Notes
|
8.9 |
$69M |
|
23M |
3.01 |
Virgin Media Inc note 6.500%11/1
|
8.3 |
$64M |
|
37M |
1.72 |
Ual Corp note 6.000%10/1
|
6.3 |
$49M |
|
21M |
2.35 |
Triumph Group Inc New note 2.625%10/0
|
5.7 |
$44M |
|
19M |
2.30 |
Liberty Media Corp New deb 3.125% 3/3
|
5.1 |
$39M |
|
28M |
1.41 |
Fairpoint Communications
|
5.0 |
$39M |
|
5.1M |
7.56 |
Central European Media sr nt cv 5%15
|
4.9 |
$38M |
|
40M |
0.95 |
Quad/Graphics
(QUAD)
|
4.8 |
$37M |
|
2.2M |
16.96 |
Cemex Sab De Cv conv bnd
|
4.8 |
$37M |
|
37M |
0.99 |
Wesco Intl Inc dbcv 6.000% 9/1
|
3.8 |
$29M |
|
14M |
2.14 |
Shaw
|
3.5 |
$27M |
|
620k |
43.62 |
Airtran Hldgs Inc note 5.250%11/0
|
3.4 |
$26M |
|
21M |
1.25 |
Onyx Pharmaceuticals Inc note 4.000% 8/1
|
2.9 |
$23M |
|
10M |
2.25 |
Nexen
|
2.6 |
$20M |
|
800k |
25.34 |
National Retail Properties I note 3.950% 9/1
|
2.4 |
$19M |
|
14M |
1.30 |
Incyte Corp note 4.750%10/0
|
2.1 |
$16M |
|
7.5M |
2.16 |
Mylan Inc note 3.750% 9/1
|
2.1 |
$16M |
|
8.5M |
1.91 |
American Capital Mortgage In
|
2.0 |
$16M |
|
627k |
25.13 |
Spdr S&p 500 Etf
(SPY)
|
1.9 |
$14M |
|
100k |
143.97 |
Dryships Inc. note 5.000%12/0
|
1.5 |
$12M |
|
14M |
0.83 |
Holdings Inc Note 5.25
|
1.3 |
$9.8M |
|
5.5M |
1.78 |
Dollar Thrifty Automotive
|
1.2 |
$9.6M |
|
110k |
86.93 |
Cno Financial Group Inc 7 12-1 convert
|
1.2 |
$9.3M |
|
5.1M |
1.82 |
Gilead Sciences conv
|
1.2 |
$9.0M |
|
6.0M |
1.50 |
Thompson Creek Metal unit 99/99/9999
|
1.0 |
$7.7M |
|
450k |
17.12 |
Dendreon Corp note
|
1.0 |
$7.6M |
|
12M |
0.66 |
Vantage Drilling Company note 7.875% 9/0
|
1.0 |
$7.5M |
|
6.5M |
1.15 |
Suno
|
0.9 |
$6.7M |
|
143k |
46.83 |
Coventry Health Care
|
0.8 |
$6.1M |
|
148k |
41.69 |
Verisign Inc sdcv 3.250% 8/1
|
0.8 |
$6.1M |
|
4.0M |
1.52 |
Sanofi Aventis Wi Conval Rt
|
0.8 |
$5.8M |
|
3.5M |
1.68 |
Chiquita Brands Intl Inc note 4.250% 8/1
|
0.7 |
$5.7M |
|
6.5M |
0.88 |
School Specialty, Inc sdcv 3.750%11/3
|
0.7 |
$5.6M |
|
8.5M |
0.66 |
Omni
(OMC)
|
0.7 |
$5.2M |
|
100k |
51.56 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.6 |
$4.6M |
|
4.5M |
1.02 |
Toll Brothers
(TOL)
|
0.5 |
$4.2M |
|
125k |
33.23 |
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1
|
0.5 |
$4.1M |
|
11M |
0.39 |
Citigroup Inc unit
|
0.5 |
$3.9M |
|
40k |
96.98 |
Solarfun Power Hldgs Conv dbcv
|
0.5 |
$3.8M |
|
5.0M |
0.76 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.5 |
$3.8M |
|
5.0M |
0.75 |
Energy Transfer Partners
|
0.4 |
$3.2M |
|
75k |
42.57 |
Cno Finl Group Inc dbcv 7.000%12/3
|
0.3 |
$2.6M |
|
1.4M |
1.82 |
Cinedigm Digital Cinema
|
0.2 |
$1.9M |
|
1.4M |
1.35 |
Horsehead Hldg Corp note 3.800% 7/0
|
0.2 |
$1.4M |
|
1.5M |
0.94 |
Allegheny Technologies Incorporated
(ATI)
|
0.1 |
$1.0M |
|
32k |
31.89 |
Cyclacel Pharmaceuticals Inc pfd conv ex 6%
(CYCCP)
|
0.1 |
$627k |
|
196k |
3.20 |