|
Gt Advanced Technologies Inc conv
|
4.1 |
$58M |
|
45k |
1308.13 |
|
Integra Lifesciences Holdings conv bnd
|
3.5 |
$50M |
|
50k |
1016.25 |
|
Greenbrier Co Inc conv bnd
|
3.5 |
$50M |
|
46k |
1078.12 |
|
Wabash National Corp 3.375 '18 conv
|
3.2 |
$46M |
|
35k |
1310.63 |
|
Wells Fargo & Co mtnf 6/0
|
2.9 |
$42M |
|
44k |
939.00 |
|
Newpark Res Inc note 4.000%10/0
|
2.9 |
$41M |
|
30k |
1386.87 |
|
Broadsoft Inc. 1.5% 07/01/2018 conv
|
2.9 |
$41M |
|
37k |
1110.00 |
|
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13
|
2.7 |
$38M |
|
40k |
954.01 |
|
Trinity Inds Inc note 3.875% 6/0
|
2.5 |
$36M |
|
29k |
1218.14 |
|
Goldman Sachs Group
|
2.3 |
$33M |
|
27k |
1222.71 |
|
Hercules Tech Growth Cap Inc cnv
|
2.3 |
$33M |
|
26k |
1296.89 |
|
Titan Machy Inc note 3.750% 5/0
|
2.3 |
$32M |
|
36k |
893.74 |
|
Prospect Capital Corp note
|
2.3 |
$32M |
|
31k |
1035.64 |
|
Starwood Property Trust note
|
2.2 |
$32M |
|
31k |
1044.39 |
|
M/i Homes Inc note 3.000% 3/0
|
2.1 |
$30M |
|
30k |
1020.01 |
|
Goldman Sachs Group Inc note 1/2
|
2.1 |
$29M |
|
32k |
929.59 |
|
Rti Intl Metals Inc note 1.625%10/1
|
2.1 |
$30M |
|
28k |
1040.00 |
|
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13
|
2.1 |
$30M |
|
32k |
917.49 |
|
Slxp 1 1/2 03/15/19
|
2.0 |
$29M |
|
23k |
1231.87 |
|
Rwt 4 5/8 04/15/18
|
2.0 |
$28M |
|
27k |
1058.74 |
|
Alere Inc note 3.000% 5/1
|
1.8 |
$25M |
|
24k |
1059.38 |
|
Photronics Inc note
|
1.7 |
$24M |
|
22k |
1117.52 |
|
Hologic Inc cnv
|
1.7 |
$24M |
|
24k |
1007.48 |
|
Bristow Group Inc note 3.000% 6/1
|
1.6 |
$24M |
|
19k |
1231.24 |
|
Altra Holdings, Inc note 2.750% 3/0
|
1.6 |
$23M |
|
19k |
1193.74 |
|
Meritage Homes Corp conv
|
1.6 |
$23M |
|
21k |
1081.88 |
|
Alliant Techsystems Inc note 3.000% 8/1
|
1.6 |
$22M |
|
17k |
1311.87 |
|
Royal Gold Inc conv
|
1.6 |
$22M |
|
23k |
963.75 |
|
Bgc Partners, Inc. note 4.500% 7/1
|
1.4 |
$20M |
|
20k |
1031.27 |
|
Forestar Group Inc note
|
1.4 |
$20M |
|
17k |
1160.65 |
|
American Rlty Cap Pptys Inc note 3.000% 8/0
|
1.3 |
$18M |
|
19k |
946.89 |
|
Sandisk Corp note 1.500% 8/1
|
1.3 |
$18M |
|
14k |
1327.50 |
|
Horsehead Hldg Corp note 3.800% 7/0
|
1.2 |
$18M |
|
16k |
1085.65 |
|
Mentor Graphics 4% 2031 conv
|
1.2 |
$17M |
|
13k |
1314.97 |
|
Group 1 Automotive Inc frnt 2.250% 6/1
|
1.2 |
$17M |
|
13k |
1325.03 |
|
Tower Group Inc conv
|
1.2 |
$17M |
|
20k |
841.24 |
|
Northgate Minerals Corp note 3.500%10/0
|
1.1 |
$15M |
|
16k |
958.15 |
|
Enersys note 3.375% 6/0
|
1.0 |
$15M |
|
9.6k |
1546.84 |
|
Comtech Telecommunications Cor conv
|
0.9 |
$13M |
|
13k |
1017.47 |
|
CUBIST PHARM CONVERTIBLE security
|
0.9 |
$13M |
|
5.7k |
2251.92 |
|
Nuance Communications Inc note 2.750%11/0
|
0.9 |
$13M |
|
12k |
1015.64 |
|
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.9 |
$12M |
|
12k |
1052.51 |
|
Ixia note
|
0.8 |
$12M |
|
11k |
1145.03 |
|
Linear Technology Corp note 3.000% 5/0
|
0.8 |
$11M |
|
11k |
1064.40 |
|
Teleflex Inc note 3.875% 8/0
|
0.8 |
$11M |
|
7.9k |
1408.14 |
|
Take-two Interactive Softwar note 1.000% 7/0
|
0.8 |
$11M |
|
10k |
1107.46 |
|
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12
|
0.8 |
$11M |
|
10k |
1093.16 |
|
Stillwater Mng Co note 1.750%10/1
|
0.8 |
$11M |
|
10k |
1050.04 |
|
Wells Fargo & Company 0% 01/24/20
|
0.7 |
$10M |
|
11k |
941.26 |
|
Helix Energy Solutions note
|
0.7 |
$10M |
|
7.6k |
1336.91 |
|
Lam Research Corp conv
|
0.7 |
$9.9M |
|
8.2k |
1208.14 |
|
On Semiconductor Corp note 2.625%12/1
|
0.7 |
$9.8M |
|
9.1k |
1082.94 |
|
Ares Capital Corp 5.125 2016 conv
|
0.7 |
$9.8M |
|
9.3k |
1053.77 |
|
Starwood Ppty note 4.0% 1/15/
|
0.7 |
$9.4M |
|
9.1k |
1039.98 |
|
Arris Group Inc note 2.000%11/1
|
0.7 |
$9.2M |
|
8.6k |
1074.95 |
|
Chart Industries 2% conv
|
0.7 |
$9.2M |
|
5.0k |
1861.32 |
|
Green Plains Renewable E note
|
0.6 |
$8.9M |
|
6.9k |
1290.58 |
|
Lam Research Corp note 0.500% 5/1
|
0.6 |
$8.7M |
|
7.7k |
1131.24 |
|
Portfolio Recovery
|
0.6 |
$8.8M |
|
7.5k |
1166.93 |
|
Aar Corp 2.25% conv
|
0.6 |
$8.2M |
|
7.8k |
1046.19 |
|
Auxilium Pharmaceuticals note
|
0.6 |
$7.8M |
|
7.6k |
1036.90 |
|
Uthr 1 09/15/16
|
0.5 |
$7.7M |
|
4.5k |
1702.44 |
|
Arcc 4 7/8 03/15/17
|
0.5 |
$6.7M |
|
6.5k |
1034.97 |
|
Bottomline Tech Del Inc note 1.500%12/0
|
0.4 |
$5.9M |
|
5.1k |
1155.71 |
|
Kohlberg Capital Corp note 8.750% 3/1
|
0.4 |
$5.7M |
|
4.9k |
1179.35 |
|
Jefferies Group Inc New dbcv 3.875%11/0
|
0.4 |
$5.5M |
|
5.2k |
1048.07 |
|
Wells Fargo & Company 0% 01/24/20
|
0.4 |
$5.2M |
|
5.5k |
941.39 |
|
Chesapeake Energy Corp note 2.500% 5/1
|
0.3 |
$4.9M |
|
4.9k |
987.58 |
|
Walter Invt Mgmt Corp note
|
0.3 |
$4.7M |
|
4.5k |
1047.44 |
|
Prospect Capital Corporati mtnf 5.375%
|
0.3 |
$4.4M |
|
4.2k |
1048.35 |
|
Equinix Inc note 3.000%10/1
|
0.3 |
$3.7M |
|
2.2k |
1669.36 |
|
Molina Healthcare Inc note 3.750%10/0
|
0.3 |
$3.7M |
|
3.0k |
1225.03 |
|
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.3 |
$3.7M |
|
3.7k |
1018.78 |
|
Hos Us conv
|
0.2 |
$3.1M |
|
2.4k |
1294.80 |
|
Gilead Sciences conv
|
0.2 |
$2.4M |
|
852.00 |
2771.13 |
|
Omnicare Inc dbcv 3.250%12/1
|
0.1 |
$1.7M |
|
1.6k |
1062.61 |
|
E M C Corp Mass note 1.750%12/0
|
0.1 |
$1.4M |
|
866.00 |
1598.15 |
|
Jetblue Airways Corp dbcv 6.750%10/1
|
0.1 |
$1.5M |
|
1.0k |
1459.00 |
|
Coinstar Inc note 4.000% 9/0
|
0.1 |
$1.4M |
|
1.1k |
1256.02 |
|
Agco Corp note 1.250%12/1
|
0.1 |
$1.4M |
|
915.00 |
1485.25 |
|
Barnes Group Inc note 3.375% 3/1
|
0.1 |
$1.3M |
|
1.1k |
1242.25 |
|
Steel Dynamics Inc note 5.125% 6/1
|
0.1 |
$1.2M |
|
1.1k |
1090.83 |
|
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.1 |
$1.2M |
|
750.00 |
1588.00 |
|
Psec Us conv
|
0.1 |
$1.1M |
|
1.1k |
1019.82 |
|
Hawaiian Holdings Inc conv
|
0.1 |
$876k |
|
750.00 |
1168.00 |
|
D R Horton Inc note 2.000% 5/1
|
0.1 |
$711k |
|
468.00 |
1519.23 |
|
Providence Svc Corp note 6.500% 5/1
|
0.0 |
$526k |
|
500.00 |
1052.00 |
|
Caci Intl Inc note 2.125% 5/0
|
0.0 |
$453k |
|
355.00 |
1276.06 |
|
Xilinx Inc Cvt 2.625 6-15-17 convert
|
0.0 |
$414k |
|
255.00 |
1623.53 |
|
Akorn Inc note 3.500% 6/0
|
0.0 |
$411k |
|
179.00 |
2296.09 |
|
Trak 1 1/2 03/15/17
|
0.0 |
$498k |
|
387.00 |
1286.82 |