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 |
ALZA CORP | SDCV 7/2 | 02261WAB5 | 13,988 | 7,839,000 | PRN | SOLE | 102,000 | 0 | 7,737,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,520 | 9,461,000 | PRN | SOLE | 85,000 | 0 | 9,376,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 9,739 | 9,364,000 | PRN | SOLE | 48,000 | 0 | 9,316,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 24,201 | 9,326,000 | PRN | SOLE | 184,000 | 0 | 9,142,000 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 19,515 | 19,418,000 | PRN | SOLE | 5,639,000 | 0 | 13,779,000 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,817 | 4,711,000 | PRN | SOLE | 118,000 | 0 | 4,593,000 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 1,854 | 1,425 | SH | SOLE | 139 | 0 | 1,286 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 334 | 334,000 | PRN | SOLE | 79,000 | 0 | 255,000 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 5,846 | 5,040,000 | PRN | SOLE | 78,000 | 0 | 4,962,000 | ||
DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 1,865 | 569,000 | PRN | SOLE | 39,000 | 0 | 530,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 11,844 | 4,400,000 | PRN | SOLE | 77,000 | 0 | 4,323,000 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 22,539 | 21,364,000 | PRN | SOLE | 294,000 | 0 | 21,070,000 | ||
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 27,288 | 19,183,000 | PRN | SOLE | 327,000 | 0 | 18,856,000 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 19,712 | 19,687,000 | PRN | SOLE | 4,765,000 | 0 | 14,922,000 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 17,158 | 5,614,000 | PRN | SOLE | 119,000 | 0 | 5,495,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 16,157 | 15,216,000 | PRN | SOLE | 142,000 | 0 | 15,074,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 4,226 | 4,362,000 | PRN | SOLE | 80,000 | 0 | 4,282,000 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 14,190 | 2,583,000 | PRN | SOLE | 55,000 | 0 | 2,528,000 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 14,317 | 11,196,000 | PRN | SOLE | 190,000 | 0 | 11,006,000 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 971 | 814,000 | PRN | SOLE | 66,000 | 0 | 748,000 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3,997 | 2,770,000 | PRN | SOLE | 135,000 | 0 | 2,635,000 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 24,055 | 20,963,000 | PRN | SOLE | 291,000 | 0 | 20,672,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,404 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 11,115 | 10,791,000 | PRN | SOLE | 128,000 | 0 | 10,663,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,323 | 10,233,000 | PRN | SOLE | 202,000 | 0 | 10,031,000 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 20,813 | 13,526,000 | PRN | SOLE | 171,000 | 0 | 13,355,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 13,133 | 11,395,000 | PRN | SOLE | 132,000 | 0 | 11,263,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,871 | 10,844,000 | PRN | SOLE | 182,000 | 0 | 10,662,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 6,206 | 6,073,000 | PRN | SOLE | 141,000 | 0 | 5,932,000 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 6,734 | 7,472,000 | PRN | SOLE | 122,000 | 0 | 7,350,000 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,338 | 3,299 | SH | SOLE | 393 | 0 | 2,906 |