|
Xerox Corporation
|
16.9 |
$134M |
|
27M |
4.95 |
|
Nortel Networks Corp New note 4.250% 9/0
|
5.9 |
$47M |
|
168M |
0.28 |
|
Costco Companies Inc note 8/1
|
4.8 |
$38M |
|
50M |
0.76 |
|
Electronic Data Sys New note 10/1
|
3.7 |
$30M |
|
41M |
0.72 |
|
Kohls Corp note 6/1
|
3.3 |
$26M |
|
41M |
0.63 |
|
Aspect Telecommunication Co sdcv 8/1
|
2.9 |
$23M |
|
69M |
0.33 |
|
Amerisource Health Corp note 5.000% 12/0
|
2.7 |
$21M |
|
14M |
1.55 |
|
Four Seasons Hotel Inc note 9/2
|
2.6 |
$20M |
|
70M |
0.29 |
|
Res-care Inc note 6.000% 12/0
|
1.9 |
$15M |
|
20M |
0.74 |
|
Oni Systems Corp note 5.000% 10/1
|
1.8 |
$14M |
|
19M |
0.74 |
|
Interpublic Group Cos Inc note 1.870% 6/0
|
1.7 |
$14M |
|
20M |
0.69 |
|
Globespan Inc note 5.250% 5/1
|
1.7 |
$13M |
|
18M |
0.75 |
|
Avaya
|
1.6 |
$13M |
|
9.1M |
1.43 |
|
Interim Svcs Inc note 4.500% 6/0
|
1.6 |
$12M |
|
15M |
0.82 |
|
L-3 Communications Hldgs Inc debt 4.000% 9/1
|
1.5 |
$12M |
|
10M |
1.20 |
|
Solectron Corp note 11/2
|
1.5 |
$12M |
|
30M |
0.40 |
|
Calpine Corp note 4.000% 12/2
|
1.5 |
$12M |
|
29M |
0.41 |
|
Conexant Systems Inc note 4.000% 2/0
|
1.4 |
$11M |
|
41M |
0.28 |
|
America Online Inc Del note 12/0
|
1.4 |
$11M |
|
22M |
0.51 |
|
United States Cellular Corp note 6/1
|
1.4 |
$11M |
|
34M |
0.33 |
|
Imclone Sys Inc note 5.500% 3/0
|
1.4 |
$11M |
|
20M |
0.56 |
|
Cnet Inc note 5.000% 3/0
|
1.4 |
$11M |
|
20M |
0.54 |
|
Echostar Communications New note 5.750% 5/1
|
1.3 |
$11M |
|
14M |
0.75 |
|
Lucent Technologies
|
1.3 |
$11M |
|
14M |
0.76 |
|
Icn Pharmaceuticals Inc New note 6.500% 7/1
|
1.2 |
$9.9M |
|
15M |
0.66 |
|
Corning Inc dbcv 11/0
|
1.2 |
$9.9M |
|
23M |
0.43 |
|
Royal Caribbean Cruises Ltd note 5/1
|
1.2 |
$9.5M |
|
25M |
0.38 |
|
Rf Microdevices Inc note 3.750% 8/1
|
1.2 |
$9.5M |
|
13M |
0.76 |
|
American Tower Corporation
|
1.2 |
$9.2M |
|
5.8M |
1.59 |
|
Doubleclick
|
1.1 |
$8.6M |
|
1.7M |
5.14 |
|
Lsi Logic Corp note 4.000% 11/0
|
1.0 |
$8.3M |
|
11M |
0.75 |
|
E Trade Group Inc note 6.000% 2/0
|
1.0 |
$7.8M |
|
13M |
0.62 |
|
Rational Software Corp note 5.000% 2/0
|
1.0 |
$7.8M |
|
10M |
0.78 |
|
Globespanvirata
|
0.9 |
$7.5M |
|
3.2M |
2.36 |
|
Crown Cork & Seal
|
0.9 |
$7.5M |
|
1.4M |
5.25 |
|
Healthsouth Corp sdcv 3.250% 4/0
|
0.9 |
$7.1M |
|
7.5M |
0.94 |
|
Pmc-sierra Inc note 3.750% 8/1
|
0.8 |
$6.7M |
|
10M |
0.67 |
|
Calpine Corp
|
0.8 |
$6.7M |
|
2.7M |
2.47 |
|
Continental Airls Inc note 4.500% 2/0
|
0.8 |
$6.7M |
|
19M |
0.35 |
|
E Trade Group Inc note 6.750% 5/1
|
0.7 |
$5.8M |
|
8.0M |
0.73 |
|
Triquint Semiconductor Inc note 4.000% 3/0
|
0.7 |
$5.3M |
|
7.0M |
0.76 |
|
K Mart Corp
|
0.7 |
$5.3M |
|
11M |
0.49 |
|
Citrix Sys Inc sdcv 3/2
|
0.6 |
$4.6M |
|
12M |
0.40 |
|
Lennar Corp dbcv 7/2
|
0.6 |
$4.5M |
|
6.0M |
0.75 |
|
Level 3 Communications Inc note 6.000% 3/1
|
0.6 |
$4.4M |
|
15M |
0.29 |
|
Level 3 Communications Inc note 6.000% 9/1
|
0.5 |
$4.1M |
|
14M |
0.30 |
|
Conexant Systems
|
0.5 |
$3.9M |
|
3.5M |
1.11 |
|
Best Buy Inc sdcv 2.250% 1/1
|
0.5 |
$3.9M |
|
5.0M |
0.77 |
|
Enterasys Networks
|
0.5 |
$3.9M |
|
3.0M |
1.30 |
|
Ameritrade Hldg Corp note 5.750% 8/0
|
0.5 |
$3.8M |
|
4.9M |
0.79 |
|
Level 3 Communications
|
0.4 |
$3.5M |
|
897k |
3.89 |
|
Personnel Group Amer Inc note 5.750% 7/0
|
0.4 |
$3.5M |
|
10M |
0.35 |
|
American Tower Corp note 5.000% 2/1
|
0.4 |
$3.3M |
|
8.1M |
0.41 |
|
Amdocs Ltd ord
(DOX)
|
0.4 |
$3.3M |
|
520k |
6.40 |
|
Legg Mason Inc note 6/0
|
0.4 |
$3.2M |
|
6.8M |
0.48 |
|
Wind River Systems Inc note 3.750% 12/1
|
0.4 |
$3.3M |
|
5.0M |
0.65 |
|
Comverse Technology
|
0.3 |
$2.8M |
|
400k |
6.99 |
|
Health Mgmt Assoc Inc New sdcv 0.250% 8/1
|
0.3 |
$2.8M |
|
4.1M |
0.69 |
|
Molex Incorporated
|
0.3 |
$2.6M |
|
112k |
23.52 |
|
Spx Corp note 2/0
|
0.3 |
$2.6M |
|
4.1M |
0.65 |
|
J.C. Penney Company
|
0.3 |
$2.5M |
|
158k |
15.92 |
|
Medtronic Inc dbcv 1.250% 9/1
|
0.3 |
$2.5M |
|
2.4M |
1.02 |
|
I2 Technologies
|
0.3 |
$2.5M |
|
4.8M |
0.52 |
|
National R V Hldgs
|
0.3 |
$2.3M |
|
373k |
6.15 |
|
eResearch Technology
|
0.3 |
$2.2M |
|
120k |
18.45 |
|
Lowes Cos Inc note 2/1
|
0.3 |
$2.1M |
|
2.7M |
0.78 |
|
Celestica Inc note 08/0
|
0.3 |
$2.1M |
|
5.0M |
0.42 |
|
Finisar note 5.250%10/1
|
0.2 |
$1.9M |
|
4.8M |
0.39 |
|
Aspect Communications Corp
|
0.2 |
$1.9M |
|
1.3M |
1.47 |
|
Charter Communications Inc D note 5.750% 10/1
|
0.2 |
$1.8M |
|
3.5M |
0.51 |
|
Sanmina Sci Corp sdcv 9/1
|
0.2 |
$1.8M |
|
5.5M |
0.32 |
|
Practiceworks
|
0.2 |
$1.6M |
|
95k |
17.30 |
|
United Parcel Service Inc note 1.750% 9/2
|
0.2 |
$1.7M |
|
1.6M |
1.03 |
|
Alza Corp sdcv 7/2
|
0.2 |
$1.6M |
|
2.0M |
0.79 |
|
Agilent Technologies Inc C ommon
(A)
|
0.2 |
$1.5M |
|
117k |
13.06 |
|
Centillium Communications In
|
0.2 |
$1.5M |
|
1.3M |
1.20 |
|
First Amern Corp Calif dbcv 4.500% 4/1
|
0.2 |
$1.4M |
|
1.4M |
1.04 |
|
Plains Res
|
0.2 |
$1.4M |
|
53k |
25.78 |
|
Spherion Corp
|
0.2 |
$1.2M |
|
174k |
7.05 |
|
Manugistics Group Inc note 5.000% 11/0
|
0.1 |
$1.2M |
|
3.0M |
0.40 |
|
Inhale Therapeutic Sys Inc note 3.500% 10/1
|
0.1 |
$1.2M |
|
3.0M |
0.40 |
|
Liberty Media Corp-a
|
0.1 |
$1.1M |
|
148k |
7.18 |
|
AnnTaylor Stores
|
0.1 |
$919k |
|
40k |
23.03 |
|
Riverstone Networks
|
0.1 |
$867k |
|
1.7M |
0.51 |
|
Rcn Corp
|
0.1 |
$755k |
|
1.5M |
0.51 |
|
Barnes & Noble
|
0.1 |
$762k |
|
36k |
21.17 |
|
Conceptus
|
0.1 |
$765k |
|
50k |
15.30 |
|
Crown Castle International
|
0.1 |
$750k |
|
346k |
2.17 |
|
Office Depot
|
0.1 |
$728k |
|
59k |
12.34 |
|
Freeport-McMoRan Copper & Gold
(FCX)
|
0.1 |
$682k |
|
51k |
13.45 |
|
Ual Corp
|
0.1 |
$749k |
|
350k |
2.14 |
|
Spectrasite Hldgs Inc note 6.750% 11/1
|
0.1 |
$600k |
|
3.0M |
0.20 |
|
Mail-well
|
0.1 |
$555k |
|
534k |
1.04 |
|
Investors Financial Svcs Corp
|
0.1 |
$541k |
|
20k |
27.05 |
|
Max Re Capital Ltd Hamilton
|
0.1 |
$574k |
|
56k |
10.18 |
|
Belo
|
0.1 |
$455k |
|
21k |
21.88 |
|
Petrocorp
|
0.1 |
$503k |
|
61k |
8.19 |
|
Beverly Enterprises
|
0.1 |
$414k |
|
171k |
2.42 |
|
Philip Morris Cos.
|
0.1 |
$361k |
|
9.3k |
38.82 |
|
King Pharmaceuticals
|
0.1 |
$382k |
|
21k |
18.19 |
|
Unitedglobalcom cl a
|
0.1 |
$361k |
|
220k |
1.64 |
|
TechTeam Global
|
0.1 |
$358k |
|
52k |
6.85 |
|
Aes Corp sdcv 4.500% 8/1
|
0.1 |
$372k |
|
1.2M |
0.31 |
|
E Trade Financial Corp
|
0.0 |
$324k |
|
73k |
4.44 |
|
Mcleodusa Inc Cl A
|
0.0 |
$332k |
|
1.1M |
0.30 |
|
Personnel Group Amer
|
0.0 |
$342k |
|
1.2M |
0.28 |
|
Stamps
|
0.0 |
$347k |
|
82k |
4.23 |
|
State Street Corporation
(STT)
|
0.0 |
$263k |
|
6.8k |
38.68 |
|
Triad Hospitals
|
0.0 |
$273k |
|
7.2k |
37.92 |
|
Sybase
|
0.0 |
$232k |
|
20k |
11.60 |
|
Imperial Pkg Corp
|
0.0 |
$276k |
|
13k |
22.08 |
|
Us Oncology
|
0.0 |
$277k |
|
34k |
8.12 |
|
Cable & Wireless Pub
|
0.0 |
$270k |
|
50k |
5.40 |
|
Hallwood Rlty Partners L P deposit ut
|
0.0 |
$264k |
|
3.0k |
88.00 |
|
Soundview Technology Group N
|
0.0 |
$220k |
|
169k |
1.30 |
|
Genesis Health Venture Inc N
|
0.0 |
$256k |
|
16k |
16.41 |
|
Imagistics International
|
0.0 |
$224k |
|
13k |
17.36 |
|
Sun Microsystems
|
0.0 |
$65k |
|
25k |
2.60 |
|
EMC Corporation
|
0.0 |
$114k |
|
25k |
4.56 |
|
Gemstar-tv Guide Int'l
|
0.0 |
$67k |
|
26k |
2.54 |
|
Ace Cash Express
|
0.0 |
$108k |
|
13k |
8.21 |
|
Z Tel Technologies
|
0.0 |
$83k |
|
77k |
1.08 |
|
Edgewater Technology
|
0.0 |
$75k |
|
17k |
4.48 |
|
Ambassadors Intl
|
0.0 |
$116k |
|
14k |
8.19 |
|
Intertrust Technologies Corp
|
0.0 |
$51k |
|
16k |
3.21 |
|
Aviall
|
0.0 |
$117k |
|
12k |
10.17 |
|
Softnet Sys
|
0.0 |
$88k |
|
38k |
2.30 |
|
Spectrum Control
|
0.0 |
$86k |
|
18k |
4.80 |
|
Dynegy
|
0.0 |
$25k |
|
22k |
1.15 |
|
Elan Plc right 03/31/2003
|
0.0 |
$0 |
|
1.1M |
0.00 |