SSI Investment Management

SSI Investment Management as of June 30, 2012

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 343 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 5.3 $45M 332k 136.11
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.9 $16M 258k 61.87
Microchip Technology Inc sdcv 2.125%12/1 1.7 $14M 12M 1.25
Annaly Cap Mgmt Inc note 4.000% 2/1 1.6 $14M 12M 1.23
Verisign Inc sdcv 3.250% 8/1 1.6 $14M 9.9M 1.41
Liberty Media Corp bond 1.6 $13M 15M 0.87
Gilead Sciences conv 1.3 $12M 9.0M 1.29
Wesco Intl Inc dbcv 6.000% 9/1 1.3 $11M 5.1M 2.16
Sba Communications Corp note 4.000%10/0 1.2 $10M 5.3M 1.93
Citigroup Inc unit 1.2 $10M 117k 85.56
Keycorp New pfd 7.75% sr a 1.1 $9.8M 89k 110.61
General Cable Corp Del New frnt 4.500% 11/1 1.1 $9.5M 9.7M 0.98
Knight Capital Group Inc. 3.50% dbcv 1.1 $9.3M 10M 0.93
Bank Of America Corporation preferred (BAC.PL) 1.0 $9.0M 9.2k 975.11
Navistar Intl Corp New note 3.000%10/1 1.0 $8.8M 9.4M 0.93
Apple (AAPL) 1.0 $8.6M 15k 583.99
Virgin Media Inc note 6.500%11/1 1.0 $8.5M 5.7M 1.49
Western Refng Inc note 5.750% 6/1 1.0 $8.5M 3.9M 2.17
Regis Corp Minn note 5.000% 7/1 1.0 $8.4M 6.5M 1.29
Aspen Insurance Holdings Ltd pfd prp inc eq 1.0 $8.3M 149k 55.26
E M C Corp Mass note 1.750%12/0 0.9 $8.1M 5.0M 1.63
Allegheny Technologies Inc note 4.250% 6/0 0.9 $8.1M 7.0M 1.16
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $8.0M 6.3M 1.28
Chart Industries 2% conv 0.9 $7.7M 6.2M 1.24
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.9 $7.5M 6.7k 1125.34
D R Horton Inc note 2.000% 5/1 0.9 $7.5M 5.0M 1.49
Lifepoint Hospitals Inc note 3.500% 5/1 0.9 $7.5M 7.0M 1.07
Gilead Sciences Inc note 0.625% 5/0 0.8 $7.3M 5.4M 1.36
Dryships Inc. note 5.000%12/0 0.8 $7.3M 10M 0.73
Sterlite Inds India Ltd note 4.000%10/3 0.8 $7.3M 8.1M 0.90
Synovus Finl Corp unit 99/99/9999 0.8 $7.1M 383k 18.48
Covanta Holding Conv conv bnd 0.8 $7.0M 6.0M 1.17
Intel Corp sdcv 0.8 $6.9M 6.1M 1.13
Goodyear Tire Rubr Pfd 5.875% p 0.8 $6.9M 159k 43.18
Continental Airls Inc note 4.500% 1/1 0.8 $6.7M 4.5M 1.48
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.8 $6.5M 6.4M 1.02
General Mtrs Co jr pfd cnv srb 0.7 $6.4M 191k 33.21
Omnicare Cap Tr Ii pfd b tr 4.00% 0.7 $6.2M 143k 43.64
Anglogold Ashanti Holdings Fin pfd cv 0.7 $6.2M 152k 40.97
Kkr Financial Hldgs Llc note 7.500% 1/1 0.7 $6.0M 4.4M 1.35
Goldcorp Inc New note 2.000% 8/0 0.7 $5.8M 5.1M 1.13
Arvinmeritor Inc frnt 4.625% 3/0 0.6 $5.5M 6.4M 0.86
Microsoft Corporation (MSFT) 0.6 $5.5M 181k 30.59
Novellus Systems, Inc. note 2.625% 5/1 0.6 $5.5M 4.5M 1.23
Apache Corp. 6% Mandatory Conv pfd cv 0.6 $5.4M 107k 50.23
Sonic Automotive Inc note 5.000% 10/0 0.6 $5.3M 4.0M 1.32
Omnicom Group Inc note 7/0 0.6 $5.2M 4.8M 1.08
Exxon Mobil Corporation (XOM) 0.6 $4.9M 58k 85.55
Boston Pptys Ltd Partnership note 3.750% 5/1 0.6 $4.9M 4.2M 1.15
Sandisk Corp note 1.500% 8/1 0.6 $4.8M 4.7M 1.03
GAME Technolog debt 0.6 $4.7M 4.3M 1.10
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.6 $4.7M 3.9M 1.20
Phh Corp note 4.000% 9/0 0.6 $4.7M 4.8M 0.99
Newpark Res Inc note 4.000%10/0 0.5 $4.6M 4.8M 0.95
Netapp Inc note 1.750% 6/0 0.5 $4.5M 3.9M 1.14
On Semiconductor Corp note 2.625%12/1 0.5 $4.4M 4.3M 1.03
Brookdale Senior Living note 0.5 $4.4M 4.8M 0.93
General Electric Company 0.5 $4.3M 205k 20.84
Danaher Corp Del debt 0.5 $4.2M 2.8M 1.51
Note 3.50 0.5 $4.2M 3.4M 1.25
Fifth Third Bancorp cnv pfd dep1/250 0.5 $4.1M 30k 136.76
Phh Corp cnv 0.5 $4.2M 2.6M 1.60
Hawaiian Holdings Inc conv 0.5 $4.0M 3.7M 1.09
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.5 $3.8M 1.9M 2.04
Rovi Corp conv 0.5 $3.8M 4.0M 0.96
Mgm Mirage conv 0.5 $3.9M 3.8M 1.01
United Therapeutics conv 0.5 $3.8M 3.2M 1.20
Live Nation Entertainment In note 2.875% 7/1 0.4 $3.8M 4.0M 0.95
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.4 $3.8M 2.1M 1.83
Agco Corp note 1.250%12/1 0.4 $3.8M 3.1M 1.25
Alere 0.4 $3.8M 18k 207.00
Rayonier Trs Hldgs Inc note 3.750%10/1 0.4 $3.6M 2.9M 1.25
Sba Communications Corp note 1.875% 5/0 0.4 $3.6M 2.6M 1.38
Lam Research Corp conv 0.4 $3.6M 3.6M 0.99
Ryland Group note 0.4 $3.6M 3.3M 1.09
Ppl Corp unit 99/99/9999 0.4 $3.5M 66k 52.95
Anixter Intl Inc note 1.000% 2/1 0.4 $3.4M 3.2M 1.07
United States Stl Corp New note 4.000% 5/1 0.4 $3.4M 3.4M 1.01
Ford Mtr Co Del note 4.250%11/1 0.4 $3.4M 2.4M 1.39
Mastec Inc note 4.250%12/1 0.4 $3.3M 2.7M 1.23
Viropharma Inc note 2.000% 3/1 0.4 $3.2M 2.3M 1.42
Google 0.4 $3.3M 5.7k 580.48
Mentor Graphics 4% 2031 conv 0.4 $3.3M 3.1M 1.07
Ttm Technologies Inc note 3.250% 5/1 0.4 $3.2M 3.2M 1.00
Affiliated Managers Group note 3.950% 8/1 0.4 $3.2M 2.9M 1.08
Hologic Inc frnt 2.000%12/1 0.4 $3.2M 3.0M 1.05
JPMorgan Chase & Co. (JPM) 0.4 $3.1M 86k 35.72
McKesson Corporation (MCK) 0.4 $3.1M 33k 93.69
Cno Finl Group Inc dbcv 7.000%12/3 0.4 $3.1M 2.0M 1.57
Archer Daniels Midland Co note 0.875% 2/1 0.3 $3.1M 3.1M 1.00
Schlumberger (SLB) 0.3 $3.0M 46k 64.90
National Finl Partners Corp note 4.000% 6/1 0.3 $3.0M 2.4M 1.24
Sothebys note 3.125% 6/1 0.3 $3.0M 2.6M 1.16
Salix Pharmaceuticals Inc note 2.750% 5/1 0.3 $2.9M 2.2M 1.36
Equinix Inc note 3.000%10/1 0.3 $2.8M 1.7M 1.69
Chevron Corporation (CVX) 0.3 $2.8M 27k 105.46
International Business Machines (IBM) 0.3 $2.9M 15k 195.59
Interpublic Group Cos Inc note 4.750% 3/1 0.3 $2.8M 2.6M 1.09
Wells Fargo & Company (WFC) 0.3 $2.7M 81k 33.46
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.6M 1.7M 1.57
Tyson Foods Inc note 3.250%10/1 0.3 $2.6M 2.1M 1.21
Jetblue Airways Corp dbcv 6.750%10/1 0.3 $2.6M 2.0M 1.29
Chesapeake Energy Corp note 2.500% 5/1 0.3 $2.5M 3.0M 0.86
EMC Corporation 0.3 $2.6M 102k 25.61
At&t (T) 0.3 $2.5M 71k 35.66
Cisco Systems (CSCO) 0.3 $2.5M 146k 17.16
Philip Morris International (PM) 0.3 $2.5M 28k 87.21
Procter & Gamble Company (PG) 0.3 $2.5M 40k 61.28
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.3 $2.4M 2.4M 1.00
Amgen Inc note 0.375% 2/0 0.3 $2.3M 2.2M 1.04
Johnson & Johnson (JNJ) 0.3 $2.3M 34k 67.53
Symantec Corp note 1.000% 6/1 0.3 $2.3M 2.2M 1.02
Pfizer (PFE) 0.3 $2.2M 96k 22.99
Coca-Cola Company (KO) 0.2 $2.2M 28k 78.25
Kroger (KR) 0.2 $2.1M 92k 23.20
Volcano Corporation note 2.875% 9/0 0.2 $2.2M 1.8M 1.21
Mcmoran Exploration note 4.000%12/3 0.2 $2.1M 2.0M 1.07
Qualcomm (QCOM) 0.2 $2.1M 38k 55.73
Newmont Mining Corp Cvt cv bnd 0.2 $2.1M 1.6M 1.33
Heartware Intl Inc note 3.500%12/1 0.2 $2.1M 1.7M 1.19
Macy's (M) 0.2 $2.0M 59k 34.37
Celgene Corporation 0.2 $2.0M 31k 64.20
Airtran Hldgs Inc note 5.250%11/0 0.2 $2.0M 1.5M 1.28
CUBIST PHARM CONVERTIBLE security 0.2 $2.0M 1.4M 1.44
Berkshire Hathaway (BRK.B) 0.2 $1.9M 23k 83.42
UnitedHealth (UNH) 0.2 $1.9M 32k 58.49
Oracle Corporation (ORCL) 0.2 $1.9M 65k 29.71
iShares Dow Jones Select Dividend (DVY) 0.2 $1.9M 33k 56.15
Citigroup (C) 0.2 $1.9M 70k 27.44
Thompson Creek Metal unit 99/99/9999 0.2 $1.9M 100k 18.87
International Game Technology 0.2 $1.8M 117k 15.76
Target Corporation (TGT) 0.2 $1.8M 32k 58.10
Alere Inc note 3.000% 5/1 0.2 $1.8M 2.0M 0.90
Intel Corporation (INTC) 0.2 $1.7M 64k 26.64
CenturyLink 0.2 $1.7M 44k 39.50
United Technologies Corporation 0.2 $1.7M 22k 75.46
MetLife (MET) 0.2 $1.7M 55k 30.80
Simon Property (SPG) 0.2 $1.8M 11k 155.60
Level 3 Communications Inc note 6.500%10/0 0.2 $1.7M 1.2M 1.41
Medicis Pharmaceutical conv 0.2 $1.7M 1.7M 0.99
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $1.6M 1.3M 1.29
National Retail Properties I note 5.125% 6/1 0.2 $1.7M 1.4M 1.14
Peabody Energy Corp sdcv 4.750%12/1 0.2 $1.7M 2.1M 0.81
U.S. Bancorp (USB) 0.2 $1.6M 50k 32.21
National-Oilwell Var 0.2 $1.7M 26k 64.53
Hartford Finl Svcs Group Inc dep conv p 0.2 $1.6M 85k 18.74
Molson Coors Brewing Co note 2.500% 7/3 0.2 $1.6M 1.5M 1.02
McDonald's Corporation (MCD) 0.2 $1.5M 17k 88.42
Northrop Grumman Corporation (NOC) 0.2 $1.6M 25k 63.70
Anadarko Petroleum Corporation 0.2 $1.6M 24k 66.29
ConocoPhillips (COP) 0.2 $1.6M 28k 55.97
CMS Energy Corporation (CMS) 0.2 $1.5M 64k 23.49
Verizon Communications (VZ) 0.2 $1.5M 33k 44.41
Bristol Myers Squibb (BMY) 0.2 $1.4M 39k 35.93
Watson Pharmaceuticals 0.2 $1.3M 18k 73.96
United Therapeutics Corporation (UTHR) 0.2 $1.4M 28k 49.40
American Capital Agency 0.2 $1.4M 41k 33.61
Mosaic (MOS) 0.2 $1.4M 25k 54.72
IAC/InterActive 0.1 $1.3M 29k 45.63
Range Resources (RRC) 0.1 $1.3M 20k 61.97
Boeing Company (BA) 0.1 $1.3M 18k 74.32
Allergan 0.1 $1.3M 14k 92.73
Merck & Co (MRK) 0.1 $1.3M 31k 41.74
Home Properties 0.1 $1.3M 21k 61.30
Pinnacle West Capital Corporation (PNW) 0.1 $1.3M 26k 51.67
Comcast Corporation (CMCSA) 0.1 $1.2M 39k 31.96
Annaly Capital Management 0.1 $1.2M 73k 16.78
Costco Wholesale Corporation (COST) 0.1 $1.2M 13k 95.00
Wal-Mart Stores (WMT) 0.1 $1.2M 18k 69.73
Walt Disney Company (DIS) 0.1 $1.2M 25k 48.60
3M Company (MMM) 0.1 $1.2M 14k 89.44
Hess (HES) 0.1 $1.2M 27k 43.49
Nextera Energy (NEE) 0.1 $1.2M 18k 68.77
American States Water Company (AWR) 0.1 $1.2M 31k 39.55
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.1M 910k 1.23
Abbott Laboratories (ABT) 0.1 $1.1M 18k 64.53
HSN 0.1 $1.1M 28k 40.40
Cerner Corporation 0.1 $1.2M 14k 82.78
Altria (MO) 0.1 $1.1M 33k 34.54
Cameron International Corporation 0.1 $1.2M 27k 42.77
Liberty Media Corp New deb 3.125% 3/3 0.1 $1.0M 854k 1.22
Time Warner 0.1 $1.1M 28k 38.53
Discover Financial Services 0.1 $1.0M 30k 34.62
Kraft Foods 0.1 $1.0M 26k 38.55
Travelers Companies (TRV) 0.1 $1.0M 16k 63.79
Ford Motor Company (F) 0.1 $994k 104k 9.59
Kellogg Company (K) 0.1 $1.0M 21k 49.38
Ares Capital Corporation (ARCC) 0.1 $1.0M 65k 15.96
Foster Wheeler Ltd Com Stk 0.1 $1.0M 59k 17.26
Laboratory Corp Amer Hldgs debt 0.1 $1.0M 829k 1.24
Rti Intl Metals Inc note 3.000%12/0 0.1 $1.0M 995k 1.01
American Tower Reit (AMT) 0.1 $1.0M 14k 69.91
Devon Energy Corporation (DVN) 0.1 $968k 17k 57.94
FedEx Corporation (FDX) 0.1 $911k 9.9k 91.80
AmerisourceBergen (COR) 0.1 $979k 25k 39.48
Directv 0.1 $982k 20k 48.86
Occidental Petroleum Corporation (OXY) 0.1 $937k 11k 85.84
PT Telekomunikasi Indonesia (TLK) 0.1 $932k 27k 34.82
Anheuser-Busch InBev NV (BUD) 0.1 $926k 12k 79.93
Lowe's Companies (LOW) 0.1 $946k 33k 28.47
Prudential Financial (PRU) 0.1 $904k 19k 48.42
Applied Materials (AMAT) 0.1 $978k 86k 11.44
Broadcom Corporation 0.1 $950k 28k 33.82
ViroPharma Incorporated 0.1 $929k 39k 23.72
BRE Properties 0.1 $922k 18k 50.01
Newmont Mining Corp note 1.250% 7/1 0.1 $944k 755k 1.25
Helix Energy Solutions note 0.1 $988k 969k 1.02
Phillips 66 (PSX) 0.1 $959k 29k 33.18
Loews Corporation (L) 0.1 $818k 20k 40.90
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.1 $853k 812k 1.05
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $898k 651k 1.38
Transocean Inc note 1.500%12/1 0.1 $877k 877k 1.00
Portland General Electric Company (POR) 0.1 $887k 33k 26.67
American Express Company (AXP) 0.1 $817k 14k 58.08
Republic Services (RSG) 0.1 $867k 33k 26.47
Kimberly-Clark Corporation (KMB) 0.1 $880k 11k 83.81
Transocean (RIG) 0.1 $850k 19k 44.78
Emerson Electric (EMR) 0.1 $892k 19k 46.58
Fluor Corporation (FLR) 0.1 $879k 18k 49.33
Parker-Hannifin Corporation (PH) 0.1 $837k 11k 76.99
Fifth Third Ban (FITB) 0.1 $880k 66k 13.41
Visa (V) 0.1 $900k 7.3k 123.51
Level 3 Communications Inc note 0.1 $893k 750k 1.19
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $832k 17k 49.50
Apollo Invt Corp note 5.750% 1/1 0.1 $897k 915k 0.98
Medtronic Inc note 1.625% 4/1 0.1 $775k 775k 1.00
PNC Financial Services (PNC) 0.1 $807k 13k 61.12
FTI Consulting (FCN) 0.1 $771k 27k 28.78
Monsanto Company 0.1 $738k 8.9k 82.74
Foot Locker 0.1 $752k 25k 30.56
Pepsi (PEP) 0.1 $741k 11k 70.69
iShares Russell 2000 Index (IWM) 0.1 $811k 10k 79.51
Salix Pharmaceuticals 0.1 $779k 14k 54.42
BioMed Realty Trust 0.1 $742k 40k 18.68
Gilead Sciences conv 0.1 $801k 646k 1.24
MasterCard Incorporated (MA) 0.1 $650k 1.5k 429.89
PPG Industries (PPG) 0.1 $685k 6.5k 106.19
Dow Chemical Company 0.1 $699k 22k 31.52
Endo Pharmaceuticals 0.1 $648k 21k 31.01
Interpublic Group of Companies (IPG) 0.1 $694k 64k 10.86
Mylan 0.1 $684k 32k 21.38
Poly 0.1 $693k 66k 10.52
SanDisk Corporation 0.1 $655k 18k 36.51
Tower 0.1 $659k 32k 20.89
Brandywine Realty Trust (BDN) 0.1 $717k 58k 12.35
Barrick Gold Corp (GOLD) 0.1 $568k 15k 37.57
Suntrust Banks Inc $1.00 Par Cmn 0.1 $637k 26k 24.22
Home Depot (HD) 0.1 $620k 12k 53.02
BioMarin Pharmaceutical (BMRN) 0.1 $642k 16k 39.57
Hologic (HOLX) 0.1 $560k 31k 18.04
Morgan Stanley (MS) 0.1 $627k 43k 14.60
Vishay Intertechnology (VSH) 0.1 $563k 60k 9.43
Tyson Foods (TSN) 0.1 $630k 34k 18.83
Valero Energy Corporation (VLO) 0.1 $587k 24k 24.18
Amgen (AMGN) 0.1 $632k 8.7k 72.90
eBay (EBAY) 0.1 $639k 15k 41.98
Gilead Sciences (GILD) 0.1 $563k 11k 51.24
Dr Pepper Snapple 0.1 $609k 14k 43.78
Fifth Street Finance 0.1 $586k 59k 9.97
Highwoods Properties (HIW) 0.1 $587k 17k 33.66
priceline.com Incorporated 0.1 $602k 907.00 663.73
Invesco (IVZ) 0.1 $629k 28k 22.61
Steel Dynamics (STLD) 0.1 $639k 55k 11.72
Concho Resources 0.1 $643k 7.6k 85.06
Hill-Rom Holdings 0.1 $565k 18k 30.80
SM Energy (SM) 0.1 $570k 12k 49.02
Hldgs (UAL) 0.1 $573k 24k 24.29
Cno Financial Group Inc 7 12-1 convert 0.1 $628k 400k 1.57
Saks Inc note 2.000% 3/1 0.1 $517k 497k 1.04
Caterpillar (CAT) 0.1 $479k 5.6k 84.87
Olin Corporation (OLN) 0.1 $487k 23k 20.91
News Corporation 0.1 $492k 22k 22.29
Nike (NKE) 0.1 $522k 5.9k 87.78
American Electric Power Company (AEP) 0.1 $535k 13k 39.91
TJX Companies (TJX) 0.1 $553k 13k 42.93
FelCor Lodging Trust Incorporated 0.1 $479k 102k 4.71
Onyx Pharmaceuticals 0.1 $536k 8.1k 66.48
BGC Partners 0.1 $490k 84k 5.87
Canadian Solar (CSIQ) 0.1 $494k 137k 3.60
Exelixis (EXEL) 0.1 $496k 90k 5.53
American Superconductor Corporation 0.1 $479k 102k 4.69
Ashland 0.1 $531k 7.7k 69.33
Dana Holding Corporation (DAN) 0.1 $519k 41k 12.81
Oclaro 0.1 $516k 170k 3.04
SPDR S&P MidCap 400 ETF (MDY) 0.1 $505k 2.9k 171.48
Royal Gold Inc conv 0.1 $525k 500k 1.05
Lam Research Corp note 0.500% 5/1 0.1 $509k 530k 0.96
iStar Financial 0.1 $464k 72k 6.44
MGIC Investment (MTG) 0.1 $456k 158k 2.88
XenoPort 0.1 $413k 68k 6.05
Office Depot 0.1 $423k 196k 2.16
Potash Corp. Of Saskatchewan I 0.1 $467k 11k 43.70
Hewlett-Packard Company 0.1 $439k 22k 20.07
Monster Worldwide 0.1 $388k 47k 8.30
Amazon (AMZN) 0.1 $461k 2.0k 228.67
Netflix (NFLX) 0.1 $435k 6.4k 68.50
Avis Budget (CAR) 0.1 $455k 30k 15.17
Radian (RDN) 0.1 $448k 136k 3.29
Rite Aid Corporation 0.1 $461k 330k 1.40
Tenne 0.1 $423k 16k 26.84
Array BioPharma 0.1 $430k 124k 3.48
Cedar Shopping Centers 0.1 $431k 86k 5.04
Amylin Pharmaceuticals 0.1 $429k 15k 28.26
New York & Company 0.1 $408k 117k 3.48
Citi Trends (CTRN) 0.1 $450k 29k 15.46
Dendreon Corporation 0.1 $440k 59k 7.40
Gen 0.1 $428k 66k 6.52
Veno 0.1 $431k 43k 10.00
Sunstone Hotel Investors (SHO) 0.1 $441k 40k 10.98
M.D.C. Holdings 0.1 $434k 13k 32.62
Willbros 0.1 $454k 70k 6.45
Emeritus Corporation 0.1 $462k 28k 16.82
Health Care Reit Inc note 3.000%12/0 0.1 $460k 390k 1.18
Targa Res Corp (TRGP) 0.1 $403k 9.4k 42.78
Affiliated Managers (AMG) 0.0 $328k 3.0k 109.55
Digital Realty Trust (DLR) 0.0 $313k 4.2k 74.97
Federal Signal Corporation (FSS) 0.0 $383k 66k 5.85
Freeport-McMoRan Copper & Gold (FCX) 0.0 $310k 9.1k 34.17
Ashford Hospitality Trust 0.0 $375k 45k 8.42
iShares NASDAQ Biotechnology Index (IBB) 0.0 $364k 2.8k 129.45
Headwaters Incorporated 0.0 $338k 66k 5.16
Alcoa Inc debt 0.0 $351k 234k 1.50
Vanguard Emerging Markets ETF (VWO) 0.0 $309k 7.7k 40.13
Xilinx Inc sdcv 3.125% 3/1 0.0 $337k 283k 1.19
General Motors Company (GM) 0.0 $368k 19k 19.73
Aetna 0.0 $293k 7.6k 38.73
iShares MSCI EAFE Index Fund (EFA) 0.0 $287k 5.8k 49.87
Public Service Enterprise (PEG) 0.0 $229k 7.0k 32.56
Pioneer Natural Resources 0.0 $275k 3.1k 88.00
Goldcorp 0.0 $297k 7.9k 37.54
ATP Oil & Gas Corporation 0.0 $256k 76k 3.36
Huntsman Corporation (HUN) 0.0 $222k 17k 12.79
SPDR S&P Homebuilders (XHB) 0.0 $247k 12k 21.30
Teva Pharm Finance Llc Cvt cv bnd 0.0 $226k 217k 1.04
US Airways 0.0 $166k 13k 13.28
Dominion Res Inc Va New debt 0.0 $150k 96k 1.56
Meritor 0.0 $180k 35k 5.22
Altra Holdings, Inc note 2.750% 3/0 0.0 $199k 216k 0.92
Kinross Gold Corp note 1.750% 3/1 0.0 $80k 80k 1.00
Linear Technology Corp note 3.000% 5/0 0.0 $99k 96k 1.03
Alza Corp sdcv 7/2 0.0 $55k 57k 0.96
Prologis Inc Cvt 2.625 05-15-3 convert 0.0 $85k 85k 1.00
Fluor Corp Cvt cv bnd 0.0 $36k 20k 1.80