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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 10,066 | 7,350,000 | PRN | DFND | 1,2,3 | 0 | 7,350,000 | 0 | |
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 4,655 | 4,500,000 | PRN | DFND | 1,2,3 | 0 | 4,500,000 | 0 | |
| AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 4,679 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 | |
| ARRIS GROUP INC NEW | COM | 04270V106 | 24,837 | 812,475 | SH | DFND | 1,2,3 | 0 | 812,475 | 0 | |
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 9,281 | 11,000,000 | PRN | DFND | 1,2,3 | 0 | 11,000,000 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 10,628 | 18,500,000 | PRN | DFND | 1,2,3 | 0 | 18,500,000 | 0 | |
| ENDOLOGIX INC | NOTE 4.250% 8/1 | 29266SAB2 | 15,228 | 13,900,000 | PRN | DFND | 1,2,3 | 0 | 13,900,000 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 14,025 | 11,800,222 | PRN | DFND | 1,2,3 | 0 | 11,800,222 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 2,803 | 115,253 | SH | DFND | 1,2,3 | 0 | 115,253 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 9,138 | 560,798 | SH | DFND | 1,2,3 | 0 | 560,798 | 0 | |
| GLOBALSTAR INC | NOTE 8.000% 4/0 | 378973AD3 | 35,162 | 15,188,747 | PRN | DFND | 1,2,3 | 0 | 15,188,747 | 0 | |
| GOLDEN OCEAN GROUP LTD | SHS | G39637106 | 119 | 109,861 | SH | DFND | 1,2 | 0 | 109,861 | 0 | |
| HEARTWARE INTL INC | COM | 422368100 | 378 | 7,500 | SH | DFND | 1,2,3 | 0 | 7,500 | 0 | |
| HUDBAY MINERALS INC | COM | 443628102 | 2,141 | 558,000 | SH | DFND | 1,2,3 | 0 | 558,000 | 0 | |
| JAZZ TECHNOLOGIES INC NEW | NOTE 8.000%12/3 | 47214GAF4 | 35,004 | 21,886,000 | PRN | DFND | 1,2,3 | 0 | 21,886,000 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 24,791 | 16,490,000 | PRN | DFND | 1,2,3 | 0 | 16,490,000 | 0 | |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 2,032 | 402,438 | SH | DFND | 1,2,3 | 0 | 402,438 | 0 | |
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 31,525 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,194 | 50,000 | SH | Put | DFND | 1,2,3 | 0 | 50,000 | 0 |
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 760 | 1,000,000 | PRN | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 11,922 | 12,000,000 | PRN | DFND | 1,2,3 | 0 | 12,000,000 | 0 | |
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 14,029 | 9,000,000 | PRN | DFND | 1,2,3 | 0 | 9,000,000 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 7,825 | 8,000,000 | PRN | DFND | 1,2,3 | 0 | 8,000,000 | 0 | |