Advent Capital Management

Advent Capital Management as of June 30, 2014

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 596 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Citrix Systems Inc 0.50% 4/15/19 priv placement 1.4 $122M 115M 1.06
Micron Technology Inc conv 1.4 $118M 91M 1.29
Yahoo Inc 144a conv bond p2 1.2 $104M 104M 1.00
Priceline.com debt 1.000% 3/1 1.2 $102M 72M 1.42
Clearwire Communications Llc E conv 1.0 $87M 75M 1.16
COM USD0.01 Chesapeake Energy Corp cnv 0.9 $76M 59k 1286.95
Ctrip.com Inter Ltd. conv 0.9 $73M 66M 1.10
Wellpoint Inc Note cb 0.8 $72M 47M 1.54
Prologis Inc note 3.250% 3/1 0.8 $69M 62M 1.12
Gilead Sciences conv 0.8 $68M 19M 3.65
Ciena Corp note 0.875% 6/1 0.8 $67M 68M 0.99
Developers Diversified Rlty note 1.750%11/1 0.8 $66M 55M 1.20
Forest City Enterprises conv 0.7 $63M 55M 1.14
Annaly Cap Mgmt Inc note 5.000% 5/1 0.7 $60M 59M 1.02
Biomarin Pharmaceutical Inc note 0.750%10/1 0.7 $60M 58M 1.04
Jarden Corp note 0.7 $60M 59M 1.02
Nokia 5 10/26/17 0.7 $59M 19M 3.20
United Technol conv prf 0.7 $58M 887k 65.33
Mgm Mirage conv 0.7 $58M 39M 1.47
Siegr 1.05 08/16/17 0.7 $57M 51M 1.12
Newmont Mining Corp Cvt cv bnd 0.7 $55M 52M 1.06
On Semiconductor Corp note 2.625%12/1 0.7 $56M 47M 1.18
Cobalt Intl Energy Inc note 0.7 $56M 60M 0.93
Jefferies Group Inc New dbcv 3.875%11/0 0.7 $55M 52M 1.06
Bnsim 3 3/8 01/17/18 0.6 $54M 32M 1.68
Liberty Media Corp 144a conv bond p2 0.6 $53M 52M 1.02
Priceline Grp Inc note 0.350% 6/1 0.6 $53M 45M 1.19
Herbalife Ltd bond 0.6 $52M 56M 0.93
Bank Of America Corporation preferred (BAC.PL) 0.6 $51M 44k 1172.84
Webmd Health Conv Sr Notes conv 0.6 $52M 49M 1.05
Royal Gold Inc conv 0.6 $52M 48M 1.08
Liberty Interactive 0.6 $51M 49M 1.04
Glenln 5 12/31/14 0.6 $50M 45M 1.11
Akamai Technologies Inc conv bnd 0.6 $50M 49M 1.02
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.6 $49M 40k 1214.64
Intel Corp sdcv 0.6 $49M 39M 1.25
Novellus Systems, Inc. note 2.625% 5/1 0.6 $49M 24M 2.02
Toll Bros Finance Corp. convertible bond 0.6 $49M 46M 1.06
Cornerstone Ondemand Inc conv 0.6 $47M 41M 1.15
Nuance Communications Inc note 2.750%11/0 0.6 $46M 46M 1.00
Nvidia Corp 144a conv bond p2 0.6 $47M 42M 1.11
Alexandria Real Estate Equitie conv prf 0.5 $45M 1.7M 27.40
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.5 $45M 1.4M 31.96
Walter Invt Mgmt Corp note 0.5 $44M 47M 0.92
Slxp 1 1/2 03/15/19 0.5 $44M 22M 1.96
Sina Corp conv 0.5 $44M 47M 0.92
Keycorp New pfd 7.75% sr a 0.5 $43M 330k 131.00
Starwood Property Trust note 0.5 $43M 38M 1.12
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.5 $43M 47M 0.92
Intel Corp. Jr. Sub. Cv. Deb. conv 0.5 $43M 28M 1.54
Live Nation Entertainmen conv 0.5 $42M 40M 1.05
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.5 $41M 40M 1.03
Shine Power Intl Ltd conv 0.5 $42M 320M 0.13
Xinaog 0 02/26/18 0.5 $40M 32M 1.26
Hos Us conv 0.5 $41M 34M 1.21
Ttm Technologies Inc conv 0.5 $41M 37M 1.09
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.5 $40M 35M 1.14
National Health Invs Inc note 0.5 $40M 40M 1.01
Volcano Corporation note 1.750%12/0 0.5 $40M 41M 0.97
Tesla Motors Inc bond 0.5 $40M 41M 0.97
Sunedison Inc conv 0.5 $40M 37M 1.07
Amg Capital Trust Ii convert (AATRL) 0.5 $39M 621k 63.31
Ares Capital Corp conv 0.5 $39M 37M 1.06
Thrx 2 1/8 01/15/23 0.5 $38M 26M 1.46
Omnicare Inc dbcv 3.250%12/1 0.4 $37M 35M 1.07
Medivation Inc note 2.625% 4/0 0.4 $37M 23M 1.60
Fidelity National Finance conv 0.4 $36M 22M 1.65
Take-two Interactive Softwar note 1.000% 7/0 0.4 $36M 30M 1.22
Omnicare Inc bond 0.4 $36M 32M 1.14
Biomarin Pharmaceutical Inc note 1.500%10/1 0.4 $37M 35M 1.05
Xilinx Inc Cvt 2.625 6-15-17 convert 0.4 $35M 21M 1.66
Sdrlno 3 3/8 10/27/17 0.4 $35M 23M 1.52
Tibco Software Inc. 2.25 05-01 conv 0.4 $36M 35M 1.01
Forest City Enterprises conv 0.4 $35M 33M 1.06
Auxilium Pharmaceuticals note 0.4 $35M 32M 1.08
Jarden Corp conv 0.4 $35M 29M 1.21
Chesapeake Energy Corp note 2.250%12/1 0.4 $34M 35M 0.97
Chesapeake Energy 5.75% Conv Pfd p 0.4 $34M 26k 1273.22
Iiaav 4 1/4 03/08/18 0.4 $34M 3.4B 0.01
Tecfp 0 1/2 01/01/16 0.4 $34M 260M 0.13
Al Us conv 0.4 $34M 22M 1.51
Liberty Media Corp deb 3.500% 1/1 0.4 $33M 58M 0.56
Newmont Mining Corp note 1.250% 7/1 0.4 $33M 33M 1.00
Centerpoint Energy Inc Vq 09-1 convert 0.4 $33M 553M 0.06
Healthsouth Corp conv 0.4 $33M 30M 1.09
Goldcorp Inc New note 2.000% 8/0 0.4 $32M 32M 1.00
Sandisk Corp 144a conv bond p2 0.4 $32M 26M 1.26
Owens-brockway Glass Container conv 0.4 $31M 31M 1.02
Jds Uniphase 0.4 $31M 31M 1.01
Liberty Interactive Llc conv 0.4 $32M 23M 1.35
Cien 4 12/15/20 0.4 $31M 22M 1.39
Energy Xxi Bermuda 144a conv bond p2 0.4 $30M 30M 0.99
Yamada Denki Co Ltd conv 0.4 $30M 3.0B 0.01
Ohlcon 4 04/25/18 Ohl 0.3 $29M 20M 1.49
Goodrich Petroleum Corp 5% bond 0.3 $30M 24M 1.24
Navistar Intl Corp New note 0.3 $30M 28M 1.07
Host Hotels & Resorts Lpcvt2.5 convert 0.3 $29M 17M 1.69
Hologic Inc cnv 0.3 $29M 26M 1.10
Nrf Us conv 0.3 $28M 15M 1.80
Caja Ahorros Barcelona conv 0.3 $28M 18M 1.55
Salesforce.com Inc conv 0.3 $28M 24M 1.15
St Modwen Prop Securitie conv 0.3 $28M 16M 1.71
Nextera Energy Inc unit 0.3 $27M 422k 65.01
Radian Group Inc note 0.3 $27M 18M 1.50
Holx 2 12/15/43 0.3 $27M 25M 1.10
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.3 $27M 21M 1.28
Swiss Life Holding Ag conv 0.3 $27M 21M 1.27
Proofpoint Inc 144a conv bond p2 0.3 $26M 22M 1.19
Illumina Inc conv 0.3 $27M 26M 1.03
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $25M 25M 1.02
Lukoil 2 5/8 06/16/15 0.3 $25M 25M 1.02
B2gold Corp conv 0.3 $25M 24M 1.07
Starwood Ppty note 4.0% 1/15/ 0.3 $24M 21M 1.15
Servicenow Inc 144a conv bond p2 0.3 $24M 22M 1.10
Orexigen Therapeutics Inc note 2.750%12/0 0.3 $24M 22M 1.09
Misarte conv 0.3 $25M 104M 0.24
Penn Virginia Corp conv prf 0.3 $25M 207k 119.64
Ford Mtr Co Del note 4.250%11/1 0.3 $24M 12M 2.00
Ryland Group note 0.3 $24M 17M 1.40
Rti Intl Metals Inc note 1.625%10/1 0.3 $24M 24M 1.00
Iconix Brand Group, Inc. conv 0.3 $23M 16M 1.46
Molina Healthcare Inc. conv 0.3 $24M 19M 1.26
American Tower Corp New Pfd Co p 0.3 $23M 219k 106.85
Stanley Black & Decker Inc unit 99/99/9999 0.3 $23M 171k 132.38
Brookdale Senior Living note 0.3 $23M 17M 1.36
Chart Industries 2% conv 0.3 $23M 17M 1.40
Wright Medical Group Inc note 2 000 8/1 0.3 $23M 16M 1.38
Cubist Pharmacut144a 0.3 $23M 20M 1.13
Stanley Black & Decker Inc Uni p 0.3 $23M 200k 113.81
J2 Global Inc note 3.250% 6/1 0.3 $22M 22M 1.02
Old Republic Intl Corp note 0.3 $22M 18M 1.25
Cubist Pharma 144a 0.3 $22M 19M 1.14
Conwert Immo Invest Ag conv 0.3 $22M 15M 1.43
First Data Corporation 0.3 $22M 18M 1.19
General Motors Company (GM) 0.2 $21M 590k 36.30
Vw 5 1/2 11/09/15 0.2 $21M 13M 1.61
Rwt 4 5/8 04/15/18 0.2 $21M 21M 1.04
Portfolio Recovery 0.2 $21M 18M 1.19
Fluidigm Corporation convertible cor 0.2 $21M 22M 0.95
Kawasaki Kisen Kaisha conv 0.2 $21M 2.1B 0.01
Shenzhou International G conv 0.2 $20M 156M 0.13
Trinity Inds Inc note 3.875% 6/0 0.2 $20M 11M 1.86
Hologic Inc frnt 2.000%12/1 0.2 $20M 16M 1.26
Siegr 1.65 08/16/19 0.2 $19M 17M 1.16
Array Biopharma Inc note 3.000% 6/0 0.2 $20M 20M 1.00
Ares Capital Corporation convertible cor 0.2 $19M 18M 1.07
Seacor Holdings Inc conv 0.2 $19M 20M 0.99
Prospect Capital Corp conv 0.2 $20M 20M 0.99
Espirito Santo Fin Grp conv 0.2 $19M 16M 1.17
Stmicroelectronics Nv conv 0.2 $19M 20M 0.98
Microchip Technology Inc sdcv 2.125%12/1 0.2 $19M 9.9M 1.91
Chiquita Brands Intl Inc note 4.250% 8/1 0.2 $18M 18M 1.01
1022337z Uh conv 0.2 $18M 17M 1.11
Adidas Ag conv 0.2 $18M 11M 1.60
Azimut Holding Spa conv 0.2 $19M 12M 1.58
Vsh 2.25 11-40 144a Cvt convert 0.2 $18M 15M 1.21
Blnd Ln conv 0.2 $18M 9.3M 1.93
Exr Us conv 0.2 $18M 17M 1.08
6594 Jp conv 0.2 $18M 1.8B 0.01
Vipshop Holdings Ltd - Ads bond 0.2 $18M 15M 1.18
Alcatel-lucent conv 0.2 $18M 1.8B 0.01
Mylan Inc note 3.750% 9/1 0.2 $17M 4.5M 3.88
Siic 0 02/18/18 363 0.2 $17M 130M 0.13
Seacor Holdings Inc note 2.500%12/1 0.2 $17M 15M 1.15
Meritor Inc conv 0.2 $17M 11M 1.61
Illumina Inc conv 0.2 $17M 16M 1.03
Helix Energy Solutions note 0.2 $16M 12M 1.36
Incyte Corp Ltd conv 0.2 $16M 12M 1.36
Semiconductor Manufactur conv 0.2 $16M 15M 1.07
Ashland 0.2 $16M 16M 1.00
Halcon Resources 0.2 $16M 15M 1.07
Webmd Health Corp conv 0.2 $16M 14M 1.12
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.2 $16M 300k 52.19
Dp World Ltd conv 0.2 $16M 16M 1.01
Continental Airls Inc note 4.500% 1/1 0.2 $15M 6.8M 2.19
Nuance Communications Inc dbcv 2.750% 8/1 0.2 $15M 14M 1.06
Energy Xxi Bermuda Ltd conv prf 0.2 $15M 54k 275.50
Continental Airlines 6% Conv p 0.2 $15M 311k 49.58
Lam Research Corp note 0.500% 5/1 0.2 $15M 12M 1.24
Hkexch 0 1/2 10/23/17 0.2 $16M 14M 1.13
Dominion Res Inc Va unit 04/01/2013 0.2 $15M 256k 57.92
Callaway Golf 0.2 $16M 13M 1.24
Sunedison Inc conv 0.2 $15M 9.0M 1.70
Spirit Rlty Cap Inc New Note cb 0.2 $15M 15M 1.00
Asics Corp conv 0.2 $16M 1.6B 0.01
Kingsoft Corp Ltd conv 0.2 $16M 130M 0.12
Sandisk Corp note 1.500% 8/1 0.2 $15M 7.2M 2.05
Stillwater Mng Co note 1.750%10/1 0.2 $15M 10M 1.47
Aabar 4 05/27/16 0.2 $15M 9.0M 1.64
Indden 1 7/8 02/27/17 0.2 $15M 9.9M 1.49
Pmo 2 1/2 07/27/18 0.2 $14M 12M 1.16
Ulfp 0 3/4 01/01/18 Ulfp 0.2 $14M 39M 0.36
Medidata Solutions 0.2 $15M 14M 1.08
Spansion Llc conv 0.2 $15M 8.8M 1.64
Emulex Corporation 144a conv bond p2 0.2 $14M 16M 0.92
Finisar Corp conv 0.2 $15M 15M 0.98
Mnv Zrt conv 0.2 $15M 9.9M 1.47
Caixabank conv 0.2 $14M 9.8M 1.47
Acorda Therap note 1.75% 6/15 0.2 $15M 14M 1.04
Allscripts Healthcare So conv 0.2 $15M 13M 1.15
Tui Ag conv 0.2 $15M 145M 0.10
Steinhoff Finance Hldg conv 0.2 $15M 8.8M 1.68
Newpark Res Inc note 4.000%10/0 0.2 $14M 10M 1.34
Snv 5 1/8 06/15/17 0.2 $14M 13M 1.04
Colony Finl Inc note 5.00% 0.2 $13M 12M 1.08
4666 Jp conv 0.2 $13M 1.3B 0.01
Solazyme Inc bond 0.2 $14M 12M 1.12
Solidium Oy conv 0.2 $13M 9.5M 1.41
Ayc Finance Ltd conv 0.2 $14M 13M 1.09
Lennar Corp conv bnd 0.1 $13M 6.5M 1.91
Gt Advanced Technologies Inc note 3.000%12/1 0.1 $13M 7.3M 1.75
Yamato Holdings conv 0.1 $13M 1.3B 0.01
Rallye Sa conv 0.1 $13M 78M 0.16
Encore Capital Group Inc conv bnd 0.1 $12M 12M 0.99
Golar Lng Ltd conv 0.1 $12M 9.1M 1.36
Sas Ab conv 0.1 $13M 107M 0.12
Asm Pacific Technology conv 0.1 $13M 92M 0.14
Altice Sa 0.1 $13M 12M 1.07
Cemex Sab De Cv 0.1 $13M 12M 1.07
General Cable Corp Del New frnt 4.500% 11/1 0.1 $12M 12M 1.00
Exelixis Inc cnv 0.1 $12M 14M 0.85
Dpw 0.6 12/06/19 0.1 $12M 6.5M 1.86
Osgmfg 0 04/04/22 0.1 $12M 1.2B 0.01
Titan Machy Inc note 3.750% 5/0 0.1 $12M 13M 0.88
Prospect Capital Corporation note 5.875 0.1 $12M 12M 1.05
Yandex Nv conv 0.1 $12M 12M 0.99
Uti Worldwide Inc 144a 0.1 $12M 11M 1.07
Mercadolibre Inc conv 0.1 $12M 11M 1.05
Lufthansa Malta Blues Lp conv 0.1 $12M 5.0M 2.29
Teleflex Inc note 3.875% 8/0 0.1 $11M 6.2M 1.76
Ciena Corp 144a 4.0 03-15-15 convert 0.1 $11M 9.0M 1.19
Sl Green Operating Par 144a 3. convert 0.1 $11M 8.2M 1.38
Cco 7 5/8 03/15/20 0.1 $11M 10M 1.08
Pzz 8 3/8 05/01/19 0.1 $11M 9.9M 1.09
Strza 5 09/15/19 0.1 $11M 11M 1.04
Nikkiso conv 0.1 $11M 1.1B 0.01
Exelon Corp 6.5% 01-jun-2017 convprf 0.1 $11M 202k 53.62
Laclede Group conv prf 0.1 $11M 208k 53.23
Abengoa Sa conv 0.1 $11M 5.2M 2.12
Econocom Group conv 0.1 $11M 542M 0.02
Ab Industrivarden conv 0.1 $11M 71M 0.15
Rag Stiftung conv 0.1 $11M 8.0M 1.40
Chesapeake Energy 0.1 $11M 9.5M 1.15
Heartware Intl Inc note 3.500%12/1 0.1 $10M 8.7M 1.18
Cemex Sab conv 0.1 $10M 8.3M 1.25
Semuf 1 09/12/19 0.1 $10M 10M 1.00
Kugr 2 02/12/18 Ku2 0.1 $9.9M 5.3M 1.86
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $11M 10M 1.02
Jarden Corp note 1.875% 9/1 0.1 $9.8M 7.1M 1.38
Ruby Assets Pte Ltd conv 0.1 $9.8M 11M 0.93
Eni Spa conv 0.1 $9.7M 6.9M 1.41
Vodafone Group New Adr F (VOD) 0.1 $9.9M 295k 33.39
Shutterfly Inc note 0.250% 5/1 0.1 $10M 10M 1.00
Griffon Corporation conv 0.1 $10M 9.0M 1.15
Gagfah Sa conv 0.1 $10M 6.9M 1.46
Kratos Defense & Sec 0.1 $10M 10M 1.04
Mcdermott International 0.1 $11M 10M 1.03
Electronic Arts Inc conv 0.1 $9.3M 7.3M 1.27
Directv 0.1 $9.7M 114k 85.01
Accuray Inc Del note 3.750% 8/0 0.1 $8.9M 7.7M 1.15
Eofp 3 1/4 01/01/18 Eo 0.1 $9.4M 236M 0.04
Endologix Inc note 2.250%12/1 0.1 $9.5M 9.5M 1.00
Conwert Immo Invest Se conv 0.1 $9.6M 6.6M 1.45
Sagerpar conv 0.1 $9.5M 6.3M 1.50
Toppan Printing Co Ltd conv 0.1 $8.9M 890M 0.01
Pennymac Corp conv 0.1 $9.5M 9.6M 0.99
Spirit Realty Capital Inc convertible cor 0.1 $9.0M 9.0M 1.00
Workday Inc conv 0.1 $9.3M 7.3M 1.28
Steinhoff Finance Hldg conv 0.1 $9.3M 5.0M 1.85
Logo Star Ltd conv 0.1 $9.0M 60M 0.15
Penn Virginia 0.1 $9.0M 8.0M 1.12
Macy's (M) 0.1 $8.7M 150k 58.02
Target Corporation (TGT) 0.1 $8.6M 149k 57.95
Ttln 6 10/05/14 0.1 $8.5M 4.4M 1.94
Vspcin 9 3/8 10/01/15 0.1 $8.8M 8.8M 1.00
Zhedin 0 06/07/15 0.1 $8.7M 7.5M 1.16
Icon 2 1/2 06/01/16 0.1 $8.3M 5.7M 1.45
Invensense Inc 144a conv bond p2 0.1 $8.2M 6.7M 1.24
Medicines Co dbcv 1.375% 6/0 0.1 $8.9M 7.2M 1.23
Cardtronics Inc conv 0.1 $8.5M 9.3M 0.92
Navistar Intl Corp conv 0.1 $8.3M 8.1M 1.03
Derwent London Capital N conv 0.1 $8.6M 4.9M 1.76
Clear Channel Communicat 0.1 $8.5M 7.5M 1.13
Incyte Corp Incy Cvt 144a 0.37 convert 0.1 $8.0M 6.0M 1.34
Cez Mh Bv conv 0.1 $8.7M 6.3M 1.38
Verizon Communications (VZ) 0.1 $7.8M 160k 48.93
Intermune Inc note 2.500% 9/1 0.1 $7.8M 5.2M 1.50
Saivst 9 3/4 02/15/20 0.1 $7.6M 7.3M 1.05
Sfl 3 1/4 02/01/18 0.1 $7.9M 6.9M 1.15
X 2 3/4 04/01/19 0.1 $7.9M 6.3M 1.25
Rpm International Inc convertible cor 0.1 $7.7M 6.2M 1.25
Baloise Holding Ag conv 0.1 $7.2M 6.0M 1.20
Giant Great Ltd conv 0.1 $7.8M 4.8M 1.62
Emergent Biosolutions Inc note 0.1 $7.8M 7.4M 1.05
Concur Technologies Inc note 0.500% 6/1 0.1 $7.6M 6.8M 1.12
Lsb Industries 0.1 $7.5M 7.0M 1.07
Texas Instruments Incorporated (TXN) 0.1 $6.4M 134k 47.79
Amazon (AMZN) 0.1 $6.5M 20k 324.80
Yahoo! 0.1 $7.0M 201k 35.13
Northstar Realty Finance 0.1 $6.9M 402k 17.29
Omnicom Group Inc debt 0.1 $6.9M 5.2M 1.32
Health Care Reit Pfd I 6.5% 0.1 $7.0M 121k 57.74
Lam Research Corp conv 0.1 $6.6M 4.9M 1.35
Chunte 0 3/4 10/18/15 0.1 $6.6M 6.4M 1.03
Isatln 1 3/4 11/16/17 0.1 $6.6M 4.7M 1.40
Maufp 7 1/8 07/31/15 0.1 $6.7M 333M 0.02
Pbncn 8 5/8 02/01/20 0.1 $7.2M 6.8M 1.05
Temase 0 10/24/14 0.1 $6.4M 8.0M 0.80
L Brands 0.1 $7.0M 120k 58.66
Simfoo 10 1/2 11/01/17 144a 0.1 $6.5M 6.0M 1.07
Metropcs Communications (TMUS) 0.1 $6.4M 190k 33.62
Janus Capital conv 0.1 $6.7M 5.1M 1.31
Telecom Italia Fin Sa conv 0.1 $6.8M 4.0M 1.70
Emerald Oil Inc bond 0.1 $6.9M 6.2M 1.10
Spectranetics Corp mtnf 2.625% 6/0 0.1 $6.5M 6.2M 1.04
Cobalt Intl Energy Inc note 3.125% 5/1 0.1 $6.5M 6.0M 1.08
Post Hldgs Inc conv prf 0.1 $6.9M 65k 106.44
Restoration Hardware Holdings conv bnd 0.1 $7.2M 6.9M 1.04
Sunpower Corp conv bnd 0.1 $6.4M 5.5M 1.17
Element Financial Corp conv 0.1 $6.5M 6.0M 1.08
Trina Solar Ltd conv 0.1 $6.7M 6.0M 1.12
Alps Electric Co Ltd conv 0.1 $7.0M 700M 0.01
Safilo Group Spa conv 0.1 $6.3M 4.5M 1.41
Sonae Investments Bv conv 0.1 $7.0M 5.2M 1.34
Amc Networks 0.1 $6.6M 6.6M 1.00
Merck & Co (MRK) 0.1 $6.1M 105k 57.85
Wynn Resorts (WYNN) 0.1 $5.8M 28k 207.57
Hornbeck Offshore Services 0.1 $5.9M 126k 46.92
Sandridge Energy pfd 8.5% 0.1 $5.7M 50k 113.00
Radian Group Inc note 3.000%11/1 0.1 $5.7M 3.9M 1.45
Citigroup (C) 0.1 $6.1M 130k 47.10
S 9 11/15/18 144a 0.1 $6.1M 5.0M 1.21
Gain Cap Hldgs Inc note 4.125%12/0 0.1 $6.2M 6.3M 0.99
Air France-klm conv 0.1 $5.7M 285M 0.02
Technip conv 0.1 $5.8M 42M 0.14
Misumi Group Inc. conv 0.1 $5.8M 5.7M 1.02
Cap Gemini Sogeti conv 0.1 $5.9M 59M 0.10
Appvion 0.1 $6.0M 6.0M 1.00
Regency Energy Partners 0.1 $5.8M 5.4M 1.08
Vector Group Ltd note 1.75% 4/15 0.1 $5.8M 5.4M 1.07
Suez Environnement conv 0.1 $6.0M 199M 0.03
Societe Generale 0.1 $5.9M 6.0M 0.98
Consolidated Edison (ED) 0.1 $4.7M 81k 57.74
Danaher Corp Del debt 0.1 $5.1M 2.2M 2.29
Biomed Realty conv 0.1 $5.4M 4.2M 1.28
Sbry 4 1/4 07/16/14 0.1 $5.0M 2.9M 1.71
Ebara 0 03/19/18 6 0.1 $5.3M 530M 0.01
Nextera Energy, Inc. pfd cv 0.1 $4.9M 85k 57.26
Yaskawa Electric Corp conv 0.1 $4.8M 475M 0.01
Intl Consolidated Airlin conv 0.1 $5.3M 3.0M 1.75
Sbi Holdings Inc conv 0.1 $4.7M 470M 0.01
Clear Channel Communicat 0.1 $5.0M 4.7M 1.07
Tesla Motors Inc bond 0.1 $5.5M 5.6M 0.98
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.1 $5.4M 5.1M 1.06
Palo Alto Networks Inc conv bnd 0.1 $5.2M 5.0M 1.03
Advantest Corporation conv 0.1 $4.9M 490M 0.01
Sogefi Spa conv 0.1 $5.4M 3.8M 1.42
Cenveo 0.1 $5.0M 5.0M 1.00
Credit Agricole Sa 0.1 $5.5M 5.0M 1.09
Gentiva Health Services 0.1 $5.4M 5.0M 1.07
Numericable Group Sa 0.1 $4.7M 4.5M 1.04
Lockheed Martin Corporation (LMT) 0.1 $4.0M 25k 160.72
Ford Motor Company (F) 0.1 $4.0M 230k 17.24
Delta Air Lines (DAL) 0.1 $4.0M 103k 38.72
Bristol Myers Squibb Co dbcv 9/1 0.1 $4.2M 3.4M 1.23
Lam Research Corporation 0.1 $3.9M 57k 67.58
Lululemon Athletica (LULU) 0.1 $4.5M 110k 40.48
Herbalife 0.1 $4.1M 64k 64.54
Teva Pharm Finance Llc Cvt cv bnd 0.1 $4.5M 3.5M 1.29
Rayonier Inc conv 0.1 $4.4M 2.9M 1.49
Altmes 9 5/8 10/15/18 0.1 $4.4M 4.2M 1.05
Chrygr 8 06/15/19 0.1 $4.4M 4.0M 1.09
Hca 7 3/4 05/15/21 0.1 $4.4M 4.0M 1.10
Ingfp 2 3/4 01/01/17 0.1 $3.9M 44M 0.09
Dominion Resources Inc 6% 07/01/2016 conbnp 0.1 $3.8M 66k 58.14
Isis Us conv 0.1 $4.4M 2.0M 2.20
Resource Cap Corp Note 6.000%12/0 note 0.1 $4.1M 4.0M 1.01
Unite Jersey Issuer Ltd conv 0.1 $4.0M 2.3M 1.75
Takashimaya Co Ltd conv 0.1 $4.3M 430M 0.01
Lloyds Banking 0.1 $4.2M 4.0M 1.06
Intel Corporation (INTC) 0.0 $3.7M 121k 30.90
Pepsi (PEP) 0.0 $3.6M 40k 89.35
priceline.com Incorporated 0.0 $3.1M 2.6k 1203.19
Alliant Techsystems 0.0 $3.5M 27k 133.92
Pharmacyclics 0.0 $3.7M 41k 89.71
Health Care Reit Inc note 3.000%12/0 0.0 $3.6M 2.9M 1.24
Csg Systems International, Inc conv 0.0 $3.0M 2.4M 1.25
Chipow 2 3/4 09/18/17 0.0 $3.4M 16M 0.22
Ctlcn 11 10/30/17 0.0 $3.7M 4.1M 0.90
Dlnln 2 3/4 07/15/16 0.0 $3.2M 1.5M 2.11
Hnt 6 3/8 06/01/17 0.0 $3.3M 3.0M 1.10
Ias 8 3/8 05/15/19 0.0 $3.2M 3.0M 1.07
Pxp 6 3/4 02/01/22 0.0 $3.4M 3.0M 1.14
Prospect Capital Corporati mtnf 5.375% 0.0 $3.3M 3.2M 1.04
8355 Jp conv 0.0 $3.2M 3.1M 1.03
Biomet 0.0 $3.2M 3.0M 1.08
Eletson Holdings 0.0 $3.0M 2.8M 1.07
Reynolds Grp Iss/reynold 0.0 $3.2M 3.0M 1.06
Texas Comp Elec Hold Llc term 0.0 $3.2M 3.9M 0.83
Jll/delta Dutch Newco Bv 0.0 $3.4M 3.3M 1.04
Valeant Pharmaceuticals 0.0 $3.2M 3.0M 1.06
Insulet Corp note 2.000% 6/1 0.0 $3.2M 2.9M 1.11
Aria Cb 3.625 15jun2019 144a bond 3.625% 6/15/2019 0.0 $3.6M 3.8M 0.97
Just Energy Group Inc conv 0.0 $3.1M 3.2M 0.96
Fresenius Se & Co Kgaa conv 0.0 $3.5M 2.5M 1.41
Hospitality Properties Trust 0.0 $2.1M 70k 30.40
Alza Corp sdcv 7/2 0.0 $2.3M 1.6M 1.44
Cubist Pharmaceuticals 0.0 $2.7M 39k 69.82
Laboratory Corp Amer Hldgs debt 0.0 $2.5M 1.8M 1.37
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $2.9M 30k 95.20
Cbiz Inc. 4.875% Convertible dbcv 0.0 $2.4M 1.8M 1.32
Ally 7 1/2 09/15/20 0.0 $2.7M 2.3M 1.20
Carwag 6 7/8 06/15/19 0.0 $2.2M 2.0M 1.08
Cwei 7 3/4 04/01/19 0.0 $2.5M 2.4M 1.06
Fmgau 8 1/4 11/01/19 0.0 $2.2M 2.0M 1.09
Llakes 7.45 03/15/28 0.0 $2.5M 2.5M 1.01
Rrc 5 08/15/22 0.0 $2.5M 2.3M 1.06
Sapsj 6 5/8 04/15/21 0.0 $2.1M 2.0M 1.06
Wti 8 1/2 06/15/19 0.0 $2.2M 2.0M 1.08
Arcc 4 7/8 03/15/17 0.0 $2.4M 2.3M 1.07
Crnrch 9 3/8 03/15/18 Ai 0.0 $2.1M 2.0M 1.06
Cvo 8 7/8 02/01/18 0.0 $2.5M 2.4M 1.05
Vw 5 1/2 11/09/15 144a 0.0 $2.6M 1.6M 1.61
Trw Automotive Inc 144a bond 0.0 $2.1M 2.0M 1.06
Weyerhaeuser C conv prf 0.0 $2.7M 48k 57.31
Hkus 9 3/4 07/15/20 0.0 $2.2M 2.0M 1.09
Nsm 6 1/2 06/01/22 0.0 $2.3M 2.3M 1.00
Oasis Petroleum Inc 6.875% 3/15/2022 0.0 $2.7M 2.5M 1.09
Ultra Short Russell 2000 0.0 $2.2M 50k 43.02
Hci Group Inc conv 0.0 $2.8M 2.9M 0.94
Abc Mart conv 0.0 $2.8M 280M 0.01
Chrysler Gp/cg Co-issuer 0.0 $2.3M 2.0M 1.13
Earthlink Holdings 0.0 $2.3M 2.2M 1.07
Fresenius Med Care Us 0.0 $2.2M 2.0M 1.09
Pbf Holding 0.0 $2.2M 2.0M 1.09
Qep Resources 0.0 $2.2M 2.0M 1.12
T-mobile Usa 0.0 $2.2M 2.0M 1.08
Google Inc Class C 0.0 $2.4M 4.2k 575.24
Calpine 0.0 $2.2M 2.0M 1.12
Tenet Healthcare 0.0 $2.8M 2.6M 1.08
Toys R Us Delaware 0.0 $2.8M 3.0M 0.92
Waterjet Holdings 0.0 $2.1M 2.0M 1.06
Cfs Retail Property conv 0.0 $2.8M 2.8M 1.00
Cit 0.0 $2.7M 2.5M 1.07
Energy Xxi Gulf Coast In 0.0 $2.1M 2.0M 1.07
First Data Corporation 0.0 $2.3M 2.0M 1.17
Numericable Group Sa 0.0 $2.1M 2.1M 1.03
Chevron Corporation (CVX) 0.0 $1.3M 10k 130.60
Xilinx 0.0 $1.7M 35k 47.31
Lamar Advertising Company 0.0 $1.3M 25k 53.00
Mylan 0.0 $1.8M 34k 51.55
DISH Network 0.0 $1.7M 27k 65.09
Nextera Energy (NEE) 0.0 $1.5M 15k 102.47
Amc Networks Inc Cl A (AMCX) 0.0 $1.4M 24k 61.49
Chesapeake Energy Corp Pf d cv 0.0 $1.5M 1.2k 1287.50
Bbg 7 5/8 10/01/19 0.0 $1.9M 1.8M 1.08
Dan 6 3/4 02/15/21 0.0 $1.9M 1.8M 1.08
Disdyn 12 1/2 01/01/18 0.0 $1.7M 1.5M 1.10
Eroc 8 3/8 06/01/19 0.0 $2.1M 1.9M 1.08
Gt 8 1/4 08/15/20 0.0 $1.7M 1.6M 1.10
Kw 8 3/4 04/01/19 0.0 $1.4M 1.3M 1.08
Ocrgno 6 1/2 10/01/17 0.0 $1.6M 1.6M 1.02
Sne 0 11/30/17 0.0 $2.0M 100M 0.02
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 1.04
Win 7 1/2 06/01/22 0.0 $1.8M 1.7M 1.09
Tribune Co New Cl A 0.0 $1.4M 17k 85.06
Bbep 7 7/8 04/15/22 0.0 $1.4M 1.3M 1.08
Cvo 11 1/2 05/15/17 0.0 $1.6M 1.5M 1.06
Eqix 5 3/8 04/01/23 0.0 $2.0M 2.0M 1.02
Itmn 2 1/2 12/15/17 0.0 $1.7M 500k 3.45
Prmian 10 1/2 01/15/18 144a 0.0 $1.3M 1.3M 1.03
Sbmau 8 7/8 04/15/18 144a 0.0 $1.7M 2.0M 0.83
Clean Harbors Incclean Hbrs Inc Gtdfxd fixed income 0.0 $2.0M 2.0M 1.02
Bcc 6 3/8 11/01/20 0.0 $1.8M 1.7M 1.08
Ce 4 5/8 11/15/22 0.0 $2.0M 2.0M 1.00
Cwst 7 3/4 02/15/19 0.0 $2.1M 2.0M 1.04
Nsm 6 1/2 07/01/21 0.0 $2.0M 2.0M 1.00
Sd 8 1/8 10/15/22 0.0 $1.9M 1.7M 1.10
Csar Tl 1l Usd term 0.0 $1.5M 1.4M 1.01
Sptind Tl 2l Usd term 0.0 $2.0M 2.0M 1.01
Par Petroleum (PARR) 0.0 $1.6M 79k 20.25
Activision Blizzard 0.0 $1.8M 1.6M 1.10
Allied Specialty Vehicle 0.0 $2.1M 2.0M 1.05
Churchill Downs 0.0 $2.0M 2.0M 1.02
Mastec 0.0 $1.7M 1.7M 0.98
Navios Maritime Hlds/fin 0.0 $2.1M 2.0M 1.03
Steel Dynamics 0.0 $1.5M 1.3M 1.09
Proshares Ultrashort Qqq Etf 0.0 $2.0M 40k 49.95
Cit 0.0 $1.6M 1.5M 1.04
Tpg Specialty Lending Inc note 0.0 $2.0M 2.0M 1.00
Subsea 7 Inc conv 0.0 $1.6M 1.3M 1.22
Adt 0.0 $1.6M 1.5M 1.06
Clear Channel Communicat 0.0 $2.1M 2.0M 1.03
Energy Xxi Gulf Coast In 0.0 $1.3M 1.3M 1.02
Norske Skogindustrier 0.0 $1.8M 2.0M 0.92
Telecom Italia Spa 0.0 $2.0M 2.0M 1.00
BioMarin Pharmaceutical (BMRN) 0.0 $1.1M 18k 62.22
Incyte Corporation (INCY) 0.0 $621k 11k 56.45
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $712k 7.5k 94.71
Callaway Golf Company (CALY) 0.0 $857k 103k 8.32
Freeport-McMoRan Copper & Gold (FCX) 0.0 $913k 25k 36.52
Gilead Sciences (GILD) 0.0 $746k 9.0k 82.89
Fannie Mae Pfd. S (FNMAS) 0.0 $769k 74k 10.35
Penn National Gaming (PENN) 0.0 $472k 39k 12.14
Toll Brothers (TOL) 0.0 $941k 26k 36.90
Ctrip.com International 0.0 $961k 15k 64.07
Vringo Inc *w exp 99/99/999 0.0 $542k 475k 1.14
Swift Svcs Hldgs Swft 10% conv 0.0 $428k 400k 1.07
Vishay Intertech 144a 2.25% conv 0.0 $496k 511k 0.97
Prospect Capital Corp note 0.0 $1.1M 1.0M 1.05
Nextera Energy Inc conv prf 0.0 $429k 6.4k 67.17
Fes 9 06/15/19 0.0 $1.2M 1.2M 1.04
Nm 8 1/8 02/15/19 0.0 $1.1M 1.0M 1.05
Ohi 5 7/8 03/15/24 0.0 $986k 930k 1.06
Six 5 1/4 01/15/21 0.0 $1.0M 1.0M 1.02
Sxc 7 5/8 08/01/19 0.0 $481k 454k 1.06
Telsat 6 05/15/17 0.0 $1.0M 1.0M 1.03
Win 7 3/4 10/01/21 0.0 $545k 500k 1.09
Hls 8 1/8 02/15/20 0.0 $1.1M 1.0M 1.07
Trak 1 1/2 03/15/17 0.0 $1.1M 850k 1.34
Mtna 6 Mtus pfd cv 0.0 $968k 43k 22.48
Barpty 9 06/01/18 144a 0.0 $490k 500k 0.98
Cmc 4 7/8 05/15/23 0.0 $490k 500k 0.98
Tmbcn 11 1/4 12/15/18 0.0 $540k 500k 1.08
General Motors Corp *w exp 12/31/201 0.0 $628k 250k 2.51
Gaming & Leisure Pptys (GLPI) 0.0 $500k 15k 33.97
Dish Dbs 0.0 $1.1M 1.0M 1.05
Dupont Fabros Tech 0.0 $788k 750k 1.05
Genesis Energy Lp/genesi 0.0 $520k 500k 1.04
Navios Maritime Acq 0.0 $1.2M 1.2M 1.05
Tesoro Logistics Lp/corp 0.0 $689k 650k 1.06
Nrg Yield Inc-class A bond 0.0 $1.2M 1.0M 1.19
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.0 $541k 510k 1.06
Cit 0.0 $1.1M 1.0M 1.07
First Cash Financial Ser 0.0 $1.1M 1.0M 1.06
First Quantum Minerals L 0.0 $1.0M 1.0M 1.03
First Quantum Minerals L 0.0 $1.0M 1.0M 1.03
Hig Bbc Intermed/holding 0.0 $1.0M 1.0M 1.02
Jefferies Fin Llc / Jfin 0.0 $1.0M 1.0M 1.01
Seventy Seven Energy 0.0 $589k 25k 23.56
Eni Spa conv 0.0 $1.2M 800k 1.49
Advanced Micro Devices 0.0 $1.0M 1.0M 1.02
Cascades 0.0 $500k 500k 1.00
Compass Minerals Interna 0.0 $1.0M 1.0M 1.00
Consol Energy 0.0 $788k 750k 1.05
Global Part/glp Finance 0.0 $500k 500k 1.00
Kissner Milling 0.0 $1.0M 1.0M 1.03
Live Nation Entertainmen 0.0 $505k 500k 1.01
Navios Sa Logist/fin Us 0.0 $780k 750k 1.04
Norske Skogindustrier 0.0 $580k 1.0M 0.58
Polymer 0.0 $1.0M 1.0M 1.02
Vector 0.0 $1.1M 1.0M 1.06
Texas Comp Elec Hold Llc term 0.0 $1.0M 1.0M 1.01
Equinix Inc note 3.000%10/1 0.0 $8.0k 4.0k 2.00
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.0 $292k 5.9k 49.11
Orexigen Therapeutics 0.0 $78k 13k 6.20
Spdr S&p 500 Etf (SPY) 0.0 $401k 14k 28.00
Citrix Systems 0.0 $11k 1.1k 10.00
Symantec Corporation 0.0 $50k 1.4k 35.71
Rite Aid Corporation 0.0 $215k 30k 7.17
salesforce (CRM) 0.0 $290k 5.0k 58.00
Array BioPharma 0.0 $19k 450.00 42.22
China Uni 0.0 $153k 10k 15.30
ISIS Pharmaceuticals 0.0 $52k 1.5k 34.67
Arvinmeritor Inc frnt 4.000% 2/1 0.0 $22k 21k 1.05
TAL Education (TAL) 0.0 $7.0k 250.00 28.00
Lear Corp Warrants 0.0 $129k 742.00 173.85
Shengdatech Inc 6.5% conv 0.0 $30k 3.0M 0.01
D Fluidigm Corp Del (LAB) 0.0 $335k 11k 29.39
Cumulus Media, Inc. Wa rrants 0.0 $54k 8.1k 6.63
Agenus 0.0 $322k 100k 3.22
Ixia note 0.0 $29k 29k 1.00
Coronado Biosciences Inc. Common 0.0 $415k 241k 1.72
Meritage Homes Corp conv 0.0 $267k 252k 1.06
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.0 $399k 283k 1.41
Coshw 0.0 $96k 2.4k 39.41
Sats 6 1/2 06/15/19 0.0 $336k 300k 1.12
Untus 6 5/8 05/15/21 0.0 $268k 250k 1.07
M/i Homes Inc note 3.000% 3/0 0.0 $345k 314k 1.10
Kb Home note 0.0 $281k 278k 1.01
Trbnw C0 12/31/32 Trbaa 0.0 $169k 2.0k 84.50
Glf 6 3/8 03/15/22 0.0 $322k 310k 1.04
Sfl Us 0.0 $251k 14k 18.60
Caesars Acquisition Co cl a 0.0 $249k 20k 12.35
Crown Castle International Corp. pfd stk 0.0 $291k 2.9k 101.75
Alcatel-lucent conv 0.0 $0 11B 0.00
Catamaran 0.0 $364k 360k 1.01
Northern Blizzard Resour 0.0 $386k 375k 1.03
Cheetah Mobile 0.0 $7.0k 348.00 20.11
Mgm Holdings (MGMB) 0.0 $391k 5.0k 78.20
Endo International 0.0 $350k 5.0k 70.00
Energy Future/efih Finan 0.0 $180k 2.0M 0.09
Precision Drilling 0.0 $250k 250k 1.00
Seventy Seven Energy 0.0 $103k 100k 1.03
Texas Competitive/tceh 0.0 $230k 500k 0.46