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 |
| AGCO CORP | NOTE 1.250%12/1 | 001084AM4 | 12,664 | 8,505,000 | PRN | DFND | 1 | 8,505,000 | 0 | 0 | |
| ALCOA INC | NOTE 5.250% 3/1 | 013817AT8 | 6,514 | 5,041,000 | PRN | DFND | 1 | 5,041,000 | 0 | 0 | |
| ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 17,781 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 1,316 | 1,003,000 | PRN | DFND | 1 | 1,003,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 627 | 615,000 | PRN | DFND | 1 | 615,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 8,295 | 17,400 | SH | DFND | 1 | 17,400 | 0 | 0 | |
| ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 1,414 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
| ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 3,053 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| BANK OF AMERICA CORPORATION | COM | 060505104 | 5,520 | 400,000 | SH | DFND | 1 | 400,000 | 0 | 0 | |
| BLACKBERRY LTD | COM | 09228F103 | 397 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 2,875 | 1,545,000 | PRN | DFND | 1 | 1,545,000 | 0 | 0 | |
| CHIMERA INVT CORP | COM | 16934Q109 | 152 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | COM | 285512109 | 1,349 | 52,800 | SH | DFND | 1 | 52,800 | 0 | 0 | |
| EVERTEC INC | COM | 30040P103 | 1,111 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| FACEBOOK INC | CL A | 30303M102 | 502 | 10,000 | SH | DFND | 1 | 10,000 | 0 | 0 | |
| GENERAL ELECTRIC CO | COM | 369604103 | 60 | 2,500 | SH | Call | DFND | 1 | 2,500 | 0 | 0 |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 13,039 | 701,000 | SH | DFND | 1 | 701,000 | 0 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 4,976 | 188,341 | SH | DFND | 1 | 188,341 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 14 | 5,000 | PRN | DFND | 1 | 5,000 | 0 | 0 | |
| GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 15,557 | 15,400,000 | PRN | DFND | 1 | 15,400,000 | 0 | 0 | |
| HARTFORD FINL SVCS GROUP INC | *W EXP 06/26/201 | 416515120 | 825 | 36,905 | SH | DFND | 1 | 36,905 | 0 | 0 | |
| HERTZ GLOBAL HOLDINGS INC | NOTE 5.250% 6/0 | 42805TAA3 | 1,348 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 332 | 15,000 | SH | DFND | 1 | 15,000 | 0 | 0 | |
| INTERDIGITAL INC | COM | 45867G101 | 1,751 | 46,891 | SH | DFND | 1 | 46,891 | 0 | 0 | |
| INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 787 | 41,600 | SH | DFND | 1 | 41,600 | 0 | 0 | |
| INTREXON CORP | COM ADDED | 46122T102 | 2,132 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | *W EXP 10/28/201 | 46634E114 | 1,613 | 96,224 | SH | DFND | 1 | 96,224 | 0 | 0 | |
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 8,145 | 8,002,000 | PRN | DFND | 1 | 8,002,000 | 0 | 0 | |
| LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 8,120 | 7,608,000 | PRN | DFND | 1 | 7,608,000 | 0 | 0 | |
| MANNKIND CORP | COM | 56400P201 | 428 | 75,000 | SH | DFND | 1 | 75,000 | 0 | 0 | |
| MBIA INC | COM | 55262C100 | 1,535 | 150,000 | SH | DFND | 1 | 150,000 | 0 | 0 | |
| MEDIDATA SOLUTIONS INC | COM | 58471A105 | 1,187 | 12,000 | SH | DFND | 1 | 12,000 | 0 | 0 | |
| METLIFE INC | COM | 59156R108 | 1,409 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 11,665 | 9,224,000 | PRN | DFND | 1 | 9,224,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,900 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 20,028 | 15,928,000 | PRN | DFND | 1 | 15,928,000 | 0 | 0 | |
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 2,894 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 203 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 5,310 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| PANDORA MEDIA INC | COM | 698354107 | 1,005 | 40,000 | SH | DFND | 1 | 40,000 | 0 | 0 | |
| PRICELINE COM INC | COM | 741503403 | 328 | 324 | SH | DFND | 1 | 324 | 0 | 0 | |
| RAMBUS INC DEL | COM | 750917106 | 1 | 82 | SH | DFND | 1 | 82 | 0 | 0 | |
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 1,687 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| REGENERON PHARMACEUTICALS | COM | 75886F107 | 1,752 | 5,600 | SH | DFND | 1 | 5,600 | 0 | 0 | |
| ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 1,746 | 1,725,000 | PRN | DFND | 1 | 1,725,000 | 0 | 0 | |
| RYLAND GROUP INC | COM | 783764103 | 122 | 3,000 | SH | DFND | 1 | 3,000 | 0 | 0 | |
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 4,975 | 3,751,000 | PRN | DFND | 1 | 3,751,000 | 0 | 0 | |
| STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 6,623 | 5,403,000 | PRN | DFND | 1 | 5,403,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 1,040 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 2,593 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| STRATEGIC GLOBAL INCOME FD | COM | 862719101 | 18 | 1,900 | SH | DFND | 1 | 1,900 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 2,620 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 909 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 2,299 | 1,635,000 | PRN | DFND | 1 | 1,635,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 20,314 | 12,000,000 | PRN | DFND | 1 | 12,000,000 | 0 | 0 | |
| TOLL BROTHERS INC | COM | 889478103 | 162 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
| TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 12,155 | 7,099,000 | PRN | DFND | 1 | 7,099,000 | 0 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 4.000% 5/1 | 912909AE8 | 6,398 | 6,250,000 | PRN | DFND | 1 | 6,250,000 | 0 | 0 | |
| VIRNETX HLDG CORP | COM | 92823T108 | 367 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |