SSI Investment Management

Ssi Investment Management as of June 30, 2013

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 384 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 5.5 $56M 350k 160.41
Priceline.com debt 1.000% 3/1 2.3 $23M 20M 1.16
Intel Corp. Jr. Sub. Cv. Deb. conv 2.0 $21M 16M 1.27
Novellus Systems, Inc. note 2.625% 5/1 1.8 $19M 13M 1.41
Microchip Technology Inc sdcv 2.125%12/1 1.8 $18M 12M 1.45
Verisign Inc sdcv 3.250% 8/1 1.5 $16M 11M 1.41
Gilead Sciences conv 1.4 $14M 6.3M 2.26
Bank Of America Corporation preferred (BAC.PL) 1.3 $14M 12k 1110.55
Gilead Sciences conv 1.3 $13M 5.9M 2.27
General Cable Corp Del New frnt 4.500% 11/1 1.2 $13M 11M 1.10
Micron Technology Inc. conv 1.2 $12M 7.9M 1.54
Wesco Intl Inc dbcv 6.000% 9/1 1.2 $12M 4.9M 2.46
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.2 $12M 219k 54.80
Sba Communications Corp note 4.000%10/0 1.2 $12M 4.8M 2.45
D R Horton Inc note 2.000% 5/1 1.1 $11M 6.7M 1.66
Wells Fargo & Company mtnf 0.125% 3/0 1.1 $11M 9.8M 1.09
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 1.0 $11M 7.5M 1.40
Xilinx Inc Cvt 2.625 6-15-17 convert 1.0 $10M 7.3M 1.43
Cemex Sab De Cv conv bnd 1.0 $10M 8.3M 1.23
Keycorp New pfd 7.75% sr a 0.9 $9.7M 78k 123.97
Mgm Mirage conv 0.9 $9.7M 8.7M 1.12
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.9 $9.4M 7.9k 1193.86
Ford Mtr Co Del note 4.250%11/1 0.9 $9.3M 5.1M 1.81
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.9 $9.3M 6.9M 1.34
Western Refng Inc note 5.750% 6/1 0.9 $9.1M 3.1M 2.90
General Mtrs Co jr pfd cnv srb 0.9 $8.9M 185k 48.16
Omnicare Cap Tr Ii pfd b tr 4.00% 0.9 $8.8M 149k 58.72
Electronic Arts Inc conv 0.8 $8.7M 8.4M 1.04
Affiliated Managers Group note 3.950% 8/1 0.8 $8.5M 6.5M 1.31
E M C Corp Mass note 1.750%12/0 0.8 $8.4M 5.7M 1.48
Covanta Holding Conv conv bnd 0.8 $8.3M 6.4M 1.29
Walter Invt Mgmt Corp note 0.8 $8.3M 8.2M 1.01
Equinix Inc note 3.000%10/1 0.8 $8.1M 4.8M 1.68
Sterlite Inds India Ltd note 4.000%10/3 0.8 $7.8M 8.0M 0.97
Ryland Group note 0.8 $7.8M 5.4M 1.45
Radian Group Inc note 0.8 $7.8M 6.1M 1.28
GAME Technolog debt 0.7 $7.2M 6.7M 1.07
Stillwater Mng Co note 1.750%10/1 0.7 $7.1M 6.8M 1.04
Cadence Design Sys Cvt 2.625 6 convert 0.7 $6.8M 3.5M 1.94
Kb Home note 0.7 $6.7M 6.4M 1.05
National Finl Partners Corp note 4.000% 6/1 0.7 $6.7M 3.3M 2.04
Prologis Inc note 3.250% 3/1 0.6 $6.2M 5.4M 1.15
Thrx 2 1/8 01/15/23 0.6 $6.2M 4.0M 1.54
Standard Pacific Corp cnv 0.6 $6.0M 4.8M 1.27
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.6 $6.0M 6.5M 0.92
Continental Airls Inc note 4.500% 1/1 0.6 $5.9M 3.4M 1.76
Forest City Enterprises conv 0.6 $6.0M 5.3M 1.12
Health Care Reit Inc note 3.000%12/0 0.6 $5.8M 4.4M 1.32
Webmd Health Conv Sr Notes conv 0.6 $5.8M 6.3M 0.93
Forestar Group Inc note 0.6 $5.9M 5.2M 1.13
Alere 0.6 $5.7M 25k 227.44
Knight Capital Group Inc. 3.50% dbcv 0.6 $5.8M 5.8M 1.00
Omnicare Inc note 3.750%12/1 0.5 $5.6M 3.0M 1.85
CUBIST PHARM CONVERTIBLE security 0.5 $5.4M 3.1M 1.75
Newmont Mining Corp Cvt cv bnd 0.5 $5.0M 4.7M 1.07
Phh Corp cnv 0.5 $5.0M 2.8M 1.80
TAKE-TWO INTER CONVERTIBLE security 0.5 $4.9M 3.5M 1.41
Encore Capital Group note 3.000%11/2 0.5 $4.8M 4.0M 1.21
General Electric Company 0.5 $4.6M 201k 23.18
Apple (AAPL) 0.5 $4.7M 12k 396.64
Arcelormittal Sa Luxembourg mand cv nt 16 0.5 $4.7M 250k 18.74
Hologic Inc frnt 2.000%12/1 0.5 $4.6M 4.1M 1.11
Ares Capital Corp 5.125 2016 conv 0.5 $4.6M 4.3M 1.07
Cobalt Intl Energy Inc note 0.4 $4.4M 4.2M 1.06
Exxon Mobil Corporation (XOM) 0.4 $4.4M 49k 90.34
Ares Capital Corp 5.75 16 convert 0.4 $4.4M 4.0M 1.09
Starwood Property Trust note 0.4 $4.4M 4.3M 1.03
Chiquita Brands Intl Inc note 4.250% 8/1 0.4 $4.3M 4.5M 0.96
United Technol conv prf 0.4 $4.1M 70k 59.34
Tibco Software Inc. 2.25 05-01 conv 0.4 $4.2M 4.3M 0.97
Archer Daniels Midland Co note 0.875% 2/1 0.4 $4.1M 4.0M 1.01
Hawaiian Holdings Inc conv 0.4 $4.1M 3.8M 1.09
Rti Intl Metals Inc note 1.625%10/1 0.4 $4.1M 4.3M 0.94
Goodrich Pete Corp note 5.000%10/0 0.4 $4.0M 4.0M 0.99
Lifepoint Hospitals Inc note 3.500% 5/1 0.4 $4.0M 3.7M 1.08
Newpark Res Inc note 4.000%10/0 0.4 $4.0M 3.1M 1.27
Goodyear Tire Rubr Pfd 5.875% p 0.4 $4.0M 82k 49.24
Bottomline Tech Del Inc note 1.500%12/0 0.4 $4.0M 3.8M 1.07
Live Nation Entertainment In note 2.875% 7/1 0.4 $3.9M 3.9M 1.01
Sandisk Corp note 1.500% 8/1 0.4 $3.9M 3.0M 1.33
Cien 4 12/15/20 0.4 $3.8M 3.0M 1.28
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.4 $3.8M 3.3M 1.15
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.4 $3.8M 36k 105.07
Ishares Tr fltg rate nt (FLOT) 0.4 $3.8M 75k 50.59
Horsehead Hldg Corp note 3.800% 7/0 0.4 $3.8M 3.5M 1.09
Volcano Corporation note 1.750%12/0 0.4 $3.8M 4.2M 0.91
Huntington Bancshares Inc pfd conv ser a 0.4 $3.7M 3.0k 1218.00
Ppl Corporation 8.75% pfd cv 0.4 $3.7M 69k 54.01
Mentor Graphics 4% 2031 conv 0.4 $3.7M 3.0M 1.21
Annaly Cap Mgmt Inc note 5.000% 5/1 0.4 $3.7M 3.6M 1.01
L-3 Communications Corp debt 3.000% 8/0 0.3 $3.5M 3.5M 1.02
Linear Technology Corp note 3.000% 5/0 0.3 $3.6M 3.4M 1.04
JPMorgan Chase & Co. (JPM) 0.3 $3.4M 64k 52.78
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $3.4M 3.2M 1.07
Lam Research Corp conv 0.3 $3.0M 2.7M 1.11
Comcast Corporation (CMCSA) 0.3 $3.0M 71k 41.76
Procter & Gamble Company (PG) 0.3 $2.8M 37k 76.96
Google 0.3 $2.9M 3.2k 880.70
United States Stl Corp New note 4.000% 5/1 0.3 $2.8M 2.8M 1.02
Old Republic Intl Corp note 0.3 $2.9M 2.6M 1.13
Greenbrier Co Inc conv bnd 0.3 $2.8M 2.8M 1.03
Trinity Inds Inc note 3.875% 6/0 0.3 $2.8M 2.4M 1.16
Alliant Techsystems Inc note 3.000% 8/1 0.3 $2.8M 2.4M 1.15
Pfizer (PFE) 0.3 $2.7M 95k 28.02
Citigroup (C) 0.3 $2.6M 55k 47.97
Alliance Data Systems Corp note 1.750% 8/0 0.2 $2.5M 1.1M 2.27
Navistar Intl Corp New note 3.000%10/1 0.2 $2.6M 2.7M 0.97
Intel Corp sdcv 0.2 $2.6M 2.3M 1.09
Akorn Inc note 3.500% 6/0 0.2 $2.6M 1.6M 1.67
Fidelity National Finance conv 0.2 $2.5M 1.9M 1.31
Microsoft Corporation (MSFT) 0.2 $2.5M 72k 34.55
Johnson & Johnson (JNJ) 0.2 $2.4M 29k 85.89
Exelixis Inc cnv 0.2 $2.5M 2.6M 0.96
Mgic Investment Corp note 0.2 $2.5M 2.2M 1.13
Chevron Corporation (CVX) 0.2 $2.3M 19k 118.41
Mylan Inc note 3.750% 9/1 0.2 $2.4M 1.0M 2.37
Developers Diversified Rlty note 1.750%11/1 0.2 $2.3M 2.0M 1.17
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.2 $2.4M 2.0M 1.19
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $2.2M 1.5M 1.52
Teleflex Inc note 3.875% 8/0 0.2 $2.2M 1.6M 1.35
Apache Corp. 6% Mandatory Conv pfd cv 0.2 $2.2M 47k 47.76
Phh Corp note 4.000% 9/0 0.2 $2.2M 2.1M 1.06
Nuance Communications Inc dbcv 2.750% 8/1 0.2 $2.1M 1.8M 1.16
Jetblue Airways Corp dbcv 6.750%10/1 0.2 $2.1M 1.5M 1.39
Home Depot (HD) 0.2 $2.0M 26k 77.46
Cisco Systems (CSCO) 0.2 $2.0M 84k 24.34
Exterran Hldgs Inc note 4.250% 6/1 0.2 $1.9M 1.5M 1.28
At&t (T) 0.2 $1.9M 55k 35.41
UnitedHealth (UNH) 0.2 $1.9M 30k 65.55
Alcoa Inc debt 0.2 $1.9M 1.5M 1.27
Stanley Black & Decker Inc unit 99/99/9999 0.2 $1.9M 15k 129.15
Take-two Interactive Sof note 0.2 $2.0M 1.8M 1.10
Tyson Foods Inc note 3.250%10/1 0.2 $1.9M 1.2M 1.52
EMC Corporation 0.2 $1.9M 79k 23.64
Holdings Inc Note 5.25 0.2 $1.9M 617k 3.00
Radian Group Inc note 3.000%11/1 0.2 $1.9M 1.5M 1.25
Slxp 1 1/2 03/15/19 0.2 $1.8M 1.5M 1.19
Titan Machy Inc note 3.750% 5/0 0.2 $1.9M 2.0M 0.93
Berkshire Hathaway (BRK.B) 0.2 $1.7M 16k 112.02
Occidental Petroleum Corporation (OXY) 0.2 $1.7M 19k 89.25
Schlumberger (SLB) 0.2 $1.7M 24k 71.68
Qualcomm (QCOM) 0.2 $1.7M 28k 61.09
Danaher Corp Del debt 0.2 $1.7M 931k 1.84
Level 3 Communications Inc note 6.500%10/0 0.2 $1.7M 1.2M 1.36
Coca-Cola Company (KO) 0.2 $1.6M 40k 40.12
Wells Fargo & Company (WFC) 0.2 $1.6M 40k 41.27
Intel Corporation (INTC) 0.2 $1.6M 66k 24.24
American Capital Agency 0.2 $1.6M 70k 23.03
Note 3.50 0.2 $1.7M 911k 1.82
Rayonier Inc conv 0.2 $1.6M 960k 1.68
U.S. Bancorp (USB) 0.1 $1.6M 43k 36.14
CVS Caremark Corporation (CVS) 0.1 $1.5M 27k 57.17
Merck & Co (MRK) 0.1 $1.5M 32k 46.46
Simon Property (SPG) 0.1 $1.5M 9.5k 158.19
FedEx Corporation (FDX) 0.1 $1.4M 14k 98.57
Wal-Mart Stores (WMT) 0.1 $1.4M 19k 74.37
Verizon Communications (VZ) 0.1 $1.4M 28k 50.40
Capital One Financial (COF) 0.1 $1.4M 23k 62.89
International Business Machines (IBM) 0.1 $1.4M 7.5k 190.67
Philip Morris International (PM) 0.1 $1.4M 17k 86.62
United Technologies Corporation 0.1 $1.5M 16k 92.92
Oracle Corporation (ORCL) 0.1 $1.5M 48k 30.68
Celgene Corporation 0.1 $1.4M 12k 116.92
Airtran Hldgs Inc note 5.250%11/0 0.1 $1.5M 1.0M 1.42
PNC Financial Services (PNC) 0.1 $1.3M 18k 72.94
Suntrust Banks Inc $1.00 Par Cmn 0.1 $1.3M 41k 31.61
3M Company (MMM) 0.1 $1.3M 12k 109.40
Boeing Company (BA) 0.1 $1.3M 13k 102.50
News Corporation 0.1 $1.3M 41k 32.55
Pepsi (PEP) 0.1 $1.3M 16k 81.80
Home Properties 0.1 $1.4M 21k 65.20
Helix Energy Solutions note 0.1 $1.3M 1.1M 1.25
Peabody Energy Corp sdcv 4.750%12/1 0.1 $1.3M 1.8M 0.69
Time Warner 0.1 $1.2M 21k 57.78
Walt Disney Company (DIS) 0.1 $1.2M 20k 63.15
Allstate Corporation (ALL) 0.1 $1.2M 25k 48.10
Altria (MO) 0.1 $1.3M 36k 34.99
Amgen (AMGN) 0.1 $1.2M 13k 98.53
Broadcom Corporation 0.1 $1.3M 37k 33.88
Ares Capital Corporation (ARCC) 0.1 $1.3M 73k 17.21
American International (AIG) 0.1 $1.3M 28k 44.71
On Semiconductor Corp note 2.625%12/1 0.1 $1.3M 1.1M 1.15
Express Scripts Holding 0.1 $1.3M 20k 61.68
Molycorp Inc conv bnd 0.1 $1.3M 1.9M 0.66
Prospect Capital Corporati mtnf 5.375% 0.1 $1.2M 1.2M 1.03
Bristow Group Inc note 3.000% 6/1 0.1 $1.1M 912k 1.18
Allegheny Technologies Inc note 4.250% 6/0 0.1 $1.1M 1.0M 1.03
Bank of America Corporation (BAC) 0.1 $1.1M 87k 12.85
Range Resources (RRC) 0.1 $1.1M 15k 77.27
Foot Locker (FL) 0.1 $1.1M 32k 35.14
National-Oilwell Var 0.1 $1.1M 16k 68.90
eBay (EBAY) 0.1 $1.1M 21k 51.69
TJX Companies (TJX) 0.1 $1.1M 23k 50.11
Delta Air Lines (DAL) 0.1 $1.1M 60k 18.71
Industries N shs - a - (LYB) 0.1 $1.1M 17k 66.43
Ellie Mae 0.1 $1.1M 48k 23.09
Micron Technology Inc Mu Cvt 1 convert 0.1 $1.2M 876k 1.33
Genesee & Wyoming 0.1 $1.1M 9.6k 118.60
Molson Coors Brewing Co note 2.500% 7/3 0.1 $1.1M 1.0M 1.01
McDonald's Corporation (MCD) 0.1 $1.1M 11k 98.93
Kimberly-Clark Corporation (KMB) 0.1 $1.0M 11k 97.14
International Paper Company (IP) 0.1 $996k 23k 44.27
Anadarko Petroleum Corporation 0.1 $1.0M 12k 86.02
Target Corporation (TGT) 0.1 $1.0M 15k 69.06
Ford Motor Company (F) 0.1 $1.0M 66k 15.45
Visa (V) 0.1 $1.0M 5.6k 182.73
Mondelez Int (MDLZ) 0.1 $1.0M 37k 28.60
Kraft Foods 0.1 $1.0M 18k 55.88
Colony Finl Inc note 5.00% 0.1 $1.0M 1.0M 1.01
Loews Corporation (L) 0.1 $888k 20k 44.40
Molina Healthcare Inc note 3.750%10/0 0.1 $957k 742k 1.29
Bank of New York Mellon Corporation (BK) 0.1 $891k 32k 28.09
United Rentals (URI) 0.1 $874k 18k 49.90
Tyson Foods (TSN) 0.1 $880k 34k 25.67
Honeywell International (HON) 0.1 $875k 11k 79.36
Macy's (M) 0.1 $870k 18k 47.98
Gilead Sciences (GILD) 0.1 $871k 17k 51.38
Starbucks Corporation (SBUX) 0.1 $903k 14k 65.47
D.R. Horton (DHI) 0.1 $958k 45k 21.29
M/I Homes (MHO) 0.1 $875k 38k 22.97
Akorn 0.1 $946k 70k 13.57
Laboratory Corp Amer Hldgs debt 0.1 $878k 655k 1.34
Invesco Mortgage Capital 0.1 $914k 55k 16.53
Ralph Lauren Corp (RL) 0.1 $947k 5.4k 174.02
Actavis 0.1 $917k 7.3k 126.36
Uthr 1 09/15/16 0.1 $892k 615k 1.45
Caci Intl Inc note 2.125% 5/0 0.1 $816k 680k 1.20
Himax Technologies (HIMX) 0.1 $866k 166k 5.21
CSX Corporation (CSX) 0.1 $782k 34k 23.19
Ecolab (ECL) 0.1 $804k 9.4k 85.22
United Parcel Service (UPS) 0.1 $796k 9.2k 86.47
Hologic (HOLX) 0.1 $779k 40k 19.30
Hanesbrands (HBI) 0.1 $803k 16k 51.47
Valero Energy Corporation (VLO) 0.1 $861k 25k 34.71
Thermo Fisher Scientific (TMO) 0.1 $824k 9.7k 84.57
McKesson Corporation (MCK) 0.1 $854k 7.5k 114.51
Avnet (AVT) 0.1 $833k 25k 33.64
Maxim Integrated Products 0.1 $817k 29k 27.77
Nike (NKE) 0.1 $843k 13k 63.85
DTE Energy Company (DTE) 0.1 $766k 11k 67.03
Jabil Circuit (JBL) 0.1 $820k 40k 20.33
MetLife (MET) 0.1 $843k 18k 45.71
Spreadtrum Communications 0.1 $768k 29k 26.26
Brandywine Realty Trust (BDN) 0.1 $863k 64k 13.51
United Rentals Inc note 4.000%11/1 0.1 $822k 186k 4.42
Xilinx Inc sdcv 3.125% 3/1 0.1 $852k 617k 1.38
CMS Energy Corporation (CMS) 0.1 $725k 27k 27.29
M&T Bank Corporation (MTB) 0.1 $674k 6.0k 111.74
American Eagle Outfitters (AEO) 0.1 $732k 40k 18.27
Apache Corporation 0.1 $681k 8.1k 83.97
Microchip Technology (MCHP) 0.1 $743k 20k 37.29
Travelers Companies (TRV) 0.1 $678k 8.5k 79.81
Parker-Hannifin Corporation (PH) 0.1 $705k 7.4k 95.41
Symantec Corporation 0.1 $743k 33k 22.49
Gap (GPS) 0.1 $692k 17k 41.73
Freeport-McMoRan Copper & Gold (FCX) 0.1 $680k 25k 27.47
priceline.com Incorporated 0.1 $707k 853.00 828.84
Mizuho Financial (MFG) 0.1 $731k 177k 4.13
Alexion Pharmaceuticals 0.1 $706k 7.7k 92.20
Rayonier (RYN) 0.1 $709k 13k 55.38
Fortinet (FTNT) 0.1 $699k 40k 17.51
General Motors Company (GM) 0.1 $699k 21k 33.25
ARMOUR Residential REIT 0.1 $677k 144k 4.72
Ensco Plc Shs Class A 0.1 $746k 13k 58.25
Duke Energy (DUK) 0.1 $711k 11k 67.62
Audience 0.1 $740k 56k 13.21
Adt 0.1 $759k 19k 39.81
Abbvie (ABBV) 0.1 $756k 18k 41.24
Arcc 4 7/8 03/15/17 0.1 $717k 676k 1.06
Icon 2 1/2 06/01/16 0.1 $666k 584k 1.14
Chesapeake Energy Corp note 2.500% 5/1 0.1 $635k 675k 0.94
Discover Financial Services (DFS) 0.1 $645k 14k 47.63
Devon Energy Corporation (DVN) 0.1 $636k 12k 51.95
Abbott Laboratories (ABT) 0.1 $640k 18k 34.92
Union Pacific Corporation (UNP) 0.1 $577k 3.7k 154.15
CenturyLink 0.1 $615k 17k 35.25
Allergan 0.1 $617k 7.3k 84.21
ConAgra Foods (CAG) 0.1 $639k 18k 34.96
Public Service Enterprise (PEG) 0.1 $571k 18k 32.63
Amazon (AMZN) 0.1 $599k 2.2k 277.44
CF Industries Holdings (CF) 0.1 $652k 3.8k 171.31
Teradyne (TER) 0.1 $661k 38k 17.59
iShares Lehman Aggregate Bond (AGG) 0.1 $568k 5.3k 107.27
Mosaic (MOS) 0.1 $658k 12k 53.92
American Tower Reit (AMT) 0.1 $658k 9.0k 73.22
Sarepta Therapeutics (SRPT) 0.1 $598k 16k 37.98
Lyon William Homes cl a 0.1 $586k 23k 25.21
Dollar Finl Corp note 3.000% 4/0 0.1 $536k 525k 1.02
Goldcorp Inc New note 2.000% 8/0 0.1 $466k 461k 1.01
Portland General Electric Company (POR) 0.1 $523k 17k 30.60
Goldman Sachs (GS) 0.1 $520k 3.4k 151.16
MasterCard Incorporated (MA) 0.1 $529k 920.00 575.00
Costco Wholesale Corporation (COST) 0.1 $498k 4.5k 110.59
Monsanto Company 0.1 $470k 4.8k 98.86
Eli Lilly & Co. (LLY) 0.1 $476k 9.7k 49.03
Bristol Myers Squibb (BMY) 0.1 $547k 12k 44.69
PPG Industries (PPG) 0.1 $551k 3.8k 146.15
Medtronic 0.1 $546k 11k 51.41
Emerson Electric (EMR) 0.1 $479k 8.8k 54.39
Health Care REIT 0.1 $536k 8.0k 67.09
Pacific Sunwear of California 0.1 $466k 128k 3.63
American Electric Power Company (AEP) 0.1 $463k 10k 44.86
Invesco (IVZ) 0.1 $556k 18k 31.77
SanDisk Corporation 0.1 $501k 8.2k 61.15
BioMed Realty Trust 0.1 $546k 27k 20.21
Yrc Worldwide Inc Com par $.01 0.1 $498k 17k 28.72
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.1 $466k 512k 0.91
Tesla Mtrs Inc note 1.500% 6/0 0.1 $557k 497k 1.12
E TRADE Financial Corporation 0.0 $424k 33k 12.69
Auxilium Pharmaceuticals 0.0 $387k 23k 16.62
Zale Corporation 0.0 $390k 43k 9.08
Office Depot 0.0 $363k 94k 3.87
Hewlett-Packard Company 0.0 $361k 15k 24.79
Nextera Energy (NEE) 0.0 $358k 4.4k 81.49
Agilent Technologies Inc C ommon (A) 0.0 $458k 11k 42.72
Leap Wireless International 0.0 $447k 67k 6.72
Accenture (ACN) 0.0 $440k 6.1k 71.71
EOG Resources (EOG) 0.0 $444k 3.4k 132.50
USG Corporation 0.0 $422k 18k 23.06
American Woodmark Corporation (AMWD) 0.0 $386k 11k 34.65
Pioneer Natural Resources (PXD) 0.0 $366k 2.5k 144.78
NII Holdings 0.0 $384k 58k 6.65
FelCor Lodging Trust Incorporated 0.0 $398k 67k 5.91
Rite Aid Corporation 0.0 $369k 129k 2.86
FreightCar America (RAIL) 0.0 $396k 23k 17.00
Ferro Corporation 0.0 $388k 56k 6.94
LDK Solar 0.0 $372k 289k 1.29
Novatel Wireless 0.0 $412k 104k 3.95
Stec 0.0 $404k 60k 6.72
Applied Micro Circuits Corporation 0.0 $365k 42k 8.78
Diamond Foods 0.0 $391k 19k 20.72
MGM Resorts International. (MGM) 0.0 $392k 27k 14.76
United States Steel Corporation (X) 0.0 $397k 23k 17.54
New York & Company 0.0 $416k 66k 6.34
Dyax 0.0 $434k 125k 3.47
Gen 0.0 $398k 25k 16.28
Mattson Technology 0.0 $398k 182k 2.19
Navistar International Corporation 0.0 $366k 13k 27.75
AVEO Pharmaceuticals 0.0 $386k 154k 2.50
Emeritus Corporation 0.0 $378k 16k 23.18
Endeavour International C 0.0 $410k 106k 3.85
Mindspeed Technologies 0.0 $399k 123k 3.24
Trius Therapeutics 0.0 $379k 47k 8.09
Kinder Morgan (KMI) 0.0 $459k 12k 38.01
VELTI PLC ST Helier 0.0 $380k 271k 1.40
Sunpower Corp conv 0.0 $429k 370k 1.16
Brookdale Senior Living note 0.0 $455k 389k 1.17
Salesforce Com Inc note 0.750% 1/1 0.0 $390k 218k 1.79
Sunpower (SPWR) 0.0 $429k 21k 20.72
Directv 0.0 $437k 7.1k 61.56
Cognizant Technology Solutions (CTSH) 0.0 $304k 4.9k 62.64
J.C. Penney Company 0.0 $289k 17k 17.07
Dow Chemical Company 0.0 $280k 8.7k 32.20
Tuesday Morning Corporation 0.0 $341k 33k 10.36
Eastman Chemical Company (EMN) 0.0 $297k 4.2k 69.90
Goodyear Tire & Rubber Company (GT) 0.0 $318k 21k 15.26
Colgate-Palmolive Company (CL) 0.0 $289k 5.1k 57.16
ConocoPhillips (COP) 0.0 $355k 5.9k 60.51
Halliburton Company (HAL) 0.0 $295k 7.1k 41.67
Biogen Idec (BIIB) 0.0 $326k 1.5k 215.04
Marathon Oil Corporation (MRO) 0.0 $322k 9.3k 34.66
Ashford Hospitality Trust 0.0 $286k 25k 11.46
Hutchinson Technology Incorporated 0.0 $314k 66k 4.73
Superior Energy Services 0.0 $294k 11k 25.96
Bon-Ton Stores (BONTQ) 0.0 $351k 19k 18.07
Dana Holding Corporation (DAN) 0.0 $329k 17k 19.25
Newmont Mining Corp note 1.250% 7/1 0.0 $343k 340k 1.01
Gt Solar Int'l 0.0 $290k 70k 4.14
XOMA CORP Common equity shares 0.0 $270k 74k 3.63
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.0 $227k 100k 2.27
Affiliated Managers (AMG) 0.0 $246k 1.5k 164.00
Regeneron Pharmaceuticals (REGN) 0.0 $250k 1.1k 224.82
Morgan Stanley (MS) 0.0 $205k 8.4k 24.35
iShares Barclays TIPS Bond Fund (TIP) 0.0 $210k 1.9k 112.36
Lam Research Corp note 0.500% 5/1 0.0 $160k 152k 1.05
MGIC Investment (MTG) 0.0 $101k 17k 6.07
Alza Corp sdcv 7/2 0.0 $67k 57k 1.18
Dominion Res Inc Va New debt 0.0 $122k 73k 1.67
Priceline Com Inc note 1.250% 3/1 0.0 $104k 38k 2.74
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $42k 15k 2.80
Oclaro 0.0 $17k 14k 1.18
Prospect Capital Corp note 6.250%12/1 0.0 $34k 31k 1.10
Apollo Invt Corp note 5.750% 1/1 0.0 $34k 32k 1.06
Rwt 4 5/8 04/15/18 0.0 $24k 24k 1.00