Notes
|
10.0 |
$66M |
|
23M |
2.87 |
Ual Corp note 6.000%10/1
|
9.1 |
$60M |
|
21M |
2.89 |
Virgin Media Inc note 6.500%11/1
|
8.4 |
$55M |
|
37M |
1.49 |
Triumph Group Inc New note 2.625%10/0
|
6.4 |
$42M |
|
20M |
2.07 |
Quad/Graphics
(QUAD)
|
4.8 |
$32M |
|
2.2M |
14.38 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
4.8 |
$32M |
|
32M |
0.99 |
Fairpoint Communications
|
4.8 |
$32M |
|
5.1M |
6.15 |
Cemex Sab De Cv conv bnd
|
4.7 |
$31M |
|
37M |
0.83 |
Central European Media sr nt cv 5%15
|
4.6 |
$31M |
|
35M |
0.87 |
Airtran Hldgs Inc note 5.250%11/0
|
4.1 |
$27M |
|
21M |
1.28 |
Incyte Corp note 4.750%10/0
|
3.0 |
$20M |
|
7.5M |
2.64 |
Liberty Media Corp New deb 3.125% 3/3
|
2.9 |
$19M |
|
16M |
1.21 |
Goodrich Corporation
|
2.9 |
$19M |
|
150k |
126.90 |
Wesco Intl Inc dbcv 6.000% 9/1
|
2.9 |
$19M |
|
8.7M |
2.16 |
National Retail Properties I note 3.950% 9/1
|
2.6 |
$17M |
|
14M |
1.19 |
American Capital Mortgage In
|
2.3 |
$15M |
|
629k |
23.85 |
Holdings Inc Note 5.25
|
2.0 |
$13M |
|
8.0M |
1.67 |
Gen-Probe Incorporated
|
1.7 |
$11M |
|
136k |
82.20 |
Dryships Inc. note 5.000%12/0
|
1.6 |
$10M |
|
14M |
0.74 |
Chiquita Brands Intl Inc note 4.250% 8/1
|
1.5 |
$10M |
|
14M |
0.72 |
Onyx Pharmaceuticals Inc note 4.000% 8/1
|
1.4 |
$9.2M |
|
5.0M |
1.83 |
Ag Mtg Invt Tr
|
1.3 |
$8.6M |
|
400k |
21.49 |
Thompson Creek Metal unit 99/99/9999
|
1.3 |
$8.6M |
|
450k |
19.00 |
Dendreon Corp note
|
1.2 |
$8.1M |
|
12M |
0.70 |
Cno Financial Group Inc 7 12-1 convert
|
1.2 |
$8.0M |
|
5.1M |
1.57 |
Massey Energy Co note 3.250% 8/0
|
1.1 |
$6.9M |
|
8.0M |
0.86 |
Pdl Biopharma Inc cnv
|
1.0 |
$6.7M |
|
5.8M |
1.16 |
School Specialty, Inc sdcv 3.750%11/3
|
1.0 |
$6.3M |
|
8.5M |
0.74 |
Mylan Inc note 3.750% 9/1
|
0.9 |
$6.0M |
|
3.5M |
1.72 |
Omni
(OMC)
|
0.8 |
$5.4M |
|
110k |
48.60 |
Solarfun Power Hldgs Conv dbcv
|
0.8 |
$5.0M |
|
7.5M |
0.66 |
Sanofi Aventis Wi Conval Rt
|
0.7 |
$4.9M |
|
3.5M |
1.41 |
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1
|
0.6 |
$4.2M |
|
11M |
0.40 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.6 |
$4.2M |
|
5.0M |
0.83 |
Cno Finl Group Inc dbcv 7.000%12/3
|
0.3 |
$2.2M |
|
1.4M |
1.57 |
Cinedigm Digital Cinema
|
0.3 |
$2.1M |
|
1.4M |
1.50 |
Solutia
|
0.1 |
$454k |
|
16k |
28.02 |
Cyclacel Pharmaceuticals Inc pfd conv ex 6%
(CYCCP)
|
0.1 |
$490k |
|
196k |
2.50 |
Kinder Morgan Inc/delaware Wts
|
0.1 |
$313k |
|
137k |
2.28 |
Barclays Bk Plc ipth s^p vix
|
0.0 |
$228k |
|
15k |
15.20 |