Alza Corp sdcv 7/2
|
5.5 |
$185M |
|
157M |
1.18 |
Stanley Black & Decker Inc unit 99/99/9999
|
4.9 |
$167M |
|
1.3M |
128.81 |
E M C Corp Mass note 1.750%12/0
|
4.6 |
$156M |
|
106M |
1.48 |
Intel Corp. Jr. Sub. Cv. Deb. conv
|
4.3 |
$145M |
|
114M |
1.27 |
Teva Pharm Finance Llc Cvt cv bnd
|
3.8 |
$128M |
|
122M |
1.05 |
Goldcorp Inc New note 2.000% 8/0
|
3.4 |
$116M |
|
115M |
1.01 |
Prospect Capital Corp note 6.250%12/1
|
3.4 |
$113M |
|
104M |
1.09 |
Xilinx Inc Cvt 2.625 6-15-17 convert
|
3.3 |
$113M |
|
79M |
1.43 |
Alcoa Inc debt
|
3.3 |
$111M |
|
88M |
1.27 |
Sterlite Inds India Ltd note 4.000%10/3
|
3.1 |
$106M |
|
109M |
0.97 |
Allegheny Technologies Inc note 4.250% 6/0
|
3.1 |
$106M |
|
102M |
1.04 |
Enpro Industries Inc note
|
2.9 |
$100M |
|
63M |
1.59 |
Newmont Mining Corp note 1.250% 7/1
|
2.9 |
$99M |
|
98M |
1.01 |
GAME Technolog debt
|
2.8 |
$96M |
|
90M |
1.07 |
Fifth Third Bancorp cnv pfd dep1/250
|
2.6 |
$87M |
|
557k |
155.94 |
Steel Dynamics Inc note 5.125% 6/1
|
2.4 |
$81M |
|
75M |
1.08 |
Tyson Foods Inc note 3.250%10/1
|
2.3 |
$77M |
|
50M |
1.53 |
Phh Corp note 4.000% 9/0
|
2.2 |
$76M |
|
72M |
1.06 |
Novellus Systems, Inc. note 2.625% 5/1
|
2.1 |
$70M |
|
50M |
1.41 |
Level 3 Communications Inc note
|
1.8 |
$60M |
|
52M |
1.16 |
Annaly Cap Mgmt Inc note 4.000% 2/1
|
1.7 |
$58M |
|
52M |
1.12 |
Affiliated Managers Group note 3.950% 8/1
|
1.6 |
$52M |
|
40M |
1.31 |
Stillwater Mng Co note 1.750%10/1
|
1.4 |
$49M |
|
47M |
1.04 |
Chesapeake Energy Corp note 2.500% 5/1
|
1.3 |
$45M |
|
48M |
0.93 |
Kinder Morgan Inc/delaware Wts
|
1.3 |
$45M |
|
8.7M |
5.12 |
Agco Corp note 1.250%12/1
|
1.3 |
$43M |
|
35M |
1.24 |
Newmont Mining Corp Cvt cv bnd
|
1.3 |
$43M |
|
40M |
1.07 |
Kohlberg Capital Corp note 8.750% 3/1
|
1.2 |
$42M |
|
30M |
1.41 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
1.2 |
$41M |
|
832k |
48.75 |
Rite Aid Corp note 8.500% 5/1
|
1.1 |
$36M |
|
25M |
1.41 |
Northgate Minerals Corp note 3.500%10/0
|
0.9 |
$32M |
|
33M |
0.95 |
Dryships Inc. note 5.000%12/0
|
0.9 |
$30M |
|
34M |
0.89 |
Endeavor Intl Corp note 5.500% 7/1
|
0.9 |
$29M |
|
49M |
0.60 |
Royal Gold Inc conv
|
0.8 |
$27M |
|
29M |
0.91 |
Omnicom Group Inc debt
|
0.8 |
$26M |
|
23M |
1.15 |
Caci Intl Inc note 2.125% 5/0
|
0.8 |
$26M |
|
21M |
1.20 |
Priceline.com debt 1.000% 3/1
|
0.7 |
$24M |
|
21M |
1.17 |
Teleflex Inc note 3.875% 8/0
|
0.7 |
$24M |
|
18M |
1.35 |
Molson Coors Brewing Co note 2.500% 7/3
|
0.6 |
$22M |
|
22M |
1.00 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
0.6 |
$19M |
|
16k |
1193.98 |
Jefferies Group Inc New dbcv 3.875%11/0
|
0.6 |
$19M |
|
18M |
1.07 |
Molycorp Inc Del....... Note 6.0% 9/1/17
|
0.5 |
$18M |
|
23M |
0.77 |
Xpo Logistics note 4.5% 10/1
|
0.5 |
$18M |
|
15M |
1.24 |
Hawaiian Holdings Inc conv
|
0.5 |
$17M |
|
15M |
1.09 |
American Intl Group
|
0.5 |
$16M |
|
896k |
18.24 |
Home Inns & Hotels Mgmt Inc note 2.000%12/1
|
0.5 |
$16M |
|
18M |
0.88 |
Laboratory Corp Amer Hldgs debt
|
0.4 |
$13M |
|
9.9M |
1.34 |
Bgc Partners, Inc. note 4.500% 7/1
|
0.3 |
$12M |
|
12M |
1.01 |
Molycorp Inc conv bnd
|
0.3 |
$12M |
|
17M |
0.69 |
Archer Daniels Midland Co note 0.875% 2/1
|
0.3 |
$11M |
|
11M |
1.01 |
Green Plains Renewable E note
|
0.3 |
$11M |
|
9.5M |
1.16 |
Icon 2 1/2 06/01/16
|
0.3 |
$11M |
|
9.5M |
1.14 |
Prospect Capital Corporati mtnf 5.375%
|
0.3 |
$11M |
|
10M |
1.04 |
Rayonier Inc conv
|
0.3 |
$11M |
|
6.3M |
1.68 |
Prologis Inc note 3.250% 3/1
|
0.3 |
$10M |
|
8.9M |
1.15 |
Molycorp Inc Del note 5.500% 2/0
|
0.3 |
$9.8M |
|
9.9M |
0.99 |
Dendreon Corp note
|
0.3 |
$9.4M |
|
13M |
0.74 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
0.3 |
$8.9M |
|
8.7M |
1.02 |
Bank Of America Corporation preferred
(BAC.PL)
|
0.3 |
$8.6M |
|
7.8k |
1109.11 |
Volcano Corporation note 1.750%12/0
|
0.3 |
$8.7M |
|
9.5M |
0.92 |
Chemed Corp New note 1.875% 5/1
|
0.2 |
$8.5M |
|
8.1M |
1.05 |
GROUP Affymetrix Inc cnv
|
0.2 |
$8.0M |
|
8.1M |
0.99 |
Capital One Financial Cor w exp 11/201
|
0.2 |
$7.8M |
|
324k |
24.23 |
Genco Shipping & Trading Ltd note 5.000% 8/1
|
0.2 |
$7.8M |
|
29M |
0.27 |
Microchip Technology Inc sdcv 2.125%12/1
|
0.2 |
$7.1M |
|
4.9M |
1.45 |
Rti Intl Metals Inc note 1.625%10/1
|
0.2 |
$7.1M |
|
7.4M |
0.95 |
Ttm Technologies Inc note 3.250% 5/1
|
0.2 |
$6.8M |
|
6.8M |
1.01 |
Dominion Res Inc Va New debt
|
0.2 |
$6.5M |
|
3.8M |
1.69 |
Thompson Creek Metal unit 99/99/9999
|
0.2 |
$6.3M |
|
386k |
16.32 |
Metlife Inc 5% 10/0/14 Conv Pr cv prf
|
0.2 |
$6.1M |
|
112k |
54.61 |
Gt Advanced Technologies Inc conv
|
0.2 |
$6.2M |
|
7.2M |
0.86 |
Emmis Communications Corp pfd cv ser a
|
0.2 |
$5.9M |
|
492k |
12.00 |
Jpmorgan Chase & Co. w exp 10/201
|
0.1 |
$5.0M |
|
318k |
15.60 |
Micron Technology Inc. conv
|
0.1 |
$5.2M |
|
3.4M |
1.54 |
Equinix Inc note 4.750% 6/1
|
0.1 |
$4.6M |
|
2.0M |
2.28 |
CUBIST PHARM CONVERTIBLE security
|
0.1 |
$4.4M |
|
2.5M |
1.76 |
Gilead Sciences conv
|
0.1 |
$4.5M |
|
2.0M |
2.26 |
Colony Finl Inc note 5.00%
|
0.1 |
$4.4M |
|
4.3M |
1.02 |
Aspen Insurance Holdings
|
0.1 |
$4.0M |
|
107k |
37.09 |
Cms Energy Corp note 5.500% 6/1
|
0.1 |
$4.0M |
|
2.0M |
1.99 |
Apache Corp. 6% Mandatory Conv pfd cv
|
0.1 |
$3.9M |
|
82k |
47.76 |
Lam Research Corp note 0.500% 5/1
|
0.1 |
$4.0M |
|
3.7M |
1.07 |
L-3 Communications Corp debt 3.000% 8/0
|
0.1 |
$3.7M |
|
3.6M |
1.02 |
Linear Technology Corp note 3.000% 5/0
|
0.1 |
$3.8M |
|
3.6M |
1.05 |
Notes Gencorp Inc. 4.0625% dbcv
|
0.1 |
$3.7M |
|
2.0M |
1.85 |
General Mtrs Co *w exp 07/10/201
|
0.1 |
$3.6M |
|
150k |
24.00 |
Safeguard Scientifics dbcv 5.250% 5/1
|
0.1 |
$3.9M |
|
3.5M |
1.11 |
Uthr 1 09/15/16
|
0.1 |
$3.7M |
|
2.5M |
1.46 |
Viropharma Inc note 2.000% 3/1
|
0.1 |
$3.3M |
|
2.0M |
1.64 |
Hologic Inc cnv
|
0.1 |
$3.4M |
|
3.4M |
0.99 |
Arris Group Inc note 2.000%11/1
|
0.1 |
$3.1M |
|
3.0M |
1.03 |
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$2.9M |
|
2.2M |
1.35 |
Comtech Telecommunications Cor conv
|
0.1 |
$3.1M |
|
3.0M |
1.04 |
note 5.500% 7/1
|
0.1 |
$3.0M |
|
3.0M |
1.02 |
Cadence Design Sys Cvt 2.625 6 convert
|
0.1 |
$2.9M |
|
1.5M |
1.95 |
Tibco Software Inc. 2.25 05-01 conv
|
0.1 |
$3.1M |
|
3.2M |
0.98 |
Massey Energy Co note 3.250% 8/0
|
0.1 |
$2.8M |
|
3.3M |
0.86 |
Enersys note 3.375% 6/0
|
0.1 |
$2.6M |
|
2.0M |
1.32 |
General Cable Corp Del New frnt 4.500% 11/1
|
0.1 |
$2.8M |
|
2.5M |
1.11 |
Tower Group Inc conv
|
0.1 |
$2.7M |
|
2.5M |
1.06 |
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.1 |
$2.3M |
|
2.1M |
1.09 |
Chesapeake Energy Corp note 2.500% 5/1
|
0.1 |
$2.5M |
|
2.6M |
0.95 |
Radio One
|
0.1 |
$2.3M |
|
1.0M |
2.32 |
Hutchinson Technology Inc note 8.500% 1/1
|
0.1 |
$2.2M |
|
2.3M |
0.99 |
Knight Capital Group Inc. 3.50% dbcv
|
0.1 |
$2.3M |
|
2.3M |
1.00 |
General Mtrs Co *w exp 07/10/201
|
0.1 |
$2.4M |
|
150k |
16.35 |
Electronic Arts Inc conv
|
0.1 |
$2.4M |
|
2.3M |
1.04 |
Encore Capital Group note 3.000%11/2
|
0.1 |
$2.4M |
|
2.0M |
1.21 |
Continental Airls Inc note 4.500% 1/1
|
0.1 |
$2.1M |
|
1.2M |
1.75 |
Intel Corporation
(INTC)
|
0.1 |
$2.2M |
|
90k |
24.24 |
United States Stl Corp New note 4.000% 5/1
|
0.1 |
$2.1M |
|
2.0M |
1.03 |
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.1 |
$2.0M |
|
1.5M |
1.34 |
Wells Fargo & Company mtnf 0.125% 3/0
|
0.1 |
$1.9M |
|
1.8M |
1.10 |
Headwaters Inc note 2.500% 2/0
|
0.1 |
$1.8M |
|
1.8M |
0.99 |
Teva Pharmaceutical Industries
(TEVA)
|
0.0 |
$1.3M |
|
32k |
39.19 |
Vector Group Ltd frnt 1/1
|
0.0 |
$1.2M |
|
1.0M |
1.20 |
Ford Mtr Co Del note 4.250%11/1
|
0.0 |
$912k |
|
504k |
1.81 |
Intel Corp sdcv
|
0.0 |
$943k |
|
865k |
1.09 |
Emmis Communications Corporation
|
0.0 |
$1.2M |
|
543k |
2.14 |
DURECT Corporation
|
0.0 |
$917k |
|
873k |
1.05 |
PULSE ELECTRONICS Corp note 7.000%12/1
|
0.0 |
$990k |
|
1.3M |
0.75 |
James River Coal Co note 3.125% 3/1
|
0.0 |
$967k |
|
3.5M |
0.28 |
Greenbrier Co Inc conv bnd
|
0.0 |
$855k |
|
830k |
1.03 |
Amarin Corporation Plc note 3.500% 1/1
|
0.0 |
$1.1M |
|
1.0M |
1.07 |
Gmx Res Inc note 4.500% 5/0
|
0.0 |
$532k |
|
8.9M |
0.06 |
Iridium Communications
(IRDM)
|
0.0 |
$756k |
|
97k |
7.76 |
Rambus Inc Del note 5.000% 6/1
|
0.0 |
$515k |
|
500k |
1.03 |
Hologic Inc frnt 2.000%12/1
|
0.0 |
$616k |
|
550k |
1.12 |
Ares Capital Corp 5.125 2016 conv
|
0.0 |
$706k |
|
660k |
1.07 |
Annaly Cap Mgmt Inc note 5.000% 5/1
|
0.0 |
$657k |
|
650k |
1.01 |
International Game Technology
|
0.0 |
$334k |
|
20k |
16.70 |
Newmont Mining Corporation
(NEM)
|
0.0 |
$277k |
|
9.3k |
29.95 |
Cumulus Media
|
0.0 |
$182k |
|
54k |
3.39 |
Zions Bancorporation *w exp 05/22/202
|
0.0 |
$270k |
|
46k |
5.85 |
Airtran Hldgs Inc note 5.250%11/0
|
0.0 |
$305k |
|
215k |
1.42 |
Anglogold Ashanti Holdings Fin pfd cv
|
0.0 |
$276k |
|
16k |
17.25 |
Aurico Gold
|
0.0 |
$450k |
|
103k |
4.37 |
Helix Energy Solutions note
|
0.0 |
$476k |
|
381k |
1.25 |
Owens Corning New *w exp 10/30/201
|
0.0 |
$45k |
|
46k |
0.99 |
Boston Properties
(BXP)
|
0.0 |
$53k |
|
503.00 |
105.37 |
Prospect Capital Corp note
|
0.0 |
$156k |
|
150k |
1.04 |