Costco Companies Inc note 8/1
|
10.5 |
$53M |
|
75M |
0.71 |
American Tower Corp note 5.000% 2/1
|
7.0 |
$36M |
|
40M |
0.89 |
American Tower Corp note 2.250% 10/1
|
6.2 |
$32M |
|
40M |
0.80 |
Charter Communications Inc D note 5.750% 10/1
|
5.9 |
$30M |
|
35M |
0.86 |
Communica- Tions
|
5.5 |
$28M |
|
1.7M |
16.05 |
Teva Pharmaceutical Fin Nv note 0.750% 8/1
|
4.2 |
$21M |
|
16M |
1.36 |
Kmart Hldg Corporation
|
3.7 |
$19M |
|
752k |
24.93 |
Res-care Inc note 6.000% 12/0
|
3.0 |
$15M |
|
16M |
0.97 |
American Tower Corp note 6.250% 10/1
|
2.9 |
$15M |
|
16M |
0.94 |
Aspect Communications Corp
|
2.7 |
$14M |
|
1.6M |
8.33 |
Celestica
(CLS)
|
2.5 |
$13M |
|
807k |
15.86 |
Allstream Inc cl b lt vtg sh
|
2.2 |
$11M |
|
403k |
27.40 |
Mail-well
|
2.1 |
$11M |
|
3.1M |
3.50 |
Anntaylor Stores Corp sdcv 0.550% 6/1
|
2.1 |
$11M |
|
16M |
0.67 |
Gilead Sciences
(GILD)
|
2.0 |
$10M |
|
184k |
56.04 |
Tower Automotive Inc note 5.000% 8/0
|
1.8 |
$9.0M |
|
9.2M |
0.98 |
Advanced Micro Devices Inc dbcv 4.750% 2/0
|
1.8 |
$8.9M |
|
10M |
0.89 |
Cnet Inc note 5.000% 3/0
|
1.7 |
$8.8M |
|
10M |
0.88 |
Ciena Corp note 3.750% 2/0
|
1.7 |
$8.8M |
|
11M |
0.84 |
Texas Capital Bancshares
(TCBI)
|
1.7 |
$8.5M |
|
698k |
12.22 |
Siebel Sys
|
1.5 |
$7.5M |
|
764k |
9.76 |
Manugistics Group Inc note 5.000% 11/0
|
1.5 |
$7.4M |
|
9.0M |
0.82 |
Quanta Services
(PWR)
|
1.4 |
$7.0M |
|
852k |
8.27 |
National R V Hldgs
|
1.3 |
$6.6M |
|
760k |
8.70 |
Healthsouth Corp sdcv 3.250% 4/0
|
1.3 |
$6.4M |
|
7.3M |
0.88 |
Comverse Technology
|
1.2 |
$6.0M |
|
400k |
14.97 |
ON Semiconductor
(ON)
|
1.0 |
$5.2M |
|
1.3M |
4.00 |
Rcn Corp
|
0.9 |
$4.5M |
|
2.5M |
1.84 |
Primus Telecommunications Gr sdcv 5.750% 2/1
|
0.9 |
$4.4M |
|
5.0M |
0.88 |
TriQuint Semiconductor
|
0.8 |
$4.2M |
|
750k |
5.65 |
Level 3 Communications Inc note 6.000% 9/1
|
0.8 |
$4.1M |
|
6.5M |
0.63 |
Level 3 Communications Inc note 6.000% 3/1
|
0.8 |
$4.0M |
|
6.5M |
0.62 |
Royal Caribbean Cruises Ltd note 2/0
|
0.7 |
$3.7M |
|
8.5M |
0.44 |
Res-Care
(RSCR)
|
0.7 |
$3.5M |
|
460k |
7.70 |
Teva Pharmaceutical Fin Llc dbcv 1.500% 10/1
|
0.7 |
$3.3M |
|
2.5M |
1.33 |
Pegasus Communications Corp cl a
|
0.6 |
$2.9M |
|
195k |
14.90 |
Collins & Aikman Corp
|
0.5 |
$2.7M |
|
800k |
3.38 |
DST Systems
|
0.5 |
$2.5M |
|
66k |
37.60 |
Allergan Inc note 11/0
|
0.5 |
$2.3M |
|
2.4M |
0.98 |
Conseco
|
0.4 |
$2.1M |
|
114k |
18.06 |
Max Re Capital Ltd Hamilton
|
0.4 |
$2.0M |
|
118k |
17.02 |
Hcc Ins Hldgs Inc note 2.000% 9/0
|
0.4 |
$2.0M |
|
1.8M |
1.09 |
Molex Incorporated
|
0.4 |
$1.8M |
|
75k |
24.47 |
Amgen Inc note 3/0
|
0.3 |
$1.7M |
|
2.3M |
0.77 |
Rayovac Corp
|
0.3 |
$1.6M |
|
111k |
14.60 |
Allstream Inc cl a vtg
|
0.3 |
$1.6M |
|
59k |
27.10 |
Comcast Holdings Corp dbcv 12/1
|
0.3 |
$1.6M |
|
1.9M |
0.81 |
Carnival Corp note 10/2
|
0.3 |
$1.4M |
|
2.2M |
0.64 |
Medtronic Inc dbcv 1.250% 9/1
|
0.3 |
$1.4M |
|
1.4M |
1.03 |
Unitedglobalcom cl a
|
0.3 |
$1.3M |
|
220k |
6.11 |
Office Depot
|
0.2 |
$1.2M |
|
88k |
14.05 |
Laboratory Corp Amer Hldgs note 9/1
|
0.2 |
$1.3M |
|
1.8M |
0.70 |
Brinker Intl Inc dbcv 10/1
|
0.2 |
$1.2M |
|
1.8M |
0.68 |
Franklin Res Inc note 5/1
|
0.2 |
$1.2M |
|
2.0M |
0.61 |
Continental Airls Inc note 4.500% 2/0
|
0.2 |
$1.2M |
|
1.5M |
0.81 |
CONSOL Energy
|
0.2 |
$1.1M |
|
62k |
18.57 |
Yum! Brands
(YUM)
|
0.2 |
$1.1M |
|
36k |
29.61 |
Inco Ltd note 3/2
|
0.2 |
$1.1M |
|
1.4M |
0.79 |
Triad Hospitals
|
0.2 |
$1.0M |
|
33k |
30.27 |
Chesapeake Energy Corporation
|
0.2 |
$936k |
|
87k |
10.77 |
Mcleodusa Inc Cl A
|
0.2 |
$904k |
|
650k |
1.39 |
Devon Energy Corp New deb 4.950% 8/1
|
0.2 |
$916k |
|
898k |
1.02 |
Scottish Annuity & Life Hldg note 4.500% 12/0
|
0.2 |
$857k |
|
675k |
1.27 |
Amerisource Health Corp note 5.000% 12/0
|
0.2 |
$797k |
|
675k |
1.18 |
Masco Corp note 7/2
|
0.2 |
$792k |
|
1.8M |
0.44 |
Telefonos De Mexico S A dbcv 4.250% 6/1
|
0.2 |
$834k |
|
765k |
1.09 |
Barnes & Noble Inc note 5.250% 3/1
|
0.2 |
$834k |
|
810k |
1.03 |
Plains Exploration & Production Company
|
0.1 |
$741k |
|
59k |
12.47 |
Hasbro Inc dbcv 2.750% 12/0
|
0.1 |
$749k |
|
675k |
1.11 |
Borders
(BGP)
|
0.1 |
$723k |
|
38k |
18.93 |
Usi Holdings Corporation
|
0.1 |
$723k |
|
56k |
13.00 |
America Online Inc Del note 12/0
|
0.1 |
$691k |
|
1.1M |
0.62 |
PG&E Corporation
(PCG)
|
0.1 |
$614k |
|
26k |
23.91 |
Fremont General Corp
|
0.1 |
$613k |
|
48k |
12.72 |
American Software
(AMSWA)
|
0.1 |
$591k |
|
123k |
4.82 |
Laserscope
|
0.1 |
$588k |
|
50k |
11.76 |
Aon Corp dbcv 3.500% 11/1
|
0.1 |
$574k |
|
486k |
1.18 |
Gap Inc Del note 5.750% 3/1
|
0.1 |
$563k |
|
450k |
1.25 |
Xl Cap Ltd dbcv 5/2
|
0.1 |
$576k |
|
900k |
0.64 |
Devon Energy Corp New deb 4.900% 8/1
|
0.1 |
$545k |
|
534k |
1.02 |
Petrocorp
|
0.1 |
$512k |
|
38k |
13.46 |
Venator Group Inc note 5.500% 6/0
|
0.1 |
$513k |
|
450k |
1.14 |
International Game Technolog dbcv 1/2
|
0.1 |
$452k |
|
675k |
0.67 |
Allstate Corporation
(ALL)
|
0.1 |
$387k |
|
11k |
36.51 |
Liberty Media Corp-a
|
0.1 |
$422k |
|
42k |
9.97 |
Health Mgmt Assoc Inc New note 1/2
|
0.1 |
$401k |
|
450k |
0.89 |
AMN Healthcare Services
(AMN)
|
0.1 |
$382k |
|
24k |
16.26 |
Neuberger Berman Inc note 3.047% 5/0
|
0.1 |
$405k |
|
450k |
0.90 |
Tenet Healthcare Corporation
|
0.1 |
$355k |
|
25k |
14.49 |
Methanex Corp
(MEOH)
|
0.1 |
$352k |
|
38k |
9.38 |
Warna
|
0.1 |
$372k |
|
24k |
15.56 |
Industrial SPDR
(XLI)
|
0.1 |
$361k |
|
16k |
23.29 |
Checkfree Hldgs Corp note 6.500% 12/0
|
0.1 |
$364k |
|
360k |
1.01 |
Usf&g Corp note 3/0
|
0.1 |
$360k |
|
450k |
0.80 |
Fortune Brands
|
0.1 |
$295k |
|
5.2k |
56.73 |
EMC Corporation
|
0.1 |
$316k |
|
25k |
12.64 |
USG Corporation
|
0.1 |
$328k |
|
19k |
17.26 |
W.R. Berkley Corporation
(WRB)
|
0.1 |
$288k |
|
8.4k |
34.29 |
Penn National Gaming
(PENN)
|
0.1 |
$286k |
|
13k |
21.31 |
New Century Financial Corp
|
0.1 |
$316k |
|
11k |
28.34 |
Xcel Energy
(XEL)
|
0.1 |
$305k |
|
20k |
15.48 |
Captiva Software Corp Del
|
0.1 |
$292k |
|
39k |
7.49 |
Sierra Pac Res
|
0.1 |
$282k |
|
58k |
4.85 |
Gemstar-tv Guide Int'l
|
0.1 |
$255k |
|
54k |
4.72 |
BOK Financial Corporation
(BOKF)
|
0.1 |
$258k |
|
6.8k |
37.95 |
Idt Corp cl b
|
0.1 |
$240k |
|
13k |
18.05 |
Mi Devs Inc cl a sub vtg
|
0.1 |
$245k |
|
11k |
22.69 |
Imperial Pkg Corp
|
0.1 |
$264k |
|
13k |
21.12 |
Bisys Group
|
0.1 |
$274k |
|
21k |
13.17 |
Plains Res
|
0.1 |
$261k |
|
21k |
12.43 |
Calpine Corp note 4.000% 12/2
|
0.1 |
$253k |
|
281k |
0.90 |
Ndchealth Corp
|
0.1 |
$262k |
|
13k |
20.96 |
TLC Vision Corporation
|
0.0 |
$184k |
|
29k |
6.26 |
Bj Svcs Co note 0.500% 4/2
|
0.0 |
$221k |
|
270k |
0.82 |
Ace Cash Express
|
0.0 |
$181k |
|
12k |
14.64 |
Uici
|
0.0 |
$201k |
|
16k |
12.56 |
Bush Inds Inc cl a
|
0.0 |
$178k |
|
37k |
4.77 |
Lear Corp note 2/2
|
0.0 |
$199k |
|
405k |
0.49 |
Louisiana-Pacific Corporation
(LPX)
|
0.0 |
$190k |
|
14k |
13.77 |
CMS Energy Corporation
(CMS)
|
0.0 |
$137k |
|
19k |
7.38 |
Tesoro Corporation
|
0.0 |
$142k |
|
17k |
8.44 |
Weatherford Intl Inc dbcv 6/3
|
0.0 |
$159k |
|
252k |
0.63 |
Cns
|
0.0 |
$174k |
|
16k |
11.01 |
Hall Kinion Associates
|
0.0 |
$149k |
|
38k |
3.93 |
Medis Technologies
|
0.0 |
$131k |
|
13k |
10.31 |
Sun Microsystems
|
0.0 |
$83k |
|
25k |
3.32 |
Collegiate Pacific
|
0.0 |
$81k |
|
10k |
7.94 |
Electronics For Imaging Inc dbcv 1.500% 6/0
|
0.0 |
$97k |
|
90k |
1.08 |
Radiologix
|
0.0 |
$118k |
|
39k |
3.06 |