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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
AKAMAI TECHNOLOGIES INC COM 00971T101 2,032 38,600 SH   DFND 1 38,600 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 1,369 210,000 PRN   DFND 1 210,000 0 0
CITRIX SYS INC COM 177376100 3,011 39,800 SH   DFND 1 39,800 0 0
COMMUNITYONE BANCORP COM 20416Q108 8,485 629,907 SH   DFND 1 629,907 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 25,715 19,430,000 PRN   DFND 1 19,430,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 15,067 17,900,000 PRN   DFND 1 17,900,000 0 0
ILLUMINA INC COM 452327109 4,933 25,700 SH   DFND 1 25,700 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 23,850 485,137 PRN   DFND 1 485,137 0 0
NMI HLDGS INC CL A 629209305 10,059 1,485,778 PRN   DFND 1 1,485,778 0 0
NRG YIELD INC CL A NEW 62942X306 11,341 815,312 PRN   DFND 1 815,312 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 17,737 18,000,000 PRN   DFND 1 18,000,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 1,368 15,000 SH   DFND 1 15,000 0 0
STONEGATE MTG CORP COM 86181Q300 2,778 509,759 SH   DFND 1 509,759 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 19,465 17,000,000 PRN   DFND 1 17,000,000 0 0