SSI Investment Management

SSI Investment Management as of Sept. 30, 2012

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 374 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 5.5 $55M 380k 143.97
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.9 $19M 270k 69.13
Verisign Inc sdcv 3.250% 8/1 1.5 $15M 10M 1.52
Microchip Technology Inc sdcv 2.125%12/1 1.5 $15M 12M 1.26
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $14M 11M 1.23
Liberty Media Corp bond 1.3 $13M 14M 0.94
Micron Technology Inc. conv 1.3 $13M 15M 0.90
Gilead Sciences conv 1.3 $13M 8.1M 1.56
General Cable Corp Del New frnt 4.500% 11/1 1.2 $13M 12M 1.07
Sba Communications Corp note 4.000%10/0 1.2 $12M 5.8M 2.12
Wesco Intl Inc dbcv 6.000% 9/1 1.2 $12M 5.8M 2.14
Gilead Sciences conv 1.2 $12M 8.0M 1.51
Virgin Media Inc note 6.500%11/1 1.2 $12M 6.8M 1.72
Citigroup Inc unit 1.1 $12M 119k 96.97
Keycorp New pfd 7.75% sr a 1.1 $11M 89k 122.49
Western Refng Inc note 5.750% 6/1 1.1 $11M 4.3M 2.51
Lifepoint Hospitals Inc note 3.500% 5/1 1.0 $10M 9.5M 1.09
D R Horton Inc note 2.000% 5/1 1.0 $10M 6.3M 1.64
CUBIST PHARM CONVERTIBLE security 1.0 $10M 5.8M 1.74
Bank Of America Corporation preferred (BAC.PL) 1.0 $10M 9.2k 1088.82
Apple (AAPL) 1.0 $9.6M 14k 667.11
Mgm Mirage conv 0.9 $9.4M 9.1M 1.04
Aspen Insurance Holdings Ltd pfd prp inc eq 0.9 $9.1M 159k 57.38
Dryships Inc. note 5.000%12/0 0.9 $9.0M 11M 0.82
Regis Corp Minn note 5.000% 7/1 0.9 $9.0M 6.9M 1.31
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $8.7M 6.7M 1.31
Synovus Finl Corp unit 99/99/9999 0.8 $8.6M 403k 21.24
Chart Industries 2% conv 0.8 $8.5M 6.5M 1.31
United Technol conv prf 0.8 $8.5M 151k 55.97
E M C Corp Mass note 1.750%12/0 0.8 $8.3M 4.8M 1.72
Newmont Mining Corp Cvt cv bnd 0.8 $8.2M 5.6M 1.45
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.8 $8.1M 6.7M 1.22
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.8 $8.0M 6.5k 1237.99
Boston Pptys Ltd Partnership note 3.750% 5/1 0.8 $8.0M 7.0M 1.15
Omnicare Cap Tr Ii pfd b tr 4.00% 0.8 $8.0M 173k 46.62
Covanta Holding Conv conv bnd 0.8 $7.9M 6.7M 1.17
Ford Mtr Co Del note 4.250%11/1 0.8 $7.7M 5.6M 1.38
Sterlite Inds India Ltd note 4.000%10/3 0.8 $7.7M 8.1M 0.95
Affiliated Managers Group note 3.950% 8/1 0.8 $7.6M 6.9M 1.11
Phh Corp note 4.000% 9/0 0.7 $7.3M 6.8M 1.08
General Mtrs Co jr pfd cnv srb 0.7 $7.1M 190k 37.51
Allegheny Technologies Inc note 4.250% 6/0 0.7 $6.9M 6.0M 1.15
Cemex Sab conv 0.7 $6.9M 7.0M 0.99
Novellus Systems, Inc. note 2.625% 5/1 0.7 $6.9M 6.3M 1.11
Amgen Inc note 0.375% 2/0 0.7 $6.7M 6.0M 1.11
Intel Corp sdcv 0.7 $6.6M 6.1M 1.09
Archer Daniels Midland Co note 0.875% 2/1 0.7 $6.5M 6.5M 1.00
Holdings Inc Note 5.25 0.7 $6.5M 3.7M 1.77
Health Care Reit Inc note 3.000%12/0 0.7 $6.5M 5.4M 1.19
Unisys Corp 6.25% Cv Pfd A cvp 0.7 $6.5M 105k 62.12
Goldcorp Inc New note 2.000% 8/0 0.6 $6.2M 5.1M 1.20
Continental Airls Inc note 4.500% 1/1 0.6 $5.8M 4.5M 1.30
Webmd Health Conv Sr Notes conv 0.6 $5.8M 7.0M 0.83
Electronic Arts Inc conv 0.6 $5.7M 6.3M 0.91
Kkr Financial Hldgs Llc note 7.500% 1/1 0.6 $5.6M 3.8M 1.49
Ares Capital Corp 5.125 2016 conv 0.5 $5.5M 5.2M 1.05
Exxon Mobil Corporation (XOM) 0.5 $5.3M 58k 91.43
Sandisk Corp note 1.500% 8/1 0.5 $5.3M 4.7M 1.13
Standard Pacific Corp cnv 0.5 $5.3M 4.8M 1.11
Omnicom Group Inc note 7/0 0.5 $5.2M 4.7M 1.10
Knight Capital Group Inc. 3.50% dbcv 0.5 $5.2M 5.8M 0.90
Symantec Corp note 1.000% 6/1 0.5 $5.0M 4.7M 1.08
Teleflex Inc note 3.875% 8/0 0.5 $4.6M 3.6M 1.26
Hologic Inc frnt 2.000%12/1 0.5 $4.6M 4.1M 1.12
Netapp Inc note 1.750% 6/0 0.4 $4.5M 3.9M 1.14
Linear Technology Corp note 3.000% 5/0 0.4 $4.4M 4.2M 1.03
Microsoft Corporation (MSFT) 0.4 $4.4M 147k 29.77
Cadence Design Sys Cvt 2.625 6 convert 0.4 $4.5M 2.5M 1.78
National Finl Partners Corp note 4.000% 6/1 0.4 $4.4M 3.0M 1.48
Fifth Third Bancorp cnv pfd dep1/250 0.4 $4.3M 30k 142.24
Live Nation Entertainment In note 2.875% 7/1 0.4 $4.3M 4.4M 0.98
Medtronic Inc note 1.625% 4/1 0.4 $4.3M 4.2M 1.01
General Electric Company 0.4 $4.3M 188k 22.71
Note 3.50 0.4 $4.1M 3.4M 1.22
Phh Corp cnv 0.4 $4.1M 2.3M 1.82
Sba Communications Corp note 1.875% 5/0 0.4 $4.0M 2.6M 1.52
Ryland Group note 0.4 $4.1M 3.4M 1.20
Agco Corp note 1.250%12/1 0.4 $3.9M 3.1M 1.26
Hawaiian Holdings Inc conv 0.4 $3.9M 3.8M 1.03
Alcoa Inc debt 0.4 $3.8M 2.6M 1.48
Jefferies Group Inc New dbcv 3.875%11/0 0.4 $3.8M 3.9M 0.96
Apache Corp. 6% Mandatory Conv pfd cv 0.4 $3.8M 79k 48.78
Liberty Media Corp New deb 3.125% 3/3 0.4 $3.7M 2.7M 1.39
JPMorgan Chase & Co. (JPM) 0.4 $3.7M 91k 40.49
Google 0.4 $3.7M 4.9k 754.73
Alere 0.4 $3.7M 18k 206.56
Annaly Cap Mgmt Inc note 4.000% 2/1 0.4 $3.7M 2.9M 1.27
GAME Technolog debt 0.4 $3.6M 3.5M 1.04
Anixter Intl Inc note 1.000% 2/1 0.3 $3.6M 3.3M 1.09
Ppl Corp unit 99/99/9999 0.3 $3.5M 65k 53.71
Anglogold Ashanti Holdings Fin pfd cv 0.3 $3.5M 85k 41.60
Mentor Graphics 4% 2031 conv 0.3 $3.5M 3.1M 1.12
Horsehead Hldg Corp note 3.800% 7/0 0.3 $3.5M 3.8M 0.94
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.3 $3.4M 3.3M 1.03
Peabody Energy Corp sdcv 4.750%12/1 0.3 $3.4M 4.0M 0.84
L-3 Communications Corp debt 3.000% 8/0 0.3 $3.5M 3.5M 1.00
United States Stl Corp New note 4.000% 5/1 0.3 $3.4M 3.4M 1.01
Developers Diversified Rlty note 1.750%11/1 0.3 $3.4M 3.1M 1.11
Prologis Inc note 3.250% 3/1 0.3 $3.5M 3.1M 1.12
Equinix Inc note 3.000%10/1 0.3 $3.3M 1.7M 1.97
Pfizer (PFE) 0.3 $3.1M 125k 24.84
Chevron Corporation (CVX) 0.3 $3.1M 27k 116.67
Exelixis Inc cnv 0.3 $3.2M 3.0M 1.05
International Business Machines (IBM) 0.3 $3.1M 15k 207.56
United Therapeutics conv 0.3 $3.0M 2.3M 1.31
EMC Corporation 0.3 $2.9M 105k 27.27
Procter & Gamble Company (PG) 0.3 $2.8M 40k 69.37
Sothebys note 3.125% 6/1 0.3 $2.8M 2.6M 1.11
Jetblue Airways Corp dbcv 6.750%10/1 0.3 $2.7M 2.3M 1.22
At&t (T) 0.3 $2.7M 71k 37.67
Qualcomm (QCOM) 0.3 $2.8M 44k 62.48
Chesapeake Energy Corp note 2.500% 5/1 0.3 $2.7M 3.0M 0.90
Cisco Systems (CSCO) 0.3 $2.6M 137k 19.09
Schlumberger (SLB) 0.3 $2.6M 35k 72.38
Fidelity National Finance conv 0.3 $2.6M 2.1M 1.22
Philip Morris International (PM) 0.2 $2.5M 28k 89.91
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $2.5M 2.2M 1.17
UnitedHealth (UNH) 0.2 $2.4M 43k 55.40
Celgene Corporation 0.2 $2.4M 31k 76.38
Goodyear Tire Rubr Pfd 5.875% p 0.2 $2.4M 54k 44.12
Thompson Creek Metal unit 99/99/9999 0.2 $2.4M 140k 16.83
Beazer Homes Pfd 7.5% 2015 pfd cv 0.2 $2.4M 80k 29.64
Forest City Enterprises conv 0.2 $2.4M 2.3M 1.05
Tyson Foods Inc note 3.250%10/1 0.2 $2.3M 2.1M 1.11
Johnson & Johnson (JNJ) 0.2 $2.3M 34k 68.94
Wells Fargo & Company (WFC) 0.2 $2.3M 67k 34.54
Newpark Res Inc note 4.000%10/0 0.2 $2.3M 2.3M 1.04
Citigroup (C) 0.2 $2.3M 70k 32.70
Coca-Cola Company (KO) 0.2 $2.1M 56k 37.93
McKesson Corporation (MCK) 0.2 $2.1M 25k 86.01
Heartware Intl Inc note 3.500%12/1 0.2 $2.1M 1.7M 1.22
Viropharma Inc note 2.000% 3/1 0.2 $2.0M 1.2M 1.76
Macy's (M) 0.2 $2.0M 54k 37.66
Merck & Co (MRK) 0.2 $2.0M 45k 45.14
Greenbrier Co Inc conv bnd 0.2 $2.0M 2.3M 0.90
Pioneer Nat Res Co note 2.875% 1/1 0.2 $1.9M 1.1M 1.73
Kroger (KR) 0.2 $1.9M 80k 23.55
MetLife (MET) 0.2 $1.9M 55k 34.49
iShares Dow Jones Select Dividend (DVY) 0.2 $1.9M 34k 57.70
Airtran Hldgs Inc note 5.250%11/0 0.2 $1.9M 1.5M 1.25
Alere Inc note 3.000% 5/1 0.2 $1.9M 2.0M 0.94
United Technologies Corporation 0.2 $1.8M 23k 78.27
Level 3 Communications Inc note 6.500%10/0 0.2 $1.8M 1.2M 1.44
National Retail Properties I note 5.125% 6/1 0.2 $1.7M 1.4M 1.20
U.S. Bancorp (USB) 0.2 $1.7M 50k 34.31
Berkshire Hathaway (BRK.B) 0.2 $1.7M 19k 88.17
Allergan 0.2 $1.7M 18k 91.64
Hartford Finl Svcs Group Inc dep conv p 0.2 $1.6M 85k 19.09
McDonald's Corporation (MCD) 0.2 $1.6M 17k 91.71
Range Resources (RRC) 0.2 $1.6M 23k 69.94
Intel Corporation (INTC) 0.2 $1.6M 73k 22.66
CVS Caremark Corporation (CVS) 0.2 $1.6M 33k 48.38
ConocoPhillips (COP) 0.2 $1.6M 28k 57.18
Target Corporation (TGT) 0.2 $1.6M 25k 63.48
Oracle Corporation (ORCL) 0.2 $1.6M 51k 31.47
Molson Coors Brewing Co note 2.500% 7/3 0.1 $1.5M 1.5M 1.04
CMS Energy Corporation (CMS) 0.1 $1.5M 64k 23.53
IAC/InterActive 0.1 $1.5M 29k 52.04
Verizon Communications (VZ) 0.1 $1.5M 33k 45.57
Interpublic Group Cos Inc note 4.750% 3/1 0.1 $1.5M 1.4M 1.09
Danaher Corp Del debt 0.1 $1.5M 931k 1.60
Simon Property (SPG) 0.1 $1.5M 9.9k 151.82
Comcast Corporation (CMCSA) 0.1 $1.4M 39k 35.72
Boeing Company (BA) 0.1 $1.4M 21k 69.46
Anadarko Petroleum Corporation 0.1 $1.4M 21k 70.02
Broadcom Corporation 0.1 $1.4M 40k 34.51
Pinnacle West Capital Corporation (PNW) 0.1 $1.4M 26k 52.72
American Capital Agency 0.1 $1.4M 41k 34.62
Wal-Mart Stores (WMT) 0.1 $1.3M 18k 73.81
Walt Disney Company (DIS) 0.1 $1.3M 25k 52.24
3M Company (MMM) 0.1 $1.3M 14k 92.63
Cerner Corporation 0.1 $1.3M 17k 77.28
Morgan Stanley (MS) 0.1 $1.3M 76k 16.75
Watson Pharmaceuticals 0.1 $1.3M 15k 85.20
Home Properties 0.1 $1.3M 21k 61.26
United Therapeutics Corporation (UTHR) 0.1 $1.3M 24k 55.95
Annaly Capital Management 0.1 $1.2M 73k 16.83
Republic Services (RSG) 0.1 $1.2M 44k 27.51
Abbott Laboratories (ABT) 0.1 $1.2M 18k 68.71
Northrop Grumman Corporation (NOC) 0.1 $1.2M 18k 66.33
Lufkin Industries 0.1 $1.2M 22k 53.83
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.1M 874k 1.25
Gilead Sciences Inc note 0.625% 5/0 0.1 $1.1M 655k 1.74
Kraft Foods 0.1 $1.1M 27k 41.41
CenturyLink 0.1 $1.1M 26k 40.41
Altria (MO) 0.1 $1.1M 33k 33.40
Occidental Petroleum Corporation (OXY) 0.1 $1.1M 13k 86.18
Pepsi (PEP) 0.1 $1.1M 16k 70.76
Kellogg Company (K) 0.1 $1.1M 21k 51.57
Huntsman Corporation (HUN) 0.1 $1.1M 72k 14.92
Kinder Morgan (KMI) 0.1 $1.1M 30k 35.53
Mosaic (MOS) 0.1 $1.1M 19k 57.62
Helix Energy Solutions note 0.1 $1.1M 1.0M 1.11
General Cable Corp Del New note 0.875%11/1 0.1 $1.0M 1.0M 1.00
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $972k 680k 1.43
Fluor Corporation (FLR) 0.1 $1.0M 18k 56.24
Ford Motor Company (F) 0.1 $1.0M 105k 9.84
Anheuser-Busch InBev NV (BUD) 0.1 $1.0M 12k 85.97
Fifth Third Ban (FITB) 0.1 $1.0M 66k 15.48
Prudential Financial (PRU) 0.1 $1.0M 19k 54.42
Visa (V) 0.1 $1.0M 7.5k 134.19
priceline.com Incorporated 0.1 $986k 1.6k 618.18
Concho Resources 0.1 $1.0M 11k 94.76
Laboratory Corp Amer Hldgs debt 0.1 $986k 795k 1.24
Newmont Mining Corp note 1.250% 7/1 0.1 $1.0M 755k 1.35
American Tower Reit (AMT) 0.1 $1.0M 15k 71.54
Portland General Electric Company (POR) 0.1 $899k 33k 27.03
Goldman Sachs (GS) 0.1 $878k 7.7k 113.51
Home Depot (HD) 0.1 $937k 16k 60.37
Kimberly-Clark Corporation (KMB) 0.1 $901k 11k 85.81
Interpublic Group of Companies (IPG) 0.1 $918k 83k 11.13
Hess (HES) 0.1 $947k 18k 53.82
Level 3 Communications Inc note 0.1 $908k 750k 1.21
Invesco (IVZ) 0.1 $949k 38k 24.98
iShares Russell 2000 Index (IWM) 0.1 $867k 10k 83.45
Ares Capital Corporation (ARCC) 0.1 $884k 52k 17.15
Aqua America 0.1 $871k 35k 24.80
Loews Corporation (L) 0.1 $825k 20k 41.25
Caci Intl Inc note 2.125% 5/0 0.1 $843k 759k 1.11
PNC Financial Services (PNC) 0.1 $833k 13k 63.09
Caterpillar (CAT) 0.1 $755k 8.8k 86.10
FedEx Corporation (FDX) 0.1 $839k 9.9k 84.54
Transocean (RIG) 0.1 $851k 19k 44.88
United Rentals (URI) 0.1 $763k 23k 32.73
National-Oilwell Var 0.1 $777k 9.7k 80.09
Mylan 0.1 $780k 32k 24.38
Nextera Energy (NEE) 0.1 $798k 11k 70.19
Lowe's Companies (LOW) 0.1 $792k 26k 30.26
Public Service Enterprise (PEG) 0.1 $827k 26k 32.18
Plains Exploration & Production Company 0.1 $809k 22k 37.49
Cameron International Corporation 0.1 $814k 15k 56.05
Micron Technology Inc Mu Cvt 1 convert 0.1 $813k 913k 0.89
Time Warner 0.1 $731k 16k 45.33
Suntrust Banks Inc $1.00 Par Cmn 0.1 $744k 26k 28.28
BioMarin Pharmaceutical (BMRN) 0.1 $653k 16k 40.25
Travelers Companies (TRV) 0.1 $677k 9.9k 68.32
Union Pacific Corporation (UNP) 0.1 $658k 5.5k 118.71
Endo Pharmaceuticals 0.1 $663k 21k 31.78
Potash Corp. Of Saskatchewan I 0.1 $658k 15k 43.46
Health Care REIT 0.1 $675k 12k 57.75
Amgen (AMGN) 0.1 $731k 8.7k 84.32
Capital One Financial (COF) 0.1 $672k 12k 57.00
Colgate-Palmolive Company (CL) 0.1 $660k 6.1k 107.35
eBay (EBAY) 0.1 $736k 15k 48.36
Gilead Sciences (GILD) 0.1 $729k 11k 66.35
D.R. Horton (DHI) 0.1 $740k 36k 20.62
ConAgra Foods (CAG) 0.1 $718k 26k 27.61
DTE Energy Company (DTE) 0.1 $671k 11k 59.97
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $741k 15k 48.15
BioMed Realty Trust 0.1 $744k 40k 18.73
SM Energy (SM) 0.1 $680k 13k 54.11
Brandywine Realty Trust (BDN) 0.1 $708k 58k 12.19
Hldgs (UAL) 0.1 $690k 35k 19.50
Express Scripts Holding 0.1 $675k 11k 62.60
Directv 0.1 $714k 14k 52.47
Barrick Gold Corp (GOLD) 0.1 $631k 15k 41.74
Dollar Finl Corp note 3.000% 4/0 0.1 $555k 500k 1.11
Lennar Corporation (LEN) 0.1 $568k 16k 34.78
PPG Industries (PPG) 0.1 $601k 5.2k 114.67
Emerson Electric (EMR) 0.1 $618k 13k 48.28
Vishay Intertechnology (VSH) 0.1 $563k 57k 9.85
Nike (NKE) 0.1 $564k 5.9k 94.84
Parker-Hannifin Corporation (PH) 0.1 $577k 6.9k 83.82
Freeport-McMoRan Copper & Gold (FCX) 0.1 $608k 15k 39.65
TJX Companies (TJX) 0.1 $577k 13k 44.80
Dr Pepper Snapple 0.1 $620k 14k 44.58
Fifth Street Finance 0.1 $646k 59k 10.99
Highwoods Properties (HIW) 0.1 $568k 17k 32.57
Tower 0.1 $612k 32k 19.40
NPS Pharmaceuticals 0.1 $553k 60k 9.25
General Motors Company (GM) 0.1 $580k 26k 22.75
Saks Inc note 2.000% 3/1 0.1 $503k 488k 1.03
MasterCard Incorporated (MA) 0.1 $478k 1.1k 451.37
Costco Wholesale Corporation (COST) 0.1 $475k 4.7k 100.27
Monsanto Company 0.1 $458k 5.0k 90.87
Via 0.1 $545k 10k 53.58
Eli Lilly & Co. (LLY) 0.1 $468k 9.9k 47.39
Tyson Foods (TSN) 0.1 $536k 34k 16.02
Honeywell International (HON) 0.1 $524k 8.8k 59.77
News Corporation 0.1 $541k 22k 24.51
Amazon (AMZN) 0.1 $513k 2.0k 254.46
Ashland 0.1 $548k 7.7k 71.55
Dana Holding Corporation (DAN) 0.1 $498k 41k 12.29
SPDR S&P MidCap 400 ETF (MDY) 0.1 $530k 2.9k 179.97
Utilities SPDR (XLU) 0.1 $498k 14k 36.35
SPDR S&P Homebuilders (XHB) 0.1 $462k 19k 24.87
Kodiak Oil & Gas 0.1 $482k 52k 9.35
Sanchez Energy Corp C ommon stocks 0.1 $490k 24k 20.41
Transocean Inc note 1.500%12/1 0.0 $449k 449k 1.00
iStar Financial 0.0 $367k 44k 8.29
American Express Company (AXP) 0.0 $363k 6.4k 56.99
Affiliated Managers (AMG) 0.0 $375k 3.1k 122.79
Devon Energy Corporation (DVN) 0.0 $420k 7.0k 60.38
Newmont Mining Corporation (NEM) 0.0 $395k 7.1k 56.00
Dow Chemical Company 0.0 $374k 13k 28.99
International Paper Company (IP) 0.0 $428k 12k 36.29
Aetna 0.0 $434k 11k 39.58
Hewlett-Packard Company 0.0 $373k 22k 17.05
PT Telekomunikasi Indonesia (TLK) 0.0 $396k 10k 38.90
Starbucks Corporation (SBUX) 0.0 $424k 8.4k 50.74
Overstock (BBBY) 0.0 $351k 34k 10.34
Goldcorp 0.0 $362k 7.9k 45.76
iShares NASDAQ Biotechnology Index (IBB) 0.0 $400k 2.8k 142.25
Steel Dynamics (STLD) 0.0 $364k 32k 11.25
Foster Wheeler Ltd Com Stk 0.0 $401k 17k 23.97
SanDisk Corporation 0.0 $403k 9.3k 43.47
American States Water Company (AWR) 0.0 $435k 9.8k 44.59
VMware 0.0 $428k 4.4k 96.72
EnerNOC 0.0 $366k 28k 12.98
Lam Research Corp conv 0.0 $432k 445k 0.97
Lam Research Corp note 0.500% 5/1 0.0 $406k 432k 0.94
Digital Realty Trust (DLR) 0.0 $292k 4.2k 69.94
Hologic (HOLX) 0.0 $303k 15k 20.23
Zale Corporation 0.0 $340k 49k 6.90
Pacific Sunwear of California 0.0 $290k 116k 2.51
Domtar Corp 0.0 $307k 3.9k 78.02
iShares MSCI EAFE Index Fund (EFA) 0.0 $305k 5.8k 53.00
Dean Foods Company 0.0 $290k 18k 16.37
Pioneer Natural Resources 0.0 $327k 3.1k 104.67
Ashford Hospitality Trust 0.0 $303k 36k 8.40
FelCor Lodging Trust Incorporated 0.0 $276k 58k 4.75
Strategic Hotels & Resorts 0.0 $274k 46k 6.00
Wet Seal 0.0 $276k 88k 3.15
Barnes & Noble 0.0 $312k 24k 12.78
Array BioPharma 0.0 $300k 51k 5.84
Cbeyond 0.0 $332k 34k 9.85
Sigma Designs 0.0 $267k 40k 6.61
Silicon Graphics International 0.0 $278k 31k 9.09
BioCryst Pharmaceuticals (BCRX) 0.0 $293k 69k 4.23
Canadian Solar (CSIQ) 0.0 $291k 104k 2.80
Hormel Foods Corporation (HRL) 0.0 $302k 10k 29.18
American Superconductor Corporation 0.0 $291k 70k 4.15
FormFactor (FORM) 0.0 $303k 54k 5.59
Headwaters Incorporated 0.0 $314k 48k 6.57
Gen 0.0 $278k 29k 9.49
Veno 0.0 $290k 24k 11.88
Gramercy Capital 0.0 $314k 104k 3.01
NCI Building Systems 0.0 $261k 26k 10.02
Pilgrim's Pride Corporation (PPC) 0.0 $258k 50k 5.12
Datalink Corporation 0.0 $294k 35k 8.30
Vanguard Emerging Markets ETF (VWO) 0.0 $321k 7.7k 41.69
Emeritus Corporation 0.0 $279k 13k 20.98
Xilinx Inc sdcv 3.125% 3/1 0.0 $282k 237k 1.19
Unilife US 0.0 $297k 95k 3.12
Sarepta Therapeutics (SRPT) 0.0 $319k 21k 15.54
Rayonier Trs Hldgs Inc note 3.750%10/1 0.0 $173k 127k 1.36
Hillenbrand (HI) 0.0 $194k 11k 18.22
Novo Nordisk A/S (NVO) 0.0 $203k 1.3k 157.98
Radian (RDN) 0.0 $214k 49k 4.34
Forestar 0.0 $166k 10k 16.60
Volterra Semiconductor Corporation 0.0 $243k 11k 21.83
iRobot Corporation (IRBT) 0.0 $200k 8.7k 22.88
Parkway Properties 0.0 $230k 17k 13.37
Teva Pharm Finance Llc Cvt cv bnd 0.0 $230k 217k 1.06
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $60k 29k 2.07
On Semiconductor Corp note 2.625%12/1 0.0 $53k 52k 1.02
Ttm Technologies Inc note 3.250% 5/1 0.0 $72k 71k 1.01
Kinross Gold Corp note 1.750% 3/1 0.0 $80k 80k 1.00
Amkor Technology (AMKR) 0.0 $68k 15k 4.46
Alza Corp sdcv 7/2 0.0 $56k 57k 0.98
ION Geophysical Corporation 0.0 $85k 12k 6.92
VAALCO Energy (EGY) 0.0 $109k 13k 8.57
Emulex Corporation 0.0 $108k 15k 7.24
Star Scientific 0.0 $62k 18k 3.44
Rentech 0.0 $91k 37k 2.45
Santarus 0.0 $125k 14k 8.85
Smith & Wesson Holding Corporation 0.0 $118k 11k 10.97
Sonus Networks 0.0 $107k 57k 1.87
Dominion Res Inc Va New debt 0.0 $113k 73k 1.55
Power-One 0.0 $68k 12k 5.57
8x8 (EGHT) 0.0 $89k 14k 6.57
Flagstar Ban 0.0 $75k 68k 1.10
Chemocentryx 0.0 $116k 10k 11.60
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.0 $45k 44k 1.02