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 | 515 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 172 | 100,000 | PRN | DFND | 100,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 415 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 3,340 | 3,400,000 | PRN | DFND | 3,400,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 717 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 510 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 191 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 697 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 3,596 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 598 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 4,700 | 3,900,000 | PRN | DFND | 3,900,000 | 0 | 0 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 510 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 702 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 1,414 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,436 | 3,800,000 | PRN | DFND | 3,800,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 4,667 | 4,900,000 | PRN | DFND | 4,900,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 4,224 | 3,300,000 | PRN | DFND | 3,300,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 512 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 407 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 2,888 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 4,281 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 6,989 | 5,300,000 | PRN | DFND | 5,300,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 2,937 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,725 | 4,300,000 | PRN | DFND | 4,300,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 4,895 | 4,900,000 | PRN | DFND | 4,900,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 4,206 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 4,189 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 1,053 | 700,000 | PRN | DFND | 700,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 6,412 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 4,436 | 3,800,000 | PRN | DFND | 3,800,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 197 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 522 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,547 | 2,700,000 | PRN | DFND | 2,700,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 4,072 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 8,895 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 987 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 9,587 | 7,800,000 | PRN | DFND | 7,800,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 889 | 800,000 | PRN | DFND | 800,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,016 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 540 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| RTW HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 5,741 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,552 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,095 | 2,800,000 | PRN | DFND | 2,800,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 179 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 405 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 299 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 563 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 789 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 1,022 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 7,168 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 274 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 941 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 367 | 400,000 | PRN | DFND | 400,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 308 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,424 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 2,337 | 2,300,000 | PRN | DFND | 2,300,000 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 169 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 4,460 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 2,590 | 2,300,000 | PRN | DFND | 2,300,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 874 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||