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 |
| BANK OF THE OZARKS | COM | 063904106 | 6,216 | 138,000 | SH | DFND | 1 | 138,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 11,522 | 9,424,000 | PRN | DFND | 1 | 9,424,000 | 0 | 0 | |
| ESSENT GROUP LTD | COM | G3198U102 | 4,406 | 123,000 | SH | DFND | 1 | 123,000 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 2,838 | 10,161 | SH | DFND | 1 | 10,161 | 0 | 0 | |
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 1,766 | 275,480 | SH | DFND | 1 | 275,480 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 24,439 | 485,137 | SH | DFND | 1 | 485,137 | 0 | 0 | |
| NMI HLDGS INC | CL A | 629209305 | 1,872 | 114,822 | SH | DFND | 1 | 114,822 | 0 | 0 | |
| NRG YIELD INC | CL A NEW | 62942X306 | 1,717 | 100,684 | SH | DFND | 1 | 100,684 | 0 | 0 | |
| STATE BK FINL CORP | COM | 856190103 | 6,618 | 198,135 | SH | DFND | 1 | 198,135 | 0 | 0 | |
| TERADYNE INC | COM | 880770102 | 9,285 | 243,900 | SH | DFND | 1 | 243,900 | 0 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 26,854 | 18,000,000 | PRN | DFND | 1 | 18,000,000 | 0 | 0 | |