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
ASML Holding NV DEPRECPT N07059210 632 11,773 SH   DFND 4 0 0 11,773
ASML Holding NV DEPRECPT N07059210 6,341 118,125 SH   DFND 3 0 0 118,125
ASML Holding NV DEPRECPT N07059210 7,120 132,632 SH   DFND 1 0 0 132,632
ASML Holding NV DEPRECPT N07059210 123,460 2,299,928 SH   SOLE 0 2,299,928 0 0
Eaton Corp COMMSTCK G29183103 111 2,350 SH   DFND 3 0 0 2,350
Eaton Corp COMMSTCK G29183103 6,503 137,600 SH   DFND 4 0 0 137,600
Eaton Corp COMMSTCK G29183103 17,921 379,200 SH   SOLE 0 379,200 0 0
EPR Properties COMMSTCK 26884U109 3,581 80,600 SH   DFND 2 80,600 0 0
Fidelity National Financia CNVRTBND 31620RAE5 1,036 850,000 PRN   DFND 1 0 0 850,000
Fidelity National Financia CNVRTBND 31620RAE5 1,433 1,175,000 PRN   DFND 3 0 0 1,175,000
Fidelity National Financia CNVRTBND 31620RAE5 9,725 7,975,000 PRN   SOLE 0 7,975,000 0 0
Forest City Enterprises In CNVRTBND 345550AP2 382 365,000 PRN   DFND 4 0 0 365,000
Forest City Enterprises In CNVRTBND 345550AP2 10,462 10,000,000 PRN   SOLE 0 10,000,000 0 0
Georgia Gulf Corp COMMSTCK 05463D100 717 19,795 SH   DFND 4 0 0 19,795
Georgia Gulf Corp COMMSTCK 05463D100 17,478 482,561 SH   SOLE 0 482,561 0 0
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 108 120,000 PRN   DFND 4 0 0 120,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 1,075 1,190,000 PRN   DFND 1 0 0 1,190,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 1,621 1,795,000 PRN   DFND 3 0 0 1,795,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 17,968 19,895,000 PRN   SOLE 0 19,895,000 0 0
Intel Corp 3.25% CNVRTBND 458140AF7 891 723,000 PRN   DFND 3 0 0 723,000
Intel Corp 3.25% CNVRTBND 458140AF7 1,114 904,000 PRN   DFND 1 0 0 904,000
Intel Corp 3.25% CNVRTBND 458140AF7 9,087 7,373,000 PRN   SOLE 0 7,373,000 0 0
Natural Grocers by Vitamin COMMSTCK 63888U108 4,062 181,589 SH   SOLE 0 181,589 0 0
NXP Semiconductor NV COMMSTCK N6596X109 2,501 100,000 SH   SOLE 0 100,000 0 0
Prospect Capital Corp 5.5% CNVRTBND 74348TAD4 2,050 2,000,000 PRN   SOLE 0 2,000,000 0 0
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 259 235,000 PRN   DFND 4 0 0 235,000
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 3,041 2,765,000 PRN   SOLE 0 2,765,000 0 0
Vantage Drilling Co 7.875% CORPBOND G93205AA3 429 375,000 SH   DFND 3 0 0 375,000
Vantage Drilling Co 7.875% CORPBOND G93205AA3 8,195 7,125,000 SH   SOLE 0 7,125,000 0 0
Watson Pharmaceuticals Inc COMMSTCK 00507K103 275 3,225 SH   DFND 3 0 0 3,225
Watson Pharmaceuticals Inc COMMSTCK 00507K103 4,246 49,859 SH   DFND 1 0 0 49,859
Watson Pharmaceuticals Inc COMMSTCK 00507K103 8,469 99,446 SH   DFND 4 0 0 99,446
Watson Pharmaceuticals Inc COMMSTCK 00507K103 56,372 661,937 SH   SOLE 0 661,937 0 0
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 400 485,000 PRN   DFND 1 0 0 485,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 524 635,000 PRN   DFND 4 0 0 635,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 673 815,000 PRN   DFND 3 0 0 815,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 13,589 16,345,000 PRN   SOLE 0 16,345,000 0 0