SSI Investment Management

Ssi Investment Management as of Dec. 31, 2014

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 363 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 7.0 $68M 333k 205.54
Intel Corp. Jr. Sub. Cv. Deb. conv 3.2 $32M 18M 1.74
Gilead Sciences conv 1.9 $19M 4.5M 4.14
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.7 $17M 14k 1214.71
Priceline.com debt 1.000% 3/1 1.7 $17M 13M 1.33
Micron Technology Inc conv 1.6 $16M 12M 1.32
Bank Of America Corporation preferred (BAC.PL) 1.6 $16M 14k 1163.28
Wells Fargo & Co mtnf 0.125% 3/1 1.5 $15M 13M 1.11
Novellus Systems, Inc. note 2.625% 5/1 1.3 $13M 5.8M 2.29
Intel Corp sdcv 1.3 $12M 9.5M 1.31
Forest City Enterprises conv 1.2 $12M 10M 1.14
Yahoo Inc note 12/0 1.1 $11M 9.9M 1.13
Lam Research Corp conv 1.1 $11M 7.6M 1.41
Tesla Motors Inc bond 1.1 $10M 12M 0.90
Microchip Technology Inc sdcv 2.125%12/1 1.0 $10M 5.8M 1.78
Health Care Reit Pfd I 6.5% 1.0 $10M 156k 65.84
Priceline Grp Inc note 0.350% 6/1 1.0 $10M 9.2M 1.11
Mylan Inc note 3.750% 9/1 1.0 $9.6M 2.3M 4.23
Macquarie Infrastructure conv 0.9 $9.3M 8.2M 1.13
Take-two Interactive Sof note 0.9 $9.3M 6.1M 1.51
Wesco Intl Inc dbcv 6.000% 9/1 0.9 $9.1M 3.4M 2.69
Stillwater Mng Co note 1.750%10/1 0.9 $9.0M 7.3M 1.24
Tyson Foods Inc cnv p 0.9 $9.0M 180k 50.22
Encore Cap Group Inc note 3.000% 7/0 0.9 $9.1M 8.1M 1.12
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $8.6M 5.7M 1.51
Sandisk Corp note 1.500% 8/1 0.9 $8.5M 4.4M 1.92
Servicenow Inc. note 0.9 $8.5M 7.5M 1.14
Meritor Inc conv 0.8 $8.1M 4.9M 1.65
T Mobile Us Inc conv pfd ser a 0.8 $8.0M 154k 52.25
Workday Inc corporate bonds 0.8 $7.8M 6.4M 1.22
Navistar Intl Corp conv 0.8 $7.8M 8.2M 0.95
Old Republic Intl Corp note 0.8 $7.4M 6.4M 1.16
Nvidia Corp note 1.000 12/0 0.7 $7.2M 6.3M 1.15
Cornerstone Ondemand Inc conv 0.7 $7.2M 7.3M 0.98
Alcoa Inc cnv p 0.7 $7.1M 140k 50.56
Solarcity Corp note 2.750%11/0 0.7 $7.0M 6.5M 1.08
Prologis Inc note 3.250% 3/1 0.7 $6.9M 6.2M 1.11
Dominion Res Inc Va unit 04/01/2013 0.7 $6.9M 115k 60.10
Tesla Motors Inc bond 0.7 $6.9M 7.5M 0.92
Acorda Therap note 1.75% 6/15 0.7 $6.9M 6.0M 1.15
Vipshop Holdings Ltd - Ads bond 0.7 $6.7M 5.6M 1.19
Rpm International Inc convertible cor 0.7 $6.6M 5.7M 1.16
Trak 1 1/2 03/15/17 0.6 $6.3M 4.9M 1.30
Keycorp New pfd 7.75% sr a 0.6 $6.2M 48k 130.45
Sandisk Corp conv 0.6 $6.1M 5.1M 1.20
Incyte Corp. note 1.250 11/1 0.6 $6.1M 4.0M 1.54
Web Com Group Inc note 1.000% 8/1 0.6 $5.9M 6.4M 0.91
Jarden Corp note 1.875% 9/1 0.6 $5.8M 3.7M 1.57
Ttm Technologies Inc conv 0.6 $5.8M 6.1M 0.96
Helix Energy Solutions note 0.6 $5.7M 5.1M 1.11
Hologic Inc frnt 2.000%12/1 0.6 $5.6M 4.5M 1.25
Salesforce.com Inc conv 0.6 $5.6M 4.9M 1.14
Nextera Energy Inc unit 0.6 $5.5M 82k 66.84
Cien 4 12/15/20 0.6 $5.5M 4.5M 1.24
Medicines Co dbcv 1.375% 6/0 0.6 $5.4M 4.7M 1.16
Spectranetics Corp mtnf 2.625% 6/0 0.6 $5.4M 4.3M 1.28
Depomed Inc conv 0.5 $5.3M 4.9M 1.08
Phh Corp cnv 0.5 $5.2M 2.6M 1.97
Amag Pharmaceuticals Inc note 2.500% 2/1 0.5 $5.0M 3.0M 1.67
Blucora Inc note 4.250% 4/0 0.5 $5.0M 5.4M 0.94
On Semiconductor Corp note 2.625%12/1 0.5 $4.9M 4.1M 1.19
Slxp 1 1/2 03/15/19 0.5 $5.0M 2.7M 1.82
Tesaro Inc note 3.000%10/0 0.5 $5.0M 4.0M 1.25
Webmd Health Corp 1.5% cnvrtbnd 0.5 $5.0M 5.0M 1.00
Bristow Group Inc note 3.000% 6/1 0.5 $4.9M 4.7M 1.04
Newpark Res Inc note 4.000%10/0 0.5 $4.8M 4.3M 1.12
Electronic Arts Inc conv 0.5 $4.7M 3.1M 1.51
Wabash National Corp 3.375 '18 conv 0.5 $4.5M 3.6M 1.26
Forestar Group Inc note 0.5 $4.5M 4.7M 0.95
Horsehead Hldg Corp note 3.800% 7/0 0.5 $4.4M 3.7M 1.21
Bottomline Tech Del Inc note 1.500%12/0 0.5 $4.4M 4.2M 1.06
Wells Fargo & Company mtnf 0.125% 3/0 0.5 $4.4M 2.9M 1.53
Micron Technology Inc note 1.625% 2/1 0.5 $4.4M 1.4M 3.19
Quidel Corp note 3.250%12/1 0.5 $4.4M 4.0M 1.11
Hawaiian Holdings Inc conv 0.4 $4.4M 1.3M 3.32
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.1M 11k 361.58
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.4 $4.0M 38k 105.22
Mgm Mirage conv 0.4 $4.0M 3.4M 1.18
Proofpoint Inc note 1.250%12/1 0.4 $4.1M 3.0M 1.37
Molina Healthcare Inc. conv 0.4 $3.9M 2.8M 1.39
B2gold Corp conv 0.4 $3.9M 4.5M 0.87
Ctrip.com Inter Ltd. conv 0.4 $3.9M 4.0M 0.98
Meritage Homes Corp conv 0.4 $3.8M 3.9M 0.98
Biomarin Pharmaceutical Inc note 1.500%10/1 0.4 $3.8M 3.1M 1.22
Incyte Corp note 0.375%11/1 0.4 $3.8M 2.5M 1.49
Weyerhaeuser C conv prf 0.4 $3.8M 65k 57.64
Servicesource Intl 0.4 $3.8M 4.9M 0.76
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $3.7M 3.6M 1.02
Liberty Interactive Llc conv 0.4 $3.7M 2.6M 1.42
1,000% Sina 01.12.2018 note 0.4 $3.7M 4.0M 0.92
Ares Capital Corp 5.75 16 convert 0.4 $3.6M 3.5M 1.03
Envestnet Inc note 1.750%12/1 0.4 $3.6M 3.5M 1.03
General Cable Corp Del New frnt 4.500% 11/1 0.3 $3.4M 5.0M 0.69
Chiquita Brands Intl Inc note 4.250% 8/1 0.3 $3.5M 3.5M 1.00
United Technol conv prf 0.3 $3.5M 57k 61.49
Airtran Hldgs Inc note 5.250%11/0 0.3 $3.3M 1.1M 2.93
Ramco-gershenson Pptys Tr perp pfd-d cv 0.3 $3.3M 50k 66.50
Icon 2 1/2 06/01/16 0.3 $3.3M 2.8M 1.18
Continental Airls Inc note 4.500% 1/1 0.3 $3.2M 919k 3.51
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.3 $3.3M 1.5M 2.16
Albany Molecular Resh Inc note 2.250%11/1 0.3 $3.3M 2.7M 1.21
Stanley Black & Decker Inc unit 99/99/9999 0.3 $3.2M 23k 137.27
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $3.2M 2.7M 1.17
Webmd Health Conv Sr Notes conv 0.3 $3.1M 3.1M 1.00
Radian Group Inc note 3.000%11/1 0.3 $2.9M 1.9M 1.53
Interdigital Inc 2.5% conv 0.3 $3.0M 2.7M 1.11
Wright Medical Group Inc note 2 000 8/1 0.3 $3.0M 2.5M 1.21
Mgic Investment Corp note 0.3 $2.8M 1.9M 1.46
Illumina Inc Note 0.250% cb 0.3 $2.8M 1.3M 2.21
Cubist Pharmaceuticals conv 0.3 $2.8M 2.1M 1.33
Fidelity National Finance conv 0.3 $2.8M 1.5M 1.86
Exelon Corp 6.5% 01-jun-2017 convprf 0.3 $2.8M 52k 53.05
Teleflex Inc note 3.875% 8/0 0.3 $2.6M 1.4M 1.88
Lam Research Corp note 0.500% 5/1 0.3 $2.7M 2.1M 1.31
Tesla Mtrs Inc note 1.500% 6/0 0.3 $2.7M 1.5M 1.86
Spirit Realty Capital Inc convertible cor 0.3 $2.7M 2.8M 0.97
Vanguard Short-Term Bond ETF (BSV) 0.3 $2.6M 32k 80.01
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.3 $2.5M 83k 30.55
Meadowbrook Ins Group Inc dbcv 5.000% 3/1 0.3 $2.6M 2.3M 1.13
Verint Sys Inc note 1.5% 6/1 0.3 $2.6M 2.3M 1.10
Huntington Bancshares Inc pfd conv ser a 0.2 $2.5M 1.8k 1332.25
Nuvasive Inc. conv 0.2 $2.5M 2.0M 1.27
Royal Gold Inc conv 0.2 $2.5M 2.4M 1.03
Starwood Property Trust note 0.2 $2.4M 2.3M 1.06
Ascent Cap Group Inc note 4.000% 7/1 0.2 $2.4M 3.0M 0.82
J2 Global Inc note 3.250% 6/1 0.2 $2.5M 2.2M 1.10
Amsburg Corp pfd 5.25% 0.2 $2.5M 22k 112.69
Apple (AAPL) 0.2 $2.4M 21k 110.38
Google 0.2 $2.4M 4.4k 530.60
Alere 0.2 $2.4M 7.5k 314.13
Cemex Sab De Cv conv bnd 0.2 $2.4M 2.0M 1.21
Starwood Ppty note 4.0% 1/15/ 0.2 $2.4M 2.2M 1.10
Callaway Golf 0.2 $2.4M 2.1M 1.13
1,375% Liberty Media 15.10.2023 note 0.2 $2.4M 2.4M 0.98
Thrx 2 1/8 01/15/23 0.2 $2.3M 3.0M 0.77
Akorn Inc note 3.500% 6/0 0.2 $2.1M 521k 4.11
Rti Intl Metals Inc note 1.625%10/1 0.2 $2.2M 2.2M 0.97
Medidata Solutions Inc conv 0.2 $2.2M 2.0M 1.10
Crown Castle Intl Corp New cnv pfd stk sr a 0.2 $2.2M 21k 102.52
Cadence Design Sys Cvt 2.625 6 convert 0.2 $2.0M 809k 2.52
Jds Uniphase Corp conv 0.2 $2.1M 2.0M 1.06
JPMorgan Chase & Co. (JPM) 0.2 $1.9M 30k 62.46
Level 3 Communications Inc note 0.2 $1.9M 1.0M 1.82
Danaher Corp Del debt 0.2 $1.9M 754k 2.49
Al Us conv 0.2 $1.9M 1.4M 1.37
Seacor Holdings Inc note 2.500%12/1 0.2 $1.9M 1.8M 1.06
American Tower Corp New Pfd Co p 0.2 $1.9M 17k 112.98
Microsoft Corporation (MSFT) 0.2 $1.7M 36k 46.50
Health Care Reit Inc note 3.000%12/0 0.2 $1.7M 1.1M 1.50
Citigroup (C) 0.2 $1.6M 30k 54.09
Uthr 1 09/15/16 0.2 $1.6M 600k 2.71
Pacira Pharmaceuticals conv 0.2 $1.6M 462k 3.57
SPDR S&P Retail (XRT) 0.2 $1.5M 16k 95.90
Johnson & Johnson (JNJ) 0.1 $1.5M 14k 104.57
Arcc 4 7/8 03/15/17 0.1 $1.5M 1.4M 1.03
Kimberly-Clark Corporation (KMB) 0.1 $1.4M 12k 115.52
Iconix Brand Group, Inc. conv 0.1 $1.4M 1.2M 1.18
Exxon Mobil Corporation (XOM) 0.1 $1.3M 14k 92.43
Utilities SPDR (XLU) 0.1 $1.3M 28k 47.27
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.1 $1.3M 532k 2.45
Janus Capital conv 0.1 $1.3M 855k 1.52
Pfizer (PFE) 0.1 $1.2M 39k 31.17
General Electric Company 0.1 $1.2M 47k 25.24
Wells Fargo & Company (WFC) 0.1 $1.1M 21k 54.75
Verizon Communications (VZ) 0.1 $1.0M 22k 46.85
iShares Lehman Aggregate Bond (AGG) 0.1 $1.1M 10k 110.16
iShares Dow Jones US Real Estate (IYR) 0.1 $1.1M 15k 76.88
Comcast Corporation (CMCSA) 0.1 $957k 17k 58.00
Laboratory Corp Amer Hldgs debt 0.1 $961k 667k 1.44
Dynegy Inc New Del pfd conv ser a 0.1 $994k 9.8k 101.64
CBS Corporation 0.1 $888k 16k 55.33
Capital One Financial (COF) 0.1 $845k 10k 82.37
Merck & Co (MRK) 0.1 $862k 15k 56.77
Procter & Gamble Company (PG) 0.1 $886k 9.7k 91.12
Invesco (IVZ) 0.1 $878k 22k 39.55
Celgene Corporation 0.1 $910k 8.1k 111.90
Hologic Inc cnv 0.1 $920k 829k 1.11
Abbvie (ABBV) 0.1 $896k 14k 65.52
MasterCard Incorporated (MA) 0.1 $754k 8.8k 86.11
Bank of America Corporation (BAC) 0.1 $812k 45k 17.88
Berkshire Hathaway (BRK.B) 0.1 $752k 5.0k 150.52
Boeing Company (BA) 0.1 $746k 5.7k 129.94
McKesson Corporation (MCK) 0.1 $778k 3.7k 207.63
Amgen (AMGN) 0.1 $833k 5.2k 159.12
Delta Air Lines (DAL) 0.1 $836k 17k 49.14
Teva Pharm Finance Llc Cvt cv bnd 0.1 $802k 585k 1.37
Twenty-first Century Fox 0.1 $750k 20k 38.41
Loews Corporation (L) 0.1 $695k 17k 42.02
International Paper Company (IP) 0.1 $732k 14k 53.68
Anadarko Petroleum Corporation 0.1 $722k 8.8k 82.20
Mbia (MBI) 0.1 $642k 67k 9.53
Oracle Corporation (ORCL) 0.1 $699k 16k 44.98
American International (AIG) 0.1 $660k 12k 55.98
American Airls (AAL) 0.1 $690k 13k 53.77
Lear Corporation (LEA) 0.1 $544k 5.6k 97.63
Suntrust Banks Inc $1.00 Par Cmn 0.1 $551k 13k 41.77
Wal-Mart Stores (WMT) 0.1 $617k 7.2k 86.16
Chevron Corporation (CVX) 0.1 $622k 5.5k 112.36
At&t (T) 0.1 $559k 17k 33.62
Union Pacific Corporation (UNP) 0.1 $581k 4.9k 118.74
Intel Corporation (INTC) 0.1 $621k 17k 36.37
Occidental Petroleum Corporation (OXY) 0.1 $598k 7.4k 80.75
Biogen Idec (BIIB) 0.1 $552k 1.6k 340.11
Gilead Sciences (GILD) 0.1 $550k 5.8k 94.79
Huntsman Corporation (HUN) 0.1 $585k 26k 22.71
MetLife (MET) 0.1 $621k 12k 53.98
iShares FTSE NAREIT Mort. Plus Capp 0.1 $597k 51k 11.70
Rpx Corp 0.1 $581k 42k 13.81
Rayonier Inc conv 0.1 $593k 490k 1.21
Ares Capital Corp 5.125 2016 conv 0.1 $562k 551k 1.02
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $566k 25k 23.12
Walter Invt Mgmt Corp note 0.1 $566k 745k 0.76
Kalobios Pharmaceuticals 0.1 $611k 353k 1.73
Coca-Cola Company (KO) 0.1 $486k 12k 42.42
Home Depot (HD) 0.1 $488k 4.7k 104.65
Cummins (CMI) 0.1 $499k 3.5k 144.01
Foot Locker (FL) 0.1 $529k 9.4k 56.16
Eastman Chemical Company (EMN) 0.1 $492k 6.5k 75.89
Mylan 0.1 $470k 8.3k 56.52
Hewlett-Packard Company 0.1 $465k 12k 40.00
Schlumberger (SLB) 0.1 $538k 6.3k 85.57
Seagate Technology Com Stk 0.1 $495k 7.4k 66.45
Rentech 0.1 $508k 403k 1.26
Ultra Clean Holdings (UCTT) 0.1 $527k 57k 9.29
Nxp Semiconductors N V (NXPI) 0.1 $457k 6.0k 76.36
Howard Hughes 0.1 $488k 3.7k 130.48
KEYW Holding 0.1 $485k 47k 10.38
Huntington Ingalls Inds (HII) 0.1 $505k 4.5k 112.35
Brookdale Senior Living note 0.1 $515k 379k 1.36
Eaton (ETN) 0.1 $450k 6.6k 67.72
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $489k 418k 1.17
Google Inc Class C 0.1 $483k 918.00 526.14
Walgreen Boots Alliance (WBA) 0.1 $463k 6.1k 76.23
Time Warner 0.0 $433k 5.0k 85.95
American Express Company (AXP) 0.0 $390k 4.2k 93.17
FedEx Corporation (FDX) 0.0 $395k 2.3k 173.55
Walt Disney Company (DIS) 0.0 $420k 4.5k 94.34
Cisco Systems (CSCO) 0.0 $404k 15k 27.61
R.R. Donnelley & Sons Company 0.0 $423k 25k 16.74
Dow Chemical Company 0.0 $442k 9.7k 45.61
Emerson Electric (EMR) 0.0 $438k 7.1k 61.55
Computer Sciences Corporation 0.0 $376k 6.0k 62.98
ConocoPhillips (COP) 0.0 $398k 5.8k 68.73
Nike (NKE) 0.0 $370k 3.9k 95.81
Parker-Hannifin Corporation (PH) 0.0 $359k 2.8k 128.95
Pepsi (PEP) 0.0 $429k 4.5k 94.91
UnitedHealth (UNH) 0.0 $439k 4.3k 101.25
Agilent Technologies Inc C ommon (A) 0.0 $347k 8.4k 41.10
Qualcomm (QCOM) 0.0 $372k 5.0k 74.49
TJX Companies (TJX) 0.0 $372k 5.4k 68.39
Alza Corp sdcv 7/2 0.0 $356k 247k 1.44
InterNAP Network Services 0.0 $356k 45k 7.96
Marvell Technology Group 0.0 $383k 27k 14.48
Db-x Msci Japan Etf equity (DBJP) 0.0 $368k 10k 36.98
Facebook Inc cl a (META) 0.0 $443k 5.7k 78.09
Bloomin Brands (BLMN) 0.0 $388k 16k 24.77
Standard Pacific Corp cnv 0.0 $420k 372k 1.13
Icon (ICLR) 0.0 $354k 6.9k 51.01
Cancer Genetics 0.0 $434k 65k 6.67
Intercontinental Exchange (ICE) 0.0 $400k 1.8k 219.18
Sunpower Corp dbcv 0.750% 6/0 0.0 $400k 328k 1.22
Packaging Corporation of America (PKG) 0.0 $298k 3.8k 78.01
State Street Corporation (STT) 0.0 $291k 3.7k 78.44
Affiliated Managers (AMG) 0.0 $315k 1.5k 211.69
Via 0.0 $269k 3.6k 75.20
Abbott Laboratories (ABT) 0.0 $315k 7.0k 45.10
3M Company (MMM) 0.0 $267k 1.6k 164.51
Apache Corporation 0.0 $291k 4.6k 62.96
PPG Industries (PPG) 0.0 $327k 1.4k 231.59
Medtronic 0.0 $308k 4.3k 71.76
United Rentals (URI) 0.0 $300k 2.9k 101.80
Raytheon Company 0.0 $279k 2.6k 108.31
CVS Caremark Corporation (CVS) 0.0 $301k 3.1k 97.19
Campbell Soup Company (CPB) 0.0 $301k 6.8k 44.10
Kroger (KR) 0.0 $272k 4.2k 64.32
Halliburton Company (HAL) 0.0 $342k 8.7k 39.31
Philip Morris International (PM) 0.0 $318k 3.9k 81.27
United Technologies Corporation 0.0 $260k 2.3k 114.69
Xerox Corporation 0.0 $303k 22k 13.87
Manpower (MAN) 0.0 $313k 4.6k 68.31
Prudential Financial (PRU) 0.0 $330k 3.7k 90.41
Marathon Oil Corporation (MRO) 0.0 $254k 9.0k 28.30
Amazon (AMZN) 0.0 $289k 930.00 310.75
Lannett Company 0.0 $251k 5.9k 42.80
ON Semiconductor (ON) 0.0 $272k 27k 10.15
Wyndham Worldwide Corporation 0.0 $318k 3.7k 85.71
Cincinnati Bell 0.0 $252k 79k 3.19
iShares Russell 2000 Index (IWM) 0.0 $252k 2.1k 120.00
Rock-Tenn Company 0.0 $249k 4.1k 60.95
Lam Research Corporation (LRCX) 0.0 $310k 3.9k 79.14
Diodes Incorporated (DIOD) 0.0 $328k 12k 27.56
United States Steel Corporation (X) 0.0 $280k 11k 26.79
Ennis (EBF) 0.0 $266k 20k 13.50
Albemarle Corporation (ALB) 0.0 $310k 5.2k 60.19
Gen 0.0 $271k 15k 18.26
Morgans Hotel 0.0 $280k 36k 7.83
Entropic Communications 0.0 $247k 98k 2.52
iShares Russell 2000 Growth Index (IWO) 0.0 $325k 2.3k 142.61
iShares Dow Jones Select Dividend (DVY) 0.0 $325k 4.1k 79.56
Industries N shs - a - (LYB) 0.0 $332k 4.2k 79.33
Neuralstem 0.0 $269k 99k 2.72
Safeguard Scientifics 0.0 $282k 14k 19.86
Ints Intl 0.0 $286k 22k 12.77
Air Lease Corp (AL) 0.0 $258k 7.5k 34.29
Yrc Worldwide Inc Com par $.01 0.0 $263k 12k 22.48
Bazaarvoice 0.0 $283k 35k 8.04
Sunshine Heart 0.0 $267k 63k 4.25
Mondelez Int (MDLZ) 0.0 $308k 8.5k 36.18
Blackhawk Network Hldgs Inc cl a 0.0 $305k 7.9k 38.85
Channeladvisor 0.0 $272k 13k 21.60
Conatus Pharmaceuticals 0.0 $276k 39k 7.02
Healthways Inc note 1.500% 7/0 0.0 $257k 220k 1.17
Concert Pharmaceuticals I equity 0.0 $249k 19k 13.32
Uniqure Nv (QURE) 0.0 $278k 19k 14.79
Xcerra 0.0 $330k 36k 9.17
Opus Bank 0.0 $313k 11k 28.34
Workday Inc conv 0.0 $333k 282k 1.18
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $165k 37k 4.46
Costco Wholesale Corporation (COST) 0.0 $236k 1.7k 141.57
Tyson Foods (TSN) 0.0 $209k 5.2k 40.08
Aetna 0.0 $239k 2.7k 88.85
Avnet (AVT) 0.0 $233k 5.4k 43.15
Allstate Corporation (ALL) 0.0 $223k 3.2k 69.77
Altria (MO) 0.0 $239k 4.9k 49.13
eBay (EBAY) 0.0 $224k 4.0k 55.74
International Business Machines (IBM) 0.0 $222k 1.4k 160.40
Texas Instruments Incorporated (TXN) 0.0 $207k 3.9k 53.39
EMC Corporation 0.0 $239k 8.0k 29.89
Advance Auto Parts (AAP) 0.0 $228k 1.4k 158.89
Dr Pepper Snapple 0.0 $214k 3.0k 71.45
JAKKS Pacific 0.0 $212k 31k 6.82
A.M. Castle & Co. 0.0 $185k 23k 7.97
GameStop (GME) 0.0 $238k 7.1k 33.76
Terex Corporation (TEX) 0.0 $220k 7.9k 27.85
FormFactor (FORM) 0.0 $235k 27k 8.61
Orbotech Ltd Com Stk 0.0 $148k 10k 14.80
Commercial Vehicle (CVGI) 0.0 $199k 30k 6.66
PowerSecure International 0.0 $237k 20k 11.67
Accuray Incorporated (ARAY) 0.0 $188k 25k 7.58
Consumer Staples Select Sect. SPDR (XLP) 0.0 $239k 4.9k 48.52
Carrols Restaurant (TAST) 0.0 $180k 24k 7.66
NOVA MEASURING Instruments L (NVMI) 0.0 $153k 15k 10.41
FXCM 0.0 $197k 12k 16.55
Zogenix 0.0 $186k 136k 1.37
Kinder Morgan (KMI) 0.0 $204k 4.8k 42.21
Vitesse Semiconductor Corporate 0.0 $198k 52k 3.79
Marathon Petroleum Corp (MPC) 0.0 $201k 2.2k 90.26
Global Eagle Acquisition Cor 0.0 $211k 16k 13.61
Angie's List 0.0 $171k 27k 6.24
Synergy Pharmaceuticals 0.0 $215k 71k 3.05
Priceline Com Inc note 1.250% 3/1 0.0 $183k 49k 3.73
Prospect Capital Corporati mtnf 5.375% 0.0 $168k 170k 0.99
Camtek (CAMT) 0.0 $100k 33k 3.00
Oclaro 0.0 $131k 74k 1.78
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $52k 50k 1.04
MaxLinear (MXL) 0.0 $147k 20k 7.41
Threshold Pharmaceuticals 0.0 $132k 42k 3.17
Sunpower Corp conv 0.0 $74k 63k 1.17
Network 0.0 $128k 29k 4.40
Ares Capital Corp conv 0.0 $101k 100k 1.01
Seacor Holding Inc note 3.000 11/1 0.0 $143k 155k 0.92
Chesapeake Energy Corp note 2.750%11/1 0.0 $40k 40k 1.00
Medivation Inc note 2.625% 4/0 0.0 $28k 14k 2.00