SSI Investment Management

Ssi Investment Management as of Sept. 30, 2016

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 293 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 4.1 $46M 211k 217.56
iShares iBoxx $ High Yid Corp Bond (HYG) 3.5 $40M 460k 87.26
Intel Corp. Jr. Sub. Cv. Deb. conv 3.0 $34M 19M 1.83
Allergan Plc pfd conv ser a 2.4 $27M 33k 820.68
Priceline Grp Inc note 0.350% 6/1 2.3 $26M 21M 1.28
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.0 $23M 18k 1308.61
Bank Of America Corporation preferred (BAC.PL) 1.6 $18M 15k 1220.84
Nvidia Corp note 1.000 12/0 1.5 $17M 5.0M 3.40
Novellus Systems, Inc. note 2.625% 5/1 1.5 $17M 6.0M 2.79
Priceline.com debt 1.000% 3/1 1.4 $16M 10M 1.58
Spdr S&p 500 Etf (SPY) 1.4 $15M 70k 216.27
iShares Lehman Aggregate Bond (AGG) 1.3 $15M 135k 112.42
Frontier Communications Corp pfd conv ser-a 1.3 $15M 174k 83.76
Holx 2 12/15/43 1.2 $14M 11M 1.23
Citrix Systems Inc conv 1.2 $14M 12M 1.13
Spirit Realty Capital Inc convertible cor 1.1 $13M 12M 1.10
Lam Research Corp conv 1.1 $13M 8.0M 1.59
Red Hat Inc conv 1.1 $12M 9.7M 1.27
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.0 $11M 351k 31.69
Illumina Inc. 0.00% June 15, 2019 ccb 1.0 $11M 11M 1.04
Old Republic Intl Corp note 0.9 $10M 8.5M 1.20
Microchip Technology Inc note 1.625% 2/1 0.9 $10M 8.0M 1.28
Anthem Inc conv p 0.9 $9.9M 227k 43.47
Starwood Waypoint Residentl note 3.000% 7/0 0.8 $9.5M 8.8M 1.08
Cemex Sab De Cv conv bnd 0.8 $9.2M 8.2M 1.12
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $9.2M 4.9M 1.88
American Tower Corp New Pfd Co p 0.8 $8.7M 79k 110.52
Wpx Energy Inc p 0.8 $8.6M 140k 61.39
Wright Med Group Inc note 2.000% 2/1 0.8 $8.5M 8.0M 1.07
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.8 $8.5M 170k 49.92
Cheniere Energy Inc note 4.250% 3/1 0.7 $8.2M 13M 0.63
Ishares Tr fltg rate nt (FLOT) 0.7 $7.9M 155k 50.76
Intel Corp sdcv 0.7 $7.5M 5.5M 1.38
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.7 $7.3M 6.6M 1.12
Newmont Mining Corp Cvt cv bnd 0.6 $7.3M 6.7M 1.09
Verisign Inc sdcv 3.250% 8/1 0.6 $7.1M 3.1M 2.29
Starwood Property Trust note 0.6 $7.0M 6.3M 1.10
Tesla Motors Inc bond 0.6 $6.9M 7.6M 0.90
Rpm International Inc convertible cor 0.6 $6.6M 5.5M 1.20
Pennymac Corp conv 0.6 $6.7M 7.0M 0.96
Salesforce.com Inc conv 0.6 $6.6M 5.5M 1.20
Welltower Inc 6.50% pfd prepet 0.6 $6.5M 98k 66.54
Nextera Energy Inc unit 08/31/2018 0.6 $6.5M 110k 59.19
iShares Russell 1000 Value Index (IWD) 0.6 $6.4M 61k 105.66
Wabash National Corp 3.375 '18 conv 0.6 $6.5M 4.8M 1.34
Wellpoint Inc Note cb 0.6 $6.4M 3.7M 1.75
Webmd Health Conv Sr Notes conv 0.6 $6.3M 6.1M 1.04
Seacor Holding Inc note 3.000 11/1 0.6 $6.2M 7.7M 0.81
Macquarie Infrastructure conv 0.5 $6.1M 5.2M 1.17
Endologix, Inc. 3.25% 11/01/2020 0.5 $6.1M 4.6M 1.32
T Mobile Us Inc conv pfd ser a 0.5 $6.0M 77k 78.04
Euronet Worldwide Inc Note 1.500%10/0 0.5 $6.0M 4.8M 1.26
Keycorp New pfd 7.75% sr a 0.5 $5.9M 43k 135.99
Dycom Inds Inc Note 0.750% 9/1 bond 0.5 $5.8M 5.3M 1.09
On Semiconductor Corp note 2.625%12/1 0.5 $5.7M 4.8M 1.19
Ttm Technologies Inc conv 0.5 $5.8M 4.4M 1.32
National Health Invs Inc note 0.5 $5.8M 5.1M 1.14
Envestnet Inc note 1.750%12/1 0.5 $5.8M 6.1M 0.95
Quidel Corp note 3.250%12/1 0.5 $5.8M 5.8M 1.00
Micron Technology Inc note 2.125% 2/1 0.5 $5.7M 3.2M 1.76
Tyson Foods Inc cnv p 0.5 $5.6M 69k 81.94
Interdigital Inc 1.5% 3/1/20 convertible bond 0.5 $5.6M 4.6M 1.22
Rait Financial Trust note 4.000%10/0 0.5 $5.6M 6.1M 0.91
Molina Healthcare Inc conv 0.5 $5.6M 4.7M 1.18
51job Inc note 3.250% 4/1 0.5 $5.6M 5.3M 1.06
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.5 $5.6M 4.7M 1.19
Pra Group Inc conv 0.5 $5.3M 5.9M 0.90
First Trust Large Cap Core Alp Fnd (FEX) 0.5 $5.2M 111k 46.74
Huron Consulting Group I 1.25% cvbond 0.5 $5.1M 5.0M 1.01
Nxp Semiconductors N V dbcv 1.000% 12/0 0.5 $5.1M 4.3M 1.19
Rwt 4 5/8 04/15/18 0.4 $4.9M 4.9M 1.00
Nuvasive Inc. conv 0.4 $4.9M 3.0M 1.61
1,375% Liberty Media 15.10.2023 note 0.4 $4.8M 4.6M 1.04
Wells Fargo & Co mtnf 0.125% 2/2 0.4 $4.8M 4.8M 1.01
Echo Global Logistics Inc note 2.500% 5/0 0.4 $4.8M 5.1M 0.94
J2 Global Inc note 3.250% 6/1 0.4 $4.7M 4.0M 1.16
Blucora Inc note 4.250% 4/0 0.4 $4.8M 5.0M 0.95
Electronics For Imaging Inc note 0.750% 9/0 0.4 $4.7M 4.3M 1.11
B2gold Corp conv 0.4 $4.5M 4.4M 1.02
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.4 $4.5M 90k 49.95
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.4 $4.4M 4.3M 1.03
Servicenow Inc. note 0.4 $4.2M 3.5M 1.22
Herbalife Ltd conv 0.4 $4.3M 4.3M 0.99
Microchip Technology Inc sdcv 2.125%12/1 0.4 $4.1M 1.6M 2.59
Liberty Media Corp deb 3.500% 1/1 0.4 $4.1M 8.0M 0.52
Forestar Group Inc note 0.4 $4.2M 4.5M 0.94
Meritor Inc conv 0.4 $4.1M 3.0M 1.38
Cepheid conv 0.4 $4.2M 4.0M 1.04
Illumina Inc conv 0.4 $4.2M 3.8M 1.09
Jazz Investments I Ltd. conv 0.4 $4.1M 4.1M 1.01
75508b 20 3 Rayonier Advanced Matls Inc Pfd Cv Ser A rayonier advanced matls 0.4 $4.2M 40k 104.18
Proofpoint Inc note 1.250%12/1 0.4 $4.1M 2.1M 1.93
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.4 $4.1M 3.8M 1.08
iShares Dow Jones US Technology (IYW) 0.3 $4.0M 33k 118.94
Mentor Graphics 4% 2031 conv 0.3 $4.0M 3.0M 1.34
Cornerstone Ondemand Inc conv 0.3 $3.9M 3.6M 1.09
Albany Molecular Resh Inc note 2.250%11/1 0.3 $4.0M 3.4M 1.18
Trinity Inds Inc note 3.875% 6/0 0.3 $3.8M 3.2M 1.19
Chart Industries 2% conv 0.3 $3.8M 3.9M 0.98
Spectranetics Corp mtnf 2.625% 6/0 0.3 $3.8M 3.6M 1.05
Meritage Homes Corp conv 0.3 $3.7M 3.7M 1.00
Iridium Communications $16.25 perp pfd cnv b 0.3 $3.7M 13k 299.46
Integra Lifesciences Holdings conv bnd 0.3 $3.6M 2.3M 1.56
Rti Intl Metals Inc note 1.625%10/1 0.3 $3.7M 3.4M 1.07
Exelon Corp 6.5% 01-jun-2017 convprf 0.3 $3.6M 77k 46.70
Shutterfly Inc note 0.250% 5/1 0.3 $3.6M 3.7M 0.98
Emergent Biosolutions Inc conv 0.3 $3.7M 3.0M 1.22
Encore Capital Group Inc note 0.3 $3.7M 4.8M 0.76
Biomarin Pharmaceutical Inc note 1.500%10/1 0.3 $3.5M 2.8M 1.25
Yandex N V debt 1.125%12/1 0.3 $3.5M 3.7M 0.95
General Cable Corp Del New frnt 4.500% 11/1 0.3 $3.4M 5.0M 0.67
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $3.4M 25k 137.61
Ishares Msci Usa Quality Facto invalid (QUAL) 0.3 $3.4M 50k 67.50
Take-two Interactive Softwar note 1.000% 7/0 0.3 $3.3M 1.5M 2.10
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $3.3M 3.3M 1.00
American Rlty Cap Pptys Inc note 3.750%12/1 0.3 $3.3M 3.2M 1.02
Insulet Corp note 2.000% 6/1 0.3 $3.2M 3.0M 1.09
Allscripts Healthcare So conv 0.3 $3.3M 3.2M 1.02
Workday Inc conv 0.3 $3.3M 2.7M 1.23
Crown Castle Intl Corp New cnv pfd stk sr a 0.3 $3.3M 29k 112.95
Tcp Cap Corp note 5.250%12/1 0.3 $3.3M 3.1M 1.04
Alza Corp sdcv 7/2 0.3 $3.1M 1.9M 1.62
Spectrum Pharmaceuticals Inc conv 0.3 $3.1M 3.5M 0.89
Medidata Solutions Inc conv 0.3 $3.1M 2.6M 1.17
Monster Worldwide Inc note 3.500%10/1 0.3 $3.1M 3.1M 1.00
Proofpoint Inc dbcv 0.750% 6/1 0.3 $3.0M 2.6M 1.16
Tesla Motors Inc bond 0.3 $3.0M 3.5M 0.85
Fiat Chrysler Auto 0.3 $3.0M 46k 63.86
Linkedin Corp note 0.500% 11/0 0.3 $3.0M 3.0M 0.99
Black Hills Corp unit 99/99/9999 0.3 $3.0M 43k 68.78
Alcoa Inc cnv p 0.2 $2.9M 87k 32.77
Encore Cap Group Inc note 3.000% 7/0 0.2 $2.8M 3.4M 0.83
Servicesource Intl 0.2 $2.9M 3.0M 0.96
Rovi Corp Note 0.500% 3/0 bond 0.2 $2.8M 2.8M 1.00
Impax Laboratories Inc conv 0.2 $2.9M 3.3M 0.88
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.2 $2.8M 2.6M 1.09
Huntington Bancshares Inc pfd conv ser a 0.2 $2.7M 1.9k 1435.01
Alexandria Real Estate Equitie conv prf 0.2 $2.7M 75k 35.59
Acorda Therap note 1.75% 6/15 0.2 $2.7M 3.3M 0.82
Incyte Corp note 0.375%11/1 0.2 $2.7M 1.4M 1.90
Webmd Health Corp 1.5% cnvrtbnd 0.2 $2.8M 2.4M 1.15
Enernoc, Inc. conv 0.2 $2.7M 3.8M 0.72
Medicines Company conv 0.2 $2.7M 2.1M 1.29
First Trust IPOX-100 Index Fund (FPX) 0.2 $2.6M 48k 54.22
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.6M 2.1M 1.23
Stillwater Mng Co note 1.750%10/1 0.2 $2.5M 2.1M 1.20
Yahoo Inc note 12/0 0.2 $2.6M 2.5M 1.02
Teligent Inc note 3.750 12/1 0.2 $2.6M 2.8M 0.96
Bottomline Tech Del Inc note 1.500%12/0 0.2 $2.5M 2.4M 1.02
Stanley Black & Decker Inc Uni p 0.2 $2.5M 20k 126.00
Resource Capital Corporation note 8.000 1/1 0.2 $2.5M 2.5M 0.99
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.2 $2.5M 2.7M 0.93
Ent 2 3/4 2/15/35 convertible bond 0.2 $2.5M 3.1M 0.82
Fireeye Series A convertible security 0.2 $2.5M 2.7M 0.92
iShares NASDAQ Biotechnology Index (IBB) 0.2 $2.4M 8.3k 289.60
Helix Energy Solutions note 0.2 $2.4M 2.5M 0.94
Anadarko Petroleum Corp conv p 0.2 $2.3M 56k 41.62
Palo Alto Networks Inc note 7/0 0.2 $2.4M 1.6M 1.53
Airtran Hldgs Inc note 5.250%11/0 0.2 $2.2M 820k 2.74
Amag Pharmaceuticals Inc note 2.500% 2/1 0.2 $2.2M 2.0M 1.12
Canadian Solar Inc note 4.250% 2/1 0.2 $2.2M 2.5M 0.90
Interactive Intelligence Gro Note 1.250% 6/0 bond 0.2 $2.3M 2.0M 1.15
Liberty Interactive Llc Deb 1.750% 9/3 bond 0.2 $2.1M 2.0M 1.06
Teva Pharm Finance Llc Cvt cv bnd 0.2 $2.0M 1.7M 1.19
Cardtronics Inc note 1.000%12/0 0.2 $2.1M 2.0M 1.05
Mercadolibre Inc note 2.250% 7/0 0.2 $2.0M 1.3M 1.56
Brocade Communications conv 0.2 $2.0M 2.0M 0.99
Apple (AAPL) 0.2 $1.9M 17k 113.08
Fluidigm Corporation convertible cor 0.2 $1.9M 3.1M 0.61
Navistar Intl Corp conv 0.2 $1.9M 2.0M 0.94
Stericycle, Inc. pfd cv 0.2 $2.0M 30k 65.83
Twitter Inc note 1.000% 9/1 0.2 $1.9M 2.0M 0.95
Fidelity National Finance conv 0.2 $1.8M 878k 2.06
Arcc 4 7/8 03/15/17 0.2 $1.8M 1.8M 1.01
Akamai Technologies Inc Sr Cv zero coupon bonds 0.2 $1.8M 1.8M 0.98
Alphabet Inc Class A cs (GOOGL) 0.2 $1.8M 2.2k 804.11
Teleflex Inc note 3.875% 8/0 0.1 $1.7M 629k 2.73
Danaher Corp Del debt 0.1 $1.6M 522k 3.00
Utilities SPDR (XLU) 0.1 $1.6M 33k 48.90
iShares Russell Midcap Value Index (IWS) 0.1 $1.4M 19k 76.87
iShares Dow Jones US Real Estate (IYR) 0.1 $1.4M 17k 80.81
Laboratory Corp Amer Hldgs debt 0.1 $1.2M 672k 1.84
Microsoft Corporation (MSFT) 0.1 $1.1M 20k 57.47
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 8.7k 126.19
Royal Gold Inc conv 0.1 $1.2M 1.1M 1.12
SPDR Gold Trust (GLD) 0.1 $1.1M 8.5k 125.43
JPMorgan Chase & Co. (JPM) 0.1 $925k 14k 66.59
Johnson & Johnson (JNJ) 0.1 $957k 8.1k 118.10
Citigroup (C) 0.1 $959k 20k 47.29
Facebook Inc cl a (META) 0.1 $896k 7.0k 128.00
Spirit Rlty Cap Inc New Note cb 0.1 $858k 759k 1.13
Nuance Communications 0.1 $864k 919k 0.94
Exxon Mobil Corporation (XOM) 0.1 $752k 8.6k 87.43
Pfizer (PFE) 0.1 $836k 25k 33.82
General Electric Company 0.1 $783k 26k 29.68
Procter & Gamble Company (PG) 0.1 $772k 8.6k 89.85
Amazon (AMZN) 0.1 $782k 933.00 838.16
Loews Corporation (L) 0.1 $681k 17k 41.17
Berkshire Hathaway (BRK.B) 0.1 $668k 4.6k 144.46
At&t (T) 0.1 $681k 17k 40.72
Vipshop Holdings Ltd - Ads bond 0.1 $715k 668k 1.07
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $676k 656k 1.03
Coca-Cola Company (KO) 0.1 $562k 13k 42.41
Home Depot (HD) 0.1 $596k 4.6k 128.56
Wells Fargo & Company (WFC) 0.1 $596k 14k 44.14
Verizon Communications (VZ) 0.1 $605k 12k 52.00
UnitedHealth (UNH) 0.1 $606k 4.3k 140.28
iShares Dow Jones US Basic Mater. (IYM) 0.1 $550k 7.0k 78.82
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $555k 8.2k 67.94
Amtrust Finl Svcs Inc note 2.750%12/1 0.1 $543k 631k 0.86
Consolidated Tomoka Ld Co note 4.500% 3/1 0.1 $515k 525k 0.98
Bank of America Corporation (BAC) 0.0 $501k 32k 15.65
FedEx Corporation (FDX) 0.0 $405k 2.3k 174.19
Chevron Corporation (CVX) 0.0 $457k 4.5k 102.70
Cisco Systems (CSCO) 0.0 $465k 15k 31.68
Intel Corporation (INTC) 0.0 $462k 12k 37.89
Altria (MO) 0.0 $477k 7.5k 63.60
Amgen (AMGN) 0.0 $438k 2.6k 167.88
Merck & Co (MRK) 0.0 $435k 7.0k 62.06
Pepsi (PEP) 0.0 $491k 4.5k 108.85
Oracle Corporation (ORCL) 0.0 $461k 12k 39.20
Celgene Corporation 0.0 $482k 4.6k 104.51
Ishares Inc em mkt min vol (EEMV) 0.0 $441k 8.2k 54.09
Cien 4 12/15/20 0.0 $443k 333k 1.33
First Trust Iv Enhanced Short (FTSM) 0.0 $480k 8.0k 60.10
Priceline Group Inc/the conv 0.0 $471k 436k 1.08
Comcast Corporation (CMCSA) 0.0 $323k 4.8k 66.89
MasterCard Incorporated (MA) 0.0 $352k 3.4k 102.06
Suntrust Banks Inc $1.00 Par Cmn 0.0 $362k 8.3k 43.86
Abbott Laboratories (ABT) 0.0 $292k 6.9k 42.26
Walt Disney Company (DIS) 0.0 $287k 3.1k 92.37
3M Company (MMM) 0.0 $288k 1.6k 177.45
Union Pacific Corporation (UNP) 0.0 $353k 3.6k 97.70
Raytheon Company 0.0 $350k 2.6k 136.45
Thermo Fisher Scientific (TMO) 0.0 $296k 1.9k 159.57
McKesson Corporation (MCK) 0.0 $333k 2.0k 168.01
Schlumberger (SLB) 0.0 $314k 4.0k 79.03
Gilead Sciences (GILD) 0.0 $309k 3.9k 79.01
General Dynamics Corporation (GD) 0.0 $334k 2.2k 155.20
Lowe's Companies (LOW) 0.0 $379k 5.2k 72.20
Visa (V) 0.0 $342k 4.1k 83.21
MetLife (MET) 0.0 $325k 7.3k 44.44
General Motors Company (GM) 0.0 $288k 9.1k 31.75
Intercontinental Exchange (ICE) 0.0 $306k 1.1k 269.13
Medtronic (MDT) 0.0 $363k 4.2k 86.95
Allergan 0.0 $341k 1.5k 230.41
Time Warner 0.0 $227k 2.8k 79.96
Costco Wholesale Corporation (COST) 0.0 $249k 1.7k 150.36
McDonald's Corporation (MCD) 0.0 $261k 2.3k 115.13
Wal-Mart Stores (WMT) 0.0 $245k 3.4k 71.95
CBS Corporation 0.0 $213k 3.9k 53.95
Boeing Company (BA) 0.0 $212k 1.6k 133.00
Electronic Arts (EA) 0.0 $225k 2.6k 85.75
E.I. du Pont de Nemours & Company 0.0 $206k 3.1k 67.14
CVS Caremark Corporation (CVS) 0.0 $271k 3.0k 89.09
Kroger (KR) 0.0 $200k 6.8k 29.58
Aetna 0.0 $245k 2.1k 114.92
Yum! Brands (YUM) 0.0 $201k 2.2k 90.42
Allstate Corporation (ALL) 0.0 $216k 3.1k 69.12
ConocoPhillips (COP) 0.0 $250k 5.8k 43.30
General Mills (GIS) 0.0 $229k 3.6k 63.75
Honeywell International (HON) 0.0 $266k 2.3k 116.67
Nike (NKE) 0.0 $207k 3.9k 52.46
Philip Morris International (PM) 0.0 $269k 2.8k 96.76
Texas Instruments Incorporated (TXN) 0.0 $270k 3.8k 70.42
United Technologies Corporation 0.0 $231k 2.3k 101.14
Qualcomm (QCOM) 0.0 $268k 3.9k 68.44
Biogen Idec (BIIB) 0.0 $246k 782.00 314.58
TJX Companies (TJX) 0.0 $273k 3.7k 74.75
EOG Resources (EOG) 0.0 $200k 2.1k 96.20
priceline.com Incorporated 0.0 $208k 144.00 1444.44
Delta Air Lines (DAL) 0.0 $269k 6.9k 39.18
ON Semiconductor (ON) 0.0 $194k 16k 12.23
Invesco (IVZ) 0.0 $256k 8.1k 31.47
Key (KEY) 0.0 $280k 23k 12.16
Lam Research Corporation (LRCX) 0.0 $223k 2.4k 94.01
EQT Corporation (EQT) 0.0 $275k 3.8k 72.71
Nxp Semiconductors N V (NXPI) 0.0 $225k 2.2k 102.37
iShares Dow Jones US Energy Sector (IYE) 0.0 $255k 6.6k 38.93
Db-x Msci Japan Etf equity (DBJP) 0.0 $274k 8.3k 33.00
Mondelez Int (MDLZ) 0.0 $239k 5.4k 43.96
Abbvie (ABBV) 0.0 $258k 4.1k 62.91
Wells Fargo & Co mtnf 0.125% 3/1 0.0 $182k 190k 0.96
Xerox Corporation 0.0 $147k 15k 10.12
Prospect Capital Corporati mtnf 5.375% 0.0 $122k 118k 1.03
Starwood Ppty note 4.0% 1/15/ 0.0 $82k 72k 1.14
Janus Capital conv 0.0 $78k 57k 1.37
Biomarin Pharmaceutical Inc note 0.750%10/1 0.0 $93k 77k 1.21
Micron Technology Inc note 1.625% 2/1 0.0 $59k 35k 1.69
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.0 $122k 126k 0.97
Ares Capital Corp conv 0.0 $136k 131k 1.04
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.0 $23k 22k 1.05