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 |
CLEARWAY ENERGY INC | CL A | 18539C105 | 9,154 | 478,753 | SH | DFND | 1 | 478,753 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 13,959 | 14,153,000 | PRN | DFND | 1 | 14,153,000 | 0 | 0 | |
ESSENT GROUP LTD | COM | G3198U102 | 2,308 | 44,400 | SH | DFND | 1 | 44,400 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,205 | 9,661 | SH | DFND | 1 | 9,661 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 25,712 | 155,200 | SH | DFND | 1 | 155,200 | 0 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 411 | 142,600 | SH | DFND | 1 | 142,600 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 24,565 | 485,137 | SH | DFND | 1 | 485,137 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 19,312 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 |