Notes
|
9.9 |
$127M |
|
23M |
5.52 |
Life Technologies
|
8.9 |
$114M |
|
1.5M |
75.80 |
General Mtrs Co *w exp 07/10/201
|
5.5 |
$70M |
|
1.7M |
40.87 |
Cemex Sab De Cv conv bnd
|
5.4 |
$69M |
|
51M |
1.36 |
Vodafone
|
4.8 |
$62M |
|
1.6M |
39.31 |
Fairpoint Communications
|
4.5 |
$58M |
|
5.1M |
11.31 |
Quad/Graphics
(QUAD)
|
4.5 |
$57M |
|
2.1M |
27.23 |
Wesco Intl Inc dbcv 6.000% 9/1
|
3.5 |
$45M |
|
14M |
3.24 |
Spdr S&p 500 Etf
(SPY)
|
2.9 |
$37M |
|
200k |
184.69 |
Alcoa Inc debt
|
2.7 |
$35M |
|
21M |
1.66 |
Mylan Inc note 3.750% 9/1
|
2.7 |
$34M |
|
11M |
3.28 |
Lender Processing Services
|
2.6 |
$34M |
|
900k |
37.38 |
General Mtrs Co *w exp 07/10/201
|
2.4 |
$31M |
|
760k |
40.87 |
Trw Automotive 3.5% 12/01/15 conv
|
2.3 |
$29M |
|
12M |
2.54 |
Metropcs Communications
(TMUS)
|
2.2 |
$28M |
|
830k |
33.64 |
Arcelormittal Sa Luxembourg mand cv nt 16
|
2.1 |
$27M |
|
1.0M |
25.78 |
Biomarin Pharmaceutical Inc note 1.875% 4/2
|
1.9 |
$25M |
|
7.0M |
3.48 |
General Motors Corp *w exp 12/31/201
|
1.9 |
$25M |
|
600k |
40.87 |
Hudson City Ban
|
1.9 |
$24M |
|
2.6M |
9.43 |
Crown Castle International Corp. pfd stk
|
1.9 |
$24M |
|
239k |
100.37 |
Enersys note 3.375% 6/0
|
1.6 |
$21M |
|
12M |
1.76 |
Thrx 2 1/8 01/15/23
|
1.5 |
$20M |
|
14M |
1.45 |
Xilinx Inc sdcv 3.125% 3/1
|
1.5 |
$19M |
|
12M |
1.58 |
Ak Steel Corp. conv
|
1.4 |
$18M |
|
12M |
1.61 |
American Airls
(AAL)
|
1.3 |
$16M |
|
646k |
25.25 |
Ford Motor Company
(F)
|
1.3 |
$16M |
|
1.0M |
15.43 |
Responsys
|
1.1 |
$15M |
|
535k |
27.41 |
Cubist Pharmaceuticals
|
1.0 |
$13M |
|
182k |
68.87 |
Dominion Resources Inc 6% 07/01/2016 conbnp
|
1.0 |
$12M |
|
225k |
54.31 |
Starwood Ppty note 4.0% 1/15/
|
0.9 |
$12M |
|
11M |
1.11 |
Phh Corp note 4.000% 9/0
|
0.8 |
$11M |
|
10M |
1.07 |
Trinity Industries
(TRN)
|
0.8 |
$11M |
|
196k |
54.52 |
Intel Corporation
(INTC)
|
0.7 |
$9.0M |
|
348k |
25.96 |
Microchip Technology Inc sdcv 2.125%12/1
|
0.7 |
$8.7M |
|
5.0M |
1.74 |
Prologis
(PLD)
|
0.6 |
$7.9M |
|
214k |
36.95 |
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1
|
0.6 |
$7.0M |
|
6.5M |
1.08 |
Airtran Hldgs Inc note 5.250%11/0
|
0.5 |
$6.6M |
|
3.9M |
1.69 |
priceline.com Incorporated
|
0.5 |
$6.3M |
|
5.4k |
1162.41 |
Ag Mtg Invt Tr
|
0.5 |
$6.3M |
|
400k |
15.64 |
Thompson Creek Metal unit 99/99/9999
|
0.5 |
$5.9M |
|
450k |
13.04 |
Alpha Natural Resources Inc note 4.875%12/1
|
0.5 |
$5.9M |
|
5.5M |
1.08 |
Blackstone Mtg Tr Inc Note cb
|
0.4 |
$5.1M |
|
4.9M |
1.05 |
Callaway Golf
|
0.4 |
$4.9M |
|
4.0M |
1.23 |
Newmont Mining Corporation
(NEM)
|
0.4 |
$4.8M |
|
207k |
23.03 |
United Technologies Corporation
|
0.4 |
$4.6M |
|
40k |
113.80 |
Solarfun Power Hldgs Conv dbcv
|
0.4 |
$4.6M |
|
5.0M |
0.91 |
Jos. A. Bank Clothiers
|
0.3 |
$4.4M |
|
80k |
54.78 |
RPM International
(RPM)
|
0.3 |
$4.2M |
|
102k |
41.51 |
Vantage Drilling Company note 7.875% 9/0
|
0.3 |
$4.1M |
|
3.5M |
1.18 |
Dominion Res Inc Va unit 04/01/2013
|
0.3 |
$4.1M |
|
75k |
54.31 |
Stanley Black & Decker Inc Uni p
|
0.3 |
$4.1M |
|
40k |
102.90 |
Consumer Portfolio Services
(CPSS)
|
0.3 |
$3.8M |
|
409k |
9.39 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.3 |
$3.7M |
|
5.0M |
0.74 |
American Capital Mortgage In
|
0.3 |
$3.5M |
|
198k |
17.46 |
Rait Financial Trust note 4.000%10/0
|
0.3 |
$3.5M |
|
3.5M |
0.99 |
Lam Research Corporation
(LRCX)
|
0.3 |
$3.3M |
|
61k |
54.45 |
American Rlty Cap Pptys Inc note 3.750%12/1
|
0.2 |
$3.0M |
|
3.0M |
1.01 |
Cinedigm
|
0.2 |
$2.8M |
|
1.4M |
2.02 |
Ppl Corporation 8.75% pfd cv
|
0.2 |
$2.6M |
|
50k |
52.74 |
American Rlty Cap Pptys Inc note 3.000% 8/0
|
0.2 |
$2.0M |
|
2.0M |
1.00 |
Gain Cap Hldgs Inc note 4.125%12/0
|
0.1 |
$1.9M |
|
2.0M |
0.93 |
Nuance Communications
|
0.1 |
$1.1M |
|
73k |
15.21 |
KB Home
(KBH)
|
0.1 |
$890k |
|
49k |
18.28 |
Oclaro
|
0.1 |
$799k |
|
321k |
2.49 |
Swift Transportation Company
|
0.1 |
$806k |
|
36k |
22.22 |
Rlj Entmt
|
0.0 |
$383k |
|
80k |
4.79 |
Zais Financial
|
0.0 |
$276k |
|
17k |
16.03 |
Office Depot
|
0.0 |
$167k |
|
32k |
5.30 |