|
|
Alza Corp sdcv 7/2
|
4.64 |
|
157135000 |
1.12 |
0.00 |
|
|
Stanley Black & Decker Inc unit 99/99/9999
|
4.28 |
|
1279674 |
127.06 |
0.00 |
|
|
E M C Corp Mass note 1.750%12/0
|
3.76 |
+33.00% |
95648000 |
1.49 |
0.00 |
|
|
Newmont Mining Corp note 1.250% 7/1
|
3.74 |
|
125581000 |
1.13 |
0.00 |
|
|
Goldcorp Inc New note 2.000% 8/0
|
3.73 |
|
134840000 |
1.05 |
0.00 |
|
|
Teva Pharm Finance Llc Cvt cv bnd
|
3.69 |
|
134492000 |
1.04 |
0.00 |
|
|
Intel Corp. Jr. Sub. Cv. Deb. conv
|
3.66 |
-2.00% |
115871000 |
1.20 |
0.00 |
|
|
Allegheny Technologies Inc note 4.250% 6/0
|
3.49 |
+14.00% |
122583000 |
1.08 |
0.00 |
|
|
Xilinx Inc Cvt 2.625 6-15-17 convert
|
3.34 |
-4.00% |
88745000 |
1.43 |
0.00 |
|
|
Netapp Inc note 1.750% 6/0
|
3.28 |
+66.00% |
114185000 |
1.09 |
0.00 |
|
|
Alcoa Inc debt
|
3.24 |
+10.00% |
88535000 |
1.39 |
0.00 |
|
|
Tyson Foods Inc note 3.250%10/1
|
3.02 |
-4.00% |
77038000 |
1.49 |
0.00 |
|
|
Sterlite Inds India Ltd note 4.000%10/3
|
3.02 |
-4.00% |
116779000 |
0.98 |
0.00 |
|
|
Prospect Capital Corp note 6.250%12/1
|
2.99 |
-3.00% |
104210000 |
1.09 |
0.00 |
|
|
Enpro Industries Inc note
|
2.75 |
-7.00% |
65211000 |
1.60 |
0.00 |
|
|
Novellus Systems, Inc. note 2.625% 5/1
|
2.50 |
-4.00% |
69803000 |
1.36 |
0.00 |
|
|
Omnicom Group Inc note 7/0
|
2.06 |
-2.00% |
65842000 |
1.19 |
0.00 |
|
|
Sothebys note 3.125% 6/1
|
1.98 |
+7.00% |
66396000 |
1.13 |
0.00 |
|
|
GAME Technolog debt
|
1.97 |
|
69085000 |
1.08 |
0.00 |
|
|
Phh Corp note 4.000% 9/0
|
1.67 |
+377.00% |
57491000 |
1.10 |
0.00 |
|
|
Level 3 Communications Inc note
|
1.60 |
+2.00% |
51910000 |
1.17 |
0.00 |
|
|
Steel Dynamics Inc note 5.125% 6/1
|
1.58 |
+26.00% |
53071000 |
1.13 |
0.00 |
|
|
Affiliated Managers Group note 3.950% 8/1
|
1.34 |
-3.00% |
40545000 |
1.25 |
0.00 |
|
|
Chesapeake Energy Corp note 2.500% 5/1
|
1.28 |
-10.00% |
51111000 |
0.95 |
0.00 |
|
|
Rayonier Inc conv
|
1.26 |
-9.00% |
26490000 |
1.80 |
0.00 |
|
|
Kinder Morgan Inc/delaware Wts
|
1.16 |
NEW |
8579063 |
5.14 |
0.00 |
|
|
Stillwater Mng Co note 1.750%10/1
|
1.16 |
+53.00% |
37040000 |
1.19 |
0.00 |
|
|
Agco Corp note 1.250%12/1
|
1.14 |
|
33171000 |
1.31 |
0.00 |
|
IPG
|
Interpublic Group of Companies
|
1.10 |
NEW |
3208414 |
13.03 |
14.61 |
|
|
New York Cmnty Cap Tr V unit 99/99/9999
|
1.06 |
|
816864 |
49.25 |
0.00 |
|
|
Newmont Mining Corp Cvt cv bnd
|
1.06 |
+32.00% |
32785000 |
1.23 |
0.00 |
|
|
Kohlberg Capital Corp note 8.750% 3/1
|
1.03 |
-10.00% |
29520000 |
1.33 |
0.00 |
|
|
Saks Inc note 2.000% 3/1
|
0.88 |
|
32904000 |
1.01 |
0.00 |
|
|
Northgate Minerals Corp note 3.500%10/0
|
0.88 |
+6.00% |
32030000 |
1.04 |
0.00 |
|
|
Royal Gold Inc conv
|
0.88 |
+317.00% |
31361000 |
1.06 |
0.00 |
|
|
Dryships Inc. note 5.000%12/0
|
0.77 |
-7.00% |
33618000 |
0.87 |
0.00 |
|
|
Rite Aid Corp note 8.500% 5/1
|
0.77 |
-4.00% |
25224000 |
1.16 |
0.00 |
|
|
Endeavor Intl Corp note 5.500% 7/1
|
0.76 |
+65.00% |
47053000 |
0.61 |
0.00 |
|
|
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
0.68 |
-27.00% |
25030000 |
1.03 |
0.00 |
|
|
School Specialty, Inc sdcv 3.750%11/3
|
0.65 |
-4.00% |
54790000 |
0.45 |
0.00 |
|
|
Caci Intl Inc note 2.125% 5/0
|
0.64 |
NEW |
21335000 |
1.14 |
0.00 |
|
|
Omnicom Group Inc debt
|
0.64 |
|
21341000 |
1.13 |
0.00 |
|
|
Continental Airls Inc note 4.500% 1/1
|
0.50 |
-59.00% |
10585000 |
1.79 |
0.00 |
|
|
Hawaiian Holdings Inc conv
|
0.49 |
|
17501000 |
1.07 |
0.00 |
|
|
Aspen Insurance Holdings Ltd pfd prp inc eq
|
0.48 |
NEW |
272130 |
66.30 |
0.00 |
|
|
Jefferies Group Inc New dbcv 3.875%11/0
|
0.48 |
-11.00% |
17565000 |
1.03 |
0.00 |
|
|
Xpo Logistics note 4.5% 10/1
|
0.46 |
-7.00% |
14590000 |
1.19 |
0.00 |
|
|
MOLYCORP INC DEL....... NOTE 6.0% 9/1/17
|
0.44 |
+39.00% |
23441000 |
0.71 |
0.00 |
|
|
Home Inns & Hotels Mgmt Inc note 2.000%12/1
|
0.43 |
|
18200000 |
0.89 |
0.00 |
|
|
Molson Coors Brewing Co note 2.500% 7/3
|
0.38 |
|
14105000 |
1.03 |
0.00 |
|
|
American Intl
|
0.37 |
NEW |
916491 |
15.20 |
0.00 |
|
|
Archer Daniels Midland Co note 0.875% 2/1
|
0.36 |
|
13500000 |
1.01 |
0.00 |
|
|
Teleflex Inc note 3.875% 8/0
|
0.36 |
|
9390000 |
1.45 |
0.00 |
|
|
Jns 3.25% 7/15/2014 note
|
0.35 |
|
12756000 |
1.05 |
0.00 |
|
|
Bgc Partners, Inc. note 4.500% 7/1
|
0.33 |
-10.00% |
12384000 |
1.00 |
0.00 |
|
|
Laboratory Corp Amer Hldgs debt
|
0.32 |
NEW |
9960000 |
1.21 |
0.00 |
|
|
Genco Shipping & Trading Ltd note 5.000% 8/1
|
0.32 |
-5.00% |
34005000 |
0.36 |
0.00 |
|
|
Hutchinson Technology Inc note 8.500% 1/1
|
0.32 |
-11.00% |
15767000 |
0.77 |
0.00 |
|
|
Green Plains Renewable E note
|
0.32 |
NEW |
10990000 |
1.11 |
0.00 |
|
|
Chemed Corp New note 1.875% 5/1
|
0.31 |
|
10587000 |
1.10 |
0.00 |
|
|
Exide Technologies frnt 9/1
|
0.28 |
-12.00% |
11085000 |
0.95 |
0.00 |
|
|
Molycorp Inc conv bnd
|
0.27 |
-12.00% |
16730000 |
0.62 |
0.00 |
|
|
GROUP Affymetrix Inc cnv
|
0.27 |
|
9550000 |
1.06 |
0.00 |
|
|
Wells Fargo & Company Non-cum Perpet cnv
|
0.26 |
|
7590 |
1288.80 |
0.00 |
|
|
Dendreon Corp note
|
0.26 |
-12.00% |
12695000 |
0.79 |
0.00 |
|
|
Morgans Hotel Group Co note 2.375%10/1
|
0.25 |
|
9764000 |
0.96 |
0.00 |
|
|
Bank Of America Corporation preferred
|
0.25 |
|
7790 |
1221.95 |
0.00 |
|
|
Medtronic Inc note 1.625% 4/1
|
0.24 |
|
8978000 |
1.00 |
0.00 |
|
|
Molycorp Inc Del note 5.500% 2/0
|
0.24 |
NEW |
9970000 |
0.90 |
0.00 |
|
|
Mcmoran Exploration note 4.000%12/3
|
0.23 |
-6.00% |
7715000 |
1.15 |
0.00 |
|
|
Gt Advanced Technologies Inc conv
|
0.21 |
-9.00% |
10085000 |
0.78 |
0.00 |
|
|
Prologis Inc note 3.250% 3/1
|
0.20 |
|
6440000 |
1.16 |
0.00 |
|
|
Microchip Technology Inc sdcv 2.125%12/1
|
0.19 |
|
4965000 |
1.42 |
0.00 |
|
|
Symantec Corp note 1.000% 6/1
|
0.19 |
|
5565000 |
1.29 |
0.00 |
|
|
Dominion Res Inc Va New debt
|
0.17 |
|
3836000 |
1.72 |
0.00 |
|
|
Gilead Sciences conv
|
0.17 |
-82.00% |
3000000 |
2.17 |
0.00 |
|
|
Capital One Financial Cor w exp 11/201
|
0.16 |
NEW |
324254 |
18.71 |
0.00 |
|
|
Metlife Inc 5% 10/0/14 Conv Pr cv prf
|
0.15 |
-13.00% |
112400 |
49.34 |
0.00 |
|
|
Equinix Inc note 4.750% 6/1
|
0.14 |
|
2000000 |
2.64 |
0.00 |
|
|
Virgin Media Inc note 6.500%11/1
|
0.14 |
|
2000000 |
2.63 |
0.00 |
|
|
Emmis Communications Corp pfd cv ser a
|
0.13 |
|
491510 |
10.33 |
0.00 |
|
|
Thompson Creek Metal unit 99/99/9999
|
0.12 |
-12.00% |
267339 |
16.47 |
0.00 |
|
|
Cms Energy Corp note 5.500% 6/1
|
0.11 |
|
2000000 |
2.04 |
0.00 |
|
|
Annaly Cap Mgmt Inc note 4.000% 2/1
|
0.11 |
|
3284000 |
1.25 |
0.00 |
|
|
L-3 Communications Corp debt 3.000% 8/0
|
0.10 |
|
3600000 |
1.01 |
0.00 |
|
|
Apache Corp. 6% Mandatory Conv pfd cv
|
0.10 |
|
81882 |
44.58 |
0.00 |
|
|
Hologic Inc cnv
|
0.10 |
|
3440000 |
1.05 |
0.00 |
|
|
Lam Research Corp note 0.500% 5/1
|
0.10 |
|
3720000 |
1.02 |
0.00 |
|
|
Micron Technology Inc. conv
|
0.10 |
|
3400000 |
1.17 |
0.00 |
|
|
Safeguard Scientifics dbcv 5.250% 5/1
|
0.10 |
|
3500000 |
1.11 |
0.00 |
|
|
Jpmorgan Chase & Co. w exp 10/201
|
0.09 |
NEW |
235039 |
14.25 |
0.00 |
|
|
Uthr 1 09/15/16
|
0.09 |
NEW |
2500000 |
1.38 |
0.00 |
|
|
Viropharma Inc note 2.000% 3/1
|
0.08 |
|
2000000 |
1.49 |
0.00 |
|
|
Exterran Hldgs Inc note 4.250% 6/1
|
0.08 |
|
2528000 |
1.27 |
0.00 |
|
|
Massey Energy Co note 3.250% 8/0
|
0.08 |
|
3300000 |
0.96 |
0.00 |
|
|
General Cable Corp Del New frnt 4.500% 11/1
|
0.08 |
NEW |
2500000 |
1.26 |
0.00 |
|
|
Level 3 Communications Inc note 6.500%10/0
|
0.08 |
|
2155000 |
1.34 |
0.00 |
|
|
Comtech Telecommunications Cor conv
|
0.08 |
+50.00% |
3000000 |
1.03 |
0.00 |
|
|
note 5.500% 7/1
|
0.08 |
-13.00% |
2963000 |
1.02 |
0.00 |
|
|
Notes Gencorp Inc. 4.0625% dbcv
|
0.08 |
NEW |
2000000 |
1.56 |
0.00 |
|
|
Chesapeake Energy Corp note 2.500% 5/1
|
0.07 |
|
2625000 |
0.96 |
0.00 |
|
|
General Mtrs Co jr pfd cnv srb
|
0.07 |
|
57800 |
42.94 |
0.00 |
|
|
General Mtrs Co *w exp 07/10/201
|
0.07 |
NEW |
149603 |
18.56 |
0.00 |
|
|
Cadence Design Sys Cvt 2.625 6 convert
|
0.07 |
-40.00% |
1500000 |
1.88 |
0.00 |
|
|
Gmx Res Inc note 4.500% 5/0
|
0.06 |
|
10863000 |
0.22 |
0.00 |
|
|
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.06 |
|
2092000 |
1.09 |
0.00 |
|
TEVA
|
Teva Pharmaceutical Industries
|
0.06 |
|
54475 |
39.69 |
40.23 |
|
|
Knight Capital Group Inc. 3.50% dbcv
|
0.06 |
-24.00% |
2260000 |
1.00 |
0.00 |
|
|
Sunpower Corp conv
|
0.06 |
|
2450000 |
1.00 |
0.00 |
|
|
Electronic Arts Inc conv
|
0.06 |
|
2275000 |
0.97 |
0.00 |
|
|
Bottomline Tech Del Inc note 1.500%12/0
|
0.06 |
|
2000000 |
1.18 |
0.00 |
|
|
Encore Capital Group note 3.000%11/2
|
0.06 |
|
2000000 |
1.15 |
0.00 |
|
|
Headwaters Inc note 2.500% 2/0
|
0.05 |
-35.00% |
1815000 |
1.00 |
0.00 |
|
INTC
|
Intel Corporation
|
0.05 |
|
90200 |
21.84 |
24.15 |
|
|
United States Stl Corp New note 4.000% 5/1
|
0.05 |
|
2000000 |
1.04 |
0.00 |
|
|
General Mtrs Co *w exp 07/10/201
|
0.05 |
NEW |
149603 |
11.79 |
0.00 |
|
|
Altra Holdings, Inc note 2.750% 3/0
|
0.05 |
-47.00% |
1669000 |
1.19 |
0.00 |
|
|
Arcelormittal Sa Luxembourg mand cv nt 16
|
0.05 |
NEW |
82000 |
20.95 |
0.00 |
|
|
Wells Fargo & Company mtnf 0.125% 3/0
|
0.05 |
NEW |
1760000 |
1.13 |
0.00 |
|
ROIAK
|
Radio One
|
0.04 |
|
1000000 |
1.69 |
2.39 |
|
|
Linear Technology Corp note 3.000% 5/0
|
0.03 |
|
1100000 |
1.07 |
0.00 |
|
DRRX
|
DURECT Corporation
|
0.03 |
|
873140 |
1.33 |
0.80 |
|
|
Chart Industries 2% conv
|
0.03 |
|
825000 |
1.36 |
0.00 |
|
|
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.03 |
|
1060000 |
1.04 |
0.00 |
|
|
Proshares Tr ultpro sh 20yr
|
0.03 |
|
60000 |
18.28 |
0.00 |
|
|
Vector Group Ltd frnt 1/1
|
0.03 |
-96.00% |
1000000 |
1.16 |
0.00 |
|
|
Amarin Corporation Plc note 3.500% 1/1
|
0.03 |
NEW |
1000000 |
1.23 |
0.00 |
|
|
Central European Dist Corp note 3.000% 3/1
|
0.02 |
|
4060000 |
0.22 |
0.00 |
|
|
Ford Mtr Co Del note 4.250%11/1
|
0.02 |
|
504000 |
1.61 |
0.00 |
|
NEM
|
Newmont Mining Corporation
|
0.02 |
NEW |
18500 |
41.89 |
30.63 |
|
|
Intel Corp sdcv
|
0.02 |
|
865000 |
1.06 |
0.00 |
|
IRDM
|
Iridium Communications
|
0.02 |
|
97422 |
6.03 |
7.56 |
|
|
Hologic Inc frnt 2.000%12/1
|
0.02 |
|
550000 |
1.21 |
0.00 |
|
|
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.02 |
-7.00% |
1320000 |
0.71 |
0.00 |
|
|
Aurico Gold
|
0.02 |
-7.00% |
102910 |
6.29 |
0.00 |
|
|
Ares Capital Corp 5.125 2016 conv
|
0.02 |
|
660000 |
1.07 |
0.00 |
|
|
James River Coal Co note 3.125% 3/1
|
0.02 |
-5.00% |
3455000 |
0.20 |
0.00 |
|
|
Greenbrier Co Inc conv bnd
|
0.02 |
-17.00% |
830000 |
1.01 |
0.00 |
|
|
Priceline.com debt 1.000% 3/1
|
0.02 |
NEW |
800000 |
1.11 |
0.00 |
|
|
National Retail Properties I note 5.125% 6/1
|
0.01 |
NEW |
175000 |
1.42 |
0.00 |
|
IGT
|
International Game Technology
|
0.01 |
|
20000 |
16.50 |
18.44 |
|
|
Zions Bancorporation *w exp 05/22/202
|
0.01 |
NEW |
46190 |
4.96 |
0.00 |
|
|
Boston Pptys Ltd Partnership note 3.750% 5/1
|
0.01 |
|
545000 |
1.03 |
0.00 |
|
|
Health Care Reit Inc note 3.000%12/0
|
0.01 |
|
250000 |
1.32 |
0.00 |
|
|
Omnicare Inc note 3.750%12/1
|
0.01 |
NEW |
275000 |
1.63 |
0.00 |
|
|
Airtran Hldgs Inc note 5.250%11/0
|
0.01 |
|
215000 |
1.46 |
0.00 |
|
|
Rambus Inc Del note 5.000% 6/1
|
0.01 |
|
500000 |
1.02 |
0.00 |
|
|
Anglogold Ashanti Holdings Fin pfd cv
|
0.01 |
|
16000 |
28.38 |
0.00 |
|
|
Helix Energy Solutions note
|
0.01 |
|
381000 |
1.24 |
0.00 |
|
|
Proshares Tr Ii ult vix s/t etf
|
0.01 |
|
50000 |
7.70 |
0.00 |
|
CMLS
|
Cumulus Media
|
0.00 |
-51.00% |
53742 |
3.37 |
3.86 |
|
EMMS
|
Emmis Communications Corporation
|
0.00 |
NEW |
42307 |
1.65 |
1.54 |
|
|
Owens Corning New *w exp 10/30/201
|
0.00 |
NEW |
45634 |
1.27 |
0.00 |