Spdr S&p 500 Etf
(SPY)
|
12.0 |
$230M |
|
1.6M |
143.97 |
General Mtrs Co *w exp 07/10/201
|
5.4 |
$103M |
|
4.5M |
22.75 |
Citigroup Inc Com Us cmn
|
4.8 |
$92M |
|
2.8M |
32.72 |
Liberty Media Corp New deb 3.125% 3/3
|
4.3 |
$83M |
|
60M |
1.39 |
Kinder Morgan Inc/delaware Wts
|
4.1 |
$80M |
|
2.5M |
32.52 |
Sba Communications Corp note 1.875% 5/0
|
3.8 |
$72M |
|
48M |
1.52 |
Medtronic Inc note 1.625% 4/1
|
3.5 |
$67M |
|
66M |
1.01 |
Virgin Media Inc note 6.500%11/1
|
3.4 |
$65M |
|
38M |
1.72 |
Citigroup Inc *w exp 10/28/201
|
3.0 |
$59M |
|
1.8M |
32.72 |
Cadence Design Sys Cvt 2.625 6 convert
|
2.4 |
$46M |
|
26M |
1.78 |
Time Warner Telecom Inc dbcv 2.375% 4/0
|
2.4 |
$46M |
|
32M |
1.42 |
Archer Daniels Midland Co note 0.875% 2/1
|
2.0 |
$38M |
|
38M |
1.00 |
Netapp Inc note 1.750% 6/0
|
1.8 |
$35M |
|
31M |
1.14 |
Exterran Hldgs Inc note 4.250% 6/1
|
1.7 |
$32M |
|
28M |
1.14 |
United States Stl Corp New note 4.000% 5/1
|
1.6 |
$31M |
|
30M |
1.01 |
Gilead Sciences conv
|
1.5 |
$29M |
|
20M |
1.51 |
Cemex Sab conv
|
1.4 |
$28M |
|
28M |
0.99 |
Alcoa Inc debt
|
1.4 |
$27M |
|
18M |
1.49 |
Covanta Holding Conv conv bnd
|
1.4 |
$27M |
|
23M |
1.17 |
Nextera Energy Inc unit
|
1.4 |
$26M |
|
509k |
51.20 |
Notes Gencorp Inc. 4.0625% dbcv
|
1.3 |
$25M |
|
20M |
1.25 |
Advanced Micro Devices Inc note 6.000% 5/0
|
1.2 |
$24M |
|
24M |
1.01 |
Anixter Intl Inc note 1.000% 2/1
|
1.2 |
$22M |
|
21M |
1.09 |
Cno Financial Group Inc 7 12-1 convert
|
1.1 |
$22M |
|
12M |
1.82 |
Biomarin Pharmaceutical Inc note 1.875% 4/2
|
1.1 |
$22M |
|
10M |
2.08 |
TAKE-TWO INTER CONVERTIBLE security
|
1.1 |
$21M |
|
17M |
1.22 |
Central European Media sr nt cv 5%15
|
1.1 |
$21M |
|
22M |
0.95 |
Salesforce Com Inc note 0.750% 1/1
|
1.1 |
$21M |
|
11M |
1.86 |
Medicis Pharmaceutical conv
|
1.1 |
$21M |
|
19M |
1.08 |
Usec Inc note 3.000%10/0
|
1.0 |
$20M |
|
47M |
0.42 |
Jakks Pac Inc note 4.500%11/0
|
1.0 |
$20M |
|
17M |
1.17 |
Dst Sys Inc Del dbcv 4.125% 8/1
|
1.0 |
$20M |
|
16M |
1.24 |
L-3 Communications Corp debt 3.000% 8/0
|
1.0 |
$20M |
|
20M |
1.00 |
Level 3 Communications conv
|
1.0 |
$19M |
|
18M |
1.05 |
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt
|
1.0 |
$19M |
|
16M |
1.22 |
On Semiconductor Corp note 2.625%12/1
|
0.9 |
$18M |
|
17M |
1.02 |
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1
|
0.9 |
$17M |
|
17M |
1.04 |
RF MICRO DEVICE CONVERTIBLE security
|
0.9 |
$17M |
|
17M |
0.99 |
Comtech Telecommunications Cor conv
|
0.8 |
$16M |
|
15M |
1.06 |
Nuance Communications Inc dbcv 2.750% 8/1
|
0.8 |
$15M |
|
11M |
1.43 |
Microsoft Corporation
(MSFT)
|
0.8 |
$15M |
|
500k |
29.76 |
On Semiconductor Corp note 2.625%12/1
|
0.8 |
$15M |
|
14M |
1.04 |
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1
|
0.7 |
$14M |
|
29M |
0.49 |
Dryships Inc. note 5.000%12/0
|
0.7 |
$13M |
|
16M |
0.82 |
Goodrich Pete Corp note 5.000%10/0
|
0.7 |
$13M |
|
14M |
0.94 |
United Therapeutics Corporation
(UTHR)
|
0.7 |
$13M |
|
225k |
55.88 |
Bpz Resources Inc bond
|
0.7 |
$13M |
|
16M |
0.80 |
Solarfun Power Hldgs Conv dbcv
|
0.6 |
$12M |
|
15M |
0.77 |
Bgc Partners, Inc. note 4.500% 7/1
|
0.6 |
$12M |
|
12M |
0.94 |
Exelixis Inc cnv
|
0.6 |
$11M |
|
11M |
1.06 |
Molycorp Inc Del....... Note 6.0% 9/1/17
|
0.6 |
$11M |
|
9.5M |
1.16 |
Chemed Corp New note 1.875% 5/1
|
0.6 |
$11M |
|
10M |
1.06 |
Molycorp Inc conv bnd
|
0.6 |
$11M |
|
15M |
0.70 |
Headwaters Inc note 8.750% 2/0
|
0.5 |
$10M |
|
10M |
1.03 |
Molson Coors Brewing Co note 2.500% 7/3
|
0.5 |
$9.9M |
|
9.6M |
1.03 |
Massey Energy Co note 3.250% 8/0
|
0.5 |
$9.6M |
|
10M |
0.93 |
General Cable Corp Del New note 0.875%11/1
|
0.5 |
$9.0M |
|
9.0M |
1.00 |
Navistar Intl Corp New note 3.000%10/1
|
0.5 |
$8.9M |
|
10M |
0.89 |
Thompson Creek Metal unit 99/99/9999
|
0.4 |
$8.3M |
|
486k |
17.05 |
Tyson Foods
(TSN)
|
0.4 |
$8.0M |
|
500k |
16.02 |
Helix Energy Solutions note
|
0.4 |
$8.1M |
|
7.3M |
1.12 |
Dendreon Corp note
|
0.4 |
$7.9M |
|
12M |
0.67 |
Green Plains Renewable E note
|
0.4 |
$7.7M |
|
9.9M |
0.78 |
Endeavor Intl Corp note 5.500% 7/1
|
0.4 |
$7.7M |
|
8.0M |
0.96 |
Thq Inc note 5.000% 8/1
|
0.4 |
$7.5M |
|
14M |
0.54 |
James River Coal Co note 3.125% 3/1
|
0.4 |
$6.9M |
|
20M |
0.34 |
INC Sealy Corp
|
0.3 |
$5.6M |
|
75k |
74.51 |
James River Coal 4.5% 2015 conv
|
0.3 |
$5.6M |
|
14M |
0.39 |
Alere
|
0.3 |
$5.1M |
|
25k |
205.52 |
Central European Dist Corp note 3.000% 3/1
|
0.2 |
$4.7M |
|
5.0M |
0.93 |
United Technol conv prf
|
0.2 |
$4.2M |
|
75k |
56.08 |
Meritage Homes Corp conv
|
0.2 |
$4.0M |
|
4.0M |
1.00 |
A123 Sys Inc note 3.750% 4/1
|
0.2 |
$3.6M |
|
9.6M |
0.37 |
Charles Riv Labs Intl Inc note 2.250% 6/1
|
0.1 |
$2.6M |
|
2.5M |
1.02 |
Powerwave Technologies Inc note 3.875%10/0
|
0.1 |
$2.1M |
|
17M |
0.12 |
Patriot Coal Corp. 3.25% 5/31/13 conv
|
0.1 |
$900k |
|
6.0M |
0.15 |
Microsoft Corporation
(MSFT)
|
0.0 |
$826k |
|
28k |
29.76 |
Best Buy
(BBY)
|
0.0 |
$860k |
|
50k |
17.20 |
K V Pharmaceutical Co note 2.500% 5/1
|
0.0 |
$565k |
|
14M |
0.04 |
THQ
|
0.0 |
$194k |
|
53k |
3.70 |
Verenium Corporation
|
0.0 |
$188k |
|
58k |
3.26 |