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
Aeropostale Inc COM 007865108 351 70,000 SH   SOLE   0 0 70,000
Agilent Technologies Inc COM 00846U101 280 5,000 SH   SOLE   0 0 5,000
Agenus Inc COM 00847G705 697 220,000 SH   SOLE   0 0 220,000
Amarin Corp PLC COM 023111206 181 100,000 SH   SOLE   0 0 100,000
American Airlines Group Inc COM 02376R102 915 25,000 SH   SOLE   0 0 25,000
American International Group I COM 026874784 3,001 60,000 SH   SOLE   0 0 60,000
Arrowhead Research Corp COM 042797209 123 7,500 SH   SOLE   0 0 7,500
CIT Group Inc COM 125581801 427 8,716 SH   SOLE   0 0 8,716
Caesars Acquisition Co COM 12768T103 288 20,285 SH   SOLE   0 0 20,285
Celgene Corp COM 151020104 2,298 16,462 SH   SOLE   0 0 16,462
Charter Communications Inc COM 16117M305 370 3,000 SH   SOLE   0 0 3,000
COOPER-STANDARD HOLDING COM 21676P111 191 4,332 SH   SOLE   0 0 4,332
Coronado Biosciences Inc COM 21976U109 477 241,000 SH   SOLE   0 0 241,000
CUMULUS MEDIA INC-CL A COM 231082116 261 38,165 SH   SOLE   0 0 38,165
DISH Network Corp COM 25470M109 1,089 17,500 SH   SOLE   0 0 17,500
Gaming and Leisure Properties COM 36467J108 2,133 58,513 SH   SOLE   0 0 58,513
General Motors Co COM 37045V100 17,508 508,665 SH   SOLE   0 0 508,665
GENERAL MOTORS CO COM 37045V134 912 323,452 SH   SOLE   0 0 323,452
Gilead Sciences Inc COM 375558103 354 5,000 SH   SOLE   0 0 5,000
Halozyme Therapeutics Inc COM 40637H109 953 75,000 SH   SOLE   0 0 75,000
Hornbeck Offshore Services Inc COM 440543106 11,243 268,900 SH   SOLE   0 0 268,900
Ixia COM 45071R109 3,763 301,000 SH   SOLE   0 0 301,000
Incyte Corp Ltd COM 45337C102 535 10,000 SH   SOLE   0 0 10,000
Intel Corp COM 458140100 5,896 228,400 SH   SOLE   0 0 228,400
JPMorgan Chase & Co COM 46625H100 9,060 149,231 SH   SOLE   0 0 149,231
LSB Industries Inc COM 502160104 437 11,670 SH   SOLE   0 0 11,670
Lam Research Corp COM 512807108 1,658 30,150 SH   SOLE   0 0 30,150
Las Vegas Sands Corp COM 517834107 2,019 25,000 SH   SOLE   0 0 25,000
LEAR CORP COM 521865113 121 742 SH   SOLE   0 0 742
Lululemon Athletica Inc COM 550021109 8,414 160,000 SH   SOLE   0 0 160,000
MANNKIND CORP COM 56400P508 1,051 674,000 SH   SOLE   0 0 674,000
Microsoft Corp COM 594918104 1,353 33,008 SH   SOLE   0 0 33,008
Orexigen Therapeutics Inc COM 686164104 260 40,000 SH   SOLE   0 0 40,000
Par Petroleum Corp COM 69888T207 2,997 150,000 SH   SOLE   0 0 150,000
Penn National Gaming Inc COM 707569109 725 58,872 SH   SOLE   0 0 58,872
Pharmacyclics Inc COM 716933106 1,203 12,000 SH   SOLE   0 0 12,000
Priceline Group Inc/The COM 741503403 6,735 5,651 SH   SOLE   0 0 5,651
Prologis Inc COM 74340W103 1,556 38,100 SH   SOLE   0 0 38,100
Rite Aid Corp COM 767754104 182 29,000 SH   SOLE   0 0 29,000
Salesforce.com Inc COM 79466L302 6,177 108,200 SH   SOLE   0 0 108,200
Spirit Realty Capital Inc COM 84860W102 302 27,541 SH   SOLE   0 0 27,541
T-Mobile US Inc COM 872590104 2,821 85,416 SH   SOLE   0 0 85,416
Teradyne Inc COM 880770102 1,193 60,000 SH   SOLE   0 0 60,000
Tiffany & Co COM 886547108 4,781 55,500 SH   SOLE   0 0 55,500
Toll Brothers Inc COM 889478103 1,221 34,000 SH   SOLE   0 0 34,000
TRIBUNE CO/NEW COM 896047115 161 2,000 SH   SOLE   0 0 2,000
Tribune Co COM 896047503 319 4,000 SH   SOLE   0 0 4,000
United Continental Holdings In COM 910047109 1,160 26,000 SH   SOLE   0 0 26,000
Verizon Communications Inc COM 92343V104 3,359 70,619 SH   SOLE   0 0 70,619
Vertex Pharmaceuticals Inc COM 92532F100 1,061 15,000 SH   SOLE   0 0 15,000
Vodafone Group PLC COM 92857W308 6,411 174,176 SH   SOLE   0 0 174,176
VRINGO INC COM 92911N112 540 450,000 SH   SOLE   0 0 450,000
Yahoo! Inc COM 984332106 11,432 318,435 SH   SOLE   0 0 318,435
YAHOO INC CONV 984332AE6 114,692 112,646,000 PRN   SOLE   0 0 112,646,000
AIR LEASE CORP CONV 00912XAK0 30,940 20,382,000 PRN   SOLE   0 0 20,382,000
AKAMAI TECHNOLOGIES INC CONV 00971TAF8 14,850 15,000,000 PRN   SOLE   0 0 15,000,000
ALBANY MOLECULAR RESEARC CONV 012423AA7 1,139 836,000 PRN   SOLE   0 0 836,000
ALLEGHENY TECHNOLOGIES CONV 01741RAD4 25,644 25,106,000 PRN   SOLE   0 0 25,106,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAC2 15,433 12,509,000 PRN   SOLE   0 0 12,509,000
ALZA CORP CONV 02261WAB5 2,125 1,568,000 PRN   SOLE   0 0 1,568,000
AMERICAN REALTY CAP PROP CONV 02917TAA2 26,360 24,822,000 PRN   SOLE   0 0 24,822,000
ANNALY CAPITAL MGMT CONV 035710AB8 64,199 62,583,000 PRN   SOLE   0 0 62,583,000
APOLLO CMMRL REAL EST FI CONV 03762UAA3 619 609,000 PRN   SOLE   0 0 609,000
ARCELORMITTAL CONV 03938LAK0 14,122 14,055,000 PRN   SOLE   0 0 14,055,000
ARES CAPITAL CORP CONV 04010LAD5 17,325 16,042,000 PRN   SOLE   0 0 16,042,000
ARES CAPITAL CORP CONV 04010LAG8 2,464 2,280,000 PRN   SOLE   0 0 2,280,000
ARES CAPITAL CORP CONV 04010LAJ2 28,822 26,681,000 PRN   SOLE   0 0 26,681,000
ARES CAPITAL CORP CONV 04010LAK9 32,332 30,356,000 PRN   SOLE   0 0 30,356,000
ARRAY BIO INC CONV 04269XAA3 20,318 19,669,000 PRN   SOLE   0 0 19,669,000
MERITOR INC CONV 043353AH4 25,104 24,072,000 PRN   SOLE   0 0 24,072,000
ASCENT CAPITAL GROUP INC CONV 043632AA6 1,646 1,638,000 PRN   SOLE   0 0 1,638,000
AUXILIUM PHARMACEUTICALS CONV 05334DAA5 39,776 30,249,000 PRN   SOLE   0 0 30,249,000
BANK OF AMERICA CORP CONV 060505682 44,244 38,668,000 PRN   SOLE   0 0 38,668,000
BIOMARIN PHARMACEUTICAL CONV 09061GAE1 40,718 37,155,000 PRN   SOLE   0 0 37,155,000
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 42,798 38,429,000 PRN   SOLE   0 0 38,429,000
BIOMED REALTY LP CONV 09064AAB7 13,218 10,894,000 PRN   SOLE   0 0 10,894,000
BLACKROCK KELSO CAPITAL CONV 092533AB4 5,575 5,329,000 PRN   SOLE   0 0 5,329,000
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 4,594 3,500,000 PRN   SOLE   0 0 3,500,000
BROADSOFT INC CONV 11133BAB8 26,841 25,563,000 PRN   SOLE   0 0 25,563,000
BROOKDALE SENIOR LIVING CONV 112463AA2 21,646 15,909,000 PRN   SOLE   0 0 15,909,000
B2GOLD CORP CONV 11777QAA8 18,695 17,869,000 PRN   SOLE   0 0 17,869,000
CBIZ INC CONV 124805AC6 2,405 1,795,000 PRN   SOLE   0 0 1,795,000
CSG SYSTEMS INTL INC CONV 126349AC3 2,931 2,371,000 PRN   SOLE   0 0 2,371,000
CACI INTERNATIONAL INC CONV 127190AD8 291 216,000 PRN   SOLE   0 0 216,000
CALLAWAY GOLF CO CONV 131193AC8 7,052 4,977,000 PRN   SOLE   0 0 4,977,000
CARDTRONICS INC CONV 14161HAF5 9,498 9,646,000 PRN   SOLE   0 0 9,646,000
CEMEX SAB DE CV CONV 151290AV5 9,460 7,692,000 PRN   SOLE   0 0 7,692,000
CEMEX SAB DE CV CONV 151290BB8 17,226 12,521,000 PRN   SOLE   0 0 12,521,000
CHART INDUSTRIES INC CONV 16115QAC4 20,878 15,511,000 PRN   SOLE   0 0 15,511,000
CHESAPEAKE ENERGY CORP CONV 165167768 1,351 1,200,000 PRN   SOLE   0 0 1,200,000
CHESAPEAKE ENERGY CORP CONV 165167776 61,595 54,979,000 PRN   SOLE   0 0 54,979,000
CHESAPEAKE ENERGY CORP CONV 165167784 28,158 25,208,000 PRN   SOLE   0 0 25,208,000
CHESAPEAKE ENERGY CORP CONV 165167CB1 36,892 39,077,000 PRN   SOLE   0 0 39,077,000
CHIQUITA BRANDS INTL CONV 170032AT3 11,421 11,281,000 PRN   SOLE   0 0 11,281,000
CIENA CORP CONV 171779AE1 67,784 66,418,000 PRN   SOLE   0 0 66,418,000
CIENA CORP CONV 171779AK7 28,767 20,294,000 PRN   SOLE   0 0 20,294,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 87,730 75,628,000 PRN   SOLE   0 0 75,628,000
COBALT INTL ENERGY INC CONV 19075FAA4 47,559 50,561,000 PRN   SOLE   0 0 50,561,000
COLONY FINANCIAL INC CONV 19624RAA4 13,030 12,265,000 PRN   SOLE   0 0 12,265,000
COLONY FINANCIAL INC CONV 19624RAB2 27,452 26,736,000 PRN   SOLE   0 0 26,736,000
CONCUR TECHNOLOGIES INC CONV 206708AB5 6,169 5,272,000 PRN   SOLE   0 0 5,272,000
UNITED AIRLINES INC CONV 210795PU8 16,041 6,738,000 PRN   SOLE   0 0 6,738,000
CONTINENTAL FIN TRUST II CONV 210796306 1,513 30,000,000 PRN   SOLE   0 0 30,000,000
CORNERSTONE ONDEMAND INC CONV 21925YAA1 25,926 22,435,000 PRN   SOLE   0 0 22,435,000
CROWN CASTLE INTL CORP CONV 228227500 289 2,860,000 PRN   SOLE   0 0 2,860,000
CTRIP.COM INTER LTD. CONV 22943FAC4 33,416 33,431,000 PRN   SOLE   0 0 33,431,000
CUBIST PHARMACEUTICALS CONV 229678AE7 30,978 26,123,000 PRN   SOLE   0 0 26,123,000
CUBIST PHARMACEUTICALS CONV 229678AG2 17,948 14,835,000 PRN   SOLE   0 0 14,835,000
DFC GLOBAL CORP CONV 23324TAB3 11,491 13,464,000 PRN   SOLE   0 0 13,464,000
DANAHER CORP CONV 235851AF9 4,818 2,209,000 PRN   SOLE   0 0 2,209,000
DENDREON CORP CONV 24823QAC1 4,112 5,595,000 PRN   SOLE   0 0 5,595,000
DDR CORP CONV 251591AX1 65,299 56,459,000 PRN   SOLE   0 0 56,459,000
DFC GLOBAL CORP CONV 256664AC7 584 623,000 PRN   SOLE   0 0 623,000
DOMINION RESOURCES INC CONV 25746U885 3,783 65,500,000 PRN   SOLE   0 0 65,500,000
ELECTRONIC ARTS INC CONV 285512AA7 26,669 22,989,000 PRN   SOLE   0 0 22,989,000
EMERGENT BIOSOLUTIONS CONV 29089QAA3 6,931 6,398,000 PRN   SOLE   0 0 6,398,000
EMERALD OIL INC CONV 29101UAA8 11,646 11,248,000 PRN   SOLE   0 0 11,248,000
EMULEX CORPORATION CONV 292475AE0 20,340 20,247,000 PRN   SOLE   0 0 20,247,000
ENCORE CAPITAL GROUP INC CONV 292554AG7 9,389 9,498,000 PRN   SOLE   0 0 9,498,000
ENDO HEALTH SOLUTIONS CONV 29264FAB2 45,516 19,338,000 PRN   SOLE   0 0 19,338,000
ENDOLOGIX INC CONV 29266SAA4 5,224 5,458,000 PRN   SOLE   0 0 5,458,000
ENERGY XXI BERMUDA LTD CONV 29274U309 2,702 10,000,000 PRN   SOLE   0 0 10,000,000
ENERGY XXI BERMUDA LTD CONV 29274UAA9 23,290 23,760,000 PRN   SOLE   0 0 23,760,000
EQUINIX INC CONV 29444UAG1 20,062 12,332,000 PRN   SOLE   0 0 12,332,000
EXELIXIS INC CONV 30161QAC8 23,654 26,528,000 PRN   SOLE   0 0 26,528,000
EXTRA SPACE STORAGE LP CONV 30225VAC1 31,231 29,703,000 PRN   SOLE   0 0 29,703,000
FXCM INC CONV 302693AA4 6,550 6,292,000 PRN   SOLE   0 0 6,292,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 18,528 11,717,000 PRN   SOLE   0 0 11,717,000
FINISAR CORP CONV 31787AAL5 15,277 13,227,000 PRN   SOLE   0 0 13,227,000
FLUIDIGM CORP CONV 34385PAA6 22,375 19,598,000 PRN   SOLE   0 0 19,598,000
FORD MOTOR COMPANY CONV 345370CN8 23,657 13,048,000 PRN   SOLE   0 0 13,048,000
FOREST CITY ENTERPRISES CONV 345550AP2 67,723 60,405,000 PRN   SOLE   0 0 60,405,000
FOREST CITY ENTERPRISES CONV 345550AQ0 32,965 31,653,000 PRN   SOLE   0 0 31,653,000
GT ADV TECHNOLOGIES INC CONV 36191UAB2 6,466 4,000,000 PRN   SOLE   0 0 4,000,000
GAIN CAPITAL HOLDINGS IN CONV 36268WAA8 7,707 6,800,000 PRN   SOLE   0 0 6,800,000
GENERAL CABLE CORP CONV 369300AL2 7,468 7,421,000 PRN   SOLE   0 0 7,421,000
GILEAD SCIENCES INC CONV 375558AN3 310 99,000 PRN   SOLE   0 0 99,000
GILEAD SCIENCES INC CONV 375558AP8 71,669 23,026,000 PRN   SOLE   0 0 23,026,000
GOLDCORP INC CONV 380956AB8 51,599 51,344,000 PRN   SOLE   0 0 51,344,000
GOODRICH PETROLEUM CORP CONV 382410AG3 30,752 30,020,000 PRN   SOLE   0 0 30,020,000
GROUP 1 AUTOMOTIVE INC CONV 398905AE9 32,882 27,186,000 PRN   SOLE   0 0 27,186,000
HCI GROUP INC CONV 40416EAA1 4,411 5,000,000 PRN   SOLE   0 0 5,000,000
HEALTHSOUTH CORP CONV 421924BL4 29,897 27,083,000 PRN   SOLE   0 0 27,083,000
HEALTH CARE REIT INC CONV 42217KAR7 5,604 4,719,000 PRN   SOLE   0 0 4,719,000
HEARTWARE INTERNATIONAL CONV 422368AA8 12,554 10,353,000 PRN   SOLE   0 0 10,353,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 13,375 10,801,000 PRN   SOLE   0 0 10,801,000
HERBALIFE LTD CONV 42703MAA1 52,793 60,783,000 PRN   SOLE   0 0 60,783,000
HOLOGIC INC CONV 436440AB7 32,992 28,808,000 PRN   SOLE   0 0 28,808,000
HOLOGIC INC CONV 436440AC5 29,648 28,935,000 PRN   SOLE   0 0 28,935,000
HOLOGIC INC CONV 436440AG6 22,174 20,886,000 PRN   SOLE   0 0 20,886,000
HOMEAWAY INC CONV 43739QAA8 14,591 14,335,000 PRN   SOLE   0 0 14,335,000
HORNBECK OFFSHORE SERV CONV 440543AN6 30,642 26,857,000 PRN   SOLE   0 0 26,857,000
HOST HOTELS & RESORTS LP CONV 44107TAG1 30,644 19,708,000 PRN   SOLE   0 0 19,708,000
ISTAR FINANCIAL INC CONV 45031UBR1 399 283,000 PRN   SOLE   0 0 283,000
IXIA CONV 45071RAB5 41,591 39,406,000 PRN   SOLE   0 0 39,406,000
ICONIX BRAND GROUP INC CONV 451055AE7 7,419 5,450,000 PRN   SOLE   0 0 5,450,000
ICONIX BRAND GROUP INC CONV 451055AF4 16,636 12,169,000 PRN   SOLE   0 0 12,169,000
ILLUMINA INC CONV 452327AC3 8,985 4,942,000 PRN   SOLE   0 0 4,942,000
INCYTE CORP LTD CONV 45337CAK8 3,828 3,000,000 PRN   SOLE   0 0 3,000,000
INCYTE CORP LTD CONV 45337CAL6 16,069 12,560,000 PRN   SOLE   0 0 12,560,000
INTEL CORP CONV 458140AD2 39,464 33,422,000 PRN   SOLE   0 0 33,422,000
INTEL CORP CONV 458140AF7 40,600 29,036,000 PRN   SOLE   0 0 29,036,000
INTERMUNE INC CONV 45884XAE3 24,419 18,951,000 PRN   SOLE   0 0 18,951,000
INTERMUNE INC CONV 45884XAF0 7,907 3,000,000 PRN   SOLE   0 0 3,000,000
INTL GAME TECHNOLOGY CONV 459902AQ5 7,495 7,480,000 PRN   SOLE   0 0 7,480,000
INVENSENSE INC CONV 46123DAA4 7,004 5,500,000 PRN   SOLE   0 0 5,500,000
ISIS PHARMACEUTICALS INC CONV 464337AG9 13,040 4,857,000 PRN   SOLE   0 0 4,857,000
JDS UNIPHASE CORP CONV 46612JAE1 25,682 24,135,000 PRN   SOLE   0 0 24,135,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 19,186 15,887,000 PRN   SOLE   0 0 15,887,000
JARDEN CORP CONV 471109AH1 1,366 982,000 PRN   SOLE   0 0 982,000
JARDEN CORP CONV 471109AJ7 43,058 35,439,000 PRN   SOLE   0 0 35,439,000
JARDEN CORP CONV 471109AK4 32,820 33,000,000 PRN   SOLE   0 0 33,000,000
JEFFERIES GROUP LLC CONV 472319AG7 40,133 37,765,000 PRN   SOLE   0 0 37,765,000
KB HOME CONV 48666KAS8 5,203 5,056,000 PRN   SOLE   0 0 5,056,000
L-3 COMMS HLDGS INC CONV 502413AW7 16,855 12,650,000 PRN   SOLE   0 0 12,650,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 2,397 1,819,000 PRN   SOLE   0 0 1,819,000
LAM RESEARCH CORP CONV 512807AJ7 4,287 3,696,000 PRN   SOLE   0 0 3,696,000
LAM RESEARCH CORP CONV 512807AL2 11,947 9,595,000 PRN   SOLE   0 0 9,595,000
LEAP WIRELESS INTL INC CONV 521863AL4 12,152 12,000,000 PRN   SOLE   0 0 12,000,000
LENNAR CORP CONV 526057BE3 11,932 6,530,000 PRN   SOLE   0 0 6,530,000
LENNAR CORP CONV 526057BG8 13,386 7,500,000 PRN   SOLE   0 0 7,500,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 59,350 56,354,000 PRN   SOLE   0 0 56,354,000
LIBERTY INTERACTIVE LLC CONV 530610AC8 21,652 17,260,000 PRN   SOLE   0 0 17,260,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 30,997 58,116,000 PRN   SOLE   0 0 58,116,000
LIBERTY MEDIA CORP CONV 531229AA0 49,641 52,449,000 PRN   SOLE   0 0 52,449,000
LIFEPOINT HOSPITALS INC CONV 53219LAH2 25,898 24,493,000 PRN   SOLE   0 0 24,493,000
LINEAR TECHNOLOGY CORP CONV 535678AC0 20,451 17,129,000 PRN   SOLE   0 0 17,129,000
M/I HOMES INC CONV 55292PAB1 6,207 5,806,000 PRN   SOLE   0 0 5,806,000
MGM RESORTS INTL CONV 55303QAE0 38,239 26,229,000 PRN   SOLE   0 0 26,229,000
MEDICINES COMPANY CONV 584688AC9 13,745 11,215,000 PRN   SOLE   0 0 11,215,000
MEDIVATION INC CONV 58501NAA9 43,739 30,663,000 PRN   SOLE   0 0 30,663,000
MERITAGE HOMES CORP CONV 59001AAR3 269 252,000 PRN   SOLE   0 0 252,000
MERITOR INC CONV 59001KAC4 8,928 5,889,000 PRN   SOLE   0 0 5,889,000
MERRIMACK PHARMACEUTI CONV 590328AA8 4,571 4,534,000 PRN   SOLE   0 0 4,534,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 21,137 11,397,000 PRN   SOLE   0 0 11,397,000
MICRON TECHNOLOGY INC CONV 595112AU7 9,200 4,151,000 PRN   SOLE   0 0 4,151,000
MICRON TECHNOLOGY INC CONV 595112AY9 81,847 74,638,000 PRN   SOLE   0 0 74,638,000
MOLINA HEALTHCARE INC CONV 60855RAC4 25,527 22,611,000 PRN   SOLE   0 0 22,611,000
MYLAN INC CONV 628530AJ6 15,010 4,084,000 PRN   SOLE   0 0 4,084,000
NATIONAL HEALTH INVESTOR CONV 63633DAE4 38,828 38,956,000 PRN   SOLE   0 0 38,956,000
NAVISTAR INTL CORP CONV 63934EAP3 18,262 18,500,000 PRN   SOLE   0 0 18,500,000
NAVISTAR INTL CORP CONV 63934EAR9 33,055 33,247,000 PRN   SOLE   0 0 33,247,000
NY COMMUNITY CAP TRUST V CONV 64944P307 2,603 53,446,000 PRN   SOLE   0 0 53,446,000
NEWMONT MINING CORP CONV 651639AH9 30,656 30,579,000 PRN   SOLE   0 0 30,579,000
NEWMONT MINING CORP CONV 651639AJ5 61,632 58,001,000 PRN   SOLE   0 0 58,001,000
NEWPARK RESOURCES INC CONV 651718AC2 13,675 10,598,000 PRN   SOLE   0 0 10,598,000
NEXTERA ENERGY INC CONV 65339F705 403 6,387,000 PRN   SOLE   0 0 6,387,000
NEXTERA ENERGY INC CONV 65339F861 5,113 94,365,000 PRN   SOLE   0 0 94,365,000
NORTHSTAR REALTY FIN CONV 66705PAC7 24,454 14,836,000 PRN   SOLE   0 0 14,836,000
NOVELLUS SYSTEMS INC CONV 670008AD3 60,467 35,492,000 PRN   SOLE   0 0 35,492,000
NUANCE COMMUNICATIONS CONV 67020YAB6 34,399 32,036,000 PRN   SOLE   0 0 32,036,000
NUANCE COMMUNICATIONS CONV 67020YAF7 43,571 43,247,000 PRN   SOLE   0 0 43,247,000
NVIDIA CORP CONV 67066GAB0 66,989 61,061,000 PRN   SOLE   0 0 61,061,000
OLD REPUBLIC INTL CORP CONV 680223AH7 18,275 14,739,000 PRN   SOLE   0 0 14,739,000
OMNICARE INC CONV 681904AL2 27,013 25,299,000 PRN   SOLE   0 0 25,299,000
OMNICARE INC CONV 681904AQ1 33,765 33,197,000 PRN   SOLE   0 0 33,197,000
OMNICOM GROUP INC CONV 681919AV8 13,835 10,420,000 PRN   SOLE   0 0 10,420,000
ON SEMICONDUCTOR CORP CONV 682189AH8 48,460 39,596,000 PRN   SOLE   0 0 39,596,000
OREXIGEN THERAPEUTICS IN CONV 686164AA2 16,031 14,436,000 PRN   SOLE   0 0 14,436,000
OWENS-BROCKWAY CONV 69073TAQ6 29,607 28,763,000 PRN   SOLE   0 0 28,763,000
PDL BIO PHARMA INC CONV 69329YAC8 8,203 6,000,000 PRN   SOLE   0 0 6,000,000
PDL BIOPHARMA INC CONV 69329YAF1 32,984 31,167,000 PRN   SOLE   0 0 31,167,000
PENNYMAC CORP CONV 70932AAB9 11,819 12,051,000 PRN   SOLE   0 0 12,051,000
PORTFOLIO RECOVERY ASSOC CONV 73640QAA3 22,136 18,559,000 PRN   SOLE   0 0 18,559,000
PRICELINE GROUP INC/THE CONV 741503AN6 329 84,000 PRN   SOLE   0 0 84,000
PRICELINE GROUP INC/THE CONV 741503AQ9 84,233 59,600,000 PRN   SOLE   0 0 59,600,000
PRICELINE GROUP INC/THE CONV 741503AR7 26,925 22,614,000 PRN   SOLE   0 0 22,614,000
PROLOGIS LP CONV 74340XAT8 73,392 62,646,000 PRN   SOLE   0 0 62,646,000
PROOFPOINT INC CONV 743424AA1 20,076 17,000,000 PRN   SOLE   0 0 17,000,000
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