$1.13 Billion is the total value of SSI INVESTMENT MANAGEMENT LLC's 312 reported holdings in Q2 2017. The portfolio turnover from Q1 2017 to Q2 2017 was 16.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $32,778,000 | +10.4% | 134,668 | +7.6% | 2.89% | +5.9% |
| AGNPRA | Buy | ALLERGAN PLCpfd conv ser a | $30,691,000 | +5.0% | 35,399 | +2.5% | 2.70% | +0.7% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $27,144,000 | -15.2% | 16,427,000 | -10.4% | 2.39% | -18.7% | |
| Sell | PRICELINE GRP INCnote 0.350% 6/1 | $25,231,000 | -14.8% | 17,178,000 | -17.4% | 2.22% | -18.2% | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $22,747,000 | +6.8% | 5,450,000 | -3.0% | 2.00% | +2.4% | |
| WFCPRL | Buy | WELLS FARGO CO NEWperp pfd cnv a | $21,481,000 | +10.6% | 16,386 | +4.6% | 1.89% | +6.1% |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $19,786,000 | +9.2% | 15,679 | +3.4% | 1.74% | +4.7% |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $16,288,000 | -7.0% | 8,260,000 | -11.2% | 1.44% | -10.8% | |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $15,624,000 | +7.3% | 298,022 | +2.4% | 1.38% | +2.9% |
| Buy | HOLOGIC INCfrnt 12/1 | $15,591,000 | +8.6% | 12,368,000 | +6.6% | 1.37% | +4.2% | |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $15,338,000 | -6.4% | 12,776,000 | -2.3% | 1.35% | -10.2% | |
| Sell | LAM RESEARCH CORPnote 1.250% 5/1 | $14,645,000 | -14.4% | 6,276,000 | -22.3% | 1.29% | -17.9% | |
| BDXA | New | BECTON DICKINSON & CO | $14,338,000 | – | 262,445 | +100.0% | 1.26% | – |
| Buy | INTEL CORPsdcv 12/1 | $14,183,000 | +12.5% | 10,852,000 | +17.1% | 1.25% | +7.9% | |
| Buy | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $13,007,000 | +7.8% | 9,719,000 | +0.1% | 1.15% | +3.3% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $12,912,000 | +19.6% | 5,013,000 | +6.0% | 1.14% | +14.7% | |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $12,333,000 | -18.8% | 12,193,000 | +3.1% | 1.09% | -22.1% | |
| Sell | RED HAT INCnote 0.250%10/0 | $11,888,000 | +3.8% | 8,609,000 | -2.5% | 1.05% | -0.5% | |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $11,887,000 | -1.6% | 7,900,000 | -6.2% | 1.05% | -5.7% | |
| Buy | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $11,447,000 | +2.1% | 9,657,000 | +1.9% | 1.01% | -2.0% | |
| Buy | ILLUMINA INCnote 6/1 | $11,046,000 | +6.5% | 10,939,000 | +6.2% | 0.97% | +2.2% | |
| Buy | QUIDEL CORPnote 3.250%12/1 | $10,055,000 | +57.5% | 9,067,000 | +45.4% | 0.89% | +50.9% | |
| AGG | Buy | ISHARES TRcore us aggbd et | $10,051,000 | +7.7% | 91,796 | +6.7% | 0.89% | +3.4% |
| TTM TECHNOLOGIES INCnote 1.750%12/1 | $9,803,000 | +6.6% | 5,228,000 | 0.0% | 0.86% | +2.2% | ||
| WELLPRI | Buy | WELLTOWER INC6.50% pfd prepet | $9,610,000 | +31.1% | 145,015 | +24.8% | 0.85% | +25.7% |
| Buy | HERBALIFE LTDnote 2.000% 8/1 | $9,483,000 | +16.7% | 9,115,000 | +7.3% | 0.84% | +11.9% | |
| Buy | TESLA INCnote 0.250% 3/0 | $9,364,000 | +21.6% | 8,195,000 | +6.4% | 0.82% | +16.5% | |
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $9,340,000 | +12.8% | 3,430,000 | +5.8% | 0.82% | +8.1% | |
| CHENIERE ENERGY INCnote 4.250% 3/1 | $9,206,000 | +1.5% | 13,342,000 | 0.0% | 0.81% | -2.6% | ||
| Buy | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $9,098,000 | +7.1% | 3,306,000 | +3.8% | 0.80% | +2.8% | |
| Buy | PDC ENERGY INCnote 1.125% 9/1 | $8,953,000 | +25.4% | 9,862,000 | +41.5% | 0.79% | +20.3% | |
| Buy | OLD REP INTL CORPnote 3.750% 3/1 | $8,579,000 | -4.1% | 6,776,000 | +0.8% | 0.76% | -8.0% | |
| Buy | PRICELINE GRP INCnote 0.900% 9/1 | $8,532,000 | +846.9% | 7,452,000 | +830.3% | 0.75% | +806.0% | |
| Buy | YAHOO INCnote 12/0 | $8,249,000 | +206.9% | 7,258,000 | +179.8% | 0.73% | +194.3% | |
| Buy | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $8,122,000 | -0.1% | 7,350,000 | +1.0% | 0.72% | -4.1% | |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $8,088,000 | +3.9% | 5,852,000 | +2.5% | 0.71% | -0.3% | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $7,673,000 | +100.1% | 7,211,000 | +94.7% | 0.68% | +92.0% | |
| NEEPRQ | Buy | NEXTERA ENERGY INCunit 08/31/2018 | $7,652,000 | +13.3% | 119,880 | +5.7% | 0.67% | +8.7% |
| Buy | TESLA INCnote 1.250% 3/0 | $7,443,000 | +21.7% | 6,445,000 | +3.4% | 0.66% | +16.7% | |
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,445,000 | +6.4% | 6,858,000 | +7.0% | 0.66% | +2.0% | |
| PENNYMAC CORPnote 5.375% 5/0 | $7,294,000 | +1.4% | 7,396,000 | 0.0% | 0.64% | -2.7% | ||
| Sell | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $7,173,000 | +11.9% | 5,621,000 | -7.5% | 0.63% | +7.3% | |
| TMUSP | Buy | T MOBILE US INCconv pfd ser a | $6,836,000 | -3.1% | 69,370 | +3.4% | 0.60% | -7.1% |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $6,785,000 | +13.0% | 6,583,000 | +11.3% | 0.60% | +8.5% | |
| 51JOB INCnote 3.250% 4/1 | $6,614,000 | +9.2% | 5,671,000 | 0.0% | 0.58% | +4.9% | ||
| Buy | RPM INTL INCnote 2.250%12/1 | $6,603,000 | +1.6% | 5,597,000 | +2.7% | 0.58% | -2.5% | |
| ENVESTNET INCnote 1.750%12/1 | $6,522,000 | +5.8% | 6,634,000 | 0.0% | 0.58% | +1.6% | ||
| Buy | WRIGHT MED GROUP INCnote 2.000% 2/1 | $6,375,000 | +4.4% | 5,738,000 | +12.1% | 0.56% | +0.2% | |
| New | MEDICINES COnote 2.750% 7/1 | $6,289,000 | – | 6,018,000 | +100.0% | 0.55% | – | |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $6,273,000 | +2.6% | 4,591,000 | +1.4% | 0.55% | -1.4% | |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $6,254,000 | +6.4% | 4,992,000 | +3.2% | 0.55% | +2.0% | |
| SEACOR HOLDINGS INCnote 3.000%11/1 | $6,243,000 | -5.2% | 7,416,000 | 0.0% | 0.55% | -9.1% | ||
| Buy | THERAVANCE INCnote 2.125% 1/1 | $5,908,000 | +108.6% | 6,500,000 | +116.7% | 0.52% | +100.4% | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $5,766,000 | +9.2% | 4,870,000 | +4.3% | 0.51% | +4.7% | |
| MERITOR INCnote 7.875% 3/0 | $5,629,000 | -2.6% | 3,308,000 | 0.0% | 0.50% | -6.6% | ||
| FLOT | Buy | ISHARES TRfltg rate bd etf | $5,587,000 | +7.5% | 109,714 | +7.5% | 0.49% | +3.1% |
| Buy | SALESFORCE COM INCnote 0.250% 4/0 | $5,533,000 | +5.2% | 4,181,000 | +2.4% | 0.49% | +1.0% | |
| Buy | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $5,543,000 | +41.2% | 4,300,000 | +30.3% | 0.49% | +35.2% | |
| RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,527,000 | +1.8% | 5,900,000 | 0.0% | 0.49% | -2.4% | ||
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $5,510,000 | +23.9% | 5,037,000 | +20.7% | 0.48% | +18.9% | |
| AMTPRB | New | AMERICAN TOWER CORP NEWdep pfd conv se | $5,496,000 | – | 45,600 | +100.0% | 0.48% | – |
| REDWOOD TR INCnote 4.625% 4/1 | $5,420,000 | +1.1% | 5,353,000 | 0.0% | 0.48% | -2.8% | ||
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $5,341,000 | -1.8% | 5,148,000 | +3.2% | 0.47% | -5.8% | |
| Sell | NVIDIA CORPnote 1.000%12/0 | $5,337,000 | -39.1% | 744,000 | -54.1% | 0.47% | -41.7% | |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $5,241,000 | -15.6% | 21,663 | -17.8% | 0.46% | -19.1% |
| Buy | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $5,242,000 | +3.5% | 4,751,000 | +4.3% | 0.46% | -0.6% | |
| Buy | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $5,229,000 | +14.3% | 4,586,000 | +8.8% | 0.46% | +9.8% | |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $5,192,000 | +16.5% | 4,348,000 | +13.9% | 0.46% | +11.7% | |
| Buy | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $5,131,000 | -9.5% | 2,929,000 | +2.1% | 0.45% | -13.2% | |
| LIBERTY MEDIA CORPdeb 3.500% 1/1 | $5,104,000 | +0.2% | 9,418,000 | 0.0% | 0.45% | -3.8% | ||
| IRDMB | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $5,100,000 | +11.5% | 13,507 | 0.0% | 0.45% | +6.9% | |
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $5,094,000 | +84.6% | 5,000,000 | +88.5% | 0.45% | +76.8% | |
| RYAMPRA | RAYONIER ADVANCED MATLS INCpfd cv ser a | $5,010,000 | +13.6% | 42,654 | 0.0% | 0.44% | +8.9% | |
| Buy | CTRIP COM INTL LTDnote 1.000% 7/0 | $4,957,000 | +14.3% | 4,303,000 | +9.9% | 0.44% | +9.8% | |
| Buy | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $4,956,000 | +84.0% | 4,335,000 | +80.9% | 0.44% | +76.9% | |
| Buy | COLONY CAP INCnote 3.875% 1/1 | $4,930,000 | +5.6% | 4,860,000 | +2.6% | 0.43% | +1.2% | |
| Buy | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $4,876,000 | +60.1% | 5,683,000 | +58.6% | 0.43% | +53.6% | |
| Buy | DYCOM INDS INCnote 0.750% 9/1 | $4,856,000 | +2.2% | 4,189,000 | +3.0% | 0.43% | -1.8% | |
| Buy | BLACKSTONE MTG TR INCnote 5.250%12/0 | $4,785,000 | +2.5% | 4,132,000 | +1.3% | 0.42% | -1.6% | |
| DCUD | New | DOMINION ENERGY INCunit 08/15/2019 | $4,757,000 | – | 94,655 | +100.0% | 0.42% | – |
| ENCORE CAP GROUP INCnote 3.000% 7/0 | $4,739,000 | +13.2% | 4,439,000 | 0.0% | 0.42% | +8.9% | ||
| B2GOLD CORPnote 3.250%10/0 | $4,744,000 | -1.5% | 4,531,000 | 0.0% | 0.42% | -5.4% | ||
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $4,733,000 | +10.5% | 89,048 | +7.2% | 0.42% | +5.8% |
| Sell | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $4,715,000 | +12.5% | 2,784,000 | -14.4% | 0.42% | +7.8% | |
| New | KB HOMEnote 1.375% 2/0 | $4,713,000 | – | 4,412,000 | +100.0% | 0.42% | – | |
| Buy | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $4,685,000 | +5.5% | 4,359,000 | +6.7% | 0.41% | +1.2% | |
| LMBS | Buy | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $4,682,000 | +116.1% | 89,860 | +115.7% | 0.41% | +107.5% |
| Buy | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $4,654,000 | +119.5% | 4,594,000 | +117.0% | 0.41% | +110.3% | |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $4,629,000 | +51.7% | 4,750,000 | +49.4% | 0.41% | +45.7% | |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $4,596,000 | – | 3,262,000 | +100.0% | 0.40% | – | |
| WELLS FARGO & COmtnf 0.125% 2/2 | $4,592,000 | -4.5% | 4,788,000 | 0.0% | 0.40% | -8.4% | ||
| FORESTAR GROUP INCnote 3.750% 3/0 | $4,578,000 | +2.5% | 4,500,000 | 0.0% | 0.40% | -1.7% | ||
| Sell | RTI INTL METALS INCnote 1.625%10/1 | $4,396,000 | -12.5% | 4,122,000 | -4.7% | 0.39% | -16.1% | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $4,361,000 | – | 4,000,000 | +100.0% | 0.38% | – | |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $4,325,000 | – | 4,500,000 | +100.0% | 0.38% | – | |
| CHART INDS INCnote 2.000% 8/0 | $4,212,000 | +0.4% | 4,250,000 | 0.0% | 0.37% | -3.9% | ||
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $4,197,000 | – | 3,981,000 | +100.0% | 0.37% | – | |
| Buy | EURONET WORLDWIDE INCnote 1.500%10/0 | $4,167,000 | +2.8% | 3,261,000 | +1.7% | 0.37% | -1.3% | |
| KMIPRA | Buy | KINDER MORGAN INC DELpfd ser a | $4,131,000 | -8.3% | 95,415 | +3.7% | 0.36% | -12.1% |
| Buy | INSULET CORPnote 2.000% 6/1 | $4,093,000 | +9.3% | 3,371,000 | +1.5% | 0.36% | +4.9% | |
| THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $4,055,000 | +6.7% | 3,007,000 | 0.0% | 0.36% | +2.3% | ||
| ENERNOC INCdbcv 2.250% 8/1 | $4,024,000 | +17.2% | 4,050,000 | 0.0% | 0.36% | +12.7% | ||
| Sell | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $4,018,000 | +18.0% | 2,879,000 | -3.5% | 0.35% | +13.1% | |
| GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,994,000 | -2.7% | 5,294,000 | 0.0% | 0.35% | -6.6% | ||
| Buy | ARES CAP CORPnote 4.375% 1/1 | $3,971,000 | +45.8% | 3,858,000 | +45.5% | 0.35% | +40.0% | |
| BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $3,933,000 | +0.3% | 3,900,000 | 0.0% | 0.35% | -3.6% | ||
| New | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $3,926,000 | – | 2,908,000 | +100.0% | 0.35% | – | |
| PROOFPOINT INCnote 1.250%12/1 | $3,891,000 | +16.3% | 1,750,000 | 0.0% | 0.34% | +11.7% | ||
| Buy | FINISAR CORPnote 0.500%12/1 | $3,854,000 | +1.1% | 3,465,000 | +2.0% | 0.34% | -2.9% | |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,846,000 | +9.5% | 3,233,000 | +8.7% | 0.34% | +5.3% | |
| YANDEX NVnote 1.125%12/1 | $3,846,000 | +1.5% | 3,973,000 | 0.0% | 0.34% | -2.6% | ||
| Sell | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $3,817,000 | -20.5% | 4,000,000 | -25.4% | 0.34% | -23.8% | |
| Sell | PANDORA MEDIA INCnote 1.750%12/0 | $3,791,000 | -30.9% | 4,000,000 | -26.9% | 0.33% | -33.7% | |
| TESLA INCnote 2.375% 3/1 | $3,769,000 | +20.9% | 3,000,000 | 0.0% | 0.33% | +16.1% | ||
| BKHU | Buy | BLACK HILLS CORPunit 99/99/9999 | $3,622,000 | +10.0% | 49,092 | +9.1% | 0.32% | +5.3% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $3,599,000 | -32.5% | 30,912 | -33.3% | 0.32% | -35.2% |
| New | KNOWLES CORPnote 3.250%11/0 | $3,537,000 | – | 3,000,000 | +100.0% | 0.31% | – | |
| Buy | DEPOMED INCnote 2.500% 9/0 | $3,510,000 | +87.9% | 4,000,000 | +100.0% | 0.31% | +79.7% | |
| SWP | New | STANLEY BLACK & DECKER INCunit 05/15/2020 | $3,494,000 | – | 32,340 | +100.0% | 0.31% | – |
| Buy | PROOFPOINT INCdbcv 0.750% 6/1 | $3,459,000 | +24.1% | 2,779,000 | +13.5% | 0.30% | +19.1% | |
| VRTSP | VIRTUS INVT PARTNERS INCpfd cv ser d | $3,370,000 | +3.0% | 33,501 | 0.0% | 0.30% | -1.3% | |
| ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $3,376,000 | +0.7% | 3,559,000 | 0.0% | 0.30% | -3.6% | ||
| Buy | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $3,335,000 | +10.9% | 3,462,000 | +9.7% | 0.29% | +6.5% | |
| SILVER STD RES INCnote 2.875% 2/0 | $3,301,000 | -0.5% | 3,392,000 | 0.0% | 0.29% | -4.6% | ||
| WEBMD HEALTH CORPnote 1.500%12/0 | $3,286,000 | +7.1% | 2,589,000 | 0.0% | 0.29% | +2.8% | ||
| Sell | SERVICENOW INCnote 11/0 | $3,249,000 | -29.3% | 2,224,000 | -37.7% | 0.29% | -32.2% | |
| AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $3,197,000 | -12.3% | 3,300,000 | 0.0% | 0.28% | -15.8% | ||
| IGI LABORATORIES INCnote 3.750%12/1 | $3,201,000 | +6.3% | 3,000,000 | 0.0% | 0.28% | +1.8% | ||
| Buy | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $3,121,000 | +13.3% | 2,944,000 | +3.0% | 0.28% | +8.7% | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $3,036,000 | +7.2% | 2,885,000 | +7.9% | 0.27% | +2.7% | |
| Buy | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $3,016,000 | -0.3% | 3,500,000 | +5.3% | 0.27% | -4.3% | |
| Buy | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $2,977,000 | +26.6% | 876,000 | +2.7% | 0.26% | +21.3% | |
| Sell | INTERDIGITAL INCnote 1.500% 3/0 | $2,960,000 | -52.8% | 2,442,000 | -49.2% | 0.26% | -54.7% | |
| Buy | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $2,921,000 | +8.2% | 2,758,000 | +2.3% | 0.26% | +3.6% | |
| TCP CAP CORPnote 5.250%12/1 | $2,910,000 | +0.9% | 2,750,000 | 0.0% | 0.26% | -3.4% | ||
| WABASH NATL CORPnote 3.375% 5/0 | $2,881,000 | +6.1% | 1,500,000 | 0.0% | 0.25% | +2.0% | ||
| HARMONIC INCnote 4.000%12/0 | $2,864,000 | -8.0% | 2,500,000 | 0.0% | 0.25% | -11.9% | ||
| HBANP | Buy | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,843,000 | +8.0% | 1,969 | +2.1% | 0.25% | +3.3% |
| ENDOLOGIX INCnote 3.250%11/0 | $2,786,000 | -13.4% | 3,256,000 | 0.0% | 0.24% | -16.9% | ||
| SUNPOWER CORPdbcv 4.000% 1/1 | $2,757,000 | +10.3% | 3,198,000 | 0.0% | 0.24% | +5.7% | ||
| Sell | SPECTRANETICS CORPmtnf 2.625% 6/0 | $2,706,000 | -59.4% | 2,000,000 | -65.8% | 0.24% | -61.1% | |
| APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $2,663,000 | -0.3% | 2,431,000 | 0.0% | 0.24% | -4.1% | ||
| HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $2,622,000 | -0.3% | 2,650,000 | 0.0% | 0.23% | -4.5% | ||
| IMPAX LABORATORIES INCnote 2.000% 6/1 | $2,552,000 | +3.7% | 3,000,000 | 0.0% | 0.22% | -0.4% | ||
| HEZU | Buy | ISHARES TRcur hd eurzn etf | $2,524,000 | +7.3% | 86,051 | +5.0% | 0.22% | +2.8% |
| AEUA | Buy | ANADARKO PETE CORPunit 99/99/9999 | $2,506,000 | -1.8% | 61,365 | +3.6% | 0.22% | -5.6% |
| RESOURCE CAP CORPnote 8.000% 1/1 | $2,486,000 | +2.8% | 2,410,000 | 0.0% | 0.22% | -1.4% | ||
| TBF | PROSHARES TRshrt 20+yr tre | $2,473,000 | -4.2% | 110,000 | 0.0% | 0.22% | -8.0% | |
| Sell | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,474,000 | -69.3% | 2,496,000 | -68.7% | 0.22% | -70.6% | |
| WPXP | Sell | WPX ENERGY INCpfd ser a cv | $2,337,000 | -67.5% | 50,000 | -57.9% | 0.21% | -68.8% |
| ACETO CORPnote 2.000%11/0 | $2,222,000 | +0.6% | 2,418,000 | 0.0% | 0.20% | -3.4% | ||
| New | QIAGEN NVnote 0.375% 3/1 | $2,217,000 | – | 1,800,000 | +100.0% | 0.20% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $2,199,000 | – | 2,190,000 | +100.0% | 0.19% | – | |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $2,193,000 | +14.9% | 1,674,000 | +4.4% | 0.19% | +10.3% | |
| Sell | NEWMONT MINING CORPnote 1.625% 7/1 | $2,165,000 | -1.2% | 2,166,000 | -1.0% | 0.19% | -5.0% | |
| FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,100,000 | +15.3% | 827,000 | 0.0% | 0.18% | +10.8% | ||
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $2,043,000 | – | 2,000,000 | +100.0% | 0.18% | – | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $2,003,000 | +8.5% | 2,153 | -1.2% | 0.18% | +3.5% |
| BKLN | Buy | POWERSHARES ETF TRUST IIsenior ln port | $1,982,000 | +5.2% | 85,600 | +5.7% | 0.18% | +1.2% |
| FPE | New | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $1,981,000 | – | 98,795 | +100.0% | 0.18% | – |
| IYW | Sell | ISHARES TRu.s. tech etf | $1,963,000 | -30.2% | 14,054 | -32.5% | 0.17% | -32.9% |
| ARNCPRB | Sell | ARCONIC INCpfd conv b ser 1 | $1,924,000 | -47.2% | 53,853 | -40.0% | 0.17% | -49.3% |
| HURON CONSULTING GROUP INCnote 1.250%10/0 | $1,913,000 | +3.7% | 2,000,000 | 0.0% | 0.17% | 0.0% | ||
| New | EZCORP INCnote 2.625% 6/1 | $1,920,000 | – | 2,000,000 | +100.0% | 0.17% | – | |
| Sell | OASIS PETE INC NEWnote 2.625% 9/1 | $1,902,000 | -27.5% | 1,936,000 | -0.6% | 0.17% | -30.3% | |
| New | SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1 | $1,860,000 | – | 2,000,000 | +100.0% | 0.16% | – | |
| IEMG | Buy | ISHARES INCcore msci emkt | $1,756,000 | +12.5% | 35,103 | +7.6% | 0.16% | +8.4% |
| AAPL | Sell | APPLE INC | $1,763,000 | -0.8% | 12,236 | -1.1% | 0.16% | -4.9% |
| ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,730,000 | +8.4% | 1,829,000 | 0.0% | 0.15% | +3.4% | ||
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,667,000 | -0.1% | 32,072 | -1.3% | 0.15% | -3.9% |
| Buy | DANAHER CORP DELnote 1/2 | $1,646,000 | -0.9% | 511,000 | +0.6% | 0.14% | -5.2% | |
| IEFA | New | ISHARES TRcore msci eafe | $1,651,000 | – | 27,095 | +100.0% | 0.14% | – |
| Sell | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,635,000 | +1.6% | 1,404,000 | -2.8% | 0.14% | -2.7% | |
| Sell | MERCADOLIBRE INCnote 2.250% 7/0 | $1,586,000 | -32.7% | 785,000 | -42.1% | 0.14% | -35.2% | |
| New | UNISYS CORPnote 5.500% 3/0 | $1,475,000 | – | 967,000 | +100.0% | 0.13% | – | |
| IYR | Sell | ISHARES TRu.s. real es etf | $1,368,000 | +0.4% | 17,149 | -1.2% | 0.12% | -3.2% |
| FIREEYE INCnote 1.625% 6/0 | $1,366,000 | +1.6% | 1,500,000 | 0.0% | 0.12% | -3.2% | ||
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $1,336,000 | -0.3% | 20,587 | +7.5% | 0.12% | -4.1% |
| MSFT | Sell | MICROSOFT CORP | $1,330,000 | +3.2% | 19,297 | -1.4% | 0.12% | -0.8% |
| MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $1,315,000 | +1.5% | 1,321,000 | 0.0% | 0.12% | -2.5% | ||
| C | Sell | CITIGROUP INC | $1,305,000 | +10.4% | 19,536 | -1.2% | 0.12% | +5.5% |
| New | BLACKROCK CAPITAL INVESTMENTnote 5.000% 6/1 | $1,279,000 | – | 1,250,000 | +100.0% | 0.11% | – | |
| GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $1,285,000 | +21.1% | 2,000,000 | 0.0% | 0.11% | +16.5% | ||
| JPM | Sell | JPMORGAN CHASE & CO | $1,250,000 | +2.6% | 13,678 | -1.2% | 0.11% | -1.8% |
| DYNC | New | DYNEGY INC NEW DELunit 07/01/20191 | $1,218,000 | – | 20,000 | +100.0% | 0.11% | – |
| KMB | KIMBERLY CLARK CORP | $1,121,000 | -1.9% | 8,685 | 0.0% | 0.10% | -5.7% | |
| SWNC | Sell | SOUTHWESTERN ENERGY CO | $1,089,000 | -70.8% | 75,000 | -60.3% | 0.10% | -72.0% |
| Sell | LABORATORY CORP AMER HLDGSnote 9/1 | $1,075,000 | +6.4% | 518,000 | -1.9% | 0.10% | +2.2% | |
| FB | Sell | FACEBOOK INCcl a | $1,039,000 | +4.6% | 6,894 | -1.2% | 0.09% | +1.1% |
| JNJ | Sell | JOHNSON & JOHNSON | $1,027,000 | +4.8% | 7,774 | -1.3% | 0.09% | 0.0% |
| RPTPRD | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $983,000 | -3.8% | 18,912 | 0.0% | 0.09% | -7.4% | |
| AMZN | Buy | AMAZON COM INC | $965,000 | +17.3% | 994 | +7.0% | 0.08% | +11.8% |
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $941,000 | +58.2% | 833,000 | +56.6% | 0.08% | +50.9% | |
| TWITTER INCnote 1.000% 9/1 | $915,000 | +0.3% | 1,000,000 | 0.0% | 0.08% | -3.6% | ||
| TBT | PROSHARES TR | $884,000 | -8.3% | 24,635 | 0.0% | 0.08% | -12.4% | |
| PDL BIOPHARMA INCnote 2.750%12/0 | $850,000 | +3.0% | 950,000 | 0.0% | 0.08% | -1.3% | ||
| FXH | New | FIRST TR EXCHANGE TRADED FDhlth care alph | $825,000 | – | 12,341 | +100.0% | 0.07% | – |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $827,000 | -75.6% | 254,000 | -76.7% | 0.07% | -76.6% | |
| ROYAL GOLD INCnote 2.875% 6/1 | $819,000 | +2.1% | 759,000 | 0.0% | 0.07% | -2.7% | ||
| Buy | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $814,000 | +38.7% | 299,000 | +34.7% | 0.07% | +33.3% | |
| Buy | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $820,000 | +77.1% | 798,000 | +75.8% | 0.07% | +67.4% | |
| NOVAVAX INCnote 3.750% 2/0 | $807,000 | -5.1% | 1,882,000 | 0.0% | 0.07% | -9.0% | ||
| PFE | Sell | PFIZER INC | $800,000 | -3.4% | 23,823 | -1.6% | 0.07% | -7.9% |
| Sell | MEDICINES COnote 2.500% 1/1 | $789,000 | -46.5% | 609,000 | -34.8% | 0.07% | -48.5% | |
| L | LOEWS CORP | $774,000 | 0.0% | 16,540 | 0.0% | 0.07% | -4.2% | |
| UNH | Sell | UNITEDHEALTH GROUP INC | $771,000 | +10.9% | 4,164 | -1.4% | 0.07% | +6.2% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $760,000 | +0.3% | 4,489 | -1.1% | 0.07% | -4.3% |
| BAC | Sell | BANK AMER CORP | $766,000 | +1.7% | 31,553 | -1.1% | 0.07% | -2.9% |
| GE | Sell | GENERAL ELECTRIC CO | $752,000 | -10.7% | 27,869 | -1.3% | 0.07% | -14.3% |
| PG | Sell | PROCTER AND GAMBLE CO | $739,000 | -3.9% | 8,459 | -1.2% | 0.06% | -8.5% |
| SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $729,000 | -2.9% | 733,000 | 0.0% | 0.06% | -7.2% | ||
| Sell | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $716,000 | -80.1% | 728,000 | -79.9% | 0.06% | -80.9% | |
| HD | Sell | HOME DEPOT INC | $686,000 | +3.5% | 4,462 | -1.3% | 0.06% | -1.6% |
| EEMV | Sell | ISHARESmin vol emrg mkt | $686,000 | +3.5% | 12,406 | -0.0% | 0.06% | -1.6% |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $665,000 | -0.9% | 7,446 | -1.2% | 0.06% | -4.8% |
| DTV | New | DTE ENERGY COunit 99/99/9999 | $670,000 | – | 12,355 | +100.0% | 0.06% | – |
| XOM | Sell | EXXON MOBIL CORP | $658,000 | -3.5% | 8,174 | -1.5% | 0.06% | -7.9% |
| STARWOOD PPTY TR INCnote 3.750%10/1 | $659,000 | -1.1% | 656,000 | 0.0% | 0.06% | -4.9% | ||
| New | WORKDAY INCnote 0.750% 7/1 | $623,000 | – | 505,000 | +100.0% | 0.06% | – | |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $620,000 | -9.2% | 13,877 | -1.2% | 0.06% | -12.7% |
| EPRPRC | EPR PPTYSpfd c cnv 5.75% | $615,000 | -3.3% | 21,992 | 0.0% | 0.05% | -6.9% | |
| T | Sell | AT&T INC | $604,000 | -10.7% | 16,016 | -1.7% | 0.05% | -14.5% |
| CELG | Sell | CELGENE CORP | $590,000 | +3.1% | 4,540 | -1.3% | 0.05% | -1.9% |
| KO | Sell | COCA COLA CO | $581,000 | +3.9% | 12,965 | -1.8% | 0.05% | 0.0% |
| DBJP | Sell | DBX ETF TRxtrak msci japn | $578,000 | +4.0% | 14,827 | -0.0% | 0.05% | 0.0% |
| MO | Sell | ALTRIA GROUP INC | $552,000 | +3.4% | 7,387 | -1.2% | 0.05% | 0.0% |
| ORCL | Sell | ORACLE CORP | $543,000 | +10.8% | 10,824 | -1.6% | 0.05% | +6.7% |
| WFC | Sell | WELLS FARGO CO NEW | $532,000 | -2.2% | 9,666 | -1.2% | 0.05% | -6.0% |
| INTC | Sell | INTEL CORP | $534,000 | -7.1% | 15,803 | -1.0% | 0.05% | -11.3% |
| CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $535,000 | +2.5% | 517,000 | 0.0% | 0.05% | -2.1% | ||
| EFA | New | ISHARES TRmsci eafe etf | $494,000 | – | 7,590 | +100.0% | 0.04% | – |
| PEP | Sell | PEPSICO INC | $499,000 | +1.8% | 4,328 | -1.1% | 0.04% | -2.2% |
| FTSM | Buy | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $491,000 | +1.4% | 8,173 | +1.5% | 0.04% | -2.3% |
| Sell | INPHI CORPnote 1.125%12/0 | $483,000 | -89.4% | 432,000 | -86.9% | 0.04% | -89.7% | |
| FDX | Sell | FEDEX CORP | $487,000 | +10.2% | 2,238 | -1.1% | 0.04% | +4.9% |
| CSCO | Sell | CISCO SYS INC | $452,000 | -8.7% | 14,437 | -1.3% | 0.04% | -11.1% |
| CIENA CORPdebt 4.000%12/1 | $459,000 | +3.6% | 325,000 | 0.0% | 0.04% | -2.4% | ||
| STI | Sell | SUNTRUST BKS INC | $459,000 | +1.1% | 8,132 | -1.2% | 0.04% | -4.8% |
| AMGN | Sell | AMGEN INC | $442,000 | +3.5% | 2,568 | -1.3% | 0.04% | 0.0% |
| IWS | Sell | ISHARES TRrus mdcp val etf | $447,000 | -66.9% | 5,295 | -67.5% | 0.04% | -68.5% |
| MRK | Sell | MERCK & CO INC | $439,000 | -0.9% | 6,897 | -1.2% | 0.04% | -4.9% |
| CVX | Sell | CHEVRON CORP NEW | $430,000 | -4.2% | 4,109 | -1.6% | 0.04% | -7.3% |
| KEY | Sell | KEYCORP NEW | $425,000 | +4.4% | 22,650 | -1.3% | 0.04% | 0.0% |
| HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $417,000 | -7.1% | 452,000 | 0.0% | 0.04% | -9.8% | ||
| MA | Sell | MASTERCARD INCORPORATEDcl a | $405,000 | +7.1% | 3,335 | -1.2% | 0.04% | +2.9% |
| GD | Sell | GENERAL DYNAMICS CORP | $413,000 | +5.6% | 2,077 | -1.1% | 0.04% | 0.0% |
| RTN | Sell | RAYTHEON CO | $408,000 | +4.1% | 2,525 | -1.2% | 0.04% | 0.0% |
| HORIZON GLOBAL CORPnote 2.750% 7/0 | $402,000 | +4.7% | 424,000 | 0.0% | 0.04% | 0.0% | ||
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $383,000 | – | 7,500 | +100.0% | 0.03% | – |
| MET | Sell | METLIFE INC | $388,000 | +2.6% | 7,063 | -1.1% | 0.03% | -2.9% |
| UNP | Sell | UNION PAC CORP | $380,000 | +2.2% | 3,487 | -1.1% | 0.03% | -2.9% |
| MDT | Sell | MEDTRONIC PLC | $361,000 | +9.4% | 4,038 | -1.1% | 0.03% | +6.7% |
| V | Sell | VISA INC | $359,000 | +5.0% | 3,822 | -1.0% | 0.03% | +3.2% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $364,000 | +10.6% | 5,483 | -1.1% | 0.03% | +6.7% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $364,000 | +2.0% | 9,327 | -1.1% | 0.03% | -3.0% |
| AGN | Sell | ALLERGAN PLC | $356,000 | +0.8% | 1,459 | -1.2% | 0.03% | -3.1% |
| DAL | Sell | DELTA AIR LINES INC DEL | $357,000 | +14.8% | 6,652 | -1.1% | 0.03% | +6.9% |
| MCD | Sell | MCDONALDS CORP | $339,000 | +15.7% | 2,228 | -1.4% | 0.03% | +11.1% |
| LRCX | Sell | LAM RESEARCH CORP | $332,000 | +9.2% | 2,333 | -1.4% | 0.03% | +3.6% |
| DIS | Sell | DISNEY WALT CO | $326,000 | -6.9% | 3,060 | -1.3% | 0.03% | -9.4% |
| MMM | Sell | 3M CO | $325,000 | +6.9% | 1,566 | -1.1% | 0.03% | +3.6% |
| AET | Sell | AETNA INC NEW | $320,000 | +18.5% | 2,097 | -1.3% | 0.03% | +12.0% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $320,000 | +13.5% | 1,828 | -1.2% | 0.03% | +7.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $322,000 | +2.9% | 2,732 | -1.4% | 0.03% | -3.4% |
| ABT | Sell | ABBOTT LABS | $322,000 | +8.8% | 6,602 | -1.0% | 0.03% | +3.7% |
| ARCC | Sell | ARES CAP CORP | $302,000 | -5.3% | 18,331 | -0.0% | 0.03% | -6.9% |
| BA | Sell | BOEING CO | $306,000 | +11.3% | 1,537 | -1.1% | 0.03% | +8.0% |
| HON | Sell | HONEYWELL INTL INC | $299,000 | +5.7% | 2,244 | -1.3% | 0.03% | 0.0% |
| TXN | Sell | TEXAS INSTRS INC | $290,000 | -6.5% | 3,776 | -1.2% | 0.03% | -7.1% |
| ABBV | Sell | ABBVIE INC | $286,000 | +9.6% | 3,968 | -1.1% | 0.02% | +4.2% |
| ALZA CORPsdcv 7/2 | $285,000 | +6.3% | 157,000 | 0.0% | 0.02% | 0.0% | ||
| IVZ | Sell | INVESCO LTD | $283,000 | +14.6% | 7,994 | -1.4% | 0.02% | +8.7% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $275,000 | +8.3% | 2,247 | -1.3% | 0.02% | +4.3% |
| TWX | Sell | TIME WARNER INC | $276,000 | +1.5% | 2,745 | -1.1% | 0.02% | -4.0% |
| PCLN | Sell | PRICELINE GRP INC | $268,000 | +3.9% | 142 | -1.4% | 0.02% | 0.0% |
| GILD | Sell | GILEAD SCIENCES INC | $272,000 | +3.4% | 3,847 | -1.3% | 0.02% | 0.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $259,000 | -6.2% | 1,629 | -1.3% | 0.02% | -8.0% |
| TJX | Sell | TJX COS INC NEW | $258,000 | -10.7% | 3,591 | -1.4% | 0.02% | -14.8% |
| CBS | Sell | CBS CORP NEWcl b | $247,000 | -10.2% | 3,892 | -1.1% | 0.02% | -12.0% |
| SLB | Sell | SCHLUMBERGER LTD | $255,000 | -17.5% | 3,889 | -1.4% | 0.02% | -21.4% |
| WMT | Sell | WAL-MART STORES INC | $249,000 | +4.6% | 3,264 | -1.4% | 0.02% | 0.0% |
| COP | Sell | CONOCOPHILLIPS | $250,000 | -12.9% | 5,673 | -1.4% | 0.02% | -15.4% |
| IYE | ISHARES TRu.s. energy etf | $233,000 | -7.5% | 6,550 | 0.0% | 0.02% | -8.7% | |
| RE | Sell | EVEREST RE GROUP LTD | $238,000 | +7.2% | 933 | -1.3% | 0.02% | +5.0% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $243,000 | -0.4% | 3,019 | -1.3% | 0.02% | -4.5% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $238,000 | +4.8% | 2,165 | -1.2% | 0.02% | 0.0% |
| CVS | Sell | CVS HEALTH CORP | $231,000 | +0.9% | 2,889 | -1.1% | 0.02% | -4.8% |
| LMT | Sell | LOCKHEED MARTIN CORP | $222,000 | +1.4% | 808 | -1.2% | 0.02% | 0.0% |
| NKE | Sell | NIKE INCcl b | $229,000 | +3.6% | 3,878 | -1.4% | 0.02% | 0.0% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $214,000 | -51.8% | 5,242 | -50.2% | 0.02% | -53.7% |
| PXD | Sell | PIONEER NAT RES CO | $216,000 | -16.0% | 1,353 | -1.2% | 0.02% | -20.8% |
| ON | Sell | ON SEMICONDUCTOR CORP | $220,000 | -10.2% | 15,630 | -1.2% | 0.02% | -17.4% |
| QCOM | Sell | QUALCOMM INC | $211,000 | -5.4% | 3,837 | -1.7% | 0.02% | -5.0% |
| LOW | Sell | LOWES COS INC | $220,000 | -6.0% | 2,823 | -1.1% | 0.02% | -9.5% |
| EQT | Sell | EQT CORP | $218,000 | -6.0% | 3,724 | -1.2% | 0.02% | -9.5% |
| IP | Sell | INTL PAPER CO | $219,000 | +9.5% | 3,852 | -1.2% | 0.02% | +5.6% |
| AIG | Sell | AMERICAN INTL GROUP INC | $210,000 | 0.0% | 3,337 | -1.4% | 0.02% | 0.0% |
| ETN | Sell | EATON CORP PLC | $216,000 | +4.9% | 2,769 | -1.3% | 0.02% | 0.0% |
| DFS | Sell | DISCOVER FINL SVCS | $200,000 | -10.3% | 3,216 | -1.3% | 0.02% | -10.0% |
| Sell | INCYTE CORPnote 0.375%11/1 | $206,000 | -91.0% | 84,000 | -90.5% | 0.02% | -91.4% | |
| WDC | New | WESTERN DIGITAL CORP | $207,000 | – | 2,330 | +100.0% | 0.02% | – |
| BIIB | Sell | BIOGEN INC | $209,000 | -1.4% | 770 | -1.4% | 0.02% | -5.3% |
| WELLS FARGO & COmtnf 0.125% 3/1 | $176,000 | +0.6% | 182,000 | 0.0% | 0.02% | 0.0% | ||
| F | Sell | FORD MTR CO DEL | $140,000 | -6.0% | 12,610 | -1.3% | 0.01% | -14.3% |
| Sell | AIR LEASE CORPnote 3.875%12/0 | $118,000 | -15.1% | 85,000 | -13.3% | 0.01% | -23.1% | |
| PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $119,000 | 0.0% | 118,000 | 0.0% | 0.01% | -9.1% | ||
| ARES CAP CORPnote 4.750% 1/1 | $101,000 | -1.0% | 100,000 | 0.0% | 0.01% | 0.0% | ||
| STARWOOD PPTY TR INCnote 4.000% 1/1 | $82,000 | 0.0% | 72,000 | 0.0% | 0.01% | -12.5% | ||
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $80,000 | -8.0% | 72,000 | -6.5% | 0.01% | -12.5% | |
| AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $72,000 | +2.9% | 70,000 | 0.0% | 0.01% | 0.0% | ||
| JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $48,000 | +9.1% | 33,000 | 0.0% | 0.00% | 0.0% | ||
| GREENBRIER COS INCnote 3.500% 4/0 | $44,000 | +4.8% | 32,000 | 0.0% | 0.00% | 0.0% | ||
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -23,000 | -100.0% | -0.00% | – | |
| XRX | Exit | XEROX CORP | $0 | – | -14,488 | -100.0% | -0.01% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,073 | -100.0% | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -3,581 | -100.0% | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,255 | -100.0% | -0.02% | – |
| Exit | SM ENERGY COnote 1.500% 7/0 | $0 | – | -509,000 | -100.0% | -0.05% | – | |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -668,000 | -100.0% | -0.06% | – | |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -22,690 | -100.0% | -0.14% | – |
| Exit | SUCAMPO PHARMACEUTICALS INCdbcv 3.250%12/1 | $0 | – | -1,560,000 | -100.0% | -0.14% | – | |
| Exit | CARDTRONICS INCnote 1.000%12/0 | $0 | – | -2,008,000 | -100.0% | -0.20% | – | |
| QUAL | Exit | ISHARES TRusa quality fctr | $0 | – | -31,192 | -100.0% | -0.21% | – |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -2,830,000 | -100.0% | -0.28% | – | |
| NCR | Exit | NCR CORP NEW | $0 | – | -2,000 | -100.0% | -0.31% | – |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -3,369,000 | -100.0% | -0.32% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -70,837 | -100.0% | -0.32% | – |
| EXCU | Exit | EXELON CORPunit 99/99/9999 | $0 | – | -77,020 | -100.0% | -0.35% | – |
| Exit | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $0 | – | -3,650,000 | -100.0% | -0.36% | – | |
| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -4,324,000 | -100.0% | -0.40% | – | |
| Exit | BLUCORA INCnote 4.250% 4/0 | $0 | – | -5,150,000 | -100.0% | -0.47% | – | |
| AMTPRA | Exit | AMERICAN TOWER CORP NEWpfd conv ser a | $0 | – | -52,989 | -100.0% | -0.56% | – |
| DCUC | Exit | DOMINION RES INC VA NEWunit 99/99/9999 | $0 | – | -172,125 | -100.0% | -0.79% | – |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -4,665,000 | -100.0% | -0.86% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
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.