|
Chesapeake Energy Corp note 2.500% 5/1
|
3.3 |
$27M |
|
29M |
0.95 |
|
Icon 2 1/2 06/01/16
|
3.3 |
$27M |
|
24M |
1.14 |
|
Omnicare Inc dbcv 3.250%12/1
|
3.3 |
$27M |
|
26M |
1.03 |
|
Trinity Inds Inc note 3.875% 6/0
|
3.3 |
$27M |
|
23M |
1.17 |
|
Nuvasive Inc. conv
|
3.2 |
$27M |
|
27M |
0.99 |
|
Lifepoint Hospitals Inc note 3.500% 5/1
|
3.2 |
$26M |
|
24M |
1.09 |
|
Electronic Arts Inc conv
|
3.2 |
$26M |
|
25M |
1.04 |
|
Mgm Mirage conv
|
3.1 |
$26M |
|
23M |
1.12 |
|
Tibco Software Inc. 2.25 05-01 conv
|
2.9 |
$24M |
|
24M |
0.98 |
|
Alliant Techsystems Inc note 3.000% 8/1
|
2.7 |
$22M |
|
19M |
1.15 |
|
GAME Technolog debt
|
2.6 |
$22M |
|
20M |
1.07 |
|
Hologic Inc cnv
|
2.6 |
$22M |
|
22M |
1.00 |
|
Group 1 Automotive Inc frnt 2.250% 6/1
|
2.6 |
$22M |
|
18M |
1.20 |
|
Integra Lifesciences Holdings conv bnd
|
2.6 |
$22M |
|
22M |
0.98 |
|
General Cable Corp Del New note 0.875%11/1
|
2.6 |
$21M |
|
21M |
1.00 |
|
Prologis Inc note 3.250% 3/1
|
2.6 |
$22M |
|
19M |
1.15 |
|
Live Nation Entertainment In note 2.875% 7/1
|
2.5 |
$21M |
|
21M |
1.01 |
|
Webmd Health Conv Sr Notes conv
|
2.5 |
$21M |
|
22M |
0.93 |
|
Lam Research Corp note 0.500% 5/1
|
2.5 |
$20M |
|
19M |
1.07 |
|
Nuance Communications Inc note 2.750%11/0
|
2.4 |
$20M |
|
19M |
1.03 |
|
Leap Wireless Intl Inc note 4.500% 7/1
|
2.3 |
$19M |
|
19M |
1.01 |
|
L-3 Communications Corp debt 3.000% 8/0
|
2.2 |
$18M |
|
18M |
1.02 |
|
Navistar Intl Corp New note 3.000%10/1
|
2.2 |
$18M |
|
19M |
0.97 |
|
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
2.1 |
$17M |
|
17M |
1.02 |
|
Ttm Technologies Inc note 3.250% 5/1
|
2.1 |
$17M |
|
17M |
1.00 |
|
Goodrich Pete Corp note 5.000%10/0
|
2.1 |
$17M |
|
17M |
1.00 |
|
Steel Dynamics Inc note 5.125% 6/1
|
2.1 |
$17M |
|
16M |
1.08 |
|
Rovi Corp conv
|
2.1 |
$17M |
|
16M |
1.03 |
|
Exterran Hldgs Inc note 4.250% 6/1
|
1.9 |
$16M |
|
12M |
1.29 |
|
Teva Pharm Finance Llc Cvt cv bnd
|
1.9 |
$15M |
|
15M |
1.04 |
|
Titan Machy Inc note 3.750% 5/0
|
1.7 |
$14M |
|
15M |
0.94 |
|
Alere Inc note 3.000% 5/1
|
1.6 |
$13M |
|
13M |
0.99 |
|
Bristow Group Inc note 3.000% 6/1
|
1.6 |
$13M |
|
11M |
1.16 |
|
Walter Invt Mgmt Corp note
|
1.5 |
$12M |
|
12M |
1.01 |
|
Affiliated Managers Group note 3.950% 8/1
|
1.5 |
$12M |
|
9.2M |
1.31 |
|
Linear Technology Corp note 3.000% 5/0
|
1.4 |
$12M |
|
11M |
1.05 |
|
Health Care Reit Inc note 3.000%12/0
|
1.4 |
$12M |
|
8.8M |
1.32 |
|
Archer Daniels Midland Co note 0.875% 2/1
|
1.4 |
$11M |
|
11M |
1.01 |
|
Greenbrier Co Inc conv bnd
|
1.2 |
$10M |
|
9.6M |
1.04 |
|
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1
|
1.1 |
$9.4M |
|
8.1M |
1.16 |
|
Micron Technology Inc note 1.875% 6/0
|
1.0 |
$8.4M |
|
7.4M |
1.14 |
|
Slxp 1 1/2 03/15/19
|
0.9 |
$7.2M |
|
6.0M |
1.20 |
|
Rti Intl Metals Inc note 3.000%12/0
|
0.8 |
$6.4M |
|
5.9M |
1.09 |
|
Holx 2 12/15/43
|
0.8 |
$6.3M |
|
6.1M |
1.03 |
|
Arris Group Inc note 2.000%11/1
|
0.8 |
$6.2M |
|
6.0M |
1.03 |
|
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13
|
0.7 |
$5.9M |
|
6.5M |
0.91 |
|
Covanta Holding Conv conv bnd
|
0.6 |
$5.2M |
|
4.0M |
1.29 |
|
Trak 1 1/2 03/15/17
|
0.6 |
$4.6M |
|
4.0M |
1.16 |
|
Stewart Enterprises Inc note 3.125% 7/1
|
0.3 |
$2.8M |
|
2.3M |
1.23 |
|
Holdings Inc Note 5.25
|
0.1 |
$1.1M |
|
350k |
3.01 |
|
Molson Coors Brewing Co note 2.500% 7/3
|
0.1 |
$1.0M |
|
995k |
1.01 |
|
Sba Communications Corp note 4.000%10/0
|
0.1 |
$861k |
|
350k |
2.46 |
|
Mylan Inc note 3.750% 9/1
|
0.1 |
$830k |
|
350k |
2.37 |
|
Wesco Intl Inc dbcv 6.000% 9/1
|
0.1 |
$615k |
|
250k |
2.46 |
|
Trw Automotive 3.5% 12/01/15 conv
|
0.1 |
$573k |
|
250k |
2.29 |
|
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$473k |
|
350k |
1.35 |
|
Omnicare Inc note 3.750%12/1
|
0.1 |
$465k |
|
250k |
1.86 |
|
Terex Corp New note 4.000% 6/0
|
0.1 |
$435k |
|
250k |
1.74 |
|
Nuance Communications Inc dbcv 2.750% 8/1
|
0.0 |
$293k |
|
250k |
1.17 |
|
Regis Corp Minn note 5.000% 7/1
|
0.0 |
$293k |
|
250k |
1.17 |
|
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.0 |
$345k |
|
250k |
1.38 |
|
TAKE-TWO INTER CONVERTIBLE security
|
0.0 |
$355k |
|
250k |
1.42 |
|
Uthr 1 09/15/16
|
0.0 |
$365k |
|
250k |
1.46 |
|
Note 3.50
|
0.0 |
$275k |
|
150k |
1.83 |