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 | 19,813 | 20,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 22,752 | 22,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 15,640 | 425,000 | SH | DFND | 01 02 03 04 | 0 | 425,000 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 17,861 | 7,750,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
ARCH COAL INC | CL A | 039380407 | 3,724 | 54,000 | SH | DFND | 01 02 03 04 | 0 | 54,000 | 0 | |
ATLASSIAN CORP PLC | CL A | G06242104 | 6,118 | 204,285 | SH | DFND | 01 02 03 04 | 0 | 204,285 | 0 | |
BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 1,056 | 1,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 17,958 | 495,799 | SH | DFND | 01 02 03 04 | 0 | 495,799 | 0 | |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 1,991 | 63,640 | SH | DFND | 01 02 03 04 | 0 | 63,640 | 0 | |
BIOGEN INC | COM | 09062X103 | 7,041 | 25,750 | SH | DFND | 01 02 03 04 | 0 | 25,750 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 351 | 4,000 | SH | DFND | 01 02 03 04 | 0 | 4,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 1,137 | 1,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 4,368 | 350,000 | SH | DFND | 01 02 03 04 | 0 | 350,000 | 0 | |
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 12,064 | 11,071,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 23,458 | 20,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 12,748 | 367,180 | SH | DFND | 01 02 03 04 | 0 | 367,180 | 0 | |
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 2,487 | 7,600 | SH | DFND | 01 02 03 04 | 0 | 7,600 | 0 | |
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 18,850 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,695 | 5,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 8,155 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 23 | 2,500,000 | SH | DFND | 01 02 03 04 | 0 | 2,500,000 | 0 | |
CONSTELLIUM NV | CL A | N22035104 | 8,494 | 1,306,800 | SH | DFND | 01 02 03 04 | 0 | 1,306,800 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,583 | 5,023,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 527 | 400,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 10,260 | 8,812,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 1,740 | 27,152 | SH | DFND | 01 02 03 04 | 0 | 27,152 | 0 | |
DEPOMED INC | COM | 249908104 | 157 | 12,500 | SH | DFND | 01 02 03 04 | 0 | 12,500 | 0 | |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 7,053 | 7,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 55,912 | 1,922,019 | SH | DFND | 01 02 03 04 | 0 | 1,922,019 | 0 | |
DOW CHEM CO | COM | 260543103 | 1,175 | 18,500 | SH | DFND | 01 02 03 04 | 0 | 18,500 | 0 | |
ENERGY FUELS INC | COM NEW | 292671708 | 953 | 441,997 | SH | DFND | 01 02 03 04 | 0 | 441,997 | 0 | |
EPIZYME INC | COM | 29428V104 | 10,535 | 614,300 | SH | DFND | 01 02 03 04 | 0 | 614,300 | 0 | |
EURONAV NV ANTWERPEN | SHS | B38564108 | 1,178 | 150,000 | SH | DFND | 01 02 03 04 | 0 | 150,000 | 0 | |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 40,902 | 32,158,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
EXPEDIA INC DEL | COM NEW | 30212P303 | 379 | 3,000 | SH | DFND | 01 02 03 04 | 0 | 3,000 | 0 | |
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 43,205 | 19,635,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 31,641 | 35,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 1,177 | 145,000 | SH | DFND | 01 02 03 04 | 0 | 145,000 | 0 | |
GENERAL MLS INC | COM | 370334104 | 354 | 6,000 | SH | DFND | 01 02 03 04 | 0 | 6,000 | 0 | |
INTEL CORP | SDCV 12/1 | 458140AD2 | 20,563 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 19,741 | 11,250,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 24,872 | 19,050,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 40,881 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 17,462 | 8,200,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LENNAR CORP | CL B | 526057302 | 235 | 5,621 | SH | DFND | 01 02 03 04 | 0 | 5,621 | 0 | |
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 5,636 | 98,500 | SH | DFND | 01 02 03 04 | 0 | 98,500 | 0 | |
LIBERTY BROADBAND CORP | COM SER A | 530307107 | 13,570 | 159,477 | SH | DFND | 01 02 03 04 | 0 | 159,477 | 0 | |
LIBERTY EXPEDIA HOLDINGS | SER A COM | 53046P109 | 10,049 | 220,949 | SH | DFND | 01 02 03 04 | 0 | 220,949 | 0 | |
LIBERTY GLOBAL PLC | LILAC SHS CL A | G5480U138 | 414 | 18,599 | SH | DFND | 01 02 03 04 | 0 | 18,599 | 0 | |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 11,515 | 321,031 | SH | DFND | 01 02 03 04 | 0 | 321,031 | 0 | |
LIBERTY INTERACTIVE CORP | LBT VEN COM A NE | 53071M856 | 22,057 | 495,875 | SH | DFND | 01 02 03 04 | 0 | 495,875 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 9,780 | 251,286 | SH | DFND | 01 02 03 04 | 0 | 251,286 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 7,155 | 184,497 | SH | DFND | 01 02 03 04 | 0 | 184,497 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 531229870 | 7,828 | 239,393 | SH | DFND | 01 02 03 04 | 0 | 239,393 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 17,764 | 15,538,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 26,872 | 18,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
LINE CORP | SPONSORED ADR | 53567X101 | 1,924 | 50,000 | SH | DFND | 01 02 03 04 | 0 | 50,000 | 0 | |
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 810 | 33,214 | SH | DFND | 01 02 03 04 | 0 | 33,214 | 0 | |
MACQUARIE BK LTD | MTNF 6.125%12/3 | 55608YAC9 | 15,136 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MAG SILVER CORP | COM | 55903Q104 | 460 | 35,000 | SH | DFND | 01 02 03 04 | 0 | 35,000 | 0 | |
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 6,501 | 73,000 | SH | DFND | 01 02 03 04 | 0 | 73,000 | 0 | |
MELCO CROWN ENTMT LTD | ADR | 585464100 | 11,955 | 644,800 | SH | DFND | 01 02 03 04 | 0 | 644,800 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 57,394 | 39,938,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 64,403 | 21,123,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 1,197 | 400,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 3,684 | 60,000 | SH | DFND | 01 02 03 04 | 0 | 60,000 | 0 | |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 9,612 | 7,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 6,283 | 55,500 | SH | DFND | 01 02 03 04 | 0 | 55,500 | 0 | |
NATIONAL WESTMINSTER BK PLC | SPON ADR C | 638539882 | 472 | 18,145 | SH | DFND | 01 02 03 04 | 0 | 18,145 | 0 | |
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 1,576 | 100,000 | SH | DFND | 01 02 03 04 | 0 | 100,000 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 22,202 | 22,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
NEWELL BRANDS INC | COM | 651229106 | 448 | 9,500 | SH | DFND | 01 02 03 04 | 0 | 9,500 | 0 | |
NRG YIELD INC | CL C | 62942X405 | 563 | 31,836 | SH | DFND | 01 02 03 04 | 0 | 31,836 | 0 | |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 15,282 | 2,825,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 11,903 | 115,000 | SH | DFND | 01 02 03 04 | 0 | 115,000 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 23,215 | 20,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 5,470 | 1,000,000 | SH | Call | DFND | 01 02 03 04 | 0 | 1,000,000 | 0 |
OCWEN FINL CORP | COM NEW | 675746309 | 9,553 | 1,746,412 | SH | DFND | 01 02 03 04 | 0 | 1,746,412 | 0 | |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 35,755 | 30,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 559 | 13,000 | SH | DFND | 01 02 03 04 | 0 | 13,000 | 0 | |
PINNACLE FOODS INC DEL | COM | 72348P104 | 347 | 6,000 | SH | DFND | 01 02 03 04 | 0 | 6,000 | 0 | |
PLATINUM GROUP METALS LTD | COM | 72765Q601 | 1,512 | 924,886 | SH | DFND | 01 02 03 04 | 0 | 924,886 | 0 | |
PRETIUM RES INC | COM | 74139C102 | 3,095 | 289,000 | SH | DFND | 01 02 03 04 | 0 | 289,000 | 0 | |
PRICELINE GRP INC | COM NEW | 741503403 | 3,774 | 2,120 | SH | DFND | 01 02 03 04 | 0 | 2,120 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,418 | 8,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,827 | 1,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.375%10/1 | 74348TAK8 | 1,037 | 1,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 11,303 | 11,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 3,118 | 3,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 14,755 | 11,350,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
REYNOLDS AMERICAN INC | COM | 761713106 | 7,562 | 120,000 | SH | DFND | 01 02 03 04 | 0 | 120,000 | 0 | |
ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 249 | 250,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 4,070 | 49,000 | SH | DFND | 01 02 03 04 | 0 | 49,000 | 0 | |
SCORPIO BULKERS INC | COM | Y7546A122 | 2,100 | 229,465 | SH | DFND | 01 02 03 04 | 0 | 229,465 | 0 | |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 19,332 | 15,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
STANDARD CHARTERED PLC | DEBT 7.500%12/3 | G84228CQ9 | 10,800 | 10,000,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 5,999 | 182,669 | SH | DFND | 01 02 03 04 | 0 | 182,669 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 58,233 | 21,137,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
TESLA INC | COM | 88160R101 | 8,350 | 30,000 | SH | DFND | 01 02 03 04 | 0 | 30,000 | 0 | |
TESORO CORP | COM | 881609101 | 1,256 | 15,500 | SH | DFND | 01 02 03 04 | 0 | 15,500 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 11,969 | 122,500 | SH | DFND | 01 02 03 04 | 0 | 122,500 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 7,965 | 250,640 | SH | DFND | 01 02 03 04 | 0 | 250,640 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 1,744 | 88,145 | SH | DFND | 01 02 03 04 | 0 | 88,145 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 11,892 | 601,200 | SH | Put | DFND | 01 02 03 04 | 0 | 601,200 | 0 |
UNDER ARMOUR INC | CL C | 904311206 | 10,551 | 576,534 | SH | DFND | 01 02 03 04 | 0 | 576,534 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 4,117 | 2,133,210 | SH | DFND | 01 02 03 04 | 0 | 2,133,210 | 0 | |
UR ENERGY INC | COM | 91688R108 | 4,404 | 6,664,128 | SH | DFND | 01 02 03 04 | 0 | 6,664,128 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 1,563 | 1,097,741 | SH | DFND | 01 02 03 04 | 0 | 1,097,741 | 0 | |
VALE S A | ADR | 91912E105 | 3,661 | 385,341 | SH | DFND | 01 02 03 04 | 0 | 385,341 | 0 | |
VCA INC | COM | 918194101 | 6,314 | 69,000 | SH | DFND | 01 02 03 04 | 0 | 69,000 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 37,761 | 14,755,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 1,121 | 13,500 | SH | DFND | 01 02 03 04 | 0 | 13,500 | 0 | |
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 42,378 | 35,500,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 16,359 | 13,688,000 | PRN | DFND | 01 02 03 04 | 0 | 0 | 0 |