The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 | DBCV 2/1 | 00971TAG6 | 10,941 | 10,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 20,227 | 20,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 4,412 | 4,388,000 | PRN | DFND | 1 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 2,140 | 1,900,000 | PRN | DFND | 1 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 1,067 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 897 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 5,642 | 9,250,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,422 | 4,300,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 939 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,410 | 4,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 956 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 1,080 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 4,588 | 5,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 16,000 | 13,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 19,912 | 20,750,000 | PRN | DFND | 1 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 1,202 | 1,158,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 660 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 9,786 | 9,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 7,048 | 6,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 6,940 | 6,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 1,044 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 10,233 | 9,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 1,122 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 ADDED | 698354AB3 | 1,032 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,025 | 1,900,000 | PRN | DFND | 1 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 933 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 935 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPIRIT RLTY CAP INC | NEW NOTE 2.875% 5/1 | 84860WAA0 | 18,652 | 18,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| STANDARD PAC CORP | NEW NOTE 1.250% 8/0 | 85375CBC4 | 6,728 | 6,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 25,419 | 24,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 980 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 19,368 | 20,850,000 | PRN | DFND | 1 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 8,002 | 8,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 6,275 | 4,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 9,250 | 9,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 908 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 4,738 | 4,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 1,045 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 6,341 | 3,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 25,216 | 25,450,000 | PRN | DFND | 1 | 0 | 0 | ||