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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
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 5,849 1,984,000 PRN   SOLE 1,984,000 0 0
ALZA CORP SDCV 7/2 02261WAB5 8,807 6,249,000 PRN   SOLE 6,249,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 25,251 25,283,000 PRN   SOLE 25,283,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 19,657 19,806,000 PRN   SOLE 19,806,000 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 8,013 7,351 SH   SOLE 7,351 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 5,560 11,830,000 PRN   SOLE 11,830,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 17,712 16,287,000 PRN   SOLE 16,287,000 0 0
CSX CORP DBCV 10/3 126408GA5 2,003 725,000 PRN   SOLE 725,000 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 6,922 2,568,000 PRN   SOLE 2,568,000 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 12,937 6,780,000 PRN   SOLE 6,780,000 0 0
FIFTH STR FIN CORP NOTE 5.375% 4/0 31679BAC4 5,210 5,210,000 PRN   SOLE 5,210,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 28,824 6,451,000 PRN   SOLE 6,451,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 36,464 33,549,000 PRN   SOLE 33,549,000 0 0
INTEL CORP SDCV 12/1 458140AD2 54,701 42,756,000 PRN   SOLE 42,756,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 22,724 22,838,000 PRN   SOLE 22,838,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 29,378 22,577,000 PRN   SOLE 22,577,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 2,449 1,710,000 PRN   SOLE 1,710,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 18,575 16,613,000 PRN   SOLE 16,613,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 27,536 28,080,000 PRN   SOLE 28,080,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10,370 4,407,000 PRN   SOLE 4,407,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 28,135 22,219,000 PRN   SOLE 22,219,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,438 7,935,000 PRN   SOLE 7,935,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 42,896 42,524,000 PRN   SOLE 42,524,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 6,147 6,313,000 PRN   SOLE 6,313,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 16,784 17,644,000 PRN   SOLE 17,644,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 17,063 19,697,000 PRN   SOLE 19,697,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 31,908 24,509,000 PRN   SOLE 24,509,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 17,067 14,996,000 PRN   SOLE 14,996,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 2,226 2,151,000 PRN   SOLE 2,151,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 6,829 4,374,000 PRN   SOLE 4,374,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 4,896 4,905,000 PRN   SOLE 4,905,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 33,959 17,791,000 PRN   SOLE 17,791,000 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 20,249 17,484 SH   SOLE 17,484 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 24,962 15,379,000 PRN   SOLE 15,379,000 0 0
YAHOO INC NOTE 12/0 984332AF3 4,610 4,740,000 PRN   SOLE 4,740,000 0 0