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 | 616 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 849 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 333 | 400 | SH | DFND | 400 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 223 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,043 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 1,004 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 335 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 4,710 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 281 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 5,891 | 6,800,000 | PRN | DFND | 6,800,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 842 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 1,669 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 411 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 4,900 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 1,045 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,088 | 5,300,000 | PRN | DFND | 5,300,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 824 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 174 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 2,738 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 4,556 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 6,015 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AB2 | 5,842 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 9,564 | 7,400,000 | PRN | DFND | 7,400,000 | 0 | 0 | ||
| INTERACTIVE INTELLIGENCE GRO | NOTE 1.250% 6/0 | 45841VAB5 | 5,708 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 466 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 4,944 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,570 | 5,200,000 | PRN | DFND | 5,200,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 1,668 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 2,966 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 3,249 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 4,375 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 7,718 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 785 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 1.750% 6/0 | 64157FAA1 | 1,040 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 9,568 | 4,100,000 | PRN | DFND | 4,100,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 6,518 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 6,300 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 415 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,446 | 2,700,000 | PRN | DFND | 2,700,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,058 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 974 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 935 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,184 | 1,200,000 | PRN | DFND | 1,200,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 427 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| RTW HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 5,877 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,511 | 5,800,000 | PRN | DFND | 5,800,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 1,116 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,375 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 227 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 360 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 356 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 896 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 457 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 793 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 734 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 895 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 1,256 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 242 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 313 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 780 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 6,435 | 7,200,000 | PRN | DFND | 7,200,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,424 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 4,619 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 5,512 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 6,717 | 6,700,000 | PRN | DFND | 6,700,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 4,097 | 4,400,000 | PRN | DFND | 4,400,000 | 0 | 0 | ||