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 | 6,796 | 2,249,000 | PRN | SOLE | 2,249,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 16,775 | 12,150,000 | PRN | SOLE | 12,150,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 29,855 | 28,863,000 | PRN | SOLE | 28,863,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 19,707 | 18,881,000 | PRN | SOLE | 18,881,000 | 0 | 0 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 10,093 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 6,187 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| CSX CORP | DBCV 10/3 | 126408GA5 | 2,962 | 840,000 | PRN | SOLE | 840,000 | 0 | 0 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 15,556 | 6,314,000 | PRN | SOLE | 6,314,000 | 0 | 0 | ||
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 10,222 | 8,105,000 | PRN | SOLE | 8,105,000 | 0 | 0 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 19,257 | 9,551,000 | PRN | SOLE | 9,551,000 | 0 | 0 | ||
| FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 5,532 | 5,410,000 | PRN | SOLE | 5,410,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 40,393 | 9,376,000 | PRN | SOLE | 9,376,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 6,444 | 4,323,000 | PRN | SOLE | 4,323,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 58,637 | 47,145,000 | PRN | SOLE | 47,145,000 | 0 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 25,596 | 25,327,000 | PRN | SOLE | 25,327,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 30,906 | 25,715,000 | PRN | SOLE | 25,715,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,643 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | NOTE 2.875% 7/1 | 55608BAA3 | 17,055 | 14,400,000 | PRN | SOLE | 14,400,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 32,522 | 31,632,000 | PRN | SOLE | 31,632,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,877 | 4,837,000 | PRN | SOLE | 4,837,000 | 0 | 0 | ||
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 27,411 | 23,230,000 | PRN | SOLE | 23,230,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,056 | 7,935,000 | PRN | SOLE | 7,935,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,439 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 20,074 | 19,777,000 | PRN | SOLE | 19,777,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 15,937 | 13,520,000 | PRN | SOLE | 13,520,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 2,704 | 2,694,000 | PRN | SOLE | 2,694,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 15,704 | 10,611,000 | PRN | SOLE | 10,611,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 7,811 | 7,386,000 | PRN | SOLE | 7,386,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 58,273 | 28,211,000 | PRN | SOLE | 28,211,000 | 0 | 0 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 23,248 | 19,056 | SH | SOLE | 19,056 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 26,764 | 18,084,000 | PRN | SOLE | 18,084,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 6,330 | 5,868,000 | PRN | SOLE | 5,868,000 | 0 | 0 | ||