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 | 14,000 | 7,339,000 | SH | SOLE | 67,000 | 0 | 7,272,000 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 22,000 | 21,400,000 | SH | SOLE | 240,000 | 0 | 21,160,000 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 23,000 | 20,163,000 | SH | SOLE | 343,000 | 0 | 19,820,000 | ||
| DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 1,000 | 264,000 | SH | SOLE | 15,000 | 0 | 249,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,000 | 11,719,000 | SH | SOLE | 158,000 | 0 | 11,561,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,000 | 8,300,000 | SH | SOLE | 181,000 | 0 | 8,119,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 7,000 | 8,362,000 | SH | SOLE | 80,000 | 0 | 8,282,000 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 1,000 | 1,375,000 | SH | SOLE | 151,000 | 0 | 1,224,000 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 14,000 | 2,498,000 | SH | SOLE | 32,000 | 0 | 2,466,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,000 | 814,000 | SH | SOLE | 66,000 | 0 | 748,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 11,000 | 10,700,000 | SH | SOLE | 391,000 | 0 | 10,309,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 20,000 | 19,833,000 | SH | SOLE | 315,000 | 0 | 19,518,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,000 | 15,589,000 | SH | SOLE | 2,063,000 | 0 | 13,526,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 17,000 | 16,700,000 | SH | SOLE | 235,000 | 0 | 16,465,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 17,000 | 16,414,000 | SH | SOLE | 241,000 | 0 | 16,173,000 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 19,000 | 4,851,000 | SH | SOLE | 57,000 | 0 | 4,794,000 | ||