The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 259 300,000 PRN   DFND   300,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 300 200,000 PRN   DFND   200,000 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 502 300,000 PRN   DFND   300,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 904 900,000 PRN   DFND   900,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,702 3,700,000 PRN   DFND   3,700,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 356 300,000 PRN   DFND   300,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 508 500,000 PRN   DFND   500,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 194 200,000 PRN   DFND   200,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 938 900,000 PRN   DFND   900,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 3,588 3,500,000 PRN   DFND   3,500,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 602 600,000 PRN   DFND   600,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 5,974 4,600,000 PRN   DFND   4,600,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 767 700,000 PRN   DFND   700,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 898 900,000 PRN   DFND   900,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 697 700,000 PRN   DFND   700,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 4,530 4,000,000 PRN   DFND   4,000,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 508 600,000 PRN   DFND   600,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 9,385 8,600,000 PRN   DFND   8,600,000 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,118 3,900,000 PRN   DFND   3,900,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 3,924 3,800,000 PRN   DFND   3,800,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 4,071 3,300,000 PRN   DFND   3,300,000 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 304 200,000 PRN   DFND   200,000 0 0
HERITAGE INS HLDGS INC NOTE 5.875% 8/0 42727JAB8 4,012 3,000,000 PRN   DFND   3,000,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 4,384 4,500,000 PRN   DFND   4,500,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 890 400,000 PRN   DFND   400,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2,640 3,300,000 PRN   DFND   3,300,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 503 500,000 PRN   DFND   500,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 2,476 2,400,000 PRN   DFND   2,400,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,762 3,000,000 PRN   DFND   3,000,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 2,322 2,000,000 PRN   DFND   2,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 852 500,000 PRN   DFND   500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 433 300,000 PRN   DFND   300,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,022 900,000 PRN   DFND   900,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 215 200,000 PRN   DFND   200,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 642 500,000 PRN   DFND   500,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 552 400,000 PRN   DFND   400,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 295 300,000 PRN   DFND   300,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,765 2,000,000 PRN   DFND   2,000,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 918 500,000 PRN   DFND   500,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 8,352 7,200,000 PRN   DFND   7,200,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 759 500,000 PRN   DFND   500,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 330 200,000 PRN   DFND   200,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 999 1,000,000 PRN   DFND   1,000,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 216 200,000 PRN   DFND   200,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 768 500,000 PRN   DFND   500,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 531 300,000 PRN   DFND   300,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 311 300,000 PRN   DFND   300,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 542 600,000 PRN   DFND   600,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 510 100,000 PRN   DFND   100,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 2,147 1,500,000 PRN   DFND   1,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 6,294 5,400,000 PRN   DFND   5,400,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 296 300,000 PRN   DFND   300,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 515 300,000 PRN   DFND   300,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 559 600,000 PRN   DFND   600,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 350 400,000 PRN   DFND   400,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 217 200,000 PRN   DFND   200,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 420 7,000 SH   DFND   7,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 467 500,000 PRN   DFND   500,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 274 200,000 PRN   DFND   200,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,052 2,000,000 PRN   DFND   2,000,000 0 0
YAHOO INC NOTE 12/0 984332AF3 3,116 2,300,000 PRN   DFND   2,300,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 888 900,000 PRN   DFND   900,000 0 0