The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 15,320 | 10,312 | PRN | SOLE | 88,000 | 0 | 10,224,000 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 10,292 | 9,920 | PRN | SOLE | 93,000 | 0 | 9,827,000 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 19,677 | 16,509 | PRN | SOLE | 121,000 | 0 | 16,388,000 | ||
| ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 32,515 | 31,956 | PRN | SOLE | 250,000 | 0 | 31,706,000 | ||
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 19,043 | 18,072 | PRN | SOLE | 175,000 | 0 | 17,897,000 | ||
| BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 7,727 | 7,180 | SH | SOLE | 165,000 | 0 | 7,015,000 | ||
| CSX CORP | DBCV 10/3 | 126408GA5 | 5,728 | 2,090 | PRN | SOLE | 0 | 0 | 2,090,000 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 20,210 | 10,030 | PRN | SOLE | 60,000 | 0 | 9,970,000 | ||
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 6,542 | 5,770 | PRN | SOLE | 77,000 | 0 | 5,693,000 | ||
| DOMINION RES INC VA NEW | NOTE 2.125%12/1 | 25746UAT6 | 23,926 | 12,920 | PRN | SOLE | 115,000 | 0 | 12,805,000 | ||
| E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 35,175 | 22,010 | PRN | SOLE | 83,000 | 0 | 21,927,000 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 18,600 | 13,133 | PRN | SOLE | 110,000 | 0 | 13,023,000 | ||
| FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 22,388 | 11,332 | PRN | SOLE | 77,000 | 0 | 11,255,000 | ||
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 18,547 | 6,661 | PRN | SOLE | 0 | 0 | 6,661,000 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 40,692 | 14,697 | PRN | SOLE | 102,000 | 0 | 14,595,000 | ||
| GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 13,795 | 13,667 | PRN | SOLE | 110,000 | 0 | 13,557,000 | ||
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 10,354 | 8,371 | PRN | SOLE | 75,000 | 0 | 8,296,000 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 43,977 | 40,625 | PRN | SOLE | 230,000 | 0 | 40,395,000 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 25,394 | 24,228 | PRN | SOLE | 690,000 | 0 | 23,538,000 | ||
| L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 5,222 | 4,796 | PRN | SOLE | 0 | 0 | 4,796,000 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 24,098 | 21,302 | PRN | SOLE | 155,000 | 0 | 21,147,000 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,504 | 1,250 | PRN | SOLE | 0 | 0 | 1,250,000 | ||
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 378 | 375 | PRN | SOLE | 0 | 0 | 375,000 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 24,166 | 21,919 | PRN | SOLE | 195,000 | 0 | 21,724,000 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,132 | 6,400 | PRN | SOLE | 55,000 | 0 | 6,345,000 | ||
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 18,966 | 16,047 | PRN | SOLE | 120,000 | 0 | 15,927,000 | ||
| PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 36,364 | 28,299 | PRN | SOLE | 165,000 | 0 | 28,134,000 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 16,446 | 14,530 | PRN | SOLE | 135,000 | 0 | 14,395,000 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 2,427 | 1,835 | PRN | SOLE | 0 | 0 | 1,835,000 | ||
| STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 2,397 | 17,450 | SH | SOLE | 0 | 0 | 17,450,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,892 | 14,362 | PRN | SOLE | 0 | 0 | 14,362,000 | ||
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 1,595 | 1,315 | PRN | SOLE | 0 | 0 | 1,315,000 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 16,886 | 14,845 | SH | SOLE | 175,000 | 0 | 14,670,000 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 27,308 | 16,831 | PRN | SOLE | 100,000 | 0 | 16,731,000 | ||