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 | 1,507 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 959 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 411 | 400 | SH | DFND | 400 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 570 | 450,000 | PRN | DFND | 450,000 | 0 | 0 | ||
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 459 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,474 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 1,150 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 604 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 7,095 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 235 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 7,908 | 8,800,000 | PRN | DFND | 8,800,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 982 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 394 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 5,295 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 793 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 8,790 | 7,300,000 | PRN | DFND | 7,300,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 779 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 308 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 452 | 100,000 | PRN | DFND | 100,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 4,987 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 5,750 | 6,250,000 | PRN | DFND | 6,250,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 8,133 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AB2 | 6,180 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 9,890 | 7,700,000 | PRN | DFND | 7,700,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,001 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 7,910 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 729 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 6,518 | 6,200,000 | PRN | DFND | 6,200,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 6,224 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 7,350 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 6,891 | 6,300,000 | PRN | DFND | 6,300,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 4,795 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 8,029 | 8,100,000 | PRN | DFND | 8,100,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 794 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 14,281 | 8,600,000 | PRN | DFND | 8,600,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 6,592 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 827 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 1,141 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,500 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 1.750% 8/1 | 74734MAF6 | 1,930 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 1,276 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,318 | 1,400,000 | PRN | DFND | 1,400,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 365 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| RTW HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 6,511 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,081 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 7,853 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 1,154 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 1,340 | 1,400,000 | PRN | DFND | 1,400,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 4,890 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 310 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 760 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 1,227 | 1,300,000 | PRN | DFND | 1,300,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 681 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 246 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 1,420 | 1,400,000 | PRN | DFND | 1,400,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 1,216 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 1,334 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 1,190 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 381 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 256 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 904 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 11,172 | 13,400,000 | PRN | DFND | 13,400,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 7,385 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 5,335 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 337 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 577 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 509 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 9,262 | 9,500,000 | PRN | DFND | 9,500,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 10,404 | 12,000,000 | PRN | DFND | 12,000,000 | 0 | 0 | ||
| YY INC | NOTE 2.250% 4/0 | 98426TAB2 | 973 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||