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 |
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 758 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 1,140 | 750,000 | PRN | DFND | 750,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 1,845 | 1,800,000 | PRN | DFND | 1,800,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 1,364 | 1,250,000 | PRN | DFND | 1,250,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 1,972 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
| AVIS BUDGET GROUP | NOTE 3.500%10/0 | 053774AB1 | 889 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 2,520 | 2,200 | SH | DFND | 2,200 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 3,115 | 2,800,000 | PRN | DFND | 2,800,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 1,576 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 9,594 | 6,700,000 | PRN | DFND | 6,700,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 1,757 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 1,272 | 1,250,000 | PRN | DFND | 1,250,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 6,894 | 7,300,000 | PRN | DFND | 7,300,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 6,694 | 6,250,000 | PRN | DFND | 6,250,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 5.000%11/1 | 369300AL2 | 757 | 750,000 | PRN | DFND | 750,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 9,029 | 2,900,000 | PRN | DFND | 2,900,000 | 0 | 0 | ||
| GROUP 1 AUTOMOTIVE INC | FRNT 2.250% 6/1 | 398905AE9 | 971 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 4,040 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 7,720 | 6,750,000 | PRN | DFND | 6,750,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 15,363 | 11,300,000 | PRN | DFND | 11,300,000 | 0 | 0 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 10,654 | 9,000,000 | PRN | DFND | 9,000,000 | 0 | 0 | ||
| IXIA | NOTE 3.000%12/1 | 45071RAB5 | 1,899 | 1,800,000 | PRN | DFND | 1,800,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 8,348 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 7,765 | 7,300,000 | PRN | DFND | 7,300,000 | 0 | 0 | ||
| LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 597 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 975 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 13,272 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 1,241 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 12,896 | 7,550,000 | PRN | DFND | 7,550,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 958 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 2,145 | 1,750,000 | PRN | DFND | 1,750,000 | 0 | 0 | ||
| PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 2,684 | 1,900,000 | PRN | DFND | 1,900,000 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO LTD | DEBT 2.500% 9/1 | G73030AA9 | 7,670 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,763 | 1,650,000 | PRN | DFND | 1,650,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 1,644 | 1,600,000 | PRN | DFND | 1,600,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 10,638 | 10,800,000 | PRN | DFND | 10,800,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 12,808 | 13,500,000 | PRN | DFND | 13,500,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.750% 1/1 | 79466LAB0 | 1,335 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 715 | 425,000 | PRN | DFND | 425,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 2,056 | 1,250,000 | PRN | DFND | 1,250,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 2,704 | 2,100,000 | PRN | DFND | 2,100,000 | 0 | 0 | ||
| STERLITE INDS INDIA LTD | NOTE 4.000%10/3 | 859737AB4 | 5,708 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 9,972 | 7,700,000 | PRN | DFND | 7,700,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 2,146 | 1,750,000 | PRN | DFND | 1,750,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 8,179 | 9,000,000 | PRN | DFND | 9,000,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,564 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,122 | 2,800,000 | PRN | DFND | 2,800,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 8,270 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 8,752 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 14,067 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 2,141 | 1,167,000 | PRN | DFND | 1,167,000 | 0 | 0 | ||