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 | 13,400 | 7,839,000 | PRN | SOLE | 7,839,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 23,576 | 10,326,000 | PRN | SOLE | 10,326,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 21,048 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,811 | 4,711,000 | PRN | SOLE | 4,711,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 2,702 | 2,275 | SH | SOLE | 2,275 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 338 | 334,000 | PRN | SOLE | 334,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 6,313 | 5,040,000 | PRN | SOLE | 5,040,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 1,859 | 569,000 | PRN | SOLE | 569,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 11,790 | 5,350,000 | PRN | SOLE | 5,350,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 20,391 | 20,264,000 | PRN | SOLE | 20,264,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 28,468 | 20,913,000 | PRN | SOLE | 20,913,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 19,884 | 19,687,000 | PRN | SOLE | 19,687,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 20,145 | 9,511,000 | PRN | SOLE | 9,511,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 17,013 | 15,216,000 | PRN | SOLE | 15,216,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,041 | 1,062,000 | PRN | SOLE | 1,062,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 14,349 | 14,322,000 | PRN | SOLE | 14,322,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,137 | 2,673,000 | PRN | SOLE | 2,673,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 17,212 | 12,935,000 | PRN | SOLE | 12,935,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 889 | 814,000 | PRN | SOLE | 814,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3,944 | 2,770,000 | PRN | SOLE | 2,770,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 25,066 | 22,293,000 | PRN | SOLE | 22,293,000 | 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 | 11,061 | 10,791,000 | PRN | SOLE | 10,791,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,895 | 11,033,000 | PRN | SOLE | 11,033,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 20,257 | 15,612,000 | PRN | SOLE | 15,612,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 10,100 | 8,395,000 | PRN | SOLE | 8,395,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,986 | 10,844,000 | PRN | SOLE | 10,844,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 6,184 | 6,033,000 | PRN | SOLE | 6,033,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 8,077 | 7,522,000 | PRN | SOLE | 7,522,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 980 | 986,000 | PRN | SOLE | 986,000 | 0 | 0 | ||
TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 10,478 | 10,700,000 | PRN | SOLE | 10,700,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 6,549 | 5,287 | SH | SOLE | 5,287 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 18,365 | 9,131,000 | PRN | SOLE | 9,131,000 | 0 | 0 |