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 | 11,784 | 6,600,000 | PRN | DFND | 1,2,3 | 0 | 6,600,000 | 0 | |
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 2,470 | 1,700,000 | PRN | DFND | 1,2,3 | 0 | 1,700,000 | 0 | |
| AMTRUST FINL SVCS INC | NOTE 5.500%12/1 | 032359AC5 | 3,520 | 2,140,000 | PRN | DFND | 1,2,3 | 0 | 2,140,000 | 0 | |
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 9,264 | 7,336,000 | PRN | DFND | 1,2,3 | 0 | 7,336,000 | 0 | |
| CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 21,969 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 14,454 | 16,700,000 | PRN | DFND | 1,2,3 | 0 | 16,700,000 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 13,599 | 511,045 | SH | DFND | 1,2,3 | 0 | 511,045 | 0 | |
| GLOBALSTAR INC | NOTE 8.000% 4/0 | 378973AD3 | 145,981 | 20,783,705 | PRN | DFND | 1,2,3 | 0 | 20,783,705 | 0 | |
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 879 | 300,000 | SH | DFND | 1,2,3 | 0 | 300,000 | 0 | |
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 22,433 | 15,449,000 | PRN | DFND | 1,2,3 | 0 | 15,449,000 | 0 | |
| MARKET VECTORS ETF TR | GOLD MINER ETF | 57060U100 | 2,265 | 85,627 | SH | DFND | 1,2,3 | 0 | 85,627 | 0 | |
| MARKET VECTORS ETF TR | JR GOLD MINERS E | 57061R544 | 975 | 23,070 | SH | DFND | 1,2,3 | 0 | 23,070 | 0 | |
| MARKET VECTORS ETF TR | JR GOLD MINERS E | 57061R544 | 677 | 16,020 | SH | DFND | 1,2 | 0 | 16,020 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 9,508 | 7,000,000 | PRN | DFND | 1,2,3 | 0 | 7,000,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 1.875% 8/0 | 595112AR4 | 61,539 | 17,625,000 | PRN | DFND | 1,2,3 | 0 | 17,625,000 | 0 | |
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 1,199 | 1,050,000 | PRN | DFND | 1,2,3 | 0 | 1,050,000 | 0 | |
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 9,424 | 5,850,000 | PRN | DFND | 1,2,3 | 0 | 5,850,000 | 0 | |
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 3,039 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 19,897 | 14,800,000 | PRN | DFND | 1,2,3 | 0 | 14,800,000 | 0 | |
| WALTER ENERGY INC | COM | 93317Q105 | 545 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |