$1.23 Billion is the total value of SSI INVESTMENT MANAGEMENT LLC's 310 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 20.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | INTEL CORPsdcv 3.250% 8/0 | $51,679,000 | +13.2% | 20,634,000 | +0.4% | 4.20% | +10.2% | |
| IVV | Buy | ISHARES TRcore s&p500 etf | $46,507,000 | +20.4% | 175,249 | +21.9% | 3.78% | +17.1% |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $28,071,000 | -5.5% | 4,638,000 | -14.0% | 2.28% | -8.0% | |
| WFCPRL | Buy | WELLS FARGO CO NEWperp pfd cnv a | $24,245,000 | +6.5% | 18,865 | +7.7% | 1.97% | +3.6% |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $24,208,000 | +19.9% | 15,078,000 | +2.9% | 1.96% | +16.6% | |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $24,164,000 | – | 20,436,000 | +100.0% | 1.96% | – | |
| BDXA | Buy | BECTON DICKINSON & CO | $21,796,000 | +16.8% | 375,382 | +16.7% | 1.77% | +13.6% |
| Buy | PRICELINE GRP INCnote 0.900% 9/1 | $21,246,000 | +15.5% | 17,023,000 | +8.2% | 1.72% | +12.5% | |
| Buy | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $20,123,000 | +37.0% | 4,230,000 | +8.1% | 1.63% | +33.3% | |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $19,214,000 | -1.7% | 14,900 | +0.6% | 1.56% | -4.3% |
| Buy | RED HAT INCnote 0.250%10/0 | $18,747,000 | +27.5% | 9,271,000 | +3.7% | 1.52% | +24.1% | |
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $17,594,000 | +10.3% | 5,106,000 | +6.9% | 1.43% | +7.4% | |
| Buy | CHENIERE ENERGY INCnote 4.250% 3/1 | $16,769,000 | +29.1% | 21,606,000 | +17.9% | 1.36% | +25.6% | |
| Buy | INSULET CORPnote 1.250% 9/1 | $16,629,000 | +116.8% | 10,741,000 | +82.6% | 1.35% | +110.9% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $16,255,000 | +1.4% | 5,398,000 | +3.5% | 1.32% | -1.3% | |
| Buy | HERBALIFE LTDnote 2.000% 8/1 | $15,106,000 | +32.2% | 12,474,000 | +9.6% | 1.23% | +28.6% | |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $14,526,000 | +1.4% | 14,135,000 | +6.8% | 1.18% | -1.3% | |
| Buy | ILLUMINA INCnote 6/1 | $14,428,000 | +9.6% | 13,044,000 | +7.5% | 1.17% | +6.6% | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $14,411,000 | +15.0% | 11,819,000 | +11.5% | 1.17% | +12.0% | |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $14,158,000 | -1.0% | 7,987,000 | -4.9% | 1.15% | -3.6% | |
| Buy | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $12,270,000 | +123.8% | 12,237,000 | +138.6% | 1.00% | +117.9% | |
| Buy | YAHOO INCnote 12/0 | $12,184,000 | +11.2% | 8,719,000 | +7.3% | 0.99% | +8.2% | |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $12,098,000 | +14.1% | 9,188,000 | +12.0% | 0.98% | +11.0% | |
| Buy | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $11,468,000 | +3.3% | 11,606,000 | +10.4% | 0.93% | +0.5% | |
| Buy | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $10,982,000 | +14.4% | 11,181,000 | +18.2% | 0.89% | +11.4% | |
| Sell | DISH NETWORK CORPnote 3.375% 8/1 | $10,937,000 | -11.7% | 11,350,000 | -0.3% | 0.89% | -14.1% | |
| AGG | Buy | ISHARES TRcore us aggbd et | $10,564,000 | +1.7% | 98,505 | +3.7% | 0.86% | -1.0% |
| Sell | 51JOB INCnote 3.250% 4/1 | $10,411,000 | +24.9% | 5,171,000 | -8.8% | 0.84% | +21.6% | |
| NEEPRQ | Buy | NEXTERA ENERGY INCunit 08/31/2018 | $10,236,000 | +14.2% | 140,725 | +9.7% | 0.83% | +11.2% |
| ANTX | Sell | ANTHEM INCunit 05/01/20188 | $10,122,000 | -36.6% | 188,444 | -34.0% | 0.82% | -38.3% |
| Sell | ENVESTNET INCnote 1.750%12/1 | $9,953,000 | -1.4% | 9,073,000 | -6.9% | 0.81% | -4.0% | |
| Buy | TESLA INCnote 0.250% 3/0 | $9,915,000 | +5.3% | 9,941,000 | +11.4% | 0.80% | +2.4% | |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $9,911,000 | – | 8,565,000 | +100.0% | 0.80% | – | |
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $9,512,000 | +22.8% | 6,664,000 | +9.7% | 0.77% | +19.5% | |
| Buy | TTM TECHNOLOGIES INCnote 1.750%12/1 | $8,558,000 | -0.0% | 5,150,000 | +3.0% | 0.70% | -2.7% | |
| HESPRA | New | HESS CORPdep pdf sr a | $8,277,000 | – | 138,945 | +100.0% | 0.67% | – |
| CCIPRA | Buy | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $7,876,000 | +6.6% | 7,072 | +8.2% | 0.64% | +3.7% |
| Sell | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $7,858,000 | -38.4% | 6,268,000 | -36.8% | 0.64% | -40.0% | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $7,686,000 | +9.9% | 6,748,000 | +10.7% | 0.62% | +7.0% | |
| Buy | RPM INTL INCnote 2.250%12/1 | $7,612,000 | +4.4% | 6,780,000 | +7.4% | 0.62% | +1.6% | |
| Sell | WRIGHT MED GROUP INCnote 2.000% 2/1 | $7,443,000 | -16.4% | 7,507,000 | -13.5% | 0.60% | -18.7% | |
| Sell | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $7,389,000 | -11.8% | 5,249,000 | -14.1% | 0.60% | -14.2% | |
| Buy | THERAVANCE INCnote 2.125% 1/1 | $7,332,000 | +11.1% | 6,850,000 | +2.6% | 0.60% | +8.0% | |
| Buy | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $7,180,000 | +3.4% | 6,100,000 | +1.7% | 0.58% | +0.7% | |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $7,166,000 | -5.3% | 7,246,000 | -1.3% | 0.58% | -7.8% | |
| Buy | ROYAL GOLD INCnote 2.875% 6/1 | $7,081,000 | +5.4% | 6,736,000 | +7.5% | 0.58% | +2.5% | |
| SWP | Buy | STANLEY BLACK & DECKER INCunit 05/15/2020 | $7,074,000 | +39.0% | 61,465 | +48.0% | 0.57% | +35.4% |
| Buy | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $7,021,000 | +9.8% | 6,233,000 | +8.7% | 0.57% | +6.9% | |
| Sell | PENNYMAC CORPnote 5.375% 5/0 | $6,991,000 | -4.0% | 7,000,000 | -5.4% | 0.57% | -6.6% | |
| Buy | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $6,898,000 | +8.9% | 5,419,000 | +10.4% | 0.56% | +6.1% | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $6,511,000 | +6.9% | 5,678,000 | +7.3% | 0.53% | +4.1% | |
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $6,499,000 | +24.2% | 6,218,000 | +19.0% | 0.53% | +20.8% | |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $6,450,000 | -4.0% | 4,732,000 | +10.9% | 0.52% | -6.4% | |
| DYNC | Buy | DYNEGY INC NEW DELunit 07/01/20191 | $6,398,000 | +25.2% | 74,000 | +13.8% | 0.52% | +21.8% |
| Buy | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $6,327,000 | +8.2% | 10,668,000 | +2.4% | 0.51% | +5.3% | |
| Buy | KB HOMEnote 1.375% 2/0 | $6,319,000 | +0.7% | 5,582,000 | +8.9% | 0.51% | -1.9% | |
| Sell | CAESARS ENTMT CORPnote 5.000%10/0 | $5,986,000 | -22.3% | 3,436,000 | -14.2% | 0.49% | -24.3% | |
| Buy | SERVICENOW INCnote 11/0 | $5,944,000 | +37.4% | 2,662,000 | +8.6% | 0.48% | +33.5% | |
| Sell | QUIDEL CORPnote 3.250%12/1 | $5,928,000 | -51.7% | 3,424,000 | -57.9% | 0.48% | -53.0% | |
| New | EXACT SCIENCES CORPdbcv 1.000% 1/1 | $5,924,000 | – | 6,680,000 | +100.0% | 0.48% | – | |
| Sell | SEACOR HOLDINGS INCnote 3.000%11/1 | $5,884,000 | -16.0% | 6,090,000 | -17.9% | 0.48% | -18.2% | |
| New | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $5,758,000 | – | 5,852,000 | +100.0% | 0.47% | – | |
| Buy | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $5,665,000 | +46.7% | 5,500,000 | +22.2% | 0.46% | +42.9% | |
| LMBS | Buy | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $5,608,000 | +7.4% | 109,199 | +8.0% | 0.46% | +4.4% |
| Buy | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $5,526,000 | +8.6% | 5,412,000 | +9.2% | 0.45% | +5.6% | |
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $5,489,000 | +3.9% | 93,961 | +4.1% | 0.45% | +1.1% |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $5,475,000 | +3.3% | 4,600,000 | +2.2% | 0.44% | +0.5% | |
| Buy | SILVER STD RES INCnote 2.875% 2/0 | $5,442,000 | +64.5% | 5,500,000 | +62.1% | 0.44% | +60.1% | |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $5,404,000 | +34.3% | 4,250,000 | +30.8% | 0.44% | +30.7% | |
| REDWOOD TR INCnote 4.625% 4/1 | $5,353,000 | -0.1% | 5,353,000 | 0.0% | 0.44% | -2.7% | ||
| Buy | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $5,343,000 | +102.3% | 5,350,000 | +105.8% | 0.43% | +97.3% | |
| Buy | CTRIP COM INTL LTDnote 1.000% 7/0 | $5,332,000 | +13.3% | 4,953,000 | +11.0% | 0.43% | +10.5% | |
| Buy | COLONY CAP INCnote 3.875% 1/1 | $5,331,000 | 0.0% | 5,696,000 | +6.2% | 0.43% | -2.7% | |
| Buy | DYCOM INDS INCnote 0.750% 9/1 | $5,335,000 | +4.1% | 4,214,000 | +7.3% | 0.43% | +1.4% | |
| New | INSMED INCnote 1.750% 1/1 | $5,303,000 | – | 6,000,000 | +100.0% | 0.43% | – | |
| Buy | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $5,263,000 | +75.3% | 5,250,000 | +75.0% | 0.43% | +70.8% | |
| IRDMB | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $5,202,000 | -6.2% | 13,507 | 0.0% | 0.42% | -8.9% | |
| Buy | QIAGEN NVdebt 0.375% 3/1 | $5,185,000 | +11.9% | 4,400,000 | +10.0% | 0.42% | +9.1% | |
| Buy | RTI INTL METALS INCnote 1.625%10/1 | $5,130,000 | -2.3% | 4,882,000 | +6.2% | 0.42% | -5.0% | |
| Sell | WEATHERFORD INTL LTDnote 5.875% 7/0 | $5,081,000 | -50.2% | 5,669,000 | -40.1% | 0.41% | -51.6% | |
| Buy | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $5,041,000 | +9.6% | 3,613,000 | +3.1% | 0.41% | +6.5% | |
| Sell | ARES CAP CORPnote 4.375% 1/1 | $4,824,000 | -28.4% | 4,771,000 | -27.7% | 0.39% | -30.2% | |
| Sell | ENCORE CAP GROUP INCnote 3.000% 7/0 | $4,796,000 | -2.4% | 4,200,000 | -5.4% | 0.39% | -5.1% | |
| WAYFAIR INCnote 0.375% 9/0 | $4,759,000 | -8.9% | 5,000,000 | 0.0% | 0.39% | -11.5% | ||
| Sell | ZILLOW GROUP INCnote 2.000%12/0 | $4,748,000 | -1.0% | 3,895,000 | -11.5% | 0.38% | -3.8% | |
| Buy | TWO HBRS INVT CORPnote 6.250% 1/1 | $4,731,000 | +4.3% | 4,530,000 | +5.8% | 0.38% | +1.6% | |
| Buy | WORKDAY INCnote 0.750% 7/1 | $4,724,000 | +26.8% | 3,112,000 | +4.6% | 0.38% | +23.2% | |
| Sell | LAM RESEARCH CORPnote 1.250% 5/1 | $4,574,000 | -53.5% | 1,357,000 | -57.8% | 0.37% | -54.8% | |
| Sell | PROOFPOINT INCdbcv 0.750% 6/1 | $4,517,000 | +11.2% | 3,092,000 | -4.7% | 0.37% | +8.3% | |
| FORESTAR GROUP INCnote 3.750% 3/0 | $4,467,000 | -1.7% | 4,500,000 | 0.0% | 0.36% | -4.2% | ||
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $4,453,000 | +32.4% | 2,488,000 | +6.6% | 0.36% | +28.5% | |
| Sell | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $4,436,000 | -58.7% | 3,500,000 | -55.2% | 0.36% | -59.9% | |
| NYCBPRU | Buy | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $4,417,000 | +72.0% | 88,781 | +73.1% | 0.36% | +67.8% |
| Sell | CEMEX SAB DE CVnote 3.720% 3/1 | $4,374,000 | -11.6% | 4,250,000 | -10.5% | 0.36% | -14.0% | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $4,370,000 | – | 4,266,000 | +100.0% | 0.36% | – | |
| Sell | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $4,347,000 | -31.5% | 4,547,000 | -25.7% | 0.35% | -33.3% | |
| Sell | TERADYNE INCnote 1.250%12/1 | $4,353,000 | -20.2% | 2,859,000 | -25.0% | 0.35% | -22.4% | |
| CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $4,327,000 | -1.1% | 4,000,000 | 0.0% | 0.35% | -3.8% | ||
| CHART INDS INCnote 2.000% 8/0 | $4,299,000 | +1.7% | 4,236,000 | 0.0% | 0.35% | -0.9% | ||
| Buy | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $4,277,000 | +12.0% | 4,438,000 | +11.0% | 0.35% | +8.8% | |
| FLOT | Sell | ISHARES TRfltg rate nt etf | $4,227,000 | -44.3% | 83,000 | -44.4% | 0.34% | -45.8% |
| Buy | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $4,193,000 | +13.0% | 3,108,000 | +6.9% | 0.34% | +9.7% | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3 | $4,179,000 | – | 3,983,000 | +100.0% | 0.34% | – | |
| Buy | SOLARCITY CORPnote 1.625%11/0 | $4,107,000 | +121.2% | 4,500,000 | +125.0% | 0.33% | +114.8% | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $4,083,000 | – | 4,000,000 | +100.0% | 0.33% | – | |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $4,062,000 | – | 4,500,000 | +100.0% | 0.33% | – | |
| YANDEX NVnote 1.125%12/1 | $4,021,000 | +2.8% | 3,973,000 | 0.0% | 0.33% | 0.0% | ||
| Buy | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $4,007,000 | +12.9% | 5,000,000 | +25.0% | 0.32% | +9.8% | |
| IWD | Sell | ISHARES TRrus 1000 val etf | $3,904,000 | -36.2% | 32,550 | -33.9% | 0.32% | -38.0% |
| Sell | WELLS FARGO & COmtnf 0.125% 2/2 | $3,786,000 | -18.3% | 3,938,000 | -17.8% | 0.31% | -20.7% | |
| Buy | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $3,760,000 | +12.5% | 3,966,000 | +13.3% | 0.30% | +9.3% | |
| Sell | WRIGHT MED GROUP N Vnote 2.250%11/1 | $3,747,000 | -7.4% | 3,300,000 | -0.7% | 0.30% | -9.8% | |
| New | ALDER BIOPHARMACEUTICALS INCnote 2.500% 2/0 | $3,680,000 | – | 4,000,000 | +100.0% | 0.30% | – | |
| PANDORA MEDIA INCnote 1.750%12/0 | $3,641,000 | +3.1% | 4,000,000 | 0.0% | 0.30% | +0.3% | ||
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $3,636,000 | +40.1% | 2,203,000 | +16.0% | 0.30% | +35.9% | |
| ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $3,636,000 | +7.3% | 4,000,000 | 0.0% | 0.30% | +4.2% | ||
| VRTSP | VIRTUS INVT PARTNERS INCpfd cv ser d | $3,560,000 | +4.3% | 33,501 | 0.0% | 0.29% | +1.4% | |
| Buy | IMPAX LABORATORIES INCnote 2.000% 6/1 | $3,466,000 | +19.1% | 3,500,000 | +16.7% | 0.28% | +15.6% | |
| Buy | GRANITE PT MTG TR INCnote 5.625%12/0 | $3,430,000 | +242.7% | 3,500,000 | +250.0% | 0.28% | +234.9% | |
| Sell | PDC ENERGY INCnote 1.125% 9/1 | $3,399,000 | -50.1% | 3,500,000 | -50.0% | 0.28% | -51.4% | |
| Sell | TESLA INCnote 1.250% 3/0 | $3,311,000 | -62.0% | 3,334,000 | -58.6% | 0.27% | -62.9% | |
| HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $3,210,000 | -1.4% | 3,500,000 | 0.0% | 0.26% | -4.0% | ||
| RYAMPRA | Sell | RAYONIER ADVANCED MATLS INCpfd cv ser a | $3,204,000 | -48.2% | 21,327 | -50.0% | 0.26% | -49.6% |
| IEMG | Buy | ISHARES INCcore msci emkt | $3,142,000 | +6.9% | 53,793 | +4.1% | 0.26% | +4.1% |
| TESLA INCnote 2.375% 3/1 | $3,125,000 | -10.4% | 3,000,000 | 0.0% | 0.25% | -12.7% | ||
| KNOWLES CORPnote 3.250%11/0 | $3,116,000 | -6.3% | 3,000,000 | 0.0% | 0.25% | -8.7% | ||
| THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $3,042,000 | -7.3% | 3,007,000 | 0.0% | 0.25% | -9.9% | ||
| RADIUS HEALTH INCnote 3.000% 9/0 | $3,030,000 | +6.8% | 3,000,000 | 0.0% | 0.25% | +3.8% | ||
| Buy | REDWOOD TR INCnote 4.750% 8/1 | $2,908,000 | +201.3% | 3,000,000 | +200.0% | 0.24% | +195.0% | |
| Sell | MEDICINES COnote 2.750% 7/1 | $2,881,000 | -34.5% | 3,000,000 | -37.6% | 0.23% | -36.2% | |
| TCP CAP CORPnote 5.250%12/1 | $2,829,000 | -1.3% | 2,750,000 | 0.0% | 0.23% | -3.8% | ||
| HURON CONSULTING GROUP INCnote 1.250%10/0 | $2,820,000 | +1.0% | 3,000,000 | 0.0% | 0.23% | -1.7% | ||
| New | PACIRA PHARMACEUTICALS INCnote 2.375% 4/0 | $2,742,000 | – | 3,000,000 | +100.0% | 0.22% | – | |
| VEECO INSTRS INC DELnote 2.700% 1/1 | $2,723,000 | +4.5% | 3,000,000 | 0.0% | 0.22% | +1.8% | ||
| FTSL | Buy | FIRST TR EXCHANGE TRADED FDsenior ln fd | $2,710,000 | +73.9% | 56,302 | +73.5% | 0.22% | +69.2% |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $2,683,000 | +2.5% | 2,444,000 | +9.4% | 0.22% | 0.0% | |
| New | GREENBRIER COS INCnote 2.875% 2/0 | $2,640,000 | – | 2,312,000 | +100.0% | 0.21% | – | |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,595,000 | – | 172,005 | +100.0% | 0.21% | – |
| ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $2,536,000 | -1.7% | 2,500,000 | 0.0% | 0.21% | -4.2% | ||
| SUNPOWER CORPdbcv 4.000% 1/1 | $2,544,000 | -4.2% | 3,198,000 | 0.0% | 0.21% | -6.8% | ||
| TBF | PROSHARES TRshrt 20+yr tre | $2,497,000 | +3.8% | 110,000 | 0.0% | 0.20% | +1.0% | |
| IYW | Buy | ISHARES TRu.s. tech etf | $2,500,000 | +7.8% | 14,866 | +4.3% | 0.20% | +5.2% |
| FPE | Sell | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $2,477,000 | -22.3% | 127,314 | -20.1% | 0.20% | -24.4% |
| FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,472,000 | +2.8% | 790,000 | 0.0% | 0.20% | 0.0% | ||
| HARMONIC INCnote 4.000%12/0 | $2,454,000 | -2.1% | 2,500,000 | 0.0% | 0.20% | -4.8% | ||
| SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,442,000 | -0.7% | 2,454,000 | 0.0% | 0.20% | -3.4% | ||
| WABASH NATL CORPnote 3.375% 5/0 | $2,181,000 | -5.5% | 1,232,000 | 0.0% | 0.18% | -8.3% | ||
| GOOGL | Sell | ALPHABET INCcap stk cl a | $2,180,000 | -2.9% | 2,102 | -1.5% | 0.18% | -5.3% |
| EZCORP INCnote 2.625% 6/1 | $2,103,000 | +2.2% | 2,000,000 | 0.0% | 0.17% | -0.6% | ||
| Sell | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $2,085,000 | -6.3% | 2,085,000 | -6.3% | 0.17% | -9.1% | |
| Sell | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $2,068,000 | -34.6% | 2,300,000 | -30.3% | 0.17% | -36.4% | |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $2,021,000 | – | 2,347,000 | +100.0% | 0.16% | – | |
| AAPL | Sell | APPLE INC | $1,956,000 | -2.2% | 11,655 | -1.4% | 0.16% | -4.8% |
| ENDOLOGIX INCnote 2.250%12/1 | $1,944,000 | 0.0% | 2,000,000 | 0.0% | 0.16% | -2.5% | ||
| FDT | New | FIRST TR EXCH TRD ALPHA FD Idev mrk ex us | $1,925,000 | – | 30,647 | +100.0% | 0.16% | – |
| Sell | NVIDIA CORPnote 1.000%12/0 | $1,850,000 | -11.1% | 161,000 | -25.8% | 0.15% | -13.8% | |
| ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,826,000 | +2.4% | 1,829,000 | 0.0% | 0.15% | -0.7% | ||
| FTXO | New | FIRST TR EXCHANGE TRADED FDnasdaq bk etf | $1,809,000 | – | 61,293 | +100.0% | 0.15% | – |
| DANAHER CORP DELdbcv 1/2 | $1,793,000 | +5.5% | 479,000 | 0.0% | 0.15% | +2.8% | ||
| Sell | ENDOLOGIX INCnote 3.250%11/0 | $1,719,000 | -41.7% | 2,000,000 | -38.6% | 0.14% | -43.1% | |
| MSFT | Sell | MICROSOFT CORP | $1,725,000 | +5.2% | 18,895 | -1.5% | 0.14% | +2.2% |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,675,000 | -5.5% | 33,153 | -1.5% | 0.14% | -8.1% |
| DEPOMED INCnote 2.500% 9/0 | $1,621,000 | -4.0% | 2,000,000 | 0.0% | 0.13% | -6.4% | ||
| Buy | NOVAVAX INCnote 3.750% 2/0 | $1,497,000 | +70.1% | 2,132,000 | +13.3% | 0.12% | +67.1% | |
| Sell | B2GOLD CORPnote 3.250%10/0 | $1,508,000 | -68.6% | 1,500,000 | -66.9% | 0.12% | -69.5% | |
| AMZN | Buy | AMAZON COM INC | $1,490,000 | +29.5% | 1,029 | +4.6% | 0.12% | +26.0% |
| New | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $1,469,000 | – | 1,500,000 | +100.0% | 0.12% | – | |
| JPM | Sell | JPMORGAN CHASE & CO | $1,469,000 | +1.2% | 13,366 | -1.5% | 0.12% | -1.7% |
| Buy | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,425,000 | +58.2% | 1,304,000 | +62.2% | 0.12% | +54.7% | |
| FIREEYE INCnote 1.625% 6/0 | $1,399,000 | +2.0% | 1,500,000 | 0.0% | 0.11% | 0.0% | ||
| ACETO CORPnote 2.000%11/0 | $1,276,000 | -2.4% | 1,455,000 | 0.0% | 0.10% | -4.6% | ||
| IYR | Sell | ISHARES TRu.s. real es etf | $1,265,000 | -8.4% | 16,766 | -1.5% | 0.10% | -10.4% |
| UNISYS CORPnote 5.500% 3/0 | $1,270,000 | +16.8% | 967,000 | 0.0% | 0.10% | +13.2% | ||
| LABORATORY CORP AMER HLDGSnote 9/1 | $1,120,000 | +1.3% | 518,000 | 0.0% | 0.09% | -1.1% | ||
| Buy | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $1,086,000 | +92.2% | 1,017,000 | +96.7% | 0.09% | +87.2% | |
| Buy | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $1,075,000 | +9.6% | 590,000 | +11.3% | 0.09% | +6.1% | |
| FB | Sell | FACEBOOK INCcl a | $1,074,000 | -11.1% | 6,731 | -1.5% | 0.09% | -13.9% |
| Buy | TUTOR PERINI CORPnote 2.875% 6/1 | $1,057,000 | +2.3% | 1,002,000 | +7.2% | 0.09% | 0.0% | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $1,006,000 | – | 1,000,000 | +100.0% | 0.08% | – | |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $982,000 | -22.2% | 1,106,000 | -16.3% | 0.08% | -23.8% | |
| JNJ | Sell | JOHNSON & JOHNSON | $971,000 | -9.5% | 7,576 | -1.6% | 0.08% | -11.2% |
| RPTPRD | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $979,000 | -10.3% | 18,912 | 0.0% | 0.08% | -13.2% | |
| PDL BIOPHARMA INCnote 2.750%12/0 | $962,000 | +4.7% | 950,000 | 0.0% | 0.08% | +1.3% | ||
| KMB | KIMBERLY CLARK CORP | $956,000 | -8.8% | 8,685 | 0.0% | 0.08% | -10.3% | |
| Sell | EURONET WORLDWIDE INCnote 1.500%10/0 | $939,000 | -79.2% | 796,000 | -78.3% | 0.08% | -79.8% | |
| TWITTER INCnote 1.000% 9/1 | $936,000 | +0.3% | 1,000,000 | 0.0% | 0.08% | -2.6% | ||
| C | Sell | CITIGROUP INC | $934,000 | -11.0% | 13,874 | -1.4% | 0.08% | -12.6% |
| BAC | Sell | BANK AMER CORP | $926,000 | 0.0% | 30,902 | -1.4% | 0.08% | -2.6% |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $908,000 | – | 900,000 | +100.0% | 0.07% | – | |
| FXH | Buy | FIRST TR EXCHANGE TRADED FDhlth care alph | $904,000 | +3.6% | 13,041 | +4.2% | 0.07% | 0.0% |
| TBT | PROSHARES TR | $893,000 | +7.2% | 24,635 | 0.0% | 0.07% | +4.3% | |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $873,000 | -1.0% | 4,384 | -1.4% | 0.07% | -4.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $870,000 | -4.2% | 4,067 | -1.5% | 0.07% | -6.6% |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $845,000 | -61.1% | 763,000 | -58.4% | 0.07% | -61.9% | |
| New | CSG SYS INTL INCnote 4.250% 3/1 | $850,000 | – | 779,000 | +100.0% | 0.07% | – | |
| PFE | Sell | PFIZER INC | $822,000 | -3.7% | 23,231 | -1.5% | 0.07% | -5.6% |
| L | LOEWS CORP | $823,000 | -0.5% | 16,540 | 0.0% | 0.07% | -2.9% | |
| PHOTRONICS INCnote 3.250% 4/0 | $829,000 | -3.2% | 800,000 | 0.0% | 0.07% | -5.6% | ||
| INTC | Sell | INTEL CORP | $809,000 | +11.6% | 15,491 | -1.3% | 0.07% | +10.0% |
| EEMV | Sell | ISHARES INCmin vol emrg mkt | $799,000 | +0.8% | 12,825 | -1.9% | 0.06% | -1.5% |
| HD | Sell | HOME DEPOT INC | $778,000 | -7.3% | 4,364 | -1.4% | 0.06% | -10.0% |
| Sell | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $730,000 | -3.2% | 718,000 | -1.8% | 0.06% | -6.3% | |
| SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $709,000 | -2.1% | 699,000 | 0.0% | 0.06% | -3.3% | ||
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $700,000 | -7.4% | 7,273 | -1.6% | 0.06% | -9.5% |
| FINISAR CORPnote 0.500%12/1 | $684,000 | -1.9% | 695,000 | 0.0% | 0.06% | -3.4% | ||
| DTV | Buy | DTE ENERGY COunit 99/99/9999 | $651,000 | -3.1% | 12,530 | +1.4% | 0.05% | -5.4% |
| PG | Sell | PROCTER AND GAMBLE CO | $654,000 | -15.2% | 8,245 | -1.6% | 0.05% | -17.2% |
| New | EVERBRIDGE INCnote 1.500%11/0 | $643,000 | – | 511,000 | +100.0% | 0.05% | – | |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $646,000 | -11.4% | 13,542 | -1.5% | 0.05% | -14.8% |
| Sell | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $626,000 | -84.7% | 543,000 | -82.1% | 0.05% | -85.0% | |
| DBJP | Sell | DBX ETF TRxtrack msci japn | $612,000 | -5.7% | 14,409 | -2.0% | 0.05% | -7.4% |
| CSCO | Sell | CISCO SYS INC | $602,000 | +9.7% | 14,041 | -1.8% | 0.05% | +6.5% |
| XOM | Sell | EXXON MOBIL CORP | $589,000 | -12.2% | 7,901 | -1.9% | 0.05% | -14.3% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $570,000 | +13.8% | 3,260 | -1.5% | 0.05% | +9.5% |
| T | Sell | AT&T INC | $557,000 | -9.6% | 15,607 | -1.5% | 0.04% | -11.8% |
| BRISTOW GROUP INCnote 4.500% 6/0 | $552,000 | 0.0% | 500,000 | 0.0% | 0.04% | -2.2% | ||
| STI | Sell | SUNTRUST BKS INC | $542,000 | +4.0% | 7,939 | -1.5% | 0.04% | +2.3% |
| KO | Sell | COCA COLA CO | $547,000 | -6.8% | 12,649 | -1.6% | 0.04% | -10.2% |
| RTN | Sell | RAYTHEON CO | $528,000 | +12.1% | 2,459 | -1.6% | 0.04% | +10.3% |
| EPRPRC | EPR PPTYSpfd c cnv 5.75% | $535,000 | -8.5% | 21,992 | 0.0% | 0.04% | -12.2% | |
| EFA | ISHARES TRmsci eafe etf | $529,000 | -0.8% | 7,590 | 0.0% | 0.04% | -2.3% | |
| FDX | Sell | FEDEX CORP | $525,000 | -5.1% | 2,188 | -1.4% | 0.04% | -6.5% |
| BKLN | Sell | POWERSHARES ETF TRUST IIsenior ln port | $506,000 | -0.4% | 21,906 | -0.7% | 0.04% | -2.4% |
| ARBOR RLTY TR INCnote 5.375%11/1 | $510,000 | +0.2% | 500,000 | 0.0% | 0.04% | -2.4% | ||
| WFC | Sell | WELLS FARGO CO NEW | $497,000 | -14.6% | 9,461 | -1.5% | 0.04% | -18.4% |
| BA | Sell | BOEING CO | $495,000 | +9.8% | 1,502 | -1.4% | 0.04% | +5.3% |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $497,000 | -0.4% | 500,000 | 0.0% | 0.04% | -4.8% | ||
| ORCL | Sell | ORACLE CORP | $483,000 | -5.1% | 10,572 | -1.4% | 0.04% | -7.1% |
| Buy | AIR LEASE CORPnote 3.875%12/0 | $481,000 | +29.3% | 323,000 | +45.5% | 0.04% | +25.8% | |
| Sell | INPHI CORPnote 1.125%12/0 | $482,000 | -14.1% | 461,000 | -5.1% | 0.04% | -17.0% | |
| LRCX | Sell | LAM RESEARCH CORP | $462,000 | +8.2% | 2,276 | -1.7% | 0.04% | +5.6% |
| PEP | Sell | PEPSICO INC | $462,000 | -10.5% | 4,228 | -1.4% | 0.04% | -11.6% |
| OASIS PETE INC NEWnote 2.625% 9/1 | $451,000 | -4.2% | 441,000 | 0.0% | 0.04% | -5.1% | ||
| GD | Sell | GENERAL DYNAMICS CORP | $450,000 | +7.1% | 2,034 | -1.4% | 0.04% | +5.7% |
| UNP | Sell | UNION PAC CORP | $456,000 | -1.1% | 3,400 | -1.4% | 0.04% | -2.6% |
| CVX | Sell | CHEVRON CORP NEW | $453,000 | -10.8% | 3,974 | -1.9% | 0.04% | -11.9% |
| V | Sell | VISA INC | $448,000 | +3.5% | 3,749 | -1.3% | 0.04% | 0.0% |
| MO | Sell | ALTRIA GROUP INC | $449,000 | -14.1% | 7,221 | -1.5% | 0.04% | -18.2% |
| KEY | Sell | KEYCORP NEW | $432,000 | -4.6% | 22,123 | -1.6% | 0.04% | -7.9% |
| AMGN | Sell | AMGEN INC | $424,000 | -4.1% | 2,497 | -1.9% | 0.03% | -8.1% |
| HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $405,000 | -6.0% | 431,000 | 0.0% | 0.03% | -8.3% | ||
| CELG | Sell | CELGENE CORP | $397,000 | -21.1% | 4,437 | -7.8% | 0.03% | -23.8% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $390,000 | +1.8% | 5,368 | -1.4% | 0.03% | 0.0% |
| ABT | Sell | ABBOTT LABS | $386,000 | +2.7% | 6,441 | -1.6% | 0.03% | 0.0% |
| TXN | Sell | TEXAS INSTRS INC | $384,000 | -1.5% | 3,685 | -1.5% | 0.03% | -6.1% |
| ABBV | Sell | ABBVIE INC | $367,000 | -3.4% | 3,880 | -1.5% | 0.03% | -6.2% |
| MRK | Sell | MERCK & CO INC | $368,000 | -4.4% | 6,739 | -1.5% | 0.03% | -6.2% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $368,000 | +6.7% | 1,787 | -1.5% | 0.03% | +3.4% |
| DAL | Sell | DELTA AIR LINES INC DEL | $355,000 | -4.1% | 6,498 | -1.4% | 0.03% | -6.5% |
| NVDA | Sell | NVIDIA CORP | $347,000 | +18.0% | 1,498 | -1.4% | 0.03% | +12.0% |
| MCD | Sell | MCDONALDS CORP | $340,000 | -10.8% | 2,173 | -1.8% | 0.03% | -12.5% |
| AET | Sell | AETNA INC NEW | $347,000 | -7.5% | 2,048 | -1.6% | 0.03% | -9.7% |
| MMM | Sell | 3M CO | $337,000 | -7.9% | 1,530 | -1.4% | 0.03% | -12.9% |
| COP | Sell | CONOCOPHILLIPS | $328,000 | +5.8% | 5,526 | -1.8% | 0.03% | +3.8% |
| MDT | Sell | MEDTRONIC PLC | $317,000 | -2.8% | 3,952 | -1.4% | 0.03% | -3.7% |
| MET | Sell | METLIFE INC | $318,000 | -10.4% | 6,913 | -1.4% | 0.03% | -13.3% |
| HON | Sell | HONEYWELL INTL INC | $317,000 | -7.6% | 2,192 | -1.6% | 0.03% | -10.3% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $313,000 | -15.2% | 9,129 | -1.4% | 0.02% | -19.4% |
| DIS | Sell | DISNEY WALT CO | $301,000 | -8.0% | 2,989 | -1.5% | 0.02% | -11.1% |
| COST | Sell | COSTCO WHSL CORP NEW | $297,000 | -0.7% | 1,584 | -1.7% | 0.02% | -4.0% |
| WMT | Sell | WALMART INC | $281,000 | -11.9% | 3,167 | -1.8% | 0.02% | -14.8% |
| GILD | Sell | GILEAD SCIENCES INC | $283,000 | +3.3% | 3,753 | -1.6% | 0.02% | 0.0% |
| ITB | Sell | ISHARES TRus home cons etf | $278,000 | -10.9% | 7,063 | -1.5% | 0.02% | -11.5% |
| TJX | Sell | TJX COS INC NEW | $284,000 | +4.0% | 3,504 | -1.7% | 0.02% | 0.0% |
| BKNG | New | BOOKING HLDGS INC | $288,000 | – | 139 | +100.0% | 0.02% | – |
| ARCC | Sell | ARES CAP CORP | $273,000 | -4.9% | 17,236 | -5.5% | 0.02% | -8.3% |
| PM | Sell | PHILIP MORRIS INTL INC | $265,000 | -7.3% | 2,663 | -1.8% | 0.02% | -8.3% |
| LMT | Sell | LOCKHEED MARTIN CORP | $267,000 | +4.3% | 790 | -1.5% | 0.02% | +4.8% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $275,000 | -3.5% | 2,189 | -1.7% | 0.02% | -8.3% |
| PNC | New | PNC FINL SVCS GROUP INC | $260,000 | – | 1,728 | +100.0% | 0.02% | – |
| GE | Sell | GENERAL ELECTRIC CO | $260,000 | -24.0% | 19,259 | -1.5% | 0.02% | -27.6% |
| AVGO | New | BROADCOM LTD | $256,000 | – | 1,092 | +100.0% | 0.02% | – |
| TWX | Sell | TIME WARNER INC | $255,000 | +2.4% | 2,685 | -1.4% | 0.02% | 0.0% |
| IYE | ISHARES TRu.s. energy etf | $242,000 | -6.9% | 6,550 | 0.0% | 0.02% | -9.1% | |
| FTSM | Sell | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $245,000 | -52.8% | 4,090 | -52.7% | 0.02% | -53.5% |
| LOW | Sell | LOWES COS INC | $245,000 | -5.8% | 2,766 | -1.4% | 0.02% | -9.1% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $248,000 | +9.3% | 4,496 | -1.6% | 0.02% | +5.3% |
| GS | New | GOLDMAN SACHS GROUP INC | $248,000 | – | 983 | +100.0% | 0.02% | – |
| IVZ | Sell | INVESCO LTD | $251,000 | -14.0% | 7,794 | -1.7% | 0.02% | -16.7% |
| SLB | Sell | SCHLUMBERGER LTD | $245,000 | -4.7% | 3,785 | -1.7% | 0.02% | -4.8% |
| NKE | Sell | NIKE INCcl b | $249,000 | +2.9% | 3,779 | -1.8% | 0.02% | 0.0% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $236,000 | -6.7% | 1,496 | -1.3% | 0.02% | -9.5% |
| ALZA CORPsdcv 7/2 | $239,000 | -7.4% | 135,000 | 0.0% | 0.02% | -13.6% | ||
| USB | Sell | US BANCORP DEL | $230,000 | -7.3% | 4,518 | -1.4% | 0.02% | -9.5% |
| AGN | Sell | ALLERGAN PLC | $235,000 | +1.7% | 1,386 | -1.6% | 0.02% | 0.0% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $228,000 | -3.4% | 5,117 | -1.6% | 0.02% | -5.0% |
| ACN | Sell | ACCENTURE PLC IRELAND | $230,000 | -1.3% | 1,496 | -1.4% | 0.02% | 0.0% |
| DWDP | Sell | DOWDUPONT INC | $240,000 | -11.8% | 3,757 | -1.7% | 0.02% | -17.4% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $216,000 | +1.9% | 3,382 | -1.6% | 0.02% | 0.0% |
| PXD | Sell | PIONEER NAT RES CO | $227,000 | -1.7% | 1,323 | -1.5% | 0.02% | -5.3% |
| ON | Sell | ON SEMICONDUCTOR CORP | $222,000 | -31.7% | 8,991 | -42.1% | 0.02% | -33.3% |
| MU | New | MICRON TECHNOLOGY INC | $219,000 | – | 4,143 | +100.0% | 0.02% | – |
| ADBE | New | ADOBE SYS INC | $227,000 | – | 1,042 | +100.0% | 0.02% | – |
| ETN | Sell | EATON CORP PLC | $217,000 | -0.5% | 2,706 | -1.6% | 0.02% | 0.0% |
| DFS | Sell | DISCOVER FINL SVCS | $227,000 | -7.3% | 3,126 | -1.7% | 0.02% | -10.0% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $218,000 | +2.8% | 6,225 | -1.4% | 0.02% | 0.0% |
| PKI | Sell | PERKINELMER INC | $213,000 | +1.9% | 2,809 | -1.4% | 0.02% | 0.0% |
| BIIB | Sell | BIOGEN INC | $206,000 | -15.9% | 752 | -1.7% | 0.02% | -15.0% |
| CRM | New | SALESFORCE COM INC | $206,000 | – | 1,783 | +100.0% | 0.02% | – |
| EOG | Sell | EOG RES INC | $210,000 | -4.1% | 2,008 | -1.4% | 0.02% | -5.6% |
| IEFA | Sell | ISHARES TRcore msci eafe | $203,000 | -89.9% | 3,082 | -89.9% | 0.02% | -90.5% |
| IP | Sell | INTL PAPER CO | $201,000 | -8.6% | 3,763 | -1.5% | 0.02% | -11.1% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $203,000 | 0.0% | 1,255 | -1.5% | 0.02% | -5.9% |
| WELLS FARGO & COmtnf 0.125% 3/1 | $177,000 | 0.0% | 182,000 | 0.0% | 0.01% | -6.7% | ||
| New | MERITOR INCnote 7.875% 3/0 | $115,000 | – | 59,000 | +100.0% | 0.01% | – | |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $116,000 | – | 100,000 | +100.0% | 0.01% | – | |
| AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $71,000 | -1.4% | 70,000 | 0.0% | 0.01% | 0.0% | ||
| Sell | INCYTE CORPnote 0.375%11/1 | $72,000 | -51.7% | 45,000 | -45.1% | 0.01% | -50.0% | |
| STARWOOD PPTY TR INCnote 4.000% 1/1 | $78,000 | -1.3% | 72,000 | 0.0% | 0.01% | -14.3% | ||
| JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $22,000 | -15.4% | 15,000 | 0.0% | 0.00% | 0.0% | ||
| Exit | TESARO INCnote 3.000%10/0 | $0 | – | -14,000 | -100.0% | -0.00% | – | |
| Exit | ARES CAP CORPnote 4.750% 1/1 | $0 | – | -100,000 | -100.0% | -0.01% | – | |
| F | Exit | FORD MTR CO DEL | $0 | – | -12,518 | -100.0% | -0.01% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -39,139 | -100.0% | -0.01% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -2,864 | -100.0% | -0.02% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -1,277 | -100.0% | -0.02% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -5,302 | -100.0% | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -3,505 | -100.0% | -0.02% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -3,860 | -100.0% | -0.02% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -1,026 | -100.0% | -0.02% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -141 | -100.0% | -0.02% | – |
| Exit | HORIZON GLOBAL CORPnote 2.750% 7/0 | $0 | – | -424,000 | -100.0% | -0.03% | – | |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -379,000 | -100.0% | -0.03% | – | |
| Exit | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $0 | – | -800,000 | -100.0% | -0.04% | – | |
| IWS | Exit | ISHARES TRrus mdcp val etf | $0 | – | -4,866 | -100.0% | -0.04% | – |
| Exit | BLACKHAWK NETWORK HLDGS INCnote 1.500% 1/1 | $0 | – | -771,000 | -100.0% | -0.06% | – | |
| SWNC | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -75,000 | -100.0% | -0.08% | – |
| Exit | CTRIP COM INTL LTDnote 1.250% 9/1 | $0 | – | -1,879,000 | -100.0% | -0.16% | – | |
| KMIPRA | Exit | KINDER MORGAN INC DELpfd ser a | $0 | – | -62,295 | -100.0% | -0.20% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $0 | – | -2,650,000 | -100.0% | -0.22% | – | |
| HBANP | Exit | HUNTINGTON BANCSHARES INCpfd conv ser a | $0 | – | -2,101 | -100.0% | -0.25% | – |
| Exit | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $0 | – | -2,156,000 | -100.0% | -0.27% | – | |
| DCUD | Exit | DOMINION ENERGY INCunit 08/15/2019 | $0 | – | -97,815 | -100.0% | -0.42% | – |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -5,294,000 | -100.0% | -0.47% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -21,361 | -100.0% | -0.48% | – |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -4,253,000 | -100.0% | -0.49% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -7,025,000 | -100.0% | -0.59% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -4,709,000 | -100.0% | -0.60% | – | |
| AMTPRB | Exit | AMERICAN TOWER CORP NEWdep pfd conv se | $0 | – | -59,776 | -100.0% | -0.63% | – |
| WELLPRI | Exit | WELLTOWER INC6.50% pfd prepet | $0 | – | -146,410 | -100.0% | -0.73% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -5,771,000 | -100.0% | -0.88% | – | |
| AGNPRA | Exit | ALLERGAN PLC5.5% cnv pfd a | $0 | – | -19,733 | -100.0% | -0.97% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-05-14
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.