The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AABAR INVESTMENTS PJSC CONV EI6900860 13,186 8,500,000 PRN   SOLE   0 0 8,500,000
AB INDUSTRIVARDEN CONV EI1074810 9,418 5,500,000 PRN   SOLE   0 0 5,500,000
AB INDUSTRIVARDEN CONV EI5354531 2,425 1,650,000 PRN   SOLE   0 0 1,650,000
ABC MART CONV EJ5208859 3,487 280,000,000 PRN   SOLE   0 0 280,000,000
ADIDAS AG CONV EJ0958623 10,957 6,600,000 PRN   SOLE   0 0 6,600,000
ADVANCED MICRO DEVICES CONV 007903AL1 54,242 52,219,000 PRN   SOLE   0 0 52,219,000
AEON CO LTD CONV EI0442406 678 45,000,000 PRN   SOLE   0 0 45,000,000
AGCO CORP CONV 001084AM4 4,856 3,264,000 PRN   SOLE   0 0 3,264,000
AIR FRANCE-KLM CONV EH8739102 2,129 125,000,000 PRN   SOLE   0 0 125,000,000
AIR LEASE CORP CONV 00912XAK0 27,550 21,459,000 PRN   SOLE   0 0 21,459,000
ALCATEL-LUCENT CONV EJ7354495 44,149 10,724,000 PRN   SOLE   0 0 10,724,000
ALGETA ASA CONV EJ8191482 1,300 1,200,000 PRN   SOLE   0 0 1,200,000
ALLEGHENY TECHNOLOGIES CONV 01741RAD4 32,285 31,057,000 PRN   SOLE   0 0 31,057,000
ALLIANT TECHSYSTEMS INC CONV 018804AK0 4,254 3,250,000 PRN   SOLE   0 0 3,250,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAC2 21,044 19,396,000 PRN   SOLE   0 0 19,396,000
ALON USA ENERGY INC CONV 020520AA0 4,935 5,000,000 PRN   SOLE   0 0 5,000,000
ALPHA APPALACHIA HOLDING CONV 576203AJ2 10,047 10,590,000 PRN   SOLE   0 0 10,590,000
ALZA CORP CONV 02261WAB5 1,486 1,243,000 PRN   SOLE   0 0 1,243,000
ANNALY CAPITAL MGMT CONV 035710AB8 32,191 31,561,000 PRN   SOLE   0 0 31,561,000
APERAM CONV EJ8455523 1,655 1,600,000 PRN   SOLE   0 0 1,600,000
ARCELORMITTAL CONV 03938LAK0 15,912 15,597,000 PRN   SOLE   0 0 15,597,000
ARCELORMITTAL CONV EH7692674 3,580 122,855,000 PRN   SOLE   0 0 122,855,000
ARCHER DANIELS CONV 039483AW2 47,125 46,305,000 PRN   SOLE   0 0 46,305,000
ARES CAPITAL CORP CONV 04010LAB9 6,717 6,255,000 PRN   SOLE   0 0 6,255,000
ARES CAPITAL CORP CONV 04010LAD5 18,997 17,915,000 PRN   SOLE   0 0 17,915,000
ARES CAPITAL CORP CONV 04010LAG8 6,299 6,050,000 PRN   SOLE   0 0 6,050,000
ARES CAPITAL CORP CONV 04010LAH6 27,657 27,083,000 PRN   SOLE   0 0 27,083,000
ARES CAPITAL CORP CONV 04010LAK9 28,549 28,808,000 PRN   SOLE   0 0 28,808,000
ARRAY BIO INC CONV 04269XAA3 16,313 14,100,000 PRN   SOLE   0 0 14,100,000
ASCENT CAPITAL GROUP INC CONV 043632AA6 6,575 6,298,000 PRN   SOLE   0 0 6,298,000
ATOS CONV EJ6028546 8,100 100,000,000 PRN   SOLE   0 0 100,000,000
AUXILIUM PHARMACEUTICALS CONV 05334DAA5 35,675 34,294,000 PRN   SOLE   0 0 34,294,000
B2GOLD CORP CONV 11777QAA8 3,348 3,500,000 PRN   SOLE   0 0 3,500,000
BALOISE HOLDING AG CONV EI0461257 7,087 6,000,000 PRN   SOLE   0 0 6,000,000
BANK OF KYOTO CONV EF9167240 10,767 1,050,000,000 PRN   SOLE   0 0 1,050,000,000
BENI STABILI SPA CONV EJ5068006 24,658 17,200,000 PRN   SOLE   0 0 17,200,000
BILLION EXPRESS INVESTME CONV EI4191348 9,360 9,000,000 PRN   SOLE   0 0 9,000,000
BIOMED REALTY LP CONV 09064AAB7 15,091 13,139,000 PRN   SOLE   0 0 13,139,000
BLACKROCK KELSO CAPITAL CONV 092533AA6 5,455 5,329,000 PRN   SOLE   0 0 5,329,000
BOSTON PROPERTIES LP CONV 10112RAM6 89,869 87,114,000 PRN   SOLE   0 0 87,114,000
BRITISH LAND CO(JERSEY) CONV EJ3522228 25,245 14,600,000 PRN   SOLE   0 0 14,600,000
BROADSOFT INC CONV 11133BAB8 25,509 22,941,000 PRN   SOLE   0 0 22,941,000
BROOKDALE SENIOR LIVING CONV 112463AA2 48,094 40,973,000 PRN   SOLE   0 0 40,973,000
CACI INTERNATIONAL INC CONV 127190AD8 1,036 813,000 PRN   SOLE   0 0 813,000
CALLAWAY GOLF CO CONV 131193AC8 5,889 5,262,000 PRN   SOLE   0 0 5,262,000
CAP GEMINI SOGETI CONV EH7867896 6,579 110,509 PRN   SOLE   0 0 110,509
CAPITALAND LTD CONV EJ6865004 33,062 44,000,000 PRN   SOLE   0 0 44,000,000
CBIZ INC CONV 124805AC6 3,345 2,865,000 PRN   SOLE   0 0 2,865,000
CEMEX SAB DE CV CONV 151290AV5 25,488 21,630,000 PRN   SOLE   0 0 21,630,000
CEMEX SAB DE CV CONV 151290BB8 9,983 7,820,000 PRN   SOLE   0 0 7,820,000
CENTERPOINT ENERGY INC CONV 15189T206 31,831 637,353,000 PRN   SOLE   0 0 637,353,000
CGG CONV EJ4421362 6,283 146,365 PRN   SOLE   0 0 146,365
CHESAPEAKE ENERGY CORP CONV 165167CB1 35,448 38,786,000 PRN   SOLE   0 0 38,786,000
CHINA OS GRAND OCEAN FIN CONV EJ0948541 2,355 15,000,000 PRN   SOLE   0 0 15,000,000
CHINA OVERS FIN CAYMAN CONV EG3669173 3,903 2,600,000 PRN   SOLE   0 0 2,600,000
CHINA POWER INTL DEVELOP CONV EI6434571 3,615 15,700,000 PRN   SOLE   0 0 15,700,000
CHINA POWER INTL DEVELOP CONV EJ3302266 725 3,500,000 PRN   SOLE   0 0 3,500,000
CIENA CORP CONV 171779AE1 40,290 39,614,000 PRN   SOLE   0 0 39,614,000
CIENA CORP CONV 171779AF8 4,088 3,000,000 PRN   SOLE   0 0 3,000,000
CIENA CORP CONV 171779AG6 13,140 1,380,000 PRN   SOLE   0 0 1,380,000
CIENA CORP CONV 171779AK7 31,952 21,149,000 PRN   SOLE   0 0 21,149,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 83,648 75,273,000 PRN   SOLE   0 0 75,273,000
COBALT INTL ENERGY INC CONV 19075FAA4 49,513 46,771,000 PRN   SOLE   0 0 46,771,000
COLONY FINANCIAL INC CONV 19624RAA4 9,685 9,383,000 PRN   SOLE   0 0 9,383,000
COMMONWEALTH PROP FUND CONV EI0605721 1,356 1,265,000 PRN   SOLE   0 0 1,265,000
CONCUR TECHNOLOGIES INC CONV 206708AB5 6,823 5,650,000 PRN   SOLE   0 0 5,650,000
CONWERT IMMO INVEST AG CONV EI1197306 7,584 5,300,000 PRN   SOLE   0 0 5,300,000
CONWERT IMMO INVEST SE CONV EJ3463803 5,389 3,800,000 PRN   SOLE   0 0 3,800,000
CORNERSTONE ONDEMAND INC CONV 21925YAA1 10,269 8,767,000 PRN   SOLE   0 0 8,767,000
CSG SYSTEMS INTL INC CONV 126349AC3 6,392 5,267,000 PRN   SOLE   0 0 5,267,000
CUBIST PHARMACEUTICALS CONV 229678AE7 32,624 30,040,000 PRN   SOLE   0 0 30,040,000
DAIFUKU CO CONV EJ8322004 1,118 100,000,000 PRN   SOLE   0 0 100,000,000
DANAHER CORP CONV 235851AF9 4,542 2,254,000 PRN   SOLE   0 0 2,254,000
DDR CORP CONV 251591AX1 59,217 52,365,000 PRN   SOLE   0 0 52,365,000
DEALERTRACK TECHNOLOGIES CONV 242309AB8 12,399 9,579,000 PRN   SOLE   0 0 9,579,000
DERWENT CAP JERSEY LTD CONV EI6826180 8,150 4,200,000 PRN   SOLE   0 0 4,200,000
DERWENT LONDON CAPITAL N CONV EJ7611316 26,871 16,600,000 PRN   SOLE   0 0 16,600,000
DEUTSCHE POST AG CONV EJ4696336 15,995 9,100,000 PRN   SOLE   0 0 9,100,000
DFC GLOBAL CORP CONV 23324TAB3 26,826 29,228,000 PRN   SOLE   0 0 29,228,000
DFC GLOBAL CORP CONV 256664AC7 1,259 1,309,000 PRN   SOLE   0 0 1,309,000
DISCO CORPORATION CONV EI0643912 2,549 225,000,000 PRN   SOLE   0 0 225,000,000
EBARA CORP CONV EJ5625649 11,133 832,000,000 PRN   SOLE   0 0 832,000,000
ELECTRONIC ARTS INC CONV 285512AA7 30,108 27,590,000 PRN   SOLE   0 0 27,590,000
EMC CORP CONV 268648AM4 69,563 43,495,000 PRN   SOLE   0 0 43,495,000
ENCORE CAPITAL GROUP INC CONV 292554AE2 5,726 4,829,000 PRN   SOLE   0 0 4,829,000
ENDO HEALTH SOLUTIONS IN CONV 29264FAB2 40,445 25,478,000 PRN   SOLE   0 0 25,478,000
ENI SPA CONV EJ4603597 7,086 5,000,000 PRN   SOLE   0 0 5,000,000
ENN ENERGY HOLDINGS LTD CONV EJ5367564 45,239 39,750,000 PRN   SOLE   0 0 39,750,000
EQUINIX INC CONV 29444UAG1 16,776 10,019,000 PRN   SOLE   0 0 10,019,000
ETABLIS MAUREL ET PROM CONV EI3192347 6,907 332,742 PRN   SOLE   0 0 332,742
EXTRA SPACE STORAGE LP CONV 30225VAC1 38,672 38,320,000 PRN   SOLE   0 0 38,320,000
FAURECIA CONV EJ3589599 6,758 191,383 PRN   SOLE   0 0 191,383
FAURECIA S.A CONV EI0547832 19,714 621,155,000 PRN   SOLE   0 0 621,155,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 20,166 14,162,000 PRN   SOLE   0 0 14,162,000
FORD MOTOR COMPANY CONV 345370CN8 21,164 10,741,000 PRN   SOLE   0 0 10,741,000
FOREST CITY ENTERPRISES CONV 345550AP2 62,508 56,162,000 PRN   SOLE   0 0 56,162,000
FOREST CITY ENTERPRISES CONV 345550AQ0 40,863 40,250,000 PRN   SOLE   0 0 40,250,000
GENERAL CABLE CORP CONV 369300AD0 6,667 6,672,000 PRN   SOLE   0 0 6,672,000
GENERAL CABLE CORP CONV 369300AL2 10,665 9,498,000 PRN   SOLE   0 0 9,498,000
GIANT GREAT LTD CONV EI7269950 6,658 5,200,000 PRN   SOLE   0 0 5,200,000
GILEAD SCIENCES INC CONV 375558AN3 29,201 10,489,000 PRN   SOLE   0 0 10,489,000
GILEAD SCIENCES INC CONV 375558AP8 68,934 24,898,000 PRN   SOLE   0 0 24,898,000
GLENCORE FINANCE EUROPE CONV EI2132369 119,675 100,100,000 PRN   SOLE   0 0 100,100,000
GOLDCORP INC CONV 380956AB8 29,861 29,541,000 PRN   SOLE   0 0 29,541,000
GOODRICH PETROLEUM CORP CONV 382410AG3 17,111 15,416,000 PRN   SOLE   0 0 15,416,000
GREAT PORTLAND ESTATES CONV EJ8158911 12,641 7,800,000 PRN   SOLE   0 0 7,800,000
GREEN PLAINS RENEWABLE E CONV 393222AC8 2,084 2,000,000 PRN   SOLE   0 0 2,000,000
GREENBRIER COS INC CONV 393657AH4 13,981 13,000,000 PRN   SOLE   0 0 13,000,000
GROUP 1 AUTOMOTIVE INC CONV 398905AE9 4,838 3,674,000 PRN   SOLE   0 0 3,674,000
GSW IMMOBILIEN AG CONV EJ4466649 20,178 13,200,000 PRN   SOLE   0 0 13,200,000
HEALTH CARE REIT INC CONV 42217KAR7 13,801 11,132,000 PRN   SOLE   0 0 11,132,000
HEARTWARE INTERNATIONAL CONV 422368AA8 15,606 14,048,000 PRN   SOLE   0 0 14,048,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 8,389 6,327,000 PRN   SOLE   0 0 6,327,000
HENGAN INTL GROUP CO CONV EJ6865103 71,764 526,000,000 PRN   SOLE   0 0 526,000,000
HKEX INTERNATIONAL LTD CONV EJ3793498 25,901 24,154,000 PRN   SOLE   0 0 24,154,000
HOLOGIC INC CONV 436440AA9 17,555 17,500,000 PRN   SOLE   0 0 17,500,000
HOLOGIC INC CONV 436440AB7 51,212 45,321,000 PRN   SOLE   0 0 45,321,000
HOLOGIC INC CONV 436440AC5 39,099 38,718,000 PRN   SOLE   0 0 38,718,000
HOLOGIC INC CONV 436440AG6 16,303 15,654,000 PRN   SOLE   0 0 15,654,000
HORNBECK OFFSHORE SERV CONV 440543AE6 17,535 14,816,000 PRN   SOLE   0 0 14,816,000
HORNBECK OFFSHORE SERV CONV 440543AN6 37,382 28,917,000 PRN   SOLE   0 0 28,917,000
HOST HOTELS & RESORTS LP CONV 44107TAG1 27,195 19,403,000 PRN   SOLE   0 0 19,403,000
IAS OPER PARTNERSHIP CONV 44927XAA3 3,739 4,000,000 PRN   SOLE   0 0 4,000,000
ICONIX BRAND GROUP INC CONV 451055AD9 17,293 14,181,000 PRN   SOLE   0 0 14,181,000
ICONIX BRAND GROUP INC CONV 451055AE7 7,576 6,149,000 PRN   SOLE   0 0 6,149,000
IHI CORP CONV EI6071084 18,982 1,260,000,000 PRN   SOLE   0 0 1,260,000,000
ILLUMINA INC CONV 452327AC3 46,728 40,902,000 PRN   SOLE   0 0 40,902,000
IMMOFINANZ AG CONV EI5992165 19,509 3,135,207,000 PRN   SOLE   0 0 3,135,207,000
INGENICO CONV EI5993247 4,111 52,713 PRN   SOLE   0 0 52,713
INMARSAT PLC CONV EH0348563 6,343 4,700,000 PRN   SOLE   0 0 4,700,000
INTEL CORP CONV 458140AD2 49,089 45,360,000 PRN   SOLE   0 0 45,360,000
INTEL CORP CONV 458140AF7 37,779 30,585,000 PRN   SOLE   0 0 30,585,000
INTERMUNE INC CONV 45884XAE3 16,773 18,568,000 PRN   SOLE   0 0 18,568,000
INTERMUNE INC CONV 45884XAF0 3,376 2,400,000 PRN   SOLE   0 0 2,400,000
INTL CONSOLIDATED AIRLIN CONV EJ6774487 4,838 3,000,000 PRN   SOLE   0 0 3,000,000
INTL GAME TECHNOLOGY CONV 459902AQ5 49,268 44,700,000 PRN   SOLE   0 0 44,700,000
ISIS PHARMACEUTICALS INC CONV 464337AG9 28,549 12,209,000 PRN   SOLE   0 0 12,209,000
ISTAR FINANCIAL INC CONV 45031UBR1 10,760 8,650,000 PRN   SOLE   0 0 8,650,000
IXIA CONV 45071RAB5 38,662 33,776,000 PRN   SOLE   0 0 33,776,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 20,552 19,924,000 PRN   SOLE   0 0 19,924,000
JARDEN CORP CONV 471109AG3 8,660 7,222,000 PRN   SOLE   0 0 7,222,000
JARDEN CORP CONV 471109AJ7 49,004 45,870,000 PRN   SOLE   0 0 45,870,000
JDS UNIPHASE CORP CONV 46612JAE1 6,967 6,500,000 PRN   SOLE   0 0 6,500,000
JEFFERIES GROUP LLC CONV 472319AG7 31,446 29,956,000 PRN   SOLE   0 0 29,956,000
KAWASAKI KISEN KAISHA CONV EJ8275772 29,921 2,840,000,000 PRN   SOLE   0 0 2,840,000,000
KB HOME CONV 48666KAS8 13,434 13,204,000 PRN   SOLE   0 0 13,204,000
KDDI CORPORATION CONV EI8910164 3,578 200,000,000 PRN   SOLE   0 0 200,000,000
KUKA AG CONV EJ5471192 10,270 6,800,000 PRN   SOLE   0 0 6,800,000
L-3 COMMS HLDGS INC CONV 502413AW7 29,900 27,442,000 PRN   SOLE   0 0 27,442,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 2,349 1,769,000 PRN   SOLE   0 0 1,769,000
LAM RESEARCH CORP CONV 512807AJ7 32,601 28,742,000 PRN   SOLE   0 0 28,742,000
LAM RESEARCH CORP CONV 512807AL2 11,751 9,731,000 PRN   SOLE   0 0 9,731,000
LENNAR CORP CONV 526057BC7 22,277 17,267,000 PRN   SOLE   0 0 17,267,000
LENNAR CORP CONV 526057BE3 10,045 5,930,000 PRN   SOLE   0 0 5,930,000
LEUCADIA NATL CORP CONV 527288AX2 677 520,000 PRN   SOLE   0 0 520,000
LEVEL 3 COMMUNICATIONS CONV 52729NBP4 5,285 4,335,000 PRN   SOLE   0 0 4,335,000
LEVEL 3 COMMUNICATIONS CONV 52729NBR0 13,684 9,058,000 PRN   SOLE   0 0 9,058,000
LIBERTY INTERACTIVE LLC CONV 530610AA2 17,874 15,830,000 PRN   SOLE   0 0 15,830,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 59,137 57,656,000 PRN   SOLE   0 0 57,656,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 28,695 55,297,000 PRN   SOLE   0 0 55,297,000
LIFEPOINT HOSPITALS INC CONV 53219LAH2 54,007 51,300,000 PRN   SOLE   0 0 51,300,000
LINEAR TECHNOLOGY CORP CONV 535678AC0 42,824 40,055,000 PRN   SOLE   0 0 40,055,000
LUKOIL INTL FINANCE BV CONV EI5065947 63,560 57,200,000 PRN   SOLE   0 0 57,200,000
M/I HOMES INC CONV 55292PAB1 7,230 7,125,000 PRN   SOLE   0 0 7,125,000
MEADOWBROOK INSURANCE GR CONV 58319PAB4 2,549 2,500,000 PRN   SOLE   0 0 2,500,000
MEDICINES COMPANY CONV 584688AB1 15,235 11,315,000 PRN   SOLE   0 0 11,315,000
MEDIDATA SOLUTIONS INC CONV 58471AAA3 1,454 1,300,000 PRN   SOLE   0 0 1,300,000
MEDIVATION INC CONV 58501NAA9 35,603 25,245,000 PRN   SOLE   0 0 25,245,000
MERITAGE HOMES CORP CONV 59001AAR3 270 248,000 PRN   SOLE   0 0 248,000
MERITOR INC CONV 043353AH4 18,295 19,860,000 PRN   SOLE   0 0 19,860,000
MERITOR INC CONV 59001KAA8 9,374 7,500,000 PRN   SOLE   0 0 7,500,000
MERRIMACK PHARMACEUTI CONV 590328AA8 11,574 12,748,000 PRN   SOLE   0 0 12,748,000
MGM RESORTS INTL CONV 55303QAE0 61,657 48,518,000 PRN   SOLE   0 0 48,518,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 23,401 14,939,000 PRN   SOLE   0 0 14,939,000
MICRON TECHNOLOGY INC CONV 595112AH6 2,543 2,000,000 PRN   SOLE   0 0 2,000,000
MICRON TECHNOLOGY INC CONV 595112AK9 597 371,000 PRN   SOLE   0 0 371,000
MICRON TECHNOLOGY INC CONV 595112AQ6 33,667 18,064,000 PRN   SOLE   0 0 18,064,000
MICRON TECHNOLOGY INC CONV 595112AS2 16,873 9,940,000 PRN   SOLE   0 0 9,940,000
MISARTE CONV EI3983604 8,494 35,000 PRN   SOLE   0 0 35,000
MOLINA HEALTHCARE INC CONV 60855RAA8 1,289 1,047,000 PRN   SOLE   0 0 1,047,000
MOLINA HEALTHCARE INC CONV 60855RAB6 27,116 25,117,000 PRN   SOLE   0 0 25,117,000
MYLAN INC CONV 628530AJ6 12,237 4,220,000 PRN   SOLE   0 0 4,220,000
NATIONAL BK OF ABU DHABI CONV EJ6920650 18,797 17,600,000 PRN   SOLE   0 0 17,600,000
NAVISTAR INTL CORP CONV 63934EAL2 59,650 58,520,000 PRN   SOLE   0 0 58,520,000
NEWMONT MINING CORP CONV 651639AH9 6,795 6,719,000 PRN   SOLE   0 0 6,719,000
NEWMONT MINING CORP CONV 651639AJ5 77,610 69,808,000 PRN   SOLE   0 0 69,808,000
NEWPARK RESOURCES INC CONV 651718AC2 13,429 9,686,000 PRN   SOLE   0 0 9,686,000
NIDEC CORP CONV EI3945041 20,829 1,915,000,000 PRN   SOLE   0 0 1,915,000,000
NIHON UNISYS LTD CONV EJ7063138 2,008 185,000,000 PRN   SOLE   0 0 185,000,000
NIKKISO CONV EJ7590254 8,188 790,000,000 PRN   SOLE   0 0 790,000,000
NOMURA RESEARCH INSTITUT CONV EF9131196 16,372 1,582,000,000 PRN   SOLE   0 0 1,582,000,000
NORTHSTAR REALTY FIN CONV 66705PAA1 17,627 11,127,000 PRN   SOLE   0 0 11,127,000
NORTHSTAR REALTY FIN CONV 66705PAC7 41,774 40,931,000 PRN   SOLE   0 0 40,931,000
NOVELLUS SYSTEMS INC CONV 670008AD3 33,075 20,845,000 PRN   SOLE   0 0 20,845,000
NUANCE COMMUNICATIONS CONV 67020YAB6 42,681 37,561,000 PRN   SOLE   0 0 37,561,000
NUANCE COMMUNICATIONS CONV 67020YAF7 45,907 45,265,000 PRN   SOLE   0 0 45,265,000
OHL INVESTMENTS SA CONV EJ6118495 7,682 5,600,000 PRN   SOLE   0 0 5,600,000
OLD REPUBLIC INTL CORP CONV 680223AH7 15,559 13,065,000 PRN   SOLE   0 0 13,065,000
OMNICARE INC CONV 681904AL2 25,329 23,779,000 PRN   SOLE   0 0 23,779,000
OMNICARE INC CONV 681904AP3 24,496 17,365,000 PRN   SOLE   0 0 17,365,000
OMNICOM GROUP INC CONV 681919AV8 15,377 12,670,000 PRN   SOLE   0 0 12,670,000
ON SEMICONDUCTOR CORP CONV 682189AH8 53,522 49,524,000 PRN   SOLE   0 0 49,524,000
OSG CORPORATION CONV EJ0966691 15,499 1,190,000,000 PRN   SOLE   0 0 1,190,000,000
OWENS-BROCKWAY CONV 69073TAQ6 22,311 21,617,000 PRN   SOLE   0 0 21,617,000
PACIRA PHARMACEUTICALS CONV 695127AA8 15,341 7,445,000 PRN   SOLE   0 0 7,445,000
PARK24 CO LTD CONV EJ6317998 23,891 2,280,000,000 PRN   SOLE   0 0 2,280,000,000
PEABODY ENERGY CORP CONV 704549AG9 3,811 4,720,000 PRN   SOLE   0 0 4,720,000
PENNON GROUP PLC CONV EH9250091 3,405 1,700,000 PRN   SOLE   0 0 1,700,000
PENNYMAC CORP CONV 70932AAA1 11,698 12,212,000 PRN   SOLE   0 0 12,212,000
PORTFOLIO RECOVERY ASSOC CONV 73640QAA3 10,071 8,700,000 PRN   SOLE   0 0 8,700,000
POWER REGAL GROUP LTD CONV EH8059931 3,427 20,450,000 PRN   SOLE   0 0 20,450,000
PREMIER OIL FINANCE (JER CONV EJ4170621 15,083 13,290,000 PRN   SOLE   0 0 13,290,000
PRICELINE.COM INC CONV 741503AN6 7,336 2,203,000 PRN   SOLE   0 0 2,203,000
PRICELINE.COM INC CONV 741503AQ9 90,964 70,398,000 PRN   SOLE   0 0 70,398,000
PRICELINE.COM INC CONV 741503AR7 57,415 54,808,000 PRN   SOLE   0 0 54,808,000
PROLOGIS LP CONV 74340XAT8 63,668 56,008,000 PRN   SOLE   0 0 56,008,000
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