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 |
|
||||||||||||||||
| 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 |
| ACADIA PHARMACEUTICALS INC | COM | 004225108 | 3,393 | 121,653 | SH | DFND | 121,653 | 0 | 0 | ||
| ACCELERON PHARMA INC | COM | 00434H108 | 14,600 | 480,437 | SH | DFND | 480,437 | 0 | 0 | ||
| ADAPTIMMUNE THERAPEUTICS PLC | SPONDS ADR | 00653A107 | 5,655 | 1,360,647 | SH | DFND | 1,360,647 | 0 | 0 | ||
| AGENUS INC | COM NEW | 00847G705 | 17,588 | 4,498,146 | SH | DFND | 4,498,146 | 0 | 0 | ||
| AKARI THERAPEUTICS PLC | SPONSORED ADR | 00972G108 | 531 | 132,077 | SH | DFND | 132,077 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 43,285 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 20,069 | 78,185 | SH | DFND | 78,185 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 10,639 | 11,000,000 | PRN | DFND | 11,000,000 | 0 | 0 | ||
| AMBARELLA INC | SHS | G037AX101 | 12,078 | 248,777 | SH | DFND | 248,777 | 0 | 0 | ||
| ANTERO RES CORP | COM | 03674X106 | 6,989 | 323,413 | SH | DFND | 323,413 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 42,702 | 16,517,000 | PRN | DFND | 16,517,000 | 0 | 0 | ||
| ARBUTUS BIOPHARMA CORP | COM | 03879J100 | 57,649 | 16,013,540 | SH | DFND | 0 | 16,013,540 | 0 | ||
| ARGENX SE | SPONSORED ADR | 04016X101 | 3,881 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
| ASSEMBLY BIOSCIENCES INC | COM | 045396108 | 7,666 | 392,487 | SH | DFND | 392,487 | 0 | 0 | ||
| AVEXIS INC | COM | 05366U100 | 18,104 | 220,356 | SH | DFND | 220,356 | 0 | 0 | ||
| AXOVANT SCIENCES LTD | COM | G0750W104 | 1,739,250 | 75,000,000 | SH | DFND | 0 | 75,000,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,161 | 23,799 | SH | DFND | 23,799 | 0 | 0 | ||
| BIOVERATIV INC | COM | 09075E100 | 354 | 5,879 | SH | DFND | 5,879 | 0 | 0 | ||
| BLUEBIRD BIO INC | COM | 09609G100 | 3,019 | 28,739 | SH | DFND | 28,739 | 0 | 0 | ||
| BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 10,148 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
| CABOT OIL & GAS CORP | COM | 127097103 | 8,145 | 324,742 | SH | DFND | 324,742 | 0 | 0 | ||
| CAL MAINE FOODS INC | COM NEW | 128030202 | 8,740 | 220,700 | SH | DFND | 220,700 | 0 | 0 | ||
| CARMAX INC | COM | 143130102 | 23,358 | 370,402 | SH | DFND | 370,402 | 0 | 0 | ||
| CELLECTIS S A | SPONSORED ADS | 15117K103 | 655 | 25,353 | SH | DFND | 25,353 | 0 | 0 | ||
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 9,209 | 9,440,000 | PRN | DFND | 9,440,000 | 0 | 0 | ||
| EURONAV NV ANTWERPEN | SHS | B38564108 | 13,848 | 1,752,883 | SH | DFND | 1,752,883 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 18,182 | 81,940 | SH | DFND | 81,940 | 0 | 0 | ||
| GRAY TELEVISION INC | COM | 389375106 | 7,423 | 541,789 | SH | DFND | 541,789 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 23,095 | 22,000,000 | PRN | DFND | 22,000,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 11,812 | 77,000 | SH | DFND | 77,000 | 0 | 0 | ||
| HUNTER MARITIME ACQUISITION | CL A | Y37828111 | 9,890 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
| HUNTER MARITIME ACQUISITION | *W EXP 99/99/999 | Y37828129 | 16 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
| IKANG HEALTHCARE GROUP INC | SPONSORED ADR | 45174L108 | 20,440 | 1,665,866 | SH | DFND | 1,665,866 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 69,501 | 53,047,000 | PRN | DFND | 53,047,000 | 0 | 0 | ||
| INTERACTIVE BROKERS GROUP IN | COM | 45841N107 | 11,226 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 3,049 | 25,184 | SH | DFND | 25,184 | 0 | 0 | ||
| INTERNATIONAL SEAWAYS INC | COM | Y41053102 | 397 | 18,309 | SH | DFND | 18,309 | 0 | 0 | ||
| IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 4,690 | 660,809 | SH | DFND | 660,809 | 0 | 0 | ||
| ISHARES TR | NASDQ BIOTEC ETF | 464287556 | 52,973 | 170,837 | SH | DFND | 170,837 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 639 | 7,235 | SH | DFND | 7,235 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 10,053 | 109,985 | SH | DFND | 109,985 | 0 | 0 | ||
| MAKEMYTRIP LIMITED MAURITIUS | SHS | V5633W109 | 73,549 | 2,264,837 | SH | DFND | 2,264,837 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 43,271 | 28,729,000 | PRN | DFND | 28,729,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 2,377 | 79,600 | SH | DFND | 79,600 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 91,393 | 33,172,000 | PRN | DFND | 33,172,000 | 0 | 0 | ||
| MYOVANT SCIENCES LTD | COM | G637AM102 | 435,606 | 37,231,342 | SH | DFND | 0 | 37,231,342 | 0 | ||
| NETEASE INC | SPONSORED ADR | 64110W102 | 25,190 | 83,790 | SH | DFND | 83,790 | 0 | 0 | ||
| NEW YORK TIMES CO | CL A | 650111107 | 26,010 | 1,469,488 | SH | DFND | 1,469,488 | 0 | 0 | ||
| NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 5,260 | 87,959 | SH | DFND | 87,959 | 0 | 0 | ||
| NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 1,395 | 220,000 | SH | DFND | 220,000 | 0 | 0 | ||
| NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 10,398 | 1,640,100 | SH | Put | DFND | 1,640,100 | 0 | 0 | |
| NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 16,888 | 1,356,743 | SH | DFND | 1,356,743 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 18,340 | 4,370,000 | PRN | DFND | 4,370,000 | 0 | 0 | ||
| PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 1,293 | 4,296,847 | SH | DFND | 4,296,847 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 5,724 | 106,660 | SH | DFND | 106,660 | 0 | 0 | ||
| PDVWIRELESS INC | COM | 69290R104 | 17,065 | 839,236 | SH | DFND | 839,236 | 0 | 0 | ||
| REALOGY HLDGS CORP | COM | 75605Y106 | 2,920 | 90,000 | SH | DFND | 90,000 | 0 | 0 | ||
| RICE ENERGY INC | COM | 762760106 | 19,502 | 732,317 | SH | DFND | 732,317 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | COM | 803607100 | 3,735 | 110,812 | SH | DFND | 110,812 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 42,869 | 39,986,000 | PRN | DFND | 39,986,000 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 5,309 | 161,358 | SH | DFND | 161,358 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 3,379 | 61,491 | SH | DFND | 61,491 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 3,577 | 87,795 | SH | DFND | 87,795 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 1,288 | 16,693 | SH | DFND | 16,693 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 308,720 | 4,000,000 | SH | Put | DFND | 4,000,000 | 0 | 0 | |
| TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 135,547 | 29,000,000 | PRN | DFND | 29,000,000 | 0 | 0 | ||
| TEEKAY TANKERS LTD | CL A | Y8565N102 | 4,138 | 2,200,903 | SH | DFND | 2,200,903 | 0 | 0 | ||
| TESARO INC | COM | 881569107 | 2,962 | 21,176 | SH | DFND | 21,176 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 16,218 | 161,518 | SH | DFND | 161,518 | 0 | 0 | ||
| TRACON PHARMACEUTICALS INC | COM | 89237H100 | 815 | 339,539 | SH | DFND | 339,539 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 736 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 78,416 | 28,600,000 | PRN | DFND | 28,600,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 7,852 | 141,712 | SH | DFND | 141,712 | 0 | 0 | ||
| XENCOR INC | COM | 98401F105 | 6,361 | 301,325 | SH | DFND | 301,325 | 0 | 0 | ||