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 | 12,371 | 7,339,000 | PRN | SOLE | 102,000 | 0 | 7,237,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,461 | 9,461,000 | PRN | SOLE | 85,000 | 0 | 9,376,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 10,976 | 10,864,000 | PRN | SOLE | 48,000 | 0 | 10,816,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 23,497 | 7,191,000 | PRN | SOLE | 120,000 | 0 | 7,071,000 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,738 | 4,711,000 | PRN | SOLE | 118,000 | 0 | 4,593,000 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 16,863 | 16,800,000 | PRN | SOLE | 240,000 | 0 | 16,560,000 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 2,471 | 1,975 | SH | SOLE | 219 | 0 | 1,756 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 17,482 | 12,040,000 | PRN | SOLE | 203,000 | 0 | 11,837,000 | ||
DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 1,829 | 484,000 | PRN | SOLE | 39,000 | 0 | 445,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 6,117 | 2,085,000 | PRN | SOLE | 40,000 | 0 | 2,045,000 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 7,196 | 7,225,000 | PRN | SOLE | 45,000 | 0 | 7,180,000 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 24,096 | 20,464,000 | PRN | SOLE | 294,000 | 0 | 20,170,000 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 22,858 | 9,550,000 | PRN | SOLE | 159,000 | 0 | 9,391,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 15,084 | 15,216,000 | PRN | SOLE | 142,000 | 0 | 15,074,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 3,869 | 4,362,000 | PRN | SOLE | 80,000 | 0 | 4,282,000 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 1,079 | 1,375,000 | PRN | SOLE | 151,000 | 0 | 1,224,000 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 12,959 | 2,498,000 | PRN | SOLE | 55,000 | 0 | 2,443,000 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,071 | 814,000 | PRN | SOLE | 66,000 | 0 | 748,000 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 21,759 | 18,213,000 | PRN | SOLE | 291,000 | 0 | 17,922,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 10,962 | 10,791,000 | PRN | SOLE | 128,000 | 0 | 10,663,000 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,219 | 10,233,000 | PRN | SOLE | 202,000 | 0 | 10,031,000 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 17,967 | 9,861,000 | PRN | SOLE | 171,000 | 0 | 9,690,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 13,849 | 11,395,000 | PRN | SOLE | 132,000 | 0 | 11,263,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,786 | 10,844,000 | PRN | SOLE | 182,000 | 0 | 10,662,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 9,469 | 9,433,000 | PRN | SOLE | 101,000 | 0 | 9,332,000 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,449 | 15,589,000 | PRN | SOLE | 1,988,000 | 0 | 13,601,000 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 16,640 | 16,700,000 | PRN | SOLE | 145,000 | 0 | 16,555,000 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,138 | 3,287 | SH | SOLE | 381 | 0 | 2,906 |