SSI Investment Management

Ssi Investment Management as of Dec. 31, 2017

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 311 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Intel Corp. Jr. Sub. Cv. Deb. conv 3.8 $46M 21M 2.22
iShares S&P 500 Index (IVV) 3.2 $39M 144k 268.83
Novellus Systems, Inc. note 2.625% 5/1 2.5 $30M 5.4M 5.50
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.9 $23M 18k 1300.23
Priceline Grp Inc note 0.350% 6/1 1.7 $20M 15M 1.38
Bank Of America Corporation preferred (BAC.PL) 1.6 $20M 15k 1319.14
Becton Dickinson & Co pfd shs conv a 1.6 $19M 322k 58.01
Priceline Group Inc/the conv 1.5 $18M 16M 1.17
Wellpoint Inc Note cb 1.3 $16M 5.2M 3.08
Verisign Inc sdcv 3.250% 8/1 1.3 $16M 4.8M 3.34
Anthem Inc conv p 1.3 $16M 286k 55.90
Red Hat Inc conv 1.2 $15M 8.9M 1.65
Micron Technology Inc note 2.125% 2/1 1.2 $15M 3.9M 3.75
Navistar Intl Corp conv 1.2 $14M 13M 1.08
Microchip Technology Inc note 1.625% 2/1 1.2 $14M 8.4M 1.70
Illumina Inc. 0.00% June 15, 2019 ccb 1.1 $13M 12M 1.09
Cheniere Energy Inc note 4.250% 3/1 1.1 $13M 18M 0.71
Starwood Waypoint Residentl note 3.000% 7/0 1.1 $13M 9.9M 1.29
Illumina Inc conv 1.0 $13M 11M 1.18
Dish Network Corp note 3.375% 8/1 1.0 $12M 11M 1.09
Quidel Corp note 3.250%12/1 1.0 $12M 8.1M 1.51
Allergan Plc pfd conv ser a 1.0 $12M 20k 586.73
Herbalife Ltd conv 0.9 $11M 11M 1.00
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.9 $11M 11M 1.06
Yahoo Inc note 12/0 0.9 $11M 8.1M 1.35
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.9 $11M 7.8M 1.38
Priceline.com debt 1.000% 3/1 0.9 $11M 5.8M 1.83
Citrix Systems Inc conv 0.9 $11M 8.2M 1.29
iShares Lehman Aggregate Bond (AGG) 0.9 $10M 95k 109.35
Envestnet Inc note 1.750%12/1 0.8 $10M 9.7M 1.04
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.8 $10M 9.5M 1.08
Lam Research Corp conv 0.8 $9.8M 3.2M 3.06
Blackstone Mtg Tr Inc note 4.375% 5/0 0.8 $9.6M 9.5M 1.01
Tesla Motors Inc bond 0.8 $9.5M 8.9M 1.06
Nextera Energy Inc unit 08/31/2018 0.8 $9.0M 128k 69.83
Wright Med Group Inc note 2.000% 2/1 0.8 $8.9M 8.7M 1.03
Tesla Motors Inc bond 0.7 $8.7M 8.1M 1.08
Welltower Inc 6.50% pfd prepet 0.7 $8.8M 146k 59.85
Ttm Technologies Inc conv 0.7 $8.6M 5.0M 1.71
Molina Healthcare Inc conv 0.7 $8.4M 6.1M 1.37
51job Inc note 3.250% 4/1 0.7 $8.3M 5.7M 1.47
On Semiconductor Corp Note 1.000%12/0 bond 0.7 $7.8M 6.1M 1.28
Insulet Corp note 1.250% 9/1 0.6 $7.6M 5.9M 1.30
Caesars Entmt Corp note 5.000%10/0 0.6 $7.7M 4.0M 1.92
Ishares Tr fltg rate nt (FLOT) 0.6 $7.6M 149k 50.81
Macquarie Infrastructure conv 0.6 $7.6M 7.3M 1.03
American Tower Corp cnv p 0.6 $7.5M 60k 125.89
Crown Castle Intl Corp New 6.875% con pfd a 0.6 $7.4M 6.5k 1130.32
Rpm International Inc convertible cor 0.6 $7.3M 6.3M 1.15
Pennymac Corp conv 0.6 $7.2M 7.4M 0.98
Salesforce.com Inc conv 0.6 $7.2M 4.7M 1.53
Cemex Sab De Cv conv bnd 0.6 $7.1M 7.0M 1.01
Seacor Holding Inc note 3.000 11/1 0.6 $7.0M 7.4M 0.94
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.6 $7.0M 6.1M 1.15
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.6 $7.0M 6.0M 1.16
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.6 $6.8M 7.0M 0.97
Trinity Inds Inc note 3.875% 6/0 0.6 $6.7M 4.3M 1.57
Royal Gold Inc conv 0.6 $6.7M 6.3M 1.07
Ares Capital Corp conv 0.6 $6.7M 6.6M 1.02
Thrx 2 1/8 01/15/23 0.6 $6.6M 6.7M 0.99
Integrated Device Tech conv 0.5 $6.4M 5.7M 1.12
Live Nation Entertainmen conv 0.5 $6.3M 4.9M 1.29
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.5 $6.4M 6.1M 1.04
Kb Home note 0.5 $6.3M 5.1M 1.22
75508b 20 3 Rayonier Advanced Matls Inc Pfd Cv Ser A rayonier advanced matls 0.5 $6.2M 43k 145.12
iShares Russell 1000 Value Index (IWD) 0.5 $6.1M 49k 124.34
1,375% Liberty Media 15.10.2023 note 0.5 $6.1M 5.3M 1.15
Liberty Media Corp deb 3.500% 1/1 0.5 $5.8M 10M 0.56
Old Republic Intl Corp note 0.5 $5.9M 4.3M 1.39
Spdr S&p 500 Etf (SPY) 0.5 $5.7M 21k 266.84
General Cable Corp Del New frnt 4.500% 11/1 0.5 $5.6M 5.3M 1.06
Iridium Communications $16.25 perp pfd cnv b 0.5 $5.5M 14k 410.68
Allscripts Healthcare So conv 0.5 $5.5M 5.1M 1.07
Rwt 4 5/8 04/15/18 0.5 $5.4M 5.4M 1.00
Teradyne Inc note 1.250%12/1 0.5 $5.4M 3.8M 1.43
First Trust Large Cap Core Alp Fnd (FEX) 0.4 $5.3M 90k 58.55
Rti Intl Metals Inc note 1.625%10/1 0.4 $5.2M 4.6M 1.14
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $5.3M 5.4M 0.99
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.4 $5.2M 101k 51.64
Jazz Investments I Ltd. conv 0.4 $5.2M 5.2M 1.00
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.4 $5.3M 4.5M 1.18
Jds Uniphase Corp conv 0.4 $5.1M 5.0M 1.03
Dynegy Inc unit 07/01/20191 0.4 $5.1M 65k 78.62
Dycom Inds Inc Note 0.750% 9/1 bond 0.4 $5.1M 3.9M 1.30
Wayfair Inc note 0.375% 9/0 0.4 $5.2M 5.0M 1.04
Dominion Resource p 0.4 $5.1M 98k 51.78
Stanley Black & Decker Inc unit 05/15/2020 0.4 $5.1M 42k 122.51
Encore Cap Group Inc note 3.000% 7/0 0.4 $4.9M 4.4M 1.11
Cemex Sab De Cv conv 0.4 $4.9M 4.8M 1.04
B2gold Corp conv 0.4 $4.8M 4.5M 1.06
Zillow Group Inc note 2.000%12/0 0.4 $4.8M 4.4M 1.09
Wells Fargo & Co mtnf 0.125% 2/2 0.4 $4.6M 4.8M 0.97
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.4 $4.7M 4.5M 1.05
Qiagen 0.4 $4.6M 4.0M 1.16
Forestar Group Inc note 0.4 $4.5M 4.5M 1.01
Euronet Worldwide Inc Note 1.500%10/0 0.4 $4.5M 3.7M 1.23
Two Hbrs Invt Corp note 6.250% 1/1 0.4 $4.5M 4.3M 1.06
Cypress Semiconductor Corp note 4.500% 1/1 0.4 $4.6M 3.5M 1.31
Servicenow Inc. note 0.4 $4.3M 2.5M 1.76
Medicines Company 2.750000 07/15/2023 bond 0.4 $4.4M 4.8M 0.91
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.4 $4.4M 4.0M 1.09
Chart Industries 2% conv 0.3 $4.2M 4.2M 1.00
J2 Global Inc note 3.250% 6/1 0.3 $4.0M 3.3M 1.24
Clovis Oncology Inc note 2.500% 9/1 0.3 $4.1M 3.0M 1.35
Proofpoint Inc dbcv 0.750% 6/1 0.3 $4.1M 3.2M 1.25
Wright Medical Group Nv 2.25 20211115 0.3 $4.1M 3.3M 1.22
Pra Group Inc conv 0.3 $3.8M 4.0M 0.96
Yandex N V debt 1.125%12/1 0.3 $3.9M 4.0M 0.98
Amag Pharmaceuticals Inc note 2.500% 2/1 0.3 $3.9M 4.5M 0.86
Workday Inc conv 0.3 $3.7M 3.0M 1.25
Renewable Energy Group Inc note 4.000% 6/1 0.3 $3.7M 2.9M 1.28
Ensco Jersey Fin Ltd note 3.000% 1/3 0.3 $3.6M 4.0M 0.89
Pandora Media Inc note 1.750%12/0 0.3 $3.5M 4.0M 0.88
Tesla Inc convertible security 0.3 $3.5M 3.0M 1.16
Micron Technology Inc conv 0.3 $3.4M 2.3M 1.44
Acorda Therap note 1.75% 6/15 0.3 $3.4M 4.0M 0.85
Nuance Communications Inc Dbcv 1.00012/1 0.3 $3.3M 3.5M 0.95
Silver Standard Resources Inc note 2.875 2/0 0.3 $3.3M 3.4M 0.98
Virtus Investment Partners convertible preferred security 0.3 $3.4M 34k 101.85
Knowles Corp note 3.250%11/0 0.3 $3.3M 3.0M 1.11
D First Tr Exchange-traded (FPE) 0.3 $3.2M 159k 20.01
Horizon Pharma Plc convertible security 0.3 $3.3M 3.5M 0.93
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.3 $3.3M 2.2M 1.51
Theravance Biopharma Inc note 3.250%11/0 0.3 $3.3M 3.0M 1.09
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $3.2M 3.3M 0.96
Huntington Bancshares Inc pfd conv ser a 0.2 $2.9M 2.1k 1403.62
Ishares Inc core msci emkt (IEMG) 0.2 $2.9M 52k 56.90
Prospect Capital Corp conv 0.2 $3.0M 3.0M 1.00
Endologix, Inc. 3.25% 11/01/2020 0.2 $3.0M 3.3M 0.91
Tcp Cap Corp note 5.250%12/1 0.2 $2.9M 2.8M 1.04
Impax Laboratories Inc conv 0.2 $2.9M 3.0M 0.97
Radius Health Inc note 3.000% 9/0 0.2 $2.9M 3.0M 0.95
Huron Consulting Group I 1.25% cvbond 0.2 $2.8M 3.0M 0.93
Helix Energy Solutions note 0.2 $2.6M 2.7M 0.99
Palo Alto Networks Inc note 7/0 0.2 $2.6M 1.9M 1.37
Sunpower Corp dbcv 4.000% 1/1 0.2 $2.7M 3.2M 0.83
Veeco Instrs Inc Del note 2.700% 1/1 0.2 $2.6M 3.0M 0.87
Nuvasive Inc note 2.250% 3/1 0.2 $2.6M 2.2M 1.17
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.2 $2.7M 2.6M 1.02
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.2 $2.6M 51k 50.08
Echo Global Logistics Inc note 2.500% 5/0 0.2 $2.6M 2.5M 1.03
Harmonic Inc note 4.000 12/0 0.2 $2.5M 2.5M 1.00
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $2.4M 110k 21.87
Fidelity National Finance conv 0.2 $2.4M 790k 3.04
Spirit Realty Capital Inc convertible cor 0.2 $2.5M 2.5M 1.00
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.2 $2.3M 62k 37.58
iShares Dow Jones US Technology (IYW) 0.2 $2.3M 14k 162.76
Wabash National Corp 3.375 '18 conv 0.2 $2.3M 1.2M 1.87
American Rlty Cap Pptys Inc note 3.000% 8/0 0.2 $2.2M 2.2M 1.00
Alphabet Inc Class A cs (GOOGL) 0.2 $2.2M 2.1k 1052.51
Biomarin Pharmaceutical Inc note 1.500%10/1 0.2 $2.2M 1.8M 1.18
Apple (AAPL) 0.2 $2.0M 12k 169.33
Ishares Core Msci Eafe Etf core msci eafe (IEFA) 0.2 $2.0M 31k 66.06
Nvidia Corp note 1.000 12/0 0.2 $2.1M 217k 9.59
Ezcorp Inc sr unsecured 06/19 2.625 0.2 $2.1M 2.0M 1.03
Endologix Inc note 2.250%12/1 0.2 $1.9M 2.0M 0.97
Solarcity Corp note 1.625%11/0 0.2 $1.9M 2.0M 0.93
Ctrip Com Intl Ltd note 1.250% 9/1 0.2 $1.9M 1.9M 1.02
Utilities SPDR (XLU) 0.1 $1.8M 34k 52.66
Encore Capital Group Inc note 0.1 $1.8M 1.8M 0.97
Microsoft Corporation (MSFT) 0.1 $1.6M 19k 85.53
Danaher Corp Del debt 0.1 $1.7M 479k 3.55
Depomed Inc conv 0.1 $1.7M 2.0M 0.84
First Tr Exchange Traded Fd senior ln (FTSL) 0.1 $1.6M 33k 48.00
JPMorgan Chase & Co. (JPM) 0.1 $1.5M 14k 106.99
iShares Dow Jones US Real Estate (IYR) 0.1 $1.4M 17k 81.12
Fireeye Series B convertible security 0.1 $1.4M 1.5M 0.91
Macquarie Infrastructure Cor Note 2.00010/0 0.1 $1.3M 1.3M 0.96
Aceto Corp note 2.000 11/0 0.1 $1.3M 1.5M 0.90
Amazon (AMZN) 0.1 $1.2M 984.00 1169.72
Facebook Inc cl a (META) 0.1 $1.2M 6.8k 176.71
Johnson & Johnson (JNJ) 0.1 $1.1M 7.7k 139.33
Kimberly-Clark Corporation (KMB) 0.1 $1.0M 8.7k 120.67
Laboratory Corp Amer Hldgs debt 0.1 $1.1M 518k 2.14
Citigroup (C) 0.1 $1.0M 14k 74.51
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $1.1M 19k 57.69
Unisys Corp note 5.500% 3/0 0.1 $1.1M 967k 1.12
Tutor Perini Corp convertible security 0.1 $1.0M 935k 1.10
Bank of America Corporation (BAC) 0.1 $926k 31k 29.54
UnitedHealth (UNH) 0.1 $908k 4.1k 220.01
National Health Invs Inc note 0.1 $901k 804k 1.12
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.1 $908k 75k 12.11
Twitter Inc note 1.000% 9/1 0.1 $930k 1.0M 0.93
Allegheny Technologies Inc note 4.750% 7/0 0.1 $981k 530k 1.85
Pdl Biopharma Inc note 2.750 12/0 0.1 $922k 950k 0.97
Redwood Tr Inc note 4.750% 8/1 0.1 $960k 1.0M 0.96
Granite Pt Mtg Tr Inc Note 5.62512/0 0.1 $1.0M 1.0M 1.00
Loews Corporation (L) 0.1 $827k 17k 50.00
Berkshire Hathaway (BRK.B) 0.1 $882k 4.4k 198.29
Home Depot (HD) 0.1 $839k 4.4k 189.56
Pfizer (PFE) 0.1 $854k 24k 36.21
First Trust Health Care AlphaDEX (FXH) 0.1 $873k 13k 69.75
Ishares Inc em mkt min vol (EEMV) 0.1 $793k 13k 60.65
Proshares Ultrashort 20+y Tr etf (TBT) 0.1 $833k 25k 33.81
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.1 $856k 800k 1.07
Novavax Inc note 3.750% 2/0 0.1 $885k 1.9M 0.47
Blackhawk Network Hldgs Inc note 1.500% 1/1 0.1 $786k 771k 1.02
Exxon Mobil Corporation (XOM) 0.1 $671k 8.1k 83.29
Intel Corporation (INTC) 0.1 $725k 16k 46.21
Verizon Communications (VZ) 0.1 $729k 14k 53.00
Procter & Gamble Company (PG) 0.1 $771k 8.4k 92.04
iShares Dow Jones US Basic Mater. (IYM) 0.1 $756k 7.4k 102.23
Spirit Rlty Cap Inc New Note cb 0.1 $727k 699k 1.04
Finisar Corp note 0.500%12/1 0.1 $695k 695k 1.00
Nuance Communications 0.1 $753k 731k 1.03
Dte Energy Co conv p 0.1 $672k 12k 54.39
Coca-Cola Company (KO) 0.1 $587k 13k 45.66
FedEx Corporation (FDX) 0.1 $553k 2.2k 249.21
At&t (T) 0.1 $616k 16k 38.86
Cisco Systems (CSCO) 0.1 $549k 14k 38.39
Wells Fargo & Company (WFC) 0.1 $582k 9.6k 60.62
Db-x Msci Japan Etf equity (DBJP) 0.1 $649k 15k 44.13
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $585k 22k 26.60
Consolidated Tomoka Ld Co note 4.500% 3/1 0.1 $564k 517k 1.09
Inphi Corp note 1.125%12/0 0.1 $559k 486k 1.15
Bristow Group Inc note 4.500% 6/0 0.1 $550k 500k 1.10
MasterCard Incorporated (MA) 0.0 $501k 3.3k 151.41
Suntrust Banks Inc $1.00 Par Cmn 0.0 $521k 8.1k 64.65
Chevron Corporation (CVX) 0.0 $508k 4.1k 125.43
Union Pacific Corporation (UNP) 0.0 $461k 3.4k 133.74
Boeing Company (BA) 0.0 $451k 1.5k 295.93
Raytheon Company 0.0 $471k 2.5k 188.40
Altria (MO) 0.0 $523k 7.3k 71.34
Amgen (AMGN) 0.0 $442k 2.5k 173.61
Pepsi (PEP) 0.0 $516k 4.3k 120.28
iShares MSCI EAFE Index Fund (EFA) 0.0 $533k 7.6k 70.22
General Dynamics Corporation (GD) 0.0 $420k 2.1k 203.69
Visa (V) 0.0 $433k 3.8k 114.01
Oracle Corporation (ORCL) 0.0 $509k 11k 47.47
Key (KEY) 0.0 $453k 23k 20.14
Lam Research Corporation 0.0 $427k 2.3k 184.37
Celgene Corporation 0.0 $503k 4.8k 104.49
iShares Russell Midcap Value Index (IWS) 0.0 $437k 4.9k 89.81
Powershares Senior Loan Portfo mf 0.0 $508k 22k 23.03
First Trust Iv Enhanced Short (FTSM) 0.0 $519k 8.7k 59.97
Ent 2 3/4 2/15/35 convertible bond 0.0 $424k 800k 0.53
Oasis Pete Inc New Note 2.625% 9/1 bond 0.0 $472k 441k 1.07
Helix Energy Solutions Grp I note 4.250% 5/0 0.0 $431k 431k 1.00
Western Asset Mtg Cap Corp note 6.750%10/0 0.0 $500k 500k 1.00
Arbor Rlty Tr Inc Note 5.37511/1 0.0 $510k 500k 1.02
Comcast Corporation (CMCSA) 0.0 $369k 9.3k 39.85
McDonald's Corporation (MCD) 0.0 $381k 2.2k 172.24
Wal-Mart Stores (WMT) 0.0 $319k 3.2k 98.88
Abbott Laboratories (ABT) 0.0 $376k 6.5k 57.44
Walt Disney Company (DIS) 0.0 $327k 3.0k 107.71
General Electric Company 0.0 $342k 20k 17.50
3M Company (MMM) 0.0 $366k 1.6k 235.82
Thermo Fisher Scientific (TMO) 0.0 $345k 1.8k 190.19
Aetna 0.0 $375k 2.1k 180.12
ConocoPhillips (COP) 0.0 $310k 5.6k 55.11
Honeywell International (HON) 0.0 $343k 2.2k 153.95
Merck & Co (MRK) 0.0 $385k 6.8k 56.25
Texas Instruments Incorporated (TXN) 0.0 $390k 3.7k 104.19
Delta Air Lines (DAL) 0.0 $370k 6.6k 56.12
ON Semiconductor (ON) 0.0 $325k 16k 20.94
MetLife (MET) 0.0 $355k 7.0k 50.64
iShares Dow Jones US Home Const. (ITB) 0.0 $312k 7.2k 43.53
Abbvie (ABBV) 0.0 $380k 3.9k 96.47
Al Us conv 0.0 $373k 222k 1.68
Intercontinental Exchange (ICE) 0.0 $383k 5.4k 70.35
Medtronic (MDT) 0.0 $326k 4.0k 81.32
Medicines Company conv 0.0 $402k 379k 1.06
Horizon Global Corp note 2.750% 7/0 0.0 $399k 424k 0.94
E TRADE Financial Corporation 0.0 $227k 4.6k 49.70
Time Warner 0.0 $249k 2.7k 91.44
U.S. Bancorp (USB) 0.0 $248k 4.6k 54.14
Discover Financial Services 0.0 $245k 3.2k 77.07
Caterpillar (CAT) 0.0 $200k 1.3k 156.62
Costco Wholesale Corporation (COST) 0.0 $299k 1.6k 185.60
CBS Corporation 0.0 $228k 3.9k 59.07
Bristol Myers Squibb (BMY) 0.0 $212k 3.4k 61.66
NVIDIA Corporation (NVDA) 0.0 $294k 1.5k 193.42
International Paper Company (IP) 0.0 $220k 3.8k 57.58
Laboratory Corp. of America Holdings 0.0 $203k 1.3k 159.34
Everest Re Group (EG) 0.0 $227k 1.0k 221.25
CVS Caremark Corporation (CVS) 0.0 $209k 2.9k 72.97
PerkinElmer (RVTY) 0.0 $209k 2.9k 73.33
Lockheed Martin Corporation (LMT) 0.0 $256k 802.00 319.20
General Mills (GIS) 0.0 $208k 3.5k 59.34
Nike (NKE) 0.0 $242k 3.8k 62.91
Philip Morris International (PM) 0.0 $286k 2.7k 105.46
Schlumberger (SLB) 0.0 $257k 3.9k 66.72
United Technologies Corporation 0.0 $285k 2.2k 127.97
Biogen Idec (BIIB) 0.0 $245k 765.00 320.26
Gilead Sciences (GILD) 0.0 $274k 3.8k 71.82
TJX Companies (TJX) 0.0 $273k 3.6k 76.60
Illinois Tool Works (ITW) 0.0 $253k 1.5k 166.89
Accenture (ACN) 0.0 $233k 1.5k 153.49
EOG Resources (EOG) 0.0 $219k 2.0k 107.56
Lowe's Companies (LOW) 0.0 $260k 2.8k 92.69
Pioneer Natural Resources 0.0 $231k 1.3k 172.00
priceline.com Incorporated 0.0 $245k 141.00 1737.59
Quanta Services (PWR) 0.0 $209k 5.3k 39.42
Alza Corp sdcv 7/2 0.0 $258k 135k 1.91
Invesco (IVZ) 0.0 $292k 7.9k 36.83
Ares Capital Corporation (ARCC) 0.0 $287k 18k 15.74
MGM Resorts International. (MGM) 0.0 $212k 6.3k 33.58
SPDR S&P Retail (XRT) 0.0 $236k 5.2k 45.37
iShares Dow Jones US Energy Sector (IYE) 0.0 $260k 6.6k 39.69
Eaton (ETN) 0.0 $218k 2.8k 79.24
Allergan 0.0 $231k 1.4k 164.06
Dowdupont 0.0 $272k 3.8k 71.19
Ford Motor Company (F) 0.0 $156k 13k 12.46
Starwood Ppty note 4.0% 1/15/ 0.0 $79k 72k 1.10
Ares Capital Corporation convertible cor 0.0 $100k 100k 1.00
American Rlty Cap Pptys Inc note 3.750%12/1 0.0 $72k 70k 1.03
Weatherford Intl Plc ord 0.0 $164k 39k 4.19
Wells Fargo & Co mtnf 0.125% 3/1 0.0 $177k 182k 0.97
Incyte Corp note 0.375%11/1 0.0 $149k 82k 1.82
Janus Capital conv 0.0 $26k 15k 1.73
Tesaro Inc note 3.000%10/0 0.0 $33k 14k 2.36