SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
iShares S&P; 500 Index (IVV) 4.07 211362 +18.00% 217.56 205.96
iShares iBoxx $ High Yid Corp Bond (HYG) 3.55 460000 87.26 90.34
Intel Corp. Jr. Sub. Cv. Deb. conv 3.01 18.58M -10.00% 1.83 0.00
Allergan Plc pfd conv ser a 2.38 32797 820.68 0.00
Priceline Grp Inc note 0.350% 6/1 2.33 20.53M 1.28 0.00
Wells Fargo & Company Non-cum Perpet cnv 2.04 17608 -3.00% 1308.61 0.00
Bank Of America Corporation preferred 1.63 15097 -9.00% 1220.84 0.00
Nvidia Corp note 1.000 12/0 1.49 4.96M -18.00% 3.40 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.47 5.95M NEW 2.79 0.00
Priceline.com debt 1.000% 3/1 1.41 10.11M +10.00% 1.58 0.00
SPDR S&P; 500 ETF (SPY) 1.35 70278 +29.00% 216.27 205.25
iShares Lehman Aggregate Bond (AGG) 1.34 135106 112.42 110.29
Frontier Communications Corp pfd conv ser-a 1.29 174422 83.76 0.00
Holx 2 12/15/43 1.21 11.15M -2.00% 1.23 0.00
Citrix Systems Inc conv 1.20 11.97M -3.00% 1.13 0.00
Spirit Realty Capital Inc convertible cor 1.13 11.57M +47.00% 1.10 0.00
Lam Research Corp conv 1.12 7.99M NEW 1.59 0.00
Red Hat Inc conv 1.09 9.74M -11.00% 1.27 0.00
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.98 351115 +57.00% 31.69 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 0.96 10.48M -2.00% 1.04 0.00
Old Republic Intl Corp note 0.91 8.53M -18.00% 1.20 0.00
Microchip Technology Inc note 1.625% 2/1 0.90 7.98M +18.00% 1.28 0.00
Anthem Inc conv pfd 0.87 227407 +12.00% 43.47 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.84 8.77M 1.08 0.00
Cemex Sab De Cv conv bnd 0.82 8.22M +54.00% 1.12 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.81 4.88M -2.00% 1.88 0.00
American Tower Corp New Pfd Co pfd 0.77 78684 110.52 0.00
Wpx Energy Inc pfd 0.76 139870 -18.00% 61.39 0.00
Wright Med Group Inc note 2.000% 2/1 0.76 7.99M +14.00% 1.07 0.00
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.75 170295 -3.00% 49.92 0.00
Cheniere Energy Inc note 4.250% 3/1 0.72 12.97M 0.63 0.00
Ishares Tr fltg rate nt 0.70 155431 +50.00% 50.76 0.00
Intel Corp sdcv 0.67 5.47M +78.00% 1.38 0.00
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.65 6.56M +17.00% 1.12 0.00
Newmont Mining Corp Cvt cv bnd 0.64 6.65M +11.00% 1.09 0.00
Verisign Inc sdcv 3.250% 8/1 0.63 3.12M -25.00% 2.29 0.00
Starwood Property Trust note 0.62 6.34M +51.00% 1.10 0.00
Tesla Motors Inc bond 0.61 7.62M -25.00% 0.90 0.00
Rpm International Inc convertible cor 0.59 5.54M -2.00% 1.20 0.00
Pennymac Corp conv 0.59 6.97M 0.96 0.00
Salesforce.com Inc conv 0.58 5.49M -27.00% 1.20 0.00
Welltower Inc 6.50% pfd prepet 0.58 97866 66.54 0.00
Nextera Energy Inc unit 08/31/2018 0.58 110070 NEW 59.19 0.00
iShares Russell 1000 Value Index (IWD) 0.57 60761 105.66 101.93
Wabash National Corp 3.375 '18 conv 0.57 4.82M 1.34 0.00
Wellpoint Inc Note cb 0.57 3.66M -3.00% 1.75 0.00
Webmd Health Conv Sr Notes conv 0.56 6.06M -27.00% 1.04 0.00
Seacor Holding Inc note 3.000 11/1 0.55 7.66M 0.81 0.00
Macquarie Infrastructure conv 0.54 5.21M +120.00% 1.17 0.00
Endologix, Inc. 3.25% 11/01/2020 0.54 4.63M 1.32 0.00
T Mobile Us Inc conv pfd ser a 0.53 76490 78.04 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 0.53 4.79M -28.00% 1.26 0.00
Keycorp New pfd 7.75% sr a 0.52 43304 -2.00% 135.99 0.00
Dycom Inds Inc Note 0.750% 9/1 bond 0.52 5.34M NEW 1.09 0.00
On Semiconductor Corp note 2.625%12/1 0.51 4.82M 1.19 0.00
Ttm Technologies Inc conv 0.51 4.37M 1.32 0.00
National Health Invs Inc note 0.51 5.08M -2.00% 1.14 0.00
Envestnet Inc note 1.750%12/1 0.51 6.08M 0.95 0.00
Quidel Corp note 3.250%12/1 0.51 5.80M 1.00 0.00
Micron Technology Inc note 2.125% 2/1 0.50 3.22M +62.00% 1.76 0.00
Tyson Foods Inc cnv pfd 0.50 68575 81.94 0.00
Interdigital Inc 1.5% 3/1/20 convertible bond 0.50 4.63M +56.00% 1.22 0.00
Rait Financial Trust note 4.000%10/0 0.49 6.11M 0.91 0.00
Molina Healthcare Inc conv 0.49 4.70M -3.00% 1.18 0.00
51job Inc note 3.250% 4/1 0.49 5.25M 1.06 0.00
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.49 4.70M +4.00% 1.19 0.00
Pra Group Inc conv 0.47 5.85M 0.90 0.00
First Trust Large Cap Core Alp Fnd (FEX) 0.46 111002 46.74 45.69
Huron Consulting Group I 1.25% cvbond 0.45 5.00M +13.00% 1.01 0.00
Nxp Semiconductors N V dbcv 1.000% 12/0 0.45 4.27M +22.00% 1.19 0.00
Rwt 4 5/8 04/15/18 0.44 4.93M -16.00% 1.00 0.00
Nuvasive Inc. conv 0.43 3.02M -10.00% 1.61 0.00
1,375% Liberty Media 15.10.2023 note 0.43 4.64M 1.04 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.43 4.79M +18.00% 1.01 0.00
Echo Global Logistics Inc note 2.500% 5/0 0.43 5.13M +18.00% 0.94 0.00
J2 Global Inc note 3.250% 6/1 0.42 4.05M 1.16 0.00
Blucora Inc note 4.250% 4/0 0.42 5.00M 0.95 0.00
Electronics For Imaging Inc note 0.750% 9/0 0.42 4.25M -35.00% 1.11 0.00
B2gold Corp conv 0.40 4.40M 1.02 0.00
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.40 89915 49.95 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.39 4.26M 1.03 0.00
Servicenow Inc. note 0.38 3.48M 1.22 0.00
Herbalife Ltd conv 0.38 4.34M +46.00% 0.99 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.37 1.60M 2.59 0.00
Liberty Media Corp deb 3.500% 1/1 0.37 7.95M +33.00% 0.52 0.00
Forestar Group Inc note 0.37 4.51M 0.94 0.00
Meritor Inc conv 0.37 3.00M 1.38 0.00
Cepheid conv 0.37 4.00M -20.00% 1.04 0.00
Illumina Inc conv 0.37 3.82M +6.00% 1.09 0.00
Jazz Investments I Ltd. conv 0.37 4.09M -18.00% 1.01 0.00
75508b 20 3 Rayonier Advanced Matls Inc Pfd Cv Ser A rayonier advanced matls 0.37 40000 NEW 104.18 0.00
Proofpoint Inc note 1.250%12/1 0.36 2.13M 1.93 0.00
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.36 3.77M +25.00% 1.08 0.00
iShares Dow Jones US Technology (IYW) 0.35 33371 -16.00% 118.94 104.97
Mentor Graphics 4% 2031 conv 0.35 2.98M +17441.00% 1.34 0.00
Cornerstone Ondemand Inc conv 0.35 3.58M 1.09 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.35 3.36M 1.18 0.00
Trinity Inds Inc note 3.875% 6/0 0.34 3.22M NEW 1.19 0.00
Chart Industries 2% conv 0.34 3.87M 0.98 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.34 3.62M 1.05 0.00
Meritage Homes Corp conv 0.33 3.72M 1.00 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.33 12496 -3.00% 299.46 0.00
Integra Lifesciences Holdings conv bnd 0.32 2.29M -37.00% 1.56 0.00
Rti Intl Metals Inc note 1.625%10/1 0.32 3.41M 1.07 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.32 77005 46.70 0.00
Shutterfly Inc note 0.250% 5/1 0.32 3.67M NEW 0.98 0.00
Emergent Biosolutions Inc conv 0.32 3.00M 1.22 0.00
Encore Capital Group Inc note 0.32 4.83M 0.76 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.31 2.84M +37.00% 1.25 0.00
Yandex N V debt 1.125%12/1 0.31 3.70M 0.95 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.30 5.02M 0.67 0.00
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.30 25013 -22.00% 137.61 126.45
Ishares Msci Usa Quality Facto invalid 0.30 50219 +2.00% 67.50 0.00
Take-two Interactive Softwar note 1.000% 7/0 0.29 1.55M 2.10 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.29 3.25M 1.00 0.00
American Rlty Cap Pptys Inc note 3.750%12/1 0.29 3.20M NEW 1.02 0.00
Insulet Corp note 2.000% 6/1 0.29 2.98M 1.09 0.00
Allscripts Healthcare So conv 0.29 3.21M 1.02 0.00
Workday Inc conv 0.29 2.68M NEW 1.23 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.29 28817 -58.00% 112.95 0.00
Tcp Cap Corp note 5.250%12/1 0.29 3.13M 1.04 0.00
Alza Corp sdcv 7/2 0.28 1.93M 1.62 0.00
Spectrum Pharmaceuticals Inc conv 0.28 3.50M -27.00% 0.89 0.00
Medidata Solutions Inc conv 0.27 2.63M NEW 1.17 0.00
Monster Worldwide Inc note 3.500%10/1 0.27 3.10M +3.00% 1.00 0.00
Proofpoint Inc dbcv 0.750% 6/1 0.27 2.63M NEW 1.16 0.00
Tesla Motors Inc bond 0.26 3.50M -43.00% 0.85 0.00
Fiat Chrysler Auto 0.26 46286 -30.00% 63.86 0.00
Linkedin Corp note 0.500% 11/0 0.26 3.00M 0.99 0.00
Black Hills Corp unit 99/99/9999 0.26 43370 68.78 0.00
Alcoa Inc cnv pfd 0.25 87020 32.77 0.00
Encore Cap Group Inc note 3.000% 7/0 0.25 3.38M 0.83 0.00
Servicesource Intl 0.25 3.00M -32.00% 0.96 0.00
Rovi Corp Note 0.500% 3/0 bond 0.25 2.82M 1.00 0.00
Impax Laboratories Inc conv 0.25 3.25M NEW 0.88 0.00
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.25 2.59M NEW 1.09 0.00
Huntington Bancshares Inc pfd conv ser a 0.24 1885 -3.00% 1435.01 0.00
Alexandria Real Estate Equitie conv prf 0.24 75000 35.59 0.00
Acorda Therap note 1.75% 6/15 0.24 3.25M -35.00% 0.82 0.00
Incyte Corp note 0.375%11/1 0.24 1.44M 1.90 0.00
Webmd Health Corp 1.5% cnvrtbnd 0.24 2.40M NEW 1.15 0.00
Enernoc, Inc. conv 0.24 3.75M 0.72 0.00
Medicines Company conv 0.24 2.07M +21.00% 1.29 0.00
First Trust IPOX-100 Index Fund (FPX) 0.23 47602 54.22 51.59
Broadsoft Inc. 1.5% 07/01/2018 conv 0.23 2.11M 1.23 0.00
Stillwater Mng Co note 1.750%10/1 0.23 2.12M 1.20 0.00
Yahoo Inc note 12/0 0.23 2.50M 1.02 0.00
Teligent Inc note 3.750 12/1 0.23 2.75M 0.96 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.22 2.41M -48.00% 1.02 0.00
Stanley Black & Decker Inc Uni pfd 0.22 19889 -25.00% 126.00 0.00
Resource Capital Corporation note 8.000 1/1 added 0.22 2.53M 0.99 0.00
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.22 2.67M -32.00% 0.93 0.00
Ent 2 3/4 2/15/35 convertible bond 0.22 3.10M +3.00% 0.82 0.00
Fireeye Series A convertible security 0.22 2.70M -48.00% 0.92 0.00
iShares NASDAQ Biotechnology Index (IBB) 0.21 8263 289.60 341.41
Helix Energy Solutions note 0.21 2.50M 0.94 0.00
Anadarko Petroleum Corp conv pfd 0.21 56245 41.62 0.00
Palo Alto Networks Inc note 7/0 0.21 1.55M 1.53 0.00
Airtran Hldgs Inc note 5.250%11/0 0.20 820000 -13.00% 2.74 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.20 1.98M 1.12 0.00
Canadian Solar Inc note 4.250% 2/1 0.20 2.46M -16.00% 0.90 0.00
Interactive Intelligence Gro Note 1.250% 6/0 bond 0.20 2.00M -56.00% 1.15 0.00
Liberty Interactive Llc Deb 1.750% 9/3 bond 0.19 2.00M NEW 1.06 0.00
Teva Pharm Finance Llc Cvt cv bnd 0.18 1.66M 1.19 0.00
Cardtronics Inc note 1.000%12/0 0.18 1.98M 1.05 0.00
Mercadolibre Inc note 2.250% 7/0 0.18 1.31M -52.00% 1.56 0.00
Brocade Communications conv 0.18 2.03M 0.99 0.00
Apple (AAPL) 0.17 16537 -2.00% 113.08 123.28
Fluidigm Corporation convertible cor 0.17 3.07M 0.61 0.00
Navistar Intl Corp conv 0.17 2.00M NEW 0.94 0.00
Stericycle, Inc. pfd cv 0.17 30000 -46.00% 65.83 0.00
Twitter Inc note 1.000% 9/1 0.17 2.00M -27.00% 0.95 0.00
Fidelity National Finance conv 0.16 878000 2.06 0.00
Arcc 4 7/8 03/15/17 0.16 1.79M -10.00% 1.01 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.16 1.80M 0.98 0.00
Alphabet Inc Class A cs 0.16 2190 804.11 0.00
Teleflex Inc note 3.875% 8/0 0.15 629000 2.73 0.00
Danaher Corp Del debt 0.14 522000 3.00 0.00
Utilities SPDR (XLU) 0.14 33147 48.90 43.18
iShares Russell Midcap Value Index (IWS) 0.13 18837 76.87 73.47
iShares Dow Jones US Real Estate (IYR) 0.12 17435 +8.00% 80.81 76.66
Laboratory Corp Amer Hldgs debt 0.11 672000 1.84 0.00
Microsoft Corporation (MSFT) 0.10 19957 57.47 42.00
Kimberly-Clark Corporation (KMB) 0.10 8685 126.19 103.80
Royal Gold Inc conv 0.10 1.06M -6.00% 1.12 0.00
SPDR Gold Trust (GLD) 0.09 8491 NEW 125.43 110.56
JPMorgan Chase & Co. (JPM) 0.08 13891 -32.00% 66.59 60.16
Johnson & Johnson (JNJ) 0.08 8103 118.10 98.55
Citi 0.08 20281 47.29 0.00
Facebook Inc cl a 0.08 7000 128.00 0.00
Spirit Rlty Cap Inc New Note cb 0.08 759000 NEW 1.13 0.00
Nuance Communications 0.08 919000 -38.00% 0.94 0.00
Exxon Mobil Corporation (XOM) 0.07 8601 87.43 84.57
Pfizer (PFE) 0.07 24718 33.82 33.78
General Electric Company (GE) 0.07 26379 29.68 25.35
Procter & Gamble Company (PG) 0.07 8592 89.85 81.31
Amazon (AMZN) 0.07 933 838.16 372.62
Loews Corporation (L) 0.06 16540 41.17 39.42
Berkshire Hathaway (BRK.B) 0.06 4624 144.46 0.00
AT&T; (T) 0.06 16723 40.72 32.70
Vipshop Holdings Ltd - Ads bond 0.06 668000 NEW 1.07 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.06 656000 1.03 0.00
Coca-Cola Company (KO) 0.05 13252 42.41 40.22
Home Depot (HD) 0.05 4636 128.56 113.11
Wells Fargo & Company (WFC) 0.05 13504 44.14 53.90
Verizon Communications (VZ) 0.05 11635 52.00 48.01
UnitedHealth (UNH) 0.05 4320 140.28 113.33
iShares Dow Jones US Basic Mater. (IYM) 0.05 6978 NEW 78.82 82.91
Ramco-gershenson Pptys Tr perp pfd-d cv 0.05 8169 67.94 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.05 631000 0.86 0.00
Consolidated Tomoka Ld Co note 4.500% 3/1 0.05 525000 +110.00% 0.98 0.00
Bank of America Corporation (BAC) 0.04 32014 -30.00% 15.65 15.95
FedEx Corporation (FDX) 0.04 2325 174.19 170.82
Chevron Corporation (CVX) 0.04 4450 102.70 102.86
Cisco Systems (CSCO) 0.04 14680 31.68 28.51
Intel Corporation (INTC) 0.04 12192 37.89 32.76
Altria (MO) 0.04 7500 63.60 52.47
Amgen (AMGN) 0.04 2609 167.88 153.92
Merck & Co (MRK) 0.04 7009 62.06 56.20
Pepsi (PEP) 0.04 4511 108.85 93.96
Oracle Corporation (ORCL) 0.04 11760 39.20 41.62
Celgene Corporation (CELG) 0.04 4612 104.51 118.26
Ishares Inc em mkt min vol 0.04 8153 NEW 54.09 0.00
Cien 4 12/15/20 0.04 333000 -2.00% 1.33 0.00
First Trust Iv Enhanced Short 0.04 7987 +70.00% 60.10 0.00
Priceline Group Inc/the conv 0.04 436000 -21.00% 1.08 0.00
Comcast Corporation (CMCSA) 0.03 4829 66.89 58.60
MasterCard Incorporated (MA) 0.03 3449 102.06 87.52
Suntrust Banks Inc $1.00 Par Cmn 0.03 8254 43.86 0.00
Abbott Laboratories (ABT) 0.03 6909 42.26 46.40
Walt Disney Company (DIS) 0.03 3107 92.37 103.60
3M Company (MMM) 0.03 1623 177.45 162.72
Union Pacific Corporation (UNP) 0.03 3613 97.70 114.86
Raytheon Company (RTN) 0.03 2565 136.45 106.21
Thermo Fisher Scientific (TMO) 0.03 1855 159.57 127.98
McKesson Corporation (MCK) 0.03 1982 168.01 221.98
Schlumberger (SLB) 0.03 3973 79.03 81.67
Gilead Sciences (GILD) 0.03 3911 79.01 99.53
General Dynamics Corporation (GD) 0.03 2152 155.20 133.60
Lowe's Companies (LOW) 0.03 5249 72.20 73.15
Visa (V) 0.03 4110 83.21 266.74
MetLife (MET) 0.03 7313 44.44 50.75
General Motors Company (GM) 0.03 9072 31.75 37.89
Intercontinentalexchange 0.03 1137 269.13 0.00
Medtronic 0.03 4175 86.95 0.00
Allergan 0.03 1480 230.41 0.00
Time Warner (TWX) 0.02 2839 79.96 83.25
Costco Wholesale Corporation (COST) 0.02 1656 150.36 148.30
McDonald's Corporation (MCD) 0.02 2267 115.13 96.21
Wal-Mart Stores (WMT) 0.02 3405 71.95 81.06
CBS Corporation (CBS) 0.02 3948 53.95 59.57
Boeing Company (BA) 0.02 1594 133.00 152.38
Electronic Arts (ERTS) 0.02 2624 85.75 0.00
E.I. du Pont de Nemours & Company (DD) 0.02 3068 67.14 79.13
CVS Caremark Corporation (CVS) 0.02 3042 89.09 101.90
Kroger (KR) 0.02 6762 29.58 74.09
Aetna (AET) 0.02 2132 114.92 100.76
Yum! Brands (YUM) 0.02 2223 NEW 90.42 77.05
Allstate Corporation (ALL) 0.02 3125 69.12 68.72
ConocoPhillips (COP) 0.02 5774 43.30 61.42
General Mills (GIS) 0.02 3592 63.75 51.55
Honeywell International (HON) 0.02 2280 116.67 100.92
NIKE (NKE) 0.02 3946 52.46 96.37
Philip Morris International (PM) 0.02 2780 96.76 77.69
Texas Instruments Incorporated (TXN) 0.02 3834 70.42 57.48
United Technologies Corporation (UTX) 0.02 2284 101.14 118.52
QUALCOMM (QCOM) 0.02 3916 68.44 71.27
Biogen Idec (BIIB) 0.02 782 NEW 314.58 415.20
TJX Companies (TJX) 0.02 3652 74.75 67.66
EOG Resources (EOG) 0.02 2079 NEW 96.20 86.44
priceline.com Incorporated (PCLN) 0.02 144 NEW 1444.44 1190.00
Delta Air Lines (DAL) 0.02 6866 39.18 44.19
ON Semiconductor (ONNN) 0.02 15858 12.23 12.68
Invesco Ltd shs 0.02 8135 31.47 0.00
Key (KEY) 0.02 23019 12.16 14.07
Lam Research Corporation (LRCX) 0.02 2372 94.01 78.20
EQT Corporation (EQT) 0.02 3782 NEW 72.71 75.80
Nxp Semiconductors N V 0.02 2198 NEW 102.37 0.00
iShares Dow Jones US Energy Sector (IYE) 0.02 6550 38.93 42.41
Db-x Msci Japan Etf equity 0.02 8302 -85.00% 33.00 0.00
Mondelez Int 0.02 5437 43.96 0.00
Abbvie 0.02 4101 62.91 0.00
Wells Fargo & Co mtnf 0.125% 3/1 0.02 190000 -63.00% 0.96 0.00
Xerox Corporation (XRX) 0.01 14532 10.12 12.92
Prospect Capital Corporati mtnf 5.375% 0.01 118000 -30.00% 1.03 0.00
Starwood Ppty note 4.0% 1/15/ 0.01 72000 1.14 0.00
Janus Capital conv 0.01 57000 1.37 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.01 77000 -18.00% 1.21 0.00
Micron Technology Inc note 1.625% 2/1 0.01 35000 +59.00% 1.69 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.01 126000 0.97 0.00
Ares Capital Corp conv 0.01 131000 +31.00% 1.04 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.00 50000 1.02 0.00
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.00 22000 NEW 1.05 0.00