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 | 8,727 | 6,350,000 | PRN | DFND | 1,2,3 | 0 | 6,350,000 | 0 | |
| AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 9,249 | 9,432,000 | PRN | DFND | 1,2,3 | 0 | 9,432,000 | 0 | |
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 6,648 | 7,500,000 | PRN | DFND | 1,2,3 | 0 | 7,500,000 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 12,674 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 17,000,000 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 3,434 | 3,800,000 | PRN | DFND | 1,2,3 | 0 | 3,800,000 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 9,714 | 408,687 | SH | DFND | 1,2,3 | 0 | 408,687 | 0 | |
| GLOBALSTAR INC | NOTE 8.000% 4/0 | 378973AD3 | 52,950 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
| GOLDEN OCEAN GROUP LTD | SHS | G39637106 | 427 | 109,861 | SH | DFND | 1,2 | 0 | 109,861 | 0 | |
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 45 | 64,100 | SH | DFND | 1,2,3 | 0 | 64,100 | 0 | |
| HUDBAY MINERALS INC | COM | 443628102 | 2,764 | 332,000 | SH | DFND | 1,2,3 | 0 | 332,000 | 0 | |
| INOTEK PHARMACEUTICALS CORP | NOTE 5.000% 2/1 | 45780VAA0 | 3,764 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
| JAZZ TECHNOLOGIES INC NEW | NOTE 8.000%12/3 | 47214GAF4 | 34,252 | 20,245,000 | PRN | DFND | 1,2,3 | 0 | 20,245,000 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 270 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 35,012 | 16,490,000 | PRN | DFND | 1,2,3 | 0 | 16,490,000 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AR9 | 31,161 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 1,023 | 6,000,000 | PRN | DFND | 1,2,3 | 0 | 6,000,000 | 0 | |
| QUIKSILVER INC | COM | 74838C106 | 141 | 212,307 | SH | DFND | 1,2,3 | 0 | 212,307 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,295 | 50,000 | SH | Put | DFND | 1,2,3 | 0 | 50,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 8,874 | 8,750,000 | PRN | DFND | 1,2,3 | 0 | 8,750,000 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 4,453 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 33,119 | 22,310,000 | PRN | DFND | 1,2,3 | 0 | 22,310,000 | 0 | |
| WRIGHT MED GROUP INC | RIGHT 03/01/2019 | 98235T115 | 872 | 218,100 | SH | DFND | 1,2,3 | 0 | 218,100 | 0 | |