-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Ouub8hmlG7bjNx6b8u2uoTkJKAUCGgVRuAsTGaW6vdbz/l9SFc/vdhFahwUpESKZ UuPqp+pi1WuC7Yae8NAyOw== 0001140361-09-026838.txt : 20091119 0001140361-09-026838.hdr.sgml : 20091119 20091119153535 ACCESSION NUMBER: 0001140361-09-026838 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091119 DATE AS OF CHANGE: 20091119 EFFECTIVENESS DATE: 20091119 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADVENT CAPITAL MANAGEMENT /DE/ CENTRAL INDEX KEY: 0001097278 IRS NUMBER: 134168910 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05049 FILM NUMBER: 091195815 BUSINESS ADDRESS: STREET 1: 30 BROAD STREET 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10004 BUSINESS PHONE: 2124821600 MAIL ADDRESS: STREET 1: 30 BROAD STREET 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10004 13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2009 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Advent Capital Management Address: 1065 Ave of the Americas 31st Floor New York, NY 10018 Form 13F File Number: 28-05049 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Paul L Latronica Title: Vice President Phone: 212-482-1606 Signature, Place, and Date of Signing: /s/ Paul L Latronica New York, NY 11/19/2009 - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 325 Form 13F Information Table Value Total: $ 3,924,218.00 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- ALCOA 5.25% 3/15/14 CONV 013817AT8 1355 648000 PRN SOLE 0 0 648000 ASBURY AUTO GROUP CONV 043436AG9 3533 4200000 PRN SOLE 0 0 4200000 BARRICK GOLD CORP COM 67901108 539 15000 SH SOLE 0 0 15000 PLACER DOME INC2.75000000 10/1 CONV 725906AK7 451 300000 PRN SOLE 0 0 300000 AMERICREDIT CORP CONV 03060RAP6 22722 24957000 PRN SOLE 0 0 24957000 ADC TELECOMUNICATIONS I CONV 000886AE1 14226 19348000 PRN SOLE 0 0 19348000 ARCHER DANIELS PFD 6.25% PFD CV 39483201 16691 391078 SH SOLE 0 0 391078 ARCHER DANIELS CONV 039483AW2 21315 21141000 PRN SOLE 0 0 21141000 ALLIANCE DATA SYSTEMS CONV 018581AD0 14438 15220000 PRN SOLE 0 0 15220000 AFFYMETRIX INC CONV 00826TAG3 1571 1960000 PRN SOLE 0 0 1960000 AGCO CORP CONV 001084AM4 12912 13564000 PRN SOLE 0 0 13564000 ALLERGAN INC CONV 018490AL6 47737 42751000 PRN SOLE 0 0 42751000 ASSURED GUARANTY 8.50% 6/1/14 PFD CV G0585R122 10830 150000 SH SOLE 0 0 150000 ASPEN INSURANCE HLDS LTD 5.625% PFD CV G05384113 2847 55264 SH SOLE 0 0 55264 AMERICAN INTL GROUP PFD CV 26874115 2483 220700 SH SOLE 0 0 220700 AAR CORP 1.625% 144a CONV 000361AJ4 4850 5744000 PRN SOLE 0 0 5744000 ALUMINA FINANCE 2% 5/16/13 CONV 364556919 706 750000 PRN SOLE 0 0 750000 ADVANCED MICRO DEVICES CONV 007903AN7 20327 24250000 PRN SOLE 0 0 24250000 AFFILIATED MANAGERS CONV 008252AL2 46654 49500000 PRN SOLE 0 0 49500000 AMGEN INC. COM 31162100 536 10000 SH SOLE 0 0 10000 AMGEN INC A's CONV 031162AN0 9372 9500000 PRN SOLE 0 0 9500000 AMGEN INC B's CONV 031162AQ3 125304 127032000 PRN SOLE 0 0 127032000 AMYLIN PHARMACEUTICALS CONV 032346AD0 2078 2200000 PRN SOLE 0 0 2200000 AMYLIN PHARM CONV 032346AF5 23001 30110000 PRN SOLE 0 0 30110000 AMR CORP CONV 001765BC9 9369 11534000 PRN SOLE 0 0 11534000 ANGLO AMERICAN PLC CONV 424806734 915 600000 PRN SOLE 0 0 600000 ANGLOGOLD HOLDINGS 144a CONV 03512QAA5 19693 18300000 PRN SOLE 0 0 18300000 ANGLOGOLD HOLDINGS REGS CONV 430548056 1399 1300000 PRN SOLE 0 0 1300000 ARCELORMITTAL 5% 5/1/14 CONV 03938LAK0 32632 23950000 PRN SOLE 0 0 23950000 ALLEGHENY TECHNOLOGIES 4.25% CONV 01741RAD4 11901 10745000 PRN SOLE 0 0 10745000 ALLIANT TECH SYSTEMS CONV 018804AN4 25617 25046000 PRN SOLE 0 0 25046000 ALLIANT TECH SYSTEMS CONV 018804AH7 7404 7000000 PRN SOLE 0 0 7000000 ACTUANT CORP CONV 00508XAB0 8468 8290000 PRN SOLE 0 0 8290000 ANIXTER INTL CONV 035290AJ4 31552 34289000 PRN SOLE 0 0 34289000 BANK OF AMERICA CORP COM 60505104 1604 110000 SH SOLE 0 0 110000 BANK OF AMERICA CORP PFD 7.25% PFD CV 60505682 22896 27214 SH SOLE 0 0 27214 BECKMAN COULTER CONV 075811AD1 44420 39310000 PRN SOLE 0 0 39310000 BUNGE LTD 5.125% PFD PFD CV G16962113 6102 10500 SH SOLE 0 0 10500 GENERAL CABLE CORPCMN COM 369300108 1510 48500 SH SOLE 0 0 48500 GENERAL CABLE CORP CONV 369300AK4 14404 15202000 PRN SOLE 0 0 15202000 GENERAL CABLE CORP CONV 369300AD0 16 18000 PRN SOLE 0 0 18000 SOTHEBY'S CONV 835898AC1 12474 14227000 PRN SOLE 0 0 14227000 BLACKROCK INC CONV 09247XAB7 609 280000 PRN SOLE 0 0 280000 BIOMARIN PHARM 1.875% 4/23/17 CONV 09061GAD3 4150 4400000 PRN SOLE 0 0 4400000 BRE PROPERTIES INC 4.125% 8/15/26 CONV 05564EBH8 4069 4200000 PRN SOLE 0 0 4200000 PEABODY ENERGY CORP CONV 704549AG9 15262 16703000 PRN SOLE 0 0 16703000 ENERCOAL RESOURCES BUMI CONV 443207971 5197 4900000 PRN SOLE 0 0 4900000 BIOVAIL CORP 5.375% 8/1/2014 CONV 09067JAC3 9555 8300000 PRN SOLE 0 0 8300000 BORG-WARNER CONV 099724AF3 12799 10605000 PRN SOLE 0 0 10605000 BOSTON PROP 2/15/14 144A CONV 10112RAM6 17184 17742000 PRN SOLE 0 0 17742000 BOSTON PROP LP 2.875% 2/15/2037 CONV 10112RAK0 3486 3600000 PRN SOLE 0 0 3600000 BEAZER HOMES USA INC.4.6250000 CONV 07556QAL9 4650 5400000 PRN SOLE 0 0 5400000 COMPUTER ASSOCIATES CONV 204912AQ2 2194 2049000 PRN SOLE 0 0 2049000 CONTINENTAL AIRLINES CONV 210795PJ3 12376 12691000 PRN SOLE 0 0 12691000 COOPER CAMERON CONV 13342BAB1 26017 20530000 PRN SOLE 0 0 20530000 AVIS BUDGET GRP CONV 053774AA3 2447 2800000 PRN SOLE 0 0 2800000 BROADWING INC PFD CV 171871403 351 9900 SH SOLE 0 0 9900 CUBIST PHARM CONV 229678AC1 3074 3425000 PRN SOLE 0 0 3425000 CROWN CASTLE INTL PFD CV 228227401 6789 128095 SH SOLE 0 0 128095 CARNIVAL CORP CONV 143658AN2 34140 32816000 PRN SOLE 0 0 32816000
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- CADENCE DESIGN SYS INC. 1.5% 2013 CONV 127387AF5 6685 8103000 PRN SOLE 0 0 8103000 CENTRAL EURO DIST CORP 03/15/13 CONV 153435AA0 12480 15250000 PRN SOLE 0 0 15250000 CEPHALON INC 2.5% 2014 CONV 156708AR0 9643 9551000 PRN SOLE 0 0 9551000 CEPHALON B 0% 06/15/2033 CONV 156708AL3 5249 4936000 PRN SOLE 0 0 4936000 CHINA GREEN HOLDINGS 10/29/10 0% CONV 312820805 26423 205000000 PRN SOLE 0 0 205000000 CHINA HIGH SPEED CONV 360904212 21147 129200000 PRN SOLE 0 0 129200000 CHINA OVERSEAS 0% 2014 CONV 296963571 12945 10200000 PRN SOLE 0 0 10200000 CHESAPEAKE ENERGY COM 165167107 184 7500 SH SOLE 0 0 7500 CHESAPEAKE 4.50% PFD CV 165167842 491 6500 SH SOLE 0 0 6500 CHESAPEAKE 2.75% 2035 CONV 165167BW6 6206 6510000 PRN SOLE 0 0 6510000 CHESAPEAKE ENERGY 2.25% 12/15/38 CONV 165167CB1 19019 25182000 PRN SOLE 0 0 25182000 CHARMING SHOPPES CONV 161133AE3 7383 10400000 PRN SOLE 0 0 10400000 CIENA CORP CONV 171779AB7 18636 24495000 PRN SOLE 0 0 24495000 CORE LABS CONV 21868FAB9 12383 10248000 PRN SOLE 0 0 10248000 CMS ENERGY CONV 125896AW0 6293 5689000 PRN SOLE 0 0 5689000 CMS ENERGY CONV 125896BD1 8000 7089000 PRN SOLE 0 0 7089000 CONSECO, INC.CMN COM 208464883 261 50000 SH SOLE 0 0 50000 CENTERPOINT ENERGY PFD CV 15189T206 2809 110091 SH SOLE 0 0 110091 COMPAL 0% 2010 CONV 217950541 4164 2888000 PRN SOLE 0 0 2888000 COUNTRY GARDEN 2.5% 2/22/13 CONV 347451022 25673 179700000 PRN SOLE 0 0 179700000 CARRIZO OIL & GAS CONV 144577AA1 11801 14338000 PRN SOLE 0 0 14338000 CAPITALSOURCE 4% 7/2034 CONV 14055XAE2 1670 2000000 PRN SOLE 0 0 2000000 CAPITALSOURCE 7.25% 2037 CONV 14055XAG7 3610 4330000 PRN SOLE 0 0 4330000 COINSTAR COM 19259P300 159 5000 SH SOLE 0 0 5000 COINSTAR CONV 19259PAF9 5284 5000000 PRN SOLE 0 0 5000000 COMMSCOPE INC 3.25% 2015 CONV 203372AG2 11528 9600000 PRN SOLE 0 0 9600000 COVANTA HOLDINGS 144a CONV 22282EAB8 7263 6500000 PRN SOLE 0 0 6500000 COVANTA HOLDING CONV 22282EAA0 12566 13855000 PRN SOLE 0 0 13855000 DOMINION RESOURCES 2.125% 2023 CONV 25746UAT6 4045 3680000 PRN SOLE 0 0 3680000 DANA GAS SUKUK LTD CONV 325413218 19097 20140000 PRN SOLE 0 0 20140000 DEVELOPERS DIVERSIFIED 3% 2012 CONV 251591AS2 3579 4000000 PRN SOLE 0 0 4000000 DR HORTON CONV 23331ABB4 3923 3550000 PRN SOLE 0 0 3550000 DANAHER CORP CONV 235851AF9 26542 26294000 PRN SOLE 0 0 26294000 DIGITAL REALTY 5.5% 2029 CONV 25389JAC0 18387 14965000 PRN SOLE 0 0 14965000 DOLE FOOD PFD 7% PFD CV 90213B208 16011 1330000 SH SOLE 0 0 1330000 DELPHI AUTOMOTIVE B SHARES COM 648 90 SH SOLE 0 0 90 DELPHI DDTLA PFD CV 60 68958 SH SOLE 0 0 68958 DELPHI DDTLB PFD CV 180 221228 SH SOLE 0 0 221228 DELPHI NOTE CONV 23 24000 PRN SOLE 0 0 24000 DST SYSTEMS (A) 4.125% 8/15/23 CONV 233326AB3 980 935000 PRN SOLE 0 0 935000 DST SYSTEMS C's CONV 233326AE7 7316 6952000 PRN SOLE 0 0 6952000 EASTMAN KODAK CONV 2774618Z5 13333 16288000 PRN SOLE 0 0 16288000 EMC CORP 12/1/2011 CONV 268648AK8 65089 55220000 PRN SOLE 0 0 55220000 EMC CORP 1.75% 2013 CONV 268648AM4 9967 8290000 PRN SOLE 0 0 8290000 ENERSYS INC. 3.375% 6/1/38 CONV 29275YAA0 5854 6500000 PRN SOLE 0 0 6500000 EL PASO PFD CV 28336L604 19949 22680 SH SOLE 0 0 22680 ENERGY PARTNERS LTD COM 29270U303 1253 145512 SH SOLE 0 0 145512 EQUINIX INC CONV 29444UAF3 14794 14615000 PRN SOLE 0 0 14615000 EXCEL MARITIME 1.875% 10/15/27 CONV 300668AA8 3569 6100000 PRN SOLE 0 0 6100000 FORD MOTOR CO. PFD CV 345395206 3092 107000 SH SOLE 0 0 107000 FORD MOTOR CONV 345370CF5 13161 13223000 PRN SOLE 0 0 13223000 Forest City Enterprises-cl A COM 345550107 262 30000 SH SOLE 0 0 30000 FOREST CITY CONV 345550AK3 3414 4030000 PRN SOLE 0 0 4030000 FOREST CITY ENT CONV 345550AL1 6554 7150000 PRN SOLE 0 0 7150000 FELCOR LODGING TRUST INC. COM 31430F101 79 25000 SH SOLE 0 0 25000 FREEPORT-MCMORAN PFD PFD CV 35671D782 11285 105500 SH SOLE 0 0 105500 FEI COMPANY 2.875% 06/01/2013 CONV 30241LAF6 2092 2000000 PRN SOLE 0 0 2000000 FIRST QUANTUM 6% 6/19/14 CONV 431324663 6091 4300000 PRN SOLE 0 0 4300000 FIFTH THIRD BANK 8.5% PFD PFD CV 316773209 45917 404555 SH SOLE 0 0 404555 FLUOR CORP COM 343412102 777 17500 SH SOLE 0 0 17500
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- FLUOR CORP CONV 343412AA0 2956 1850000 PRN SOLE 0 0 1850000 FINISAR CORP 5% CONV 31787AAJ0 4450 4500000 PRN SOLE 0 0 4500000 FERRO CORP. 6.5% 8/15/13 CONV 315405AL4 6574 7600000 PRN SOLE 0 0 7600000 FPL GROUP PFD CV 302571609 15190 315161 SH SOLE 0 0 315161 FRONTIER OIL CORPORATION COM 35914P105 832 60000 SH SOLE 0 0 60000 GRUBB & ELLIS CO COM 400095204 298 200000 SH SOLE 0 0 200000 GENERAL MTRS CORP5.25% SRS B C PFD CV 370442733 296 88000 SH SOLE 0 0 88000 GOODRICH PETROLEUM CORP COM 382410405 128 5000 SH SOLE 0 0 5000 GOODRIGH PETROLEUM CONV 382410AB4 9673 10519000 PRN SOLE 0 0 10519000 GOODRICH PETROLEUM CONV 382410AC2 7354 7000000 PRN SOLE 0 0 7000000 GAYLORD ENTERTAINMENT CONV 367905AE6 14016 16079000 PRN SOLE 0 0 16079000 GOLDCORP 144a CONV 380956AA0 24066 22105000 PRN SOLE 0 0 22105000 GENERAL GROWTH PROPERTIES INC. COM 370021107 496 121500 SH SOLE 0 0 121500 GILEAD SCIENCES CONV 375558AG8 17423 14746000 PRN SOLE 0 0 14746000 GMX RESOURCES CONV 38011MAB4 7881 9000000 PRN SOLE 0 0 9000000 GENERAL MOTORS CORPORATIONCONV PFD CV 370442717 356 100000 SH SOLE 0 0 100000 GREAT PLAINS ENERGY 06/15/2012 PFD CV 391164803 21565 350652 SH SOLE 0 0 350652 HASBRO INC CONV 418056AN7 7231 5499000 PRN SOLE 0 0 5499000 HCC INSURANCE HOLDINGS CONV 404132AB8 1002 848000 PRN SOLE 0 0 848000 HEALTH CARE REIT INC 4.75% CONV 42217KAP1 3220 2911000 PRN SOLE 0 0 2911000 HUMAN GENOME CONV 444903AK4 15632 11062000 PRN SOLE 0 0 11062000 HUMAN GENOME 2.25% 10/15/11 CONV 444903AK4 707 500000 PRN SOLE 0 0 500000 HUMAN GENOME CONV 444903AM0 1287 1000000 PRN SOLE 0 0 1000000 HEALTHSOUTH 6.5% PFD PFD CV 421924408 4956 7000 SH SOLE 0 0 7000 HEALTH MGMT ASSOC 144a CONV 421933AJ1 4059 4400000 PRN SOLE 0 0 4400000 HOME PROPERTIES INC 4.125% 2026 CONV 43730EAA4 4468 4700000 PRN SOLE 0 0 4700000 HOLOGIC INC COM 436440101 244 16500 SH SOLE 0 0 16500 HOLOGIC INC CONV 436440AA9 48574 59399000 PRN SOLE 0 0 59399000 HOSPITALITY PROP 3.8% 2027 CONV 44106MAK8 949 1000000 PRN SOLE 0 0 1000000 HOST HOTELS & RESORTS CONV 44107TAE6 6320 7005000 PRN SOLE 0 0 7005000 INTEGRA LIFESCIENCES HLD 2.75% CONV 457985AG4 5604 5698000 PRN SOLE 0 0 5698000 2010 INTEGRA LIFESCIENCES B's CONV 457985AH2 21241 24011000 PRN SOLE 0 0 24011000 ICONIX CONV 451055AB3 17077 19845000 PRN SOLE 0 0 19845000 INTL GAME TECH 144a CONV 459902AQ5 29165 24673000 PRN SOLE 0 0 24673000 INMARSAT PLC CONV 331843523 14394 13100000 PRN SOLE 0 0 13100000 INTEL CORP COM 458140100 1147 60000 SH SOLE 0 0 60000 INTEL CORP CONV 458140AD2 58651 64407000 PRN SOLE 0 0 64407000 INTEL CORP CONV 458140AF7 27573 25570000 PRN SOLE 0 0 25570000 INTERPUBLIC GRP 4.25% 2023 CONV 460690BA7 4473 4631000 PRN SOLE 0 0 4631000 INTERPUBLIC GROUP 4.75% 2023 CONV 460690BE9 12527 12993000 PRN SOLE 0 0 12993000 INGERSOLL-RAND CONV 45687AAD4 13772 7414000 PRN SOLE 0 0 7414000 ISIS PHARM COM 464330109 1463 115500 SH SOLE 0 0 115500 JAGUAR MINING INC. COM 47009M103 3 300 SH SOLE 0 0 300 JAGUAR MINING CONV 47009MAG8 1414 1500000 PRN SOLE 0 0 1500000 JAIPRAKASH ASSOCIATES CONV 312165599 13426 11250000 PRN SOLE 0 0 11250000 JEFFERIES GROUP COM 472319102 2331 89300 SH SOLE 0 0 89300 JEFFERIES GROUP CONV 472319AG7 14131 14800000 PRN SOLE 0 0 14800000 JNJ/ALZA CONV 02261WAB5 686 794000 PRN SOLE 0 0 794000 JANUS CAPITAL GROUP CONV 47102XAG0 8700 7300000 PRN SOLE 0 0 7300000 JSW STEEL LTD 0% 2012 CONV 302937031 5317 4600000 PRN SOLE 0 0 4600000 KEY PFD 7.75% 12/31/49 PFD CV 493267405 50253 622328 SH SOLE 0 0 622328 KING PHARMACEUTICALS COM 495582108 4 434 SH SOLE 0 0 434 KING PHARM CONV 495582AJ7 30804 36127000 PRN SOLE 0 0 36127000 KINROSS GOLD 1.75% CONV 496902AD9 20144 19851000 PRN SOLE 0 0 19851000 KANSAS CITY SOUTHERN PFD CV 485170807 11068 11588 SH SOLE 0 0 11588 LARSEN & TOUBRO 3.5% CONV 457843398 5290 5000000 PRN SOLE 0 0 5000000 LDK SOLAR CO. 4.75% 4/15/13 CONV 50183LAB3 1980 3000000 PRN SOLE 0 0 3000000 LEAP WIRELESS CONV 521863AL4 9236 11933000 PRN SOLE 0 0 11933000 LAB CORP CONV 50540RAG7 8914 9468000 PRN SOLE 0 0 9468000
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- INVITROGEN CORP2.00000000 08/0 CONV 46185RAJ9 1410 1000000 PRN SOLE 0 0 1000000 LIFEPOINT CONV 46185RAM2 41574 35936000 PRN SOLE 0 0 35936000 LIZ CLAIBORNE INC. 6% 6/15/14 CONV 539320AA9 11832 6500000 PRN SOLE 0 0 6500000 L-3 COMMUNICATIONS CONV 502413AW7 16380 16184000 PRN SOLE 0 0 16184000 LINEAR TECH A's CONV 535678AC0 24967 26067000 PRN SOLE 0 0 26067000 LEGG MASON INC 7% PFD CV 524901303 8007 219660 SH SOLE 0 0 219660 Loews Corp - Carolina Group COM 544147101 1562 20100 SH SOLE 0 0 20100 LIFEPOINT HOSPITAL CONV 53219LAH2 33718 37770000 PRN SOLE 0 0 37770000 LIFEPOINT HOSPITAL CONV 53219LAG4 6540 7300000 PRN SOLE 0 0 7300000 LUCENT TECHNOLOGIES CAP TR ICO PFD CV 549462307 38294 50889 SH SOLE 0 0 50889 Alcatel-Lucent CONV 549463AG2 9078 9218000 PRN SOLE 0 0 9218000 LUCENT TECHNOLOGIES INC.2.7500 CONV 549463AH0 2287 2750000 PRN SOLE 0 0 2750000 LAS VEGAS SANDS CORP COM 517834107 302 20000 SH SOLE 0 0 20000 MACERICH CO 3.25% 3/15/12 CONV 554382AB7 22285 24214000 PRN SOLE 0 0 24214000 MEDTRONIC INC 1.5% 2011 CONV 585055AL0 1547 1567000 PRN SOLE 0 0 1567000 MEDTRONIC INC 1.625% CONV 585055AM8 60369 61947000 PRN SOLE 0 0 61947000 MASSEY ENERGY CONV 576203AJ2 19330 24005000 PRN SOLE 0 0 24005000 MENTOR GRAPHICS CONV 587200AF3 12756 13438000 PRN SOLE 0 0 13438000 ML GLOBAL LTD CONV 55276YAB2 17235 15268000 PRN SOLE 0 0 15268000 MILLIPORE CONV 601073AD1 31358 30425000 PRN SOLE 0 0 30425000 MANNKIND CORP CONV 56400PAA0 1236 2000000 PRN SOLE 0 0 2000000 MAGUIRE PORPERTIES, INC COM 559775101 53 30000 SH SOLE 0 0 30000 MEDICIS PHARMACEUTICALS CONV 58470KAA2 22326 23195000 PRN SOLE 0 0 23195000 MICRON TECH CONV 595112AH6 19002 24931000 PRN SOLE 0 0 24931000 MYLAN INC 6.5% PFD PFD CV 628530206 22253 21605 SH SOLE 0 0 21605 MYLAN LABS CONV 628530AG2 25188 25419000 PRN SOLE 0 0 25419000 MYLAN INC CONV 628530AH0 8153 5825000 PRN SOLE 0 0 5825000 NASH FINCH FRN 2035 CONV 631158AD4 6436 15143000 PRN SOLE 0 0 15143000 NAVISTAR INTERNATIONAL CONV 63934EAL2 14526 15400000 PRN SOLE 0 0 15400000 NASDAQ STOCK MKT CONV 631103AA6 11799 13452000 PRN SOLE 0 0 13452000 NASDAQ STK MKT INC. 2.5% (REGD) CONV 631103AA6 877 1000000 PRN SOLE 0 0 1000000 NEWMONT MINING CONV 651639AK2 17835 14860000 PRN SOLE 0 0 14860000 NEWMONT MINING A's CONV 651639AH9 14732 12421000 PRN SOLE 0 0 12421000 NEWMONT MINING B's CONV 651639AJ5 6478 5500000 PRN SOLE 0 0 5500000 NEWS CORP .75% 2023 PFD CV 5248V3042 1489 1500 SH SOLE 0 0 1500 NII HOLDINGS CONV 62913FAJ1 13191 14821000 PRN SOLE 0 0 14821000 NII HOLDINGS CONV 62913FAF9 446 450000 PRN SOLE 0 0 450000 NATIONAL RETAIL PROPERTY 5.125% CONV 637417AC0 13309 13100000 PRN SOLE 0 0 13100000 6/15/28 NORTEL NETWORKS 2.125% 4/15/14 CONV 656568AE2 2147 4000000 PRN SOLE 0 0 4000000 NETAPP INC CONV 64110DAB0 10092 9300000 PRN SOLE 0 0 9300000 NUVASIVE INC. COM 670704105 544 15000 SH SOLE 0 0 15000 NuVASIVE INC. 2.25% 03/15/13 CONV 670704AA3 10689 10288000 PRN SOLE 0 0 10288000 NEWELL FIN PFD 5.25% 12/01/27 PFD CV 651195307 3195 90000 SH SOLE 0 0 90000 NEWELL CONV 651229AH9 17991 9700000 PRN SOLE 0 0 9700000 NY COMM CAP TR PFD CV 64944P307 7663 192788 SH SOLE 0 0 192788 OMNICARE PFD CV 68214Q200 22580 661000 SH SOLE 0 0 661000 OMNICARE CONV 681904AL2 19412 24318000 PRN SOLE 0 0 24318000 OIL SERVICE HLDERS TRUST COM 678002106 6 50 SH SOLE 0 0 50 OMNICOM GROUP 0% 2038 CONV 681919AT3 1780 1803000 PRN SOLE 0 0 1803000 ON SEMICONDUCTOR CONV 682189AG0 14592 15265000 PRN SOLE 0 0 15265000 ONYX PHARMACEUTICALS CONV 683399AB5 4674 4600000 PRN SOLE 0 0 4600000 ORBITAL SCIENCES CONV 685564AN6 4071 4620000 PRN SOLE 0 0 4620000 OLD REPUBLIC INTL CONV 680223AF1 41232 36429000 PRN SOLE 0 0 36429000 OSI PHARM 3% CONV 671040AH6 4862 5400000 PRN SOLE 0 0 5400000 PACIFIC BASIN 3.3% 2/1/13 CONV 334902839 1200 1250000 PRN SOLE 0 0 1250000 UNITED AUTO GROUP CONV 909440AH2 20769 20734000 PRN SOLE 0 0 20734000 VERIFONE HOLDING CONV 92342YAB5 5574 6552000 PRN SOLE 0 0 6552000 PREIT ASSOCIATES 4% 2012 CONV 740447AA5 3516 4500000 PRN SOLE 0 0 4500000 PHH CORP CONV 693320AJ2 898 968000 PRN SOLE 0 0 968000
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- PINE AGRITECH LTD CONV 311190572 9805 70100000 PRN SOLE 0 0 70100000 PENN VIRGINIA CORP. CONV 707882AA4 8340 9111000 PRN SOLE 0 0 9111000 QUANTA SERVICES INC CONV 74762EAE2 7125 6398000 PRN SOLE 0 0 6398000 QIAGEN 3.25% 2026 CONV 254367179 1634 1300000 PRN SOLE 0 0 1300000 QWEST COMMUNICATIONS 3.5% 11/15/25 CONV 749121BY4 9969 10005000 PRN SOLE 0 0 10005000 RITE AID CORP. 8.5% 5/15/15 CONV 767754BU7 6112 6600000 PRN SOLE 0 0 6600000 REINSURANCE GROUP OF AMERICA,P PFD CV 759351307 5356 87092 SH SOLE 0 0 87092 TRANSOCEAN B's CONV 893830AV1 2921 3000000 PRN SOLE 0 0 3000000 TRANSOCEAN C's CONV 893830AW9 74239 77147000 PRN SOLE 0 0 77147000 RAYONIER TRS HOL 3.75% 2012 CONV 75508AAB2 3407 3270000 PRN SOLE 0 0 3270000 RAYONIER TRS HOLD 4.5% 08/15/2015 CONV 75508AAD8 7748 7130000 PRN SOLE 0 0 7130000 SONIC AUTOMOTIVE INC CONV 83545GAQ5 10428 10750000 PRN SOLE 0 0 10750000 SBA COMMUNICATION CONV 78388JAN6 7679 8043000 PRN SOLE 0 0 8043000 SBA COMMUNICATION CONV 78388JAL0 4247 3650000 PRN SOLE 0 0 3650000 SHENGDATECH INC 144A 6% 06/1/2018 CONV 823213AA1 5309 5625000 PRN SOLE 0 0 5625000 SEADRILL LTD 3.625% 11/8/12 CONV 10395981 25686 27400000 PRN SOLE 0 0 27400000 SMITHFIELD FOODS CONV 832248AR9 8241 8968000 PRN SOLE 0 0 8968000 SCHERING-PLOUGH CORP 6% PFD CV 806605705 5377 22289 SH SOLE 0 0 22289 Shire plc 2.75% 14 CONV 299687482 33121 35300000 PRN SOLE 0 0 35300000 SVB FINANCIAL GROUP CONV 78486QAA9 27141 25770000 PRN SOLE 0 0 25770000 SAKS INCORPORATED 7.5% 2013 CONV 79377WAN8 12538 9500000 PRN SOLE 0 0 9500000 SAKS HOLDINGS CONV 79377WAL2 9762 12188000 PRN SOLE 0 0 12188000 SCHLUMBERGER 2.125% 23 CONV 806857AD0 5878 3698000 PRN SOLE 0 0 3698000 SLM CORP PFD 7.25% PFD CV 78442P700 16149 28999 SH SOLE 0 0 28999 STERLITE INUSTRIES CONV 859737AB4 3459 3500000 PRN SOLE 0 0 3500000 ST MARY LAND & EXP CONV 792228AD0 23994 24404000 PRN SOLE 0 0 24404000 PROSHARES ULTRASHORT BASIC COM 74347R651 79 7000 SH SOLE 0 0 7000 MATERIALS SANDISK CORP CONV 80004CAC5 10897 14034000 PRN SOLE 0 0 14034000 SOCO FINANCE 4.5% 2013 CONV 253455330 14482 14550000 PRN SOLE 0 0 14550000 SIMON PROPERTY GROUP INC CONV P PFD CV 828806802 24567 416385 SH SOLE 0 0 416385 SESI LLC CONV 78412FAH7 30824 34112000 PRN SOLE 0 0 34112000 SUNPOWER CORP 4.75% CONV 867652AC3 2334 2000000 PRN SOLE 0 0 2000000 SUNPOWER CORP CONV 867652AA7 23630 26550000 PRN SOLE 0 0 26550000 SMURFIT STONE CONTAINER CORP. COM 832727101 63 100000 SH SOLE 0 0 100000 STEEL DYNAMICS CONV 858119AP5 23881 22000000 PRN SOLE 0 0 22000000 SUNTECH POWER HOLDINGS CONV 86800CAC8 9342 9500000 PRN SOLE 0 0 9500000 SUNTECH POWER HOLDINGS CONV 86800CAE4 3755 5000000 PRN SOLE 0 0 5000000 MAXTOR CORP CONV 577729AE6 28042 27332000 PRN SOLE 0 0 27332000 Subsea 7 Inc 2.8% 6/2011 CONV 10315344 5913 6200000 PRN SOLE 0 0 6200000 SYBASE INC CONV 871130AC4 2235 2000000 PRN SOLE 0 0 2000000 SYMANTEC CORP COM 871503108 176 10000 SH SOLE 0 0 10000 SYMANTEC A's CONV 871503AD0 17518 16106000 PRN SOLE 0 0 16106000 SYMANTEC CONV 871503AF5 30772 27558000 PRN SOLE 0 0 27558000 MOLSON COORS CONV 60871RAA8 31418 27628000 PRN SOLE 0 0 27628000 TATA MOTORS LTD 4% CONV 457793510 3111 3000000 PRN SOLE 0 0 3000000 TECH DATA CORP CONV 878237AE6 14608 14363000 PRN SOLE 0 0 14363000 TEVA PHARMACEUTICAL C's CONV 88163VAE9 75169 66357000 PRN SOLE 0 0 66357000 TEVA PHARMACEUTICAL D's CONV 88165FAA0 24044 20613000 PRN SOLE 0 0 20613000 TEREX CORP CONV 880779AV5 2173 1500000 PRN SOLE 0 0 1500000 TRIUMPH GROUP 2.625% CONV 896818AB7 5182 4738000 PRN SOLE 0 0 4738000 THORESEN THAI AGENCIES P CONV 319376801 10448 10500000 PRN SOLE 0 0 10500000 THERMO FISHER SCIENTIFIC INC CONV 338032AX3 22391 17585000 PRN SOLE 0 0 17585000 THERMO FISHER SCIENTIFIC/TMO CONV 03760AAK7 3970 2604000 PRN SOLE 0 0 2604000 Float 33-10 TRICO MARINE 3% 1/15/27 CONV 896106AQ4 2927 5000000 PRN SOLE 0 0 5000000 TRINITY INDUSTRIES INC CONV 896522AF6 23177 31188000 PRN SOLE 0 0 31188000 TTM TECHNOLOGIES 3.25% 5/15/15 CONV 87305RAC3 8978 9632000 PRN SOLE 0 0 9632000 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 82 7500 SH SOLE 0 0 7500 TAKE-TWO INTERAC 4.375% CONV 874054AA7 8777 6955000 PRN SOLE 0 0 6955000
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------------- ----------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------------- ----------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- TEXTRON INC CONV 883203BN0 8470 5470000 PRN SOLE 0 0 5470000 UAL CORP CONV 902549AE4 2127 2500000 PRN SOLE 0 0 2500000 UAL 6% CONV 902549AJ3 1414 1500000 PRN SOLE 0 0 1500000 UNITED DOMINION REALTY CONV 910197AK8 9615 9753000 PRN SOLE 0 0 9753000 VALE CAPITAL LTD A TRANCHE PFD CV 91912C208 22645 455450 SH SOLE 0 0 455450 VALE CAPITAL LTD PFD CV 91912C307 6037 114949 SH SOLE 0 0 114949 VIRGIN MEDIA INC CONV 92769LAA9 36744 34637000 PRN SOLE 0 0 34637000 VALERO ENERGY COM 91913Y100 1720 95000 SH SOLE 0 0 95000 VORNADO REALTY CONV 929043AC1 10734 10500000 PRN SOLE 0 0 10500000 VORNADO REALTY CONV 929043AE7 5075 5152000 PRN SOLE 0 0 5152000 VERIGY LTD COM 25907256 467 47500 SH SOLE 0 0 47500 VERIGY LTD CONV 92345XAA6 5277 5073000 PRN SOLE 0 0 5073000 VERISIGN INC CONV 92343EAD4 13442 15900000 PRN SOLE 0 0 15900000 WEB MD CONV 94770VAA0 7092 6669000 PRN SOLE 0 0 6669000 WEB MD CONV 94770VAD4 8800 8171000 PRN SOLE 0 0 8171000 WEBSTER FINANCIAL PFD 8.5% PFD CV 947890307 4600 6000 SH SOLE 0 0 6000 12/31/49 WESCO INTL. 6% 2029 CONV 95082PAH8 5527 4660000 PRN SOLE 0 0 4660000 WELLS FARGO CORP 7.5% PFD PFD CV 949746804 40672 45444 SH SOLE 0 0 45444 WHITING PETRO PFD CV 966387201 20222 134000 SH SOLE 0 0 134000 WESTERN REFINING 5.75% 06/15/2014 CONV 959319AC8 2617 3000000 PRN SOLE 0 0 3000000 WYNDHAM WORLDWIDE CONV 98310WAC2 26758 18104000 PRN SOLE 0 0 18104000 US STEEL CORP. CONV 912909AE8 22918 17279000 PRN SOLE 0 0 17279000 XL CAPITAL LTD 10.75% 8/15/11 PFD CV G98255600 40388 1574600 SH SOLE 0 0 1574600 INDUSTRIAL SELECT SECTOR SPDR COM 81369Y704 1770 70000 SH SOLE 0 0 70000 XILINX INC COM 983919101 381 17500 SH SOLE 0 0 17500 XILINX INC 3.125% 2037 CONV 983919AD3 7575 9000000 PRN SOLE 0 0 9000000 XSTRATA CAPITAL CONV 267908324 14159 12300000 PRN SOLE 0 0 12300000 YINGLI GREEN 0% 12/15/12 CONV 98584BAA1 5128 4800000 PRN SOLE 0 0 4800000 ZALE CORP. CONV 988858106 95 20000 PRN SOLE 0 0 20000
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