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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
ACCURAY INC NOTE 3.500% 2/0 004397AD7 12,685 6,600,000 PRN   DFND 1,2,3 6,600,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 5,681 3,970,000 PRN   DFND 1,2,3 3,970,000 0 0
BIRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 9,731 7,836,000 PRN   DFND 1,2,3 7,836,000 0 0
CEMEX SAB DE CV NOTE 3250% 3/1 151290BB8 15,829 11,500,000 PRN   DFND 1,2,3 11,500,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 9,666 10,750,000 PRN   DFND 1,2,3 10,750,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 7,942 6,000,000 PRN   DFND 1,2,3 6,000,000 0 0
ICONIX BRAND GROUP INC NOTE 2.500%6/0 451055AE7 21,130 15,449,000 PRN   DFND 1,2,3 15,449,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2,021 85,627 SH   DFND 1,2,3 85,627 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 1,253 34,599 SH   DFND 1,2,3 34,599 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 869 23,991 SH   DFND 1,2 23,991 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 1,546 1,500,000 PRN   DFND 1,2,3 1,500,000 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 28,417 11,290,000 PRN   DFND 1,2,3 11,290,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 26,640 17,475,000 PRN   DFND 1,2,3 17,475,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 9,084 5,850,000 PRN   DFND 1,2,3 5,850,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 28,806 16,000,000 PRN   DFND 1,2,3 16,000,000 0 0