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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ANTHEM INC UNIT 05/01/20188 036752202 17,106 305,572 SH   DFND 1 305,572 0 0
BANK OF THE OZARKS COM 063904106 1,357 28,000 SH   DFND 1 28,000 0 0
CITRIX SYS INC COM 177376100 6,002 68,200 SH   DFND 1 68,200 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 11,545 10,957,000 PRN   DFND 1 10,957,000 0 0
HOLOGIC INC COM 436440101 19,101 446,800 SH   DFND 1 446,800 0 0
ILLUMINA INC COM 452327109 2,002 9,161 SH   DFND 1 9,161 0 0
KROGER CO COM 501044101 2,265 82,500 SH   DFND 1 82,500 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,149 314,580 SH   DFND 1 314,580 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 24,754 485,137 SH   DFND 1 485,137 0 0
NRG YIELD INC CL A NEW 62942X306 3,592 190,559 SH   DFND 1 190,559 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,583 65,000 SH   DFND 1 65,000 0 0
STATE BK FINL CORP COM 856190103 5,912 198,135 SH   DFND 1 198,135 0 0
TERADYNE INC COM 880770102 10,715 255,900 SH   DFND 1 255,900 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,892 114,440 SH   DFND 1 114,440 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 22,576 18,000,000 PRN   DFND 1 18,000,000 0 0