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 |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 3,827 | 3,900,000 | PRN | DFND | 1 | 3,900,000 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 655 | 13,003 | SH | DFND | 1 | 13,003 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 4,840 | 4,540,000 | PRN | DFND | 1 | 0 | 0 | 4,540,000 | |
| BLACKROCK TAX MUNICPAL BD TR | SHS | 09248X100 | 1 | 14 | SH | DFND | 1 | 14 | 0 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 1 | 4 | SH | DFND | 1 | 4 | 0 | 0 | |
| EDUCATION RLTY TR INC | COM NEW | 28140H203 | 11 | 266 | SH | DFND | 1 | 266 | 0 | 0 | |
| HSBC HLDGS PLC | NOTE 6.375%12/3 | 404280AT6 | 28,817 | 26,680,000 | PRN | DFND | 1 | 0 | 0 | 26,680,000 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 26 | 37,899 | PRN | DFND | 1 | 37,899 | 0 | 0 | |
| LLOYDS BANKING GROUP PLC | DBCV 7.500%12/3 | 539439AG4 | 33,941 | 30,675,000 | PRN | DFND | 1 | 0 | 0 | 30,675,000 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 1 | 10 | SH | DFND | 1 | 10 | 0 | 0 | |
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 14,107 | 14,500,000 | PRN | DFND | 1 | 14,500,000 | 0 | 0 | |
| PATTERSON UTI ENERGY INC | COM | 703481101 | 37 | 1,797 | SH | DFND | 1 | 1,797 | 0 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 150,466 | 6,502,391 | SH | DFND | 1 | 0 | 0 | 6,502,391 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 108 | SH | DFND | 1 | 108 | 0 | 0 | |
| RED ROCK RESORTS INC | CL A | 75700L108 | 587 | 24,922 | SH | DFND | 1 | 24,922 | 0 | 0 | |
| ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 79,857 | 73,080,000 | PRN | DFND | 1 | 0 | 0 | 73,080,000 | |
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 3,854 | 137,790 | SH | DFND | 1 | 0 | 0 | 137,790 | |
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 16 | 2,096 | SH | DFND | 1 | 2,096 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 674 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| VERSO CORP | CL A | 92531L207 | 6,779 | 1,445,248 | SH | DFND | 1 | 1,445,248 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 14,413 | 858,381 | SH | DFND | 1 | 858,381 | 0 | 0 | |
| WEBMD HEALTH CORP | NOTE 2.625% 6/1 | 94770VAM4 | 16,086 | 16,250,000 | PRN | DFND | 1 | 16,250,000 | 0 | 0 | |
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 16,648 | 19,610,000 | PRN | DFND | 1 | 19,610,000 | 0 | 0 | |
| WISDOMTREE TR | US HIGH DIVIDEND | 97717W208 | 199 | 2,910 | SH | DFND | 1 | 0 | 0 | 2,910 | |
| WISDOMTREE TR | EMER MKT HIGH FD | 97717W315 | 21 | 500 | SH | DFND | 1 | 0 | 0 | 500 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 44,890 | 51,752 | SH | DFND | 1 | 51,752 | 0 | 0 | |