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 |
|
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 | 5,045 | 1,838,000 | PRN | SOLE | 1,838,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 19,906 | 11,987,000 | PRN | SOLE | 11,987,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 23,034 | 22,269,000 | PRN | SOLE | 22,269,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 6,336 | 6,100,000 | PRN | SOLE | 6,100,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 8,748 | 7,351 | SH | SOLE | 7,351 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 4,370 | 4,454,000 | PRN | SOLE | 4,454,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 1,609 | 1,744,000 | PRN | SOLE | 1,744,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 17,203 | 15,463,000 | PRN | SOLE | 15,463,000 | 0 | 0 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 1,888 | 680,000 | PRN | SOLE | 680,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 6,666 | 2,273,000 | PRN | SOLE | 2,273,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 16,773 | 8,212,000 | PRN | SOLE | 8,212,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 30,966 | 31,801,000 | PRN | SOLE | 31,801,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 43,858 | 33,916,000 | PRN | SOLE | 33,916,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 28,212 | 27,864,000 | PRN | SOLE | 27,864,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 23,796 | 20,839,000 | PRN | SOLE | 20,839,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 29,937 | 26,759,000 | PRN | SOLE | 26,759,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 27,060 | 21,182,000 | PRN | SOLE | 21,182,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 3,327 | 3,722,000 | PRN | SOLE | 3,722,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,157 | 3,545,000 | PRN | SOLE | 3,545,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 41,324 | 40,814,000 | PRN | SOLE | 40,814,000 | 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 | 16,500 | 16,719,000 | PRN | SOLE | 16,719,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 17,719 | 18,738,000 | PRN | SOLE | 18,738,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 31,050 | 25,608,000 | PRN | SOLE | 25,608,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 16,565 | 14,280,000 | PRN | SOLE | 14,280,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 19,418 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 11,181 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 12,360 | 9,863,000 | PRN | SOLE | 9,863,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 4,801 | 4,905,000 | PRN | SOLE | 4,905,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 32,436 | 17,816,000 | PRN | SOLE | 17,816,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 21,657 | 16,667 | SH | SOLE | 16,667 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 23,120 | 14,366,000 | PRN | SOLE | 14,366,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 4,704 | 4,740,000 | PRN | SOLE | 4,740,000 | 0 | 0 |