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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,502 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 955 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 1,335 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,706 | 1,400,000 | PRN | DFND | 1,400,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 1,287 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 6,932 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 574 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 2,925 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 940 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 496 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 621 | 150,000 | PRN | DFND | 150,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 8,141 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 7,493 | 6,350,000 | PRN | DFND | 6,350,000 | 0 | 0 | ||
| INCYTE CORP | NOTE 1.250%11/1 | 45337CAN2 | 12,350 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 6,989 | 5,800,000 | PRN | DFND | 5,800,000 | 0 | 0 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 10,540 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,492 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
| IXIA | NOTE 3.000%12/1 | 45071RAB5 | 502 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 7,693 | 4,900,000 | PRN | DFND | 4,900,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 11,616 | 10,500,000 | PRN | DFND | 10,500,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 7,315 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 499 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 11,512 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 1,196 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 1,590 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,020 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 2,050 | 1,800,000 | PRN | DFND | 1,800,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 984 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 6,862 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 576 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 8,426 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 569 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 984 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 1,286 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 1,462 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 3,091 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 1,698 | 1,600,000 | PRN | DFND | 1,600,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 1,364 | 26,000 | PRN | DFND | 26,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 1,546 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 889 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,703 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 394 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 10,133 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,248 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 1,198 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 6,771 | 7,400,000 | PRN | DFND | 7,400,000 | 0 | 0 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 1,268 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 9,090 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||