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 |
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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 |
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 20,078 | 20,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 8,009 | 56,840 | SH | DFND | 01 02 03 04 | 0 | 56,840 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 9,255 | 9,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ALTABA INC | COM | 021346101 | 11,606 | 213,025 | SH | DFND | 01 02 03 04 | 0 | 213,025 | 0 | |
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 1,091 | 50,000 | SH | DFND | 01 02 03 04 | 0 | 50,000 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 17,466 | 6,750,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ARCH COAL INC | CL A | 039380407 | 2,525 | 37,000 | SH | DFND | 01 02 03 04 | 0 | 37,000 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 12,629 | 11,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ATLASSIAN CORP PLC | CL A | G06242104 | 7,186 | 204,285 | SH | DFND | 01 02 03 04 | 0 | 204,285 | 0 | |
BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 1,065 | 1,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
BARD C R INC | COM | 067383109 | 13,514 | 42,750 | SH | DFND | 01 02 03 04 | 0 | 42,750 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 15,722 | 449,303 | SH | DFND | 01 02 03 04 | 0 | 449,303 | 0 | |
BIOGEN INC | COM | 09062X103 | 6,988 | 25,750 | SH | DFND | 01 02 03 04 | 0 | 25,750 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 327 | 3,600 | SH | DFND | 01 02 03 04 | 0 | 3,600 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 8,902 | 8,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
BRIGHT SCHOLAR ED HLDGS LTD | SPONSORED ADS | 109199109 | 1,666 | 140,000 | SH | DFND | 01 02 03 04 | 0 | 140,000 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 42,056 | 35,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 9,678 | 322,399 | SH | DFND | 01 02 03 04 | 0 | 322,399 | 0 | |
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 31,859 | 26,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 6,118 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 44 | 2,250,000 | SH | DFND | 01 02 03 04 | 0 | 2,250,000 | 0 | |
CONSTELLIUM NV | CL A | N22035104 | 6,588 | 954,800 | SH | DFND | 01 02 03 04 | 0 | 954,800 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 35,952 | 31,023,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 568 | 400,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 10,850 | 8,812,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 4,481 | 73,329 | SH | DFND | 01 02 03 04 | 0 | 73,329 | 0 | |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 15,174 | 17,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 26,149 | 1,012,365 | SH | DFND | 01 02 03 04 | 0 | 1,012,365 | 0 | |
DOW CHEM CO | COM | 260543103 | 1,261 | 20,000 | SH | DFND | 01 02 03 04 | 0 | 20,000 | 0 | |
ENERGY FUELS INC | COM NEW | 292671708 | 705 | 441,997 | SH | DFND | 01 02 03 04 | 0 | 441,997 | 0 | |
EPIZYME INC | COM | 29428V104 | 9,276 | 614,300 | SH | DFND | 01 02 03 04 | 0 | 614,300 | 0 | |
EURONAV NV ANTWERPEN | SHS | B38564108 | 1,185 | 150,000 | SH | DFND | 01 02 03 04 | 0 | 150,000 | 0 | |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 45,446 | 35,418,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 32,015 | 35,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 1,204 | 145,000 | SH | DFND | 01 02 03 04 | 0 | 145,000 | 0 | |
GENERAL MLS INC | COM | 370334104 | 332 | 6,000 | SH | DFND | 01 02 03 04 | 0 | 6,000 | 0 | |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 348 | 21,000 | SH | DFND | 01 02 03 04 | 0 | 21,000 | 0 | |
HSBC HLDGS PLC | DBCV 5.625%12/3 | 404280AR0 | 5,242 | 5,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 10,157 | 10,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
IMPAC MTG HLDGS INC | COM NEW | 45254P508 | 563 | 37,240 | SH | DFND | 01 02 03 04 | 0 | 37,240 | 0 | |
INTEL CORP | SDCV 12/1 | 458140AD2 | 22,870 | 17,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 17,888 | 10,750,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 36,430 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 50,556 | 37,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 9,350 | 4,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LENNAR CORP | CL B | 526057302 | 253 | 5,621 | SH | DFND | 01 02 03 04 | 0 | 5,621 | 0 | |
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 3,439 | 58,000 | SH | DFND | 01 02 03 04 | 0 | 58,000 | 0 | |
LIBERTY BROADBAND CORP | COM SER A | 530307107 | 14,472 | 168,692 | SH | DFND | 01 02 03 04 | 0 | 168,692 | 0 | |
LIBERTY EXPEDIA HOLDINGS | SER A COM | 53046P109 | 13,240 | 245,095 | SH | DFND | 01 02 03 04 | 0 | 245,095 | 0 | |
LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 2,118 | 98,938 | SH | DFND | 01 02 03 04 | 0 | 98,938 | 0 | |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 834 | 25,969 | SH | DFND | 01 02 03 04 | 0 | 25,969 | 0 | |
LIBERTY INTERACTIVE CORP | LBT VEN COM A NE | 53071M856 | 10,001 | 191,260 | SH | DFND | 01 02 03 04 | 0 | 191,260 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 7,503 | 178,749 | SH | DFND | 01 02 03 04 | 0 | 178,749 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 5,700 | 136,682 | SH | DFND | 01 02 03 04 | 0 | 136,682 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 531229870 | 15,840 | 452,185 | SH | DFND | 01 02 03 04 | 0 | 452,185 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 16,123 | 13,538,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 1,397 | 120,434 | SH | DFND | 01 02 03 04 | 0 | 120,434 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 41,458 | 25,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LINE CORP | SPONSORED ADR | 53567X101 | 1,740 | 50,000 | SH | DFND | 01 02 03 04 | 0 | 50,000 | 0 | |
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 3,121 | 118,754 | SH | DFND | 01 02 03 04 | 0 | 118,754 | 0 | |
MACQUARIE BK LTD | MTNF 6.125%12/3 | 55608YAC9 | 15,694 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MAG SILVER CORP | COM | 55903Q104 | 456 | 35,000 | SH | DFND | 01 02 03 04 | 0 | 35,000 | 0 | |
MELCO RESORT ENTERTAINMENT L | ADR | 585464100 | 6,735 | 300,000 | SH | DFND | 01 02 03 04 | 0 | 300,000 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 70,821 | 47,062,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 61,850 | 19,823,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 7,473 | 119,000 | SH | DFND | 01 02 03 04 | 0 | 119,000 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 11,540 | 97,500 | SH | DFND | 01 02 03 04 | 0 | 97,500 | 0 | |
NATIONAL WESTMINSTER BK PLC | SPON ADR C | 638539882 | 476 | 18,145 | SH | DFND | 01 02 03 04 | 0 | 18,145 | 0 | |
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 3,578 | 200,000 | SH | DFND | 01 02 03 04 | 0 | 200,000 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 27,225 | 27,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
NETEASE INC | SPONSORED ADR | 64110W102 | 6,012 | 20,000 | SH | DFND | 01 02 03 04 | 0 | 20,000 | 0 | |
NRG YIELD INC | CL C | 62942X405 | 900 | 51,159 | SH | DFND | 01 02 03 04 | 0 | 51,159 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 17,363 | 12,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 25,611 | 234,000 | SH | DFND | 01 02 03 04 | 0 | 234,000 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 17,924 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 4,563 | 1,696,412 | SH | DFND | 01 02 03 04 | 0 | 1,696,412 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 2,690 | 1,000,000 | SH | Call | DFND | 01 02 03 04 | 0 | 1,000,000 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 49,243 | 37,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 13,337 | 14,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PAREXEL INTL CORP | COM | 699462107 | 869 | 10,000 | SH | DFND | 01 02 03 04 | 0 | 10,000 | 0 | |
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 5,503 | 6,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PLATINUM GROUP METALS LTD | COM | 72765Q601 | 1,712 | 2,048,639 | SH | DFND | 01 02 03 04 | 0 | 2,048,639 | 0 | |
PRETIUM RES INC | COM | 74139C102 | 2,584 | 269,000 | SH | DFND | 01 02 03 04 | 0 | 269,000 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,756 | 8,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,963 | 1,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 11,475 | 11,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 3,182 | 3,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 4,667 | 3,800,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 15,041 | 10,850,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 272 | 250,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 18,204 | 169,094 | SH | DFND | 01 02 03 04 | 0 | 169,094 | 0 | |
SCORPIO BULKERS INC | COM | Y7546A122 | 1,618 | 229,465 | SH | DFND | 01 02 03 04 | 0 | 229,465 | 0 | |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 31,484 | 21,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
SIRIUS XM HLDGS INC | COM | 82968B103 | 712 | 130,200 | SH | Put | DFND | 01 02 03 04 | 0 | 130,200 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 6,386 | 182,669 | SH | DFND | 01 02 03 04 | 0 | 182,669 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 102,230 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 15,513 | 154,500 | SH | DFND | 01 02 03 04 | 0 | 154,500 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 5,628 | 201,921 | SH | DFND | 01 02 03 04 | 0 | 201,921 | 0 | |
U S SILICA HLDGS INC | COM | 90346E103 | 532 | 15,000 | SH | DFND | 01 02 03 04 | 0 | 15,000 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 5,029 | 231,100 | SH | Put | DFND | 01 02 03 04 | 0 | 231,100 | 0 |
UNDER ARMOUR INC | CL A | 904311107 | 4,352 | 200,000 | SH | DFND | 01 02 03 04 | 0 | 200,000 | 0 | |
UNDER ARMOUR INC | CL C | 904311206 | 10,190 | 505,449 | SH | DFND | 01 02 03 04 | 0 | 505,449 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 5,205 | 2,133,210 | SH | DFND | 01 02 03 04 | 0 | 2,133,210 | 0 | |
UR ENERGY INC | COM | 91688R108 | 4,170 | 6,664,128 | SH | DFND | 01 02 03 04 | 0 | 6,664,128 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 1,528 | 964,341 | SH | DFND | 01 02 03 04 | 0 | 964,341 | 0 | |
VCA INC | COM | 918194101 | 2,769 | 30,000 | SH | DFND | 01 02 03 04 | 0 | 30,000 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 40,325 | 14,755,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
VISTRA ENERGY CORP | COM | 92840M102 | 19,976 | 1,189,764 | SH | DFND | 01 02 03 04 | 0 | 1,189,764 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 861 | 11,000 | SH | DFND | 01 02 03 04 | 0 | 11,000 | 0 | |
WALTER INVT MGMT CORP | COM | 93317W102 | 189 | 200,000 | SH | DFND | 01 02 03 04 | 0 | 200,000 | 0 | |
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 44,602 | 35,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
WHOLE FOODS MKT INC | COM | 966837106 | 526 | 12,500 | SH | DFND | 01 02 03 04 | 0 | 12,500 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 16,398 | 14,600,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 |