-----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, R1BzzaviKnXq+YVuElylfhI1m4XkivOQxoESAm9boGHtmj3W/5OYKJVaPNWHXb9i HPFswu6Imk5tbDmPmVCtig== 0001140361-10-033600.txt : 20100816 0001140361-10-033600.hdr.sgml : 20100816 20100816122626 ACCESSION NUMBER: 0001140361-10-033600 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 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: 101018164 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: 6/30/2010 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: 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 8/16/2010 - --------------------------------- --------------------------------- ---------- [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: 1 Form 13F Information Table Entry Total: 333 Form 13F Information Table Value Total: $ 4,530,946 -------------- (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. No. Form 13F File Number Name 1 028-11097 Claymore Advisors, LLC - ---- -------------------- ----------------------------------------------------
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- HIGH TECH COMPUTER CORP --LISTED CERT COM 009137207 699 38000 SH SOLE 0 0 38000 ALCOA CONV 013817AT8 1125 602000 PRN SOLE 0 0 602000 APPLE COMPUTER INC COM 37833100 2058 8000 SH SOLE 0 0 8000 ASBURY AUTO GROUP CONV 043436AG9 4131 4380000 PRN SOLE 0 0 4380000 AMERICREDIT CORP CONV 03060RAP6 1415 1426000 PRN SOLE 0 0 1426000 ADC TELECOM CONV 000886AF8 7087 7181000 PRN SOLE 0 0 7181000 ARCHER DANIELS PFD 6.25% PFD CV 39483201 9821 255698 SH SOLE 0 0 255698 ARCHER DANIELS CONV 039483AW2 35433 35913000 PRN SOLE 0 0 35913000 ALLIANCE DATA SYSTEMS CONV 018581AD0 10856 11169000 PRN SOLE 0 0 11169000 ALLIANCE DATA CONV 018581AC2 7074 5120000 PRN SOLE 0 0 5120000 AGCO CORP CONV 001084AM4 8746 8129000 PRN SOLE 0 0 8129000 ALLERGAN INC CONV 018490AL6 46774 41601000 PRN SOLE 0 0 41601000 ASSURED GUARANTY PFD CV G0585R122 1585 23500 SH SOLE 0 0 23500 AMERIGROUP CORPORATION CONV 03073TAB8 8984 8502000 PRN SOLE 0 0 8502000 ASPEN INSURANCE HLDS LTD 5.625% PFD CV G05384113 3234 61464 SH SOLE 0 0 61464 AAR CORP 1.625% 144a CONV 000361AJ4 9424 11328000 PRN SOLE 0 0 11328000 AAR CORP CONV 000361AH8 7690 8320000 PRN SOLE 0 0 8320000 ADVANCED MICRO DEVICES COM 7903107 10 1300 SH SOLE 0 0 1300 ADVANCED MICRO DEVICES CONV 007903AN7 25141 24954000 PRN SOLE 0 0 24954000 AFFILIATED MANAGERS GROUP COM 8252108 496 7000 SH SOLE 0 0 7000 AFFILIATED MANAGERS CONV 008252AL2 53502 53909000 PRN SOLE 0 0 53909000 AMGEN INC B's CONV 031162AQ3 61894 61711000 PRN SOLE 0 0 61711000 AMYLIN PHARMACEUTICALS COM 32346108 95 5000 SH SOLE 0 0 5000 AMYLIN PHARM CONV 032346AF5 32443 37262000 PRN SOLE 0 0 37262000 ANGLO AMERICAN PLC CONV 424806734 3284 2100000 PRN SOLE 0 0 2100000 ANGLOGOLD HOLDINGS 144a CONV 03512QAA5 9429 8450000 PRN SOLE 0 0 8450000 ANGLOGOLD HOLDINGS REGS CONV 430548056 1120 1000000 PRN SOLE 0 0 1000000 ALPHA NATURAL RESOURCES INC COM 02076X102 61 1600 SH SOLE 0 0 1600 ALPHA NATURAL RESOURCES CONV 02076XAA0 16809 16020000 PRN SOLE 0 0 16020000 AMERICAN ORIENTAL BIOENGINEERING CONV 028731AA5 6943 9849000 PRN SOLE 0 0 9849000 APACHE CORP PFD CV 37411808 47435 871400 SH SOLE 0 0 871400 ARCELOR MITTAL CONV 03938LAK0 26224 20608000 PRN SOLE 0 0 20608000 ALEXANDRIA REAL ESTATE PFD CV 15271505 12892 553307 SH SOLE 0 0 553307 ARVINMERTIOR CONV 043353AH4 899 1000000 PRN SOLE 0 0 1000000 ARRIS GROUP INC CONV 04269QAC4 14772 15475000 PRN SOLE 0 0 15475000 ALLEGHENY TECHNOLOGIES 4.25% CONV 01741RAD4 3336 2455000 PRN SOLE 0 0 2455000 ALLIANT TECH SYSTEMS CONV 018804AN4 8659 8763000 PRN SOLE 0 0 8763000 ALLIANT TECH SYSTEMS CONV 018804AH7 4863 4932000 PRN SOLE 0 0 4932000 ANIXTER INTL CONV 035290AJ4 30695 31855000 PRN SOLE 0 0 31855000 BANK OF AMERICA CORP COM 60505104 70 5000 SH SOLE 0 0 5000 BANK OF AMERICA CRP PFD CV 60505682 57818 62574 SH SOLE 0 0 62574 BEST BUY COM 86516101 1622 46809 SH SOLE 0 0 46809 BEST BUY CONV 086516AF8 1580 1500000 PRN SOLE 0 0 1500000 BECKMAN COULTER COM 75811109 1751 38200 SH SOLE 0 0 38200 BECKMAN COULTER CONV 075811AD1 43635 42654000 PRN SOLE 0 0 42654000 BANCO ESPIRITO SANTO SA CONV 498718724 6988 7300000 PRN SOLE 0 0 7300000 GENERAL CABLE CORP CONV 369300AD0 12388 13986000 PRN SOLE 0 0 13986000 SOTHEBY'S CONV 835898AC1 19203 18042000 PRN SOLE 0 0 18042000 BIOGEN IDEC COM 09062X103 559 10000 SH SOLE 0 0 10000 BIOMED REALTY CONV 09064AAB7 3695 3286000 PRN SOLE 0 0 3286000 BIOMARIN PHARM 2.50% 2013 CONV 09061GAC5 14714 10450000 PRN SOLE 0 0 10450000 BRE PROPERTIES INC CONV 05564EBH8 4226 4200000 PRN SOLE 0 0 4200000 BLD INVESTMENTS PTE LTD CONV 495805334 4088 5000000 PRN SOLE 0 0 5000000 PEABODY ENERGY CORP CONV 704549AG9 8256 7771000 PRN SOLE 0 0 7771000 ENERCOAL RESOURCES BUMI CONV 443207971 9005 9900000 PRN SOLE 0 0 9900000 BORG-WARNER CONV 099724AF3 11049 7654000 PRN SOLE 0 0 7654000 BOSTON PROPERTIES CONV 10112RAM6 29071 28185000 PRN SOLE 0 0 28185000 BOSTON PROPERTIES CONV 10112RAG9 2403 2222000 PRN SOLE 0 0 2222000 CITIGROUP COM 172967101 1248 304284 SH SOLE 0 0 304284 CITIGROUP PFD 7.5% PFD CV 172967416 47181 388260 SH SOLE 0 0 388260
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- CONTINENTAL AIR PFD CV 210796306 1627 50000 SH SOLE 0 0 50000 CONTINENTAL AIRLINES CONV 210795PU8 6326 4387000 PRN SOLE 0 0 4387000 CAMERON INTERNATIONAL CORP COM 13342B105 6117 154500 SH SOLE 0 0 154500 CAMERON INTL CONV 13342BAB1 21047 16900000 PRN SOLE 0 0 16900000 AVIS BUDGET GRP CONV 053774AA3 17924 17470000 PRN SOLE 0 0 17470000 CUBIST PHARM CONV 229678AC1 7283 7460000 PRN SOLE 0 0 7460000 CROWN CASTLE INTL PFD CV 228227401 7508 128095 SH SOLE 0 0 128095 CARNIVAL CORP CONV 143658AN2 33863 31928000 PRN SOLE 0 0 31928000 COEUR D'ALENE MINES CORP 3.25% CONV 192108AR9 4810 5220000 PRN SOLE 0 0 5220000 CENTRAL EUROPEAN DISTRIBUTION CORP. COM 153435102 287 11000 SH SOLE 0 0 11000 CENTRAL EURO DIST CORP CONV 153435AA0 14175 16046000 PRN SOLE 0 0 16046000 CELGENE CORPCMN COM 151020104 551 10000 SH SOLE 0 0 10000 CEPHALON INC. COM 156708109 57 1000 SH SOLE 0 0 1000 CEPHALON INC CONV 156708AR0 34207 31906000 PRN SOLE 0 0 31906000 CENTRAL EURO MEDIA ENTER 3.5% 3/15/13 CONV 153443AD8 12986 16117000 PRN SOLE 0 0 16117000 CHINA GREEN HOLDINGS CONV 312820805 11327 75000000 PRN SOLE 0 0 75000000 CHINA GREEN HOLDINGS 4/12/13 CONV 497365253 18338 126500000 PRN SOLE 0 0 126500000 CHINA HIGH SPEED CONV 360904212 27415 158400000 PRN SOLE 0 0 158400000 CHINA OVERSEAS CONV 296963571 3476 2700000 PRN SOLE 0 0 2700000 CHESAPEAKE ENERGY COM 165167107 105 5000 SH SOLE 0 0 5000 CHESAPEAKE 4.50% PFD CV 165167842 534 6500 SH SOLE 0 0 6500 CHESAPEAKE ENERGY CONV 165167BW6 8115 8990000 PRN SOLE 0 0 8990000 CHESAPEAKE ENERGY CONV 165167CB1 26411 35344000 PRN SOLE 0 0 35344000 CHARMING SHOPPES CONV 161133AE3 10109 12756000 PRN SOLE 0 0 12756000 CIENA CORP CONV 171779AB7 26545 30777000 PRN SOLE 0 0 30777000 CIENA CORP CONV 171779AE1 2721 4069000 PRN SOLE 0 0 4069000 CIT TL L+1000 PFD CV BL541410 1888 1833027 SH SOLE 0 0 1833027 CMS ENERGY CONV 125896AW0 2314 1865000 PRN SOLE 0 0 1865000 CENTERPOINT ENERGY PFD CV 15189T206 3536 111791 SH SOLE 0 0 111791 Cooper RTS COM 21676P202 1816 55040 SH SOLE 0 0 55040 COOPER STANDARD HOLDINGS INC COM 21676P103 4 119 SH SOLE 0 0 119 CORE PROJECTS & TECH 7% CONV 498317576 2021 2000000 PRN SOLE 0 0 2000000 CARRIZO OIL & GAS CONV 144577AA1 5423 6147000 PRN SOLE 0 0 6147000 CSG SYSTEMS 144a CONV 126349AC3 4566 4600000 PRN SOLE 0 0 4600000 COINSTAR CONV 19259PAF9 10793 8030000 PRN SOLE 0 0 8030000 CATALYST PAPER CORP. COM 2342733 125 859500 SH SOLE 0 0 859500 COMMSCOPE INCCMN COM 203372107 102 5000 SH SOLE 0 0 5000 COMMSCOPE CONV 203372AG2 4850 4750000 PRN SOLE 0 0 4750000 COVANTA HOLDINGS CONV 22282EAC6 3776 3500000 PRN SOLE 0 0 3500000 CEMEX SAB CONV 151290AU7 25112 25112000 PRN SOLE 0 0 25112000 DOMINION RESOURCES 2.125% 2023 CONV 25746UAT6 5679 4765000 PRN SOLE 0 0 4765000 DANAHER CORP CONV 235851AF9 11990 10729000 PRN SOLE 0 0 10729000 DIODES INC COM 254543101 679 38400 SH SOLE 0 0 38400 DOLE FOOD PFD CV 90213B208 13075 1213980 SH SOLE 0 0 1213980 DELPHI AUTOMOTIVE B SHARES COM KYN10170 733 50 SH SOLE 0 0 50 DST SYSTEMS C's CONV 233326AE7 4271 4150000 PRN SOLE 0 0 4150000 EASTMAN KODAK CONV 2774618Z5 8139 9265000 PRN SOLE 0 0 9265000 EMC COM 268648102 1069 54000 SH SOLE 0 0 54000 EMC CORP CONV 268648AK8 89031 68926000 PRN SOLE 0 0 68926000 EMC CORP CONV 268648AM4 14400 10697000 PRN SOLE 0 0 10697000 EL PASO PFD CV 28336L604 18649 17494 SH SOLE 0 0 17494 EQUINIX INC CONV 29444UAF3 37779 36335000 PRN SOLE 0 0 36335000 EQUITY RESIDENTIAL 3.85% 2026 CONV 26884AAV5 2343 2300000 PRN SOLE 0 0 2300000 HANOVER COMPRESS CONV 410768AE5 11398 11787000 PRN SOLE 0 0 11787000 FORD MOTOR CO. COM 345370860 128 10000 SH SOLE 0 0 10000 FORD MOTOR CO. PFD CV 345395206 61081 1312445 SH SOLE 0 0 1312445 FORD MOTOR CONV 345370CN8 20689 13553000 PRN SOLE 0 0 13553000 FOREST CITY ENT PFD CV 345550602 7386 145296 SH SOLE 0 0 145296 FOREST CITY ENTERPRISES CL A COM 345550107 194 15252 SH SOLE 0 0 15252 FOREST CITY CONV 345550AK3 4952 4763000 PRN SOLE 0 0 4763000
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- FOREST CITY ENT CONV 345550AL1 4132 3582000 PRN SOLE 0 0 3582000 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 179 2500 SH SOLE 0 0 2500 FIFTH THIRD BANK PFD CV 316773209 10900 83366 SH SOLE 0 0 83366 FLUOR CORP COM 343412102 241 5000 SH SOLE 0 0 5000 FLUOR CORP CONV 343412AA0 1714 987000 PRN SOLE 0 0 987000 COM 35906A108 90 11761 SH SOLE 0 0 11761 ULTRASHORT FTSE/XINHUA CHINA COM 74347X567 1842 51350 SH SOLE 0 0 51350 WILSON GREATBATCH CONV 39153LAB2 6356 6945000 PRN SOLE 0 0 6945000 GENERAL MTRS CORP5.25% SRS B C PFD CV 370442733 4254 553912 SH SOLE 0 0 553912 GOODRIGH PETROLEUM CONV 382410AB4 8914 9303000 PRN SOLE 0 0 9303000 GOODRICH PETROLEUM CONV 382410AC2 5500 6454000 PRN SOLE 0 0 6454000 General Electric COM 369604103 1652 102500 SH SOLE 0 0 102500 GENZYME COM 372917104 2087 30000 SH SOLE 0 0 30000 GAYLORD ENTERTAINMENT CONV 367905AE6 16797 13455000 PRN SOLE 0 0 13455000 GOLDCORP INC COM 380956409 39 1000 SH SOLE 0 0 1000 GOLDCORP INC. CONV 380956AB8 21930 19179000 PRN SOLE 0 0 19179000 GENERAL GROWTH PROPERTIES COM 370021107 1342 96375 SH SOLE 0 0 96375 GENERAL GROWTH PROP CONV 36170XAA3 7833 7429000 PRN SOLE 0 0 7429000 GILEAD SCIENCES INC COM 375558103 263 7900 SH SOLE 0 0 7900 GILEAD SCIENCES CONV 375558AG8 31950 31411000 PRN SOLE 0 0 31411000 GILEAD SCIENCES CONV 375558AH6 16948 15792000 PRN SOLE 0 0 15792000 GILEAD SCIENCES CONV 375558AL7 10016 10000000 PRN SOLE 0 0 10000000 GILEAD SCIENCES CONV 375558AM5 21421 21400000 PRN SOLE 0 0 21400000 GROUP 1 AUTO INC CONV 398905AE9 11279 14491000 PRN SOLE 0 0 14491000 GENERAL MOTORS CORPORATIONCONV PFD CV 370442717 1779 229100 SH SOLE 0 0 229100 GOLDN STAR RESOURCES CONV 38119TAC8 5841 5513000 PRN SOLE 0 0 5513000 GREAT PLAINS ENERGY 06/15/2012 PFD CV 391164803 20760 338931 SH SOLE 0 0 338931 GENCORP INC. 144a CONV 368682AM2 6500 7131000 PRN SOLE 0 0 7131000 HEALTH CARE REIT INC CONV 42217KAP1 5842 5391000 PRN SOLE 0 0 5391000 HUMAN GENOME COM 444903108 280 10800 SH SOLE 0 0 10800 HUMAN GENOME CONV 444903AK4 14450 8118000 PRN SOLE 0 0 8118000 HARTFORD FINANCIAL PFD CV 416515708 28978 1182782 SH SOLE 0 0 1182782 HEALTHSOUTH 6.5% PFD PFD CV 421924408 3760 4500 SH SOLE 0 0 4500 HEALTH MGMT ASSOC 144a CONV 421933AJ1 6475 6277000 PRN SOLE 0 0 6277000 HOME PROPERTIES INC 4.125% 2026 CONV 43730EAA4 2699 2700000 PRN SOLE 0 0 2700000 HOLOGIC INC CONV 436440AA9 66827 75885000 PRN SOLE 0 0 75885000 HONEYWELL INTERNATIONAL COM 438516106 2319 54100 SH SOLE 0 0 54100 HORNBECK OFFSHORE CONV 440543AE6 20451 25504000 PRN SOLE 0 0 25504000 HOST HOTELS 144a CONV 44108EAT5 32974 31511000 PRN SOLE 0 0 31511000 HOST HOTELS & RESORTS CONV 44107TAE6 6722 7005000 PRN SOLE 0 0 7005000 INTEGRA LIFESCIENCES CONV 457985AH2 28073 29455000 PRN SOLE 0 0 29455000 ICONIX CONV 451055AB3 15749 16546000 PRN SOLE 0 0 16546000 INTL GAME TECH COM 459902102 15 1000 SH SOLE 0 0 1000 INTL GAME TECH CONV 459902AQ5 36447 32782000 PRN SOLE 0 0 32782000 INMARSAT PLC CONV 331843523 12702 10900000 PRN SOLE 0 0 10900000 INTEL CORP COM 458140100 1507 73150 SH SOLE 0 0 73150 INTEL CORP CONV 458140AD2 48364 48267000 PRN SOLE 0 0 48267000 INTEL CORP CONV 458140AF7 15866 13427000 PRN SOLE 0 0 13427000 INTERPUBLIC GROUP CONV 460690BE9 18723 17170000 PRN SOLE 0 0 17170000 INGERSOLL-RAND CONV 45687AAD4 1974 926000 PRN SOLE 0 0 926000 ISIS PHARMACEUTICAL CONV 464337AE4 5049 5197000 PRN SOLE 0 0 5197000 JAGUAR MINING CONV 47009MAG8 6976 7390000 PRN SOLE 0 0 7390000 JAIPRAKASH ASSOCIATES CONV 312165599 18373 14450000 PRN SOLE 0 0 14450000 JDS UNIPHASE CONV 46612JAD3 10650 11576000 PRN SOLE 0 0 11576000 JEFFERIES GROUP CONV 472319AG7 39368 38520000 PRN SOLE 0 0 38520000 JNJ/ALZA CONV 02261WAB5 2043 2414000 PRN SOLE 0 0 2414000 JANUS CAPITAL GROUP CONV 47102XAG0 13790 12351000 PRN SOLE 0 0 12351000 KAISER ALUMINUM CONV 483007AA8 3852 3547000 PRN SOLE 0 0 3547000 KEY CORP PFD CV 493267405 47031 457942 SH SOLE 0 0 457942 KKR FINANCIAL CONV 48248AAD0 2599 2160000 PRN SOLE 0 0 2160000
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- KING PHARM CONV 495582AJ7 47140 52681000 PRN SOLE 0 0 52681000 KINROSS GOLD CONV 496902AD9 17394 17960000 PRN SOLE 0 0 17960000 KILROY REALTY LP CONV 49427RAC6 4780 4400000 PRN SOLE 0 0 4400000 Lyondell Class B COM B3T60K9 1811 100593 SH SOLE 0 0 100593 LARSEN & TOUBRO CONV 457843398 2719 2300000 PRN SOLE 0 0 2300000 LIBERTY GLOBAL CONV 530555AA9 2878 2255000 PRN SOLE 0 0 2255000 LENNAR CORP CONV 526057BC7 26821 29538000 PRN SOLE 0 0 29538000 LAB CORP CONV 50540RAG7 7631 7777000 PRN SOLE 0 0 7777000 LIFE TECHNOLOGIES CONV 46185RAM2 43176 40235000 PRN SOLE 0 0 40235000 L3 COMM COM 502424104 22 305 SH SOLE 0 0 305 L-3 COMMUNICATIONS CONV 502413AW7 29942 29765000 PRN SOLE 0 0 29765000 LEGG MASON PFD CV 524901303 5770 199718 SH SOLE 0 0 199718 Loews Corp - Carolina Group COM 544147101 1601 21000 SH SOLE 0 0 21000 LIFEPOINT HOSPITAL CONV 53219LAH2 32313 34114000 PRN SOLE 0 0 34114000 LIFEPOINT HOSPITAL CONV 53219LAG4 8536 8995000 PRN SOLE 0 0 8995000 LUCENT TECHNOLOGIES PFD CV 549462307 44247 58702 SH SOLE 0 0 58702 LIVE NATION CONV 538034AB5 21059 25160000 PRN SOLE 0 0 25160000 MACERICH CO 3.25% 3/15/12 CONV 554382AB7 4365 4465000 PRN SOLE 0 0 4465000 MEDTRONIC INC CONV 585055AM8 53608 53198000 PRN SOLE 0 0 53198000 MASSEY ENERGY CONV 576203AJ2 26401 30807000 PRN SOLE 0 0 30807000 MENTOR GRAPHICS CONV 587200AF3 13402 13399000 PRN SOLE 0 0 13399000 ML GLOBAL LTD CONV 55276YAB2 7154 6543000 PRN SOLE 0 0 6543000 MGM MIRAGE CONV 552953BR1 46193 51382000 PRN SOLE 0 0 51382000 MORGANS HOTEL GROUP COM 61748W108 156 21000 SH SOLE 0 0 21000 MORGANS HOTEL GROUP CONV 61748WAB4 12464 16922000 PRN SOLE 0 0 16922000 MEAD JOHNSON COM 582839106 606 11400 SH SOLE 0 0 11400 LIBERTY MEDIA CONV 530715AN1 1682 3276000 PRN SOLE 0 0 3276000 MEDICIS PHARMACEUTICALS CONV 58470KAA2 22053 21624000 PRN SOLE 0 0 21624000 MICROSOFT CORP COM 594918104 1987 77000 SH SOLE 0 0 77000 MICROSOFT CORP CONV 594918AE4 51213 49852000 PRN SOLE 0 0 49852000 MITTAL STEEL-CLASS A NY REG COM 03938L104 83 2700 SH SOLE 0 0 2700 MGIC INVESTMENT CORP. COM 552848103 64 7500 SH SOLE 0 0 7500 MGIC INVESTMENT CORP CONV 552848AD5 12945 12560000 PRN SOLE 0 0 12560000 MICRON TECH CONV 595112AH6 12632 14481000 PRN SOLE 0 0 14481000 MYLAN INC PFD CV 628530206 22861 21595 SH SOLE 0 0 21595 MYLAN LABS CONV 628530AG2 34916 34515000 PRN SOLE 0 0 34515000 NASH FINCH FRN 2035 CONV 631158AD4 8015 16915000 PRN SOLE 0 0 16915000 NAVISTAR INTERNATIONAL CONV 63934EAL2 34575 28200000 PRN SOLE 0 0 28200000 NABORS INDUSTRIES CONV 629568AP1 3958 4000000 PRN SOLE 0 0 4000000 NASDAQ STOCK MKT CONV 631103AA6 2668 2756000 PRN SOLE 0 0 2756000 NextEra Energy Inc. PFD CV 65339F309 24155 469934 SH SOLE 0 0 469934 NEWMONT MINING CORP COM 651639106 140 2500 SH SOLE 0 0 2500 NEWMONT MINING CONV 651639AK2 8129 6213000 PRN SOLE 0 0 6213000 NEWMONT MINING A's CONV 651639AH9 10743 8038000 PRN SOLE 0 0 8038000 NEWMONT MINING B's CONV 651639AJ5 4378 3250000 PRN SOLE 0 0 3250000 NII HOLDINGS CONV 62913FAJ1 11155 11600000 PRN SOLE 0 0 11600000 NII HOLDINGS CONV 62913FAF9 16654 16613000 PRN SOLE 0 0 16613000 ANNALY CAPITAL CONV 035710AA0 2698 2586000 PRN SOLE 0 0 2586000 NATIONAL RETAIL PROPERTY CONV 637417AC0 12597 11545000 PRN SOLE 0 0 11545000 NORTEL NETWORKS 2.125% 4/15/14 CONV 656568AE2 10680 13810000 PRN SOLE 0 0 13810000 NETAPP INC CONV 64110DAB0 3750 2650000 PRN SOLE 0 0 2650000 NUVASIVE INC. COM 670704105 871 26573 SH SOLE 0 0 26573 NUVASIVE INC CONV 670704AB1 24903 23995000 PRN SOLE 0 0 23995000 NEWELL FIN PFD 5.25% 12/01/27 PFD CV 651195307 4241 115950 SH SOLE 0 0 115950 NEWELL CONV 651229AH9 1644 857000 PRN SOLE 0 0 857000 NY COMM CAP TR PFD CV 64944P307 9454 192788 SH SOLE 0 0 192788 OMNICARE PFD CV 68214Q200 22411 607514 SH SOLE 0 0 607514 OMNICARE CONV 681904AL2 20451 23931000 PRN SOLE 0 0 23931000 OWENS-ILLINOIS INC CONV 69073TAQ6 45219 47316000 PRN SOLE 0 0 47316000 OIL SERVICE HLDERS TRUST COM 678002106 5 50 SH SOLE 0 0 50
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- OMNICOM GROUP CONV 682134AA9 14524 15030000 PRN SOLE 0 0 15030000 ON SEMICONDUCTOR COM 682189105 203 30000 SH SOLE 0 0 30000 ON SEMICONDUCTOR CONV 682189AG0 20007 20487000 PRN SOLE 0 0 20487000 ONYX PHARMACEUTICALS CONV 683399AB5 1001 1000000 PRN SOLE 0 0 1000000 ORBITAL SCIENCES CONV 685564AN6 6890 7136000 PRN SOLE 0 0 7136000 OLD REPUBLIC INTL CONV 680223AF1 36505 29908000 PRN SOLE 0 0 29908000 PETROBAKKEN ENERGY LTD CONV 010563240 50424 52800000 PRN SOLE 0 0 52800000 PRICELINE.COM CONV 741503AM8 33081 32296000 PRN SOLE 0 0 32296000 PREIT ASSOCIATES 4% 2012 CONV 740447AA5 7011 7462000 PRN SOLE 0 0 7462000 PROLOGIS CONV 743410AY8 23113 23951000 PRN SOLE 0 0 23951000 PPL CORPORATION 9.5% PFD PFD CV 69351T601 45182 810800 SH SOLE 0 0 810800 PREMIER OIL FINANCE CONV 304206161 1122 1000000 PRN SOLE 0 0 1000000 PENN VIRGINIA CORP. CONV 707882AA4 320 336000 PRN SOLE 0 0 336000 QUALCOMM INC. COM 747525103 1161 30500 SH SOLE 0 0 30500 QIAGEN CONV 254367179 1712 1500000 PRN SOLE 0 0 1500000 REINSURANCE GROUP OF AMERICA PFD CV 759351307 7969 127092 SH SOLE 0 0 127092 TRANSOCEAN INC COM B3KFWW1 0 2 SH SOLE 0 0 2 TRANSOCEAN B's CONV 893830AV1 32227 35141000 PRN SOLE 0 0 35141000 TRANSOCEAN C's CONV 893830AW9 11411 13129000 PRN SOLE 0 0 13129000 ROVI CORP. CONV 779376AA0 1937 1713000 PRN SOLE 0 0 1713000 RENTAL SERVICES CORP L+350 2L PFD CV 76010UAB7 1905 2000000 SH SOLE 0 0 2000000 RADIO SHACK COM 750438103 3821 177371 SH SOLE 0 0 177371 RADIOSHACK CORP CONV 750438AC7 29459 26160000 PRN SOLE 0 0 26160000 RADISYS CORP CONV 750459AE9 3012 3000000 PRN SOLE 0 0 3000000 RAYONIER INC CONV 75508AAB2 1970 1810000 PRN SOLE 0 0 1810000 RAYONIER INC CONV 75508AAD8 14596 12204000 PRN SOLE 0 0 12204000 SONIC AUTOMOTIVE INC CONV 83545GAQ5 19188 18226000 PRN SOLE 0 0 18226000 SBA COMMUNICATION CONV 78388JAN6 12118 11464000 PRN SOLE 0 0 11464000 SEADRILL LTD CONV 010395981 57480 56700000 PRN SOLE 0 0 56700000 SMITHFIELD FOODS CONV 832248AR9 27910 28669000 PRN SOLE 0 0 28669000 Shire plc 2.75% 14 CONV 299687482 19629 19763000 PRN SOLE 0 0 19763000 SIRIUS XM RADIO CONV 98375YAU0 35681 36053000 PRN SOLE 0 0 36053000 SVB FINANCIAL GROUP CONV 78486QAA9 26993 26227000 PRN SOLE 0 0 26227000 SAKS HOLDINGS CONV 79377WAL2 34286 37665000 PRN SOLE 0 0 37665000 ST MARY LAND & EXP CONV 792228AD0 2294 2163000 PRN SOLE 0 0 2163000 SALAMANDER ENERGY PLC 5% CONV 497505957 1130 1200000 PRN SOLE 0 0 1200000 PROSHARES ULTRASHORT BASIC MATERIALS COM 74347X617 524 15000 SH SOLE 0 0 15000 SANDISK CORP CONV 80004CAC5 61342 66431000 PRN SOLE 0 0 66431000 SYNOVUS FINANCIAL CORP PFD PFD CV 87161C204 10639 425000 SH SOLE 0 0 425000 SESI LLC CONV 78412FAH7 24642 26009000 PRN SOLE 0 0 26009000 SUNPOWER CORP CONV 867652AA7 2859 3232000 PRN SOLE 0 0 3232000 COM 832727101 331 15897 SH SOLE 0 0 15897 STEEL DYNAMICS CONV 858119AP5 27417 24028000 PRN SOLE 0 0 24028000 SUNTECH POWER HOLDINGS CONV 86800CAE4 26384 32456000 PRN SOLE 0 0 32456000 Subsea 7 Inc 2.8% 6/2011 CONV 010315344 398 400000 PRN SOLE 0 0 400000 SUBSEA 7 INC 3.5% 10/13/14 CONV 010542327 2512 2100000 PRN SOLE 0 0 2100000 STILLWATER MINING COMPANY CONV 86074QAF9 942 1000000 PRN SOLE 0 0 1000000 SMITH & WESSON CONV 831756AB7 5700 5903000 PRN SOLE 0 0 5903000 STANLEY BLACK CONV 854616AM1 28762 26080000 PRN SOLE 0 0 26080000 SYMANTEC A's CONV 871503AD0 12850 12941000 PRN SOLE 0 0 12941000 SYMANTEC CONV 871503AF5 25532 25184000 PRN SOLE 0 0 25184000 MOLSON COORS CONV 60871RAA8 41469 37615000 PRN SOLE 0 0 37615000 TATA MOTORS LTD CONV 457793510 992 700000 PRN SOLE 0 0 700000 TECH DATA CORP CONV 878237AE6 27155 26595000 PRN SOLE 0 0 26595000 TEVA PHARMACEUTICAL IND LTDADS COM 881624209 254 5200 SH SOLE 0 0 5200 TEVA PHARMACEUTICAL C's CONV 88163VAE9 34057 29858000 PRN SOLE 0 0 29858000 TEVA PHARMACEUTICAL D's CONV 88165FAA0 43581 39320000 PRN SOLE 0 0 39320000 THERMO FISHER SCIENTIFIC INC CONV 338032AX3 15460 13057000 PRN SOLE 0 0 13057000 SINO-FOREST CORP CONV 82934HAD3 17571 17850000 PRN SOLE 0 0 17850000 TRINITY INDUSTRIES INC. COM 896522109 41 2000 SH SOLE 0 0 2000
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 - ------------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ --------- TRINITY INDUSTRIES INC CONV 896522AF6 31339 38231000 PRN SOLE 0 0 38231000 TRW AUTOMOTIVE CONV 87264MAD1 10661 7833000 PRN SOLE 0 0 7833000 TELE SYSTEMS CONV 87929JAA1 3609 4300000 PRN SOLE 0 0 4300000 TEXTRON INC. COM 883203101 197 9500 SH SOLE 0 0 9500 TEXTRON INC CONV 883203BN0 6612 3844000 PRN SOLE 0 0 3844000 UAL CORP CONV 902549AH7 52323 51349000 PRN SOLE 0 0 51349000 UNITED DOMINION REALTY CONV 910197AK8 5376 5276000 PRN SOLE 0 0 5276000 UUP POWERSHARES COM 73936D107 166 7000 SH SOLE 0 0 7000 VEDANTA RESOURCES JERSEY 4% CONV 493253396 25935 25000000 PRN SOLE 0 0 25000000 VALERO ENERGY COM 91913Y100 1104 65000 SH SOLE 0 0 65000 VIGRIN MEDIA CONV 92769LAB7 23644 16986000 PRN SOLE 0 0 16986000 VORNADO REALTY CONV 929043AC1 23061 20484000 PRN SOLE 0 0 20484000 VIROPHARMA INC CONV 928241AH1 5320 5675000 PRN SOLE 0 0 5675000 VERIGY LTD CONV 92345XAB4 5064 4986000 PRN SOLE 0 0 4986000 VERISIGN INC CONV 92343EAD4 4908 5162000 PRN SOLE 0 0 5162000 VISTEON CORP. COM 92839U107 27 51400 SH SOLE 0 0 51400 VIX SHORT TERM FUTURES COM 06740C527 5569 249349 SH SOLE 0 0 249349 VERIZON COMMUNICATIONS INC COM 92343V104 1424 49000 SH SOLE 0 0 49000 WEBSTER FINANCIAL PFD 8.5% 12/31/49 PFD CV 947890307 6121 6000 SH SOLE 0 0 6000 WESTERN FOREST PRODUCTS COM B02F2N9 24 60500 SH SOLE 0 0 60500 WELLS FARGO CORP PFD CV 949746804 82565 84682 SH SOLE 0 0 84682 WHITING PETRO PFD CV 966387201 8246 38533 SH SOLE 0 0 38533 WEINGARTEN RLTY 3.95% 8/1/2026 CONV 948741AF0 50 50000 PRN SOLE 0 0 50000 WYNDHAM WORLDWIDE CONV 98310WAC2 2501 1224000 PRN SOLE 0 0 1224000 US STEEL CORP. CONV 912909AE8 12463 7978000 PRN SOLE 0 0 7978000 XL CAPITAL PFD CV 114897124 48862 1843853 SH SOLE 0 0 1843853 FINANCIAL SELECT SECTOR SPDR COM 81369Y605 1942 132000 SH SOLE 0 0 132000 INDUSTRIAL SELECT SECTOR SPDR COM 81369Y704 1948 64300 SH SOLE 0 0 64300 XILINX CONV 983919AE1 1325 1200000 PRN SOLE 0 0 1200000 EXXON MOBIL CORP COM 30231G102 597 10000 SH SOLE 0 0 10000 XTRATA COM 3141100 697 45000 SH SOLE 0 0 45000 XSTRATA CAPITAL CONV 267908324 7115 6300000 PRN SOLE 0 0 6300000 YINGLI GREEN 0% 12/15/12 CONV 98584BAA1 10316 9000000 PRN SOLE 0 0 9000000
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