13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2016-03-31, filed 2016-05-09, with 270 holding rows worth $975,269,000.
- Accession
- 0001172661-16-003205
- Filer
- CIK 938487
- Filed
- 2016-05-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2016
A holdings report, 270 entries on the cover page, a total value of $975,269,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $975,269,000 with VALUE read as thousands by filing date, 13F file number 028-04720. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 21,000,000 | $33,401,000 | thousands by filing date | principal |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 161,232 | $33,323,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 29,135 | $26,684,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 285,500 | $23,323,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 18,375,000 | $22,053,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 18,273 | $22,019,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 17,031 | $19,380,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 178,631 | $18,535,000 | thousands by filing date | |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 11,301,000 | $14,041,000 | thousands by filing date | principal |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 12,301,000 | $13,740,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 9,520,000 | $13,641,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 10,754,000 | $13,321,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 10,300,000 | $12,778,000 | thousands by filing date | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 110,615 | $12,258,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 11,596,000 | $12,036,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 4,329,000 | $11,198,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 54,168 | $11,132,000 | thousands by filing date | |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 6,198,000 | $11,062,000 | thousands by filing date | principal |
| STERICYCLE INC | 858912207 | DEP PFD A 1/10 | 106,375 | $9,923,000 | thousands by filing date | |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 2,380,000 | $9,785,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 207,415 | $9,681,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 7,758,000 | $9,601,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 10,330,000 | $9,389,000 | thousands by filing date | principal |
| TYSON FOODS | 902494301 | COM | 125,355 | $9,304,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 178,495 | $9,007,000 | thousands by filing date | |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 7,004,000 | $8,342,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X308 | PFD CONV SER A | 79,554 | $8,332,000 | thousands by filing date | |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 5,010,000 | $8,234,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 7,434,000 | $7,729,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 4,030,000 | $7,714,000 | thousands by filing date | principal |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 8,342,000 | $7,556,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 7,356,000 | $7,504,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 8,500,000 | $7,283,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 3,905,000 | $6,513,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 6,257,000 | $6,496,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 105,760 | $6,441,000 | thousands by filing date | |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 7,150,000 | $6,417,000 | thousands by filing date | principal |
| WPX ENERGY INC | 98212B202 | PFD SER A CV | 175,000 | $6,387,000 | thousands by filing date | |
| WABASH NATL CORP | 929566AH0 | CNV | 4,940,000 | $6,293,000 | thousands by filing date | principal |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 12,000,000 | $6,254,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 4,979,000 | $6,248,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 6,000,000 | $5,944,000 | thousands by filing date | principal |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 59,650 | $5,894,000 | thousands by filing date | |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 6,474,000 | $5,889,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 45,500 | $5,870,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 6,500,000 | $5,805,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 198,000 | $5,749,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 6,100,000 | $5,711,000 | thousands by filing date | principal |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 5,500,000 | $5,566,000 | thousands by filing date | principal |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 89,422 | $5,515,000 | thousands by filing date | |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 4,767,000 | $5,429,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 5,125,000 | $5,340,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 6,000,000 | $5,328,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 7,000,000 | $5,319,000 | thousands by filing date | principal |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 103,464 | $5,216,000 | thousands by filing date | |
| RAS 4 10/1/33 | 749227AB0 | Bond 30/360P2 U | 6,241,000 | $5,196,000 | thousands by filing date | principal |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 78,295 | $5,167,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 6,000,000 | $5,120,000 | thousands by filing date | principal |
| BGC PARTNERS INC | 05541TAD3 | CORPORATE OBLIG | 4,945,000 | $5,048,000 | thousands by filing date | principal |
| CROWN CASTLE INTL CORP NEW | 22822V200 | CNV PFD STK SR A | 46,945 | $5,010,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED ALP | 33734K109 | COM SHS | 109,182 | $4,872,000 | thousands by filing date | |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 3,830,000 | $4,867,000 | thousands by filing date | principal |
| FIAT CHRYSLER AUTOMOBILES N | N31738110 | MAN COV SEC 16 | 66,971 | $4,836,000 | thousands by filing date | |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 4,699,000 | $4,821,000 | thousands by filing date | principal |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 3,612,000 | $4,815,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 3,676,000 | $4,755,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 4,357,000 | $4,712,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 4,746,000 | $4,697,000 | thousands by filing date | principal |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 5,600,000 | $4,694,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 3,654,000 | $4,642,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 3,665,000 | $4,623,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RVY4 | MTNF 0.125 2/2 | 4,766,000 | $4,604,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 4,750,000 | $4,539,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 4,160,000 | $4,515,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 5,205,000 | $4,498,000 | thousands by filing date | principal |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 4,438,000 | $4,464,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 4,375,000 | $4,399,000 | thousands by filing date | principal |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 5,500,000 | $4,382,000 | thousands by filing date | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 39,979 | $4,339,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 4,228,000 | $4,236,000 | thousands by filing date | principal |
| SPECTRUM PHARMACEUTICALS INC | 84763AAB4 | NOTE 2.750%12/1 | 4,859,000 | $4,227,000 | thousands by filing date | principal |
| SREV 1.5 8/18 | 81763UAB6 | Bond 30/360P2 U | 5,066,000 | $4,053,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 4,500,000 | $4,008,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 4,491,000 | $3,982,000 | thousands by filing date | principal |
| IRIDIUM COMMUNICATIONS INC | 46269C409 | PERP PFD CNV B | 13,500 | $3,960,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 3,500,000 | $3,955,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 4,576,000 | $3,953,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 3,816,000 | $3,922,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RTK7 | MTNF 0.125 3/1 | 4,082,000 | $3,907,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 3,598,000 | $3,874,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 2,058,000 | $3,868,000 | thousands by filing date | principal |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 3,500,000 | $3,861,000 | thousands by filing date | principal |
| EXELON CORP | 30161N127 | UNIT 99/99/9999 | 78,955 | $3,845,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 3,539,000 | $3,833,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 3,850,000 | $3,817,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 4,500,000 | $3,791,000 | thousands by filing date | principal |
| BCOR 4.25 4/19 | 095229AB6 | Bond 30/360P2 U | 5,000,000 | $3,750,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 3,697,000 | $3,696,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 3,475,000 | $3,636,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 5,000,000 | $3,444,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 3,866,000 | $3,434,000 | thousands by filing date | principal |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 3,500,000 | $3,402,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 3,036,000 | $3,355,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 4,000,000 | $3,350,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 3,262,000 | $3,318,000 | thousands by filing date | principal |
| IDTI 0.875 22 | 458118AB2 | Bond 30/360P2 U | 3,519,000 | $3,284,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 1,640,000 | $3,267,000 | thousands by filing date | principal |
| PFPT1.25 12/18 | 743424AB9 | Bond 30/360P2 U | 2,200,000 | $3,210,000 | thousands by filing date | principal |
| BLACKROCK TCP CAPITAL CORP | 87238QAB9 | COM | 3,225,000 | $3,154,000 | thousands by filing date | principal |
| BLACK HILLS CORP | 092113125 | UNIT 99/99/9999 | 44,000 | $2,984,000 | thousands by filing date | |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 3,750,000 | $2,970,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 1,867,000 | $2,944,000 | thousands by filing date | principal |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 964,000 | $2,931,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 2,523,000 | $2,878,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 2,980,000 | $2,869,000 | thousands by filing date | principal |
| ALCOA INC | 013817309 | DEP SHS 1/10TH | 88,170 | $2,842,000 | thousands by filing date | |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,909,000 | $2,831,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 5,165,000 | $2,822,000 | thousands by filing date | principal |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 4,000,000 | $2,822,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 1,569,000 | $2,800,000 | thousands by filing date | principal |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 21,381 | $2,794,000 | thousands by filing date | |
| MWW 3.50 10/19 | 611742AB3 | Bond 30/360P2 U | 3,000,000 | $2,743,000 | thousands by filing date | principal |
| ROVI CORP | 779376AD4 | NOTE 0.500% 3/0 | 2,869,000 | $2,735,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 3,500,000 | $2,733,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 2,447,000 | $2,708,000 | thousands by filing date | principal |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 3,350,000 | $2,697,000 | thousands by filing date | principal |
| HUNTINGTON BANCSHARES INC | 446150401 | PREFERRED STOCK | 1,968 | $2,665,000 | thousands by filing date | |
| YANDEX N.V. | 98474TAB3 | 1.125% CNV BDS 15/12/18 USD | 3,000,000 | $2,636,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 2,365,000 | $2,612,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 22,769 | $2,581,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 2,118,000 | $2,509,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 2,524,000 | $2,498,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 1,593,000 | $2,482,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 2,600,000 | $2,472,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 2,145,000 | $2,424,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 2,000,000 | $2,379,000 | thousands by filing date | principal |
| FIRST TR EXCHANGE-TRADED FD | 336920103 | US EQTY OPPT ETF | 47,300 | $2,372,000 | thousands by filing date | |
| INCYTE CORP | 45337CAM4 | NOTE 0.375%11/1 | 1,493,000 | $2,292,000 | thousands by filing date | principal |
| Global Eagle Entertainment | 37951DAB8 | CONV BOND | 3,000,000 | $2,281,000 | thousands by filing date | principal |
| FIRST TR EXCH TRADED FD III | 33739E108 | PFD SECS INC ETF | 117,390 | $2,189,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 1,681,000 | $2,185,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 2,000,000 | $2,166,000 | thousands by filing date | principal |
| ISHARES MSCI USA QUALITY FACTOR ETF | 46432F339 | ETF | 32,568 | $2,137,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 2,051,000 | $2,081,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 1,989,000 | $2,036,000 | thousands by filing date | principal |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 2,032,000 | $2,015,000 | thousands by filing date | principal |
| KINDER MORGAN INC DEL | 49456B200 | PFD SER A | 43,890 | $1,968,000 | thousands by filing date | |
| IGI LABORATORIES INC | 449575AB5 | NOTE 3.75012/1 | 2,500,000 | $1,962,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 17,213 | $1,877,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 1,846,000 | $1,808,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 3,200,000 | $1,745,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 913,000 | $1,682,000 | thousands by filing date | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 33,726 | $1,674,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAG5 | DEBT 1.500%11/0 | 1,598,000 | $1,645,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 638,000 | $1,629,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 863,000 | $1,611,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 3,000,000 | $1,591,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 761,000 | $1,573,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 2,000,000 | $1,569,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 2,031 | $1,550,000 | thousands by filing date | |
| iShares U.S. Financials ETF | 464287788 | SHS | 18,005 | $1,524,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 1,270,000 | $1,451,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 511,000 | $1,408,000 | thousands by filing date | principal |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 69,775 | $1,359,000 | thousands by filing date | |
| ISHARES RUSSELL MID-CAP VALUE ETF | 464287473 | ETF | 18,787 | $1,332,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 15,747 | $1,225,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 20,039 | $1,186,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $1,168,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 19,862 | $1,095,000 | thousands by filing date | |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 669,000 | $1,049,000 | thousands by filing date | principal |
| Johnson & Johnson | 478160104 | COM | 8,057 | $873,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 20,189 | $843,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 26,243 | $834,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 1,975,000 | $794,000 | thousands by filing date | principal |
| Pfizer Inc. | 717081103 | COM | 24,441 | $725,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 8,555 | $714,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 8,563 | $705,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 713,000 | $703,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 4,617 | $655,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452608 | PERP PFD-D CV | 10,000 | $650,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 5,697 | $649,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 13,382 | $648,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 16,535 | $647,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 16,540 | $633,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 11,601 | $626,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 45,270 | $611,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 4,597 | $611,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 13,101 | $607,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 4,303 | $555,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 925 | $552,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 631,000 | $497,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 1,000,000 | $489,000 | thousands by filing date | principal |
| Oracle Corporation | 68389X105 | COM | 11,588 | $474,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 7,469 | $470,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 4,598 | $463,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 4,460 | $455,000 | thousands by filing date | |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 353,000 | $437,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 396,000 | $437,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 4,373 | $418,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 14,417 | $410,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 5,263 | $399,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 1,482 | $397,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 12,072 | $389,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 2,584 | $386,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 2,302 | $376,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 6,977 | $371,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 3,874 | $358,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 8,230 | $338,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 331,000 | $333,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 6,793 | $330,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 3,446 | $327,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 7,281 | $320,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 4,179 | $314,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 4,103 | $314,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 2,536 | $313,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 3,015 | $312,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 1,964 | $310,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 3,096 | $307,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 7,432 | $305,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 8,220 | $296,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 4,829 | $295,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 3,927 | $289,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 3,598 | $289,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 6,894 | $288,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 10,304 | $287,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 3,647 | $285,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 2,151 | $284,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 2,263 | $283,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 9,027 | $283,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33739Q408 | FIRST TR ENH NEW | 4,694 | $280,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 2,773 | $272,000 | thousands by filing date | |
| EPR PPTYS | 26884U208 | PFD C CV 5.75% | 10,500 | $270,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 1,137 | $268,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,619 | $267,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 1,856 | $263,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 1,658 | $261,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 6,743 | $258,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 2,276 | $254,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 23,009 | $253,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 8,093 | $247,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 3,529 | $243,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 3,316 | $243,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 3,911 | $240,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 2,127 | $240,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 4,085 | $233,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 3,360 | $231,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 230,000 | $230,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 2,260 | $229,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 3,586 | $228,000 | thousands by filing date | |
| ISHARES TR | 464287796 | U.S. ENERGY ETF | 6,550 | $228,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 3,811 | $219,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 5,421 | $217,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 3,948 | $216,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 3,107 | $208,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 2,824 | $208,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 2,480 | $205,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 783 | $204,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 1,592 | $203,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 170,000 | $166,000 | thousands by filing date | principal |
| XEROX CORP | 984121103 | COM | 14,467 | $161,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 15,812 | $152,000 | thousands by filing date | |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 126,000 | $113,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 100,000 | $101,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 92,000 | $92,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 57,000 | $81,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 38,000 | $59,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 50,000 | $49,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 29,000 | $32,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 22,000 | $26,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 20,000 | $20,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-16-003205 | this filing | 2016-05-09 | acceptance time not in the bulk data set |