Advent Capital Management

Latest statistics and disclosures from ADVENT CAPITAL MANAGEMENT /DE/'s latest quarterly 13F-HR filing:

ADVENT CAPITAL MANAGEMENT /DE/ portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Citrix Systems Inc 0.50% 4/15/19 priv placement 1.80 106967000 1.09 0.00
Priceline.com debt 1.000% 3/1 1.47 70693000 1.35 0.00
Micron Technology Inc conv 1.39 -20.00% 68660000 1.31 0.00
Yahoo Inc 144a conv bond p2 1.37 +9.00% 85144000 1.04 0.00
Mgm Mirage conv 1.11 +9.00% 56501000 1.27 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 1.03 -2.00% 62750000 1.06 0.00
Jarden Corp note 1.02 65337000 1.01 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.99 59855000 1.07 0.00
Gilead Sciences conv 0.99 -3.00% 13732000 4.67 0.00
United Technol conv prf 0.98 +17.00% 1077752 58.99 0.00
Slxp 1 1/2 03/15/19 0.94 +24.00% 25112000 2.42 0.00
Prologis Inc note 3.250% 3/1 0.92 56567000 1.05 0.00
Forest City Enterprises conv 0.91 53377000 1.10 0.00
Wellpoint Inc Note cb 0.90 35050000 1.66 0.00
COM USD0.01 Chesapeake Energy Corp cnv 0.89 51817 1110.74 0.00
Clearwire Communications Llc E conv 0.87 -17.00% 50451000 1.12 0.00
Liberty Media Corp 144a conv bond p2 0.86 56728000 0.98 0.00
On Semiconductor Corp note 2.625%12/1 0.85 48586000 1.13 0.00
Centerpoint Energy Inc Vq 09-1 convert 0.84 -93.00% 52234115 1.04 0.00
Royal Gold Inc conv 0.84 52549000 1.04 0.00
Cubist Pharmaceuticals conv 0.84 50381000 1.08 0.00
Liberty Interactive 0.83 52160000 1.03 0.00
Newmont Mining Corp Cvt cv bnd 0.82 51398000 1.03 0.00
Novellus Systems, Inc. note 2.625% 5/1 0.82 24341000 2.19 0.00
Priceline Grp Inc note 0.350% 6/1 0.82 +4.00% 47386000 1.12 0.00
Ctrip.com Inter Ltd. conv 0.82 NEW 50632000 1.05 0.00
Ciena Corp note 0.875% 6/1 0.81 53806000 0.98 0.00
Akamai Technologies Inc conv bnd 0.80 51576000 1.00 0.00
Webmd Health Conv Sr Notes conv 0.79 -2.00% 51026000 1.01 0.00
Wells Fargo & Company Non-cum Perpet cnv 0.77 41428 1202.52 0.00
Bank Of America Corporation preferred 0.77 43652 1146.50 0.00
Developers Diversified Rlty note 1.750%11/1 0.76 42977000 1.15 0.00
Live Nation Entertainmen conv 0.75 46641000 1.04 0.00
Twitter Inc conv 0.75 +28.00% 50030000 0.97 0.00
Toll Bros Finance Corp. convertible bond 0.72 46497000 1.01 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 0.71 27239000 1.68 0.00
Fidelity National Finance conv 0.71 28650000 1.60 0.00
Cornerstone Ondemand Inc conv 0.69 44951000 1.00 0.00
Alexandria Real Estate Equitie conv prf 0.68 1635773 26.98 0.00
Ares Capital Corp conv 0.67 41897000 1.03 0.00
Jds Uniphase Corp conv 0.67 43493000 1.00 0.00
Keycorp New pfd 7.75% sr a 0.65 320332 131.00 0.00
Illumina Inc conv 0.64 40203000 1.03 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.63 -16.00% 41169000 0.99 0.00
Starwood Property Trust note 0.62 37874000 1.07 0.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.62 +6.00% 38206000 1.06 0.00
Omnicare Inc bond 0.62 36516000 1.10 0.00
Sina Corp conv 0.62 43443000 0.92 0.00
Omnicare Inc dbcv 3.250%12/1 0.61 +3.00% 37828000 1.04 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.61 35763000 1.10 0.00
Healthsouth Corp conv 0.59 +9.00% 34698000 1.10 0.00
Forest City Enterprises conv 0.59 +5.00% 37265000 1.03 0.00
Hologic Inc cnv 0.58 35629000 1.06 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 0.58 -26.00% 37439000 1.01 0.00
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.58 40961000 0.92 0.00
Tibco Software Inc. 2.25 05-01 conv 0.58 +5.00% 37409000 1.00 0.00
Ttm Technologies Inc conv 0.58 38227000 0.98 0.00
National Health Invs Inc note 0.58 38766000 0.97 0.00
Intel Corp sdcv 0.57 28734000 1.28 0.00
Finisar Corp conv 0.56 39231000 0.93 0.00
Tyson Foods Inc cnv pfd 0.56 -2.00% 723759 50.38 0.00
Starwood Ppty note 4.0% 1/15/ 0.55 +3.00% 32537000 1.09 0.00
Radian Group Inc note 0.54 24581000 1.43 0.00
Sunedison Inc conv 0.54 35886000 0.98 0.00
Jazz Investments I Ltd conv 0.54 -2.00% 31657000 1.11 0.00
Owens-brockway Glass Container conv 0.53 33790000 1.01 0.00
Liberty Interactive Llc conv 0.53 26161000 1.32 0.00
Netsuite Inc note 0.250% 6/0 0.53 -2.00% 32809000 1.04 0.00
Amg Capital Trust Ii convert 0.52 526850 63.40 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.52 +2.00% 22580000 1.48 0.00
Hos Us conv 0.52 34187000 0.98 0.00
Al Us conv 0.50 24179000 1.35 0.00
Illumina Inc conv 0.50 30510000 1.07 0.00
Nvidia Corp 144a conv bond p2 0.49 29004000 1.10 0.00
Molina Healthcare Inc conv 0.49 -2.00% 31745000 1.00 0.00
Liberty Media Corp deb 3.500% 1/1 0.48 57033000 0.55 0.00
Chesapeake Energy Corp note 2.250%12/1 0.48 -2.00% 32720000 0.95 0.00
Holx 2 12/15/43 0.48 +3.00% 28648000 1.09 0.00
Jarden Corp conv 0.48 26114000 1.18 0.00
B2gold Corp conv 0.47 +2.00% 32240000 0.94 0.00
Sandisk Corp conv 0.47 NEW 25513000 1.20 0.00
Host Hotels & Resorts Lpcvt2.5 convert 0.45 -2.00% 17747000 1.65 0.00
Cobalt Intl Energy Inc note 0.45 35355000 0.83 0.00
Priceline Group Inc/the conv 0.45 -2.00% 30726000 0.94 0.00
Chesapeake Energy 5.75% Conv Pfd pfd 0.44 25699 1102.53 0.00
Salesforce.com Inc conv 0.44 -16.00% 25451000 1.11 0.00
Macquarie Infrastructure conv 0.44 25700000 1.11 0.00
Rti Intl Metals Inc note 1.625%10/1 0.42 28066000 0.96 0.00
Volcano Corporation note 1.750%12/0 0.41 -16.00% 31074000 0.86 0.00
Cubist Pharmaceuticals conv 0.40 23218000 1.12 0.00
Cien 4 12/15/20 0.39 -2.00% 21477000 1.19 0.00
Goodrich Petroleum Corp 5% bond 0.39 24182000 1.05 0.00
Proofpoint Inc 144a conv bond p2 0.39 21571000 1.18 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.39 26119000 0.98 0.00
Medivation Inc note 2.625% 4/0 0.38 -13.00% 12669000 1.96 0.00
Navistar Intl Corp New note 0.38 24194000 1.01 0.00
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.38 500500 49.84 0.00
Nextera Energy Inc unit 0.37 401633 59.99 0.00
American Tower Corp New Pfd Co pfd 0.37 219300 108.05 0.00
Take-two Interactive Softwar note 1.000% 7/0 0.35 -14.00% 18529000 1.24 0.00
Servicenow Inc 144a conv bond p2 0.35 21645000 1.06 0.00
Seacor Holdings Inc conv 0.35 24470000 0.93 0.00
Ashland 0.35 -2.00% 23104000 0.99 0.00
Medidata Solutions Inc conv 0.35 20544000 1.09 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.34 11920000 1.86 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.34 22270000 0.98 0.00
Ares Capital Corporation convertible cor 0.34 +9.00% 21324000 1.04 0.00
Pra Group Inc conv 0.34 NEW 20256000 1.09 0.00
Solarcity Corp conv 0.34 NEW 22423000 0.97 0.00
Ford Mtr Co Del note 4.250%11/1 0.33 12547000 1.72 0.00
Ryland Group note 0.33 17435000 1.23 0.00
Twitter Inc conv 0.33 22000000 0.98 0.00
Old Republic Intl Corp note 0.32 17849000 1.16 0.00
Stanley Black & Decker Inc Uni pfd 0.32 -7.00% 184636 112.20 0.00
Fluidigm Corporation convertible cor 0.32 22893000 0.90 0.00
Iconix Brand Group, Inc. conv 0.32 -3.00% 16023000 1.28 0.00
First Data Corporation 0.32 +38.00% 17735250 1.16 0.00
Brookdale Senior Living note 0.30 15208000 1.29 0.00
Thrx 2 1/8 01/15/23 0.30 -6.00% 20876000 0.94 0.00
Exr Us conv 0.30 +18.00% 18808000 1.04 0.00
Molina Healthcare Inc. conv 0.30 16219000 1.18 0.00
Spansion Llc conv 0.30 11015000 1.76 0.00
Orexigen Therapeutics Inc note 2.750%12/0 0.29 20622000 0.91 0.00
Chiquita Brands Intl Inc note 4.250% 8/1 0.28 18409000 1.00 0.00
Mylan Inc note 3.750% 9/1 0.28 -25.00% 5309000 3.42 0.00
Stanley Black & Decker Inc unit 99/99/9999 0.27 131935 131.13 0.00
Nrf Us conv 0.26 -32.00% 8358000 1.99 0.00
Strza 5 09/15/19 0.26 16865000 1.01 0.00
Seacor Holdings Inc note 2.500%12/1 0.26 -3.00% 15376000 1.08 0.00
Incyte Corp Ltd conv 0.26 13740000 1.21 0.00
Tesla Motors Inc bond 0.26 17947000 0.95 0.00
Rwt 4 5/8 04/15/18 0.25 -24.00% 16077000 0.99 0.00
Wright Medical Group Inc note 2 000 8/1 0.25 12097000 1.34 0.00
Element Financial Corp conv 0.25 +11.00% 16206000 0.99 0.00
Qihoo 360 Tech Co Ltd conv 0.25 18700000 0.88 0.00
Alcoa Inc cnv pfd 0.25 +8.00% 325000 49.98 0.00
Arvinmeritor Inc frnt 4.000% 2/1 0.24 15021000 1.03 0.00
Vsh 2.25 11-40 144a Cvt convert 0.24 13702000 1.13 0.00
Chart Industries 2% conv 0.24 13211000 1.16 0.00
Helix Energy Solutions note 0.24 13191000 1.18 0.00
Cepheid conv 0.24 +60.00% 16000000 0.99 0.00
Penn Virginia Corp conv prf 0.24 163200 96.99 0.00
Penn Virginia 0.24 +5.00% 14923000 1.06 0.00
Depomed Inc conv 0.24 14500000 1.06 0.00
Array Biopharma Inc note 3.000% 6/0 0.23 -7.00% 16919000 0.88 0.00
Verint Sys Inc note 1.5% 6/1 0.23 13500000 1.09 0.00
Newpark Res Inc note 4.000%10/0 0.22 -4.00% 10896000 1.33 0.00
Hologic Inc frnt 2.000%12/1 0.22 11763000 1.19 0.00
Dominion Res Inc Va unit 04/01/2013 0.22 255542 56.05 0.00
Meritor Inc conv 0.22 9980000 1.44 0.00
Altice Sa 0.22 +30.00% 13716000 1.03 0.00
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.21 -44.00% 449870 30.79 0.00
Bid 5 1/4 10/01/22 0.21 14329000 0.96 0.00
Emulex Corporation 144a conv bond p2 0.21 15600000 0.88 0.00
J2 Global Inc note 3.250% 6/1 0.21 -3.00% 13608000 1.00 0.00
Qihoo 360 Tech Co Ltd conv 0.21 -6.00% 15362000 0.89 0.00
Trinity Inds Inc note 3.875% 6/0 0.20 6613000 1.94 0.00
Teleflex Inc note 3.875% 8/0 0.20 7411000 1.73 0.00
Lam Research Corp note 0.500% 5/1 0.20 -36.00% 10227000 1.27 0.00
Colony Finl Inc note 5.00% 0.20 12169000 1.04 0.00
Jarden Corp note 1.875% 9/1 0.20 +15.00% 9350000 1.37 0.00
Encore Capital Group Inc conv bnd 0.20 13401000 0.97 0.00
Energy Xxi Bermuda 144a conv bond p2 0.19 -40.00% 15265000 0.82 0.00
Clear Channel Communicat 0.19 -26.00% 12179000 1.01 0.00
Pennymac Corp conv 0.19 12551000 0.98 0.00
Webmd Health Corp conv 0.19 -8.00% 12041000 1.01 0.00
X 2 3/4 04/01/19 0.18 7304000 1.64 0.00
Solazyme Inc bond 0.18 -2.00% 13229000 0.90 0.00
Continental Airls Inc note 4.500% 1/1 0.17 4392000 2.48 0.00
Lennar Corp conv bnd 0.17 -6.00% 6089000 1.77 0.00
Auxilium Pharmaceuticals note 0.17 -36.00% 8172000 1.32 0.00
Vipshop Holdings Ltd - Ads bond 0.17 9156000 1.18 0.00
Uti Worldwide Inc 144a 0.17 -3.00% 10471000 1.07 0.00
Mercadolibre Inc conv 0.17 10000000 1.09 0.00
Prospect Capital Corp conv 0.17 11147000 0.97 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.16 9000000 1.13 0.00
Halcon Resources 0.16 -22.00% 10500000 0.99 0.00
Reynolds Grp Iss/reynold 0.16 10013000 1.04 0.00
Tenet Healthcare 0.16 9625000 1.06 0.00
Allscripts Healthcare So conv 0.16 10246000 1.01 0.00
Cemex Sab De Cv 0.16 9826000 1.06 0.00
Ligand Pharmaceuticals I conv 0.16 +57.00% 11000000 0.95 0.00
Synchronoss Technologies conv 0.16 9156000 1.11 0.00
Sl Green Operating Par 144a 3. convert 0.15 -6.00% 7709000 1.30 0.00
Citi 0.15 187163 51.82 0.00
Cemex Sab conv 0.15 8250000 1.20 0.00
Integra Lifesciences Holdings conv bnd 0.15 -2.00% 8977000 1.07 0.00
Snv 5 1/8 06/15/17 0.15 -20.00% 9512000 1.02 0.00
Kb Home note 0.15 9853000 0.97 0.00
Weyerhaeuser C conv prf 0.15 +431.00% 183555 54.00 0.00
Palo Alto Networks Inc conv bnd 0.15 9000000 1.11 0.00
Griffon Corporation conv 0.15 8973000 1.11 0.00
Celanese Us Holdings 0.15 9000000 1.06 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.14 13032000 0.69 0.00
Accuray Inc Del note 3.750% 8/0 0.14 8779000 1.05 0.00
Vspcin 9 3/8 10/01/15 0.14 8821000 1.00 0.00
7.875000% 02/15/2019 0.14 +65.00% 8161000 1.12 0.00
Medicines Co dbcv 1.375% 6/0 0.14 8714000 1.07 0.00
Emergent Biosolutions Inc note 0.14 8898000 1.01 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.14 172850 50.85 0.00
Insulet Corp note 2.000% 6/1 0.14 -2.00% 8356000 1.07 0.00
Molina Healthcare Inc conv 0.14 +76.00% 8810000 1.00 0.00
Stillwater Mng Co note 1.750%10/1 0.13 +29.00% 6460000 1.28 0.00
Endologix Inc note 2.250%12/1 0.13 9785000 0.89 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.13 8510000 0.99 0.00
Spirit Rlty Cap Inc New Note cb 0.13 -44.00% 8804000 0.97 0.00
Aol Inc conv 0.13 -7.00% 8128000 1.04 0.00
WYNN Wynn Resorts 0.12 -10.00% 40550 187.08 181.65
Pbncn 8 5/8 02/01/20 0.12 7750000 0.99 0.00
Pzz 8 3/8 05/01/19 0.12 7500000 1.07 0.00
Sunedison Inc conv 0.12 -16.00% 5137000 1.46 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.12 8989000 0.90 0.00
Sunpower Corp conv bnd 0.12 7500000 1.08 0.00
Cemex Sab De Cv 0.12 NEW 8000000 1.00 0.00
Health Care Reit Pfd I 6.5% 0.11 125810 57.18 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.11 6549000 1.13 0.00
Credit Agricole Sa 0.11 +40.00% 7000000 1.01 0.00
Clear Channel Worldwide 0.11 -30.00% 7000000 1.02 0.00
GM General Motors Company 0.10 -44.00% 198599 31.94 32.52
Ciena Corp 144a 4.0 03-15-15 convert 0.10 6185000 1.03 0.00
Win 7 1/2 06/01/22 0.10 -2.00% 6393000 1.05 0.00
Icon 2 1/2 06/01/16 0.10 -6.00% 5355000 1.27 0.00
Callaway Golf 0.10 -25.00% 5920000 1.12 0.00
Rpm International Inc convertible cor 0.10 5538000 1.13 0.00
Prospect Capital Corporation note 5.875 0.10 -7.00% 6516000 1.03 0.00
Yandex Nv conv 0.10 7587000 0.88 0.00
Vodafone Group New Adr F 0.10 192575 32.89 0.00
Energy Xxi Gulf Coast In 0.10 6799000 0.94 0.00
Mcdermott International 0.10 -2.00% 6589000 0.98 0.00
Heartware Intl Inc note 3.500%12/1 0.09 5236000 1.09 0.00
Walter Invt Mgmt Corp note 0.09 -41.00% 6955000 0.84 0.00
American Rlty Cap Pptys Inc note 3.000% 8/0 0.09 -18.00% 6121000 1.00 0.00
Gain Cap Hldgs Inc note 4.125%12/0 0.09 6300000 0.92 0.00
Emerald Oil Inc bond 0.09 6248000 0.91 0.00
DFS Discover Financial Services 0.08 79249 64.39 64.18
BA Boeing Company 0.08 40000 127.38 131.70
VZ Verizon Communications 0.08 107201 49.99 50.00
LRCX Lam Research Corporation 0.08 +83.00% 66121 74.70 79.23
Danaher Corp Del debt 0.08 2209000 2.21 0.00
Energy Xxi Bermuda Ltd conv prf 0.08 -26.00% 27931 192.62 0.00
Titan Machy Inc note 3.750% 5/0 0.08 6891000 0.77 0.00
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.08 5066000 1.03 0.00
Acorda Therap note 1.75% 6/15 0.08 -52.00% 4866000 1.04 0.00
Post Hldgs Inc conv prf 0.08 65000 76.62 0.00
Amc Networks 0.08 -9.00% 5184000 0.99 0.00
Gentiva Health Services 0.08 -8.00% 4600000 1.06 0.00
Upcb Finance V 0.08 +13.00% 4940000 1.07 0.00
Fresenius Med Care Ii 0.08 NEW 5000000 1.05 0.00
PFE Pfizer 0.07 148499 29.57 30.49
CVX Chevron Corporation 0.07 +26.00% 38000 119.32 117.31
INTC Intel Corporation 0.07 +62.00% 122209 34.82 36.30
HPQ Hewlett-Packard Company 0.07 130000 35.47 37.27
Bristol Myers Squibb Co dbcv 9/1 0.07 3407000 1.29 0.00
CRM salesforce 0.07 NEW 76143 57.53 58.30
Teva Pharm Finance Llc Cvt cv bnd 0.07 3500000 1.28 0.00
Sandridge Energy pfd 8.5% 0.07 50008 97.00 0.00
Altmes 9 5/8 10/15/18 0.07 4561000 1.04 0.00
Chrygr 8 06/15/19 0.07 4500000 1.06 0.00
Hca 7 3/4 05/15/21 0.07 4000000 1.07 0.00
Metropcs Communications 0.07 147790 28.87 0.00
Cwst 7 3/4 02/15/19 0.07 4723000 1.00 0.00
Nextera Energy, Inc. pfd cv 0.07 79565 53.52 0.00
Appvion 0.07 5700000 0.83 0.00
Incyte Corp Incy Cvt 144a 0.37 convert 0.07 3560000 1.19 0.00
Huron Consulting Group I conv 0.07 5000000 0.97 0.00
CTXS Citrix Systems 0.06 +66.00% 57767 71.34 64.89
LMT Lockheed Martin Corporation 0.06 NEW 20000 182.80 187.95
HON Honeywell International 0.06 NEW 40000 93.12 97.97
Rayonier Inc conv 0.06 2864000 1.34 0.00
Exelixis Inc cnv 0.06 -3.00% 7364000 0.57 0.00
Dominion Resources Inc 6% 07/01/2016 conbnp 0.06 65500 56.09 0.00
Clean Harbors Incclean Hbrs Inc Gtdfxd fixed income 0.06 -5.00% 4135000 0.99 0.00
Resource Cap Corp Note 6.000%12/0 note 0.06 4023000 0.99 0.00
Pbf Holding 0.06 4000000 1.05 0.00
Kratos Defense & Sec 0.06 4000000 0.99 0.00
Simmons Foods 0.06 4000000 0.99 0.00
Navistar Intl Corp conv 0.06 NEW 3700000 0.97 0.00
AMTD TD Ameritrade Holding 0.05 +16.00% 93071 33.37 34.40
DISH DISH Network 0.05 +96.00% 52429 64.58 72.22
CBST Cubist Pharmaceuticals 0.05 -3.00% 51774 66.35 73.37
Health Care Reit Inc note 3.000%12/0 0.05 2387000 1.23 0.00
Csg Systems International, Inc conv 0.05 2771000 1.25 0.00
Ctlcn 11 10/30/17 0.05 3944590 0.85 0.00
Hnt 6 3/8 06/01/17 0.05 3000000 1.08 0.00
Ias 8 3/8 05/15/19 0.05 3000000 1.05 0.00
S 9 11/15/18 144a 0.05 3000000 1.16 0.00
Biomet 0.05 3000000 1.06 0.00
Sprint 0.05 -62.00% 3000000 1.06 0.00
Valeant Pharmaceuticals 0.05 3000000 1.04 0.00
Aria Cb 3.625 15jun2019 144a bond 3.625% 6/15/2019 0.05 3750000 0.92 0.00
Cenveo 0.05 3646000 0.94 0.00
Oasis Petroleum 0.05 3000000 1.06 0.00
XLNX Xilinx 0.04 +6.00% 58454 42.36 44.65
Alza Corp sdcv 7/2 0.04 1568000 1.47 0.00
Laboratory Corp Amer Hldgs debt 0.04 1795000 1.36 0.00
Lam Research Corp conv 0.04 2000000 1.35 0.00
Ally 7 1/2 09/15/20 0.04 2250000 1.15 0.00
Cwei 7 3/4 04/01/19 0.04 2400000 1.03 0.00
Llakes 7.45 03/15/28 0.04 2500000 1.03 0.00
Rrc 5 08/15/22 0.04 2320000 1.02 0.00
Sprint Corp 7.25 9/15/2021 0.04 2500000 1.04 0.00
Earthlink Holdings 0.04 2675000 1.03 0.00
Eletson Holdings 0.04 2790000 1.02 0.00
Genesis Energy Lp/genesi 0.04 2500000 0.98 0.00
Mastec 0.04 +57.00% 2725000 0.94 0.00
Northstar Rlty Fin 0.04 142025 17.67 0.00
Cit 0.04 2500000 1.03 0.00
Lsb Industries 0.04 -44.00% 2212000 1.06 0.00
Advanced Micro Devices 0.04 2810000 0.96 0.00
Fmg Resources Aug 2006 0.04 2500000 1.02 0.00
Samson Investment 0.04 3150000 0.91 0.00
TWX Time Warner 0.03 +24.00% 24658 75.23 80.14
STT State Street Corporation 0.03 30000 73.60 76.93
BMRN BioMarin Pharmaceutical 0.03 -2.00% 23346 72.18 84.43
LAMR Lamar Advertising Company 0.03 35000 49.26 53.54
APC Anadarko Petroleum Corporation 0.03 -16.00% 19815 101.44 92.47
COP ConocoPhillips 0.03 -2.00% 26184 76.54 73.21
OXY Occidental Petroleum Corporation 0.03 +38.00% 18000 96.17 88.05
TOL Toll Brothers 0.03 +3.00% 70369 31.16 34.96
IWM iShares Russell 2000 Index 0.03 +662.00% 11442 181.00 117.44
HYG iShares iBoxx $ High Yid Corp Bond 0.03 NEW 18454 91.96 91.77
Cbiz Inc. 4.875% Convertible dbcv 0.03 1795000 1.19 0.00
Carwag 6 7/8 06/15/19 0.03 2000000 1.05 0.00
Dan 6 3/4 02/15/21 0.03 1750000 1.06 0.00
Eroc 8 3/8 06/01/19 0.03 1925000 1.06 0.00
Fdc 12 5/8 01/15/21 0.03 NEW 1500000 1.20 0.00
Gt 8 1/4 08/15/20 0.03 1570000 1.07 0.00
Sapsj 6 5/8 04/15/21 0.03 2000000 1.04 0.00
Tso 5 3/8 10/01/22 0.03 2000000 1.00 0.00
Wti 8 1/2 06/15/19 0.03 2000000 1.04 0.00
Crnrch 9 3/8 03/15/18 Ai 0.03 2000000 1.05 0.00
Eqix 5 3/8 04/01/23 0.03 2000000 0.99 0.00
Sbmau 8 7/8 04/15/18 144a 0.03 2000000 0.84 0.00
Janus Capital conv 0.03 -25.00% 1500000 1.40 0.00
Bcc 6 3/8 11/01/20 0.03 1700000 1.04 0.00
Ce 4 5/8 11/15/22 0.03 2000000 0.98 0.00
Hkus 9 3/4 07/15/20 0.03 2000000 1.02 0.00
Nsm 6 1/2 06/01/22 0.03 2300000 0.95 0.00
Sd 8 1/8 10/15/22 0.03 1745000 1.00 0.00
Sptind Tl 2l Usd term 0.03 2000000 1.00 0.00
Allied Specialty Vehicle 0.03 2000000 1.04 0.00
Churchill Downs 0.03 2000000 1.00 0.00
Fresenius Med Care Us 0.03 2000000 1.06 0.00
Navios Maritime Hlds/fin 0.03 2000000 0.95 0.00
Qep Resources 0.03 2000000 1.08 0.00
Regency Energy Partners 0.03 -50.00% 2000000 1.04 0.00
Calpine 0.03 2000000 1.09 0.00
Waterjet Holdings 0.03 2000000 1.04 0.00
Tpg Specialty Lending Inc note 0.03 2000000 0.96 0.00
Chesapeake Energy 0.03 1500000 1.10 0.00
First Data Corporation 0.03 1862000 1.14 0.00
Norske Skogindustrier 0.03 2134000 0.91 0.00
American Energy/aepb 0.03 2250000 0.92 0.00
Covenant Surgical Partne 0.03 2000000 1.00 0.00
Energy & Exploration Partne term 0.03 2000000 0.98 0.00
Clean Harbors 0.03 NEW 2000000 1.00 0.00
NVDA NVIDIA Corporation 0.02 +13.00% 83173 18.45 20.46
Nextera Energy 0.02 -8.00% 14024 93.91 0.00
Chesapeake Energy Corp Pf d cv 0.02 1200 1114.17 0.00
Photronics Inc note 0.02 1000000 1.05 0.00
Disdyn 12 1/2 01/01/18 0.02 1500000 1.08 0.00
Fes 9 06/15/19 0.02 1150000 0.99 0.00
Kw 8 3/4 04/01/19 0.02 1250000 1.06 0.00
Spn 6 3/8 05/01/19 0.02 1500000 1.04 0.00
Telsat 6 05/15/17 0.02 1000000 1.02 0.00
Bbep 7 7/8 04/15/22 0.02 1300000 1.01 0.00
Hls 8 1/8 02/15/20 0.02 1000000 1.06 0.00
Prmian 10 1/2 01/15/18 144a 0.02 1250000 1.02 0.00
Csar Tl 1l Usd term 0.02 1444750 1.01 0.00
Dish Dbs 0.02 1000000 1.00 0.00
Navios Maritime Acq 0.02 1150000 0.97 0.00
Steel Dynamics 0.02 1335000 1.06 0.00
Nrg Yield Inc-class A bond 0.02 1000000 1.12 0.00
First Quantum Minerals L 0.02 1005000 1.01 0.00
First Quantum Minerals L 0.02 1005000 1.01 0.00
Hig Bbc Intermed/holding 0.02 1000000 1.01 0.00
Jll/delta Dutch Newco Bv 0.02 1000000 1.01 0.00
Jefferies Fin Llc / Jfin 0.02 1000000 0.98 0.00
Laclede Group conv prf 0.02 -84.00% 20050 52.67 0.00
Mgm Holdings 0.02 +200.00% 15000 77.27 0.00
Kissner Milling 0.02 1000000 1.02 0.00
Polymer 0.02 1000000 1.00 0.00
Chesapeake Energy 0.02 1000000 1.12 0.00
First Cash Financial Ser 0.02 1000000 1.04 0.00
Micron Technology 0.02 1000000 0.98 0.00
Vector 0.02 1000000 1.05 0.00
Whitewave Foods 0.02 1000000 1.01 0.00
Energy Future Intermediat term 0.02 1000000 1.00 0.00
Cbre Services 0.02 NEW 1000000 0.99 0.00
MCD McDonald's Corporation 0.01 5000 94.80 97.08
UPS United Parcel Service 0.01 NEW 5000 98.20 108.18
CSCO Cisco Systems 0.01 +40.00% 35000 25.17 26.81
FCX Freeport-McMoRan Copper & Gold 0.01 25000 32.64 28.57
HPT Hospitality Properties Trust 0.01 30300 26.86 30.30
DAL Delta Air Lines 0.01 NEW 9200 36.20 43.96
YHOO Yahoo! 0.01 NEW 15000 40.73 51.63
ATK Alliant Techsystems 0.01 NEW 2768 127.53 113.02
Swift Svcs Hldgs Swft 10% conv 0.01 400000 1.05 0.00
Vishay Intertech 144a 2.25% conv 0.01 511000 0.91 0.00
Nextera Energy Inc conv prf 0.01 6387 61.69 0.00
ISTAR FINL INC NOTE 3.000%11/1 ADDED CONV 11/15/2016 0.01 283000 1.27 0.00
Nm 8 1/8 02/15/19 0.01 1000000 0.94 0.00
Ohi 5 7/8 03/15/24 0.01 930000 1.04 0.00
Six 5 1/4 01/15/21 0.01 1000000 0.97 0.00
Sxc 7 5/8 08/01/19 0.01 454000 1.06 0.00
Win 7 3/4 10/01/21 0.01 500000 1.07 0.00
Arcc 4 7/8 03/15/17 0.01 +12.00% 315000 1.04 0.00
Barpty 9 06/01/18 144a 0.01 1000000 0.86 0.00
Cmc 4 7/8 05/15/23 0.01 500000 0.96 0.00
Clear Channel Communicat 0.01 500000 1.07 0.00
Dupont Fabros Tech 0.01 750000 1.02 0.00
Tesoro Logistics Lp/corp 0.01 506000 1.04 0.00
Texas Comp Elec Hold Llc term 0.01 1260000 0.74 0.00
Vector Group Ltd note 1.75% 4/15 0.01 424000 1.12 0.00
Compass Minerals Interna 0.01 1000000 0.96 0.00
Consol Energy 0.01 750000 0.99 0.00
Global Part/glp Finance 0.01 500000 1.00 0.00
Live Nation Entertainmen 0.01 500000 1.00 0.00
Navios Sa Logist/fin Us 0.01 750000 0.99 0.00
Alcoa 0.01 500000 1.00 0.00
American Energy/aepb 0.01 500000 0.92 0.00
California Resources Crp 0.01 400000 1.02 0.00
Equinix Inc note 3.000%10/1 0.00 4000 2.00 0.00
New York Cmnty Cap Tr V unit 99/99/9999 0.00 5946 50.29 0.00
BAC Bank of America Corporation 0.00 +188.00% 2019 40.61 17.00
BTU Peabody Energy Corporation 0.00 -73.00% 1154 26.00 11.14
RHT Red Hat 0.00 NEW 4614 56.13 63.55
CX Cemex SAB de CV 0.00 NEW 1023 11.73 12.52
SYMC Symantec Corporation 0.00 +55.00% 3733 3.90 25.43
JNS Janus Capital 0.00 NEW 673 19.32 15.57
THRX Theravance 0.00 -5.00% 849 122.50 13.88
XLE Energy Select Sector SPDR 0.00 NEW 928 73.28 88.52
WLT Walter Energy 0.00 -22.00% 2476 12.92 3.15
CLF Cliffs Natural Resources 0.00 -76.00% 288 159.72 8.76
CIEN Ciena Corporation 0.00 +246.00% 17300 16.75 15.90
PCYC Pharmacyclics 0.00 NEW 923 117.01 140.91
Cobalt Intl Energy 0.00 -6.00% 467 10.71 0.00
XRS TAL Education 0.00 -4.00% 240 8.33 32.31
Lear Corp Warrants 0.00 742 175.20 0.00
Shengdatech Inc 6.5% conv 0.00 2975000 0.00 0.00
D Fluidigm Corp Del 0.00 -7.00% 9156 24.46 0.00
Cumulus Media, Inc. Wa rrants 0.00 -12.00% 7103 4.08 0.00
Coronado Biosciences Inc. Common 0.00 -7.00% 89259 2.10 0.00
Us Natural Gas Fd Etf 0.00 -52.00% 291 127.15 0.00
Meritage Homes Corp conv 0.00 252000 1.00 0.00
Sats 6 1/2 06/15/19 0.00 300000 1.06 0.00
Untus 6 5/8 05/15/21 0.00 250000 1.00 0.00
M/i Homes Inc note 3.000% 3/0 0.00 314000 1.00 0.00
Tribune Co New Cl A 0.00 -67.00% 4300 65.81 0.00
Trbnw C0 12/31/32 Trbaa 0.00 2000 65.00 0.00
Glf 6 3/8 03/15/22 0.00 310000 0.96 0.00
Sunedison 0.00 NEW 277 7.22 0.00
General Motors Corp *w exp 12/31/201 0.00 -6.00% 233672 0.87 0.00
Crown Castle International Corp. pfd stk 0.00 2860 104.90 0.00
Northern Blizzard Resour 0.00 261000 1.03 0.00
Synovus Finl 0.00 -14.00% 5157 23.66 0.00
Precision Drilling 0.00 250000 0.96 0.00
Seventy Seven Energy 0.00 100000 0.98 0.00
Prepayd Inc opt 0.00 NEW 200 30.00 0.00