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 | DEBT 3.500% 2/0 | 004397AF2 | 4,102 | 3,750,000 | PRN | DFND | 1,2,3 | 0 | 3,750,000 | 0 | |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 15,416 | 14,050,000 | PRN | DFND | 1,2,3 | 0 | 14,050,000 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 14,501 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| ARRIS INTL INC | SHS | G0551A103 | 30,738 | 1,097,018 | SH | DFND | 1,2,3 | 0 | 1,097,018 | 0 | |
| ARRIS INTL INC | SHS | G0551A103 | 14,094 | 502,982 | SH | DFND | 1,2 | 0 | 502,982 | 0 | |
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 15,451 | 14,500,000 | PRN | DFND | 1,2,3 | 0 | 14,500,000 | 0 | |
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 11,223 | 205,000 | PRN | DFND | 1,2,3 | 0 | 205,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 8,743 | 6,690,000 | PRN | DFND | 1,2,3 | 0 | 6,690,000 | 0 | |
| COBALT INTL ENERGY INC | COM NEW | 19075F304 | 115 | 46,667 | SH | DFND | 1,2,3 | 0 | 46,667 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 826 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 3,755 | 3,340,000 | PRN | DFND | 1,2,3 | 0 | 3,340,000 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 4,350 | 1,048,163 | SH | DFND | 1,2,3 | 0 | 1,048,163 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 2,002 | 482,337 | SH | DFND | 1,2 | 0 | 482,337 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 4,222 | 242,798 | SH | DFND | 1,2,3 | 0 | 242,798 | 0 | |
| GLOBALSTAR INC | NOTE 8.000% 4/0 | 378973AD3 | 55,742 | 15,985,766 | PRN | DFND | 1,2,3 | 0 | 15,985,766 | 0 | |
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 3,468 | 3,000,000 | PRN | DFND | 1,2,3 | 0 | 3,000,000 | 0 | |
| IMMUNOGEN INC | NOTE 4.500% 7/0 | 45253HAB7 | 33,268 | 18,000,000 | PRN | DFND | 1,2,3 | 0 | 18,000,000 | 0 | |
| INOTEK PHARMACEUTICALS CORP | NOTE 5.750% 8/0 | 45780VAB8 | 6,453 | 10,200,000 | PRN | DFND | 1,2,3 | 0 | 10,200,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 20,919 | 16,000,000 | PRN | DFND | 1,2,3 | 0 | 16,000,000 | 0 | |
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 18,684 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 17,000,000 | 0 | |
| JAZZ US HLDGS INC | NOTE 8.000%12/3 | 47216EAA8 | 77,712 | 31,470,000 | PRN | DFND | 1,2,3 | 0 | 31,470,000 | 0 | |
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 36,587 | 17,500,000 | PRN | DFND | 1,2,3 | 0 | 17,500,000 | 0 | |
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 17,289 | 9,000,000 | PRN | DFND | 1,2,3 | 0 | 9,000,000 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 10,116 | 6,100,000 | PRN | DFND | 1,2,3 | 0 | 6,100,000 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 6,601 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 32,600 | 16,000,000 | PRN | DFND | 1,2,3 | 0 | 16,000,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 32,926 | 21,840,000 | PRN | DFND | 1,2,3 | 0 | 21,840,000 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 28,662 | 242,158 | SH | DFND | 1,2,3 | 0 | 242,158 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 12,764 | 107,842 | SH | DFND | 1,2 | 0 | 107,842 | 0 | |
| NEVRO CORP | COM | 64157F103 | 849 | 11,400 | SH | DFND | 1,2,3 | 0 | 11,400 | 0 | |
| PRETIUM RES INC | COM | 74139C102 | 120 | 12,500 | SH | DFND | 1,2,3 | 0 | 12,500 | 0 | |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 10,647 | 7,800,000 | PRN | DFND | 1,2,3 | 0 | 7,800,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 11,999 | 8,327,000 | PRN | DFND | 1,2,3 | 0 | 8,327,000 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 1,015 | 2,670,316 | SH | DFND | 1,2,3 | 0 | 2,670,316 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 13,463 | 81,458 | SH | DFND | 1,2,3 | 0 | 81,458 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 6,029 | 36,478 | SH | DFND | 1,2 | 0 | 36,478 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 12,090 | 50,000 | SH | Put | DFND | 1,2,3 | 0 | 50,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 20,267 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 12,647 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 5,872 | 2,806,000 | PRN | DFND | 1,2,3 | 0 | 2,806,000 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 25,569 | 16,500,000 | PRN | DFND | 1,2,3 | 0 | 16,500,000 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 1,852 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 14,166 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| WRIGHT MED GROUP N V | RIGHT 03/01/2019 | N96617126 | 1,123 | 738,994 | SH | DFND | 1,2,3 | 0 | 738,994 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 11,134 | 878,782 | SH | DFND | 1,2,3 | 0 | 878,782 | 0 | |