Symphony Asset Management

Symphony Asset Management as of March 31, 2011

Portfolio Holdings for Symphony Asset Management

Symphony Asset Management holds 470 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Advanced Micro Devices Inc note 5.750% 8/1 2.0 $32M 31M 1.03
Sandisk Corp note 1.000% 5/1 1.9 $32M 32M 0.98
Sunpower Corp dbcv 1.250% 2/1 1.8 $29M 30M 0.98
Linear Technology Corp note 3.000% 5/0 1.8 $29M 27M 1.07
Nii Hldgs Inc note 3.125% 6/1 1.7 $28M 28M 1.00
Nektar Therapeutics note 3.250% 9/2 1.6 $27M 27M 1.01
E M C Corp Mass note 1.750%12/0 1.6 $26M 15M 1.70
Smithfield Foods Inc note 4.000% 6/3 1.5 $24M 19M 1.26
Ual Corp note 4.500% 6/3 1.3 $21M 21M 1.01
Amgen Inc note 0.375% 2/0 1.3 $21M 21M 0.99
Headwaters Inc note 2.500% 2/0 1.1 $19M 21M 0.91
Kulicke & Soffa Inds Inc note 0.875% 6/0 1.1 $19M 19M 1.00
Transocean Inc note 1.500%12/1 1.1 $19M 19M 0.97
Mylan Inc note 3.750% 9/1 1.1 $17M 9.4M 1.84
Netapp Inc note 1.750% 6/0 1.0 $17M 11M 1.59
Apple (AAPL) 1.0 $17M 48k 348.51
Iconix Brand Group Inc note 1.875% 6/3 1.0 $16M 16M 1.01
Dendreon Corp note 0.9 $16M 15M 1.05
Micron Technology Inc note 1.875% 6/0 0.9 $15M 14M 1.09
School Specialty Inc sdcv 3.750%11/3 0.9 $15M 15M 1.01
Earthlink Inc note 3.250%11/1 0.9 $15M 14M 1.07
Tech Data Corp dbcv 2.750%12/1 0.9 $14M 13M 1.08
L-1 Identity Solutions Inc note 3.750% 5/1 0.9 $14M 14M 1.00
Cal Dive Intl Inc note 3.250%12/1 0.8 $14M 14M 1.00
Inland Real Estate Corp note 4.625%11/1 0.8 $13M 13M 1.00
Gencorp Inc sdcv 2.250%11/1 0.8 $13M 13M 0.99
Goodrich Pete Corp note 5.000%10/0 0.8 $13M 12M 1.01
Comcast Corporation (CMCSA) 0.7 $12M 491k 24.72
On Semiconductor Corp note 4/1 0.7 $12M 11M 1.12
Molina Healthcare Inc note 3.750%10/0 0.7 $12M 10M 1.14
Qualcomm (QCOM) 0.7 $11M 204k 54.83
Charming Shoppes Inc note 1.125% 5/0 0.7 $11M 12M 0.86
Amerigroup Corp note 2.000% 5/1 0.6 $10M 6.7M 1.53
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.6 $10M 12M 0.86
Google 0.6 $10M 17k 586.75
Wells Fargo & Company (WFC) 0.6 $9.8M 310k 31.71
Freeport-McMoRan Copper & Gold (FCX) 0.6 $9.8M 177k 55.55
Exide Technologies frnt 9/1 0.6 $9.7M 11M 0.93
Johnson & Johnson (JNJ) 0.6 $9.6M 162k 59.24
Key (KEY) 0.6 $9.3M 1.0M 8.88
Dex One Corporation 0.6 $9.3M 47k 198.34
Union Pacific Corporation (UNP) 0.5 $8.8M 90k 98.33
Republic Services (RSG) 0.5 $8.6M 285k 30.04
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.5 $8.4M 8.1k 1035.23
Ciena Corp note 0.250% 5/0 0.5 $8.0M 7.9M 1.02
Cummins (CMI) 0.5 $8.1M 74k 109.62
Parker-Hannifin Corporation (PH) 0.5 $7.8M 83k 94.69
BLACKBOARD INC CONVERTIBLE security 0.5 $7.9M 7.8M 1.01
Mosaic Company 0.5 $7.7M 98k 78.76
Bank Of America Corporation preferred (BAC.PL) 0.5 $7.7M 7.6k 1011.49
Whirlpool Corporation (WHR) 0.5 $7.4M 87k 85.36
Massey Energy Co note 3.250% 8/0 0.4 $7.1M 6.3M 1.13
J.B. Hunt Transport Services (JBHT) 0.4 $7.0M 155k 45.42
International Business Machines (IBM) 0.4 $7.1M 44k 163.07
Eaton Vance Senior Income Trust (EVF) 0.4 $7.0M 964k 7.25
Carrizo Oil & Co Inc note 4.375% 6/0 0.4 $6.9M 7.0M 0.99
Lifepoint Hospitals Inc note 3.500% 5/1 0.4 $7.0M 6.5M 1.07
Nuvasive Inc note 2.250% 3/1 0.4 $6.9M 7.0M 0.98
Powerwave Technologies Inc note 3.875%10/0 0.4 $6.9M 7.2M 0.96
Caterpillar (CAT) 0.4 $7.0M 62k 111.36
Walter Energy 0.4 $6.8M 50k 135.42
Equinix Inc note 2.500% 4/1 0.4 $6.8M 6.5M 1.04
East West Ban (EWBC) 0.4 $6.7M 306k 21.96
Continental Resources 0.4 $6.2M 86k 71.47
Affiliated Managers (AMG) 0.4 $6.1M 56k 109.37
Alliant Techsystems Inc note 2.750% 9/1 0.4 $5.9M 5.8M 1.01
Medtronic Inc note 1.500% 4/1 0.4 $6.0M 6.0M 1.00
Eaton Vance Floating-Rate Income Trust (EFT) 0.4 $5.8M 354k 16.49
Verizon Communications (VZ) 0.3 $5.7M 148k 38.54
Macy's (M) 0.3 $5.7M 236k 24.26
Zions Bancorporation (ZION) 0.3 $5.7M 248k 23.06
Cypress Semiconductor Corporation 0.3 $5.7M 296k 19.38
Tor Dom Bk Cad (TD) 0.3 $5.7M 65k 88.40
QEP Resources 0.3 $5.6M 137k 40.54
General Electric Company 0.3 $5.4M 268k 20.05
Ryder System (R) 0.3 $5.5M 108k 50.60
Watson Pharmaceuticals 0.3 $5.4M 96k 56.01
Meritor 0.3 $5.4M 320k 16.97
Mead Johnson Nutrition 0.3 $5.3M 92k 57.93
KKR & Co 0.3 $5.2M 319k 16.41
Advanced Micro Devices Inc note 6.000% 5/0 0.3 $5.0M 4.9M 1.03
Medtronic Inc note 1.625% 4/1 0.3 $5.0M 4.9M 1.03
Automatic Data Processing (ADP) 0.3 $5.1M 99k 51.32
Newfield Exploration 0.3 $5.0M 66k 76.01
VeriFone Systems 0.3 $5.1M 94k 54.95
Bristow Group Inc note 3.000% 6/1 0.3 $4.9M 4.9M 1.00
Microsoft Corporation (MSFT) 0.3 $5.0M 195k 25.39
Cooper Tire & Rubber Company 0.3 $4.9M 190k 25.75
Transocean Inc note 1.500%12/1 0.3 $4.8M 4.9M 0.98
Norfolk Southern (NSC) 0.3 $4.8M 70k 69.27
Digital Realty Trust (DLR) 0.3 $4.8M 82k 58.14
Coca-Cola Company (KO) 0.3 $4.5M 68k 66.35
Bristol Myers Squibb (BMY) 0.3 $4.6M 173k 26.43
Hershey Company (HSY) 0.3 $4.7M 86k 54.35
TRW Automotive Holdings 0.3 $4.5M 82k 55.07
Banco Itau Holding Financeira (ITUB) 0.3 $4.7M 194k 24.05
Cloud Peak Energy 0.3 $4.6M 212k 21.59
Sensata Technologies Hldg Bv 0.3 $4.6M 134k 34.72
Camden Property Trust (CPT) 0.3 $4.5M 80k 56.83
St Mary Ld & Expl Co note 3.500% 4/0 0.3 $4.4M 3.1M 1.43
Pfizer (PFE) 0.3 $4.4M 217k 20.31
Philip Morris International (PM) 0.3 $4.4M 67k 65.63
KLA-Tencor Corporation (KLAC) 0.3 $4.4M 94k 47.32
Liberty Media Corp New deb 3.125% 3/3 0.3 $4.2M 3.6M 1.19
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.3 $4.2M 55k 76.98
McKesson Corporation (MCK) 0.3 $4.2M 53k 79.06
KKR Financial Holdings 0.2 $4.1M 419k 9.79
ConocoPhillips (COP) 0.2 $4.2M 52k 79.87
MGM Resorts International. (MGM) 0.2 $4.1M 315k 13.15
Scotts Miracle-Gro Company (SMG) 0.2 $4.1M 71k 57.85
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $3.8M 3.5M 1.08
U.S. Bancorp (USB) 0.2 $3.7M 140k 26.43
CSX Corporation (CSX) 0.2 $3.7M 48k 78.59
Range Resources (RRC) 0.2 $3.8M 66k 58.46
Hess (HES) 0.2 $3.9M 45k 85.19
FLIR Systems 0.2 $3.7M 108k 34.61
Humana (HUM) 0.2 $3.7M 53k 69.93
Sterlite Industries India 0.2 $3.8M 244k 15.44
Alcoa Inc debt 0.2 $3.8M 1.4M 2.81
Simon Property (SPG) 0.2 $3.7M 35k 107.16
Symantec Corp note 1.000% 6/1 0.2 $3.7M 3.1M 1.21
Potash Corp. Of Saskatchewan I 0.2 $3.6M 61k 58.91
Amgen (AMGN) 0.2 $3.6M 67k 53.45
United States Stl Corp New note 4.000% 5/1 0.2 $3.5M 2.0M 1.82
Ford Mtr Co Del note 4.250%11/1 0.2 $3.5M 1.9M 1.81
Symantec Corp note 0.750% 6/1 0.2 $3.5M 3.4M 1.03
Willis Group Holdings 0.2 $3.4M 84k 40.35
Timken Company (TKR) 0.2 $3.4M 65k 52.29
Occidental Petroleum Corporation (OXY) 0.2 $3.5M 33k 104.50
Tesoro Corporation 0.2 $3.5M 131k 26.83
Associated Banc- (ASB) 0.2 $3.4M 229k 14.85
Textron Inc note 4.500% 5/0 0.2 $3.2M 1.5M 2.14
Hartford Financial Services (HIG) 0.2 $3.3M 124k 26.93
Devon Energy Corporation (DVN) 0.2 $3.2M 35k 91.76
AmerisourceBergen (COR) 0.2 $3.2M 81k 39.56
Intel Corp sdcv 0.2 $3.4M 3.3M 1.03
E M C Corp Mass note 1.750%12/0 0.2 $3.2M 1.9M 1.65
Lincoln National Corporation (LNC) 0.2 $3.1M 102k 30.03
Teva Pharmaceutical Industries (TEVA) 0.2 $3.1M 62k 50.17
Airgas 0.2 $3.2M 48k 66.43
Cibc Cad (CM) 0.2 $3.2M 37k 86.12
Stone Energy Corporation 0.2 $3.1M 92k 33.38
Abb (ABBNY) 0.2 $3.2M 131k 24.19
Danaher Corp Del debt 0.2 $3.2M 2.1M 1.50
Allergan Inc note 1.500% 4/0 0.2 $2.9M 2.6M 1.12
Plantronics 0.2 $3.0M 81k 36.63
Fossil 0.2 $3.0M 32k 93.63
Brookfield Ppty Corp Cad 0.2 $3.0M 168k 17.68
Healthsouth 0.2 $3.0M 119k 24.98
Rackspace Hosting 0.2 $3.0M 69k 42.85
Chesapeake Energy Corp note 2.500% 5/1 0.2 $2.8M 2.6M 1.09
Intel Corporation (INTC) 0.2 $2.8M 139k 20.17
Williams-Sonoma (WSM) 0.2 $2.8M 68k 40.51
Central European Media sr nt cv 5%15 0.2 $2.7M 3.0M 0.91
Liberty Media 0.2 $2.6M 33k 77.59
Peabody Energy Corp sdcv 4.750%12/1 0.2 $2.6M 2.0M 1.32
Discover Financial Services 0.2 $2.6M 107k 24.12
M&T Bank Corporation (MTB) 0.2 $2.7M 30k 88.48
Edwards Lifesciences (EW) 0.2 $2.6M 30k 86.98
Becton, Dickinson and (BDX) 0.2 $2.6M 33k 79.64
USG Corporation 0.2 $2.7M 160k 16.66
Delphi Financial 0.2 $2.7M 88k 30.71
Minerals Technologies (MTX) 0.2 $2.6M 39k 68.52
Genesee & Wyoming 0.2 $2.7M 46k 58.20
Intrepid Potash 0.2 $2.5M 73k 34.81
Rayonier (RYN) 0.2 $2.6M 42k 62.31
Prologis debt 0.2 $2.7M 2.7M 1.00
Market Vectors-Coal ETF 0.2 $2.6M 51k 50.72
Via 0.1 $2.5M 54k 46.52
Apache Corporation 0.1 $2.4M 18k 130.90
CenturyLink 0.1 $2.5M 61k 41.55
Sotheby's 0.1 $2.5M 48k 52.61
Halliburton Company (HAL) 0.1 $2.5M 51k 49.84
Oracle Corporation (ORCL) 0.1 $2.4M 72k 33.43
GrafTech International 0.1 $2.5M 119k 20.63
Parker Drilling Company 0.1 $2.4M 349k 6.91
Tempur-Pedic International (SGI) 0.1 $2.5M 50k 50.66
Ingersoll-rand Global Hldg C debt 0.1 $2.5M 934k 2.72
Xilinx Inc sdcv 3.125% 3/1 0.1 $2.4M 2.1M 1.16
Hologic Inc frnt 2.000%12/1 0.1 $2.4M 2.0M 1.22
L-3 Communications Corp debt 3.000% 8/0 0.1 $2.3M 2.2M 1.01
Borgwarner Inc note 3.500% 4/1 0.1 $2.3M 950k 2.45
Pioneer Nat Res Co note 2.875% 1/1 0.1 $2.2M 1.3M 1.77
Nabors Inds Inc note 0.940% 5/1 0.1 $2.3M 2.3M 0.99
AFLAC Incorporated (AFL) 0.1 $2.3M 43k 52.77
Invesco (IVZ) 0.1 $2.4M 93k 25.56
CommVault Systems (CVLT) 0.1 $2.3M 57k 39.89
Masimo Corporation (MASI) 0.1 $2.3M 69k 33.10
Xl Group 0.1 $2.2M 91k 24.60
GAME Technolog debt 0.1 $2.3M 2.0M 1.15
Holdings Inc Note 5.25 0.1 $2.3M 1.1M 2.01
Sandisk Corp note 1.500% 8/1 0.1 $2.3M 2.1M 1.13
E TRADE Financial Corporation 0.1 $2.1M 136k 15.63
On Semiconductor Corp note 2.625%12/1 0.1 $2.1M 1.8M 1.18
Cameron International Corp note 2.500% 6/1 0.1 $2.1M 1.3M 1.61
Johnson Controls 0.1 $2.2M 53k 41.56
Schlumberger (SLB) 0.1 $2.1M 22k 93.25
Exelon Corporation (EXC) 0.1 $2.2M 53k 41.24
Accenture (ACN) 0.1 $2.2M 40k 54.96
Saks Incorporated 0.1 $2.1M 184k 11.31
Oshkosh Corporation (OSK) 0.1 $2.1M 59k 35.38
Community Bank System (CBU) 0.1 $2.1M 86k 24.27
Wright Express Corporation 0.1 $2.1M 41k 51.86
Equity Lifestyle Properties (ELS) 0.1 $2.1M 36k 57.63
Esterline Technologies Corporation 0.1 $2.1M 29k 70.71
General Mtrs Co jr pfd cnv srb 0.1 $2.2M 45k 48.43
Omnicare Inc note 3.750%12/1 0.1 $2.2M 1.7M 1.29
Omnicom Group Inc note 7/0 0.1 $2.1M 1.9M 1.12
Lucent Technologies Inc dbcv 2.875% 6/1 0.1 $1.9M 2.0M 0.97
Archer Daniels Midland Co note 0.875% 2/1 0.1 $2.0M 1.8M 1.11
Ansys (ANSS) 0.1 $2.0M 37k 54.19
Tractor Supply Company (TSCO) 0.1 $2.0M 34k 59.85
Duke Energy Corporation 0.1 $1.9M 106k 18.15
Newell Rubbermaid (NWL) 0.1 $2.0M 106k 19.13
H.J. Heinz Company 0.1 $2.0M 41k 48.82
Maximus (MMS) 0.1 $2.0M 25k 81.17
LaSalle Hotel Properties 0.1 $2.0M 73k 26.99
Wabtec Corporation (WAB) 0.1 $1.9M 29k 67.81
United Rentals Inc note 4.000%11/1 0.1 $2.0M 661k 3.10
Newmont Mining Corp note 1.250% 7/1 0.1 $2.0M 1.6M 1.32
Stanley Black & Decker Inc unit 99/99/9999 0.1 $2.0M 17k 119.76
D R Horton Inc note 2.000% 5/1 0.1 $1.8M 1.6M 1.14
Fifth Third Bancorp cnv pfd dep1/250 0.1 $1.9M 13k 147.66
Hologic Inc frnt 2.000%12/1 0.1 $1.9M 1.9M 0.96
Navistar Intl Corp New note 3.000%10/1 0.1 $1.8M 1.2M 1.51
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $1.7M 1.5M 1.20
Cms Energy Corp note 2.875%12/0 0.1 $1.8M 1.2M 1.52
Exxon Mobil Corporation (XOM) 0.1 $1.7M 21k 84.10
Dominion Resources (D) 0.1 $1.8M 40k 44.69
Constellation Energy 0.1 $1.8M 59k 31.13
Polaris Industries (PII) 0.1 $1.9M 22k 87.04
Southern Company (SO) 0.1 $1.8M 48k 38.11
Solutia 0.1 $1.8M 70k 25.40
Aes Tr Iii pfd cv 6.75% 0.1 $1.8M 36k 49.31
Celanese Corporation (CE) 0.1 $1.9M 42k 44.38
GeoEye 0.1 $1.8M 44k 41.60
Oil States International (OIS) 0.1 $1.7M 23k 76.13
UIL Holdings Corporation 0.1 $1.9M 62k 30.51
Kansas City Southern 0.1 $1.9M 35k 54.46
PS Business Parks 0.1 $1.7M 30k 57.94
Alterra Capital Holdings Lim 0.1 $1.8M 83k 22.26
Symetra Finl Corp 0.1 $1.8M 135k 13.61
Citigroup Inc Com Us cmn 0.1 $1.8M 1.8M 1.01
Interpublic Group Cos Inc note 4.250% 3/1 0.1 $1.7M 1.5M 1.14
Ciena Corp note 0.875% 6/1 0.1 $1.7M 1.7M 0.98
Clean Harbors (CLH) 0.1 $1.7M 17k 98.68
Kimberly-Clark Corporation (KMB) 0.1 $1.7M 26k 65.26
United Rentals (URI) 0.1 $1.6M 49k 33.29
Altria (MO) 0.1 $1.6M 63k 26.04
Domtar Corp 0.1 $1.7M 18k 91.77
Procter & Gamble Company (PG) 0.1 $1.6M 26k 61.61
Dillard's (DDS) 0.1 $1.7M 42k 40.13
Prestige Brands Holdings (PBH) 0.1 $1.7M 145k 11.50
Advance Auto Parts (AAP) 0.1 $1.7M 26k 65.64
Scientific Games (LNWO) 0.1 $1.6M 183k 8.74
Whiting Petroleum Corporation 0.1 $1.6M 22k 73.41
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $1.7M 726k 2.37
Silicon Image 0.1 $1.7M 192k 8.96
Home Properties 0.1 $1.6M 27k 58.94
Nordson Corporation (NDSN) 0.1 $1.6M 21k 75.68
Ralcorp Holdings 0.1 $1.6M 24k 68.45
Anworth Mortgage Asset Corporation 0.1 $1.7M 237k 7.09
Tower 0.1 $1.6M 66k 24.03
Westlake Chemical Corporation (WLK) 0.1 $1.6M 29k 56.21
Charter Communications 0.1 $1.6M 23k 70.28
Equinix Inc note 4.750% 6/1 0.1 $1.4M 1.1M 1.34
Invitrogen Corp note 1.500% 2/1 0.1 $1.5M 1.3M 1.16
Mylan Inc note 1.250% 3/1 0.1 $1.5M 1.4M 1.10
Tyson Foods Inc note 3.250%10/1 0.1 $1.5M 1.2M 1.30
Valeant Pharmaceuticals Intl note 4.000%11/1 0.1 $1.5M 375k 3.95
Beckman Coulter Inc note 2.500%12/1 0.1 $1.5M 1.3M 1.19
Aon Corporation 0.1 $1.5M 28k 52.97
Wal-Mart Stores (WMT) 0.1 $1.5M 28k 52.02
Progress Energy 0.1 $1.5M 33k 46.15
CSG Systems International (CSGS) 0.1 $1.4M 71k 19.95
Arch Coal 0.1 $1.5M 42k 36.03
Waters Corporation (WAT) 0.1 $1.5M 17k 86.90
Directv 0.1 $1.5M 32k 46.81
Honeywell International (HON) 0.1 $1.5M 26k 59.74
United Technologies Corporation 0.1 $1.4M 17k 84.63
Starbucks Corporation (SBUX) 0.1 $1.4M 39k 36.95
Primerica (PRI) 0.1 $1.5M 58k 25.50
Align Technology (ALGN) 0.1 $1.5M 74k 20.48
Bio-Rad Laboratories (BIO) 0.1 $1.4M 12k 120.20
Hornbeck Offshore Services 0.1 $1.5M 49k 30.87
InterDigital (IDCC) 0.1 $1.4M 30k 47.74
L-3 Communications Holdings 0.1 $1.4M 18k 78.33
Cimarex Energy 0.1 $1.5M 13k 115.26
Deckers Outdoor Corporation (DECK) 0.1 $1.4M 16k 86.16
Astec Industries (ASTE) 0.1 $1.4M 38k 37.29
Owens & Minor (ACH) 0.1 $1.5M 48k 32.49
Cameron International Corporation 0.1 $1.5M 26k 57.10
Columbia Banking System (COLB) 0.1 $1.5M 79k 19.18
Blackrock Kelso Capital 0.1 $1.5M 150k 10.12
Scripps Networks Interactive 0.1 $1.5M 29k 50.09
DuPont Fabros Technology 0.1 $1.4M 58k 24.26
Nasdaq Omx Group Inc note 2.500% 8/1 0.1 $1.4M 1.5M 0.99
Health Care Reit Inc note 3.000%12/0 0.1 $1.4M 1.3M 1.14
Alpha Natural Resources Inc note 2.375% 4/1 0.1 $1.3M 950k 1.36
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.1 $1.4M 1.0M 1.35
Equinix Inc note 3.000%10/1 0.1 $1.4M 1.3M 1.08
General Cable Corp Del New note 0.875%11/1 0.1 $1.2M 1.1M 1.09
Sesi L L C frnt 1.500%12/1 0.1 $1.2M 1.2M 1.06
Allegheny Technologies Inc note 4.250% 6/0 0.1 $1.3M 750k 1.76
Portland General Electric Company (POR) 0.1 $1.4M 58k 23.77
Northeast Utilities System 0.1 $1.3M 39k 34.59
First Financial Ban (FFBC) 0.1 $1.3M 78k 16.69
Reinsurance Group of America (RGA) 0.1 $1.4M 22k 62.78
Advent Software 0.1 $1.2M 43k 28.69
FMC Technologies 0.1 $1.3M 14k 93.42
Reynolds American 0.1 $1.4M 38k 35.53
Comerica Incorporated 0.1 $1.3M 35k 36.71
Mid-America Apartment (MAA) 0.1 $1.4M 22k 64.17
Liberty Media 3.750 2/15/30 deb 3.750% 0.1 $1.2M 2.2M 0.58
Coinstar Inc note 4.000% 9/0 0.1 $1.3M 961k 1.38
Boise 0.1 $1.3M 137k 9.16
Best Buy Inc sdcv 2.250% 1/1 0.1 $1.3M 1.3M 1.03
PetroQuest Energy 0.1 $1.3M 138k 9.36
Air Methods Corporation 0.1 $1.4M 20k 67.25
Chipotle Mexican Grill (CMG) 0.1 $1.2M 4.6k 272.23
Novellus Systems 0.1 $1.2M 33k 37.11
Acacia Research Corporation (ACTG) 0.1 $1.4M 40k 34.33
Jefferies Group Inc New dbcv 3.875%11/0 0.1 $1.3M 1.3M 1.04
Affiliated Managers Group note 3.950% 8/1 0.1 $1.3M 1.1M 1.17
Genco Shipping & Trading 0.1 $1.2M 110k 10.77
Chesapeake Energy Corp note 2.750%11/1 0.1 $1.2M 1.1M 1.16
National Retail Properties I note 5.125% 6/1 0.1 $1.2M 1.1M 1.16
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $1.2M 1.0M 1.19
Trinity Inds Inc note 3.875% 6/0 0.1 $1.1M 1.1M 1.09
Annaly Capital Management 0.1 $1.1M 66k 17.47
Vulcan Materials Company (VMC) 0.1 $1.2M 26k 45.62
Biogen Idec (BIIB) 0.1 $1.2M 16k 73.46
Liberty Media 4.000 11/15/29 deb 4.000% 0.1 $1.1M 1.8M 0.59
Anixter Intl Inc note 1.000% 2/1 0.1 $1.1M 864k 1.25
Erp Oper Ltd Partnership note 3.850% 8/1 0.1 $1.1M 1.1M 1.02
General Cable Corp Del New frnt 4.500% 11/1 0.1 $1.2M 831k 1.40
Express Scripts 0.1 $1.1M 20k 55.60
Life Technologies 0.1 $1.1M 22k 52.44
Quest Diagnostics Incorporated (DGX) 0.1 $1.1M 20k 57.76
Manhattan Associates (MANH) 0.1 $1.2M 36k 32.73
Rovi Corporation 0.1 $1.1M 21k 53.68
RTI International Metals 0.1 $1.1M 35k 31.15
Orient-exp Htls 0.1 $1.2M 95k 12.37
Apollo Investment 0.1 $1.1M 95k 12.07
Twin Disc, Incorporated (TWIN) 0.1 $1.1M 35k 32.23
Power-One 0.1 $1.1M 124k 8.74
Prologis note 3.250% 3/1 0.1 $1.1M 950k 1.17
Commonwealth Reit 6.50% Ser D pfd cv 0.1 $1.2M 54k 21.51
Teleflex Inc note 3.875% 8/0 0.1 $1.1M 950k 1.13
Terex Corp New note 4.000% 6/0 0.1 $1.1M 450k 2.38
Pantry Inc note 3.000%11/1 0.1 $1.2M 1.2M 0.99
American Med Sys Hldgs Inc note 4.000% 9/1 0.1 $1.0M 750k 1.34
Exterran Hldgs Inc note 4.250% 6/1 0.1 $1.0M 850k 1.23
Omnicare Inc dbcv 3.250%12/1 0.1 $915k 984k 0.93
Leap Wireless Intl Inc note 4.500% 7/1 0.1 $960k 1.0M 0.96
MB Financial 0.1 $937k 45k 20.96
Consolidated Edison (ED) 0.1 $1.0M 21k 50.68
Eaton Corporation 0.1 $997k 18k 55.44
Steris Corporation 0.1 $1.0M 30k 34.54
Deere & Company (DE) 0.1 $1.0M 11k 96.91
Stericycle (SRCL) 0.1 $997k 11k 88.70
Chesapeake Energy Corporation 0.1 $1.0M 31k 33.50
Petrohawk Energy Corporation 0.1 $921k 38k 24.54
Sothebys note 3.125% 6/1 0.1 $1.1M 650k 1.64
Marvell Technology Group 0.1 $909k 59k 15.55
Nabi Biopharmaceuticals 0.1 $1.0M 175k 5.81
Calamos Asset Management 0.1 $915k 55k 16.58
Commerce Bancshares (CBSH) 0.1 $1.0M 25k 40.43
Ramco-Gershenson Properties Trust 0.1 $910k 73k 12.53
Centene Corporation (CNC) 0.1 $961k 29k 33.00
Neurocrine Biosciences (NBIX) 0.1 $1.0M 133k 7.59
Noranda Aluminum Holding Corporation 0.1 $1.0M 64k 16.04
Vornado Rlty L P debt 0.1 $933k 833k 1.12
Charles Riv Labs Intl Inc note 2.250% 6/1 0.1 $988k 950k 1.04
VirnetX Holding Corporation 0.1 $1.1M 53k 19.92
Teva Pharm Finance Llc Cvt cv bnd 0.1 $969k 850k 1.14
Omnicare Cap Tr Ii pfd b tr 4.00% 0.1 $946k 21k 45.26
Citigroup Inc *w exp 10/28/201 0.1 $1.0M 3.9M 0.26
Penn Va Corp note 4.500%11/1 0.1 $773k 750k 1.03
Steel Dynamics Inc note 5.125% 6/1 0.1 $806k 630k 1.28
Itron Inc note 2.500% 8/0 0.1 $876k 850k 1.03
Molson Coors Brewing Co note 2.500% 7/3 0.1 $812k 700k 1.16
Newmont Mining Corp note 3.000% 2/1 0.1 $793k 650k 1.22
Old Rep Intl Corp note 8.000% 5/1 0.1 $876k 730k 1.20
MasterCard Incorporated (MA) 0.1 $846k 3.4k 251.94
Expedia 0.1 $891k 39k 22.65
Incyte Corporation (INCY) 0.1 $865k 55k 15.85
T. Rowe Price (TROW) 0.1 $873k 13k 66.36
Las Vegas Sands (LVS) 0.1 $764k 18k 42.23
General Mills (GIS) 0.1 $851k 23k 36.54
Murphy Oil Corporation (MUR) 0.1 $880k 12k 73.42
Bally Technologies 0.1 $778k 21k 37.87
Lifepoint Hospitals Inc sdcv 3.250% 8/1 0.1 $773k 750k 1.03
Meritage Homes Corporation (MTH) 0.1 $800k 33k 24.13
Sauer-Danfoss 0.1 $776k 15k 50.97
Vail Resorts (MTN) 0.1 $902k 19k 48.77
Textron (TXT) 0.1 $881k 32k 27.38
Artio Global Investors 0.1 $792k 49k 16.16
Macrovision Corp debt 0.1 $760k 400k 1.90
Fisher Scientific Intl Inc note 3.250% 3/0 0.1 $822k 600k 1.37
Chiquita Brands Intl Inc note 4.250% 8/1 0.1 $780k 750k 1.04
Kendle International Inc note 3.375% 7/1 0.0 $722k 760k 0.95
Ameriprise Financial (AMP) 0.0 $624k 10k 61.04
Costco Wholesale Corporation (COST) 0.0 $730k 10k 73.29
Home Depot (HD) 0.0 $727k 20k 37.06
Baxter International (BAX) 0.0 $587k 11k 53.72
Waddell & Reed Financial 0.0 $729k 18k 40.60
Everest Re Group (EG) 0.0 $686k 7.8k 88.20
Yum! Brands (YUM) 0.0 $598k 12k 51.35
PDL BioPharma 0.0 $711k 122k 5.81
New York Community Ban 0.0 $605k 35k 17.25
Jones Lang LaSalle Incorporated (JLL) 0.0 $639k 6.4k 99.69
Comtech Telecomm (CMTL) 0.0 $662k 24k 27.25
Diamond Foods 0.0 $664k 12k 55.79
Five Star Quality Care 0.0 $615k 76k 8.13
National Fuel Gas (NFG) 0.0 $586k 7.9k 73.95
Energy Partners 0.0 $700k 58k 12.00
Unisys Corporation (UIS) 0.0 $579k 19k 31.19
Parkway Properties 0.0 $701k 41k 17.01
Newmont Mining Corp Cvt cv bnd 0.0 $608k 450k 1.35
SINCLAIR BROADCAST GROUP INC SDCV Non-Convertible 6.000% 9/1 domestic 0.0 $595k 595k 1.00
IAC/InterActive 0.0 $440k 14k 30.88
Peabody Energy Corporation 0.0 $424k 5.9k 71.93
BioMarin Pharmaceutical (BMRN) 0.0 $486k 19k 25.17
C.R. Bard 0.0 $479k 4.8k 99.27
Affymetrix 0.0 $448k 86k 5.21
Partner Re 0.0 $416k 5.3k 79.19
Colgate-Palmolive Company (CL) 0.0 $436k 5.4k 80.79
NCR Corporation (VYX) 0.0 $543k 29k 18.85
W.R. Berkley Corporation (WRB) 0.0 $572k 18k 32.22
Dr Pepper Snapple 0.0 $465k 13k 37.24
Sempra Energy (SRE) 0.0 $482k 9.0k 53.56
Corn Products International 0.0 $426k 8.2k 51.76
Broadcom Corporation 0.0 $480k 12k 39.38
Essex Property Trust (ESS) 0.0 $531k 4.3k 124.12
Duke Realty Corporation 0.0 $469k 34k 14.01
Teradyne (TER) 0.0 $422k 24k 17.80
Nasdaq Omx (NDAQ) 0.0 $333k 13k 25.84
Waste Management (WM) 0.0 $402k 11k 37.35
Hologic (HOLX) 0.0 $390k 18k 22.19
Akamai Technologies (AKAM) 0.0 $387k 10k 38.02
Beckman Coulter 0.0 $306k 3.7k 83.20
Limited Brands 0.0 $287k 8.7k 32.88
Lincare Holdings 0.0 $294k 9.9k 29.66
Goodyear Tire & Rubber Company (GT) 0.0 $256k 17k 14.94
Boston Propert 2.875 2/15/37c v deb 0.0 $303k 300k 1.01
Dover Corporation (DOV) 0.0 $384k 5.8k 65.75
Hertz Global Holdings 0.0 $341k 22k 15.62
El Paso Energy Cap Tr I pfd cv tr secs (EP.PC) 0.0 $389k 8.8k 44.33
CF Industries Holdings (CF) 0.0 $282k 2.1k 137.16
Edison International (EIX) 0.0 $255k 7.0k 36.58
Steel Dynamics (STLD) 0.0 $299k 16k 18.81
W&T Offshore (WTI) 0.0 $303k 13k 22.84
Cliffs Natural Resources 0.0 $385k 3.9k 98.14
Oge Energy Corp (OGE) 0.0 $377k 7.4k 50.61
Rosetta Resources 0.0 $329k 6.9k 47.60
Celgene Corporation 0.0 $382k 6.6k 57.60
Titanium Metals Corporation 0.0 $399k 22k 18.56
Taubman Centers 0.0 $393k 7.3k 53.57
Towers Watson & Co 0.0 $264k 4.8k 55.47
Legg Mason 0.0 $232k 6.4k 36.03
BE Aerospace 0.0 $234k 6.6k 35.52
Liz Claiborne 0.0 $124k 23k 5.36
Umpqua Holdings Corporation 0.0 $206k 18k 11.46
Hawaiian Holdings 0.0 $140k 23k 6.01
JAKKS Pacific 0.0 $206k 11k 19.31
Daktronics (DAKT) 0.0 $121k 11k 10.74
Madison Square Garden 0.0 $202k 7.5k 26.98
Inland Real Estate Corporation 0.0 $141k 15k 9.52
Geron Corporation (GERN) 0.0 $57k 11k 5.07