The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 4,792 | 4,400,000 | PRN | DFND | 1 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 3,856 | 3,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 5,155 | 7,250,000 | PRN | DFND | 1 | 0 | 0 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 8,213 | 8,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 1,012 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 15,108 | 14,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 6,000 | 5,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 1,324 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 436 | 450,000 | PRN | DFND | 1 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 ADDED | 29359WAB1 | 4,377 | 4,900,000 | PRN | DFND | 1 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 913 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 1,007 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 16,012 | 14,750,000 | PRN | DFND | 1 | 0 | 0 | ||
| INSULET CORP | NOTE 1.250% 9/1 ADDED | 45784PAF8 | 657 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 1,128 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 4,129 | 4,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 621 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,211 | 4,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 907 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 931 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 8,481 | 7,450,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 929 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,287 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 489 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 762 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| PEABODY ENERGY CORP NEW | COM | 704551100 | 261 | 6,589 | SH | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,039 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 5,779 | 5,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 498 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 463 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 DELETED | 85571BAA3 | 6,268 | 6,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 1,159 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 22,984 | 21,600,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,090 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 1,030 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,798 | 4,300,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 ADDED | 98954MAB7 | 2,188 | 2,000,000 | PRN | DFND | 1 | 0 | 0 | ||