0001567619-19-016899.txt : 20190814 0001567619-19-016899.hdr.sgml : 20190814 20190814153028 ACCESSION NUMBER: 0001567619-19-016899 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190814 EFFECTIVENESS DATE: 20190814 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: 191025794 BUSINESS ADDRESS: STREET 1: 888 SEVENTH AVENUE, 31ST FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2124821600 MAIL ADDRESS: STREET 1: 888 SEVENTH AVENUE, 31ST FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001097278 XXXXXXXX 06-30-2019 06-30-2019 ADVENT CAPITAL MANAGEMENT /DE/

888 SEVENTH AVENUE, 31ST FLOOR NEW YORK NY 10019

13F HOLDINGS REPORT 028-05049 N Paul L Latronica 212-482-1606 /s/ Paul L Latronica New York NY 08-14-2019 2 203 5167728 false 1 0001280782 028-11097 GUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC 2 0001692234 028-17598 Russell Investments Group, Ltd. INFORMATION TABLE 2 form13fInfoTable.xml ATLAS AIR WORLDWIDE HLDG CONV 049164BJ4 51442 49974000 PRN SOLE 49974000 0 0 ATLAS AIR WORLDWIDE HLDG CONV 049164BH8 12397 12506000 PRN SOLE 12506000 0 0 AKAMAI TECHNOLOGIES INC CONV 00971TAJ0 114241 106579000 PRN SOLE 106579000 0 0 ALTAIR ENGINEERING INC CONV 021369AA1 14848 13661000 PRN SOLE 13661000 0 0 ALZA CORP CONV 02261WAB5 10729 5596000 PRN SOLE 5596000 0 0 ANTHEM INC CONV 94973VBG1 64745 16532000 PRN SOLE 16532000 0 0 ARES CAPITAL CORP CONV 04010LAT0 76661 75286000 PRN SOLE 75286000 0 0 ARES CAPITAL CORP CONV 04010LAW3 52025 50490000 PRN SOLE 50490000 0 0 ARCONIC INC CONV 74973WAB3 30975 30641000 PRN SOLE 30641000 0 0 AIR TRANSPORT SERVICES G CONV 00922RAB1 36065 35406000 PRN SOLE 35406000 0 0 BLACKROCK CAPITAL INVEST CONV 092533AC2 18672 18610000 PRN SOLE 18610000 0 0 BOOKING HOLDINGS INC CONV 741503AS5 68740 47811000 PRN SOLE 47811000 0 0 BOOKING HOLDINGS INC CONV 741503AX4 137815 120380000 PRN SOLE 120380000 0 0 BIOMARIN PHARMACEUTICAL CONV 09061GAH4 79350 76269000 PRN SOLE 76269000 0 0 BIOMARIN PHARMACEUTICAL CONV 09061GAF8 31757 28256000 PRN SOLE 28256000 0 0 BRISTOL-MYERS SQUIBB CO CONV 110122AN8 2001 1706000 PRN SOLE 1706000 0 0 BLACKSTONE MORTGAGE TR CONV 09257WAC4 26468 25362000 PRN SOLE 25362000 0 0 BLACKSTONE MORTGAGE TR CONV 09257WAB6 25964 25015000 PRN SOLE 25015000 0 0 CARDTRONICS INC CONV 14161HAG3 30399 31435000 PRN SOLE 31435000 0 0 CHESAPEAKE ENERGY CORP CONV 165167CY1 44961 56646000 PRN SOLE 56646000 0 0 CLEVELAND-CLIFFS INC CONV 185899AA9 20294 14081000 PRN SOLE 14081000 0 0 COLONY CAPITAL INC CONV 19624RAB2 24694 25459000 PRN SOLE 25459000 0 0 CLOVIS ONCOLOGY INC CONV 189464AC4 2834 4516000 PRN SOLE 4516000 0 0 CLOVIS ONCOLOGY INC CONV 189464AB6 22019 24758000 PRN SOLE 24758000 0 0 CSG SYSTEMS INTERNATIONA CONV 126349AF6 50500 45543000 PRN SOLE 45543000 0 0 CTRIP.COM INTL LTD CONV 22943FAF7 50374 50977000 PRN SOLE 50977000 0 0 CTRIP.COM INTL LTD CONV 22943FAH3 23029 21172000 PRN SOLE 21172000 0 0 CYPRESS SEMICONDUCTOR CO CONV 232806AP4 21848 18500000 PRN SOLE 18500000 0 0 CYPRESS SEMICONDUCTOR CO CONV 232806AM1 8898 5302000 PRN SOLE 5302000 0 0 CAESARS ENTERTAIN CORP CONV 127686AA1 21624 12593000 PRN SOLE 12593000 0 0 DANAHER CORP CONV 235851AF9 7279 1332000 PRN SOLE 1332000 0 0 DISH NETWORK CORP CONV 25470MAD1 36619 39521000 PRN SOLE 39521000 0 0 DISH NETWORK CORP CONV 25470MAB5 81617 83760000 PRN SOLE 83760000 0 0 DEXCOM INC CONV 252131AF4 206 129000 PRN SOLE 129000 0 0 DYCOM INDUSTRIES INC CONV 267475AB7 54202 55181000 PRN SOLE 55181000 0 0 ENVESTNET INC CONV 29404KAB2 14399 12077000 PRN SOLE 12077000 0 0 ENVESTNET INC CONV 29404KAA4 6 5000 PRN SOLE 5000 0 0 EVOLENT HEALTH INC CONV 30050BAB7 4000 4545000 PRN SOLE 4545000 0 0 EXACT SCIENCES CORP CONV 30063PAB1 21912 17349000 PRN SOLE 17349000 0 0 EZCORP INC CONV 302301AE6 8870 9842000 PRN SOLE 9842000 0 0 EZCORP INC CONV 302301AF3 259 228000 PRN SOLE 228000 0 0 FIREEYE INC CONV 31816QAF8 77386 79010000 PRN SOLE 79010000 0 0 FIREEYE INC CONV 31816QAD3 36489 38740000 PRN SOLE 38740000 0 0 FIVE9 INC CONV 338307AB7 7240 5209000 PRN SOLE 5209000 0 0 FLEXION THERAPEUTICS INC CONV 33938JAB2 15353 17571000 PRN SOLE 17571000 0 0 FINISAR CORP CONV 31787AAP6 43351 44405000 PRN SOLE 44405000 0 0 GREENBRIER COS INC CONV 393657AK7 30206 31387000 PRN SOLE 31387000 0 0 GOLAR LNG LTD CONV 38046YAB7 10072 10856000 PRN SOLE 10856000 0 0 GOLDMAN SACHS BDC INC CONV 38147UAB3 11247 11203000 PRN SOLE 11203000 0 0 GUIDEWIRE SOFTWARE INC CONV 40171VAA8 13369 11923000 PRN SOLE 11923000 0 0 HERBALIFE LTD CONV 42703MAD5 37759 38845000 PRN SOLE 38845000 0 0 HELIX ENERGY SOLUTIONS CONV 42330PAJ6 10552 8657000 PRN SOLE 8657000 0 0 HUAZHU GROUP LTD CONV 16949NAC3 43022 39768000 PRN SOLE 39768000 0 0 HORIZON PHARMA INV LTD CONV 44052TAB7 33208 29900000 PRN SOLE 29900000 0 0 INTERCEPT PHARMAS CONV 45845PAA6 45744 51245000 PRN SOLE 51245000 0 0 INTERDIGITAL INC CONV 458660AD9 5 5000 PRN SOLE 5000 0 0 ILLUMINA INC CONV 452327AH2 81722 52854000 PRN SOLE 52854000 0 0 INSMED INC CONV 457669AA7 21225 21999000 PRN SOLE 21999000 0 0 INNOVIVA INC CONV 88338TAB0 36824 35038000 PRN SOLE 35038000 0 0 IH MERGER SUB LLC CONV 19625XAB8 36726 29999000 PRN SOLE 29999000 0 0 IONIS PHARMACEUTICALS IN CONV 464337AJ3 12751 10746000 PRN SOLE 10746000 0 0 INPHI CORP CONV 45772FAC1 33678 30294000 PRN SOLE 30294000 0 0 JAZZ INVESTMENTS I LTD CONV 472145AD3 50307 50887000 PRN SOLE 50887000 0 0 JAZZ INVESTMENTS I LTD CONV 472145AB7 36488 35760000 PRN SOLE 35760000 0 0 KAMAN CORP CONV 483548AF0 1603 1374000 PRN SOLE 1374000 0 0 LIGAND PHARMACEUTICALS I CONV 53220KAF5 58675 67972000 PRN SOLE 67972000 0 0 LUMENTUM HOLDINGS INC CONV 55024UAB5 44275 38041000 PRN SOLE 38041000 0 0 LIBERTY MEDIA CORP CONV 531229AB8 48010 42698000 PRN SOLE 42698000 0 0 LIBERTY MEDIA CORP CONV 531229AE2 50576 95242000 PRN SOLE 95242000 0 0 CHENIERE ENERGY INC CONV 16411RAG4 31805 40486000 PRN SOLE 40486000 0 0 NOVELLUS SYSTEMS INC CONV 670008AD3 44324 7724000 PRN SOLE 7724000 0 0 LIVE NATION ENTERTAINMEN CONV 538034AQ2 297 250000 PRN SOLE 250000 0 0 MICROCHIP TECHNOLOGY INC CONV 595017AF1 79912 67280000 PRN SOLE 67280000 0 0 ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 20025 20000000 PRN SOLE 20000000 0 0 MACQUARIE INFRASTRUCTURE CONV 55608BAB1 25623 28762000 PRN SOLE 28762000 0 0 MERITOR INC CONV 59001KAF7 58939 56288000 PRN SOLE 56288000 0 0 NEUROCRINE BIOSCIENCES CONV 64125CAD1 15247 11543000 PRN SOLE 11543000 0 0 NEW RELIC INC CONV 64829BAB6 24437 22917000 PRN SOLE 22917000 0 0 NEW MOUNTAIN FINANCE COR CONV 647551AC4 10260 10000000 PRN SOLE 10000000 0 0 SERVICENOW INC CONV 81762PAC6 16203 7853000 PRN SOLE 7853000 0 0 NRG ENERGY INC CONV 629377CG5 27776 25969000 PRN SOLE 25969000 0 0 NUTANIX INC CONV 67059NAB4 43911 47121000 PRN SOLE 47121000 0 0 NUANCE COMMUNICATIONS CONV 67020YAG5 577 581000 PRN SOLE 581000 0 0 NUANCE COMMUNICATIONS CONV 67020YAN0 24221 24644000 PRN SOLE 24644000 0 0 NUANCE COMMUNICATIONS CONV 67020YAK6 53683 57113000 PRN SOLE 57113000 0 0 NUVASIVE INC CONV 670704AG0 22271 19613000 PRN SOLE 19613000 0 0 NEVRO CORP CONV 64157FAA1 25601 24530000 PRN SOLE 24530000 0 0 NXP SEMICONDUCTOR NV CONV 62952QAB6 10004 9472000 PRN SOLE 9472000 0 0 OASIS PETROLEUM INC CONV 674215AJ7 20811 22719000 PRN SOLE 22719000 0 0 OIL STATES INTL INC CONV 678026AH8 17882 19994000 PRN SOLE 19994000 0 0 ON SEMICONDUCTOR CORP CONV 682189AP0 30474 24954000 PRN SOLE 24954000 0 0 OSI SYSTEMS INC CONV 671044AD7 18512 15603000 PRN SOLE 15603000 0 0 PACIRA BIOSCIENCES INC CONV 695127AD2 23692 23062000 PRN SOLE 23062000 0 0 INSULET CORPORATION CONV 45784PAH4 31078 21829000 PRN SOLE 21829000 0 0 PRA GROUP INC CONV 69354NAB2 47340 50423000 PRN SOLE 50423000 0 0 PRA GROUP INC CONV 73640QAB1 18257 18500000 PRN SOLE 18500000 0 0 PURE STORAGE INC CONV 74624MAB8 73688 76762000 PRN SOLE 76762000 0 0 PRETIUM RESOURCES INC CONV 74139CAB8 7280 7408000 PRN SOLE 7408000 0 0 QIAGEN NV CONV AV5355400 11819 10600000 PRN SOLE 10600000 0 0 QUOTIENT TECHNOLOGY INC CONV 749119AB9 23701 24458000 PRN SOLE 24458000 0 0 RH CONV 761283AC4 16136 13982000 PRN SOLE 13982000 0 0 RED HAT INC CONV 756577AD4 10192 3993000 PRN SOLE 3993000 0 0 TRANSOCEAN INC CONV 893830BJ7 14447 14650000 PRN SOLE 14650000 0 0 RETROPHIN INC CONV 761299AB2 4688 5207000 PRN SOLE 5207000 0 0 REDWOOD TRUST INC CONV 758075AC9 10071 10296000 PRN SOLE 10296000 0 0 SILICON LABORATORIES INC CONV 826919AB8 338 272000 PRN SOLE 272000 0 0 SM ENERGY CO CONV 78454LAM2 21445 23119000 PRN SOLE 23119000 0 0 SQUARE INC CONV 852234AD5 40864 34156000 PRN SOLE 34156000 0 0 SPIRIT REALTY CAPITAL IN CONV 84860WAB8 37867 37026000 PRN SOLE 37026000 0 0 SAREPTA THERAPEUTICS INC CONV 803607AB6 12160 5456000 PRN SOLE 5456000 0 0 SCORPIO TANKERS INC CONV 80918TAB5 5238 5025000 PRN SOLE 5025000 0 0 STARWOOD PROPERTY TRUST CONV 85571BAH8 36184 35569000 PRN SOLE 35569000 0 0 SUPERNUS PHARMACEUTICALS CONV 868459AD0 60252 61727000 PRN SOLE 61727000 0 0 SYNAPTICS INC CONV 87157DAD1 61770 68915000 PRN SOLE 68915000 0 0 BLACKROCK TCP CAP CORP CONV 87238QAD5 19451 19125000 PRN SOLE 19125000 0 0 TELADOC HEALTH INC CONV 87918AAC9 24853 16766000 PRN SOLE 16766000 0 0 TERADYNE INC CONV 880770AG7 25902 15942000 PRN SOLE 15942000 0 0 TEVA PHARM FIN CO LLC CONV 88163VAE9 30103 32959000 PRN SOLE 32959000 0 0 TESLA INC CONV 88160RAC5 46476 48872000 PRN SOLE 48872000 0 0 TESLA INC CONV 88160RAG6 16621 16910000 PRN SOLE 16910000 0 0 TPG SPECIALTY LENDING IN CONV 87265KAD4 17769 17261000 PRN SOLE 17261000 0 0 TPG SPECIALTY LENDING IN CONV 87265KAB8 3011 3000000 PRN SOLE 3000000 0 0 TWILIO INC CONV 90138FAB8 11752 5850000 PRN SOLE 5850000 0 0 TWITTER INC CONV 90184LAF9 118795 121383000 PRN SOLE 121383000 0 0 TWITTER INC CONV 90184LAD4 43322 45201000 PRN SOLE 45201000 0 0 MARRIOTT VACATION WORLDW CONV 57164YAB3 44196 45753000 PRN SOLE 45753000 0 0 VEECO INSTRUMENTS INC CONV 922417AD2 23794 26723000 PRN SOLE 26723000 0 0 VEREIT INC CONV 02917TAB0 17552 17400000 PRN SOLE 17400000 0 0 VIAVI SOLUTIONS INC CONV 925550AE5 15845 13700000 PRN SOLE 13700000 0 0 VIAVI SOLUTIONS INC CONV 925550AB1 33441 28442000 PRN SOLE 28442000 0 0 VERINT SYSTEMS INC CONV 92343XAA8 84319 78455000 PRN SOLE 78455000 0 0 WEIBO CORP CONV 948596AC5 22871 24262000 PRN SOLE 24262000 0 0 WORKDAY INC CONV 98138HAF8 22616 15123000 PRN SOLE 15123000 0 0 WHITING PETROLEUM CORP CONV 966387AL6 23151 23810000 PRN SOLE 23810000 0 0 WRIGHT MEDICAL GROUP INC CONV 98235TAE7 13546 12454000 PRN SOLE 12454000 0 0 ZILLOW GROUP INC CONV 98954MAC5 20585 20900000 PRN SOLE 20900000 0 0 ZILLOW INC CONV 98954MAB7 40269 35499000 PRN SOLE 35499000 0 0 ZENDESK INC CONV 98936JAB7 20836 13571000 PRN SOLE 13571000 0 0 AMERICAN ELECTRIC POWER CONV PFD 025537127 53123 995327 SH SOLE 995327 0 0 ASSURANT INC CONV PFD 04621X207 34739 309994 SH SOLE 309994 0 0 AVANTOR INC CONV PFD 05352A209 14546 220661 SH SOLE 220661 0 0 BANK OF AMERICA CORP CONV PFD 060505682 132833 96518 SH SOLE 96518 0 0 BECTON DICKINSON AND CO CONV PFD 075887208 53504 860637 SH SOLE 860637 0 0 CROWN CASTLE INTL CORP CONV PFD 22822V309 24092 20086 SH SOLE 20086 0 0 COLFAX CORP CONV PFD 194014205 8471 66883 SH SOLE 66883 0 0 CHANGE HEALTHCARE INC CONV PFD 15912K209 16458 292578 SH SOLE 292578 0 0 CENTERPOINT ENERGY INC CONV PFD 15189T503 10808 214341 SH SOLE 214341 0 0 DOMINION ENERGY INC CONV PFD 25746U133 79269 766500 SH SOLE 766500 0 0 DANAHER CORP CONV PFD 235851300 47129 42759 SH SOLE 42759 0 0 DTE ENERGY CO CONV PFD 233331883 14069 250969 SH SOLE 250969 0 0 ENERGIZER HOLDINGS INC CONV PFD 29272W208 14255 164889 SH SOLE 164889 0 0 FORTIVE CORPORATION CONV PFD 34959J207 26958 26329 SH SOLE 26329 0 0 INTL FLAVOR & FRAGRANCES CONV PFD 459506309 18790 350520 SH SOLE 350520 0 0 NEXTERA ENERGY INC CONV PFD 65339F820 54611 836600 SH SOLE 836600 0 0 NY COMMUNITY CAP TRUST V CONV PFD 64944P307 12325 259926 SH SOLE 259926 0 0 QTS REALTY TRUST INC CONV PFD 74736A301 18713 167865 SH SOLE 167865 0 0 SEMPRA ENERGY CONV PFD 816851505 9946 89018 SH SOLE 89018 0 0 STANLEY BLACK & DECKER I CONV PFD 854502887 44766 438797 SH SOLE 438797 0 0 WELLS FARGO & COMPANY CONV PFD 949746804 156927 114650 SH SOLE 114650 0 0 ANTHEM INC COM 036752103 1411 5000 SH SOLE 5000 0 0 ADVENT CONVERTIBLE AND INCOME COM 00764C109 2048 136000 SH SOLE 136000 0 0 BOEING CO/THE COM 097023105 5096 14000 SH SOLE 14000 0 0 ALIBABA GROUP HOLDING LTD COM 01609W102 4270 25200 SH SOLE 25200 0 0 CBS CORP COM 124857202 250 5019 SH SOLE 5019 0 0 CARNIVAL CORP COM 143658300 3491 75000 SH SOLE 75000 0 0 CHEWY INC COM 16679L109 219 6250 SH SOLE 6250 0 0 CIENA CORP COM 171779309 823 20000 SH SOLE 20000 0 0 COMMSCOPE HOLDING CO INC COM 20337X109 472 30000 SH SOLE 30000 0 0 CAESARS ENTERTAINMENT CORP COM 127686103 387 32767 SH SOLE 32767 0 0 DISCOVERY INC COM 25470F104 261 8500 SH SOLE 8500 0 0 FIDELITY NATIONAL FINANCIAL IN COM 31620R303 403 10000 SH SOLE 10000 0 0 GLAXOSMITHKLINE PLC COM 37733W105 4002 100000 SH SOLE 100000 0 0 GRAY TELEVISION INC COM 389375106 328 20000 SH SOLE 20000 0 0 HUMANA INC COM 444859102 5306 20000 SH SOLE 20000 0 0 MARINEMAX INC COM 567908108 112 6835 SH SOLE 6835 0 0 INTELSAT SA COM L5140P101 195 10000 SH SOLE 10000 0 0 KROGER CO/THE COM 501044101 326 15000 SH SOLE 15000 0 0 LAZARD LTD COM G54050102 3671 106750 SH SOLE 106750 0 0 MACY'S INC COM 55616P104 2146 100000 SH SOLE 100000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2601 30000 SH SOLE 30000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 371 13000 SH SOLE 13000 0 0 NOKIA OYJ COM 654902204 251 50000 SH SOLE 50000 0 0 PFIZER INC COM 717081103 3249 75000 SH SOLE 75000 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 3974 80000 SH SOLE 80000 0 0 SNAP INC COM 83304A106 358 25000 SH SOLE 25000 0 0 STMICROELECTRONICS NV COM 861012102 220 12500 SH SOLE 12500 0 0 TELADOC HEALTH INC COM 87918A105 531 8000 SH SOLE 8000 0 0 UNITED PARCEL SERVICE INC COM 911312106 5680 55000 SH SOLE 55000 0 0 VIACOM INC COM 92553P102 146 4281 SH SOLE 4281 0 0 XILINX INC COM 983919101 2358 20000 SH SOLE 20000 0 0 AMKOR TECHNOLOGY INC OPT 031652900 64 400 SH Call SOLE 400 0 0 CLOVIS ONCOLOGY INC OPT 189464950 10 195 SH Put SOLE 195 0 0 FREEPORT-MCMORAN INC OPT 35671D907 2 390 SH Call SOLE 390 0 0 GRAY TELEVISION INC OPT 389375956 4 200 SH Put SOLE 200 0 0 ISHARES IBOXX HIGH YIELD CORPO OPT 464288953 2 400 SH Put SOLE 400 0 0 IQIYI INC OPT 46267X908 25 650 SH Call SOLE 650 0 0 ISHARES RUSSELL 2000 ETF OPT 464287905 18 300 SH Call SOLE 300 0 0 ISHARES RUSSELL 2000 ETF OPT 464287905 11 1000 SH Call SOLE 1000 0 0 RH OPT 74967X953 6 100 SH Put SOLE 100 0 0 SPDR S&P 500 ETF TRUST OPT 78462F953 7 250 SH Put SOLE 250 0 0 SPDR S&P 500 ETF TRUST OPT 78462F953 56 1500 SH Put SOLE 1500 0 0 VONAGE HOLDINGS CORP OPT 92886T951 11 500 SH Put SOLE 500 0 0 XILINX INC OPT 983919901 245 140 SH Call SOLE 140 0 0