Advent Capital Management

Advent Capital Management as of June 30, 2011

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 351 positions in its portfolio as reported in the June 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 $118M 111k 1059.50
Massey Energy Co note 3.250% 8/0 1.7 $94M 88M 1.07
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.6 $88M 87k 1002.75
Mgm Mirage conv 1.5 $81M 75M 1.08
Affiliated Managers Group note 3.950% 8/1 1.2 $68M 61M 1.12
General Cable Corp Del New note 0.875%11/1 1.2 $66M 61M 1.08
Equinix Inc note 3.000%10/1 1.2 $65M 58M 1.12
Gilead Sciences, Inc. Cv. Sr. conv 1.2 $65M 58M 1.11
Micron Technology Inc note 1.875% 6/0 1.2 $64M 66M 0.97
Lucent Tech Cap Trust I convert 1.2 $63M 65k 979.48
Symantec Corp note 1.000% 6/1 1.1 $61M 50M 1.22
Medtronic Inc note 1.625% 4/1 1.1 $60M 59M 1.02
Owens-brockway Glass Container conv 1.1 $59M 59M 0.99
Trinity Inds Inc note 3.875% 6/0 1.1 $58M 55M 1.05
Lukoil 2.625% 2015 conv 1.1 $57M 49M 1.16
GAME Technolog debt 1.0 $55M 46M 1.20
Xm Sirius cv 7% 1.0 $53M 36M 1.49
Linear Technology Corp note 3.000% 5/0 0.9 $52M 49M 1.07
Interpublic Group Cos Inc note 4.750% 3/1 0.9 $52M 41M 1.26
General Mtrs Co jr pfd cnv srb 0.9 $51M 1.0M 48.74
Stanley Black & Decker Inc unit 99/99/9999 0.9 $50M 415k 120.11
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.9 $50M 608k 82.35
Stanley Wks frnt 5/1 0.9 $49M 42M 1.18
Apache Corp pfd cv 0.9 $49M 737k 65.92
Invitrogen Corp note 1.500% 2/1 0.9 $48M 42M 1.15
Keycorp New pfd 7.75% sr a 0.9 $48M 429k 112.00
Citigroup Inc unit 0.9 $48M 403k 120.15
Webmd Health Corp 2.25% conv 0.9 $48M 50M 0.96
Vedanta Resources Jersey 4% conv 0.9 $47M 46M 1.02
Intel Corp sdcv 0.8 $45M 44M 1.04
Arris Group Inc note 2.000%11/1 0.8 $43M 41M 1.05
Boston Properties conv 0.8 $43M 39M 1.12
Jds Uniphase Corp note 1.000% 5/1 0.8 $43M 42M 1.03
Amgen Inc note 0.375% 2/0 0.8 $42M 42M 1.00
Gilead Sciences, Inc. Cv. Sr. conv 0.8 $41M 36M 1.16
Intel Corp. Jr. Sub. Cv. Deb. conv 0.7 $41M 33M 1.22
Steel Dynamics Inc note 5.125% 6/1 0.7 $40M 33M 1.20
Lennar Corp conv 0.7 $40M 40M 1.00
Amr Corp note 6.250%10/1 0.7 $39M 40M 0.97
Nuvasive Inc note 2.250% 3/1 0.7 $39M 37M 1.04
Jefferies Group Inc New dbcv 3.875%11/0 0.7 $39M 38M 1.01
Saks Inc note 2.000% 3/1 0.7 $38M 36M 1.05
Anixter Intl Inc note 1.000% 2/1 0.7 $38M 32M 1.19
Illumina Inc 0 1/4 2016 conv 0.7 $37M 35M 1.07
Newell Financial Trust I Cvt P convert 0.7 $37M 778k 47.00
Lifepoint Hospitals Inc note 3.500% 5/1 0.7 $36M 34M 1.07
Cemex Sab conv 0.7 $36M 37M 0.99
Newmont Mining Corp note 3.000% 2/1 0.6 $35M 29M 1.22
Lincare Hldgs 2.75% 11/37 note 0.6 $34M 31M 1.10
Archer Daniels Midland Co note 0.875% 2/1 0.6 $34M 32M 1.06
Mylan Inc note 1.250% 3/1 0.6 $33M 30M 1.11
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.6 $33M 34M 0.96
Vornado Rlty L P debt 0.6 $33M 29M 1.13
Omnicare Cap Tr Ii pfd b tr 4.00% 0.6 $33M 680k 48.10
Molson Coors Brewing Co note 2.500% 7/3 0.6 $32M 29M 1.10
Arvinmeritor Inc frnt 4.000% 2/1 0.6 $32M 34M 0.96
Newpark Res Inc note 4.000%10/0 0.6 $31M 27M 1.16
Petrobakken Energy Ltd conv 0.6 $31M 32M 0.95
Synovus Finl Corp unit 99/99/9999 0.6 $30M 1.5M 20.24
Alexandria Real Estate pfd cv 0.6 $30M 1.2M 25.65
China Unicom 0.75% 2015 Reg S conv 0.6 $30M 26M 1.17
Healthsouth Corp A 6.5 Cvp convert 0.5 $30M 26k 1128.13
Sl Green Operating Par 144a 3. convert 0.5 $29M 25M 1.16
Mf Global Ltd note 9.000% 6/2 0.5 $29M 25M 1.16
Lam Research Corp 0.5 Cnv 144a convert 0.5 $29M 29M 1.00
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.5 $28M 32M 0.86
Paladin Energy 5% 03/11/13 conv 0.5 $28M 30M 0.94
Gilead Sciences Inc note 0.625% 5/0 0.5 $27M 23M 1.19
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.5 $26M 27M 0.98
Rovi Corp conv 0.5 $26M 19M 1.36
Fifth Third Bancorp cnv pfd dep1/250 0.5 $26M 183k 140.73
Microsoft Corporation Cv. Sr. conv 0.5 $26M 25M 1.02
Digital River, Inc. Sr. Cv Not conv 0.5 $25M 25M 1.00
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $25M 24M 1.01
Hartford Finl Svcs Group Inc dep conv p 0.5 $25M 951k 25.98
Sandisk Corp note 1.000% 5/1 0.4 $24M 25M 0.97
Navistar Intl Corp New note 3.000%10/1 0.4 $24M 18M 1.31
Iconix Brand Group Inc note 1.875% 6/3 0.4 $23M 22M 1.05
Omnicom Group Inc note 7/0 0.4 $23M 21M 1.11
E M C Corp Mass note 1.750%12/0 0.4 $22M 13M 1.71
Central European Media sr nt cv 5%15 0.4 $23M 26M 0.89
Greenbrier Companies Inc conv 0.4 $22M 24M 0.91
Goldcorp Inc New note 2.000% 8/0 0.4 $22M 17M 1.26
Sba Communications Corp note 1.875% 5/0 0.4 $22M 20M 1.10
United States Stl Corp New note 4.000% 5/1 0.4 $22M 14M 1.59
Jaguar Mining, Inc. Cv. Sr. No conv 0.4 $22M 25M 0.88
Tower Group, Inc. 5% Cv. Sr. N conv 0.4 $22M 20M 1.10
Ubs Ag 9.375 Exch. Notes 0.4 $22M 811k 27.18
Webmd Health 2.5% conv 0.4 $22M 23M 0.97
D R Horton Inc note 2.000% 5/1 0.4 $22M 20M 1.11
Centerpoint Energy Inc Vq 09-1 convert 0.4 $22M 592k 36.33
Ppl Corporation 8.75% pfd cv 0.4 $22M 393k 54.60
Newmont Mining Corp note 1.250% 7/1 0.4 $21M 16M 1.30
Ares Capital Corp 5.75% conv 0.4 $21M 20M 1.05
Goodyear Tire Rubr Pfd 5.875% p 0.4 $21M 370k 55.47
Teva Pharmaceutical Industries (TEVA) 0.4 $20M 416k 48.22
Sonic Automotive Inc note 5.000% 10/0 0.4 $20M 15M 1.32
Sothebys note 3.125% 6/1 0.4 $20M 14M 1.41
Jns 3.25% 7/15/2014 note 0.4 $20M 19M 1.08
Patriot Coal Corp. 3.25% 5/31/13 conv 0.4 $20M 21M 0.98
Iconix Brand Group Inc Cvt 144 convert 0.4 $20M 19M 1.06
Ppl Corp unit 99/99/9999 0.4 $20M 353k 56.13
Salix Pharmaceuticals Inc note 2.750% 5/1 0.4 $20M 17M 1.15
TAKE-TWO INTER CONVERTIBLE security 0.4 $20M 12M 1.58
Shangrila 4% 2016 conv 0.4 $20M 20M 0.98
Petroplus Finance Ltd 4% 10/16/15 conv 0.3 $19M 21M 0.92
Ares Capital Corp 5.125% conv 0.3 $19M 18M 1.02
Barrett Bill Corp note 5.000% 3/1 0.3 $18M 18M 1.03
E M C Corp Mass note 1.750%12/0 0.3 $18M 10M 1.75
Aar Corp 1.625% 144a conv 0.3 $18M 18M 1.02
Shire Plc 2.75% 14 conv 0.3 $18M 16M 1.17
Xl Capital pfd cv 0.3 $18M 562k 31.85
Allegheny Technologies Inc note 4.250% 6/0 0.3 $18M 11M 1.65
Health Care Reit Inc note 3.000%12/0 0.3 $17M 15M 1.12
Biomed Realty conv 0.3 $17M 14M 1.18
Greatbatch Inc sdcv 2.250% 6/1 0.3 $16M 16M 1.00
Hologic Inc frnt 2.000%12/1 0.3 $16M 14M 1.14
China Green Holdings 4/12/13 conv 0.3 $16M 137M 0.12
Host Hotels conv 0.3 $17M 14M 1.15
On Semiconductor Corp note 2.625%12/1 0.3 $16M 13M 1.21
Priceline.com Inc 144a 1.25 03 convert 0.3 $16M 9.0M 1.77
Peabody Energy Corp sdcv 4.750%12/1 0.3 $15M 13M 1.23
Biovail Corp conv 0.3 $15M 4.1M 3.66
Continental Airls Inc note 4.500% 1/1 0.3 $15M 11M 1.42
Sunpower Corp dbcv 4.750% 4/1 0.3 $15M 14M 1.07
Old Rep Intl Corp note 8.000% 5/1 0.3 $15M 13M 1.12
Smithfield Foods Inc note 4.000% 6/3 0.3 $14M 12M 1.18
Interpublic Grp. P 0.3 $14M 13k 1120.30
Nextera Energy Cvp convert 0.3 $14M 273k 51.85
Host Hotels 144a conv 0.3 $14M 13M 1.15
Continental Airlines 6% Conv p 0.2 $14M 356k 38.00
Au Optronics Zero Coupon 2015 conv 0.2 $14M 15M 0.94
Universal Corp 6.75% Perp pfd cv 0.2 $14M 14k 979.90
Mf Global Hldgs Ltd note 1.875% 2/0 0.2 $14M 14M 0.99
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $14M 178k 77.95
Interdigital Inc conv 0.2 $14M 13M 1.05
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.2 $13M 276k 48.00
Coinstar Inc note 4.000% 9/0 0.2 $13M 8.7M 1.53
Annaly Cap Mgmt Inc note 4.000% 2/1 0.2 $13M 11M 1.19
Health Care Reit Pfd I 6.5% 0.2 $13M 250k 51.84
Petrominerales 2.625% 8/25/16 conv 0.2 $13M 11M 1.14
National Retail Properties I note 5.125% 6/1 0.2 $13M 12M 1.11
Teleflex Inc note 3.875% 8/0 0.2 $13M 11M 1.16
Vertex Pharmaceuticals Inc note 3.350%10/0 0.2 $13M 9.9M 1.26
Lennar Corp conv bnd 0.2 $13M 12M 1.07
Delphi Automotive B Shares 0.2 $13M 553.00 22900.54
Goodrich Petrol 5.375% Pfd pfd cv 0.2 $13M 293k 43.29
Alaska Comm Systems Group conv 0.2 $13M 13M 1.00
Alliance Data Systems Corp note 1.750% 8/0 0.2 $12M 9.6M 1.27
Ford Mtr Co Del note 4.250%11/1 0.2 $12M 7.1M 1.71
Intel Corporation (INTC) 0.2 $11M 514k 22.16
Great Plains Energy Inc unit 06/15/2042 0.2 $11M 173k 65.45
Larsen & Toubro conv 0.2 $12M 9.7M 1.19
Arvinmeritor Inc frnt 4.625% 3/0 0.2 $11M 9.9M 1.09
Charming Shoppes Inc note 1.125% 5/0 0.2 $11M 12M 0.90
Quicksilver Resources Inc dbcv 1.875%11/0 0.2 $11M 10M 1.07
Sesi L L C frnt 1.500%12/1 0.2 $11M 11M 1.02
Orbital Sciences Corp note 2.438% 1/1 0.2 $11M 11M 1.03
Alcoa Inc debt 0.2 $11M 4.4M 2.54
Omnicare Inc note 3.750%12/1 0.2 $11M 8.0M 1.34
Integra Lifesciences Holdings conv 0.2 $11M 11M 1.00
Saks Incorporated conv 0.2 $11M 4.9M 2.19
Equinix Inc note 2.500% 4/1 0.2 $10M 9.7M 1.05
Mylan Inc note 3.750% 9/1 0.2 $10M 5.2M 1.97
Dendreon Corp note 0.2 $10M 9.4M 1.10
Dst Sys Inc Del dbcv 4.125% 8/1 0.2 $10M 8.4M 1.20
Nash Finch Co frnt 1.631% 3/1 0.2 $10M 21M 0.47
Netapp Inc note 1.750% 6/0 0.2 $9.9M 5.8M 1.70
Ual Corp note 6.000%10/1 0.2 $9.8M 3.5M 2.77
Nuvasive Inc. conv 0.2 $10M 10M 1.01
Ttm Technologies Inc note 3.250% 5/1 0.2 $9.1M 7.1M 1.27
Tenet Healthcare Corporation 0.2 $9.5M 1.5M 6.24
Anglogold Ashanti Holdings Fin pfd cv 0.2 $9.5M 193k 49.52
Anglogold Holdings 144a conv 0.2 $9.1M 7.9M 1.16
Banco Espirito Santo Sa conv 0.2 $9.5M 9.8M 0.97
Epistar 0 Coupon 2016 conv 0.2 $9.5M 9.5M 1.00
Old Republic Intl Corp note 0.2 $9.4M 9.4M 0.99
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $8.9M 6.9M 1.28
Ciena Corp note 0.875% 6/1 0.2 $8.8M 10M 0.85
CUBIST PHARM CONVERTIBLE security 0.2 $8.5M 6.1M 1.39
HEALTH CR REIT CONVERTIBLE security 0.2 $8.6M 7.7M 1.13
American Equity Inv Life 3.5 1 convert 0.2 $8.9M 7.6M 1.18
Nortel Networks 2.125% 4/15/14 conv 0.2 $9.0M 9.8M 0.92
Molycorp Inc conv bnd 0.2 $8.9M 7.6M 1.17
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $8.3M 6.0M 1.38
Stewart Enterprises Inc note 3.125% 7/1 0.1 $8.2M 8.0M 1.03
2010 Swift 6%mand Com Exch Sec pfd cv 0.1 $8.1M 615k 13.10
Cemex Sab De Cv 3.25% conv 0.1 $8.4M 8.5M 0.99
Chesapeake Energy Corp note 2.750%11/1 0.1 $7.7M 6.9M 1.12
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $7.8M 6.4M 1.22
Textron Inc note 4.500% 5/0 0.1 $7.6M 4.0M 1.87
Health Care Reit Inc Cvt cv bnd 0.1 $7.9M 7.0M 1.13
Ciena Corp 144a 4.0 03-15-15 convert 0.1 $7.9M 6.7M 1.19
02/15/2024 Jaiprakash Associates conv 0.1 $7.6M 5.7M 1.33
Kilroy Realty Lp conv 0.1 $7.8M 6.4M 1.21
Micron Technology Inc Mu Cvt 1 convert 0.1 $7.6M 7.5M 1.01
Morgans Hotel Group Co note 2.375%10/1 0.1 $7.4M 8.5M 0.87
Trina Solar Limited note 4.000% 7/1 0.1 $7.2M 4.9M 1.45
Rayonier Trs Holdings In 144a convert 0.1 $6.8M 4.9M 1.39
Lam Research Corp Cnv 144a 1.2 convert 0.1 $6.9M 7.0M 0.99
Kkr Financial Hldgs Llc note 7.500% 1/1 0.1 $6.8M 4.7M 1.45
Symantec Corporation 0.1 $6.7M 342k 19.72
Radian Group Inc note 3.000%11/1 0.1 $6.5M 9.0M 0.72
Host Hotels & Resorts conv 0.1 $6.5M 6.5M 1.00
Pdc Energy 3.25% 144a conv 0.1 $6.7M 6.7M 1.00
Webster Financial Pfd 8.5% 12/31/49 pfd cv 0.1 $6.5M 6.0k 1083.17
Northstart Realty Fin 7.5% 144a conv 0.1 $6.4M 6.8M 0.94
Hanover Compressor Co note 4.750% 1/1 0.1 $5.9M 6.0M 0.98
Danaher Corp Del debt 0.1 $5.8M 3.8M 1.54
Agco Corp note 1.250%12/1 0.1 $6.1M 4.5M 1.35
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $5.8M 4.9M 1.18
Chesapeake Energy Corp note 2.500% 5/1 0.1 $6.0M 5.6M 1.06
Rti Intl Metals Inc note 3.000%12/0 0.1 $6.3M 4.9M 1.29
Kaman Corporation Cv. Sr. Note conv 0.1 $6.2M 5.0M 1.24
Forest City Enterprises Inc conv bnd 0.1 $5.8M 4.2M 1.37
Acergy 2.25% 2013 conv 0.1 $6.3M 5.1M 1.23
St Mary Ld & Expl Co note 3.500% 4/0 0.1 $5.6M 4.0M 1.41
Medicis Pharmaceutical Corp note 2.500% 6/0 0.1 $5.4M 4.0M 1.34
Ciena Corp conv bnd 0.1 $5.6M 4.7M 1.18
Forest City Ent pfd cv 0.1 $5.5M 80k 68.52
Photronics Inc conv 0.1 $5.5M 4.9M 1.13
Integra Lifesciences Holdings conv bnd 0.1 $5.3M 5.3M 1.01
Nii Hldgs Inc note 3.125% 6/1 0.1 $5.1M 5.1M 1.00
Csg Systems International, Inc conv 0.1 $5.2M 5.1M 1.01
Chesapeake Energy 5% Cv. Pfd. pfd cv 0.1 $4.9M 50k 97.32
Fti Consulting Inc bond 0.1 $5.0M 3.9M 1.27
Salamander Energy Plc 5% conv 0.1 $5.2M 4.6M 1.12
Brookdale Senior Living note 0.1 $5.2M 5.0M 1.03
Ciena Corp note 0.250% 5/0 0.1 $4.1M 4.2M 0.98
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $4.6M 3.8M 1.23
D Archer-daniels Midla Nd Co Com Common Stock 0 0.1 $4.1M 138k 30.15
SPECTRUM BRANDS Hldgs 0.1 $4.5M 142k 32.00
Note 3.50 0.1 $4.1M 3.2M 1.28
Macerich Co 3.25% 3/15/12 conv 0.1 $4.5M 4.5M 1.01
Sunpower Corp conv 0.1 $4.4M 4.0M 1.11
Alpha Natural Resources Inc note 2.375% 4/1 0.1 $4.1M 3.5M 1.17
Regis Corp Minn note 5.000% 7/1 0.1 $3.9M 3.3M 1.21
Au Optronics Corp 0.1 $4.0M 581k 6.88
Laboratory Corp Amer Hldgs debt 0.1 $3.8M 3.0M 1.30
Teva Pharm Finance Llc Cvt cv bnd 0.1 $3.7M 3.3M 1.13
Airtran Hldgs Inc note 5.250%11/0 0.1 $3.6M 2.5M 1.44
Covanta Holding Conv conv bnd 0.1 $4.0M 3.5M 1.14
Unknown 0.1 $3.6M 96k 37.33
Rait Financial Trust - Putable At 100 conv bond 0.1 $4.0M 4.0M 0.99
Molina Healthcare Inc note 3.750%10/0 0.1 $3.5M 3.0M 1.16
Stillwater Mng Co note 1.875% 3/1 0.1 $3.3M 2.8M 1.18
Viropharma Inc note 2.000% 3/1 0.1 $3.3M 2.7M 1.22
Tech Data Corp dbcv 2.750%12/1 0.1 $3.2M 3.0M 1.04
General Cable Corp Del New frnt 4.500% 11/1 0.1 $3.3M 2.4M 1.38
Molina Healthcare (MOH) 0.1 $3.1M 116k 27.12
Eastman Kodak Co note 7.000% 4/0 0.1 $3.0M 3.5M 0.87
Realogy Corp 11% 04/15/2018 conv 0.1 $3.2M 3.0M 1.05
Tata Steel Ltd 4.5% 11/21/2014 conv 0.1 $3.3M 2.9M 1.15
First Quantum conv 0.1 $3.2M 1.2M 2.66
Aspen Insurance Holdings Ltd pfd prp inc eq 0.1 $2.8M 54k 52.21
Caci Intl Inc note 2.125% 5/0 0.1 $2.5M 2.0M 1.27
Hologic Inc frnt 2.000%12/1 0.1 $2.7M 2.8M 0.96
Radisys Corp note 2.750% 2/1 0.1 $2.9M 3.0M 0.95
Borgwarner Inc note 3.500% 4/1 0.1 $2.5M 1.0M 2.47
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $2.6M 51k 51.98
Spdr S&p 500 Etf (SPY) 0.1 $2.9M 22k 131.95
Mylan 0.1 $3.0M 122k 24.67
Google 0.1 $2.5M 5.0k 506.40
Group 1 Automotive (GPI) 0.1 $2.7M 67k 41.18
Kaiser Aluminum Corp. Cv. Sr. conv 0.1 $2.6M 2.0M 1.31
Gaylord Entertainment Co 144a convert 0.1 $3.0M 2.3M 1.27
Home Properties Inc 4.125% 2026 conv 0.1 $2.7M 2.7M 1.01
Nielsen Holdings 6.25% 2/01/13 pfd cv 0.1 $2.8M 45k 62.20
K V Pharmaceutical Co note 2.500% 5/1 0.0 $2.3M 4.5M 0.51
Sba Communications Corp note 4.000%10/0 0.0 $2.1M 1.5M 1.41
General Electric Company 0.0 $2.0M 105k 18.86
LifePoint Hospitals 0.0 $2.5M 63k 39.07
iShares Russell 1000 Value Index (IWD) 0.0 $2.3M 33k 68.27
Chesapeake Energy Corporation 0.0 $2.0M 68k 29.69
iShares Russell 2000 Index (IWM) 0.0 $2.2M 26k 82.81
Zions Bancorporation (ZION) 0.0 $2.4M 100k 24.01
Celgene Corporation 0.0 $2.4M 40k 60.32
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $2.3M 25k 91.28
Visteon Corporation (VC) 0.0 $2.3M 34k 68.42
Micron Technology Inc note 4.250%10/1 0.0 $2.3M 1.4M 1.63
Citadel Broadcasting Corp-b 0.0 $2.0M 60k 33.34
Tronox 0.0 $2.0M 14k 140.01
Prologis Inc note 3.250% 3/1 0.0 $2.2M 1.9M 1.15
Broadsoft Inc. 1.5% 07/01/2018 conv 0.0 $2.3M 2.1M 1.09
Liberty Media Corp deb 3.500% 1/1 0.0 $1.7M 3.0M 0.55
Microsoft Corporation (MSFT) 0.0 $1.9M 72k 26.00
Qualcomm (QCOM) 0.0 $1.7M 30k 56.78
EMC Corporation 0.0 $1.8M 66k 27.55
Life Technologies 0.0 $1.6M 31k 52.07
Banco Santander (SAN) 0.0 $1.7M 145k 11.51
Ingersoll-rand Global Hldg C debt 0.0 $1.7M 676k 2.54
SPDR S&P Homebuilders (XHB) 0.0 $1.4M 77k 18.06
Apple Computer 0.0 $1.4M 4.2k 335.71
China Overseas conv 0.0 $1.8M 1.4M 1.32
Premier Oil Finance conv 0.0 $1.9M 1.5M 1.26
Sound Global 6% 15 conv 0.0 $1.9M 11M 0.17
Mgm Studios Private 0.0 $1.5M 65k 22.63
Xilinx Inc Cvt 2.625 6-15-17 convert 0.0 $1.7M 1.3M 1.33
Gmac Private Equity 0.0 $1.8M 230.00 8000.00
Capitalsource Inc note 7.250% 7/1 0.0 $1.1M 1.0M 1.04
Goodrich Pete Corp note 5.000%10/0 0.0 $1.0M 1.0M 0.98
Hercules Offshore Inc note 3.375% 6/0 0.0 $1.2M 1.3M 0.94
Chesapeake Energy Corp note 2.500% 5/1 0.0 $1.1M 1.1M 1.06
JPMorgan Chase & Co. (JPM) 0.0 $1.0M 25k 40.96
Health Care SPDR (XLV) 0.0 $1.1M 30k 35.53
First Horizon National Corporation (FHN) 0.0 $840k 88k 9.55
Textron (TXT) 0.0 $921k 39k 23.62
United States Steel Corporation 0.0 $921k 20k 46.05
Suncor Energy (SU) 0.0 $1.0M 26k 39.12
Anglogold Holdings Regs conv 0.0 $1.2M 1.0M 1.16
Cooper Standard Holdings (CPS) 0.0 $1.3M 27k 46.01
Shengdatech Inc 6.5% conv 0.0 $900k 6.0M 0.15
Tata Motors 0% 07/12/12 conv 0.0 $1.2M 900k 1.31
Citigroup (C) 0.0 $1.3M 32k 41.64
Aar Corp 2.25% conv 0.0 $1.2M 1.2M 1.01
Chrysler Group Llc L+475 pfd cv 0.0 $980k 1.0M 0.98
People's United Financial 0.0 $336k 25k 13.44
Verizon Communications (VZ) 0.0 $815k 22k 37.21
Boise 0.0 $534k 69k 7.78
Alpha Natural Resources 0.0 $782k 17k 45.47
Micron Technology (MU) 0.0 $456k 61k 7.48
Industrial SPDR (XLI) 0.0 $372k 10k 37.20
Alza Corp sdcv 7/2 0.0 $775k 824k 0.94
PharMerica Corporation 0.0 $616k 48k 12.76
Webster Financial Corporation (WBS) 0.0 $631k 30k 21.03
Cogent Communications (CCOI) 0.0 $572k 34k 17.02
Cubist Pharmaceuticals 0.0 $760k 21k 36.00
Ruth's Hospitality 0.0 $387k 69k 5.62
Energy Partners 0.0 $337k 23k 14.81
Spansion 0.0 $408k 22k 18.95
Market Vectors Agribusiness 0.0 $484k 9.0k 53.78
Chesapeake Enrgy Cvt Ppd 4.50 cv p 0.0 $598k 6.5k 92.00
Nextera Energy Inc. 7% Equity pfd cv 0.0 $671k 13k 51.62
Advanced Micro Dev Com Usd0.01 0.0 $545k 78k 6.99
James River Coal Co conv 0.0 $500k 500k 1.00
Callidus Software Inc conv 0.0 $653k 660k 0.99
Swift Svcs Hldgs Swft 10% conv 0.0 $424k 400k 1.06
Tyco 0.0 $692k 14k 49.43
Newmont Mining Corporation (NEM) 0.0 $135k 2.5k 54.00
Forest City Enterprises 0.0 $37k 2.0k 18.50
Stewart Enterprises 0.0 $146k 20k 7.30
Synovus Financial 0.0 $210k 101k 2.08
Illumina (ILMN) 0.0 $113k 1.5k 75.33
Equinix 0.0 $101k 1.0k 101.00
Arris 0.0 $33k 2.8k 11.65
Bill Barrett Corporation 0.0 $9.0k 200.00 45.00
WebMD Health 0.0 $228k 5.0k 45.60
Moly 0.0 $61k 1.0k 61.00
Annaly C 0.0 $226k 13k 18.08
Catalyst Paper Corp. 0.0 $52k 375k 0.14
Lear Corp Pfd Series A pfd cv 0.0 $999.960000 12.00 83.33