SSI Investment Management

SSI Investment Management as of Sept. 30, 2011

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 321 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 3.9 $30M 269k 113.14
Apple (AAPL) 1.5 $12M 32k 381.35
General Mtrs Co jr pfd cnv srb 1.4 $11M 313k 34.87
Annaly Cap Mgmt Inc note 4.000% 2/1 1.3 $10M 9.0M 1.15
Liberty Media Corp bond 1.3 $10M 13M 0.76
Verisign Inc sdcv 3.250% 8/1 1.3 $10M 9.9M 1.02
E M C Corp Mass note 1.750%12/0 1.3 $10M 7.1M 1.41
E M C Corp Mass note 1.750%12/0 1.3 $9.9M 7.6M 1.31
Rovi Corp conv 1.2 $9.7M 8.4M 1.16
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.0 $8.1M 7.9k 1025.79
Citigroup Inc unit 1.0 $8.1M 102k 79.63
Microchip Technology Inc sdcv 2.125%12/1 1.0 $8.0M 6.9M 1.15
Chesapeake Energy Corp note 2.500% 5/1 0.9 $7.4M 7.9M 0.94
Dryships Inc. note 5.000%12/0 0.9 $7.0M 12M 0.60
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.9 $7.0M 124k 56.58
Google 0.9 $6.9M 13k 514.95
EMC Corporation 0.8 $6.4M 306k 21.00
Level 3 Communications conv 0.8 $6.4M 5.0M 1.27
Mf Global Hldgs Ltd note 1.875% 2/0 0.8 $6.3M 8.0M 0.79
Theravance Inc note 3.000% 1/1 0.8 $6.2M 6.0M 1.04
Sonic Automotive Inc note 5.000% 10/0 0.8 $6.1M 5.5M 1.10
Keycorp New pfd 7.75% sr a 0.8 $6.0M 59k 100.50
Affiliated Managers Group note 3.950% 8/1 0.7 $5.8M 5.5M 1.05
Viropharma Inc note 2.000% 3/1 0.7 $5.6M 4.7M 1.20
Exxon Mobil Corporation (XOM) 0.7 $5.7M 78k 72.64
Aspen Insurance Holdings Ltd pfd prp inc eq 0.7 $5.6M 113k 49.05
Western Refng Inc note 5.750% 6/1 0.7 $5.4M 4.0M 1.36
Mylan Inc note 1.250% 3/1 0.7 $5.4M 5.4M 1.00
Stanley Wks frnt 5/1 0.7 $5.2M 5.1M 1.03
Kkr Financial Hldgs Llc note 7.500% 1/1 0.7 $5.3M 4.3M 1.22
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $5.3M 4.7M 1.13
McKesson Corporation (MCK) 0.6 $5.0M 68k 72.73
Oracle Corporation (ORCL) 0.6 $4.9M 172k 28.74
Netapp Inc note 1.750% 6/0 0.6 $4.8M 4.0M 1.21
Continental Airls Inc note 4.500% 1/1 0.6 $4.7M 3.8M 1.25
Newmont Mining Corp note 3.000% 2/1 0.6 $4.8M 3.4M 1.38
General Cable Corp Del New frnt 4.500% 11/1 0.6 $4.7M 5.3M 0.90
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.6 $4.7M 5.6M 0.85
Danaher Corp Del debt 0.6 $4.6M 3.8M 1.22
Omnicom Group Inc note 7/0 0.6 $4.7M 4.5M 1.03
Regis Corp Minn note 5.000% 7/1 0.6 $4.6M 4.0M 1.14
Gilead Sciences Inc note 0.625% 5/0 0.6 $4.5M 3.9M 1.14
Intel Corp sdcv 0.6 $4.5M 4.4M 1.01
Brookdale Senior Living note 0.6 $4.5M 6.0M 0.75
Procter & Gamble Company (PG) 0.6 $4.4M 69k 63.19
note 5.500% 7/1 0.6 $4.4M 5.4M 0.81
Alere 0.6 $4.3M 22k 194.43
Chart Industries 2% conv 0.6 $4.3M 4.7M 0.92
Peabody Energy Corp sdcv 4.750%12/1 0.5 $4.2M 4.1M 1.03
Allergan 0.5 $4.3M 52k 82.36
GAME Technolog debt 0.5 $4.3M 3.7M 1.15
Wesco Intl Inc dbcv 6.000% 9/1 0.5 $4.2M 3.0M 1.40
Sterlite Inds India Ltd note 4.000%10/3 0.5 $4.2M 5.0M 0.83
Goldcorp Inc New note 2.000% 8/0 0.5 $4.1M 3.3M 1.24
Symantec Corp note 1.000% 6/1 0.5 $4.0M 3.5M 1.14
Vornado Rlty L P debt 0.5 $4.0M 3.9M 1.03
Apache Corp. 6% Mandatory Conv pfd cv 0.5 $4.0M 80k 50.72
Qualcomm (QCOM) 0.5 $4.0M 82k 48.62
Agco Corp note 1.250%12/1 0.5 $3.9M 3.5M 1.11
Heartware Intl Inc note 3.500%12/1 0.5 $3.9M 3.9M 0.99
Hawaiian Holdings Inc conv 0.5 $3.9M 4.5M 0.87
Mf Global Hldgs Ltd note 3.375% 8/0 0.5 $4.0M 5.0M 0.79
Equinix Inc note 3.000%10/1 0.5 $3.9M 3.7M 1.05
Fifth Third Bancorp cnv pfd dep1/250 0.5 $3.8M 30k 129.22
On Semiconductor Corp note 4/1 0.5 $3.8M 3.8M 1.01
Goldcorp 0.5 $3.9M 85k 45.65
Lifepoint Hospitals Inc note 3.500% 5/1 0.5 $3.8M 3.8M 1.01
Nuance Communications Inc dbcv 2.750% 8/1 0.5 $3.8M 3.0M 1.26
Saks Inc note 2.000% 3/1 0.5 $3.8M 3.8M 0.99
JPMorgan Chase & Co. (JPM) 0.5 $3.7M 124k 30.12
Pepsi (PEP) 0.5 $3.8M 61k 61.88
Simon Property (SPG) 0.5 $3.8M 34k 110.00
Sandisk Corp note 1.500% 8/1 0.5 $3.7M 3.5M 1.04
Boston Pptys Ltd Partnership note 3.750% 5/1 0.5 $3.7M 3.4M 1.09
Xilinx Inc Cvt 2.625 6-15-17 convert 0.5 $3.7M 3.2M 1.14
Synovus Finl Corp unit 99/99/9999 0.5 $3.6M 325k 11.14
Schlumberger (SLB) 0.5 $3.6M 61k 59.72
Gilead Sciences (GILD) 0.5 $3.6M 92k 38.81
Mf Global Ltd note 9.000% 6/2 0.5 $3.5M 3.3M 1.06
Mastec Inc note 4.250%12/1 0.5 $3.5M 2.6M 1.34
Alliance Data Systems Corp note 1.750% 8/0 0.4 $3.5M 2.7M 1.27
Sba Communications Corp note 1.875% 5/0 0.4 $3.4M 3.3M 1.04
Medicis Pharmaceutical Corp note 2.500% 6/0 0.4 $3.5M 2.7M 1.29
RF MICRO DEVICE CONVERTIBLE security 0.4 $3.4M 3.2M 1.07
Molina Healthcare Inc note 3.750%10/0 0.4 $3.4M 3.5M 0.97
Hologic Inc frnt 2.000%12/1 0.4 $3.4M 3.3M 1.03
Citigroup (C) 0.4 $3.4M 132k 25.62
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.4 $3.3M 2.0M 1.66
Unisource Energy Corp note 4.500% 3/0 0.4 $3.3M 3.1M 1.07
Rayonier Trs Hldgs Inc note 3.750%10/1 0.4 $3.2M 2.9M 1.12
Anixter Intl Inc note 1.000% 2/1 0.4 $3.2M 3.2M 1.02
Allegheny Technologies Inc note 4.250% 6/0 0.4 $3.1M 2.6M 1.21
FedEx Corporation (FDX) 0.4 $3.1M 46k 67.71
Intel Corporation (INTC) 0.4 $3.1M 146k 21.32
Cameron International Corporation 0.4 $3.1M 76k 41.54
Mgm Mirage conv 0.4 $3.1M 3.6M 0.88
Gmx Res Inc note 4.500% 5/0 0.4 $3.1M 4.8M 0.64
Chevron Corporation (CVX) 0.4 $3.1M 34k 92.50
Philip Morris International (PM) 0.4 $3.1M 49k 62.37
Target Corporation (TGT) 0.4 $3.0M 62k 48.99
Note 3.50 0.4 $3.1M 3.2M 0.97
Archer Daniels Midland Co note 0.875% 2/1 0.4 $3.0M 3.0M 1.00
Navistar Intl Corp New note 3.000%10/1 0.4 $2.9M 2.9M 0.99
Anglogold Ashanti Holdings Fin pfd cv 0.4 $2.9M 60k 48.50
Ford Mtr Co Del note 4.250%11/1 0.4 $2.8M 2.2M 1.30
Jetblue Airways Corp dbcv 6.750%10/1 0.4 $2.8M 2.5M 1.12
NetApp (NTAP) 0.4 $2.8M 83k 33.93
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.3 $2.8M 2.6M 1.05
Wells Fargo & Company (WFC) 0.3 $2.7M 114k 24.13
Central European Media sr nt cv 5%15 0.3 $2.8M 4.0M 0.69
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.7M 2.2M 1.23
Microsoft Corporation (MSFT) 0.3 $2.6M 104k 24.89
Range Resources (RRC) 0.3 $2.6M 44k 58.44
Prudential Financial (PRU) 0.3 $2.6M 56k 46.84
DuPont Fabros Technology 0.3 $2.6M 130k 19.69
Coca-Cola Company (KO) 0.3 $2.5M 37k 67.56
General Electric Company 0.3 $2.6M 168k 15.21
Macy's (M) 0.3 $2.5M 95k 26.33
United Auto Group Inc note 3.500% 4/0 0.3 $2.5M 2.7M 0.92
Goodyear Tire Rubr Pfd 5.875% p 0.3 $2.5M 65k 38.82
Alpha Natural Resources Inc note 2.375% 4/1 0.3 $2.4M 2.5M 0.95
Invitrogen Corp note 1.500% 2/1 0.3 $2.5M 2.4M 1.01
3M Company (MMM) 0.3 $2.4M 34k 71.79
At&t (T) 0.3 $2.4M 85k 28.54
Bed Bath & Beyond 0.3 $2.4M 42k 57.30
Parker-Hannifin Corporation (PH) 0.3 $2.4M 38k 63.09
United Technologies Corporation 0.3 $2.5M 35k 70.27
Lowe's Companies (LOW) 0.3 $2.4M 125k 19.33
Signet Jewelers (SIG) 0.3 $2.4M 71k 33.78
Ttm Technologies Inc note 3.250% 5/1 0.3 $2.3M 2.3M 1.00
Bristol Myers Squibb (BMY) 0.3 $2.3M 75k 31.37
Cerner Corporation 0.3 $2.3M 34k 68.52
Halliburton Company (HAL) 0.3 $2.3M 77k 30.54
Nextera Energy (NEE) 0.3 $2.3M 43k 54.02
Rock-Tenn Company 0.3 $2.4M 49k 48.67
Newmont Mining Corp Cvt cv bnd 0.3 $2.3M 1.6M 1.49
Interpublic Group Cos Inc note 4.250% 3/1 0.3 $2.3M 2.3M 1.01
Portland General Electric Company (POR) 0.3 $2.3M 96k 23.70
Pfizer (PFE) 0.3 $2.3M 131k 17.68
Bank Of America Corporation preferred (BAC.PL) 0.3 $2.3M 3.0k 765.33
Verizon Communications (VZ) 0.3 $2.2M 59k 36.81
Mylan 0.3 $2.2M 128k 17.01
International Business Machines (IBM) 0.3 $2.2M 13k 174.70
UnitedHealth (UNH) 0.3 $2.2M 47k 46.09
Anheuser-Busch InBev NV (BUD) 0.3 $2.2M 42k 53.01
Intuit (INTU) 0.3 $2.2M 47k 47.43
Berkshire Hathaway (BRK.B) 0.3 $2.1M 30k 71.07
Volcano Corporation note 2.875% 9/0 0.3 $2.1M 1.8M 1.21
National Finl Partners Corp note 4.000% 6/1 0.3 $2.1M 2.0M 1.07
Boeing Company (BA) 0.3 $2.1M 59k 35.43
PMC-Sierra 0.3 $2.1M 345k 5.97
Celgene Corporation 0.3 $2.1M 33k 61.87
Savient Pharmaceuticals note 0.3 $2.0M 3.0M 0.68
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.1M 1.7M 1.23
Abbott Laboratories (ABT) 0.2 $2.0M 39k 51.19
American Tower Corporation 0.2 $1.9M 35k 53.77
Hologic (HOLX) 0.2 $1.9M 126k 15.20
Phh Corp note 4.000% 9/0 0.2 $1.9M 2.0M 0.95
Mosaic (MOS) 0.2 $1.9M 38k 49.00
Live Nation Entertainment In note 2.875% 7/1 0.2 $1.8M 2.0M 0.90
BMC Software 0.2 $1.8M 48k 38.54
Cabot Corporation (CBT) 0.2 $1.8M 73k 24.76
Kodiak Oil & Gas 0.2 $1.8M 350k 5.21
CUBIST PHARM CONVERTIBLE security 0.2 $1.8M 1.3M 1.36
Core Laboratories Lp note 0.250%10/3 0.2 $1.7M 865k 1.98
Citrix Systems 0.2 $1.8M 32k 54.52
United States Stl Corp New note 4.000% 5/1 0.2 $1.7M 1.6M 1.04
Airtran Hldgs Inc note 5.250%11/0 0.2 $1.8M 1.4M 1.28
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.2 $1.7M 1.5M 1.12
Molson Coors Brewing Co note 2.500% 7/3 0.2 $1.6M 1.6M 1.05
U.S. Bancorp (USB) 0.2 $1.7M 70k 23.54
Affiliated Managers (AMG) 0.2 $1.7M 22k 77.96
Caterpillar (CAT) 0.2 $1.7M 22k 73.77
Cisco Systems (CSCO) 0.2 $1.7M 107k 15.52
Cummins (CMI) 0.2 $1.7M 21k 81.70
Kraft Foods 0.2 $1.7M 50k 33.56
ConocoPhillips (COP) 0.2 $1.7M 26k 63.29
Level 3 Communications Inc note 6.500%10/0 0.2 $1.7M 1.2M 1.42
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $1.6M 1.2M 1.26
Tech Data Corp dbcv 2.750%12/1 0.2 $1.6M 1.6M 1.00
Pioneer Nat Res Co note 2.875% 1/1 0.2 $1.5M 1.3M 1.20
Interpublic Group of Companies (IPG) 0.2 $1.6M 224k 7.20
Kroger (KR) 0.2 $1.6M 72k 21.95
Ford Motor Company (F) 0.2 $1.5M 160k 9.66
Freeport-McMoRan Copper & Gold (FCX) 0.2 $1.6M 52k 30.47
MetLife (MET) 0.2 $1.6M 57k 28.03
Jefferies Group Inc New dbcv 3.875%11/0 0.2 $1.6M 1.8M 0.92
Terex Corp New note 4.000% 6/0 0.2 $1.6M 1.6M 0.98
Pioneer Natural Resources (PXD) 0.2 $1.5M 23k 65.82
Nabors Industries 0.2 $1.5M 120k 12.26
Hldgs (UAL) 0.2 $1.5M 77k 19.40
Norfolk Southern (NSC) 0.2 $1.4M 23k 61.01
Deere & Company (DE) 0.2 $1.4M 22k 64.57
Health Care Reit Inc Cvt cv bnd 0.2 $1.4M 1.3M 1.06
Comcast Corporation (CMCSA) 0.2 $1.3M 63k 20.92
Altria (MO) 0.2 $1.3M 49k 26.81
State Street Corporation (STT) 0.2 $1.2M 39k 32.17
McDonald's Corporation (MCD) 0.2 $1.3M 15k 87.81
Analog Devices (ADI) 0.2 $1.3M 41k 31.28
PG&E Corporation (PCG) 0.2 $1.2M 30k 42.30
Salix Pharmaceuticals 0.2 $1.2M 41k 29.62
Human Genome cv 2.25% 0.2 $1.3M 1.3M 1.00
Walt Disney Company (DIS) 0.1 $1.2M 39k 30.15
Union Pacific Corporation (UNP) 0.1 $1.2M 14k 81.72
Pinnacle West Capital Corporation (PNW) 0.1 $1.1M 27k 42.93
American Capital Agency 0.1 $1.2M 45k 27.07
Newmont Mining Corp note 1.250% 7/1 0.1 $1.2M 790k 1.46
Old Republic Intl Corp note 0.1 $1.2M 1.3M 0.90
Peabody Energy Corporation 0.1 $1.1M 33k 33.90
Hess (HES) 0.1 $1.1M 22k 52.47
Northgate Minerals Corp note 3.500%10/0 0.1 $1.1M 1.0M 1.11
Lennar Corporation (LEN) 0.1 $1.0M 74k 13.55
Red Hat 0.1 $1.0M 25k 42.33
Fifth Third Ban (FITB) 0.1 $993k 98k 10.11
Amazon (AMZN) 0.1 $1.0M 4.8k 216.33
IntercontinentalEx.. 0.1 $1.1M 8.9k 118.35
Starwood Hotels & Resorts Worldwide 0.1 $1.0M 26k 38.86
Laboratory Corp Amer Hldgs debt 0.1 $989k 924k 1.07
Csx Corp dbcv 10/3 0.1 $1.1M 530k 1.99
Mgic Invt Corp Wis note 5.000% 5/0 0.1 $994k 1.8M 0.56
Omnicare Cap Tr Ii pfd b tr 4.00% 0.1 $998k 25k 39.92
Human Genome Sciences Inc note 2.250% 8/1 0.1 $1.0M 993k 1.03
Hertz Global Holdings 0.1 $964k 108k 8.91
Webster Financial Corporation (WBS) 0.1 $906k 59k 15.32
PolyOne Corporation 0.1 $857k 80k 10.72
Oil States International (OIS) 0.1 $895k 18k 50.98
Gilead Sciences conv 0.1 $881k 816k 1.08
Huntington Bancshares Incorporated (HBAN) 0.1 $807k 169k 4.79
Borgwarner Inc note 3.500% 4/1 0.1 $778k 418k 1.86
Via 0.1 $805k 21k 38.69
Applied Materials (AMAT) 0.1 $802k 77k 10.37
Loews Corporation (L) 0.1 $691k 20k 34.55
Liberty Media Corp New deb 3.125% 3/3 0.1 $739k 691k 1.07
Annaly Capital Management 0.1 $706k 43k 16.58
IAC/InterActive 0.1 $686k 17k 39.62
Kimberly-Clark Corporation (KMB) 0.1 $746k 11k 71.05
International Rectifier Corporation 0.1 $745k 40k 18.61
AGCO Corporation (AGCO) 0.1 $686k 20k 34.54
Hewlett-Packard Company 0.1 $727k 32k 22.46
Rio Tinto (RIO) 0.1 $673k 15k 44.04
iShares MSCI EAFE Index Fund (EFA) 0.1 $680k 14k 47.89
iShares Russell 2000 Index (IWM) 0.1 $739k 12k 64.27
Harmonic (HLIT) 0.1 $727k 171k 4.26
iShares Dow Jones Select Dividend (DVY) 0.1 $695k 14k 48.21
Jds Uniphase Corp note 1.000% 5/1 0.1 $666k 687k 0.97
Dow Chemical Company 0.1 $652k 29k 22.45
Endo Pharmaceuticals 0.1 $614k 22k 28.03
East West Ban (EWBC) 0.1 $613k 41k 14.91
Energy Xxi 0.1 $602k 28k 21.49
Life Technologies 0.1 $628k 16k 38.50
United States Steel Corporation (X) 0.1 $599k 27k 21.98
Xilinx Inc sdcv 3.125% 3/1 0.1 $622k 622k 1.00
Cavium 0.1 $651k 24k 26.99
Arrow Electronics (ARW) 0.1 $570k 21k 27.79
S&T Ban (STBA) 0.1 $540k 33k 16.18
General Motors Company (GM) 0.1 $578k 29k 20.17
Old Rep Intl Corp note 8.000% 5/1 0.1 $446k 437k 1.02
American Express Company (AXP) 0.1 $465k 10k 44.52
Commercial Metals Company (CMC) 0.1 $489k 52k 9.50
iShares NASDAQ Biotechnology Index (IBB) 0.1 $465k 5.0k 93.37
Hill-Rom Holdings 0.1 $489k 16k 30.07
United Therapeutics Corporation (UTHR) 0.1 $485k 13k 37.61
Oil Sts Intl Inc note 2.375% 7/0 0.1 $483k 298k 1.62
Cno Financial Group Inc 7 12-1 convert 0.1 $488k 400k 1.22
Whiting Petroleum Corporation 0.1 $424k 12k 35.14
MGM Resorts International. (MGM) 0.1 $432k 47k 9.30
American States Water Company (AWR) 0.1 $374k 11k 33.90
SPDR S&P MidCap 400 ETF (MDY) 0.1 $426k 3.0k 142.00
Vanguard Emerging Markets ETF (VWO) 0.1 $427k 12k 35.90
Stanley Black & Decker Inc unit 99/99/9999 0.1 $365k 3.6k 102.82
Apache Corporation 0.0 $328k 4.1k 79.94
TJX Companies (TJX) 0.0 $352k 6.4k 55.26
Dominion Res Inc Va New debt 0.0 $279k 191k 1.46
Health Care Reit Inc note 3.000%12/0 0.0 $353k 333k 1.06
United Therapeutics Corp Del note 0.500%10/1 0.0 $300k 294k 1.02
National Retail Properties I note 5.125% 6/1 0.0 $259k 223k 1.16
Amgen Inc note 0.375% 2/0 0.0 $235k 240k 0.98
Time Warner 0.0 $264k 8.8k 30.03
Medtronic Inc note 1.625% 4/1 0.0 $226k 226k 1.00
Alcoa Inc debt 0.0 $239k 146k 1.64
Teva Pharm Finance Llc Cvt cv bnd 0.0 $221k 217k 1.02
China Med Technologies Inc note 6.250%12/1 0.0 $265k 500k 0.53
HEALTH CR REIT CONVERTIBLE security 0.0 $233k 222k 1.05
Transocean Inc note 1.500%12/1 0.0 $149k 154k 0.97
Linear Technology Corp note 3.000% 5/0 0.0 $144k 141k 1.02
Ford Mtr Co Del *w exp 01/01/201 0.0 $166k 75k 2.21
Arris Group Inc note 2.000%11/1 0.0 $40k 40k 1.00
On Semiconductor Corp note 2.625%12/1 0.0 $108k 103k 1.05
Supervalu 0.0 $86k 13k 6.68
Liz Claiborne 0.0 $96k 19k 5.04
Corinthian Colleges 0.0 $75k 48k 1.55
THQ 0.0 $89k 51k 1.73
Boston Propert 2.875 2/15/37c v deb 0.0 $95k 95k 1.00
GMX Resources 0.0 $68k 30k 2.25
Strategic Hotels & Resorts 0.0 $91k 21k 4.31
AMR Corporation 0.0 $81k 27k 2.96
Rite Aid Corporation 0.0 $113k 116k 0.97
Quantum Corporation 0.0 $93k 52k 1.80
Alza Corp sdcv 7/2 0.0 $52k 57k 0.91
Array BioPharma 0.0 $91k 47k 1.95
US Airways 0.0 $100k 18k 5.49
Ness Technologies 0.0 $96k 13k 7.68
Cal Dive International (CDVIQ) 0.0 $65k 34k 1.90
K-V Pharmaceutical Company 0.0 $81k 60k 1.35
Orbitz Worldwide 0.0 $81k 37k 2.18
Alon USA Energy 0.0 $65k 11k 6.09
Headwaters Incorporated 0.0 $67k 46k 1.46
Callidus Software 0.0 $100k 22k 4.62
Casella Waste Systems (CWST) 0.0 $84k 16k 5.25
Ingersoll-rand Global Hldg C debt 0.0 $80k 50k 1.60
ISTA Pharmaceuticals 0.0 $78k 22k 3.48
MPG Office Trust 0.0 $78k 37k 2.13
Prologis Inc Cvt 2.625 05-15-3 convert 0.0 $84k 85k 0.99
Equinix Inc note 2.500% 4/1 0.0 $25k 25k 1.00
General Cable Corp Del New note 0.875%11/1 0.0 $23k 25k 0.92
Sandisk Corp note 1.000% 5/1 0.0 $26k 27k 0.96
Sesi L L C frnt 1.500%12/1 0.0 $13k 13k 1.00
Time Warner Telecom Inc dbcv 2.375% 4/0 0.0 $19k 17k 1.12
Tyson Foods Inc note 3.250%10/1 0.0 $21k 17k 1.24
Eastman Kodak Company 0.0 $24k 30k 0.79
Fluor Corp Cvt cv bnd 0.0 $34k 20k 1.70