-----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, AH3etf4C60aQRaC6cTodv9NtusLd7XGSj2fH4Yw72EoANditu0Kbw5H4svawCFkC Ok60wrdh/QSdBocznFZ+7w== 0001140361-08-025535.txt : 20081114 0001140361-08-025535.hdr.sgml : 20081114 20081114161912 ACCESSION NUMBER: 0001140361-08-025535 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081191620 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 ADVENT CAPITAL FORM 13F-HR 09-30-2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 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 11/13/2008 - -------------------- ------------ ---------- [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: 254 ----------- Form 13F Information Table Value Total: $2,552,476 ----------- (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 - ------------------------------ ---------------- --------- -------- --------- --- ---- ------- -------- ---- ------ -------- ADVANTAGE ENERGY INCOME FUND COM 00762L101 615 100000 SH SOLE 0 0 100000 ABB LTD-SPON ADR COM 000375204 158 12000 SH SOLE 0 0 12000 PLACER DOME INC2.75000000 10/1 CONV 725906AK7 9406 9445000 PRN SOLE 0 0 9445000 ADC TELECOM COM 000886309 1585 250000 SH SOLE 0 0 250000 ADC TELECOM B FLTR 2013 CONV 000886AB7 12608 21315000 PRN SOLE 0 0 21315000 ADC TELECOMUNICATIONS I CONV 000886AE1 5501 9290000 PRN SOLE 0 0 9290000 ARCHER DANIELS PFD 6.25% PFD CV 039483201 2188 76220 SH SOLE 0 0 76220 ALLERGAN INC 1.5% 04/01/26 CONV 018490AL6 30839 33418000 PRN SOLE 0 0 33418000 ASPEN INSURANCE HLDS LTD PFD CV G05384113 6290 160264 SH SOLE 0 0 160264 5.625% AAR CORP 1.625% 144a CONV 000361AJ4 4566 7451000 PRN SOLE 0 0 7451000 AAR CORP CONV 000361AH8 11403 15829000 PRN SOLE 0 0 15829000 AFFILIATED MANAGERS 5.15% PFD CV 00170F308 914 60000 SH SOLE 0 0 60000 10/15/37 AMG CAPITAL PFD 5.15% 10/15/37 PFD CV 00170F209 1295 85000 SH SOLE 0 0 85000 AFFILIATED MANAGERS 3.95% CONV 008252AK4 21987 34750000 PRN SOLE 0 0 34750000 8/15/38 AMGEN INC .125 "A" CONV 031162AN0 10927 11750000 PRN SOLE 0 0 11750000 AMGEN .375 02/01/13 CONV 031162AQ3 43199 48747000 PRN SOLE 0 0 48747000 AMKOR TECH CONV 031652AX8 1988 3000000 PRN SOLE 0 0 3000000 AMYLIN PHARM INC. 3% CONV 032346AF5 1505 3500000 PRN SOLE 0 0 3500000 ASML HOLDING NVADR CMN COM 2242253 702 40000 SH SOLE 0 0 40000 ALLIANT TECHSYS 2.75% CONV 018804AN4 3894 3957000 PRN SOLE 0 0 3957000 09/15/2011 AVNET INC.CMN COM 053807103 837 50000 SH SOLE 0 0 50000 AVERY DENNISON 7.875% PFD PFD CV 053611307 21076 621723 SH SOLE 0 0 621723 BANK OF AMERICA CORP PFD 7.25% PFD CV 060505682 50397 71995 SH SOLE 0 0 71995 BILL BARRETT CORP 5% 3/15/28 CONV 06846NAA2 4500 6614000 PRN SOLE 0 0 6614000 BEST BUY CONV 086516AF8 3958 5000000 PRN SOLE 0 0 5000000 BECKMAN COULTER 2.5% 2036 CONV 075811AD1 15664 18321000 PRN SOLE 0 0 18321000 BECKMAN COULTER 2.5% 12/2036 CONV 075811AC3 3286 3843000 PRN SOLE 0 0 3843000 GENERAL CABLE CORPCMN COM 369300108 598 35000 SH SOLE 0 0 35000 GENERAL CABLE CORP 1% 10/15/12 CONV 369300AK4 7777 12488000 PRN SOLE 0 0 12488000 GENERAL CABLE CORP 1% 10/15/12 CONV 369300AJ7 3810 6118000 PRN SOLE 0 0 6118000 GENERAL CABLE CORP CONV 369300AD0 9 18000 PRN SOLE 0 0 18000 SOTHEBY'S 3.125% 2013 144-A CONV 835898AB3 11991 22505000 PRN SOLE 0 0 22505000 BANK OF NEW YORK CO INC COM 064058100 1155 35000 SH SOLE 0 0 35000 Blackrock Inc CONV 09247XAB7 562 426000 PRN SOLE 0 0 426000 BOSTON PRIVATE FINANCIAL 3% CONV 101119AC9 22673 25560000 PRN SOLE 0 0 25560000 2027 BES FINANCE LTD. 1.25% CONV 344580732 35343 43200000 PRN SOLE 0 0 43200000 2/26/2011 BRISTOW GROUP IN PFD CV 110394400 6426 200000 SH SOLE 0 0 200000 BRISTOW GROUP 3% 06/15/38 CONV 110394AC7 1311 2461000 PRN SOLE 0 0 2461000 BOSTON PROP 2/15/14 144A CONV 10112RAM6 6172 8400000 PRN SOLE 0 0 8400000 Citigroup pfd 6.5% PFD CV 172967598 29469 903889 SH SOLE 0 0 903889 COMPUTER ASSOCIATES CONV 204912AQ2 19281 19004000 PRN SOLE 0 0 19004000 COOPER CAMERON 2.5% 2026 CONV 13342BAB1 14314 15424000 PRN SOLE 0 0 15424000 BROADWING INC PFD CV 171871403 960 30000 SH SOLE 0 0 30000 CROWN CASTLE INTL PFD CV 228227401 5200 140245 SH SOLE 0 0 140245 CARNIVAL CORP CONV 143658AN2 36021 42819000 PRN SOLE 0 0 42819000 CARNIVAL CORP 1.132% 04/29/33 CONV 143658AV4 22589 37609000 PRN SOLE 0 0 37609000 COEUR D'ALENE MINES CORP 3.25% CONV 192108AR9 1385 4181000 PRN SOLE 0 0 4181000 CADENCE DESIGN SYS INC. CONV 127387AD0 6461 11384000 PRN SOLE 0 0 11384000 CELANESE PFD CV 150870202 2575 133267 SH SOLE 0 0 133267 CEPHALON B 0% 06/15/2033 CONV 156708AL3 2087 1641000 PRN SOLE 0 0 1641000 CHINA INFRASTRUCTURE 0% 2012 CONV 295259864 918 1420000 PRN SOLE 0 0 1420000 CHESAPEAKE ENERGY COM 165167107 989 45000 SH SOLE 0 0 45000 CHESAPEAKE 4.50% PFD CV 165167842 403 6500 SH SOLE 0 0 6500 CHESAPEAKE 2.75% 2035 CONV 165167BW6 3149 4500000 PRN SOLE 0 0 4500000 CHESAPEAKE ENERGY 2.25% CONV 165167CB1 6488 12683000 PRN SOLE 0 0 12683000 12/15/38 CORE LABS .25% 10/31/11 CONV 21868FAB9 14176 16000000 PRN SOLE 0 0 16000000 COMVERSE TECHNOLOGY INC. COM 205862402 1454 200000 SH SOLE 0 0 200000 COMVERSE TECHNOLOGY INC CONV 205862AM7 3735 4000000 PRN SOLE 0 0 4000000 CONMED 2.5 2024 CONV 207410AD3 2418 3000000 PRN SOLE 0 0 3000000 CENTERPOINT ENERGY PFD CV 15189T206 1992 110091 SH SOLE 0 0 110091 COMPAL 0% 2010 CONV 217950541 3145 3800000 PRN SOLE 0 0 3800000 CARRIZO OIL & GAS, INC 4.375% CONV 144577AA1 19187 35844000 PRN SOLE 0 0 35844000 COMMSCOPE CONV 203372AD9 4236 4500000 PRN SOLE 0 0 4500000 CV THERAPEUTICS 3.25% OF 2013 CONV 126667AG9 4912 7277000 PRN SOLE 0 0 7277000 DEVELOPERS DIVERSIFIED 3% 2012 CONV 251591AS2 1520 3000000 PRN SOLE 0 0 3000000 DANAHER CORP CONV 235851AF9 11139 12560000 PRN SOLE 0 0 12560000 DINEEQUITY INC COM 254423106 325 18000 SH SOLE 0 0 18000 DICKS SPORTING GOODS FRN CONV 253393AB8 14073 20849000 PRN SOLE 0 0 20849000 AMDOCS LIMITEDORDINARY SHARES COM 2256908 2030 90000 SH SOLE 0 0 90000 AMDOCS CONV 02342TAD1 32 33000 PRN SOLE 0 0 33000 DUKE REALTY LTD PARTNER 3.75% CONV 26441YAN7 710 1000000 PRN SOLE 0 0 1000000 DIGITAL RIVER CONV 25388BAB0 4546 4600000 PRN SOLE 0 0 4600000 DST SYSTEMS (A) 4.125% 8/15/23 CONV 233326AB3 21459 22271000 PRN SOLE 0 0 22271000 EURONET WORLDWIDE INC. CONV 298736AD1 4140 4796000 PRN SOLE 0 0 4796000 ISHARES MSCI EAFE COM 464287465 4680 105000 SH SOLE 0 0 105000 EASTMAN KODAK COMPANY3.3750000 CONV 277461BE8 20902 25032000 PRN SOLE 0 0 25032000 EMC COM 268648102 412 35000 SH SOLE 0 0 35000 EMC CORP 12/1/2011 CONV 268648AK8 42065 44810000 PRN SOLE 0 0 44810000 EMC CORP 12/1/2011 CONV 268648AJ1 151 161000 PRN SOLE 0 0 161000 EMC CORP 1.75% 2013 CONV 268648AM4 4119 4513000 PRN SOLE 0 0 4513000 EQUINIX INC. 2.5% 4/2012 CONV 29444UAF3 8924 12542000 PRN SOLE 0 0 12542000 EQUITY RESIDENTIAL 3.85% 2026 CONV 26884AAV5 3886 4500000 PRN SOLE 0 0 4500000 ENTERGY CORP. 7.625% PFD CV 29364G202 17318 372422 SH SOLE 0 0 372422 FORD MOTOR CO. 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PFD 6.5% PFD CV 422704304 1928 74451 SH SOLE 0 0 74451 HEALTHSOUTH 6.5% PERP PFD CV 421924200 3565 7000 SH SOLE 0 0 7000 WEBMD CORP1.75000000 06/15/202 CONV 94769MAE5 6409 8000000 PRN SOLE 0 0 8000000 HOLOGIC, INC COM 436440101 1958 160000 SH SOLE 0 0 160000 HOLOGIC INC 2% STEP-CPN CONV 436440AA9 20716 39663000 PRN SOLE 0 0 39663000 12/15/37 HOSPITALITY PROP 3.8% 2027 CONV 44106MAK8 19414 33663000 PRN SOLE 0 0 33663000 HOSPITALITY PROP 3.8% 2027 CONV 44106MAJ1 400 694000 PRN SOLE 0 0 694000 HOST HOTELS 3.25% 144A CONV 44108EAT5 3482 4000000 PRN SOLE 0 0 4000000 HOST HOTELS & RESORTS 2.625% CONV 44107TAE6 18469 29331000 PRN SOLE 0 0 29331000 2027 INTEGRA LIFESCIENCES HLD 2.75% CONV 457985AG4 10868 13287000 PRN SOLE 0 0 13287000 2010 INTERCONTINENTALEXCHANGE INC COM 45865V100 2567 30000 SH SOLE 0 0 30000 ICONIX 1.875% 06/30/12 CONV 451055AB3 8529 15634000 PRN SOLE 0 0 15634000 INFINEON TECHNOLOGIES COM 45662N103 1017 325000 SH SOLE 0 0 325000 INTL GAME TECH 2.6% 2036 CONV 459902AP7 3322 3662000 PRN SOLE 0 0 3662000 INFORMATICA 3% 2026 CONV 45666QAB8 3048 3500000 PRN SOLE 0 0 3500000 INTEL CORP COM 458140100 1779 111000 SH SOLE 0 0 111000 INTEL CORP 2.95% 2035 CONV 458140AD2 23204 32299000 PRN SOLE 0 0 32299000 ELF SPECIAL FIN LTD FLTR 2009 CONV 285915AD6 8139 90 PRN SOLE 0 0 90 LIBOR+35 INTERPUBLIC GRP 4.25% 2023 CONV 460690BA7 16653 23833000 PRN SOLE 0 0 23833000 ISIS PHARM COM 464330109 949 67500 SH SOLE 0 0 67500 ITERMUNE, INC COM 45884X103 2408 163500 SH SOLE 0 0 163500 INVITROGEN 3.25% 2025 CONV 46185RAM2 26710 33328000 PRN SOLE 0 0 33328000 JNJ/ALZA CONV 02261WAB5 5378 6274000 PRN SOLE 0 0 6274000 KEY PFD 7.75% 12/31/49 PFD CV 493267405 23869 248607 SH SOLE 0 0 248607 KINROSS GOLD CORP 1.75% 2028 CONV 496902AB3 14946 24360000 PRN SOLE 0 0 24360000 KENDLE INTERNATIONAL 3.375% CONV 48880LAA5 2424 4000000 PRN SOLE 0 0 4000000 2012 KANSAS CITY SOUTHERN 5.125 PFD CV 485170807 1071 1000 SH SOLE 0 0 1000 PREP LAMAR ADVERTISING 2.875% 2010 CONV 512815AH4 10728 14500000 PRN SOLE 0 0 14500000 LEAP WIRELESS 4.5% 07/15/14 CONV 521863AK6 1050 2000000 PRN SOLE 0 0 2000000 LEHMAN BROTHERS HOLDINGS PFD CV 52523J453 1 1200 SH SOLE 0 0 1200 LIONS GATE 3.625% OF 2025 CONV 535919AG9 3603 5000000 PRN SOLE 0 0 5000000 LAB CORP CONV 50540RAG7 15144 17996000 PRN SOLE 0 0 17996000 L-3 COMM CORP 3% 2035 CONV 502413AW7 13097 13430000 PRN SOLE 0 0 13430000 Linear Tech Corp. B's 3.125% CONV 535678AD8 14424 16208000 PRN SOLE 0 0 16208000 2027 LEGG MASON INC 7% PFD CV 524901303 5909 263244 SH SOLE 0 0 263244 Loews Corp - Carolina Group COM 544147101 2799 42500 SH SOLE 0 0 42500 LIFEPOINT HOSPITALS INCCMN COM 53219L109 240 10000 SH SOLE 0 0 10000 LSI CORP CONV 502161AJ1 8012 8708000 PRN SOLE 0 0 8708000 LUCENT TECHNOLOGIES CAP TR ICO PFD CV 549462307 7952 29726 SH SOLE 0 0 29726 LUCENT TECH CONV 549463AG2 10658 14782000 PRN SOLE 0 0 14782000 LUCENT TECHNOLOGIES INC.2.7500 CONV 549463AH0 7789 16383000 PRN SOLE 0 0 16383000 MEDTRONIC INC 1.5% 2011 CONV 585055AL0 21040 22793000 PRN SOLE 0 0 22793000 MEDTRONIC INC 1.625% CONV 585055AM8 49012 56953000 PRN SOLE 0 0 56953000 MASSEY ENERGY CO. 3.25% CONV 576203AJ2 6879 12334000 PRN SOLE 0 0 12334000 08/01/15 MERRILL LYNCH 0% 2032 CONV 590188W46 114510 111819000 PRN SOLE 0 0 11819000 METLIFE INC 6.375% PFD CV 59156R702 12107 1396447 SH SOLE 0 0 1396447 MILLIPORE 3.75% 2026 CONV 601073AD1 29560 36585000 PRN SOLE 0 0 36585000 Merck & Co. 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