SSI Investment Management

Ssi Investment Management as of Dec. 31, 2016

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 302 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 4.2 $45M 201k 224.99
Intel Corp. Jr. Sub. Cv. Deb. conv 3.0 $33M 19M 1.76
Priceline Grp Inc note 0.350% 6/1 2.4 $27M 21M 1.27
Allergan Plc pfd conv ser a 2.3 $26M 34k 761.52
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.7 $19M 16k 1189.97
Novellus Systems, Inc. note 2.625% 5/1 1.6 $18M 5.7M 3.11
Bank Of America Corporation preferred (BAC.PL) 1.6 $18M 15k 1166.99
Nvidia Corp note 1.000 12/0 1.6 $17M 3.3M 5.30
Priceline.com debt 1.000% 3/1 1.4 $16M 10M 1.57
Citrix Systems Inc conv 1.4 $15M 13M 1.16
iShares Lehman Aggregate Bond (AGG) 1.3 $14M 133k 108.06
Holx 2 12/15/43 1.3 $14M 12M 1.23
Lam Research Corp conv 1.3 $14M 8.1M 1.75
Anthem Inc conv p 1.2 $13M 276k 47.04
Red Hat Inc conv 1.1 $12M 11M 1.17
Microchip Technology Inc note 1.625% 2/1 1.0 $11M 8.5M 1.30
Spirit Realty Capital Inc convertible cor 1.0 $11M 11M 1.04
Old Republic Intl Corp note 1.0 $11M 8.6M 1.25
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $10M 4.9M 2.10
Illumina Inc. 0.00% June 15, 2019 ccb 0.9 $10M 11M 0.95
Starwood Waypoint Residentl note 3.000% 7/0 0.9 $9.9M 9.0M 1.09
Wpx Energy Inc p 0.9 $9.6M 147k 65.58
Spdr S&p 500 Etf (SPY) 0.9 $9.4M 42k 223.52
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.8 $9.2M 8.1M 1.14
Macquarie Infrastructure conv 0.8 $9.1M 7.9M 1.16
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.8 $9.1M 357k 25.46
Intel Corp sdcv 0.8 $8.8M 6.6M 1.35
Newmont Mining Corp Cvt cv bnd 0.8 $8.8M 8.6M 1.02
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.8 $8.7M 174k 50.40
Ishares Tr fltg rate nt (FLOT) 0.8 $8.3M 164k 50.73
Keycorp New pfd 7.75% sr a 0.8 $8.2M 61k 134.24
iShares Russell 1000 Value Index (IWD) 0.7 $8.0M 71k 112.05
Cheniere Energy Inc note 4.250% 3/1 0.7 $7.9M 13M 0.61
Herbalife Ltd conv 0.7 $7.7M 8.5M 0.91
T Mobile Us Inc conv pfd ser a 0.7 $7.7M 82k 94.29
Seacor Holding Inc note 3.000 11/1 0.7 $7.5M 8.5M 0.88
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.7 $7.5M 6.7M 1.11
Wellpoint Inc Note cb 0.7 $7.3M 3.7M 1.99
Tesla Motors Inc bond 0.7 $7.2M 7.8M 0.93
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.7 $7.1M 6.6M 1.08
Verisign Inc sdcv 3.250% 8/1 0.6 $7.0M 3.1M 2.23
Starwood Property Trust note 0.6 $7.0M 6.4M 1.09
Rpm International Inc convertible cor 0.6 $6.7M 5.6M 1.20
Micron Technology Inc note 2.125% 2/1 0.6 $6.7M 3.2M 2.09
Interdigital Inc 1.5% 3/1/20 convertible bond 0.6 $6.7M 5.0M 1.35
Ttm Technologies Inc conv 0.6 $6.6M 4.4M 1.52
Pennymac Corp conv 0.6 $6.7M 7.0M 0.96
Nextera Energy Inc unit 08/31/2018 0.6 $6.5M 114k 57.40
First Trust Large Cap Core Alp Fnd (FEX) 0.6 $6.4M 131k 48.75
Trinity Inds Inc note 3.875% 6/0 0.6 $6.2M 4.8M 1.28
Webmd Health Conv Sr Notes conv 0.6 $6.2M 6.1M 1.02
Welltower Inc 6.50% pfd prepet 0.6 $6.0M 99k 60.21
Frontier Communications Corp pfd conv ser-a 0.5 $5.9M 84k 71.14
Envestnet Inc note 1.750%12/1 0.5 $5.8M 6.1M 0.95
Rait Financial Trust note 4.000%10/0 0.5 $5.6M 6.1M 0.92
American Tower Corp New Pfd Co p 0.5 $5.7M 54k 104.86
Quidel Corp note 3.250%12/1 0.5 $5.7M 5.8M 0.98
Echo Global Logistics Inc note 2.500% 5/0 0.5 $5.6M 5.7M 0.98
51job Inc note 3.250% 4/1 0.5 $5.5M 5.3M 1.05
J2 Global Inc note 3.250% 6/1 0.5 $5.4M 4.1M 1.32
Pra Group Inc conv 0.5 $5.5M 5.9M 0.94
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.5 $5.3M 5.2M 1.01
Molina Healthcare Inc conv 0.5 $5.2M 4.5M 1.14
Wells Fargo & Co mtnf 0.125% 2/2 0.5 $5.1M 4.8M 1.07
1,375% Liberty Media 15.10.2023 note 0.5 $5.0M 4.7M 1.07
Blucora Inc note 4.250% 4/0 0.5 $5.0M 5.0M 1.00
On Semiconductor Corp Note 1.000%12/0 bond 0.5 $5.0M 4.9M 1.02
Rwt 4 5/8 04/15/18 0.5 $4.9M 4.9M 1.00
Incyte Corp note 0.375%11/1 0.5 $4.9M 2.4M 2.00
Wright Med Group Inc note 2.000% 2/1 0.5 $4.9M 4.7M 1.04
Pandora Media Inc note 1.750%12/0 0.5 $4.9M 4.8M 1.03
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $4.8M 4.8M 1.00
Salesforce.com Inc conv 0.4 $4.7M 4.0M 1.16
Electronics For Imaging Inc note 0.750% 9/0 0.4 $4.7M 4.4M 1.06
Jds Uniphase Corp conv 0.4 $4.6M 4.5M 1.03
75508b 20 3 Rayonier Advanced Matls Inc Pfd Cv Ser A rayonier advanced matls 0.4 $4.6M 40k 115.88
Rti Intl Metals Inc note 1.625%10/1 0.4 $4.4M 4.3M 1.04
Blackstone Mtg Tr Inc Note cb 0.4 $4.5M 4.1M 1.11
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.4 $4.5M 92k 49.23
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.4 $4.5M 2.8M 1.58
Microchip Technology Inc sdcv 2.125%12/1 0.4 $4.4M 1.6M 2.68
Forestar Group Inc note 0.4 $4.4M 4.5M 0.98
Meritor Inc conv 0.4 $4.3M 3.0M 1.44
B2gold Corp conv 0.4 $4.4M 4.4M 1.00
Albany Molecular Resh Inc note 2.250%11/1 0.4 $4.4M 3.4M 1.30
Live Nation Entertainmen conv 0.4 $4.4M 4.2M 1.06
Euronet Worldwide Inc Note 1.500%10/0 0.4 $4.3M 3.7M 1.16
Dycom Inds Inc Note 0.750% 9/1 bond 0.4 $4.4M 4.0M 1.09
Liberty Media Corp deb 3.500% 1/1 0.4 $4.2M 8.0M 0.53
Cemex Sab De Cv conv bnd 0.4 $4.2M 3.8M 1.12
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.3M 13k 342.59
Inphi Corp note 1.125%12/0 0.4 $4.2M 3.3M 1.29
Wabash National Corp 3.375 '18 conv 0.4 $4.2M 2.9M 1.44
Servicenow Inc. note 0.4 $4.2M 3.5M 1.18
Encore Capital Group Inc note 0.4 $4.2M 4.8M 0.87
iShares Dow Jones US Technology (IYW) 0.4 $4.0M 33k 120.24
Aegean Marine Petroleum Network note 4.000 11/0 0.4 $4.1M 4.0M 1.02
Cornerstone Ondemand Inc conv 0.4 $4.1M 3.9M 1.04
Akamai Technologies Inc Sr Cv zero coupon bonds 0.4 $4.1M 3.9M 1.04
General Cable Corp Del New frnt 4.500% 11/1 0.4 $3.9M 5.0M 0.78
Finisar Corp note 0.500%12/1 0.4 $3.9M 3.3M 1.18
Proofpoint Inc note 1.250%12/1 0.4 $3.9M 2.1M 1.83
Jazz Investments I Ltd. conv 0.4 $4.0M 4.1M 0.96
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.4 $4.0M 3.9M 1.03
Chart Industries 2% conv 0.3 $3.8M 3.9M 0.98
Exelon Corp 6.5% 01-jun-2017 convprf 0.3 $3.8M 79k 48.57
Shutterfly Inc note 0.250% 5/1 0.3 $3.8M 3.8M 1.01
Emergent Biosolutions Inc conv 0.3 $3.8M 3.0M 1.27
Meritage Homes Corp conv 0.3 $3.7M 3.7M 0.99
National Health Invs Inc note 0.3 $3.7M 3.3M 1.12
Spectranetics Corp mtnf 2.625% 6/0 0.3 $3.7M 3.6M 1.03
Illumina Inc conv 0.3 $3.6M 3.8M 0.96
Ishares Msci Usa Quality Facto invalid (QUAL) 0.3 $3.5M 50k 69.09
Insulet Corp note 2.000% 6/1 0.3 $3.5M 3.3M 1.07
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.3 $3.5M 67k 52.17
Yandex N V debt 1.125%12/1 0.3 $3.5M 3.7M 0.95
American Rlty Cap Pptys Inc note 3.750%12/1 0.3 $3.3M 3.3M 1.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.3 $3.4M 2.9M 1.17
Tcp Cap Corp note 5.250%12/1 0.3 $3.3M 3.1M 1.04
Proofpoint Inc dbcv 0.750% 6/1 0.3 $3.3M 2.9M 1.13
Integrated Device Tech conv 0.3 $3.3M 3.2M 1.03
Medidata Solutions Inc conv 0.3 $3.2M 2.9M 1.08
Encore Cap Group Inc note 3.000% 7/0 0.3 $3.1M 3.4M 0.93
Spectrum Pharmaceuticals Inc conv 0.3 $3.1M 3.5M 0.89
Silver Standard Resources Inc note 2.875 2/0 0.3 $3.2M 3.5M 0.91
Black Hills Corp unit 99/99/9999 0.3 $3.0M 45k 68.39
Navistar Intl Corp conv 0.3 $2.9M 3.0M 0.98
Huron Consulting Group I 1.25% cvbond 0.3 $2.9M 3.0M 0.98
Enernoc, Inc. conv 0.3 $3.0M 3.8M 0.79
Rovi Corp Note 0.500% 3/0 bond 0.3 $3.0M 2.9M 1.02
Amag Pharmaceuticals Inc note 2.500% 2/1 0.3 $2.8M 2.0M 1.41
Servicesource Intl 0.3 $2.9M 3.0M 0.96
Huntington Bancshares Inc pfd conv ser a 0.2 $2.7M 1.9k 1414.03
Cardtronics Inc note 1.000%12/0 0.2 $2.7M 2.3M 1.18
Webmd Health Corp 1.5% cnvrtbnd 0.2 $2.7M 2.4M 1.13
Arconic 0.2 $2.7M 89k 30.12
Nuance Communications Inc Dbcv 1.00012/1 0.2 $2.8M 3.1M 0.90
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $2.6M 110k 23.89
Tesla Motors Inc bond 0.2 $2.6M 3.0M 0.87
Tyson Foods Inc cnv p 0.2 $2.6M 39k 67.74
Endologix, Inc. 3.25% 11/01/2020 0.2 $2.6M 3.0M 0.87
Impax Laboratories Inc conv 0.2 $2.6M 3.3M 0.79
Oasis Pete Inc New Note 2.625% 9/1 bond 0.2 $2.6M 1.9M 1.39
Sm Energy Co note 1.500% 7/0 0.2 $2.6M 2.3M 1.15
Helix Energy Solutions note 0.2 $2.5M 2.5M 0.99
Bottomline Tech Del Inc note 1.500%12/0 0.2 $2.5M 2.4M 1.03
Acorda Therap note 1.75% 6/15 0.2 $2.5M 3.3M 0.76
Yahoo Inc note 12/0 0.2 $2.5M 2.5M 0.99
Teligent Inc note 3.750 12/1 0.2 $2.6M 2.8M 0.93
Medicines Company conv 0.2 $2.5M 2.1M 1.20
Liberty Interactive Llc Deb 1.750% 9/3 bond 0.2 $2.5M 2.3M 1.08
Powershares Senior Loan Portfo mf 0.2 $2.3M 101k 23.35
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.4M 2.1M 1.15
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.2 $2.4M 2.3M 1.05
Resource Capital Corporation note 8.000 1/1 0.2 $2.4M 2.5M 0.95
Anadarko Petroleum Corp conv p 0.2 $2.4M 58k 41.34
Ent 2 3/4 2/15/35 convertible bond 0.2 $2.4M 3.1M 0.78
Aceto Corp note 2.000 11/0 0.2 $2.4M 2.5M 0.96
Energy Select Sector SPDR (XLE) 0.2 $2.3M 31k 75.28
Sunpower Corp dbcv 4.000% 1/1 0.2 $2.3M 3.3M 0.70
Harmonic Inc note 4.000 12/0 0.2 $2.2M 2.0M 1.12
Theravance Biopharma Inc note 3.250%11/0 0.2 $2.3M 2.0M 1.15
iShares NASDAQ Biotechnology Index (IBB) 0.2 $2.2M 8.3k 265.52
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 0.2 $2.1M 2.0M 1.06
Take-two Interactive Softwar note 1.000% 7/0 0.2 $1.9M 844k 2.29
Palo Alto Networks Inc note 7/0 0.2 $2.0M 1.6M 1.27
Mercadolibre Inc note 2.250% 7/0 0.2 $1.8M 1.3M 1.38
Stericycle, Inc. pfd cv 0.2 $1.9M 30k 63.43
Fidelity National Finance conv 0.2 $1.7M 880k 1.94
Arcc 4 7/8 03/15/17 0.2 $1.8M 1.8M 1.00
Alphabet Inc Class A cs (GOOGL) 0.2 $1.7M 2.2k 792.31
Apple (AAPL) 0.1 $1.6M 14k 115.83
Utilities SPDR (XLU) 0.1 $1.6M 33k 48.59
Danaher Corp Del debt 0.1 $1.5M 508k 2.97
Nxp Semiconductors N V dbcv 1.000% 12/0 0.1 $1.5M 1.3M 1.14
Fireeye Series A convertible security 0.1 $1.4M 1.5M 0.92
Macquarie Infrastructure Cor Note 2.00010/0 0.1 $1.4M 1.4M 1.01
iShares Russell Midcap Value Index (IWS) 0.1 $1.3M 16k 80.36
iShares Dow Jones US Real Estate (IYR) 0.1 $1.3M 17k 76.93
Microsoft Corporation (MSFT) 0.1 $1.2M 20k 62.16
JPMorgan Chase & Co. (JPM) 0.1 $1.2M 14k 86.25
Laboratory Corp Amer Hldgs debt 0.1 $1.2M 672k 1.72
Citigroup (C) 0.1 $1.2M 20k 59.43
Kimberly-Clark Corporation (KMB) 0.1 $991k 8.7k 114.10
Johnson & Johnson (JNJ) 0.1 $907k 7.9k 114.75
General Electric Company 0.1 $893k 28k 31.57
Proshares Ultrashort 20+y Tr etf (TBT) 0.1 $898k 22k 40.82
Twitter Inc note 1.000% 9/1 0.1 $920k 1.0M 0.92
Loews Corporation (L) 0.1 $775k 17k 46.86
Berkshire Hathaway (BRK.B) 0.1 $742k 4.5k 163.22
Exxon Mobil Corporation (XOM) 0.1 $751k 8.3k 90.25
Pfizer (PFE) 0.1 $789k 24k 32.47
Verizon Communications (VZ) 0.1 $748k 14k 53.17
Procter & Gamble Company (PG) 0.1 $722k 8.6k 84.18
Facebook Inc cl a (META) 0.1 $803k 7.0k 114.91
Royal Gold Inc conv 0.1 $805k 759k 1.06
Spirit Rlty Cap Inc New Note cb 0.1 $770k 733k 1.05
Bank of America Corporation (BAC) 0.1 $706k 32k 22.09
Home Depot (HD) 0.1 $607k 4.5k 133.76
At&t (T) 0.1 $696k 16k 42.45
UnitedHealth (UNH) 0.1 $679k 4.2k 160.63
Amazon (AMZN) 0.1 $695k 931.00 746.51
Ishares Inc em mkt min vol (EEMV) 0.1 $606k 12k 48.77
Vipshop Holdings Ltd - Ads bond 0.1 $668k 668k 1.00
Allscripts Healthcare So conv 0.1 $612k 651k 0.94
Ishares Tr cur hdg ms emu (HEZU) 0.1 $661k 25k 26.55
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $669k 656k 1.02
Coca-Cola Company (KO) 0.1 $550k 13k 41.58
Chevron Corporation (CVX) 0.1 $496k 4.2k 117.65
Wells Fargo & Company (WFC) 0.1 $538k 9.8k 54.95
Intel Corporation (INTC) 0.1 $581k 16k 36.35
Altria (MO) 0.1 $508k 7.5k 67.85
Celgene Corporation 0.1 $534k 4.6k 115.99
iShares Dow Jones US Basic Mater. (IYM) 0.1 $579k 7.0k 83.13
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $499k 8.2k 61.08
Amtrust Finl Svcs Inc note 2.750%12/1 0.1 $543k 631k 0.86
Priceline Group Inc/the conv 0.1 $563k 531k 1.06
Consolidated Tomoka Ld Co note 4.500% 3/1 0.1 $520k 525k 0.99
Suntrust Banks Inc $1.00 Par Cmn 0.0 $451k 8.2k 54.73
FedEx Corporation (FDX) 0.0 $421k 2.3k 185.38
Cisco Systems (CSCO) 0.0 $443k 15k 30.23
Merck & Co (MRK) 0.0 $412k 7.0k 58.88
Pepsi (PEP) 0.0 $458k 4.4k 104.49
Oracle Corporation (ORCL) 0.0 $427k 11k 38.64
Key (KEY) 0.0 $421k 23k 18.32
MetLife (MET) 0.0 $387k 7.2k 54.12
SPDR S&P Retail (XRT) 0.0 $465k 11k 44.09
Cien 4 12/15/20 0.0 $466k 333k 1.40
First Trust Iv Enhanced Short (FTSM) 0.0 $480k 8.0k 60.10
Nuance Communications 0.0 $451k 465k 0.97
Pdl Biopharma Inc note 2.750 12/0 0.0 $400k 500k 0.80
Helix Energy Solutions Grp I note 4.250% 5/0 0.0 $477k 463k 1.03
Comcast Corporation (CMCSA) 0.0 $328k 4.7k 69.48
MasterCard Incorporated (MA) 0.0 $349k 3.4k 103.32
McDonald's Corporation (MCD) 0.0 $274k 2.3k 121.08
Walt Disney Company (DIS) 0.0 $325k 3.1k 104.77
3M Company (MMM) 0.0 $283k 1.6k 178.55
Union Pacific Corporation (UNP) 0.0 $365k 3.5k 103.37
Raytheon Company 0.0 $362k 2.6k 141.35
Amgen (AMGN) 0.0 $381k 2.6k 146.26
ConocoPhillips (COP) 0.0 $291k 5.8k 50.50
Schlumberger (SLB) 0.0 $334k 4.0k 84.24
Texas Instruments Incorporated (TXN) 0.0 $279k 3.8k 72.90
Gilead Sciences (GILD) 0.0 $279k 3.9k 71.47
TJX Companies (TJX) 0.0 $275k 3.6k 75.45
General Dynamics Corporation (GD) 0.0 $364k 2.1k 173.09
Visa (V) 0.0 $320k 4.1k 77.95
Delta Air Lines (DAL) 0.0 $332k 6.7k 49.27
Alza Corp sdcv 7/2 0.0 $348k 220k 1.58
Ares Capital Corporation (ARCC) 0.0 $280k 17k 16.58
Db-x Msci Japan Etf equity (DBJP) 0.0 $309k 8.3k 37.30
Intercontinental Exchange (ICE) 0.0 $314k 5.6k 56.57
Micron Technology Inc note 1.625% 2/1 0.0 $354k 175k 2.02
Medtronic (MDT) 0.0 $289k 4.1k 70.69
Allergan 0.0 $311k 1.5k 210.56
Time Warner 0.0 $269k 2.8k 96.80
Discover Financial Services (DFS) 0.0 $237k 3.3k 72.63
Costco Wholesale Corporation (COST) 0.0 $262k 1.7k 158.50
Wal-Mart Stores (WMT) 0.0 $230k 3.3k 69.32
Abbott Laboratories (ABT) 0.0 $254k 6.6k 38.59
CBS Corporation 0.0 $251k 3.9k 63.71
Boeing Company (BA) 0.0 $242k 1.6k 155.53
International Paper Company (IP) 0.0 $207k 3.9k 53.01
E.I. du Pont de Nemours & Company 0.0 $225k 3.1k 73.46
Everest Re Group (EG) 0.0 $206k 945.00 217.99
CVS Caremark Corporation (CVS) 0.0 $231k 2.9k 78.92
Thermo Fisher Scientific (TMO) 0.0 $260k 1.9k 140.39
Aetna 0.0 $263k 2.1k 123.59
Lockheed Martin Corporation (LMT) 0.0 $204k 818.00 249.39
General Mills (GIS) 0.0 $220k 3.6k 61.37
Honeywell International (HON) 0.0 $266k 2.3k 116.87
International Business Machines (IBM) 0.0 $208k 1.3k 165.47
Nike (NKE) 0.0 $200k 3.9k 50.77
Philip Morris International (PM) 0.0 $255k 2.8k 91.89
United Technologies Corporation 0.0 $250k 2.3k 109.65
Qualcomm (QCOM) 0.0 $256k 3.9k 65.52
Biogen Idec (BIIB) 0.0 $223k 781.00 285.53
EOG Resources (EOG) 0.0 $212k 2.1k 102.12
Lowe's Companies (LOW) 0.0 $202k 2.9k 70.68
Pioneer Natural Resources (PXD) 0.0 $247k 1.4k 179.90
priceline.com Incorporated 0.0 $206k 144.00 1430.56
ON Semiconductor (ON) 0.0 $201k 16k 12.70
Invesco (IVZ) 0.0 $246k 8.1k 30.31
Lam Research Corporation (LRCX) 0.0 $253k 2.4k 106.84
EQT Corporation (EQT) 0.0 $247k 3.8k 65.43
American International (AIG) 0.0 $223k 3.4k 65.78
Nxp Semiconductors N V (NXPI) 0.0 $214k 2.2k 97.54
iShares Dow Jones US Energy Sector (IYE) 0.0 $272k 6.6k 41.53
Abbvie (ABBV) 0.0 $252k 4.0k 62.70
Wells Fargo & Co mtnf 0.125% 3/1 0.0 $175k 182k 0.96
Xerox Corporation 0.0 $126k 15k 8.69
Ford Motor Company (F) 0.0 $154k 13k 12.04
Nuvasive Inc. conv 0.0 $107k 66k 1.62
Prospect Capital Corporati mtnf 5.375% 0.0 $119k 118k 1.01
Starwood Ppty note 4.0% 1/15/ 0.0 $81k 72k 1.12
Janus Capital conv 0.0 $130k 98k 1.33
Al Us conv 0.0 $131k 98k 1.34
Ares Capital Corporation convertible cor 0.0 $102k 100k 1.02
Biomarin Pharmaceutical Inc note 0.750%10/1 0.0 $86k 77k 1.12
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
Ares Capital Corp conv 0.0 $32k 31k 1.03
Broadsoft Inc note 1.000% 9/0 0.0 $42k 35k 1.20