The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 13,400 7,839,000 PRN   SOLE 7,839,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 23,576 10,326,000 PRN   SOLE 10,326,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 21,048 20,648,000 PRN   SOLE 20,648,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 4,811 4,711,000 PRN   SOLE 4,711,000 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 2,702 2,275 SH   SOLE 2,275 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 338 334,000 PRN   SOLE 334,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6,313 5,040,000 PRN   SOLE 5,040,000 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,859 569,000 PRN   SOLE 569,000 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 11,790 5,350,000 PRN   SOLE 5,350,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 20,391 20,264,000 PRN   SOLE 20,264,000 0 0
INTEL CORP SDCV 12/1 458140AD2 28,468 20,913,000 PRN   SOLE 20,913,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 19,884 19,687,000 PRN   SOLE 19,687,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 20,145 9,511,000 PRN   SOLE 9,511,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 17,013 15,216,000 PRN   SOLE 15,216,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,041 1,062,000 PRN   SOLE 1,062,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 14,349 14,322,000 PRN   SOLE 14,322,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10,137 2,673,000 PRN   SOLE 2,673,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 17,212 12,935,000 PRN   SOLE 12,935,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 889 814,000 PRN   SOLE 814,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3,944 2,770,000 PRN   SOLE 2,770,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25,066 22,293,000 PRN   SOLE 22,293,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 6,463 6,313,000 PRN   SOLE 6,313,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 11,061 10,791,000 PRN   SOLE 10,791,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,895 11,033,000 PRN   SOLE 11,033,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 20,257 15,612,000 PRN   SOLE 15,612,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 10,100 8,395,000 PRN   SOLE 8,395,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 10,986 10,844,000 PRN   SOLE 10,844,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,184 6,033,000 PRN   SOLE 6,033,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 8,077 7,522,000 PRN   SOLE 7,522,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 980 986,000 PRN   SOLE 986,000 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 10,478 10,700,000 PRN   SOLE 10,700,000 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 6,549 5,287 SH   SOLE 5,287 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 18,365 9,131,000 PRN   SOLE 9,131,000 0 0