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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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4   616 700,000 PRN   DFND   700,000 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0   849 700,000 PRN   DFND   700,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116   333 400 SH   DFND   400 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4   223 200,000 PRN   DFND   200,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8   1,043 900,000 PRN   DFND   900,000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4   1,004 1,000,000 PRN   DFND   1,000,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9   335 400,000 PRN   DFND   400,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9   4,710 4,000,000 PRN   DFND   4,000,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3   281 300,000 PRN   DFND   300,000 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1   5,891 6,800,000 PRN   DFND   6,800,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4   842 900,000 PRN   DFND   900,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2   1,669 1,500,000 PRN   DFND   1,500,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9   411 400,000 PRN   DFND   400,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2   4,900 4,000,000 PRN   DFND   4,000,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9   1,045 1,100,000 PRN   DFND   1,100,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2   6,088 5,300,000 PRN   DFND   5,300,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7   824 900,000 PRN   DFND   900,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2   174 300,000 PRN   DFND   300,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5   2,738 4,000,000 PRN   DFND   4,000,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8   4,556 4,500,000 PRN   DFND   4,500,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2   6,015 6,000,000 PRN   DFND   6,000,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2   5,842 6,000,000 PRN   DFND   6,000,000 0 0
INTEL CORP SDCV 12/1 458140AD2   9,564 7,400,000 PRN   DFND   7,400,000 0 0
INTERACTIVE INTELLIGENCE GRO NOTE 1.250% 6/0 45841VAB5   5,708 6,000,000 PRN   DFND   6,000,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2   466 500,000 PRN   DFND   500,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3   4,944 7,000,000 PRN   DFND   7,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7   5,570 5,200,000 PRN   DFND   5,200,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0   1,668 1,000,000 PRN   DFND   1,000,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4   2,966 3,000,000 PRN   DFND   3,000,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1   3,249 3,000,000 PRN   DFND   3,000,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9   4,375 5,700,000 PRN   DFND   5,700,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4   7,718 7,000,000 PRN   DFND   7,000,000 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3   785 800,000 PRN   DFND   800,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1   1,040 1,000,000 PRN   DFND   1,000,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8   9,568 4,100,000 PRN   DFND   4,100,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6   6,518 6,000,000 PRN   DFND   6,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1   6,300 7,000,000 PRN   DFND   7,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8   415 400,000 PRN   DFND   400,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1   3,446 2,700,000 PRN   DFND   2,700,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5   7,058 6,000,000 PRN   DFND   6,000,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9   974 700,000 PRN   DFND   700,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9   935 1,000,000 PRN   DFND   1,000,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1   1,184 1,200,000 PRN   DFND   1,200,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6   427 400,000 PRN   DFND   400,000 0 0
RTW HLDGS INC NOTE 5.625%11/1 749772AB5   5,877 6,000,000 PRN   DFND   6,000,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6   7,511 5,800,000 PRN   DFND   5,800,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8   1,116 1,000,000 PRN   DFND   1,000,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4   1,375 2,000,000 PRN   DFND   2,000,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8   227 300,000 PRN   DFND   300,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208   360 12,000 SH   DFND   12,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5   356 400,000 PRN   DFND   400,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8   896 800,000 PRN   DFND   800,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6   457 400,000 PRN   DFND   400,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1   793 800,000 PRN   DFND   800,000 0 0
T MOBILE US INC CONV PFD SER A 872590203   734 10,000 SH   DFND   10,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1   895 500,000 PRN   DFND   500,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5   1,256 500,000 PRN   DFND   500,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0   242 300,000 PRN   DFND   300,000 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9   313 200,000 PRN   DFND   200,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1   780 800,000 PRN   DFND   800,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4   6,435 7,200,000 PRN   DFND   7,200,000 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1   5,424 5,500,000 PRN   DFND   5,500,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2   4,619 5,000,000 PRN   DFND   5,000,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7   5,512 6,000,000 PRN   DFND   6,000,000 0 0
YAHOO INC NOTE 12/0 984332AF3   6,717 6,700,000 PRN   DFND   6,700,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3   4,097 4,400,000 PRN   DFND   4,400,000 0 0