SSI Investment Management

Ssi Investment Management as of Sept. 30, 2013

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 382 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 3.8 $42M 253k 168.01
Priceline.com debt 1.000% 3/1 2.3 $26M 20M 1.28
Novellus Systems, Inc. note 2.625% 5/1 2.0 $22M 14M 1.58
Microchip Technology Inc sdcv 2.125%12/1 1.7 $19M 12M 1.57
Intel Corp. Jr. Sub. Cv. Deb. conv 1.7 $19M 15M 1.24
Gilead Sciences conv 1.6 $18M 6.3M 2.77
Verisign Inc sdcv 3.250% 8/1 1.5 $17M 11M 1.56
Gilead Sciences conv 1.5 $16M 5.9M 2.78
Wesco Intl Inc dbcv 6.000% 9/1 1.4 $16M 5.8M 2.74
Sba Communications Corp note 4.000%10/0 1.3 $15M 5.6M 2.66
Health Care Reit Pfd I 6.5% 1.3 $15M 255k 57.54
Micron Technology Inc. conv 1.3 $14M 7.8M 1.86
CUBIST PHARM CONVERTIBLE security 1.2 $13M 5.8M 2.25
Cemex Sab De Cv conv bnd 1.1 $13M 9.9M 1.30
Stillwater Mng Co note 1.750%10/1 1.1 $13M 12M 1.05
General Cable Corp Del New frnt 4.500% 11/1 1.1 $12M 11M 1.13
Cien 4 12/15/20 1.1 $12M 7.9M 1.51
Xilinx Inc Cvt 2.625 6-15-17 convert 1.1 $12M 7.2M 1.62
Wells Fargo & Company mtnf 0.125% 3/0 1.0 $11M 9.6M 1.18
Sandisk Corp note 1.500% 8/1 1.0 $11M 8.5M 1.32
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 1.0 $11M 7.1M 1.56
Bank Of America Corporation preferred (BAC.PL) 0.9 $10M 9.6k 1080.14
Standard Pacific Corp cnv 0.9 $10M 8.2M 1.23
Radian Group Inc note 0.9 $10M 6.9M 1.46
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.9 $9.9M 6.2M 1.59
Keycorp New pfd 7.75% sr a 0.9 $9.8M 79k 124.28
Walter Invt Mgmt Corp note 0.9 $9.8M 9.3M 1.05
Western Refng Inc note 5.750% 6/1 0.9 $9.6M 3.1M 3.13
D R Horton Inc note 2.000% 5/1 0.8 $9.5M 6.2M 1.52
General Mtrs Co jr pfd cnv srb 0.8 $9.3M 185k 50.15
Cadence Design Sys Cvt 2.625 6 convert 0.8 $9.2M 5.1M 1.82
E M C Corp Mass note 1.750%12/0 0.8 $8.9M 5.6M 1.60
Ford Mtr Co Del note 4.250%11/1 0.8 $9.0M 4.6M 1.98
Sterlite Inds India Ltd note 4.000%10/3 0.8 $8.3M 8.5M 0.98
Covanta Holding Conv conv bnd 0.7 $8.2M 5.9M 1.38
Icon 2 1/2 06/01/16 0.7 $8.0M 6.5M 1.23
Thrx 2 1/8 01/15/23 0.7 $8.0M 4.9M 1.63
Ryland Group note 0.7 $7.9M 5.4M 1.45
Equinix Inc note 3.000%10/1 0.7 $7.7M 4.6M 1.67
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.7 $7.6M 264k 28.67
Phh Corp cnv 0.7 $7.5M 3.7M 2.04
Electronic Arts Inc conv 0.7 $7.5M 6.9M 1.09
GAME Technolog debt 0.7 $7.4M 6.7M 1.11
Omnicare Inc note 3.750%12/1 0.7 $7.4M 3.5M 2.12
Forest City Enterprises conv 0.7 $7.5M 6.7M 1.11
Hawaiian Holdings Inc conv 0.6 $7.1M 6.1M 1.15
Forestar Group Inc note 0.6 $7.1M 6.1M 1.16
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.6 $6.9M 6.1k 1137.93
Omnicare Cap Tr Ii pfd b tr 4.00% 0.6 $6.8M 101k 67.97
Kb Home note 0.6 $6.9M 6.8M 1.02
Isis Us conv 0.6 $6.8M 2.9M 2.34
Webmd Health Conv Sr Notes conv 0.6 $6.5M 6.9M 0.94
Newmont Mining Corp Cvt cv bnd 0.6 $6.2M 5.6M 1.10
Take-two Interactive Sof note 0.6 $6.2M 5.2M 1.19
Newpark Res Inc note 4.000%10/0 0.6 $6.1M 4.4M 1.38
Prologis Inc note 3.250% 3/1 0.6 $6.1M 5.4M 1.13
Encore Capital Group note 3.000%11/2 0.6 $6.1M 3.9M 1.56
Wright Medical Group Inc note 2 000 8/1 0.6 $6.1M 5.0M 1.22
Arcelormittal Sa Luxembourg mand cv nt 16 0.5 $6.0M 280k 21.51
Tesla Mtrs Inc note 1.500% 6/0 0.5 $5.8M 3.4M 1.68
Archer Daniels Midland Co note 0.875% 2/1 0.5 $5.6M 5.5M 1.02
Alere 0.5 $5.5M 21k 259.24
Cobalt Intl Energy Inc note 0.5 $5.5M 5.2M 1.06
General Electric Company 0.5 $5.3M 222k 23.89
Volcano Corporation note 1.750%12/0 0.5 $5.2M 5.1M 1.03
Bottomline Tech Del Inc note 1.500%12/0 0.5 $5.2M 4.5M 1.15
Ascent Cap Group Inc note 4.000% 7/1 0.5 $5.2M 5.0M 1.04
Trinity Inds Inc note 3.875% 6/0 0.5 $5.1M 4.2M 1.21
Goodyear Tire Rubr Pfd 5.875% p 0.5 $5.1M 81k 63.67
Health Care Reit Inc note 3.000%12/0 0.5 $5.0M 4.0M 1.24
Apple (AAPL) 0.4 $4.6M 9.7k 476.82
Hologic Inc frnt 2.000%12/1 0.4 $4.7M 4.1M 1.13
Old Republic Intl Corp note 0.4 $4.6M 3.9M 1.18
Mgm Mirage conv 0.4 $4.6M 3.7M 1.27
Ares Capital Corp 5.125 2016 conv 0.4 $4.4M 4.2M 1.05
Incyte Corp note 4.750%10/0 0.4 $4.4M 1.0M 4.36
Ares Capital Corp 5.75 16 convert 0.4 $4.3M 4.0M 1.08
Mylan Inc note 3.750% 9/1 0.4 $4.3M 1.5M 2.90
United Technol conv prf 0.4 $4.2M 65k 65.00
Meritage Homes Corp conv 0.4 $4.3M 3.9M 1.09
Intel Corp sdcv 0.4 $4.0M 3.7M 1.08
Starwood Property Trust note 0.4 $4.0M 3.8M 1.04
Navistar Intl Corp New note 3.000%10/1 0.3 $3.8M 3.8M 1.01
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $3.9M 3.7M 1.05
Phh Corp note 4.000% 9/0 0.3 $3.9M 3.6M 1.09
Chiquita Brands Intl Inc note 4.250% 8/1 0.3 $3.9M 4.0M 0.98
Weyerhaeuser C conv prf 0.3 $3.9M 74k 52.60
L-3 Communications Corp debt 3.000% 8/0 0.3 $3.8M 3.5M 1.09
Exxon Mobil Corporation (XOM) 0.3 $3.8M 44k 86.01
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $3.8M 36k 105.29
Ishares Tr fltg rate nt (FLOT) 0.3 $3.8M 75k 50.70
Mentor Graphics 4% 2031 conv 0.3 $3.7M 2.9M 1.31
Micron Technology Inc note 1.875% 6/0 0.3 $3.6M 2.8M 1.27
Linear Technology Corp note 3.000% 5/0 0.3 $3.6M 3.4M 1.06
Developers Diversified Rlty note 1.750%11/1 0.3 $3.6M 3.2M 1.13
Ppl Corporation 8.75% pfd cv 0.3 $3.7M 69k 53.73
Nextera Energy Inc unit 0.3 $3.7M 67k 54.52
Horsehead Hldg Corp note 3.800% 7/0 0.3 $3.6M 3.4M 1.07
Starwood Ppty note 4.0% 1/15/ 0.3 $3.6M 3.5M 1.04
Akorn Inc note 3.500% 6/0 0.3 $3.5M 1.5M 2.29
Continental Airls Inc note 4.500% 1/1 0.3 $3.5M 2.0M 1.70
Lam Research Corp conv 0.3 $3.4M 2.9M 1.20
Comcast Corporation (CMCSA) 0.3 $3.4M 75k 45.13
Lifepoint Hospitals Inc note 3.500% 5/1 0.3 $3.2M 3.1M 1.05
JPMorgan Chase & Co. (JPM) 0.3 $3.2M 63k 51.70
Google 0.3 $3.3M 3.7k 875.91
Slxp 1 1/2 03/15/19 0.3 $2.9M 2.4M 1.23
Omnicare Inc dbcv 3.250%12/1 0.3 $2.9M 2.7M 1.06
Level 3 Communications Inc note 0.3 $2.9M 2.4M 1.21
Citigroup (C) 0.3 $2.8M 59k 48.53
Al Us conv 0.3 $2.9M 2.3M 1.28
Mgic Investment Corp note 0.2 $2.6M 2.1M 1.27
Web Com Group Inc note 1.000% 8/1 0.2 $2.7M 2.4M 1.14
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.2 $2.5M 2.1M 1.18
Cisco Systems (CSCO) 0.2 $2.5M 107k 23.44
Johnson & Johnson (JNJ) 0.2 $2.4M 28k 86.79
Foot Locker (FL) 0.2 $2.4M 72k 33.95
Microsoft Corporation (MSFT) 0.2 $2.4M 72k 33.28
Pfizer (PFE) 0.2 $2.4M 83k 28.73
Chevron Corporation (CVX) 0.2 $2.3M 19k 121.53
Teleflex Inc note 3.875% 8/0 0.2 $2.3M 1.6M 1.41
Fidelity National Finance conv 0.2 $2.3M 1.6M 1.41
Exelixis Inc cnv 0.2 $2.3M 2.0M 1.17
Rti Intl Metals Inc note 1.625%10/1 0.2 $2.3M 2.3M 1.03
Bristow Group Inc note 3.000% 6/1 0.2 $2.1M 1.7M 1.23
Jetblue Airways Corp dbcv 6.750%10/1 0.2 $2.2M 1.5M 1.44
Procter & Gamble Company (PG) 0.2 $2.1M 27k 75.66
Schlumberger (SLB) 0.2 $2.1M 23k 88.38
Alcoa Inc debt 0.2 $2.1M 1.6M 1.29
Stanley Black & Decker Inc unit 99/99/9999 0.2 $2.1M 15k 136.20
Nuance Communications Inc dbcv 2.750% 8/1 0.2 $2.0M 1.8M 1.13
Merck & Co (MRK) 0.2 $1.9M 41k 47.60
Exterran Hldgs Inc note 4.250% 6/1 0.2 $1.9M 1.5M 1.24
At&t (T) 0.2 $1.8M 55k 33.86
Occidental Petroleum Corporation (OXY) 0.2 $1.9M 21k 93.57
UnitedHealth (UNH) 0.2 $1.9M 27k 71.70
Danaher Corp Del debt 0.2 $1.9M 931k 2.02
Radian Group Inc note 3.000%11/1 0.2 $1.9M 1.3M 1.42
Auxilium Pharmaceuticals note 0.2 $1.9M 1.9M 1.03
Berkshire Hathaway (BRK.B) 0.2 $1.7M 15k 113.66
International Business Machines (IBM) 0.2 $1.8M 9.8k 185.22
Oracle Corporation (ORCL) 0.2 $1.8M 53k 33.17
Omnicom Group Inc debt 0.2 $1.8M 1.5M 1.20
Titan Machy Inc note 3.750% 5/0 0.2 $1.8M 2.0M 0.89
Wells Fargo & Company (WFC) 0.1 $1.6M 40k 41.28
United Technologies Corporation 0.1 $1.6M 15k 107.89
EMC Corporation 0.1 $1.7M 67k 25.55
Simon Property (SPG) 0.1 $1.7M 12k 148.28
Vanguard European ETF (VGK) 0.1 $1.7M 31k 54.44
Twenty-first Century Fox 0.1 $1.6M 49k 33.51
Coca-Cola Company (KO) 0.1 $1.5M 40k 37.88
Intel Corporation (INTC) 0.1 $1.5M 66k 22.93
CVS Caremark Corporation (CVS) 0.1 $1.5M 27k 56.77
Capital One Financial (COF) 0.1 $1.6M 23k 68.71
eBay (EBAY) 0.1 $1.5M 27k 55.77
Celgene Corporation 0.1 $1.5M 10k 154.22
Airtran Hldgs Inc note 5.250%11/0 0.1 $1.6M 1.1M 1.49
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.1 $1.5M 1.2M 1.25
CMS Energy Corporation (CMS) 0.1 $1.4M 53k 26.34
U.S. Bancorp (USB) 0.1 $1.4M 38k 36.50
Wal-Mart Stores (WMT) 0.1 $1.4M 19k 73.90
Home Depot (HD) 0.1 $1.4M 19k 75.81
Amgen (AMGN) 0.1 $1.4M 13k 111.85
Philip Morris International (PM) 0.1 $1.4M 16k 86.66
Symantec Corporation 0.1 $1.5M 60k 24.76
DTE Energy Company (DTE) 0.1 $1.4M 21k 66.09
Industries N shs - a - (LYB) 0.1 $1.4M 19k 73.34
Helix Energy Solutions note 0.1 $1.4M 1.1M 1.33
Abbvie (ABBV) 0.1 $1.5M 33k 44.71
Time Warner 0.1 $1.4M 21k 65.75
PNC Financial Services (PNC) 0.1 $1.3M 18k 72.52
Allstate Corporation (ALL) 0.1 $1.3M 26k 50.57
American Capital Agency 0.1 $1.3M 59k 22.60
Salesforce Com Inc note 0.750% 1/1 0.1 $1.4M 568k 2.43
Molycorp Inc conv bnd 0.1 $1.4M 1.9M 0.72
MasterCard Incorporated (MA) 0.1 $1.2M 1.8k 672.85
Bank of America Corporation (BAC) 0.1 $1.2M 86k 13.82
FedEx Corporation (FDX) 0.1 $1.2M 11k 114.15
Walt Disney Company (DIS) 0.1 $1.3M 20k 64.49
Verizon Communications (VZ) 0.1 $1.3M 27k 46.66
National-Oilwell Var 0.1 $1.2M 16k 78.05
Altria (MO) 0.1 $1.2M 36k 34.36
Halliburton Company (HAL) 0.1 $1.2M 25k 48.13
Pepsi (PEP) 0.1 $1.2M 15k 79.62
Qualcomm (QCOM) 0.1 $1.3M 19k 67.25
Anheuser-Busch InBev NV (BUD) 0.1 $1.2M 13k 99.10
American International (AIG) 0.1 $1.3M 26k 48.58
Alliant Techsystems Inc note 3.000% 8/1 0.1 $1.3M 957k 1.31
On Semiconductor Corp note 2.625%12/1 0.1 $1.2M 1.1M 1.08
Rayonier Inc conv 0.1 $1.2M 735k 1.69
Genesee & Wyoming 0.1 $1.2M 9.6k 126.54
Prospect Capital Corporati mtnf 5.375% 0.1 $1.2M 1.1M 1.04
Anadarko Petroleum Corporation 0.1 $1.1M 12k 93.20
American Electric Power Company (AEP) 0.1 $1.1M 26k 43.37
Ford Motor Company (F) 0.1 $1.1M 66k 16.86
Gilead Sciences (GILD) 0.1 $1.1M 17k 62.89
TJX Companies (TJX) 0.1 $1.1M 20k 56.47
Mizuho Financial (MFG) 0.1 $1.1M 262k 4.32
Ingersoll-rand Co Ltd-cl A 0.1 $1.1M 17k 64.92
MicroStrategy Incorporated (MSTR) 0.1 $1.1M 11k 103.70
Xilinx Inc sdcv 3.125% 3/1 0.1 $1.1M 654k 1.62
Te Connectivity Ltd for (TEL) 0.1 $1.1M 21k 51.81
Mondelez Int (MDLZ) 0.1 $1.1M 36k 31.42
Eaton (ETN) 0.1 $1.1M 16k 68.83
Colony Finl Inc note 5.00% 0.1 $1.1M 1.0M 1.03
Ciena Corp note 0.875% 6/1 0.1 $948k 929k 1.02
McDonald's Corporation (MCD) 0.1 $1.0M 11k 96.08
Regeneron Pharmaceuticals (REGN) 0.1 $945k 3.0k 314.16
3M Company (MMM) 0.1 $1.0M 8.7k 119.30
Boeing Company (BA) 0.1 $987k 8.4k 117.57
International Paper Company (IP) 0.1 $1.0M 22k 44.83
McKesson Corporation (MCK) 0.1 $952k 7.4k 128.44
Starbucks Corporation (SBUX) 0.1 $1.0M 14k 76.89
Ares Capital Corporation (ARCC) 0.1 $1.0M 60k 17.30
United Rentals Inc note 4.000%11/1 0.1 $967k 186k 5.20
General Motors Company (GM) 0.1 $1.0M 29k 35.95
Trw Automotive 3.5% 12/01/15 conv 0.1 $960k 395k 2.43
Duke Energy (DUK) 0.1 $945k 14k 66.66
Actavis 0.1 $1.0M 7.2k 143.97
Uthr 1 09/15/16 0.1 $1.0M 593k 1.69
Caci Intl Inc note 2.125% 5/0 0.1 $855k 668k 1.28
Molina Healthcare Inc note 3.750%10/0 0.1 $936k 761k 1.23
Suntrust Banks Inc $1.00 Par Cmn 0.1 $921k 28k 32.44
Raytheon Company 0.1 $896k 12k 77.17
Valero Energy Corporation (VLO) 0.1 $838k 25k 34.19
Allergan 0.1 $836k 9.2k 90.39
priceline.com Incorporated 0.1 $852k 843.00 1010.68
Delta Air Lines (DAL) 0.1 $872k 37k 23.58
Invesco (IVZ) 0.1 $864k 27k 31.89
DineEquity (DIN) 0.1 $879k 13k 69.03
MetLife (MET) 0.1 $855k 18k 46.95
Brandywine Realty Trust (BDN) 0.1 $842k 64k 13.18
Laboratory Corp Amer Hldgs debt 0.1 $871k 655k 1.33
Camden Property Trust (CPT) 0.1 $919k 15k 61.42
Holdings Inc Note 5.25 0.1 $850k 316k 2.69
Hologic Inc cnv 0.1 $925k 925k 1.00
Sarepta Therapeutics (SRPT) 0.1 $884k 19k 47.17
Loews Corporation (L) 0.1 $773k 17k 46.74
Discover Financial Services (DFS) 0.1 $827k 16k 50.50
Ecolab (ECL) 0.1 $781k 7.9k 98.75
Auxilium Pharmaceuticals 0.1 $729k 40k 18.19
CBS Corporation 0.1 $734k 13k 55.11
Hologic (HOLX) 0.1 $825k 40k 20.63
Kimberly-Clark Corporation (KMB) 0.1 $818k 8.7k 94.19
Medtronic 0.1 $791k 15k 53.20
Avnet (AVT) 0.1 $830k 20k 41.74
D.R. Horton (DHI) 0.1 $812k 42k 19.45
CF Industries Holdings (CF) 0.1 $790k 3.8k 210.33
ShoreTel 0.1 $730k 121k 6.04
Akorn 0.1 $748k 38k 19.70
Casella Waste Systems (CWST) 0.1 $767k 133k 5.76
Sanchez Energy Corp C ommon stocks 0.1 $736k 28k 26.45
Adt 0.1 $776k 19k 40.70
Arcc 4 7/8 03/15/17 0.1 $776k 746k 1.04
Janus Capital conv 0.1 $726k 698k 1.04
Chesapeake Energy Corp note 2.500% 5/1 0.1 $662k 675k 0.98
Apache Corporation 0.1 $685k 8.0k 85.31
PPG Industries (PPG) 0.1 $630k 3.8k 167.11
Dow Chemical Company 0.1 $685k 18k 38.32
Eastman Chemical Company (EMN) 0.1 $673k 8.7k 77.70
Pacific Sunwear of California 0.1 $694k 231k 3.01
Honeywell International (HON) 0.1 $646k 7.8k 82.95
Macy's (M) 0.1 $630k 15k 43.21
Nike (NKE) 0.1 $614k 8.5k 72.64
Pioneer Natural Resources (PXD) 0.1 $664k 3.5k 188.69
Amazon (AMZN) 0.1 $668k 2.1k 313.03
Huntsman Corporation (HUN) 0.1 $626k 30k 20.60
M/I Homes (MHO) 0.1 $638k 31k 20.62
Alexion Pharmaceuticals 0.1 $683k 5.9k 116.22
Urban Outfitters (URBN) 0.1 $644k 18k 36.72
Superior Energy Services 0.1 $694k 28k 25.03
Rayonier (RYN) 0.1 $704k 13k 55.75
Pacific Biosciences of California (PACB) 0.1 $645k 117k 5.53
Network 0.1 $717k 55k 13.16
Goldcorp Inc New note 2.000% 8/0 0.1 $539k 534k 1.01
Goldman Sachs (GS) 0.1 $544k 3.4k 158.14
Caterpillar (CAT) 0.1 $505k 6.0k 83.78
Monsanto Company 0.1 $576k 5.5k 104.46
Abbott Laboratories (ABT) 0.1 $594k 18k 33.11
Bristol Myers Squibb (BMY) 0.1 $566k 12k 46.24
Union Pacific Corporation (UNP) 0.1 $582k 3.7k 155.49
Regions Financial Corporation (RF) 0.1 $540k 58k 9.27
Emerson Electric (EMR) 0.1 $566k 8.7k 64.83
United Rentals (URI) 0.1 $588k 10k 58.21
Vishay Intertechnology (VSH) 0.1 $594k 46k 12.83
Mylan 0.1 $532k 14k 38.11
Agilent Technologies Inc C ommon (A) 0.1 $549k 11k 51.21
Danaher Corporation (DHR) 0.1 $547k 7.9k 69.34
Mbia (MBI) 0.1 $517k 51k 10.21
EOG Resources (EOG) 0.1 $557k 3.3k 168.74
Wet Seal 0.1 $534k 135k 3.94
Broadcom Corporation 0.1 $598k 23k 26.08
LDK Solar 0.1 $506k 262k 1.93
Resolute Energy 0.1 $572k 69k 8.35
Headwaters Incorporated 0.1 $514k 57k 8.97
Westfield Financial 0.1 $519k 74k 7.04
Pozen 0.1 $533k 93k 5.72
M.D.C. Holdings (MDC) 0.1 $510k 17k 29.97
iShares Lehman Aggregate Bond (AGG) 0.1 $568k 5.3k 107.27
KEYW Holding 0.1 $589k 44k 13.45
Parkway Properties 0.1 $553k 31k 17.75
Pacira Pharmaceuticals (PCRX) 0.1 $540k 11k 47.99
Active Network 0.1 $580k 41k 14.29
Express Scripts Holding 0.1 $598k 9.7k 61.76
Us Silica Hldgs (SLCA) 0.1 $584k 24k 24.89
Audience 0.1 $568k 51k 11.24
Ptc (PTC) 0.1 $537k 19k 28.48
Cognizant Technology Solutions (CTSH) 0.0 $398k 4.9k 82.01
Bank of New York Mellon Corporation (BK) 0.0 $459k 15k 30.30
Career Education 0.0 $410k 149k 2.75
Corinthian Colleges 0.0 $423k 192k 2.20
Zale Corporation 0.0 $447k 29k 15.20
Office Depot 0.0 $452k 94k 4.82
Health Care REIT 0.0 $499k 8.0k 62.46
ConocoPhillips (COP) 0.0 $408k 5.9k 69.54
Accenture (ACN) 0.0 $448k 6.1k 73.70
Barclays (BCS) 0.0 $403k 24k 17.03
Public Service Enterprise (PEG) 0.0 $418k 13k 32.91
Ashford Hospitality Trust 0.0 $416k 34k 12.31
FelCor Lodging Trust Incorporated 0.0 $427k 69k 6.16
Maxwell Technologies 0.0 $404k 45k 9.05
BioCryst Pharmaceuticals (BCRX) 0.0 $437k 60k 7.27
Modine Manufacturing (MOD) 0.0 $434k 30k 14.62
Applied Micro Circuits Corporation 0.0 $404k 31k 12.89
New York & Company 0.0 $424k 73k 5.80
Navistar International Corporation 0.0 $431k 12k 36.53
Accuray Incorporated (ARAY) 0.0 $480k 65k 7.37
Oclaro 0.0 $434k 245k 1.77
Pinnacle West Capital Corporation (PNW) 0.0 $482k 8.8k 54.79
Web 0.0 $472k 15k 32.41
Cobalt Intl Energy 0.0 $471k 19k 24.74
Endeavour International C 0.0 $411k 77k 5.34
Mindspeed Technologies 0.0 $389k 128k 3.04
E Commerce China Dangdang 0.0 $463k 44k 10.47
Threshold Pharmaceuticals 0.0 $426k 91k 4.66
Sunpower Corp conv 0.0 $488k 370k 1.32
Brookdale Senior Living note 0.0 $472k 403k 1.17
D Horizon Pharma 0.0 $411k 123k 3.34
Arrowhead Research 0.0 $405k 71k 5.69
Broadwind Energy (BWEN) 0.0 $438k 56k 7.84
Sunedison 0.0 $439k 55k 7.96
E TRADE Financial Corporation 0.0 $377k 23k 16.51
Dollar Finl Corp note 3.000% 4/0 0.0 $380k 400k 0.95
Portland General Electric Company (POR) 0.0 $372k 13k 28.18
Range Resources (RRC) 0.0 $311k 4.1k 75.76
RadioShack Corporation 0.0 $336k 98k 3.42
Hewlett-Packard Company 0.0 $305k 15k 20.94
Nextera Energy (NEE) 0.0 $331k 4.1k 80.18
Biogen Idec (BIIB) 0.0 $365k 1.5k 240.77
Leap Wireless International 0.0 $387k 25k 15.80
Freeport-McMoRan Copper & Gold (FCX) 0.0 $311k 9.4k 33.12
Visa (V) 0.0 $337k 1.8k 190.93
Toll Brothers (TOL) 0.0 $370k 11k 32.38
NII Holdings 0.0 $351k 58k 6.07
Barnes & Noble 0.0 $385k 30k 12.92
Lam Research Corporation (LRCX) 0.0 $383k 7.5k 51.18
Orbitz Worldwide 0.0 $374k 39k 9.63
Bon-Ton Stores (BONTQ) 0.0 $377k 36k 10.55
AVEO Pharmaceuticals 0.0 $376k 182k 2.06
Newmont Mining Corp note 1.250% 7/1 0.0 $343k 340k 1.01
Emeritus Corporation 0.0 $384k 21k 18.48
Kemet Corporation Cmn 0.0 $313k 75k 4.19
Caesars Entertainment 0.0 $302k 15k 19.66
Allegheny Technologies Inc note 4.250% 6/0 0.0 $259k 249k 1.04
Affiliated Managers (AMG) 0.0 $262k 1.4k 183.22
CSX Corporation (CSX) 0.0 $257k 10k 25.70
Morgan Stanley (MS) 0.0 $217k 8.1k 26.94
salesforce (CRM) 0.0 $263k 5.1k 51.99
iShares Barclays TIPS Bond Fund (TIP) 0.0 $211k 1.9k 112.89
Qihoo 360 Technologies Co Lt 0.0 $211k 2.5k 83.47
Lam Research Corp note 0.500% 5/1 0.0 $172k 152k 1.13
Prosensa Hldgs B V Shs Usd 0.0 $170k 26k 6.49
MGIC Investment (MTG) 0.0 $121k 17k 7.27
Alza Corp sdcv 7/2 0.0 $122k 102k 1.20
Novatel Wireless 0.0 $75k 29k 2.60
Dominion Res Inc Va New debt 0.0 $135k 73k 1.85
Annaly Cap Mgmt Inc note 5.000% 5/1 0.0 $62k 60k 1.03
Priceline Com Inc note 1.250% 3/1 0.0 $159k 48k 3.31
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $54k 15k 3.60
United States Stl Corp New note 4.000% 5/1 0.0 $44k 43k 1.02
Prospect Capital Corp note 6.250%12/1 0.0 $33k 31k 1.06
Rwt 4 5/8 04/15/18 0.0 $25k 24k 1.04