|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
CMT Market Liquidity Rate
|
3.15
|
55,900,793
|
43,435,538
|
|
--
|
55.90
|
--
|
|
|
Sba Comms Cv 1.875%
|
2.60
|
50,019,000
|
50,019,000
|
|
--
|
46.21
|
--
|
|
|
Micron Tech Cv 1.875%
|
2.32
|
49,590,000
|
15,375,000
|
|
--
|
41.28
|
--
|
|
|
Invitrogen 1.5%
|
2.15
|
34,945,000
|
0
|
|
--
|
38.18
|
--
|
|
|
AMGEN
|
2.12
|
37,325,000
|
1,825,000
|
|
--
|
37.74
|
--
|
|
|
ON SEMICONDUCTOR
|
2.08
|
34,367,000
|
7,505,000
|
|
--
|
36.94
|
--
|
|
|
EQUINIX
|
1.83
|
31,010,000
|
0
|
|
--
|
32.52
|
--
|
|
|
Chesapeake Engy 2.75%
|
1.77
|
31,186,000
|
6,185,000
|
|
--
|
31.54
|
--
|
|
|
Biovail 144A
|
1.77
|
25,390,000
|
0
|
|
--
|
31.52
|
--
|
|
|
Netapp 1.75%
|
1.67
|
27,480,000
|
26,210,000
|
|
--
|
29.75
|
--
|
|
|
Fifth Third Bancorp Pfd
|
1.64
|
243,360
|
7,900
|
|
--
|
29.12
|
--
|
|
|
L-3 Comms 3%
|
1.60
|
27,716,000
|
6,825,000
|
|
--
|
28.41
|
--
|
|
|
Cephalon Cv 2.5%
|
1.56
|
26,345,000
|
0
|
|
--
|
27.70
|
--
|
|
|
Steel Dynamics Cv 5.125%
|
1.54
|
23,170,000
|
0
|
|
--
|
27.34
|
--
|
|
|
Continental Airls Cv 5%
|
1.43
|
23,655,000
|
-2,105,000
|
|
--
|
25.40
|
--
|
|
|
Interpublic Grp Cos Cv
|
1.42
|
33,590
|
8,670
|
|
--
|
25.28
|
--
|
|
|
Emc 144A 1.75%
|
1.40
|
20,555,000
|
0
|
|
--
|
24.82
|
--
|
|
|
D R Horton Cv 2%
|
1.38
|
21,514,000
|
5,220,000
|
|
--
|
24.58
|
--
|
|
|
Mylan Cv 1.25%
|
1.37
|
24,795,000
|
7,790,000
|
|
--
|
24.27
|
--
|
|
|
Sybase 144A Cv 3.5%
|
1.25
|
19,880,000
|
-3,285,000
|
|
--
|
22.14
|
--
|
|
|
Goldcorp Inc New 144A Cv 2%
|
1.23
|
19,220,000
|
-3,370,000
|
|
--
|
21.79
|
--
|
|
|
Equinix Cv 4.75%
|
1.20
|
16,140,000
|
0
|
|
--
|
21.41
|
--
|
|
|
Intel 144A Cv
|
1.20
|
19,910,000
|
885,000
|
|
--
|
21.28
|
--
|
|
|
Informatica Cv 3%
|
1.19
|
16,930,000
|
-250,000
|
|
--
|
21.10
|
--
|
|
|
Emc 144A 1.75%
|
1.15
|
16,575,000
|
1,690,000
|
|
--
|
20.41
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09