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 | 626 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 802 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 367 | 400 | SH | DFND | 400 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 217 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,188 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 1,140 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 336 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 5,503 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 277 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 6,088 | 6,800,000 | PRN | DFND | 6,800,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 804 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 396 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 5,140 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 910 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,906 | 5,800,000 | PRN | DFND | 5,800,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 780 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 224 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 4,395 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 3,072 | 3,100,000 | PRN | DFND | 3,100,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 6,488 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AB2 | 5,606 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 9,176 | 7,200,000 | PRN | DFND | 7,200,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 460 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,388 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 188 | 100,000 | PRN | DFND | 100,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,343 | 5,200,000 | PRN | DFND | 5,200,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 4,582 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 5,438 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 5,056 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 3,897 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 7,236 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 766 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 9,100 | 5,100,000 | PRN | DFND | 5,100,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 6,630 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,894 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 1,145 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,238 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 901 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,126 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 386 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| RTW HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 5,494 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,192 | 5,800,000 | PRN | DFND | 5,800,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 4,731 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 1,089 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 788 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 2,305 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 234 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 399 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 803 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 215 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 23 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 869 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 794 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 894 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 1,030 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 239 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 238 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 714 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 6,084 | 7,200,000 | PRN | DFND | 7,200,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,541 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 4,763 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 340 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 5,422 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 6,658 | 6,700,000 | PRN | DFND | 6,700,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 3,895 | 4,400,000 | PRN | DFND | 4,400,000 | 0 | 0 | ||
| YY INC | NOTE 2.250% 4/0 | 98426TAB2 | 976 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||