Quad/Graphics
(QUAD)
|
6.3 |
$122M |
|
2.9M |
42.54 |
United States Stl Corp New note 4.000% 5/1
|
4.7 |
$90M |
|
49M |
1.82 |
Liberty Global Inc note 4.500% 11/1
|
4.5 |
$86M |
|
51M |
1.70 |
Ford Mtr Co Del note 4.250%11/1
|
4.3 |
$82M |
|
46M |
1.81 |
Ual Corp note 6.000%10/1
|
4.1 |
$79M |
|
28M |
2.83 |
Metlife Inc 5% 10/0/14 Conv Pr cv prf
|
4.1 |
$78M |
|
925k |
84.58 |
Fairpoint Communications
|
4.0 |
$78M |
|
4.6M |
16.87 |
Genzyme Corporation
|
4.0 |
$78M |
|
1.0M |
76.15 |
Textron Inc note 4.500% 5/0
|
3.5 |
$67M |
|
31M |
2.15 |
Mylan Inc note 3.750% 9/1
|
3.4 |
$66M |
|
36M |
1.84 |
Illumina Inc note 0.625% 2/1
|
3.3 |
$64M |
|
20M |
3.19 |
Alcoa Inc debt
|
3.2 |
$62M |
|
22M |
2.81 |
Agco Corp debt
|
3.0 |
$58M |
|
24M |
2.44 |
L-3 Communications Corp debt 3.000% 8/0
|
2.6 |
$51M |
|
50M |
1.01 |
Holdings Inc Note 5.25
|
2.5 |
$49M |
|
24M |
2.02 |
Virgin Media Inc note 6.500%11/1
|
2.4 |
$47M |
|
28M |
1.69 |
Airtran Hldgs Inc note 5.250%11/0
|
2.3 |
$44M |
|
31M |
1.44 |
Blackrock Inc dbcv 2.625% 2/1
|
2.0 |
$39M |
|
19M |
2.05 |
Netapp Inc note 1.750% 6/0
|
1.8 |
$36M |
|
23M |
1.58 |
Massey Energy Company
|
1.8 |
$36M |
|
520k |
68.36 |
United Rentals Inc note 4.000%11/1
|
1.8 |
$34M |
|
11M |
3.10 |
Triumph Group Inc New note 2.625%10/0
|
1.7 |
$33M |
|
20M |
1.63 |
Citigroup Inc unit
|
1.6 |
$31M |
|
245k |
126.17 |
Massey Energy Co note 3.250% 8/0
|
1.5 |
$29M |
|
26M |
1.14 |
Borgwarner Inc note 3.500% 4/1
|
1.4 |
$27M |
|
11M |
2.45 |
Incyte Corp note 4.750%10/0
|
1.3 |
$26M |
|
13M |
2.01 |
Istar Finl Inc frnt 10/0
|
1.3 |
$25M |
|
27M |
0.91 |
Jetblue Airways Corp dbcv 6.750%10/1
|
1.2 |
$24M |
|
15M |
1.54 |
Dryships Inc. note 5.000%12/0
|
1.2 |
$23M |
|
23M |
0.99 |
Ingersoll-rand Global Hldg C debt
|
1.2 |
$23M |
|
8.3M |
2.71 |
Western Refng Inc note 5.750% 6/1
|
1.1 |
$22M |
|
13M |
1.76 |
Allergan Inc note 1.500% 4/0
|
1.1 |
$21M |
|
19M |
1.12 |
Old Republic Intl Corp note
|
1.1 |
$20M |
|
20M |
1.01 |
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1
|
1.0 |
$19M |
|
20M |
0.97 |
WESCO International
(WCC)
|
0.9 |
$18M |
|
7.5M |
2.37 |
Stanley Black & Decker
(SWK)
|
0.9 |
$17M |
|
224k |
76.60 |
HARVEST NATURAL Resources In note 8.250% 3/0
|
0.9 |
$17M |
|
6.3M |
2.72 |
Molycorp, Inc. pfd conv ser a
|
0.9 |
$17M |
|
150k |
112.95 |
Liberty Media Corp New deb 3.125% 3/3
|
0.8 |
$16M |
|
13M |
1.19 |
Symantec Corporation
|
0.6 |
$12M |
|
662k |
18.54 |
Jetblue Airways Corp dbcv 6.750%10/1
|
0.6 |
$12M |
|
7.6M |
1.58 |
Microsoft Corporation
(MSFT)
|
0.6 |
$12M |
|
471k |
25.39 |
Emergency Medical Services Corporation
|
0.6 |
$12M |
|
186k |
63.59 |
Cms Energy Corp note 2.875%12/0
|
0.6 |
$11M |
|
7.5M |
1.52 |
Microchip Technology Inc sdcv 2.125%12/1
|
0.5 |
$10M |
|
7.5M |
1.36 |
Omnicom Group Inc debt
|
0.5 |
$10M |
|
10M |
1.03 |
Peabody Energy Corp sdcv 4.750%12/1
|
0.5 |
$9.9M |
|
7.5M |
1.32 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.5 |
$9.6M |
|
8.5M |
1.13 |
Notes Gencorp Inc. 4.0625% dbcv
|
0.5 |
$8.9M |
|
9.0M |
0.98 |
Omni
(OMC)
|
0.4 |
$7.7M |
|
157k |
49.06 |
Energy Conversion Devices In note 3.000% 6/1
|
0.4 |
$7.4M |
|
12M |
0.61 |
Molson Coors Brewing Company
(TAP)
|
0.4 |
$7.1M |
|
152k |
46.89 |
Smurfit-stone Container Corp
|
0.3 |
$6.2M |
|
160k |
38.65 |
Cemex SAB de CV
(CX)
|
0.3 |
$5.9M |
|
665k |
8.93 |
Alpha Natural Resources
|
0.3 |
$5.4M |
|
91k |
59.37 |
Amr Corp note 6.250%10/1
|
0.2 |
$4.8M |
|
4.6M |
1.04 |
Archer Daniels Midland Company
(ADM)
|
0.2 |
$3.8M |
|
106k |
36.01 |
Jetblue Airways Corp dbcv 5.500% 10/1
|
0.2 |
$3.1M |
|
2.0M |
1.53 |
Intel Corporation
(INTC)
|
0.1 |
$3.0M |
|
148k |
20.18 |
McMoRan Exploration
|
0.1 |
$2.7M |
|
150k |
17.71 |
Nicor
|
0.1 |
$2.3M |
|
44k |
53.69 |
Verigy Ltd note 5.250% 7/1
|
0.1 |
$2.2M |
|
1.8M |
1.24 |
Zions Bancorporation *w exp 05/22/202
|
0.1 |
$1.4M |
|
200k |
7.02 |
Whiting Petroleum Corp. Perp. pfd cv
|
0.1 |
$971k |
|
2.8k |
345.92 |
Cyclacel Pharmaceuticals Inc pfd conv ex 6%
(CYCCP)
|
0.0 |
$843k |
|
196k |
4.30 |
Invitrogen Corp note 3.250% 6/1
|
0.0 |
$555k |
|
500k |
1.11 |
Ixia
|
0.0 |
$635k |
|
40k |
15.88 |
Chesapeake Energy Corp note 2.500% 5/1
|
0.0 |
$611k |
|
571k |
1.07 |
Eastman Kodak Company
|
0.0 |
$439k |
|
136k |
3.23 |
Gsi
|
0.0 |
$132k |
|
13k |
10.32 |