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 |
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 8,370 | 6,836,000 | PRN | DFND | 1,2,3 | 6,836,000 | 0 | 0 | |
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 6,190 | 3,500,000 | PRN | DFND | 1,2,3 | 3,500,000 | 0 | 0 | |
| ENPRO INDS INC | DBCV 3.938%10/1 | 29355XAB3 | 4,436 | 2,500,000 | PRN | DFND | 1,2,3 | 2,500,000 | 0 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 7,904 | 6,350,000 | PRN | DFND | 1,2,3 | 6,350,000 | 0 | 0 | |
| EXETER RES CORP | COM | 301835104 | 129 | 236,487 | SH | DFND | 1,2,3 | 236,487 | 0 | 0 | |
| EXETER RES CORP | COM | 301835104 | 95 | 173,975 | SH | DFND | 1,2 | 173,975 | 0 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 30,488 | 979,047 | SH | DFND | 1,2,3 | 979,047 | 0 | 0 | |
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 4,758 | 3,693,000 | PRN | DFND | 1,2,3 | 3,693,000 | 0 | 0 | |
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 17,213 | 12,449,000 | PRN | DFND | 1,2,3 | 12,449,000 | 0 | 0 | |
| MARKET VECTORS ETF TR | JR GOLD MINERS E | 57061R544 | 2,847 | 91,699 | SH | DFND | 1,2,3 | 91,699 | 0 | 0 | |
| MARKET VECTORS ETF TR | JR GOLD MINERS E | 57061R544 | 2,055 | 66,191 | SH | DFND | 1,2 | 66,191 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 1.875% 8/0 | 595112AR4 | 26,069 | 11,290,000 | PRN | DFND | 1,2,3 | 11,290,000 | 0 | 0 | |