0001172661-13-000270.txt : 20130208
0001172661-13-000270.hdr.sgml : 20130208
20130208072122
ACCESSION NUMBER: 0001172661-13-000270
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130208
DATE AS OF CHANGE: 20130208
EFFECTIVENESS DATE: 20130208
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSI INVESTMENT MANAGEMENT INC
CENTRAL INDEX KEY: 0000938487
IRS NUMBER: 952913505
STATE OF INCORPORATION: CA
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04720
FILM NUMBER: 13584687
BUSINESS ADDRESS:
STREET 1: 9440 SANTA MONICA BLVD.
STREET 2: 8TH FLOOR
CITY: BEVERLY 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
ssi4q12.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, 2012
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: 028-04720
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:
/s/ Syed Mehdi Beverly Hills, CA February 08, 2013
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
Form 13F Information Table Entry Total: 398
Form 13F Information Table Value Total: $1,045,468 (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 1258 13539 SH SOLE 13539 0 0
ABBOTT LABS COM 002824100 1553 23667 SH SOLE 23667 0 0
ADVANCED MICRO DEVICES INC COM 007903107 372 155100 SH SOLE 155100 0 0
AETNA INC NEW COM 00817Y108 693 14960 SH SOLE 14960 0 0
AFFILIATED MANAGERS GROUP COM 008252108 365 2804 SH SOLE 2804 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 7206 6509000 PRN SOLE 6509000 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 3685 2915000 PRN SOLE 2915000 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 1309 1015000 PRN SOLE 1015000 0 0
AKORN INC COM 009728106 671 50190 SH SOLE 50190 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 3634 2537000 PRN SOLE 2537000 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 1868 2000000 PRN SOLE 2000000 0 0
ALERE INC PERP PFD CONV SE 01449J204 8524 44616 PRN SOLE 44616 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 576 6147 SH SOLE 6147 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 2551 2342000 PRN SOLE 2342000 0 0
ALLSTATE CORP COM 020002101 660 16425 SH SOLE 16425 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1853 2000000 PRN SOLE 2000000 0 0
ALTRIA GROUP INC COM 02209S103 1047 33265 SH SOLE 33265 0 0
ALZA CORP SDCV 7/2 02261WAB5 57 57000 PRN SOLE 57000 0 0
AMAZON COM INC COM 023135106 834 3325 SH SOLE 3325 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1905 65969 SH SOLE 65969 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1401 39714 SH SOLE 39714 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 232 88360 SH SOLE 88360 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1107 14329 SH SOLE 14329 0 0
AMGEN INC COM 031162100 747 8669 SH SOLE 8669 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 6471 5777000 PRN SOLE 5777000 0 0
ANADARKO PETE CORP COM 032511107 1520 20456 SH SOLE 20456 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 2504 67000 PRN SOLE 67000 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 2895 2535000 PRN SOLE 2535000 0 0
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 3052 2646000 PRN SOLE 2646000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 67 66000 PRN SOLE 66000 0 0
APACHE CORP PFD CONV SER D 037411808 3567 78193 PRN SOLE 78193 0 0
APPLE INC COM 037833100 8007 15046 SH SOLE 15046 0 0
AQUA AMERICA INC COM 03836W103 1121 44090 SH SOLE 44090 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 46 44000 PRN SOLE 44000 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4045 4044000 PRN SOLE 4044000 0 0
ARES CAP CORP COM 04010L103 886 50512 SH SOLE 50512 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 4013 3787000 PRN SOLE 3787000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4298 3982000 PRN SOLE 3982000 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 610 94230 SH SOLE 94230 0 0
ASHLAND INC NEW COM 044209104 445 5543 SH SOLE 5543 0 0
ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 9206 155000 PRN SOLE 155000 0 0
AT&T INC COM 00206R102 2797 83022 SH SOLE 83022 0 0
AURIZON MINES LTD COM 05155P106 62 17950 SH SOLE 17950 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 1840 1346000 PRN SOLE 1346000 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 12048 10612 PRN SOLE 10612 0 0
BANK OF AMERICA CORPORATION COM 060505104 1673 143920 SH SOLE 143920 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 2276 80000 PRN SOLE 80000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2089 23269 SH SOLE 23269 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 302 70160 SH SOLE 70160 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 44 18000 PRN SOLE 18000 0 0
BIOMED REALTY TRUST INC COM 09063H107 768 39715 SH SOLE 39715 0 0
BOEING CO COM 097023105 2086 27675 SH SOLE 27675 0 0
BON-TON STORES INC COM 09776J101 282 23220 SH SOLE 23220 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 7004 6431000 PRN SOLE 6431000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 3890 3500000 PRN SOLE 3500000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 708 58060 SH SOLE 58060 0 0
BROADCOM CORP CL A 111320107 2130 64180 SH SOLE 64180 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 3476 3105000 PRN SOLE 3105000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 3673 2000000 PRN SOLE 2000000 0 0
CAL DIVE INTL INC DEL COM 12802T101 355 205060 SH SOLE 205060 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1269 22502 SH SOLE 22502 0 0
CANADIAN SOLAR INC COM 136635109 306 89870 SH SOLE 89870 0 0
CAPITAL ONE FINL CORP COM 14040H105 1188 20511 SH SOLE 20511 0 0
CASELLA WASTE SYS INC CL A 147448104 306 69830 SH SOLE 69830 0 0
CATERPILLAR INC DEL COM 149123101 786 8769 SH SOLE 8769 0 0
CELGENE CORP COM 151020104 2279 29066 SH SOLE 29066 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 2272 2000000 PRN SOLE 2000000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 7358 6750000 PRN SOLE 6750000 0 0
CENTURYLINK INC COM 156700106 1283 32792 SH SOLE 32792 0 0
CF INDS HLDGS INC COM 125269100 1146 5642 SH SOLE 5642 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7561 6137000 PRN SOLE 6137000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2643 2929000 PRN SOLE 2929000 0 0
CHEVRON CORP NEW COM 166764100 2825 26146 SH SOLE 26146 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 2182 2500000 PRN SOLE 2500000 0 0
CHUBB CORP COM 171232101 927 12308 SH SOLE 12308 0 0
CISCO SYS INC COM 17275R102 3084 157022 SH SOLE 157022 0 0
CITIGROUP INC COM NEW 172967424 3424 86546 SH SOLE 86546 0 0
CITRIX SYS INC COM 177376100 1062 16157 SH SOLE 16157 0 0
CMS ENERGY CORP COM 125896100 1139 46707 SH SOLE 46707 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 7378 7306000 PRN SOLE 7306000 0 0
COCA COLA CO COM 191216100 1986 54790 SH SOLE 54790 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1036 14019 SH SOLE 14019 0 0
COLDWATER CREEK INC COM NEW 193068202 255 53100 SH SOLE 53100 0 0
COLGATE PALMOLIVE CO COM 194162103 643 6148 SH SOLE 6148 0 0
COMCAST CORP NEW CL A 20030N101 2134 57140 SH SOLE 57140 0 0
CONAGRA FOODS INC COM 205887102 526 17840 SH SOLE 17840 0 0
CONCHO RES INC COM 20605P101 881 10943 SH SOLE 10943 0 0
CONOCOPHILLIPS COM 20825C104 1594 27465 SH SOLE 27465 0 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 4844 3357000 PRN SOLE 3357000 0 0
COSTCO WHSL CORP NEW COM 22160K105 890 9014 SH SOLE 9014 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 10252 8485000 PRN SOLE 8485000 0 0
CSX CORP COM 126408103 675 34165 SH SOLE 34165 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 5974 3809000 PRN SOLE 3809000 0 0
CUMULUS MEDIA INC CL A 231082108 84 31170 SH SOLE 31170 0 0
CVS CAREMARK CORPORATION COM 126650100 1261 26098 SH SOLE 26098 0 0
D R HORTON INC COM 23331A109 710 35880 SH SOLE 35880 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 9615 6074000 PRN SOLE 6074000 0 0
DANA HLDG CORP COM 235825205 710 45456 SH SOLE 45456 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1514 931000 PRN SOLE 931000 0 0
DELL INC COM 24702R101 307 30300 SH SOLE 30300 0 0
DEMAND MEDIA INC COM 24802N109 97 10330 SH SOLE 10330 0 0
DENDREON CORP COM 24823Q107 379 71780 SH SOLE 71780 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 3465 3111000 PRN SOLE 3111000 0 0
DIGITAL RLTY TR INC COM 253868103 437 6445 SH SOLE 6445 0 0
DIRECTV COM 25490A309 1715 34171 SH SOLE 34171 0 0
DISNEY WALT CO COM DISNEY 254687106 1208 24266 SH SOLE 24266 0 0
DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 565 500000 PRN SOLE 500000 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 110 73000 PRN SOLE 73000 0 0
DOMTAR CORP COM NEW 257559203 1375 16427 SH SOLE 16427 0 0
DOW CHEM CO COM 260543103 714 22070 SH SOLE 22070 0 0
DST SYS INC DEL DBCV 8/1 233326AE7 1100 842000 PRN SOLE 842000 0 0
DTE ENERGY CO COM 233331107 673 11188 SH SOLE 11188 0 0
E M C CORP MASS COM 268648102 2867 113307 SH SOLE 113307 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 8080 5061000 PRN SOLE 5061000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 337 37730 SH SOLE 37730 0 0
EASTMAN CHEM CO COM 277432100 610 8967 SH SOLE 8967 0 0
EBAY INC COM 278642103 776 15220 SH SOLE 15220 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 6014 6500000 PRN SOLE 6500000 0 0
EMERITUS CORP COM 291005106 329 13300 SH SOLE 13300 0 0
EMERSON ELEC CO COM 291011104 679 12800 SH SOLE 12800 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 4434 4000000 PRN SOLE 4000000 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 547 20865 SH SOLE 20865 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 7621 6893000 PRN SOLE 6893000 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 1671 855000 PRN SOLE 855000 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 529 9340 SH SOLE 9340 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 2907 3000000 PRN SOLE 3000000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1528 28269 SH SOLE 28269 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 3428 2998000 PRN SOLE 2998000 0 0
EXXON MOBIL CORP COM 30231G102 4946 57154 SH SOLE 57154 0 0
FEDEX CORP COM 31428X106 1142 12437 SH SOLE 12437 0 0
FELCOR LODGING TR INC COM 31430F101 339 72635 SH SOLE 72635 0 0
FERRO CORP COM 315405100 411 98600 SH SOLE 98600 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2501 1954000 PRN SOLE 1954000 0 0
FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 4219 30025 PRN SOLE 30025 0 0
FIFTH THIRD BANCORP COM 316773100 1328 87297 SH SOLE 87297 0 0
FIRST SOLAR INC COM 336433107 349 11300 SH SOLE 11300 0 0
FOOT LOCKER INC COM 344849104 595 18540 SH SOLE 18540 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1729 133587 SH SOLE 133587 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 8170 5152000 PRN SOLE 5152000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 2367 2250000 PRN SOLE 2250000 0 0
FOREST OIL CORP COM PAR $0.01 346091705 260 38890 SH SOLE 38890 0 0
FORTUNA SILVER MINES INC COM 349915108 59 14190 SH SOLE 14190 0 0
FOSTER WHEELER AG COM H27178104 709 29128 SH SOLE 29128 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 760 22227 SH SOLE 22227 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 12034 11157000 PRN SOLE 11157000 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 991 1000000 PRN SOLE 1000000 0 0
GENERAL ELECTRIC CO COM 369604103 4747 226178 SH SOLE 226178 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 8044 182294 PRN SOLE 182294 0 0
GERON CORP COM 374163103 231 163530 SH SOLE 163530 0 0
GILEAD SCIENCES INC COM 375558103 807 10988 SH SOLE 10988 0 0
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 723 375000 PRN SOLE 375000 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 12246 7474000 PRN SOLE 7474000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 10842 6430000 PRN SOLE 6430000 0 0
GLATFELTER COM 377316104 335 19200 SH SOLE 19200 0 0
GLOBECOMM SYSTEMS INC COM 37956X103 324 28710 SH SOLE 28710 0 0
GOLDCORP INC NEW COM 380956409 126 3403 SH SOLE 3403 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 1041 940000 PRN SOLE 940000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 643 5040 SH SOLE 5040 0 0
GOODYEAR TIRE & RUBR CO PFD CONV 382550309 4786 101831 PRN SOLE 101831 0 0
GOOGLE INC CL A 38259P508 3413 4826 SH SOLE 4826 0 0
GRAMERCY CAP CORP COM 384871109 353 120020 SH SOLE 120020 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 350 44250 SH SOLE 44250 0 0
GREENBRIER COS INC COM 393657101 159 9870 SH SOLE 9870 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 1943 2140000 PRN SOLE 2140000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 2849 4000000 PRN SOLE 4000000 0 0
HALLIBURTON CO COM 406216101 528 15218 SH SOLE 15218 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 2026 98005 PRN SOLE 98005 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 4425 4000000 PRN SOLE 4000000 0 0
HEADWATERS INC COM 42210P102 342 39890 SH SOLE 39890 0 0
HEALTH CARE REIT INC COM 42217K106 717 11689 SH SOLE 11689 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 6376 5198000 PRN SOLE 5198000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 1237 1049000 PRN SOLE 1049000 0 0
HELMERICH & PAYNE INC COM 423452101 227 4075 SH SOLE 4075 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 3398 1675000 PRN SOLE 1675000 0 0
HESS CORP COM 42809H107 684 12900 SH SOLE 12900 0 0
HIGHWOODS PPTYS INC COM 431284108 584 17440 SH SOLE 17440 0 0
HILLENBRAND INC COM 431571108 560 24800 SH SOLE 24800 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 4561 4091000 PRN SOLE 4091000 0 0
HOME DEPOT INC COM 437076102 1435 23180 SH SOLE 23180 0 0
HOME PROPERTIES INC COM 437306103 1766 28820 SH SOLE 28820 0 0
HONEYWELL INTL INC COM 438516106 806 12698 SH SOLE 12698 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 3327 3298000 PRN SOLE 3298000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 3386 3500000 PRN SOLE 3500000 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 461 9755 SH SOLE 9755 0 0
INTEL CORP COM 458140100 2273 110167 SH SOLE 110167 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2407 2322000 PRN SOLE 2322000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 15191 12963000 PRN SOLE 12963000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2804 14630 SH SOLE 14630 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 5820 5583000 PRN SOLE 5583000 0 0
INTERPUBLIC GROUP COS INC NOTE 4.750% 3/1 460690BE9 242 236000 PRN SOLE 236000 0 0
INTL PAPER CO COM 460146103 470 11795 SH SOLE 11795 0 0
INVESCO LTD SHS G491BT108 991 37995 SH SOLE 37995 0 0
ION GEOPHYSICAL CORP COM 462044108 82 12490 SH SOLE 12490 0 0
ISHARES TR BARCLYS TIPS BD 464287176 183 1505 SH SOLE 1505 0 0
ISHARES TR CORE TOTUSBD ETF 464287226 97 870 SH SOLE 870 0 0
ISHARES TR DJ SEL DIV INX 464287168 977 17059 SH SOLE 17059 0 0
ISHARES TR MSCI EAFE INDEX 464287465 302 5335 SH SOLE 5335 0 0
ISHARES TR NASDQ BIO INDX 464287556 361 2637 SH SOLE 2637 0 0
ISHARES TR RUSL 2000 GROW 464287648 18 190 SH SOLE 190 0 0
ISHARES TR RUSL 2000 VALU 464287630 18 240 SH SOLE 240 0 0
ISHARES TR RUSSELL 2000 464287655 702 8310 SH SOLE 8310 0 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 510 500000 PRN SOLE 500000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 694 42125 SH SOLE 42125 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3016 3044000 PRN SOLE 3044000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 3063 2250000 PRN SOLE 2250000 0 0
JOHNSON & JOHNSON COM 478160104 2357 33595 SH SOLE 33595 0 0
JPMORGAN CHASE & CO COM 46625H100 3603 81919 SH SOLE 81919 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 11862 95000 PRN SOLE 95000 0 0
KIMBERLY CLARK CORP COM 494368103 887 10500 SH SOLE 10500 0 0
KINDER MORGAN INC DEL COM 49456B101 1590 44991 SH SOLE 44991 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 80 80000 PRN SOLE 80000 0 0
KNIGHT CAP GROUP INC CL A COM 499005106 273 77816 SH SOLE 77816 0 0
KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 5710 5750000 PRN SOLE 5750000 0 0
KROGER CO COM 501044101 566 21810 SH SOLE 21810 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 3466 3426000 PRN SOLE 3426000 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 757 655000 PRN SOLE 655000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 93 97000 PRN SOLE 97000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1702 1718000 PRN SOLE 1718000 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 273 41050 SH SOLE 41050 0 0
LEAR CORP COM NEW 521865204 543 11595 SH SOLE 11595 0 0
LENNAR CORP CL A 526057104 884 22889 SH SOLE 22889 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 1723 1220000 PRN SOLE 1220000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 892 750000 PRN SOLE 750000 0 0
LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 12355 13076000 PRN SOLE 13076000 0 0
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 3822 2632000 PRN SOLE 2632000 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 9788 9522000 PRN SOLE 9522000 0 0
LILLY ELI & CO COM 532457108 641 13027 SH SOLE 13027 0 0
LIMELIGHT NETWORKS INC COM 53261M104 274 124010 SH SOLE 124010 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 4382 4209000 PRN SOLE 4209000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 2971 3000000 PRN SOLE 3000000 0 0
LOEWS CORP COM 540424108 815 20000 SH SOLE 20000 0 0
LOWES COS INC COM 548661107 387 10817 SH SOLE 10817 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 342 6000 SH SOLE 6000 0 0
MACYS INC COM 55616P104 1816 46473 SH SOLE 46473 0 0
MANNKIND CORP COM 56400P201 367 159200 SH SOLE 159200 0 0
MARATHON OIL CORP COM 565849106 972 31635 SH SOLE 31635 0 0
MASTERCARD INC CL A 57636Q104 520 1059 SH SOLE 1059 0 0
MCDONALDS CORP COM 580135101 1506 17080 SH SOLE 17080 0 0
MCKESSON CORP COM 58155Q103 2372 24461 SH SOLE 24461 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 6265 6250000 PRN SOLE 6250000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 324 5450 SH SOLE 5450 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 3646 3100000 PRN SOLE 3100000 0 0
MERCK & CO INC NEW COM 58933Y105 1821 44513 SH SOLE 44513 0 0
MERITOR INC COM 59001K100 269 56820 SH SOLE 56820 0 0
METLIFE INC COM 59156R108 820 24906 SH SOLE 24906 0 0
METLIFE INC UNIT 99/99/9999 59156R116 11153 250900 PRN SOLE 250900 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 7874 7442000 PRN SOLE 7442000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 660 20255 SH SOLE 20255 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 16595 13146000 PRN SOLE 13146000 0 0
MICRON TECHNOLOGY INC DEBT 1.875% 6/0 595112AK9 866 951000 PRN SOLE 951000 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 13386 14481000 PRN SOLE 14481000 0 0
MICROSOFT CORP COM 594918104 2632 98605 SH SOLE 98605 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1157 213625 SH SOLE 213625 0 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 879 874000 PRN SOLE 874000 0 0
MONDELEZ INTL INC CL A 609207105 1430 56120 SH SOLE 56120 0 0
MONSANTO CO NEW COM 61166W101 706 7458 SH SOLE 7458 0 0
MORGAN STANLEY COM NEW 617446448 1431 74895 SH SOLE 74895 0 0
MOSAIC CO NEW COM 61945C103 1381 24388 SH SOLE 24388 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 4073 2750000 PRN SOLE 2750000 0 0
NATIONAL RETAIL PPTYS INC NOTE 5.125% 6/1 637417AC0 1415 1152000 PRN SOLE 1152000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 336 15430 SH SOLE 15430 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 5339 4750000 PRN SOLE 4750000 0 0
NETFLIX INC COM 64110L106 340 3670 SH SOLE 3670 0 0
NEVSUN RES LTD COM 64156L101 69 15910 SH SOLE 15910 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 888 755000 PRN SOLE 755000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 6059 4632000 PRN SOLE 4632000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2395 2250000 PRN SOLE 2250000 0 0
NEWS CORP CL A 65248E104 723 28320 SH SOLE 28320 0 0
NEXTERA ENERGY INC COM 65339F101 325 4710 SH SOLE 4710 0 0
NII HLDGS INC CL B NEW 62913F201 449 62910 SH SOLE 62910 0 0
NIKE INC CL B 654106103 614 11894 SH SOLE 11894 0 0
NORDION INC COM 65563C105 65 10110 SH SOLE 10110 0 0
NORTHROP GRUMMAN CORP COM 666807102 938 13870 SH SOLE 13870 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 75 10640 SH SOLE 10640 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12744 10236000 PRN SOLE 10236000 0 0
NOVO-NORDISK A S ADR 670100205 210 1285 SH SOLE 1285 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 888 675000 PRN SOLE 675000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3685 3395000 PRN SOLE 3395000 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 3530 4000000 PRN SOLE 4000000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2039 26616 SH SOLE 26616 0 0
OCEANEERING INTL INC COM 675232102 854 15877 SH SOLE 15877 0 0
OCLARO INC COM NEW 67555N206 308 195680 SH SOLE 195680 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 683 28622 SH SOLE 28622 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 13011 272725 PRN SOLE 272725 0 0
OMNICOM GROUP INC NOTE 7/0 682134AA9 5064 4726000 PRN SOLE 4726000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 927 870000 PRN SOLE 870000 0 0
ONEOK INC NEW COM 682680103 1211 28309 SH SOLE 28309 0 0
ORACLE CORP COM 68389X105 1781 53508 SH SOLE 53508 0 0
OWENS ILL INC COM NEW 690768403 674 31645 SH SOLE 31645 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 660 17840 SH SOLE 17840 0 0
PARKER HANNIFIN CORP COM 701094104 852 10019 SH SOLE 10019 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 4575 4750000 PRN SOLE 4750000 0 0
PEPSICO INC COM 713448108 1436 20983 SH SOLE 20983 0 0
PFIZER INC COM 717081103 3257 129930 SH SOLE 129930 0 0
PHH CORP COM NEW 693320202 1 28 SH SOLE 28 0 0
PHH CORP NOTE 4.000% 9/0 693320AN3 9847 8807000 PRN SOLE 8807000 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 4092 2065000 PRN SOLE 2065000 0 0
PHILIP MORRIS INTL INC COM 718172109 1835 21935 SH SOLE 21935 0 0
PINNACLE WEST CAP CORP COM 723484101 1285 25197 SH SOLE 25197 0 0
PIONEER ENERGY SVCS CORP COM 723664108 274 37920 SH SOLE 37920 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1928 1090000 PRN SOLE 1090000 0 0
PNC FINL SVCS GROUP INC COM 693475105 670 11489 SH SOLE 11489 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 910 33263 SH SOLE 33263 0 0
PPG INDS INC COM 693506107 710 5241 SH SOLE 5241 0 0
PPL CORP UNIT 99/99/9999 69351T601 3415 65025 PRN SOLE 65025 0 0
PRICELINE COM INC COM NEW 741503403 781 1260 SH SOLE 1260 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 331 11600 SH SOLE 11600 0 0
PROCTER & GAMBLE CO COM 742718109 2669 39317 SH SOLE 39317 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 3816 3365000 PRN SOLE 3365000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 786 25700 SH SOLE 25700 0 0
QUALCOMM INC COM 747525103 3105 50175 SH SOLE 50175 0 0
RADIAN GROUP INC COM 750236101 97 15910 SH SOLE 15910 0 0
RANGE RES CORP COM 75281A109 1441 22937 SH SOLE 22937 0 0
RAYONIER INC COM 754907103 675 13003 SH SOLE 13003 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 1519 960000 PRN SOLE 960000 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 7376 6000000 PRN SOLE 6000000 0 0
RENTECH INC COM 760112102 63 23860 SH SOLE 23860 0 0
RITE AID CORP COM 767754104 432 318570 SH SOLE 318570 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 620 18240 SH SOLE 18240 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 3235 2909000 PRN SOLE 2909000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6518 4788000 PRN SOLE 4788000 0 0
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 2484 2172000 PRN SOLE 2172000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 562 31245 SH SOLE 31245 0 0
SANDISK CORP COM 80004C101 772 17736 SH SOLE 17736 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 6774 5842000 PRN SOLE 5842000 0 0
SANTARUS INC COM 802817304 155 14120 SH SOLE 14120 0 0
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 3471 2044000 PRN SOLE 2044000 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 11821 5000000 PRN SOLE 5000000 0 0
SCHLUMBERGER LTD COM 806857108 2671 38507 SH SOLE 38507 0 0
SERVICESOURCE INTL LLC COM 81763U100 82 13970 SH SOLE 13970 0 0
SIGMA DESIGNS INC COM 826565103 121 23346 SH SOLE 23346 0 0
SILVERCORP METALS INC COM 82835P103 62 12140 SH SOLE 12140 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1664 10520 SH SOLE 10520 0 0
SM ENERGY CO COM 78454L100 1537 29408 SH SOLE 29408 0 0
SMITH & WESSON HLDG CORP COM 831756101 91 10760 SH SOLE 10760 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 38 35000 PRN SOLE 35000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 64927 455921 SH SOLE 455921 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 581 3130 SH SOLE 3130 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 462 17373 SH SOLE 17373 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 5233 4479000 PRN SOLE 4479000 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 3490 28695 PRN SOLE 28695 0 0
STARBUCKS CORP COM 855244109 778 14501 SH SOLE 14501 0 0
STATE STR CORP COM 857477103 664 14111 SH SOLE 14111 0 0
STEEL DYNAMICS INC COM 858119100 444 32350 SH SOLE 32350 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 7860 8170000 PRN SOLE 8170000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 6955 5937000 PRN SOLE 5937000 0 0
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 4440 4139000 PRN SOLE 4139000 0 0
SYNOVUS FINL CORP UNIT 99/99/9999 87161C204 8456 385200 PRN SOLE 385200 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 5707 6000000 PRN SOLE 6000000 0 0
TARGET CORP COM 87612E106 1469 24792 SH SOLE 24792 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 4659 3636000 PRN SOLE 3636000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 53 52000 PRN SOLE 52000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 682 10682 SH SOLE 10682 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 2298 109400 PRN SOLE 109400 0 0
TIME WARNER INC COM NEW 887317303 771 16126 SH SOLE 16126 0 0
TJX COS INC NEW COM 872540109 1169 27510 SH SOLE 27510 0 0
TRANSOCEAN LTD REG SHS H8817H100 848 18962 SH SOLE 18962 0 0
TRAVELERS COMPANIES INC COM 89417E109 712 9909 SH SOLE 9909 0 0
TYSON FOODS INC CL A 902494103 594 30635 SH SOLE 30635 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 2390 1976000 PRN SOLE 1976000 0 0
UNION PAC CORP COM 907818108 697 5543 SH SOLE 5543 0 0
UNISYS CORP PFD SER A 6.25% 909214405 3687 70000 PRN SOLE 70000 0 0
UNITED CONTL HLDGS INC COM 910047109 544 23283 SH SOLE 23283 0 0
UNITED PARCEL SERVICE INC CL B 911312106 996 13505 SH SOLE 13505 0 0
UNITED RENTALS INC COM 911363109 762 16757 SH SOLE 16757 0 0
UNITED STATES STL CORP NEW COM 912909108 265 11130 SH SOLE 11130 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 3651 3389000 PRN SOLE 3389000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1478 17997 SH SOLE 17997 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 8108 145420 PRN SOLE 145420 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 457 8535 SH SOLE 8535 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2310 42595 SH SOLE 42595 0 0
US BANCORP DEL COM NEW 902973304 560 17537 SH SOLE 17537 0 0
VAALCO ENERGY INC COM NEW 91851C201 110 12720 SH SOLE 12720 0 0
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 630 14190 SH SOLE 14190 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 15251 11981000 PRN SOLE 11981000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1410 32586 SH SOLE 32586 0 0
VIACOM INC NEW CL B 92553P201 670 12693 SH SOLE 12693 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 13585 6600000 PRN SOLE 6600000 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 17 12000 PRN SOLE 12000 0 0
VISA INC COM CL A 92826C839 1116 7354 SH SOLE 7354 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 607 57180 SH SOLE 57180 0 0
VMWARE INC CL A COM 928563402 1263 13406 SH SOLE 13406 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 3746 3716000 PRN SOLE 3716000 0 0
VOLTERRA SEMICONDUCTOR CORP COM 928708106 311 18150 SH SOLE 18150 0 0
WAL-MART STORES INC COM 931142103 1203 17639 SH SOLE 17639 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 6344 6000000 PRN SOLE 6000000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 1651 19223 SH SOLE 19223 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 5861 7000000 PRN SOLE 7000000 0 0
WELLS FARGO & CO NEW COM 949746101 2020 59078 SH SOLE 59078 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 6987 5701 PRN SOLE 5701 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 14865 6000000 PRN SOLE 6000000 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 11783 4025000 PRN SOLE 4025000 0 0
WISDOMTREE INVTS INC COM 97717P104 68 11070 SH SOLE 11070 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 9731 7147000 PRN SOLE 7147000 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 300 237000 PRN SOLE 237000 0 0
XPO LOGISTICS INC COM 983793100 279 15980 SH SOLE 15980 0 0
ZALE CORP NEW COM 988858106 267 65080 SH SOLE 65080 0 0
ZIMMER HLDGS INC COM 98956P102 316 4725 SH SOLE 4725 0 0