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 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 677 | 13,003 | SH | DFND | 1 | 13,003 | 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 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 6 | 8,000 | PRN | DFND | 1 | 8,000 | 0 | 0 | |
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 1,110 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
| COVANTA HLDG CORP | COM | 22282E102 | 1 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 8,724 | 8,000,000 | PRN | DFND | 1 | 8,000,000 | 0 | 0 | |
| EDUCATION RLTY TR INC | COM NEW | 28140H203 | 10 | 266 | SH | DFND | 1 | 266 | 0 | 0 | |
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 8,265 | 8,520,000 | PRN | DFND | 1 | 8,520,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 26 | 37,859 | PRN | DFND | 1 | 37,859 | 0 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 1 | 10 | SH | DFND | 1 | 10 | 0 | 0 | |
| PATTERSON UTI ENERGY INC | COM | 703481101 | 42 | 1,797 | SH | DFND | 1 | 1,797 | 0 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 109,658 | 4,759,450 | SH | DFND | 1 | 0 | 0 | 4,759,450 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 108 | SH | DFND | 1 | 108 | 0 | 0 | |
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 42,129 | 1,528,594 | SH | DFND | 1 | 0 | 0 | 1,528,594 | |
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 828 | 155,890 | SH | DFND | 1 | 155,890 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 754 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,393 | 4,500,000 | PRN | DFND | 1 | 4,500,000 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 11,888 | 648,856 | SH | DFND | 1 | 648,856 | 0 | 0 | |
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 32,712 | 35,460,000 | PRN | DFND | 1 | 35,460,000 | 0 | 0 | |