SSI Investment Management

Ssi Investment Management as of Dec. 31, 2013

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 407 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 5.0 $56M 303k 184.69
Intel Corp. Jr. Sub. Cv. Deb. conv 1.9 $22M 16M 1.36
Novellus Systems, Inc. note 2.625% 5/1 1.9 $21M 13M 1.67
Microchip Technology Inc sdcv 2.125%12/1 1.9 $21M 12M 1.74
Gilead Sciences conv 1.8 $21M 6.2M 3.30
Gilead Sciences conv 1.7 $19M 5.7M 3.32
Wesco Intl Inc dbcv 6.000% 9/1 1.5 $17M 5.3M 3.24
Priceline.com debt 1.000% 3/1 1.4 $16M 11M 1.38
Health Care Reit Pfd I 6.5% 1.3 $15M 289k 51.27
Wells Fargo & Company mtnf 0.125% 3/0 1.3 $14M 10M 1.40
Stillwater Mng Co note 1.750%10/1 1.3 $14M 13M 1.12
Cemex Sab De Cv conv bnd 1.2 $14M 10M 1.36
Sandisk Corp note 1.500% 8/1 1.2 $13M 8.9M 1.47
CUBIST PHARM CONVERTIBLE security 1.2 $13M 5.4M 2.43
Western Refng Inc note 5.750% 6/1 1.1 $13M 2.9M 4.44
General Cable Corp Del New frnt 4.500% 11/1 1.1 $13M 12M 1.07
Medicines Co dbcv 1.375% 6/0 1.0 $12M 7.8M 1.50
Wellpoint Inc Note cb 1.0 $12M 8.6M 1.35
Cien 4 12/15/20 0.9 $10M 7.0M 1.47
Radian Group Inc note 0.9 $9.9M 6.8M 1.47
Newpark Res Inc note 4.000%10/0 0.9 $9.7M 7.3M 1.34
Wright Medical Group Inc note 2 000 8/1 0.9 $9.7M 7.3M 1.33
Keycorp New pfd 7.75% sr a 0.8 $9.4M 74k 127.20
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $9.2M 5.7M 1.60
D R Horton Inc note 2.000% 5/1 0.8 $9.0M 5.2M 1.73
Walter Invt Mgmt Corp note 0.8 $9.1M 9.2M 0.99
Icon 2 1/2 06/01/16 0.8 $8.9M 6.5M 1.37
Sterlite Inds India Ltd note 4.000%10/3 0.8 $8.4M 8.5M 0.99
Ford Mtr Co Del note 4.250%11/1 0.7 $8.2M 4.5M 1.85
Cadence Design Sys Cvt 2.625 6 convert 0.7 $8.2M 4.4M 1.88
Bottomline Tech Del Inc note 1.500%12/0 0.7 $8.0M 6.0M 1.34
Thrx 2 1/8 01/15/23 0.7 $8.0M 5.5M 1.45
Equinix Inc note 3.000%10/1 0.7 $7.9M 5.0M 1.59
Hawaiian Holdings Inc conv 0.7 $7.9M 5.8M 1.35
Forest City Enterprises conv 0.7 $7.9M 7.2M 1.11
Tesla Mtrs Inc note 1.500% 6/0 0.7 $7.9M 5.8M 1.38
Ryland Group note 0.7 $7.7M 5.1M 1.52
Phh Corp cnv 0.7 $7.6M 3.7M 2.07
Omnicare Cap Tr Ii pfd b tr 4.00% 0.7 $7.4M 101k 73.93
Arcelormittal Sa Luxembourg mand cv nt 16 0.7 $7.3M 284k 25.83
Forestar Group Inc note 0.6 $7.3M 6.3M 1.15
Take-two Interactive Sof note 0.6 $7.0M 6.1M 1.15
Bank Of America Corporation preferred (BAC.PL) 0.6 $7.0M 6.6k 1061.01
GAME Technolog debt 0.6 $7.0M 6.6M 1.06
Old Republic Intl Corp note 0.6 $7.0M 5.7M 1.24
Standard Pacific Corp cnv 0.6 $7.0M 5.3M 1.32
Webmd Health Conv Sr Notes conv 0.6 $6.8M 6.9M 0.98
Lam Research Corp conv 0.6 $6.5M 5.3M 1.22
Omnicare Inc note 3.750%12/1 0.5 $6.1M 2.7M 2.30
Mylan Inc note 3.750% 9/1 0.5 $6.0M 1.8M 3.28
Incyte Corp note 4.750%10/0 0.5 $5.8M 1.0M 5.76
Archer Daniels Midland Co note 0.875% 2/1 0.5 $5.6M 5.3M 1.05
General Electric Company 0.5 $5.6M 201k 28.02
Alere 0.5 $5.6M 20k 288.16
Prologis Inc note 3.250% 3/1 0.5 $5.7M 5.1M 1.12
Micron Technology Inc note 1.875% 6/0 0.5 $5.5M 3.7M 1.52
Trinity Inds Inc note 3.875% 6/0 0.5 $5.5M 4.2M 1.32
Ascent Cap Group Inc note 4.000% 7/1 0.5 $5.5M 5.2M 1.07
Apple (AAPL) 0.5 $5.5M 9.7k 561.04
Intel Corp sdcv 0.5 $5.1M 4.5M 1.12
Horsehead Hldg Corp note 3.800% 7/0 0.5 $5.1M 4.0M 1.27
Mgm Mirage conv 0.4 $5.0M 3.6M 1.38
Exxon Mobil Corporation (XOM) 0.4 $4.8M 47k 101.23
Rpm International Inc convertible cor 0.4 $4.8M 4.3M 1.11
Hologic Inc frnt 2.000%12/1 0.4 $4.6M 4.0M 1.16
Starwood Property Trust note 0.4 $4.6M 4.2M 1.10
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.4 $4.5M 143k 31.54
Jefferies Group Inc New dbcv 3.875%11/0 0.4 $4.3M 4.1M 1.06
Ares Capital Corp 5.125 2016 conv 0.4 $4.5M 4.2M 1.07
Meritage Homes Corp conv 0.4 $4.4M 3.9M 1.12
Cobalt Intl Energy Inc note 0.4 $4.4M 5.0M 0.88
JPMorgan Chase & Co. (JPM) 0.4 $4.3M 73k 58.45
Callaway Golf 0.4 $4.3M 3.5M 1.23
Dfc Global 0.4 $4.3M 4.8M 0.90
Google 0.4 $4.2M 3.7k 1120.62
Alcoa Inc debt 0.4 $4.2M 2.5M 1.66
Continental Airls Inc note 4.500% 1/1 0.4 $4.1M 2.0M 2.04
L-3 Communications Corp debt 3.000% 8/0 0.4 $4.1M 3.4M 1.20
Weyerhaeuser C conv prf 0.4 $4.1M 73k 55.65
Goodrich Petroleum Corp 5% bond 0.4 $4.0M 3.9M 1.03
Covanta Holding Conv conv bnd 0.3 $4.0M 3.4M 1.17
Citigroup (C) 0.3 $4.0M 76k 52.10
United Technol conv prf 0.3 $4.0M 61k 65.64
Kb Home note 0.3 $4.0M 4.0M 1.00
Comcast Corporation (CMCSA) 0.3 $3.9M 75k 51.92
Navistar Intl Corp New note 3.000%10/1 0.3 $3.8M 3.7M 1.02
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $3.8M 36k 105.46
Chiquita Brands Intl Inc note 4.250% 8/1 0.3 $3.9M 4.0M 0.97
Ishares Tr fltg rate nt (FLOT) 0.3 $3.8M 75k 50.73
Starwood Ppty note 4.0% 1/15/ 0.3 $3.8M 3.4M 1.10
Crown Castle International Corp. pfd stk 0.3 $3.8M 39k 99.57
Jarden Corp note 1.875% 9/1 0.3 $3.8M 2.7M 1.41
Linear Technology Corp note 3.000% 5/0 0.3 $3.8M 3.3M 1.14
Level 3 Communications Inc note 0.3 $3.7M 2.7M 1.36
Huntington Bancshares Inc pfd conv ser a 0.3 $3.8M 3.0k 1261.61
Phh Corp note 4.000% 9/0 0.3 $3.7M 3.5M 1.07
Nextera Energy Inc unit 0.3 $3.7M 65k 56.56
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.3 $3.6M 3.2k 1109.87
Ares Capital Corp 5.75 16 convert 0.3 $3.6M 3.3M 1.08
Molina Healthcare Inc note 3.750%10/0 0.3 $3.5M 3.0M 1.19
Developers Diversified Rlty note 1.750%11/1 0.3 $3.5M 3.2M 1.12
Ppl Corporation 8.75% pfd cv 0.3 $3.5M 67k 52.87
Slxp 1 1/2 03/15/19 0.3 $3.5M 2.3M 1.49
Seacor Holdings Inc note 2.500%12/1 0.3 $3.5M 2.9M 1.23
Lifepoint Hospitals Inc note 3.500% 5/1 0.3 $3.4M 3.1M 1.09
Mentor Graphics 4% 2031 conv 0.3 $3.3M 2.5M 1.33
Stanley Black & Decker Inc unit 99/99/9999 0.3 $3.2M 26k 123.37
Sba Communications Corp note 4.000%10/0 0.3 $3.0M 1.0M 2.96
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.3 $3.0M 1.3M 2.32
Electronic Arts Inc conv 0.3 $3.1M 2.9M 1.06
Al Us conv 0.3 $3.0M 2.2M 1.34
Biomarin Pharmaceutical Inc note 1.500%10/1 0.3 $3.1M 2.9M 1.07
Hos Us conv 0.3 $2.9M 2.5M 1.19
Biomarin Pharmaceutical Inc note 0.750%10/1 0.3 $2.9M 2.7M 1.06
Omnicare Inc dbcv 3.250%12/1 0.2 $2.8M 2.6M 1.07
Procter & Gamble Company (PG) 0.2 $2.8M 35k 81.40
Mgic Investment Corp note 0.2 $2.8M 2.0M 1.38
Arcc 4 7/8 03/15/17 0.2 $2.8M 2.6M 1.05
Jetblue Airways Corp dbcv 6.750%10/1 0.2 $2.7M 1.5M 1.78
Microsoft Corporation (MSFT) 0.2 $2.7M 72k 37.40
Fidelity National Finance conv 0.2 $2.7M 1.7M 1.64
Dominion Res Inc Va unit 04/01/2013 0.2 $2.7M 50k 54.27
Akorn Inc note 3.500% 6/0 0.2 $2.5M 895k 2.84
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.2 $2.6M 2.0M 1.32
Pfizer (PFE) 0.2 $2.5M 83k 30.65
Teleflex Inc note 3.875% 8/0 0.2 $2.5M 1.6M 1.58
Exelixis Inc cnv 0.2 $2.4M 2.0M 1.22
Orexigen Therapeutics Inc note 2.750%12/0 0.2 $2.4M 2.5M 0.97
Johnson & Johnson (JNJ) 0.2 $2.4M 26k 91.54
Chevron Corporation (CVX) 0.2 $2.4M 19k 124.79
Cisco Systems (CSCO) 0.2 $2.4M 107k 22.43
Foot Locker (FL) 0.2 $2.2M 54k 41.49
Rti Intl Metals Inc note 1.625%10/1 0.2 $2.3M 2.2M 1.05
Bristow Group Inc note 3.000% 6/1 0.2 $2.1M 1.7M 1.22
Exterran Hldgs Inc note 4.250% 6/1 0.2 $2.2M 1.5M 1.49
CVS Caremark Corporation (CVS) 0.2 $2.1M 30k 71.52
eBay (EBAY) 0.2 $2.2M 39k 54.85
Schlumberger (SLB) 0.2 $2.1M 23k 90.11
Invesco (IVZ) 0.2 $2.2M 59k 36.41
Aegean Marine Petroleum Network note 4.000 11/0 0.2 $2.1M 2.0M 1.06
Wells Fargo & Company (WFC) 0.2 $2.1M 46k 45.44
Verizon Communications (VZ) 0.2 $2.0M 41k 49.15
Goodyear Tire Rubr Pfd 5.875% p 0.2 $2.0M 30k 66.24
X 2 3/4 04/01/19 0.2 $2.0M 1.5M 1.32
Chemed Corp New note 1.875% 5/1 0.2 $1.9M 1.9M 1.04
Home Depot (HD) 0.2 $1.9M 23k 82.32
At&t (T) 0.2 $1.9M 55k 35.17
Occidental Petroleum Corporation (OXY) 0.2 $1.9M 21k 95.02
Solarcity Corp note 2.750%11/0 0.2 $1.9M 1.6M 1.19
International Business Machines (IBM) 0.2 $1.8M 9.8k 187.58
Danaher Corp Del debt 0.2 $1.8M 796k 2.24
Radian Group Inc note 3.000%11/1 0.2 $1.9M 1.3M 1.42
Airtran Hldgs Inc note 5.250%11/0 0.2 $1.8M 1.1M 1.69
Albany Molecular Resh Inc note 2.250%11/1 0.2 $1.9M 2.0M 0.93
Coca-Cola Company (KO) 0.1 $1.7M 40k 41.32
Capital One Financial (COF) 0.1 $1.7M 23k 76.66
UnitedHealth (UNH) 0.1 $1.7M 23k 75.33
Gilead Sciences (GILD) 0.1 $1.7M 22k 75.09
Celgene Corporation 0.1 $1.7M 10k 169.17
Bpz Resources Inc note 8.500%10/0 0.1 $1.7M 2.0M 0.86
U.S. Bancorp (USB) 0.1 $1.5M 38k 40.39
Berkshire Hathaway (BRK.B) 0.1 $1.6M 14k 118.50
Union Pacific Corporation (UNP) 0.1 $1.6M 9.2k 168.22
Amgen (AMGN) 0.1 $1.5M 14k 114.22
Merck & Co (MRK) 0.1 $1.5M 31k 50.03
Mizuho Financial (MFG) 0.1 $1.6M 361k 4.36
MetLife (MET) 0.1 $1.5M 28k 53.86
Industries N shs - a - (LYB) 0.1 $1.6M 19k 80.22
Time Warner 0.1 $1.5M 21k 69.71
CMS Energy Corporation (CMS) 0.1 $1.4M 53k 26.79
MasterCard Incorporated (MA) 0.1 $1.4M 1.7k 836.84
Walt Disney Company (DIS) 0.1 $1.5M 20k 76.47
Allstate Corporation (ALL) 0.1 $1.4M 26k 54.48
Visa (V) 0.1 $1.5M 6.7k 222.57
Simon Property (SPG) 0.1 $1.4M 9.3k 152.28
Salesforce Com Inc note 0.750% 1/1 0.1 $1.4M 554k 2.58
Greenbrier Co Inc conv bnd 0.1 $1.4M 1.2M 1.17
Eaton (ETN) 0.1 $1.5M 19k 76.10
Bank of America Corporation (BAC) 0.1 $1.3M 86k 15.56
International Paper Company (IP) 0.1 $1.4M 29k 49.07
Anadarko Petroleum Corporation 0.1 $1.3M 17k 79.23
Qualcomm (QCOM) 0.1 $1.4M 19k 74.24
Anheuser-Busch InBev NV (BUD) 0.1 $1.3M 13k 106.79
Barclays (BCS) 0.1 $1.3M 73k 18.12
Amazon (AMZN) 0.1 $1.4M 3.5k 399.14
Uthr 1 09/15/16 0.1 $1.4M 583k 2.37
Janus Capital conv 0.1 $1.4M 1.1M 1.27
Sunpower Corp dbcv 4.750% 4/1 0.1 $1.2M 1.0M 1.19
FedEx Corporation (FDX) 0.1 $1.3M 8.8k 143.61
Wal-Mart Stores (WMT) 0.1 $1.2M 16k 78.64
3M Company (MMM) 0.1 $1.2M 8.7k 140.19
Intel Corporation (INTC) 0.1 $1.2M 48k 25.93
McKesson Corporation (MCK) 0.1 $1.2M 7.4k 161.49
Altria (MO) 0.1 $1.3M 33k 38.33
Pepsi (PEP) 0.1 $1.3M 15k 82.93
Philip Morris International (PM) 0.1 $1.3M 14k 87.12
TJX Companies (TJX) 0.1 $1.3M 20k 63.71
D.R. Horton (DHI) 0.1 $1.3M 57k 22.31
Oracle Corporation (ORCL) 0.1 $1.2M 32k 38.28
United Rentals Inc note 4.000%11/1 0.1 $1.3M 181k 7.00
Genesee & Wyoming 0.1 $1.2M 9.4k 128.27
Twenty-first Century Fox 0.1 $1.3M 36k 35.18
Actavis 0.1 $1.2M 7.2k 168.01
Boeing Company (BA) 0.1 $1.1M 8.4k 136.75
Regions Financial Corporation (RF) 0.1 $1.2M 117k 9.87
Eastman Chemical Company (EMN) 0.1 $1.1M 14k 80.67
Halliburton Company (HAL) 0.1 $1.2M 23k 50.78
DTE Energy Company (DTE) 0.1 $1.1M 17k 66.43
American International (AIG) 0.1 $1.1M 23k 51.00
Duke Energy (DUK) 0.1 $1.1M 17k 69.09
Suntrust Banks Inc $1.00 Par Cmn 0.1 $1.0M 28k 36.89
Cabot Oil & Gas Corporation (CTRA) 0.1 $966k 25k 38.79
McDonald's Corporation (MCD) 0.1 $1.0M 11k 96.94
CBS Corporation 0.1 $1.1M 17k 63.77
Raytheon Company 0.1 $1.1M 12k 90.56
Valero Energy Corporation (VLO) 0.1 $1.0M 21k 50.47
United Technologies Corporation 0.1 $980k 8.6k 113.87
American Electric Power Company (AEP) 0.1 $998k 21k 46.70
Delta Air Lines (DAL) 0.1 $1.0M 37k 27.50
Gulfport Energy Corporation 0.1 $1.0M 16k 63.22
Ingersoll-rand Co Ltd-cl A 0.1 $1.0M 17k 61.61
Headwaters Incorporated 0.1 $973k 99k 9.78
Cynosure 0.1 $1.0M 39k 26.59
General Motors Company (GM) 0.1 $1.0M 25k 40.80
Health Care Reit Inc note 3.000%12/0 0.1 $990k 892k 1.11
Abbvie (ABBV) 0.1 $1.0M 19k 52.83
Web Com Group Inc note 1.000% 8/1 0.1 $1.0M 933k 1.12
Caci Intl Inc note 2.125% 5/0 0.1 $863k 644k 1.34
Ciena Corp note 0.875% 6/1 0.1 $938k 920k 1.02
Kimberly-Clark Corporation (KMB) 0.1 $907k 8.7k 104.43
Medtronic 0.1 $853k 15k 57.37
National-Oilwell Var 0.1 $894k 11k 79.71
Hewlett-Packard Company 0.1 $924k 33k 27.93
Starbucks Corporation (SBUX) 0.1 $878k 11k 78.46
Wet Seal 0.1 $857k 314k 2.73
Brandywine Realty Trust (BDN) 0.1 $897k 64k 14.07
Pinnacle West Capital Corporation (PNW) 0.1 $846k 16k 52.93
Camden Property Trust (CPT) 0.1 $849k 15k 56.82
Xilinx Inc sdcv 3.125% 3/1 0.1 $863k 546k 1.58
Acelrx Pharmaceuticals 0.1 $863k 76k 11.34
Audience 0.1 $898k 77k 11.63
Cancer Genetics 0.1 $868k 63k 13.79
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.1 $891k 810k 1.10
Prospect Capital Corporati mtnf 5.375% 0.1 $864k 823k 1.05
Gain Cap Hldgs Inc note 4.125%12/0 0.1 $930k 1.0M 0.93
Loews Corporation (L) 0.1 $798k 17k 48.25
Bank of New York Mellon Corporation (BK) 0.1 $826k 24k 34.93
Via 0.1 $840k 9.6k 87.38
Regeneron Pharmaceuticals (REGN) 0.1 $827k 3.0k 275.30
Dow Chemical Company 0.1 $795k 18k 44.39
United Rentals (URI) 0.1 $786k 10k 77.96
Cadence Design Systems (CDNS) 0.1 $822k 59k 14.01
Mylan 0.1 $787k 18k 43.24
Agilent Technologies Inc C ommon (A) 0.1 $843k 15k 57.13
Danaher Corporation (DHR) 0.1 $843k 11k 77.20
Mbia (MBI) 0.1 $798k 67k 11.95
Discovery Communications 0.1 $830k 9.2k 90.43
M/I Homes (MHO) 0.1 $785k 31k 25.41
Terex Corporation (TEX) 0.1 $748k 18k 42.09
F5 Networks (FFIV) 0.1 $799k 8.8k 90.74
Laboratory Corp Amer Hldgs debt 0.1 $799k 655k 1.22
Ezchip Semiconductor Lt 0.1 $765k 31k 24.62
Endeavour International C 0.1 $780k 148k 5.26
KEYW Holding 0.1 $734k 55k 13.43
Te Connectivity Ltd for (TEL) 0.1 $803k 15k 55.17
Cornerstone Ondemand 0.1 $798k 15k 53.33
Rpx Corp 0.1 $747k 44k 16.90
Sanchez Energy Corp C ommon stocks 0.1 $760k 31k 24.50
Network 0.1 $836k 69k 12.10
Hologic Inc cnv 0.1 $842k 825k 1.02
Facebook Inc cl a (META) 0.1 $845k 15k 54.80
Midstates Pete 0.1 $748k 113k 6.62
Banc Of California (BANC) 0.1 $757k 57k 13.39
Montage Technology 0.1 $767k 47k 16.32
Lear Corporation (LEA) 0.1 $671k 8.3k 81.05
Chesapeake Energy Corp note 2.500% 5/1 0.1 $663k 650k 1.02
PNC Financial Services (PNC) 0.1 $640k 8.2k 77.76
Discover Financial Services (DFS) 0.1 $690k 12k 56.07
Abbott Laboratories (ABT) 0.1 $688k 18k 38.35
Auxilium Pharmaceuticals 0.1 $690k 33k 20.73
Bristol Myers Squibb (BMY) 0.1 $650k 12k 53.10
Apache Corporation 0.1 $690k 8.0k 86.03
PPG Industries (PPG) 0.1 $713k 3.8k 189.63
Pacific Sunwear of California 0.1 $680k 204k 3.34
Allergan 0.1 $634k 5.7k 111.25
Honeywell International (HON) 0.1 $712k 7.8k 91.42
Nike (NKE) 0.1 $666k 8.5k 78.79
Freeport-McMoRan Copper & Gold (FCX) 0.1 $699k 19k 37.69
EMC Corporation 0.1 $685k 27k 25.20
Pioneer Natural Resources (PXD) 0.1 $645k 3.5k 183.81
priceline.com Incorporated 0.1 $651k 562.00 1158.36
Tibco Software 0.1 $629k 28k 22.46
Resolute Energy 0.1 $659k 73k 9.03
Urban Outfitters (URBN) 0.1 $649k 18k 37.08
New York & Company 0.1 $675k 155k 4.37
Casella Waste Systems (CWST) 0.1 $732k 126k 5.80
Web 0.1 $654k 21k 31.76
PT GA Cimatron Ltd ord 0.1 $676k 75k 9.03
shares First Bancorp P R (FBP) 0.1 $624k 101k 6.19
Pacira Pharmaceuticals (PCRX) 0.1 $650k 11k 57.51
Fortune Brands (FBIN) 0.1 $723k 16k 45.65
On Semiconductor Corp note 2.625%12/1 0.1 $677k 615k 1.10
Rayonier Inc conv 0.1 $697k 520k 1.34
Bonanza Creek Energy 0.1 $659k 15k 43.46
Express Scripts Holding 0.1 $680k 9.7k 70.23
Helix Energy Solutions note 0.1 $667k 556k 1.20
Mondelez Int (MDLZ) 0.1 $729k 21k 35.30
Ptc (PTC) 0.1 $671k 19k 35.45
Goldcorp Inc New note 2.000% 8/0 0.1 $534k 534k 1.00
Steel Dynamics Inc note 5.125% 6/1 0.1 $599k 508k 1.18
Goldman Sachs (GS) 0.1 $610k 3.4k 177.33
Caterpillar (CAT) 0.1 $546k 6.0k 90.58
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $619k 8.3k 74.19
HSN 0.1 $574k 9.2k 62.37
Emerson Electric (EMR) 0.1 $613k 8.7k 70.21
Macy's (M) 0.1 $579k 11k 53.42
Texas Instruments Incorporated (TXN) 0.1 $525k 12k 43.93
Ford Motor Company (F) 0.1 $548k 36k 15.41
EOG Resources (EOG) 0.1 $554k 3.3k 167.83
Mueller Water Products (MWA) 0.1 $615k 66k 9.36
Steel Dynamics (STLD) 0.1 $573k 29k 19.56
Huntsman Corporation (HUN) 0.1 $615k 25k 24.60
Alexion Pharmaceuticals 0.1 $605k 4.6k 132.94
Westfield Financial 0.1 $550k 74k 7.48
Rentech 0.1 $579k 331k 1.75
iShares Lehman Aggregate Bond (AGG) 0.1 $564k 5.3k 106.52
Lifetime Brands (LCUT) 0.1 $570k 36k 15.73
Newmont Mining Corp Cvt cv bnd 0.1 $592k 580k 1.02
Francescas Hldgs Corp 0.1 $541k 30k 18.35
Halcon Resources 0.1 $584k 152k 3.85
Us Silica Hldgs (SLCA) 0.1 $537k 16k 34.14
Cognizant Technology Solutions (CTSH) 0.0 $491k 4.9k 101.17
American Express Company (AXP) 0.0 $505k 5.6k 90.79
Monsanto Company 0.0 $495k 4.2k 116.75
Health Care REIT 0.0 $428k 8.0k 53.57
ConocoPhillips (COP) 0.0 $415k 5.9k 70.73
Biogen Idec (BIIB) 0.0 $423k 1.5k 279.02
Accenture (ACN) 0.0 $498k 6.1k 81.92
salesforce (CRM) 0.0 $424k 7.7k 55.16
Ares Capital Corporation (ARCC) 0.0 $408k 23k 17.77
Lam Research Corporation (LRCX) 0.0 $408k 7.5k 54.52
Qihoo 360 Technologies Co Lt 0.0 $401k 4.9k 82.04
Brookdale Senior Living note 0.0 $463k 392k 1.18
Auxilium Pharmaceuticals note 0.0 $495k 446k 1.11
Omnicare Inc bond 0.0 $471k 471k 1.00
Gt Advanced Technologies Inc note 3.000%12/1 0.0 $505k 500k 1.01
Dollar Finl Corp note 3.000% 4/0 0.0 $288k 300k 0.96
Nuance Communications Inc dbcv 2.750% 8/1 0.0 $344k 328k 1.05
Affiliated Managers (AMG) 0.0 $311k 1.4k 217.48
CSX Corporation (CSX) 0.0 $287k 10k 28.70
BioMarin Pharmaceutical (BMRN) 0.0 $348k 5.0k 70.26
Corinthian Colleges 0.0 $329k 185k 1.78
Ruby Tuesday 0.0 $337k 49k 6.92
RadioShack Corporation 0.0 $294k 113k 2.60
General Mills (GIS) 0.0 $358k 7.2k 49.87
Nextera Energy (NEE) 0.0 $353k 4.1k 85.51
Leap Wireless International 0.0 $349k 20k 17.36
Overstock (BYON) 0.0 $355k 12k 30.76
Alza Corp sdcv 7/2 0.0 $311k 247k 1.26
Barnes & Noble 0.0 $298k 20k 14.94
iShares Russell 2000 Index (IWM) 0.0 $393k 3.4k 115.22
JAKKS Pacific 0.0 $323k 48k 6.72
Amedisys (AMED) 0.0 $310k 21k 14.58
LDK Solar 0.0 $311k 238k 1.31
Pennsylvania R.E.I.T. 0.0 $327k 17k 18.98
Layne Christensen Company 0.0 $296k 17k 17.07
Modine Manufacturing (MOD) 0.0 $329k 26k 12.80
TTM Technologies (TTMI) 0.0 $358k 42k 8.57
Basic Energy Services 0.0 $316k 20k 15.79
Bon-Ton Stores (BONTQ) 0.0 $295k 18k 16.27
Navistar International Corporation 0.0 $331k 8.7k 38.16
Oclaro 0.0 $369k 148k 2.49
RealD 0.0 $331k 39k 8.52
Emeritus Corporation 0.0 $318k 15k 21.69
Alliant Techsystems Inc note 3.000% 8/1 0.0 $385k 239k 1.61
ChinaCache International Holdings 0.0 $328k 37k 8.92
Carbonite 0.0 $349k 29k 11.87
Caesars Entertainment 0.0 $371k 17k 21.53
Sunshine Heart 0.0 $371k 38k 9.70
Merrimack Pharmaceuticals In 0.0 $365k 68k 5.34
Cyrusone 0.0 $336k 15k 22.36
Model N (MODN) 0.0 $349k 30k 11.80
Sunedison 0.0 $337k 26k 13.03
Esperion Therapeutics (ESPR) 0.0 $325k 24k 13.78
Chimerix (CMRX) 0.0 $308k 20k 15.07
Bind Therapeutics 0.0 $356k 24k 15.10
American Airls (AAL) 0.0 $358k 14k 25.29
qunar Cayman Is Ltd spns adr cl b 0.0 $306k 12k 26.50
Costco Wholesale Corporation (COST) 0.0 $201k 1.7k 118.79
Morgan Stanley (MS) 0.0 $253k 8.1k 31.41
Entravision Communication (EVC) 0.0 $229k 38k 6.07
Yahoo! 0.0 $274k 6.8k 40.44
Lam Research Corp note 0.500% 5/1 0.0 $222k 195k 1.14
Onconova Therapeutics 0.0 $247k 22k 11.50
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $93k 27k 3.44
MGIC Investment (MTG) 0.0 $110k 13k 8.41
Omnicom Group Inc debt 0.0 $73k 54k 1.35
Newmont Mining Corp note 1.250% 7/1 0.0 $75k 75k 1.00
Notes 0.0 $66k 12k 5.50
Priceline Com Inc note 1.250% 3/1 0.0 $122k 32k 3.81
Group 1 Automotive Inc frnt 2.250% 6/1 0.0 $51k 40k 1.28
Allegheny Technologies Inc note 4.250% 6/0 0.0 $42k 41k 1.02
United States Stl Corp New note 4.000% 5/1 0.0 $46k 43k 1.07
Trw Automotive 3.5% 12/01/15 conv 0.0 $36k 14k 2.57
Prospect Capital Corp note 6.250%12/1 0.0 $34k 31k 1.10
Rwt 4 5/8 04/15/18 0.0 $25k 24k 1.04
Alpha Natural Resources Inc note 4.875%12/1 0.0 $43k 41k 1.05