Advent Capital Management

Advent Capital Management as of March 31, 2013

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 533 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Boston Properties conv 1.4 $92M 88M 1.04
Priceline.com debt 1.000% 3/1 1.4 $91M 82M 1.11
Mgm Mirage conv 1.4 $90M 83M 1.09
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.4 $88M 72k 1222.00
Illumina Inc 0 1/4 2016 conv 1.2 $81M 83M 0.97
E M C Corp Mass note 1.750%12/0 1.2 $79M 53M 1.49
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.2 $79M 66M 1.19
Intel Corp. Jr. Sub. Cv. Deb. conv 1.2 $78M 65M 1.20
Wlp 2 3/4 10/15/42 1.1 $74M 67M 1.10
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.1 $68M 53k 1288.76
Slxp 1 1/2 03/15/19 1.0 $63M 59M 1.07
Sl Green Operating Par 144a 3. convert 0.9 $61M 51M 1.19
Webmd Health Conv Sr Notes conv 0.9 $61M 66M 0.93
Forest City Enterprises conv 0.9 $61M 55M 1.11
Lifepoint Hospitals Inc note 3.500% 5/1 0.9 $58M 53M 1.09
Lukoil 2 5/8 06/16/15 0.8 $55M 49M 1.11
Intel Corp sdcv 0.8 $53M 50M 1.06
Gilead Sciences conv 0.8 $54M 25M 2.17
Netapp Inc note 1.750% 6/0 0.8 $52M 48M 1.09
Gilead Sciences conv 0.8 $51M 24M 2.17
Newmont Mining Corp note 1.250% 7/1 0.8 $50M 44M 1.13
Navistar Intl Corp New note 3.000%10/1 0.7 $47M 46M 1.02
General Mtrs Co jr pfd cnv srb 0.7 $45M 1.1M 42.94
Health Care Reit Inc note 3.000%12/0 0.7 $46M 35M 1.32
Hologic Inc cnv 0.7 $45M 43M 1.05
Royal Gold Inc conv 0.7 $46M 43M 1.06
Electronic Arts Inc conv 0.7 $46M 47M 0.97
Archer Daniels Midland Co note 0.875% 2/1 0.7 $45M 44M 1.01
Nuance Communications Inc note 2.750%11/0 0.7 $45M 44M 1.03
Siic 0 02/18/18 363 0.7 $45M 343M 0.13
Advanced Micro Devices Inc note 6.000% 5/0 0.7 $44M 44M 1.00
GAME Technolog debt 0.7 $45M 41M 1.08
Glenln 5 12/31/14 0.7 $44M 37M 1.18
Brookdale Senior Living note 0.7 $44M 36M 1.21
Micron Technology Inc. conv 0.7 $43M 37M 1.16
Rwt 4 5/8 04/15/18 0.7 $43M 39M 1.10
Keycorp New pfd 7.75% sr a 0.6 $40M 311k 129.59
On Semiconductor Corp note 2.625%12/1 0.6 $40M 35M 1.14
Auxilium Pharmaceuticals note 0.6 $41M 40M 1.01
Symantec Corp note 1.000% 6/1 0.6 $39M 30M 1.29
Newmont Mining Corp Cvt cv bnd 0.6 $39M 32M 1.23
Tol 0 1/2 09/15/32 0.6 $39M 37M 1.05
Host Hotels & Resorts Lpcvt2.5 convert 0.6 $39M 28M 1.40
Volcano Corporation note 1.750%12/0 0.6 $38M 39M 0.99
Medtronic Inc note 1.625% 4/1 0.6 $38M 38M 1.00
Developers Diversified Rlty note 1.750%11/1 0.6 $38M 32M 1.19
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.6 $38M 768k 49.36
Mtna 6 Mtus pfd cv 0.6 $38M 1.8M 20.94
Stanley Black & Decker Inc unit 99/99/9999 0.6 $37M 294k 126.59
Vertex Pharmaceuticals Inc note 3.350%10/0 0.6 $37M 30M 1.21
Alexandria Real Estate pfd cv 0.6 $37M 1.3M 27.50
Nuance Communications Inc dbcv 2.750% 8/1 0.6 $36M 29M 1.22
Stone Energy 1.75% 2017 conv 0.6 $36M 38M 0.93
Shpln 2 3/4 05/09/14 0.6 $36M 33M 1.09
Walter Invt Mgmt Corp note 0.5 $35M 33M 1.07
Massey Energy Co note 3.250% 8/0 0.5 $35M 36M 0.96
Allegheny Technologies Inc note 4.250% 6/0 0.5 $34M 32M 1.08
Xinaog 0 02/26/18 0.5 $34M 31M 1.11
Omnicare Inc 3.75% '42 conv 0.5 $34M 30M 1.12
Jarden Corp 1.875 '18 144a conv 0.5 $34M 30M 1.14
Thrx 2 1/8 01/15/23 0.5 $33M 30M 1.10
Caci Intl Inc note 2.125% 5/0 0.5 $31M 27M 1.14
Hornbeck Offshore Services conv 0.5 $31M 26M 1.17
Ciena Corp note 0.875% 6/1 0.5 $30M 33M 0.91
Chesapeake Energy Corp note 2.250%12/1 0.5 $30M 34M 0.89
Tecfp 0 1/2 01/01/16 0.5 $30M 20M 1.50
Amg Capital Trust Ii convert (AATRL) 0.5 $29M 548k 52.92
Lam Research Corp conv 0.5 $29M 27M 1.07
Interpublic Grp. P 0.4 $29M 23k 1238.99
CUBIST PHARM CONVERTIBLE security 0.4 $29M 17M 1.71
Xilinx Inc Cvt 2.625 6-15-17 convert 0.4 $29M 20M 1.43
Sandisk Corp note 1.500% 8/1 0.4 $28M 22M 1.29
Broadsoft Inc. 1.5% 07/01/2018 conv 0.4 $28M 27M 1.02
Owens-brockway Glass Container conv 0.4 $27M 27M 1.01
Hkexch 0 1/2 10/23/17 0.4 $28M 25M 1.09
Holx 2 12/15/43 0.4 $27M 26M 1.05
Ivr 5 03/15/18 144a 0.4 $27M 27M 1.01
Moh 1 1/8 01/15/20 144a 0.4 $27M 27M 1.00
Molina Healthcare Inc note 3.750%10/0 0.4 $27M 23M 1.19
Icon 1 1/2 03/15/18 144a 0.4 $27M 25M 1.08
Peabody Energy Corp sdcv 4.750%12/1 0.4 $26M 32M 0.82
Alpha Natural Resources Inc note 2.375% 4/1 0.4 $26M 27M 0.95
Cemex Sab De Cv conv bnd 0.4 $25M 19M 1.32
Hologic Inc frnt 2.000%12/1 0.4 $25M 20M 1.21
Centerpoint Energy Inc Vq 09-1 convert 0.4 $25M 31M 0.80
Healthsouth Corp A 6.5 Cvp convert 0.4 $25M 21k 1180.29
United Technol conv prf 0.4 $25M 417k 59.85
Linear Technology Corp note 3.000% 5/0 0.4 $24M 22M 1.07
Ares Capital Corp 5.125 2016 conv 0.4 $24M 23M 1.07
Mtor 7 7/8 03/01/26 0.4 $24M 24M 1.03
Wppln 5 3/4 05/19/14 0.4 $24M 8.9M 2.72
Theravance Inc note 3.000% 1/1 0.4 $23M 20M 1.18
Icon 2 1/2 06/01/16 0.4 $23M 21M 1.11
Equinix Inc note 3.000%10/1 0.3 $23M 11M 2.02
L-3 Communications Corp debt 3.000% 8/0 0.3 $23M 23M 1.01
Medivation Inc note 2.625% 4/0 0.3 $23M 18M 1.24
Dfc Global Corp 3.25% 2017 144a conv 0.3 $23M 22M 1.05
Group 1 Automotive Inc frnt 2.250% 6/1 0.3 $22M 19M 1.16
Forest City Enterprises Inc conv bnd 0.3 $22M 18M 1.24
Air Lease Corp 3.875% 2018 144a conv 0.3 $22M 18M 1.23
Novellus Systems, Inc. note 2.625% 5/1 0.3 $22M 16M 1.36
Al 5 5/8 04/01/17 0.3 $22M 20M 1.08
Goldcorp Inc New note 2.000% 8/0 0.3 $22M 21M 1.05
Steel Dynamics Inc note 5.125% 6/1 0.3 $21M 19M 1.13
Ciena Corp 144a 4.0 03-15-15 convert 0.3 $22M 19M 1.11
Lam Research Corp note 0.500% 5/1 0.3 $21M 21M 1.02
Subcno 2 1/4 10/11/13 0.3 $21M 19M 1.12
Cemex Sab conv 0.3 $21M 17M 1.23
Sigcor 0 12/04/17 0.3 $21M 2.1B 0.01
Trinity Inds Inc note 3.875% 6/0 0.3 $20M 17M 1.21
Agco Corp note 1.250%12/1 0.3 $20M 15M 1.31
Jns 3.25% 7/15/2014 note 0.3 $20M 19M 1.05
Ciena Corp conv bnd 0.3 $20M 18M 1.14
Itvln 4 11/09/16 0.3 $20M 7.0M 2.88
Starwood Property Trust note 0.3 $20M 19M 1.10
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.3 $20M 18M 1.08
Ryland Group note 0.3 $20M 13M 1.48
Sfl 3 1/4 02/01/18 0.3 $19M 19M 1.03
Annaly Cap Mgmt Inc note 4.000% 2/1 0.3 $19M 15M 1.23
Dendreon Corp note 0.3 $19M 24M 0.78
Take-two Interactive Sof note 0.3 $19M 16M 1.15
Nav 8 1/4 11/01/21 0.3 $19M 19M 1.02
Liberty Media Corp deb 3.500% 1/1 0.3 $18M 34M 0.53
COM USD0.01 Chesapeake Energy Corp cnv 0.3 $18M 18k 1030.03
Pxp 6 1/8 06/15/19 0.3 $18M 17M 1.10
Pmo 2 1/2 07/27/18 0.3 $18M 15M 1.20
Dst Sys Inc Del dbcv 4.125% 8/1 0.3 $17M 11M 1.51
Isis Pharmaceutical 2019 144a conv 0.3 $17M 13M 1.26
Chunte 0 3/4 10/18/15 0.3 $17M 16M 1.03
Gibgr 2 11/20/19 0.3 $17M 12M 1.39
Siegr 1.05 08/16/17 0.3 $17M 16M 1.04
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $16M 16M 1.03
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $16M 13M 1.29
Heartware Intl Inc note 3.500%12/1 0.2 $16M 14M 1.18
Radian Group Inc note 3.000%11/1 0.2 $17M 14M 1.21
Micron Technology Inc Mu Cvt 1 convert 0.2 $16M 15M 1.06
Greenbrier Co Inc conv bnd 0.2 $16M 16M 1.00
Ares Capital Corp 5.75 16 convert 0.2 $16M 15M 1.08
Fdc 8 1/4 01/15/21 0.2 $16M 16M 1.04
Sbry 4 1/4 07/16/14 0.2 $16M 9.5M 1.69
Bnsim 3 3/8 01/17/18 0.2 $16M 12M 1.31
Goodrich Pete Corp note 5.000%10/0 0.2 $16M 16M 1.00
Ford Mtr Co Del note 4.250%11/1 0.2 $16M 9.8M 1.61
Omnicom Group Inc note 7/0 0.2 $16M 13M 1.19
Apache Corp pfd cv 0.2 $16M 356k 44.54
Cit 5 1/2 02/15/19 0.2 $15M 14M 1.10
Alcoa Inc debt 0.2 $15M 11M 1.38
Microsoft Corporation Cv. Sr. conv 0.2 $15M 15M 1.00
Northstart Realty Fin 7.5% 144a conv 0.2 $15M 9.6M 1.58
Tibco Software Inc conv 0.2 $15M 16M 0.97
Iagln 5.8 08/13/14 0.2 $15M 7.0M 2.12
Hyuele 2.65 05/14/15 0.2 $15M 13M 1.12
Chesapeake Energy 5.75% Conv Pfd p 0.2 $14M 14k 1025.86
Ishhar 0 03/29/16 0.2 $15M 1.5B 0.01
Continental Airls Inc note 4.500% 1/1 0.2 $14M 7.5M 1.79
Mylan Inc note 3.750% 9/1 0.2 $14M 6.2M 2.22
Annaly Cap Mgmt Inc note 5.000% 5/1 0.2 $14M 13M 1.04
Lyb 6 11/15/21 0.2 $14M 11M 1.19
Meg 11 3/4 02/15/17 0.2 $14M 12M 1.13
Mrge 11 3/4 05/01/15 0.2 $14M 13M 1.07
Reynol 8 1/2 05/15/18 0.2 $14M 13M 1.05
Ttm Technologies Inc note 3.250% 5/1 0.2 $13M 13M 1.00
Affiliated Managers Group note 3.950% 8/1 0.2 $13M 10M 1.25
Newpark Res Inc note 4.000%10/0 0.2 $13M 11M 1.17
TAKE-TWO INTER CONVERTIBLE security 0.2 $13M 8.3M 1.54
Intermune Inc note 2.500% 9/1 0.2 $13M 16M 0.82
Dlggr 1 04/12/17 0.2 $13M 13M 0.99
Pbncn 8 5/8 02/01/20 0.2 $13M 13M 1.02
Sdrlno 3 3/8 10/27/17 0.2 $13M 9.7M 1.32
priceline.com Incorporated 0.2 $13M 18k 688.15
Old Republic Intl Corp note 0.2 $13M 11M 1.12
Ohlcon 4 04/25/18 Ohl 0.2 $12M 9.5M 1.29
Level 3 Communications Inc note 0.2 $12M 10M 1.16
Amg Capital Trust 0.2 $11M 187k 61.21
Health Care Reit Pfd I 6.5% 0.2 $12M 189k 62.11
Cobalt Intl Energy Inc note 0.2 $12M 11M 1.12
Asacem 0 06/07/16 0.2 $12M 11M 1.05
Ckh 2 1/2 12/15/27 0.2 $11M 10M 1.10
Dpw 0.6 12/06/19 0.2 $12M 8.1M 1.45
Mntg 11 1/2 08/01/19 0.2 $12M 12M 1.04
Semuf 1 09/12/19 0.2 $12M 11M 1.03
Cliffs Nat Res Inc Dep1/40th P preferred stocks 0.2 $12M 628k 18.67
Radian Group Inc note 0.2 $12M 9.9M 1.21
Biomed Realty conv 0.2 $11M 8.6M 1.27
Capfp 3 1/2 01/01/14 0.2 $11M 7.5M 1.45
Hca 7 3/4 05/15/21 0.2 $11M 10M 1.11
Sawai 0 09/17/15 0.2 $11M 1.1B 0.01
Fifth Third Bancorp cnv pfd dep1/250 0.2 $10M 71k 143.32
American Equity Inv Life 3.5 1 convert 0.2 $10M 7.9M 1.31
Nuvasive Inc. conv 0.2 $11M 11M 0.98
Micron Tech 2032 144a 2.375% 144a conv 0.2 $10M 8.4M 1.24
Subsea 7 Sa 1.000% 10/05/17 Sr:subc Cvt equity 0.2 $10M 10M 1.03
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.2 $11M 9.1M 1.18
Eofp 4 1/2 01/01/15 0.2 $10M 7.6M 1.35
Mtna 7 1/4 04/01/14 0.2 $10M 7.5M 1.39
Synovus Finl Corp unit 99/99/9999 0.1 $9.5M 390k 24.35
Lennar Corp conv bnd 0.1 $9.8M 5.1M 1.94
Goodyear Tire Rubr Pfd 5.875% p 0.1 $9.6M 220k 43.51
Mtor 8 1/8 09/15/15 0.1 $9.7M 9.1M 1.06
S 9 1/4 04/15/22 0.1 $10M 8.0M 1.25
Snv 5 1/8 06/15/17 0.1 $10M 10M 1.00
Crm 0 1/4 04/01/18 144a 0.1 $10M 10M 1.00
Alliant Techsystems Inc note 3.000% 8/1 0.1 $9.0M 8.3M 1.09
Aabar 4 05/27/16 0.1 $9.0M 6.7M 1.34
Zhedin 0 06/07/15 0.1 $8.9M 8.5M 1.05
Ebara 0 03/19/18 6 0.1 $9.2M 920M 0.01
Srncom Tl 1l Usd 0.1 $9.2M 9.0M 1.02
General Cable Corp Del New note 0.875%11/1 0.1 $8.4M 8.4M 1.00
Regis Corp Minn note 5.000% 7/1 0.1 $8.3M 6.4M 1.29
Level 3 Communications Inc note 6.500%10/0 0.1 $8.4M 6.3M 1.33
Teleflex Inc note 3.875% 8/0 0.1 $8.4M 5.8M 1.45
Titan Machinery 2019 3.75% 144a conv 0.1 $8.6M 8.5M 1.01
Arcc 4 3/4 01/15/18 0.1 $8.3M 8.0M 1.04
Cien 4 12/15/20 0.1 $8.6M 7.2M 1.19
Dlnln 2 3/4 07/15/16 0.1 $8.1M 4.7M 1.73
Honhai 0 10/12/13 0.1 $8.5M 8.5M 1.00
Maufp 7 1/8 07/31/15 0.1 $8.5M 4.6M 1.85
Neff 9 5/8 05/15/16 0.1 $8.2M 7.8M 1.06
Altfp 6.72 01/01/15 Alt 0.1 $8.4M 5.3M 1.59
Mhgno 4 1/2 02/23/15 Mhg 0.1 $8.3M 5.4M 1.53
Liberty Media Corp New deb 3.125% 3/3 0.1 $7.5M 4.6M 1.64
Elan Corporation 0.1 $7.6M 648k 11.80
Priceline.com Inc 144a 1.25 03 convert 0.1 $7.9M 3.5M 2.28
Lennar Corp conv 0.1 $7.6M 5.0M 1.52
Vsh 2.25 11-40 144a Cvt convert 0.1 $8.0M 7.2M 1.11
Chart Industries 2% conv 0.1 $7.8M 5.8M 1.36
Cpaau 5 1/4 12/11/16 0.1 $7.7M 6.6M 1.17
Srncom 10 1/2 02/01/15 144a 0.1 $7.6M 8.9M 0.86
Tpkhol 0 04/20/14 0.1 $8.1M 8.0M 1.01
X 2 3/4 04/01/19 0.1 $7.6M 7.5M 1.01
Microchip Technology Inc sdcv 2.125%12/1 0.1 $7.2M 5.1M 1.42
Fidelity National Finance conv 0.1 $7.0M 5.2M 1.35
Aig 8 1/4 12/15/20 0.1 $7.4M 6.0M 1.23
Nka 8 7/8 03/15/18 0.1 $7.5M 7.2M 1.04
Nokia 5 10/26/17 0.1 $7.3M 4.6M 1.59
Sgl 0 3/4 05/16/13 0.1 $7.3M 5.7M 1.28
Tpkhol 0 10/01/17 0.1 $7.2M 5.5M 1.30
M/i Homes Inc note 3.000% 3/0 0.1 $7.2M 7.0M 1.03
Atofp 1 1/2 07/01/16 Atos 0.1 $7.2M 4.6M 1.56
Eofp 3 1/4 01/01/18 Eo 0.1 $6.9M 5.2M 1.32
Magno 4 03/29/49 Mol 0.1 $7.4M 7.5M 0.99
Trak 1 1/2 03/15/17 0.1 $7.5M 6.9M 1.08
Hologic Inc frnt 2.000%12/1 0.1 $6.5M 6.5M 1.01
General Mtrs Co *w exp 07/10/201 0.1 $6.2M 529k 11.79
Nextera Energy Inc unit 0.1 $6.8M 124k 54.65
Technology Investment Company conv 0.1 $6.7M 6.7M 1.00
Kb Home note 0.1 $6.2M 5.7M 1.10
Ulfp 0 3/4 01/01/18 Ulfp 0.1 $6.6M 4.8M 1.37
Onyx Pharmaceuticals 0.1 $5.9M 66k 88.86
Arvinmeritor Inc frnt 4.000% 2/1 0.1 $5.8M 7.2M 0.81
Rayonier Inc conv 0.1 $5.7M 3.2M 1.80
Mentor Graphics 4% 2031 conv 0.1 $5.9M 5.0M 1.17
Medicines Company 144a 1.3 convert 0.1 $6.0M 4.4M 1.35
Altmes 9 5/8 10/15/18 0.1 $6.0M 5.7M 1.05
S 11 1/2 11/15/21 0.1 $5.8M 4.1M 1.40
Ttln 6 10/05/14 0.1 $6.0M 3.6M 1.68
Ing Fp 0.1 $5.9M 100k 59.24
Innmtn 1 1/4 11/30/20 144a 0.1 $5.9M 6.5M 0.90
Saks Inc note 2.000% 3/1 0.1 $5.1M 5.0M 1.01
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $5.4M 5.2M 1.03
Csg Systems International, Inc conv 0.1 $5.4M 4.8M 1.13
Lucent Tech Cap Trust I convert 0.1 $4.9M 5.3k 927.03
Prologis Inc note 3.250% 3/1 0.1 $5.2M 4.5M 1.16
Callaway Golf Co 144a conv 0.1 $5.0M 4.6M 1.09
Prospect Captial Corp conv 0.1 $5.0M 4.9M 1.04
Apppap 11 1/4 12/15/15 0.1 $5.1M 4.6M 1.11
Fmgau 6 7/8 02/01/18 0.1 $5.3M 5.0M 1.05
Isatln 1 3/4 11/16/17 0.1 $5.3M 4.0M 1.33
Qgenf 3 1/4 05/16/26 0.1 $5.5M 4.4M 1.25
Rad 9 1/4 03/15/20 0.1 $5.1M 4.5M 1.13
Vias 7 7/8 05/01/19 0.1 $5.2M 5.0M 1.04
Accuray Inc note 3.500% 2/0 0.1 $5.4M 5.0M 1.07
Eqix 5 3/8 04/01/23 0.1 $5.1M 5.0M 1.01
Hnz B2l Usd 0.1 $5.1M 5.0M 1.01
Itmn 2 1/2 12/15/17 0.1 $5.5M 5.2M 1.05
Bg 4 7/8 pfd cv 0.1 $5.3M 50k 106.50
General Cable Corp Del New frnt 4.500% 11/1 0.1 $4.6M 3.7M 1.25
Illumina (ILMN) 0.1 $4.4M 82k 53.98
Danaher Corp Del debt 0.1 $4.7M 2.6M 1.81
Xm Sirius cv 7% 0.1 $4.7M 2.6M 1.77
Clearwire Communications Llc E conv 0.1 $4.8M 4.3M 1.11
Vodafone Group 0.1 $4.3M 1.5M 2.84
Tower Group Inc conv 0.1 $4.6M 4.3M 1.05
Helix Energy Solutions note 0.1 $4.5M 3.7M 1.23
Prospect Capital Corp 5.375% conv 0.1 $4.4M 4.2M 1.05
Spirit Realty Capital 0.1 $4.8M 252k 19.00
Wright Medical Group Inc 144a conv 0.1 $4.5M 3.9M 1.16
Dab 11 06/01/18 0.1 $4.7M 4.1M 1.13
Jusco 0.3 11/22/13 0.1 $4.4M 437M 0.01
Rffp 6 1/4 06/10/14 0.1 $4.3M 2.6M 1.66
Sd 7 1/2 02/15/23 0.1 $4.3M 4.1M 1.04
Arcc 4 7/8 03/15/17 0.1 $4.3M 4.1M 1.06
Pcrx 3 1/4 02/01/19 144a 0.1 $4.8M 3.5M 1.37
Sharp 0 09/30/13 20 0.1 $4.7M 474M 0.01
National Retail Properties I note 5.125% 6/1 0.1 $4.0M 2.8M 1.41
Northstar Reality Fin 8.875 ' 32 144a conv 0.1 $4.0M 2.5M 1.60
Edg 8 3/4 11/01/20 0.1 $4.1M 4.0M 1.04
Hst 6 10/01/21 0.1 $3.9M 3.3M 1.16
Qgenf 1 1/2 08/18/24 0.1 $3.8M 2.3M 1.66
Thc 8 7/8 07/01/19 0.1 $3.6M 3.2M 1.13
Uthr 1 09/15/16 0.1 $4.2M 3.1M 1.37
Osgmfg 0 04/04/22 0.1 $4.0M 400M 0.01
Simfoo 10 1/2 11/01/17 144a 0.1 $4.0M 4.0M 0.99
Trinse 8 3/4 02/01/19 144a 0.1 $3.7M 3.8M 0.99
Verisign Inc sdcv 3.250% 8/1 0.1 $3.5M 2.4M 1.48
Life Technologies 0.1 $3.4M 53k 64.62
Brookdale Senior Living (BKD) 0.1 $3.2M 114k 27.88
Laboratory Corp Amer Hldgs debt 0.1 $3.0M 2.5M 1.21
Cbiz Inc. 4.875% Convertible dbcv 0.1 $3.1M 2.9M 1.09
Meritage Homes Corp conv 0.1 $3.1M 2.8M 1.13
Albhsa 8 3/8 11/01/19 0.1 $3.4M 3.3M 1.06
Bumble 9 12/15/17 0.1 $3.4M 3.1M 1.10
Chipow 2 1/4 05/17/16 0.1 $3.1M 17M 0.19
F 12 05/15/15 0.1 $3.2M 2.6M 1.21
Hnt 6 3/8 06/01/17 0.1 $3.2M 3.0M 1.07
Iiaav 4 1/4 03/08/18 0.1 $3.6M 2.6M 1.34
Siegr 1.65 08/16/19 0.1 $3.2M 3.0M 1.07
Spb 9 1/2 06/15/18 0.1 $3.4M 3.0M 1.13
Stx 7 11/01/21 0.1 $3.2M 3.0M 1.08
Vspcin 9 3/8 10/01/15 0.1 $3.3M 3.8M 0.88
Bkcc 5 1/2 02/15/18 144a 0.1 $3.3M 3.3M 1.01
Cvo 8 7/8 02/01/18 0.1 $3.0M 3.0M 1.00
Disco 0 12/16/14 0.1 $3.1M 310M 0.01
Mu 1 5/8 02/15/33 E 0.1 $3.3M 2.9M 1.15
Mu 2 1/8 02/15/33 F 0.1 $3.1M 2.7M 1.14
BioMarin Pharmaceutical (BMRN) 0.0 $2.3M 37k 62.27
Sandridge Energy pfd 8.5% 0.0 $2.9M 31k 92.99
Ally 7 1/2 09/15/20 0.0 $2.7M 2.3M 1.22
Chtr 6 1/2 04/30/21 0.0 $2.7M 2.5M 1.06
Ctlcn 11 10/30/17 0.0 $2.6M 3.3M 0.80
Dan 6 3/4 02/15/21 0.0 $2.5M 2.3M 1.10
F 6 5/8 10/01/28 0.0 $2.3M 2.0M 1.15
Gt 8 1/4 08/15/20 0.0 $2.3M 2.1M 1.11
Imncn 8 3/4 06/01/20 0.0 $2.5M 2.3M 1.11
Llakes 7.45 03/15/28 0.0 $2.5M 2.5M 1.00
Ltin 3 1/2 10/22/14 0.0 $2.9M 2.8M 1.03
Nihd 7 5/8 04/01/21 0.0 $2.7M 3.7M 0.72
Nihd 8 7/8 12/15/19 0.0 $2.8M 3.8M 0.75
Pnnln 4 5/8 08/20/14 0.0 $2.8M 1.6M 1.77
Psec 5 7/8 01/15/19 0.0 $2.5M 2.5M 1.04
Saivst 9 3/4 02/15/20 0.0 $2.4M 2.3M 1.06
Amer Intl Grp Com Usd2.50 0.0 $2.2M 56k 38.82
Nextera Energy Inc conv prf 0.0 $2.2M 40k 54.82
Photronics Inc note 0.0 $2.1M 2.0M 1.05
Agtc 11 1/2 09/01/17 0.0 $2.1M 2.0M 1.06
Anscn 7 1/2 12/15/17 0.0 $2.0M 1.8M 1.09
Bbg 7 5/8 10/01/19 0.0 $1.9M 1.8M 1.06
Bcc 6 3/8 11/01/20 0.0 $1.8M 1.7M 1.06
Chk 7 1/4 12/15/18 0.0 $1.7M 1.5M 1.14
Cleavb 8 3/4 12/15/19 0.0 $2.2M 2.0M 1.08
Eroc 8 3/8 06/01/19 0.0 $2.0M 1.9M 1.06
Fdc 12 5/8 01/15/21 0.0 $1.7M 1.6M 1.08
Fes 9 06/15/19 0.0 $1.9M 2.0M 0.97
Fiat Tl B 1l Usd 0.0 $2.0M 2.0M 1.02
Frgi 8 7/8 08/15/16 0.0 $1.6M 1.5M 1.09
Hero 10 1/4 04/01/19 0.0 $2.2M 2.0M 1.11
Hkus 9 3/4 07/15/20 0.0 $2.2M 2.0M 1.10
Ias 8 3/8 05/15/19 0.0 $2.1M 2.0M 1.05
Indden 1 7/8 02/27/17 0.0 $1.9M 1.4M 1.40
Itwg 8 1/2 10/15/17 0.0 $2.1M 2.0M 1.03
Leap 7 3/4 10/15/20 0.0 $1.9M 1.9M 1.00
Lvlt 11 7/8 02/01/19 0.0 $2.0M 1.8M 1.17
Mgm 7 5/8 01/15/17 0.0 $1.9M 1.8M 1.11
Natrc 11 1/2 07/15/16 0.0 $1.8M 1.8M 1.05
Ocrgno 6 1/2 10/01/17 0.0 $2.1M 2.1M 1.01
Reynol 9 7/8 08/15/19 0.0 $1.7M 1.6M 1.10
Sapsj 6 5/8 04/15/21 0.0 $2.1M 2.0M 1.03
Tso 5 3/8 10/01/22 0.0 $2.1M 2.0M 1.04
Tso 9 3/4 06/01/19 0.0 $1.9M 1.7M 1.13
Vedln 4 03/30/17 0.0 $2.0M 2.0M 1.00
Win 7 1/2 06/01/22 0.0 $1.8M 1.7M 1.07
Bcfact 9 02/15/18 144a 0.0 $2.1M 2.1M 1.02
Cbb 8 3/4 03/15/18 0.0 $2.0M 2.0M 0.99
Crnrch 9 3/8 03/15/18 Ai 0.0 $2.0M 2.0M 1.02
Cvo 11 1/2 05/15/17 0.0 $1.7M 2.0M 0.87
Hls 8 1/8 02/15/20 0.0 $2.2M 2.0M 1.10
Ideabb 11 3/4 05/01/18 144a 0.0 $1.9M 2.0M 0.93
Talpro 9 3/4 02/15/18 144a 0.0 $2.0M 2.0M 0.99
Uri 5 3/4 07/15/18 0.0 $2.2M 2.0M 1.08
Dollar Finl Corp note 3.000% 4/0 0.0 $1.4M 1.3M 1.08
On Semiconductor Corp note 2.625%12/1 0.0 $1.5M 1.4M 1.04
Molson Coors Brewing Co note 2.500% 7/3 0.0 $1.2M 1.2M 1.03
Pioneer Nat Res Co note 2.875% 1/1 0.0 $1.1M 523k 2.16
Suntrust Banks Inc $1.00 Par Cmn 0.0 $1.4M 50k 28.80
J.C. Penney Company 0.0 $1.4M 95k 15.11
Tiffany & Co. 0.0 $1.2M 18k 69.54
JetBlue Airways Corporation (JBLU) 0.0 $1.0M 150k 6.90
DISH Network 0.0 $987k 26k 37.90
Vodafone 0.0 $1.3M 45k 28.40
Questcor Pharmaceuticals 0.0 $976k 30k 32.53
MannKind Corporation 0.0 $1.1M 332k 3.39
Aeropostale Com Stk 0.0 $1.5M 110k 13.60
Arthrocare Corp 0.0 $1.2M 35k 34.77
HeartWare International 0.0 $1.2M 13k 88.44
Sabra Health Care REIT (SBRA) 0.0 $1.0M 35k 29.00
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $1.1M 1.0M 1.03
Apple Computer 0.0 $1.3M 3.0k 442.67
Nextera Energy Inc. 7% Equity pfd cv 0.0 $1.3M 23k 57.89
Citigroup (C) 0.0 $1.3M 30k 44.23
Bcfact 10 02/15/19 0.0 $1.1M 1.0M 1.11
Cco 6 1/2 11/15/22 0.0 $1.1M 1.0M 1.06
Chrygr 8 06/15/19 0.0 $1.1M 1.0M 1.10
Cnh 7 7/8 12/01/17 0.0 $1.1M 950k 1.17
Czr 8 1/2 02/15/20 0.0 $1.5M 1.5M 0.99
Disdyn 12 1/2 01/01/18 0.0 $1.0M 1.0M 1.03
Icasa 8 3/8 07/24/17 0.0 $1.4M 1.3M 1.07
Ingfp 2 3/4 01/01/17 0.0 $1.2M 670k 1.83
Jas 8 1/8 03/15/19 0.0 $1.3M 1.3M 1.04
Kalu 8 1/4 06/01/20 0.0 $1.1M 1.0M 1.12
Ktos 10 06/01/17 0.0 $1.1M 1.0M 1.10
Kw 8 3/4 04/01/19 0.0 $1.4M 1.3M 1.08
Marfri 8 3/8 05/09/18 0.0 $1.4M 1.5M 0.90
Mnkdw 0.0 $1.3M 1.2M 1.11
Nm 8 7/8 11/01/17 0.0 $1.5M 1.5M 1.02
Ogxpbz 8 3/8 04/01/22 0.0 $1.3M 1.7M 0.76
Ohi 5 7/8 03/15/24 0.0 $986k 930k 1.06
Optstl 12 1/2 12/15/16 0.0 $1.4M 1.3M 1.09
Phibro 9 1/4 07/01/18 0.0 $1.1M 1.0M 1.08
Pxp 6 3/4 02/01/22 0.0 $1.1M 1.0M 1.11
Sd 7 1/2 03/15/21 0.0 $1.0M 1.0M 1.04
Six 5 1/4 01/15/21 0.0 $1.4M 1.4M 1.00
Spn 6 3/8 05/01/19 0.0 $1.6M 1.5M 1.08
Stld 6 3/8 08/15/22 0.0 $1.4M 1.3M 1.08
Sxc 7 5/8 08/01/19 0.0 $1.4M 1.3M 1.08
Telsat 6 05/15/17 0.0 $1.0M 1.0M 1.04
Uvn 6 7/8 05/15/19 0.0 $1.1M 1.0M 1.07
Vikcru 8 1/2 10/15/22 0.0 $1.1M 1.0M 1.10
Vrxcn 6 3/8 10/15/20 0.0 $1.1M 1.0M 1.05
Alufp Tl C 1l Usd 0.0 $1.0M 998k 1.02
Bbep 7 7/8 04/15/22 0.0 $1.4M 1.3M 1.07
Berpac Tl 2l Usd 0.0 $980k 1.0M 0.98
Ccmo 11 1/4 03/01/21 144a 0.0 $1.0M 1.0M 1.02
Intel 7 3/4 06/01/21 144a 0.0 $1.0M 1.0M 1.02
Kugr 2 02/12/18 Ku2 0.0 $1.4M 1.0M 1.42
Nm 9 1/4 04/15/19 144a 0.0 $1.1M 1.0M 1.08
Sbmau 8 7/8 04/15/18 144a 0.0 $1.0M 1.0M 1.02
Trox Tl B 1l Usd 0.0 $1.0M 1.0M 1.02
Vrxcn 6 3/8 10/15/20 144a 0.0 $1.1M 1.0M 1.05
American Eqty Invt Life Hld note 5.250%12/0 0.0 $439k 406k 1.08
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.0 $344k 147k 2.34
iStar Financial 0.0 $397k 36k 10.90
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $722k 13k 54.99
LifePoint Hospitals 0.0 $401k 8.3k 48.44
Callaway Golf Company (MODG) 0.0 $331k 50k 6.62
Gilead Sciences (GILD) 0.0 $734k 15k 48.93
Chesapeake Energy Corporation 0.0 $663k 33k 20.40
Quicksilver Resources 0.0 $563k 250k 2.25
Delta Air Lines (DAL) 0.0 $512k 31k 16.52
Newpark Resources (NR) 0.0 $487k 53k 9.28
M/I Homes (MHO) 0.0 $518k 21k 24.43
Celgene Corporation 0.0 $359k 3.1k 115.81
Ciena Corporation (CIEN) 0.0 $376k 24k 16.00
Harbinger 0.0 $784k 95k 8.26
Harvard Bioscience (HBIO) 0.0 $517k 92k 5.65
Swift Svcs Hldgs Swft 10% conv 0.0 $456k 400k 1.14
Vishay Intertech 144a 2.25% conv 0.0 $512k 557k 0.92
Prospect Capital Corp note 0.0 $498k 470k 1.06
Chesapeake Energy Corp Pf d cv 0.0 $636k 600.00 1060.00
Petrobakken Energy 0.0 $774k 89k 8.68
Ahl 5 5/8 pfd cv 0.0 $643k 9.7k 66.13
Beient 2 1/4 06/02/14 0.0 $394k 2.2M 0.18
Bid 5 1/4 10/01/22 0.0 $657k 650k 1.01
Carwag 6 7/8 06/15/19 0.0 $520k 500k 1.04
Clmt 9 5/8 08/01/20 0.0 $339k 300k 1.13
Cwei 7 3/4 04/01/19 0.0 $404k 400k 1.01
Epeneg 9 3/8 05/01/20 0.0 $348k 300k 1.16
Fmgau 8 1/4 11/01/19 0.0 $567k 525k 1.08
Indden 2 1/2 02/27/15 0.0 $328k 200k 1.64
Kfw 1 1/2 07/30/14 0.0 $498k 300k 1.66
Lea 7 7/8 03/15/18 0.0 $611k 566k 1.08
Ngdcn 6 1/4 11/15/22 0.0 $630k 600k 1.05
Nm 8 1/8 02/15/19 0.0 $920k 1.0M 0.92
Nm 9 1/4 04/15/19 0.0 $486k 450k 1.08
Orix 1 03/31/14 0.0 $680k 34M 0.02
Pfcb 10 1/4 06/30/20 0.0 $364k 340k 1.07
Pittgl 8 1/2 04/15/16 0.0 $510k 500k 1.02
Pkd 9 1/8 04/01/18 0.0 $627k 575k 1.09
Rrc 5 08/15/22 0.0 $326k 320k 1.02
Rrc 8 05/15/19 0.0 $550k 500k 1.10
Sats 6 1/2 06/15/19 0.0 $330k 300k 1.10
Sne 0 11/30/17 0.0 $400k 20M 0.02
Tllp 5 7/8 10/01/20 0.0 $689k 650k 1.06
Toy 7 3/8 10/15/18 0.0 $880k 1.0M 0.88
Win 7 3/4 10/01/21 0.0 $545k 500k 1.09
Wti 8 1/2 06/15/19 0.0 $545k 500k 1.09
Xtex 8 7/8 02/15/18 0.0 $540k 500k 1.08
Ycc 9 3/4 02/15/17 0.0 $728k 700k 1.04
Tribune Co New Cl A 0.0 $752k 13k 56.87
Ddi 0 12/14/15 0.0 $500k 50M 0.01
Fglife 6 3/8 04/01/21 144a 0.0 $510k 500k 1.02
Gel 5 3/4 02/15/21 144a 0.0 $515k 500k 1.03
Mpel 5 02/15/21 144a 0.0 $505k 500k 1.01
Mrfgbz 9 7/8 07/24/17 144a 0.0 $490k 500k 0.98
Nflx 5 3/8 02/01/21 144a 0.0 $743k 750k 0.99
Reynol 5 3/4 10/15/20 0.0 $867k 850k 1.02
Rsihpi 6 7/8 03/01/18 144a 0.0 $383k 375k 1.02
Suncom 8 3/4 03/15/19 144a 0.0 $530k 500k 1.06
Suncom8 3/4 0.0 $387k 300k 1.29
Cenveo 0.0 $54k 25k 2.16
MTR Gaming 0.0 $308k 93k 3.30
Cypress Semiconductor Corporation 0.0 $276k 25k 11.04
Merge Healthcare 0.0 $273k 95k 2.89
Xilinx Inc sdcv 3.125% 3/1 0.0 $128k 95k 1.35
Ppl Corporation 8.75% pfd cv 0.0 $240k 4.3k 55.94
Forbes Energy Services 0.0 $45k 12k 3.70
Cumulus Media, Inc. Wa rrants 0.0 $193k 59k 3.25
Yrc Worldwide Inc Com par $.01 0.0 $164k 22k 7.53
..lear 0 01/01/20 0.0 $99k 4.9M 0.02
..lear 0 08/01/14 0.0 $100k 5.0M 0.02
Aes 8 06/01/20 0.0 $295k 250k 1.18
Aks 8 3/8 04/01/22 0.0 $53k 60k 0.88
Coshw 0.0 $76k 4.6k 16.41
Epl 8 1/4 02/15/18 0.0 $180k 170k 1.06
Nsm 7 7/8 10/01/20 0.0 $275k 250k 1.10
Rcl 5 1/4 11/15/22 0.0 $165k 163k 1.01
Sbh 5 3/4 06/01/22 0.0 $104k 100k 1.04
See 8 3/8 09/15/21 0.0 $143k 125k 1.14
Spb 6 3/8 11/15/20 0.0 $216k 200k 1.08
Spb 6 5/8 11/15/22 0.0 $216k 200k 1.08
Srncom 10 1/2 02/01/15 0.0 $108k 125k 0.86
Untus 6 5/8 05/15/21 0.0 $263k 250k 1.05
Www 6 1/8 10/15/20 0.0 $180k 170k 1.06
Cyt Cn 0.0 $57k 25k 2.28
Ing Fp 0.0 $7.0k 110.00 63.64
Trbnw C0 12/31/32 Trbaa 0.0 $321k 5.6k 56.89
Apl 5 7/8 08/01/23 144a 0.0 $250k 250k 1.00
Bzh 7 1/4 02/01/23 144a 0.0 $255k 250k 1.02
Cxw 4 5/8 05/01/23 144a 0.0 $255k 250k 1.02
Fdc 8 1/4 01/15/21 Regs 0.0 $46k 44k 1.05
Glf 6 3/8 03/15/22 0.0 $322k 310k 1.04
Nsm 6 1/2 07/01/21 144a 0.0 $312k 300k 1.04
Prmian 10 1/2 01/15/18 144a 0.0 $258k 250k 1.03
Vw 5 1/2 11/09/15 144a 0.0 $264k 200k 1.32