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 | 14,233 | 7,839,000 | PRN | SOLE | 7,839,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,502 | 9,461,000 | PRN | SOLE | 9,461,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 4,489 | 4,364,000 | PRN | SOLE | 4,364,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 24,020 | 9,326,000 | PRN | SOLE | 9,326,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 20,141 | 19,868,000 | PRN | SOLE | 19,868,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,849 | 4,711,000 | PRN | SOLE | 4,711,000 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 2,892 | 2,287 | SH | SOLE | 2,287 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 339 | 334,000 | PRN | SOLE | 334,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 6,051 | 5,040,000 | PRN | SOLE | 5,040,000 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 1,834 | 569,000 | PRN | SOLE | 569,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 11,063 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 21,578 | 21,364,000 | PRN | SOLE | 21,364,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 25,070 | 19,183,000 | PRN | SOLE | 19,183,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 19,761 | 19,687,000 | PRN | SOLE | 19,687,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 18,703 | 8,014,000 | PRN | SOLE | 8,014,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 16,814 | 15,216,000 | PRN | SOLE | 15,216,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 4,343 | 4,362,000 | PRN | SOLE | 4,362,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 13,559 | 13,567,000 | PRN | SOLE | 13,567,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,782 | 2,583,000 | PRN | SOLE | 2,583,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 14,170 | 11,196,000 | PRN | SOLE | 11,196,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 845 | 814,000 | PRN | SOLE | 814,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,068 | 2,770,000 | PRN | SOLE | 2,770,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 24,003 | 20,963,000 | PRN | SOLE | 20,963,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,471 | 6,313,000 | PRN | SOLE | 6,313,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 11,142 | 10,791,000 | PRN | SOLE | 10,791,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,259 | 10,233,000 | PRN | SOLE | 10,233,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 18,674 | 13,526,000 | PRN | SOLE | 13,526,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 9,906 | 8,395,000 | PRN | SOLE | 8,395,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,742 | 10,844,000 | PRN | SOLE | 10,844,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 6,027 | 6,073,000 | PRN | SOLE | 6,073,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 8,014 | 7,472,000 | PRN | SOLE | 7,472,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 984 | 986,000 | PRN | SOLE | 986,000 | 0 | 0 | ||
TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 10,388 | 10,470,000 | PRN | SOLE | 10,470,000 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,326 | 3,299 | SH | SOLE | 3,299 | 0 | 0 |