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 |
| AETNA INC NEW | COM | 00817Y108 | 3,827 | 30,000 | SH | DFND | 01 02 | 30,000 | 0 | 0 | |
| ALLY FINL INC | COM | 02005N100 | 35,569 | 1,749,600 | SH | DFND | 01 02 | 1,749,600 | 0 | 0 | |
| AMAYA INC | COM | 02314M108 | 10,700 | 630,000 | SH | DFND | 01 02 | 630,000 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 52,692 | 52,666,000 | PRN | DFND | 01 02 | 0 | 0 | 52,666,000 | |
| BIOGEN INC | COM | 09062X103 | 2,871 | 10,500 | SH | DFND | 01 02 | 10,500 | 0 | 0 | |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 2,719 | 50,000 | SH | DFND | 01 02 | 50,000 | 0 | 0 | |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 72 | 100,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 10,385 | 305,000 | SH | DFND | 01 02 | 305,000 | 0 | 0 | |
| CIGNA CORPORATION | COM | 125509109 | 4,395 | 30,000 | SH | DFND | 01 02 | 30,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 666 | 110,000 | SH | DFND | 01 02 | 110,000 | 0 | 0 | |
| COLGATE PALMOLIVE CO | COM | 194162103 | 3,660 | 50,000 | SH | DFND | 01 02 | 50,000 | 0 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 6,408 | 100,000 | SH | DFND | 01 02 | 100,000 | 0 | 0 | |
| HUMANA INC | COM | 444859102 | 5,154 | 25,000 | SH | DFND | 01 02 | 25,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 203 | 900,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,135 | 1,350,000 | SH | Put | DFND | 01 02 | 0 | 0 | 1,350,000 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 9,648 | 9,500,000 | PRN | DFND | 01 02 | 0 | 0 | 9,500,000 | |
| THE ONE GROUP HOSPITALITY IN | COM | 88338K103 | 581 | 306,000 | SH | DFND | 01 02 | 306,000 | 0 | 0 | |
| UNDER ARMOUR INC | CL A | 904311107 | 5,044 | 255,000 | SH | DFND | 01 02 | 255,000 | 0 | 0 | |
| UNDER ARMOUR INC | CL A | 904311107 | 5,561 | 255,000 | SH | Put | DFND | 01 02 | 255,000 | 0 | 0 |
| VEREIT INC | COM | 92339V100 | 19,136 | 2,254,000 | SH | DFND | 01 02 | 2,254,000 | 0 | 0 | |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,438 | 50,000 | SH | DFND | 01 02 | 50,000 | 0 | 0 | |
| YY INC | NOTE 2.250% 4/0 | 98426TAB2 | 26,301 | 26,500,000 | PRN | DFND | 01 02 | 0 | 0 | 26,500,000 | |