| 1 |
FIRST BANCORP P R COM NEW |
321,383 |
1,748,324 |
1.58% |
|
|
| 2 |
NAVISTAR INTL CORP NEW FIXED RT SR NT GTD |
311,000 |
324,606 |
0.29% |
|
PRN |
| 3 |
DAVITA INC SR NT |
300,000 |
320,626 |
0.29% |
|
PRN |
| 4 |
SYNOVUS FINL CORP SUB NT |
295,000 |
307,538 |
0.28% |
|
PRN |
| 5 |
ZIONS BANCORPORATIONFIXED RT SR NT 7.750% 09/23/14 B/EDTD 09/23/09 |
280,000 |
284,626 |
0.26% |
|
PRN |
| 6 |
NATIONSTAR MTG LLC / NATIONSTAR CAP CORP |
265,000 |
265,000 |
0.24% |
|
PRN |
| 7 |
Hopto Inc (HPTO) |
225,000 |
27,000 |
0.02% |
|
|
| 8 |
UNITED STATES TREASNTS 2.125% 12/31/15 B/EDTD 12/31/10 |
200,000 |
205,578 |
0.19% |
|
PRN |
| 9 |
Chimera Investment Corp REIT |
199,500 |
636,405 |
0.57% |
|
|
| 10 |
UNITED STATES TREASURY NOTE |
175,000 |
165,758 |
0.15% |
|
PRN |
| 11 |
CEDAR REALTY TRUST INC COM NEW |
163,872 |
1,024,200 |
0.92% |
|
|
| 12 |
WRIGLEY WM JR CO |
155,000 |
161,338 |
0.15% |
|
PRN |
| 13 |
PENNEY J C CO INC DEBENTURE |
150,000 |
151,500 |
0.14% |
|
PRN |
| 14 |
WESTERN ALLIANCE |
150,000 |
162,750 |
0.15% |
|
PRN |
| 15 |
PLANET PAYMENT INC |
134,697 |
382,539 |
0.35% |
|
|
| 16 |
ZIONS BANCORP |
130,000 |
137,227 |
0.12% |
|
PRN |
| 17 |
DONNELLEY R R & SONS CO DEB |
130,000 |
148,850 |
0.13% |
|
PRN |
| 18 |
FIRST MIDWEST BANCORP DEL SB N |
129,000 |
136,509 |
0.12% |
|
PRN |
| 19 |
MGIC INVT CORP WISSR NT 5.375% 11/01/15 B/EDTD 10/07/05 |
121,000 |
126,142 |
0.11% |
|
PRN |
| 20 |
PIONEER NATURAL RESOURCE CO |
120,000 |
131,314 |
0.12% |
|
PRN |
| 21 |
YAMANA GOLD INC |
120,000 |
986,400 |
0.89% |
|
|
| 22 |
COTTONWOOD ARIZ MUNPPTY CORP WTR SYSREV SR LIEN 5.000% 07/01/29 B/EDTD 10/20/04 CLB |
115,000 |
115,089 |
0.10% |
|
PRN |
| 23 |
MGIC INVT CORP WIS |
114,000 |
1,053,360 |
0.95% |
|
|
| 24 |
VULCAN MATLS CO NT |
113,000 |
117,520 |
0.11% |
|
PRN |
| 25 |
BAXANO SURGICAL INC COM |
112,000 |
63,840 |
0.06% |
|
|
| 26 |
FERRO CORP FIXED RTSR NT 7.875% 08/15/18 B/EDTD 08/24/10 CLB |
109,000 |
113,905 |
0.10% |
|
PRN |
| 27 |
THL CR INC |
107,480 |
1,504,720 |
1.36% |
|
|
| 28 |
TWO HBRS INVT CORP |
105,075 |
1,101,186 |
0.99% |
|
|
| 29 |
ROSETTA GENOMICS LTD |
104,019 |
451,442 |
0.41% |
|
|
| 30 |
PENN VA CORP |
101,000 |
107,060 |
0.10% |
|
PRN |
| 31 |
ENTEROMEDICS INC |
100,000 |
156,000 |
0.14% |
|
|
| 32 |
NEW JERSEY ECONOMIC DEV AUTH REV RFDG-SCH FACS |
100,000 |
114,066 |
0.10% |
|
PRN |
| 33 |
PEABODY ENERGY CORP SR NT FULLY EXCHANGED FROM CUSIP |
100,000 |
99,625 |
0.09% |
|
PRN |
| 34 |
RADIOSHACK CORP SR NT |
100,000 |
41,000 |
0.04% |
|
PRN |
| 35 |
UNITED STATES TREASURY NOTE |
100,000 |
97,094 |
0.09% |
|
PRN |
| 36 |
VULCAN MATLS CO NT 6.400% 11/30/17 B/EDTD 12/11/07 |
95,000 |
106,875 |
0.10% |
|
PRN |
| 37 |
WILLIS NORTH AMER INC FIXED RATE GTD |
90,000 |
105,621 |
0.10% |
|
PRN |
| 38 |
WPX ENERGY INC SR NT |
90,000 |
96,075 |
0.09% |
|
PRN |
| 39 |
AMSOUTH BANCORPORATION SUB DEB |
90,000 |
104,198 |
0.09% |
|
PRN |
| 40 |
BARCLAYS BK PLC CONTINGENT CAP NT |
85,000 |
97,028 |
0.09% |
|
PRN |
| 41 |
BANK AMER CORP |
84,578 |
1,299,964 |
1.17% |
|
|
| 42 |
STARWOOD PPTY TR INC COM |
80,725 |
1,918,833 |
1.73% |
|
|
| 43 |
LIBERTY BELL BANK NJ |
80,100 |
84,906 |
0.08% |
|
|
| 44 |
HARRISBURG PA AUTHWTR REV |
80,000 |
76,674 |
0.07% |
|
PRN |
| 45 |
DETROIT MICH SEW DISP REV |
80,000 |
81,840 |
0.07% |
|
PRN |
| 46 |
NEW JERSEY ST EDL FACS AUTH REV RFDG |
75,000 |
84,023 |
0.08% |
|
PRN |
| 47 |
M & I MARSHALL & ILSLEY BK |
75,000 |
81,160 |
0.07% |
|
PRN |
| 48 |
NEW JERSEY ST EDL FACS AUTH REV RFDG |
75,000 |
81,817 |
0.07% |
|
PRN |
| 49 |
PATRIOT NATL BANCORP INC |
70,336 |
99,877 |
0.09% |
|
|
| 50 |
GENERAL ELECTRIC CO |
70,292 |
1,847,291 |
1.67% |
|
|
