0001140361-14-005747.txt : 20140211
0001140361-14-005747.hdr.sgml : 20140211
20140211103840
ACCESSION NUMBER: 0001140361-14-005747
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140211
DATE AS OF CHANGE: 20140211
EFFECTIVENESS DATE: 20140211
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: 14591919
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
primary_doc.xml
13F-HR
LIVE
false
true
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0001097278
XXXXXXXX
12-31-2013
12-31-2013
ADVENT CAPITAL MANAGEMENT /DE/
30 BROAD STREET 30TH FLOOR
NEW YORK
NY
10004
13F HOLDINGS REPORT
028-05049
N
Paul L Latronica
Vice President
212-482-1606
/s/ Paul L Latronica
New York
NY
02-07-2014
0
602
7944260
false
INFORMATION TABLE
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form13fInfoTable.xml
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COM
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Alexion Pharmaceuticals Inc
COM
015351109
2126
16000
PRN
SOLE
0
0
16000
Amarin Corp PLC
COM
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197
100000
PRN
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COM
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0
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Arrowhead Research Corp
COM
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5000
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COM
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0
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Callaway Golf Co
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COM
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COM
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CUMULUS MEDIA INC
COM
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Delta Air Lines Inc
COM
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Microsoft Corp
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COM
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COM
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COM
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COM
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COM
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COM
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Starwood Hotels & Resorts Worl
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Verizon Communications Inc
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COM
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SIEMENS FINANCIERINGSMAT
CONV
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54500000
PRN
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54500000
SIEMENS FINANCIERINGSMAT
CONV
EJ0220339
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13500000
PRN
SOLE
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13500000
YASKAWA ELECTRIC CORP
CONV
EJ0476774
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415000000
PRN
SOLE
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0
415000000
CHINA OS GRAND OCEAN FIN
CONV
EJ0948541
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15000000
PRN
SOLE
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15000000
ADIDAS AG
CONV
EJ0958623
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6600000
PRN
SOLE
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6600000
OSG CORPORATION
CONV
EJ0966691
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1270000000
PRN
SOLE
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0
1270000000
CHINA POWER INTL DEVELOP
CONV
EJ3302266
688
3500000
PRN
SOLE
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0
3500000
CONWERT IMMO INVEST SE
CONV
EJ3463803
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3800000
PRN
SOLE
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3800000
SIEM INDUSTRIES INC
CONV
EJ3522178
6816
6800000
PRN
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6800000
BRITISH LAND CO(JERSEY)
CONV
EJ3522228
17434
9500000
PRN
SOLE
0
0
9500000
FAURECIA
CONV
EJ3589599
13242
291383
PRN
SOLE
0
0
291383
UNIBAIL-RODAMCO SE
CONV
EJ3604083
11889
34540
PRN
SOLE
0
0
34540
HKEX INTERNATIONAL LTD
CONV
EJ3793498
17727
16189000
PRN
SOLE
0
0
16189000
SUBSEA 7 SA
CONV
EJ3827213
6364
6200000
PRN
SOLE
0
0
6200000
Nokia OYJ
CONV
EJ4168971
42049
12900000
PRN
SOLE
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0
12900000
PREMIER OIL FINANCE (JER
CONV
EJ4170621
11340
10250000
PRN
SOLE
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0
10250000
VOLKSWAGEN INTL FIN NV
CONV
EJ4327957
10248
6000000
PRN
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0
6000000
VOLKSWAGEN INTL FIN NV
CONV
EJ4340075
19473
11400000
PRN
SOLE
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11400000
CGG
CONV
EJ4421362
5397
136050
PRN
SOLE
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0
136050
SONY CORPORATION
CONV
EJ4440941
1815
100000000
PRN
SOLE
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0
100000000
ENI SPA
CONV
EJ4603597
7106
5000000
PRN
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5000000
DEUTSCHE POST AG
CONV
EJ4696336
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4500000
PRN
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4500000
Beni Stabili SpA
CONV
EJ5068006
36701
25500000
PRN
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0
0
25500000
TONG JIE LTD
CONV
EJ5205350
22304
165000000
PRN
SOLE
0
0
165000000
ABC MART
CONV
EJ5208859
3078
280000000
PRN
SOLE
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0
280000000
SHIP FINANCE INTL LTD
CONV
EJ5320514
7415
7070000
PRN
SOLE
0
0
7070000
ENN ENERGY HOLDINGS LTD
CONV
EJ5367564
47201
36750000
PRN
SOLE
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0
36750000
KUKA AG
CONV
EJ5471192
10887
6800000
PRN
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6800000
EBARA CORP
CONV
EJ5625649
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488000000
PRN
SOLE
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488000000
OHL INVESTMENTS SA
CONV
EJ6118495
33286
23200000
PRN
SOLE
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23200000
SHIZUOKA BANK LTD
CONV
EJ6282960
12538
11800000
PRN
SOLE
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0
11800000
Park24 Co Ltd
CONV
EJ6317998
24414
2460000000
PRN
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2460000000
INTL CONSOLIDATED AIRLIN
CONV
EJ6774487
5488
3000000
PRN
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3000000
CapitaLand Ltd
CONV
EJ6865004
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30500000
PRN
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30500000
HENGAN INTL GROUP CO
CONV
EJ6865103
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225000000
PRN
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225000000
NATIONAL BK OF ABU DHABI
CONV
EJ6920650
18326
17000000
PRN
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17000000
NIHON UNISYS LTD
CONV
EJ7063138
1891
185000000
PRN
SOLE
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185000000
Alcatel-Lucent
CONV
EJ7354495
52316
10077093
PRN
SOLE
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NIKKISO
CONV
EJ7590254
5856
560000000
PRN
SOLE
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560000000
DERWENT LONDON CAPITAL N
CONV
EJ7611316
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5400000
PRN
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EPISTAR CORP
CONV
EJ7782158
2968
2700000
PRN
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2700000
GREAT PORTLAND ESTATES
CONV
EJ8158911
5920
3400000
PRN
SOLE
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3400000
KAWASAKI KISEN KAISHA
CONV
EJ8275772
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1960000000
PRN
SOLE
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1960000000
RALLYE SA
CONV
EJ8545448
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129683
PRN
SOLE
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129683
SAGERPAR
CONV
EJ8597530
8915
6300000
PRN
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6300000
MISUMI GROUP INC.
CONV
EJ8673521
2998
2800000
PRN
SOLE
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2800000
UNITE JERSEY ISSUER LTD
CONV
EJ8675146
3754
2200000
PRN
SOLE
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2200000
SBI HOLDINGS INC
CONV
EJ8897633
6839
600000000
PRN
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600000000
CAP GEMINI SOGETI
CONV
EJ8936621
6163
62000
PRN
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62000
SEMICONDUCTOR MANUFACTUR
CONV
EJ9030366
9175
9000000
PRN
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MNV ZRT
CONV
EJ9244249
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28400000
PRN
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28400000
TELECOM ITALIA FIN SA
CONV
EJ9297072
3613
2500000
PRN
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2500000
CAIXABANK
CONV
EJ9331491
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5000000
PRN
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5000000
BALFOUR BEATTY FINANCE N
CONV
EJ9339056
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5200000
PRN
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5200000
SWISS LIFE HOLDING AG
CONV
EJ9359385
28650
24480000
PRN
SOLE
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24480000
CAJA AHORROS BARCELONA
CONV
EJ9379201
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20600000
PRN
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20600000
GABRIEL FINANCE LTD PART
CONV
EJ9488648
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6000000
PRN
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6000000
Takashimaya Co Ltd
CONV
EJ9574876
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PRN
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400000000
TOPPAN PRINTING CO LTD
CONV
EJ9719711
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800000000
PRN
SOLE
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800000000
ADT CORP
CORP
00101JAJ5
1575
1500000
PRN
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1500000
ACTIVISION BLIZZARD
CORP
00507VAE9
1694
1625000
PRN
SOLE
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1625000
ALLIED SPECIALTY VEHICLE
CORP
019517AA9
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2000000
PRN
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ALLY FINANCIAL INC
CORP
02005NAJ9
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2250000
PRN
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2250000
ALLY FINANCIAL INC
CORP
02005NAM2
8326
8000000
PRN
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8000000
ALTA MESA HLDGS/FINANC S
CORP
021332AC5
4441
4150000
PRN
SOLE
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0
4150000
AMERICAN GILSONITE CO
CORP
02636PAA0
1920
2000000
PRN
SOLE
0
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2000000
APPVION INC
CORP
03834LAA7
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2000000
PRN
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2000000
ASHLAND INC
CORP
044209AF1
15051
15843000
PRN
SOLE
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0
15843000
BARMINCO FINANCE PTY LTD
CORP
067687AA1
460
500000
PRN
SOLE
0
0
500000
BILL BARRETT CORP
CORP
06846NAC8
1881
1750000
PRN
SOLE
0
0
1750000
BIOMET INC
CORP
090613AJ9
3105
2957000
PRN
SOLE
0
0
2957000
BOISE CASCADE COMPANY
CORP
09739DAA8
1789
1700000
PRN
SOLE
0
0
1700000
BREITBURN ENER/BREIT FIN
CORP
106777AD7
1352
1300000
PRN
SOLE
0
0
1300000
CIT GROUP INC
CORP
125581GH5
1609
1500000
PRN
SOLE
0
0
1500000
CAESARS ENTERTAINMENT OP
CORP
12768RAD9
1444
1500000
PRN
SOLE
0
0
1500000
CARLSON WAGONLIT BV
CORP
142812AB2
2075
2000000
PRN
SOLE
0
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2000000
CASELLA WASTE SYSTEMS IN
CORP
147448AG9
2050
2000000
PRN
SOLE
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2000000
Catalyst Paper Corp
CORP
14889BAB8
3627
5756600
PRN
SOLE
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5756600
CELANESE US HOLDINGS LLC
CORP
15089QAD6
5820
6078000
PRN
SOLE
0
0
6078000
CENVEO CORP
CORP
15671BAE1
4340
4340000
PRN
SOLE
0
0
4340000
CENVEO CORP
CORP
15671BAG6
948
962000
PRN
SOLE
0
0
962000
CHESAPEAKE OIL OP/FIN
CORP
165258AB0
3143
3000000
PRN
SOLE
0
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3000000
CHRYSLER GP/CG CO-ISSUER
CORP
17121EAD9
2275
2000000
PRN
SOLE
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2000000
CHURCHILL DOWNS INC
CORP
171484AA6
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2000000
PRN
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2000000
CLEAN HARBORS INC
CORP
184496AL1
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2000000
PRN
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2000000
CLEAR CHANNEL COMMUNICAT
CORP
184502BG6
9090
9000000
PRN
SOLE
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9000000
CLEAR CHANNEL COMMUNICAT
CORP
184502BL5
1020
1000000
PRN
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1000000
CLEAR CHANNEL COMMUNICAT
CORP
184502BN1
538
500000
PRN
SOLE
0
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500000
CLEAR CHANNEL WORLDWIDE
CORP
18451QAH1
8936
8500000
PRN
SOLE
0
0
8500000
COMMERCIAL METALS CO
CORP
201723AK9
465
500000
PRN
SOLE
0
0
500000
CORNERSTONE CHEMICAL CO
CORP
21925AAB1
2105
2000000
PRN
SOLE
0
0
2000000
CORRECTIONS CORP OF AMER
CORP
22025YAP5
1567
1663000
PRN
SOLE
0
0
1663000
CROSSTEX ENERGY LP/CROSS
CORP
22764LAB9
526
500000
PRN
SOLE
0
0
500000
DANA HOLDING CORP
CORP
235825AB2
1881
1750000
PRN
SOLE
0
0
1750000
DISH DBS CORP
CORP
25470XAQ8
1003
1000000
PRN
SOLE
0
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1000000
DISPENSING DYNAMICS INTL
CORP
25471QAA7
1609
1500000
PRN
SOLE
0
0
1500000
DRILL RIGS HLDS INC
CORP
262049AA7
1728
1600000
PRN
SOLE
0
0
1600000
DUPONT FABROS TECH LP
CORP
26613TAE0
774
750000
PRN
SOLE
0
0
750000
EAGLE ROCK ENER PART/FIN
CORP
26985UAB3
2098
1925000
PRN
SOLE
0
0
1925000
EARTHLINK HOLDINGS CORP
CORP
270321AE2
2170
2175000
PRN
SOLE
0
0
2175000
ELETSON HOLDINGS
CORP
28620QAA1
1538
1500000
PRN
SOLE
0
0
1500000
EMIGRANT BANCORP
CORP
291228AA2
15201
15000000
PRN
SOLE
0
0
15000000
ENERGY FUTURE/EFIH FINAN
CORP
29269QAD9
1154
982000
PRN
SOLE
0
0
982000
ENERGY XXI GULF COAST IN
CORP
29276KAR2
2085
2000000
PRN
SOLE
0
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2000000
Equinix Inc
CORP
29444UAM8
1955
2000000
PRN
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0
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2000000
EP ENERGY/EP FINANCE INC
CORP
29977HAB6
346
300000
PRN
SOLE
0
0
300000
FMG RESOURCES AUG 2006
CORP
30251GAH0
1712
1525000
PRN
SOLE
0
0
1525000
FIDELITY & GUARANTY LIFE
CORP
315786AA1
525
500000
PRN
SOLE
0
0
500000
FIRST DATA CORPORATION
CORP
319963AY0
1220
1147000
PRN
SOLE
0
0
1147000
FIRST DATA CORPORATION
CORP
319963BB9
9827
8372000
PRN
SOLE
0
0
8372000
FORBES ENERGY SERVICES
CORP
345143AC5
1127
1150000
PRN
SOLE
0
0
1150000
FRESENIUS MED CARE US
CORP
35803QAA5
2120
2000000
PRN
SOLE
0
0
2000000
GENESIS ENERGY LP/GENESI
CORP
37185LAE2
506
500000
PRN
SOLE
0
0
500000
GOODYEAR TIRE & RUBBER
CORP
382550BB6
1754
1570000
PRN
SOLE
0
0
1570000
GULFMARK OFFSHORE INC
CORP
402629AG4
312
310000
PRN
SOLE
0
0
310000
HCA HOLDINGS INC
CORP
40412CAB7
4370
4000000
PRN
SOLE
0
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4000000
HALCON RESOURCES CORP
CORP
40537QAD2
4040
4000000
PRN
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4000000
HALCON RESOURCES CORP
CORP
40537QAG5
4165
4000000
PRN
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4000000
HEALTHSOUTH CORP
CORP
421924BG5
1096
1000000
PRN
SOLE
0
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1000000
HEALTH NET INC
CORP
422248AA2
3233
3000000
PRN
SOLE
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3000000
HERCULES OFFSHORE INC
CORP
427093AG4
2263
2030000
PRN
SOLE
0
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2030000
HEXION US FIN/NOVA SCOTI
CORP
428303AJ0
4155
4000000
PRN
SOLE
0
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4000000
HOT TOPIC INC
CORP
441339AA6
157
150000
PRN
SOLE
0
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150000
HUGHES SATELITE SYSTEMS
CORP
444454AB8
325
300000
PRN
SOLE
0
0
300000
IASIS HEALTHCARE/CAP CRP
CORP
45072PAD4
7727
7290000
PRN
SOLE
0
0
7290000
INN OF THE MOUNTAIN GODS
CORP
45771VAC7
818
847990
PRN
SOLE
0
0
847990
FQM AKUBRA INC
CORP
457983AC8
1899
1750000
PRN
SOLE
0
0
1750000
INTELSAT LUXEMBOURG SA
CORP
458204AK0
1073
1000000
PRN
SOLE
0
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1000000
KENNEDY-WILSON INC
CORP
489399AC9
1372
1250000
PRN
SOLE
0
0
1250000
KOHL'S CORPORATION
CORP
500255AF1
8011
7258000
PRN
SOLE
0
0
7258000
KRATOS DEFENSE & SEC
CORP
50077BAC2
2158
2000000
PRN
SOLE
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2000000
LSB INDUSTRIES
CORP
502160AK0
2100
2000000
PRN
SOLE
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2000000
LAND O LAKES CAP TRST I
CORP
514665AA6
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2500000
PRN
SOLE
0
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2500000
LEVEL 3 COMMUNICATIONS
CORP
52729NBT6
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1750000
PRN
SOLE
0
0
1750000
MTR Gaming Group Inc
CORP
553769AL4
0
30
PRN
SOLE
0
0
30
MARFRIG HOLDING EUROPE B
CORP
56656UAD4
1481
1500000
PRN
SOLE
0
0
1500000
MASTEC INC
CORP
576323AN9
1630
1725000
PRN
SOLE
0
0
1725000
MIDSTATES PETRO INC/LLC
CORP
59804VAB1
1631
1500000
PRN
SOLE
0
0
1500000
NATIONSTAR MORT/CAP CORP
CORP
63860UAH3
259
250000
PRN
SOLE
0
0
250000
NATIONSTAR MORT/CAP CORP
CORP
63860UAK6
1238
1300000
PRN
SOLE
0
0
1300000
NATIONSTAR MORT/CAP CORP
CORP
63860UAM2
509
500000
PRN
SOLE
0
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500000
NAVIOS MARITIME HLDS/FIN
CORP
639365AF2
1028
1000000
PRN
SOLE
0
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1000000
NAVIOS MARITIME HLDS/FIN
CORP
639365AG0
3979
3959000
PRN
SOLE
0
0
3959000
NAVIOS MARITIME ACQ CORP
CORP
63938MAD8
1173
1150000
PRN
SOLE
0
0
1150000
NAVIOS SA LOGIST/FIN US
CORP
63938NAB0
1564
1450000
PRN
SOLE
0
0
1450000
JO-ANN STORES INC
CORP
639888AA4
1308
1250000
PRN
SOLE
0
0
1250000
NETFLIX INC
CORP
64110LAE6
759
750000
PRN
SOLE
0
0
750000
OASIS PETROLEUM INC
CORP
674215AF5
1590
1500000
PRN
SOLE
0
0
1500000
OMEGA HLTHCARE INVESTORS
CORP
681936AZ3
939
930000
PRN
SOLE
0
0
930000
OVERSEAS SHIPHLDG GROUP
CORP
690368AH8
2639
2372000
PRN
SOLE
0
0
2372000
PBF HOLDING CO LLC
CORP
69318FAB4
2170
2000000
PRN
SOLE
0
0
2000000
CAESARS ENT RESORT PROP
CORP
699742AA0
6240
6000000
PRN
SOLE
0
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6000000
CAESARS ENT RESORT PROP
CORP
699742AC6
8200
8000000
PRN
SOLE
0
0
8000000
PARKER DRILLING CO
CORP
701081AT8
610
575000
PRN
SOLE
0
0
575000
PERMIAN HOLDINGS INC
CORP
714239AA8
1231
1250000
PRN
SOLE
0
0
1250000
LIGHTSTREAM RESOURCES
CORP
71645AAA7
5040
4990000
PRN
SOLE
0
0
4990000
PLAINS EXPLORATION & PRO
CORP
726505AL4
3305
3000000
PRN
SOLE
0
0
3000000
PROSPECT MEDICAL HOLDING
CORP
743494AC0
4674
4358000
PRN
SOLE
0
0
4358000
QEP RESOURCES INC
CORP
74733VAA8
2145
2000000
PRN
SOLE
0
0
2000000
RANGE RESOURCES CORP
CORP
75281AAN9
2279
2320000
PRN
SOLE
0
0
2320000
REGENCY ENERGY PARTNERS
CORP
75886AAK4
5541
5367000
PRN
SOLE
0
0
5367000
REYNOLDS GRP ISS/REYNOLD
CORP
761735AL3
2145
2000000
PRN
SOLE
0
0
2000000
ROCKWOOD SPECIALTIES GRO
CORP
774477AJ2
4049
3965000
PRN
SOLE
0
0
3965000
SESI LLC
CORP
78412FAL8
1601
1500000
PRN
SOLE
0
0
1500000
SAMSON INVESTMENT COMPAN
CORP
796038AA5
2453
2250000
PRN
SOLE
0
0
2250000
SANDRIDGE ENERGY INC
CORP
80007PAQ2
1850
1745000
PRN
SOLE
0
0
1745000
SAPPI PAPIER HOLDNG GMBH
CORP
803071AA7
1970
2000000
PRN
SOLE
0
0
2000000
SEAGATE HDD CAYMAN
CORP
81180WAG6
1870
2000000
PRN
SOLE
0
0
2000000
SIMMONS FOODS INC
CORP
828732AA5
5624
5293000
PRN
SOLE
0
0
5293000
SIX FLAGS ENTERTAINMENT
CORP
83001AAA0
978
1000000
PRN
SOLE
0
0
1000000
SPRINT CORP
CORP
85207UAB1
4300
4000000
PRN
SOLE
0
0
4000000
SPRINT CORP
CORP
85207UAG0
508
500000
PRN
SOLE
0
0
500000
ST BARBARA LTD
CORP
852278AA8
1645
2000000
PRN
SOLE
0
0
2000000
STARZ LLC/STARZ FIN CORP
CORP
85571NAB5
9394
9187000
PRN
SOLE
0
0
9187000
STEEL DYNAMICS INC
CORP
858119AV2
1442
1335000
PRN
SOLE
0
0
1335000
SUNCOKE ENERGY INC
CORP
86722AAC7
1348
1251000
PRN
SOLE
0
0
1251000
SWIFT SERVICES HLDGS INC
CORP
870755AB1
445
400000
PRN
SOLE
0
0
400000
SYNOVUS FINANCIAL CORP
CORP
87161CAG0
8415
8150000
PRN
SOLE
0
0
8150000
TENET HEALTHCARE CORP
CORP
87243QAA4
2740
2625000
PRN
SOLE
0
0
2625000
T-MOBILE USA INC
CORP
87264AAD7
2105
2000000
PRN
SOLE
0
0
2000000
T-MOBILE USA INC
CORP
87264AAH8
3963
3895000
PRN
SOLE
0
0
3895000
TRW AUTOMOTIVE INC
CORP
87264MAJ8
2020
2000000
PRN
SOLE
0
0
2000000
TALOS PRODUCTION LLC/FIN
CORP
87484JAA8
1023
1000000
PRN
SOLE
0
0
1000000
TELESAT CANADA/TELESAT L
CORP
87952VAJ5
1040
1000000
PRN
SOLE
0
0
1000000
TEMBEC INDUSTRIES INC
CORP
87971KAG2
548
500000
PRN
SOLE
0
0
500000
TESORO CORP
CORP
881609AZ4
2025
2000000
PRN
SOLE
0
0
2000000
TESORO LOGISTICS LP/CORP
CORP
88160QAA1
665
650000
PRN
SOLE
0
0
650000
TITAN INTERNATIONAL INC
CORP
88830MAG7
521
500000
PRN
SOLE
0
0
500000
TRONOX FINANCE LLC
CORP
897050AB6
2040
2000000
PRN
SOLE
0
0
2000000
ULTRAPETROL(BAHAMAS) LTD
CORP
90400XAE4
677
625000
PRN
SOLE
0
0
625000
UNIT CORP
CORP
909218AB5
264
250000
PRN
SOLE
0
0
250000
VALEANT PHARMACEUTICALS
CORP
91829KAA1
2108
2000000
PRN
SOLE
0
0
2000000
VERSO PAPER HLDG LLC/INC
CORP
92531XAP7
2788
2630000
PRN
SOLE
0
0
2630000
VERTELLUS SPECIALTIES
CORP
92532JAA0
4851
4963000
PRN
SOLE
0
0
4963000
W & T OFFSHORE INC
CORP
92922PAC0
5288
5000000
PRN
SOLE
0
0
5000000
CLAYTON WILLIAMS ENERGY
CORP
969490AE1
411
400000
PRN
SOLE
0
0
400000
CLAYTON WILLIAMS ENERGY
CORP
969490AG6
2055
2000000
PRN
SOLE
0
0
2000000
WINDSTREAM CORP
CORP
97381WAT1
530
500000
PRN
SOLE
0
0
500000
WINDSTREAM CORP
CORP
97381WAX2
1687
1650000
PRN
SOLE
0
0
1650000
NARA CABLE FUNDING
CORP
EI4391898
2991
2000000
PRN
SOLE
0
0
2000000
INN OF THE MOUNTAIN GODS
CORP
EI5754540
0
310
PRN
SOLE
0
0
310
SOUTHERN WATER GREENSAND
CORP
EI6466102
3598
1946000
PRN
SOLE
0
0
1946000
NORCELL SWEDEN HOLDING 2
CORP
EI8624492
1388
900000
PRN
SOLE
0
0
900000
NOKIA SIEMENS NETWORKS F
CORP
EJ6078384
2847
1900000
PRN
SOLE
0
0
1900000
LEAR
CORP
PP8J05WL7
59
4932000
PRN
SOLE
0
0
4932000
LEAR
CORP
PPB004AH0
59
5000000
PRN
SOLE
0
0
5000000
US TREASURY N/B
GOVT
912810RB6
71
88
PRN
SOLE
0
0
88
FANNIE MAE
PFD
313586752
1065
121688
PRN
SOLE
0
0
121688
ALEXANDRIA REAL ESTATE E
PFD CV
015271505
33124
1319691
PRN
SOLE
0
0
1319691
BANK OF AMERICA CORP
PFD CV
060505682
37392
35242
PRN
SOLE
0
0
35242
CHESAPEAKE ENERGY CORP
PFD CV
165167768
1399
1200
PRN
SOLE
0
0
1200
CHESAPEAKE ENERGY CORP
PFD CV
165167776
55108
47172
PRN
SOLE
0
0
47172
CHESAPEAKE ENERGY CORP
PFD CV
165167784
25978
22495
PRN
SOLE
0
0
22495
CROWN CASTLE INTL CORP
PFD CV
228227500
10907
108660
PRN
SOLE
0
0
108660
GOODYEAR TIRE & RUBBER
PFD CV
382550309
5560
84000
PRN
SOLE
0
0
84000
KEYCORP
PFD CV
493267405
38586
298443
PRN
SOLE
0
0
298443
LUCENT TECH CAP TRUST I
PFD CV
549462307
62
62
PRN
SOLE
0
0
62
STANLEY BLACK & DECKER I
PFD CV
854502309
20484
166606
PRN
SOLE
0
0
166606
STANLEY BLACK & DECKER I
PFD CV
854502804
14865
144561
PRN
SOLE
0
0
144561
United Technologies Corp
PFD CV
913017117
53309
809717
PRN
SOLE
0
0
809717
WELLS FARGO & COMPANY
PFD CV
949746804
53333
48048
PRN
SOLE
0
0
48048
WEYERHAEUSER CO
PFD CV
962166872
6067
108530
PRN
SOLE
0
0
108530
AMG CAPITAL TRUST I
PFD CV
00169X203
4833
66575
PRN
SOLE
0
0
66575
AMG CAPITAL TRUST II
PFD CV
00170F209
50931
811107
PRN
SOLE
0
0
811107
DOMINION RESOURCES INC
PFD CV
25746U703
19892
366349
PRN
SOLE
0
0
366349
DOMINION RESOURCES INC
PFD CV
25746U885
843
15500
PRN
SOLE
0
0
15500
HEALTH CARE REIT INC
PFD CV
42217K601
11511
224563
PRN
SOLE
0
0
224563
METLIFE INC
PFD CV
59156R116
33290
1055471
PRN
SOLE
0
0
1055471
NY COMMUNITY CAP TRUST V
PFD CV
64944P307
2468
50446
PRN
SOLE
0
0
50446
NEXTERA ENERGY INC
PFD CV
65339F705
1415
24583
PRN
SOLE
0
0
24583
NEXTERA ENERGY INC
PFD CV
65339F861
4148
82680
PRN
SOLE
0
0
82680
NEXTERA ENERGY INC
PFD CV
65339F887
11439
201708
PRN
SOLE
0
0
201708
SANDRIDGE ENERGY INC
PFD CV
80007P604
8182
76008
PRN
SOLE
0
0
76008
BUNGE LTD
PFD CV
EP0237628
6316
58611
PRN
SOLE
0
0
58611
ArcelorMittal
PFD CV
EP0436352
29876
1149076
PRN
SOLE
0
0
1149076
MAIDEN HOLDING LTD
PFD CV
EP0449165
6363
141550
PRN
SOLE
0
0
141550
ABC SUPPLY CO INC
TERM
02474RAB9
1002
998
PRN
SOLE
0
0
998
BERLIN PACKAGING LLC
TERM
08511LAL2
1026
1000
PRN
SOLE
0
0
1000
CARAUSTAR INDUSTRIES INC
TERM
14076CAB9
955
952
PRN
SOLE
0
0
952
DELL INTERNATIONAL
TERM
24702NAC4
1387
1000
PRN
SOLE
0
0
1000
FIRST DATA CORPORATION
TERM
32007UBB4
1003
1000
PRN
SOLE
0
0
1000
MILL US ACQUISITION LLC
TERM
60001PAB3
1002
998
PRN
SOLE
0
0
998
NEIMAN MARCUS GROUP LTD
TERM
64021SAB5
1016
1000
PRN
SOLE
0
0
1000
SABRE INC
TERM
78571YAT7
998
998
PRN
SOLE
0
0
998
SANDY CREEK ENERGY ASSOCIAT
TERM
80030FAF9
3008
3000
PRN
SOLE
0
0
3000
SHINGLE SPRINGS TRIBAL
TERM
82459FAB6
1000
993
PRN
SOLE
0
0
993
SPRINT INDUSTRIAL LLC
TERM
85208BAE6
2020
2000
PRN
SOLE
0
0
2000
Tribune Co
TERM
89604BAR9
4981
5000
PRN
SOLE
0
0
5000
TEXAS COMP ELEC HOLD LLC
TERM
90210EAM8
2808
4000
PRN
SOLE
0
0
4000
SORENSON COMMUNICATIONS
TERM
BL0958738
2012
1985
PRN
SOLE
0
0
1985
BRITAX US HOLDINGS
TERM
BL1129891
993
998
PRN
SOLE
0
0
998