Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	GLENCORE FINANCE EUROPE	100,100,000	$120M	1.6%	$1.12	—	CONV	EI2132369
—	PRICELINE.COM INC	70,398,000	$90.96M	1.2%	$1.17	—	CONV	741503AQ9
—	BOSTON PROPERTIES LP	87,114,000	$89.87M	1.2%	$1.04	—	CONV	10112RAM6
—	CLEARWIRE COMM/FINANCE	75,273,000	$83.65M	1.1%	$1.11	—	CONV	18538TAG4
—	NEWMONT MINING CORP	69,808,000	$77.61M	1.0%	$1.08	—	CONV	651639AJ5
—	HENGAN INTL GROUP CO	526,000,000	$71.76M	1.0%	$0.13	—	CONV	EJ6865103
—	EMC CORP	43,495,000	$69.56M	0.9%	$1.48	—	CONV	268648AM4
—	GILEAD SCIENCES INC	24,898,000	$68.93M	0.9%	$2.27	—	CONV	375558AP8
—	WEBMD HEALTH CORP	72,509,000	$68.54M	0.9%	$0.94	—	CONV	94770VAF9
—	BANK OF AMERICA CORP	62,372,000	$67.44M	0.9%	$1.08	—	PFD CV	060505682
—	WELLS FARGO & COMPANY	57,790,000	$65.74M	0.9%	$2.35	—	PFD CV	949746804
—	PROLOGIS LP	56,008,000	$63.67M	0.9%	$1.15	—	CONV	74340XAT8
—	LUKOIL INTL FINANCE BV	57,200,000	$63.56M	0.9%	$1.09	—	CONV	EI5065947
—	FOREST CITY ENTERPRISES	56,162,000	$62.51M	0.8%	$1.12	—	CONV	345550AP2
—	ROYAL GOLD INC	64,779,000	$62.26M	0.8%	$0.92	—	CONV	780287AA6
—	MGM RESORTS INTL	48,518,000	$61.66M	0.8%	$1.12	—	CONV	55303QAE0
—	NAVISTAR INTL CORP	58,520,000	$59.65M	0.8%	$0.98	—	CONV	63934EAL2
—	DDR CORP	52,365,000	$59.22M	0.8%	$1.16	—	CONV	251591AX1
—	LIBERTY INTERACTIVE LLC	57,656,000	$59.14M	0.8%	$1.03	—	CONV	530610AB0
—	GENERAL MOTORS CO	1,146,938,000	$57.52M	0.8%	$0.07	—	PFD CV	37045V209
—	PRICELINE.COM INC	54,808,000	$57.41M	0.8%	$0.98	—	CONV	741503AR7
—	WELLPOINT INC	44,064,000	$56.72M	0.8%	$1.26	—	CONV	94973VBD8
—	ADVANCED MICRO DEVICES	52,219,000	$54.24M	0.7%	$1.02	—	CONV	007903AL1
—	LIFEPOINT HOSPITALS INC	51,300,000	$54.01M	0.7%	$1.08	—	CONV	53219LAH2
—	ON SEMICONDUCTOR CORP	49,524,000	$53.52M	0.7%	$1.15	—	CONV	682189AH8
—	SALESFORCE.COM INC	49,430,000	$53.16M	0.7%	$0.96	—	CONV	79466LAC8
—	HOLOGIC INC	45,321,000	$51.21M	0.7%	$1.12	—	CONV	436440AB7
—	TOLL BROS FINANCE CORP	46,925,000	$50.21M	0.7%	$1.07	—	CONV	88947EAM2
—	AMG CAPITAL TRUST II	856,729,000	$50.16M	0.7%	$0.10	—	PFD CV	00170F209
—	STARWOOD PROPERTY TRUST	48,227,000	$49.98M	0.7%	$1.03	—	CONV	85571BAB1
—	SHIRE PLC	39,400,000	$49.56M	0.7%	$1.10	—	CONV	EG4236642
—	COBALT INTL ENERGY INC	46,771,000	$49.51M	0.7%	$1.06	—	CONV	19075FAA4
—	INTL GAME TECHNOLOGY	44,700,000	$49.27M	0.7%	$1.07	—	CONV	459902AQ5
—	INTEL CORP	45,360,000	$49.09M	0.7%	$1.09	—	CONV	458140AD2
—	JARDEN CORP	45,870,000	$49M	0.7%	$0.99	—	CONV	471109AJ7
—	SALIX PHARMACEUTICALS LT	39,176,000	$48.13M	0.6%	$1.20	—	CONV	795435AE6
—	BROOKDALE SENIOR LIVING	40,973,000	$48.09M	0.6%	$1.18	—	CONV	112463AA2
—	ARCHER DANIELS	46,305,000	$47.13M	0.6%	$1.01	—	CONV	039483AW2
—	ILLUMINA INC	40,902,000	$46.73M	0.6%	$1.08	—	CONV	452327AC3
—	NUANCE COMMUNICATIONS	45,265,000	$45.91M	0.6%	$1.03	—	CONV	67020YAF7
—	ENN ENERGY HOLDINGS LTD	39,750,000	$45.24M	0.6%	$1.10	—	CONV	EJ5367564
—	STARWOOD PROPERTY TRUST	43,024,000	$44.77M	0.6%	$1.04	—	CONV	85571BAA3
—	UNITED TECHNOLOGIES CORP	681,515,000	$44.35M	0.6%	$0.12	—	PFD CV	913017117
—	ALCATEL-LUCENT	10,724,000	$44.15M	0.6%	$4.12	—	CONV	EJ7354495
—	LINEAR TECHNOLOGY CORP	40,055,000	$42.82M	0.6%	$1.05	—	CONV	535678AC0
—	NUANCE COMMUNICATIONS	37,561,000	$42.68M	0.6%	$1.16	—	CONV	67020YAB6
—	NORTHSTAR REALTY FIN	40,931,000	$41.77M	0.6%	$1.00	—	CONV	66705PAC7
—	FOREST CITY ENTERPRISES	40,250,000	$40.86M	0.5%	$1.02	—	CONV	345550AQ0
—	ENDO HEALTH SOLUTIONS IN	25,478,000	$40.45M	0.5%	$1.34	—	CONV	29264FAB2
—	CIENA CORP	39,614,000	$40.29M	0.5%	$0.98	—	CONV	171779AE1
—	WALTER INVESTMENT MGMT	37,341,000	$39.31M	0.5%	$1.01	—	CONV	93317WAA0
—	VOLCANO CORP	37,697,000	$39.2M	0.5%	$0.92	—	CONV	928645AB6
—	HOLOGIC INC	38,718,000	$39.1M	0.5%	$0.99	—	CONV	436440AC5
—	XILINX INC	23,787,000	$38.79M	0.5%	$1.46	—	CONV	983919AF8
—	EXTRA SPACE STORAGE LP	38,320,000	$38.67M	0.5%	$0.97	—	CONV	30225VAC1
—	IXIA	33,776,000	$38.66M	0.5%	$1.17	—	CONV	45071RAB5
—	CHESAPEAKE ENERGY CORP	34,076,000	$38.26M	0.5%	$1.12	—	PFD CV	065167776
—	INTEL CORP	30,585,000	$37.78M	0.5%	$1.27	—	CONV	458140AF7
—	HORNBECK OFFSHORE SERV	28,917,000	$37.38M	0.5%	$1.23	—	CONV	440543AN6
—	KEYCORP	297,264,000	$37.13M	0.5%	$0.25	—	PFD CV	493267405
—	AUXILIUM PHARMACEUTICALS	34,294,000	$35.67M	0.5%	$0.97	—	CONV	05334DAA5
—	MEDIVATION INC	25,245,000	$35.6M	0.5%	$1.30	—	CONV	58501NAA9
—	CHESAPEAKE ENERGY CORP	38,786,000	$35.45M	0.5%	$0.88	—	CONV	165167CB1
—	STONE ENERGY CORP	32,344,000	$35.2M	0.5%	$0.95	—	CONV	861642AN6
—	SEADRILL LTD	21,800,000	$35.18M	0.5%	$1.55	—	CONV	EI4458945
—	ALEXANDRIA REAL ESTATE E	1,326,965,000	$34.13M	0.5%	$0.03	—	PFD CV	015271505
—	MICRON TECHNOLOGY INC	18,064,000	$33.67M	0.5%	$1.54	—	CONV	595112AQ6
—	METLIFE INC	1,161,971,000	$33.3M	0.4%	$0.06	—	PFD CV	59156R116
—	NOVELLUS SYSTEMS INC	20,845,000	$33.08M	0.4%	$1.47	—	CONV	670008AD3
—	CAPITALAND LTD	44,000,000	$33.06M	0.4%	$0.73	—	CONV	EJ6865004
—	CUBIST PHARMACEUTICALS	30,040,000	$32.62M	0.4%	$1.09	—	CONV	229678AE7
—	LAM RESEARCH CORP	28,742,000	$32.6M	0.4%	$1.09	—	CONV	512807AJ7
—	RYLAND GROUP	35,587,000	$32.39M	0.4%	$0.91	—	CONV	783764AS2
—	INTERPUBLIC GROUP OF COS	24,176,000	$32.33M	0.4%	$2.57	—	PFD CV	460690803
—	ARCELORMITTAL	1,503,576,000	$32.31M	0.4%	$0.04	—	PFD CV	EP0436352
—	ALLEGHENY TECHNOLOGIES	31,057,000	$32.28M	0.4%	$1.03	—	CONV	01741RAD4
—	ANNALY CAPITAL MGMT	31,561,000	$32.19M	0.4%	$1.01	—	CONV	035710AB8
—	STANLEY BLACK & DECKER I	235,323,000	$32.11M	0.4%	$0.26	—	PFD CV	854502309
—	CIENA CORP	21,149,000	$31.95M	0.4%	$1.36	—	CONV	171779AK7
—	CENTERPOINT ENERGY INC	637,353,000	$31.83M	0.4%	$0.09	—	CONV	15189T206
—	JEFFERIES GROUP LLC	29,956,000	$31.45M	0.4%	$1.06	—	CONV	472319AG7
—	TEMASEK FINANCIAL III PR	37,750,000	$31.12M	0.4%	$0.82	—	CONV	EI8480549
—	ELECTRONIC ARTS INC	27,590,000	$30.11M	0.4%	$1.04	—	CONV	285512AA7
—	THERAVANCE INC	18,398,000	$30.06M	0.4%	$1.56	—	CONV	88338TAB0
—	KAWASAKI KISEN KAISHA	2,840,000,000	$29.92M	0.4%	$0.01	—	CONV	EJ8275772
—	L-3 COMMS HLDGS INC	27,442,000	$29.9M	0.4%	$1.03	—	CONV	502413AW7
—	GOLDCORP INC	29,541,000	$29.86M	0.4%	$1.01	—	CONV	380956AB8
—	TONG JIE LTD	225,000,000	$29.84M	0.4%	$0.13	—	CONV	EJ5205350
—	HEALTH CARE REIT INC	513,025,000	$29.52M	0.4%	$0.11	—	PFD CV	42217K601
—	GILEAD SCIENCES INC	10,489,000	$29.2M	0.4%	$2.35	—	CONV	375558AN3
—	TECHNIP	215,026	$28.79M	0.4%	$122.91	—	CONV	EI4641961
—	LIBERTY INTERACTIVE LLC	55,297,000	$28.7M	0.4%	$0.52	—	CONV	530715AN1
—	ISIS PHARMACEUTICALS INC	12,209,000	$28.55M	0.4%	$1.78	—	CONV	464337AG9
—	ARES CAPITAL CORP	28,808,000	$28.55M	0.4%	$0.99	—	CONV	04010LAK9
—	STEEL DYNAMICS INC	25,676,000	$28.23M	0.4%	$1.08	—	CONV	858119AP5
—	SIEMENS FINANCIERINGSMAT	25,500,000	$27.69M	0.4%	$1.05	—	CONV	EJ0195366
—	ARES CAPITAL CORP	27,083,000	$27.66M	0.4%	$1.04	—	CONV	04010LAH6
—	AIR LEASE CORP	21,459,000	$27.55M	0.4%	$1.26	—	CONV	00912XAK0
—	HOST HOTELS & RESORTS LP	19,403,000	$27.2M	0.4%	$1.36	—	CONV	44107TAG1
—	SK HYNIX INC	24,000,000	$27.18M	0.4%	$1.12	—	CONV	EI2511620
—	MOLINA HEALTHCARE INC	25,117,000	$27.12M	0.4%	$1.09	—	CONV	60855RAB6
—	CHESAPEAKE ENERGY CORP	24,377,000	$27.02M	0.4%	$1.11	—	PFD CV	065167784
—	SL GREEN OPERATING PARTN	22,319,000	$26.99M	0.4%	$1.21	—	CONV	78444FAC0
—	DERWENT LONDON CAPITAL N	16,600,000	$26.87M	0.4%	$1.62	—	CONV	EJ7611316
—	DFC GLOBAL CORP	29,228,000	$26.83M	0.4%	$0.92	—	CONV	23324TAB3
—	HKEX INTERNATIONAL LTD	24,154,000	$25.9M	0.3%	$1.02	—	CONV	EJ3793498
—	BROADSOFT INC	22,941,000	$25.51M	0.3%	$1.03	—	CONV	11133BAB8
—	CEMEX SAB DE CV	21,630,000	$25.49M	0.3%	$1.15	—	CONV	151290AV5
—	OMNICARE INC	23,779,000	$25.33M	0.3%	$1.05	—	CONV	681904AL2
—	BRITISH LAND CO(JERSEY)	14,600,000	$25.25M	0.3%	$1.68	—	CONV	EJ3522228
—	BENI STABILI SPA	17,200,000	$24.66M	0.3%	$1.37	—	CONV	EJ5068006
—	OMNICARE INC	17,365,000	$24.5M	0.3%	$1.24	—	CONV	681904AP3
—	PARK24 CO LTD	2,280,000,000	$23.89M	0.3%	$0.01	—	CONV	EJ6317998
—	SAWAI PHARMACEUTICAL	1,590,000,000	$23.76M	0.3%	$0.01	—	CONV	EI3939747
—	MICROCHIP TECHNOLOGY INC	14,939,000	$23.4M	0.3%	$1.49	—	CONV	595017AB0
—	SAINSBURY (J) PLC	13,300,000	$23.19M	0.3%	$1.67	—	CONV	EH8716415
—	LUCENT TECH CAP TRUST I	22,565,000	$22.86M	0.3%	$1.94	—	PFD CV	549462307
—	OWENS-BROCKWAY	21,617,000	$22.31M	0.3%	$1.02	—	CONV	69073TAQ6
—	LENNAR CORP	17,267,000	$22.28M	0.3%	$1.32	—	CONV	526057BC7
—	TPK HOLDING CO LTD	21,250,000	$21.36M	0.3%	$1.05	—	CONV	EJ3407701
—	FORD MOTOR COMPANY	10,741,000	$21.16M	0.3%	$1.82	—	CONV	345370CN8
—	ALLSCRIPTS HEALTHCARE SO	19,396,000	$21.04M	0.3%	$1.01	—	CONV	01988PAC2
—	NIDEC CORP	1,915,000,000	$20.83M	0.3%	$0.01	—	CONV	EI3945041
—	JANUS CAPITAL GROUP INC	19,924,000	$20.55M	0.3%	$1.02	—	CONV	47102XAH8
—	HEALTHSOUTH CORP	15,609,000	$20.31M	0.3%	$2.48	—	PFD CV	421924408
—	GSW IMMOBILIEN AG	13,200,000	$20.18M	0.3%	$1.46	—	CONV	EJ4466649
—	FIDELITY NATL FINANCIAL	14,162,000	$20.17M	0.3%	$1.37	—	CONV	31620RAE5
—	DOMINION RESOURCES INC	373,339,000	$19.98M	0.3%	$0.09	—	PFD CV	25746U703
—	FAURECIA S.A	621,155,000	$19.71M	0.3%	$0.06	—	CONV	EI0547832
—	AMG CAPITAL TRUST I	306,537,000	$19.55M	0.3%	$0.10	—	PFD CV	00169X203
—	IMMOFINANZ AG	3,135,207,000	$19.51M	0.3%	$0.01	—	CONV	EI5992165
—	ARES CAPITAL CORP	17,915,000	$19M	0.3%	$1.07	—	CONV	04010LAD5
—	IHI CORP	1,260,000,000	$18.98M	0.3%	$0.01	—	CONV	EI6071084
—	TIBCO SOFTWARE INC	18,585,000	$18.87M	0.3%	$0.98	—	CONV	88632QAB9
—	NATIONAL BK OF ABU DHABI	17,600,000	$18.8M	0.3%	$1.04	—	CONV	EJ6920650
—	REDWOOD TRUST INC	17,434,000	$18.41M	0.2%	$1.00	—	CONV	758075AB1
—	MERITOR INC	19,860,000	$18.3M	0.2%	$0.89	—	CONV	043353AH4
—	SHIP FINANCE INTL LTD	18,080,000	$18.26M	0.2%	$0.96	—	CONV	EJ5320514
—	TELEFLEX INC	12,818,000	$18.08M	0.2%	$1.38	—	CONV	879369AA4
—	DENALI BORROWER/FIN CORP	18,500,000	$17.97M	0.2%	$0.97	—	CORP	24821VAA6
—	LIBERTY INTERACTIVE LLC	15,830,000	$17.87M	0.2%	$1.11	—	CONV	530610AA2
—	RYLAND GROUP	12,192,000	$17.73M	0.2%	$1.45	—	CONV	783764AQ6
—	NORTHSTAR REALTY FIN	11,127,000	$17.63M	0.2%	$1.55	—	CONV	66705PAA1
—	HOLOGIC INC	17,500,000	$17.55M	0.2%	$1.00	—	CONV	436440AA9
—	HORNBECK OFFSHORE SERV	14,816,000	$17.54M	0.2%	$1.16	—	CONV	440543AE6
—	ICONIX BRAND GROUP INC	14,181,000	$17.29M	0.2%	$1.12	—	CONV	451055AD9
—	TAKE-TWO INTERACTIVE SOF	15,539,000	$17.18M	0.2%	$1.00	—	CONV	874054AD1
—	GOODRICH PETROLEUM CORP	15,416,000	$17.11M	0.2%	$1.11	—	CONV	382410AG3
—	MICRON TECHNOLOGY INC	9,940,000	$16.87M	0.2%	$1.44	—	CONV	595112AS2
—	EQUINIX INC	10,019,000	$16.78M	0.2%	$1.69	—	CONV	29444UAG1
—	INTERMUNE INC	18,568,000	$16.77M	0.2%	$0.83	—	CONV	45884XAE3
—	SANDISK CORP	12,406,000	$16.5M	0.2%	$1.34	—	CONV	80004CAD3
—	NOMURA RESEARCH INSTITUT	1,582,000,000	$16.37M	0.2%	$0.01	—	CONV	EF9131196
—	ARRAY BIO INC	14,100,000	$16.31M	0.2%	$1.16	—	CONV	04269XAA3
—	HOLOGIC INC	15,654,000	$16.3M	0.2%	$1.03	—	CONV	436440AG6
—	DEUTSCHE POST AG	9,100,000	$15.99M	0.2%	$1.65	—	CONV	EJ4696336
—	ARCELORMITTAL	15,597,000	$15.91M	0.2%	$1.02	—	CONV	03938LAK0
—	HEARTWARE INTERNATIONAL	14,048,000	$15.61M	0.2%	$1.24	—	CONV	422368AA8
—	OLD REPUBLIC INTL CORP	13,065,000	$15.56M	0.2%	$1.13	—	CONV	680223AH7
—	OSG CORPORATION	1,190,000,000	$15.5M	0.2%	$0.01	—	CONV	EJ0966691
—	OMNICOM GROUP INC	12,670,000	$15.38M	0.2%	$1.20	—	CONV	681919AV8
—	PACIRA PHARMACEUTICALS	7,445,000	$15.34M	0.2%	$1.39	—	CONV	695127AA8
—	MEDICINES COMPANY	11,315,000	$15.23M	0.2%	$1.31	—	CONV	584688AB1
—	TTM TECHNOLOGIES	14,923,000	$15.23M	0.2%	$1.01	—	CONV	87305RAC3
—	BIOMED REALTY LP	13,139,000	$15.09M	0.2%	$1.21	—	CONV	09064AAB7
—	PREMIER OIL FINANCE (JER	13,290,000	$15.08M	0.2%	$1.12	—	CONV	EJ4170621
—	UNITED AIRLINES INC	8,832,000	$15.05M	0.2%	$1.75	—	CONV	210795PU8
—	RADIAN GROUP INC	10,600,000	$15.02M	0.2%	$1.26	—	CONV	750236AK7
—	EMIGRANT BANCORP	15,000,000	$14.94M	0.2%	$1.00	—	CORP	291228AA2
—	US STEEL CORP	14,369,000	$14.72M	0.2%	$1.02	—	CONV	912909AE8
—	ALCATEL-LUCENT USA INC	17,000,000	$14.37M	0.2%	$0.84	—	CORP	549463AE7
—	SHIZUOKA BANK LTD	12,400,000	$14.13M	0.2%	$1.13	—	CONV	EJ6282960
—	RADIAN GROUP INC	9,649,000	$14.07M	0.2%	$1.28	—	CONV	750236AN1
—	GREENBRIER COS INC	13,000,000	$13.98M	0.2%	$1.04	—	CONV	393657AH4
—	WORKDAY INC	11,870,000	$13.96M	0.2%	$1.18	—	CONV	98138HAA9
—	HEALTH CARE REIT INC	11,132,000	$13.8M	0.2%	$1.31	—	CONV	42217KAR7
—	VISHAY INTERTECHNOLOGY	13,210,000	$13.74M	0.2%	$1.08	—	CONV	928298AG3
—	TITAN MACHINERY INC	15,362,000	$13.71M	0.2%	$0.94	—	CONV	88830RAB7
—	LEVEL 3 COMMUNICATIONS	9,058,000	$13.68M	0.2%	$1.41	—	CONV	52729NBR0
—	KB HOME	13,204,000	$13.43M	0.2%	$1.03	—	CONV	48666KAS8
—	NEWPARK RESOURCES INC	9,686,000	$13.43M	0.2%	$1.30	—	CONV	651718AC2
—	SEACOR HOLDINGS INC	11,010,000	$13.38M	0.2%	$1.16	—	CONV	811904AL5
—	AABAR INVESTMENTS PJSC	8,500,000	$13.19M	0.2%	$1.40	—	CONV	EI6900860
—	SIEMENS FINANCIERINGSMAT	12,000,000	$13.14M	0.2%	$1.08	—	CONV	EJ0220339
—	CIENA CORP	1,380,000	$13.14M	0.2%	$1.26	—	CONV	171779AG6
—	GREAT PORTLAND ESTATES	7,800,000	$12.64M	0.2%	$1.62	—	CONV	EJ8158911
—	RTI INTERNATIONAL METALS	12,037,000	$12.49M	0.2%	$0.95	—	CONV	74973WAB3
—	DEALERTRACK TECHNOLOGIES	9,579,000	$12.4M	0.2%	$1.16	—	CONV	242309AB8
—	MYLAN INC	4,220,000	$12.24M	0.2%	$2.37	—	CONV	628530AJ6
—	QIHOO 360 TECH CO LTD	10,720,000	$12.09M	0.2%	$1.13	—	CONV	74734MAA7
—	TECHNIP	78,600,000	$11.9M	0.2%	$0.15	—	CONV	EI9036498
—	TRINITY INDUSTRIES INC	9,658,000	$11.76M	0.2%	$1.17	—	CONV	896522AF6
—	LAM RESEARCH CORP	9,731,000	$11.75M	0.2%	$1.11	—	CONV	512807AL2
—	RAMBUS INC	11,250,000	$11.74M	0.2%	$1.04	—	CONV	750917AD8
—	PENNYMAC CORP	12,212,000	$11.7M	0.2%	$0.96	—	CONV	70932AAA1
—	MERRIMACK PHARMACEUTI	12,748,000	$11.57M	0.2%	$0.91	—	CONV	590328AA8
—	NEXTERA ENERGY INC	208,820,000	$11.39M	0.2%	$0.10	—	PFD CV	65339F887
—	RALLYE SA	80,563	$11.23M	0.2%	$139.38	—	CONV	EJ8545448
—	EBARA CORP	832,000,000	$11.13M	0.1%	$0.01	—	CONV	EJ5625649
—	SYNOVUS FINANCIAL CORP	10,767,000	$10.97M	0.1%	$0.99	—	CORP	87161CAG0
—	ADIDAS AG	6,600,000	$10.96M	0.1%	$1.66	—	CONV	EJ0958623
—	ASHLAND INC	11,529,000	$10.85M	0.1%	$0.94	—	CORP	044209AF1
—	Vodafone Group PLC	307,990	$10.84M	0.1%	$28.91	—	COM	92857W209
—	BANK OF KYOTO	1,050,000,000	$10.77M	0.1%	$0.01	—	CONV	EF9167240
—	ISTAR FINANCIAL INC	8,650,000	$10.76M	0.1%	$1.19	—	CONV	45031UBR1
—	GENERAL CABLE CORP	9,498,000	$10.66M	0.1%	$1.12	—	CONV	369300AL2
—	INTL LEASE FINANCE CORP	9,344,000	$10.65M	0.1%	$1.13	—	CORP	459745GF6
—	KUKA AG	6,800,000	$10.27M	0.1%	$1.51	—	CONV	EJ5471192
—	CORNERSTONE ONDEMAND INC	8,767,000	$10.27M	0.1%	$1.05	—	CONV	21925YAA1
—	METROPCS WIRELESS INC	10,122,000	$10.15M	0.1%	$1.00	—	CORP	591709AP5
—	TECHNOLOGY INVESTMENT CA	9,606,000	$10.07M	0.1%	$1.05	—	CONV	87244TAB5
—	PORTFOLIO RECOVERY ASSOC	8,700,000	$10.07M	0.1%	$1.16	—	CONV	73640QAA3
—	ALPHA APPALACHIA HOLDING	10,590,000	$10.05M	0.1%	$0.90	—	CONV	576203AJ2
—	LENNAR CORP	5,930,000	$10.04M	0.1%	$1.71	—	CONV	526057BE3
—	CEMEX SAB DE CV	7,820,000	$9.983M	0.1%	$1.22	—	CONV	151290BB8
—	IASIS HEALTHCARE/CAP CRP	9,562,000	$9.921M	0.1%	$1.03	—	CORP	45072PAD4
—	TAKE-TWO INTERACTIVE SOF	8,150,000	$9.709M	0.1%	$1.10	—	CONV	874054AC3
—	COLONY FINANCIAL INC	9,383,000	$9.685M	0.1%	$1.03	—	CONV	19624RAA4
—	TESLA MOTORS INC	5,660,000	$9.582M	0.1%	$1.27	—	CONV	88160RAA9
—	APPVION INC	8,435,000	$9.51M	0.1%	$1.13	—	CORP	038101AM3
—	SIEM INDUSTRIES INC	9,200,000	$9.49M	0.1%	$0.94	—	CONV	EJ3522178
—	AB INDUSTRIVARDEN	5,500,000	$9.418M	0.1%	$1.71	—	CONV	EI1074810
—	MERITOR INC	7,500,000	$9.374M	0.1%	$1.21	—	CONV	59001KAA8
—	BILLION EXPRESS INVESTME	9,000,000	$9.36M	0.1%	$1.01	—	CONV	EI4191348
—	ALLY FINANCIAL INC	9,000,000	$9.292M	0.1%	$1.03	—	CORP	02005NAM2
—	TUI AG	69,100,000	$9.116M	0.1%	$0.13	—	CONV	EI0323895
—	VOLKSWAGEN INTL FIN NV	6,000,000	$8.99M	0.1%	$1.50	—	CONV	EJ4327957
—	RUBY ASSETS PTE LTD	9,500,000	$8.748M	0.1%	$0.92	—	CONV	EI1909023
—	MEDIA GENERAL INC	8,000,000	$8.72M	0.1%	$1.10	—	CORP	584404AC1
—	JARDEN CORP	7,222,000	$8.66M	0.1%	$1.13	—	CONV	471109AG3
—	MISARTE	35,000	$8.494M	0.1%	$242.69	—	CONV	EI3983604
—	KOHL'S CORPORATION	7,602,000	$8.441M	0.1%	$1.11	—	CORP	500255AF1
—	HELIX ENERGY SOLUTIONS	6,327,000	$8.389M	0.1%	$1.25	—	CONV	42330PAG2
—	WRIGHT MEDICAL GROUP INC	6,768,000	$8.325M	0.1%	$1.23	—	CONV	98235TAC1
—	VIVUS INC	9,300,000	$8.306M	0.1%	$0.89	—	CONV	928551AA8
—	TUI TRAVEL PLC	4,400,000	$8.248M	0.1%	$1.76	—	CONV	EH9941087
—	NISKA GAS STORAGE US/CAN	7,953,000	$8.231M	0.1%	$1.04	—	CORP	654679AB5
—	NIKKISO	790,000,000	$8.188M	0.1%	$0.01	—	CONV	EJ7590254
—	DERWENT CAP JERSEY LTD	4,200,000	$8.15M	0.1%	$1.81	—	CONV	EI6826180
—	ATOS	100,000,000	$8.1M	0.1%	$0.19	—	CONV	EJ6028546
—	OHL INVESTMENTS SA	5,600,000	$7.682M	0.1%	$1.28	—	CONV	EJ6118495
—	GENERAL MOTORS CO	409,634	$7.619M	0.1%	$16.48	—	COM	37045V126
—	REGIS CORP	6,942,000	$7.61M	0.1%	$1.17	—	CONV	758932AA5
—	CONWERT IMMO INVEST AG	5,300,000	$7.584M	0.1%	$1.43	—	CONV	EI1197306
—	ICONIX BRAND GROUP INC	6,149,000	$7.576M	0.1%	$1.14	—	CONV	451055AE7
—	MAIDEN HOLDING LTD	150,000,000	$7.365M	0.1%	$0.05	—	PFD CV	EP0449165
—	PRICELINE.COM INC	2,203,000	$7.336M	0.1%	$2.73	—	CONV	741503AN6
—	STARZ LLC/STARZ FIN CORP	7,382,000	$7.308M	0.1%	$1.00	—	CORP	85571NAB5
—	M/I HOMES INC	7,125,000	$7.23M	0.1%	$1.04	—	CONV	55292PAB1
—	ROCKWOOD SPECIALTIES GRO	7,165,000	$7.228M	0.1%	$1.01	—	CORP	774477AJ2
—	SUMITOMO FORESTRY CO LTD	700,000,000	$7.222M	0.1%	$0.01	—	CONV	EJ7494093
—	SANDRIDGE ENERGY INC	71,008,000	$7.172M	0.1%	$0.17	—	PFD CV	80007P604
—	WEYERHAEUSER CO	134,817,000	$7.11M	0.1%	$0.10	—	PFD CV	962166872
—	BALOISE HOLDING AG	6,000,000	$7.087M	0.1%	$1.18	—	CONV	EI0461257
—	ENI SPA	5,000,000	$7.086M	0.1%	$1.42	—	CONV	EJ4603597
—	JDS UNIPHASE CORP	6,500,000	$6.967M	0.1%	$1.07	—	CONV	46612JAE1
—	ETABLIS MAUREL ET PROM	332,742	$6.907M	0.1%	$21.08	—	CONV	EI3192347
INTC	INTEL CORP	300,000	$6.876M	0.1%	$16.91	0.0%	COM	458140100
—	UNIBAIL-RODAMCO SE	20,465	$6.876M	0.1%	$325.78	—	CONV	EJ3604083
—	SAGERPAR	5,000,000	$6.834M	0.1%	$1.37	—	CONV	EJ8597530
—	CONCUR TECHNOLOGIES INC	5,650,000	$6.823M	0.1%	$1.02	—	CONV	206708AB5
—	NEWMONT MINING CORP	6,719,000	$6.795M	0.1%	$1.01	—	CONV	651639AH9
—	FAURECIA	191,383	$6.758M	0.1%	$32.87	—	CONV	EJ3589599
—	ARES CAPITAL CORP	6,255,000	$6.717M	0.1%	$1.10	—	CONV	04010LAB9
—	GENERAL CABLE CORP	6,672,000	$6.667M	0.1%	$1.00	—	CONV	369300AD0
—	GIANT GREAT LTD	5,200,000	$6.658M	0.1%	$1.28	—	CONV	EI7269950
—	Tiffany & Co	86,015	$6.59M	0.1%	$75.81	—	COM	886547108
—	CAP GEMINI SOGETI	110,509	$6.579M	0.1%	$51.83	—	CONV	EH7867896
—	ASCENT CAPITAL GROUP INC	6,298,000	$6.575M	0.1%	$1.04	—	CONV	043632AA6
—	SUBSEA 7 SA	1,200,000	$6.476M	0.1%	$0.97	—	CONV	EJ3827213
—	CSG SYSTEMS INTL INC	5,267,000	$6.392M	0.1%	$1.14	—	CONV	126349AC3
—	INMARSAT PLC	4,700,000	$6.343M	0.1%	$1.31	—	CONV	EH0348563
BP	BP PLC	150,000	$6.304M	0.1%	$42.03	—	COM	055622104
—	ARES CAPITAL CORP	6,050,000	$6.299M	0.1%	$1.06	—	CONV	04010LAG8
—	NEXTERA ENERGY INC	130,000,000	$6.296M	0.1%	$0.05	—	PFD CV	65339F861
—	US STEEL CORP	5,669,000	$6.289M	0.1%	$1.02	—	CONV	912909AH1
—	CGG	146,365	$6.283M	0.1%	$42.93	—	CONV	EJ4421362
—	BUNGE LTD	58,611,000	$6.198M	0.1%	$0.19	—	PFD CV	EP0237628
—	DISH Network Corp	134,683	$6.062M	0.1%	$44.57	—	COM	25470M109
—	SERVICESOURCE INTL INC	5,750,000	$5.987M	0.1%	$1.04	—	CONV	81763UAA8
—	CELANESE US HOLDINGS LLC	6,237,000	$5.972M	0.1%	$0.98	—	CORP	15089QAD6
—	CALLAWAY GOLF CO	5,262,000	$5.889M	0.1%	$1.12	—	CONV	131193AC8
AIG	American International Group I	120,000	$5.836M	0.1%	$36.03	0.0%	COM	026874784
—	ENCORE CAPITAL GROUP INC	4,829,000	$5.726M	0.1%	$0.96	—	CONV	292554AE2
—	INN OF THE MOUNTAIN GODS	5,868,450	$5.575M	0.1%	$0.92	—	CORP	45771VAE3
—	REGENCY ENERGY PARTNERS	5,500,000	$5.546M	0.1%	$1.01	—	CORP	75886AAK4
—	REYNOLDS GRP ISS/REYNOLD	5,250,000	$5.486M	0.1%	$1.03	—	CORP	761735AB5
—	BLACKROCK KELSO CAPITAL	5,329,000	$5.455M	0.1%	$1.01	—	CONV	092533AA6
—	CONWERT IMMO INVEST SE	3,800,000	$5.389M	0.1%	$1.42	—	CONV	EJ3463803
—	HCA HOLDINGS INC	5,000,000	$5.319M	0.1%	$1.08	—	CORP	40412CAB7
—	LEVEL 3 COMMUNICATIONS	4,335,000	$5.285M	0.1%	$1.17	—	CONV	52729NBP4
—	SPANSION LLC	5,400,000	$5.232M	0.1%	$0.97	—	CONV	84649PAK1
—	PROSPECT CAPITAL CORP	5,016,000	$5.151M	0.1%	$1.04	—	CONV	74348TAL6
—	JC PENNEY CORP INC	6,000,000	$5.145M	0.1%	$0.86	—	CORP	708160BQ8
—	YASKAWA ELECTRIC CORP	365,000,000	$5.115M	0.1%	$0.01	—	CONV	EJ0476774
—	SANDRIDGE ENERGY INC	5,001,000	$5.091M	0.1%	$0.99	—	CORP	80007PAQ2
—	ALON USA ENERGY INC	5,000,000	$4.935M	0.1%	$0.99	—	CONV	020520AA0
—	RAYONIER TRS HOLDINGS IN	2,912,000	$4.918M	0.1%	$1.68	—	CONV	75508AAC0
—	AGCO CORP	3,264,000	$4.856M	0.1%	$1.25	—	CONV	001084AM4
—	INTL CONSOLIDATED AIRLIN	3,000,000	$4.838M	0.1%	$1.61	—	CONV	EJ6774487
—	GROUP 1 AUTOMOTIVE INC	3,674,000	$4.838M	0.1%	$1.20	—	CONV	398905AE9
—	YAMATO HOLDINGS	360,000,000	$4.78M	0.1%	$0.01	—	CONV	EI5817172
—	VERTELLUS SPECIALTIES	4,990,000	$4.641M	0.1%	$0.91	—	CORP	92532JAA0
—	PROSPECT MEDICAL HOLDING	4,404,000	$4.624M	0.1%	$1.05	—	CORP	743494AC0
—	DANAHER CORP	2,254,000	$4.542M	0.1%	$1.84	—	CONV	235851AF9
—	CENVEO CORP	4,473,000	$4.492M	0.1%	$0.98	—	CORP	15671BAE1
—	ALTA MESA HLDGS/FINANC S	4,150,000	$4.378M	0.1%	$1.04	—	CORP	021332AC5
—	PROSPECT CAPITAL CORP	4,213,000	$4.355M	0.1%	$1.04	—	CONV	74348TAK8
—	JC PENNEY CORP INC	5,000,000	$4.3M	0.1%	$0.86	—	CORP	708160BJ4
—	ALLIANT TECHSYSTEMS INC	3,250,000	$4.254M	0.1%	$1.15	—	CONV	018804AK0
—	NAVISTAR INTL CORP	4,174,000	$4.226M	0.1%	$0.98	—	CORP	63934EAM0
—	INGENICO	52,713	$4.111M	0.1%	$77.08	—	CONV	EI5993247
—	CIENA CORP	3,000,000	$4.088M	0.1%	$1.18	—	CONV	171779AF8
—	BIOMET INC	3,957,000	$4.086M	0.1%	$1.03	—	CORP	090613AJ9
—	SPRINT CORP	4,000,000	$4.08M	0.1%	$1.02	—	CORP	85207UAB1
—	ADT CORP	4,000,000	$4.06M	0.1%	$1.01	—	CORP	00101JAJ5
—	FIRST DATA CORPORATION	3,644,000	$4.008M	0.1%	$1.06	—	CORP	319963BB9
—	CLAYTON WILLIAMS ENERGY	4,000,000	$3.98M	0.1%	$0.99	—	CORP	969490AG6
—	CHINA OVERS FIN CAYMAN	2,600,000	$3.903M	0.1%	$1.50	—	CONV	EG3669173
—	SEAGATE HDD CAYMAN	4,000,000	$3.85M	0.1%	$0.95	—	CORP	81180WAG6
—	TRINSEO OP / TRINSEO FIN	3,851,000	$3.822M	0.1%	$0.97	—	CORP	89668QAA6
—	PEABODY ENERGY CORP	4,720,000	$3.811M	0.1%	$0.70	—	CONV	704549AG9
—	IAS OPER PARTNERSHIP	4,000,000	$3.739M	0.1%	$0.94	—	CONV	44927XAA3
—	SOUTHERN WATER GREENSAND	2,046,000	$3.622M	0.0%	$1.77	—	CORP	EI6466102
—	CHINA POWER INTL DEVELOP	15,700,000	$3.615M	0.0%	$0.23	—	CONV	EI6434571
—	ARCELORMITTAL	122,855,000	$3.58M	0.0%	$0.08	—	CONV	EH7692674
—	KDDI CORPORATION	200,000,000	$3.578M	0.0%	$0.02	—	CONV	EI8910164
—	ABC MART	280,000,000	$3.487M	0.0%	$0.01	—	CONV	EJ5208859
—	SEKISUI HOUSE CO	250,000,000	$3.463M	0.0%	$0.01	—	CONV	EI7181783
—	EQUINIX INC	3,655,000	$3.454M	0.0%	$0.98	—	CORP	29444UAM8
—	POWER REGAL GROUP LTD	20,450,000	$3.427M	0.0%	$0.17	—	CONV	EH8059931
—	PENNON GROUP PLC	1,700,000	$3.405M	0.0%	$1.79	—	CONV	EH9250091
—	INTERMUNE INC	2,400,000	$3.376M	0.0%	$1.07	—	CONV	45884XAF0
—	B2GOLD CORP	3,500,000	$3.348M	0.0%	$0.96	—	CONV	11777QAA8
—	CBIZ INC	2,865,000	$3.345M	0.0%	$1.10	—	CONV	124805AC6
—	HEALTH NET INC	3,000,000	$3.188M	0.0%	$1.04	—	CORP	422248AA2
—	REYNOLDS GRP ISS/REYNOLD	3,000,000	$3.15M	0.0%	$1.05	—	CORP	761735AL3
—	PROTALIX BIOTHERAPEAUTIC	3,000,000	$3.081M	0.0%	$1.03	—	CONV	74365AAA9
BMRN	BioMarin Pharmaceutical Inc	41,261	$2.978M	0.0%	$62.75	+5.9%	COM	09061G101
—	ONO FINANCE II PLC	2,000,000	$2.92M	0.0%	$1.46	—	CORP	EI5486507
—	SIMMONS FOODS INC	2,746,000	$2.876M	0.0%	$1.05	—	CORP	828732AA5
—	ALBEA BEAUTY HOLDINGS SA	2,000,000	$2.798M	0.0%	$1.40	—	CORP	EJ3970518
—	BUMBLE BEE HOLDINGS INC	2,530,000	$2.739M	0.0%	$1.07	—	CORP	120462AA4
—	TENET HEALTHCARE CORP	2,625,000	$2.684M	0.0%	$1.02	—	CORP	87243QAA4
—	TRONOX FINANCE LLC	2,648,000	$2.622M	0.0%	$0.99	—	CORP	897050AB6
—	VERSO PAPER HLDG LLC/INC	2,500,000	$2.594M	0.0%	$1.04	—	CORP	92531XAP7
—	PLAINS EXPLORATION & PRO	2,414,000	$2.588M	0.0%	$1.06	—	CORP	726505AM2
—	DISCO CORPORATION	225,000,000	$2.549M	0.0%	$0.01	—	CONV	EI0643912
—	MEADOWBROOK INSURANCE GR	2,500,000	$2.549M	0.0%	$1.02	—	CONV	58319PAB4
—	MICRON TECHNOLOGY INC	2,000,000	$2.543M	0.0%	$1.27	—	CONV	595112AH6
—	PROSPECT CAPITAL CORP	2,459,000	$2.534M	0.0%	$1.02	—	CONV	74348TAH5
—	ALLY FINANCIAL INC	2,250,000	$2.528M	0.0%	$1.15	—	CORP	02005NAJ9
—	AB INDUSTRIVARDEN	1,650,000	$2.425M	0.0%	$1.42	—	CONV	EI5354531
—	LAND O LAKES CAP TRST I	2,500,000	$2.419M	0.0%	$0.98	—	CORP	514665AA6
TMUS	T-Mobile US Inc	93,013	$2.416M	0.0%	$22.24	+6.2%	COM	872590104
—	SAMSON INVESTMENT COMPAN	2,250,000	$2.385M	0.0%	$1.05	—	CORP	796038AA5
PENN	Penn National Gaming Inc	43,000	$2.38M	0.0%	$12.05	0.0%	COM	707569109
—	CHINA OS GRAND OCEAN FIN	15,000,000	$2.355M	0.0%	$0.16	—	CONV	EJ0948541
—	LAB CORP OF AMER HLDGS	1,769,000	$2.349M	0.0%	$1.34	—	CONV	50540RAG7
HYG	iShares iBoxx $ High Yield Cor	25,000	$2.29M	0.0%	$90.88	—	COM	464288513
—	RANGE RESOURCES CORP	2,320,000	$2.245M	0.0%	$0.97	—	CORP	75281AAN9
—	SONY CORPORATION	100,000,000	$2.239M	0.0%	$0.02	—	CONV	EJ4440941
—	MTR GAMING GROUP INC	1,999,560	$2.195M	0.0%	$1.05	—	CORP	553769AL4
—	PYRUS LTD	1,600,000	$2.192M	0.0%	$1.37	—	CONV	EI4223836
—	ALCATEL-LUCENT USA INC	2,000,000	$2.135M	0.0%	$1.07	—	CORP	01377RAA1
—	AIR FRANCE-KLM	125,000,000	$2.129M	0.0%	$0.02	—	CONV	EH8739102
—	EARTHLINK INC	2,175,000	$2.121M	0.0%	$0.97	—	CORP	270321AD4
—	CINCINNATI BELL INC	2,000,000	$2.113M	0.0%	$1.00	—	CORP	171871AM8
—	UNITED RENTALS NORTH AM	2,000,000	$2.1M	0.0%	$1.05	—	CORP	911365AY0
—	VOLKSWAGEN INTL FIN NV	1,400,000	$2.098M	0.0%	$1.48	—	CONV	EJ4340075
—	CORNERSTONE CHEMICAL CO	2,000,000	$2.095M	0.0%	$1.05	—	CORP	21925AAB1
—	GREEN PLAINS RENEWABLE E	2,000,000	$2.084M	0.0%	$1.04	—	CONV	393222AC8
—	VALEANT PHARMACEUTICALS	2,000,000	$2.08M	0.0%	$0.99	—	CORP	91829KAA1
—	LSB INDUSTRIES	2,000,000	$2.075M	0.0%	$1.04	—	CORP	502160AK0
—	CHESAPEAKE ENERGY CORP	2,000,000	$2.075M	0.0%	$1.04	—	CORP	165167CG0
—	HEXION US FIN/NOVA SCOTI	2,000,000	$2.07M	0.0%	$1.03	—	CORP	428303AJ0
—	PBF HOLDING CO LLC	2,000,000	$2.07M	0.0%	$1.03	—	CORP	69318FAB4
—	AMERICAN GILSONITE CO	2,000,000	$2.045M	0.0%	$1.05	—	CORP	02636PAA0
—	Sorrenson	1,995,000	$2.017M	0.0%	$1.00	—	TERM	BL0958738
—	SPRINT INDUSTRIAL LLC	2,000,000	$2.015M	0.0%	$1.00	—	TERM	85208BAE6
—	LEVEL 3 COMMUNICATIONS	1,750,000	$2.013M	0.0%	$1.13	—	CORP	52729NBT6
—	TRW AUTOMOTIVE INC	2,000,000	$2.01M	0.0%	$1.00	—	CORP	87264MAJ8
—	NIHON UNISYS LTD	185,000,000	$2.008M	0.0%	$0.01	—	CONV	EJ7063138
—	Sumitomo Mitsui Financial Grou	41,500	$2.002M	0.0%	$48.24	—	COM	015774371
—	CASELLA WASTE SYSTEMS IN	2,000,000	$1.99M	0.0%	$0.95	—	CORP	147448AG9
—	Mizuho Financial Group Inc	914,600	$1.98M	0.0%	$2.16	—	COM	016331384
MSFT	Microsoft Corp	58,933	$1.961M	0.0%	$27.00	0.0%	COM	594918104
—	CLEAN HARBORS INC	2,000,000	$1.933M	0.0%	$0.97	—	CORP	184496AL1
—	EAGLE ROCK ENER PART/FIN	1,925,000	$1.925M	0.0%	$1.02	—	CORP	26985UAB3
—	Mitsubishi UFJ Financial Group	299,800	$1.911M	0.0%	$6.37	—	COM	012638655
—	TESORO CORP	2,000,000	$1.91M	0.0%	$1.01	—	CORP	881609AZ4
—	FQM AKUBRA INC	1,750,000	$1.873M	0.0%	$1.02	—	CORP	457983AC8
—	QEP RESOURCES INC	2,000,000	$1.865M	0.0%	$0.93	—	CORP	74733VAC4
—	SAPPI PAPIER HOLDNG GMBH	2,000,000	$1.86M	0.0%	$0.97	—	CORP	803071AA7
—	Alexion Pharmaceuticals Inc	16,000	$1.859M	0.0%	$116.19	—	COM	015351109
—	DANA HOLDING CORP	1,750,000	$1.859M	0.0%	$1.06	—	CORP	235825AB2
—	BILL BARRETT CORP	1,750,000	$1.785M	0.0%	$1.03	—	CORP	06846NAC8
—	BOISE CASCADE COMPANY	1,700,000	$1.76M	0.0%	$1.01	—	CORP	09739DAA8
—	GOODYEAR TIRE & RUBBER	1,570,000	$1.754M	0.0%	$1.10	—	CORP	382550BB6
—	ST BARBARA LTD	2,000,000	$1.745M	0.0%	$0.92	—	CORP	852278AA8
—	SUBSEA 7 SA	51,720	$1.662M	0.0%	$32.13	—	COM	007564635
—	APERAM	1,600,000	$1.655M	0.0%	$1.03	—	CONV	EJ8455523
—	DRILL RIGS HLDS INC	1,600,000	$1.652M	0.0%	$1.00	—	CORP	262049AA7
—	MANNKIND CORP	674,000	$1.651M	0.0%	$2.80	—	COM	56400P508
—	WINDSTREAM CORP	1,650,000	$1.646M	0.0%	$1.02	—	CORP	97381WAX2
—	FMG RESOURCES AUG 2006	1,525,000	$1.643M	0.0%	$1.06	—	CORP	30251GAH0
TOL	Toll Brothers Inc	50,500	$1.638M	0.0%	$32.93	-1.8%	COM	889478103
—	FIESTA RESTAURANT GROUP	1,500,000	$1.598M	0.0%	$1.07	—	CORP	31660BAB7
—	SESI LLC	1,500,000	$1.586M	0.0%	$1.03	—	CORP	78412FAL8
—	CIT GROUP INC	1,500,000	$1.575M	0.0%	$1.03	—	CORP	125581GH5
—	Aeropostale Inc	167,259	$1.572M	0.0%	$9.40	—	COM	007865108
—	NAVIOS MARITIME HLDS/FIN	1,500,000	$1.568M	0.0%	$1.04	—	CORP	639365AD7
—	NAVIOS SA LOGIST/FIN US	1,450,000	$1.559M	0.0%	$1.07	—	CORP	63938NAB0
—	CORRECTIONS CORP OF AMER	1,663,000	$1.549M	0.0%	$0.93	—	CORP	22025YAP5
—	DISPENSING DYNAMICS INTL	1,500,000	$1.545M	0.0%	$1.02	—	CORP	25471QAA7
—	CCO HLDGS LLC/CAP CORP	1,500,000	$1.523M	0.0%	$1.04	—	CORP	1248EPAU7
—	SANDRIDGE ENERGY INC	1,517,000	$1.521M	0.0%	$0.95	—	CORP	80007PAT6
—	ALZA CORP	1,243,000	$1.486M	0.0%	$1.19	—	CONV	02261WAB5
—	TESORO CORP	1,351,000	$1.476M	0.0%	$1.11	—	CORP	881609AW1
—	MARFRIG HOLDING EUROPE B	1,500,000	$1.47M	0.0%	$1.01	—	CORP	56656UAD4
—	NORCELL SWEDEN HOLDING 2	1,000,000	$1.467M	0.0%	$1.47	—	CORP	EI8624492
—	LIGHTSTREAM RESOURCES	1,500,000	$1.455M	0.0%	$0.97	—	CORP	71645AAA7
—	MEDIDATA SOLUTIONS INC	1,300,000	$1.454M	0.0%	$1.12	—	CONV	58471AAA3
—	CMA CGM	1,500,000	$1.417M	0.0%	$0.94	—	CORP	EI6348631
—	Coronado Biosciences Inc	201,900	$1.416M	0.0%	$7.25	—	COM	21976U109
—	STEEL DYNAMICS INC	1,335,000	$1.382M	0.0%	$1.04	—	CORP	858119AV2
—	CAESARS ENTERTAINMENT OP	1,500,000	$1.38M	0.0%	$0.94	—	CORP	12768RAD9
—	NEXTERA ENERGY INC	24,583,000	$1.361M	0.0%	$0.11	—	PFD CV	65339F705
—	COMMONWEALTH PROP FUND	1,265,000	$1.356M	0.0%	$1.04	—	CONV	EI0605721
—	DELL INTERNATIONAL	1,000,000	$1.355M	0.0%	$1.35	—	TERM	24702NAC4
—	KENNEDY-WILSON INC	1,250,000	$1.35M	0.0%	$1.08	—	CORP	489399AC9
—	SUNCOKE ENERGY INC	1,251,000	$1.342M	0.0%	$1.04	—	CORP	86722AAC7
—	SALZGITTER FINANCE BV	850,000	$1.324M	0.0%	$1.56	—	CONV	EI4529596
—	ALGETA ASA	1,200,000	$1.3M	0.0%	$1.08	—	CONV	EJ8191482
—	BREITBURN ENER/BREIT FIN	1,300,000	$1.297M	0.0%	$1.02	—	CORP	106777AD7
—	MOLINA HEALTHCARE INC	1,047,000	$1.289M	0.0%	$1.29	—	CONV	60855RAA8
—	JO-ANN STORES INC	1,250,000	$1.275M	0.0%	$1.02	—	CORP	639888AA4
—	DFC GLOBAL CORP	1,309,000	$1.259M	0.0%	$1.03	—	CONV	256664AC7
—	CEMEX SAB DE CV	1,250,000	$1.247M	0.0%	$1.00	—	CORP	151290BK8
—	NATIONSTAR MORT/CAP CORP	1,300,000	$1.245M	0.0%	$0.96	—	CORP	63860UAK6
—	CATALYST PAPER CORP	2,057,000	$1.203M	0.0%	$0.72	—	CORP	14889BAB8
—	EDGEN MURRAY CORP	1,180,000	$1.198M	0.0%	$0.99	—	CORP	280148AD9
—	FIRST DATA CORPORATION	1,156,000	$1.194M	0.0%	$1.02	—	CORP	319963AY0
—	FORBES ENERGY SERVICES	1,150,000	$1.156M	0.0%	$0.99	—	CORP	345143AC5
—	KAISER ALUMINUM CORPORAT	1,000,000	$1.118M	0.0%	$1.11	—	CORP	483007AE0
—	DAIFUKU CO	100,000,000	$1.118M	0.0%	$0.01	—	CONV	EJ8322004
—	CHRYSLER GP/CG CO-ISSUER	1,000,000	$1.105M	0.0%	$1.09	—	CORP	17121EAB3
—	CASE NEW HOLLAND INC	950,000	$1.104M	0.0%	$1.13	—	CORP	147446AR9
—	GENERAL MOTORS CO	275,000	$1.1M	0.0%	$4.00	—	COM	37045V134
—	HEALTHSOUTH CORP	1,000,000	$1.089M	0.0%	$1.08	—	CORP	421924BG5
—	KRATOS DEFENSE & SEC	1,000,000	$1.088M	0.0%	$1.07	—	CORP	50077BAC2
—	PHIBRO ANIMAL HEALTH COR	1,000,000	$1.075M	0.0%	$1.07	—	CORP	71742QAQ9
—	PLAINS EXPLORATION & PRO	1,000,000	$1.07M	0.0%	$1.06	—	CORP	726505AL4
—	UNIVISION COMMUNICATIONS	1,000,000	$1.07M	0.0%	$1.05	—	CORP	914906AM4
NTAP	NetApp Inc	25,000	$1.065M	0.0%	$30.80	0.0%	COM	64110D104
—	TENET HEALTHCARE CORP	1,000,000	$1.053M	0.0%	$1.05	—	CORP	87243QAC0
—	INTERNATIONAL WIRE GROUP	1,000,000	$1.05M	0.0%	$1.01	—	CORP	460933AK0
—	TELESAT CANADA/TELESAT L	1,000,000	$1.04M	0.0%	$1.02	—	CORP	87952VAJ5
—	CACI INTERNATIONAL INC	813,000	$1.036M	0.0%	$1.20	—	CONV	127190AD8
—	INTELSAT LUXEMBOURG SA	1,000,000	$1.035M	0.0%	$1.01	—	CORP	458204AK0
—	INTRAWEST ULC	1,000,000	$1.015M	0.0%	$1.01	—	TERM	BL0870602
—	SANDRIDGE ENERGY INC	1,005,000	$1.015M	0.0%	$0.96	—	CORP	80007PAN9
—	TITAN INTERNATIONAL INC	1,000,000	$1.01M	0.0%	$1.01	—	CORP	88830MAG7
—	BERLIN PACKAGING LLC	1,000,000	$1.008M	0.0%	$1.00	—	TERM	08511LAL2
—	TALOS PRODUCTION LLC/FIN	1,000,000	$1.005M	0.0%	$0.95	—	CORP	87484JAA8
—	SABRE INC	1,000,000	$1.001M	0.0%	$1.00	—	TERM	78571YAT7
—	SHINGLE SPRINGS TRIBAL	1,000,000	$996K	0.0%	$1.00	—	TERM	82459FAB6
—	ABC SUPPLY CO INC	1,000,000	$994K	0.0%	$0.99	—	TERM	02474RAB9
—	MILL US ACQUISITION LLC	1,000,000	$993K	0.0%	$0.99	—	TERM	60001PAB3
—	CARAUSTAR INDUSTRIES INC	985,710	$993K	0.0%	$1.01	—	TERM	14076CAB9
—	NAVIOS MARITIME HLDS/FIN	1,000,000	$993K	0.0%	$0.95	—	CORP	639365AF2
—	FIRST DATA CORPORATION	1,000,000	$991K	0.0%	$0.98	—	TERM	32007UBB4
—	DISH DBS CORP	1,000,000	$990K	0.0%	$0.99	—	CORP	25470XAQ8
—	CHESAPEAKE ENERGY CORP	873,000	$986K	0.0%	$1.13	—	PFD CV	065167768
—	ViroPharma Inc	25,000	$981K	0.0%	$39.24	—	COM	928241108
—	CLEAR CHANNEL COMMUNICAT	1,000,000	$980K	0.0%	$0.98	—	CORP	184502BL5
—	Pharmacyclics Inc	7,000	$968K	0.0%	$138.29	—	COM	716933106
—	SIX FLAGS ENTERTAINMENT	1,000,000	$953K	0.0%	$0.96	—	CORP	83001AAA0
—	CENVEO CORP	1,000,000	$950K	0.0%	$0.86	—	CORP	15671BAG6
—	OMEGA HLTHCARE INVESTORS	930,000	$930K	0.0%	$1.03	—	CORP	681936AZ3
—	CCO HLDGS LLC/CAP CORP	1,000,000	$925K	0.0%	$0.93	—	CORP	1248EPAY9
VZ	Verizon Communications Inc	19,464	$908K	0.0%	$26.13	0.0%	COM	92343V104
SONY	Sony Corp	40,886	$880K	0.0%	$21.52	—	COM	835699307
—	TOYS R US INC	1,000,000	$863K	0.0%	$0.90	—	CORP	892335AL4
—	OVERSEAS SHIPHLDG GROUP	1,000,000	$858K	0.0%	$0.86	—	CORP	690368AH8
—	YTL CORP FINANCE LABUAN	800,000	$849K	0.0%	$1.09	—	CONV	EI1864871
—	IXIA	54,063	$847K	0.0%	$15.67	—	COM	45071R109
—	Tribune Co	12,576	$793K	0.0%	$56.87	—	COM	896047503
—	DUPONT FABROS TECH LP	750,000	$750K	0.0%	$1.00	—	CORP	26613TAD2
—	NETFLIX INC	750,000	$744K	0.0%	$0.99	—	CORP	64110LAD8
—	CHINA POWER INTL DEVELOP	3,500,000	$725K	0.0%	$0.21	—	CONV	EJ3302266
—	MannKind Corp	124,857	$712K	0.0%	$5.70	—	COM	56400P201
—	AEON CO LTD	45,000,000	$678K	0.0%	$0.01	—	CONV	EI0442406
—	LEUCADIA NATL CORP	520,000	$677K	0.0%	$1.30	—	CONV	527288AX2
—	DAVE & BUSTER'S INC	600,000	$663K	0.0%	$1.11	—	CORP	23833NAG9
—	ULTRAPETROL(BAHAMAS) LTD	625,000	$659K	0.0%	$1.00	—	CORP	90400XAE4
—	TESORO LOGISTICS LP/CORP	650,000	$648K	0.0%	$1.00	—	CORP	88160QAA1
—	Amarin Corp PLC	100,000	$632K	0.0%	$6.32	—	COM	023111206
—	SOTHEBY'S	650,000	$616K	0.0%	$0.97	—	CORP	835898AF4
—	PARKER DRILLING CO	575,000	$615K	0.0%	$1.06	—	CORP	701081AT8
—	SUBSEA 7 SA	600,000	$601K	0.0%	$1.00	—	CONV	EF6907051
—	Rite Aid Corp	126,000	$600K	0.0%	$4.76	—	COM	767754104
—	Hertz Global Holdings Inc	27,000	$598K	0.0%	$22.15	—	COM	42805T105
—	MICRON TECHNOLOGY INC	371,000	$597K	0.0%	$1.34	—	CONV	595112AK9
—	Jones Group Inc/The	38,887	$584K	0.0%	$15.02	—	COM	48020T101
LULU	Lululemon Athletica Inc	7,935	$580K	0.0%	$72.51	-3.8%	COM	550021109
—	FUJIFILM Holdings Corp	23,900	$572K	0.0%	$23.93	—	COM	001225634
—	MIDSTATES PETRO INC/LLC	575,000	$568K	0.0%	$0.94	—	CORP	59804VAC9
—	EQUINIX INC	2,962	$544K	0.0%	$184.62	—	COM	29444U502
—	TEMBEC INDUSTRIES INC	500,000	$544K	0.0%	$1.08	—	CORP	87971KAG2
—	CROSSTEX ENERGY LP/CROSS	500,000	$531K	0.0%	$1.06	—	CORP	22764LAB9
—	W & T OFFSHORE INC	500,000	$530K	0.0%	$1.03	—	CORP	92922PAC0
—	HALCON RESOURCES CORP	500,000	$529K	0.0%	$1.00	—	CORP	40537QAB6
—	OASIS PETROLEUM INC	500,000	$528K	0.0%	$1.06	—	CORP	674215AF5
—	VISHAY INTERTECHNOLOGY	607,000	$523K	0.0%	$0.91	—	CONV	928298AJ7
JPM	JPMorgan Chase & Co	10,000	$517K	0.0%	$38.52	0.0%	COM	46625H100
—	CLEAR CHANNEL COMMUNICAT	500,000	$516K	0.0%	$1.03	—	CORP	184502BN1
—	WINDSTREAM CORP	500,000	$516K	0.0%	$1.04	—	CORP	97381WAT1
—	PITTSBURGH GLASS WORKS L	500,000	$514K	0.0%	$0.99	—	CORP	725143AA9
—	Kawasaki Heavy Industries Ltd	119,000	$514K	0.0%	$4.32	—	COM	001226452
A	Agilent Technologies Inc	10,000	$513K	0.0%	$30.43	0.0%	COM	00846U101
—	FIDELITY & GUARANTY LIFE	500,000	$508K	0.0%	$0.97	—	CORP	315786AA1
—	CARLSON WAGONLIT BV	500,000	$505K	0.0%	$1.01	—	CORP	142812AB2
—	D.R. HORTON INC	500,000	$504K	0.0%	$1.01	—	CORP	23331ABH1
—	NATIONSTAR MORT/CAP CORP	500,000	$503K	0.0%	$1.01	—	CORP	63860UAM2
—	Time Warner Cable Inc	4,500	$502K	0.0%	$111.56	—	COM	88732J207
—	JARDEN CORP	500,000	$500K	0.0%	$1.00	—	TERM	47110CAZ4
—	GENESIS ENERGY LP/GENESI	500,000	$490K	0.0%	$0.98	—	CORP	37185LAE2
—	Sega Sammy Holdings Inc	17,000	$489K	0.0%	$28.76	—	COM	020091967
—	Celgene Corp	3,162	$487K	0.0%	$116.97	—	COM	151020104
—	PROSPECT CAPITAL CORP	467,000	$486K	0.0%	$1.07	—	CONV	74348TAD4
RDN	RADIAN GROUP INC	34,919	$486K	0.0%	$11.02	0.0%	COM	750236101
—	NEENAH PAPER INC	500,000	$478K	0.0%	$0.98	—	CORP	640079AD1
—	Daifuku Co Ltd	44,000	$475K	0.0%	$10.80	—	COM	002364786
—	BARMINCO FINANCE PTY LTD	500,000	$456K	0.0%	$0.88	—	CORP	067687AA1
—	Finisar Corp	20,000	$453K	0.0%	$22.65	—	COM	31787A507
—	COMMERCIAL METALS CO	500,000	$450K	0.0%	$0.92	—	CORP	201723AK9
—	SWIFT SERVICES HLDGS INC	400,000	$444K	0.0%	$1.10	—	CORP	870755AB1
MET	METLIFE INC	8,821	$414K	0.0%	$28.79	0.0%	COM	59156R108
HBIO	Harvard Bioscience Inc	76,532	$403K	0.0%	$3.83	+2.7%	COM	416906105
—	CLAYTON WILLIAMS ENERGY	400,000	$398K	0.0%	$0.99	—	CORP	969490AE1
—	GENERAL CABLE CORP	12,500	$397K	0.0%	$31.76	—	COM	369300108
—	TRIBUNE CO/NEW	6,242	$394K	0.0%	$57.65	—	COM	896047115
—	WRIGHT MEDICAL GROUP INC	15,000	$391K	0.0%	$26.07	—	COM	98235T107
—	CHESAPEAKE ENERGY CORP	15,107	$391K	0.0%	$22.54	—	COM	165167107
—	Spirit Realty Capital Inc	42,441	$390K	0.0%	$17.72	—	COM	84860W102
MDLZ	Mondelez International Inc	11,861	$373K	0.0%	$23.72	0.0%	COM	609207105
MGM	MGM Resorts International	17,500	$358K	0.0%	$16.45	0.0%	COM	552953101
—	Vivendi SA	15,000	$345K	0.0%	$23.00	—	COM	012182074
—	EP ENERGY/EP FINANCE INC	300,000	$338K	0.0%	$1.13	—	CORP	29977HAB6
—	HUGHES SATELITE SYSTEMS	300,000	$317K	0.0%	$1.06	—	CORP	444454AB8
—	GULFMARK OFFSHORE INC	310,000	$310K	0.0%	$0.99	—	CORP	402629AG4
—	HERCULES OFFSHORE INC	285,000	$285K	0.0%	$1.00	—	CORP	427093AH2
PLD	Prologis Inc	7,500	$282K	0.0%	$26.02	0.0%	COM	74340W103
—	MERITAGE HOMES CORP	248,000	$270K	0.0%	$1.10	—	CONV	59001AAR3
CALY	CALLAWAY GOLF CO	37,751	$269K	0.0%	$6.48	+6.3%	COM	131193104
—	NATIONSTAR MORT/CAP CORP	250,000	$261K	0.0%	$1.06	—	CORP	63860UAH3
—	UNIT CORP	250,000	$256K	0.0%	$1.02	—	CORP	909218AB5
—	Liberty Global PLC	3,200	$254K	0.0%	$79.38	—	COM	094506433
—	ACTIVISION BLIZZARD	250,000	$251K	0.0%	$1.00	—	CORP	00507VAE9
CIEN	CIENA CORP	8,400	$250K	0.0%	$22.53	0.0%	COM	171779309
—	PERMIAN HOLDINGS INC	250,000	$244K	0.0%	$0.97	—	CORP	714239AA8
—	XILINX INC	145,000	$235K	0.0%	$1.38	—	CONV	983919AD3
—	PPL CORPORATION	4,256,000	$228K	0.0%	$0.11	—	PFD CV	69351T114
—	VRINGO INC	200,000	$206K	0.0%	$1.03	—	COM	92911N112
—	FANNIE MAE	31,964	$187K	0.0%	$4.71	—	PFD	313586752
—	CUMULUS MEDIA INC	34,304	$181K	0.0%	$3.28	—	COM	231082116
—	Central European Media Enterpr	30,800	$162K	0.0%	$5.26	—	COM	011566324
—	HOT TOPIC INC	150,000	$154K	0.0%	$1.01	—	CORP	441339AA6
—	MTR GAMING GROUP INC	30,115	$142K	0.0%	$3.35	—	COM	553769100
—	Alcatel-Lucent/France	40,000	$141K	0.0%	$3.52	—	COM	013904305
—	NY COMMUNITY CAP TRUST V	2,946,000	$141K	0.0%	$0.10	—	PFD CV	64944P307
SUPN	Supernus Pharmaceuticals Inc	15,490	$114K	0.0%	$5.89	+14.0%	COM	868459108
—	HeartWare International Inc	1,519	$111K	0.0%	$93.28	—	COM	422368100
—	Hovnanian Enterprises Inc	20,000	$105K	0.0%	$5.25	—	COM	442487203
—	US21676P1113	4,332	$104K	0.0%	$20.94	—	COM	21676P111
—	COOPER-STANDARD HOLDING	742	$103K	0.0%	$109.16	—	COM	521865113
JBLU	JetBlue Airways Corp	15,000	$100K	0.0%	$6.46	0.0%	COM	477143101
—	HILTON WORLDWIDE FINANCE	100,000	$100K	0.0%	$1.00	—	CORP	432891AC3
—	TRINSEO OP / TRINSEO FIN	100,000	$99,000	0.0%	$0.97	—	CORP	EJ5309343
—	PROSPECT MEDICAL HOLDING	80,000	$84,000	0.0%	$1.05	—	CORP	EJ1528318
—	US GOVT NATIONAL	90,000	$76,000	0.0%	$0.84	—	GOVT	912810RB6
—	SIMMONS FOODS INC	70,000	$73,000	0.0%	$1.04	—	CORP	EI4544033
—	LIGHTSTREAM RESOURCES	70,000	$68,000	0.0%	$0.96	—	CORP	EJ0011217
—	Lightstream Resources Ltd	9,330	$67,000	0.0%	$7.44	—	COM	53227K101
—	VERTELLUS SPECIALTIES	60,000	$56,000	0.0%	$0.90	—	CORP	EI4191702
—	Lear	5,000,000	$50,000	0.0%	$0.01	—	CORP	PPB004AH0
—	Lear	4,932,000	$49,000	0.0%	$0.01	—	CORP	PP8J05WL7
—	SHENGDATECH INC	2,975,000	$43,000	0.0%	$0.01	—	CONV	823213AD5
—	Globalstar Inc	30,000	$33,000	0.0%	$1.10	—	COM	378973408
—	CATALYST PAPER CORP	21,984	$24,000	0.0%	$1.04	—	COM	14889B102
—	FIRST DATA CORPORATION	21,000	$22,000	0.0%	$1.01	—	CORP	EI4925174
—	Interpublic Group of Cos Inc/T	389	$7,000	0.0%	$10.53	0.0%	COM	460690100
—	INN OF THE MOUNTAIN GODS	310	$0	0.0%	$0.92	—	CORP	EI5754540