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 | 22,225 | 11,449,000 | PRN | SOLE | 88,000 | 0 | 11,361,000 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 7,953 | 7,792,000 | PRN | SOLE | 93,000 | 0 | 7,699,000 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 24,300 | 18,000,000 | PRN | SOLE | 121,000 | 0 | 17,879,000 | ||
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 23,340 | 21,737,000 | PRN | SOLE | 191,000 | 0 | 21,546,000 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 12,424 | 11,537,000 | PRN | SOLE | 31,000 | 0 | 11,506,000 | ||
BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 10,156 | 8,855 | SH | SOLE | 165 | 0 | 8,690 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 6,446 | 2,090,000 | PRN | SOLE | 0 | 0 | 2,090,000 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 23,542 | 10,799,000 | PRN | SOLE | 60,000 | 0 | 10,739,000 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 12,070 | 10,450,000 | PRN | SOLE | 77,000 | 0 | 10,373,000 | ||
DOMINION RES INC VA NEW | NOTE 2.125%12/1 | 25746UAT6 | 24,926 | 11,845,000 | PRN | SOLE | 115,000 | 0 | 11,730,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 23,869 | 15,113,000 | PRN | SOLE | 110,000 | 0 | 15,003,000 | ||
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 30,210 | 16,685,000 | PRN | SOLE | 103,000 | 0 | 16,582,000 | ||
GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 7,070 | 2,256,000 | PRN | SOLE | 0 | 0 | 2,256,000 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 43,225 | 13,896,000 | PRN | SOLE | 102,000 | 0 | 13,794,000 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 18,555 | 18,532,000 | PRN | SOLE | 156,000 | 0 | 18,376,000 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 15,143 | 12,786,000 | PRN | SOLE | 90,000 | 0 | 12,696,000 | ||
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 52,012 | 44,195,000 | PRN | SOLE | 240,000 | 0 | 43,955,000 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 29,773 | 27,972,000 | PRN | SOLE | 690,000 | 0 | 27,282,000 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 4,884 | 3,669,000 | PRN | SOLE | 0 | 0 | 3,669,000 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 30,737 | 26,555,000 | PRN | SOLE | 159,000 | 0 | 26,396,000 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,551 | 1,250,000 | PRN | SOLE | 0 | 0 | 1,250,000 | ||
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 375 | 375,000 | PRN | SOLE | 0 | 0 | 375,000 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 26,201 | 24,762,000 | PRN | SOLE | 195,000 | 0 | 24,567,000 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,989 | 5,852,000 | PRN | SOLE | 55,000 | 0 | 5,797,000 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 24,259 | 19,505,000 | PRN | SOLE | 135,000 | 0 | 19,370,000 | ||
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 39,584 | 27,962,000 | PRN | SOLE | 165,000 | 0 | 27,797,000 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 23,655 | 20,218,000 | PRN | SOLE | 144,000 | 0 | 20,074,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 20,791 | 19,777,000 | PRN | SOLE | 128,000 | 0 | 19,649,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 11,385 | 9,825,000 | PRN | SOLE | 70,000 | 0 | 9,755,000 | ||
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 2,195 | 1,335,000 | PRN | SOLE | 0 | 0 | 1,335,000 | ||
STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 2,210 | 17,450 | SH | SOLE | 0 | 0 | 17,450 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 16,951 | 13,354,000 | PRN | SOLE | 0 | 0 | 13,354,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 42,959 | 29,386,000 | PRN | SOLE | 208,000 | 0 | 29,178,000 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 18,618 | 15,981 | SH | SOLE | 328 | 0 | 15,653 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 40,536 | 21,619,000 | PRN | SOLE | 166,000 | 0 | 21,453,000 |