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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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1,331 1,300,000 PRN   DFND   1,300,000 0 0
ACTAVIS PLC PFD CONV SER A G0083B116 515 500 SH   DFND   500 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 1,015 700,000 PRN   DFND   700,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 1,660 800,000 PRN   DFND   800,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,112 1,400,000 PRN   DFND   1,400,000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 1,332 1,200,000 PRN   DFND   1,200,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 815 800,000 PRN   DFND   800,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 6,389 5,400,000 PRN   DFND   5,400,000 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 10,035 9,000,000 PRN   DFND   9,000,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 769 800,000 PRN   DFND   800,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 288 300,000 PRN   DFND   300,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,092 2,000,000 PRN   DFND   2,000,000 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 968 7,000 SH   DFND   7,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 945 1,000,000 PRN   DFND   1,000,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 559 700,000 PRN   DFND   700,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 1,724 400,000 PRN   DFND   400,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 7,958 5,400,000 PRN   DFND   5,400,000 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7,281 6,250,000 PRN   DFND   6,250,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 7,420 4,000,000 PRN   DFND   4,000,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 5,252 5,200,000 PRN   DFND   5,200,000 0 0
INTEL CORP SDCV 12/1 458140AD2 12,161 9,700,000 PRN   DFND   9,700,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 6,850 7,000,000 PRN   DFND   7,000,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 686 400,000 PRN   DFND   400,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 356 300,000 PRN   DFND   300,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 10,272 9,100,000 PRN   DFND   9,100,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 6,779 6,100,000 PRN   DFND   6,100,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 8,500 8,000,000 PRN   DFND   8,000,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 12,848 10,900,000 PRN   DFND   10,900,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 899 700,000 PRN   DFND   700,000 0 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 1,480 1,100,000 PRN   DFND   1,100,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,140 8,000,000 PRN   DFND   8,000,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 950 1,000,000 PRN   DFND   1,000,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,631 1,500,000 PRN   DFND   1,500,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 1,578 1,600,000 PRN   DFND   1,600,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 7,080 5,900,000 PRN   DFND   5,900,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 409 300,000 PRN   DFND   300,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 7,026 7,000,000 PRN   DFND   7,000,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 737 600,000 PRN   DFND   600,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,363 1,300,000 PRN   DFND   1,300,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,261 25,000 SH   DFND   25,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 1,296 1,000,000 PRN   DFND   1,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1,405 1,400,000 PRN   DFND   1,400,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 458 400,000 PRN   DFND   400,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 2,328 2,000,000 PRN   DFND   2,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 1,765 30,000 SH   DFND   30,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 1,580 1,200,000 PRN   DFND   1,200,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 1,247 700,000 PRN   DFND   700,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 6,403 7,600,000 PRN   DFND   7,600,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 426 500,000 PRN   DFND   500,000 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 7,138 5,000,000 PRN   DFND   5,000,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 1,091 1,000,000 PRN   DFND   1,000,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 5,804 6,300,000 PRN   DFND   6,300,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 859 810,000 PRN   DFND   810,000 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 486 400,000 PRN   DFND   400,000 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 1,132 400,000 PRN   DFND   400,000 0 0
YAHOO INC NOTE 12/0 984332AF3 11,340 10,500,000 PRN   DFND   10,500,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 11,149 13,500,000 PRN   DFND   13,500,000 0 0