Gilead Sciences conv
|
14.6 |
$7.1B |
|
42M |
168.62 |
Gilead Sciences conv
|
11.3 |
$5.5B |
|
34M |
163.88 |
D R Horton Inc note 2.000% 5/1
|
6.5 |
$3.2B |
|
20M |
158.31 |
CUBIST PHARM CONVERTIBLE security
|
5.8 |
$2.8B |
|
18M |
156.88 |
Amgen Inc note 0.375% 2/0
|
5.6 |
$2.8B |
|
25M |
111.94 |
Intel Corp sdcv
|
5.5 |
$2.7B |
|
26M |
103.69 |
Cadence Design Sys Cvt 2.625 6 convert
|
4.8 |
$2.3B |
|
13M |
183.62 |
Holdings Inc Note 5.25
|
4.6 |
$2.2B |
|
11M |
202.88 |
Cemex Sab De Cv conv bnd
|
4.2 |
$2.0B |
|
18M |
113.37 |
Intel Corp. Jr. Sub. Cv. Deb. conv
|
3.5 |
$1.7B |
|
15M |
117.19 |
Developers Diversified Rlty note 1.750%11/1
|
3.5 |
$1.7B |
|
15M |
111.56 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
3.3 |
$1.6B |
|
16M |
101.06 |
Lam Research Corp note 0.500% 5/1
|
3.1 |
$1.5B |
|
16M |
96.25 |
Electronic Arts Inc conv
|
2.4 |
$1.2B |
|
13M |
92.19 |
Cemex Sab De Cv conv bnd
|
2.3 |
$1.1B |
|
10M |
113.62 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
1.7 |
$832M |
|
8.0M |
103.94 |
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
1.5 |
$719M |
|
6.5M |
110.56 |
Ares Capital Corp 5.125 2016 conv
|
1.4 |
$685M |
|
6.5M |
106.06 |
Goodrich Pete Corp note 5.000%10/0
|
1.2 |
$586M |
|
6.2M |
93.87 |
Jetblue Airways Corp dbcv 6.750%10/1
|
1.1 |
$558M |
|
4.0M |
139.56 |
Affiliated Managers Group note 3.950% 8/1
|
1.1 |
$560M |
|
5.1M |
110.75 |
Dendreon Corp note
|
1.1 |
$556M |
|
7.4M |
75.50 |
Cobalt Intl Energy Inc note
|
1.1 |
$530M |
|
5.3M |
100.94 |
Health Care Reit Inc note 3.000%12/0
|
0.8 |
$398M |
|
3.2M |
122.69 |
Ak Steel Corp. conv
|
0.8 |
$394M |
|
3.5M |
112.50 |
Exelixis Inc cnv
|
0.7 |
$341M |
|
3.5M |
97.31 |
Encore Capital Group note 3.000%11/2
|
0.7 |
$331M |
|
3.0M |
110.31 |
Lucent Technologies Inc dbcv 2.750% 6/1
|
0.5 |
$258M |
|
2.8M |
91.75 |
Cemex Sab conv
|
0.5 |
$255M |
|
2.3M |
109.00 |
Level 3 Communications Inc note 6.500%10/0
|
0.5 |
$240M |
|
1.7M |
141.44 |
James River Coal Co note 3.125% 3/1
|
0.5 |
$226M |
|
7.3M |
30.94 |
James River Coal 4.5% 2015 conv
|
0.5 |
$220M |
|
5.3M |
41.94 |
Hologic Inc cnv
|
0.4 |
$213M |
|
2.1M |
99.19 |
Mgm Mirage conv
|
0.4 |
$202M |
|
1.9M |
105.81 |
Lam Research Corp conv
|
0.4 |
$198M |
|
2.0M |
98.81 |
Gt Advanced Technologies Inc conv
|
0.4 |
$178M |
|
2.5M |
72.75 |
Liberty Media 4.000 11/15/29 deb 4.000%
|
0.3 |
$167M |
|
2.5M |
66.50 |
Kinross Gold Corp note 1.750% 3/1
|
0.2 |
$117M |
|
1.2M |
99.94 |
Bristow Group Inc note 3.000% 6/1
|
0.2 |
$103M |
|
971k |
106.25 |
Invacare Corp note
|
0.2 |
$98M |
|
1.0M |
98.06 |
Ares Capital Corp 5.75 16 convert
|
0.2 |
$86M |
|
800k |
107.38 |
Hercules Tech Growth Cap Inc cnv
|
0.1 |
$52M |
|
500k |
103.31 |
Bpz Resources Inc bond
|
0.1 |
$42M |
|
500k |
83.19 |
Arvinmeritor Inc frnt 4.625% 3/0
|
0.1 |
$39M |
|
413k |
93.31 |
Exterran Hldgs Inc note 4.250% 6/1
|
0.1 |
$29M |
|
250k |
114.50 |
Bgc Partners, Inc. note 4.500% 7/1
|
0.1 |
$28M |
|
300k |
91.75 |
Gmx Res Inc note 4.500% 5/0
|
0.1 |
$25M |
|
545k |
45.00 |
Dryships Inc. note 5.000%12/0
|
0.0 |
$20M |
|
250k |
79.00 |
Alliant Techsystems Inc note 3.000% 8/1
|
0.0 |
$9.5M |
|
90k |
105.62 |
Charles Riv Labs Intl Inc note 2.250% 6/1
|
0.0 |
$8.7M |
|
87k |
100.25 |
Interpublic Group Cos Inc note 4.750% 3/1
|
0.0 |
$3.5M |
|
34k |
102.38 |
Mgic Invt Corp Wis note 5.000% 5/0
|
0.0 |
$3.0M |
|
40k |
75.20 |
Arvinmeritor Inc frnt 4.000% 2/1
|
0.0 |
$1.3M |
|
18k |
74.83 |
Notes
|
0.0 |
$306k |
|
1.0k |
306.00 |