The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 13,118 | 7,350,000 | PRN | DFND | 1,2,3 | 0 | 7,350,000 | 0 | |
| ALAMOS GOLD INC | COM | 011527108 | 1,723 | 294,000 | SH | DFND | 1,2,3 | 0 | 294,000 | 0 | |
| AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 8,806 | 9,664,000 | PRN | DFND | 1,2,3 | 0 | 9,664,000 | 0 | |
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 17,115 | 16,841,000 | PRN | DFND | 1,2,3 | 0 | 16,841,000 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 12,516 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 17,000,000 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 5,938 | 7,800,000 | PRN | DFND | 1,2,3 | 0 | 7,800,000 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 37,160 | 1,339,094 | SH | DFND | 1,2,3 | 0 | 1,339,094 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 473 | 24,091 | SH | DFND | 1,2,3 | 0 | 24,091 | 0 | |
| GLOBALSTAR INC | COM | 378973408 | 1,665 | 500,000 | SH | Put | DFND | 1,2,3 | 0 | 500,000 | 0 |
| GLOBALSTAR INC | NOTE 8.000% 4/0 | 378973AD3 | 119,800 | 21,017,521 | PRN | DFND | 1,2,3 | 0 | 21,017,521 | 0 | |
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 46 | 64,100 | SH | DFND | 1,2,3 | 0 | 64,100 | 0 | |
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 18,127 | 15,449,000 | PRN | DFND | 1,2,3 | 0 | 15,449,000 | 0 | |
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 342 | 425,000 | PRN | DFND | 1,2,3 | 0 | 425,000 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 1,635 | 398,708 | SH | DFND | 1,2,3 | 0 | 398,708 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 34,992 | 17,370,000 | PRN | DFND | 1,2,3 | 0 | 17,370,000 | 0 | |
| QUIKSILVER INC | COM | 74838C106 | 393 | 212,307 | SH | DFND | 1,2,3 | 0 | 212,307 | 0 | |
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 2,256 | 3,850,000 | PRN | DFND | 1,2,3 | 0 | 3,850,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,322 | 50,000 | SH | Put | DFND | 1,2,3 | 0 | 50,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 2,121 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 7,384 | 6,000,000 | PRN | DFND | 1,2,3 | 0 | 6,000,000 | 0 | |
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 25,236 | 17,800,000 | PRN | DFND | 1,2,3 | 0 | 17,800,000 | 0 | |
| WRIGHT MED GROUP INC | RIGHT 03/01/2019 | 98235T115 | 938 | 218,100 | SH | DFND | 1,2,3 | 0 | 218,100 | 0 | |