GAME Technolog debt
|
4.6 |
$180M |
|
150M |
1.20 |
Gilead Sciences Inc note 0.625% 5/0
|
4.2 |
$161M |
|
135M |
1.19 |
Invitrogen Corp note 1.500% 2/1
|
4.0 |
$156M |
|
135M |
1.15 |
Alza Corp sdcv 7/2
|
4.0 |
$155M |
|
165M |
0.94 |
Goldcorp Inc New note 2.000% 8/0
|
3.7 |
$145M |
|
115M |
1.26 |
Liberty Media Corp bond
|
3.7 |
$144M |
|
165M |
0.87 |
3m Co cv bnd
|
3.7 |
$143M |
|
144M |
0.99 |
Teva Pharm Finance Llc Cvt cv bnd
|
3.6 |
$141M |
|
124M |
1.13 |
Sterlite Inds India Ltd note 4.000%10/3
|
3.2 |
$125M |
|
126M |
0.99 |
Dominion Res Inc Va New debt
|
3.1 |
$119M |
|
86M |
1.39 |
Newmont Mining Corp note 1.250% 7/1
|
3.0 |
$118M |
|
91M |
1.30 |
Alliance Data Systems Corp note 1.750% 8/0
|
2.8 |
$110M |
|
86M |
1.28 |
Omnicom Group Inc note 7/0
|
2.8 |
$107M |
|
97M |
1.10 |
Stanley Black & Decker Inc unit 99/99/9999
|
2.7 |
$105M |
|
877k |
119.85 |
Arcelormittal Sa Luxembourg note 5.000% 5/1
|
2.7 |
$104M |
|
76M |
1.38 |
Liberty Media Corp New deb 3.125% 3/3
|
2.5 |
$95M |
|
79M |
1.20 |
Stanley Wks frnt 5/1
|
2.2 |
$87M |
|
74M |
1.18 |
Interpublic Group Cos Inc note 4.750% 3/1
|
2.1 |
$82M |
|
65M |
1.26 |
Molson Coors Brewing Co note 2.500% 7/3
|
2.1 |
$81M |
|
74M |
1.10 |
Danaher Corp Del debt
|
2.1 |
$80M |
|
52M |
1.54 |
Exterran Hldgs Inc note 4.250% 6/1
|
2.0 |
$78M |
|
70M |
1.12 |
Symantec Corp note 1.000% 6/1
|
1.9 |
$72M |
|
59M |
1.22 |
Level 3 Communications Inc note
|
1.8 |
$68M |
|
42M |
1.62 |
Chesapeake Energy Corp note 2.500% 5/1
|
1.7 |
$66M |
|
64M |
1.04 |
Enpro Industries Inc note
|
1.7 |
$66M |
|
42M |
1.56 |
Jns 3.25% 7/15/2014 note
|
1.3 |
$51M |
|
48M |
1.08 |
Rayonier Trs Hldgs Inc note 3.750%10/1
|
1.2 |
$49M |
|
39M |
1.24 |
Old Rep Intl Corp note 8.000% 5/1
|
1.1 |
$45M |
|
40M |
1.12 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
1.1 |
$42M |
|
884k |
48.00 |
Affiliated Managers Group note 3.950% 8/1
|
1.1 |
$42M |
|
38M |
1.12 |
Steel Dynamics Inc note 5.125% 6/1
|
1.1 |
$42M |
|
35M |
1.19 |
Tyson Foods Inc note 3.250%10/1
|
1.0 |
$38M |
|
30M |
1.29 |
Prologis Inc note 3.250% 3/1
|
0.7 |
$28M |
|
25M |
1.14 |
Chemed Corp New note 1.875% 5/1
|
0.7 |
$27M |
|
27M |
1.03 |
Genco Shipping & Trading Ltd note 5.000% 8/1
|
0.7 |
$26M |
|
31M |
0.83 |
Eastman Kodak Co note 7.000% 4/0
|
0.7 |
$26M |
|
29M |
0.87 |
Rite Aid Corp note 8.500% 5/1
|
0.6 |
$25M |
|
23M |
1.05 |
Alliant Techsystems Inc note 3.000% 8/1
|
0.6 |
$24M |
|
21M |
1.12 |
Sothebys note 3.125% 6/1
|
0.6 |
$22M |
|
15M |
1.42 |
Northgate Minerals Corp note 3.500%10/0
|
0.5 |
$21M |
|
21M |
0.98 |
Navistar Intl Corp New note 3.000%10/1
|
0.5 |
$20M |
|
16M |
1.31 |
Teleflex Inc note 3.875% 8/0
|
0.5 |
$20M |
|
17M |
1.16 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
0.5 |
$20M |
|
19k |
1059.52 |
Medtronic Inc note 1.625% 4/1
|
0.5 |
$19M |
|
19M |
1.02 |
Phh Corp note 4.000% 9/0
|
0.5 |
$19M |
|
18M |
1.09 |
Amr Corp note 6.250%10/1
|
0.5 |
$18M |
|
19M |
0.97 |
Aspen Insurance Holdings Ltd pfd prp inc eq
|
0.5 |
$18M |
|
338k |
52.25 |
Headwaters Inc note 2.500% 2/0
|
0.4 |
$17M |
|
20M |
0.83 |
Jefferies Group Inc New dbcv 3.875%11/0
|
0.4 |
$17M |
|
17M |
1.00 |
Sba Communications Corp note 1.875% 5/0
|
0.4 |
$15M |
|
14M |
1.10 |
Hawaiian Holdings Inc conv
|
0.4 |
$15M |
|
14M |
1.02 |
China Med Technologies Inc note 4.000% 8/1
|
0.4 |
$14M |
|
20M |
0.73 |
Newmont Mining Corp note 3.000% 2/1
|
0.4 |
$15M |
|
12M |
1.22 |
Capitalsource Inc note 7.250% 7/1
|
0.3 |
$13M |
|
13M |
1.04 |
Hutchinson Technology Inc note 3.250% 1/1
|
0.3 |
$13M |
|
16M |
0.81 |
Powerwave Technologies Inc note 3.875%10/0
|
0.3 |
$13M |
|
14M |
0.92 |
Dryships Inc. note 5.000%12/0
|
0.3 |
$13M |
|
14M |
0.90 |
Continental Airls Inc note 4.500% 1/1
|
0.3 |
$12M |
|
8.6M |
1.42 |
School Specialty, Inc sdcv 3.750%11/3
|
0.3 |
$12M |
|
12M |
1.05 |
Medicis Pharmaceutical Corp note 2.500% 6/0
|
0.3 |
$11M |
|
8.3M |
1.35 |
Providence Svc Corp note 6.500% 5/1
|
0.3 |
$11M |
|
11M |
0.99 |
Morgans Hotel Group Co note 2.375%10/1
|
0.3 |
$10M |
|
12M |
0.87 |
Delta Pete Corp note 3.750% 5/0
|
0.2 |
$9.8M |
|
11M |
0.89 |
Central European Media sr nt cv 5%15
|
0.2 |
$9.2M |
|
10M |
0.89 |
Energy Conversion Devices In note 3.000% 6/1
|
0.2 |
$8.9M |
|
17M |
0.53 |
Gmx Res Inc note 4.500% 5/0
|
0.2 |
$8.9M |
|
11M |
0.82 |
Gmx Res Inc note 5.000% 2/0
|
0.2 |
$9.1M |
|
9.6M |
0.94 |
Central European Dist Corp note 3.000% 3/1
|
0.2 |
$8.6M |
|
10M |
0.83 |
Cephalon Inc note 2.500% 5/0
|
0.2 |
$8.0M |
|
6.5M |
1.23 |
Aar Corp note 1.750% 2/0
|
0.2 |
$8.1M |
|
7.4M |
1.10 |
Cheniere Energy Inc note 2.250% 8/0
|
0.2 |
$7.0M |
|
7.9M |
0.89 |
Istar Finl Inc frnt 10/0
|
0.2 |
$7.1M |
|
7.9M |
0.91 |
Covanta Holding Conv conv bnd
|
0.2 |
$7.0M |
|
6.1M |
1.14 |
Rentech Inc note 4.000% 4/1
|
0.2 |
$6.7M |
|
7.6M |
0.88 |
Teva Pharmaceutical Industries
(TEVA)
|
0.2 |
$6.6M |
|
137k |
48.22 |
General Motors Company
(GM)
|
0.2 |
$6.5M |
|
216k |
30.36 |
Icahn Enterprises Lp conv bnd
|
0.1 |
$5.5M |
|
5.7M |
0.96 |
Illumina Inc note 0.625% 2/1
|
0.1 |
$5.2M |
|
1.5M |
3.44 |
Usec Inc note 3.000%10/0
|
0.1 |
$4.7M |
|
6.5M |
0.72 |
United Rentals Inc note 4.000%11/1
|
0.1 |
$4.7M |
|
1.9M |
2.41 |
E M C Corp Mass note 1.750%12/0
|
0.1 |
$4.2M |
|
2.4M |
1.75 |
Emmis Communications Corp pfd cv ser a
|
0.1 |
$4.4M |
|
229k |
19.35 |
Alcoa Inc debt
|
0.1 |
$4.2M |
|
1.7M |
2.53 |
Holdings Inc Note 5.25
|
0.1 |
$4.5M |
|
2.2M |
2.04 |
Newpark Res Inc note 4.000%10/0
|
0.1 |
$4.4M |
|
3.8M |
1.17 |
Level 3 Communications Inc note 6.500%10/0
|
0.1 |
$3.9M |
|
1.9M |
2.12 |
Mylan Inc note 3.750% 9/1
|
0.1 |
$3.8M |
|
1.9M |
1.97 |
Notes
|
0.1 |
$4.0M |
|
1.9M |
2.08 |
Molycorp, Inc. pfd conv ser a
|
0.1 |
$3.8M |
|
33k |
115.44 |
E M C Corp Mass note 1.750%12/0
|
0.1 |
$3.3M |
|
1.9M |
1.71 |
Cephalon Inc note 2.000% 6/0
|
0.1 |
$3.3M |
|
1.9M |
1.73 |
Hutchinson Technology Inc note 8.500% 1/1
|
0.1 |
$3.5M |
|
4.4M |
0.80 |
Borgwarner Inc note 3.500% 4/1
|
0.1 |
$2.9M |
|
1.2M |
2.47 |
Fibertower Corp note 9.000%11/1
|
0.1 |
$3.3M |
|
4.2M |
0.78 |
Bank Of America Corporation preferred
(BAC.PL)
|
0.1 |
$3.3M |
|
3.3k |
1002.76 |
Novagold Res Inc bond
|
0.1 |
$3.0M |
|
2.5M |
1.21 |
Sba Communications Corp note 4.000%10/0
|
0.1 |
$2.7M |
|
1.9M |
1.41 |
Invitrogen Corp note 3.250% 6/1
|
0.1 |
$2.7M |
|
2.5M |
1.06 |
Endo Pharmaceuticals Hldgs I note 1.750% 4/1
|
0.1 |
$2.8M |
|
2.0M |
1.46 |
Annaly Cap Mgmt Inc note 4.000% 2/1
|
0.1 |
$2.8M |
|
2.4M |
1.19 |
K V Pharmaceutical Co note 2.500% 5/1
|
0.1 |
$2.4M |
|
4.7M |
0.50 |
Lifepoint Hospitals Inc note 3.500% 5/1
|
0.1 |
$2.2M |
|
2.1M |
1.07 |
Nash Finch Co frnt 1.631% 3/1
|
0.1 |
$2.4M |
|
5.1M |
0.47 |
Netapp Inc note 1.750% 6/0
|
0.1 |
$2.2M |
|
1.3M |
1.70 |
Time Warner Telecom Inc dbcv 2.375% 4/0
|
0.1 |
$2.5M |
|
2.0M |
1.23 |
Live Nation Entertainment In note 2.875% 7/1
|
0.1 |
$2.3M |
|
2.5M |
0.94 |
Charles Riv Labs Intl Inc note 2.250% 6/1
|
0.1 |
$2.3M |
|
2.2M |
1.06 |
Greatbatch Inc sdcv 2.250% 6/1
|
0.1 |
$1.9M |
|
1.9M |
1.01 |
Erp Oper Ltd Partnership note 3.850% 8/1
|
0.1 |
$2.0M |
|
1.9M |
1.03 |
Radio One
|
0.1 |
$1.8M |
|
1.0M |
1.77 |
DURECT Corporation
|
0.1 |
$1.8M |
|
885k |
2.03 |
United States Stl Corp New note 4.000% 5/1
|
0.1 |
$1.9M |
|
1.2M |
1.59 |
Credit Suisse Nassau Brh vix sht trm ft
|
0.1 |
$1.8M |
|
100k |
17.72 |
National Retail Properties I note 3.950% 9/1
|
0.1 |
$2.1M |
|
1.9M |
1.07 |
Savient Pharmaceuticals note
|
0.0 |
$1.7M |
|
1.7M |
1.00 |
Amylin Pharmaceuticals Inc note 3.000% 6/1
|
0.0 |
$1.4M |
|
1.5M |
0.91 |
Pmi Group Inc note 4.500% 4/1
|
0.0 |
$1.2M |
|
2.4M |
0.51 |
Agco Corp note 1.250%12/1
|
0.0 |
$1.3M |
|
950k |
1.35 |
Alliant Techsystems Inc note 2.750% 9/1
|
0.0 |
$859k |
|
859k |
1.00 |
Greenbrier Cos Inc note 2.375% 5/1
|
0.0 |
$691k |
|
720k |
0.96 |
Onyx Pharmaceuticals Inc note 4.000% 8/1
|
0.0 |
$809k |
|
680k |
1.19 |
Liberty Media Corp deb 3.500% 1/1
|
0.0 |
$737k |
|
1.3M |
0.55 |
Advanced Micro Devices Inc note 6.000% 5/0
|
0.0 |
$724k |
|
710k |
1.02 |
BlackRock
(BLK)
|
0.0 |
$916k |
|
4.8k |
191.79 |
MGIC Investment
(MTG)
|
0.0 |
$688k |
|
116k |
5.95 |
Hologic
(HOLX)
|
0.0 |
$956k |
|
47k |
20.16 |
Interoil Corp note 2.750%11/1
|
0.0 |
$890k |
|
1.0M |
0.89 |
School Specialty Inc sdcv 3.750%11/3
|
0.0 |
$500k |
|
500k |
1.00 |
Exide Technologies frnt 9/1
|
0.0 |
$410k |
|
450k |
0.91 |
Molson Coors Brewing Company
(TAP)
|
0.0 |
$421k |
|
9.4k |
44.73 |
Iridium Communications
(IRDM)
|
0.0 |
$368k |
|
43k |
8.64 |
Newmont Mining Corp Cvt cv bnd
|
0.0 |
$216k |
|
160k |
1.35 |
Fly Leasing
|
0.0 |
$293k |
|
22k |
13.26 |
Mcmoran Exploration Co. Cv. Sr conv
|
0.0 |
$353k |
|
304k |
1.16 |
Kemet Corp convrt bond
|
0.0 |
$390k |
|
390k |
1.00 |
Dixie Group Inc sdcv 7.000% 5/1
|
0.0 |
$133k |
|
132k |
1.01 |
Raytheon Company
|
0.0 |
$113k |
|
2.3k |
49.87 |
Flotek cv 5.25%
|
0.0 |
$49k |
|
50k |
0.98 |
Barclays Bk Plc ipth s^p vix
|
0.0 |
$79k |
|
3.8k |
21.07 |