Advent Capital Management

Advent Capital Management as of March 31, 2012

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 289 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Amgen Inc note 0.375% 2/0 2.6 $124M 120M 1.03
Gilead Sciences conv 2.2 $105M 83M 1.27
Mgm Mirage conv 1.6 $78M 74M 1.06
GAME Technolog debt 1.5 $71M 65M 1.10
Illumina Inc 0 1/4 2016 conv 1.5 $71M 77M 0.92
Massey Energy Co note 3.250% 8/0 1.5 $70M 77M 0.91
Health Care Reit Inc note 3.000%12/0 1.5 $70M 61M 1.16
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.4 $67M 60k 1123.97
Webmd Health Conv Sr Notes conv 1.4 $66M 77M 0.86
Hologic Inc cnv 1.3 $63M 67M 0.94
Goldcorp Inc New note 2.000% 8/0 1.3 $61M 53M 1.15
Owens-brockway Glass Container conv 1.3 $61M 62M 0.98
Electronic Arts Inc conv 1.2 $59M 65M 0.92
Affiliated Managers Group note 3.950% 8/1 1.2 $59M 53M 1.11
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.2 $59M 60k 973.99
Lukoil 2.625% 2015 conv 1.2 $59M 55M 1.07
Sandisk Corp note 1.500% 8/1 1.2 $58M 56M 1.04
E M C Corp Mass note 1.750%12/0 1.2 $57M 32M 1.78
Boston Properties conv 1.2 $56M 51M 1.10
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.1 $55M 52M 1.05
Priceline.com 2018 1% conv 1.1 $53M 48M 1.11
Chesapeake Energy Corp note 2.500% 5/1 1.1 $53M 60M 0.87
Navistar Intl Corp New note 3.000%10/1 1.0 $50M 48M 1.04
Symantec Corp note 1.000% 6/1 1.0 $47M 44M 1.07
Lucent Technologies Inc dbcv 2.875% 6/1 1.0 $47M 48M 0.99
Gilead Sciences conv 1.0 $47M 35M 1.33
Linear Technology Corp note 3.000% 5/0 1.0 $47M 44M 1.05
Trinity Inds Inc note 3.875% 6/0 0.9 $45M 43M 1.06
Equinix Inc note 3.000%10/1 0.9 $45M 29M 1.57
Microsoft Corporation Cv. Sr. conv 0.9 $45M 41M 1.09
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.9 $45M 646k 69.17
Netapp Inc note 1.750% 6/0 0.9 $44M 34M 1.30
Sl Green Operating Par 144a 3. convert 0.8 $40M 35M 1.16
Lam Research Corp 0.5 Cnv 144a convert 0.8 $40M 40M 1.00
Ciena Corp 144a 4.0 03-15-15 convert 0.8 $40M 36M 1.09
Keycorp New pfd 7.75% sr a 0.8 $39M 352k 111.27
Intel Corp sdcv 0.8 $39M 34M 1.14
Medtronic Inc note 1.625% 4/1 0.8 $39M 38M 1.01
L-3 Communications Corp debt 3.000% 8/0 0.8 $38M 39M 0.98
Intel Corp. Jr. Sub. Cv. Deb. conv 0.8 $38M 27M 1.40
Interpublic Group Cos Inc note 4.750% 3/1 0.8 $38M 33M 1.13
Radioshack Corp Cvt 2.5 08-01- convert 0.8 $37M 39M 0.95
Iconix Brand Group Inc Cvt 144 convert 0.8 $36M 38M 0.94
Lifepoint Hospitals Inc note 3.500% 5/1 0.8 $36M 35M 1.04
Forest City Enterprises conv 0.8 $36M 35M 1.03
Stanley Black & Decker Inc unit 99/99/9999 0.7 $34M 288k 119.50
Fidelity National Finance 144a conv 0.7 $35M 31M 1.10
Acergy 2.25% 2013 conv 0.7 $33M 27M 1.23
Archer Daniels Midland Co note 0.875% 2/1 0.7 $31M 31M 1.01
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.6 $30M 22M 1.32
Healthsouth Corp A 6.5 Cvp convert 0.6 $30M 29k 1032.64
Stone Energy 1.75% 2017 conv 0.6 $30M 31M 0.96
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.6 $29M 30M 0.97
Peabody Energy Corp sdcv 4.750%12/1 0.6 $29M 30M 0.96
Sba Communications Corp note 1.875% 5/0 0.6 $29M 22M 1.32
Ttm Technologies Inc note 3.250% 5/1 0.6 $29M 28M 1.04
Allegheny Technologies Inc note 4.250% 6/0 0.6 $29M 23M 1.27
Rovi Corp conv 0.6 $29M 29M 1.02
Ares Capital Corp 5.125 2016 conv 0.6 $29M 29M 1.01
Tibco Software Inc conv 0.6 $29M 28M 1.02
Steel Dynamics Inc note 5.125% 6/1 0.6 $29M 26M 1.09
On Semiconductor Corp note 2.625%12/1 0.6 $28M 26M 1.08
Saks Inc note 2.000% 3/1 0.6 $28M 26M 1.07
Lincare Hldgs Inc note 2.750%11/0 0.6 $27M 25M 1.07
Molson Coors Brewing Co note 2.500% 7/3 0.6 $26M 25M 1.03
Newmont Mining Corp note 1.250% 7/1 0.6 $26M 21M 1.22
Alcoa Inc debt 0.5 $26M 16M 1.62
Newell Financial Trust I Cvt P convert 0.5 $26M 552k 46.98
Alexandria Real Estate pfd cv 0.5 $26M 996k 26.07
Jns 3.25% 7/15/2014 note 0.5 $25M 24M 1.04
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $25M 22M 1.12
Micron Technology Inc. conv 0.5 $24M 26M 0.92
Apache Corp pfd cv 0.5 $24M 447k 53.12
Ares Capital Corp 5.75% conv 0.5 $24M 23M 1.04
Salix Pharmaceuticals 1.5% conv 0.5 $24M 23M 1.02
Developers Diversified Rlty note 1.750%11/1 0.5 $22M 20M 1.08
Centerpoint Energy Inc Vq 09-1 convert 0.5 $22M 588k 37.19
Shire Plc 2.75% 14 conv 0.5 $22M 19M 1.18
Omnicare Inc dbcv 3.250%12/1 0.5 $21M 22M 0.96
Alliant Techsystems Inc note 3.000% 8/1 0.4 $21M 20M 1.02
China Unicom 0.75% 2015 Reg S conv 0.4 $21M 19M 1.08
Liberty Media Corp deb 3.500% 1/1 0.4 $20M 34M 0.60
Advanced Micro Devices Inc note 6.000% 5/0 0.4 $20M 19M 1.03
Annaly Cap Mgmt Inc note 4.000% 2/1 0.4 $20M 17M 1.19
Goodrich Pete Corp note 5.000%10/0 0.4 $19M 20M 0.98
Omnicom Group Inc note 7/0 0.4 $19M 18M 1.10
Take Two Interactive 1.75% 2016 conv 0.4 $19M 19M 1.01
General Cable Corp Del New note 0.875%11/1 0.4 $18M 18M 0.98
Citigroup Inc unit 0.4 $18M 183k 97.47
Dendreon Corp note 0.4 $18M 22M 0.80
National Retail Properties I note 5.125% 6/1 0.4 $17M 15M 1.13
Greenbrier Companies Inc conv 0.3 $17M 19M 0.90
Ixia note 0.3 $17M 16M 1.05
Dfc Global Corp 3.25% 2017 144a conv 0.3 $17M 16M 1.05
Mentor Graphics 4% 2031 conv 0.3 $17M 15M 1.07
Dst Sys Inc Del dbcv 4.125% 8/1 0.3 $16M 13M 1.26
Molina Healthcare Inc note 3.750%10/0 0.3 $16M 14M 1.13
Siemens Financieringsmat conv 0.3 $16M 17M 0.98
Arvinmeritor Inc frnt 4.000% 2/1 0.3 $16M 20M 0.80
Xm Sirius cv 7% 0.3 $16M 11M 1.45
Virgin Media Inc note 6.500%11/1 0.3 $15M 10M 1.51
Old Rep Intl Corp note 8.000% 5/1 0.3 $16M 16M 1.00
Jefferies Group Inc New dbcv 3.875%11/0 0.3 $15M 16M 0.94
General Mtrs Co jr pfd cnv srb 0.3 $15M 391k 39.04
Digital River 2% 11/1/30 conv 0.3 $15M 16M 0.96
Ares Capital Corp conv 0.3 $15M 16M 0.99
Fifth Third Bancorp cnv pfd dep1/250 0.3 $15M 103k 141.81
On Semiconductor Corp note 2.625%12/1 0.3 $15M 13M 1.13
General Motors Company (GM) 0.3 $14M 626k 23.00
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.3 $14M 9.9M 1.41
D R Horton Inc note 2.000% 5/1 0.3 $14M 10M 1.37
Hologic Inc frnt 2.000%12/1 0.3 $14M 13M 1.08
American Equity Inv Life 3.5 1 convert 0.3 $14M 12M 1.16
Biomed Realty conv 0.3 $14M 12M 1.21
Omnicare Inc 3.75% '42 conv 0.3 $14M 14M 0.99
Ford Mtr Co Del note 4.250%11/1 0.3 $13M 9.0M 1.48
Teleflex Inc note 3.875% 8/0 0.3 $13M 11M 1.18
Lennar Corp conv 0.3 $14M 12M 1.18
Smithfield Foods Inc note 4.000% 6/3 0.3 $13M 12M 1.10
Kkr Financial Hldgs Llc note 7.500% 1/1 0.3 $13M 9.2M 1.41
United States Stl Corp New note 4.000% 5/1 0.3 $13M 11M 1.15
Qiagen conv 0.3 $13M 12M 1.13
Arris Group Inc note 2.000%11/1 0.3 $12M 12M 1.05
Liberty Media Corp New deb 3.125% 3/3 0.3 $12M 10M 1.20
Newpark Res Inc note 4.000%10/0 0.3 $12M 13M 0.99
Noble Group Ltd 0% 2014 conv 0.3 $13M 8.9M 1.40
United Therapeutics conv 0.2 $12M 11M 1.11
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.2 $11M 8.1M 1.39
Covanta Holding Conv conv bnd 0.2 $11M 10M 1.13
Arvinmeritor Inc frnt 4.625% 3/0 0.2 $11M 12M 0.90
Orbital Sciences Corp note 2.438% 1/1 0.2 $11M 11M 0.99
Lennar Corp conv bnd 0.2 $11M 7.8M 1.42
Anglogold Holdings 144a conv 0.2 $11M 10M 1.07
Anglogold Holdings Regs conv 0.2 $11M 10M 1.07
Lam Research Corp Cnv 144a 1.2 convert 0.2 $11M 11M 1.01
Umc 0% 2016 conv 0.2 $11M 11M 1.00
Alpha Natural Resources Inc note 2.375% 4/1 0.2 $11M 12M 0.91
Forest City Enterprises Inc conv bnd 0.2 $11M 8.7M 1.22
Tower Group Inc conv 0.2 $10M 9.8M 1.06
Interdigital Inc 2.5% conv 0.2 $10M 11M 0.97
Wynn Resorts (WYNN) 0.2 $10M 77k 133.41
Cemex Sab conv 0.2 $9.9M 11M 0.90
Host Hotels & Resorts Lpcvt2.5 convert 0.2 $10M 7.5M 1.35
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.2 $9.4M 8.7M 1.08
Nuance Communications 144a 2031 conv 0.2 $9.6M 8.5M 1.12
Qbe Funding Trust conv 0.2 $9.6M 15M 0.63
Continental Airls Inc note 4.500% 1/1 0.2 $9.1M 6.6M 1.38
Greatbatch Inc sdcv 2.250% 6/1 0.2 $9.0M 9.0M 1.00
Sonic Automotive Inc note 5.000% 10/0 0.2 $9.2M 6.2M 1.47
Paladin Energy 5% 03/11/13 conv 0.2 $9.0M 9.0M 1.00
Patriot Coal Corp. 3.25% 5/31/13 conv 0.2 $9.3M 9.7M 0.96
Photronics Inc conv 0.2 $9.3M 9.4M 0.99
Lucent Tech Cap Trust I convert 0.2 $8.7M 11k 784.98
Ppl Corporation 8.75% pfd cv 0.2 $8.8M 171k 51.46
Brookdale Senior Living note 0.2 $8.6M 9.0M 0.95
Rayonier Inc conv 0.2 $8.4M 5.9M 1.42
Micron Tech 2032 144a 2.375% 144a conv 0.2 $8.6M 9.0M 0.96
Kinross Gold Corp note 1.750% 3/1 0.2 $8.2M 8.3M 0.99
Note 3.50 0.2 $8.0M 6.9M 1.15
TAKE-TWO INTER CONVERTIBLE security 0.2 $7.9M 5.5M 1.45
African Minerals 8.5% 2017 conv 0.2 $8.4M 7.4M 1.13
Dryships Inc. note 5.000%12/0 0.2 $7.7M 9.4M 0.82
Agco Corp note 1.250%12/1 0.2 $7.6M 6.0M 1.27
Vsh 2.25 11-40 144a Cvt convert 0.2 $7.5M 7.7M 0.98
Honhai 0% 2013 conv 0.2 $7.6M 7.6M 1.00
Khazanah Into Parkson 0% 19 conv 0.2 $7.8M 8.0M 0.97
Salix Pharmaceuticals Inc note 2.750% 5/1 0.1 $7.2M 5.6M 1.29
Titan Machinery 2019 3.75% 144a conv 0.1 $7.0M 6.5M 1.08
Wilmar 0% 2012 conv 0.1 $7.4M 6.2M 1.19
Charming Shoppes Inc note 1.125% 5/0 0.1 $6.5M 6.9M 0.94
Interpublic Grp. P 0.1 $6.6M 6.2k 1075.04
Nuvasive Inc. conv 0.1 $6.9M 8.0M 0.86
Aar Corp 1.625% conv 0.1 $6.9M 7.3M 0.95
Stewart Enterprises Inc note 3.125% 7/1 0.1 $6.1M 6.2M 0.98
Sothebys note 3.125% 6/1 0.1 $6.4M 5.0M 1.28
Mylan Inc note 3.750% 9/1 0.1 $6.3M 3.6M 1.75
China Overseas conv 0.1 $6.2M 4.8M 1.30
Premier Oil Finance conv 0.1 $6.1M 5.3M 1.15
Old Republic Intl Corp note 0.1 $6.0M 6.2M 0.97
Symantec Corporation 0.1 $5.7M 342k 16.54
Danaher Corp Del debt 0.1 $5.6M 3.6M 1.58
Air Lease Corp 3.875% 2018 144a conv 0.1 $5.5M 5.2M 1.07
General Cable Corp Del New frnt 4.500% 11/1 0.1 $5.4M 5.0M 1.07
Regis Corp Minn note 5.000% 7/1 0.1 $5.2M 3.9M 1.32
Vedanta Resources Jersey 4% conv 0.1 $5.1M 5.3M 0.96
Caci Intl Inc note 2.125% 5/0 0.1 $4.6M 3.8M 1.22
Chesapeake Energy Corp note 2.500% 5/1 0.1 $4.6M 5.3M 0.86
Csg Systems International, Inc conv 0.1 $4.9M 5.1M 0.96
Gaylord Entertainment Co 144a convert 0.1 $4.8M 3.7M 1.30
Priceline.com Inc 144a 1.25 03 convert 0.1 $4.6M 1.8M 2.52
Kilroy Realty Lp conv 0.1 $4.6M 3.4M 1.37
Larsen & Toubro conv 0.1 $4.7M 4.7M 1.00
Boston Pptys Ltd Partnership note 3.750% 5/1 0.1 $4.5M 3.9M 1.15
Vertex Pharmaceuticals Inc note 3.350%10/0 0.1 $4.1M 3.6M 1.13
Pdl Biopharma Inc note 3.750% 5/0 0.1 $4.2M 4.1M 1.04
Qiagen Nv 1.5% 8/18/24 conv 0.1 $4.2M 3.2M 1.32
Dealertrack Holdings 1.5% 2017 conv 0.1 $4.5M 4.2M 1.06
Wabash National Corp 3.375 '18 conv 0.1 $4.3M 4.2M 1.03
Anixter Intl Inc note 1.000% 2/1 0.1 $3.6M 3.0M 1.20
Goldcorp 0.1 $3.8M 100k 38.26
Laboratory Corp Amer Hldgs debt 0.1 $3.8M 3.2M 1.18
Inmarsat Plc conv 0.1 $4.0M 3.3M 1.22
Health Care Reit Inc Cvt cv bnd 0.1 $3.4M 3.0M 1.14
Nextera Energy Inc. 7% Equity pfd cv 0.1 $3.4M 63k 53.44
CUBIST PHARM CONVERTIBLE security 0.1 $3.4M 2.2M 1.57
Prospect Capital Corp 5.375% conv 0.1 $3.5M 3.5M 0.99
Siemens 1.65% 2019 conv 0.1 $3.2M 3.3M 0.98
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $2.8M 2.2M 1.25
Textron Inc note 4.500% 5/0 0.1 $2.7M 1.3M 2.06
Airtran Hldgs Inc note 5.250%11/0 0.1 $3.1M 2.4M 1.26
Jaguar Mining, Inc. Cv. Sr. No conv 0.1 $3.0M 4.3M 0.70
Kaman Corporation Cv. Sr. Note conv 0.1 $3.1M 2.5M 1.22
Xilinx Inc Cvt 2.625 6-15-17 convert 0.1 $3.0M 2.2M 1.34
Synovus Finl Corp unit 99/99/9999 0.1 $2.3M 115k 19.72
Chesapeake Energy 5.75% Conv Pfd p 0.1 $2.2M 2.5k 866.01
Prologis Inc note 3.250% 3/1 0.1 $2.2M 1.9M 1.14
Trw Automotive 3.5% 12/01/15 conv 0.1 $2.2M 1.3M 1.73
Medivation Inc note 2.625% 4/0 0.1 $2.3M 2.1M 1.11
Chesapeake Energy Corp note 2.750%11/1 0.0 $1.7M 1.9M 0.93
Sanofi-Aventis SA (SNY) 0.0 $1.9M 50k 38.18
SanDisk Corporation 0.0 $2.1M 56k 37.00
Teva Pharm Finance Llc Cvt cv bnd 0.0 $1.9M 1.8M 1.09
Integra Lifesciences Holdings conv bnd 0.0 $1.9M 2.0M 0.94
Helix Energy Solutions note 0.0 $1.7M 1.5M 1.15
Diamond Offshore Drilling 0.0 $1.4M 20k 68.55
Aspen Insurance Holdings Ltd pfd prp inc eq 0.0 $1.5M 26k 55.74
Pioneer Nat Res Co note 2.875% 1/1 0.0 $1.2M 600k 2.02
At&t (T) 0.0 $1.3M 38k 32.92
Kimberly-Clark Corporation (KMB) 0.0 $1.3M 16k 78.50
ConocoPhillips (COP) 0.0 $1.3M 18k 71.61
Lam Research Corporation 0.0 $1.2M 29k 41.67
Charles Riv Labs Intl Inc note 2.250% 6/1 0.0 $1.5M 1.5M 1.00
02/15/2024 Jaiprakash Associates conv 0.0 $1.2M 870k 1.41
Vishay Intertech 144a 2.25% conv 0.0 $1.2M 1.5M 0.82
Aar Corp 2.25% conv 0.0 $1.6M 1.8M 0.90
Gilead Sciences Inc note 0.625% 5/0 0.0 $952k 685k 1.39
Stillwater Mng Co note 1.875% 3/1 0.0 $755k 763k 0.99
JPMorgan Chase & Co. (JPM) 0.0 $765k 18k 42.98
Caterpillar (CAT) 0.0 $719k 7.0k 102.71
Newmont Mining Corporation (NEM) 0.0 $953k 20k 47.65
Union Pacific Corporation (UNP) 0.0 $1.1M 10k 112.40
Tiffany & Co. 0.0 $719k 11k 68.48
Verizon Communications (VZ) 0.0 $1.1M 27k 40.37
Darden Restaurants (DRI) 0.0 $751k 15k 50.07
Limited Brands 0.0 $994k 20k 49.70
Occidental Petroleum Corporation (OXY) 0.0 $912k 10k 91.20
Paccar (PCAR) 0.0 $859k 20k 42.95
Illumina (ILMN) 0.0 $980k 22k 44.55
Life Technologies 0.0 $1.2M 25k 46.38
MannKind Corporation 0.0 $1.0M 460k 2.24
Sabra Health Care REIT (SBRA) 0.0 $837k 50k 16.74
Apple Computer 0.0 $876k 1.5k 584.00
Annaly C 0.0 $775k 48k 16.32
National Retail Properties I note 3.950% 9/1 0.0 $1.1M 925k 1.16
Proshares Ultrashort Qqq 0.0 $921k 30k 30.70
Health Care Reit Pfd I 6.5% 0.0 $1.1M 20k 53.55
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $1.2M 20k 59.45
Vedanta Resources Jersey conv 0.0 $1.0M 1.1M 0.94
Dialog 1% 2017 conv 0.0 $848k 800k 1.06
Ingersoll Rand 0.0 $765k 18k 42.50
American Eqty Invt Life Hld note 5.250%12/0 0.0 $434k 434k 1.00
Chemed Corp New note 1.875% 5/1 0.0 $551k 545k 1.01
Dollar Finl Corp note 3.000% 4/0 0.0 $448k 400k 1.12
Hologic Inc frnt 2.000%12/1 0.0 $294k 297k 0.99
Seattle Genetics 0.0 $297k 15k 19.80
BioMarin Pharmaceutical (BMRN) 0.0 $347k 10k 34.70
Johnson & Johnson (JNJ) 0.0 $651k 10k 65.10
Microchip Technology (MCHP) 0.0 $707k 20k 35.35
Freeport-McMoRan Copper & Gold (FCX) 0.0 $575k 15k 38.33
Illinois Tool Works (ITW) 0.0 $574k 10k 57.40
Theravance 0.0 $325k 15k 21.67
Walter Energy 0.0 $663k 10k 66.30
Onyx Pharmaceuticals 0.0 $341k 7.5k 45.47
Medivation 0.0 $607k 7.5k 80.93
Ppl Corp unit 99/99/9999 0.0 $554k 10k 53.38
Anixter Intl Inc Com Stk Usd1 0.0 $686k 10k 68.60
Tata Steel Ltd 4.5% 11/21/2014 conv 0.0 $649k 656k 0.99
Insulet Corporation Cvt 3.75 0 convert 0.0 $612k 600k 1.02
Micron Technology Inc Mu Cvt 1 convert 0.0 $654k 719k 0.91
Prospect Capital Corp note 0.0 $446k 450k 0.99
Phillips 66 (PSX) 0.0 $303k 9.0k 33.67
DISH Network 0.0 $160k 5.0k 32.00
MTR Gaming 0.0 $167k 33k 5.09
Rite Aid Corporation 0.0 $137k 95k 1.45
China Uni 0.0 $228k 13k 17.37
Yrc Worldwide 0.0 $9.0k 1.2k 7.41
Shengdatech Inc 6.5% conv 0.0 $71k 3.6M 0.02
Yrcw Pfd pfd cv 0.0 $136k 17k 8.24
Dune Energy Inc equity 0.0 $0 4.00 0.00