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 |
| AIR LEASE CORP | CL A | 00912X302 | 3,433 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,327 | 19,900 | SH | DFND | 1 | 19,900 | 0 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 14,831 | 141,541 | SH | DFND | 1 | 141,541 | 0 | 0 | |
| BANK OF THE OZARKS INC | COM | 063904106 | 22,089 | 420,030 | SH | DFND | 1 | 420,030 | 0 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 4,215 | 47,200 | SH | DFND | 1 | 47,200 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 25,941 | 22,430,000 | PRN | DFND | 1 | 22,430,000 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 4,333 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
| HOLOGIC INC | COM | 436440101 | 15,065 | 375,500 | SH | DFND | 1 | 375,500 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 1,997 | 15,600 | SH | DFND | 1 | 15,600 | 0 | 0 | |
| KINDER MORGAN INC DEL | COM | 49456B101 | 2,241 | 108,200 | SH | DFND | 1 | 108,200 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 24,191 | 485,137 | SH | DFND | 1 | 485,137 | 0 | 0 | |
| NEXTERA ENERGY INC | COM | 65339F101 | 2,150 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |
| NMI HLDGS INC | CL A | 629209305 | 20,546 | 1,929,203 | SH | DFND | 1 | 1,929,203 | 0 | 0 | |
| NRG YIELD INC | CL A NEW | 62942X306 | 5,533 | 360,238 | SH | DFND | 1 | 360,238 | 0 | 0 | |
| OLD REP INTL CORP | COM | 680223104 | 17,433 | 917,500 | SH | DFND | 1 | 917,500 | 0 | 0 | |
| STATE BK FINL CORP | COM | 856190103 | 5,322 | 198,135 | SH | DFND | 1 | 198,135 | 0 | 0 | |
| STONEGATE MTG CORP | COM | 86181Q300 | 3,728 | 624,373 | SH | DFND | 1 | 624,373 | 0 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 8,432 | 140,306 | SH | DFND | 1 | 140,306 | 0 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 21,013 | 20,000,000 | PRN | DFND | 1 | 20,000,000 | 0 | 0 | |