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 | 5,909 | 1,944,000 | PRN | SOLE | 1,944,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 18,784 | 12,649,000 | PRN | SOLE | 12,649,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 24,875 | 24,813,000 | PRN | SOLE | 24,813,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 19,439 | 19,223,000 | PRN | SOLE | 19,223,000 | 0 | 0 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 8,316 | 7,351 | SH | SOLE | 7,351 | 0 | 0 | ||
| BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 4,412 | 4,454,000 | PRN | SOLE | 4,454,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 3,760 | 5,944,000 | PRN | SOLE | 5,944,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 18,118 | 16,222,000 | PRN | SOLE | 16,222,000 | 0 | 0 | ||
| CSX CORP | DBCV 10/3 | 126408GA5 | 1,988 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 7,072 | 2,568,000 | PRN | SOLE | 2,568,000 | 0 | 0 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 12,674 | 6,780,000 | PRN | SOLE | 6,780,000 | 0 | 0 | ||
| FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 5,100 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 25,732 | 6,256,000 | PRN | SOLE | 6,256,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 34,761 | 33,484,000 | PRN | SOLE | 33,484,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 54,327 | 42,756,000 | PRN | SOLE | 42,756,000 | 0 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 24,765 | 25,238,000 | PRN | SOLE | 25,238,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 18,347 | 16,613,000 | PRN | SOLE | 16,613,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 29,133 | 28,080,000 | PRN | SOLE | 28,080,000 | 0 | 0 | ||
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 27,524 | 22,219,000 | PRN | SOLE | 22,219,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,522 | 7,935,000 | PRN | SOLE | 7,935,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 42,790 | 42,524,000 | PRN | SOLE | 42,524,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,135 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 16,508 | 17,644,000 | PRN | SOLE | 17,644,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 17,244 | 19,582,000 | PRN | SOLE | 19,582,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 30,406 | 24,509,000 | PRN | SOLE | 24,509,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 17,105 | 14,996,000 | PRN | SOLE | 14,996,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 2,233 | 2,151,000 | PRN | SOLE | 2,151,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 5,692 | 4,374,000 | PRN | SOLE | 4,374,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 4,758 | 4,905,000 | PRN | SOLE | 4,905,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 33,628 | 17,566,000 | PRN | SOLE | 17,566,000 | 0 | 0 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 21,068 | 17,484 | SH | SOLE | 17,484 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 25,049 | 15,239,000 | PRN | SOLE | 15,239,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 4,684 | 4,740,000 | PRN | SOLE | 4,740,000 | 0 | 0 | ||