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 | COM | 00971T101 | 6,284 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
| CIENA CORP | COM NEW | 171779309 | 471 | 19,900 | SH | DFND | 1 | 19,900 | 0 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 2,975 | 42,400 | SH | DFND | 1 | 42,400 | 0 | 0 | |
| COMMUNITYONE BANCORP | COM | 20416Q108 | 7,976 | 740,622 | SH | DFND | 1 | 740,622 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 24,017 | 20,930,000 | PRN | DFND | 1 | 20,930,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 37,631 | 18,000,000 | PRN | DFND | 1 | 18,000,000 | 0 | 0 | |
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 1,355 | 22,700 | SH | DFND | 1 | 22,700 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 15,960 | 17,900,000 | PRN | DFND | 1 | 17,900,000 | 0 | 0 | |
| HOLOGIC INC | COM | 436440101 | 9,466 | 248,700 | SH | DFND | 1 | 248,700 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 7,839 | 35,900 | SH | DFND | 1 | 35,900 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 24,757 | 485,137 | PRN | DFND | 1 | 485,137 | 0 | 0 | |
| NMI HLDGS INC | CL A | 629209305 | 12,974 | 1,617,718 | PRN | DFND | 1 | 1,617,718 | 0 | 0 | |
| NRG YIELD INC | CL C | 62942X405 | 6,999 | 319,723 | PRN | DFND | 1 | 319,723 | 0 | 0 | |
| PAR PETE CORP | COM NEW | 69888T207 | 5,637 | 301,147 | SH | DFND | 1 | 301,147 | 0 | 0 | |
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 2.500% 9/1 | 74734MAB5 | 17,640 | 18,000,000 | PRN | DFND | 1 | 18,000,000 | 0 | 0 | |
| STATE BK FINL CORP | COM | 856190103 | 1,859 | 85,653 | SH | DFND | 1 | 85,653 | 0 | 0 | |
| STONEGATE MTG CORP | COM | 86181Q300 | 649 | 64,494 | SH | DFND | 1 | 64,494 | 0 | 0 | |
| TALMER BANCORP INC | COM | 87482X101 | 3,303 | 197,208 | SH | DFND | 1 | 197,208 | 0 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 19,216 | 17,000,000 | PRN | DFND | 1 | 17,000,000 | 0 | 0 | |