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 | SDCV7/2 | 02261WAB5 | 14,094 | 7,339,000 | SH | SOLE | 102,000 | 0 | 7,237,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 16,373 | 16,414,000 | SH | SOLE | 83,000 | 0 | 16,331,000 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 19,250 | 4,851,000 | SH | SOLE | 102,000 | 0 | 4,749,000 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 21,336 | 21,400,000 | SH | SOLE | 240,000 | 0 | 21,160,000 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 3,519 | 2,695 | SH | SOLE | 302 | 0 | 2,393 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 9,839 | 6,940,000 | SH | SOLE | 302,000 | 0 | 6,638,000 | ||
| DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 2,442 | 484,000 | SH | SOLE | 39,000 | 0 | 445,000 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 10,408 | 5,300,000 | SH | SOLE | 60,000 | 0 | 5,240,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 11,446 | 11,719,000 | SH | SOLE | 45,000 | 0 | 11,674,000 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 8,521 | 6,964,000 | SH | SOLE | 115,000 | 0 | 6,849,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,974 | 2,200,000 | SH | SOLE | 36,000 | 0 | 2,164,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 10,179 | 10,216,000 | SH | SOLE | 142,000 | 0 | 10,074,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 7,369 | 8,362,000 | SH | SOLE | 80,000 | 0 | 8,282,000 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 978 | 1,375,000 | SH | SOLE | 231,000 | 0 | 1,144,000 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,789 | 2,498,000 | SH | SOLE | 55,000 | 0 | 2,443,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,006 | 814,000 | SH | SOLE | 66,000 | 0 | 748,000 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 20,269 | 18,363,000 | SH | SOLE | 328,000 | 0 | 18,035,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 10,280 | 10,233,000 | SH | SOLE | 202,000 | 0 | 10,031,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 10,543 | 10,700,000 | SH | SOLE | 10,700 | 0 | 10,689,300 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 19,843 | 7,996,000 | SH | SOLE | 147,000 | 0 | 7,849,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,529 | 10,554,000 | SH | SOLE | 182,000 | 0 | 10,372,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 9,422 | 9,433,000 | SH | SOLE | 101,000 | 0 | 9,332,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,372 | 15,589,000 | SH | SOLE | 1,988,000 | 0 | 13,601,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 17,007 | 16,700,000 | SH | SOLE | 145,000 | 0 | 16,555,000 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,255 | 3,287 | SH | SOLE | 381 | 0 | 2,906 | ||