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 |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 12,959 | 7,339,000 | PRN | SOLE | 102,000 | 0 | 7,237,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,461 | 9,461,000 | PRN | SOLE | 85,000 | 0 | 9,376,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 10,960 | 10,864,000 | PRN | SOLE | 48,000 | 0 | 10,816,000 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 27,684 | 9,191,000 | PRN | SOLE | 184,000 | 0 | 9,007,000 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,764 | 4,711,000 | PRN | SOLE | 118,000 | 0 | 4,593,000 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 17,126 | 16,800,000 | PRN | SOLE | 240,000 | 0 | 16,560,000 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 1,833 | 1,425 | SH | SOLE | 139 | 0 | 1,286 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 15,849 | 12,040,000 | PRN | SOLE | 203,000 | 0 | 11,837,000 | ||
| DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 1,813 | 484,000 | PRN | SOLE | 39,000 | 0 | 445,000 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 13,145 | 4,235,000 | PRN | SOLE | 77,000 | 0 | 4,158,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 7,310 | 7,225,000 | PRN | SOLE | 45,000 | 0 | 7,180,000 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 23,636 | 21,364,000 | PRN | SOLE | 294,000 | 0 | 21,070,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 25,745 | 10,350,000 | PRN | SOLE | 173,000 | 0 | 10,177,000 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 9,411 | 2,790,000 | PRN | SOLE | 59,000 | 0 | 2,731,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 15,045 | 15,216,000 | PRN | SOLE | 142,000 | 0 | 15,074,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 3,871 | 4,362,000 | PRN | SOLE | 80,000 | 0 | 4,282,000 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 15,635 | 2,583,000 | PRN | SOLE | 55,000 | 0 | 2,528,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,162 | 814,000 | PRN | SOLE | 66,000 | 0 | 748,000 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,447 | 2,770,000 | PRN | SOLE | 135,000 | 0 | 2,635,000 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 26,164 | 20,963,000 | PRN | SOLE | 291,000 | 0 | 20,672,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 10,994 | 10,791,000 | PRN | SOLE | 128,000 | 0 | 10,663,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,247 | 10,233,000 | PRN | SOLE | 202,000 | 0 | 10,031,000 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 19,940 | 9,861,000 | PRN | SOLE | 171,000 | 0 | 9,690,000 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 12,796 | 11,395,000 | PRN | SOLE | 132,000 | 0 | 11,263,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,789 | 10,844,000 | PRN | SOLE | 182,000 | 0 | 10,662,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 9,567 | 9,433,000 | PRN | SOLE | 101,000 | 0 | 9,332,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 13,663 | 15,589,000 | PRN | SOLE | 1,988,000 | 0 | 13,601,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 8,783 | 8,600,000 | PRN | SOLE | 145,000 | 0 | 8,455,000 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,240 | 3,287 | SH | SOLE | 381 | 0 | 2,906 | ||