Alza Corp sdcv 7/2
|
4.2 |
$157M |
|
157M |
1.00 |
Stanley Black & Decker Inc unit 99/99/9999
|
4.2 |
$155M |
|
1.3M |
122.12 |
Liberty Media Corp bond
|
4.1 |
$153M |
|
159M |
0.96 |
Newmont Mining Corp note 1.250% 7/1
|
4.0 |
$149M |
|
126M |
1.18 |
Goldcorp Inc New note 2.000% 8/0
|
3.9 |
$148M |
|
133M |
1.11 |
Intel Corp. Jr. Sub. Cv. Deb. conv
|
3.7 |
$140M |
|
118M |
1.18 |
Teva Pharm Finance Llc Cvt cv bnd
|
3.7 |
$138M |
|
134M |
1.03 |
Xilinx Inc Cvt 2.625 6-15-17 convert
|
3.4 |
$126M |
|
93M |
1.36 |
Sterlite Inds India Ltd note 4.000%10/3
|
3.1 |
$118M |
|
122M |
0.97 |
Allegheny Technologies Inc note 4.250% 6/0
|
3.1 |
$117M |
|
107M |
1.09 |
E M C Corp Mass note 1.750%12/0
|
3.1 |
$115M |
|
72M |
1.60 |
Alcoa Inc debt
|
3.1 |
$115M |
|
80M |
1.43 |
Prospect Capital Corp note 6.250%12/1
|
3.0 |
$114M |
|
108M |
1.06 |
Tyson Foods Inc note 3.250%10/1
|
2.6 |
$97M |
|
80M |
1.21 |
Enpro Industries Inc note
|
2.5 |
$93M |
|
70M |
1.33 |
Novellus Systems, Inc. note 2.625% 5/1
|
2.4 |
$91M |
|
73M |
1.25 |
Netapp Inc note 1.750% 6/0
|
2.0 |
$77M |
|
68M |
1.12 |
GAME Technolog debt
|
1.9 |
$72M |
|
69M |
1.04 |
Omnicom Group Inc note 7/0
|
1.9 |
$72M |
|
68M |
1.07 |
Sothebys note 3.125% 6/1
|
1.8 |
$67M |
|
62M |
1.08 |
Danaher Corp Del debt
|
1.7 |
$65M |
|
40M |
1.63 |
Level 3 Communications Inc note
|
1.6 |
$61M |
|
51M |
1.19 |
Interpublic Group Cos Inc note 4.750% 3/1
|
1.5 |
$56M |
|
54M |
1.03 |
Chesapeake Energy Corp note 2.500% 5/1
|
1.4 |
$51M |
|
57M |
0.89 |
Affiliated Managers Group note 3.950% 8/1
|
1.2 |
$47M |
|
42M |
1.11 |
Rayonier Inc conv
|
1.2 |
$46M |
|
29M |
1.58 |
Steel Dynamics Inc note 5.125% 6/1
|
1.2 |
$46M |
|
42M |
1.09 |
Agco Corp note 1.250%12/1
|
1.1 |
$42M |
|
33M |
1.26 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
1.1 |
$41M |
|
819k |
49.45 |
Kohlberg Capital Corp note 8.750% 3/1
|
1.0 |
$39M |
|
33M |
1.17 |
Continental Airls Inc note 4.500% 1/1
|
1.0 |
$38M |
|
26M |
1.45 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
0.9 |
$36M |
|
34M |
1.04 |
Saks Inc note 2.000% 3/1
|
0.9 |
$34M |
|
33M |
1.03 |
Northgate Minerals Corp note 3.500%10/0
|
0.9 |
$33M |
|
30M |
1.09 |
Newmont Mining Corp Cvt cv bnd
|
0.9 |
$32M |
|
25M |
1.31 |
Gilead Sciences conv
|
0.8 |
$30M |
|
18M |
1.68 |
School Specialty, Inc sdcv 3.750%11/3
|
0.8 |
$29M |
|
58M |
0.50 |
Dryships Inc. note 5.000%12/0
|
0.8 |
$28M |
|
36M |
0.78 |
Rite Aid Corp note 8.500% 5/1
|
0.8 |
$29M |
|
26M |
1.08 |
Stillwater Mng Co note 1.750%10/1
|
0.8 |
$28M |
|
24M |
1.17 |
Vector Group Ltd frnt 1/1
|
0.7 |
$27M |
|
25M |
1.09 |
General Mtrs Co jr pfd cnv srb
|
0.7 |
$26M |
|
58k |
441.25 |
Omnicom Group Inc debt
|
0.6 |
$23M |
|
21M |
1.06 |
Endeavor Intl Corp note 5.500% 7/1
|
0.6 |
$22M |
|
29M |
0.76 |
Jefferies Group Inc New dbcv 3.875%11/0
|
0.5 |
$20M |
|
20M |
0.99 |
Hawaiian Holdings Inc conv
|
0.5 |
$19M |
|
17M |
1.12 |
Xpo Logistics note 4.5% 10/1
|
0.5 |
$19M |
|
16M |
1.20 |
Molycorp Inc Del....... Note 6.0% 9/1/17
|
0.4 |
$16M |
|
17M |
0.97 |
Home Inns & Hotels Mgmt Inc note 2.000%12/1
|
0.4 |
$16M |
|
18M |
0.89 |
Molson Coors Brewing Co note 2.500% 7/3
|
0.4 |
$15M |
|
14M |
1.02 |
Archer Daniels Midland Co note 0.875% 2/1
|
0.4 |
$14M |
|
14M |
1.00 |
Phh Corp note 4.000% 9/0
|
0.4 |
$14M |
|
12M |
1.12 |
Genco Shipping & Trading Ltd note 5.000% 8/1
|
0.4 |
$13M |
|
36M |
0.37 |
Jns 3.25% 7/15/2014 note
|
0.3 |
$13M |
|
13M |
1.04 |
Molycorp Inc conv bnd
|
0.3 |
$13M |
|
19M |
0.67 |
Bgc Partners, Inc. note 4.500% 7/1
|
0.3 |
$13M |
|
14M |
0.91 |
Exide Technologies frnt 9/1
|
0.3 |
$12M |
|
13M |
0.94 |
Teleflex Inc note 3.875% 8/0
|
0.3 |
$12M |
|
9.4M |
1.28 |
Chemed Corp New note 1.875% 5/1
|
0.3 |
$11M |
|
11M |
1.05 |
Amgen Inc note 0.375% 2/0
|
0.3 |
$11M |
|
10M |
1.12 |
Dendreon Corp note
|
0.3 |
$11M |
|
15M |
0.75 |
Hutchinson Technology Inc note 8.500% 1/1
|
0.3 |
$11M |
|
18M |
0.60 |
Morgans Hotel Group Co note 2.375%10/1
|
0.2 |
$9.4M |
|
9.8M |
0.96 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
0.2 |
$9.3M |
|
7.6k |
1225.03 |
Mcmoran Exploration note 4.000%12/3
|
0.2 |
$9.4M |
|
8.3M |
1.13 |
Medtronic Inc note 1.625% 4/1
|
0.2 |
$9.0M |
|
9.0M |
1.00 |
Bank Of America Corporation preferred
(BAC.PL)
|
0.2 |
$8.8M |
|
7.8k |
1135.04 |
Royal Gold Inc conv
|
0.2 |
$8.4M |
|
7.5M |
1.12 |
GROUP Affymetrix Inc cnv
|
0.2 |
$7.9M |
|
9.6M |
0.82 |
Gt Advanced Technologies Inc conv
|
0.2 |
$8.0M |
|
11M |
0.72 |
Prologis Inc note 3.250% 3/1
|
0.2 |
$7.3M |
|
6.4M |
1.14 |
Gmx Res Inc note 5.000% 2/0
|
0.2 |
$7.3M |
|
7.3M |
0.99 |
Microchip Technology Inc sdcv 2.125%12/1
|
0.2 |
$6.3M |
|
5.0M |
1.27 |
Thompson Creek Metal unit 99/99/9999
|
0.2 |
$6.5M |
|
304k |
21.29 |
Symantec Corp note 1.000% 6/1
|
0.2 |
$6.0M |
|
5.6M |
1.08 |
Dominion Res Inc Va New debt
|
0.2 |
$5.8M |
|
3.8M |
1.52 |
Metlife Inc 5% 10/0/14 Conv Pr cv prf
|
0.1 |
$5.8M |
|
130k |
44.36 |
Gmx Res Inc note 4.500% 5/0
|
0.1 |
$5.3M |
|
11M |
0.49 |
Emmis Communications Corp pfd cv ser a
|
0.1 |
$5.2M |
|
492k |
10.62 |
Equinix Inc note 4.750% 6/1
|
0.1 |
$5.1M |
|
2.0M |
2.53 |
A123 Sys Inc note 3.750% 4/1
|
0.1 |
$4.7M |
|
7.2M |
0.66 |
Cadence Design Sys Cvt 2.625 6 convert
|
0.1 |
$4.6M |
|
2.5M |
1.84 |
Navistar Intl Corp New note 3.000%10/1
|
0.1 |
$4.0M |
|
4.3M |
0.92 |
Virgin Media Inc note 6.500%11/1
|
0.1 |
$4.1M |
|
2.0M |
2.06 |
Medicis Pharmaceutical Corp note 2.500% 6/0
|
0.1 |
$4.1M |
|
2.7M |
1.52 |
CUBIST PHARM CONVERTIBLE security
|
0.1 |
$4.0M |
|
2.5M |
1.58 |
L-3 Communications Corp debt 3.000% 8/0
|
0.1 |
$3.6M |
|
3.6M |
1.01 |
Annaly Cap Mgmt Inc note 4.000% 2/1
|
0.1 |
$3.8M |
|
3.3M |
1.16 |
Apache Corp. 6% Mandatory Conv pfd cv
|
0.1 |
$3.7M |
|
82k |
45.58 |
Lam Research Corp note 0.500% 5/1
|
0.1 |
$3.7M |
|
3.8M |
0.97 |
Safeguard Scientifics dbcv 5.250% 5/1
|
0.1 |
$3.7M |
|
3.5M |
1.07 |
Chesapeake Energy Corp note 2.750%11/1
|
0.1 |
$3.5M |
|
3.6M |
0.97 |
Cms Energy Corp note 5.500% 6/1
|
0.1 |
$3.6M |
|
2.0M |
1.78 |
note 5.500% 7/1
|
0.1 |
$3.4M |
|
3.4M |
0.98 |
Hologic Inc cnv
|
0.1 |
$3.4M |
|
3.4M |
0.99 |
Altra Holdings, Inc note 2.750% 3/0
|
0.1 |
$3.5M |
|
3.2M |
1.11 |
Exterran Hldgs Inc note 4.250% 6/1
|
0.1 |
$2.9M |
|
2.5M |
1.15 |
Massey Energy Co note 3.250% 8/0
|
0.1 |
$3.2M |
|
3.3M |
0.96 |
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$3.1M |
|
2.2M |
1.42 |
Knight Capital Group Inc. 3.50% dbcv
|
0.1 |
$3.0M |
|
3.0M |
1.00 |
Micron Technology Inc. conv
|
0.1 |
$3.2M |
|
3.4M |
0.93 |
Gilead Sciences Inc note 0.625% 5/0
|
0.1 |
$2.4M |
|
1.3M |
1.92 |
Headwaters Inc note 2.500% 2/0
|
0.1 |
$2.8M |
|
2.8M |
0.99 |
Time Warner Telecom Inc dbcv 2.375% 4/0
|
0.1 |
$2.8M |
|
2.0M |
1.37 |
Viropharma Inc note 2.000% 3/1
|
0.1 |
$2.8M |
|
2.0M |
1.40 |
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.1 |
$2.7M |
|
2.5M |
1.11 |
National Retail Properties I note 3.950% 9/1
|
0.1 |
$2.6M |
|
1.9M |
1.33 |
Central European Dist Corp note 3.000% 3/1
|
0.1 |
$2.2M |
|
4.1M |
0.53 |
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.1 |
$2.2M |
|
2.1M |
1.03 |
Chesapeake Energy Corp note 2.500% 5/1
|
0.1 |
$2.4M |
|
2.6M |
0.90 |
Teva Pharmaceutical Industries
(TEVA)
|
0.1 |
$2.1M |
|
55k |
37.35 |
United States Stl Corp New note 4.000% 5/1
|
0.1 |
$2.2M |
|
2.0M |
1.08 |
Sunpower Corp conv
|
0.1 |
$2.3M |
|
2.5M |
0.94 |
Electronic Arts Inc conv
|
0.1 |
$2.1M |
|
2.3M |
0.93 |
Bottomline Tech Del Inc note 1.500%12/0
|
0.1 |
$2.2M |
|
2.0M |
1.11 |
Encore Capital Group note 3.000%11/2
|
0.1 |
$2.2M |
|
2.0M |
1.12 |
Greatbatch Inc sdcv 2.250% 6/1
|
0.1 |
$1.9M |
|
1.9M |
1.00 |
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1
|
0.1 |
$2.0M |
|
2.0M |
1.01 |
Intel Corporation
(INTC)
|
0.1 |
$1.9M |
|
90k |
20.62 |
Comtech Telecommunications Cor conv
|
0.1 |
$2.0M |
|
2.0M |
1.02 |
Volcano Corporation note 1.750%12/0
|
0.1 |
$1.8M |
|
1.8M |
1.01 |
Gilead Sciences conv
|
0.0 |
$1.3M |
|
820k |
1.64 |
Medicis Pharmaceutical conv
|
0.0 |
$1.5M |
|
1.4M |
1.09 |
Nash Finch Co frnt 1.631% 3/1
|
0.0 |
$1.3M |
|
2.7M |
0.47 |
Leap Wireless Intl Inc note 4.500% 7/1
|
0.0 |
$1.1M |
|
1.1M |
0.96 |
Linear Technology Corp note 3.000% 5/0
|
0.0 |
$1.2M |
|
1.1M |
1.05 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.0 |
$1.1M |
|
1.4M |
0.74 |
Chart Industries 2% conv
|
0.0 |
$1.0M |
|
825k |
1.24 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.0 |
$1.1M |
|
1.1M |
1.01 |
James River Coal Co note 3.125% 3/1
|
0.0 |
$1.2M |
|
3.7M |
0.32 |
Proshares Tr ultpro sh 20yr
|
0.0 |
$1.0M |
|
60k |
17.35 |
Proshares Tr Ii ult vix s/t etf
|
0.0 |
$1.0M |
|
50k |
20.90 |
Hutchinson Technology Inc note 3.250% 1/1
|
0.0 |
$914k |
|
914k |
1.00 |
Ford Mtr Co Del note 4.250%11/1
|
0.0 |
$806k |
|
504k |
1.60 |
Ciena Corp note 0.875% 6/1
|
0.0 |
$667k |
|
775k |
0.86 |
Sotheby's
|
0.0 |
$914k |
|
27k |
33.61 |
Intel Corp sdcv
|
0.0 |
$900k |
|
865k |
1.04 |
Radio One
|
0.0 |
$760k |
|
1.0M |
0.76 |
Goldcorp
|
0.0 |
$697k |
|
19k |
36.68 |
Iridium Communications
(IRDM)
|
0.0 |
$655k |
|
97k |
6.72 |
DURECT Corporation
|
0.0 |
$814k |
|
885k |
0.92 |
Boston Pptys Ltd Partnership note 3.750% 5/1
|
0.0 |
$594k |
|
545k |
1.09 |
Anglogold Ashanti Holdings Fin pfd cv
|
0.0 |
$597k |
|
16k |
37.31 |
Hologic Inc frnt 2.000%12/1
|
0.0 |
$616k |
|
550k |
1.12 |
Aurico Gold
|
0.0 |
$908k |
|
111k |
8.18 |
Ares Capital Corp 5.125 2016 conv
|
0.0 |
$706k |
|
660k |
1.07 |
Greenbrier Co Inc conv bnd
|
0.0 |
$910k |
|
1.0M |
0.91 |
International Game Technology
|
0.0 |
$283k |
|
20k |
14.15 |
Cumulus Media
|
0.0 |
$298k |
|
111k |
2.67 |
Health Care Reit Inc note 3.000%12/0
|
0.0 |
$308k |
|
250k |
1.23 |
Airtran Hldgs Inc note 5.250%11/0
|
0.0 |
$282k |
|
215k |
1.31 |
Rambus Inc Del note 5.000% 6/1
|
0.0 |
$500k |
|
500k |
1.00 |
Fly Leasing
|
0.0 |
$272k |
|
22k |
12.31 |
Helix Energy Solutions note
|
0.0 |
$453k |
|
381k |
1.19 |
Fidelity National Finance conv
|
0.0 |
$233k |
|
182k |
1.28 |
Prospect Capital Corp note
|
0.0 |
$153k |
|
150k |
1.02 |