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 | 21,910 | 22,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ALERE INC | PFD CNV SER B | 01449J204 | 7,930 | 20,000 | SH | DFND | 01 02 03 | 0 | 20,000 | 0 | |
ALTABA INC | COM | 021346101 | 15,251 | 230,243 | SH | DFND | 01 02 03 | 0 | 230,243 | 0 | |
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 1,552 | 60,000 | SH | DFND | 01 02 03 | 0 | 60,000 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 17,639 | 6,750,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 1,125 | 1,100,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ARCH COAL INC | CL A | 039380407 | 2,367 | 33,000 | SH | DFND | 01 02 03 | 0 | 33,000 | 0 | |
ATLASSIAN CORP PLC | CL A | G06242104 | 3,064 | 87,172 | SH | DFND | 01 02 03 | 0 | 87,172 | 0 | |
BARD C R INC | COM | 067383109 | 5,529 | 17,250 | SH | DFND | 01 02 03 | 0 | 17,250 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 21,470 | 530,320 | SH | DFND | 01 02 03 | 0 | 530,320 | 0 | |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 2,067 | 58,296 | SH | DFND | 01 02 03 | 0 | 58,296 | 0 | |
BIOGEN INC | COM | 09062X103 | 8,063 | 25,750 | SH | DFND | 01 02 03 | 0 | 25,750 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 10,750 | 115,500 | SH | DFND | 01 02 03 | 0 | 115,500 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 35,850 | 32,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 10,165 | 10,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 40,105 | 35,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 11,160 | 300,068 | SH | DFND | 01 02 03 | 0 | 300,068 | 0 | |
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 44,215 | 38,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 16,160 | 65,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 2,924 | 14,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 28 | 2,250,000 | SH | DFND | 01 02 03 | 0 | 2,250,000 | 0 | |
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 11,171 | 11,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 51,354 | 45,023,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 10,736 | 8,812,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 1,447 | 1,340,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 10,987 | 142,299 | SH | DFND | 01 02 03 | 0 | 142,299 | 0 | |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 7,440 | 10,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 6,458 | 318,780 | SH | DFND | 01 02 03 | 0 | 318,780 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 20,023 | 17,800,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ENERGY FUELS INC | COM NEW | 292671708 | 707 | 441,997 | SH | DFND | 01 02 03 | 0 | 441,997 | 0 | |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 48,121 | 35,418,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 30,989 | 33,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 993 | 145,000 | SH | DFND | 01 02 03 | 0 | 145,000 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 2,168 | 18,500 | SH | DFND | 01 02 03 | 0 | 18,500 | 0 | |
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 30,104 | 28,400,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
IMPAC MTG HLDGS INC | COM NEW | 45254P508 | 487 | 37,240 | SH | DFND | 01 02 03 | 0 | 37,240 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 25,021 | 17,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 21,120 | 11,450,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 29,373 | 25,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 46,137 | 37,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 12,281 | 4,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LENNAR CORP | CL B | 526057302 | 253 | 5,621 | SH | DFND | 01 02 03 | 0 | 5,621 | 0 | |
LIBERTY BROADBAND CORP | COM SER A | 530307107 | 13,922 | 147,827 | SH | DFND | 01 02 03 | 0 | 147,827 | 0 | |
LIBERTY EXPEDIA HOLDINGS | SER A COM | 53046P109 | 6,445 | 121,354 | SH | DFND | 01 02 03 | 0 | 121,354 | 0 | |
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 1,981 | 60,591 | SH | DFND | 01 02 03 | 0 | 60,591 | 0 | |
LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 4,141 | 177,725 | SH | DFND | 01 02 03 | 0 | 177,725 | 0 | |
LIBERTY INTERACTIVE CORP | LBT VEN COM A NE | 53071M856 | 11,478 | 199,440 | SH | DFND | 01 02 03 | 0 | 199,440 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 7,623 | 181,933 | SH | DFND | 01 02 03 | 0 | 181,933 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 5,455 | 130,276 | SH | DFND | 01 02 03 | 0 | 130,276 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 531229870 | 16,500 | 452,175 | SH | DFND | 01 02 03 | 0 | 452,175 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 16,492 | 13,538,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 47,421 | 26,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
MAG SILVER CORP | COM | 55903Q104 | 393 | 35,000 | SH | DFND | 01 02 03 | 0 | 35,000 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 80,263 | 45,812,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 81,054 | 19,823,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 7,489 | 62,500 | SH | DFND | 01 02 03 | 0 | 62,500 | 0 | |
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 3,714 | 200,000 | SH | DFND | 01 02 03 | 0 | 200,000 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 30,845 | 27,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
NETEASE INC | SPONSORED ADR | 64110W102 | 11,871 | 45,000 | SH | DFND | 01 02 03 | 0 | 45,000 | 0 | |
NRG YIELD INC | CL C | 62942X405 | 1,243 | 64,425 | SH | DFND | 01 02 03 | 0 | 64,425 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 18,217 | 15,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 13,797 | 122,000 | SH | DFND | 01 02 03 | 0 | 122,000 | 0 | |
OCEAN RIG UDW INC | SHS NEW | G66964118 | 2,247 | 94,611 | SH | DFND | 01 02 03 | 0 | 94,611 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 5,835 | 1,696,412 | SH | DFND | 01 02 03 | 0 | 1,696,412 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 3,440 | 1,000,000 | SH | Call | DFND | 01 02 03 | 0 | 1,000,000 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 51,632 | 37,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 11,759 | 12,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PLATINUM GROUP METALS LTD | COM | 72765Q601 | 403 | 984,158 | SH | DFND | 01 02 03 | 0 | 984,158 | 0 | |
PRETIUM RES INC | COM | 74139C102 | 1,657 | 179,000 | SH | DFND | 01 02 03 | 0 | 179,000 | 0 | |
PRICELINE GRP INC | COM NEW | 741503403 | 5,309 | 2,900 | SH | DFND | 01 02 03 | 0 | 2,900 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 18,077 | 12,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 19,725 | 17,100,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 27,974 | 12,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 11,188 | 11,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 3,122 | 3,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 4,412 | 3,800,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 7,517 | 7,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 16,723 | 10,850,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ROCKWELL COLLINS INC | COM | 774341101 | 2,104 | 16,100 | SH | DFND | 01 02 03 | 0 | 16,100 | 0 | |
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 12,507 | 121,368 | SH | DFND | 01 02 03 | 0 | 121,368 | 0 | |
RYB ED INC | ADR | 74979W101 | 2,280 | 80,000 | SH | DFND | 01 02 03 | 0 | 80,000 | 0 | |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 56,274 | 40,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
SCORPIO BULKERS INC | COM | Y7546A122 | 1,606 | 229,465 | SH | DFND | 01 02 03 | 0 | 229,465 | 0 | |
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 1,503 | 17,500 | SH | DFND | 01 02 03 | 0 | 17,500 | 0 | |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 40,141 | 25,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
SIRIUS XM HLDGS INC | COM | 82968B103 | 719 | 130,200 | SH | Put | DFND | 01 02 03 | 0 | 130,200 | 0 |
STMICROELECTRONICS N V | NY REGISTRY | 861012102 | 368 | 18,924 | SH | DFND | 01 02 03 | 0 | 18,924 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 6,859 | 182,669 | SH | DFND | 01 02 03 | 0 | 182,669 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 11,690 | 114,102 | SH | DFND | 01 02 03 | 0 | 114,102 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 11,124 | 431,335 | SH | DFND | 01 02 03 | 0 | 431,335 | 0 | |
U S SILICA HLDGS INC | COM | 90346E103 | 466 | 15,000 | SH | DFND | 01 02 03 | 0 | 15,000 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 13,685 | 830,400 | SH | Put | DFND | 01 02 03 | 0 | 830,400 | 0 |
UNDER ARMOUR INC | CL A | 904311107 | 5,605 | 340,081 | SH | DFND | 01 02 03 | 0 | 340,081 | 0 | |
UNDER ARMOUR INC | CL C | 904311206 | 8,278 | 551,124 | SH | DFND | 01 02 03 | 0 | 551,124 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 5,333 | 2,133,210 | SH | DFND | 01 02 03 | 0 | 2,133,210 | 0 | |
UR ENERGY INC | COM | 91688R108 | 3,832 | 6,664,128 | SH | DFND | 01 02 03 | 0 | 6,664,128 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 1,059 | 764,341 | SH | DFND | 01 02 03 | 0 | 764,341 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 38,972 | 12,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 366 | 4,737 | SH | DFND | 01 02 03 | 0 | 4,737 | 0 | |
WAYFAIR INC | CL A | 94419L101 | 911 | 13,500 | SH | DFND | 01 02 03 | 0 | 13,500 | 0 | |
WESTWATER RES INC | COM | 961684107 | 70 | 48,524 | SH | DFND | 01 02 03 | 0 | 48,524 | 0 | |
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 28,930 | 20,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 15,850 | 14,600,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 |