The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | MANAGER | SOLE | SHARED | NONE |
AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 16,870 | 9,975 | PRN | SOLE | 88,000 | 0 | 9,887,000 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 9,151 | 8,852 | PRN | SOLE | 93,000 | 0 | 8,759,000 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 20,694 | 16,440 | PRN | SOLE | 121,000 | 0 | 16,319,000 | ||
ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 27,718 | 26,195 | PRN | SOLE | 218,000 | 0 | 25,977,000 | ||
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 24,045 | 22,538 | PRN | SOLE | 191,000 | 0 | 22,347,000 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 2,491 | 2,360 | PRN | SOLE | 0 | 0 | 2,360,000 | ||
BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 7,620 | 7,180 | SH | SOLE | 0 | 0 | 7,180 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 6,402 | 2,090 | PRN | SOLE | 0 | 0 | 2,090,000 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 23,342 | 10,400 | PRN | SOLE | 60,000 | 0 | 10,340,000 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 6,217 | 5,563 | PRN | SOLE | 77,000 | 0 | 5,486,000 | ||
DOMINION RES INC VA NEW | NOTE 2.125%12/1 | 25746UAT6 | 23,493 | 12,252 | PRN | SOLE | 115,000 | 0 | 12,137,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 21,028 | 12,861 | PRN | SOLE | 110,000 | 0 | 12,751,000 | ||
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 23,865 | 12,935 | PRN | SOLE | 86,000 | 0 | 12,849,000 | ||
GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 15,482 | 4,658 | PRN | SOLE | 0 | 0 | 4,658,000 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 46,345 | 14,052 | PRN | SOLE | 102,000 | 0 | 13,950,000 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 19,793 | 19,744 | PRN | SOLE | 156,000 | 0 | 19,588,000 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 12,266 | 11,007 | PRN | SOLE | 83,000 | 0 | 10,924,000 | ||
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 45,769 | 40,865 | PRN | SOLE | 230,000 | 0 | 40,635,000 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 25,779 | 24,363 | PRN | SOLE | 690,000 | 0 | 23,673,000 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 5,582 | 4,635 | PRN | SOLE | 0 | 0 | 4,635,000 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 24,080 | 21,146 | PRN | SOLE | 155,000 | 0 | 20,991,000 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,520 | 1,250 | PRN | SOLE | 0 | 0 | 1,250,000 | ||
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 375 | 375 | PRN | SOLE | 0 | 0 | 375,000 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 21,435 | 21,015 | PRN | SOLE | 195,000 | 0 | 20,820,000 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,714 | 6,411 | PRN | SOLE | 55,000 | 0 | 6,356,000 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 19,844 | 15,955 | PRN | SOLE | 120,000 | 0 | 15,835,000 | ||
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 38,415 | 27,862 | PRN | SOLE | 165,000 | 0 | 27,697,000 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 16,097 | 14,421 | PRN | SOLE | 135,000 | 0 | 14,286,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 4,981 | 4,500 | PRN | SOLE | 32,000 | 0 | 4,468,000 | ||
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 2,704 | 1,835 | PRN | SOLE | 0 | 0 | 1,835,000 | ||
STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 2,146 | 17,450 | SH | SOLE | 0 | 0 | 17,450 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,995 | 14,121 | PRN | SOLE | 0 | 0 | 14,121,000 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 1,732 | 1,315 | PRN | SOLE | 0 | 0 | 1,315,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 32,275 | 23,841 | PRN | SOLE | 179,000 | 0 | 23,662,000 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 16,883 | 15,210 | SH | SOLE | 230 | 0 | 14,980 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 26,906 | 16,869 | PRN | SOLE | 100,000 | 0 | 16,769,000 |