Advent Capital Management

Advent Capital Management as of Dec. 31, 2013

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 602 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Glenln 5 12/31/14 1.7 $133M 119M 1.12
Yahoo Inc 144a conv bond p2 1.2 $99M 95M 1.04
Clearwire Communications Llc E conv 1.1 $84M 72M 1.16
Prologis Inc note 3.250% 3/1 1.0 $77M 69M 1.12
Priceline.com debt 1.000% 3/1 1.0 $77M 56M 1.39
Archer Daniels Midland Co note 0.875% 2/1 1.0 $76M 72M 1.05
Micron Technology Inc conv 0.9 $74M 75M 0.99
Gilead Sciences conv 0.9 $73M 22M 3.30
Mgm Mirage conv 0.9 $71M 51M 1.37
United States Stl Corp New note 4.000% 5/1 0.9 $69M 64M 1.07
Forest City Enterprises conv 0.8 $64M 57M 1.12
Siegr 1.05 08/16/17 0.8 $63M 55M 1.16
Developers Diversified Rlty note 1.750%11/1 0.8 $63M 56M 1.12
Wellpoint Inc Note cb 0.8 $62M 46M 1.36
Royal Gold Inc conv 0.8 $62M 64M 0.96
Nvidia Corp 144a conv bond p2 0.8 $62M 60M 1.02
Lukoil 2 5/8 06/16/15 0.7 $59M 55M 1.08
Ciena Corp note 0.875% 6/1 0.7 $56M 55M 1.03
Webmd Health Conv Sr Notes conv 0.7 $56M 58M 0.98
Novellus Systems, Inc. note 2.625% 5/1 0.7 $57M 34M 1.67
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $56M 24M 2.32
Newmont Mining Corp Cvt cv bnd 0.7 $56M 54M 1.03
COM USD0.01 Chesapeake Energy Corp cnv 0.7 $55M 47k 1168.24
Toll Bros Finance Corp. convertible bond 0.7 $55M 52M 1.05
Intel Corp sdcv 0.7 $54M 48M 1.12
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.7 $53M 48k 1109.99
United Technol conv prf 0.7 $53M 810k 65.84
Cobalt Intl Energy Inc note 0.7 $53M 60M 0.89
Illumina Inc 0 1/4 2016 conv 0.7 $52M 38M 1.39
Alcatel-lucent conv 0.7 $52M 10M 5.19
Advanced Micro Devices Inc note 6.000% 5/0 0.7 $52M 49M 1.05
Slxp 1 1/2 03/15/19 0.7 $51M 35M 1.49
Nrf Us conv 0.7 $51M 38M 1.37
Amg Capital Trust Ii convert (AATRL) 0.6 $51M 811k 62.79
Biomarin Pharmaceutical Inc note 1.500%10/1 0.6 $51M 47M 1.08
Lifepoint Hospitals Inc note 3.500% 5/1 0.6 $50M 46M 1.09
Liberty Interactive 0.6 $50M 47M 1.06
Cemex Sab conv 0.6 $48M 41M 1.18
Pcln Us conv 0.6 $49M 43M 1.14
Linear Technology Corp note 3.000% 5/0 0.6 $48M 42M 1.14
Xinaog 0 02/26/18 0.6 $47M 37M 1.28
Boston Properties conv 0.6 $46M 46M 1.00
On Semiconductor Corp note 2.625%12/1 0.6 $45M 41M 1.11
Jah Us conv 0.6 $45M 37M 1.22
Sina Corp conv 0.6 $45M 44M 1.02
Allegheny Technologies Inc note 4.250% 6/0 0.6 $44M 43M 1.03
Navistar Intl Corp New note 3.000%10/1 0.5 $42M 41M 1.03
Nokia 5 10/26/17 0.5 $42M 13M 3.26
Biomarin Pharmaceutical Inc note 0.750%10/1 0.5 $43M 40M 1.07
Nuance Communications Inc note 2.750%11/0 0.5 $41M 43M 0.97
Walter Invt Mgmt Corp note 0.5 $42M 42M 1.00
Thrx 2 1/8 01/15/23 0.5 $42M 28M 1.46
Jefferies Group Inc New dbcv 3.875%11/0 0.5 $41M 39M 1.06
Volcano Corporation note 1.750%12/0 0.5 $41M 41M 0.99
Starwood Property Trust note 0.5 $41M 37M 1.11
Sandisk Corp 144a conv bond p2 0.5 $41M 41M 0.99
Mnv Zrt conv 0.5 $40M 28M 1.42
Keycorp New pfd 7.75% sr a 0.5 $39M 298k 129.29
Intel Corp. Jr. Sub. Cv. Deb. conv 0.5 $39M 28M 1.36
Hologic Inc frnt 2.000%12/1 0.5 $39M 33M 1.17
Ixia note 0.5 $39M 36M 1.08
Nuance Communications Inc dbcv 2.750% 8/1 0.5 $38M 36M 1.05
Medivation Inc note 2.625% 4/0 0.5 $38M 26M 1.46
Chesapeake Energy Corp note 2.250%12/1 0.5 $38M 40M 0.93
Bank Of America Corporation preferred (BAC.PL) 0.5 $37M 35k 1061.01
Xilinx Inc Cvt 2.625 6-15-17 convert 0.5 $37M 23M 1.60
Brookdale Senior Living note 0.5 $37M 31M 1.19
Bnsim 3 3/8 01/17/18 0.5 $37M 26M 1.44
General Motors Company (GM) 0.5 $36M 874k 40.87
Crm 0 1/4 04/01/18 144a 0.5 $36M 33M 1.09
GAME Technolog debt 0.4 $35M 33M 1.06
Cien 4 12/15/20 0.4 $35M 24M 1.48
Alexandria Real Estate Equitie conv prf 0.4 $33M 1.3M 25.10
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.4 $33M 1.1M 31.54
Ohlcon 4 04/25/18 Ohl 0.4 $33M 23M 1.43
Forest City Enterprises, Inc. conv 0.4 $34M 33M 1.03
Auxilium Pharmaceuticals note 0.4 $32M 29M 1.12
Iiaav 4 1/4 03/08/18 0.4 $32M 3.2B 0.01
Sdrlno 3 3/8 10/27/17 0.4 $32M 21M 1.50
Tecfp 0 1/2 01/01/16 0.4 $32M 252k 125.91
1044 Hk conv 0.4 $32M 225M 0.14
Ares Capital Corp conv bnd 0.4 $32M 30M 1.05
Steel Dynamics Inc note 5.125% 6/1 0.4 $31M 26M 1.18
Al Us conv 0.4 $31M 23M 1.34
Hos Us conv 0.4 $31M 26M 1.19
Ares Capital Corporation convertible cor 0.4 $31M 29M 1.06
Ttm Technologies Inc conv 0.4 $31M 29M 1.08
Host Hotels & Resorts Lpcvt2.5 convert 0.4 $30M 20M 1.51
Hologic Inc cnv 0.4 $30M 29M 1.03
Electronic Arts Inc conv 0.4 $30M 28M 1.07
Mtna 6 Mtus pfd cv 0.4 $30M 1.1M 26.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.4 $31M 28M 1.10
Isis Us conv 0.4 $30M 12M 2.49
Caja Ahorros Barcelona conv 0.4 $30M 21M 1.43
Swiss Life Holding Ag conv 0.4 $29M 25M 1.17
Gilead Sciences conv 0.3 $28M 8.3M 3.33
Cubist Pharmacut144a 0.3 $28M 24M 1.15
D R Horton Inc note 2.000% 5/1 0.3 $27M 16M 1.72
Liberty Media Corp deb 3.500% 1/1 0.3 $27M 50M 0.54
Ryland Group note 0.3 $27M 18M 1.53
Exr Us conv 0.3 $27M 27M 1.00
Group 1 Automotive Inc frnt 2.250% 6/1 0.3 $26M 20M 1.27
Chesapeake Energy 5.75% Conv Pfd p 0.3 $26M 23k 1154.83
Annaly Cap Mgmt Inc note 5.000% 5/1 0.3 $26M 26M 1.01
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.3 $26M 28M 0.94
Starwood Ppty note 4.0% 1/15/ 0.3 $26M 24M 1.11
6594 Jp conv 0.3 $26M 2.6B 0.01
Hyuele 2.65 05/14/15 0.3 $25M 21M 1.24
Moh 1 1/8 01/15/20 144a 0.3 $26M 25M 1.05
Janus Capital conv 0.3 $26M 20M 1.28
Microchip Technology Inc sdcv 2.125%12/1 0.3 $25M 14M 1.74
Micron Technology Inc note 1.875% 6/0 0.3 $25M 16M 1.53
Omnicare Inc dbcv 3.250%12/1 0.3 $25M 23M 1.07
4666 Jp conv 0.3 $25M 2.5B 0.01
Goldcorp Inc New note 2.000% 8/0 0.3 $24M 24M 1.00
Centerpoint Energy Inc Vq 09-1 convert 0.3 $24M 482M 0.05
Sl Green Operating Par 144a 3. convert 0.3 $24M 20M 1.24
Chart Industries 2% conv 0.3 $24M 15M 1.55
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $24M 23M 1.02
L-3 Communications Corp debt 3.000% 8/0 0.3 $23M 19M 1.20
Siic 0 02/18/18 363 0.3 $23M 165M 0.14
Take-two Interactive Softwar note 1.000% 7/0 0.3 $23M 22M 1.07
Goodrich Petroleum Corp 5% bond 0.3 $23M 23M 1.03
Ctrip.com Inter Ltd. conv 0.3 $23M 23M 1.00
Conwert Immo Invest Ag conv 0.3 $23M 15M 1.49
Ford Mtr Co Del note 4.250%11/1 0.3 $23M 12M 1.84
Owens-brockway Glass Container conv 0.3 $23M 22M 1.04
Omnicare Inc 3.75% '42 conv 0.3 $23M 15M 1.51
Chunte 0 3/4 10/18/15 0.3 $22M 22M 1.03
Radian Group Inc note 0.3 $22M 15M 1.47
Capl Sp conv 0.3 $22M 31M 0.72
Time Warner Cable 0.3 $22M 161k 135.50
Cubist Pharma 144a 0.3 $21M 18M 1.15
Healthsouth Corp conv 0.3 $22M 21M 1.06
Equinix Inc note 3.000%10/1 0.3 $21M 13M 1.59
Arvinmeritor Inc frnt 4.000% 2/1 0.3 $21M 22M 0.97
Stanley Black & Decker Inc unit 99/99/9999 0.3 $21M 167k 122.95
Array Biopharma Inc note 3.000% 6/0 0.3 $21M 20M 1.05
Tibco Software Inc. 2.25 05-01 conv 0.3 $20M 20M 1.00
Energy Xxi Bermuda 144a conv bond p2 0.3 $21M 21M 0.99
Vw 5 1/2 11/09/15 144a 0.2 $20M 11M 1.71
Dominion Res Inc Va unit 04/01/2013 0.2 $20M 366k 54.30
Linta Us conv 0.2 $20M 16M 1.25
Tui Ag conv 0.2 $20M 119M 0.17
Kawasaki Kisen Kaisha conv 0.2 $20M 2.0B 0.01
Rallye Sa conv 0.2 $20M 130k 151.14
Allscripts Healthcare Solutio conv 0.2 $19M 17M 1.12
Dfc Global 0.2 $19M 21M 0.89
Omnicom Group Inc debt 0.2 $19M 14M 1.36
Intermune Inc note 2.500% 9/1 0.2 $18M 20M 0.90
Ares Capital Corp 5.125 2016 conv 0.2 $19M 17M 1.07
Ishhar 0 03/29/16 0.2 $18M 900M 0.02
Rwt 4 5/8 04/15/18 0.2 $19M 18M 1.04
1022337z Uh conv 0.2 $18M 17M 1.08
Wright Medical Group Inc note 2 000 8/1 0.2 $19M 14M 1.34
Workday 0.2 $18M 15M 1.18
Fidelity National Finance conv 0.2 $17M 11M 1.64
Hkexch 0 1/2 10/23/17 0.2 $18M 16M 1.10
Holx 2 12/15/43 0.2 $17M 16M 1.05
Blnd Ln conv 0.2 $18M 9.5M 1.84
Proofpoint Inc 144a conv bond p2 0.2 $18M 17M 1.08
Sunedison Inc conv 0.2 $17M 15M 1.13
Sandisk Corp note 1.500% 8/1 0.2 $16M 11M 1.47
Heartware Intl Inc note 3.500%12/1 0.2 $17M 14M 1.20
Old Republic Intl Corp note 0.2 $16M 13M 1.25
B2gold Corp conv 0.2 $17M 18M 0.91
Navistar Intl Corp conv 0.2 $16M 16M 1.02
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $16M 16M 1.02
Continental Airls Inc note 4.500% 1/1 0.2 $16M 7.9M 2.05
Vsh 2.25 11-40 144a Cvt convert 0.2 $16M 15M 1.06
Siegr 1.65 08/16/19 0.2 $16M 14M 1.18
Icon 1 1/2 03/15/18 144a 0.2 $16M 12M 1.37
Yahoo! 0.2 $15M 382k 40.44
Cornerstone Ondemand 0.2 $15M 13M 1.22
Stanley Black & Decker Inc Uni p 0.2 $15M 145k 102.83
Liberty Media Corp 144a conv bond p2 0.2 $15M 15M 1.00
Medicines Co dbcv 1.375% 6/0 0.2 $15M 10M 1.50
Seacor Holdings Inc conv 0.2 $15M 15M 0.99
Ashland 0.2 $15M 16M 0.95
Emigrant Ban 0.2 $15M 15M 1.01
Radian Group Inc note 3.000%11/1 0.2 $15M 10M 1.43
Mylan Inc note 3.750% 9/1 0.2 $14M 4.3M 3.28
Cemex Sab De Cv conv bnd 0.2 $15M 11M 1.32
Aabar 4 05/27/16 0.2 $15M 8.9M 1.63
Sbry 4 1/4 07/16/14 0.2 $14M 8.2M 1.73
Mu 1 5/8 02/15/33 E 0.2 $15M 7.1M 2.04
4307 Jp conv 0.2 $14M 1.4B 0.01
Portfolio Recovery 0.2 $14M 13M 1.10
Emulex Corporation 144a conv bond p2 0.2 $14M 14M 0.98
Servicenow Inc 144a conv bond p2 0.2 $14M 14M 1.01
Newpark Res Inc note 4.000%10/0 0.2 $14M 10M 1.35
Lennar Corp conv bnd 0.2 $14M 7.5M 1.81
Eofp 3 1/4 01/01/18 Eo 0.2 $13M 291k 45.45
JPMorgan Chase & Co. (JPM) 0.2 $13M 213k 58.48
Vodafone 0.2 $13M 333k 39.31
priceline.com Incorporated 0.2 $13M 11k 1162.39
Helix Energy Solutions note 0.2 $13M 11M 1.21
Osgmfg 0 04/04/22 0.2 $13M 1.3B 0.01
8355 Jp conv 0.2 $13M 12M 1.06
Rpm International Inc convertible cor 0.2 $13M 12M 1.11
Jarden Corp note 1.875% 9/1 0.2 $13M 8.9M 1.41
Trinity Inds Inc note 3.875% 6/0 0.1 $12M 9.2M 1.32
Hornbeck Offshore Services 0.1 $12M 235k 49.23
Lam Research Corp conv 0.1 $12M 10M 1.22
Ulfp 0 3/4 01/01/18 Ulfp 0.1 $12M 35k 344.21
Pmt Us conv 0.1 $12M 12M 0.96
Solarcity Corp note 2.750%11/0 0.1 $12M 10M 1.18
Meritor Inc conv 0.1 $12M 8.0M 1.45
Adidas Ag conv 0.1 $12M 6.6M 1.80
Tiffany & Co. 0.1 $11M 118k 92.78
Teleflex Inc note 3.875% 8/0 0.1 $11M 6.8M 1.58
Lennar Corp conv bnd 0.1 $11M 5.9M 1.84
Biomed Realty conv 0.1 $11M 9.9M 1.13
Health Care Reit Pfd I 6.5% 0.1 $12M 225k 51.26
Lam Research Corp note 0.500% 5/1 0.1 $12M 10M 1.14
Greenbrier Co Inc conv bnd 0.1 $11M 9.5M 1.18
Nextera Energy Inc unit 0.1 $11M 202k 56.71
Pmo 2 1/2 07/27/18 0.1 $11M 10M 1.11
Kugr 2 02/12/18 Ku2 0.1 $11M 6.8M 1.60
Merrimack Pharmaceuticals In note 4.500% 7/1 0.1 $11M 11M 1.05
Crown Castle International Corp. pfd stk 0.1 $11M 109k 100.38
Vw 5 1/2 11/09/15 0.1 $10M 6.0M 1.71
Rti Intl Metals Inc note 1.625%10/1 0.1 $10M 9.4M 1.06
Spansion Llc conv 0.1 $11M 9.0M 1.18
Finisar Corp conv 0.1 $10M 9.9M 1.04
Bank Of Kyoto conv 0.1 $10M 1.0B 0.01
Starwood Hotels & Resorts Worldwide 0.1 $9.9M 125k 79.45
Fdc 12 5/8 01/15/21 0.1 $9.8M 8.4M 1.17
Indden 2 1/2 02/27/15 0.1 $9.6M 5.5M 1.75
Strza 5 09/15/19 0.1 $9.4M 9.2M 1.02
Semiconductor Manufactur conv 0.1 $9.2M 9.0M 1.02
Intel Corporation (INTC) 0.1 $9.1M 350k 25.95
General Cable Corp Del New frnt 4.500% 11/1 0.1 $8.6M 7.9M 1.08
Lululemon Athletica (LULU) 0.1 $9.0M 153k 59.03
Health Care Reit Inc note 3.000%12/0 0.1 $8.5M 7.7M 1.11
Cco 7 5/8 03/15/20 0.1 $8.9M 8.5M 1.05
Dpw 0.6 12/06/19 0.1 $8.4M 4.5M 1.87
Snv 5 1/8 06/15/17 0.1 $8.4M 8.2M 1.03
Temase 0 10/24/14 0.1 $8.8M 11M 0.80
Ttln 6 10/05/14 0.1 $8.8M 4.4M 2.00
Ruby Assets Pte Ltd conv 0.1 $8.4M 9.5M 0.88
Misarte conv 0.1 $8.5M 35k 244.03
Derwent London Capital N conv 0.1 $9.0M 5.4M 1.66
Sagerpar conv 0.1 $8.9M 6.3M 1.42
Balfour Beatty Finance N conv 0.1 $8.8M 5.2M 1.69
Clear Channel Communicat 0.1 $9.1M 9.0M 1.01
DISH Network 0.1 $8.0M 139k 57.92
Sandridge Energy pfd 8.5% 0.1 $8.2M 76k 107.65
Covanta Holding Conv conv bnd 0.1 $7.6M 6.5M 1.17
General Mtrs Co *w exp 07/10/201 0.1 $7.7M 334k 23.12
Ias 8 3/8 05/15/19 0.1 $7.7M 7.3M 1.06
M/i Homes Inc note 3.000% 3/0 0.1 $8.0M 7.1M 1.12
Titan Machy Inc note 3.750% 5/0 0.1 $8.1M 9.5M 0.85
Colony Finl Inc note 5.00% 0.1 $8.1M 7.8M 1.04
Seacor Holdings Inc note 2.500%12/1 0.1 $8.0M 6.5M 1.23
Invensense Inc 144a conv bond p2 0.1 $8.2M 7.0M 1.17
Hci Group Inc conv 0.1 $7.9M 7.5M 1.05
Incyte Corp Ltd conv 0.1 $8.0M 6.6M 1.22
Vivus Inc conv 0.1 $8.0M 9.3M 0.86
Yandex Nv conv 0.1 $8.3M 7.5M 1.10
Gabriel Finance Ltd Part conv 0.1 $8.3M 6.0M 1.38
Toppan Printing Co Ltd conv 0.1 $8.0M 800M 0.01
Ally Financial 0.1 $8.3M 8.0M 1.04
Kohl's Corporation 0.1 $8.0M 7.3M 1.10
Caesars Ent Resort Prop 0.1 $8.2M 8.0M 1.02
Cisco Systems (CSCO) 0.1 $7.2M 320k 22.43
Verizon Communications (VZ) 0.1 $7.4M 150k 49.14
Prologis (PLD) 0.1 $7.4M 200k 36.95
Maufp 7 1/8 07/31/15 0.1 $7.2M 333k 21.73
Semuf 1 09/12/19 0.1 $6.8M 6.8M 1.00
Icon 2 1/2 06/01/16 0.1 $6.8M 5.0M 1.38
Sfl 3 1/4 02/01/18 0.1 $7.4M 7.1M 1.05
X 2 3/4 04/01/19 0.1 $7.5M 5.7M 1.32
Metropcs Communications (TMUS) 0.1 $7.1M 210k 33.64
Shutterfly, Inc. conv 0.1 $7.5M 7.0M 1.07
Albany Molecular Resh Inc note 2.250%11/1 0.1 $7.2M 7.8M 0.93
Gain Cap Hldgs Inc note 4.125%12/0 0.1 $7.4M 8.0M 0.93
Pacira Pharmaceuticals conv 0.1 $7.3M 3.1M 2.39
Baloise Holding Ag conv 0.1 $7.4M 6.0M 1.23
Giant Great Ltd conv 0.1 $7.2M 5.2M 1.39
Eni Spa conv 0.1 $7.1M 5.0M 1.42
Caixabank conv 0.1 $7.0M 5.0M 1.40
American International (AIG) 0.1 $6.1M 120k 51.05
Csg Systems International, Inc conv 0.1 $6.6M 4.8M 1.36
Subsea 7 Sa 1.000% 10/05/17 Sr:subc Cvt equity 0.1 $6.4M 6.2M 1.03
Indden 1 7/8 02/27/17 0.1 $6.2M 4.3M 1.47
Isatln 1 3/4 11/16/17 0.1 $6.4M 4.7M 1.36
Kb Home note 0.1 $6.7M 6.7M 1.00
Bg 4 7/8 pfd cv 0.1 $6.3M 59k 107.76
Weyerhaeuser C conv prf 0.1 $6.1M 109k 55.90
Concur Technologies, Inc. conv 0.1 $6.5M 5.6M 1.16
Servicesource Intl 0.1 $6.4M 6.8M 0.95
Callaway Golf 0.1 $6.2M 5.0M 1.24
Sbi Holdings Inc conv 0.1 $6.0M 600M 0.01
Cap Gemini Sogeti conv 0.1 $6.2M 62k 99.40
Caesars Ent Resort Prop 0.1 $6.2M 6.0M 1.04
Maiden Holding Ltd pfd cv 0.1 $6.4M 142k 44.95
Goodyear Tire Rubr Pfd 5.875% p 0.1 $5.6M 84k 66.19
Wti 8 1/2 06/15/19 0.1 $5.3M 5.0M 1.06
Arcc 4 7/8 03/15/17 0.1 $5.6M 5.3M 1.07
Bkcc 5 1/2 02/15/18 144a 0.1 $5.5M 5.3M 1.03
Simfoo 10 1/2 11/01/17 144a 0.1 $5.6M 5.3M 1.06
Ce 4 5/8 11/15/22 0.1 $5.8M 6.1M 0.96
Orexigen Therapeutics Inc note 2.750%12/0 0.1 $5.4M 5.5M 0.98
Conwert Immo Invest Se conv 0.1 $5.7M 3.8M 1.49
Cgg conv 0.1 $5.4M 136k 39.67
Intl Consolidated Airlin conv 0.1 $5.5M 3.0M 1.83
Nikkiso conv 0.1 $5.6M 560M 0.01
Great Portland Estates conv 0.1 $5.9M 3.4M 1.74
Regency Energy Partners 0.1 $5.5M 5.4M 1.03
EMC Corporation 0.1 $5.0M 200k 25.15
Northstar Realty Finance 0.1 $5.0M 375k 13.45
Danaher Corp Del debt 0.1 $4.9M 2.2M 2.24
Agco Corp note 1.250%12/1 0.1 $4.8M 3.3M 1.46
Amg Capital Trust 0.1 $4.8M 67k 72.59
Altmes 9 5/8 10/15/18 0.1 $4.4M 4.2M 1.07
Ingfp 2 3/4 01/01/17 0.1 $4.5M 53k 85.14
Pbncn 8 5/8 02/01/20 0.1 $5.0M 5.0M 1.01
Pzz 8 3/8 05/01/19 0.1 $4.7M 4.4M 1.07
Vspcin 9 3/8 10/01/15 0.1 $4.9M 5.0M 0.98
Ebara 0 03/19/18 6 0.1 $4.9M 488M 0.01
Prospect Capital Corporati mtnf 5.375% 0.1 $4.5M 4.2M 1.06
Psec Us conv 0.1 $4.7M 4.5M 1.06
Cardtronics Inc conv 0.1 $4.6M 4.6M 1.00
Technip conv 0.1 $4.6M 33k 140.85
Tribune Co term 0.1 $5.0M 5.0k 996.20
Las Vegas Sands (LVS) 0.1 $3.9M 50k 78.88
Ixia 0.1 $4.0M 301k 13.31
Teva Pharm Finance Llc Cvt cv bnd 0.1 $3.7M 3.5M 1.07
Rayonier Inc conv 0.1 $3.9M 2.9M 1.34
Take-two Interactive Sof note 0.1 $3.7M 3.2M 1.16
Chcons 0 05/14/14 0.1 $3.7M 2.6M 1.42
Ctlcn 11 10/30/17 0.1 $3.6M 5.8M 0.63
Dlnln 2 3/4 07/15/16 0.1 $4.2M 2.1M 2.01
Hca 7 3/4 05/15/21 0.1 $4.4M 4.0M 1.09
Cvo 8 7/8 02/01/18 0.1 $4.3M 4.3M 1.00
Encore Capital Group, Inc. conv 0.1 $3.6M 2.8M 1.27
Roc 4 5/8 10/15/20 0.1 $4.0M 4.0M 1.02
Ascent Cap Group Inc note 4.000% 7/1 0.1 $3.7M 3.4M 1.07
Nextera Energy, Inc. pfd cv 0.1 $4.1M 83k 50.17
Alpha Natural Resources Inc note 4.875%12/1 0.1 $4.3M 4.0M 1.08
Resource Cap Corp Note 6.000%12/0 note 0.1 $3.8M 3.8M 1.00
Yamato Holdings conv 0.1 $4.3M 430M 0.01
Yaskawa Electric Corp conv 0.1 $4.2M 415M 0.01
Unite Jersey Issuer Ltd conv 0.1 $3.8M 2.2M 1.71
Telecom Italia Fin Sa conv 0.1 $3.6M 2.5M 1.45
Takashimaya Co Ltd conv 0.1 $4.0M 400M 0.01
Halcon Resources 0.1 $4.0M 4.0M 1.01
Halcon Resources 0.1 $4.2M 4.0M 1.04
Hexion Us Fin/nova Scoti 0.1 $4.2M 4.0M 1.04
Navios Maritime Hlds/fin 0.1 $4.0M 4.0M 1.01
Sprint 0.1 $4.3M 4.0M 1.08
T-mobile Usa 0.1 $4.0M 3.9M 1.02
Southern Water Greensand 0.1 $3.6M 1.9M 1.85
Brookdale Senior Living (BKD) 0.0 $3.1M 115k 27.18
Newmont Mining Corp note 1.250% 7/1 0.0 $3.3M 3.3M 1.00
Cbiz Inc. 4.875% Convertible dbcv 0.0 $3.1M 2.3M 1.33
Hnt 6 3/8 06/01/17 0.0 $3.2M 3.0M 1.08
Pnnln 4 5/8 08/20/14 0.0 $3.2M 1.7M 1.89
Pxp 6 3/4 02/01/22 0.0 $3.3M 3.0M 1.10
Vrs 11 3/4 01/15/19 0.0 $2.8M 2.6M 1.06
Itmn 2 1/2 12/15/17 0.0 $3.3M 2.4M 1.38
Par Petroleum (PARR) 0.0 $3.3M 1.5M 2.23
Sunedison Inc conv 0.0 $3.1M 2.8M 1.12
Abc Mart conv 0.0 $2.8M 280M 0.01
Epistar Corp conv 0.0 $3.0M 2.7M 1.10
Misumi Group Inc. conv 0.0 $3.0M 2.8M 1.07
Biomet 0.0 $3.1M 3.0M 1.05
Chesapeake Oil Op/fin 0.0 $3.2M 3.0M 1.05
Nara Cable Funding 0.0 $3.0M 2.0M 1.50
Nokia Siemens Networks F 0.0 $2.9M 1.9M 1.50
Sandy Creek Energy Associat term 0.0 $3.0M 3.0k 1002.67
Texas Comp Elec Hold Llc term 0.0 $2.8M 4.0k 702.00
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.0 $2.5M 50k 48.92
Microsoft Corporation (MSFT) 0.0 $2.0M 54k 37.41
Hertz Global Holdings 0.0 $2.4M 85k 28.62
salesforce (CRM) 0.0 $2.5M 45k 55.20
Alexion Pharmaceuticals 0.0 $2.1M 16k 132.88
Laboratory Corp Amer Hldgs debt 0.0 $2.2M 1.8M 1.23
Ally 7 1/2 09/15/20 0.0 $2.6M 2.3M 1.16
Carwag 6 7/8 06/15/19 0.0 $2.1M 2.0M 1.04
Eroc 8 3/8 06/01/19 0.0 $2.1M 1.9M 1.09
Ktos 10 06/01/17 0.0 $2.2M 2.0M 1.08
Llakes 7.45 03/15/28 0.0 $2.4M 2.5M 0.96
Lvlt 11 7/8 02/01/19 0.0 $2.0M 1.8M 1.15
Rrc 5 08/15/22 0.0 $2.3M 2.3M 0.98
Saivst 9 3/4 02/15/20 0.0 $2.5M 2.3M 1.09
Sne 0 11/30/17 0.0 $2.0M 100M 0.02
Tso 5 3/8 10/01/22 0.0 $2.0M 2.0M 1.01
Crnrch 9 3/8 03/15/18 Ai 0.0 $2.1M 2.0M 1.05
Vrxcn 6 3/8 10/15/20 144a 0.0 $2.1M 2.0M 1.05
Trw Automotive Inc 144a bond 0.0 $2.0M 2.0M 1.01
Clean Harbors Incclean Hbrs Inc Gtdfxd fixed income 0.0 $2.0M 2.0M 1.01
Cwst 7 3/4 02/15/19 0.0 $2.0M 2.0M 1.02
Sptind Tl 2l Usd term 0.0 $2.0M 2.0k 1010.00
Srncom Tl 1l Usd term 0.0 $2.0M 2.0k 1013.60
Gaming & Leisure Pptys (GLPI) 0.0 $2.6M 52k 50.80
Prospect Capital Corporation note 5.875 0.0 $2.6M 2.5M 1.04
Technip Sa 0.0 $2.2M 23k 96.14
Mitsubishi Ufj Financial 0.0 $2.0M 300k 6.78
Sumitomo Mitsui Financial Grou 0.0 $2.1M 42k 51.42
Trulia Inc conv 0.0 $2.4M 2.0M 1.21
Air France-klm conv 0.0 $2.1M 118k 17.65
Pyrus Ltd conv 0.0 $2.7M 1.6M 1.67
Sekisui House Co conv 0.0 $2.5M 250M 0.01
China Os Grand Ocean Fin conv 0.0 $2.1M 15M 0.14
Allied Specialty Vehicle 0.0 $2.0M 2.0M 1.02
Appvion 0.0 $2.0M 2.0M 1.01
Chrysler Gp/cg Co-issuer 0.0 $2.3M 2.0M 1.14
Churchill Downs 0.0 $2.0M 2.0M 1.02
Earthlink Holdings 0.0 $2.2M 2.2M 1.00
Energy Xxi Gulf Coast In 0.0 $2.1M 2.0M 1.04
Fresenius Med Care Us 0.0 $2.1M 2.0M 1.06
Hercules Offshore 0.0 $2.3M 2.0M 1.11
Lsb Industries 0.0 $2.1M 2.0M 1.05
Overseas Shiphldg 0.0 $2.6M 2.4M 1.11
Pbf Holding 0.0 $2.2M 2.0M 1.08
Qep Resources 0.0 $2.1M 2.0M 1.07
Reynolds Grp Iss/reynold 0.0 $2.1M 2.0M 1.07
Tenet Healthcare 0.0 $2.7M 2.6M 1.04
T-mobile Usa 0.0 $2.1M 2.0M 1.05
Tronox Finance 0.0 $2.0M 2.0M 1.02
Clayton Williams Energy 0.0 $2.1M 2.0M 1.03
Dollar Finl Corp note 3.000% 4/0 0.0 $1.3M 1.3M 0.97
Molina Healthcare Inc note 3.750%10/0 0.0 $1.3M 1.1M 1.19
Goldman Sachs (GS) 0.0 $1.8M 10k 177.30
Gilead Sciences (GILD) 0.0 $1.7M 22k 75.09
Toll Brothers (TOL) 0.0 $1.6M 44k 37.00
Delta Air Lines (DAL) 0.0 $1.4M 52k 27.48
Alza Corp sdcv 7/2 0.0 $2.0M 1.6M 1.26
Emulex Corporation 0.0 $1.7M 240k 7.16
Cubist Pharmaceuticals 0.0 $1.6M 23k 68.88
Celgene Corporation 0.0 $1.7M 10k 168.96
Pharmacyclics 0.0 $1.3M 12k 105.75
Xilinx Inc sdcv 3.125% 3/1 0.0 $1.4M 895k 1.59
Nextera Energy Inc conv prf 0.0 $1.4M 25k 57.56
Chesapeake Energy Corp Pf d cv 0.0 $1.4M 1.2k 1165.83
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.0 $1.7M 1.2M 1.37
Agtc 11 1/2 09/01/17 0.0 $1.9M 2.0M 0.96
Bbg 7 5/8 10/01/19 0.0 $1.9M 1.8M 1.07
Chipow 2 1/4 05/17/16 0.0 $1.8M 8.1M 0.22
Cit 5 1/2 02/15/19 0.0 $1.6M 1.5M 1.07
Czr 8 1/2 02/15/20 0.0 $1.4M 1.5M 0.96
Dan 6 3/4 02/15/21 0.0 $1.9M 1.8M 1.07
Disdyn 12 1/2 01/01/18 0.0 $1.6M 1.5M 1.07
Fdc 8 1/4 01/15/21 0.0 $1.2M 1.1M 1.06
Fmgau 8 1/4 11/01/19 0.0 $1.7M 1.5M 1.12
Gt 8 1/4 08/15/20 0.0 $1.8M 1.6M 1.12
Imncn 8 3/4 06/01/20 0.0 $1.9M 1.8M 1.09
Jas 8 1/8 03/15/19 0.0 $1.3M 1.3M 1.05
Kw 8 3/4 04/01/19 0.0 $1.4M 1.3M 1.10
Mnkdw 0.0 $1.5M 674k 2.20
Nm 9 1/4 04/15/19 0.0 $1.6M 1.5M 1.08
Ocrgno 6 1/2 10/01/17 0.0 $1.7M 1.6M 1.08
Sapsj 6 5/8 04/15/21 0.0 $2.0M 2.0M 0.98
Spn 6 3/8 05/01/19 0.0 $1.6M 1.5M 1.07
Sxc 7 5/8 08/01/19 0.0 $1.4M 1.3M 1.08
Win 7 1/2 06/01/22 0.0 $1.7M 1.7M 1.02
Bbep 7 7/8 04/15/22 0.0 $1.4M 1.3M 1.04
Eqix 5 3/8 04/01/23 0.0 $2.0M 2.0M 0.98
Mrfgbz 9 7/8 07/24/17 144a 0.0 $1.5M 1.5M 0.99
Prmian 10 1/2 01/15/18 144a 0.0 $1.2M 1.3M 0.98
Sbmau 8 7/8 04/15/18 144a 0.0 $1.6M 2.0M 0.82
Priceline Com Inc note 1.250% 3/1 0.0 $1.9M 507k 3.82
Bcc 6 3/8 11/01/20 0.0 $1.8M 1.7M 1.05
Nsm 6 1/2 07/01/21 0.0 $1.2M 1.3M 0.95
Sd 8 1/8 10/15/22 0.0 $1.8M 1.7M 1.06
Stx 4 3/4 06/01/23 144a 0.0 $1.9M 2.0M 0.94
General Motors Corp *w exp 12/31/201 0.0 $1.5M 274k 5.50
Oasis Petroleum Inc 6.875% 3/15/2022 0.0 $1.6M 1.5M 1.06
Alon Usa Energy Inc 144a conv bond p2 0.0 $1.9M 1.5M 1.28
Liberty Global Plc-a 0.0 $1.4M 15k 88.99
Subsea 7 Sa 0.0 $1.5M 80k 19.09
Mizuho Financial 0.0 $2.0M 915k 2.16
Nihon Unisys Ltd conv 0.0 $1.9M 185M 0.01
Adt 0.0 $1.6M 1.5M 1.05
Activision Blizzard 0.0 $1.7M 1.6M 1.04
Corrections Corp Of Amer 0.0 $1.6M 1.7M 0.94
Eletson Holdings 0.0 $1.5M 1.5M 1.03
Mastec 0.0 $1.6M 1.7M 0.94
Midstates Petro 0.0 $1.6M 1.5M 1.09
Steel Dynamics 0.0 $1.4M 1.3M 1.08
Norcell Sweden Holding 2 0.0 $1.4M 900k 1.54
Dell International term 0.0 $1.4M 1.0k 1387.00
Boyd Gaming Corporation (BYD) 0.0 $450k 40k 11.25
Regeneron Pharmaceuticals (REGN) 0.0 $1.1M 4.0k 275.25
J.C. Penney Company 0.0 $1.1M 124k 9.15
Nokia Corporation (NOK) 0.0 $819k 101k 8.11
Callaway Golf Company (MODG) 0.0 $539k 64k 8.43
United Technologies Corporation 0.0 $797k 7.0k 113.86
Agilent Technologies Inc C ommon (A) 0.0 $713k 13k 57.17
Fannie Mae Pfd. S (FNMAS) 0.0 $1.1M 122k 8.75
Penn National Gaming (PENN) 0.0 $815k 57k 14.33
D.R. Horton (DHI) 0.0 $558k 25k 22.33
Aeropostale 0.0 $909k 100k 9.09
Micron Technology (MU) 0.0 $827k 38k 21.76
Equinix 0.0 $881k 5.0k 177.55
LSB Industries (LXU) 0.0 $594k 15k 41.01
ISIS Pharmaceuticals 0.0 $462k 12k 39.81
Medivation 0.0 $562k 8.8k 63.81
MGM Resorts International. (MGM) 0.0 $588k 25k 23.52
MannKind Corporation 0.0 $520k 100k 5.20
Wright Medical 0.0 $676k 22k 30.73
Leucadia Natl Corp debt 0.0 $692k 520k 1.33
FXCM 0.0 $564k 32k 17.83
Jones Group 0.0 $525k 35k 14.97
Swift Svcs Hldgs Swft 10% conv 0.0 $444k 400k 1.11
Vishay Intertech 144a 2.25% conv 0.0 $528k 607k 0.87
Coronado Biosciences Inc. Common 0.0 $606k 231k 2.63
Prospect Capital Corp note 0.0 $502k 478k 1.05
Chipow 2 3/4 09/18/17 0.0 $700k 3.5M 0.20
Cwei 7 3/4 04/01/19 0.0 $412k 400k 1.03
Fes 9 06/15/19 0.0 $1.1M 1.2M 0.98
Nm 8 1/8 02/15/19 0.0 $1.0M 1.0M 1.03
Ohi 5 7/8 03/15/24 0.0 $939k 930k 1.01
Pkd 9 1/8 04/01/18 0.0 $610k 575k 1.06
Six 5 1/4 01/15/21 0.0 $980k 1.0M 0.98
Telsat 6 05/15/17 0.0 $1.0M 1.0M 1.04
Win 7 3/4 10/01/21 0.0 $530k 500k 1.06
Xtex 8 7/8 02/15/18 0.0 $525k 500k 1.05
Berpac Tl 2l Usd 0.0 $1.0M 1.0k 1026.00
Cvo 11 1/2 05/15/17 0.0 $952k 962k 0.99
Fglife 6 3/8 04/01/21 144a 0.0 $525k 500k 1.05
Hls 8 1/8 02/15/20 0.0 $1.1M 1.0M 1.10
Intel 7 3/4 06/01/21 144a 0.0 $1.1M 1.0M 1.07
Talpro 9 3/4 02/15/18 144a 0.0 $1.0M 1.0M 1.02
Dominion Resources Inc 6% 07/01/2016 conbnp 0.0 $843k 16k 54.39
Ytl Mk conv 0.0 $840k 800k 1.05
Barpty 9 06/01/18 144a 0.0 $460k 500k 0.92
Cmc 4 7/8 05/15/23 0.0 $465k 500k 0.93
Tmbcn 11 1/4 12/15/18 0.0 $550k 500k 1.10
Ultr 8 7/8 06/15/21 144a 0.0 $675k 625k 1.08
Sfl Us 0.0 $511k 31k 16.36
Abcsup Tl B 1l Usd term 0.0 $1.0M 998.00 1004.01
Csar Tl 1l Usd term 0.0 $955k 952.00 1003.15
Fdc Tl 1l Usd term 0.0 $1.0M 1.0k 1003.00
Csmbak Tl B 1l Usd term 0.0 $1.0M 998.00 1004.01
Caesars Acquisition Co cl a 0.0 $1.0M 85k 12.06
Fujifilm Holdings 0.0 $676k 24k 28.28
Park24 0.0 $485k 26k 18.80
Premier Oil 0.0 $986k 190k 5.18
Clear Channel Communicat 0.0 $1.0M 1.0M 1.02
Clear Channel Communicat 0.0 $540k 500k 1.08
Dish Dbs 0.0 $1.0M 1.0M 1.00
Dupont Fabros Tech 0.0 $773k 750k 1.03
Energy Future/efih Finan 0.0 $1.2M 982k 1.18
Genesis Energy Lp/genesi 0.0 $505k 500k 1.01
Inn Of The Mountain Gods 0.0 $814k 848k 0.96
Nationstar Mort/cap 0.0 $510k 500k 1.02
Navios Maritime Acq 0.0 $1.2M 1.2M 1.02
Netflix 0.0 $758k 750k 1.01
Sprint 0.0 $510k 500k 1.02
Tesoro Logistics Lp/corp 0.0 $663k 650k 1.02
Titan International 0.0 $520k 500k 1.04
Neiman Marcus Group Ltd term 0.0 $1.0M 1.0k 1016.00
Sabre Inc term 0.0 $998k 998.00 1000.00
Shingle Springs Tribal term 0.0 $1.0M 993.00 1007.05
Britax Us Holdings term 0.0 $993k 998.00 994.99
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $14k 14k 1.00
Caci Intl Inc note 2.125% 5/0 0.0 $288k 215k 1.34
Ttm Technologies Inc note 3.250% 5/1 0.0 $8.0k 8.0k 1.00
Massey Energy Co note 3.250% 8/0 0.0 $3.0k 3.0k 1.00
Lucent Technologies Inc dbcv 2.875% 6/1 0.0 $8.0k 9.0k 0.89
Interpublic Group of Companies (IPG) 0.0 $12k 701.00 17.12
Level 3 Communications Inc note 0.0 $17k 13k 1.31
Patterson-UTI Energy (PTEN) 0.0 $253k 10k 25.30
MTR Gaming 0.0 $147k 28k 5.17
Regis Corp Minn note 5.000% 7/1 0.0 $204k 192k 1.06
Rite Aid Corporation 0.0 $187k 37k 5.05
Ciena Corporation (CIEN) 0.0 $359k 15k 23.93
Navistar International Corporation 0.0 $38k 1.0k 38.00
Amarin Corporation 0.0 $197k 100k 1.97
Campus Crest Communities 0.0 $47k 5.0k 9.40
Lear Corp Warrants 0.0 $117k 742.00 157.68
Vringo Inc *w exp 99/99/999 0.0 $275k 250k 1.10
Lucent Tech Cap Trust I convert 0.0 $62k 62.00 1000.00
Shengdatech Inc 6.5% conv 0.0 $30k 3.0M 0.01
Dendreon Corp note 0.0 $3.0k 4.0k 0.75
Nuvasive Inc. conv 0.0 $7.0k 7.0k 1.00
Cumulus Media, Inc. Wa rrants 0.0 $246k 33k 7.36
Arrowhead Research 0.0 $54k 5.0k 10.80
Meritage Homes Corp conv 0.0 $285k 252k 1.13
..lear 0 01/01/20 0.0 $49k 4.9M 0.01
..lear 0 08/01/14 0.0 $50k 5.0M 0.01
Coshw 0.0 $93k 4.3k 21.47
Epeneg 9 3/8 05/01/20 0.0 $345k 300k 1.15
Mntg 11 1/2 08/01/19 0.0 $0 30.00 0.00
Sats 6 1/2 06/15/19 0.0 $324k 300k 1.08
Untus 6 5/8 05/15/21 0.0 $265k 250k 1.06
Tribune Co New Cl A 0.0 $310k 4.0k 77.50
Cyt Cn 0.0 $23k 21k 1.12
Trbnw C0 12/31/32 Trbaa 0.0 $152k 2.0k 76.00
Glf 6 3/8 03/15/22 0.0 $313k 310k 1.01
Spirit Realty reit 0.0 $343k 35k 9.82
Hott 9 1/4 06/15/21 144a 0.0 $158k 150k 1.05
Innmtn 1 1/4 11/30/20 Regs 0.0 $0 310.00 0.00
Nsm 7 7/8 10/01/20 0.0 $260k 250k 1.04
Kawasaki Kisen Kaisha 0.0 $1.0k 308.00 3.25
Daifuku 0.0 $191k 15k 12.73
Vivendi Sa 0.0 $382k 15k 26.34
Sega Sammy Holdings 0.0 $255k 10k 25.40
Us Treasury N/b govt 0.0 $71k 88.00 806.82