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
SUBSEA 7 SA COM 001340262 1,527 80,000 PRN   SOLE   0 0 80,000
Aeropostale Inc COM 007865108 909 100,000 PRN   SOLE   0 0 100,000
Alexion Pharmaceuticals Inc COM 015351109 2,126 16,000 PRN   SOLE   0 0 16,000
Amarin Corp PLC COM 023111206 197 100,000 PRN   SOLE   0 0 100,000
American International Group I COM 026874784 6,126 120,000 PRN   SOLE   0 0 120,000
Arrowhead Research Corp COM 042797209 54 5,000 PRN   SOLE   0 0 5,000
Boyd Gaming Corp COM 103304101 450 40,000 PRN   SOLE   0 0 40,000
Brookdale Senior Living Inc COM 112463104 3,136 115,394 PRN   SOLE   0 0 115,394
Callaway Golf Co COM 131193104 539 63,956 PRN   SOLE   0 0 63,956
Celgene Corp COM 151020104 1,717 10,162 PRN   SOLE   0 0 10,162
Ciena Corp COM 171779309 359 15,000 PRN   SOLE   0 0 15,000
Cubist Pharmaceuticals Inc COM 229678107 1,598 23,200 PRN   SOLE   0 0 23,200
CUMULUS MEDIA INC COM 231082116 246 33,424 PRN   SOLE   0 0 33,424
Delta Air Lines Inc COM 247361702 1,431 52,079 PRN   SOLE   0 0 52,079
EMC Corp/MA COM 268648102 5,030 200,000 PRN   SOLE   0 0 200,000
Emulex Corp COM 292475209 1,718 240,000 PRN   SOLE   0 0 240,000
FXCM Inc COM 302693106 564 31,638 PRN   SOLE   0 0 31,638
Gilead Sciences Inc COM 375558103 1,679 22,361 PRN   SOLE   0 0 22,361
Hornbeck Offshore Services Inc COM 440543106 11,554 234,700 PRN   SOLE   0 0 234,700
Intel Corp COM 458140100 9,084 350,000 PRN   SOLE   0 0 350,000
Interpublic Group of Cos Inc/T COM 460690100 12 701 PRN   SOLE   0 0 701
Isis Pharmaceuticals Inc COM 464330109 462 11,604 PRN   SOLE   0 0 11,604
LSB Industries Inc COM 502160104 594 14,485 PRN   SOLE   0 0 14,485
Las Vegas Sands Corp COM 517834107 3,944 50,000 PRN   SOLE   0 0 50,000
LEAR COM 521865113 117 742 PRN   SOLE   0 0 742
Lululemon Athletica Inc COM 550021109 9,032 153,000 PRN   SOLE   0 0 153,000
MGM Resorts International COM 552953101 588 25,000 PRN   SOLE   0 0 25,000
MTR Gaming Group Inc COM 553769100 147 28,407 PRN   SOLE   0 0 28,407
Microsoft Corp COM 594918104 2,022 54,046 PRN   SOLE   0 0 54,046
Micron Technology Inc COM 595112103 827 38,000 PRN   SOLE   0 0 38,000
Nokia OYJ COM 654902204 819 100,928 PRN   SOLE   0 0 100,928
Patterson-UTI Energy Inc COM 703481101 253 10,000 PRN   SOLE   0 0 10,000
Penn National Gaming Inc COM 707569109 815 56,872 PRN   SOLE   0 0 56,872
JC Penney Co Inc COM 708160106 1,135 124,028 PRN   SOLE   0 0 124,028
Pharmacyclics Inc COM 716933106 1,269 12,000 PRN   SOLE   0 0 12,000
priceline.com Inc COM 741503403 13,049 11,226 PRN   SOLE   0 0 11,226
Rite Aid Corp COM 767754104 187 36,994 PRN   SOLE   0 0 36,994
T-Mobile US Inc COM 872590104 7,062 209,917 PRN   SOLE   0 0 209,917
Tiffany & Co COM 886547108 10,932 117,831 PRN   SOLE   0 0 117,831
Toll Brothers Inc COM 889478103 1,628 44,000 PRN   SOLE   0 0 44,000
Tribune Co COM 896047115 152 2,000 PRN   SOLE   0 0 2,000
Tribune Co COM 896047503 310 4,000 PRN   SOLE   0 0 4,000
United Technologies Corp COM 913017109 797 7,000 PRN   SOLE   0 0 7,000
Yahoo! Inc COM 984332106 15,437 381,735 PRN   SOLE   0 0 381,735
Navistar International Corp COM 63934e108 38 1,000 PRN   SOLE   0 0 1,000
FUJIFILM Holdings Corp COM 001225634 676 23,900 PRN   SOLE   0 0 23,900
Kawasaki Kisen Kaisha Ltd COM 001226479 1 308 PRN   SOLE   0 0 308
Daifuku Co Ltd COM 002364786 191 15,000 PRN   SOLE   0 0 15,000
Technip SA COM 005329973 2,194 22,820 PRN   SOLE   0 0 22,820
Park24 Co Ltd COM 007429126 485 25,800 PRN   SOLE   0 0 25,800
Agilent Technologies Inc COM 00846U101 713 12,471 PRN   SOLE   0 0 12,471
Vivendi SA COM 012182074 382 14,500 PRN   SOLE   0 0 14,500
Mitsubishi UFJ Financial Group COM 012638655 2,034 299,800 PRN   SOLE   0 0 299,800
Sumitomo Mitsui Financial Grou COM 015774371 2,134 41,500 PRN   SOLE   0 0 41,500
Mizuho Financial Group Inc COM 016331384 1,979 914,600 PRN   SOLE   0 0 914,600
Ship Finance International Ltd COM 019429954 511 31,226 PRN   SOLE   0 0 31,226
Sega Sammy Holdings Inc COM 020091967 255 10,040 PRN   SOLE   0 0 10,040
Premier Oil PLC COM 062089695 987 190,400 PRN   SOLE   0 0 190,400
Liberty Global PLC COM 094506433 1,363 15,317 PRN   SOLE   0 0 15,317
Caesars Acquisition Co COM 12768T103 1,025 85,000 PRN   SOLE   0 0 85,000
Campus Crest Communities Inc COM 13466Y105 47 5,000 PRN   SOLE   0 0 5,000
Catalyst Paper Corp COM 14889B102 23 20,468 PRN   SOLE   0 0 20,468
Cisco Systems Inc COM 17275R102 7,178 320,000 PRN   SOLE   0 0 320,000
COOPER-STANDARD HOLDING COM 21676P111 93 4,332 PRN   SOLE   0 0 4,332
Coronado Biosciences Inc COM 21976U109 606 230,500 PRN   SOLE   0 0 230,500
DR Horton Inc COM 23331A109 558 24,990 PRN   SOLE   0 0 24,990
DISH Network Corp COM 25470M109 8,034 138,712 PRN   SOLE   0 0 138,712
Equinix Inc COM 29444U502 881 4,962 PRN   SOLE   0 0 4,962
Gaming and Leisure Properties COM 36467J108 2,631 51,787 PRN   SOLE   0 0 51,787
General Motors Co COM 37045V100 35,702 873,539 PRN   SOLE   0 0 873,539
General Motors Co COM 37045V126 7,720 333,909 PRN   SOLE   0 0 333,909
General Motors Co COM 37045V134 1,504 273,452 PRN   SOLE   0 0 273,452
Goldman Sachs Group Inc/The COM 38141G104 1,773 10,000 PRN   SOLE   0 0 10,000
Hertz Global Holdings Inc COM 42805T105 2,420 84,569 PRN   SOLE   0 0 84,569
Ixia COM 45071R109 4,006 301,000 PRN   SOLE   0 0 301,000
JPMorgan Chase & Co COM 46625H100 12,477 213,360 PRN   SOLE   0 0 213,360
Jones Group Inc/PA COM 48020T101 525 35,063 PRN   SOLE   0 0 35,063
MannKind Corp COM 56400P201 520 100,000 PRN   SOLE   0 0 100,000
MannKind Corp COM 56400P508 1,483 674,000 PRN   SOLE   0 0 674,000
Medivation Inc COM 58501N101 562 8,807 PRN   SOLE   0 0 8,807
NorthStar Realty Finance Corp COM 66704R100 5,044 375,000 PRN   SOLE   0 0 375,000
Par Petroleum Corp COM 69888T207 3,345 1,500,000 PRN   SOLE   0 0 1,500,000
Prologis Inc COM 74340W103 7,390 200,000 PRN   SOLE   0 0 200,000
Regeneron Pharmaceuticals Inc COM 75886F107 1,101 4,000 PRN   SOLE   0 0 4,000
Salesforce.com Inc COM 79466L302 2,495 45,200 PRN   SOLE   0 0 45,200
Spirit Realty Capital Inc COM 84860W102 343 34,941 PRN   SOLE   0 0 34,941
Starwood Hotels & Resorts Worl COM 85590A401 9,931 125,000 PRN   SOLE   0 0 125,000
Time Warner Cable Inc COM 88732J207 21,789 160,806 PRN   SOLE   0 0 160,806
Verizon Communications Inc COM 92343V104 7,371 150,000 PRN   SOLE   0 0 150,000
Vodafone Group PLC COM 92857W209 13,077 332,668 PRN   SOLE   0 0 332,668
VRINGO IN COM 92911N112 275 250,000 PRN   SOLE   0 0 250,000
Wright Medical Group Inc COM 98235T107 676 22,000 PRN   SOLE   0 0 22,000
AGCO CORP CONV 001084AM4 4,752 3,264,000 PRN   SOLE   0 0 3,264,000
ADVANCED MICRO DEVICES CONV 007903AL1 51,477 49,065,000 PRN   SOLE   0 0 49,065,000
AIR LEASE CORP CONV 00912XAK0 30,876 23,031,000 PRN   SOLE   0 0 23,031,000
ALBANY MOLECULAR RESEARC CONV 012423AA7 7,211 7,750,000 PRN   SOLE   0 0 7,750,000
ALLEGHENY TECHNOLOGIES CONV 01741RAD4 44,021 42,663,000 PRN   SOLE   0 0 42,663,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAC2 18,695 16,722,000 PRN   SOLE   0 0 16,722,000
Alon USA Energy Inc CONV 020520AA0 1,901 1,488,000 PRN   SOLE   0 0 1,488,000
ALPHA NATURAL RESOURCES CONV 02076XAA0 14 14,000 PRN   SOLE   0 0 14,000
ALPHA NATURAL RESOURCES CONV 02076XAF9 4,303 4,000,000 PRN   SOLE   0 0 4,000,000
ALZA CORP CONV 02261WAB5 1,981 1,568,000 PRN   SOLE   0 0 1,568,000
ANNALY CAPITAL MGMT CONV 035710AB8 26,471 26,104,000 PRN   SOLE   0 0 26,104,000
ArcelorMittal CONV 03938LAK0 15,932 15,656,000 PRN   SOLE   0 0 15,656,000
ARCHER DANIELS CONV 039483AW2 76,138 72,344,000 PRN   SOLE   0 0 72,344,000
ARES CAPITAL CORP CONV 04010LAD5 18,649 17,382,000 PRN   SOLE   0 0 17,382,000
ARES CAPITAL CORP CONV 04010LAG8 5,639 5,280,000 PRN   SOLE   0 0 5,280,000
ARES CAPITAL CORP CONV 04010LAJ2 30,688 29,034,000 PRN   SOLE   0 0 29,034,000
ARES CAPITAL CORP CONV 04010LAK9 31,694 30,266,000 PRN   SOLE   0 0 30,266,000
ARRAY BIO INC CONV 04269XAA3 20,824 19,919,000 PRN   SOLE   0 0 19,919,000
MERITOR INC CONV 043353AH4 21,117 21,714,000 PRN   SOLE   0 0 21,714,000
ASCENT CAPITAL GROUP INC CONV 043632AA6 3,678 3,422,000 PRN   SOLE   0 0 3,422,000
AUXILIUM PHARMACEUTICALS CONV 05334DAA5 32,352 28,969,000 PRN   SOLE   0 0 28,969,000
BIOMARIN PHARMACEUTICAL CONV 09061GAE1 42,286 39,691,000 PRN   SOLE   0 0 39,691,000
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 50,350 46,800,000 PRN   SOLE   0 0 46,800,000
BIOMED REALTY LP CONV 09064AAB7 11,187 9,913,000 PRN   SOLE   0 0 9,913,000
BLACKROCK KELSO CAPITAL CONV 092533AA6 5,490 5,329,000 PRN   SOLE   0 0 5,329,000
BOSTON PROPERTIES LP CONV 10112RAM6 46,324 46,121,000 PRN   SOLE   0 0 46,121,000
BROADSOFT INC CONV 11133BAB8 23,768 23,259,000 PRN   SOLE   0 0 23,259,000
BROOKDALE SENIOR LIVING CONV 112463AA2 36,616 30,841,000 PRN   SOLE   0 0 30,841,000
B2GOLD CORP CONV 11777QAA8 16,699 18,415,000 PRN   SOLE   0 0 18,415,000
CBIZ INC CONV 124805AC6 3,042 2,295,000 PRN   SOLE   0 0 2,295,000
CSG SYSTEMS INTL INC CONV 126349AC3 6,534 4,818,000 PRN   SOLE   0 0 4,818,000
CACI INTERNATIONAL INC CONV 127190AD8 288 215,000 PRN   SOLE   0 0 215,000
Callaway Golf Co CONV 131193AC8 6,137 4,962,000 PRN   SOLE   0 0 4,962,000
CARDTRONICS INC CONV 14161HAF5 4,560 4,550,000 PRN   SOLE   0 0 4,550,000
Cemex SAB de CV CONV 151290AV5 48,253 40,823,000 PRN   SOLE   0 0 40,823,000
Cemex SAB de CV CONV 151290BB8 14,546 11,021,000 PRN   SOLE   0 0 11,021,000
CENTERPOINT ENERGY INC CONV 15189T206 25,431 482,101,000 PRN   SOLE   0 0 482,101,000
CHART INDUSTRIES INC CONV 16115QAC4 23,453 15,178,000 PRN   SOLE   0 0 15,178,000
CHESAPEAKE ENERGY CORP CONV 165167CB1 37,745 40,418,000 PRN   SOLE   0 0 40,418,000
Ciena Corp CONV 171779AE1 56,324 54,759,000 PRN   SOLE   0 0 54,759,000
Ciena Corp CONV 171779AK7 34,793 23,575,000 PRN   SOLE   0 0 23,575,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 83,705 72,119,000 PRN   SOLE   0 0 72,119,000
COBALT INTL ENERGY INC CONV 19075FAA4 53,171 59,820,000 PRN   SOLE   0 0 59,820,000
COLONY FINANCIAL INC CONV 19624RAA4 8,091 7,787,000 PRN   SOLE   0 0 7,787,000
CONCUR TECHNOLOGIES INC CONV 206708AB5 6,529 5,612,000 PRN   SOLE   0 0 5,612,000
UNITED AIRLINES INC CONV 210795PU8 16,066 7,855,000 PRN   SOLE   0 0 7,855,000
CORNERSTONE ONDEMAND INC CONV 21925YAA1 15,135 12,455,000 PRN   SOLE   0 0 12,455,000
Covanta Holding Corp CONV 22282EAC6 7,596 6,490,000 PRN   SOLE   0 0 6,490,000
CTRIP.COM INTER LTD. CONV 22943FAC4 22,941 22,931,000 PRN   SOLE   0 0 22,931,000
CUBIST PHARMACEUTICALS CONV 229678AE7 27,832 24,123,000 PRN   SOLE   0 0 24,123,000
CUBIST PHARMACEUTICALS CONV 229678AG2 21,102 18,400,000 PRN   SOLE   0 0 18,400,000
DFC GLOBAL CORP CONV 23324TAB3 19,027 21,284,000 PRN   SOLE   0 0 21,284,000
D.R. HORTON INC CONV 23331ABB4 26,624 15,503,000 PRN   SOLE   0 0 15,503,000
DANAHER CORP CONV 235851AF9 4,959 2,209,000 PRN   SOLE   0 0 2,209,000
DENDREON CORP CONV 24823QAC1 3 4,000 PRN   SOLE   0 0 4,000
DDR Corp CONV 251591AX1 62,815 56,252,000 PRN   SOLE   0 0 56,252,000
DFC GLOBAL CORP CONV 256664AC7 1,277 1,321,000 PRN   SOLE   0 0 1,321,000
ELECTRONIC ARTS INC CONV 285512AA7 29,700 27,885,000 PRN   SOLE   0 0 27,885,000
EMULEX CORPORATION CONV 292475AE0 13,956 14,226,000 PRN   SOLE   0 0 14,226,000
ENCORE CAPITAL GROUP INC CONV 292554AE2 3,585 2,829,000 PRN   SOLE   0 0 2,829,000
ENDO HEALTH SOLUTIONS IN CONV 29264FAB2 55,694 24,043,000 PRN   SOLE   0 0 24,043,000
ENERGY XXI BERMUDA CONV 29274UAA9 20,510 20,726,000 PRN   SOLE   0 0 20,726,000
Equinix Inc CONV 29444UAG1 20,922 13,196,000 PRN   SOLE   0 0 13,196,000
EXTRA SPACE STORAGE LP CONV 30225VAC1 27,046 27,081,000 PRN   SOLE   0 0 27,081,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 17,300 10,567,000 PRN   SOLE   0 0 10,567,000
FINISAR CORP CONV 31787AAL5 10,310 9,895,000 PRN   SOLE   0 0 9,895,000
FORD MOTOR COMPANY CONV 345370CN8 22,629 12,298,000 PRN   SOLE   0 0 12,298,000
FOREST CITY ENTERPRISES CONV 345550AP2 63,263 56,678,000 PRN   SOLE   0 0 56,678,000
FOREST CITY ENTERPRISES CONV 345550AQ0 33,627 32,720,000 PRN   SOLE   0 0 32,720,000
GAIN CAPITAL HOLDINGS IN CONV 36268WAA8 7,426 8,000,000 PRN   SOLE   0 0 8,000,000
GENERAL CABLE CORP CONV 369300AL2 8,526 7,923,000 PRN   SOLE   0 0 7,923,000
Gilead Sciences Inc CONV 375558AN3 27,640 8,307,000 PRN   SOLE   0 0 8,307,000
Gilead Sciences Inc CONV 375558AP8 73,384 22,231,000 PRN   SOLE   0 0 22,231,000
GOLDCORP INC CONV 380956AB8 23,671 23,595,000 PRN   SOLE   0 0 23,595,000
Goodrich Petroleum Corp CONV 382410AG3 23,267 22,562,000 PRN   SOLE   0 0 22,562,000
GREENBRIER COS INC CONV 393657AH4 11,278 9,536,000 PRN   SOLE   0 0 9,536,000
GROUP 1 AUTOMOTIVE INC CONV 398905AE9 25,806 20,354,000 PRN   SOLE   0 0 20,354,000
HCI GROUP INC CONV 40416EAA1 7,886 7,500,000 PRN   SOLE   0 0 7,500,000
HEALTHSOUTH CORP CONV 421924BL4 21,690 20,547,000 PRN   SOLE   0 0 20,547,000
HEALTH CARE REIT INC CONV 42217KAR7 8,565 7,687,000 PRN   SOLE   0 0 7,687,000
HEARTWARE INTERNATIONAL CONV 422368AA8 16,878 14,053,000 PRN   SOLE   0 0 14,053,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 13,059 10,832,000 PRN   SOLE   0 0 10,832,000
HOLOGIC INC CONV 436440AB7 38,540 33,011,000 PRN   SOLE   0 0 33,011,000
HOLOGIC INC CONV 436440AC5 30,101 29,349,000 PRN   SOLE   0 0 29,349,000
HOLOGIC INC CONV 436440AG6 17,314 16,414,000 PRN   SOLE   0 0 16,414,000
HORNBECK OFFSHORE SERV CONV 440543AN6 31,453 26,382,000 PRN   SOLE   0 0 26,382,000
HOST HOTELS & RESORTS LP CONV 44107TAG1 30,314 20,025,000 PRN   SOLE   0 0 20,025,000
ISTAR FINANCIAL INC CONV 45031UBR1 1,706 1,243,000 PRN   SOLE   0 0 1,243,000
Ixia CONV 45071RAB5 39,153 36,100,000 PRN   SOLE   0 0 36,100,000
Iconix Brand Group Inc CONV 451055AD9 16,045 11,697,000 PRN   SOLE   0 0 11,697,000
Iconix Brand Group Inc CONV 451055AE7 6,821 4,950,000 PRN   SOLE   0 0 4,950,000
Illumina Inc CONV 452327AC3 52,353 37,681,000 PRN   SOLE   0 0 37,681,000
INCYTE CORP LTD CONV 45337CAL6 8,018 6,560,000 PRN   SOLE   0 0 6,560,000
Intel Corp CONV 458140AD2 53,605 48,026,000 PRN   SOLE   0 0 48,026,000
Intel Corp CONV 458140AF7 38,603 28,437,000 PRN   SOLE   0 0 28,437,000
INTERMUNE INC CONV 45884XAE3 18,234 20,223,000 PRN   SOLE   0 0 20,223,000
INTERMUNE INC CONV 45884XAF0 3,315 2,400,000 PRN   SOLE   0 0 2,400,000
INTL GAME TECHNOLOGY CONV 459902AQ5 34,741 32,673,000 PRN   SOLE   0 0 32,673,000
INVENSENSE INC CONV 46123DAA4 8,170 7,000,000 PRN   SOLE   0 0 7,000,000
Isis Pharmaceuticals Inc CONV 464337AG9 29,496 11,834,000 PRN   SOLE   0 0 11,834,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 25,407 19,924,000 PRN   SOLE   0 0 19,924,000
JARDEN CORP CONV 471109AH1 12,637 8,932,000 PRN   SOLE   0 0 8,932,000
JARDEN CORP CONV 471109AJ7 44,982 36,870,000 PRN   SOLE   0 0 36,870,000
JEFFERIES GROUP LLC CONV 472319AG7 40,933 38,548,000 PRN   SOLE   0 0 38,548,000
KB HOME CONV 48666KAS8 6,736 6,708,000 PRN   SOLE   0 0 6,708,000
L-3 COMMS HLDGS INC CONV 502413AW7 22,897 19,013,000 PRN   SOLE   0 0 19,013,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 2,230 1,819,000 PRN   SOLE   0 0 1,819,000
LAM RESEARCH CORP CONV 512807AJ7 11,435 10,060,000 PRN   SOLE   0 0 10,060,000
LAM RESEARCH CORP CONV 512807AL2 12,160 9,978,000 PRN   SOLE   0 0 9,978,000
Lennar Corp CONV 526057BE3 10,922 5,930,000 PRN   SOLE   0 0 5,930,000
Lennar Corp CONV 526057BG8 13,555 7,500,000 PRN   SOLE   0 0 7,500,000
LEUCADIA NATL CORP CONV 527288AX2 694 520,000 PRN   SOLE   0 0 520,000
LEVEL 3 COMMUNICATIONS CONV 52729NBP4 17 13,000 PRN   SOLE   0 0 13,000
LIBERTY INTERACTIVE LLC CONV 530610AA2 19,851 15,910,000 PRN   SOLE   0 0 15,910,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 49,847 47,101,000 PRN   SOLE   0 0 47,101,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 27,101 50,135,000 PRN   SOLE   0 0 50,135,000
LIBERTY MEDIA CORP CONV 531229AA0 15,159 15,100,000 PRN   SOLE   0 0 15,100,000
LIFEPOINT HOSPITALS INC CONV 53219LAH2 50,087 46,003,000 PRN   SOLE   0 0 46,003,000
Linear Technology Corp CONV 535678AC0 47,604 41,702,000 PRN   SOLE   0 0 41,702,000
ALCATEL-LUCENT USA INC CONV 549463AH0 8 9,000 PRN   SOLE   0 0 9,000
M/I HOMES INC CONV 55292PAB1 7,986 7,133,000 PRN   SOLE   0 0 7,133,000
MGM RESORTS INTL CONV 55303QAE0 70,518 51,431,000 PRN   SOLE   0 0 51,431,000
ALPHA APPALACHIA HOLDING CONV 576203AJ2 3 3,000 PRN   SOLE   0 0 3,000
MEDICINES COMPANY CONV 584688AC9 15,071 10,028,000 PRN   SOLE   0 0 10,028,000
Medivation Inc CONV 58501NAA9 38,187 26,213,000 PRN   SOLE   0 0 26,213,000
MERITAGE HOMES CORP CONV 59001AAR3 284 252,000 PRN   SOLE   0 0 252,000
MERITOR INC CONV 59001KAC4 11,578 8,000,000 PRN   SOLE   0 0 8,000,000
MERRIMACK PHARMACEUTI CONV 590328AA8 11,361 10,863,000 PRN   SOLE   0 0 10,863,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 24,511 14,094,000 PRN   SOLE   0 0 14,094,000
Micron Technology Inc CONV 595112AH6 24,790 16,250,000 PRN   SOLE   0 0 16,250,000
Micron Technology Inc CONV 595112AS2 14,489 7,107,000 PRN   SOLE   0 0 7,107,000
Micron Technology Inc CONV 595112AY9 73,807 74,694,000 PRN   SOLE   0 0 74,694,000
Molina Healthcare Inc CONV 60855RAA8 1,254 1,056,000 PRN   SOLE   0 0 1,056,000
Molina Healthcare Inc CONV 60855RAB6 25,843 24,498,000 PRN   SOLE   0 0 24,498,000
MYLAN INC CONV 628530AJ6 14,008 4,270,000 PRN   SOLE   0 0 4,270,000
NAVISTAR INTL CORP CONV 63934EAL2 42,022 40,957,000 PRN   SOLE   0 0 40,957,000
NAVISTAR INTL CORP CONV 63934EAP3 16,338 16,028,000 PRN   SOLE   0 0 16,028,000
NEWMONT MINING CORP CONV 651639AH9 3,287 3,290,000 PRN   SOLE   0 0 3,290,000
NEWMONT MINING CORP CONV 651639AJ5 55,427 53,861,000 PRN   SOLE   0 0 53,861,000
NEWPARK RESOURCES INC CONV 651718AC2 13,770 10,200,000 PRN   SOLE   0 0 10,200,000
NORTHSTAR REALTY FIN CONV 66705PAC7 51,510 37,481,000 PRN   SOLE   0 0 37,481,000
NOVELLUS SYSTEMS INC CONV 670008AD3 56,854 33,962,000 PRN   SOLE   0 0 33,962,000
NUANCE COMMUNICATIONS CONV 67020YAB6 37,963 36,047,000 PRN   SOLE   0 0 36,047,000
NUANCE COMMUNICATIONS CONV 67020YAF7 41,505 42,605,000 PRN   SOLE   0 0 42,605,000
NVIDIA Corp CONV 67066GAB0 61,762 60,300,000 PRN   SOLE   0 0 60,300,000
NUVASIVE INC CONV 670704AC9 7 7,000 PRN   SOLE   0 0 7,000
OLD REPUBLIC INTL CORP CONV 680223AH7 16,402 13,157,000 PRN   SOLE   0 0 13,157,000
OMNICARE INC CONV 681904AL2 24,509 22,871,000 PRN   SOLE   0 0 22,871,000
OMNICARE INC CONV 681904AP3 22,558 14,910,000 PRN   SOLE   0 0 14,910,000
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