|
Integra Lifesciences Holdings conv bnd
|
4.0 |
$57M |
|
53k |
1079.33 |
|
Greenbrier Co Inc conv bnd
|
3.9 |
$55M |
|
46k |
1194.57 |
|
Wells Fargo & Co mtnf 6/0
|
3.1 |
$44M |
|
44k |
985.71 |
|
Titan Machy Inc note 3.750% 5/0
|
2.8 |
$40M |
|
47k |
859.32 |
|
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13
|
2.8 |
$39M |
|
40k |
971.89 |
|
Starwood Property Trust note
|
2.7 |
$39M |
|
34k |
1121.40 |
|
Wabash National Corp 3.375 '18 conv
|
2.6 |
$36M |
|
28k |
1310.62 |
|
Trinity Inds Inc note 3.875% 6/0
|
2.5 |
$36M |
|
27k |
1324.92 |
|
Broadsoft Inc. 1.5% 07/01/2018 conv
|
2.5 |
$35M |
|
34k |
1016.27 |
|
M/i Homes Inc note 3.000% 3/0
|
2.5 |
$35M |
|
31k |
1118.83 |
|
Prospect Capital Corp note
|
2.5 |
$35M |
|
33k |
1067.03 |
|
Slxp 1 1/2 03/15/19
|
2.4 |
$34M |
|
23k |
1498.90 |
|
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13
|
2.3 |
$33M |
|
35k |
938.28 |
|
Rwt 4 5/8 04/15/18
|
2.3 |
$33M |
|
31k |
1051.08 |
|
Goldman Sachs Group
|
2.3 |
$33M |
|
22k |
1491.03 |
|
Goldman Sachs Group Inc note 1/2
|
2.2 |
$31M |
|
32k |
988.69 |
|
Resource Cap Corp Note 6.000%12/0 note
|
2.1 |
$30M |
|
30k |
1006.15 |
|
Newpark Res Inc note 4.000%10/0
|
1.9 |
$27M |
|
20k |
1352.63 |
|
Royal Gold Inc conv
|
1.8 |
$26M |
|
27k |
967.22 |
|
Meritage Homes Corp conv
|
1.8 |
$26M |
|
23k |
1129.59 |
|
Auxilium Pharmaceuticals note
|
1.7 |
$25M |
|
22k |
1113.57 |
|
Forestar Group Inc note
|
1.7 |
$25M |
|
21k |
1165.40 |
|
Photronics Inc note
|
1.7 |
$24M |
|
21k |
1159.04 |
|
Alere Inc note 3.000% 5/1
|
1.6 |
$23M |
|
20k |
1132.20 |
|
On Semiconductor Corp note 2.625%12/1
|
1.6 |
$22M |
|
20k |
1105.11 |
|
Bgc Partners, Inc. note 4.500% 7/1
|
1.5 |
$21M |
|
20k |
1061.98 |
|
American Rlty Cap Pptys Inc note 3.000% 8/0
|
1.4 |
$21M |
|
20k |
1006.73 |
|
Hercules Tech Growth Cap Inc cnv
|
1.4 |
$20M |
|
15k |
1406.92 |
|
American Rlty Cap Pptys Inc note 3.750%12/1
|
1.4 |
$20M |
|
20k |
1015.84 |
|
Northgate Minerals Corp note 3.500%10/0
|
1.3 |
$19M |
|
19k |
968.11 |
|
Altra Holdings, Inc note 2.750% 3/0
|
1.3 |
$18M |
|
13k |
1385.46 |
|
Sandisk Corp note 1.500% 8/1
|
1.2 |
$17M |
|
11k |
1479.43 |
|
Alliant Techsystems Inc note 3.000% 8/1
|
1.2 |
$17M |
|
10k |
1611.95 |
|
Rti Intl Metals Inc note 1.625%10/1
|
1.1 |
$16M |
|
15k |
1053.89 |
|
Mentor Graphics 4% 2031 conv
|
1.1 |
$15M |
|
11k |
1339.48 |
|
Bristow Group Inc note 3.000% 6/1
|
1.0 |
$14M |
|
12k |
1227.68 |
|
Group 1 Automotive Inc frnt 2.250% 6/1
|
1.0 |
$14M |
|
11k |
1265.44 |
|
Stillwater Mng Co note 1.750%10/1
|
0.9 |
$14M |
|
12k |
1124.96 |
|
Horsehead Hldg Corp note 3.800% 7/0
|
0.9 |
$13M |
|
10k |
1290.96 |
|
Comtech Telecommunications Cor conv
|
0.9 |
$13M |
|
12k |
1056.24 |
|
Prospect Capital Corporati mtnf 5.375%
|
0.9 |
$13M |
|
12k |
1054.13 |
|
Enersys note 3.375% 6/0
|
0.9 |
$12M |
|
7.0k |
1766.04 |
|
Teleflex Inc note 3.875% 8/0
|
0.9 |
$12M |
|
7.7k |
1593.56 |
|
Take-two Interactive Softwar note 1.000% 7/0
|
0.9 |
$12M |
|
11k |
1076.39 |
|
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.8 |
$12M |
|
11k |
1091.42 |
|
Ixia note
|
0.8 |
$12M |
|
11k |
1078.90 |
|
Hologic Inc cnv
|
0.8 |
$11M |
|
11k |
1027.53 |
|
Gt Advanced Technologies Inc note 3.000%12/1
|
0.8 |
$11M |
|
11k |
1018.72 |
|
Wells Fargo & Company 0% 01/24/20
|
0.8 |
$11M |
|
11k |
994.68 |
|
Nuance Communications Inc note 2.750%11/0
|
0.8 |
$11M |
|
11k |
981.45 |
|
Uthr 1 09/15/16
|
0.8 |
$11M |
|
4.5k |
2377.78 |
|
Arcc 4 7/8 03/15/17
|
0.8 |
$11M |
|
10k |
1064.07 |
|
Rpm International Inc convertible cor
|
0.8 |
$11M |
|
9.6k |
1113.18 |
|
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12
|
0.8 |
$11M |
|
9.6k |
1112.77 |
|
CUBIST PHARM CONVERTIBLE security
|
0.7 |
$9.8M |
|
4.0k |
2436.78 |
|
Lam Research Corp conv
|
0.7 |
$9.8M |
|
8.0k |
1222.50 |
|
Linear Technology Corp note 3.000% 5/0
|
0.7 |
$9.4M |
|
8.2k |
1145.11 |
|
Ares Capital Corp 5.125 2016 conv
|
0.6 |
$9.1M |
|
8.5k |
1071.27 |
|
Starwood Ppty note 4.0% 1/15/
|
0.6 |
$8.9M |
|
7.9k |
1125.13 |
|
Aar Corp 2.25% conv
|
0.6 |
$8.7M |
|
8.2k |
1064.40 |
|
Helix Energy Solutions note
|
0.6 |
$8.5M |
|
7.0k |
1206.46 |
|
Lam Research Corp note 0.500% 5/1
|
0.6 |
$8.4M |
|
7.4k |
1139.37 |
|
Chart Industries 2% conv
|
0.5 |
$7.6M |
|
4.9k |
1552.68 |
|
Jefferies Group Inc New dbcv 3.875%11/0
|
0.5 |
$7.4M |
|
6.9k |
1064.34 |
|
Portfolio Recovery
|
0.5 |
$7.2M |
|
6.5k |
1105.21 |
|
Walter Invt Mgmt Corp note
|
0.5 |
$6.8M |
|
6.8k |
1004.58 |
|
Bottomline Tech Del Inc note 1.500%12/0
|
0.4 |
$5.8M |
|
4.3k |
1346.04 |
|
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.4 |
$5.7M |
|
5.6k |
1016.14 |
|
Kohlberg Capital Corp note 8.750% 3/1
|
0.4 |
$5.5M |
|
4.9k |
1131.56 |
|
Wells Fargo & Company 0% 01/24/20
|
0.4 |
$5.4M |
|
5.4k |
994.66 |
|
Chesapeake Energy Corp note 2.500% 5/1
|
0.3 |
$5.0M |
|
4.9k |
1017.02 |
|
Ares Capital Corporation convertible cor
|
0.3 |
$4.1M |
|
3.8k |
1075.81 |
|
Equinix Inc note 3.000%10/1
|
0.2 |
$3.4M |
|
2.1k |
1585.02 |
|
Molina Healthcare Inc note 3.750%10/0
|
0.2 |
$3.5M |
|
2.9k |
1200.56 |
|
Omnicare Inc dbcv 3.250%12/1
|
0.2 |
$3.1M |
|
2.9k |
1069.63 |
|
Hos Us conv
|
0.2 |
$2.8M |
|
2.3k |
1188.89 |
|
Psec Us conv
|
0.2 |
$2.7M |
|
2.5k |
1070.86 |
|
Goog 0% 03/28/16
|
0.2 |
$2.5M |
|
1.7k |
1472.98 |
|
Jetblue Airways Corp dbcv 6.750%10/1
|
0.1 |
$1.8M |
|
1.0k |
1801.00 |
|
Coinstar Inc note 4.000% 9/0
|
0.1 |
$1.7M |
|
1.0k |
1693.15 |
|
Barnes Group Inc note 3.375% 3/1
|
0.1 |
$1.3M |
|
978.00 |
1365.03 |
|
Steel Dynamics Inc note 5.125% 6/1
|
0.1 |
$1.2M |
|
1.1k |
1179.66 |
|
Agco Corp note 1.250%12/1
|
0.1 |
$1.3M |
|
886.00 |
1458.24 |
|
Gilead Sciences conv
|
0.1 |
$964k |
|
292.00 |
3301.37 |
|
Medicines Co dbcv 1.375% 6/0
|
0.1 |
$963k |
|
640.00 |
1504.69 |
|
D R Horton Inc note 2.000% 5/1
|
0.1 |
$809k |
|
468.00 |
1728.63 |
|
Caci Intl Inc note 2.125% 5/0
|
0.0 |
$477k |
|
355.00 |
1343.66 |
|
Xilinx Inc Cvt 2.625 6-15-17 convert
|
0.0 |
$407k |
|
255.00 |
1596.08 |
|
Akorn Inc note 3.500% 6/0
|
0.0 |
$370k |
|
130.00 |
2846.15 |
|
Gt Advanced Technologies Inc conv
|
0.0 |
$387k |
|
281.00 |
1377.22 |
|
Trak 1 1/2 03/15/17
|
0.0 |
$470k |
|
339.00 |
1386.43 |
|
Seacor Holdings Inc note 2.500%12/1
|
0.0 |
$472k |
|
385.00 |
1225.97 |