Alza Corp sdcv 7/2
|
4.6 |
$176M |
|
157M |
1.12 |
Stanley Black & Decker Inc unit 99/99/9999
|
4.3 |
$163M |
|
1.3M |
127.06 |
E M C Corp Mass note 1.750%12/0
|
3.8 |
$143M |
|
96M |
1.49 |
Newmont Mining Corp note 1.250% 7/1
|
3.7 |
$142M |
|
126M |
1.13 |
Goldcorp Inc New note 2.000% 8/0
|
3.7 |
$142M |
|
135M |
1.05 |
Teva Pharm Finance Llc Cvt cv bnd
|
3.7 |
$140M |
|
135M |
1.04 |
Intel Corp. Jr. Sub. Cv. Deb. conv
|
3.7 |
$139M |
|
116M |
1.20 |
Allegheny Technologies Inc note 4.250% 6/0
|
3.5 |
$132M |
|
123M |
1.08 |
Xilinx Inc Cvt 2.625 6-15-17 convert
|
3.3 |
$127M |
|
89M |
1.43 |
Netapp Inc note 1.750% 6/0
|
3.3 |
$125M |
|
114M |
1.09 |
Alcoa Inc debt
|
3.2 |
$123M |
|
89M |
1.39 |
Tyson Foods Inc note 3.250%10/1
|
3.0 |
$115M |
|
77M |
1.49 |
Sterlite Inds India Ltd note 4.000%10/3
|
3.0 |
$114M |
|
117M |
0.98 |
Prospect Capital Corp note 6.250%12/1
|
3.0 |
$114M |
|
104M |
1.09 |
Enpro Industries Inc note
|
2.8 |
$104M |
|
65M |
1.60 |
Novellus Systems, Inc. note 2.625% 5/1
|
2.5 |
$95M |
|
70M |
1.36 |
Omnicom Group Inc note 7/0
|
2.1 |
$78M |
|
66M |
1.19 |
Sothebys note 3.125% 6/1
|
2.0 |
$75M |
|
66M |
1.13 |
GAME Technolog debt
|
2.0 |
$75M |
|
69M |
1.08 |
Phh Corp note 4.000% 9/0
|
1.7 |
$63M |
|
58M |
1.10 |
Level 3 Communications Inc note
|
1.6 |
$61M |
|
52M |
1.17 |
Steel Dynamics Inc note 5.125% 6/1
|
1.6 |
$60M |
|
53M |
1.13 |
Affiliated Managers Group note 3.950% 8/1
|
1.3 |
$51M |
|
41M |
1.25 |
Chesapeake Energy Corp note 2.500% 5/1
|
1.3 |
$49M |
|
51M |
0.95 |
Rayonier Inc conv
|
1.3 |
$48M |
|
27M |
1.80 |
Kinder Morgan Inc/delaware Wts
|
1.2 |
$44M |
|
8.6M |
5.14 |
Stillwater Mng Co note 1.750%10/1
|
1.2 |
$44M |
|
37M |
1.19 |
Agco Corp note 1.250%12/1
|
1.1 |
$44M |
|
33M |
1.31 |
Interpublic Group of Companies
(IPG)
|
1.1 |
$42M |
|
3.2M |
13.03 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
1.1 |
$40M |
|
817k |
49.25 |
Newmont Mining Corp Cvt cv bnd
|
1.1 |
$40M |
|
33M |
1.23 |
Kohlberg Capital Corp note 8.750% 3/1
|
1.0 |
$39M |
|
30M |
1.33 |
Saks Inc note 2.000% 3/1
|
0.9 |
$33M |
|
33M |
1.01 |
Northgate Minerals Corp note 3.500%10/0
|
0.9 |
$33M |
|
32M |
1.04 |
Royal Gold Inc conv
|
0.9 |
$33M |
|
31M |
1.06 |
Dryships Inc. note 5.000%12/0
|
0.8 |
$29M |
|
34M |
0.87 |
Rite Aid Corp note 8.500% 5/1
|
0.8 |
$29M |
|
25M |
1.16 |
Endeavor Intl Corp note 5.500% 7/1
|
0.8 |
$29M |
|
47M |
0.61 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
0.7 |
$26M |
|
25M |
1.03 |
School Specialty, Inc sdcv 3.750%11/3
|
0.7 |
$25M |
|
55M |
0.45 |
Caci Intl Inc note 2.125% 5/0
|
0.6 |
$24M |
|
21M |
1.14 |
Omnicom Group Inc debt
|
0.6 |
$24M |
|
21M |
1.13 |
Continental Airls Inc note 4.500% 1/1
|
0.5 |
$19M |
|
11M |
1.79 |
Hawaiian Holdings Inc conv
|
0.5 |
$19M |
|
18M |
1.07 |
Aspen Insurance Holdings Ltd pfd prp inc eq
|
0.5 |
$18M |
|
272k |
66.30 |
Jefferies Group Inc New dbcv 3.875%11/0
|
0.5 |
$18M |
|
18M |
1.03 |
Xpo Logistics note 4.5% 10/1
|
0.5 |
$17M |
|
15M |
1.19 |
Molycorp Inc Del....... Note 6.0% 9/1/17
|
0.4 |
$17M |
|
23M |
0.71 |
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 |
1.03 |
American Intl Group
|
0.4 |
$14M |
|
917k |
15.20 |
Archer Daniels Midland Co note 0.875% 2/1
|
0.4 |
$14M |
|
14M |
1.01 |
Teleflex Inc note 3.875% 8/0
|
0.4 |
$14M |
|
9.4M |
1.45 |
Jns 3.25% 7/15/2014 note
|
0.3 |
$13M |
|
13M |
1.05 |
Bgc Partners, Inc. note 4.500% 7/1
|
0.3 |
$12M |
|
12M |
1.00 |
Laboratory Corp Amer Hldgs debt
|
0.3 |
$12M |
|
10M |
1.21 |
Genco Shipping & Trading Ltd note 5.000% 8/1
|
0.3 |
$12M |
|
34M |
0.36 |
Hutchinson Technology Inc note 8.500% 1/1
|
0.3 |
$12M |
|
16M |
0.77 |
Green Plains Renewable E note
|
0.3 |
$12M |
|
11M |
1.11 |
Chemed Corp New note 1.875% 5/1
|
0.3 |
$12M |
|
11M |
1.10 |
Exide Technologies frnt 9/1
|
0.3 |
$11M |
|
11M |
0.95 |
Molycorp Inc conv bnd
|
0.3 |
$10M |
|
17M |
0.62 |
GROUP Affymetrix Inc cnv
|
0.3 |
$10M |
|
9.6M |
1.06 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
0.3 |
$9.8M |
|
7.6k |
1288.80 |
Dendreon Corp note
|
0.3 |
$10M |
|
13M |
0.79 |
Morgans Hotel Group Co note 2.375%10/1
|
0.2 |
$9.4M |
|
9.8M |
0.96 |
Bank Of America Corporation preferred
(BAC.PL)
|
0.2 |
$9.5M |
|
7.8k |
1221.95 |
Medtronic Inc note 1.625% 4/1
|
0.2 |
$9.0M |
|
9.0M |
1.00 |
Molycorp Inc Del note 5.500% 2/0
|
0.2 |
$9.0M |
|
10M |
0.90 |
Mcmoran Exploration note 4.000%12/3
|
0.2 |
$8.9M |
|
7.7M |
1.15 |
Gt Advanced Technologies Inc conv
|
0.2 |
$7.9M |
|
10M |
0.78 |
Prologis Inc note 3.250% 3/1
|
0.2 |
$7.5M |
|
6.4M |
1.16 |
Microchip Technology Inc sdcv 2.125%12/1
|
0.2 |
$7.1M |
|
5.0M |
1.42 |
Symantec Corp note 1.000% 6/1
|
0.2 |
$7.2M |
|
5.6M |
1.29 |
Dominion Res Inc Va New debt
|
0.2 |
$6.6M |
|
3.8M |
1.72 |
Gilead Sciences conv
|
0.2 |
$6.5M |
|
3.0M |
2.17 |
Capital One Financial Cor w exp 11/201
|
0.2 |
$6.1M |
|
324k |
18.71 |
Metlife Inc 5% 10/0/14 Conv Pr cv prf
|
0.1 |
$5.5M |
|
112k |
49.34 |
Equinix Inc note 4.750% 6/1
|
0.1 |
$5.3M |
|
2.0M |
2.64 |
Virgin Media Inc note 6.500%11/1
|
0.1 |
$5.3M |
|
2.0M |
2.63 |
Emmis Communications Corp pfd cv ser a
|
0.1 |
$5.1M |
|
492k |
10.33 |
Thompson Creek Metal unit 99/99/9999
|
0.1 |
$4.4M |
|
267k |
16.47 |
Cms Energy Corp note 5.500% 6/1
|
0.1 |
$4.1M |
|
2.0M |
2.04 |
Annaly Cap Mgmt Inc note 4.000% 2/1
|
0.1 |
$4.1M |
|
3.3M |
1.25 |
L-3 Communications Corp debt 3.000% 8/0
|
0.1 |
$3.6M |
|
3.6M |
1.01 |
Apache Corp. 6% Mandatory Conv pfd cv
|
0.1 |
$3.7M |
|
82k |
44.58 |
Hologic Inc cnv
|
0.1 |
$3.6M |
|
3.4M |
1.05 |
Lam Research Corp note 0.500% 5/1
|
0.1 |
$3.8M |
|
3.7M |
1.02 |
Micron Technology Inc. conv
|
0.1 |
$4.0M |
|
3.4M |
1.17 |
Safeguard Scientifics dbcv 5.250% 5/1
|
0.1 |
$3.9M |
|
3.5M |
1.11 |
Jpmorgan Chase & Co. w exp 10/201
|
0.1 |
$3.3M |
|
235k |
14.25 |
Uthr 1 09/15/16
|
0.1 |
$3.5M |
|
2.5M |
1.38 |
Viropharma Inc note 2.000% 3/1
|
0.1 |
$3.0M |
|
2.0M |
1.49 |
Exterran Hldgs Inc note 4.250% 6/1
|
0.1 |
$3.2M |
|
2.5M |
1.27 |
Massey Energy Co note 3.250% 8/0
|
0.1 |
$3.2M |
|
3.3M |
0.96 |
General Cable Corp Del New frnt 4.500% 11/1
|
0.1 |
$3.2M |
|
2.5M |
1.26 |
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$2.9M |
|
2.2M |
1.34 |
Comtech Telecommunications Cor conv
|
0.1 |
$3.1M |
|
3.0M |
1.03 |
note 5.500% 7/1
|
0.1 |
$3.0M |
|
3.0M |
1.02 |
Notes Gencorp Inc. 4.0625% dbcv
|
0.1 |
$3.1M |
|
2.0M |
1.56 |
Chesapeake Energy Corp note 2.500% 5/1
|
0.1 |
$2.5M |
|
2.6M |
0.96 |
General Mtrs Co jr pfd cnv srb
|
0.1 |
$2.5M |
|
58k |
42.94 |
General Mtrs Co *w exp 07/10/201
|
0.1 |
$2.8M |
|
150k |
18.56 |
Cadence Design Sys Cvt 2.625 6 convert
|
0.1 |
$2.8M |
|
1.5M |
1.88 |
Gmx Res Inc note 4.500% 5/0
|
0.1 |
$2.4M |
|
11M |
0.22 |
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.1 |
$2.3M |
|
2.1M |
1.09 |
Teva Pharmaceutical Industries
(TEVA)
|
0.1 |
$2.2M |
|
55k |
39.69 |
Knight Capital Group Inc. 3.50% dbcv
|
0.1 |
$2.3M |
|
2.3M |
1.00 |
Sunpower Corp conv
|
0.1 |
$2.5M |
|
2.5M |
1.00 |
Electronic Arts Inc conv
|
0.1 |
$2.2M |
|
2.3M |
0.97 |
Bottomline Tech Del Inc note 1.500%12/0
|
0.1 |
$2.4M |
|
2.0M |
1.18 |
Encore Capital Group note 3.000%11/2
|
0.1 |
$2.3M |
|
2.0M |
1.15 |
Headwaters Inc note 2.500% 2/0
|
0.1 |
$1.8M |
|
1.8M |
1.00 |
Intel Corporation
(INTC)
|
0.1 |
$2.0M |
|
90k |
21.84 |
United States Stl Corp New note 4.000% 5/1
|
0.1 |
$2.1M |
|
2.0M |
1.04 |
General Mtrs Co *w exp 07/10/201
|
0.1 |
$1.8M |
|
150k |
11.79 |
Altra Holdings, Inc note 2.750% 3/0
|
0.1 |
$2.0M |
|
1.7M |
1.19 |
Arcelormittal Sa Luxembourg mand cv nt 16
|
0.1 |
$1.7M |
|
82k |
20.95 |
Wells Fargo & Company mtnf 0.125% 3/0
|
0.1 |
$2.0M |
|
1.8M |
1.13 |
Radio One
|
0.0 |
$1.7M |
|
1.0M |
1.69 |
Linear Technology Corp note 3.000% 5/0
|
0.0 |
$1.2M |
|
1.1M |
1.07 |
DURECT Corporation
|
0.0 |
$1.2M |
|
873k |
1.33 |
Chart Industries 2% conv
|
0.0 |
$1.1M |
|
825k |
1.36 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.0 |
$1.1M |
|
1.1M |
1.04 |
Proshares Tr ultpro sh 20yr
|
0.0 |
$1.1M |
|
60k |
18.28 |
Vector Group Ltd frnt 1/1
|
0.0 |
$1.2M |
|
1.0M |
1.16 |
Amarin Corporation Plc note 3.500% 1/1
|
0.0 |
$1.2M |
|
1.0M |
1.23 |
Central European Dist Corp note 3.000% 3/1
|
0.0 |
$893k |
|
4.1M |
0.22 |
Ford Mtr Co Del note 4.250%11/1
|
0.0 |
$811k |
|
504k |
1.61 |
Newmont Mining Corporation
(NEM)
|
0.0 |
$775k |
|
19k |
41.89 |
Intel Corp sdcv
|
0.0 |
$917k |
|
865k |
1.06 |
Iridium Communications
(IRDM)
|
0.0 |
$588k |
|
97k |
6.03 |
Hologic Inc frnt 2.000%12/1
|
0.0 |
$666k |
|
550k |
1.21 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.0 |
$937k |
|
1.3M |
0.71 |
Aurico Gold
|
0.0 |
$647k |
|
103k |
6.29 |
Ares Capital Corp 5.125 2016 conv
|
0.0 |
$706k |
|
660k |
1.07 |
James River Coal Co note 3.125% 3/1
|
0.0 |
$691k |
|
3.5M |
0.20 |
Greenbrier Co Inc conv bnd
|
0.0 |
$838k |
|
830k |
1.01 |
Priceline.com debt 1.000% 3/1
|
0.0 |
$888k |
|
800k |
1.11 |
National Retail Properties I note 5.125% 6/1
|
0.0 |
$249k |
|
175k |
1.42 |
International Game Technology
|
0.0 |
$330k |
|
20k |
16.50 |
Zions Bancorporation *w exp 05/22/202
|
0.0 |
$229k |
|
46k |
4.96 |
Boston Pptys Ltd Partnership note 3.750% 5/1
|
0.0 |
$561k |
|
545k |
1.03 |
Health Care Reit Inc note 3.000%12/0
|
0.0 |
$330k |
|
250k |
1.32 |
Omnicare Inc note 3.750%12/1
|
0.0 |
$448k |
|
275k |
1.63 |
Airtran Hldgs Inc note 5.250%11/0
|
0.0 |
$314k |
|
215k |
1.46 |
Rambus Inc Del note 5.000% 6/1
|
0.0 |
$510k |
|
500k |
1.02 |
Anglogold Ashanti Holdings Fin pfd cv
|
0.0 |
$454k |
|
16k |
28.38 |
Helix Energy Solutions note
|
0.0 |
$472k |
|
381k |
1.24 |
Proshares Tr Ii ult vix s/t etf
|
0.0 |
$385k |
|
50k |
7.70 |
Cumulus Media
|
0.0 |
$181k |
|
54k |
3.37 |
Emmis Communications Corporation
|
0.0 |
$70k |
|
42k |
1.65 |
Owens Corning New *w exp 10/30/201
|
0.0 |
$58k |
|
46k |
1.27 |