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 |
DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 67,058 | 80,000 | PRN | DFND | 4 | 80,000 | 0 | 0 | |
DOMTAR CORP | COM NEW | 257559203 | 236,668 | 6,609 | SH | DFND | 4 | 6,609 | 0 | 0 | |
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 196,431 | 205,000 | PRN | DFND | 4 | 205,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 169,231 | 165,000 | PRN | DFND | 4 | 165,000 | 0 | 0 | |
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 92,301 | 55,000 | PRN | DFND | 4 | 55,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 101,539 | 87,000 | PRN | DFND | 4 | 87,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 61,827 | 48,000 | PRN | DFND | 4 | 48,000 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 98,942 | 12,215 | SH | DFND | 4 | 12,215 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 77,216 | 45,000 | PRN | DFND | 4 | 45,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 91,540 | 70,000 | PRN | DFND | 4 | 70,000 | 0 | 0 | |
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 114,311 | 1,103 | SH | DFND | 4 | 1,103 | 0 | 0 | |
AMCOR PLC | ORD | G0250X107 | 37,099 | 3,805 | SH | DFND | 4 | 3,805 | 0 | 0 | |
ARCH CAP GROUP LTD | ORD | G0450A105 | 793,981 | 18,913 | SH | DFND | 4 | 18,913 | 0 | 0 | |
ASSURED GUARANTY LTD | COM | G0585R106 | 236,216 | 5,313 | SH | DFND | 4 | 5,313 | 0 | 0 | |
ATHENE HLDG LTD | CL A | G0684D107 | 1,020,474 | 24,262 | SH | DFND | 4 | 24,262 | 0 | 0 | |
AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 93,675 | 1,404 | SH | DFND | 4 | 1,404 | 0 | 0 | |
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 17,956,929 | 93,355 | SH | DFND | 4 | 78,505 | 0 | 14,850 | |
ACCENTURE PLC IRELAND | CALL | G1151C901 | 8,925,040 | 46,400 | SH | Call | DFND | 4 | 46,400 | 0 | 0 |
ACCENTURE PLC IRELAND | PUT | G1151C951 | 24,447,685 | 127,100 | SH | Put | DFND | 4 | 127,100 | 0 | 0 |
BUNGE LIMITED | COM | G16962105 | 546,553 | 9,653 | SH | DFND | 4 | 9,653 | 0 | 0 | |
CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 1,019,793 | 30,754 | SH | DFND | 4 | 30,754 | 0 | 0 | |
CREDICORP LTD | COM | G2519Y108 | 41,799 | 201 | SH | DFND | 4 | 201 | 0 | 0 | |
COCA COLA EUROPEAN PARTNERS | SHS | G25839104 | 601,071 | 10,840 | SH | DFND | 4 | 10,840 | 0 | 0 | |
EATON CORP PLC | SHS | G29183103 | 3,780,995 | 45,472 | SH | DFND | 4 | 45,472 | 0 | 0 | |
EATON CORP PLC | CALL | G29183903 | 1,737,835 | 20,900 | SH | Call | DFND | 4 | 20,900 | 0 | 0 |
EATON CORP PLC | PUT | G29183953 | 4,190,760 | 50,400 | SH | Put | DFND | 4 | 50,400 | 0 | 0 |
EVEREST RE GROUP LTD | COM | G3223R108 | 298,588 | 1,122 | SH | DFND | 4 | 1,122 | 0 | 0 | |
HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 226,516 | 5,983 | SH | DFND | 4 | 5,983 | 0 | 0 | |
HERBALIFE NUTRITION LTD | PUT | G4412G951 | 12,304,500 | 325,000 | SH | Put | DFND | 4 | 325,000 | 0 | 0 |
INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 7,105,000 | 500,000 | SH | DFND | 4 | 500,000 | 0 | 0 | |
INVESCO LTD | SHS | G491BT108 | 81,820 | 4,830 | SH | DFND | 4 | 4,830 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 265,638 | 2,073 | SH | DFND | 4 | 2,073 | 0 | 0 | |
JOHNSON CTLS INTL PLC | SHS | G51502105 | 1,171,863 | 26,700 | SH | DFND | 4 | 26,700 | 0 | 0 | |
JOHNSON CTLS INTL PLC | CALL | G51502905 | 2,317,392 | 52,800 | SH | Call | DFND | 4 | 52,800 | 0 | 0 |
JOHNSON CTLS INTL PLC | PUT | G51502955 | 1,303,533 | 29,700 | SH | Put | DFND | 4 | 29,700 | 0 | 0 |
LINDE PLC | SHS | G5494J103 | 1,514,719 | 7,806 | SH | DFND | 4 | 7,806 | 0 | 0 | |
MEDTRONIC PLC | SHS | G5960L103 | 1,567,398 | 14,430 | SH | DFND | 4 | 14,430 | 0 | 0 | |
MEDTRONIC PLC | CALL | G5960L903 | 15,597,832 | 143,600 | SH | Call | DFND | 4 | 143,600 | 0 | 0 |
MEDTRONIC PLC | PUT | G5960L953 | 29,501,192 | 271,600 | SH | Put | DFND | 4 | 271,600 | 0 | 0 |
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 790,942 | 37,221 | SH | DFND | 4 | 37,221 | 0 | 0 | |
NOBLE CORP PLC | SHS USD | G65431101 | 149,690 | 117,866 | SH | DFND | 4 | 117,866 | 0 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 269,204 | 5,200 | SH | DFND | 4 | 5,200 | 0 | 0 | |
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 3,154,067 | 58,637 | SH | DFND | 4 | 58,637 | 0 | 0 | |
PENTAIR PLC | SHS | G7S00T104 | 895,808 | 23,699 | SH | DFND | 4 | 23,699 | 0 | 0 | |
SIGNET JEWELERS LIMITED | SHS | G81276100 | 635,120 | 37,895 | SH | DFND | 4 | 37,895 | 0 | 0 | |
CHUBB LIMITED | COM | H1467J104 | 595,379 | 3,688 | SH | DFND | 4 | 3,688 | 0 | 0 | |
CHUBB LIMITED | CALL | H1467J904 | 6,296,160 | 39,000 | SH | Call | DFND | 4 | 39,000 | 0 | 0 |
CHUBB LIMITED | PUT | H1467J954 | 13,028,208 | 80,700 | SH | Put | DFND | 4 | 80,700 | 0 | 0 |
GARMIN LTD | SHS | H2906T109 | 1,551,838 | 18,324 | SH | DFND | 4 | 18,324 | 0 | 0 | |
TE CONNECTIVITY LTD | REG SHS | H84989104 | 2,040,057 | 21,894 | SH | DFND | 4 | 21,894 | 0 | 0 | |
TE CONNECTIVITY LTD | CALL | H84989904 | 437,946 | 4,700 | SH | Call | DFND | 4 | 4,700 | 0 | 0 |
TE CONNECTIVITY LTD | PUT | H84989954 | 1,043,616 | 11,200 | SH | Put | DFND | 4 | 11,200 | 0 | 0 |
TRANSOCEAN LTD | REG SHS | H8817H100 | 633,895 | 141,811 | SH | DFND | 4 | 141,811 | 0 | 0 | |
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 2,133,469 | 19,484 | SH | DFND | 4 | 19,484 | 0 | 0 | |
INTERXION HOLDING N.V | SHS | N47279109 | 8,950,010 | 109,870 | SH | DFND | 4 | 109,870 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 4,430,793 | 49,523 | SH | DFND | 4 | 49,523 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | CALL | N53745900 | 1,002,064 | 11,200 | SH | Call | DFND | 4 | 11,200 | 0 | 0 |
LYONDELLBASELL INDUSTRIES N | PUT | N53745950 | 3,373,019 | 37,700 | SH | Put | DFND | 4 | 37,700 | 0 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,045,885 | 9,585 | SH | DFND | 4 | 9,585 | 0 | 0 | |
DENBURY RES INC DEL | DEBT 6.375%12/3 | U2481AAK4 | 476,429 | 805,000 | PRN | DFND | 4 | 805,000 | 0 | 0 | |
SEASPAN CORP | SHS | Y75638109 | 96,595 | 9,087 | SH | DFND | 4 | 9,087 | 0 | 0 |