-----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, VHfu8FB7B3ZtFdOKNP5rglFgRmH4/xfs/i0JFFfpiVevVaUjr+TLmH9OtpzP9aUl DAMt9SN101G20eNz89gPZw== 0001140361-08-013342.txt : 20080522 0001140361-08-013342.hdr.sgml : 20080522 20080522151336 ACCESSION NUMBER: 0001140361-08-013342 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080522 DATE AS OF CHANGE: 20080522 EFFECTIVENESS DATE: 20080522 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: 08854508 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 form13f.txt ADVENT CAPITAL 13F-HR 12-31-2007 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2007 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. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Paul L Latronica ------------------------- Title: Vice President ------------------------- Phone: 212-482-1606 ------------------------- Signature, Place, and Date of Signing: /s/ Paul L Latronica New York, NY 05/20/2008 - -------------------- ------------- ---------- [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: [If there are no entries in this list, omit this section.] 13F File Number Name 28-____________ ________________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 760 ----------- Form 13F Information Table Value Total: $7,919,584 ----------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- -------- ---- ------ -------- COMPANHIA DE BEBIDAS DAS COM 20441W203 994 14000 SH SOLE 0 0 14000 AMERICAS PLACER DOME INC2.75000000 10/1 CONV 725906AK7 3957 2240000 PRN SOLE 0 0 2240000 ADC TELECOM B FLTR 2013 CONV 000886AB7 10273 11068000 PRN SOLE 0 0 11068000 ADC TELECOMUNICATIONS I CONV 000886AE1 3560 3490000 PRN SOLE 0 0 3490000 Archer Daniels .875% 2014 CONV 039483AW2 1802 1488000 PRN SOLE 0 0 1488000 AMERICAN EQUITY CONV 025676AE7 19055 20309000 PRN SOLE 0 0 20309000 AES TRUST VII CONV PFD6.0% 05/ PFD CV 00103V305 4123 83082 SH SOLE 0 0 83082 AFI DEVELOPMENT PLC COM 00106J200 998 105000 SH SOLE 0 0 105000 ALLERGAN INC 1.5% 04/01/26 CONV 018490AL6 44169 37652000 PRN SOLE 0 0 37652000 APRIA HEALTHCARE 3.375% 09/33 CONV 037933AB4 3844 3824000 PRN SOLE 0 0 3824000 ASPEN INSURANCE HLDS LTD PFD CV G05384113 4388 81264 SH SOLE 0 0 81264 5.625% AAR CORP CONV 000361AH8 3097 2156000 PRN SOLE 0 0 2156000 FORTIS 144A PFD CV 349573AA3 810 491 SH SOLE 0 0 491 ALLEGHANY CORP 5.375% 2009 PFD CV 017175209 4374 12000 SH SOLE 0 0 12000 AFFILIATED MANAGERS 5.15% PFD CV 00170F308 2629 60000 SH SOLE 0 0 60000 10/15/37 AFFILIATED MANAGERS 5.1% 144A PFD CV 00169X104 13107 250000 SH SOLE 0 0 250000 PREF AFFILIATED MANAGERS 5.1% PFD CV 00169X203 4874 92961 SH SOLE 0 0 92961 AMG INC. 02/25/33 FLOAT CONV 008252AE8 1020 353000 PRN SOLE 0 0 353000 AMGEN INC. COM 031162100 2786 60000 SH SOLE 0 0 60000 AMGEN INC .125 "A" CONV 031162AN0 17345 19000000 PRN SOLE 0 0 19000000 AMGEN .375 02/01/13 CONV 031162AQ3 23794 27076000 PRN SOLE 0 0 27076000 AMYLIN PHARM INC. 3% CONV 032346AF5 8014 8486000 PRN SOLE 0 0 8486000 AMERICAN MEDICAL SYS 3.25% CONV 02744MAA6 20385 20727000 PRN SOLE 0 0 20727000 2036 AMR CORPORATION4.50000000 02/1 CONV 001765BB1 15972 15373000 PRN SOLE 0 0 15373000 AMERICA MOVIL-ADR SERIES L COM 02364W105 4408 71800 SH SOLE 0 0 71800 AMAZON.COM SUB DEB CONV 4 3/ CONV 023135AF3 20563 16762000 PRN SOLE 0 0 16762000 Activison Inc COM 004930202 149 5000 SH SOLE 0 0 5000 Anglogold Ashanti CONV 187229504 23381 23340000 PRN SOLE 0 0 23340000 AVNET, INC.2.00000000 03/15/20 CONV 053807AL7 17659 15000000 PRN SOLE 0 0 15000000 AVERY DENNISON 7.875% PFD PFD CV 053611307 28527 544609 SH SOLE 0 0 544609 ALLIED WASTE PFD CV 019589704 7549 26300 SH SOLE 0 0 26300 ALLIED WASTE CONV 019589AD2 16729 17859000 PRN SOLE 0 0 17859000 ANIXTER INTERNATIONAL INC COM 035290105 1557 25000 SH SOLE 0 0 25000 ANIXTER INTL INC 1% 2013 CONV 035290AJ4 6311 5513000 PRN SOLE 0 0 5513000 ANIXTER INTL INC 1% 2013 CONV 035290AH8 220 192000 PRN SOLE 0 0 192000 BCE INC COM 05534B760 1013 25500 SH SOLE 0 0 25500 BECKMAN COULTER 2.5% 2036 CONV 075811AD1 7837 6682000 PRN SOLE 0 0 6682000 BECKMAN COULTER 2.5% 12/2036 CONV 075811AC3 7535 6425000 PRN SOLE 0 0 6425000 BUNGE LIMITED COM 2788713 1048 9000 SH SOLE 0 0 9000 BUNGE LTD 5.125% PFD PFD CV G16962113 21955 20032 SH SOLE 0 0 20032 BUNGE LTD PFD CV B1HMD51 5225 37000 SH SOLE 0 0 37000 GENERAL CABLE CORPCMN COM 369300108 733 10000 SH SOLE 0 0 10000 GENERAL CABLE CORP 1% 10/15/12 CONV 369300AJ7 16358 14526000 PRN SOLE 0 0 14526000 GENERAL CABLE CORP CONV 369300AD0 29 18000 PRN SOLE 0 0 18000 Blackrock Inc CONV 09247XAB7 1306 606000 PRN SOLE 0 0 606000 BIOMARIN PHARM COM 09061G101 506 14300 SH SOLE 0 0 14300 BRISTOL MYERS COM 110122108 2121 79978 SH SOLE 0 0 79978 Bristol Myers CONV 110122AN8 17485 17437000 PRN SOLE 0 0 17437000 BOSTON PRIVATE FINANCIAL 3% CONV 101119AC9 2997 3000000 PRN SOLE 0 0 3000000 2027 BRISTOW GROUP IN PFD CV 110394400 11186 160000 SH SOLE 0 0 160000 PEABODY ENERGY CORP 4.75% 2066 CONV 704549AG9 39066 30917000 PRN SOLE 0 0 30917000 CONTINENTAL AIRLINES COM 210795308 5785 260000 SH SOLE 0 0 260000 CONTINENTAL AIR PFD CV 210796306 30010 925226 SH SOLE 0 0 925226 COOPER CAMERON 2.5% 2026 CONV 13342BAB1 15626 10130000 PRN SOLE 0 0 10130000 BROADWING INC PFD CV 171871403 1251 30000 SH SOLE 0 0 30000 CIBER CONV 17163BAB8 10401 10815000 PRN SOLE 0 0 10815000 CUBIST PHARM CONV 229678AC1 14301 15000000 PRN SOLE 0 0 15000000 CROWN CASTLE INTL PFD CV 228227401 8244 135462 SH SOLE 0 0 135462 CARNIVAL CORP CONV 143658AN2 23853 20366000 PRN SOLE 0 0 20366000 CARNIVAL CORP 1.132% 04/29/33 CONV 143658AV4 3317 5000000 PRN SOLE 0 0 5000000 COMPUCREDIT CORP 3.625% CONV 20478NAB6 3326 6791000 PRN SOLE 0 0 6791000 05/30/25 COMPUCREDIT CORP 5.875% 2035 CONV 20478NAD2 2336 5304000 PRN SOLE 0 0 5304000 CLEAR CHANNEL COMMUNICATIONS COM 184502102 518 15000 SH SOLE 0 0 15000 COEUR D'ALENE CONV 192108AQ1 4674 5043000 PRN SOLE 0 0 5043000 CADENCE DESIGN SYS INC. CONV 127387AD0 3161 3080000 PRN SOLE 0 0 3080000 CADENCE DESIGN SYS INC CONV 127387AC2 4815 4692000 PRN SOLE 0 0 4692000 CELANESE PFD CV 150870202 7801 143031 SH SOLE 0 0 143031 CEPHALON A CONV 156708AK5 3432 2759000 PRN SOLE 0 0 2759000 COUNTYWIDE FINANCIAL CORP COM 222372104 1 81 SH SOLE 0 0 81 COUNTRYWIDE FINANCIAL FLT A's CONV 222372AN4 20932 26667000 PRN SOLE 0 0 26667000 COUNTRYWIDE FINANCIAL FLT A'S CONV 222372AL8 1196 1524000 PRN SOLE 0 0 1524000 CHAMPION ENTERPR 2.75% 11/1/37 CONV 158496AC3 2697 3000000 PRN SOLE 0 0 3000000 CHURCH & DWIGHT CONV 171340AC6 9962 5644000 PRN SOLE 0 0 5644000 CHINA MILK PRODUCTS GROUP CONV 278964720 1588 1500000 PRN SOLE 0 0 1500000 CHINA INFRASTRUCTURE 0% 2012 CONV 295259864 6399 6230000 PRN SOLE 0 0 6230000 CHESAPEAKE ENERGY COM 165167107 5782 147500 SH SOLE 0 0 147500 CHESAPEAKE 4.50% PFD CV 165167842 19803 176423 SH SOLE 0 0 176423 CHESAPEAKE 2.75% 2035 CONV 165167BW6 9392 8000000 PRN SOLE 0 0 8000000 CHESAPEAKE 5% 12/31/49 PFD CV 165167826 15480 129721 SH SOLE 0 0 129721 CALAMOS CVT AND HIGH INCOME COM 12811P108 1315 100000 SH SOLE 0 0 100000 CIENA CORP 0.25% 5/1/13 CONV 171779AB7 3119 2990000 PRN SOLE 0 0 2990000 CIT GROUP 7.75% 11/15/15 PFD CV 125581405 32691 1734318 SH SOLE 0 0 1734318 PREFFERED COMVERSE TECHNOLOGY INC. COM 205862402 3795 220000 SH SOLE 0 0 220000 COMVERSE TECHNOLOGY INC CONV 205862AM7 19777 17990000 PRN SOLE 0 0 17990000 CENTERPOINT ENERGY PFD CV 15189T206 2660 81591 SH SOLE 0 0 81591 COHERENT INC COM 192479103 1254 50000 SH SOLE 0 0 50000 COMPUWARE CORP COM 205638109 1776 200000 SH SOLE 0 0 200000 CHARLES RIVER LAB 2.25% 2013 CONV 159864AB3 8944 6074000 PRN SOLE 0 0 6074000 CSX CORP CONV 126408GA5 698 447000 PRN SOLE 0 0 447000 CV THERAPEUTICS 3.25% OF 2013 CONV 126667AG9 5773 7190000 PRN SOLE 0 0 7190000 DEVON ENERGY 4.9% 2008 CONV 25179MAA1 4733 2714000 PRN SOLE 0 0 2714000 CYPRESS SEMICONDUCTOR CO. 1% CONV 232806AK5 3277 2039000 PRN SOLE 0 0 2039000 2009 CYBERONICS 3% 2012 CONV 23251PAA0 1272 1685000 PRN SOLE 0 0 1685000 CYMER INC 3.5 OF 2009 CONV 232572AE7 3063 3000000 PRN SOLE 0 0 3000000 DEVELOPERS DIVERSIFIED 3% 2012 CONV 251591AS2 12802 15000000 PRN SOLE 0 0 15000000 DANAHER CORP CONV 235851AF9 2632 2060000 PRN SOLE 0 0 2060000 DIODES INC 2.25% 2026 CONV 254543AA9 12240 11904000 PRN SOLE 0 0 11904000 WALT DISNEY CONV 254687AU0 19715 17303000 PRN SOLE 0 0 17303000 DISH NETWORK CORP COM 25470M109 2037 54000 SH SOLE 0 0 54000 DICKS SPORTING GOODS FRN CONV 253393AB8 2998 2990000 PRN SOLE 0 0 2990000 DUNE ENERGY INC 10% (PIK) PFD CV 265338400 959 1026 SH SOLE 0 0 1026 DUNE ENERGY INC 10% 144A PFD CV 265338301 935 1000 SH SOLE 0 0 1000 AMDOCS LIMITEDORDINARY SHARES COM 2256908 4102 119000 SH SOLE 0 0 119000 AMDOCS CONV 02342TAD1 40360 39574000 PRN SOLE 0 0 39574000 DP WORLD LTD. COM B291WY5 1062 816542 SH SOLE 0 0 816542 DUKE REALTY LTD PARTNER 3.75% CONV 26441YAN7 1537 1689000 PRN SOLE 0 0 1689000 DRS TECHNOLOGIES CONV 23330XAK6 17303 15906000 PRN SOLE 0 0 15906000 ELECTRONIC DATA SYSTEMS CORP3. CONV 285661AF1 8979 9000000 PRN SOLE 0 0 9000000 EASTMAN KODAK COMPANY3.3750000 CONV 277461BE8 45804 45124000 PRN SOLE 0 0 45124000 EMC COM 268648102 1390 75000 SH SOLE 0 0 75000 EMC CORP 12/1/2011 CONV 268648AK8 29848 22086000 PRN SOLE 0 0 22086000 EMC CORP 12/1/2011 CONV 268648AJ1 218 161000 PRN SOLE 0 0 161000 EMC CORP 1.75% 2013 CONV 268648AM4 2758 2023000 PRN SOLE 0 0 2023000 EQIX 5.5% PFD CV 22541L889 2683 30857 SH SOLE 0 0 30857 EQUINIX INC. 2.5% 4/2012 CONV 29444UAF3 7894 6991000 PRN SOLE 0 0 6991000 EQUINIX INC 3% 10/15/14 CONV 29444UAG1 7991 6500000 PRN SOLE 0 0 6500000 E*TRADE COM 269246104 89 25000 SH SOLE 0 0 25000 ENTERGY CORP. 7.625% PFD CV 29364G202 29448 410422 SH SOLE 0 0 410422 EDWARDS LIFE 3.875% 2033 CONV 28176EAB4 7352 7205000 PRN SOLE 0 0 7205000 EXCEL MARITIME 1.875% 10/15/27 CONV 300668AA8 1661 2000000 PRN SOLE 0 0 2000000 ADVANCED MEDICAL OPTICS, INC.2 CONV 00763MAG3 7308 7960000 PRN SOLE 0 0 7960000 FORD MOTOR CO. PFD CV 345395206 12712 391732 SH SOLE 0 0 391732 FORD MOTOR 4.25% 2036 CONV 345370CF5 17874 17981000 PRN SOLE 0 0 17981000 FOREST CITY ENTERPRISES-CL A CONV 345550AH0 31102 33143000 PRN SOLE 0 0 33143000 FAIRCHILD SEMI CONV 303727AJ0 7927 8000000 PRN SOLE 0 0 8000000 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 5122 50000 SH SOLE 0 0 50000 FREEPORT-MCMORAN COPPER & GOLD PFD CV 35671D790 8700 3903 SH SOLE 0 0 3903 FREEPORT-MCMORAN PFD PFD CV 35671D782 41500 275774 SH SOLE 0 0 275774 FLEETWOOD ENTERPRISES, INC5.00 CONV 339099AD5 1862 2000000 PRN SOLE 0 0 2000000 FLEXTRONICS INTERNATIONAL LTD1 CONV 33938EAL1 11948 11622000 PRN SOLE 0 0 11622000 FLUOR CORP CONV 343412AA0 1754 673000 PRN SOLE 0 0 673000 FANNIE MAE COM 313586109 1439 36000 SH SOLE 0 0 36000 FANNIE MAE 5.375% PFD CV 313586810 44890 536 SH SOLE 0 0 536 WILSON GREATBATCH 2.25% CONV 39153LAB2 6402 7500000 PRN SOLE 0 0 7500000 06/15/13 GENERAL MTRS CORP5.25% SRS B C PFD CV 370442733 27701 1418926 SH SOLE 0 0 1418926 GOODRICH PETROLEUM CORP COM 382410405 35 1534 SH SOLE 0 0 1534 GOODRICH PETROLEUM CORP 3.25% CONV 382410AB4 6103 7500000 PRN SOLE 0 0 7500000 2026 GENTING/ RESORTS WORLD 1% 2008 CONV 181974212 3783 2250000 PRN SOLE 0 0 2250000 GENZYME COM 372917104 1861 25000 SH SOLE 0 0 25000 GENZYME CORPORATION1.25000000 CONV 372917AN4 28153 24393000 PRN SOLE 0 0 24393000 GAFISA S.A. COM 362607301 1037 27700 SH SOLE 0 0 27700 GILEAD SCIENCES CONV 375558AG8 30419 23155000 PRN SOLE 0 0 23155000 GILEAD SCIENCES .625% 2013 CONV 375558AH6 2550 1900000 PRN SOLE 0 0 1900000 GILEAD SCIENCES CONV 375558AF0 1133 844000 PRN SOLE 0 0 844000 GAMESTOP CORP-CL A COM 36467W109 10099 162600 SH SOLE 0 0 162600 GATX CORP 5% 2023 CONV 361448AE3 1072 714000 PRN SOLE 0 0 714000 CITIGROUP FUNDING GENWORTH PFD CV 17308C858 3930 159535 SH SOLE 0 0 159535 09/27/08 GENERAL MOTORS CORPORATIONCONV PFD CV 370442717 15037 766022 SH SOLE 0 0 766022 GENERAL MOTORS 1.5% 2009 PFD CV 370442691 11796 487640 SH SOLE 0 0 487640 GETTY IMAGES INC CONV 374276AH6 2443 2500000 PRN SOLE 0 0 2500000 HALLIBURTON COM 406216101 2654 70000 SH SOLE 0 0 70000 HALLIBURTON COMPANY 3.125% CONV 406216AM3 16500 8148000 PRN SOLE 0 0 8148000 07/15/2023 SISTEMA HALS COM B1FRP85 439 45000 SH SOLE 0 0 45000 HCC INSURANCE HOLDINGS CONV 404132AB8 13720 10203000 PRN SOLE 0 0 10203000 HEALTH CARE REIT INC 4.75% CONV 42217KAP1 893 851000 PRN SOLE 0 0 851000 HECLA MINING CO. PFD 6.5% PFD CV 422704304 6849 69897 SH SOLE 0 0 69897 HEALTHSOUTH 6.5% PERP PFD CV 421924200 6382 7000 SH SOLE 0 0 7000 HEALTH MNGMT ASSOCIATES INC1.5 CONV 421933AF9 14741 15000000 PRN SOLE 0 0 15000000 HOLOGIC INC 2% STEP-CPN CONV 436440AA9 20635 19083000 PRN SOLE 0 0 19083000 12/15/37 HEWLETT-PACK 0% 2017 CONV 428236AC7 2267 2683000 PRN SOLE 0 0 2683000 HOSPITALITY PROP 3.8% 2027 CONV 44106MAK8 2783 3123000 PRN SOLE 0 0 3123000 HOSPITALITY PROP 3.8% 2027 CONV 44106MAJ1 618 694000 PRN SOLE 0 0 694000 HRPT PROPERTIES TRUST PFD CV 40426W507 13336 701869 SH SOLE 0 0 701869 HOST HOTELS & RESORTS 2.625% CONV 44107TAE6 15413 17992000 PRN SOLE 0 0 17992000 2027 Huntsman Corp PFD CV 447011206 19700 400000 SH SOLE 0 0 400000 DESARROLLADORA HOMEX S.A. DE COM 25030W100 984 19900 SH SOLE 0 0 19900 C.V. HYNIX SEMI INC 0% 2011 CONV 269815907 3070 3000000 PRN SOLE 0 0 3000000 HYNIX SEMICONDUCTOR INC CONV 335665146 4099 4000000 PRN SOLE 0 0 4000000 INTEGRA LIFESCIENCES HLD 2.75% CONV 457985AG4 16185 17000000 PRN SOLE 0 0 17000000 2010 INTEGRA LIFESCIENCES HLD CONV 457985AH2 2283 2500000 PRN SOLE 0 0 2500000 2.375% 2012 INTL GAME TECH COM 459902102 12018 273579 SH SOLE 0 0 273579 INTL GAME TECH 2.6% 2036 CONV 459902AP7 51413 50596000 PRN SOLE 0 0 50596000 INTL GAME TECH 2.6% 2036 CONV 459902AN2 6884 6775000 PRN SOLE 0 0 6775000 IIG FUNDING 6.75% 2012 CONV 303097157 1934 2000000 PRN SOLE 0 0 2000000 INCYTE CORPORATIONCMN COM 45337C102 216 21500 SH SOLE 0 0 21500 INTEL CORP 2.95% 2035 CONV 458140AD2 28849 26722000 PRN SOLE 0 0 26722000 IPC HOLDINGS LTD PFD CV G4933P119 21472 806227 SH SOLE 0 0 806227 INTERPUBLIC GROUP COSCMN COM 460690100 2027 250000 SH SOLE 0 0 250000 ELF SPECIAL FIN LTD FLTR 2009 CONV 285915AD6 14684 148 PRN SOLE 0 0 148 LIBOR+35 INTERPUBLIC GRP 4.5% 2023 CONV 460690AT7 33656 33453000 PRN SOLE 0 0 33453000 ISIS PHARM COM 464330109 906 57500 SH SOLE 0 0 57500 ISIS PHARM 2.625% FEB 2027 CONV 464337AE4 4880 3804000 PRN SOLE 0 0 3804000 ISIS PHARM 2.625% 2027 CONV 464337AD6 1270 990000 PRN SOLE 0 0 990000 ITRON INC 2.5% 2026 CONV 465741AJ5 12862 8000000 PRN SOLE 0 0 8000000 INVITROGEN CORPCMN COM 46185R100 445 4767 SH SOLE 0 0 4767 INVITROGEN 3.25% 2025 CONV 46185RAM2 8131 7000000 PRN SOLE 0 0 7000000 JAIPRAKASH ASSOCIATES CONV 312165599 964 550000 PRN SOLE 0 0 550000 JDSU UNIPHASE 1% 5/15/26 CONV 46612JAD3 9685 11909000 PRN SOLE 0 0 11909000 JNJ/ALZA CONV 02261WAB5 6827 7425000 PRN SOLE 0 0 7425000 JNJ/ALZA CONV 02261WAA7 206 224000 PRN SOLE 0 0 224000 KCC CORP 0% 10/30/12 CONV 327829908 6190 6000000 PRN SOLE 0 0 6000000 KENDLE INTERNATIONAL 3.375% CONV 48880LAA5 6147 5020000 PRN SOLE 0 0 5020000 2012 LIBERTY MEDIA/AOL CONV 530718AF2 2816 2705000 PRN SOLE 0 0 2705000 LAMAR ADVERTISING 2.875% 2010 CONV 512815AH4 5813 5000000 PRN SOLE 0 0 5000000 LAZARD LTD-CL A COM B081VQ7 2034 50000 SH SOLE 0 0 50000 LAZARD PFD PFD CV G54050110 10959 315706 SH SOLE 0 0 315706 LANDAMERICA FINANCIAL GRP INC3 CONV 514936AB9 3534 4000000 PRN SOLE 0 0 4000000 LIONS GATE 3.625% OF 2025 CONV 535919AG9 21515 21982000 PRN SOLE 0 0 21982000 LAB CORP CONV 50540RAG7 3719 3627000 PRN SOLE 0 0 3627000 Liner Tech Corp "A" 3% 2027 CONV 535678AC0 3618 3818000 PRN SOLE 0 0 3818000 Linear Tech Corp. B's 3.125% CONV 535678AD8 25917 26606000 PRN SOLE 0 0 26606000 2027 Linear Tech Corp. 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