Advent Capital Management

Advent Capital Management as of March 31, 2014

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 444 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Yahoo Inc 144a conv bond p2 1.8 $115M 113M 1.02
Clearwire Communications Llc E conv 1.4 $88M 76M 1.16
Priceline.com debt 1.000% 3/1 1.3 $84M 60M 1.41
Micron Technology Inc conv 1.3 $82M 75M 1.10
Prologis Inc note 3.250% 3/1 1.1 $73M 63M 1.17
Gilead Sciences conv 1.1 $72M 23M 3.11
Ciena Corp note 0.875% 6/1 1.1 $68M 66M 1.02
Forest City Enterprises conv 1.1 $68M 60M 1.12
Nvidia Corp 144a conv bond p2 1.1 $67M 61M 1.10
Developers Diversified Rlty note 1.750%11/1 1.0 $66M 57M 1.16
Annaly Cap Mgmt Inc note 5.000% 5/1 1.0 $65M 63M 1.03
Newmont Mining Corp Cvt cv bnd 1.0 $62M 58M 1.06
COM USD0.01 Chesapeake Energy Corp cnv 1.0 $62M 55M 1.12
Wellpoint Inc Note cb 0.9 $61M 42M 1.46
Novellus Systems, Inc. note 2.625% 5/1 0.9 $60M 36M 1.70
Liberty Interactive 0.9 $59M 56M 1.05
United Technol conv prf 0.9 $56M 836k 66.71
United States Stl Corp New note 4.000% 5/1 0.8 $53M 53M 1.01
Herbalife Ltd bond 0.8 $53M 61M 0.87
Toll Bros Finance Corp. convertible bond 0.8 $52M 49M 1.06
Goldcorp Inc New note 2.000% 8/0 0.8 $51M 51M 1.00
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.8 $51M 1.7M 30.68
Liberty Media Corp 144a conv bond p2 0.8 $50M 52M 0.95
Webmd Health Conv Sr Notes conv 0.8 $48M 48M 1.01
Royal Gold Inc conv 0.8 $49M 48M 1.02
On Semiconductor Corp note 2.625%12/1 0.8 $48M 40M 1.22
Cobalt Intl Energy Inc note 0.7 $48M 51M 0.94
Slxp 1 1/2 03/15/19 0.7 $47M 28M 1.69
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $45M 19M 2.35
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.7 $44M 38M 1.17
Bank Of America Corporation preferred (BAC.PL) 0.7 $44M 39M 1.14
Medivation Inc note 2.625% 4/0 0.7 $44M 31M 1.43
Nuance Communications Inc note 2.750%11/0 0.7 $44M 43M 1.01
Keycorp New pfd 7.75% sr a 0.7 $43M 328k 130.00
Alexandria Real Estate Equitie conv prf 0.7 $43M 1.6M 26.87
Walter Invt Mgmt Corp note 0.7 $43M 46M 0.94
Jah Us conv 0.7 $43M 35M 1.21
Biomarin Pharmaceutical Inc note 1.500%10/1 0.7 $43M 38M 1.11
Ixia note 0.7 $42M 39M 1.06
Volcano Corporation note 1.750%12/0 0.7 $41M 42M 0.99
Starwood Property Trust note 0.7 $42M 36M 1.15
Sandisk Corp 144a conv bond p2 0.7 $42M 38M 1.10
Biomarin Pharmaceutical Inc note 0.750%10/1 0.6 $41M 37M 1.10
Jefferies Group Inc New dbcv 3.875%11/0 0.6 $40M 38M 1.06
Intel Corp. Jr. Sub. Cv. Deb. conv 0.6 $41M 29M 1.40
Amg Capital Trust Ii convert (AATRL) 0.6 $41M 633k 64.25
Intel Corp sdcv 0.6 $39M 33M 1.18
Auxilium Pharmaceuticals note 0.6 $40M 30M 1.31
National Health Invs Inc note 0.6 $39M 39M 1.00
Mgm Mirage conv 0.6 $38M 26M 1.46
Ttm Technologies Inc conv 0.6 $38M 34M 1.11
Sina Corp conv 0.6 $37M 39M 0.95
Chesapeake Energy Corp note 2.250%12/1 0.6 $37M 39M 0.94
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.6 $36M 38M 0.95
Nuance Communications Inc dbcv 2.750% 8/1 0.5 $34M 32M 1.07
Thrx 2 1/8 01/15/23 0.5 $34M 26M 1.30
Omnicare Inc bond 0.5 $34M 33M 1.02
Hologic Inc frnt 2.000%12/1 0.5 $33M 29M 1.15
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.5 $33M 27M 1.22
Ctrip.com Inter Ltd. conv 0.5 $33M 33M 1.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.5 $33M 31M 1.06
Group 1 Automotive Inc frnt 2.250% 6/1 0.5 $33M 27M 1.21
Forest City Enterprises, Inc. conv 0.5 $33M 32M 1.04
Ares Capital Corp conv bnd 0.5 $33M 30M 1.07
Jarden Corp note 0.5 $33M 33M 0.99
Navistar Intl Corp New note 0.5 $33M 33M 0.99
Webmd Health Corp conv 0.5 $33M 32M 1.02
Take-two Interactive Softwar note 1.000% 7/0 0.5 $31M 25M 1.23
Exr Us conv 0.5 $31M 30M 1.05
Cubist Pharmacut144a 0.5 $31M 26M 1.19
Ashland 0.5 $32M 32M 0.98
Liberty Media Corp deb 3.500% 1/1 0.5 $31M 58M 0.53
Newmont Mining Corp note 1.250% 7/1 0.5 $31M 31M 1.00
Host Hotels & Resorts Lpcvt2.5 convert 0.5 $31M 20M 1.55
Al Us conv 0.5 $31M 20M 1.52
Hos Us conv 0.5 $31M 27M 1.14
Goodrich Petroleum Corp 5% bond 0.5 $31M 30M 1.02
Healthsouth Corp conv 0.5 $30M 27M 1.10
Steel Dynamics Inc note 5.125% 6/1 0.5 $29M 27M 1.08
Owens-brockway Glass Container conv 0.5 $30M 29M 1.03
Hologic Inc cnv 0.5 $30M 29M 1.02
Cien 4 12/15/20 0.5 $29M 20M 1.42
Ares Capital Corporation convertible cor 0.5 $29M 27M 1.08
Chesapeake Energy 5.75% Conv Pfd p 0.4 $28M 25M 1.12
Centerpoint Energy Inc Vq 09-1 convert 0.4 $28M 524k 52.67
Ryland Group note 0.4 $28M 19M 1.43
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $28M 27M 1.03
Omnicare Inc dbcv 3.250%12/1 0.4 $27M 25M 1.07
Broadsoft Inc. 1.5% 07/01/2018 conv 0.4 $27M 26M 1.05
Electronic Arts Inc conv 0.4 $27M 23M 1.16
Pcln Us conv 0.4 $27M 23M 1.19
Lifepoint Hospitals Inc note 3.500% 5/1 0.4 $26M 25M 1.06
Tibco Software Inc. 2.25 05-01 conv 0.4 $26M 26M 1.01
Cornerstone Ondemand 0.4 $26M 22M 1.16
American Rlty Cap Pptys Inc note 3.000% 8/0 0.4 $26M 25M 1.06
Allegheny Technologies Inc note 4.250% 6/0 0.4 $26M 25M 1.02
Radian Group Inc note 0.4 $26M 17M 1.53
Jds Uniphase 0.4 $26M 24M 1.06
Molina Healthcare Inc. conv 0.4 $26M 23M 1.13
Arvinmeritor Inc frnt 4.000% 2/1 0.4 $25M 24M 1.04
Xilinx Inc Cvt 2.625 6-15-17 convert 0.4 $25M 13M 1.88
Intermune Inc note 2.500% 9/1 0.4 $24M 19M 1.29
Nrf Us conv 0.4 $25M 15M 1.65
Ford Mtr Co Del note 4.250%11/1 0.4 $24M 13M 1.81
Exelixis Inc cnv 0.4 $24M 27M 0.89
Energy Xxi Bermuda 144a conv bond p2 0.4 $23M 24M 0.98
Holx 2 12/15/43 0.3 $22M 21M 1.06
Fluidigm Corporation convertible cor 0.3 $22M 20M 1.14
Bev Pack Hlds Lu/issuer 0.3 $22M 22M 1.02
Brookdale Senior Living note 0.3 $22M 16M 1.36
Portfolio Recovery 0.3 $22M 19M 1.19
Stanley Black & Decker Inc Uni p 0.3 $22M 200k 107.48
Liberty Interactive Llc conv 0.3 $22M 17M 1.25
Microchip Technology Inc sdcv 2.125%12/1 0.3 $21M 11M 1.85
Chart Industries 2% conv 0.3 $21M 16M 1.35
Servicenow Inc 144a conv bond p2 0.3 $21M 20M 1.08
Linear Technology Corp note 3.000% 5/0 0.3 $20M 17M 1.19
Array Biopharma Inc note 3.000% 6/0 0.3 $20M 20M 1.03
Emulex Corporation 144a conv bond p2 0.3 $20M 20M 1.00
Equinix Inc note 3.000%10/1 0.3 $20M 12M 1.63
Fdc 12 5/8 01/15/21 0.3 $20M 17M 1.19
Proofpoint Inc 144a conv bond p2 0.3 $20M 17M 1.18
Sunedison Inc conv 0.3 $20M 14M 1.45
Rwt 4 5/8 04/15/18 0.3 $19M 18M 1.07
Janus Capital conv 0.3 $19M 16M 1.21
Old Republic Intl Corp note 0.3 $18M 15M 1.24
Fidelity National Finance conv 0.3 $19M 12M 1.58
Starwood Ppty note 4.0% 1/15/ 0.3 $19M 16M 1.14
Roc 4 5/8 10/15/20 0.3 $19M 18M 1.03
Wright Medical Group Inc note 2 000 8/1 0.3 $19M 14M 1.36
B2gold Corp conv 0.3 $19M 18M 1.05
Navistar Intl Corp conv 0.3 $18M 19M 0.99
Cubist Pharma 144a 0.3 $18M 15M 1.21
General Motors Company (GM) 0.3 $18M 509k 34.42
Ares Capital Corp 5.125 2016 conv 0.3 $17M 16M 1.08
Cemex Sab De Cv conv bnd 0.3 $17M 13M 1.38
Yandex Nv conv 0.3 $17M 19M 0.93
Solazyme Inc bond 0.3 $17M 16M 1.08
L-3 Communications Corp debt 3.000% 8/0 0.3 $17M 13M 1.33
Iconix Brand Group, Inc. conv 0.3 $17M 12M 1.37
Salesforce.com Inc conv 0.3 $17M 15M 1.14
Slm 0.3 $16M 15M 1.09
Continental Airls Inc note 4.500% 1/1 0.2 $16M 6.7M 2.38
Vsh 2.25 11-40 144a Cvt convert 0.2 $16M 14M 1.17
Workday 0.2 $16M 12M 1.29
Orexigen Therapeutics Inc note 2.750%12/0 0.2 $16M 14M 1.11
Incyte Corp Ltd conv 0.2 $16M 13M 1.28
Sandisk Corp note 1.500% 8/1 0.2 $15M 9.2M 1.65
Radian Group Inc note 3.000%11/1 0.2 $15M 10M 1.49
Allscripts Healthcare Solutio conv 0.2 $15M 13M 1.23
Finisar Corp conv 0.2 $15M 13M 1.15
Vipshop Holdings Ltd - Ads bond 0.2 $15M 15M 1.02
Stanley Black & Decker Inc unit 99/99/9999 0.2 $14M 114k 126.66
Mylan Inc note 3.750% 9/1 0.2 $15M 4.1M 3.68
Sl Green Operating Par 144a 3. convert 0.2 $15M 11M 1.31
Snv 5 1/8 06/15/17 0.2 $15M 14M 1.05
Dominion Res Inc Va unit 04/01/2013 0.2 $15M 256k 57.51
Regency Energy Partners 0.2 $15M 14M 1.04
Homeaway Inc bond 0.2 $15M 14M 1.02
Akamai Technologies Inc conv bnd 0.2 $15M 15M 0.99
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $14M 14M 1.00
Trinity Inds Inc note 3.875% 6/0 0.2 $14M 9.0M 1.59
Omnicom Group Inc debt 0.2 $14M 10M 1.33
Medicines Co dbcv 1.375% 6/0 0.2 $14M 11M 1.23
Lennar 0.2 $14M 14M 1.02
Newpark Res Inc note 4.000%10/0 0.2 $14M 11M 1.29
Biomed Realty conv 0.2 $13M 11M 1.21
Lennar Corp conv bnd 0.2 $13M 7.5M 1.78
Helix Energy Solutions note 0.2 $13M 11M 1.24
Heartware Intl Inc note 3.500%12/1 0.2 $13M 10M 1.21
Nextera Energy Inc unit 0.2 $13M 205k 61.42
Colony Finl Inc note 5.00% 0.2 $13M 12M 1.06
Isis Us conv 0.2 $13M 4.9M 2.68
Leap Wireless Intl Inc note 4.500% 7/1 0.2 $12M 12M 1.01
Lennar Corp conv bnd 0.2 $12M 6.5M 1.83
Lam Research Corp conv 0.2 $12M 9.6M 1.25
Rti Intl Metals Inc note 1.625%10/1 0.2 $12M 12M 0.98
Seacor Holdings Inc conv 0.2 $12M 12M 0.99
Yahoo! 0.2 $11M 318k 35.90
Hornbeck Offshore Services 0.2 $11M 269k 41.81
Chiquita Brands Intl Inc note 4.250% 8/1 0.2 $11M 11M 1.01
Strza 5 09/15/19 0.2 $12M 11M 1.03
Dfc Global 0.2 $11M 14M 0.85
Spansion Llc conv 0.2 $12M 8.2M 1.41
Clear Channel Communicat 0.2 $12M 11M 1.05
Emerald Oil Inc bond 0.2 $12M 11M 1.04
Uti Worldwide Inc 144a 0.2 $11M 11M 1.05
Pennymac Corp conv 0.2 $12M 12M 0.98
Teleflex Inc note 3.875% 8/0 0.2 $11M 6.1M 1.78
Pzz 8 3/8 05/01/19 0.2 $11M 9.9M 1.10
Cemex Sab conv 0.1 $9.5M 7.7M 1.23
Cardtronics Inc conv 0.1 $9.5M 9.6M 0.98
Halcon Resources 0.1 $9.9M 9.5M 1.04
Encore Capital Group Inc conv bnd 0.1 $9.4M 9.5M 0.99
JPMorgan Chase & Co. (JPM) 0.1 $9.1M 149k 60.71
Illumina Inc 0 1/4 2016 conv 0.1 $9.0M 4.9M 1.82
Meritor Inc conv 0.1 $9.0M 5.9M 1.52
Micron Technology Inc note 1.625% 2/1 0.1 $9.2M 4.2M 2.22
Tesla Motors Inc bond 0.1 $9.2M 10M 0.92
Lululemon Athletica (LULU) 0.1 $8.4M 160k 52.59
Sandridge Energy pfd 8.5% 0.1 $8.3M 75M 0.11
Pdl Biopharma Inc note 3.750% 5/0 0.1 $8.2M 6.0M 1.37
Titan Machy Inc note 3.750% 5/0 0.1 $8.0M 9.5M 0.85
Seacor Holdings Inc note 2.500%12/1 0.1 $8.2M 6.9M 1.19
Rpm International Inc convertible cor 0.1 $8.0M 6.9M 1.16
Ally Financial 0.1 $8.3M 8.0M 1.04
General Cable Corp Del New frnt 4.500% 11/1 0.1 $7.5M 7.4M 1.01
GAME Technolog debt 0.1 $7.5M 7.5M 1.00
Icon 2 1/2 06/01/16 0.1 $7.4M 5.5M 1.36
Itmn 2 1/2 12/15/17 0.1 $7.9M 3.0M 2.64
Sfl 3 1/4 02/01/18 0.1 $7.7M 6.9M 1.12
X 2 3/4 04/01/19 0.1 $7.4M 5.7M 1.31
Gain Cap Hldgs Inc note 4.125%12/0 0.1 $7.7M 6.8M 1.13
Lsb Industries 0.1 $7.5M 7.0M 1.07
priceline.com Incorporated 0.1 $6.7M 5.7k 1191.82
Simfoo 10 1/2 11/01/17 144a 0.1 $7.1M 6.6M 1.08
Callaway Golf 0.1 $7.1M 5.0M 1.42
Invensense Inc 144a conv bond p2 0.1 $7.0M 5.5M 1.27
Emergent Biosolutions Inc note 0.1 $6.9M 6.4M 1.08
salesforce (CRM) 0.1 $6.2M 108k 57.09
Health Care Reit Pfd I 6.5% 0.1 $6.4M 116k 55.53
Stillwater Mng Co note 1.750%10/1 0.1 $6.5M 5.0M 1.30
M/i Homes Inc note 3.000% 3/0 0.1 $6.2M 5.8M 1.07
Concur Technologies, Inc. conv 0.1 $6.2M 5.3M 1.17
Fxcm Inc. conv 0.1 $6.5M 6.3M 1.04
S 9 11/15/18 144a 0.1 $6.1M 5.0M 1.22
Gt Advanced Technologies Inc note 3.000%12/1 0.1 $6.5M 4.0M 1.62
Prospect Capital Corporation note 5.875 0.1 $6.3M 6.0M 1.06
Vodafone Group New Adr F (VOD) 0.1 $6.4M 174k 36.81
Intel Corporation (INTC) 0.1 $5.9M 228k 25.81
Health Care Reit Inc note 3.000%12/0 0.1 $5.6M 4.7M 1.19
Weyerhaeuser C conv prf 0.1 $5.9M 109k 54.51
Caesars Ent Resort Prop 0.1 $5.8M 5.5M 1.05
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.1 $5.6M 5.3M 1.05
Danaher Corp Del debt 0.1 $4.8M 2.2M 2.18
Pbncn 8 5/8 02/01/20 0.1 $5.1M 5.1M 1.00
Vspcin 9 3/8 10/01/15 0.1 $5.1M 5.0M 1.01
Kb Home note 0.1 $5.2M 5.1M 1.03
Mtna 6 Mtus pfd cv 0.1 $5.0M 207k 23.98
Endologix Inc note 2.250%12/1 0.1 $5.2M 5.5M 0.96
Vector Group Ltd note 1.75% 4/15 0.1 $5.2M 5.0M 1.04
Radio One 0.1 $5.3M 5.0M 1.06
Tiffany & Co. 0.1 $4.8M 56k 86.14
Bristol Myers Squibb Co dbcv 9/1 0.1 $4.6M 3.5M 1.31
Rayonier Inc conv 0.1 $4.3M 2.9M 1.46
Lam Research Corp note 0.500% 5/1 0.1 $4.3M 3.7M 1.16
Altmes 9 5/8 10/15/18 0.1 $4.4M 4.2M 1.07
Chrygr 8 06/15/19 0.1 $4.4M 4.0M 1.10
Hca 7 3/4 05/15/21 0.1 $4.4M 4.0M 1.10
Cvo 8 7/8 02/01/18 0.1 $4.5M 4.4M 1.02
Merrimack Pharmaceuticals In note 4.500% 7/1 0.1 $4.6M 4.5M 1.01
Nextera Energy, Inc. pfd cv 0.1 $4.7M 94M 0.05
Hci Group Inc conv 0.1 $4.4M 5.0M 0.88
Tesla Motors Inc bond 0.1 $4.6M 5.0M 0.91
Ixia 0.1 $3.8M 301k 12.50
Dendreon Corp note 0.1 $4.1M 5.6M 0.73
Ctlcn 11 10/30/17 0.1 $3.8M 4.3M 0.90
Dominion Resources Inc 6% 07/01/2016 conbnp 0.1 $3.9M 66M 0.06
Psec Us conv 0.1 $3.7M 3.5M 1.07
Resource Cap Corp Note 6.000%12/0 note 0.1 $4.1M 4.1M 1.00
Vivus Inc conv 0.1 $3.8M 5.0M 0.76
Tribune Co term 0.1 $3.6M 3.6M 1.00
Incyte Corp Incy Cvt 144a 0.37 convert 0.1 $3.8M 3.0M 1.28
Cit 0.1 $3.8M 3.5M 1.08
Verizon Communications (VZ) 0.1 $3.4M 71k 47.57
American International (AIG) 0.1 $3.0M 60k 50.02
Csg Systems International, Inc conv 0.1 $2.9M 2.4M 1.24
Hnt 6 3/8 06/01/17 0.1 $3.3M 3.0M 1.09
Ias 8 3/8 05/15/19 0.1 $3.2M 3.0M 1.07
Pxp 6 3/4 02/01/22 0.1 $3.3M 3.0M 1.10
Prospect Capital Corporati mtnf 5.375% 0.1 $3.4M 3.2M 1.05
Clean Harbors Incclean Hbrs Inc Gtdfxd fixed income 0.1 $3.1M 3.0M 1.02
Par Petroleum (PARR) 0.1 $3.0M 150k 19.98
Biomet 0.1 $3.2M 3.0M 1.08
Reynolds Grp Iss/reynold 0.1 $3.2M 3.0M 1.07
Jll/delta Dutch Newco Bv 0.1 $3.3M 3.3M 1.03
Valeant Pharmaceuticals 0.1 $3.2M 3.0M 1.08
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.0 $2.7M 53M 0.05
Celgene Corporation 0.0 $2.3M 17k 139.59
Laboratory Corp Amer Hldgs debt 0.0 $2.4M 1.8M 1.32
Energy Xxi Bermuda Ltd conv prf 0.0 $2.7M 10M 0.27
Cbiz Inc. 4.875% Convertible dbcv 0.0 $2.4M 1.8M 1.34
Ally 7 1/2 09/15/20 0.0 $2.7M 2.3M 1.19
Cwei 7 3/4 04/01/19 0.0 $2.5M 2.4M 1.06
Fmgau 8 1/4 11/01/19 0.0 $2.3M 2.1M 1.10
Llakes 7.45 03/15/28 0.0 $2.5M 2.5M 0.98
Rrc 5 08/15/22 0.0 $2.4M 2.3M 1.02
Saivst 9 3/4 02/15/20 0.0 $2.5M 2.3M 1.09
Forest Oil Corp 06/15/2019 0.0 $2.6M 3.0M 0.88
Arcc 4 7/8 03/15/17 0.0 $2.5M 2.3M 1.08
Metropcs Communications (TMUS) 0.0 $2.8M 85k 33.03
Oasis Petroleum Inc 6.875% 3/15/2022 0.0 $2.7M 2.5M 1.08
Chrysler Gp/cg Co-issuer 0.0 $2.3M 2.0M 1.13
Earthlink Holdings 0.0 $2.3M 2.2M 1.04
Overseas Shiphldg 0.0 $2.9M 2.4M 1.18
Tenet Healthcare 0.0 $2.8M 2.6M 1.07
Las Vegas Sands (LVS) 0.0 $2.0M 25k 80.76
Alza Corp sdcv 7/2 0.0 $2.1M 1.6M 1.36
Lam Research Corporation 0.0 $1.7M 30k 54.99
Teva Pharm Finance Llc Cvt cv bnd 0.0 $1.9M 1.5M 1.29
Bbg 7 5/8 10/01/19 0.0 $1.9M 1.8M 1.08
Carwag 6 7/8 06/15/19 0.0 $2.1M 2.0M 1.07
Dan 6 3/4 02/15/21 0.0 $1.9M 1.8M 1.09
Disdyn 12 1/2 01/01/18 0.0 $1.6M 1.5M 1.09
Eroc 8 3/8 06/01/19 0.0 $2.1M 1.9M 1.09
Gt 8 1/4 08/15/20 0.0 $1.7M 1.6M 1.11
Ktos 10 06/01/17 0.0 $2.1M 2.0M 1.06
Lvlt 11 7/8 02/01/19 0.0 $2.0M 1.8M 1.13
Ocrgno 6 1/2 10/01/17 0.0 $1.7M 1.6M 1.04
Sapsj 6 5/8 04/15/21 0.0 $2.1M 2.0M 1.04
Spn 6 3/8 05/01/19 0.0 $1.6M 1.5M 1.07
Tso 5 3/8 10/01/22 0.0 $2.1M 2.0M 1.03
Win 7 1/2 06/01/22 0.0 $1.7M 1.7M 1.06
Wti 8 1/2 06/15/19 0.0 $2.2M 2.0M 1.08
Crnrch 9 3/8 03/15/18 Ai 0.0 $2.1M 2.0M 1.06
Eqix 5 3/8 04/01/23 0.0 $2.0M 2.0M 1.02
Sbmau 8 7/8 04/15/18 144a 0.0 $1.6M 2.0M 0.82
Trw Automotive Inc 144a bond 0.0 $2.1M 2.0M 1.03
Bcc 6 3/8 11/01/20 0.0 $1.8M 1.7M 1.07
Ce 4 5/8 11/15/22 0.0 $2.0M 2.0M 0.98
Cwst 7 3/4 02/15/19 0.0 $2.1M 2.0M 1.04
Nsm 6 1/2 07/01/21 0.0 $2.2M 2.3M 0.94
Sd 8 1/8 10/15/22 0.0 $1.9M 1.7M 1.09
Sptind Tl 2l Usd term 0.0 $2.0M 2.0M 1.01
Ascent Cap Group Inc note 4.000% 7/1 0.0 $1.6M 1.6M 1.00
Gaming & Leisure Pptys (GLPI) 0.0 $2.1M 59k 36.45
Activision Blizzard 0.0 $1.8M 1.6M 1.09
Allied Specialty Vehicle 0.0 $2.1M 2.0M 1.06
Appvion 0.0 $2.0M 2.0M 1.02
Corrections Corp Of Amer 0.0 $1.6M 1.7M 0.97
Energy Xxi Gulf Coast In 0.0 $2.1M 2.0M 1.05
Fresenius Med Care Us 0.0 $2.1M 2.0M 1.06
Halcon Resources 0.0 $2.2M 2.0M 1.08
Mastec 0.0 $1.7M 1.7M 0.98
Navios Maritime Hlds/fin 0.0 $2.0M 2.0M 1.02
Pbf Holding 0.0 $2.2M 2.0M 1.08
Qep Resources 0.0 $2.2M 2.0M 1.10
T-mobile Usa 0.0 $2.2M 2.0M 1.08
Texas Comp Elec Hold Llc term 0.0 $2.1M 2.9M 0.72
Calpine 0.0 $2.2M 2.0M 1.12
Guitar Center 0.0 $2.1M 2.1M 0.99
Waterjet Holdings 0.0 $2.1M 2.0M 1.06
Microsoft Corporation (MSFT) 0.0 $1.4M 33k 40.99
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $1.1M 15k 70.73
DISH Network 0.0 $1.1M 18k 62.23
Fannie Mae Pfd. S (FNMAS) 0.0 $986k 94k 10.48
Toll Brothers (TOL) 0.0 $1.2M 34k 35.91
Teradyne (TER) 0.0 $1.2M 60k 19.88
Pharmacyclics 0.0 $1.2M 12k 100.25
Hldgs (UAL) 0.0 $1.2M 26k 44.62
Continental Airlines 6% Conv p 0.0 $1.5M 30M 0.05
Prologis (PLD) 0.0 $1.6M 38k 40.84
Chesapeake Energy Corp Pf d cv 0.0 $1.4M 1.2M 1.13
Czr 8 1/2 02/15/20 0.0 $1.3M 1.5M 0.89
Fes 9 06/15/19 0.0 $1.2M 1.2M 1.00
Kw 8 3/4 04/01/19 0.0 $1.4M 1.3M 1.09
Mnkdw 0.0 $1.1M 674k 1.56
Nm 8 1/8 02/15/19 0.0 $1.0M 1.0M 1.01
Nm 9 1/4 04/15/19 0.0 $1.6M 1.5M 1.07
Ohi 5 7/8 03/15/24 0.0 $977k 930k 1.05
Six 5 1/4 01/15/21 0.0 $1.0M 1.0M 1.01
Sxc 7 5/8 08/01/19 0.0 $1.3M 1.3M 1.07
Telsat 6 05/15/17 0.0 $1.0M 1.0M 1.04
Bbep 7 7/8 04/15/22 0.0 $1.4M 1.3M 1.08
Hls 8 1/8 02/15/20 0.0 $1.1M 1.0M 1.08
Prmian 10 1/2 01/15/18 144a 0.0 $1.3M 1.3M 1.02
Stx 4 3/4 06/01/23 144a 0.0 $990k 1.0M 0.99
Csar Tl 1l Usd term 0.0 $1.5M 1.4M 1.02
Albany Molecular Resh Inc note 2.250%11/1 0.0 $1.1M 836k 1.36
Jarden Corp note 1.875% 9/1 0.0 $1.4M 982k 1.39
Adt 0.0 $1.5M 1.5M 1.03
Churchill Downs 0.0 $1.5M 1.5M 1.02
Dish Dbs 0.0 $1.0M 1.0M 1.04
Navios Maritime Acq 0.0 $1.2M 1.2M 1.04
Steel Dynamics 0.0 $1.5M 1.3M 1.09
Access Midstream Partner 0.0 $1.5M 1.5M 1.00
Bioscrip 0.0 $1.0M 1.0M 1.04
Cit 0.0 $1.6M 1.5M 1.04
Cablevision Systems 0.0 $1.5M 1.3M 1.17
First Cash Financial Ser 0.0 $1.0M 1.0M 1.02
First Quantum Minerals L 0.0 $1.0M 1.0M 1.01
First Quantum Minerals L 0.0 $1.0M 1.0M 1.02
Hig Bbc Intermed/holding 0.0 $1.0M 1.0M 1.03
Jefferies Fin Llc / Jfin 0.0 $1.0M 1.0M 1.01
Kennedy-wilson 0.0 $1.0M 1.0M 1.00
Cit 0.0 $427k 8.7k 48.99
Dollar Finl Corp note 3.000% 4/0 0.0 $586k 623k 0.94
Incyte Corporation (INCY) 0.0 $535k 10k 53.50
Gilead Sciences (GILD) 0.0 $354k 5.0k 70.80
Penn National Gaming (PENN) 0.0 $725k 59k 12.31
Aeropostale 0.0 $351k 70k 5.01
LSB Industries (LXU) 0.0 $437k 12k 37.45
Halozyme Therapeutics (HALO) 0.0 $953k 75k 12.71
Charter Communications 0.0 $370k 3.0k 123.33
Vringo Inc *w exp 99/99/999 0.0 $540k 450k 1.20
Swift Svcs Hldgs Swft 10% conv 0.0 $440k 400k 1.10
Agenus 0.0 $697k 220k 3.17
Vishay Intertech 144a 2.25% conv 0.0 $577k 607k 0.95
Coronado Biosciences Inc. Common 0.0 $477k 241k 1.98
Nextera Energy Inc conv prf 0.0 $383k 6.4M 0.06
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.0 $399k 283k 1.41
Sats 6 1/2 06/15/19 0.0 $330k 300k 1.10
Win 7 3/4 10/01/21 0.0 $540k 500k 1.08
Xtex 8 7/8 02/15/18 0.0 $525k 500k 1.05
Glf 6 3/8 03/15/22 0.0 $322k 310k 1.04
Priceline Com Inc note 1.250% 3/1 0.0 $329k 84k 3.92
Barpty 9 06/01/18 144a 0.0 $460k 500k 0.92
Cmc 4 7/8 05/15/23 0.0 $480k 500k 0.96
Tmbcn 11 1/4 12/15/18 0.0 $545k 500k 1.09
Fdc Tl 1l Usd term 0.0 $700k 700k 1.00
General Motors Corp *w exp 12/31/201 0.0 $912k 324k 2.82
American Airls (AAL) 0.0 $915k 25k 36.60
Clear Channel Communicat 0.0 $555k 500k 1.11
Dupont Fabros Tech 0.0 $795k 750k 1.06
Eletson Holdings 0.0 $788k 750k 1.05
Genesis Energy Lp/genesi 0.0 $520k 500k 1.04
Netflix 0.0 $788k 750k 1.05
Tesoro Logistics Lp/corp 0.0 $676k 650k 1.04
Sabre Inc term 0.0 $716k 716k 1.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.0 $621k 609k 1.02
Aes Corp 0.0 $495k 500k 0.99
Alpha Natural Resources 0.0 $960k 1.0M 0.96
Catamaran 0.0 $364k 360k 1.01
Northern Blizzard Resour 0.0 $386k 375k 1.03
Toys R Us Delaware 0.0 $920k 1.0M 0.92
Caci Intl Inc note 2.125% 5/0 0.0 $292k 216k 1.35
Orexigen Therapeutics 0.0 $260k 40k 6.50
Agilent Technologies Inc C ommon (A) 0.0 $280k 5.0k 56.00
Regis Corp Minn note 5.000% 7/1 0.0 $181k 176k 1.03
Rite Aid Corporation 0.0 $182k 29k 6.28
Amarin Corporation 0.0 $181k 100k 1.81
Lear Corp Warrants 0.0 $121k 742.00 163.07
Shengdatech Inc 6.5% conv 0.0 $30k 3.0M 0.01
Gilead Sciences conv 0.0 $310k 99k 3.13
Cumulus Media, Inc. Wa rrants 0.0 $261k 38k 6.84
Arrowhead Research 0.0 $123k 7.5k 16.40
Meritage Homes Corp conv 0.0 $270k 252k 1.07
Coshw 0.0 $191k 4.3k 44.09
Untus 6 5/8 05/15/21 0.0 $265k 250k 1.06
Tribune Co New Cl A 0.0 $319k 4.0k 79.75
Trbnw C0 12/31/32 Trbaa 0.0 $161k 2.0k 80.50
Spirit Realty reit 0.0 $302k 28k 10.97
Caesars Acquisition Co cl a 0.0 $288k 20k 14.20
Crown Castle International Corp. pfd stk 0.0 $286k 2.9M 0.10