SSI Investment Management

SSI Investment Management as of March 31, 2012

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 347 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 7.2 $70M 499k 140.81
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.9 $19M 264k 70.72
Microchip Technology Inc sdcv 2.125%12/1 1.7 $17M 12M 1.38
Annaly Cap Mgmt Inc note 4.000% 2/1 1.7 $16M 14M 1.16
Liberty Media Corp bond 1.4 $14M 16M 0.88
Wesco Intl Inc dbcv 6.000% 9/1 1.4 $13M 5.5M 2.41
Verisign Inc sdcv 3.250% 8/1 1.3 $13M 10M 1.28
Citigroup Inc unit 1.3 $13M 125k 103.53
General Cable Corp Del New frnt 4.500% 11/1 1.3 $13M 12M 1.05
Dryships Inc. note 5.000%12/0 1.2 $11M 14M 0.84
Gilead Sciences conv 1.2 $11M 8.8M 1.28
Knight Capital Group Inc. 3.50% dbcv 1.1 $11M 12M 0.96
Note 3.50 1.1 $11M 9.3M 1.17
Mgm Mirage conv 1.1 $11M 10M 1.06
Keycorp New pfd 7.75% sr a 1.1 $10M 91k 112.66
Newpark Res Inc note 4.000%10/0 1.0 $9.8M 8.8M 1.11
Navistar Intl Corp New note 3.000%10/1 1.0 $9.7M 8.8M 1.10
Regis Corp Minn note 5.000% 7/1 1.0 $9.7M 7.3M 1.34
Goodyear Tire Rubr Pfd 5.875% p 1.0 $9.6M 233k 41.44
Brookdale Senior Living note 1.0 $9.5M 10M 0.93
Apple (AAPL) 1.0 $9.4M 16k 599.67
E M C Corp Mass note 1.750%12/0 0.9 $9.3M 4.9M 1.88
Sba Communications Corp note 4.000%10/0 0.9 $9.2M 5.3M 1.76
Virgin Media Inc note 6.500%11/1 0.9 $9.2M 6.0M 1.54
Sonic Automotive Inc note 5.000% 10/0 0.9 $8.7M 5.8M 1.52
Sterlite Inds India Ltd note 4.000%10/3 0.9 $8.5M 9.0M 0.94
Aspen Insurance Holdings Ltd pfd prp inc eq 0.8 $8.3M 153k 54.18
Chart Industries 2% conv 0.8 $8.3M 6.5M 1.28
Omnicare Cap Tr Ii pfd b tr 4.00% 0.8 $8.2M 173k 47.50
General Mtrs Co jr pfd cnv srb 0.8 $8.0M 191k 41.85
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $7.7M 5.7M 1.35
Western Refng Inc note 5.750% 6/1 0.8 $7.6M 4.0M 1.89
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.8 $7.4M 4.2M 1.78
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.8 $7.4M 6.7k 1111.34
Covanta Holding Conv conv bnd 0.7 $7.2M 6.3M 1.15
Bank Of America Corporation preferred (BAC.PL) 0.7 $7.1M 7.2k 978.94
Gilead Sciences Inc note 0.625% 5/0 0.7 $7.0M 5.3M 1.32
Lifepoint Hospitals Inc note 3.500% 5/1 0.7 $6.9M 6.6M 1.05
Intel Corp sdcv 0.7 $7.0M 6.1M 1.15
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.7 $6.8M 6.4M 1.07
Anglogold Ashanti Holdings Fin pfd cv 0.7 $6.9M 160k 43.08
Chesapeake Energy Corp note 2.500% 5/1 0.7 $6.5M 7.1M 0.92
Arvinmeritor Inc frnt 4.625% 3/0 0.6 $6.1M 6.8M 0.91
Continental Airls Inc note 4.500% 1/1 0.6 $6.1M 4.5M 1.35
Kkr Financial Hldgs Llc note 7.500% 1/1 0.6 $6.2M 4.4M 1.41
Allegheny Technologies Inc note 4.250% 6/0 0.6 $5.9M 4.7M 1.25
Apache Corp. 6% Mandatory Conv pfd cv 0.6 $5.9M 106k 55.58
Synovus Finl Corp unit 99/99/9999 0.6 $5.7M 300k 18.90
United States Stl Corp New note 4.000% 5/1 0.6 $5.7M 4.8M 1.18
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.6 $5.6M 6.1M 0.93
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.6 $5.5M 3.9M 1.42
Sandisk Corp note 1.500% 8/1 0.6 $5.5M 4.6M 1.18
Omnicom Group Inc note 7/0 0.5 $5.2M 4.7M 1.09
Netapp Inc note 1.750% 6/0 0.5 $5.1M 3.5M 1.45
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.5 $5.1M 4.0M 1.25
Goldcorp Inc New note 2.000% 8/0 0.5 $4.9M 4.1M 1.21
On Semiconductor Corp note 2.625%12/1 0.5 $4.8M 4.3M 1.12
Live Nation Entertainment In note 2.875% 7/1 0.5 $4.8M 5.0M 0.96
Microsoft Corporation (MSFT) 0.5 $4.8M 147k 32.25
GAME Technolog debt 0.5 $4.8M 4.3M 1.13
Phh Corp note 4.000% 9/0 0.5 $4.8M 5.0M 0.96
Boston Pptys Ltd Partnership note 3.750% 5/1 0.5 $4.8M 4.2M 1.14
Alere 0.5 $4.7M 19k 242.03
Stanley Wks frnt 5/1 0.5 $4.6M 3.9M 1.19
Danaher Corp Del debt 0.5 $4.5M 2.8M 1.63
Exxon Mobil Corporation (XOM) 0.5 $4.4M 51k 86.77
Fifth Third Bancorp cnv pfd dep1/250 0.4 $4.3M 30k 142.80
Exterran Hldgs Inc note 4.250% 6/1 0.4 $4.3M 4.3M 1.00
JPMorgan Chase & Co. (JPM) 0.4 $4.2M 91k 45.97
Rovi Corp conv 0.4 $4.2M 4.0M 1.05
Cemex Sab conv 0.4 $4.2M 4.5M 0.94
General Electric Company 0.4 $4.1M 205k 20.07
Heartware Intl Inc note 3.500%12/1 0.4 $4.1M 4.0M 1.03
Anixter Intl Inc note 1.000% 2/1 0.4 $4.0M 3.2M 1.25
Peabody Energy Corp sdcv 4.750%12/1 0.4 $3.9M 4.1M 0.95
Hawaiian Holdings Inc conv 0.4 $3.9M 4.0M 0.97
Symantec Corp note 1.000% 6/1 0.4 $3.8M 3.4M 1.12
Viropharma Inc note 2.000% 3/1 0.4 $3.9M 2.3M 1.71
Google 0.4 $3.8M 5.9k 641.11
St Mary Ld & Expl Co note 3.500% 4/0 0.4 $3.7M 2.9M 1.30
Mastec Inc note 4.250%12/1 0.4 $3.7M 2.7M 1.39
Phh Corp cnv 0.4 $3.7M 2.5M 1.47
United Therapeutics conv 0.4 $3.6M 3.2M 1.15
Rayonier Trs Hldgs Inc note 3.750%10/1 0.4 $3.5M 2.9M 1.22
Ford Mtr Co Del note 4.250%11/1 0.4 $3.5M 2.2M 1.59
Affiliated Managers Group note 3.950% 8/1 0.4 $3.5M 3.2M 1.10
Cno Finl Group Inc dbcv 7.000%12/3 0.4 $3.5M 2.2M 1.58
National Finl Partners Corp note 4.000% 6/1 0.4 $3.5M 2.6M 1.35
Ttm Technologies Inc note 3.250% 5/1 0.3 $3.4M 3.2M 1.07
Procter & Gamble Company (PG) 0.3 $3.4M 51k 67.24
Hologic Inc frnt 2.000%12/1 0.3 $3.5M 2.9M 1.18
Interpublic Group Cos Inc note 4.750% 3/1 0.3 $3.3M 3.0M 1.13
Volcano Corporation note 2.875% 9/0 0.3 $3.3M 2.8M 1.19
Sba Communications Corp note 1.875% 5/0 0.3 $3.3M 2.6M 1.26
Wells Fargo & Company (WFC) 0.3 $3.2M 94k 34.15
Sothebys note 3.125% 6/1 0.3 $3.2M 2.5M 1.27
Molina Healthcare Inc note 3.750%10/0 0.3 $3.2M 2.5M 1.27
Archer Daniels Midland Co note 0.875% 2/1 0.3 $3.1M 3.1M 1.02
Cisco Systems (CSCO) 0.3 $3.1M 146k 21.14
Jetblue Airways Corp dbcv 6.750%10/1 0.3 $3.1M 2.5M 1.23
United Auto Group Inc note 3.500% 4/0 0.3 $3.0M 2.8M 1.08
Qualcomm (QCOM) 0.3 $3.0M 44k 68.05
Chevron Corporation (CVX) 0.3 $2.9M 27k 107.09
McKesson Corporation (MCK) 0.3 $2.8M 32k 87.74
Philip Morris International (PM) 0.3 $2.8M 32k 88.62
EMC Corporation 0.3 $2.8M 94k 29.85
Salix Pharmaceuticals Inc note 2.750% 5/1 0.3 $2.9M 2.2M 1.34
Massey Energy Co note 3.250% 8/0 0.3 $2.7M 3.0M 0.90
Trw Automotive 3.5% 12/01/15 conv 0.3 $2.8M 1.6M 1.75
D R Horton Inc note 2.000% 5/1 0.3 $2.6M 2.0M 1.30
International Business Machines (IBM) 0.3 $2.6M 13k 208.62
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.7M 1.7M 1.58
Equinix Inc note 3.000%10/1 0.3 $2.5M 1.7M 1.51
Coca-Cola Company (KO) 0.3 $2.5M 34k 74.07
Johnson & Johnson (JNJ) 0.3 $2.6M 39k 66.03
Schlumberger (SLB) 0.3 $2.5M 36k 69.88
Citigroup (C) 0.3 $2.6M 70k 36.55
United Technologies Corporation 0.2 $2.4M 29k 82.96
Fei Co note 2.875% 6/0 0.2 $2.4M 1.4M 1.71
At&t (T) 0.2 $2.2M 71k 31.24
Pfizer (PFE) 0.2 $2.2M 96k 22.66
Agco Corp note 1.250%12/1 0.2 $2.1M 1.7M 1.28
CUBIST PHARM CONVERTIBLE security 0.2 $2.2M 1.3M 1.60
ConocoPhillips (COP) 0.2 $2.1M 27k 76.01
Prudential Financial (PRU) 0.2 $2.0M 32k 63.35
MetLife (MET) 0.2 $2.1M 55k 37.35
American Capital Agency 0.2 $2.1M 71k 29.57
Newmont Mining Corp Cvt cv bnd 0.2 $2.1M 1.6M 1.31
U.S. Bancorp (USB) 0.2 $2.0M 63k 31.68
Level 3 Communications Inc note 6.500%10/0 0.2 $2.0M 1.2M 1.60
Airtran Hldgs Inc note 5.250%11/0 0.2 $1.9M 1.5M 1.26
Mcmoran Exploration note 4.000%12/3 0.2 $2.0M 2.0M 1.00
Kroger (KR) 0.2 $1.9M 79k 24.23
Anadarko Petroleum Corporation 0.2 $1.8M 24k 78.36
Baker Hughes Incorporated 0.2 $1.9M 44k 41.92
Target Corporation (TGT) 0.2 $1.9M 32k 58.21
UnitedHealth (UNH) 0.2 $1.9M 32k 58.89
Oracle Corporation (ORCL) 0.2 $1.9M 65k 29.13
Celgene Corporation 0.2 $1.9M 25k 77.44
iShares Dow Jones Select Dividend (DVY) 0.2 $1.9M 33k 56.02
Medivation Inc note 2.625% 4/0 0.2 $1.9M 1.8M 1.06
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $1.8M 1.3M 1.43
Hartford Finl Svcs Group Inc dep conv p 0.2 $1.8M 82k 21.46
Intel Corporation (INTC) 0.2 $1.8M 64k 28.13
National Retail Properties I note 5.125% 6/1 0.2 $1.6M 1.4M 1.12
Molson Coors Brewing Co note 2.500% 7/3 0.2 $1.6M 1.5M 1.05
McDonald's Corporation (MCD) 0.2 $1.7M 17k 98.06
Allergan 0.2 $1.7M 18k 95.36
Lowe's Companies (LOW) 0.2 $1.7M 54k 31.40
Comcast Corporation (CMCSA) 0.2 $1.6M 52k 30.03
Discover Financial Services (DFS) 0.2 $1.6M 47k 33.33
Hess (HES) 0.2 $1.6M 27k 58.91
Annaly Capital Management 0.1 $1.5M 96k 15.79
Range Resources (RRC) 0.1 $1.5M 25k 58.15
Bed Bath & Beyond 0.1 $1.4M 22k 65.77
Northrop Grumman Corporation (NOC) 0.1 $1.5M 25k 61.03
Foot Locker (FL) 0.1 $1.5M 47k 31.07
Pepsi (PEP) 0.1 $1.4M 22k 66.35
Home Properties 0.1 $1.5M 24k 61.05
Berkshire Hathaway (BRK.B) 0.1 $1.4M 17k 81.12
Walt Disney Company (DIS) 0.1 $1.3M 30k 43.75
CenturyLink 0.1 $1.4M 36k 38.67
Anheuser-Busch InBev NV (BUD) 0.1 $1.3M 18k 72.68
Kellogg Company (K) 0.1 $1.3M 25k 53.62
Mosaic (MOS) 0.1 $1.4M 25k 55.21
Smithfield Foods Inc note 4.000% 6/3 0.1 $1.2M 1.1M 1.14
3M Company (MMM) 0.1 $1.2M 14k 89.08
Boeing Company (BA) 0.1 $1.3M 18k 74.37
Verizon Communications (VZ) 0.1 $1.3M 33k 38.13
Ford Motor Company (F) 0.1 $1.3M 104k 12.46
Watson Pharmaceuticals 0.1 $1.3M 19k 67.03
Poly 0.1 $1.2M 65k 19.11
Simon Property (SPG) 0.1 $1.3M 8.6k 145.85
Health Care Reit Inc Cvt cv bnd 0.1 $1.3M 1.2M 1.11
Apollo Invt Corp note 5.750% 1/1 0.1 $1.3M 1.3M 0.97
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.2M 944k 1.24
CMS Energy Corporation (CMS) 0.1 $1.2M 55k 21.97
PNC Financial Services (PNC) 0.1 $1.2M 18k 64.49
Macy's (M) 0.1 $1.2M 30k 39.71
Merck & Co (MRK) 0.1 $1.2M 31k 38.40
Symantec Corporation 0.1 $1.2M 63k 18.72
PT Telekomunikasi Indonesia (TLK) 0.1 $1.2M 40k 30.34
Goldcorp 0.1 $1.2M 26k 44.95
United Therapeutics Corporation (UTHR) 0.1 $1.2M 25k 47.11
American States Water Company (AWR) 0.1 $1.1M 32k 36.08
Csx Corp dbcv 10/3 0.1 $1.2M 530k 2.29
Time Warner 0.1 $1.0M 28k 37.77
Portland General Electric Company (POR) 0.1 $1.0M 42k 24.95
Wal-Mart Stores (WMT) 0.1 $1.1M 18k 61.23
Bristol Myers Squibb (BMY) 0.1 $1.1M 33k 33.74
Cerner Corporation 0.1 $1.1M 14k 76.18
Altria (MO) 0.1 $1.0M 33k 30.90
Nextera Energy (NEE) 0.1 $1.1M 18k 61.13
Occidental Petroleum Corporation (OXY) 0.1 $1.0M 11k 95.18
Parker-Hannifin Corporation (PH) 0.1 $1.1M 13k 84.56
Broadcom Corporation 0.1 $1.1M 28k 39.37
Ares Capital Corporation (ARCC) 0.1 $1.0M 64k 16.37
SanDisk Corporation 0.1 $1.1M 22k 49.61
BioMed Realty Trust 0.1 $1.1M 56k 18.98
Liberty Media Corp New deb 3.125% 3/3 0.1 $1.0M 835k 1.20
Affiliated Managers (AMG) 0.1 $1.0M 9.0k 111.58
FedEx Corporation (FDX) 0.1 $1.0M 11k 91.85
Republic Services (RSG) 0.1 $1.0M 33k 30.56
International Game Technology 0.1 $1.0M 61k 16.80
Kraft Foods 0.1 $1.0M 27k 38.04
Emerson Electric (EMR) 0.1 $999k 19k 52.16
Level 3 Communications Inc note 0.1 $975k 750k 1.30
Onyx Pharmaceuticals 0.1 $991k 26k 37.75
PMC-Sierra 0.1 $935k 129k 7.24
UGI Corporation (UGI) 0.1 $980k 36k 27.23
Laboratory Corp Amer Hldgs debt 0.1 $1.0M 829k 1.22
Newmont Mining Corp note 1.250% 7/1 0.1 $951k 755k 1.26
Rti Intl Metals Inc note 3.000%12/0 0.1 $991k 981k 1.01
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.1 $854k 791k 1.08
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $929k 636k 1.46
Transocean Inc note 1.500%12/1 0.1 $877k 877k 1.00
Amgen Inc note 0.375% 2/0 0.1 $852k 835k 1.02
Caterpillar (CAT) 0.1 $859k 8.1k 106.54
Devon Energy Corporation (DVN) 0.1 $909k 13k 71.12
BMC Software 0.1 $852k 21k 40.12
Directv 0.1 $894k 18k 49.40
Fifth Third Ban (FITB) 0.1 $924k 66k 14.08
iShares Russell 2000 Index (IWM) 0.1 $886k 11k 82.81
Huntsman Corporation (HUN) 0.1 $904k 65k 14.02
BRE Properties 0.1 $926k 18k 50.61
Pinnacle West Capital Corporation (PNW) 0.1 $898k 19k 47.90
Vornado Rlty L P debt 0.1 $889k 889k 1.00
Hldgs (UAL) 0.1 $895k 42k 21.50
American Tower Reit (AMT) 0.1 $903k 14k 62.94
Loews Corporation (L) 0.1 $797k 20k 39.85
Medtronic Inc note 1.625% 4/1 0.1 $783k 775k 1.01
Cabot Oil & Gas Corporation (CTRA) 0.1 $763k 25k 31.18
Kimberly-Clark Corporation (KMB) 0.1 $776k 11k 73.90
Transocean (RIG) 0.1 $815k 15k 54.69
Dow Chemical Company 0.1 $768k 22k 34.63
Electronic Arts (EA) 0.1 $775k 47k 16.49
Endo Pharmaceuticals 0.1 $818k 21k 38.72
Mylan 0.1 $751k 32k 23.47
Olin Corporation (OLN) 0.1 $810k 37k 21.71
GlaxoSmithKline 0.1 $769k 17k 44.88
Dr Pepper Snapple 0.1 $747k 19k 40.24
Invesco (IVZ) 0.1 $742k 28k 26.67
BHP Billiton (BHP) 0.1 $791k 11k 72.46
Cinemark Holdings (CNK) 0.1 $816k 37k 21.94
Hill-Rom Holdings 0.1 $758k 23k 33.38
Salix Pharmaceuticals 0.1 $752k 14k 52.53
SM Energy (SM) 0.1 $786k 11k 70.69
Vanguard Emerging Markets ETF (VWO) 0.1 $798k 18k 43.41
Gilead Sciences conv 0.1 $743k 609k 1.22
Barrick Gold Corp (GOLD) 0.1 $680k 16k 43.54
Hologic (HOLX) 0.1 $670k 31k 21.58
NetApp (NTAP) 0.1 $682k 15k 44.82
Tyson Foods (TSN) 0.1 $641k 34k 19.15
Interpublic Group of Companies (IPG) 0.1 $729k 64k 11.41
Valero Energy Corporation (VLO) 0.1 $707k 28k 25.75
Nike (NKE) 0.1 $645k 5.9k 108.46
TRW Automotive Holdings 0.1 $697k 15k 46.47
Rex Energy Corporation 0.1 $684k 64k 10.68
Brandywine Realty Trust (BDN) 0.1 $667k 58k 11.49
Saks Inc note 2.000% 3/1 0.1 $541k 501k 1.08
American Express Company (AXP) 0.1 $597k 10k 57.79
Travelers Companies (TRV) 0.1 $623k 11k 59.25
Arrow Electronics (ARW) 0.1 $579k 14k 41.93
Fluor Corporation (FLR) 0.1 $575k 9.6k 59.94
American Electric Power Company (AEP) 0.1 $634k 17k 38.52
Fifth Street Finance 0.1 $573k 59k 9.75
BGC Partners 0.1 $618k 84k 7.40
Amylin Pharmaceuticals 0.1 $556k 22k 24.93
Dana Holding Corporation (DAN) 0.1 $628k 41k 15.50
SPDR S&P MidCap 400 ETF (MDY) 0.1 $542k 3.0k 180.67
Cno Financial Group Inc 7 12-1 convert 0.1 $632k 400k 1.58
Abbott Laboratories (ABT) 0.1 $487k 8.0k 61.04
Lennar Corporation (LEN) 0.1 $534k 20k 27.17
Cummins (CMI) 0.1 $508k 4.2k 119.98
Forest Oil Corporation 0.1 $481k 40k 12.12
National-Oilwell Var 0.1 $449k 5.7k 79.38
Hewlett-Packard Company 0.1 $521k 22k 23.82
iShares MSCI EAFE Index Fund (EFA) 0.1 $498k 9.1k 54.85
TJX Companies (TJX) 0.1 $494k 12k 39.77
Hertz Global Holdings 0.1 $527k 35k 15.02
Coldwater Creek 0.1 $451k 389k 1.16
Kilroy Realty Corporation (KRC) 0.1 $535k 12k 46.56
Tower 0.1 $484k 22k 22.44
Headwaters Incorporated 0.1 $516k 124k 4.17
Gen 0.1 $461k 65k 7.10
Rentech 0.1 $521k 250k 2.08
Spectranetics Corporation 0.1 $481k 46k 10.38
General Motors Company (GM) 0.1 $479k 19k 25.69
Health Care Reit Inc note 3.000%12/0 0.1 $445k 390k 1.14
VELTI PLC ST Helier 0.1 $522k 39k 13.55
iStar Financial 0.0 $388k 54k 7.24
MGIC Investment (MTG) 0.0 $427k 86k 4.96
Zale Corporation 0.0 $359k 116k 3.09
Pioneer Natural Resources (PXD) 0.0 $349k 3.1k 111.68
FelCor Lodging Trust Incorporated 0.0 $386k 107k 3.59
Strategic Hotels & Resorts 0.0 $402k 61k 6.57
Rite Aid Corporation 0.0 $437k 251k 1.74
iShares NASDAQ Biotechnology Index (IBB) 0.0 $347k 2.8k 123.40
Barnes & Noble 0.0 $384k 29k 13.22
US Airways 0.0 $394k 52k 7.59
Excel Maritime Carriers L 0.0 $430k 215k 2.00
InterNAP Network Services 0.0 $380k 52k 7.38
Steel Dynamics (STLD) 0.0 $372k 26k 14.53
O'Charley's 0.0 $383k 39k 9.86
Harmonic (HLIT) 0.0 $365k 67k 5.48
Infinera (INFN) 0.0 $396k 49k 8.10
Rush Enterprises (RUSHA) 0.0 $348k 16k 21.23
Hercules Offshore 0.0 $355k 75k 4.73
Cambrex Corporation 0.0 $400k 57k 6.99
Lions Gate Entertainment 0.0 $387k 28k 13.90
Mattson Technology 0.0 $375k 136k 2.77
Openwave Systems 0.0 $364k 160k 2.27
Unisys Corporation (UIS) 0.0 $397k 20k 19.72
Datalink Corporation 0.0 $395k 42k 9.52
QEP Resources 0.0 $366k 12k 30.53
State Street Corporation (STT) 0.0 $336k 7.4k 45.59
IAC/InterActive 0.0 $313k 6.4k 49.18
HSN 0.0 $325k 8.6k 37.95
Royal Caribbean Cruises (RCL) 0.0 $293k 10k 29.42
Manitowoc Company 0.0 $338k 24k 13.84
Pacific Sunwear of California 0.0 $321k 182k 1.76
Applied Materials (AMAT) 0.0 $260k 21k 12.40
Smithfield Foods 0.0 $294k 13k 22.02
Gulfport Energy Corporation 0.0 $312k 11k 29.28
Rigel Pharmaceuticals (RIGL) 0.0 $314k 39k 8.06
Alcoa Inc debt 0.0 $325k 196k 1.66
Harsco Corporation (NVRI) 0.0 $210k 8.9k 23.51
Commercial Metals Company (CMC) 0.0 $148k 10k 14.75
Vishay Intertechnology (VSH) 0.0 $205k 17k 12.19
Aetna 0.0 $215k 4.3k 50.13
Becton, Dickinson and (BDX) 0.0 $206k 2.6k 77.85
Alcoa 0.0 $196k 20k 10.01
Vodafone 0.0 $209k 7.6k 27.56
Freeport-McMoRan Copper & Gold (FCX) 0.0 $244k 6.4k 38.04
Public Service Enterprise (PEG) 0.0 $211k 6.9k 30.61
AeroVironment (AVAV) 0.0 $201k 7.5k 26.89
CARBO Ceramics 0.0 $232k 2.2k 105.26
Teva Pharm Finance Llc Cvt cv bnd 0.0 $239k 217k 1.10
Tyson Foods Inc note 3.250%10/1 0.0 $56k 45k 1.24
Kinross Gold Corp note 1.750% 3/1 0.0 $79k 80k 0.99
Linear Technology Corp note 3.000% 5/0 0.0 $102k 96k 1.06
Sunrise Senior Living 0.0 $98k 16k 6.31
Alza Corp sdcv 7/2 0.0 $54k 57k 0.95
Dominion Res Inc Va New debt 0.0 $142k 96k 1.48
Prologis Inc Cvt 2.625 05-15-3 convert 0.0 $85k 85k 1.00
Old Rep Intl Corp note 8.000% 5/1 0.0 $41k 40k 1.02
Fluor Corp Cvt cv bnd 0.0 $44k 20k 2.20