-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DVTZBv9sLmW6SjwKONr0qxWWRoBUzt6D7w9XpJxlhElxpP4tq1ni8DUqYsz1L32v VKdSc0GjixgRNjgv8xoHhg== 0001172661-10-000063.txt : 20100209 0001172661-10-000063.hdr.sgml : 20100209 20100209091506 ACCESSION NUMBER: 0001172661-10-000063 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100209 DATE AS OF CHANGE: 20100209 EFFECTIVENESS DATE: 20100209 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SSI INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000938487 IRS NUMBER: 952913505 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04720 FILM NUMBER: 10582525 BUSINESS ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLEY HILLS STATE: CA ZIP: 90210 BUSINESS PHONE: 3105952000 MAIL ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLY HILLS STATE: CA ZIP: 90210 13F-HR 1 ssi4q09.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: SSI Investment Management Address: 9440 Santa Monica Blvd. 8th Fl Beverly Hills, CA 90210 13F File Number: 28-04720 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Syed Mehdi Title: Chief Operating Officer & Chief Compliance Officer Phone: 310.595.2001 Signature, Place, and Date of Signing: Syed Mehdi Beverly Hills, CA February 09, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 403 Form13F Information Table Value Total: $1,147,577 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 502 6070 SH SOLE 6070 0 0 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 8284 12250000 PRN SOLE 12250000 0 0 ABBOTT LABS COM 002824100 1392 25778 SH SOLE 25778 0 0 ACE LTD SHS H0023R105 1488 29524 SH SOLE 29524 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 3238 3598000 PRN DEFINED 0 0 3598000 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 6165 6850000 PRN SOLE 6850000 0 0 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 513 521000 PRN SOLE 521000 0 0 AFFILIATED MGRS CVT PFD 5.10% / $2.55 00169X203 3550 89305 SH DEFINED 0 0 89305 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 272 250000 PRN SOLE 250000 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 2481 1488000 PRN DEFINED 0 0 1488000 ALCOA INC NOTE 5.250% 3/1 013817AT8 2080 802000 PRN DEFINED 0 0 802000 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 2620 1888000 PRN DEFINED 0 0 1888000 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 3023 2626000 PRN DEFINED 0 0 2626000 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 3174 2793000 PRN DEFINED 0 0 2793000 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 3938 3485000 PRN DEFINED 0 0 3485000 ALPHA NATURAL RESOURCES INC COM 02076X102 2739 63131 SH SOLE 63131 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1690 35966 SH SOLE 35966 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 296 262000 PRN DEFINED 0 0 262000 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 3129 2589000 PRN DEFINED 0 0 2589000 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 4835 4000000 PRN SOLE 4000000 0 0 AMERICAN TOWER CORP CL A 029912201 525 12155 SH SOLE 12155 0 0 AMERIPRISE FINL INC COM 03076C106 6 144 SH SOLE 144 0 0 AMG 5.15% 10/15/37 PFD Prefer 00170F209 12141 375000 SH SOLE 375000 0 0 AMGEN INC COM 031162100 830 14675 SH SOLE 14675 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 202 205000 PRN DEFINED 0 0 205000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 4164 4138000 PRN DEFINED 0 0 4138000 AMKOR TECH CVT SR NTS 144AII 6.000% 04-15-2 031652AY6 629 250000 PRN DEFINED 0 0 250000 AMR 6.25% 10/15/2014 Conver 001765BC9 4145 4000000 PRN SOLE 4000000 0 0 AMR CORPORATION CVT SR NTS 6.250% 10-15-2 001765BC9 3469 3348000 PRN DEFINED 0 0 3348000 ANADARKO PETE CORP COM 032511107 1889 30263 SH SOLE 30263 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 2170 2948000 PRN DEFINED 0 0 2948000 ANNALY CAP MGMT INC COM 035710409 2566 147906 SH SOLE 147906 0 0 AOL INC COM 00184X105 0 20 SH SOLE 20 0 0 APOLLO INVT CORP COM 03761U106 517 54215 SH SOLE 54215 0 0 APPLE INC COM 037833100 4360 20690 SH SOLE 20690 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 1817 1097000 PRN DEFINED 0 0 1097000 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 253 242000 PRN DEFINED 0 0 242000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 3152 72275 SH DEFINED 0 0 72275 ARCSIGHT INC COM 039666102 752 29408 SH SOLE 29408 0 0 ARE 7.00% PFD SERIES D Prefer 15271505 12947 596624 SH SOLE 596624 0 0 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 2633 3000000 PRN SOLE 3000000 0 0 ASSURED GUARANTY CVT EQY UNITS 8.50% / $4.25 G0585R122 3162 34950 PRN DEFINED 0 0 34950 ATPG 8.00% PFD Prefer 00208J702 4976 47500 SH SOLE 47500 0 0 AVIS BUDGET GR CVT SR NT 144A 3.500% 10-01-2 053774AA3 1555 1430000 PRN DEFINED 0 0 1430000 BAC CAP TRUST II 7% PFD Prefer 55188205 11 500 SH SOLE 500 0 0 BAC CAP TRUST III 7% PFD Prefer 05518E202 2 100 SH SOLE 100 0 0 BANK OF AMER NON CUM CVT PFD 7.25% / $72.50 060505682 4029 4578 SH DEFINED 0 0 4578 BANK OF AMERICA CORPORATION COM 060505104 1167 77461 SH SOLE 77461 0 0 BAXTER INTL INC COM 071813109 981 16717 SH SOLE 16717 0 0 BECKMAN COULTER CVT SR NT 144A 2.500% 12-15-2 075811AC3 1031 900000 PRN DEFINED 0 0 900000 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 2692 2351000 PRN DEFINED 0 0 2351000 BEMIS INC COM 081437105 1504 50710 SH SOLE 50710 0 0 BEST BUY INC SDCV 2.250% 1/1 086516AF8 241 225000 PRN DEFINED 0 0 225000 BEST BUY INC COM 086516101 2 60 SH SOLE 60 0 0 BG 5.125% 12/1/10 PFD Prefer G16962113 9567 15000 SH SOLE 15000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 1510 19719 SH SOLE 19719 0 0 BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 29 300 SH SOLE 300 0 0 BIOVAIL CORP CVT SR NTS 144A 5.375% 08-01-2 09067JAC3 567 488000 PRN DEFINED 0 0 488000 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 6405 2746000 PRN DEFINED 0 0 2746000 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 3322 2634000 PRN DEFINED 0 0 2634000 BP PLC SPONSORED ADR 055622104 3 60 SH SOLE 60 0 0 BRIGGS & STRATTON CORP COM 109043109 2163 115630 SH SOLE 115630 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1122 44422 SH SOLE 44422 0 0 BUNGE LIMITED CVT PFD 4.875% / $4.875 G16962204 407 4565 SH DEFINED 0 0 4565 C 7.50% 12/15/12 PFD Prefer 172967416 2588 25000 SH SOLE 25000 0 0 CALLAWAY GF CUM CVT PFD 7.50% / $7.50 131193203 789 6415 SH DEFINED 0 0 6415 CALLAWAY GF CUM CVT PFD 144A 7.50% / $7.50 131193302 1686 13715 SH DEFINED 0 0 13715 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 5747 4269000 PRN DEFINED 0 0 4269000 CARPENTER TECHNOLOGY CORP COM 144285103 1999 74184 SH SOLE 74184 0 0 CBS CORP NEW CL B 124857202 4 296 SH SOLE 296 0 0 CCI 6.25% 8/15/12 Prefer 228227401 3035 52500 SH SOLE 52500 0 0 CENTERPOINT ENERGY INC COM 15189T107 925 63745 SH SOLE 63745 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 5526 6500000 PRN SOLE 6500000 0 0 CENTURYTEL INC COM 156700106 2741 75708 SH SOLE 75708 0 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 3647 3267000 PRN DEFINED 0 0 3267000 CERNER CORP COM 156782104 2195 26625 SH SOLE 26625 0 0 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 5588 7500000 PRN SOLE 7500000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 2422 71494 SH SOLE 71494 0 0 CHEMED CORP 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700000 CONCHO RES INC COM 20605P101 792 17650 SH SOLE 17650 0 0 CONOCOPHILLIPS COM 20825C104 1855 36326 SH SOLE 36326 0 0 CONSOLIDATED EDISON INC COM 209115104 74 1625 SH SOLE 1625 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 2805 2187000 PRN DEFINED 0 0 2187000 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1484 40518 SH SOLE 40518 0 0 COVANTA HLDGS CVT SR NTS 144A 3.250% 06-01-2 22282EAB8 2075 1800000 PRN DEFINED 0 0 1800000 CROSS TIMBERS RTY TR TR UNIT 22757R109 0 3 SH SOLE 3 0 0 CROWN CASTLE INT CVT PFD 6.25% / $3.125 228227401 2440 42202 SH DEFINED 0 0 42202 CSX CORP DBCV 10/3 126408GA5 458 265000 PRN DEFINED 0 0 265000 DANAHER CORP DEL NOTE 1/2 235851AF9 1300 1182000 PRN DEFINED 0 0 1182000 DEVON ENERGY CORP NEW COM 25179M103 480 6525 SH SOLE 6525 0 0 DIGITAL REALTY CVT SR DEB 144A 5.500% 04-15-2 25389JAC0 2776 2125000 PRN DEFINED 0 0 2125000 DIGITAL RLTY TR INC COM 253868103 1033 20542 SH SOLE 20542 0 0 DIRECTV COM CL A 25490A101 682 20442 SH SOLE 20442 0 0 DISNEY WALT CO COM DISNEY 254687106 190 5900 SH SOLE 5900 0 0 DOLE 7.00% 11/1/12 PFD Prefer 90213B208 1385 120000 SH SOLE 120000 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 224 194000 PRN DEFINED 0 0 194000 DRESSER-RAND GROUP INC COM 261608103 1608 50880 SH SOLE 50880 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 594 569000 PRN DEFINED 0 0 569000 DTE ENERGY CO COM 233331107 65 1500 SH SOLE 1500 0 0 DWS HIGH INCOME FUND CA Common 23337M107 8 1689 SH SOLE 1689 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 2854 2349000 PRN DEFINED 0 0 2349000 E M C CORP MASS COM 268648102 3180 182010 SH SOLE 182010 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 3789 3028000 PRN DEFINED 0 0 3028000 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 2432 1442000 PRN DEFINED 0 0 1442000 EDISON INTL COM 281020107 1061 30515 SH SOLE 30515 0 0 EK 7.00% 4/1/2017 Conver 2774618Z5 2738 3000000 PRN SOLE 3000000 0 0 ELY 7.50% PFD SERIES B Prefer 131193203 7376 60000 SH SOLE 60000 0 0 EMC CORP CVT SR NOTES A 144A 1.750% 12-01-2 268648AJ1 516 425000 PRN DEFINED 0 0 425000 EMCOR GROUP INC COM 29084Q100 1498 55692 SH SOLE 55692 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1081 30646 SH SOLE 30646 0 0 EQUINIX INC NOTE 3.000%10/1 29444UAG1 13050 11250000 PRN SOLE 11250000 0 0 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 3107 2818000 PRN DEFINED 0 0 2818000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 198 200000 PRN DEFINED 0 0 200000 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 7181 7690000 PRN SOLE 7690000 0 0 EXELON CORP COM 30161N101 2464 50417 SH SOLE 50417 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 1287 1100000 PRN DEFINED 0 0 1100000 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 4680 4000000 PRN SOLE 4000000 0 0 EXXON MOBIL CORP COM 30231G102 2354 34525 SH SOLE 34525 0 0 F5 NETWORKS INC COM 315616102 2866 54107 SH SOLE 54107 0 0 FCE 5.00% 10/15/2016 Conver 345550AL1 7911 7250000 PRN SOLE 7250000 0 0 FEDEX CORP COM 31428X106 3286 39371 SH SOLE 39371 0 0 FIRSTENERGY CORP COM 337932107 625 13458 SH SOLE 13458 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 1497 1128000 PRN DEFINED 0 0 1128000 FNSR 5.00% 10/15/2029 Conver 31787AAJ0 2509 2250000 PRN SOLE 2250000 0 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 9182 230000 SH SOLE 230000 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 3346 2650000 PRN DEFINED 0 0 2650000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 6313 5000000 PRN SOLE 5000000 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 6679 5290000 PRN DEFINED 0 0 5290000 FPL GROUP CVT EQUITY UNITS 8.375% / $4.1875 302571609 3052 58530 SH DEFINED 0 0 58530 FPL GROUP INC COM 302571104 198 3757 SH SOLE 3757 0 0 FRANKLIN US GOVT SECS Common 353496607 31 4623 SH SOLE 4623 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 5219 45380 SH DEFINED 0 0 45380 FREEPORT-MCMORAN COPPER & GO COM 35671D857 972 12111 SH SOLE 12111 0 0 GAP INC DEL COM 364760108 1457 69557 SH SOLE 69557 0 0 GDP 5.375% PFD SERIES B Prefer 382410603 7110 160000 SH SOLE 160000 0 0 GENCORP INC CVT SUB NTS 144A 4.0625% 12-31-3 368682AM2 1029 1010000 PRN DEFINED 0 0 1010000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 695 797000 PRN DEFINED 0 0 797000 GENERAL ELECTRIC CO COM 369604103 2406 159004 SH SOLE 159004 0 0 GENL ELEC CAP CORP Prefer 369622493 4 150 SH SOLE 150 0 0 GENWORTH FINL INC COM CL A 37247D106 1 132 SH SOLE 132 0 0 GET 3.75% 10/1/2014 Conver 367905AE6 4075 4000000 PRN SOLE 4000000 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 3341 2819000 PRN DEFINED 0 0 2819000 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 707 573000 PRN DEFINED 0 0 573000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 6413 10365000 PRN SOLE 10365000 0 0 GMXR 5.00% 2/1/2013 Conver 38011MAB4 3548 4000000 PRN SOLE 4000000 0 0 GOLDCORP INC CVT SR NOTES 2.000% 08-01-2 380956AA0 1644 1431000 PRN DEFINED 0 0 1431000 GOLDMAN SACHS GROUP INC COM 38141G104 1243 7362 SH SOLE 7362 0 0 GOOGLE INC CL A 38259P508 2340 3774 SH SOLE 3774 0 0 GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 2004 30370 SH DEFINED 0 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444903108 1142 37352 SH SOLE 37352 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 1381 757000 PRN DEFINED 0 0 757000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 1770 2000000 PRN SOLE 2000000 0 0 ILLINOIS TOOL WKS INC COM 452308109 2300 47920 SH SOLE 47920 0 0 INCYTE CORP CVT SR NOTES 144A 4.750% 10-01-2 45337CAH5 2186 1675000 PRN DEFINED 0 0 1675000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 1712 1265000 PRN DEFINED 0 0 1265000 ING GROEP NV PFD Prefer 456837301 2 100 SH SOLE 100 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 3313 1614000 PRN DEFINED 0 0 1614000 INTEL CORP SDCV 2.950%12/1 458140AD2 565 585000 PRN DEFINED 0 0 585000 INTEL CORP COM 458140100 2528 123940 SH SOLE 123940 0 0 INTEL CORP JR SUB CVT DEB 144A 3.250% 08-01-2 458140AF7 2530 2202000 PRN DEFINED 0 0 2202000 INTERNATIONAL BUSINESS MACHS COM 459200101 4628 35359 SH SOLE 35359 0 0 INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 2735 2498000 PRN DEFINED 0 0 2498000 INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 9855 9000000 PRN SOLE 9000000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 249 250000 PRN DEFINED 0 0 250000 INTERPUBLIC GRP CVT PFD 5.25% / $52.50 460690803 911 1205 SH DEFINED 0 0 1205 INTL GAME TECH CVT SR NTS 144A 3.250% 05-01-2 459902AQ5 2076 1703000 PRN DEFINED 0 0 1703000 INVACARE CORP SDCV 4.125% 2/0 461203AD3 7265 6352000 PRN SOLE 6352000 0 0 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 3305 2880000 PRN DEFINED 0 0 2880000 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 11186 41655 SH SOLE 41655 0 0 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 2370 1992000 PRN DEFINED 0 0 1992000 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2796 2421000 PRN DEFINED 0 0 2421000 IPG 5.25% 12/31/49 PFD Prefer 460690803 18268 24175 SH SOLE 24175 0 0 ISHARES TR INDEX RUSSELL 2000 464287655 1025 16419 SH SOLE 16419 0 0 ISHARES TR INDEX DJ SEL DIV INX 464287168 455 10370 SH SOLE 10370 0 0 ISHARES TR INDEX MSCI EAFE IDX 464287465 577 10430 SH SOLE 10430 0 0 ISHARES TR INDEX NASDQ BIO INDX 464287556 573 7000 SH SOLE 7000 0 0 ISHARES TR INDEX RUSL 2000 GROW 464287648 62 905 SH SOLE 905 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 2547 2042000 PRN DEFINED 0 0 2042000 ITT CORP NEW COM 450911102 2372 47685 SH SOLE 47685 0 0 JABIL CIRCUIT INC COM 466313103 757 43608 SH SOLE 43608 0 0 JAG 4.50% 11/1/2014 Conver 47009MAG8 1644 1500000 PRN SOLE 1500000 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1506 1250000 PRN SOLE 1250000 0 0 JARDEN CORP COM 471109108 2802 90642 SH SOLE 90642 0 0 JDA SOFTWARE GROUP INC COM 46612K108 2113 82949 SH SOLE 82949 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 1975 2000000 PRN SOLE 2000000 0 0 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 1705 1250000 PRN SOLE 1250000 0 0 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 1698 1245000 PRN DEFINED 0 0 1245000 JOHN HANCOCK BOND FUND Common 410223101 47 3215 SH SOLE 3215 0 0 JOHNSON & JOHNSON COM 478160104 491 7619 SH SOLE 7619 0 0 JPMORGAN CHASE & CO 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