SSI Investment Management

SSI Investment Management as of March 31, 2013

Portfolio Holdings for SSI Investment Management

SSI Investment Management holds 371 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 5.3 $61M 392k 156.67
Microchip Technology Inc sdcv 2.125%12/1 1.5 $18M 13M 1.42
Priceline.com debt 1.000% 3/1 1.5 $17M 16M 1.10
Novellus Systems, Inc. note 2.625% 5/1 1.5 $17M 13M 1.36
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $16M 13M 1.20
Verisign Inc sdcv 3.250% 8/1 1.3 $15M 10M 1.48
General Cable Corp Del New frnt 4.500% 11/1 1.3 $15M 12M 1.25
Gilead Sciences conv 1.3 $15M 6.8M 2.17
Bank Of America Corporation preferred (BAC.PL) 1.2 $14M 12k 1215.93
Omnicare Cap Tr Ii pfd b tr 4.00% 1.2 $14M 277k 51.30
Wesco Intl Inc dbcv 6.000% 9/1 1.2 $14M 5.3M 2.63
Gilead Sciences conv 1.2 $14M 6.4M 2.17
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 1.2 $14M 9.5M 1.42
Keycorp New pfd 7.75% sr a 1.1 $13M 97k 129.60
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.1 $13M 254k 49.39
Sba Communications Corp note 4.000%10/0 1.1 $12M 5.1M 2.40
D R Horton Inc note 2.000% 5/1 1.0 $12M 6.2M 1.89
Virgin Media Inc note 6.500%11/1 1.0 $12M 4.5M 2.63
Western Refng Inc note 5.750% 6/1 1.0 $12M 3.3M 3.64
Cobalt Intl Energy Inc note 1.0 $12M 10M 1.12
Covanta Holding Conv conv bnd 1.0 $11M 8.9M 1.29
Wells Fargo & Company mtnf 0.125% 3/0 0.9 $11M 9.7M 1.13
Aspen Insurance Holdings Ltd pfd prp inc eq 0.9 $10M 155k 66.12
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.9 $10M 7.8k 1289.04
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $10M 7.1M 1.42
Micron Technology Inc. conv 0.9 $10M 8.6M 1.16
Synovus Finl Corp unit 99/99/9999 0.8 $9.8M 403k 24.35
Mgm Mirage conv 0.8 $9.8M 9.0M 1.09
Cemex Sab De Cv conv bnd 0.8 $9.5M 7.0M 1.35
Equinix Inc note 3.000%10/1 0.8 $9.4M 4.7M 2.01
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.8 $8.8M 7.4M 1.19
Sterlite Inds India Ltd note 4.000%10/3 0.7 $8.5M 8.7M 0.98
Peabody Energy Corp sdcv 4.750%12/1 0.7 $8.4M 10M 0.82
Ford Mtr Co Del note 4.250%11/1 0.7 $8.2M 5.1M 1.60
Affiliated Managers Group note 3.950% 8/1 0.7 $8.0M 6.5M 1.24
Radian Group Inc note 0.7 $8.0M 6.6M 1.21
General Mtrs Co jr pfd cnv srb 0.7 $7.9M 184k 42.94
Stillwater Mng Co note 1.750%10/1 0.7 $7.8M 6.6M 1.19
E M C Corp Mass note 1.750%12/0 0.7 $7.7M 5.2M 1.49
Walter Invt Mgmt Corp note 0.7 $7.8M 7.3M 1.07
Regis Corp Minn note 5.000% 7/1 0.7 $7.7M 6.0M 1.28
Apple (AAPL) 0.6 $6.9M 16k 442.79
Sandisk Corp note 1.500% 8/1 0.6 $7.0M 5.4M 1.29
Webmd Health Conv Sr Notes conv 0.6 $6.9M 7.5M 0.92
Health Care Reit Inc note 3.000%12/0 0.6 $6.8M 5.2M 1.32
Boston Pptys Ltd Partnership note 3.750% 5/1 0.6 $6.7M 6.5M 1.03
Cadence Design Sys Cvt 2.625 6 convert 0.6 $6.6M 3.5M 1.88
Ryland Group note 0.6 $6.6M 4.4M 1.48
Volcano Corporation note 1.750%12/0 0.6 $6.3M 6.4M 0.99
General Electric Company 0.5 $6.1M 265k 23.12
GAME Technolog debt 0.5 $6.0M 5.5M 1.08
Alere 0.5 $6.0M 25k 239.00
National Finl Partners Corp note 4.000% 6/1 0.5 $6.0M 3.3M 1.85
Continental Airls Inc note 4.500% 1/1 0.5 $5.9M 3.3M 1.79
Exxon Mobil Corporation (XOM) 0.5 $5.9M 65k 90.13
Newmont Mining Corp Cvt cv bnd 0.5 $5.9M 4.8M 1.23
Forestar Group Inc note 0.5 $5.8M 5.0M 1.16
Phh Corp cnv 0.5 $5.8M 3.0M 1.93
Electronic Arts Inc conv 0.5 $5.8M 6.0M 0.97
CUBIST PHARM CONVERTIBLE security 0.5 $5.6M 3.3M 1.71
Knight Capital Group Inc. 3.50% dbcv 0.5 $5.7M 5.8M 0.99
Omnicom Group Inc note 7/0 0.5 $5.5M 4.7M 1.18
TAKE-TWO INTER CONVERTIBLE security 0.5 $5.4M 3.5M 1.55
Standard Pacific Corp cnv 0.5 $5.4M 4.3M 1.28
Symantec Corp note 1.000% 6/1 0.5 $5.3M 4.1M 1.29
Kb Home note 0.5 $5.3M 4.9M 1.10
Netapp Inc note 1.750% 6/0 0.5 $5.2M 4.8M 1.09
Prologis Inc note 3.250% 3/1 0.5 $5.2M 4.6M 1.15
Hologic Inc frnt 2.000%12/1 0.4 $4.9M 4.1M 1.21
Thrx 2 1/8 01/15/23 0.4 $5.0M 4.5M 1.10
Cien 4 12/15/20 0.4 $4.8M 4.0M 1.19
JPMorgan Chase & Co. (JPM) 0.4 $4.6M 98k 47.46
Nuvasive Inc. conv 0.4 $4.6M 4.8M 0.97
Encore Capital Group note 3.000%11/2 0.4 $4.6M 4.0M 1.14
Linear Technology Corp note 3.000% 5/0 0.4 $4.4M 4.1M 1.07
Ares Capital Corp 5.125 2016 conv 0.4 $4.4M 4.1M 1.07
Goodyear Tire Rubr Pfd 5.875% p 0.4 $4.3M 99k 43.53
Unisys Corp 6.25% Cv Pfd A cvp 0.4 $4.2M 65k 65.20
Ares Capital Corp 5.75 16 convert 0.4 $4.2M 3.9M 1.08
United Technol conv prf 0.4 $4.1M 69k 59.90
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.4 $4.1M 3.5M 1.18
Arcelormittal Sa Luxembourg mand cv nt 16 0.4 $4.2M 198k 21.01
Alpha Natural Resources Inc note 2.375% 4/1 0.3 $4.0M 4.3M 0.95
Liberty Media Corp New deb 3.125% 3/3 0.3 $4.1M 2.5M 1.62
Lifepoint Hospitals Inc note 3.500% 5/1 0.3 $4.1M 3.8M 1.09
Archer Daniels Midland Co note 0.875% 2/1 0.3 $4.0M 4.0M 1.01
Pfizer (PFE) 0.3 $4.1M 142k 28.86
United States Stl Corp New note 4.000% 5/1 0.3 $4.0M 3.8M 1.04
Chiquita Brands Intl Inc note 4.250% 8/1 0.3 $4.1M 4.5M 0.91
Hawaiian Holdings Inc conv 0.3 $4.0M 3.8M 1.07
Bottomline Tech Del Inc note 1.500%12/0 0.3 $4.1M 3.5M 1.17
Goodrich Pete Corp note 5.000%10/0 0.3 $4.0M 4.0M 0.99
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $3.9M 3.8M 1.03
Dendreon Corp note 0.3 $3.9M 5.0M 0.78
Forest City Enterprises conv 0.3 $3.9M 3.5M 1.11
Dryships Inc. note 5.000%12/0 0.3 $3.9M 4.5M 0.86
Procter & Gamble Company (PG) 0.3 $3.8M 49k 77.01
Huntington Bancshares Inc pfd conv ser a 0.3 $3.8M 3.0k 1274.67
Citigroup (C) 0.3 $3.8M 86k 44.24
Stanley Black & Decker Inc unit 99/99/9999 0.3 $3.7M 29k 126.61
Horsehead Hldg Corp note 3.800% 7/0 0.3 $3.8M 3.8M 1.00
Fifth Third Bancorp cnv pfd dep1/250 0.3 $3.6M 25k 142.68
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.3 $3.5M 3.3M 1.08
Ppl Corp unit 99/99/9999 0.3 $3.6M 65k 54.89
Mentor Graphics 4% 2031 conv 0.3 $3.6M 3.1M 1.17
L-3 Communications Corp debt 3.000% 8/0 0.3 $3.5M 3.4M 1.01
Google 0.3 $3.5M 4.4k 794.48
Newpark Res Inc note 4.000%10/0 0.3 $3.5M 3.0M 1.17
Johnson & Johnson (JNJ) 0.3 $3.3M 40k 81.50
Chevron Corporation (CVX) 0.3 $3.1M 26k 118.83
Live Nation Entertainment In note 2.875% 7/1 0.3 $3.0M 3.0M 1.00
At&t (T) 0.3 $3.0M 83k 36.70
Sba Communications Corp note 1.875% 5/0 0.2 $2.9M 1.7M 1.72
Schlumberger (SLB) 0.2 $2.9M 39k 74.84
EMC Corporation 0.2 $2.9M 120k 23.90
Exelixis Inc cnv 0.2 $2.9M 2.9M 0.99
Gt Advanced Technologies Inc conv 0.2 $2.9M 3.8M 0.76
Comcast Corporation (CMCSA) 0.2 $2.7M 65k 41.97
Microsoft Corporation (MSFT) 0.2 $2.8M 99k 28.61
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $2.8M 2.2M 1.29
Greenbrier Co Inc conv bnd 0.2 $2.8M 2.8M 1.00
Cisco Systems (CSCO) 0.2 $2.7M 129k 20.89
Qualcomm (QCOM) 0.2 $2.6M 39k 66.94
Akorn Inc note 3.500% 6/0 0.2 $2.6M 1.5M 1.73
Fidelity National Finance conv 0.2 $2.7M 2.0M 1.35
Tyson Foods Inc note 3.250%10/1 0.2 $2.5M 1.7M 1.48
Intel Corp sdcv 0.2 $2.5M 2.4M 1.06
Agco Corp note 1.250%12/1 0.2 $2.6M 2.0M 1.30
Pioneer Nat Res Co note 2.875% 1/1 0.2 $2.4M 1.1M 2.16
Berkshire Hathaway (BRK.B) 0.2 $2.4M 23k 104.22
Intel Corporation (INTC) 0.2 $2.4M 110k 21.84
American Capital Agency 0.2 $2.4M 74k 32.76
Note 3.50 0.2 $2.4M 1.3M 1.79
Apache Corp. 6% Mandatory Conv pfd cv 0.2 $2.4M 54k 44.59
Jetblue Airways Corp dbcv 6.750%10/1 0.2 $2.3M 1.5M 1.53
Wells Fargo & Company (WFC) 0.2 $2.4M 64k 36.98
Developers Diversified Rlty note 1.750%11/1 0.2 $2.3M 2.0M 1.19
Nuance Communications Inc dbcv 2.750% 8/1 0.2 $2.2M 1.8M 1.22
Coca-Cola Company (KO) 0.2 $2.2M 55k 40.41
Amgen (AMGN) 0.2 $2.2M 21k 102.40
International Business Machines (IBM) 0.2 $2.2M 10k 213.31
UnitedHealth (UNH) 0.2 $2.2M 38k 57.21
Phh Corp note 4.000% 9/0 0.2 $2.2M 2.0M 1.10
Old Republic Intl Corp note 0.2 $2.2M 2.0M 1.12
Beazer Homes Pfd 7.5% 2015 pfd cv 0.2 $2.2M 80k 27.04
Allegheny Technologies Inc note 4.250% 6/0 0.2 $2.1M 2.0M 1.07
CVS Caremark Corporation (CVS) 0.2 $2.1M 38k 55.00
Occidental Petroleum Corporation (OXY) 0.2 $2.1M 27k 78.33
Philip Morris International (PM) 0.2 $2.0M 22k 92.82
Lam Research Corp conv 0.2 $2.1M 2.0M 1.07
Mgic Investment Corp note 0.2 $2.1M 2.1M 1.02
Trinity Inds Inc note 3.875% 6/0 0.2 $1.9M 1.6M 1.21
FedEx Corporation (FDX) 0.2 $2.0M 20k 98.07
Wal-Mart Stores (WMT) 0.2 $2.0M 26k 74.80
Home Depot (HD) 0.2 $2.0M 28k 69.78
Merck & Co (MRK) 0.2 $2.0M 44k 44.16
United Technologies Corporation 0.2 $1.9M 20k 93.37
Alcoa Inc debt 0.2 $2.0M 1.5M 1.38
Alere Inc note 3.000% 5/1 0.2 $2.0M 2.0M 0.98
Chart Industries 2% conv 0.2 $2.0M 1.5M 1.35
Navistar Intl Corp New note 3.000%10/1 0.2 $1.8M 1.8M 1.02
Exterran Hldgs Inc note 4.250% 6/1 0.2 $1.9M 1.5M 1.27
Broadcom Corporation 0.2 $1.8M 52k 34.65
Celgene Corporation 0.2 $1.8M 16k 115.75
Thompson Creek Metal unit 99/99/9999 0.2 $1.8M 109k 16.47
Starwood Property Trust note 0.2 $1.8M 1.6M 1.10
Bank of America Corporation (BAC) 0.1 $1.7M 144k 12.17
McDonald's Corporation (MCD) 0.1 $1.7M 17k 99.59
Altria (MO) 0.1 $1.7M 50k 34.39
Target Corporation (TGT) 0.1 $1.7M 25k 68.49
Oracle Corporation (ORCL) 0.1 $1.7M 54k 32.33
American International (AIG) 0.1 $1.7M 45k 38.80
Danaher Corp Del debt 0.1 $1.7M 931k 1.81
Radian Group Inc note 3.000%11/1 0.1 $1.7M 1.4M 1.21
Rayonier Inc conv 0.1 $1.7M 960k 1.80
Mondelez Int (MDLZ) 0.1 $1.7M 56k 30.64
National Retail Properties I note 5.125% 6/1 0.1 $1.6M 1.2M 1.40
Chesapeake Energy Corp note 2.500% 5/1 0.1 $1.7M 1.7M 0.96
Range Resources (RRC) 0.1 $1.7M 20k 81.07
3M Company (MMM) 0.1 $1.7M 16k 106.19
Verizon Communications (VZ) 0.1 $1.6M 33k 49.10
Anadarko Petroleum Corporation 0.1 $1.7M 19k 87.49
Pepsi (PEP) 0.1 $1.7M 21k 79.21
TJX Companies (TJX) 0.1 $1.6M 34k 46.73
Simon Property (SPG) 0.1 $1.7M 11k 158.65
Level 3 Communications Inc note 6.500%10/0 0.1 $1.6M 1.2M 1.33
Walt Disney Company (DIS) 0.1 $1.5M 26k 56.74
News Corporation 0.1 $1.5M 51k 30.50
Starbucks Corporation (SBUX) 0.1 $1.5M 27k 57.07
Pinnacle West Capital Corporation (PNW) 0.1 $1.5M 25k 57.98
Airtran Hldgs Inc note 5.250%11/0 0.1 $1.5M 1.0M 1.45
Express Scripts Holding 0.1 $1.5M 26k 57.53
PNC Financial Services (PNC) 0.1 $1.4M 21k 66.70
Foot Locker 0.1 $1.4M 40k 34.21
National-Oilwell Var 0.1 $1.4M 19k 70.62
Freeport-McMoRan Copper & Gold (FCX) 0.1 $1.4M 43k 33.15
Fifth Third Ban (FITB) 0.1 $1.4M 85k 16.32
D.R. Horton (DHI) 0.1 $1.4M 56k 24.27
ConAgra Foods (CAG) 0.1 $1.4M 38k 35.81
Kinder Morgan (KMI) 0.1 $1.4M 36k 38.70
Directv 0.1 $1.4M 24k 56.67
Boeing Company (BA) 0.1 $1.3M 15k 85.96
International Paper Company (IP) 0.1 $1.3M 28k 46.61
McKesson Corporation (MCK) 0.1 $1.3M 12k 108.00
Capital One Financial (COF) 0.1 $1.3M 24k 55.03
Honeywell International (HON) 0.1 $1.2M 16k 75.31
Visa (V) 0.1 $1.2M 7.4k 169.57
Dean Foods Company 0.1 $1.3M 70k 18.15
CF Industries Holdings (CF) 0.1 $1.3M 6.8k 190.48
Home Properties 0.1 $1.3M 21k 63.44
Fortinet (FTNT) 0.1 $1.3M 56k 23.71
Industries N shs - a - (LYB) 0.1 $1.3M 21k 63.32
Helix Energy Solutions note 0.1 $1.3M 1.0M 1.23
Actavis 0.1 $1.3M 14k 92.20
Alliance Data Systems Corp note 1.750% 8/0 0.1 $1.2M 573k 2.05
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.2M 792k 1.51
CSX Corporation (CSX) 0.1 $1.1M 45k 24.65
United Parcel Service (UPS) 0.1 $1.2M 14k 85.89
Valero Energy Corporation (VLO) 0.1 $1.1M 24k 45.51
Thermo Fisher Scientific (TMO) 0.1 $1.1M 15k 76.50
Gilead Sciences (GILD) 0.1 $1.1M 23k 48.95
Marathon Oil Corporation (MRO) 0.1 $1.2M 36k 33.78
Amazon (AMZN) 0.1 $1.2M 4.4k 266.09
Owens-Illinois 0.1 $1.2M 44k 26.62
Akorn 0.1 $1.2M 87k 13.83
Teleflex Inc note 3.875% 8/0 0.1 $1.2M 817k 1.44
Mylan Inc note 3.750% 9/1 0.1 $1.1M 507k 2.21
Molycorp Inc conv bnd 0.1 $1.2M 1.9M 0.61
Kraft Foods 0.1 $1.2M 23k 51.59
Chubb Corporation 0.1 $1.1M 12k 87.67
CMS Energy Corporation (CMS) 0.1 $984k 35k 27.95
Portland General Electric Company (POR) 0.1 $1.0M 33k 30.33
Discover Financial Services 0.1 $1.1M 24k 44.83
Bristol Myers Squibb (BMY) 0.1 $1.0M 24k 41.16
Kimberly-Clark Corporation (KMB) 0.1 $1.0M 11k 98.00
Ross Stores (ROST) 0.1 $1.1M 18k 60.66
Allstate Corporation (ALL) 0.1 $1.0M 21k 49.07
Macy's (M) 0.1 $1.0M 25k 41.79
Maxim Integrated Products 0.1 $1.0M 32k 32.65
Accenture (ACN) 0.1 $1.0M 14k 75.98
Ares Capital Corporation (ARCC) 0.1 $1.0M 58k 18.12
DTE Energy Company (DTE) 0.1 $1.0M 15k 68.43
Teradyne (TER) 0.1 $1.1M 66k 16.23
Rayonier (RYN) 0.1 $1.0M 17k 59.68
Loews Corporation (L) 0.1 $881k 20k 44.05
Time Warner 0.1 $929k 16k 57.61
Medtronic Inc note 1.625% 4/1 0.1 $921k 921k 1.00
Costco Wholesale Corporation (COST) 0.1 $942k 8.9k 106.00
Devon Energy Corporation (DVN) 0.1 $883k 16k 56.41
Hologic (HOLX) 0.1 $931k 41k 22.60
Emerson Electric (EMR) 0.1 $910k 16k 56.04
Nike (NKE) 0.1 $880k 15k 59.00
Parker-Hannifin Corporation (PH) 0.1 $915k 10k 91.60
Ford Motor Company (F) 0.1 $958k 73k 13.14
Public Service Enterprise (PEG) 0.1 $883k 26k 34.36
MetLife (MET) 0.1 $947k 25k 38.02
Omega Healthcare Investors (OHI) 0.1 $869k 29k 30.36
Alexion Pharmaceuticals 0.1 $903k 9.8k 92.17
SM Energy (SM) 0.1 $972k 16k 59.26
Cobalt Intl Energy 0.1 $871k 31k 28.16
United Rentals Inc note 4.000%11/1 0.1 $913k 184k 4.96
Mosaic (MOS) 0.1 $891k 15k 59.52
Ellie Mae 0.1 $897k 37k 24.04
Salesforce Com Inc note 0.750% 1/1 0.1 $909k 433k 2.10
Micron Technology Inc Mu Cvt 1 convert 0.1 $892k 841k 1.06
American Tower Reit (AMT) 0.1 $930k 12k 76.99
Ensco Plc Shs Class A 0.1 $927k 15k 60.12
Annaly Cap Mgmt Inc note 5.000% 5/1 0.1 $957k 929k 1.03
Abbvie (ABBV) 0.1 $965k 24k 40.77
Caci Intl Inc note 2.125% 5/0 0.1 $797k 705k 1.13
Gilead Sciences Inc note 0.625% 5/0 0.1 $815k 317k 2.57
Molina Healthcare Inc note 3.750%10/0 0.1 $843k 714k 1.18
Molson Coors Brewing Co note 2.500% 7/3 0.1 $820k 796k 1.03
U.S. Bancorp (USB) 0.1 $780k 23k 33.95
Abbott Laboratories (ABT) 0.1 $834k 24k 35.24
PPG Industries (PPG) 0.1 $752k 5.6k 133.93
Travelers Companies (TRV) 0.1 $831k 9.9k 84.13
Union Pacific Corporation (UNP) 0.1 $789k 5.5k 142.34
Morgan Stanley (MS) 0.1 $850k 39k 22.02
CenturyLink 0.1 $794k 23k 35.18
Health Care REIT 0.1 $794k 12k 67.93
priceline.com Incorporated 0.1 $794k 1.2k 687.45
Questcor Pharmaceuticals 0.1 $810k 25k 32.54
BioMed Realty Trust 0.1 $858k 40k 21.60
Brandywine Realty Trust (BDN) 0.1 $862k 58k 14.85
Laboratory Corp Amer Hldgs debt 0.1 $786k 655k 1.20
Newmont Mining Corp note 1.250% 7/1 0.1 $846k 755k 1.12
Invesco Mortgage Capital 0.1 $817k 38k 21.43
ARMOUR Residential REIT 0.1 $774k 119k 6.53
On Semiconductor Corp note 2.625%12/1 0.1 $791k 700k 1.13
Uthr 1 09/15/16 0.1 $843k 615k 1.37
Goldman Sachs (GS) 0.1 $742k 5.0k 147.22
MasterCard Incorporated (MA) 0.1 $734k 1.4k 541.70
Caterpillar (CAT) 0.1 $700k 8.1k 86.76
Eli Lilly & Co. (LLY) 0.1 $741k 13k 56.88
Microchip Technology (MCHP) 0.1 $745k 20k 36.78
Medtronic 0.1 $734k 16k 46.99
Endo Pharmaceuticals 0.1 $676k 22k 30.77
Colgate-Palmolive Company (CL) 0.1 $726k 6.1k 118.09
eBay (EBAY) 0.1 $656k 12k 54.25
American Electric Power Company (AEP) 0.1 $735k 15k 48.61
Agilent Technologies Inc C ommon (A) 0.1 $660k 16k 41.98
Invesco (IVZ) 0.1 $744k 26k 28.95
SanDisk Corporation 0.1 $659k 12k 54.95
SPDR S&P MidCap 400 ETF (MDY) 0.1 $656k 3.1k 209.58
Sanchez Energy Corp C ommon stocks 0.1 $684k 34k 19.94
Sarepta Therapeutics (SRPT) 0.1 $745k 20k 36.99
Dollar Finl Corp note 3.000% 4/0 0.1 $567k 525k 1.08
ConocoPhillips (COP) 0.1 $521k 8.7k 60.11
Energy Xxi 0.1 $524k 19k 27.22
Goldcorp Inc New note 2.000% 8/0 0.0 $479k 461k 1.04
Monsanto Company 0.0 $436k 4.1k 105.52
Baxter International (BAX) 0.0 $453k 6.2k 72.49
KB Home (KBH) 0.0 $434k 20k 21.75
Dow Chemical Company 0.0 $407k 13k 31.80
Eastman Chemical Company (EMN) 0.0 $436k 6.2k 69.77
Halliburton Company (HAL) 0.0 $419k 10k 40.37
Royal Dutch Shell 0.0 $426k 6.6k 65.04
Lowe's Companies (LOW) 0.0 $412k 11k 38.09
M/I Homes (MHO) 0.0 $419k 17k 24.45
Gramercy Capital 0.0 $453k 87k 5.21
Dana Holding Corporation (DAN) 0.0 $447k 25k 17.82
Xilinx Inc sdcv 3.125% 3/1 0.0 $405k 302k 1.34
Nextera Energy (NEE) 0.0 $366k 4.7k 77.71
Leap Wireless International 0.0 $352k 60k 5.89
K-Swiss 0.0 $349k 74k 4.75
Alliance One International 0.0 $352k 90k 3.90
Overstock (BBBY) 0.0 $352k 29k 12.36
First Solar (FSLR) 0.0 $329k 12k 26.97
Netflix (NFLX) 0.0 $360k 1.9k 189.47
Ashford Hospitality Trust 0.0 $359k 29k 12.36
FelCor Lodging Trust Incorporated 0.0 $367k 62k 5.97
Alpha Natural Resources 0.0 $354k 43k 8.20
Rite Aid Corporation 0.0 $346k 182k 1.90
FreightCar America (RAIL) 0.0 $356k 16k 21.85
Barnes & Noble 0.0 $342k 21k 16.47
Ferro Corporation 0.0 $357k 53k 6.76
iShares Russell 2000 Index (IWM) 0.0 $339k 3.6k 94.43
Delcath Systems 0.0 $367k 203k 1.81
PolyOne Corporation 0.0 $328k 13k 24.42
Vanda Pharmaceuticals (VNDA) 0.0 $364k 93k 3.92
American Superconductor Corporation 0.0 $343k 129k 2.67
FormFactor (FORM) 0.0 $327k 70k 4.71
United States Steel Corporation 0.0 $339k 17k 19.52
Basic Energy Services 0.0 $343k 25k 13.67
Carmike Cinemas 0.0 $335k 19k 18.13
Goodrich Petroleum Corporation 0.0 $338k 22k 15.65
Gen 0.0 $370k 28k 13.30
Bon-Ton Stores (BONTQ) 0.0 $330k 25k 13.00
Navistar International Corporation 0.0 $319k 9.2k 34.56
Emeritus Corporation 0.0 $328k 12k 27.77
Trius Therapeutics 0.0 $348k 51k 6.84
Zogenix 0.0 $338k 188k 1.80
VELTI PLC ST Helier 0.0 $345k 174k 1.99
Sunpower (SPWRQ) 0.0 $333k 29k 11.52
XOMA CORP Common equity shares 0.0 $351k 101k 3.49
Affiliated Managers (AMG) 0.0 $235k 1.5k 152.60
Ryland 0.0 $219k 5.3k 41.41
Digital Realty Trust (DLR) 0.0 $226k 3.4k 66.86
Mbia (MBI) 0.0 $286k 28k 10.28
Jabil Circuit (JBL) 0.0 $208k 11k 18.45
CBL & Associates Properties 0.0 $222k 9.5k 23.49
Callaway Golf Company (MODG) 0.0 $91k 14k 6.62
Alza Corp sdcv 7/2 0.0 $64k 57k 1.12
Dominion Res Inc Va New debt 0.0 $123k 73k 1.68
Lam Research Corp note 0.500% 5/1 0.0 $155k 152k 1.02
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $46k 15k 3.07
Sothebys note 3.125% 6/1 0.0 $25k 22k 1.14
Prospect Capital Corp note 6.250%12/1 0.0 $34k 31k 1.10
Apollo Invt Corp note 5.750% 1/1 0.0 $34k 32k 1.06
Rwt 4 5/8 04/15/18 0.0 $26k 24k 1.08