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
TRULIA INC COM 897888103 656 18,599 SH   SOLE   18,599 0 0
GROUPON INC COM 399473107 2,377 202,014 SH   SOLE   202,014 0 0
GROUPON INC COM 399473107 7,325 622,606 SH   SOLE   622,606 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,519 12,966 SH   SOLE   12,966 0 0
BLACKBERRY LTD COM 09228F103 1 113 SH   SOLE   113 0 0
JARDEN CORP NOTE 471109AH1 2,855 2,000,000 PRN   SOLE   2,000,000 0 0
AOL INC COM 00184X105 639 13,715 SH   SOLE   13,715 0 0
MICRON TECHNOLOGY INC NOTE 595112AH6 12,959 8,500,000 PRN   SOLE   8,500,000 0 0
CHARTER COM 16117M305 213 1,561 SH   SOLE   1,561 0 0
CHARTER COM 16117M305 1,379 10,086 SH   SOLE   10,086 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 741 29,354 SH   SOLE   29,354 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 292 11,555 SH   SOLE   11,555 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 6,096 241,410 SH   SOLE   241,410 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT COM 55608B105 3,612 66,369 SH   SOLE   66,369 0 0
LIBERTY GLOBAL PLC COM G5480U120 1,732 20,546 SH   SOLE   20,546 0 0
FACEBOOK INC 30303M102 1,650 30,192 SH   SOLE   30,192 0 0
MORGAN STANLEY COM 617446448 56 1,782 SH   SOLE   1,782 0 0
SPRINT CORP COM 85207U105 9 858 SH   SOLE   858 0 0
DISCOVER FINL SVCS COM 254709108 38 685 SH   SOLE   685 0 0
EBAY INC COM 278642103 1,912 34,841 SH   SOLE   34,841 0 0
EBAY INC COM 278642103 425 7,752 SH   SOLE   7,752 0 0
AUTODESK INC COM 052769106 803 15,953 SH   SOLE   15,953 0 0
BAKER HUGHES INC COM 057224107 426 7,702 SH   SOLE   7,702 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 425 13,874 SH   SOLE   13,874 0 0
TRIPADVISOR INC COM 896945201 829 10,013 SH   SOLE   10,013 0 0
TRIPADVISOR INC COM 896945201 704 8,500 SH   SOLE   8,500 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAD3 6,964 2,000,000 PRN   SOLE   2,000,000 0 0
AMAZON COM 023135106 1,834 4,600 SH   SOLE   4,600 0 0
AMAZON COM 023135106 2,732 6,851 SH   SOLE   6,851 0 0
AMAZON COM 023135106 4,291 10,760 SH   SOLE   10,760 0 0
AMERICAN EXPRESS CO COM 025816109 330 3,638 SH   SOLE   3,638 0 0
AMERICAN EXPRESS CO COM 025816109 1,669 18,400 SH   SOLE   18,400 0 0
UNITED RENTALS INC COM 911363109 2,248 28,835 SH   SOLE   28,835 0 0
KANSAS CITY SOUTHERN COM 485170302 427 3,451 SH   SOLE   3,451 0 0
MOLINA HEALTHCARE INC NOTE 60855RAA8 11,923 10,000,000 PRN   SOLE   10,000,000 0 0
APPLE INC COM 037833100 1,160 2,067 SH   SOLE   2,067 0 0
OFFICE DEPOT INC COM 676220106 209 39,498 SH   SOLE   39,498 0 0
KAR AUCTION SVCS INC COM 48238T109 5,224 176,788 SH   SOLE   176,788 0 0
HOLOGIC INC 436440AC5 103 100,000 SH   SOLE   100,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 39 513 SH   SOLE   513 0 0
DELTA AIR LINES INC DEL COM 247361702 504 18,355 SH   SOLE   18,355 0 0
LINKEDIN CORP COM 53578A108 585 2,700 SH   SOLE   2,700 0 0
GOOGLE INC 38259P508 2,318 2,068 SH   SOLE   2,068 0 0
GOOGLE INC 38259P508 323 288 SH   SOLE   288 0 0
SALIX PHARMACEUTICALS INC NOTE 795435AE6 8,994 6,000,000 PRN   SOLE   6,000,000 0 0
MOHAWK INDS INC COM 608190104 5,413 36,354 SH   SOLE   36,354 0 0
DIRECTV COM 25490A309 5 70 SH   SOLE   70 0 0
HANESBRANDS INC COM 410345102 213 3,029 SH   SOLE   3,029 0 0
CABLEVISION SYS CORP CL A NY CABLVS COM 12686C109 898 50,059 SH   SOLE   50,059 0 0
QUAL COM 747525103 1,371 18,466 SH   SOLE   18,466 0 0
JPMORGAN CHASE & CO COM 46625H100 67 1,149 SH   SOLE   1,149 0 0
STANDARD PAC CORP NEW COM 85375C101 460 50,867 SH   SOLE   50,867 0 0
FORD MTR CO DEL NOTE 345370CN8 10,132 5,500,000 PRN   SOLE   5,500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3 19 SH   SOLE   19 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 57 322 SH   SOLE   322 0 0
AMC NETWORKS INC 00164V103 329 4,828 SH   SOLE   4,828 0 0
SOTHEBYS COM 835898107 647 12,154 SH   SOLE   12,154 0 0
EAGLE MATERIALS INC COM 26969P108 322 4,159 SH   SOLE   4,159 0 0
PRICELINE COM 741503403 1,845 1,587 SH   SOLE   1,587 0 0
CISCO SYS INC COM 17275R102 2 102 SH   SOLE   102 0 0
TOWERS WATSON & CO CL A COM 891894107 639 5,006 SH   SOLE   5,006 0 0
VISA INC COM 92826C839 2,646 11,884 SH   SOLE   11,884 0 0
INTERPUBLIC GROUP COS INC COM 460690100 663 37,430 SH   SOLE   37,430 0 0
HUNTINGTON BANCSHARES INC COM 446150104 832 86,267 SH   SOLE   86,267 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 3,769 3,500,000 PRN   SOLE   3,500,000 0 0
GARTNER INC COM 366651107 543 7,640 SH   SOLE   7,640 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 806 18,000 SH   SOLE   18,000 0 0
MGM RESORTS INTERNATIONAL NOTE 55303QAE0 28,149 20,500,000 PRN   SOLE   20,500,000 0 0
MONSANTO CO NEW COM 61166W101 861 7,390 SH   SOLE   7,390 0 0
NEWS CORP NEW CL A COM 65249B109 1 38 SH   SOLE   38 0 0
PHILIP MORRIS INTL INC COM 718172109 422 4,838 SH   SOLE   4,838 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6,231 264,911 SH   SOLE   264,911 0 0
YAHOO INC COM COM 984332106 760 18,800 SH   SOLE   18,800 0 0
SANDISK CORP NOTE 80004CAD3 15,508 10,500,000 PRN   SOLE   10,500,000 0 0
ADOBE SYS INC COM 00724F101 1,930 32,233 SH   SOLE   32,233 0 0
REGIONS FINL CORP NEW COM 7591EP100 212 21,420 SH   SOLE   21,420 0 0
GENERAL ELECTRIC CO COM 369604103 639 22,794 SH   SOLE   22,794 0 0
PRICELINE COM 741503AQ9 26,342 19,000,000 SH   SOLE   19,000,000 0 0
GENERAL MTRS CO COM 37045V100 3 81 SH   SOLE   81 0 0
STEEL DYNAMICS INC NOTE 858119AP5 130 110,000 PRN   SOLE   110,000 0 0
STEEL DYNAMICS INC NOTE 858119AP5 16,559 14,000,000 PRN   SOLE   14,000,000 0 0
TWENTY FIRST CENTY FOX INC 90130A101 5 155 SH   SOLE   155 0 0
TREE COM 894675107 4,605 140,238 SH   SOLE   140,238 0 0
TIME WARNER CABLE INC COM 88732J207 421 3,104 SH   SOLE   3,104 0 0
EXTERRAN HLDGS INC COM 30225X103 4,746 138,768 SH   SOLE   138,768 0 0
STARWOOD PPTY TR INC NOTE 85571BAA3 332 300,000 PRN   SOLE   300,000 0 0
STARWOOD PPTY TR INC NOTE 85571BAA3 23,073 20,880,000 PRN   SOLE   20,880,000 0 0
RYLAND GROUP INC NOTE 783764AS2 188 200,000 PRN   SOLE   200,000 0 0
RYLAND GROUP INC NOTE 783764AS2 9,194 9,800,000 PRN   SOLE   9,800,000 0 0
ZIONS BANCORPORATION (US) COM 989701107 645 21,533 SH   SOLE   21,533 0 0
CITIGROUP INC COM 172967424 5 102 SH   SOLE   102 0 0
CITIGROUP INC COM 172967424 58 1,121 SH   SOLE   1,121 0 0
CITIGROUP INC COM 172967424 630 12,082 SH   SOLE   12,082 0 0
DISCOVERY COM 25470F302 444 5,293 SH   SOLE   5,293 0 0
SL GREEN RLTY CORP COM 78440X101 317 3,434 SH   SOLE   3,434 0 0
MICROSOFT CORP COM 594918104 4,596 122,852 SH   SOLE   122,852 0 0
MICROSOFT CORP COM 594918104 11,576 309,438 SH   SOLE   309,438 0 0
MICROSOFT CORP COM 594918104 5 142 SH   SOLE   142 0 0
MICROSOFT CORP COM 594918104 12,220 326,660 SH   SOLE   326,660 0 0
INTEL CORP SDCV 3.250% 8/0 NOTE 458140AF7 38,634 28,500,000 PRN   SOLE   28,500,000 0 0
AVON PRODS INC COM 054303102 2 111 SH   SOLE   111 0 0
CEMEX SAB DE CV NOTE 151290BB8 17,129 13,000,000 PRN   SOLE   13,000,000 0 0
SWIFT TRANSN CO CL A COM 87074U101 8,027 361,395 SH   SOLE   361,395 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 459902AQ5 12,779 12,000,000 PRN   SOLE   12,000,000 0 0
MASTERCARD INC 57636Q104 3,105 3,716 SH   SOLE   3,716 0 0
LIFEPOINT HOSPITALS INC NOTE 53219LAH2 15,311 14,000,000 PRN   SOLE   14,000,000 0 0
LIFEPOINT HOSPITALS INC NOTE 53219LAH2 164 150,000 PRN   SOLE   150,000 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM 53071M880 215 1,753 SH   SOLE   1,753 0 0
EXPEDITORS INTL WASH INC COM 302130109 424 9,579 SH   SOLE   9,579 0 0
MERCK & CO INC NEW COM 58933Y105 15,587 311,437 SH   SOLE   311,437 0 0
MERCK & CO INC NEW COM 58933Y105 15,186 303,424 SH   SOLE   303,424 0 0
MERCK & CO INC NEW COM 58933Y105 5,544 110,769 SH   SOLE   110,769 0 0
COSTCO WHSL CORP NEW COM 22160K105 827 6,949 SH   SOLE   6,949 0 0
CEMEX SAB DE CV NOTE 151290AV5 28,733 24,300,000 PRN   SOLE   24,300,000 0 0
CEMEX SAB DE CV NOTE 151290AV5 236 200,000 PRN   SOLE   200,000 0 0
BANK OF AMERICA CORPORATION COM 060505104 419 26,902 SH   SOLE   26,902 0 0
BANK OF AMERICA CORPORATION COM 060505104 59 3,816 SH   SOLE   3,816 0 0
BANK OF AMERICA CORPORATION COM 060505104 7 420 SH   SOLE   420 0 0
ELECTRONIC ARTS INC NOTE 285512AA7 117 110,000 PRN   SOLE   110,000 0 0
ELECTRONIC ARTS INC NOTE 285512AA7 29,841 28,000,000 PRN   SOLE   28,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 420 6,788 SH   SOLE   6,788 0 0
ARES CAP CORP NOTE 04010LAB9 410 380,000 PRN   SOLE   380,000 0 0
ARES CAP CORP NOTE 04010LAB9 34,544 32,000,000 PRN   SOLE   32,000,000 0 0
WAL-MART STORES INC COM 931142103 2,958 37,596 SH   SOLE   37,596 0 0
WAL-MART STORES INC COM 931142103 9,951 126,454 SH   SOLE   126,454 0 0
WAL-MART STORES INC COM 931142103 14,325 182,041 SH   SOLE   182,041 0 0
LIBERTY MEDIA CORP DELAWARE CL A COM 531229102 614 4,194 SH   SOLE   4,194 0 0
LIBERTY INTERACTIVE CORP INT COM 53071M104 217 7,392 SH   SOLE   7,392 0 0
CME GROUP INC COM 12572Q105 9,878 125,902 SH   SOLE   125,902 0 0
TEXAS INSTRS INC COM 882508104 1,177 26,797 SH   SOLE   26,797 0 0
NOVELLUS SYS INC NOTE 670008AD3 9,202 5,500,000 PRN   SOLE   5,500,000 0 0
UNITED STATES STL CORP NEW NOTE 912909AE8 11,750 11,000,000 PRN   SOLE   11,000,000 0 0
REDWOOD TR INC NOTE 758075AB1 313 300,000 PRN   SOLE   300,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 416 7,956 SH   SOLE   7,956 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4 300 SH   SOLE   300 0 0
CUBIST PHARMACEUTICALS INC NOTE 229678AD9 10,713 4,500,000 PRN   SOLE   4,500,000 0 0
CBRE GROUP INC 12504L109 432 16,426 SH   SOLE   16,426 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,021 44,012 SH   SOLE   44,012 0 0
MONSTER BEVERAGE CORP COM 611740101 2,115 31,213 SH   SOLE   31,213 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4 100 SH   SOLE   100 0 0
MEDIVATION INC NOTE 58501NAA9 10,213 7,000,000 PRN   SOLE   7,000,000 0 0
UNITED STATES STL CORP NEW COM 912909108 446 15,123 SH   SOLE   15,123 0 0
SCOTTS MIRACLE GRO CO CL A COM 810186106 316 5,074 SH   SOLE   5,074 0 0
LINEAR TECHNOLOGY CORP NOTE 535678AC0 171 150,000 PRN   SOLE   150,000 0 0
LINEAR TECHNOLOGY CORP NOTE 535678AC0 31,976 28,000,000 PRN   SOLE   28,000,000 0 0
AIR LEASE CORP NOTE 00912XAK0 9,380 7,000,000 PRN   SOLE   7,000,000 0 0
WHIRLPOOL CORP COM 963320106 6,539 41,689 SH   SOLE   41,689 0 0
AMERICAN INTL GROUP INC COM 026874784 1,665 32,616 SH   SOLE   32,616 0 0
VULCAN MATLS CO COM 929160109 4,229 71,172 SH   SOLE   71,172 0 0
UNITED STATES STL CORP NEW NOTE 912909AH1 7,982 6,000,000 PRN   SOLE   6,000,000 0 0
STANLEY BLACK & DECKER INC 854502804 1,976 19,200 SH   SOLE   19,200 0 0
STANLEY BLACK & DECKER INC 854502804 82 800 SH   SOLE   800 0 0
BLOCK H & R INC COM 093671105 11,072 381,261 SH   SOLE   381,261 0 0
BLOCK H & R INC COM 093671105 4 123 SH   SOLE   123 0 0
PROLOGIS NOTE 74340XAT8 16,342 14,500,000 PRN   SOLE   14,500,000 0 0
COVANTA HLDG CORP NOTE 22282EAC6 8,207 7,000,000 PRN   SOLE   7,000,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 874054AD1 10,694 10,000,000 PRN   SOLE   10,000,000 0 0
CARTER INC COM 146229109 3,951 55,036 SH   SOLE   55,036 0 0
PFIZER INC COM 717081103 19,410 633,705 SH   SOLE   633,705 0 0
PFIZER INC COM 717081103 14,628 477,571 SH   SOLE   477,571 0 0
PFIZER INC COM 717081103 6,182 201,830 SH   SOLE   201,830 0 0
PFIZER INC COM 717081103 6 184 SH   SOLE   184 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 874054AC3 13,910 12,000,000 PRN   SOLE   12,000,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,364 63,676 SH   SOLE   63,676 0 0
KROGER CO COM 501044101 607 15,351 SH   SOLE   15,351 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 324 16,391 SH   SOLE   16,391 0 0
HEWLETT PACKARD CO COM 428236103 6,264 223,874 SH   SOLE   223,874 0 0
HEWLETT PACKARD CO COM 428236103 2,148 76,753 SH   SOLE   76,753 0 0
HEWLETT PACKARD CO COM 428236103 4 149 SH   SOLE   149 0 0
HEWLETT PACKARD CO COM 428236103 7,114 254,257 SH   SOLE   254,257 0 0
HEWLETT PACKARD CO COM 428236103 6,233 222,768 SH   SOLE   222,768 0 0
LILLY ELI & CO COM 532457108 4,652 91,209 SH   SOLE   91,209 0 0
LILLY ELI & CO COM 532457108 11,822 231,802 SH   SOLE   231,802 0 0
LILLY ELI & CO COM 532457108 5 100 SH   SOLE   100 0 0
LILLY ELI & CO COM 532457108 15,958 312,894 SH   SOLE   312,894 0 0
ARCHER DANIELS MIDLAND CO NOTE 039483AW2 84 80,000 PRN   SOLE   80,000 0 0
ARCHER DANIELS MIDLAND CO NOTE 039483AW2 23,186 22,000,000 PRN   SOLE   22,000,000 0 0
COMTECH TELE COM 205826AF7 10,617 10,085,000 SH   SOLE   10,085,000 0 0
LENNAR CORP CL A COM 526057104 463 11,714 SH   SOLE   11,714 0 0
RTI INTL METALS INC NOTE 74973WAB3 8,455 8,000,000 PRN   SOLE   8,000,000 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 2,806 49,963 SH   SOLE   49,963 0 0
JOHNSON & JOHNSON COM 478160104 3,236 35,326 SH   SOLE   35,326 0 0
JOHNSON & JOHNSON COM 478160104 14,625 159,681 SH   SOLE   159,681 0 0
JOHNSON & JOHNSON COM 478160104 10,647 116,248 SH   SOLE   116,248 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED COM 874039100 418 23,962 SH   SOLE   23,962 0 0
CAVCO INDS INC DEL COM 149568107 223 3,253 SH   SOLE   3,253 0 0
HOLOGIC INC 436440AB7 15,370 13,250,000 SH   SOLE   13,250,000 0 0
FRESH MKT INC COM 35804H106 4,185 103,332 SH   SOLE   103,332 0 0