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 | 5,580 | 2,249,000 | PRN | SOLE | 14,000 | 0 | 2,235,000 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 19,817 | 13,550,000 | PRN | SOLE | 102,000 | 0 | 13,448,000 | ||
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 23,810 | 22,812,000 | PRN | SOLE | 191,000 | 0 | 22,621,000 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 11,912 | 11,537,000 | PRN | SOLE | 31,000 | 0 | 11,506,000 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 12,185 | 10,630 | SH | SOLE | 165 | 0 | 10,465 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 4,500 | 4,500,000 | PRN | SOLE | 55,000 | 0 | 4,445,000 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 2,867 | 840,000 | PRN | SOLE | 0 | 0 | 840,000 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 13,918 | 6,314,000 | PRN | SOLE | 39,000 | 0 | 6,275,000 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 11,386 | 9,890,000 | PRN | SOLE | 76,000 | 0 | 9,814,000 | ||
DOMINION RES INC VA NEW | NOTE 2.125%12/1 | 25746UAT6 | 10,102 | 4,870,000 | PRN | SOLE | 54,000 | 0 | 4,816,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 15,246 | 9,551,000 | PRN | SOLE | 77,000 | 0 | 9,474,000 | ||
FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 5,586 | 5,410,000 | PRN | SOLE | 39,000 | 0 | 5,371,000 | ||
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 30,003 | 17,507,000 | PRN | SOLE | 103,000 | 0 | 17,404,000 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 58,232 | 12,471,000 | PRN | SOLE | 90,000 | 0 | 12,381,000 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 8,392 | 6,823,000 | PRN | SOLE | 59,000 | 0 | 6,764,000 | ||
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 55,990 | 44,000,000 | PRN | SOLE | 286,000 | 0 | 43,714,000 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 26,567 | 25,122,000 | PRN | SOLE | 2,570,000 | 0 | 22,552,000 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 33,775 | 26,555,000 | PRN | SOLE | 159,000 | 0 | 26,396,000 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,683 | 1,250,000 | PRN | SOLE | 0 | 0 | 1,250,000 | ||
MACQUARIE INFRASTR CO LLC | NOTE 2.875% 7/1 | 55608BAA3 | 14,275 | 12,875,000 | PRN | SOLE | 80,000 | 0 | 12,795,000 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 25,457 | 24,882,000 | PRN | SOLE | 195,000 | 0 | 24,687,000 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,542 | 4,837,000 | PRN | SOLE | 55,000 | 0 | 4,782,000 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 23,682 | 20,230,000 | PRN | SOLE | 135,000 | 0 | 20,095,000 | ||
PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 36,536 | 27,152,000 | PRN | SOLE | 115,000 | 0 | 27,037,000 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 8,387 | 7,535,000 | PRN | SOLE | 135,000 | 0 | 7,400,000 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 22,479 | 21,383,000 | PRN | SOLE | 168,000 | 0 | 21,215,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 20,296 | 19,777,000 | PRN | SOLE | 128,000 | 0 | 19,649,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 13,492 | 12,020,000 | PRN | SOLE | 89,000 | 0 | 11,931,000 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 15,419 | 12,011,000 | PRN | SOLE | 0 | 0 | 12,011,000 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 7,064 | 7,011,000 | PRN | SOLE | 97,000 | 0 | 6,914,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 46,542 | 28,261,000 | PRN | SOLE | 208,000 | 0 | 28,053,000 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 20,420 | 16,981 | SH | SOLE | 328 | 0 | 16,653 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 26,976 | 18,219,000 | PRN | SOLE | 113,000 | 0 | 18,106,000 |