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 |
| ADVANCED MICRO DEVICES | NOTE 6.000% 5/0 | 007903AL1 | 921 | 900,000 | PRN | DFND | 1 | 900,000 | 0 | 0 | |
| AFFILIATED MANAGERS GROUP | NOTE 3.950% 8/1 | 008252AL2 | 8,685 | 6,757,000 | PRN | DFND | 1 | 6,757,000 | 0 | 0 | |
| AGCO | NOTE 1.250%12/1 | 001084AM4 | 10,537 | 8,450,000 | PRN | DFND | 1 | 8,450,000 | 0 | 0 | |
| ALCOA | NOTE 5.250% 3/1 | 013817AT8 | 11,662 | 9,189,000 | PRN | DFND | 1 | 9,189,000 | 0 | 0 | |
| ALLIANCE DATA SYSTEMS | NOTE 4.750% 5/1 | 018581AC2 | 15,301 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| ALLIANCE DATA SYSTEMS | NOTE 1.750% 8/0 | 018581AD0 | 2,289 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| ANNALY CAP MGMT | NOTE 5.000% 5/1 | 035710AB8 | 3,544 | 3,515,000 | PRN | DFND | 1 | 3,515,000 | 0 | 0 | |
| APPLE INC COM | COM | 037833100 | 10,706 | 27,000 | SH | DFND | 1 | 27,000 | 0 | 0 | |
| ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 6,053 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
| BANK OF AMERICA CORPORATION | COM | 060505104 | 7,716 | 600,000 | SH | DFND | 1 | 600,000 | 0 | 0 | |
| BOEING CO | COM | 097023105 | 2,305 | 22,500 | SH | DFND | 1 | 22,500 | 0 | 0 | |
| CHENIERE ENERGY | COM | 16411R208 | 3,081 | 111,000 | SH | DFND | 1 | 111,000 | 0 | 0 | |
| CHIMERA INVT | COM | 16934Q109 | 150 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| COTY | COM CL A | 222070203 | 687 | 40,000 | SH | DFND | 1 | 40,000 | 0 | 0 | |
| D R HORTON | COM | 23331A109 | 426 | 20,000 | SH | DFND | 1 | 20,000 | 0 | 0 | |
| EBAY | COM | 278642103 | 1,453 | 28,100 | SH | DFND | 1 | 28,100 | 0 | 0 | |
| CL A | 30303M102 | 124 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | ||
| GENERAL CABLE | FRNT 4.500%11/1 | 369300AL2 | 3,362 | 3,050,000 | PRN | DFND | 1 | 3,050,000 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 2,498 | 75,000 | SH | DFND | 1 | 75,000 | 0 | 0 | |
| GOLDCORP | NOTE 2.000% 8/0 | 380956AB8 | 9,095 | 9,000,000 | PRN | DFND | 1 | 9,000,000 | 0 | 0 | |
| CL A | 38259P508 | 8,804 | 10,000 | SH | Call | DFND | 1 | 10,000 | 0 | 0 | |
| HERTZ GLOBAL HOLDINGS | NOTE 5.250% 6/0 | 42805TAA3 | 14,910 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| HUNTSMAN | COM | 447011107 | 1,656 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| L-3 COMMUNICATIONS | DEBT 3.000% 8/0 | 502413AW7 | 2,620 | 2,570,000 | PRN | DFND | 1 | 2,570,000 | 0 | 0 | |
| LEAP WIRELESS INTL | NOTE 4.500% 7/1 | 521863AL4 | 7,101 | 7,035,000 | PRN | DFND | 1 | 7,035,000 | 0 | 0 | |
| MANNKIND | COM | 56400P201 | 163 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| MBIA | COM | 55262C100 | 1,331 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| METLIFE | COM | 59156R108 | 915 | 20,000 | SH | DFND | 1 | 20,000 | 0 | 0 | |
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 7,632 | 6,846,000 | PRN | DFND | 1 | 6,846,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY | SDCV 2.125%12/1 | 595017AB0 | 3,625 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| MICRON TECHNOLOGY | NOTE 1.875% 6/0 | 595112AH6 | 171 | 150,000 | PRN | DFND | 1 | 150,000 | 0 | 0 | |
| NIELSEN HOLDINGS N V | COM | N63218106 | 3,359 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| NOVELLUS SYS | NOTE 2.625% 5/1 | 670008AD3 | 4,251 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS | COM | 67020Y100 | 1,840 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| OMNICARE | DBCV 3.250%12/1 | 681904AL2 | 1,535 | 1,492,000 | PRN | DFND | 1 | 1,492,000 | 0 | 0 | |
| PRICELINE COM INC | COM | 741503403 | 992 | 1,200 | SH | DFND | 1 | 1,200 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 1,080 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 1,702 | 40,000 | SH | DFND | 1 | 40,000 | 0 | 0 | |
| RAMBUS INC DEL | COM | 750917106 | 1 | 82 | SH | DFND | 1 | 82 | 0 | 0 | |
| SONY | ADR | 835699307 | 1,589 | 75,000 | SH | DFND | 1 | 75,000 | 0 | 0 | |
| STANDARD PAC | NOTE 1.250% 8/0 | 85375CBC4 | 5,037 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| STARWOOD PPTY TR | NOTE 4.550% 3/0 | 85571BAA3 | 4,110 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| STRATEGIC GLOBAL INCOME FD | COM | 862719101 | 18 | 1,900 | SH | DFND | 1 | 1,900 | 0 | 0 | |
| TELEFLEX | NOTE 3.875% 8/0 | 879369AA4 | 2,974 | 2,199,000 | PRN | DFND | 1 | 2,199,000 | 0 | 0 | |
| TESLA MTRS | NOTE 1.500% 6/0 | 88160RAA9 | 5,672 | 5,018,000 | PRN | DFND | 1 | 5,018,000 | 0 | 0 | |
| TYSON FOODS | NOTE 3.250%10/1 | 902494AP8 | 9,811 | 6,400,000 | PRN | DFND | 1 | 6,400,000 | 0 | 0 | |
| UNITED STATES STL | NOTE 4.000% 5/1 | 912909AE8 | 3,071 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| VIRNETX HLDG | COM | 92823T108 | 74 | 3,700 | SH | DFND | 1 | 3,700 | 0 | 0 | |
| ZOETIS | CL A | 98978V103 | 1,545 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| ZYNGA | CL A | 98986T108 | 1,390 | 500,000 | SH | DFND | 1 | 500,000 | 0 | 0 | |