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 |
AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 5,960 | 2,209,000 | PRN | SOLE | 2,209,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 15,363 | 11,950,000 | PRN | SOLE | 11,950,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 28,831 | 28,563,000 | PRN | SOLE | 28,563,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 20,523 | 20,071,000 | PRN | SOLE | 20,071,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 9,455 | 8,795 | SH | SOLE | 8,795 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 9,524 | 10,885,000 | PRN | SOLE | 10,885,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 19,025 | 18,044,000 | PRN | SOLE | 18,044,000 | 0 | 0 | ||
CSX CORP | DBCV 10/3 | 126408GA5 | 2,358 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 15,301 | 6,209,000 | PRN | SOLE | 6,209,000 | 0 | 0 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 8,442 | 7,955,000 | PRN | SOLE | 7,955,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 13,942 | 7,521,000 | PRN | SOLE | 7,521,000 | 0 | 0 | ||
FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 6,004 | 5,930,000 | PRN | SOLE | 5,930,000 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 36,207 | 8,446,000 | PRN | SOLE | 8,446,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 36,910 | 33,650,000 | PRN | SOLE | 33,650,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 56,377 | 46,425,000 | PRN | SOLE | 46,425,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 25,180 | 24,777,000 | PRN | SOLE | 24,777,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 28,610 | 25,305,000 | PRN | SOLE | 25,305,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,856 | 1,480,000 | PRN | SOLE | 1,480,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 20,890 | 18,405,000 | PRN | SOLE | 18,405,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 30,757 | 30,912,000 | PRN | SOLE | 30,912,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,334 | 4,767,000 | PRN | SOLE | 4,767,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 28,448 | 24,630,000 | PRN | SOLE | 24,630,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,319 | 7,935,000 | PRN | SOLE | 7,935,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,155 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 18,554 | 19,327,000 | PRN | SOLE | 19,327,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 8,942 | 9,935,000 | PRN | SOLE | 9,935,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 14,843 | 13,320,000 | PRN | SOLE | 13,320,000 | 0 | 0 | ||
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 2,545 | 2,629,000 | PRN | SOLE | 2,629,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,147 | 10,431,000 | PRN | SOLE | 10,431,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 6,253 | 6,086,000 | PRN | SOLE | 6,086,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 51,457 | 27,316,000 | PRN | SOLE | 27,316,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 22,808 | 19,536 | SH | SOLE | 19,536 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 26,334 | 17,674,000 | PRN | SOLE | 17,674,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 5,527 | 5,713,000 | PRN | SOLE | 5,713,000 | 0 | 0 |