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 |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 18,469 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 1,622 | 94,000 | SH | DFND | 1,2,3 | 0 | 94,000 | 0 | |
| ARRIS INTL INC | SHS | G0551A103 | 30,662 | 1,076,236 | SH | DFND | 1,2,3 | 0 | 1,076,236 | 0 | |
| ARRIS INTL INC | SHS | G0551A103 | 13,710 | 481,232 | SH | DFND | 1,2 | 0 | 481,232 | 0 | |
| B2GOLD CORP | NOTE 3.250% 10/0 | 11777QAB6 | 18,939 | 18,000,000 | PRN | DFND | 1,2,3 | 0 | 18,000,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 16,446 | 13,125,000 | PRN | DFND | 1,2,3 | 0 | 13,125,000 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 3,057 | 14,649,000 | PRN | DFND | 1,2,3 | 0 | 14,649,000 | 0 | |
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 3,970 | 3,360,000 | PRN | DFND | 1,2,3 | 0 | 3,360,000 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 4,737 | 1,190,170 | SH | DFND | 1,2,3 | 0 | 1,190,170 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 2,126 | 534,280 | SH | DFND | 1,2 | 0 | 534,280 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 53,287 | 2,377,815 | SH | DFND | 1,2,3 | 0 | 2,377,815 | 0 | |
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,711 | 3,000,000 | PRN | DFND | 1,2,3 | 0 | 3,000,000 | 0 | |
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 15,758 | 7,500,000 | PRN | DFND | 1,2,3 | 0 | 7,500,000 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 510 | 250,000 | SH | DFND | 1,2,3 | 0 | 250,000 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 1,740 | 14,800 | SH | DFND | 1,2,3 | 0 | 14,800 | 0 | |
| INOTEK PHARMACEUTICALS CORP | NOTE 5.750% 8/0 | 45780VAB8 | 8,180 | 10,200,000 | PRN | DFND | 1,2,3 | 0 | 10,200,000 | 0 | |
| INTEL CORP | SDCV 2.950% 12/1 | 458140AD2 | 22,933 | 16,000,000 | PRN | DFND | 1,2,3 | 0 | 16,000,000 | 0 | |
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 20,374 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 17,000,000 | 0 | |
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 29,386 | 17,500,000 | PRN | DFND | 1,2,3 | 0 | 17,500,000 | 0 | |
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 45,472 | 19,910,000 | PRN | DFND | 1,2,3 | 0 | 19,910,000 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 29,198 | 16,000,000 | PRN | DFND | 1,2,3 | 0 | 16,000,000 | 0 | |
| MARRIOTT VACATIONS WRLDWIDE C | NOTE 1.500% 9/1 | 57164YAA5 | 1,570 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 6,363 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 41,905 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 38,265 | 21,840,000 | PRN | DFND | 1,2,3 | 0 | 21,840,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000% 11/1 | 595112AY9 | 2,793 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 8,264 | 68,969 | SH | DFND | 1,2,3 | 0 | 68,969 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 3,718 | 31,031 | SH | DFND | 1,2 | 0 | 31,031 | 0 | |
| NEVRO CORP | COM | 64157F103 | 1,036 | 11,400 | SH | DFND | 1,2,3 | 0 | 11,400 | 0 | |
| QUIDEL CORP | NOTE 3.250% 12/1 | 74838JAA9 | 1,348 | 885,000 | PRN | DFND | 1,2,3 | 0 | 885,000 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 3,531 | 3,500,000 | PRN | DFND | 1,2,3 | 0 | 3,500,000 | 0 | |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 19,197 | 14,500,000 | PRN | DFND | 1,2,3 | 0 | 14,500,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 24,472 | 18,000,000 | PRN | DFND | 1,2,3 | 0 | 18,000,000 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 961 | 2,670,316 | SH | DFND | 1,2,3 | 0 | 2,670,316 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 16,258 | 106,165 | SH | DFND | 1,2,3 | 0 | 106,165 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 7,421 | 48,459 | SH | DFND | 1,2 | 0 | 48,459 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,256 | 50,000 | SH | Put | DFND | 1,2,3 | 0 | 50,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750% 10/1 | 85571BAC9 | 20,354 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 12,304 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 4,970 | 2,806,000 | PRN | DFND | 1,2,3 | 0 | 2,806,000 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 19,092 | 16,500,000 | PRN | DFND | 1,2,3 | 0 | 16,500,000 | 0 | |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 967 | 1,000,000 | PRN | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 1,953 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250% 11/1 | 98236JAB4 | 19,002 | 14,000,000 | PRN | DFND | 1,2,3 | 0 | 14,000,000 | 0 | |
| WRIGHT MED GROUP N V | RIGHT 03/01/2019 | N96617126 | 1,160 | 738,994 | SH | DFND | 1,2,3 | 0 | 738,994 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 14,461 | 952,645 | SH | DFND | 1,2,3 | 0 | 952,645 | 0 | |