Advent Capital Management

Advent Capital Management as of Dec. 31, 2011

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 278 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 1.7 $71M 65M 1.09
Affiliated Managers Group note 3.950% 8/1 1.6 $66M 61M 1.09
Mgm Mirage conv 1.5 $64M 66M 0.96
Symantec Corp note 1.000% 6/1 1.5 $63M 57M 1.11
Equinix Inc note 3.000%10/1 1.5 $62M 55M 1.12
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.4 $61M 58k 1055.99
Illumina Inc 0 1/4 2016 conv 1.4 $61M 76M 0.80
GAME Technolog debt 1.4 $59M 50M 1.19
Lukoil 2.625% 2015 conv 1.4 $57M 56M 1.02
E M C Corp Mass note 1.750%12/0 1.3 $56M 39M 1.44
Health Care Reit Inc note 3.000%12/0 1.3 $56M 49M 1.15
Boston Properties conv 1.2 $53M 49M 1.08
Owens-brockway Glass Container conv 1.2 $51M 54M 0.93
Massey Energy Co note 3.250% 8/0 1.2 $50M 55M 0.91
Iconix Brand Group Inc Cvt 144 convert 1.1 $49M 51M 0.95
Webmd Health 2.5% conv 1.1 $48M 51M 0.93
Trinity Inds Inc note 3.875% 6/0 1.1 $46M 47M 0.98
Sba Communications Corp note 1.875% 5/0 1.1 $45M 40M 1.13
General Cable Corp Del New note 0.875%11/1 1.0 $44M 48M 0.92
Lucent Technologies Inc dbcv 2.875% 6/1 1.0 $44M 50M 0.87
Gilead Sciences conv 1.0 $42M 37M 1.14
Digital River 2% 11/1/30 conv 1.0 $42M 51M 0.83
Medtronic Inc note 1.625% 4/1 1.0 $41M 41M 1.01
Steel Dynamics Inc note 5.125% 6/1 1.0 $40M 37M 1.09
Amgen Inc note 0.375% 2/0 0.9 $39M 38M 1.01
Xm Sirius cv 7% 0.9 $38M 30M 1.29
Hologic Inc frnt 2.000%12/1 0.9 $38M 40M 0.96
Host Hotels & Resorts Lpcvt2.5 convert 0.9 $38M 31M 1.24
Chesapeake Energy Corp note 2.500% 5/1 0.9 $37M 41M 0.89
Ciena Corp 144a 4.0 03-15-15 convert 0.9 $37M 38M 0.98
Navistar Intl Corp New note 3.000%10/1 0.8 $36M 33M 1.08
Intel Corp sdcv 0.8 $36M 34M 1.04
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.8 $35M 33M 1.06
Netapp Inc note 1.750% 6/0 0.8 $35M 28M 1.26
Allegheny Technologies Inc note 4.250% 6/0 0.8 $34M 24M 1.40
Lincare Hldgs Inc note 2.750%11/0 0.8 $34M 32M 1.09
Stanley Wks frnt 5/1 0.8 $33M 30M 1.11
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.8 $32M 526k 61.58
Sl Green Operating Par 144a 3. convert 0.8 $32M 31M 1.03
Keycorp New pfd 7.75% sr a 0.8 $32M 300k 105.70
Lifepoint Hospitals Inc note 3.500% 5/1 0.8 $32M 31M 1.02
Linear Technology Corp note 3.000% 5/0 0.8 $32M 31M 1.02
Intel Corp. Jr. Sub. Cv. Deb. conv 0.8 $32M 25M 1.26
Rovi Corp conv 0.8 $32M 32M 1.00
Interpublic Group Cos Inc note 4.750% 3/1 0.7 $31M 28M 1.10
Lam Research Corp 0.5 Cnv 144a convert 0.7 $31M 33M 0.94
Saks Inc note 2.000% 3/1 0.7 $31M 31M 1.02
On Semiconductor Corp note 2.625%12/1 0.7 $31M 28M 1.10
Hologic Inc frnt 2.000%12/1 0.7 $31M 28M 1.10
Stanley Black & Decker Inc unit 99/99/9999 0.7 $30M 260k 116.41
Microsoft Corporation Cv. Sr. conv 0.7 $29M 29M 1.02
Fidelity National Finance 144a conv 0.7 $29M 30M 0.96
Anixter Intl Inc note 1.000% 2/1 0.7 $29M 25M 1.14
Jns 3.25% 7/15/2014 note 0.7 $28M 28M 0.99
Molson Coors Brewing Co note 2.500% 7/3 0.6 $27M 26M 1.06
Archer Daniels Midland Co note 0.875% 2/1 0.6 $27M 27M 1.01
Newell Financial Trust I Cvt P convert 0.6 $26M 603k 43.60
Micron Technology Inc. conv 0.6 $26M 29M 0.90
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.6 $26M 20M 1.31
Dendreon Corp note 0.6 $25M 36M 0.70
Acergy 2.25% 2013 conv 0.6 $26M 24M 1.08
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.6 $25M 28M 0.91
Advanced Micro Devices Inc note 6.000% 5/0 0.6 $25M 25M 0.98
Vornado Rlty L P debt 0.6 $25M 24M 1.02
Bank Of America 7.25% Pfd 7.25%cnv pfd l 0.6 $25M 31k 785.99
Sothebys note 3.125% 6/1 0.6 $24M 21M 1.14
Ares Capital Corp 5.125% conv 0.6 $24M 25M 0.95
Ares Capital Corp 5.75% conv 0.6 $24M 25M 0.95
Take Two Interactive 1.75% 2016 conv 0.6 $24M 24M 0.98
Newmont Mining Corp note 1.250% 7/1 0.6 $23M 17M 1.39
D R Horton Inc note 2.000% 5/1 0.5 $23M 20M 1.17
Gilead Sciences Inc note 0.625% 5/0 0.5 $22M 19M 1.16
Sandisk Corp note 1.500% 8/1 0.5 $23M 19M 1.18
Annaly Cap Mgmt Inc note 4.000% 2/1 0.5 $22M 20M 1.13
Gaylord Entertainment Co 144a convert 0.5 $22M 20M 1.11
Ttm Technologies Inc note 3.250% 5/1 0.5 $22M 21M 1.04
Forest City Enterprises conv 0.5 $22M 24M 0.88
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $21M 20M 1.05
Salix Pharmaceuticals Inc note 2.750% 5/1 0.5 $21M 16M 1.29
Apache Corp pfd cv 0.5 $21M 381k 54.28
Alpha Natural Resources Inc note 2.375% 4/1 0.5 $21M 22M 0.93
Goldcorp Inc New note 2.000% 8/0 0.5 $20M 17M 1.22
Centerpoint Energy Inc Vq 09-1 convert 0.5 $20M 589k 34.54
Lennar Corp conv 0.5 $20M 20M 1.01
Shire Plc 2.75% 14 conv 0.5 $20M 17M 1.19
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.5 $20M 20M 1.00
Omnicom Group Inc note 7/0 0.5 $20M 19M 1.06
Alcoa Inc debt 0.5 $19M 13M 1.52
Developers Diversified Rlty note 1.750%11/1 0.4 $19M 19M 0.98
Old Rep Intl Corp note 8.000% 5/1 0.4 $18M 18M 1.01
Teva Pharm Finance Llc Cvt cv bnd 0.4 $18M 18M 1.03
L-3 Communications Corp debt 3.000% 8/0 0.4 $18M 18M 0.96
Healthsouth Corp A 6.5 Cvp convert 0.4 $18M 20k 882.36
Mentor Graphics Corp conv 0.4 $18M 18M 1.00
Fifth Third Bancorp cnv pfd dep1/250 0.4 $18M 121k 145.36
Nuvasive Inc. conv 0.4 $18M 24M 0.73
Boston Pptys Ltd Partnership note 3.750% 5/1 0.4 $17M 15M 1.14
National Retail Properties I note 5.125% 6/1 0.4 $16M 14M 1.14
Forest City Enterprises Inc conv bnd 0.4 $16M 16M 1.01
Lennar Corp conv bnd 0.4 $16M 14M 1.12
Ixia note 0.4 $16M 16M 0.98
Molina Healthcare Inc note 3.750%10/0 0.4 $15M 15M 1.05
Rayonier Trs Hldgs Inc note 3.750%10/1 0.4 $15M 12M 1.25
Kinross Gold Corp note 1.750% 3/1 0.4 $15M 16M 0.98
Arris Group Inc note 2.000%11/1 0.3 $15M 15M 1.01
National Retail Properties I note 3.950% 9/1 0.3 $15M 13M 1.12
Greenbrier Companies Inc conv 0.3 $15M 15M 0.97
United Therapeutics conv 0.3 $15M 13M 1.16
Lucent Tech Cap Trust I convert 0.3 $15M 23k 621.97
Dst Sys Inc Del dbcv 4.125% 8/1 0.3 $14M 12M 1.15
Peabody Energy Corp sdcv 4.750%12/1 0.3 $14M 14M 1.03
Smithfield Foods Inc note 4.000% 6/3 0.3 $14M 11M 1.22
Anglogold Holdings 144a conv 0.3 $14M 12M 1.12
China Unicom 0.75% 2015 Reg S conv 0.3 $14M 12M 1.16
Kilroy Realty Lp conv 0.3 $13M 11M 1.18
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.3 $13M 9.8M 1.35
Biomed Realty conv 0.3 $13M 11M 1.15
Barrett Bill Corp note 5.000% 3/1 0.3 $13M 13M 1.01
Liberty Media Corp New deb 3.125% 3/3 0.3 $12M 10M 1.12
Teleflex Inc note 3.875% 8/0 0.3 $12M 10M 1.20
Interdigital Inc conv 0.3 $12M 11M 1.06
Ford Mtr Co Del note 4.250%11/1 0.3 $12M 8.0M 1.43
Lincare Hldgs 2.75% 11/37 note 0.3 $12M 11M 1.02
Covanta Holding Conv conv bnd 0.3 $12M 11M 1.05
Lam Research Corp Cnv 144a 1.2 convert 0.3 $11M 12M 0.95
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $11M 13M 0.82
Newpark Res Inc note 4.000%10/0 0.3 $11M 9.5M 1.15
Alexandria Real Estate pfd cv 0.3 $11M 453k 23.99
Tower Group Inc conv 0.3 $11M 11M 1.00
Iconix Brand Group Inc note 1.875% 6/3 0.2 $11M 11M 0.99
Orbital Sciences Corp note 2.438% 1/1 0.2 $11M 10M 1.02
Anglogold Holdings Regs conv 0.2 $11M 9.4M 1.12
02/15/2024 Jaiprakash Associates conv 0.2 $10M 8.2M 1.26
Nuance Communications 144a 2031 conv 0.2 $11M 9.7M 1.08
General Cable Corp Del New frnt 4.500% 11/1 0.2 $9.9M 11M 0.95
Note 3.50 0.2 $10M 9.9M 1.02
Virgin Media Inc note 6.500%11/1 0.2 $9.6M 6.9M 1.38
American Equity Inv Life 3.5 1 convert 0.2 $9.7M 9.5M 1.02
Ppl Corporation 8.75% pfd cv 0.2 $9.8M 178k 55.02
Radioshack Corp Cvt 2.5 08-01- convert 0.2 $9.6M 10M 0.96
Continental Airls Inc note 4.500% 1/1 0.2 $9.5M 7.8M 1.22
JPMorgan Chase & Co. (JPM) 0.2 $9.4M 283k 33.25
Webmd Health Corp 2.25% conv 0.2 $9.1M 9.5M 0.96
Northstart Realty Fin 7.5% 144a conv 0.2 $8.9M 9.8M 0.91
Aar Corp 1.625% 144a conv 0.2 $8.4M 9.0M 0.93
Greatbatch Inc sdcv 2.250% 6/1 0.2 $7.9M 8.1M 0.98
Liberty Media Corp deb 3.500% 1/1 0.2 $8.0M 14M 0.57
TAKE-TWO INTER CONVERTIBLE security 0.2 $7.9M 5.6M 1.43
Host Hotels 144a conv 0.2 $7.9M 7.3M 1.08
Photronics Inc conv 0.2 $8.0M 8.3M 0.96
Human Genome Science conv 0.2 $8.0M 9.0M 0.89
Stewart Enterprises Inc note 3.125% 7/1 0.2 $7.7M 8.0M 0.96
Citigroup Inc unit 0.2 $7.4M 92k 81.00
Charles Riv Labs Intl Inc note 2.250% 6/1 0.2 $7.8M 8.0M 0.97
Larsen & Toubro conv 0.2 $7.7M 7.9M 0.98
Health Care Reit Pfd I 6.5% 0.2 $7.7M 151k 51.17
Kkr Financial Hldgs Llc note 7.500% 1/1 0.2 $7.3M 5.4M 1.35
Sonic Automotive Inc note 5.000% 10/0 0.2 $7.2M 5.4M 1.33
Omnicare Cap Tr Ii pfd b tr 4.00% 0.2 $7.3M 158k 46.20
Banco Espirito Santo Sa conv 0.2 $7.2M 8.9M 0.81
Rayonier Inc conv 0.2 $7.0M 5.0M 1.42
Vishay Intertech 144a 2.25% conv 0.2 $7.1M 10M 0.70
United States Stl Corp New note 4.000% 5/1 0.2 $6.7M 6.0M 1.11
Arvinmeritor Inc frnt 4.000% 2/1 0.2 $6.8M 10M 0.65
Brookdale Senior Living note 0.2 $6.6M 7.6M 0.87
Agco Corp note 1.250%12/1 0.1 $6.6M 5.3M 1.24
Premier Oil Finance conv 0.1 $6.2M 5.8M 1.07
Vedanta Resources Jersey conv 0.1 $6.4M 7.7M 0.83
Sanofi-Aventis SA (SNY) 0.1 $5.8M 160k 36.54
Regis Corp Minn note 5.000% 7/1 0.1 $6.0M 4.8M 1.25
Omnicare Inc note 3.750%12/1 0.1 $5.7M 4.1M 1.40
Vertex Pharmaceuticals Inc note 3.350%10/0 0.1 $5.8M 5.5M 1.05
Mylan Inc note 3.750% 9/1 0.1 $5.9M 3.4M 1.74
Charming Shoppes Inc note 1.125% 5/0 0.1 $5.7M 6.3M 0.90
Micron Technology Inc note 1.875% 6/0 0.1 $5.5M 5.7M 0.96
Sandisk Corp note 1.000% 5/1 0.1 $5.4M 5.4M 0.99
Textron Inc note 4.500% 5/0 0.1 $5.5M 3.6M 1.53
Interpublic Grp. P 0.1 $5.6M 6.0k 919.73
Csg Systems International, Inc conv 0.1 $5.3M 5.7M 0.93
Kaman Corporation Cv. Sr. Note conv 0.1 $5.4M 5.1M 1.05
National Retail Properties (NNN) 0.1 $5.1M 195k 26.38
Danaher Corp Del debt 0.1 $5.0M 3.6M 1.37
Priceline.com Inc 144a 1.25 03 convert 0.1 $5.0M 3.0M 1.64
Chesapeake Energy Corp note 2.750%11/1 0.1 $4.7M 4.8M 0.98
Hanover Compressor Co note 4.750% 1/1 0.1 $4.5M 4.9M 0.92
Newmont Mining Corp note 3.000% 2/1 0.1 $4.4M 3.4M 1.31
Pepsi (PEP) 0.1 $4.7M 71k 66.35
Symantec Corporation 0.1 $4.6M 292k 15.65
Chesapeake Energy Corp note 2.500% 5/1 0.1 $4.7M 5.3M 0.89
General Mtrs Co jr pfd cnv srb 0.1 $4.6M 134k 34.25
Vedanta Resources Jersey 4% conv 0.1 $4.6M 5.3M 0.86
Central European Media sr nt cv 5%15 0.1 $4.7M 7.5M 0.63
Seadrill 3.375% 2017 conv 0.1 $4.8M 4.2M 1.14
Alliance Data Systems Corp note 1.750% 8/0 0.1 $4.3M 3.1M 1.38
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.1 $4.0M 3.0M 1.34
CUBIST PHARM CONVERTIBLE security 0.1 $4.2M 2.8M 1.49
Vsh 2.25 11-40 144a Cvt convert 0.1 $4.2M 5.2M 0.81
Air Lease Corp 3.875% 2018 144a conv 0.1 $4.3M 4.2M 1.02
Laboratory Corp Amer Hldgs debt 0.1 $3.8M 3.3M 1.15
Goodrich Petrol 5.375% Pfd pfd cv 0.1 $4.0M 126k 31.67
Pdc Energy 3.25% 144a conv 0.1 $3.7M 3.5M 1.07
Pdl Biopharma Inc note 3.750% 5/0 0.1 $4.0M 3.9M 1.01
Glencore 5% 2014 conv 0.1 $3.8M 3.0M 1.25
Health Care Reit Inc Cvt cv bnd 0.1 $3.4M 3.0M 1.14
Airtran Hldgs Inc note 5.250%11/0 0.1 $3.2M 2.5M 1.28
Nextera Energy Inc. 7% Equity pfd cv 0.1 $3.4M 63k 53.78
Radisys Corp note 2.750% 2/1 0.1 $2.9M 3.0M 0.96
Occidental Petroleum Corporation (OXY) 0.1 $2.8M 30k 93.70
Jaguar Mining, Inc. Cv. Sr. No conv 0.1 $2.8M 3.3M 0.86
Unisys Corp 6.25% Cv Pfd A cvp 0.1 $3.0M 50k 60.38
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.1 $3.1M 2.7M 1.17
Shangrila 4% 2016 conv 0.1 $2.8M 3.3M 0.86
Xilinx Inc Cvt 2.625 6-15-17 convert 0.1 $2.9M 2.3M 1.27
Qiagen Nv 1.5% 8/18/24 conv 0.1 $2.9M 2.5M 1.15
Caci Intl Inc note 2.125% 5/0 0.1 $2.7M 2.3M 1.18
Omnicare Inc dbcv 3.250%12/1 0.1 $2.4M 2.5M 0.94
Old Republic Intl Corp note 0.1 $2.4M 2.8M 0.86
Chesapeake Energy 5.75% Conv Pfd p 0.1 $2.7M 2.7k 1004.47
Petrobakken Energy Ltd conv 0.1 $2.4M 2.6M 0.94
Hartford Finl Svcs Group Inc dep conv p 0.1 $2.2M 119k 18.78
Borgwarner Inc note 3.500% 4/1 0.1 $2.0M 1.0M 1.95
Prologis Inc note 3.250% 3/1 0.1 $2.0M 1.9M 1.03
Electronic Arts (EA) 0.0 $1.5M 73k 20.60
Qualcomm (QCOM) 0.0 $1.9M 35k 54.70
Apple Computer 0.0 $1.5M 3.7k 405.14
Annaly C 0.0 $1.6M 98k 15.96
Chesapeake Energy 5% Cv. Pfd. pfd cv 0.0 $1.8M 23k 80.43
Continental Airlines 6% Conv p 0.0 $1.8M 64k 27.89
Petroplus Finance Ltd 4% 10/16/15 conv 0.0 $1.8M 4.5M 0.40
United Rentals 6.5% 8/1/28 cvp 0.0 $1.8M 40k 44.95
Aar Corp 2.25% conv 0.0 $1.6M 1.8M 0.88
Tata Steel Ltd 4.5% 11/21/2014 conv 0.0 $1.7M 1.9M 0.89
Revel Entertain Llc Tl 1l L+750 pfd cv 0.0 $1.8M 2.0M 0.90
Anglo American Plc conv 0.0 $1.9M 1.3M 1.43
Aspen Insurance Holdings Ltd pfd prp inc eq 0.0 $1.4M 26k 54.38
Invitrogen Corp note 1.500% 2/1 0.0 $1.3M 1.3M 1.00
Time Warner Telecom Inc dbcv 2.375% 4/0 0.0 $1.2M 1.0M 1.18
At&t (T) 0.0 $1.1M 38k 30.24
Kimberly-Clark Corporation (KMB) 0.0 $1.2M 16k 73.56
Verizon Communications (VZ) 0.0 $1.1M 27k 40.11
ConocoPhillips (COP) 0.0 $1.3M 18k 72.89
Ingersoll-rand Global Hldg C debt 0.0 $1.2M 676k 1.71
Honhai 0% 2013 conv 0.0 $1.3M 1.4M 0.96
On Semiconductor Corp note 2.625%12/1 0.0 $1.1M 1.0M 1.10
Microsoft Corporation (MSFT) 0.0 $1.0M 40k 25.96
Johnson & Johnson (JNJ) 0.0 $984k 15k 65.60
Teva Pharmaceutical Industries (TEVA) 0.0 $1.0M 25k 40.36
General Electric Company 0.0 $1.0M 58k 17.91
Cummins (CMI) 0.0 $707k 10k 70.70
Microchip Technology (MCHP) 0.0 $733k 20k 36.65
Intel Corporation (INTC) 0.0 $970k 40k 24.25
Procter & Gamble Company (PG) 0.0 $667k 10k 66.70
Walter Energy 0.0 $727k 12k 60.58
Lam Research Corporation (LRCX) 0.0 $851k 23k 37.00
Shengdatech Inc 6.5% conv 0.0 $900k 6.0M 0.15
Chrysler Group Llc L+475 pfd cv 0.0 $955k 995k 0.96
Yrc Worldwide Ser B Cvt conv 0.0 $675k 803k 0.84
American Eqty Invt Life Hld note 5.250%12/0 0.0 $438k 434k 1.01
Arvinmeritor Inc frnt 4.625% 3/0 0.0 $370k 500k 0.74
Cal Dive Intl Inc note 3.250%12/1 0.0 $569k 569k 1.00
Chemed Corp New note 1.875% 5/1 0.0 $391k 416k 0.94
Stillwater Mng Co note 1.875% 3/1 0.0 $560k 583k 0.96
Enersys note 3.375% 6/0 0.0 $457k 457k 1.00
Carnival Corporation (CCL) 0.0 $490k 15k 32.67
Health Care REIT 0.0 $545k 10k 54.50
Sotheby's 0.0 $571k 20k 28.55
Rite Aid Corporation 0.0 $252k 200k 1.26
Ppl Corp unit 99/99/9999 0.0 $577k 10k 55.59
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $420k 488k 0.86
Human Genome Sciences Inc note 2.250% 8/1 0.0 $297k 300k 0.99
Micron Technology Inc Mu Cvt 1 convert 0.0 $600k 690k 0.87
Yrcw Pfd pfd cv 0.0 $249k 20k 12.24
Yrc Worldwide 10% 3/31/15 pfd cv 0.0 $354k 723k 0.49
New York Cmnty Cap Tr V unit 99/99/9999 (NYCB.PU) 0.0 $135k 3.2k 42.03
Aar Corp note 1.750% 2/0 0.0 $169k 169k 1.00
Dune Energy (DUNR) 0.0 $0 355.00 0.00
Yrc Worldwide Letter Of Credit pfd cv 0.0 $150k 211k 0.71
Dune Energy Inc 10% 144a pfd cv 0.0 $1.0k 1.00 1000.00