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 | 5,849 | 1,984,000 | PRN | SOLE | 1,984,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 8,807 | 6,249,000 | PRN | SOLE | 6,249,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 25,251 | 25,283,000 | PRN | SOLE | 25,283,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 19,657 | 19,806,000 | PRN | SOLE | 19,806,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 8,013 | 7,351 | SH | SOLE | 7,351 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 5,560 | 11,830,000 | PRN | SOLE | 11,830,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 17,712 | 16,287,000 | PRN | SOLE | 16,287,000 | 0 | 0 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 2,003 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 6,922 | 2,568,000 | PRN | SOLE | 2,568,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 12,937 | 6,780,000 | PRN | SOLE | 6,780,000 | 0 | 0 | ||
FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 5,210 | 5,210,000 | PRN | SOLE | 5,210,000 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 28,824 | 6,451,000 | PRN | SOLE | 6,451,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 36,464 | 33,549,000 | PRN | SOLE | 33,549,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 54,701 | 42,756,000 | PRN | SOLE | 42,756,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 22,724 | 22,838,000 | PRN | SOLE | 22,838,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 29,378 | 22,577,000 | PRN | SOLE | 22,577,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 2,449 | 1,710,000 | PRN | SOLE | 1,710,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 18,575 | 16,613,000 | PRN | SOLE | 16,613,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 27,536 | 28,080,000 | PRN | SOLE | 28,080,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,370 | 4,407,000 | PRN | SOLE | 4,407,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 28,135 | 22,219,000 | PRN | SOLE | 22,219,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,438 | 7,935,000 | PRN | SOLE | 7,935,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 42,896 | 42,524,000 | PRN | SOLE | 42,524,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,147 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 16,784 | 17,644,000 | PRN | SOLE | 17,644,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 17,063 | 19,697,000 | PRN | SOLE | 19,697,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 31,908 | 24,509,000 | PRN | SOLE | 24,509,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 17,067 | 14,996,000 | PRN | SOLE | 14,996,000 | 0 | 0 | ||
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 2,226 | 2,151,000 | PRN | SOLE | 2,151,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 6,829 | 4,374,000 | PRN | SOLE | 4,374,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 4,896 | 4,905,000 | PRN | SOLE | 4,905,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 33,959 | 17,791,000 | PRN | SOLE | 17,791,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 20,249 | 17,484 | SH | SOLE | 17,484 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 24,962 | 15,379,000 | PRN | SOLE | 15,379,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 4,610 | 4,740,000 | PRN | SOLE | 4,740,000 | 0 | 0 |