Advent Capital Management

Advent Capital Management as of Sept. 30, 2011

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 312 positions in its portfolio as reported in the September 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) 2.2 $99M 96k 1032.00
Symantec Corp note 1.000% 6/1 1.6 $71M 62M 1.15
Affiliated Managers Group note 3.950% 8/1 1.6 $70M 66M 1.06
Gilead Sciences conv 1.6 $70M 65M 1.08
Mgm Mirage conv 1.4 $64M 71M 0.89
Equinix Inc note 3.000%10/1 1.4 $62M 59M 1.05
GAME Technolog debt 1.4 $62M 54M 1.15
General Cable Corp Del New note 0.875%11/1 1.4 $62M 67M 0.92
Lukoil 2.625% 2015 conv 1.4 $60M 59M 1.02
Massey Energy Co note 3.250% 8/0 1.3 $58M 65M 0.90
Allegheny Technologies Inc note 4.250% 6/0 1.3 $56M 47M 1.21
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.2 $51M 67k 765.01
Trinity Inds Inc note 3.875% 6/0 1.1 $49M 53M 0.92
Lucent Tech Cap Trust I convert 1.1 $49M 59k 831.22
Digital River, Inc. Sr. Cv Not conv 1.1 $49M 56M 0.87
Owens-brockway Glass Container conv 1.1 $48M 53M 0.91
Medtronic Inc note 1.625% 4/1 1.1 $47M 47M 1.00
Interpublic Group Cos Inc note 4.750% 3/1 1.0 $46M 43M 1.07
Anixter Intl Inc note 1.000% 2/1 1.0 $44M 43M 1.02
E M C Corp Mass note 1.750%12/0 1.0 $44M 31M 1.41
Saks Inc note 2.000% 3/1 1.0 $44M 44M 0.99
Iconix Brand Group Inc Cvt 144 convert 1.0 $44M 47M 0.93
Microsoft Corporation Cv. Sr. conv 1.0 $43M 43M 1.01
Host Hotels & Resorts Lpcvt2.5 convert 1.0 $43M 41M 1.05
Keycorp New pfd 7.75% sr a 1.0 $42M 414k 101.99
Boston Properties conv 0.9 $42M 39M 1.06
Gilead Sciences conv 0.9 $41M 36M 1.14
Stanley Black & Decker Inc unit 99/99/9999 0.9 $39M 381k 102.71
Webmd Health Corp 2.25% conv 0.8 $37M 41M 0.90
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.8 $37M 40M 0.93
Linear Technology Corp note 3.000% 5/0 0.8 $36M 36M 1.02
Intel Corp sdcv 0.8 $35M 35M 1.02
Salix Pharmaceuticals Inc note 2.750% 5/1 0.7 $33M 33M 0.99
Steel Dynamics Inc note 5.125% 6/1 0.7 $32M 31M 1.03
Lifepoint Hospitals Inc note 3.500% 5/1 0.7 $31M 31M 1.01
Stanley Wks frnt 5/1 0.7 $32M 31M 1.03
Ciena Corp 144a 4.0 03-15-15 convert 0.7 $31M 33M 0.95
Lincare Hldgs Inc note 2.750%11/0 0.7 $31M 30M 1.03
Netapp Inc note 1.750% 6/0 0.7 $30M 25M 1.22
Vornado Rlty L P debt 0.7 $30M 29M 1.03
Intel Corp. Jr. Sub. Cv. Deb. conv 0.7 $30M 25M 1.18
Arris Group Inc note 2.000%11/1 0.7 $29M 29M 1.01
Textron Inc note 4.500% 5/0 0.7 $29M 19M 1.51
Navistar Intl Corp New note 3.000%10/1 0.7 $29M 29M 1.00
Amgen Inc note 0.375% 2/0 0.7 $29M 29M 0.98
Xm Sirius cv 7% 0.6 $28M 24M 1.17
Illumina Inc 0 1/4 2016 conv 0.6 $28M 32M 0.88
Hologic Inc frnt 2.000%12/1 0.6 $28M 30M 0.94
Molson Coors Brewing Co note 2.500% 7/3 0.6 $28M 26M 1.06
Newell Financial Trust I Cvt P convert 0.6 $27M 628k 43.00
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.6 $26M 29M 0.91
Micron Technology Inc note 1.875% 6/0 0.6 $26M 28M 0.95
Sandisk Corp note 1.000% 5/1 0.6 $26M 27M 0.97
Sothebys note 3.125% 6/1 0.6 $26M 23M 1.11
Newmont Mining Corp note 1.250% 7/1 0.6 $26M 18M 1.46
Lam Research Corp 0.5 Cnv 144a convert 0.6 $26M 27M 0.94
Gilead Sciences Inc note 0.625% 5/0 0.6 $25M 22M 1.14
Healthsouth Corp A 6.5 Cvp convert 0.6 $25M 30k 829.94
Rovi Corp conv 0.6 $25M 22M 1.16
Fidelity National Finance 144a conv 0.6 $25M 26M 0.97
Apache Corp pfd cv 0.6 $24M 473k 51.17
Dendreon Corp note 0.6 $24M 33M 0.73
Forest City Enterprises conv 0.6 $24M 30M 0.81
Lennar Corp conv 0.5 $24M 26M 0.94
Archer Daniels Midland Co note 0.875% 2/1 0.5 $23M 23M 1.00
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.5 $23M 410k 56.79
Acergy 2.25% 2013 conv 0.5 $23M 21M 1.09
Ares Capital Corp 5.125% conv 0.5 $23M 25M 0.93
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.5 $22M 21M 1.05
Ttm Technologies Inc note 3.250% 5/1 0.5 $22M 22M 1.00
Jefferies Group Inc New dbcv 3.875%11/0 0.5 $23M 24M 0.93
Agco Corp note 1.250%12/1 0.5 $22M 20M 1.12
Sba Communications Corp note 1.875% 5/0 0.5 $22M 21M 1.04
Ares Capital Corp 5.75% conv 0.5 $22M 23M 0.94
Omnicom Group Inc note 7/0 0.5 $21M 20M 1.04
Iconix Brand Group Inc note 1.875% 6/3 0.5 $21M 21M 0.99
Teva Pharm Finance Llc Cvt cv bnd 0.5 $21M 20M 1.03
Health Care Reit Inc note 3.000%12/0 0.5 $21M 19M 1.06
Alexandria Real Estate pfd cv 0.5 $21M 862k 24.25
Ford Mtr Co Del note 4.250%11/1 0.5 $20M 16M 1.31
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $20M 20M 0.99
Annaly Cap Mgmt Inc note 4.000% 2/1 0.5 $20M 17M 1.14
Sl Green Operating Par 144a 3. convert 0.5 $20M 20M 0.97
Petrobakken Energy Ltd conv 0.5 $20M 24M 0.82
Lincare Hldgs 2.75% 11/37 note 0.4 $20M 19M 1.03
Centerpoint Energy Inc Vq 09-1 convert 0.4 $19M 579k 33.18
Shire Plc 2.75% 14 conv 0.4 $19M 17M 1.14
Jns 3.25% 7/15/2014 note 0.4 $18M 19M 0.98
Jds Uniphase Corp note 1.000% 5/1 0.4 $18M 19M 0.96
Biomed Realty conv 0.4 $18M 17M 1.10
Webmd Health 2.5% conv 0.4 $18M 22M 0.82
Trw Automotive 3.5% 12/01/15 conv 0.4 $18M 13M 1.35
Fifth Third Bancorp cnv pfd dep1/250 0.4 $18M 136k 129.35
Mentor Graphics Corp conv 0.4 $18M 20M 0.91
Newpark Res Inc note 4.000%10/0 0.4 $17M 18M 0.94
Hologic Inc frnt 2.000%12/1 0.4 $17M 16M 1.04
Vedanta Resources Jersey 4% conv 0.4 $17M 20M 0.88
Alcoa Inc debt 0.4 $17M 10M 1.64
Omnicare Cap Tr Ii pfd b tr 4.00% 0.4 $17M 412k 40.26
Tower Group Inc conv 0.4 $17M 16M 1.04
Sba Communications Corp note 4.000%10/0 0.4 $16M 13M 1.29
Petroplus Finance Ltd 4% 10/16/15 conv 0.4 $16M 23M 0.71
Central European Media sr nt cv 5%15 0.4 $16M 23M 0.70
E M C Corp Mass note 1.750%12/0 0.3 $15M 12M 1.31
Developers Diversified Rlty note 1.750%11/1 0.3 $15M 17M 0.92
Rayonier Trs Hldgs Inc note 3.750%10/1 0.3 $15M 13M 1.12
Ixia conv bnd 0.3 $15M 17M 0.88
Dst Sys Inc Del dbcv 4.125% 8/1 0.3 $15M 13M 1.14
Molina Healthcare Inc note 3.750%10/0 0.3 $15M 15M 0.97
China Unicom 0.75% 2015 Reg S conv 0.3 $14M 13M 1.15
D R Horton Inc note 2.000% 5/1 0.3 $14M 14M 1.01
Peabody Energy Corp sdcv 4.750%12/1 0.3 $14M 13M 1.04
Ppl Corp unit 99/99/9999 0.3 $14M 248k 55.27
Invitrogen Corp note 1.500% 2/1 0.3 $13M 13M 1.01
Smithfield Foods Inc note 4.000% 6/3 0.3 $13M 12M 1.11
Old Rep Intl Corp note 8.000% 5/1 0.3 $13M 13M 1.03
Mf Global Hldgs Ltd note 1.875% 2/0 0.3 $13M 17M 0.79
Nuvasive Inc. conv 0.3 $13M 16M 0.84
National Retail Properties I note 5.125% 6/1 0.3 $13M 11M 1.16
Interpublic Grp. P 0.3 $13M 14k 907.48
General Mtrs Co jr pfd cnv srb 0.3 $13M 366k 35.08
Kilroy Realty Lp conv 0.3 $13M 12M 1.07
Ppl Corporation 8.75% pfd cv 0.3 $13M 233k 54.47
Barrett Bill Corp note 5.000% 3/1 0.3 $13M 12M 1.01
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.3 $12M 276k 44.50
Lennar Corp conv bnd 0.3 $12M 13M 0.93
Nextera Energy Cvp convert 0.3 $12M 249k 49.50
Shangrila 4% 2016 conv 0.3 $12M 15M 0.82
Health Care Reit Pfd I 6.5% 0.3 $12M 250k 46.30
Continental Airls Inc note 4.500% 1/1 0.2 $11M 8.7M 1.25
Kinross Gold Corp note 1.750% 3/1 0.2 $11M 11M 0.99
Teleflex Inc note 3.875% 8/0 0.2 $11M 10M 1.09
Anglogold Holdings 144a conv 0.2 $11M 9.8M 1.11
Alaska Comm Systems Group conv 0.2 $11M 12M 0.90
Amerigroup Corp note 2.000% 5/1 0.2 $11M 9.8M 1.07
Citigroup Inc unit 0.2 $11M 132k 79.63
Priceline.com Inc 144a 1.25 03 convert 0.2 $11M 6.7M 1.60
Old Republic Intl Corp note 0.2 $11M 12M 0.91
Interdigital Inc conv 0.2 $11M 9.8M 1.09
Alpha Natural Resources Inc note 2.375% 4/1 0.2 $9.9M 11M 0.95
Charming Shoppes Inc note 1.125% 5/0 0.2 $10M 12M 0.86
Orbital Sciences Corp note 2.438% 1/1 0.2 $10M 10M 1.00
Larsen & Toubro conv 0.2 $10M 10M 1.00
Liberty Media Corp New deb 3.125% 3/3 0.2 $9.9M 9.2M 1.08
Sunpower Corp dbcv 4.750% 4/1 0.2 $9.7M 11M 0.88
Health Care Reit Inc Cvt cv bnd 0.2 $9.8M 9.2M 1.07
TAKE-TWO INTER CONVERTIBLE security 0.2 $9.8M 7.1M 1.37
Sandisk Corp note 1.500% 8/1 0.2 $9.1M 8.8M 1.04
American Equity Inv Life 3.5 1 convert 0.2 $9.1M 9.6M 0.95
Anglogold Holdings Regs conv 0.2 $9.2M 8.3M 1.11
Goodrich Petrol 5.375% Pfd pfd cv 0.2 $9.2M 293k 31.44
Universal Corp 6.75% Perp pfd cv 0.2 $9.1M 9.7k 939.79
Brookdale Senior Living note 0.2 $9.1M 12M 0.75
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.2 $9.0M 7.1M 1.26
Greatbatch Inc sdcv 2.250% 6/1 0.2 $8.7M 8.9M 0.98
On Semiconductor Corp note 2.625%12/1 0.2 $9.0M 8.5M 1.06
Aar Corp note 1.750% 2/0 0.2 $8.9M 9.0M 0.98
Aar Corp 1.625% 144a conv 0.2 $8.9M 9.9M 0.90
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $8.8M 161k 54.52
Greenbrier Companies Inc conv 0.2 $8.6M 12M 0.72
Hartford Finl Svcs Group Inc dep conv p 0.2 $8.4M 436k 19.26
Omnicare Inc note 3.750%12/1 0.2 $8.3M 7.5M 1.11
Vertex Pharmaceuticals Inc note 3.350%10/0 0.2 $8.5M 7.4M 1.15
Host Hotels 144a conv 0.2 $8.5M 8.4M 1.02
Alliance Data Systems Corp note 1.750% 8/0 0.2 $8.0M 6.3M 1.27
Stewart Enterprises Inc note 3.125% 7/1 0.2 $8.0M 8.0M 1.00
Micron Technology Inc. conv 0.2 $7.8M 10M 0.77
Nuvasive Inc note 2.250% 3/1 0.2 $7.5M 7.7M 0.97
General Cable Corp Del New frnt 4.500% 11/1 0.2 $7.7M 8.5M 0.90
Arvinmeritor Inc frnt 4.000% 2/1 0.2 $7.7M 11M 0.69
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.2 $7.4M 6.5M 1.13
Gaylord Entertainment Co 144a convert 0.2 $7.3M 7.2M 1.01
Continental Airlines 6% Conv p 0.2 $7.3M 235k 31.22
Kkr Financial Hldgs Llc note 7.500% 1/1 0.2 $6.9M 5.7M 1.21
Sonic Automotive Inc note 5.000% 10/0 0.2 $7.1M 6.4M 1.10
02/15/2024 Jaiprakash Associates conv 0.2 $6.9M 5.7M 1.21
Cemex Sab conv 0.2 $7.1M 15M 0.48
Qiagen Nv 1.5% 8/18/24 conv 0.2 $7.2M 6.2M 1.16
Banco Espirito Santo Sa conv 0.1 $6.8M 8.9M 0.76
Host Hotels & Resorts conv 0.1 $6.5M 6.5M 1.00
Mylan Inc note 1.250% 3/1 0.1 $6.0M 6.0M 1.00
Jaguar Mining, Inc. Cv. Sr. No conv 0.1 $6.1M 7.6M 0.81
CUBIST PHARM CONVERTIBLE security 0.1 $6.3M 4.6M 1.37
Rayonier Trs Holdings In 144a convert 0.1 $6.2M 4.9M 1.26
Webster Financial Pfd 8.5% 12/31/49 pfd cv 0.1 $6.1M 6.0k 1011.33
Photronics Inc conv 0.1 $6.0M 6.7M 0.89
Regis Corp Minn note 5.000% 7/1 0.1 $5.7M 5.0M 1.14
Chesapeake Energy Corp note 2.500% 5/1 0.1 $5.6M 5.8M 0.96
Northstart Realty Fin 7.5% 144a conv 0.1 $5.7M 6.8M 0.84
Lam Research Corp Cnv 144a 1.2 convert 0.1 $5.6M 6.0M 0.93
Newmont Mining Corp note 3.000% 2/1 0.1 $5.2M 3.7M 1.39
Danaher Corp Del debt 0.1 $5.3M 4.4M 1.22
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $5.3M 4.8M 1.09
Kaman Corporation Cv. Sr. Note conv 0.1 $5.4M 5.1M 1.07
HEALTH CR REIT CONVERTIBLE security 0.1 $5.4M 5.2M 1.05
Chesapeake Energy Corp note 2.750%11/1 0.1 $4.7M 4.6M 1.03
Hanover Compressor Co note 4.750% 1/1 0.1 $4.7M 5.0M 0.94
L-3 Communications Corp debt 3.000% 8/0 0.1 $4.8M 5.0M 0.95
Lucent Technologies Inc dbcv 2.875% 6/1 0.1 $4.7M 5.0M 0.93
Charles Riv Labs Intl Inc note 2.250% 6/1 0.1 $4.9M 5.0M 0.98
Mylan Inc note 3.750% 9/1 0.1 $4.9M 3.4M 1.45
Csg Systems International, Inc conv 0.1 $4.6M 5.3M 0.88
Chesapeake Energy 5.75% Conv Pfd p 0.1 $5.1M 4.6k 1106.56
Radioshack Corp Cvt 2.5 08-01- convert 0.1 $4.9M 5.0M 0.97
Note 3.50 0.1 $4.3M 4.5M 0.96
Chesapeake Energy 5% Cv. Pfd. pfd cv 0.1 $4.4M 50k 87.68
2010 Swift 6%mand Com Exch Sec pfd cv 0.1 $4.2M 561k 7.51
Forest City Enterprises Inc conv bnd 0.1 $4.6M 4.9M 0.94
Macerich Co 3.25% 3/15/12 conv 0.1 $4.5M 4.5M 1.00
Verisign Inc sdcv 3.250% 8/1 0.1 $3.9M 3.8M 1.03
Medicis Pharmaceutical Corp note 2.500% 6/0 0.1 $3.9M 3.0M 1.30
Symantec Corporation 0.1 $4.2M 257k 16.30
Covanta Holding Conv conv bnd 0.1 $3.8M 3.5M 1.09
Salamander Energy Plc 5% conv 0.1 $4.0M 4.1M 0.97
Microchip Technology Inc sdcv 2.125%12/1 0.1 $3.6M 3.1M 1.16
Laboratory Corp Amer Hldgs debt 0.1 $3.5M 3.3M 1.06
Forest City Ent pfd cv 0.1 $3.6M 80k 44.90
Pdc Energy 3.25% 144a conv 0.1 $3.4M 4.2M 0.82
Goodyear Tire Rubr Pfd 5.875% p 0.1 $3.3M 86k 38.55
Arvinmeritor Inc frnt 4.625% 3/0 0.1 $3.0M 3.9M 0.77
Verizon Communications (VZ) 0.1 $3.0M 82k 36.80
Pepsi (PEP) 0.1 $3.3M 53k 61.91
AMERIGROUP Corporation 0.1 $3.0M 76k 39.01
Airtran Hldgs Inc note 5.250%11/0 0.1 $3.2M 2.5M 1.28
Human Genome Sciences Inc note 2.250% 8/1 0.1 $3.1M 3.0M 1.05
Inmarsat Plc conv 0.1 $2.9M 2.5M 1.17
Paladin Energy 5% 03/11/13 conv 0.1 $3.0M 3.6M 0.83
Pdl Biopharma Inc note 3.750% 5/0 0.1 $3.3M 3.5M 0.94
Petrominerales 2.625% 8/25/16 conv 0.1 $3.1M 3.4M 0.91
Aspen Insurance Holdings Ltd pfd prp inc eq 0.1 $2.8M 56k 50.01
Caci Intl Inc note 2.125% 5/0 0.1 $2.5M 2.3M 1.11
Radisys Corp note 2.750% 2/1 0.1 $2.8M 3.0M 0.93
Spdr S&p 500 Etf (SPY) 0.1 $2.5M 22k 113.14
Group 1 Automotive (GPI) 0.1 $2.5M 72k 35.55
Home Properties Inc 4.125% 2026 conv 0.1 $2.7M 2.7M 1.00
United Rentals 6.5% 8/1/28 cvp 0.1 $2.8M 76k 36.45
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.1 $2.7M 2.5M 1.09
Rait Financial Trust - Putable At 100 conv bond 0.1 $2.7M 4.0M 0.68
Sunpower Corp conv 0.1 $2.5M 3.1M 0.82
Xilinx Inc Cvt 2.625 6-15-17 convert 0.1 $2.6M 2.3M 1.14
Nielsen Holdings 6.25% 2/01/13 pfd cv 0.1 $2.4M 45k 53.11
Chart Industries 2% conv 0.1 $2.4M 2.6M 0.92
Virgin Media Inc note 6.500%11/1 0.0 $1.8M 1.2M 1.51
Chesapeake Energy Corp note 2.500% 5/1 0.0 $1.7M 1.8M 0.94
Microsoft Corporation (MSFT) 0.0 $1.6M 65k 24.90
Qualcomm (QCOM) 0.0 $1.7M 35k 48.64
iShares Russell 2000 Index (IWM) 0.0 $1.7M 26k 64.31
Cemex Sab De Cv 3.25% conv 0.0 $1.6M 3.3M 0.47
Tata Steel Ltd 4.5% 11/21/2014 conv 0.0 $1.8M 1.9M 0.93
Prologis Inc note 3.250% 3/1 0.0 $1.9M 1.9M 0.99
Tyco 0.0 $1.5M 38k 40.76
Pgs 2.7% 2012 conv 0.0 $1.9M 2.0M 0.96
Equinix Inc note 2.500% 4/1 0.0 $1.5M 1.5M 1.01
Goldcorp Inc New note 2.000% 8/0 0.0 $1.3M 1.1M 1.25
Sesi L L C frnt 1.500%12/1 0.0 $1.2M 1.2M 1.00
Tech Data Corp dbcv 2.750%12/1 0.0 $1.3M 1.3M 1.00
General Electric Company 0.0 $1.3M 85k 15.22
Tenet Healthcare Corporation 0.0 $1.3M 325k 4.11
Kimberly-Clark Corporation (KMB) 0.0 $1.1M 16k 71.00
ConocoPhillips (COP) 0.0 $1.1M 18k 63.33
Procter & Gamble Company (PG) 0.0 $1.4M 25k 54.24
EMC Corporation 0.0 $1.4M 66k 20.98
Chesapeake Energy Corporation 0.0 $1.3M 51k 25.54
SPDR S&P Homebuilders (XHB) 0.0 $1.3M 97k 13.29
Apple Computer 0.0 $1.4M 3.7k 381.35
Cooper Standard Holdings (CPS) 0.0 $1.1M 27k 41.98
Aar Corp 2.25% conv 0.0 $1.4M 1.6M 0.85
Honhai 0% 2013 conv 0.0 $1.3M 1.4M 0.91
Yrc Worldwide Ser B Cvt conv 0.0 $1.1M 803k 1.40
Capitalsource Inc note 7.250% 7/1 0.0 $747k 725k 1.03
Borgwarner Inc note 3.500% 4/1 0.0 $925k 500k 1.85
Johnson & Johnson (JNJ) 0.0 $955k 15k 63.67
Health Care SPDR (XLV) 0.0 $952k 30k 31.73
Teva Pharmaceutical Industries (TEVA) 0.0 $931k 25k 37.24
Duke Energy Corporation 0.0 $999k 50k 19.98
At&t (T) 0.0 $846k 33k 25.64
Honeywell International (HON) 0.0 $878k 20k 43.90
Google 0.0 $1.0M 2.0k 515.00
Alza Corp sdcv 7/2 0.0 $750k 824k 0.91
Life Technologies 0.0 $884k 23k 38.43
Suncor Energy (SU) 0.0 $916k 36k 25.44
Ingersoll-rand Global Hldg C debt 0.0 $1.1M 676k 1.60
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $1.1M 8.9k 120.77
China Overseas conv 0.0 $1.1M 900k 1.19
Patriot Coal Corp. 3.25% 5/31/13 conv 0.0 $715k 786k 0.91
Premier Oil Finance conv 0.0 $963k 900k 1.07
Shengdatech Inc 6.5% conv 0.0 $900k 6.0M 0.15
Unknown 0.0 $1.0M 41k 25.51
Chrysler Group Llc L+475 pfd cv 0.0 $880k 1.0M 0.88
Revel Entertain Llc Tl 1l L+750 pfd cv 0.0 $830k 1.0M 0.83
American Eqty Invt Life Hld note 5.250%12/0 0.0 $385k 385k 1.00
Amr Corp note 6.250%10/1 0.0 $640k 1.1M 0.59
Cal Dive Intl Inc note 3.250%12/1 0.0 $566k 572k 0.99
Chemed Corp New note 1.875% 5/1 0.0 $416k 420k 0.99
Goodrich Pete Corp note 5.000%10/0 0.0 $640k 711k 0.90
Quicksilver Resources Inc dbcv 1.875%11/0 0.0 $533k 533k 1.00
Enersys note 3.375% 6/0 0.0 $430k 457k 0.94
Sprint Nextel Corporation 0.0 $304k 100k 3.04
Great Plains Energy Inc unit 06/15/2042 0.0 $377k 6.3k 60.03
Annaly C 0.0 $540k 33k 16.62
Nextera Energy Inc. 7% Equity pfd cv 0.0 $640k 13k 49.23
James River Coal Co conv 0.0 $295k 500k 0.59
Micron Technology Inc Mu Cvt 1 convert 0.0 $413k 486k 0.85
Yrcw Pfd pfd cv 0.0 $372k 20k 18.28
Yrc Worldwide 10% 3/31/15 pfd cv 0.0 $506k 723k 0.70
Forest City Enterprises 0.0 $21k 2.0k 10.50
Micron Technology (MU) 0.0 $7.0k 1.4k 4.96
PharMerica Corporation 0.0 $71k 5.0k 14.20
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $28k 32k 0.88
Lear Corp Pfd Series A pfd cv 0.0 $999.960000 12.00 83.33
James River Coal 4.5% 2015 conv 0.0 $74k 90k 0.82
Yrc Worldwide Letter Of Credit pfd cv 0.0 $152k 211k 0.72