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 |
ALZA CORP | SDCV 7/2 | 02261WAB5 | 14,674 | 9,295,000 | PRN | SOLE | 9,295,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 25,313 | 12,720,000 | PRN | SOLE | 12,720,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 22,346 | 21,828,000 | PRN | SOLE | 21,828,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 5,464 | 5,286,000 | PRN | SOLE | 5,286,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,098 | 3,548 | SH | SOLE | 3,548 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 2,101 | 2,092,000 | PRN | SOLE | 2,092,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 13,162 | 11,371,000 | PRN | SOLE | 11,371,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 3,512 | 1,181,000 | PRN | SOLE | 1,181,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 11,503 | 5,920,000 | PRN | SOLE | 5,920,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 22,090 | 23,146,000 | PRN | SOLE | 23,146,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 32,842 | 24,316,000 | PRN | SOLE | 24,316,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 22,840 | 22,614,000 | PRN | SOLE | 22,614,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 19,951 | 11,372,000 | PRN | SOLE | 11,372,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 19,293 | 16,614,000 | PRN | SOLE | 16,614,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,740 | 1,728,000 | PRN | SOLE | 1,728,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 20,132 | 19,749,000 | PRN | SOLE | 19,749,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,374 | 3,011,000 | PRN | SOLE | 3,011,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 19,391 | 15,497,000 | PRN | SOLE | 15,497,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,800 | 1,757,000 | PRN | SOLE | 1,757,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3,527 | 2,770,000 | PRN | SOLE | 2,770,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 30,283 | 28,670,000 | PRN | SOLE | 28,670,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,463 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 13,235 | 12,928,000 | PRN | SOLE | 12,928,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 12,550 | 12,864,000 | PRN | SOLE | 12,864,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 21,964 | 18,823,000 | PRN | SOLE | 18,823,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 12,408 | 10,367,000 | PRN | SOLE | 10,367,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 13,154 | 12,640,000 | PRN | SOLE | 12,640,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 7,384 | 7,028,000 | PRN | SOLE | 7,028,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 9,481 | 8,658,000 | PRN | SOLE | 8,658,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 2,321 | 2,359,000 | PRN | SOLE | 2,359,000 | 0 | 0 | ||
TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 10,452 | 10,700,000 | PRN | SOLE | 10,700,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 9,594 | 8,062 | SH | SOLE | 8,062 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 23,107 | 10,997,000 | PRN | SOLE | 10,997,000 | 0 | 0 |