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 |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 7,886 | 3,724,000 | PRN | SOLE | 0 | 27,000 | 0 | 3,697,000 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 25,886 | 18,000,000 | PRN | SOLE | 0 | 121,000 | 0 | 17,879,000 | |
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 24,775 | 23,087,000 | PRN | SOLE | 0 | 191,000 | 0 | 22,896,000 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 12,244 | 11,537,000 | PRN | SOLE | 0 | 31,000 | 0 | 11,506,000 | |
| BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 10,566 | 9,055 | SH | SOLE | 0 | 165 | 0 | 8,890 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 4,180 | 4,000,000 | PRN | SOLE | 0 | 55,000 | 0 | 3,945,000 | |
| CSX CORP | DBCV 10/3 | 126408GA5 | 5,626 | 1,715,000 | PRN | SOLE | 0 | 0 | 0 | 1,715,000 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 24,258 | 10,599,000 | PRN | SOLE | 0 | 60,000 | 0 | 10,539,000 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 12,683 | 10,575,000 | PRN | SOLE | 0 | 77,000 | 0 | 10,498,000 | |
| DOMINION RES INC VA NEW | NOTE 2.125%12/1 | 25746UAT6 | 13,931 | 6,470,000 | PRN | SOLE | 0 | 54,000 | 0 | 6,416,000 | |
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 24,795 | 15,113,000 | PRN | SOLE | 0 | 110,000 | 0 | 15,003,000 | |
| FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 5,708 | 5,410,000 | PRN | SOLE | 0 | 39,000 | 0 | 5,371,000 | |
| FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 36,885 | 18,460,000 | PRN | SOLE | 0 | 103,000 | 0 | 18,357,000 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 51,198 | 14,046,000 | PRN | SOLE | 0 | 102,000 | 0 | 13,944,000 | |
| GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 16,955 | 16,934,000 | PRN | SOLE | 0 | 156,000 | 0 | 16,778,000 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 15,783 | 12,786,000 | PRN | SOLE | 0 | 90,000 | 0 | 12,696,000 | |
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 54,698 | 44,000,000 | PRN | SOLE | 0 | 286,000 | 0 | 43,714,000 | |
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 29,913 | 27,972,000 | PRN | SOLE | 0 | 2,570,000 | 0 | 25,402,000 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 33,044 | 26,555,000 | PRN | SOLE | 0 | 159,000 | 0 | 26,396,000 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,708 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | 1,250,000 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 779 | 581,000 | PRN | SOLE | 0 | 31,000 | 0 | 550,000 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 26,266 | 24,882,000 | PRN | SOLE | 0 | 195,000 | 0 | 24,687,000 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 11,843 | 5,852,000 | PRN | SOLE | 0 | 55,000 | 0 | 5,797,000 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 24,720 | 19,865,000 | PRN | SOLE | 0 | 135,000 | 0 | 19,730,000 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 39,619 | 27,962,000 | PRN | SOLE | 0 | 165,000 | 0 | 27,797,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 8,896 | 7,535,000 | PRN | SOLE | 0 | 135,000 | 0 | 7,400,000 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 23,421 | 20,923,000 | PRN | SOLE | 0 | 144,000 | 0 | 20,779,000 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 20,778 | 19,777,000 | PRN | SOLE | 0 | 128,000 | 0 | 19,649,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 12,711 | 10,225,000 | PRN | SOLE | 0 | 70,000 | 0 | 10,155,000 | |
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 2,309 | 1,135,000 | PRN | SOLE | 0 | 0 | 0 | 1,135,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 17,068 | 13,354,000 | PRN | SOLE | 0 | 0 | 0 | 13,354,000 | |
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 6,432 | 6,061,000 | PRN | SOLE | 0 | 80,000 | 0 | 5,981,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 44,365 | 28,961,000 | PRN | SOLE | 0 | 208,000 | 0 | 28,753,000 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 20,600 | 16,981 | SH | SOLE | 0 | 328 | 0 | 16,653 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 35,257 | 21,279,000 | PRN | SOLE | 0 | 166,000 | 0 | 21,113,000 | |