The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 596 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 1,003 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 5,735 | 5,800,000 | PRN | DFND | 5,800,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 946 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 605 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 190 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 3,510 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 676 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 793 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 4,894 | 3,900,000 | PRN | DFND | 3,900,000 | 0 | 0 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 691 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 715 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 3,941 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 08/15/2019 | 25746U836 | 356 | 7,000 | SH | DFND | 7,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,432 | 3,800,000 | PRN | DFND | 3,800,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 5,130 | 5,400,000 | PRN | DFND | 5,400,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 4,187 | 3,300,000 | PRN | DFND | 3,300,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 501 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 389 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 3,725 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 4,081 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 8,544 | 6,300,000 | PRN | DFND | 6,300,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 2,798 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,790 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,596 | 4,300,000 | PRN | DFND | 4,300,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 4,817 | 4,900,000 | PRN | DFND | 4,900,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 3,424 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 1,004 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 6,377 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 5,370 | 4,800,000 | PRN | DFND | 4,800,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 409 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 545 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,216 | 2,700,000 | PRN | DFND | 2,700,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 3,949 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 944 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 8,572 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 820 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,109 | 1,100,000 | PRN | DFND | 1,100,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 633 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| RTW HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 6,188 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,740 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 6,456 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 236 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 340 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 309 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 756 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 947 | 9,000 | SH | DFND | 9,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 964 | 350,000 | PRN | DFND | 350,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 4,691 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 286 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 882 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 639 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 418 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,548 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 2,953 | 2,300,000 | PRN | DFND | 2,300,000 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 176 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 4,795 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 3,432 | 3,300,000 | PRN | DFND | 3,300,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 865 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||