SSI Investment Management

SSI Investment Management as of Dec. 31, 2012

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 398 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 6.2 $65M 456k 142.41
Microchip Technology Inc sdcv 2.125%12/1 1.6 $17M 13M 1.26
Verisign Inc sdcv 3.250% 8/1 1.5 $15M 12M 1.27
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $15M 13M 1.17
Wesco Intl Inc dbcv 6.000% 9/1 1.4 $15M 6.0M 2.48
Virgin Media Inc note 6.500%11/1 1.3 $14M 6.6M 2.06
Micron Technology Inc. conv 1.3 $13M 15M 0.92
Omnicare Cap Tr Ii pfd b tr 4.00% 1.2 $13M 273k 47.71
Novellus Systems, Inc. note 2.625% 5/1 1.2 $13M 10M 1.25
Liberty Media Corp bond 1.2 $12M 13M 0.94
Gilead Sciences conv 1.2 $12M 7.5M 1.64
General Cable Corp Del New frnt 4.500% 11/1 1.1 $12M 11M 1.08
Bank Of America Corporation preferred (BAC.PL) 1.1 $12M 11k 1135.32
Keycorp New pfd 7.75% sr a 1.1 $12M 95k 124.86
Sba Communications Corp note 4.000%10/0 1.1 $12M 5.0M 2.36
Western Refng Inc note 5.750% 6/1 1.1 $12M 4.0M 2.93
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.1 $11M 251k 44.45
Gilead Sciences conv 1.0 $11M 6.4M 1.69
Covanta Holding Conv conv bnd 1.0 $10M 8.5M 1.21
Lifepoint Hospitals Inc note 3.500% 5/1 0.9 $9.8M 9.5M 1.03
Phh Corp note 4.000% 9/0 0.9 $9.9M 8.8M 1.12
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $9.7M 7.1M 1.36
D R Horton Inc note 2.000% 5/1 0.9 $9.6M 6.1M 1.58
Aspen Insurance Holdings Ltd pfd prp inc eq 0.9 $9.2M 155k 59.39
Alere 0.8 $8.5M 45k 191.05
Synovus Finl Corp unit 99/99/9999 0.8 $8.5M 385k 21.95
Ford Mtr Co Del note 4.250%11/1 0.8 $8.2M 5.2M 1.59
United Technol conv prf 0.8 $8.1M 145k 55.76
E M C Corp Mass note 1.750%12/0 0.8 $8.1M 5.1M 1.60
Apple (AAPL) 0.8 $8.0M 15k 532.17
General Mtrs Co jr pfd cnv srb 0.8 $8.0M 182k 44.13
Sterlite Inds India Ltd note 4.000%10/3 0.8 $7.8M 8.2M 0.96
Mgm Mirage conv 0.8 $7.9M 7.4M 1.06
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $7.7M 6.9M 1.11
Chart Industries 2% conv 0.7 $7.5M 6.1M 1.23
Regis Corp Minn note 5.000% 7/1 0.7 $7.4M 6.0M 1.23
Cobalt Intl Energy Inc note 0.7 $7.4M 7.3M 1.01
Cemex Sab conv 0.7 $7.4M 6.8M 1.09
Affiliated Managers Group note 3.950% 8/1 0.7 $7.2M 6.5M 1.11
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.7 $7.0M 5.7k 1225.57
Boston Pptys Ltd Partnership note 3.750% 5/1 0.7 $7.0M 6.4M 1.09
Stillwater Mng Co note 1.750%10/1 0.7 $6.9M 5.9M 1.17
Sandisk Corp note 1.500% 8/1 0.7 $6.8M 5.8M 1.16
Amgen Inc note 0.375% 2/0 0.6 $6.5M 5.8M 1.12
Ryland Group note 0.6 $6.5M 4.8M 1.36
Health Care Reit Inc note 3.000%12/0 0.6 $6.4M 5.2M 1.23
Walter Invt Mgmt Corp note 0.6 $6.4M 6.0M 1.06
Medtronic Inc note 1.625% 4/1 0.6 $6.3M 6.3M 1.00
Newmont Mining Corp Cvt cv bnd 0.6 $6.1M 4.6M 1.31
Electronic Arts Inc conv 0.6 $6.0M 6.5M 0.93
CUBIST PHARM CONVERTIBLE security 0.6 $6.0M 3.8M 1.57
GAME Technolog debt 0.6 $5.8M 5.6M 1.04
Webmd Health Conv Sr Notes conv 0.6 $5.9M 7.0M 0.84
Take-two Interactive Sof note 0.6 $5.7M 6.0M 0.95
Knight Capital Group Inc. 3.50% dbcv 0.5 $5.7M 5.8M 0.99
Netapp Inc note 1.750% 6/0 0.5 $5.3M 4.8M 1.12
Standard Pacific Corp cnv 0.5 $5.2M 4.5M 1.17
Omnicom Group Inc note 7/0 0.5 $5.1M 4.7M 1.07
Exxon Mobil Corporation (XOM) 0.5 $4.9M 57k 86.54
Continental Airls Inc note 4.500% 1/1 0.5 $4.8M 3.4M 1.44
Goodyear Tire Rubr Pfd 5.875% p 0.5 $4.8M 102k 47.00
General Electric Company 0.5 $4.7M 226k 20.99
Teleflex Inc note 3.875% 8/0 0.5 $4.7M 3.6M 1.28
Peabody Energy Corp sdcv 4.750%12/1 0.4 $4.6M 4.8M 0.96
Hologic Inc frnt 2.000%12/1 0.4 $4.5M 4.1M 1.11
Symantec Corp note 1.000% 6/1 0.4 $4.4M 4.1M 1.07
Linear Technology Corp note 3.000% 5/0 0.4 $4.4M 4.2M 1.04
Hawaiian Holdings Inc conv 0.4 $4.4M 4.0M 1.11
Encore Capital Group note 3.000%11/2 0.4 $4.4M 4.0M 1.11
Ares Capital Corp 5.75 16 convert 0.4 $4.3M 4.0M 1.08
Fifth Third Bancorp cnv pfd dep1/250 0.4 $4.2M 30k 140.52
Archer Daniels Midland Co note 0.875% 2/1 0.4 $4.0M 4.0M 1.00
National Finl Partners Corp note 4.000% 6/1 0.4 $4.1M 2.8M 1.48
Phh Corp cnv 0.4 $4.1M 2.1M 1.98
Ares Capital Corp 5.125 2016 conv 0.4 $4.0M 3.8M 1.06
Liberty Media Corp New deb 3.125% 3/3 0.4 $3.8M 2.6M 1.45
Bottomline Tech Del Inc note 1.500%12/0 0.4 $3.9M 3.5M 1.11
Prologis Inc note 3.250% 3/1 0.4 $3.8M 3.4M 1.13
Volcano Corporation note 1.750%12/0 0.4 $3.8M 3.7M 1.01
Alcoa Inc debt 0.3 $3.6M 2.5M 1.43
United States Stl Corp New note 4.000% 5/1 0.3 $3.7M 3.4M 1.08
Agco Corp note 1.250%12/1 0.3 $3.7M 2.9M 1.26
Unisys Corp 6.25% Cv Pfd A cvp 0.3 $3.7M 70k 52.67
Cadence Design Sys Cvt 2.625 6 convert 0.3 $3.7M 2.0M 1.84
Mentor Graphics 4% 2031 conv 0.3 $3.7M 3.1M 1.18
Nuance Communications Inc note 2.750%11/0 0.3 $3.7M 3.4M 1.09
JPMorgan Chase & Co. (JPM) 0.3 $3.6M 82k 43.98
Apache Corp. 6% Mandatory Conv pfd cv 0.3 $3.6M 78k 45.62
Nuvasive Inc. conv 0.3 $3.5M 4.0M 0.88
Caci Intl Inc note 2.125% 5/0 0.3 $3.5M 3.1M 1.12
Sba Communications Corp note 1.875% 5/0 0.3 $3.5M 2.0M 1.70
Exterran Hldgs Inc note 4.250% 6/1 0.3 $3.4M 3.0M 1.14
L-3 Communications Corp debt 3.000% 8/0 0.3 $3.5M 3.4M 1.01
Google 0.3 $3.4M 4.8k 707.21
Ppl Corp unit 99/99/9999 0.3 $3.4M 65k 52.52
Holdings Inc Note 5.25 0.3 $3.4M 1.7M 2.03
Stanley Black & Decker Inc unit 99/99/9999 0.3 $3.5M 29k 121.62
Developers Diversified Rlty note 1.750%11/1 0.3 $3.5M 3.1M 1.11
Citigroup (C) 0.3 $3.4M 87k 39.56
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.3 $3.3M 3.3M 1.01
Horsehead Hldg Corp note 3.800% 7/0 0.3 $3.4M 3.5M 0.97
Pfizer (PFE) 0.3 $3.3M 130k 25.07
Royal Gold Inc conv 0.3 $3.2M 2.9M 1.11
Qualcomm (QCOM) 0.3 $3.1M 50k 61.88
Jetblue Airways Corp dbcv 6.750%10/1 0.3 $3.1M 2.3M 1.36
Cisco Systems (CSCO) 0.3 $3.1M 157k 19.64
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $3.0M 3.0M 0.99
Annaly Cap Mgmt Inc note 4.000% 2/1 0.3 $3.0M 2.6M 1.15
Live Nation Entertainment In note 2.875% 7/1 0.3 $3.0M 3.0M 0.99
Anixter Intl Inc note 1.000% 2/1 0.3 $2.9M 2.5M 1.14
Exelixis Inc cnv 0.3 $2.9M 3.0M 0.97
Chevron Corporation (CVX) 0.3 $2.8M 26k 108.05
At&t (T) 0.3 $2.8M 83k 33.69
International Business Machines (IBM) 0.3 $2.8M 15k 191.66
EMC Corporation 0.3 $2.9M 113k 25.30
Gt Advanced Technologies Inc conv 0.3 $2.8M 4.0M 0.71
Procter & Gamble Company (PG) 0.3 $2.7M 39k 67.88
Schlumberger (SLB) 0.3 $2.7M 39k 69.36
Chesapeake Energy Corp note 2.500% 5/1 0.2 $2.6M 2.9M 0.90
Microsoft Corporation (MSFT) 0.2 $2.6M 99k 26.69
Allegheny Technologies Inc note 4.250% 6/0 0.2 $2.6M 2.3M 1.09
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $2.5M 2.2M 1.14
Anglogold Ashanti Holdings Fin pfd cv 0.2 $2.5M 67k 37.37
Fidelity National Finance conv 0.2 $2.5M 2.0M 1.28
Tyson Foods Inc note 3.250%10/1 0.2 $2.4M 2.0M 1.21
Johnson & Johnson (JNJ) 0.2 $2.4M 34k 70.16
McKesson Corporation (MCK) 0.2 $2.4M 25k 96.97
Intel Corp sdcv 0.2 $2.4M 2.3M 1.04
Newpark Res Inc note 4.000%10/0 0.2 $2.4M 2.3M 1.06
Forest City Enterprises conv 0.2 $2.4M 2.3M 1.05
Intel Corporation (INTC) 0.2 $2.3M 110k 20.63
UnitedHealth (UNH) 0.2 $2.3M 43k 54.23
Celgene Corporation 0.2 $2.3M 29k 78.41
Cemex Sab De Cv conv bnd 0.2 $2.3M 2.0M 1.14
Thompson Creek Metal unit 99/99/9999 0.2 $2.3M 109k 21.01
Beazer Homes Pfd 7.5% 2015 pfd cv 0.2 $2.3M 80k 28.45
Chiquita Brands Intl Inc note 4.250% 8/1 0.2 $2.2M 2.5M 0.87
Comcast Corporation (CMCSA) 0.2 $2.1M 57k 37.35
Berkshire Hathaway (BRK.B) 0.2 $2.1M 23k 89.78
Boeing Company (BA) 0.2 $2.1M 28k 75.37
Occidental Petroleum Corporation (OXY) 0.2 $2.0M 27k 76.61
Broadcom Corporation 0.2 $2.1M 64k 33.19
Hartford Finl Svcs Group Inc dep conv p 0.2 $2.0M 98k 20.67
Coca-Cola Company (KO) 0.2 $2.0M 55k 36.25
Wells Fargo & Company (WFC) 0.2 $2.0M 59k 34.19
Greenbrier Co Inc conv bnd 0.2 $1.9M 2.1M 0.91
Alpha Natural Resources Inc note 2.375% 4/1 0.2 $1.9M 2.0M 0.93
Pioneer Nat Res Co note 2.875% 1/1 0.2 $1.9M 1.1M 1.77
Philip Morris International (PM) 0.2 $1.8M 22k 83.66
American Capital Agency 0.2 $1.9M 66k 28.88
Note 3.50 0.2 $1.8M 1.3M 1.37
Alere Inc note 3.000% 5/1 0.2 $1.9M 2.0M 0.93
Macy's (M) 0.2 $1.8M 47k 39.08
Merck & Co (MRK) 0.2 $1.8M 45k 40.91
Ford Motor Company (F) 0.2 $1.7M 134k 12.94
Oracle Corporation (ORCL) 0.2 $1.8M 54k 33.28
Home Properties 0.2 $1.8M 29k 61.28
Equinix Inc note 3.000%10/1 0.2 $1.7M 855k 1.95
Bank of America Corporation (BAC) 0.2 $1.7M 144k 11.62
Watson Pharmaceuticals 0.2 $1.7M 19k 85.89
Simon Property (SPG) 0.2 $1.7M 11k 158.17
Level 3 Communications Inc note 6.500%10/0 0.2 $1.7M 1.2M 1.41
Lam Research Corp conv 0.2 $1.7M 1.7M 0.99
Directv 0.2 $1.7M 34k 50.19
Abbott Laboratories (ABT) 0.1 $1.6M 24k 65.62
Anadarko Petroleum Corporation 0.1 $1.5M 21k 74.31
ConocoPhillips (COP) 0.1 $1.6M 28k 58.04
SM Energy (SM) 0.1 $1.5M 29k 52.26
Danaher Corp Del debt 0.1 $1.5M 931k 1.63
Kinder Morgan (KMI) 0.1 $1.6M 45k 35.34
Rayonier Inc conv 0.1 $1.5M 960k 1.58
Express Scripts Holding 0.1 $1.5M 28k 54.05
National Retail Properties I note 5.125% 6/1 0.1 $1.4M 1.2M 1.23
McDonald's Corporation (MCD) 0.1 $1.5M 17k 88.17
Range Resources (RRC) 0.1 $1.4M 23k 62.82
Home Depot (HD) 0.1 $1.4M 23k 61.91
Morgan Stanley (MS) 0.1 $1.4M 75k 19.11
Pepsi (PEP) 0.1 $1.4M 21k 68.44
Target Corporation (TGT) 0.1 $1.5M 25k 59.25
United Technologies Corporation 0.1 $1.5M 18k 82.12
Mondelez Int (MDLZ) 0.1 $1.4M 56k 25.48
Verizon Communications (VZ) 0.1 $1.4M 33k 43.27
Domtar Corp 0.1 $1.4M 16k 83.70
Fifth Third Ban (FITB) 0.1 $1.3M 87k 15.21
American International (AIG) 0.1 $1.4M 40k 35.28
Airtran Hldgs Inc note 5.250%11/0 0.1 $1.3M 1.0M 1.29
Mosaic (MOS) 0.1 $1.4M 24k 56.63
Wal-Mart Stores (WMT) 0.1 $1.2M 18k 68.20
Walt Disney Company (DIS) 0.1 $1.2M 24k 49.78
3M Company (MMM) 0.1 $1.3M 14k 92.92
CVS Caremark Corporation (CVS) 0.1 $1.3M 26k 48.32
CenturyLink 0.1 $1.3M 33k 39.13
VMware 0.1 $1.3M 13k 94.21
Cameron International Corporation 0.1 $1.3M 23k 56.39
Oneok (OKE) 0.1 $1.2M 28k 42.78
Pinnacle West Capital Corporation (PNW) 0.1 $1.3M 25k 51.00
Helix Energy Solutions note 0.1 $1.2M 1.0M 1.18
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.1M 842k 1.31
CMS Energy Corporation (CMS) 0.1 $1.1M 47k 24.39
FedEx Corporation (FDX) 0.1 $1.1M 12k 91.82
Capital One Financial (COF) 0.1 $1.2M 21k 57.92
Mitsubishi UFJ Financial (MUFG) 0.1 $1.2M 214k 5.42
TJX Companies (TJX) 0.1 $1.2M 28k 42.49
Visa (V) 0.1 $1.1M 7.4k 151.75
CF Industries Holdings (CF) 0.1 $1.1M 5.6k 203.12
Aqua America 0.1 $1.1M 44k 25.43
American Tower Reit (AMT) 0.1 $1.1M 14k 77.26
Cognizant Technology Solutions (CTSH) 0.1 $1.0M 14k 73.90
Goldcorp Inc New note 2.000% 8/0 0.1 $1.0M 940k 1.11
United Parcel Service (UPS) 0.1 $996k 14k 73.75
Citrix Systems 0.1 $1.1M 16k 65.73
Altria (MO) 0.1 $1.0M 33k 31.47
Chubb Corporation 0.1 $927k 12k 75.32
General Cable Corp Del New note 0.875%11/1 0.1 $990k 1.0M 0.99
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $891k 675k 1.32
Portland General Electric Company (POR) 0.1 $910k 33k 27.36
Costco Wholesale Corporation (COST) 0.1 $890k 9.0k 98.74
Northrop Grumman Corporation (NOC) 0.1 $938k 14k 67.63
Level 3 Communications Inc note 0.1 $893k 750k 1.19
Marathon Oil Corporation (MRO) 0.1 $972k 32k 30.73
Invesco (IVZ) 0.1 $991k 38k 26.08
iShares Dow Jones Select Dividend (DVY) 0.1 $977k 17k 57.27
Newmont Mining Corp note 1.250% 7/1 0.1 $891k 755k 1.18
On Semiconductor Corp note 2.625%12/1 0.1 $931k 870k 1.07
Loews Corporation (L) 0.1 $815k 20k 40.75
Molson Coors Brewing Co note 2.500% 7/3 0.1 $883k 874k 1.01
Caterpillar (CAT) 0.1 $786k 8.8k 89.63
Lennar Corporation (LEN) 0.1 $884k 23k 38.62
Kimberly-Clark Corporation (KMB) 0.1 $887k 11k 84.48
Transocean (RIG) 0.1 $848k 19k 44.72
Honeywell International (HON) 0.1 $806k 13k 63.47
Parker-Hannifin Corporation (PH) 0.1 $852k 10k 85.04
Gilead Sciences (GILD) 0.1 $807k 11k 73.44
Public Service Enterprise (PEG) 0.1 $786k 26k 30.58
Amazon (AMZN) 0.1 $834k 3.3k 250.83
Ares Capital Corporation (ARCC) 0.1 $886k 51k 17.54
Concho Resources 0.1 $881k 11k 80.51
MetLife (MET) 0.1 $820k 25k 32.92
Oceaneering International (OII) 0.1 $854k 16k 53.79
Micron Technology Inc Mu Cvt 1 convert 0.1 $865k 951k 0.91
Gilead Sciences Inc note 0.625% 5/0 0.1 $724k 375k 1.93
Time Warner 0.1 $771k 16k 47.81
Monsanto Company 0.1 $706k 7.5k 94.66
PPG Industries (PPG) 0.1 $710k 5.2k 135.47
Travelers Companies (TRV) 0.1 $712k 9.9k 71.85
Union Pacific Corporation (UNP) 0.1 $697k 5.5k 125.74
Dow Chemical Company 0.1 $714k 22k 32.35
United Rentals (URI) 0.1 $762k 17k 45.47
Thermo Fisher Scientific (TMO) 0.1 $682k 11k 63.85
Aetna 0.1 $693k 15k 46.32
Health Care REIT 0.1 $717k 12k 61.34
Amgen (AMGN) 0.1 $747k 8.7k 86.17
eBay (EBAY) 0.1 $776k 15k 50.99
Hess (HES) 0.1 $684k 13k 53.02
News Corporation 0.1 $723k 28k 25.53
Freeport-McMoRan Copper & Gold (FCX) 0.1 $760k 22k 34.19
Starbucks Corporation (SBUX) 0.1 $778k 15k 53.65
D.R. Horton (DHI) 0.1 $710k 36k 19.79
priceline.com Incorporated 0.1 $781k 1.3k 619.84
iShares Russell 2000 Index (IWM) 0.1 $702k 8.3k 84.48
Banco Itau Holding Financeira (ITUB) 0.1 $694k 42k 16.47
Omega Healthcare Investors (OHI) 0.1 $683k 29k 23.86
Foster Wheeler Ltd Com Stk 0.1 $709k 29k 24.34
SanDisk Corporation 0.1 $772k 18k 43.53
BioMed Realty Trust 0.1 $768k 40k 19.34
Dana Holding Corporation (DAN) 0.1 $710k 46k 15.62
Brandywine Realty Trust (BDN) 0.1 $708k 58k 12.19
Laboratory Corp Amer Hldgs debt 0.1 $760k 655k 1.16
Goldman Sachs (GS) 0.1 $643k 5.0k 127.58
State Street Corporation (STT) 0.1 $664k 14k 47.06
PNC Financial Services (PNC) 0.1 $670k 12k 58.32
CSX Corporation (CSX) 0.1 $675k 34k 19.76
Via 0.1 $670k 13k 52.78
Eli Lilly & Co. (LLY) 0.1 $641k 13k 49.21
Microchip Technology (MCHP) 0.1 $660k 20k 32.58
Royal Caribbean Cruises (RCL) 0.1 $620k 18k 33.99
Emerson Electric (EMR) 0.1 $679k 13k 53.05
Foot Locker 0.1 $595k 19k 32.09
Vishay Intertechnology (VSH) 0.1 $607k 57k 10.62
Tyson Foods (TSN) 0.1 $594k 31k 19.39
Eastman Chemical Company (EMN) 0.1 $610k 9.0k 68.03
Allstate Corporation (ALL) 0.1 $660k 16k 40.18
Colgate-Palmolive Company (CL) 0.1 $643k 6.1k 104.59
Nike (NKE) 0.1 $614k 12k 51.62
PT Telekomunikasi Indonesia (TLK) 0.1 $660k 18k 37.00
Highwoods Properties (HIW) 0.1 $584k 17k 33.49
Owens-Illinois 0.1 $674k 32k 21.30
DTE Energy Company (DTE) 0.1 $673k 11k 60.15
Akorn 0.1 $671k 50k 13.37
Alexion Pharmaceuticals 0.1 $576k 6.1k 93.70
Rayonier (RYN) 0.1 $675k 13k 51.91
SPDR S&P MidCap 400 ETF (MDY) 0.1 $581k 3.1k 185.62
Vanguard Emerging Markets ETF (VWO) 0.1 $630k 14k 44.40
ARMOUR Residential REIT 0.1 $610k 94k 6.47
Dollar Finl Corp note 3.000% 4/0 0.1 $565k 500k 1.13
Lear Corporation (LEA) 0.1 $543k 12k 46.83
MasterCard Incorporated (MA) 0.1 $520k 1.1k 491.03
U.S. Bancorp (USB) 0.1 $560k 18k 31.93
Hillenbrand (HI) 0.1 $560k 25k 22.58
Equity Residential (EQR) 0.1 $529k 9.3k 56.64
Endo Pharmaceuticals 0.1 $547k 21k 26.22
Kroger (KR) 0.1 $566k 22k 25.95
Halliburton Company (HAL) 0.1 $528k 15k 34.70
ConAgra Foods (CAG) 0.1 $526k 18k 29.48
Hldgs (UAL) 0.1 $544k 23k 23.36
Sanchez Energy Corp C ommon stocks 0.1 $562k 31k 17.99
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.1 $510k 500k 1.02
IAC/InterActive 0.0 $461k 9.8k 47.26
Digital Realty Trust (DLR) 0.0 $437k 6.4k 67.80
International Paper Company (IP) 0.0 $470k 12k 39.85
Lowe's Companies (LOW) 0.0 $387k 11k 35.78
NII Holdings 0.0 $449k 63k 7.14
Rite Aid Corporation 0.0 $433k 319k 1.36
Advanced Micro Devices (AMD) 0.0 $372k 155k 2.40
Ferro Corporation 0.0 $411k 99k 4.17
Steel Dynamics (STLD) 0.0 $444k 32k 13.72
Ashland 0.0 $445k 5.5k 80.28
MannKind Corporation 0.0 $368k 159k 2.31
United Therapeutics Corporation (UTHR) 0.0 $457k 8.5k 53.54
Dendreon Corporation 0.0 $379k 72k 5.28
SPDR S&P Homebuilders (XHB) 0.0 $462k 17k 26.59
E TRADE Financial Corporation 0.0 $337k 38k 8.93
Principal Financial (PFG) 0.0 $331k 12k 28.53
Affiliated Managers (AMG) 0.0 $365k 2.8k 130.17
Zale Corporation 0.0 $267k 65k 4.10
Nextera Energy (NEE) 0.0 $325k 4.7k 69.00
iShares MSCI EAFE Index Fund (EFA) 0.0 $302k 5.3k 56.61
Leap Wireless International 0.0 $273k 41k 6.65
Dell 0.0 $307k 30k 10.13
First Solar (FSLR) 0.0 $349k 11k 30.88
Netflix (NFLX) 0.0 $340k 3.7k 92.64
Zimmer Holdings (ZBH) 0.0 $316k 4.7k 66.88
FelCor Lodging Trust Incorporated 0.0 $339k 73k 4.67
iShares NASDAQ Biotechnology Index (IBB) 0.0 $361k 2.6k 136.90
Cal Dive International (CDVIQ) 0.0 $355k 205k 1.73
Canadian Solar (CSIQ) 0.0 $306k 90k 3.40
P.H. Glatfelter Company 0.0 $335k 19k 17.45
Knight Capital 0.0 $273k 78k 3.51
United States Steel Corporation 0.0 $265k 11k 23.81
Headwaters Incorporated 0.0 $342k 40k 8.57
Volterra Semiconductor Corporation 0.0 $311k 18k 17.13
Casella Waste Systems (CWST) 0.0 $306k 70k 4.38
Globecomm Systems 0.0 $324k 29k 11.29
Gramercy Capital 0.0 $353k 120k 2.94
Bon-Ton Stores (BONTQ) 0.0 $282k 23k 12.14
Navistar International Corporation 0.0 $336k 15k 21.78
Limelight Networks 0.0 $274k 124k 2.21
BioDelivery Sciences International 0.0 $302k 70k 4.30
Green Plains Renewable Energy (GPRE) 0.0 $350k 44k 7.91
Mellanox Technologies 0.0 $324k 5.5k 59.45
Oclaro 0.0 $307k 196k 1.57
Emeritus Corporation 0.0 $329k 13k 24.74
Industries N shs - a - (LYB) 0.0 $342k 6.0k 57.00
Xilinx Inc sdcv 3.125% 3/1 0.0 $301k 237k 1.27
Meritor 0.0 $269k 57k 4.73
Xpo Logistics Inc equity (XPO) 0.0 $279k 16k 17.46
Pioneer Energy Services 0.0 $274k 38k 7.23
Forest Oil Corporation 0.0 $260k 39k 6.69
Helmerich & Payne (HP) 0.0 $227k 4.1k 55.71
Novo Nordisk A/S (NVO) 0.0 $210k 1.3k 163.42
Interpublic Group Cos Inc note 4.750% 3/1 0.0 $243k 236k 1.03
American Superconductor Corporation 0.0 $232k 88k 2.63
Geron Corporation (GERN) 0.0 $231k 164k 1.41
Greenbrier Companies (GBX) 0.0 $159k 9.9k 16.11
iShares Barclays TIPS Bond Fund (TIP) 0.0 $183k 1.5k 121.59
COLDWATER Creek 0.0 $255k 53k 4.80
Kinross Gold Corp note 1.750% 3/1 0.0 $80k 80k 1.00
Cumulus Media 0.0 $84k 31k 2.69
Radian (RDN) 0.0 $97k 16k 6.10
Goldcorp 0.0 $126k 3.4k 37.03
Alza Corp sdcv 7/2 0.0 $57k 57k 1.00
ION Geophysical Corporation 0.0 $82k 13k 6.57
Sigma Designs 0.0 $121k 23k 5.18
VAALCO Energy (EGY) 0.0 $110k 13k 8.65
Rentech 0.0 $63k 24k 2.64
Santarus 0.0 $155k 14k 10.98
Smith & Wesson Holding Corporation 0.0 $91k 11k 8.46
Northstar Realty Finance 0.0 $75k 11k 7.05
Aurizon Mines 0.0 $62k 18k 3.45
Silvercorp Metals (SVM) 0.0 $62k 12k 5.11
Dominion Res Inc Va New debt 0.0 $110k 73k 1.51
iShares Lehman Aggregate Bond (AGG) 0.0 $97k 870.00 111.49
Nevsun Res 0.0 $69k 16k 4.34
Teva Pharm Finance Llc Cvt cv bnd 0.0 $53k 52k 1.02
Nordion 0.0 $65k 10k 6.43
WisdomTree Investments (WT) 0.0 $68k 11k 6.14
Demand Media 0.0 $97k 10k 9.39
Servicesource 0.0 $82k 14k 5.87
Fortuna Silver Mines 0.0 $59k 14k 4.16
Annaly Cap Mgmt Inc note 5.000% 5/1 0.0 $67k 66k 1.02
Lam Research Corp note 0.500% 5/1 0.0 $93k 97k 0.96
PHH Corporation 0.0 $999.880000 28.00 35.71
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.0 $46k 44k 1.05
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $44k 18k 2.44
Viropharma Inc note 2.000% 3/1 0.0 $17k 12k 1.42
Sothebys note 3.125% 6/1 0.0 $38k 35k 1.09
iShares Russell 2000 Value Index (IWN) 0.0 $18k 240.00 75.00
iShares Russell 2000 Growth Index (IWO) 0.0 $18k 190.00 94.74