Gilead Sciences Inc note 0.625% 5/0
|
4.2 |
$154M |
|
132M |
1.17 |
Goldcorp Inc New note 2.000% 8/0
|
4.2 |
$153M |
|
125M |
1.22 |
Alza Corp sdcv 7/2
|
4.1 |
$151M |
|
161M |
0.94 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
3.6 |
$133M |
|
126M |
1.06 |
Liberty Media Corp bond
|
3.6 |
$131M |
|
162M |
0.81 |
Stanley Black & Decker Inc unit 99/99/9999
|
3.6 |
$131M |
|
1.1M |
117.62 |
Xilinx Inc Cvt 2.625 6-15-17 convert
|
3.5 |
$129M |
|
101M |
1.27 |
Newmont Mining Corp note 1.250% 7/1
|
3.2 |
$117M |
|
84M |
1.39 |
Teva Pharm Finance Llc Cvt cv bnd
|
3.0 |
$111M |
|
108M |
1.03 |
Sterlite Inds India Ltd note 4.000%10/3
|
2.9 |
$107M |
|
135M |
0.79 |
Allegheny Technologies Inc note 4.250% 6/0
|
2.8 |
$102M |
|
73M |
1.40 |
Symantec Corp note 1.000% 6/1
|
2.4 |
$88M |
|
79M |
1.12 |
Dominion Res Inc Va New debt
|
2.4 |
$86M |
|
56M |
1.53 |
Liberty Media Corp New deb 3.125% 3/3
|
2.3 |
$85M |
|
75M |
1.12 |
E M C Corp Mass note 1.750%12/0
|
2.2 |
$81M |
|
56M |
1.44 |
Exterran Hldgs Inc note 4.250% 6/1
|
2.2 |
$81M |
|
91M |
0.89 |
Netapp Inc note 1.750% 6/0
|
2.2 |
$79M |
|
63M |
1.26 |
Stanley Wks frnt 5/1
|
2.1 |
$78M |
|
70M |
1.11 |
Interpublic Group Cos Inc note 4.750% 3/1
|
2.1 |
$78M |
|
71M |
1.10 |
Old Rep Intl Corp note 8.000% 5/1
|
2.1 |
$77M |
|
77M |
1.00 |
Danaher Corp Del debt
|
2.0 |
$75M |
|
54M |
1.37 |
Enpro Industries Inc note
|
2.0 |
$73M |
|
62M |
1.18 |
Sothebys note 3.125% 6/1
|
2.0 |
$73M |
|
64M |
1.13 |
Omnicom Group Inc note 7/0
|
1.9 |
$69M |
|
65M |
1.06 |
Alliance Data Systems Corp note 1.750% 8/0
|
1.7 |
$61M |
|
44M |
1.38 |
Chesapeake Energy Corp note 2.500% 5/1
|
1.6 |
$58M |
|
65M |
0.89 |
Level 3 Communications Inc note
|
1.5 |
$55M |
|
50M |
1.09 |
Textron Inc note 4.500% 5/0
|
1.4 |
$53M |
|
34M |
1.54 |
Rayonier Trs Hldgs Inc note 3.750%10/1
|
1.3 |
$48M |
|
38M |
1.25 |
Steel Dynamics Inc note 5.125% 6/1
|
1.3 |
$46M |
|
43M |
1.09 |
Tyson Foods Inc note 3.250%10/1
|
1.2 |
$43M |
|
33M |
1.33 |
Affiliated Managers Group note 3.950% 8/1
|
1.1 |
$42M |
|
39M |
1.09 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
1.0 |
$36M |
|
848k |
42.69 |
Mf Global Hldgs Ltd note 3.375% 8/0
|
0.9 |
$35M |
|
105M |
0.33 |
Continental Airls Inc note 4.500% 1/1
|
0.8 |
$30M |
|
25M |
1.21 |
Northgate Minerals Corp note 3.500%10/0
|
0.8 |
$29M |
|
28M |
1.04 |
School Specialty, Inc sdcv 3.750%11/3
|
0.7 |
$27M |
|
37M |
0.72 |
Mf Global Hldgs Ltd note 1.875% 2/0
|
0.7 |
$26M |
|
77M |
0.33 |
Prologis Inc note 3.250% 3/1
|
0.7 |
$25M |
|
25M |
1.03 |
Chemed Corp New note 1.875% 5/1
|
0.7 |
$25M |
|
26M |
0.94 |
Rite Aid Corp note 8.500% 5/1
|
0.6 |
$22M |
|
24M |
0.92 |
Agco Corp note 1.250%12/1
|
0.6 |
$22M |
|
17M |
1.25 |
Navistar Intl Corp New note 3.000%10/1
|
0.6 |
$22M |
|
20M |
1.08 |
Dryships Inc. note 5.000%12/0
|
0.6 |
$22M |
|
31M |
0.69 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
0.6 |
$22M |
|
20k |
1055.98 |
Alliant Techsystems Inc note 3.000% 8/1
|
0.6 |
$21M |
|
21M |
1.03 |
Teleflex Inc note 3.875% 8/0
|
0.6 |
$21M |
|
17M |
1.21 |
Aspen Insurance Holdings Ltd pfd prp inc eq
|
0.5 |
$17M |
|
320k |
52.94 |
Headwaters Inc note 2.500% 2/0
|
0.5 |
$16M |
|
20M |
0.82 |
Hawaiian Holdings Inc conv
|
0.4 |
$14M |
|
14M |
1.00 |
Gilead Sciences conv
|
0.4 |
$15M |
|
13M |
1.14 |
Phh Corp note 4.000% 9/0
|
0.4 |
$14M |
|
18M |
0.81 |
Hutchinson Technology Inc note 8.500% 1/1
|
0.4 |
$14M |
|
20M |
0.71 |
Sba Communications Corp note 1.875% 5/0
|
0.4 |
$14M |
|
12M |
1.13 |
Jefferies Group Inc New dbcv 3.875%11/0
|
0.4 |
$14M |
|
17M |
0.83 |
China Med Technologies Inc note 6.250%12/1
|
0.4 |
$13M |
|
36M |
0.37 |
Cheniere Energy Inc note 2.250% 8/0
|
0.3 |
$11M |
|
12M |
0.94 |
China Med Technologies Inc note 4.000% 8/1
|
0.3 |
$11M |
|
20M |
0.58 |
Dendreon Corp note
|
0.3 |
$12M |
|
16M |
0.70 |
Jns 3.25% 7/15/2014 note
|
0.3 |
$11M |
|
11M |
0.99 |
Invitrogen Corp note 1.500% 2/1
|
0.3 |
$9.9M |
|
9.9M |
1.00 |
Amgen Inc note 0.375% 2/0
|
0.3 |
$10M |
|
10M |
1.00 |
Morgans Hotel Group Co note 2.375%10/1
|
0.2 |
$8.9M |
|
11M |
0.83 |
Delta Pete Corp note 3.750% 5/0
|
0.2 |
$8.7M |
|
11M |
0.79 |
Eastman Kodak Co note 7.000% 4/0
|
0.2 |
$8.5M |
|
29M |
0.29 |
Central European Dist Corp note 3.000% 3/1
|
0.2 |
$7.9M |
|
9.7M |
0.81 |
Medicis Pharmaceutical Corp note 2.500% 6/0
|
0.2 |
$8.0M |
|
6.6M |
1.21 |
Energy Conversion Devices In note 3.000% 6/1
|
0.2 |
$7.6M |
|
17M |
0.45 |
Emmis Communications Corp pfd cv ser a
|
0.2 |
$7.7M |
|
492k |
15.70 |
Thq Inc note 5.000% 8/1
|
0.2 |
$7.3M |
|
15M |
0.48 |
Covanta Holding Conv conv bnd
|
0.2 |
$6.9M |
|
6.6M |
1.05 |
Istar Finl Inc frnt 10/0
|
0.2 |
$6.7M |
|
7.5M |
0.90 |
Powerwave Technologies Inc note 3.875%10/0
|
0.2 |
$6.4M |
|
13M |
0.48 |
Central European Media sr nt cv 5%15
|
0.2 |
$6.3M |
|
9.8M |
0.64 |
United States Stl Corp New note 4.000% 5/1
|
0.2 |
$5.8M |
|
5.3M |
1.11 |
Gmx Res Inc note 4.500% 5/0
|
0.1 |
$5.5M |
|
11M |
0.48 |
Providence Svc Corp note 6.500% 5/1
|
0.1 |
$5.5M |
|
5.6M |
0.98 |
Gmx Res Inc note 5.000% 2/0
|
0.1 |
$5.3M |
|
7.9M |
0.67 |
United Rentals Inc note 4.000%11/1
|
0.1 |
$5.3M |
|
1.9M |
2.75 |
Cemex Sab conv
|
0.1 |
$5.6M |
|
8.6M |
0.65 |
Teva Pharmaceutical Industries
(TEVA)
|
0.1 |
$5.2M |
|
129k |
40.36 |
Rentech Inc note 4.000% 4/1
|
0.1 |
$4.9M |
|
5.1M |
0.97 |
Notes
|
0.1 |
$4.4M |
|
1.9M |
2.26 |
Exide Technologies frnt 9/1
|
0.1 |
$3.6M |
|
4.5M |
0.81 |
Holdings Inc Note 5.25
|
0.1 |
$3.4M |
|
2.2M |
1.56 |
Mf Global Ltd note 9.000% 6/2
|
0.1 |
$3.2M |
|
9.5M |
0.34 |
Mylan Inc note 3.750% 9/1
|
0.1 |
$3.4M |
|
1.9M |
1.75 |
Icahn Enterprises Lp conv bnd
|
0.1 |
$3.2M |
|
3.4M |
0.95 |
Gilead Sciences conv
|
0.1 |
$3.3M |
|
3.0M |
1.09 |
Amr Corp note 6.250%10/1
|
0.1 |
$2.9M |
|
13M |
0.22 |
Sba Communications Corp note 4.000%10/0
|
0.1 |
$3.0M |
|
1.9M |
1.53 |
Usec Inc note 3.000%10/0
|
0.1 |
$3.1M |
|
6.5M |
0.47 |
CUBIST PHARM CONVERTIBLE security
|
0.1 |
$3.0M |
|
2.0M |
1.49 |
Novagold Res Inc bond
|
0.1 |
$2.8M |
|
2.5M |
1.12 |
E M C Corp Mass note 1.750%12/0
|
0.1 |
$2.7M |
|
1.9M |
1.39 |
Time Warner Telecom Inc dbcv 2.375% 4/0
|
0.1 |
$2.4M |
|
2.0M |
1.18 |
Alcoa Inc debt
|
0.1 |
$2.5M |
|
1.7M |
1.53 |
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.1 |
$2.6M |
|
2.0M |
1.31 |
Annaly Cap Mgmt Inc note 4.000% 2/1
|
0.1 |
$2.7M |
|
2.4M |
1.14 |
Mcmoran Exploration Co note 5.250%10/0
|
0.1 |
$2.5M |
|
2.3M |
1.10 |
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.1 |
$2.2M |
|
2.1M |
1.03 |
Nash Finch Co frnt 1.631% 3/1
|
0.1 |
$2.3M |
|
5.1M |
0.46 |
On Semiconductor Corp note 4/1
|
0.1 |
$2.0M |
|
2.0M |
1.02 |
Linear Technology Corp note 3.000% 5/0
|
0.1 |
$2.0M |
|
2.0M |
1.02 |
Aar Corp note 1.750% 2/0
|
0.1 |
$2.2M |
|
2.2M |
1.00 |
Charles Riv Labs Intl Inc note 2.250% 6/1
|
0.1 |
$2.1M |
|
2.2M |
0.97 |
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$2.3M |
|
1.9M |
1.22 |
Illumina Inc note 0.625% 2/1
|
0.1 |
$2.3M |
|
1.5M |
1.50 |
National Retail Properties I note 3.950% 9/1
|
0.1 |
$2.2M |
|
1.9M |
1.12 |
Rayonier Inc conv
|
0.1 |
$2.1M |
|
1.5M |
1.42 |
Greatbatch Inc sdcv 2.250% 6/1
|
0.1 |
$1.9M |
|
1.9M |
0.98 |
Newpark Res Inc note 4.000%10/0
|
0.1 |
$1.9M |
|
1.7M |
1.15 |
K V Pharmaceutical Co note 2.500% 5/1
|
0.0 |
$1.3M |
|
4.7M |
0.28 |
Live Nation Entertainment In note 2.875% 7/1
|
0.0 |
$1.1M |
|
1.3M |
0.88 |
Radio One
|
0.0 |
$1.0M |
|
1.0M |
1.00 |
DURECT Corporation
|
0.0 |
$1.0M |
|
885k |
1.18 |
Arvinmeritor Inc frnt 4.625% 3/0
|
0.0 |
$750k |
|
1.0M |
0.75 |
Liberty Media Corp deb 3.500% 1/1
|
0.0 |
$764k |
|
1.3M |
0.57 |
Hologic
(HOLX)
|
0.0 |
$609k |
|
35k |
17.50 |
International Game Technology
|
0.0 |
$774k |
|
45k |
17.20 |
Symantec Corporation
|
0.0 |
$654k |
|
42k |
15.65 |
Interoil Corp note 2.750%11/1
|
0.0 |
$790k |
|
1.0M |
0.79 |
A123 Sys Inc note 3.750% 4/1
|
0.0 |
$900k |
|
2.5M |
0.36 |
Fibertower Corp note 9.000%11/1
|
0.0 |
$370k |
|
4.1M |
0.09 |
Iridium Communications
(IRDM)
|
0.0 |
$328k |
|
43k |
7.70 |
Bank Of America Corporation preferred
(BAC.PL)
|
0.0 |
$546k |
|
695.00 |
785.61 |
FiberTower
(FTWR)
|
0.0 |
$297k |
|
1.4M |
0.21 |
Pmi Group Inc note 4.500% 4/1
|
0.0 |
$496k |
|
2.4M |
0.21 |
General Motors Company
(GM)
|
0.0 |
$224k |
|
11k |
20.24 |
Newmont Mining Corp Cvt cv bnd
|
0.0 |
$230k |
|
160k |
1.44 |
Fly Leasing
|
0.0 |
$277k |
|
22k |
12.54 |
Life Technologies
|
0.0 |
$124k |
|
3.2k |
38.86 |
Prologis Inc Cvt 2.625 05-15-3 convert
|
0.0 |
$109k |
|
110k |
0.99 |