Advent Capital Management

Advent Capital Management as of June 30, 2012

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 286 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Amgen Inc note 0.375% 2/0 2.4 $116M 105M 1.11
Gilead Sciences conv 2.0 $101M 78M 1.29
Mgm Mirage conv 1.7 $86M 87M 0.99
Priceline.com 2018 1% conv 1.6 $82M 76M 1.07
Netapp Inc note 1.750% 6/0 1.4 $72M 62M 1.16
GAME Technolog debt 1.4 $71M 68M 1.05
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.4 $69M 60k 1157.00
Health Care Reit Inc note 3.000%12/0 1.4 $69M 56M 1.23
Bank Of America 7.25% Pfd 7.25%cnv pfd l 1.4 $68M 67k 1016.00
Sandisk Corp note 1.500% 8/1 1.4 $67M 61M 1.11
Illumina Inc 0 1/4 2016 conv 1.4 $67M 74M 0.91
Hologic Inc cnv 1.3 $65M 67M 0.96
Glencore 5% 2014 conv 1.2 $61M 53M 1.15
E M C Corp Mass note 1.750%12/0 1.2 $59M 36M 1.66
Microsoft Corporation Cv. Sr. conv 1.2 $59M 56M 1.05
Electronic Arts Inc conv 1.2 $59M 66M 0.89
Goldcorp Inc New note 2.000% 8/0 1.2 $57M 52M 1.11
Affiliated Managers Group note 3.950% 8/1 1.1 $55M 51M 1.08
Allegheny Technologies Inc note 4.250% 6/0 1.1 $53M 46M 1.15
Boston Properties conv 1.1 $53M 49M 1.09
Sl Green Operating Par 144a 3. convert 1.1 $53M 47M 1.14
Tibco Software Inc conv 1.1 $52M 53M 0.99
Lifepoint Hospitals Inc note 3.500% 5/1 1.0 $51M 48M 1.06
Webmd Health Conv Sr Notes conv 1.0 $51M 63M 0.81
Ciena Corp 144a 4.0 03-15-15 convert 1.0 $48M 42M 1.13
United Technol conv prf 0.9 $47M 896k 52.62
Stone Energy 1.75% 2017 conv 0.9 $47M 49M 0.96
Owens-brockway Glass Container conv 0.9 $45M 46M 0.97
Intel Corp sdcv 0.9 $45M 40M 1.13
Keycorp New pfd 7.75% sr a 0.9 $44M 376k 115.80
Lukoil 2.625% 2015 conv 0.9 $44M 41M 1.07
Interpublic Group Cos Inc note 4.750% 3/1 0.9 $43M 41M 1.06
Equinix Inc note 3.000%10/1 0.9 $42M 25M 1.72
Nuance Communications 144a 2031 conv 0.8 $42M 39M 1.06
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.8 $40M 39M 1.04
Forest City Enterprises conv 0.8 $41M 41M 0.99
Intel Corp. Jr. Sub. Cv. Deb. conv 0.8 $39M 30M 1.33
Molina Healthcare Inc note 3.750%10/0 0.8 $39M 35M 1.10
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.8 $38M 614k 62.59
Lam Research Corp note 0.500% 5/1 0.8 $38M 40M 0.96
Stanley Black & Decker Inc unit 99/99/9999 0.7 $36M 303k 118.28
Gilead Sciences conv 0.7 $35M 26M 1.36
Newmont Mining Corp note 1.250% 7/1 0.7 $35M 29M 1.20
Alexandria Real Estate pfd cv 0.7 $35M 1.3M 26.31
Sothebys note 3.125% 6/1 0.7 $35M 31M 1.10
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $35M 30M 1.18
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.7 $34M 32M 1.05
Peabody Energy Corp sdcv 4.750%12/1 0.7 $34M 44M 0.78
Linear Technology Corp note 3.000% 5/0 0.7 $34M 33M 1.05
Trinity Inds Inc note 3.875% 6/0 0.7 $33M 33M 1.02
Archer Daniels Midland Co note 0.875% 2/1 0.7 $33M 33M 1.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.7 $33M 26M 1.29
Radioshack Corp Cvt 2.5 08-01- convert 0.6 $32M 36M 0.89
Massey Energy Co note 3.250% 8/0 0.6 $31M 36M 0.86
Iconix Brand Group Inc Cvt 144 convert 0.6 $31M 32M 0.98
Healthsouth Corp A 6.5 Cvp convert 0.6 $31M 29k 1055.47
Take Two Interactive 1.75% 2016 conv 0.6 $30M 34M 0.89
Fidelity National Finance conv 0.6 $30M 27M 1.13
General Mtrs Co jr pfd cnv srb 0.6 $29M 851k 33.47
On Semiconductor Corp note 2.625%12/1 0.6 $29M 27M 1.07
Ares Capital Corp 5.125 2016 conv 0.6 $29M 28M 1.02
Ttm Technologies Inc note 3.250% 5/1 0.6 $28M 27M 1.04
Medtronic Inc note 1.625% 4/1 0.6 $28M 28M 1.01
Advanced Micro Devices Inc note 6.000% 5/0 0.6 $28M 27M 1.01
Apache Corp pfd cv 0.6 $28M 567k 48.57
Navistar Intl Corp New note 3.000%10/1 0.6 $27M 31M 0.89
Medicis Pharmaceutical conv 0.5 $27M 27M 1.00
Ares Capital Corp 5.75 16 convert 0.5 $27M 25M 1.05
Steel Dynamics Inc note 5.125% 6/1 0.5 $25M 24M 1.08
Developers Diversified Rlty note 1.750%11/1 0.5 $26M 23M 1.10
Arvinmeritor Inc frnt 4.625% 3/0 0.5 $25M 28M 0.87
Symantec Corp note 1.000% 6/1 0.5 $25M 24M 1.04
Alcoa Inc debt 0.5 $25M 17M 1.46
Acergy 2.25% 2013 conv 0.5 $25M 22M 1.12
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $24M 22M 1.10
Saks Inc note 2.000% 3/1 0.5 $24M 23M 1.03
Shire Plc 2.75% 14 conv 0.5 $24M 21M 1.14
Jns 3.25% 7/15/2014 note 0.5 $23M 22M 1.01
Centerpoint Energy Inc Vq 09-1 convert 0.5 $23M 613k 37.43
Omnicare Inc 3.75% '42 conv 0.5 $22M 24M 0.93
Omnicare Inc dbcv 3.250%12/1 0.4 $22M 23M 0.96
Liberty Media Corp deb 3.500% 1/1 0.4 $22M 48M 0.45
Brookdale Senior Living note 0.4 $22M 23M 0.94
Annaly Cap Mgmt Inc note 5.000% 5/1 0.4 $22M 22M 1.01
D R Horton Inc note 2.000% 5/1 0.4 $21M 15M 1.45
Sba Communications Corp note 1.875% 5/0 0.4 $21M 15M 1.44
Ford Mtr Co Del note 4.250%11/1 0.4 $21M 15M 1.36
Annaly Cap Mgmt Inc note 4.000% 2/1 0.4 $21M 16M 1.27
Mentor Graphics 4% 2031 conv 0.4 $21M 19M 1.10
Dfc Global Corp 3.25% 2017 144a conv 0.4 $20M 18M 1.12
Salix Pharmaceuticals 1.5% conv 0.4 $20M 20M 1.01
Micron Technology Inc. conv 0.4 $20M 22M 0.91
Goodrich Pete Corp note 5.000%10/0 0.4 $20M 21M 0.92
Amg Capital Trust Ii convert (AATRL) 0.4 $19M 425k 45.04
TAKE-TWO INTER CONVERTIBLE security 0.4 $19M 17M 1.14
Lennar Corp conv 0.4 $19M 16M 1.21
Alliant Techsystems Inc note 3.000% 8/1 0.4 $18M 18M 1.00
Omnicom Group Inc note 7/0 0.4 $18M 17M 1.10
Rovi Corp conv 0.4 $18M 19M 0.97
Ares Capital Corp conv 0.4 $19M 19M 1.00
Ryland Group note 0.4 $19M 17M 1.07
Fifth Third Bancorp cnv pfd dep1/250 0.4 $18M 129k 136.81
CUBIST PHARM CONVERTIBLE security 0.4 $18M 11M 1.61
Virgin Media Inc note 6.500%11/1 0.3 $17M 11M 1.63
China Unicom 0.75% 2015 Reg S conv 0.3 $17M 17M 1.03
Siemens Financieringsmat conv 0.3 $17M 18M 0.98
On Semiconductor Corp note 2.625%12/1 0.3 $17M 16M 1.03
Xm Sirius cv 7% 0.3 $17M 12M 1.42
Vertex Pharmaceuticals Inc note 3.350%10/0 0.3 $17M 14M 1.20
Ixia note 0.3 $17M 14M 1.16
Dst Sys Inc Del dbcv 4.125% 8/1 0.3 $16M 13M 1.23
Liberty Media Corp New deb 3.125% 3/3 0.3 $15M 12M 1.25
Hologic Inc frnt 2.000%12/1 0.3 $16M 14M 1.08
Kkr Financial Hldgs Llc note 7.500% 1/1 0.3 $15M 11M 1.42
American Equity Inv Life 3.5 1 convert 0.3 $15M 13M 1.13
Biomed Realty conv 0.3 $15M 13M 1.17
Qiagen conv 0.3 $15M 13M 1.18
Cemex Sab conv 0.3 $15M 16M 0.90
Newpark Res Inc note 4.000%10/0 0.3 $15M 15M 1.00
United Therapeutics conv 0.3 $14M 11M 1.30
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $14M 150k 91.70
Arvinmeritor Inc frnt 4.000% 2/1 0.3 $14M 20M 0.70
Premier Oil Finance conv 0.3 $13M 11M 1.15
Noble Group Ltd 0% 2014 conv 0.3 $13M 9.5M 1.41
Citigroup Inc unit 0.3 $13M 148k 85.84
Host Hotels & Resorts Lpcvt2.5 convert 0.3 $13M 10M 1.25
Ciena Corp note 0.875% 6/1 0.2 $12M 14M 0.86
Lennar Corp conv bnd 0.2 $12M 8.4M 1.48
Royal Gold Inc conv 0.2 $13M 12M 1.04
Arris Group Inc note 2.000%11/1 0.2 $12M 11M 1.05
Tyson Foods Inc note 3.250%10/1 0.2 $12M 11M 1.09
Teleflex Inc note 3.875% 8/0 0.2 $12M 9.8M 1.20
Forest City Enterprises Inc conv bnd 0.2 $12M 11M 1.13
Greenbrier Co Inc conv bnd 0.2 $12M 14M 0.89
Orbital Sciences Corp note 2.438% 1/1 0.2 $11M 11M 1.00
Interpublic Grp. P 0.2 $11M 11k 994.82
General Cable Corp Del New note 0.875%11/1 0.2 $11M 11M 0.97
Smithfield Foods Inc note 4.000% 6/3 0.2 $11M 10M 1.06
Jefferies Group Inc New dbcv 3.875%11/0 0.2 $11M 12M 0.93
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.2 $11M 9.7M 1.08
Molson Coors Brewing Co note 2.500% 7/3 0.2 $10M 10M 1.02
Agco Corp note 1.250%12/1 0.2 $10M 8.5M 1.22
Heartware Intl Inc note 3.500%12/1 0.2 $10M 8.7M 1.19
Anglogold Holdings Regs conv 0.2 $10M 9.6M 1.07
Vsh 2.25 11-40 144a Cvt convert 0.2 $11M 12M 0.87
Umc 0% 2016 conv 0.2 $11M 11M 0.95
Continental Airls Inc note 4.500% 1/1 0.2 $10M 8.0M 1.25
National Retail Properties I note 5.125% 6/1 0.2 $9.7M 8.2M 1.18
L-3 Communications Corp debt 3.000% 8/0 0.2 $9.7M 9.8M 0.99
Sonic Automotive Inc note 5.000% 10/0 0.2 $10M 6.6M 1.52
Rayonier Inc conv 0.2 $10M 6.8M 1.46
Old Republic Intl Corp note 0.2 $9.3M 9.8M 0.95
Lam Research Corp conv 0.2 $9.4M 9.7M 0.97
Titan Machinery 2019 3.75% 144a conv 0.2 $9.1M 9.2M 0.99
United States Stl Corp New note 4.000% 5/1 0.2 $8.4M 8.2M 1.02
Mylan Inc note 3.750% 9/1 0.2 $8.4M 4.6M 1.83
Covanta Holding Conv conv bnd 0.2 $8.4M 7.1M 1.18
Greatbatch Inc sdcv 2.250% 6/1 0.2 $8.1M 8.2M 0.99
Anixter Intl Inc note 1.000% 2/1 0.2 $7.8M 7.1M 1.10
Ciena Corp conv bnd 0.2 $7.8M 7.0M 1.12
Nuvasive Inc. conv 0.2 $7.8M 8.4M 0.93
Beazer Homes Pfd 7.5% 2015 pfd cv 0.2 $8.0M 372k 21.47
Caci Intl Inc note 2.125% 5/0 0.1 $7.4M 6.4M 1.16
Wynn Resorts (WYNN) 0.1 $7.6M 81k 93.75
Honhai 0% 2013 conv 0.1 $7.5M 7.6M 0.99
Nextera Energy Inc conv prf 0.1 $7.2M 139k 51.95
Broadsoft Inc. 1.5% 07/01/2018 conv 0.1 $7.5M 8.0M 0.93
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.1 $6.8M 3.4M 2.03
Note 3.50 0.1 $6.8M 5.6M 1.21
Salix Pharmaceuticals Inc note 2.750% 5/1 0.1 $7.1M 5.8M 1.22
Air Lease Corp 3.875% 2018 144a conv 0.1 $7.2M 7.1M 1.01
China Overseas conv 0.1 $6.5M 4.8M 1.36
Photronics Inc conv 0.1 $6.6M 6.9M 0.97
Ppl Corporation 8.75% pfd cv 0.1 $6.4M 118k 54.25
Medivation Inc note 2.625% 4/0 0.1 $6.2M 4.9M 1.27
Dialog 1% 2017 conv 0.1 $6.5M 6.2M 1.05
Khazanah Into Parkson 0% 19 conv 0.1 $6.6M 7.0M 0.94
Dealertrack Holdings 1.5% 2017 conv 0.1 $6.6M 6.3M 1.06
Novellus Systems, Inc. note 2.625% 5/1 0.1 $6.3M 5.4M 1.17
Regis Corp Minn note 5.000% 7/1 0.1 $6.0M 4.7M 1.26
On Semiconductor Corporation note 1.875%12/ 0.1 $6.1M 5.5M 1.10
Tower Group Inc conv 0.1 $5.8M 5.7M 1.02
Kinross Gold Corp note 1.750% 3/1 0.1 $5.4M 5.4M 1.00
Pioneer Nat Res Co note 2.875% 1/1 0.1 $5.7M 3.9M 1.47
Level 3 Communications Inc note 0.1 $5.5M 4.8M 1.14
Amg Capital Trust 0.1 $5.5M 108k 50.73
African Minerals 8.5% 2017 conv 0.1 $5.2M 5.4M 0.97
Chesapeake Energy Corp note 2.250%12/1 0.1 $5.0M 6.2M 0.80
Danaher Corp Del debt 0.1 $5.1M 3.3M 1.54
Newmont Mining Corp Cvt cv bnd 0.1 $5.1M 4.0M 1.27
Larsen & Toubro conv 0.1 $4.7M 4.7M 1.01
Vedanta Resources Jersey 4% conv 0.1 $5.2M 5.3M 0.98
Qiagen Nv 1.5% 8/18/24 conv 0.1 $5.1M 3.6M 1.43
Cal Dive International 144a 5% conv 0.1 $4.8M 4.9M 0.97
New York Community Ban 0.1 $4.5M 350k 12.98
Csg Systems International, Inc conv 0.1 $4.3M 4.3M 1.02
Inmarsat Plc conv 0.1 $4.3M 3.5M 1.22
Trw Automotive 3.5% 12/01/15 conv 0.1 $4.6M 3.0M 1.52
Prospect Capital Corp 5.375% conv 0.1 $4.2M 4.2M 1.01
Wabash National Corp 3.375 '18 conv 0.1 $4.5M 4.7M 0.97
Visteon Corporation (VC) 0.1 $4.1M 125k 32.43
Micron Tech 2032 144a 2.375% 144a conv 0.1 $3.8M 4.0M 0.95
General Cable Corp Del New frnt 4.500% 11/1 0.1 $3.4M 3.5M 0.99
Avon Prods Inc Com Stk 0.1 $3.4M 220k 15.49
Kaman Corporation Cv. Sr. Note conv 0.1 $3.6M 3.0M 1.18
Nextera Energy Inc. 7% Equity pfd cv 0.1 $3.5M 63k 55.81
Pdl Biopharma Inc note 3.750% 5/0 0.1 $3.6M 3.2M 1.11
Paladin Energy 3.625% 10/27/10 conv 0.1 $3.3M 4.0M 0.82
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $2.8M 2.1M 1.32
JPMorgan Chase & Co. (JPM) 0.1 $2.9M 80k 36.00
Elan Corporation 0.1 $2.8M 246k 11.55
Siemens 1.65% 2019 conv 0.1 $2.9M 3.0M 0.98
Northstar Reality Fin 8.875 ' 32 144a conv 0.1 $3.1M 3.0M 1.03
Diamond Offshore Drilling 0.1 $2.3M 35k 65.43
Laboratory Corp Amer Hldgs debt 0.1 $2.5M 2.2M 1.13
Synovus Finl Corp unit 99/99/9999 0.0 $2.1M 117k 18.00
Occidental Petroleum Corporation (OXY) 0.0 $1.7M 20k 87.05
Sanofi-Aventis SA (SNY) 0.0 $2.2M 53k 40.64
Apple Computer 0.0 $1.8M 3.0k 610.67
Dendreon Corp note 0.0 $2.2M 3.2M 0.68
Prologis Inc note 3.250% 3/1 0.0 $2.2M 2.0M 1.10
Interdigital Inc 2.5% conv 0.0 $2.0M 2.0M 0.99
Integra Lifesciences Holdings conv bnd 0.0 $2.0M 2.0M 0.99
Aspen Insurance Holdings Ltd pfd prp inc eq 0.0 $1.4M 26k 54.12
At&t (T) 0.0 $1.4M 38k 37.92
Interpublic Group of Companies (IPG) 0.0 $1.4M 140k 9.87
Qualcomm (QCOM) 0.0 $1.5M 25k 59.68
Lam Research Corporation 0.0 $1.5M 45k 34.42
Sabra Health Care REIT (SBRA) 0.0 $1.6M 84k 18.52
Textron Inc note 4.500% 5/0 0.0 $764k 380k 2.01
McDonald's Corporation (MCD) 0.0 $1.1M 12k 89.33
BioMarin Pharmaceutical (BMRN) 0.0 $814k 21k 39.30
Microchip Technology (MCHP) 0.0 $1.1M 34k 33.38
Nuance Communications 0.0 $1.1M 53k 20.34
Dow Chemical Company 0.0 $863k 30k 28.77
Intel Corporation (INTC) 0.0 $771k 30k 25.70
Tiffany & Co. 0.0 $824k 15k 54.93
Verizon Communications (VZ) 0.0 $1.2M 27k 45.13
Limited Brands 0.0 $951k 20k 47.55
International Business Machines (IBM) 0.0 $980k 5.0k 196.00
Illumina (ILMN) 0.0 $912k 22k 41.45
Life Technologies 0.0 $1.1M 24k 43.87
Textron (TXT) 0.0 $1.0M 40k 26.05
Celgene Corporation 0.0 $1.1M 16k 68.47
Medivation 0.0 $1.2M 12k 99.66
Liberty Media Corp bond 0.0 $935k 1.1M 0.87
Boston Pptys Ltd Partnership note 3.750% 5/1 0.0 $800k 690k 1.16
Level 3 Communications Inc note 6.500%10/0 0.0 $910k 700k 1.30
Annaly C 0.0 $828k 48k 17.43
Anglogold Holdings 144a conv 0.0 $1.1M 1.0M 1.07
Paladin Energy 5% 03/11/13 conv 0.0 $990k 1.0M 0.99
Health Care Reit Pfd I 6.5% 0.0 $1.1M 20k 56.60
Northstart Realty Fin 7.5% 144a conv 0.0 $1.0M 1.0M 1.03
Chrysler Group Llc L+475 pfd cv 0.0 $1.0M 990k 1.02
Revel Entertain Llc Tl 1l L+750 pfd cv 0.0 $820k 1.0M 0.82
Vedanta Resources Jersey conv 0.0 $1.1M 1.1M 0.96
Qbe Funding Trust conv 0.0 $960k 1.5M 0.64
Ultrapro Short S&p 500 Proshar 0.0 $903k 20k 45.15
American Eqty Invt Life Hld note 5.250%12/0 0.0 $430k 434k 0.99
Dollar Finl Corp note 3.000% 4/0 0.0 $522k 442k 1.18
Caterpillar (CAT) 0.0 $589k 7.0k 84.14
Seattle Genetics 0.0 $392k 15k 26.13
DISH Network 0.0 $461k 15k 30.73
Agilent Technologies Inc C ommon (A) 0.0 $657k 18k 36.50
Theravance 0.0 $274k 9.4k 29.15
MTR Gaming 0.0 $322k 89k 3.60
China Uni 0.0 $338k 23k 14.62
MannKind Corporation 0.0 $711k 299k 2.38
Leucadia Natl Corp debt 0.0 $702k 638k 1.10
Ppl Corp unit 99/99/9999 0.0 $564k 10k 54.34
General Motors Company (GM) 0.0 $591k 30k 19.69
Bunge Limited 4.875% Cum. Cv. pfd cv 0.0 $364k 3.7k 97.56
Tata Steel Ltd 4.5% 11/21/2014 conv 0.0 $649k 656k 0.99
Insulet Corporation Cvt 3.75 0 convert 0.0 $648k 600k 1.08
Micron Technology Inc Mu Cvt 1 convert 0.0 $374k 420k 0.89
Vishay Intertech 144a 2.25% conv 0.0 $610k 802k 0.76
Helix Energy Solutions note 0.0 $598k 554k 1.08
Prospect Capital Corp note 0.0 $497k 497k 1.00
Vishay Intertechnology 144a 2042 conv 0.0 $588k 600k 0.98
Time Warner Telecom Inc dbcv 2.375% 4/0 0.0 $224k 162k 1.38
Rite Aid Corporation 0.0 $97k 84k 1.16
Cal Dive International (CDVIQ) 0.0 $57k 35k 1.63
Shengdatech Inc 6.5% conv 0.0 $71k 3.6M 0.02
Yrc Worldwide Inc Com par $.01 0.0 $124k 22k 5.70
Dune Energy Inc equity 0.0 $0 4.00 0.00
Tronox 0.0 $174k 7.5k 23.20