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 INC | NOTE 2.125% 9/0 | 007903BD8 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| ALLIANZGI NFJ DIVID INT & PR | COM | 01883A107 | 11 | 750 | SH | DFND | 1 | 750 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 618 | 13,003 | SH | DFND | 1 | 13,003 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 2 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| 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 | |
| BROADSOFT INC | NOTE 1.000% 9/0 | 11133BAD4 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| COVANTA HLDG CORP | COM | 22282E102 | 1 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| EATON VANCE TX ADV GLBL DIV | COM | 27828S101 | 7 | 400 | SH | DFND | 1 | 400 | 0 | 0 | |
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| EDUCATION RLTY TR INC | COM NEW | 28140H203 | 10 | 266 | SH | DFND | 1 | 266 | 0 | 0 | |
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 3 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| GABELLI DIVD & INCOME TR | COM | 36242H104 | 7 | 300 | SH | DFND | 1 | 300 | 0 | 0 | |
| GABELLI GLB SML & MD CP VAL | COM | 36249W104 | 1 | 30 | SH | DFND | 1 | 30 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 4 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| KB HOME | NOTE 1.375% 2/0 | 48666KAS8 | 2 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 3 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 27 | 37,859 | PRN | DFND | 1 | 37,859 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 3 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 5 | 3,000 | PRN | DFND | 1 | 3,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 6 | 4,000 | PRN | DFND | 1 | 4,000 | 0 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 1 | 10 | SH | DFND | 1 | 10 | 0 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 9 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 22,084 | 20,481,000 | PRN | DFND | 1 | 20,481,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 2 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| PATTERSON UTI ENERGY INC | COM | 703481101 | 38 | 1,797 | SH | DFND | 1 | 1,797 | 0 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 149,180 | 6,441,260 | SH | DFND | 1 | 0 | 0 | 6,441,260 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 6 | 5,000 | PRN | DFND | 1 | 5,000 | 0 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 108 | SH | DFND | 1 | 108 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 2 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 266 | 55,000 | SH | DFND | 1 | 55,000 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 717 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 5 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 4 | 4,000 | PRN | DFND | 1 | 4,000 | 0 | 0 | |
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 3 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| VERSO CORP | CL A | 92531L207 | 7,590 | 1,491,108 | SH | DFND | 1 | 1,491,108 | 0 | 0 | |
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 16,044 | 858,381 | SH | DFND | 1 | 858,381 | 0 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 2 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 4 | 4,000 | PRN | DFND | 1 | 4,000 | 0 | 0 | |
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 22,606 | 25,210,000 | PRN | DFND | 1 | 25,210,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 7 | 5,000 | PRN | DFND | 1 | 5,000 | 0 | 0 | |