Advent Capital Management

Advent Capital Management as of March 31, 2011

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 355 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.1 $119M 110k 1079.48
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.6 $90M 86k 1043.00
Affiliated Managers Group note 3.950% 8/1 1.2 $69M 60M 1.16
Mgm Mirage conv 1.2 $68M 65M 1.05
General Mtrs Co jr pfd cnv srb 1.2 $66M 1.3M 49.81
Gilead Sciences, Inc. Cv. Sr. conv 1.1 $63M 59M 1.08
Citigroup Inc unit 1.1 $61M 470k 130.04
Symantec Corp note 1.000% 6/1 1.1 $60M 49M 1.23
General Cable Corp Del New note 0.875%11/1 1.1 $59M 51M 1.16
Lucent Tech Cap Trust I convert 1.1 $59M 60k 991.56
Apache Corp pfd cv 1.1 $59M 833k 70.38
Microsoft Corporation Cv. Sr. conv 1.0 $57M 54M 1.04
Micron Technology Inc note 1.875% 6/0 1.0 $56M 52M 1.08
Host Hotels 144a conv 1.0 $56M 47M 1.19
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.0 $56M 642k 87.67
Trinity Inds Inc note 3.875% 6/0 1.0 $56M 51M 1.09
GAME Technolog debt 1.0 $55M 46M 1.19
Keycorp New pfd 7.75% sr a 1.0 $54M 481k 113.19
Equinix Inc note 3.000%10/1 0.9 $53M 47M 1.13
Vedanta Resources Jersey 4% conv 0.9 $52M 49M 1.07
Xm Sirius cv 7% 0.9 $52M 36M 1.43
Lukoil 2.625% 2015 conv 0.9 $52M 43M 1.20
Cemex Sab conv 0.9 $52M 51M 1.01
Medtronic Inc note 1.625% 4/1 0.9 $51M 49M 1.04
Interpublic Group Cos Inc note 4.750% 3/1 0.9 $50M 41M 1.23
Lifepoint Hospitals Inc note 3.500% 5/1 0.9 $49M 45M 1.09
Stanley Black & Decker Inc unit 99/99/9999 0.9 $49M 412k 117.94
Intel Corp. Jr. Sub. Cv. Deb. conv 0.9 $49M 38M 1.28
Intel Corp sdcv 0.8 $46M 43M 1.07
Linear Technology Corp note 3.000% 5/0 0.8 $42M 39M 1.09
Boston Properties conv 0.8 $43M 39M 1.11
Lennar Corp conv 0.8 $43M 42M 1.02
Webmd Health Corp 2.25% conv 0.8 $43M 42M 1.01
Amgen Inc note 0.375% 2/0 0.8 $42M 42M 1.00
Jds Uniphase Corp note 1.000% 5/1 0.7 $41M 38M 1.08
Lincare Hldgs 2.75% 11/37 note 0.7 $38M 32M 1.19
Arris Group Inc note 2.000%11/1 0.7 $37M 35M 1.06
Omnicare Cap Tr Ii pfd b tr 4.00% 0.7 $37M 770k 48.20
Steel Dynamics Inc note 5.125% 6/1 0.7 $36M 29M 1.25
Jefferies Group Inc New dbcv 3.875%11/0 0.7 $37M 35M 1.03
Nuvasive Inc note 2.250% 3/1 0.6 $36M 35M 1.02
Synovus Finl Corp unit 99/99/9999 0.6 $34M 1.4M 23.63
Invitrogen Corp note 1.500% 2/1 0.6 $34M 28M 1.18
Vornado Rlty L P debt 0.6 $33M 29M 1.16
Alexandria Real Estate pfd cv 0.6 $33M 1.3M 26.65
Petrobakken Energy Ltd conv 0.6 $34M 35M 0.97
Gilead Sciences, Inc. Cv. Sr. conv 0.6 $33M 30M 1.11
Illumina Inc 0 1/4 2016 conv 0.6 $33M 32M 1.04
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.6 $33M 35M 0.94
Radian Group Inc note 3.000%11/1 0.6 $33M 39M 0.83
Au Optronics Zero Coupon 2015 conv 0.6 $33M 33M 0.99
Equinix Inc note 2.500% 4/1 0.6 $32M 30M 1.06
Eastman Kodak Co note 7.000% 4/0 0.6 $32M 38M 0.85
Molson Coors Brewing Co note 2.500% 7/3 0.6 $31M 27M 1.15
Amr Corp note 6.250%10/1 0.6 $31M 31M 0.99
Stanley Wks frnt 5/1 0.6 $31M 26M 1.18
Anixter Intl Inc note 1.000% 2/1 0.6 $31M 23M 1.32
Newpark Res Inc note 4.000%10/0 0.6 $31M 27M 1.13
Healthsouth Corp A 6.5 Cvp convert 0.6 $31M 28k 1089.02
Sl Green Operating Par 144a 3. convert 0.6 $31M 27M 1.16
Mylan Inc note 1.250% 3/1 0.5 $30M 26M 1.15
Owens-brockway Glass Container conv 0.5 $30M 30M 1.01
Hologic Inc frnt 2.000%12/1 0.5 $30M 31M 0.97
Newell Financial Trust I Cvt P convert 0.5 $30M 629k 46.90
Shire Plc 2.75% 14 conv 0.5 $30M 26M 1.15
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.5 $29M 29M 0.99
Archer Daniels Midland Co note 0.875% 2/1 0.5 $28M 26M 1.11
Chesapeake Energy Corp note 2.250%12/1 0.5 $29M 30M 0.95
Jns 3.25% 7/15/2014 note 0.5 $28M 24M 1.20
Arvinmeritor Inc frnt 4.000% 2/1 0.5 $28M 28M 1.00
Hartford Finl Svcs Group Inc dep conv p 0.5 $27M 1.0M 26.71
Mf Global Ltd note 9.000% 6/2 0.5 $27M 23M 1.19
China Unicom 0.75% 2015 Reg S conv 0.5 $27M 22M 1.19
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.5 $26M 27M 0.97
Goodyear Tire Rubr Pfd 5.875% p 0.5 $27M 442k 59.88
Gilead Sciences Inc note 0.625% 5/0 0.5 $26M 22M 1.16
Sandisk Corp note 1.000% 5/1 0.5 $26M 26M 0.98
Incyte Corp note 4.750%10/0 0.5 $26M 11M 2.27
Paladin Energy 5% 03/11/13 conv 0.5 $26M 26M 0.99
Peabody Energy Corp sdcv 4.750%12/1 0.5 $25M 20M 1.28
Saks Inc note 2.000% 3/1 0.4 $24M 23M 1.08
E M C Corp Mass note 1.750%12/0 0.4 $24M 14M 1.76
Tech Data Corp dbcv 2.750%12/1 0.4 $24M 22M 1.09
Sonic Automotive Inc note 5.000% 10/0 0.4 $24M 19M 1.30
Xl Capital pfd cv 0.4 $24M 736k 32.99
Iconix Brand Group Inc note 1.875% 6/3 0.4 $24M 22M 1.05
Ppl Corporation 8.75% pfd cv 0.4 $24M 441k 53.52
D R Horton Inc note 2.000% 5/1 0.4 $23M 20M 1.16
Goldcorp Inc New note 2.000% 8/0 0.4 $23M 17M 1.35
Group 1 Automotive Inc frnt 2.250% 6/1 0.4 $23M 23M 1.01
Allegheny Technologies Inc note 4.250% 6/0 0.4 $23M 13M 1.83
Tower Group, Inc. 5% Cv. Sr. N conv 0.4 $23M 21M 1.08
Ubs Ag 9.375 Exch. Notes 0.4 $23M 814k 28.40
Newmont Mining Corp note 3.000% 2/1 0.4 $23M 17M 1.31
Newmont Mining Corp note 1.250% 7/1 0.4 $22M 16M 1.39
Jaguar Mining, Inc. Cv. Sr. No conv 0.4 $22M 25M 0.90
On Semiconductor Corp note 2.625%12/1 0.4 $22M 18M 1.23
Massey Energy Co note 3.250% 8/0 0.4 $22M 19M 1.13
Omnicom Group Inc note 7/0 0.4 $22M 19M 1.12
Sba Communications Corp note 1.875% 5/0 0.4 $21M 19M 1.11
Petroplus Finance Ltd 4% 10/16/15 conv 0.4 $21M 22M 0.94
Capitalsource Inc note 7.250% 7/1 0.4 $21M 20M 1.04
Sesi L L C frnt 1.500%12/1 0.4 $21M 20M 1.04
Central European Media sr nt cv 5%15 0.4 $21M 22M 0.94
Time Warner Telecom Inc dbcv 2.375% 4/0 0.4 $20M 16M 1.27
Ppl Corp unit 99/99/9999 0.4 $20M 353k 56.54
Centerpoint Energy Inc Vq 09-1 convert 0.4 $20M 557k 36.65
China Green Holdings 4/12/13 conv 0.4 $20M 146M 0.14
Fifth Third Bancorp cnv pfd dep1/250 0.3 $20M 139k 143.36
Priceline.com Inc 144a 1.25 03 convert 0.3 $19M 10M 1.88
Rovi Corp conv 0.3 $20M 16M 1.22
Alliance Data Systems Corp note 1.750% 8/0 0.3 $19M 15M 1.29
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.3 $18M 20M 0.91
TAKE-TWO INTER CONVERTIBLE security 0.3 $19M 11M 1.65
Aar Corp 1.625% 144a conv 0.3 $19M 19M 1.01
Ares Capital Corp 5.75% conv 0.3 $18M 17M 1.06
Patriot Coal Corp. 3.25% 5/31/13 conv 0.3 $17M 18M 0.98
Trina Solar Limited note 4.000% 7/1 0.3 $17M 9.4M 1.80
Annaly Cap Mgmt Inc note 4.000% 2/1 0.3 $17M 14M 1.17
Sino-forest Corp conv 0.3 $17M 12M 1.38
Ual Corp note 4.500% 6/3 0.3 $16M 16M 1.01
Anglogold Ashanti Holdings Fin pfd cv 0.3 $16M 292k 56.33
Biovail Corp conv 0.3 $17M 4.4M 3.72
Greatbatch Inc sdcv 2.250% 6/1 0.3 $16M 16M 1.01
Biomed Realty conv 0.3 $16M 13M 1.21
Ciena Corp note 0.250% 5/0 0.3 $15M 15M 1.03
Navistar Intl Corp New note 3.000%10/1 0.3 $15M 9.9M 1.52
Smithfield Foods Inc note 4.000% 6/3 0.3 $15M 12M 1.25
Sunpower Corp dbcv 4.750% 4/1 0.3 $15M 14M 1.10
Old Rep Intl Corp note 8.000% 5/1 0.3 $15M 13M 1.18
Rayonier Trs Holdings In 144a convert 0.3 $15M 11M 1.41
Ares Capital Corp 5.125% conv 0.3 $15M 15M 1.04
Virgin Media Inc note 6.500%11/1 0.3 $15M 8.1M 1.81
Amerigroup Corp note 2.000% 5/1 0.3 $14M 8.8M 1.62
Us Airways Group Inc note 7.250% 5/1 0.3 $14M 6.6M 2.19
Universal Corp 6.75% Perp pfd cv 0.3 $15M 14k 1076.46
Webmd Health 2.5% conv 0.3 $14M 14M 1.06
Interdigital Inc conv 0.3 $15M 13M 1.12
Cephalon Inc note 2.500% 5/0 0.2 $14M 12M 1.21
E M C Corp Mass note 1.750%12/0 0.2 $14M 7.7M 1.80
Ford Mtr Co Del note 4.250%11/1 0.2 $14M 7.4M 1.87
Interpublic Grp. P 0.2 $14M 13k 1092.38
Digital River, Inc. Sr. Cv Not conv 0.2 $14M 15M 0.98
Integra Lifesciences Holdings conv 0.2 $14M 14M 1.02
Nextera Energy Cvp convert 0.2 $14M 273k 51.64
National Retail Properties I note 5.125% 6/1 0.2 $13M 12M 1.16
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.2 $14M 276k 49.25
Teva Pharmaceutical Industries (TEVA) 0.2 $13M 291k 45.73
Continental Airlines 6% Conv p 0.2 $14M 364k 37.74
Health Care Reit Pfd I 6.5% 0.2 $13M 247k 53.60
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $14M 155k 86.87
Coinstar Inc note 4.000% 9/0 0.2 $13M 8.5M 1.52
Lennar Corp conv bnd 0.2 $13M 12M 1.10
Goodrich Petrol 5.375% Pfd pfd cv 0.2 $13M 270k 47.96
Continental Airls Inc note 4.500% 1/1 0.2 $12M 8.7M 1.42
Sothebys note 3.125% 6/1 0.2 $12M 7.8M 1.59
Alcoa Inc debt 0.2 $13M 4.6M 2.72
Note 3.50 0.2 $13M 9.3M 1.36
Tronox 0.2 $12M 79k 154.50
Saks Incorporated conv 0.2 $12M 5.2M 2.32
Great Plains Energy Inc unit 06/15/2042 0.2 $11M 173k 65.75
Hologic Inc frnt 2.000%12/1 0.2 $11M 9.4M 1.21
Larsen & Toubro conv 0.2 $11M 9.7M 1.17
Sound Global 6% 15 conv 0.2 $11M 67M 0.17
Dendreon Corp note 0.2 $11M 9.7M 1.15
Mf Global Hldgs Ltd note 1.875% 2/0 0.2 $11M 11M 1.04
Barrett Bill Corp note 5.000% 3/1 0.2 $11M 10M 1.04
Charming Shoppes Inc note 1.125% 5/0 0.2 $11M 12M 0.88
Nash Finch Co frnt 1.631% 3/1 0.2 $11M 22M 0.48
Salix Pharmaceuticals Inc note 2.750% 5/1 0.2 $11M 9.2M 1.15
Ual Corp note 6.000%10/1 0.2 $11M 3.8M 2.80
Greenbrier Companies Inc conv 0.2 $11M 11M 1.03
Ttm Technologies Inc note 3.250% 5/1 0.2 $9.9M 7.0M 1.41
Intel Corporation (INTC) 0.2 $10M 443k 23.15
Anglogold Holdings 144a conv 0.2 $10M 7.9M 1.27
Delphi Automotive B Shares 0.2 $10M 450.00 22282.22
Epistar 0 Coupon 2016 conv 0.2 $10M 9.5M 1.08
Arvinmeritor Inc frnt 4.625% 3/0 0.2 $9.4M 8.2M 1.15
Banco Espirito Santo Sa conv 0.2 $9.8M 9.8M 1.00
Old Republic Intl Corp note 0.2 $9.4M 9.3M 1.01
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $8.8M 6.0M 1.46
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $9.0M 7.3M 1.24
Quicksilver Resources Inc dbcv 1.875%11/0 0.2 $8.9M 8.2M 1.08
Tenet Healthcare Corporation 0.2 $9.1M 1.3M 6.93
Omnicare Inc note 3.750%12/1 0.2 $8.7M 6.6M 1.33
2010 Swift 6%mand Com Exch Sec pfd cv 0.2 $8.9M 655k 13.52
American Equity Inv Life 3.5 1 convert 0.2 $8.9M 7.4M 1.20
Nortel Networks 2.125% 4/15/14 conv 0.2 $9.1M 10M 0.87
Chesapeake Energy Corp note 2.750%11/1 0.1 $8.1M 6.9M 1.18
Live Nation Entertainment In note 2.875% 7/1 0.1 $8.6M 9.2M 0.93
Orbital Sciences Corp note 2.438% 1/1 0.1 $8.6M 8.1M 1.06
Cemex Sab De Cv 3.25% conv 0.1 $8.5M 8.4M 1.01
Northstart Realty Fin 7.5% 144a conv 0.1 $8.2M 8.2M 1.00
Hanover Compressor Co note 4.750% 1/1 0.1 $7.7M 7.7M 1.00
Jetblue Airways Corp dbcv 6.750%10/1 0.1 $8.0M 5.7M 1.42
Cameron International Corp note 2.500% 6/1 0.1 $8.0M 5.4M 1.49
Laboratory Corp Amer Hldgs debt 0.1 $8.1M 6.3M 1.29
United States Stl Corp New note 4.000% 5/1 0.1 $8.1M 4.9M 1.64
Vertex Pharmaceuticals Inc note 3.350%10/0 0.1 $7.8M 6.0M 1.30
Ciena Corp conv bnd 0.1 $8.0M 5.0M 1.60
Forest City Enterprises Inc conv bnd 0.1 $7.8M 5.6M 1.40
Notes Gencorp Inc. 4.0625% dbcv 0.1 $7.7M 7.4M 1.04
Inmarsat Plc conv 0.1 $8.0M 6.5M 1.23
02/15/2024 Jaiprakash Associates conv 0.1 $7.6M 5.7M 1.33
Petrominerales 2.625% 8/25/16 conv 0.1 $7.7M 5.8M 1.32
Unknown 0.1 $7.7M 187k 41.37
Shangrila 4% 2016 conv 0.1 $8.0M 8.0M 1.00
Morgans Hotel Group Co note 2.375%10/1 0.1 $7.1M 8.0M 0.89
Textron Inc note 4.500% 5/0 0.1 $7.3M 3.5M 2.05
Danaher Corp Del debt 0.1 $7.1M 4.4M 1.60
Mgic Invt Corp Wis note 5.000% 5/0 0.1 $7.5M 7.1M 1.06
Kilroy Realty Lp conv 0.1 $7.3M 5.8M 1.25
Netapp Inc note 1.750% 6/0 0.1 $6.7M 4.0M 1.68
Kkr Financial Hldgs Llc note 7.500% 1/1 0.1 $6.8M 4.6M 1.47
SPECTRUM BRANDS Hldgs 0.1 $6.6M 204k 32.50
Agco Corp note 1.250%12/1 0.1 $6.7M 4.4M 1.52
Teleflex Inc note 3.875% 8/0 0.1 $6.8M 5.8M 1.17
Clearwire Communications Llc E conv 0.1 $6.8M 6.5M 1.04
Kaman Corporation Cv. Sr. Note conv 0.1 $6.9M 5.4M 1.27
Fti Consulting Inc bond 0.1 $6.7M 5.0M 1.33
Fufeng 0% 15 conv 0.1 $7.0M 41M 0.17
Host Hotels & Resorts conv 0.1 $7.0M 7.0M 1.00
Webster Financial Pfd 8.5% 12/31/49 pfd cv 0.1 $6.6M 6.0k 1100.00
Symantec Corporation 0.1 $6.3M 322k 19.65
Chesapeake Energy Corp note 2.500% 5/1 0.1 $6.2M 5.6M 1.11
HEALTH CR REIT CONVERTIBLE security 0.1 $6.2M 5.4M 1.15
Archer Daniels Pfd 6.25% pfd cv 0.1 $6.3M 134k 46.82
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $5.3M 4.3M 1.25
St Mary Ld & Expl Co note 3.500% 4/0 0.1 $5.7M 3.9M 1.45
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $5.5M 4.7M 1.18
Csg Systems International, Inc conv 0.1 $5.5M 5.0M 1.09
Forest City Ent pfd cv 0.1 $5.6M 80k 70.38
Photronics Inc conv 0.1 $5.5M 4.8M 1.14
Nii Hldgs Inc note 3.125% 6/1 0.1 $5.1M 5.1M 1.00
Medicis Pharmaceutical Corp note 2.500% 6/0 0.1 $5.0M 4.0M 1.24
Zions Bancorporation (ZION) 0.1 $4.9M 200k 24.44
Sandisk Corp note 1.500% 8/1 0.1 $5.2M 4.4M 1.17
Chesapeake Energy 5% Cv. Pfd. pfd cv 0.1 $5.2M 50k 103.84
Alpha Natural Resources Inc note 2.375% 4/1 0.1 $4.6M 3.4M 1.34
Molina Healthcare (MOH) 0.1 $4.2M 99k 43.00
Holdings Inc Note 5.25 0.1 $4.8M 2.2M 2.20
Macerich Co 3.25% 3/15/12 conv 0.1 $4.5M 4.5M 1.00
Shengdatech Inc 6.5% conv 0.1 $4.3M 6.0M 0.71
Salamander Energy Plc 5% conv 0.1 $4.2M 3.6M 1.18
Rait Financial Trust - Putable At 100 conv bond 0.1 $4.4M 4.0M 1.11
Sunpower Corp conv 0.1 $4.5M 3.9M 1.15
Usec Inc note 3.000%10/0 0.1 $3.8M 4.7M 0.80
Viropharma Inc note 2.000% 3/1 0.1 $3.7M 3.1M 1.22
Mylan 0.1 $4.2M 169k 24.92
Regis Corp Minn note 5.000% 7/1 0.1 $4.1M 3.2M 1.29
Dominion Res Inc Va New debt 0.1 $3.8M 2.9M 1.32
SPDR S&P Homebuilders (XHB) 0.1 $3.7M 195k 19.05
Nextera Energy Inc. 7% Equity pfd cv 0.1 $3.8M 73k 52.18
Covanta Holding Conv conv bnd 0.1 $4.1M 3.5M 1.18
Hovnanian Enterprises Inc unit 99/99/9999 0.1 $3.8M 190k 19.87
Tpk conv 0.1 $4.0M 3.6M 1.10
Stillwater Mng Co note 1.875% 3/1 0.1 $3.4M 2.8M 1.20
Teva Pharm Finance Llc Cvt cv bnd 0.1 $3.4M 3.1M 1.09
Kaiser Aluminum Corp. Cv. Sr. conv 0.1 $3.2M 2.6M 1.25
Bld Investments Pte Ltd conv 0.1 $3.3M 3.7M 0.88
Realogy Corp 11% 04/15/2018 conv 0.1 $3.3M 3.0M 1.09
Tata Steel Ltd 4.5% 11/21/2014 conv 0.1 $3.6M 3.0M 1.19
Aspen Insurance Holdings Ltd pfd prp inc eq 0.1 $3.0M 54k 55.03
Radisys Corp note 2.750% 2/1 0.1 $3.0M 3.0M 0.99
Spdr S&p 500 Etf (SPY) 0.1 $3.0M 22k 136.41
General Cable Corp Del New frnt 4.500% 11/1 0.1 $2.9M 1.9M 1.54
Celgene Corporation 0.1 $2.9M 50k 58.88
Ingersoll-rand Global Hldg C debt 0.1 $2.6M 926k 2.83
D Archer-daniels Midla Nd Co Com Common Stock 0 0.1 $2.6M 70k 37.01
Ciena Corp 144a 4.0 03-15-15 convert 0.1 $2.5M 1.6M 1.56
Home Properties Inc 4.125% 2026 conv 0.1 $2.8M 2.7M 1.02
Nielsen Holdings 6.25% 2/01/13 pfd cv 0.1 $3.0M 50k 60.42
Altra Holdings Inc 2.75% conv 0.1 $2.5M 2.2M 1.14
Kinross Gold Corp note 1.750% 3/1 0.0 $2.3M 2.3M 1.00
Borgwarner Inc note 3.500% 4/1 0.0 $2.4M 1.0M 2.37
General Electric Company 0.0 $2.1M 105k 20.45
iShares Russell 1000 Value Index (IWD) 0.0 $2.3M 33k 70.45
Google 0.0 $2.4M 4.5k 544.00
Boise 0.0 $2.2M 224k 9.82
iShares Russell 2000 Index (IWM) 0.0 $2.2M 26k 86.38
Prologis note 3.250% 3/1 0.0 $2.2M 1.9M 1.17
Apple Computer 0.0 $2.2M 6.2k 350.16
Premier Oil Finance conv 0.0 $2.1M 1.5M 1.41
K V Pharmaceutical Co note 2.500% 5/1 0.0 $1.6M 2.5M 0.67
Liberty Media Corp deb 3.500% 1/1 0.0 $1.7M 3.0M 0.57
Microsoft Corporation (MSFT) 0.0 $1.5M 57k 25.93
Honeywell International (HON) 0.0 $1.8M 29k 61.24
EMC Corporation 0.0 $1.9M 66k 28.34
Alpha Natural Resources 0.0 $1.6M 27k 58.16
Industrial SPDR (XLI) 0.0 $1.6M 42k 38.69
PharMerica Corporation 0.0 $1.5M 113k 13.16
Life Technologies 0.0 $1.7M 31k 55.19
Allergan Inc Com Stk 0.0 $1.8M 22k 79.55
Chemtura Corporation 0.0 $1.6M 83k 19.18
Xilinx, Inc. Cv. Sr. Notes 144 conv 0.0 $1.6M 1.3M 1.30
XL 0.0 $1.7M 70k 24.42
Citadel Broadcasting Corp-b 0.0 $1.7M 50k 34.10
China Overseas conv 0.0 $1.8M 1.4M 1.28
Trw Automotive conv 0.0 $1.5M 709k 2.05
Citigroup (C) 0.0 $1.5M 319k 4.59
Hercules Offshore Inc note 3.375% 6/0 0.0 $1.2M 1.3M 0.95
Invitrogen Corp note 3.250% 6/1 0.0 $1.1M 1.0M 1.13
Chesapeake Energy Corp note 2.500% 5/1 0.0 $1.1M 1.0M 1.11
JPMorgan Chase & Co. (JPM) 0.0 $1.1M 25k 45.64
Qualcomm (QCOM) 0.0 $1.2M 22k 57.07
USG Corporation 0.0 $858k 56k 15.43
Micron Technology (MU) 0.0 $1.0M 91k 11.32
Suncor Energy (SU) 0.0 $1.2M 26k 46.04
Health Care Reit Inc note 3.000%12/0 0.0 $1.4M 1.2M 1.13
Borgwarner 0.0 $1.2M 15k 77.27
Advanced Micro Dev Com Usd0.01 0.0 $937k 103k 9.10
Anglogold Holdings Regs conv 0.0 $1.3M 1.0M 1.26
Cooper Standard Holdings (CPS) 0.0 $902k 20k 44.74
Callaway Golf Company pfd cv 0.0 $1.0M 8.8k 119.20
Tata Motors 0% 07/12/12 conv 0.0 $1.3M 900k 1.40
Molycorp, Inc. pfd conv ser a 0.0 $1.1M 7.9k 133.59
Aar Corp 2.25% conv 0.0 $1.2M 1.2M 0.99
Mgm Studios Private 0.0 $1.3M 55k 22.75
MGIC Investment (MTG) 0.0 $306k 35k 8.67
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $826k 15k 55.07
Verizon Communications (VZ) 0.0 $827k 22k 37.76
Ford Motor Company (F) 0.0 $774k 50k 15.48
FelCor Lodging Trust Incorporated 0.0 $636k 100k 6.36
Alza Corp sdcv 7/2 0.0 $775k 824k 0.94
Cogent Communications (CCOI) 0.0 $725k 50k 14.50
Newpark Resources (NPKI) 0.0 $452k 50k 9.04
Stillwater Mining Company 0.0 $818k 36k 22.82
Blue Coat Systems 0.0 $806k 28k 28.79
MetLife (MET) 0.0 $524k 11k 46.79
Textron (TXT) 0.0 $365k 14k 26.07
Apache Corp Com Stk 0.0 $693k 5.2k 133.29
Energy Partners 0.0 $502k 28k 18.22
Spansion 0.0 $316k 17k 18.88
Felcor Lodging Trust Inc. pfd cv a $1.95 0.0 $572k 21k 27.08
Chesapeake Enrgy Cvt Ppd 4.50 cv p 0.0 $630k 6.5k 96.92
Annaly C 0.0 $357k 20k 17.85
Home Inns & Hotel Management I conv 0.0 $650k 602k 1.08
Anglogold Ashanti 0.0 $515k 10k 50.99
James River Coal Co conv 0.0 $520k 500k 1.04
Newmont Mining Corporation (NEM) 0.0 $147k 2.5k 58.80
Sotheby's 0.0 $273k 5.4k 50.56
Forest City Enterprises 0.0 $38k 2.0k 19.00
ON Semiconductor (ON) 0.0 $21k 2.0k 10.50
Equinix 0.0 $101k 1.0k 101.00
ArcelorMittal 0.0 $100k 2.7k 37.04
MGM Resorts International. (MGM) 0.0 $13k 1.0k 13.00
Oil Service HOLDRs 0.0 $8.0k 50.00 160.00
Ruth's Hospitality 0.0 $265k 54k 4.91
Smurfit-stone Container Corp 0.0 $26k 680.00 38.24
Moly 0.0 $37k 500.00 74.00
Visteon Corporation (VC) 0.0 $13k 200.00 65.00
Catalyst Paper Corp. 0.0 $105k 502k 0.21
Lear Corp Pfd Series A pfd cv 0.0 $999.960000 12.00 83.33
Visteon Wts Exp 10/1/2015 0.0 $17k 621.00 27.38
Pacific Drilling Sa 0.0 $142k 15k 9.47