1.7% | 0.07% | -2.7% |
| L | LOEWS CORP | $775,000 | +13.8% | 16,540 | 0.0% | 0.07% | +18.3% | |
| Sell | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $770,000 | -10.6% | 733,000 | -3.4% | 0.07% | -6.6% | |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $748,000 | +23.6% | 14,069 | +20.9% | 0.07% | +27.8% |
| XOM | Sell | EXXON MOBIL CORP | $751,000 | -0.1% | 8,321 | -3.3% | 0.07% | +3.0% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $742,000 | +11.1% | 4,546 | -1.7% | 0.07% | +15.3% |
| PG | Sell | PROCTER AND GAMBLE CO | $722,000 | -6.5% | 8,577 | -0.2% | 0.07% | -2.9% |
| BAC | Sell | BANK AMER CORP | $706,000 | +40.9% | 31,962 | -0.2% | 0.06% | +47.7% |
| T | Sell | AT&T INC | $696,000 | +2.2% | 16,394 | -2.0% | 0.06% | +6.7% |
| AMZN | Sell | AMAZON COM INC | $695,000 | -11.1% | 931 | -0.2% | 0.06% | -7.2% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $679,000 | +12.0% | 4,227 | -2.2% | 0.06% | +14.8% |
| STARWOOD PPTY TR INCnote 3.750%10/1 | $672,000 | -0.4% | 656,000 | 0.0% | 0.06% | +3.3% | ||
| VIPSHOP HLDGS LTDnote 1.500% 3/1 | $666,000 | -7.2% | 668,000 | 0.0% | 0.06% | -4.7% | ||
| HEZU | New | ISHARES TRcur hd eurzn etf | $661,000 | – | 24,892 | +100.0% | 0.06% | – |
| HD | Sell | HOME DEPOT INC | $607,000 | +1.8% | 4,538 | -2.1% | 0.06% | +5.7% |
| EEMV | Buy | ISHARESmin vol emrg mkt | $606,000 | +37.4% | 12,425 | +52.4% | 0.06% | +43.6% |
| Sell | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $609,000 | -81.4% | 651,000 | -79.7% | 0.06% | -80.8% | |
| INTC | Buy | INTEL CORP | $581,000 | +25.8% | 15,984 | +31.1% | 0.05% | +29.3% |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $579,000 | +5.3% | 6,965 | -0.2% | 0.05% | +8.2% |
| Buy | PRICELINE GRP INCnote 0.900% 9/1 | $561,000 | +19.6% | 531,000 | +21.8% | 0.05% | +21.4% | |
| KO | Sell | COCA COLA CO | $550,000 | -2.1% | 13,229 | -0.2% | 0.05% | 0.0% |
| AMTRUST FINL SVCS INCnote 2.750%12/1 | $542,000 | -0.6% | 631,000 | 0.0% | 0.05% | +4.2% | ||
| CELG | Sell | CELGENE CORP | $534,000 | +10.8% | 4,604 | -0.2% | 0.05% | +14.0% |
| WFC | Sell | WELLS FARGO & CO NEW | $538,000 | -9.7% | 9,791 | -27.5% | 0.05% | -7.5% |
| CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $521,000 | +1.6% | 525,000 | 0.0% | 0.05% | +6.7% | ||
| MO | Sell | ALTRIA GROUP INC | $508,000 | +6.5% | 7,487 | -0.2% | 0.05% | +11.9% |
| RPTPRD | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $499,000 | -10.1% | 8,169 | 0.0% | 0.05% | -6.1% | |
| CVX | Sell | CHEVRON CORP NEW | $496,000 | +8.5% | 4,216 | -5.3% | 0.04% | +12.5% |
| FTSM | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $480,000 | 0.0% | 7,987 | 0.0% | 0.04% | +4.8% | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $476,000 | – | 463,000 | +100.0% | 0.04% | – | |
| CIENA CORPdebt 4.000%12/1 | $467,000 | +5.2% | 333,000 | 0.0% | 0.04% | +10.3% | ||
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $465,000 | – | 10,547 | +100.0% | 0.04% | – |
| PEP | Sell | PEPSICO INC | $458,000 | -6.7% | 4,383 | -2.8% | 0.04% | -2.3% |
| CSCO | Sell | CISCO SYS INC | $443,000 | -4.7% | 14,655 | -0.2% | 0.04% | 0.0% |
| STI | Sell | SUNTRUST BKS INC | $451,000 | +24.6% | 8,240 | -0.2% | 0.04% | +28.1% |
| Sell | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $452,000 | -47.6% | 465,000 | -49.4% | 0.04% | -46.1% | |
| KEY | Sell | KEYCORP NEW | $421,000 | +50.4% | 22,979 | -0.2% | 0.04% | +56.0% |
| FDX | Sell | FEDEX CORP | $421,000 | +4.0% | 2,271 | -2.3% | 0.04% | +8.3% |
| ORCL | Sell | ORACLE CORP | $427,000 | -7.4% | 11,051 | -6.0% | 0.04% | -4.9% |
| MRK | Sell | MERCK & CO INC | $412,000 | -5.3% | 6,997 | -0.2% | 0.04% | 0.0% |
| New | PDL BIOPHARMA INCnote 2.750%12/0 | $402,000 | – | 500,000 | +100.0% | 0.04% | – | |
| MET | Sell | METLIFE INC | $387,000 | +19.1% | 7,151 | -2.2% | 0.04% | +20.7% |
| AMGN | Sell | AMGEN INC | $381,000 | -13.0% | 2,605 | -0.2% | 0.04% | -10.3% |
| RTN | Sell | RAYTHEON CO | $362,000 | +3.4% | 2,561 | -0.2% | 0.03% | +6.5% |
| GD | Sell | GENERAL DYNAMICS CORP | $364,000 | +9.0% | 2,103 | -2.3% | 0.03% | +10.0% |
| UNP | Sell | UNION PAC CORP | $365,000 | +3.4% | 3,531 | -2.3% | 0.03% | +6.5% |
| Buy | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $354,000 | +500.0% | 175,000 | +400.0% | 0.03% | +540.0% | |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $349,000 | -0.9% | 3,378 | -2.1% | 0.03% | +3.2% |
| Sell | ALZA CORPsdcv 7/2 | $348,000 | -88.9% | 220,000 | -88.6% | 0.03% | -88.4% | |
| SLB | Sell | SCHLUMBERGER LTD | $334,000 | +6.4% | 3,965 | -0.2% | 0.03% | +10.7% |
| DAL | Sell | DELTA AIR LINES INC DEL | $332,000 | +23.4% | 6,739 | -1.8% | 0.03% | +25.0% |
| DIS | Sell | DISNEY WALT CO | $325,000 | +13.2% | 3,102 | -0.2% | 0.03% | +20.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $328,000 | +1.5% | 4,721 | -2.2% | 0.03% | +3.4% |
| V | Sell | VISA INC | $320,000 | -6.4% | 4,105 | -0.1% | 0.03% | -3.3% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $314,000 | +2.6% | 5,551 | +388.2% | 0.03% | +7.4% |
| AGN | Sell | ALLERGAN PLC | $311,000 | -8.8% | 1,477 | -0.2% | 0.03% | -6.7% |
| DBJP | Sell | DBX ETF TRxtrak msci japn | $309,000 | +12.8% | 8,284 | -0.2% | 0.03% | +16.7% |
| COP | Sell | CONOCOPHILLIPS | $291,000 | +16.4% | 5,762 | -0.2% | 0.03% | +22.7% |
| MMM | Sell | 3M CO | $283,000 | -1.7% | 1,585 | -2.3% | 0.03% | +4.0% |
| MDT | Sell | MEDTRONIC PLC | $289,000 | -20.4% | 4,088 | -2.1% | 0.03% | -18.8% |
| GILD | Sell | GILEAD SCIENCES INC | $279,000 | -9.7% | 3,904 | -0.2% | 0.03% | -3.7% |
| ARCC | New | ARES CAP CORP | $280,000 | – | 16,885 | +100.0% | 0.03% | – |
| TXN | Sell | TEXAS INSTRS INC | $279,000 | +3.3% | 3,827 | -0.2% | 0.03% | +8.3% |
| IYE | ISHARES TRu.s. energy etf | $272,000 | +6.7% | 6,550 | 0.0% | 0.02% | +8.7% | |
| MCD | Sell | MCDONALDS CORP | $274,000 | +5.0% | 2,263 | -0.2% | 0.02% | +8.7% |
| TJX | Sell | TJX COS INC NEW | $275,000 | +0.7% | 3,645 | -0.2% | 0.02% | +4.2% |
| TWX | Sell | TIME WARNER INC | $269,000 | +18.5% | 2,779 | -2.1% | 0.02% | +25.0% |
| AET | Sell | AETNA INC NEW | $263,000 | +7.3% | 2,128 | -0.2% | 0.02% | +9.1% |
| COST | Sell | COSTCO WHSL CORP NEW | $262,000 | +5.2% | 1,653 | -0.2% | 0.02% | +9.1% |
| HON | Sell | HONEYWELL INTL INC | $266,000 | 0.0% | 2,276 | -0.2% | 0.02% | 0.0% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $260,000 | -12.2% | 1,852 | -0.2% | 0.02% | -7.7% |
| LRCX | Sell | LAM RESEARCH CORP | $253,000 | +13.5% | 2,368 | -0.2% | 0.02% | +15.0% |
| PM | Sell | PHILIP MORRIS INTL INC | $255,000 | -5.2% | 2,775 | -0.2% | 0.02% | -4.2% |
| ABT | Sell | ABBOTT LABS | $254,000 | -13.0% | 6,582 | -4.7% | 0.02% | -11.5% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $250,000 | +8.2% | 2,280 | -0.2% | 0.02% | +15.0% |
| ABBV | Sell | ABBVIE INC | $252,000 | -2.3% | 4,019 | -2.0% | 0.02% | 0.0% |
| CBS | Sell | CBS CORP NEWcl b | $251,000 | +17.8% | 3,940 | -0.2% | 0.02% | +21.1% |
| QCOM | Sell | QUALCOMM INC | $256,000 | -4.5% | 3,907 | -0.2% | 0.02% | -4.2% |
| EQT | Sell | EQT CORP | $247,000 | -10.2% | 3,775 | -0.2% | 0.02% | -4.2% |
| IVZ | Sell | INVESCO LTD | $246,000 | -3.9% | 8,116 | -0.2% | 0.02% | 0.0% |
| PXD | New | PIONEER NAT RES CO | $247,000 | – | 1,373 | +100.0% | 0.02% | – |
| DFS | New | DISCOVER FINL SVCS | $237,000 | – | 3,263 | +100.0% | 0.02% | – |
| BA | Sell | BOEING CO | $242,000 | +14.2% | 1,556 | -2.4% | 0.02% | +15.8% |
| WMT | Sell | WAL-MART STORES INC | $230,000 | -6.1% | 3,318 | -2.6% | 0.02% | -4.5% |
| CVS | Sell | CVS HEALTH CORP | $231,000 | -14.8% | 2,927 | -3.8% | 0.02% | -12.5% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $225,000 | +9.2% | 3,063 | -0.2% | 0.02% | +16.7% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $214,000 | -4.9% | 2,194 | -0.2% | 0.02% | 0.0% |
| BIIB | Sell | BIOGEN INC | $223,000 | -9.3% | 781 | -0.1% | 0.02% | -9.1% |
| GIS | Sell | GENERAL MLS INC | $220,000 | -3.9% | 3,585 | -0.2% | 0.02% | 0.0% |
| AIG | New | AMERICAN INTL GROUP INC | $223,000 | – | 3,390 | +100.0% | 0.02% | – |
| PCLN | PRICELINE GRP INC | $206,000 | -1.0% | 144 | 0.0% | 0.02% | +5.6% | |
| EOG | Sell | EOG RES INC | $212,000 | +6.0% | 2,076 | -0.1% | 0.02% | +5.6% |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $208,000 | – | 1,257 | +100.0% | 0.02% | – |
| IP | New | INTL PAPER CO | $207,000 | – | 3,905 | +100.0% | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $204,000 | – | 818 | +100.0% | 0.02% | – |
| LOW | Sell | LOWES COS INC | $202,000 | -46.7% | 2,858 | -45.6% | 0.02% | -44.1% |
| RE | New | EVEREST RE GROUP LTD | $206,000 | – | 945 | +100.0% | 0.02% | – |
| NKE | Sell | NIKE INCcl b | $200,000 | -3.4% | 3,939 | -0.2% | 0.02% | 0.0% |
| ON | Sell | ON SEMICONDUCTOR CORP | $201,000 | +3.6% | 15,831 | -0.2% | 0.02% | +5.9% |
| Sell | WELLS FARGO & COmtnf 0.125% 3/1 | $174,000 | -4.4% | 182,000 | -4.2% | 0.02% | 0.0% | |
| F | New | FORD MTR CO DEL | $154,000 | – | 12,794 | +100.0% | 0.01% | – |
| XRX | Sell | XEROX CORP | $126,000 | -14.3% | 14,507 | -0.2% | 0.01% | -7.7% |
| New | AIR LEASE CORPnote 3.875%12/0 | $131,000 | – | 98,000 | +100.0% | 0.01% | – | |
| Buy | JANUS CAP GROUP INCnote 0.750% 7/1 | $130,000 | +66.7% | 98,000 | +71.9% | 0.01% | +71.4% | |
| PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $119,000 | -1.7% | 118,000 | 0.0% | 0.01% | 0.0% | ||
| Sell | NUVASIVE INCnote 2.750% 7/0 | $107,000 | -97.8% | 66,000 | -97.8% | 0.01% | -97.7% | |
| New | ARES CAP CORPnote 4.750% 1/1 | $102,000 | – | 100,000 | +100.0% | 0.01% | – | |
| BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $86,000 | -7.5% | 77,000 | 0.0% | 0.01% | 0.0% | ||
| STARWOOD PPTY TR INCnote 4.000% 1/1 | $81,000 | -1.2% | 72,000 | 0.0% | 0.01% | 0.0% | ||
| JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $51,000 | 0.0% | 50,000 | 0.0% | 0.01% | 0.0% | ||
| New | BROADSOFT INCnote 1.000% 9/0 | $42,000 | – | 35,000 | +100.0% | 0.00% | – | |
| Sell | ARES CAP CORPnote 4.375% 1/1 | $32,000 | -76.5% | 31,000 | -76.3% | 0.00% | -75.0% | |
| YUM | Exit | YUM BRANDS INC | $0 | – | -2,223 | -100.0% | -0.02% | – |
| KR | Exit | KROGER CO | $0 | – | -6,762 | -100.0% | -0.02% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -3,125 | -100.0% | -0.02% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -2,624 | -100.0% | -0.02% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,437 | -100.0% | -0.02% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -9,072 | -100.0% | -0.02% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -1,982 | -100.0% | -0.03% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -8,491 | -100.0% | -0.09% | – |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -629,000 | -100.0% | -0.15% | – | |
| Exit | FLUIDIGM CORP DELnote 2.750% 2/0 | $0 | – | -3,066,000 | -100.0% | -0.16% | – | |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -1,664,000 | -100.0% | -0.18% | – | |
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -2,032,000 | -100.0% | -0.18% | – | |
| Exit | CANADIAN SOLAR INCnote 4.250% 2/1 | $0 | – | -2,458,000 | -100.0% | -0.20% | – | |
| Exit | AIRTRAN HLDGS INCnote 5.250%11/0 | $0 | – | -820,000 | -100.0% | -0.20% | – | |
| Exit | INTERACTIVE INTELLIGENCE GROnote 1.250% 6/0 | $0 | – | -2,000,000 | -100.0% | -0.20% | – | |
| SWH | Exit | STANLEY BLACK & DECKER INCunit 11/17/20166 | $0 | – | -19,889 | -100.0% | -0.22% | – |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -2,119,000 | -100.0% | -0.22% | – | |
| FPX | Exit | FIRST TR US IPO INDEX FD | $0 | – | -47,602 | -100.0% | -0.23% | – |
| AREPRD | Exit | ALEXANDRIA REAL ESTATE EQ INpfd conv ser d | $0 | – | -75,000 | -100.0% | -0.24% | – |
| AAPRB | Exit | ALCOA INC | $0 | – | -87,020 | -100.0% | -0.25% | – |
| FCAM | Exit | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $0 | – | -46,286 | -100.0% | -0.26% | – |
| Exit | LINKEDIN CORPnote 0.500%11/0 | $0 | – | -3,000,000 | -100.0% | -0.26% | – | |
| Exit | MONSTER WORLDWIDE INCnote 3.500%10/1 | $0 | – | -3,100,000 | -100.0% | -0.27% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -15,000 | -100.0% | -0.29% | – |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $0 | – | -28,817 | -100.0% | -0.29% | – |
| Exit | WORKDAY INCnote 0.750% 7/1 | $0 | – | -2,678,000 | -100.0% | -0.29% | – | |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -25,013 | -100.0% | -0.30% | – |
| Exit | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $0 | – | -2,291,000 | -100.0% | -0.32% | – | |
| Exit | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $0 | – | -2,982,000 | -100.0% | -0.35% | – | |
| Exit | CEPHEIDdbcv 1.250% 2/0 | $0 | – | -4,000,000 | -100.0% | -0.37% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -4,818,000 | -100.0% | -0.51% | – | |
| HYG | Exit | ISHARES TRput | $0 | – | -460,000 | -100.0% | -3.55% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-10
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.