Advent Capital Management

Advent Capital Management as of Sept. 30, 2014

Portfolio Holdings for Advent Capital Management

Advent Capital Management holds 459 positions in its portfolio as reported in the September 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 1.8 $117M 107M 1.09
Priceline.com debt 1.000% 3/1 1.5 $95M 71M 1.35
Micron Technology Inc conv 1.4 $90M 69M 1.31
Yahoo Inc 144a conv bond p2 1.4 $89M 85M 1.04
Mgm Mirage conv 1.1 $72M 57M 1.27
Biomarin Pharmaceutical Inc note 0.750%10/1 1.0 $67M 63M 1.06
Jarden Corp note 1.0 $66M 65M 1.01
Jefferies Group Inc New dbcv 3.875%11/0 1.0 $64M 60M 1.07
Gilead Sciences conv 1.0 $64M 14M 4.67
United Technol conv prf 1.0 $64M 1.1M 58.99
Slxp 1 1/2 03/15/19 0.9 $61M 25M 2.42
Prologis Inc note 3.250% 3/1 0.9 $59M 57M 1.05
Forest City Enterprises conv 0.9 $59M 53M 1.10
Wellpoint Inc Note cb 0.9 $58M 35M 1.66
COM USD0.01 Chesapeake Energy Corp cnv 0.9 $58M 52k 1110.74
Clearwire Communications Llc E conv 0.9 $57M 51M 1.12
Liberty Media Corp 144a conv bond p2 0.9 $56M 57M 0.98
On Semiconductor Corp note 2.625%12/1 0.8 $55M 49M 1.13
Centerpoint Energy Inc Vq 09-1 convert 0.8 $54M 52M 1.04
Royal Gold Inc conv 0.8 $55M 53M 1.04
Cubist Pharmaceuticals conv 0.8 $54M 50M 1.08
Liberty Interactive 0.8 $54M 52M 1.03
Newmont Mining Corp Cvt cv bnd 0.8 $53M 51M 1.03
Novellus Systems, Inc. note 2.625% 5/1 0.8 $53M 24M 2.19
Priceline Grp Inc note 0.350% 6/1 0.8 $53M 47M 1.12
Ctrip.com Inter Ltd. conv 0.8 $53M 51M 1.05
Ciena Corp note 0.875% 6/1 0.8 $53M 54M 0.98
Akamai Technologies Inc conv bnd 0.8 $52M 52M 1.00
Webmd Health Conv Sr Notes conv 0.8 $52M 51M 1.01
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.8 $50M 41k 1202.52
Bank Of America Corporation preferred (BAC.PL) 0.8 $50M 44k 1146.50
Developers Diversified Rlty note 1.750%11/1 0.8 $49M 43M 1.15
Live Nation Entertainmen conv 0.8 $49M 47M 1.04
Twitter Inc conv 0.8 $49M 50M 0.97
Toll Bros Finance Corp. convertible bond 0.7 $47M 47M 1.01
Intel Corp. Jr. Sub. Cv. Deb. conv 0.7 $46M 27M 1.68
Fidelity National Finance conv 0.7 $46M 29M 1.60
Cornerstone Ondemand Inc conv 0.7 $45M 45M 1.00
Alexandria Real Estate Equitie conv prf 0.7 $44M 1.6M 26.98
Ares Capital Corp conv 0.7 $43M 42M 1.03
Jds Uniphase Corp conv 0.7 $44M 44M 1.00
Keycorp New pfd 7.75% sr a 0.7 $42M 320k 131.00
Illumina Inc conv 0.6 $41M 40M 1.03
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.6 $41M 41M 0.99
Starwood Property Trust note 0.6 $41M 38M 1.07
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.6 $41M 38M 1.06
Omnicare Inc bond 0.6 $40M 37M 1.10
Sina Corp conv 0.6 $40M 43M 0.92
Omnicare Inc dbcv 3.250%12/1 0.6 $39M 38M 1.04
Biomarin Pharmaceutical Inc note 1.500%10/1 0.6 $39M 36M 1.10
Healthsouth Corp conv 0.6 $38M 35M 1.10
Forest City Enterprises conv 0.6 $38M 37M 1.03
Hologic Inc cnv 0.6 $38M 36M 1.06
Annaly Cap Mgmt Inc note 5.000% 5/1 0.6 $38M 37M 1.01
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.6 $38M 41M 0.92
Tibco Software Inc. 2.25 05-01 conv 0.6 $37M 37M 1.00
Ttm Technologies Inc conv 0.6 $38M 38M 0.98
National Health Invs Inc note 0.6 $38M 39M 0.97
Intel Corp sdcv 0.6 $37M 29M 1.28
Finisar Corp conv 0.6 $37M 39M 0.93
Tyson Foods Inc cnv p 0.6 $37M 724k 50.38
Starwood Ppty note 4.0% 1/15/ 0.6 $36M 33M 1.09
Radian Group Inc note 0.5 $35M 25M 1.43
Sunedison Inc conv 0.5 $35M 36M 0.98
Jazz Investments I Ltd conv 0.5 $35M 32M 1.11
Owens-brockway Glass Container conv 0.5 $34M 34M 1.01
Liberty Interactive Llc conv 0.5 $35M 26M 1.32
Netsuite Inc note 0.250% 6/0 0.5 $34M 33M 1.04
Amg Capital Trust Ii convert (AATRL) 0.5 $33M 527k 63.40
Xilinx Inc Cvt 2.625 6-15-17 convert 0.5 $33M 23M 1.48
Hos Us conv 0.5 $34M 34M 0.98
Al Us conv 0.5 $33M 24M 1.35
Illumina Inc conv 0.5 $33M 31M 1.07
Nvidia Corp 144a conv bond p2 0.5 $32M 29M 1.10
Molina Healthcare Inc conv 0.5 $32M 32M 1.00
Liberty Media Corp deb 3.500% 1/1 0.5 $31M 57M 0.55
Chesapeake Energy Corp note 2.250%12/1 0.5 $31M 33M 0.95
Holx 2 12/15/43 0.5 $31M 29M 1.09
Jarden Corp conv 0.5 $31M 26M 1.18
B2gold Corp conv 0.5 $30M 32M 0.94
Sandisk Corp conv 0.5 $31M 26M 1.20
Host Hotels & Resorts Lpcvt2.5 convert 0.5 $29M 18M 1.65
Cobalt Intl Energy Inc note 0.5 $29M 35M 0.83
Priceline Group Inc/the conv 0.5 $29M 31M 0.94
Chesapeake Energy 5.75% Conv Pfd p 0.4 $28M 26k 1102.53
Salesforce.com Inc conv 0.4 $28M 26M 1.11
Macquarie Infrastructure conv 0.4 $29M 26M 1.11
Rti Intl Metals Inc note 1.625%10/1 0.4 $27M 28M 0.96
Volcano Corporation note 1.750%12/0 0.4 $27M 31M 0.86
Cubist Pharmaceuticals conv 0.4 $26M 23M 1.12
Cien 4 12/15/20 0.4 $26M 22M 1.19
Goodrich Petroleum Corp 5% bond 0.4 $25M 24M 1.05
Proofpoint Inc 144a conv bond p2 0.4 $26M 22M 1.18
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.4 $26M 26M 0.98
Medivation Inc note 2.625% 4/0 0.4 $25M 13M 1.96
Navistar Intl Corp New note 0.4 $24M 24M 1.01
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.4 $25M 501k 49.84
Nextera Energy Inc unit 0.4 $24M 402k 59.99
American Tower Corp New Pfd Co p 0.4 $24M 219k 108.05
Take-two Interactive Softwar note 1.000% 7/0 0.3 $23M 19M 1.24
Servicenow Inc 144a conv bond p2 0.3 $23M 22M 1.06
Seacor Holdings Inc conv 0.3 $23M 25M 0.93
Ashland 0.3 $23M 23M 0.99
Medidata Solutions Inc conv 0.3 $22M 21M 1.09
Microchip Technology Inc sdcv 2.125%12/1 0.3 $22M 12M 1.86
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $22M 22M 0.98
Ares Capital Corporation convertible cor 0.3 $22M 21M 1.04
Pra Group Inc conv 0.3 $22M 20M 1.09
Solarcity Corp conv 0.3 $22M 22M 0.97
Ford Mtr Co Del note 4.250%11/1 0.3 $22M 13M 1.72
Ryland Group note 0.3 $21M 17M 1.23
Twitter Inc conv 0.3 $22M 22M 0.98
Old Republic Intl Corp note 0.3 $21M 18M 1.16
Stanley Black & Decker Inc Uni p 0.3 $21M 185k 112.20
Fluidigm Corporation convertible cor 0.3 $21M 23M 0.90
Iconix Brand Group, Inc. conv 0.3 $21M 16M 1.28
First Data Corporation 0.3 $21M 18M 1.16
Brookdale Senior Living note 0.3 $20M 15M 1.29
Thrx 2 1/8 01/15/23 0.3 $20M 21M 0.94
Exr Us conv 0.3 $20M 19M 1.04
Molina Healthcare Inc. conv 0.3 $19M 16M 1.18
Spansion Llc conv 0.3 $19M 11M 1.76
Orexigen Therapeutics Inc note 2.750%12/0 0.3 $19M 21M 0.91
Chiquita Brands Intl Inc note 4.250% 8/1 0.3 $18M 18M 1.00
Mylan Inc note 3.750% 9/1 0.3 $18M 5.3M 3.42
Stanley Black & Decker Inc unit 99/99/9999 0.3 $17M 132k 131.13
Nrf Us conv 0.3 $17M 8.4M 1.99
Strza 5 09/15/19 0.3 $17M 17M 1.01
Seacor Holdings Inc note 2.500%12/1 0.3 $17M 15M 1.08
Incyte Corp Ltd conv 0.3 $17M 14M 1.21
Tesla Motors Inc bond 0.3 $17M 18M 0.95
Rwt 4 5/8 04/15/18 0.2 $16M 16M 0.99
Wright Medical Group Inc note 2 000 8/1 0.2 $16M 12M 1.34
Element Financial Corp conv 0.2 $16M 16M 0.99
Qihoo 360 Tech Co Ltd conv 0.2 $17M 19M 0.88
Alcoa Inc cnv p 0.2 $16M 325k 49.98
Arvinmeritor Inc frnt 4.000% 2/1 0.2 $16M 15M 1.03
Vsh 2.25 11-40 144a Cvt convert 0.2 $16M 14M 1.13
Chart Industries 2% conv 0.2 $15M 13M 1.16
Helix Energy Solutions note 0.2 $16M 13M 1.18
Cepheid conv 0.2 $16M 16M 0.99
Penn Virginia Corp conv prf 0.2 $16M 163k 96.99
Penn Virginia 0.2 $16M 15M 1.06
Depomed Inc conv 0.2 $15M 15M 1.06
Array Biopharma Inc note 3.000% 6/0 0.2 $15M 17M 0.88
Verint Sys Inc note 1.5% 6/1 0.2 $15M 14M 1.09
Newpark Res Inc note 4.000%10/0 0.2 $15M 11M 1.33
Hologic Inc frnt 2.000%12/1 0.2 $14M 12M 1.19
Dominion Res Inc Va unit 04/01/2013 0.2 $14M 256k 56.05
Meritor Inc conv 0.2 $14M 10M 1.44
Altice Sa 0.2 $14M 14M 1.03
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.2 $14M 450k 30.79
Bid 5 1/4 10/01/22 0.2 $14M 14M 0.96
Emulex Corporation 144a conv bond p2 0.2 $14M 16M 0.88
J2 Global Inc note 3.250% 6/1 0.2 $14M 14M 1.00
Qihoo 360 Tech Co Ltd conv 0.2 $14M 15M 0.89
Trinity Inds Inc note 3.875% 6/0 0.2 $13M 6.6M 1.94
Teleflex Inc note 3.875% 8/0 0.2 $13M 7.4M 1.73
Lam Research Corp note 0.500% 5/1 0.2 $13M 10M 1.27
Colony Finl Inc note 5.00% 0.2 $13M 12M 1.04
Jarden Corp note 1.875% 9/1 0.2 $13M 9.4M 1.37
Encore Capital Group Inc conv bnd 0.2 $13M 13M 0.97
Energy Xxi Bermuda 144a conv bond p2 0.2 $13M 15M 0.82
Clear Channel Communicat 0.2 $12M 12M 1.01
Pennymac Corp conv 0.2 $12M 13M 0.98
Webmd Health Corp conv 0.2 $12M 12M 1.01
X 2 3/4 04/01/19 0.2 $12M 7.3M 1.64
Solazyme Inc bond 0.2 $12M 13M 0.90
Continental Airls Inc note 4.500% 1/1 0.2 $11M 4.4M 2.48
Lennar Corp conv bnd 0.2 $11M 6.1M 1.77
Auxilium Pharmaceuticals note 0.2 $11M 8.2M 1.32
Vipshop Holdings Ltd - Ads bond 0.2 $11M 9.2M 1.18
Uti Worldwide Inc 144a 0.2 $11M 11M 1.07
Mercadolibre Inc conv 0.2 $11M 10M 1.09
Prospect Capital Corp conv 0.2 $11M 11M 0.97
Bottomline Tech Del Inc note 1.500%12/0 0.2 $10M 9.0M 1.13
Halcon Resources 0.2 $10M 11M 0.99
Reynolds Grp Iss/reynold 0.2 $10M 10M 1.04
Tenet Healthcare 0.2 $10M 9.6M 1.06
Allscripts Healthcare So conv 0.2 $10M 10M 1.01
Cemex Sab De Cv 0.2 $10M 9.8M 1.06
Ligand Pharmaceuticals I conv 0.2 $11M 11M 0.95
Synchronoss Technologies conv 0.2 $10M 9.2M 1.11
Sl Green Operating Par 144a 3. convert 0.1 $10M 7.7M 1.30
Citigroup (C) 0.1 $9.7M 187k 51.82
Cemex Sab conv 0.1 $9.9M 8.3M 1.20
Integra Lifesciences Holdings conv bnd 0.1 $9.6M 9.0M 1.07
Snv 5 1/8 06/15/17 0.1 $9.7M 9.5M 1.02
Kb Home note 0.1 $9.6M 9.9M 0.97
Weyerhaeuser C conv prf 0.1 $9.9M 184k 54.00
Palo Alto Networks Inc conv bnd 0.1 $10M 9.0M 1.11
Griffon Corporation conv 0.1 $10M 9.0M 1.11
Celanese Us Holdings 0.1 $9.5M 9.0M 1.06
General Cable Corp Del New frnt 4.500% 11/1 0.1 $9.0M 13M 0.69
Accuray Inc Del note 3.750% 8/0 0.1 $9.2M 8.8M 1.05
Vspcin 9 3/8 10/01/15 0.1 $8.8M 8.8M 1.00
7.875000% 02/15/2019 0.1 $9.1M 8.2M 1.12
Medicines Co dbcv 1.375% 6/0 0.1 $9.3M 8.7M 1.07
Emergent Biosolutions Inc note 0.1 $9.0M 8.9M 1.01
Exelon Corp 6.5% 01-jun-2017 convprf 0.1 $8.8M 173k 50.85
Insulet Corp note 2.000% 6/1 0.1 $8.9M 8.4M 1.07
Molina Healthcare Inc conv 0.1 $8.8M 8.8M 1.00
Stillwater Mng Co note 1.750%10/1 0.1 $8.3M 6.5M 1.28
Endologix Inc note 2.250%12/1 0.1 $8.7M 9.8M 0.89
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.1 $8.4M 8.5M 0.99
Spirit Rlty Cap Inc New Note cb 0.1 $8.5M 8.8M 0.97
Aol Inc conv 0.1 $8.5M 8.1M 1.04
Wynn Resorts (WYNN) 0.1 $7.6M 41k 187.08
Pbncn 8 5/8 02/01/20 0.1 $7.7M 7.8M 0.99
Pzz 8 3/8 05/01/19 0.1 $8.0M 7.5M 1.07
Sunedison Inc conv 0.1 $7.5M 5.1M 1.46
Cobalt Intl Energy Inc note 3.125% 5/1 0.1 $8.1M 9.0M 0.90
Sunpower Corp conv bnd 0.1 $8.1M 7.5M 1.08
Cemex Sab De Cv 0.1 $8.0M 8.0M 1.00
Health Care Reit Pfd I 6.5% 0.1 $7.2M 126k 57.18
Spectranetics Corp mtnf 2.625% 6/0 0.1 $7.4M 6.5M 1.13
Credit Agricole Sa 0.1 $7.1M 7.0M 1.01
Clear Channel Worldwide 0.1 $7.1M 7.0M 1.02
General Motors Company (GM) 0.1 $6.3M 199k 31.94
Ciena Corp 144a 4.0 03-15-15 convert 0.1 $6.4M 6.2M 1.03
Win 7 1/2 06/01/22 0.1 $6.7M 6.4M 1.05
Icon 2 1/2 06/01/16 0.1 $6.8M 5.4M 1.27
Callaway Golf 0.1 $6.6M 5.9M 1.12
Rpm International Inc convertible cor 0.1 $6.3M 5.5M 1.13
Prospect Capital Corporation note 5.875 0.1 $6.7M 6.5M 1.03
Yandex Nv conv 0.1 $6.7M 7.6M 0.88
Vodafone Group New Adr F (VOD) 0.1 $6.3M 193k 32.89
Energy Xxi Gulf Coast In 0.1 $6.4M 6.8M 0.94
Mcdermott International 0.1 $6.5M 6.6M 0.98
Heartware Intl Inc note 3.500%12/1 0.1 $5.7M 5.2M 1.09
Walter Invt Mgmt Corp note 0.1 $5.8M 7.0M 0.84
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $6.1M 6.1M 1.00
Gain Cap Hldgs Inc note 4.125%12/0 0.1 $5.8M 6.3M 0.92
Emerald Oil Inc bond 0.1 $5.7M 6.2M 0.91
Discover Financial Services (DFS) 0.1 $5.1M 79k 64.39
Boeing Company (BA) 0.1 $5.1M 40k 127.38
Verizon Communications (VZ) 0.1 $5.4M 107k 49.99
Lam Research Corporation (LRCX) 0.1 $4.9M 66k 74.70
Danaher Corp Del debt 0.1 $4.9M 2.2M 2.21
Energy Xxi Bermuda Ltd conv prf 0.1 $5.4M 28k 192.62
Titan Machy Inc note 3.750% 5/0 0.1 $5.3M 6.9M 0.77
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.1 $5.2M 5.1M 1.03
Acorda Therap note 1.75% 6/15 0.1 $5.1M 4.9M 1.04
Post Hldgs Inc conv prf 0.1 $5.0M 65k 76.62
Amc Networks 0.1 $5.1M 5.2M 0.99
Gentiva Health Services 0.1 $4.9M 4.6M 1.06
Upcb Finance V 0.1 $5.3M 4.9M 1.07
Fresenius Med Care Ii 0.1 $5.3M 5.0M 1.05
Pfizer (PFE) 0.1 $4.4M 149k 29.57
Chevron Corporation (CVX) 0.1 $4.5M 38k 119.32
Intel Corporation (INTC) 0.1 $4.3M 122k 34.82
Hewlett-Packard Company 0.1 $4.6M 130k 35.47
Bristol Myers Squibb Co dbcv 9/1 0.1 $4.4M 3.4M 1.29
salesforce (CRM) 0.1 $4.4M 76k 57.53
Teva Pharm Finance Llc Cvt cv bnd 0.1 $4.5M 3.5M 1.28
Sandridge Energy pfd 8.5% 0.1 $4.9M 50k 97.00
Altmes 9 5/8 10/15/18 0.1 $4.7M 4.6M 1.04
Chrygr 8 06/15/19 0.1 $4.8M 4.5M 1.06
Hca 7 3/4 05/15/21 0.1 $4.3M 4.0M 1.07
Metropcs Communications (TMUS) 0.1 $4.3M 148k 28.87
Cwst 7 3/4 02/15/19 0.1 $4.7M 4.7M 1.00
Nextera Energy, Inc. pfd cv 0.1 $4.3M 80k 53.52
Appvion 0.1 $4.7M 5.7M 0.83
Incyte Corp Incy Cvt 144a 0.37 convert 0.1 $4.2M 3.6M 1.19
Huron Consulting Group I conv 0.1 $4.9M 5.0M 0.97
Citrix Systems 0.1 $4.1M 58k 71.34
Lockheed Martin Corporation (LMT) 0.1 $3.7M 20k 182.80
Honeywell International (HON) 0.1 $3.7M 40k 93.12
Rayonier Inc conv 0.1 $3.8M 2.9M 1.34
Exelixis Inc cnv 0.1 $4.2M 7.4M 0.57
Dominion Resources Inc 6% 07/01/2016 conbnp 0.1 $3.7M 66k 56.09
Clean Harbors Incclean Hbrs Inc Gtdfxd fixed income 0.1 $4.1M 4.1M 0.99
Resource Cap Corp Note 6.000%12/0 note 0.1 $4.0M 4.0M 0.99
Pbf Holding 0.1 $4.2M 4.0M 1.05
Kratos Defense & Sec 0.1 $4.0M 4.0M 0.99
Simmons Foods 0.1 $4.0M 4.0M 0.99
Navistar Intl Corp conv 0.1 $3.6M 3.7M 0.97
TD Ameritrade Holding 0.1 $3.1M 93k 33.37
DISH Network 0.1 $3.4M 52k 64.58
Cubist Pharmaceuticals 0.1 $3.4M 52k 66.35
Health Care Reit Inc note 3.000%12/0 0.1 $2.9M 2.4M 1.23
Csg Systems International, Inc conv 0.1 $3.5M 2.8M 1.25
Ctlcn 11 10/30/17 0.1 $3.4M 3.9M 0.85
Hnt 6 3/8 06/01/17 0.1 $3.2M 3.0M 1.08
Ias 8 3/8 05/15/19 0.1 $3.2M 3.0M 1.05
S 9 11/15/18 144a 0.1 $3.5M 3.0M 1.16
Biomet 0.1 $3.2M 3.0M 1.06
Sprint 0.1 $3.2M 3.0M 1.06
Valeant Pharmaceuticals 0.1 $3.1M 3.0M 1.04
Aria Cb 3.625 15jun2019 144a bond 3.625% 6/15/2019 0.1 $3.5M 3.8M 0.92
Cenveo 0.1 $3.4M 3.6M 0.94
Oasis Petroleum 0.1 $3.2M 3.0M 1.06
Xilinx 0.0 $2.5M 59k 42.36
Alza Corp sdcv 7/2 0.0 $2.3M 1.6M 1.47
Laboratory Corp Amer Hldgs debt 0.0 $2.4M 1.8M 1.36
Lam Research Corp conv 0.0 $2.7M 2.0M 1.35
Ally 7 1/2 09/15/20 0.0 $2.6M 2.3M 1.15
Cwei 7 3/4 04/01/19 0.0 $2.5M 2.4M 1.03
Llakes 7.45 03/15/28 0.0 $2.6M 2.5M 1.03
Rrc 5 08/15/22 0.0 $2.4M 2.3M 1.02
Sprint Corp 7.25 9/15/2021 0.0 $2.6M 2.5M 1.04
Earthlink Holdings 0.0 $2.8M 2.7M 1.03
Eletson Holdings 0.0 $2.8M 2.8M 1.02
Genesis Energy Lp/genesi 0.0 $2.5M 2.5M 0.98
Mastec 0.0 $2.6M 2.7M 0.94
Northstar Rlty Fin 0.0 $2.5M 142k 17.67
Cit 0.0 $2.6M 2.5M 1.03
Lsb Industries 0.0 $2.3M 2.2M 1.06
Advanced Micro Devices 0.0 $2.7M 2.8M 0.96
Fmg Resources Aug 2006 0.0 $2.6M 2.5M 1.02
Samson Investment 0.0 $2.9M 3.2M 0.91
Time Warner 0.0 $1.9M 25k 75.23
State Street Corporation (STT) 0.0 $2.2M 30k 73.60
BioMarin Pharmaceutical (BMRN) 0.0 $1.7M 23k 72.18
Lamar Advertising Company 0.0 $1.7M 35k 49.26
Anadarko Petroleum Corporation 0.0 $2.0M 20k 101.44
ConocoPhillips (COP) 0.0 $2.0M 26k 76.54
Occidental Petroleum Corporation (OXY) 0.0 $1.7M 18k 96.17
Toll Brothers (TOL) 0.0 $2.2M 70k 31.16
iShares Russell 2000 Index (IWM) 0.0 $2.1M 11k 181.00
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $1.7M 19k 91.96
Cbiz Inc. 4.875% Convertible dbcv 0.0 $2.1M 1.8M 1.19
Carwag 6 7/8 06/15/19 0.0 $2.1M 2.0M 1.05
Dan 6 3/4 02/15/21 0.0 $1.9M 1.8M 1.06
Eroc 8 3/8 06/01/19 0.0 $2.0M 1.9M 1.06
Fdc 12 5/8 01/15/21 0.0 $1.8M 1.5M 1.20
Gt 8 1/4 08/15/20 0.0 $1.7M 1.6M 1.07
Sapsj 6 5/8 04/15/21 0.0 $2.1M 2.0M 1.04
Tso 5 3/8 10/01/22 0.0 $2.0M 2.0M 1.00
Wti 8 1/2 06/15/19 0.0 $2.1M 2.0M 1.04
Crnrch 9 3/8 03/15/18 Ai 0.0 $2.1M 2.0M 1.05
Eqix 5 3/8 04/01/23 0.0 $2.0M 2.0M 0.99
Sbmau 8 7/8 04/15/18 144a 0.0 $1.7M 2.0M 0.84
Janus Capital conv 0.0 $2.1M 1.5M 1.40
Bcc 6 3/8 11/01/20 0.0 $1.8M 1.7M 1.04
Ce 4 5/8 11/15/22 0.0 $2.0M 2.0M 0.98
Hkus 9 3/4 07/15/20 0.0 $2.0M 2.0M 1.02
Nsm 6 1/2 06/01/22 0.0 $2.2M 2.3M 0.95
Sd 8 1/8 10/15/22 0.0 $1.7M 1.7M 1.00
Sptind Tl 2l Usd term 0.0 $2.0M 2.0M 1.00
Allied Specialty Vehicle 0.0 $2.1M 2.0M 1.04
Churchill Downs 0.0 $2.0M 2.0M 1.00
Fresenius Med Care Us 0.0 $2.1M 2.0M 1.06
Navios Maritime Hlds/fin 0.0 $1.9M 2.0M 0.95
Qep Resources 0.0 $2.2M 2.0M 1.08
Regency Energy Partners 0.0 $2.1M 2.0M 1.04
Calpine 0.0 $2.2M 2.0M 1.09
Waterjet Holdings 0.0 $2.1M 2.0M 1.04
Tpg Specialty Lending Inc note 0.0 $1.9M 2.0M 0.96
Chesapeake Energy 0.0 $1.7M 1.5M 1.10
First Data Corporation 0.0 $2.1M 1.9M 1.14
Norske Skogindustrier 0.0 $1.9M 2.1M 0.91
American Energy/aepb 0.0 $2.1M 2.3M 0.92
Covenant Surgical Partne 0.0 $2.0M 2.0M 1.00
Energy & Exploration Partne term 0.0 $2.0M 2.0M 0.98
Clean Harbors 0.0 $2.0M 2.0M 1.00
NVIDIA Corporation (NVDA) 0.0 $1.5M 83k 18.45
Nextera Energy (NEE) 0.0 $1.3M 14k 93.91
Chesapeake Energy Corp Pf d cv 0.0 $1.3M 1.2k 1114.17
Photronics Inc note 0.0 $1.1M 1.0M 1.05
Disdyn 12 1/2 01/01/18 0.0 $1.6M 1.5M 1.08
Fes 9 06/15/19 0.0 $1.1M 1.2M 0.99
Kw 8 3/4 04/01/19 0.0 $1.3M 1.3M 1.06
Spn 6 3/8 05/01/19 0.0 $1.6M 1.5M 1.04
Telsat 6 05/15/17 0.0 $1.0M 1.0M 1.02
Bbep 7 7/8 04/15/22 0.0 $1.3M 1.3M 1.01
Hls 8 1/8 02/15/20 0.0 $1.1M 1.0M 1.06
Prmian 10 1/2 01/15/18 144a 0.0 $1.3M 1.3M 1.02
Csar Tl 1l Usd term 0.0 $1.5M 1.4M 1.01
Dish Dbs 0.0 $1.0M 1.0M 1.00
Navios Maritime Acq 0.0 $1.1M 1.2M 0.97
Steel Dynamics 0.0 $1.4M 1.3M 1.06
Nrg Yield Inc-class A bond 0.0 $1.1M 1.0M 1.12
First Quantum Minerals L 0.0 $1.0M 1.0M 1.01
First Quantum Minerals L 0.0 $1.0M 1.0M 1.01
Hig Bbc Intermed/holding 0.0 $1.0M 1.0M 1.01
Jll/delta Dutch Newco Bv 0.0 $1.0M 1.0M 1.01
Jefferies Fin Llc / Jfin 0.0 $980k 1.0M 0.98
Laclede Group conv prf 0.0 $1.1M 20k 52.67
Mgm Holdings (MGMB) 0.0 $1.2M 15k 77.27
Kissner Milling 0.0 $1.0M 1.0M 1.02
Polymer 0.0 $1.0M 1.0M 1.00
Chesapeake Energy 0.0 $1.1M 1.0M 1.12
First Cash Financial Ser 0.0 $1.0M 1.0M 1.04
Micron Technology 0.0 $980k 1.0M 0.98
Vector 0.0 $1.1M 1.0M 1.05
Whitewave Foods 0.0 $1.0M 1.0M 1.01
Energy Future Intermediat term 0.0 $1.0M 1.0M 1.00
Cbre Services 0.0 $990k 1.0M 0.99
McDonald's Corporation (MCD) 0.0 $474k 5.0k 94.80
United Parcel Service (UPS) 0.0 $491k 5.0k 98.20
Cisco Systems (CSCO) 0.0 $881k 35k 25.17
Freeport-McMoRan Copper & Gold (FCX) 0.0 $816k 25k 32.64
Hospitality Properties Trust 0.0 $814k 30k 26.86
Delta Air Lines (DAL) 0.0 $333k 9.2k 36.20
Yahoo! 0.0 $611k 15k 40.73
Alliant Techsystems 0.0 $353k 2.8k 127.53
Swift Svcs Hldgs Swft 10% conv 0.0 $420k 400k 1.05
Vishay Intertech 144a 2.25% conv 0.0 $465k 511k 0.91
Nextera Energy Inc conv prf 0.0 $394k 6.4k 61.69
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.0 $359k 283k 1.27
Nm 8 1/8 02/15/19 0.0 $940k 1.0M 0.94
Ohi 5 7/8 03/15/24 0.0 $967k 930k 1.04
Six 5 1/4 01/15/21 0.0 $970k 1.0M 0.97
Sxc 7 5/8 08/01/19 0.0 $481k 454k 1.06
Win 7 3/4 10/01/21 0.0 $535k 500k 1.07
Arcc 4 7/8 03/15/17 0.0 $328k 315k 1.04
Barpty 9 06/01/18 144a 0.0 $860k 1.0M 0.86
Cmc 4 7/8 05/15/23 0.0 $480k 500k 0.96
Clear Channel Communicat 0.0 $535k 500k 1.07
Dupont Fabros Tech 0.0 $765k 750k 1.02
Tesoro Logistics Lp/corp 0.0 $526k 506k 1.04
Texas Comp Elec Hold Llc term 0.0 $932k 1.3M 0.74
Vector Group Ltd note 1.75% 4/15 0.0 $475k 424k 1.12
Compass Minerals Interna 0.0 $960k 1.0M 0.96
Consol Energy 0.0 $743k 750k 0.99
Global Part/glp Finance 0.0 $500k 500k 1.00
Live Nation Entertainmen 0.0 $500k 500k 1.00
Navios Sa Logist/fin Us 0.0 $743k 750k 0.99
Alcoa 0.0 $500k 500k 1.00
American Energy/aepb 0.0 $460k 500k 0.92
California Resources Crp 0.0 $408k 400k 1.02
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 (NYCB.PU) 0.0 $299k 5.9k 50.29
Bank of America Corporation (BAC) 0.0 $82k 2.0k 40.61
Peabody Energy Corporation 0.0 $30k 1.2k 26.00
Red Hat 0.0 $259k 4.6k 56.13
Cemex SAB de CV (CX) 0.0 $12k 1.0k 11.73
Symantec Corporation 0.0 $15k 3.7k 3.90
Janus Capital 0.0 $13k 673.00 19.32
Theravance 0.0 $104k 849.00 122.50
Energy Select Sector SPDR (XLE) 0.0 $68k 928.00 73.28
Walter Energy 0.0 $32k 2.5k 12.92
Cliffs Natural Resources 0.0 $46k 288.00 159.72
Ciena Corporation (CIEN) 0.0 $290k 17k 16.75
Pharmacyclics 0.0 $108k 923.00 117.01
Cobalt Intl Energy 0.0 $5.0k 467.00 10.71
TAL Education (TAL) 0.0 $2.0k 240.00 8.33
Lear Corp Warrants 0.0 $130k 742.00 175.20
Shengdatech Inc 6.5% conv 0.0 $0 3.0M 0.00
D Fluidigm Corp Del (LAB) 0.0 $224k 9.2k 24.46
Cumulus Media, Inc. Wa rrants 0.0 $29k 7.1k 4.08
Coronado Biosciences Inc. Common 0.0 $187k 89k 2.10
Us Natural Gas Fd Etf 0.0 $37k 291.00 127.15
Meritage Homes Corp conv 0.0 $252k 252k 1.00
Sats 6 1/2 06/15/19 0.0 $318k 300k 1.06
Untus 6 5/8 05/15/21 0.0 $250k 250k 1.00
M/i Homes Inc note 3.000% 3/0 0.0 $314k 314k 1.00
Tribune Co New Cl A 0.0 $283k 4.3k 65.81
Trbnw C0 12/31/32 Trbaa 0.0 $130k 2.0k 65.00
Glf 6 3/8 03/15/22 0.0 $298k 310k 0.96
Sunedison 0.0 $2.0k 277.00 7.22
General Motors Corp *w exp 12/31/201 0.0 $203k 234k 0.87
Crown Castle International Corp. pfd stk 0.0 $300k 2.9k 104.90
Northern Blizzard Resour 0.0 $269k 261k 1.03
Synovus Finl (SNV) 0.0 $122k 5.2k 23.66
Precision Drilling 0.0 $240k 250k 0.96
Seventy Seven Energy 0.0 $98k 100k 0.98
Prepayd Inc opt 0.0 $6.0k 200.00 30.00