The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ADAPTIMMUNE THERAPEUTICS PLC | SPONDS ADR | 00653A107 | 2,875 | 500,000 | SH | DFND | 0 | 500,000 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 37,075 | 21,756,000 | PRN | DFND | 1,2,3 | 0 | 21,756,000 | 0 | |
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 26,272 | 800,000 | SH | DFND | 0 | 800,000 | 0 | ||
| CANADIAN NATL RY CO | COM | 136375102 | 1,535 | 20,700 | SH | DFND | 1,2,3 | 0 | 20,700 | 0 | |
| CANADIAN PAC RY LTD | COM | 13645T100 | 1,350 | 7,600 | SH | DFND | 1,2,3 | 0 | 7,600 | 0 | |
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 9,014 | 7,500,000 | PRN | DFND | 1,2,3 | 0 | 7,500,000 | 0 | |
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 23,879 | 22,727,000 | PRN | DFND | 1,2,3 | 0 | 22,727,000 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 2,937 | 749,144 | SH | DFND | 1,2,3 | 0 | 749,144 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 1,571 | 400,856 | SH | DFND | 1,2 | 0 | 400,856 | 0 | |
| EOG RES INC | COM | 26875P101 | 1,831 | 21,000 | SH | DFND | 1,2,3 | 0 | 21,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 1.500% 10/0 | 298736AH2 | 32,346 | 22,669,000 | PRN | DFND | 1,2,3 | 0 | 22,669,000 | 0 | |
| FORTIS INC | COM | 349553107 | 1,085 | 32,500 | SH | DFND | 1,2,3 | 0 | 32,500 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 3,963 | 249,389 | SH | DFND | 1,2,3 | 0 | 249,389 | 0 | |
| GOPRO INC | CL A | 38268T103 | 3,698 | 872,200 | SH | DFND | 1,2,3 | 0 | 872,200 | 0 | |
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 3,203 | 3,000,000 | PRN | DFND | 1,2,3 | 0 | 3,000,000 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 820 | 882,467 | SH | DFND | 1,2,3 | 0 | 882,467 | 0 | |
| INOTEK PHARMACEUTICALS CORP | NOTE 5.750% 8/0 | 45780VAB8 | 7,469 | 7,700,000 | PRN | DFND | 1,2,3 | 0 | 7,700,000 | 0 | |
| INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 7,379 | 10,500,000 | PRN | DFND | 1,2,3 | 0 | 10,500,000 | 0 | |
| INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 3,978 | 6,064,000 | PRN | DFND | 1,2,3 | 0 | 6,064,000 | 0 | |
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 9,267 | 12,595,000 | PRN | DFND | 1,2,3 | 0 | 12,595,000 | 0 | |
| ISHARES INC | MSCI GBL ETF NEW | 46434G848 | 685 | 25,400 | SH | DFND | 1,2,3 | 0 | 25,400 | 0 | |
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 16,211 | 14,500,000 | PRN | DFND | 1,2,3 | 0 | 14,500,000 | 0 | |
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 33,257 | 15,710,000 | PRN | DFND | 1,2,3 | 0 | 15,710,000 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 22,139 | 34,363,000 | PRN | DFND | 1,2,3 | 0 | 34,363,000 | 0 | |
| MAGNACHIP SEMICONDUCTOR SA | NOTE 5.00% 3/0 | 55932XAB0 | 2,368 | 2,230,000 | PRN | DFND | 1,2,3 | 0 | 2,230,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 40,116 | 28,340,000 | PRN | DFND | 1,2,3 | 0 | 28,340,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000% 11/1 | 595112AY9 | 19,492 | 17,500,000 | PRN | DFND | 1,2,3 | 0 | 17,500,000 | 0 | |
| NATIONAL CINEMEDIA INC | COM | 635309107 | 6,481 | 1,000,117 | SH | DFND | 1,2,3 | 0 | 1,000,117 | 0 | |
| NATIONAL CINEMEDIA INC | COM | 635309107 | 3,456 | 533,339 | SH | DFND | 1,2 | 0 | 533,339 | 0 | |
| NIGHTSTAR THERAPEUTICS PLC | ADR | 65413A101 | 9,792 | 850,000 | SH | DFND | 0 | 850,000 | 0 | ||
| PEMBINA PIPELINE CORP | COM | 706327103 | 1,233 | 41,500 | SH | DFND | 1,2,3 | 0 | 41,500 | 0 | |
| PINNACLE WEST CAP CORP | COM | 723484101 | 2,428 | 28,500 | SH | DFND | 1,2,3 | 0 | 28,500 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 1,447 | 11,000 | SH | DFND | 1,2,3 | 0 | 11,000 | 0 | |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 71,169 | 29,000,000 | PRN | DFND | 1,2,3 | 0 | 29,000,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 34,024 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 17,882 | 102,748 | SH | DFND | 1,2,3 | 0 | 102,748 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 7,980 | 45,850 | SH | DFND | 1,2 | 0 | 45,850 | 0 | |
| SIBANYE STILLWATER | SPONSORED ADR | 825724206 | 280 | 99,000 | SH | DFND | 1,2,3 | 0 | 99,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 16,245 | 65,000 | SH | Call | DFND | 1,2,3 | 0 | 65,000 | 0 |
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 13,952 | 14,501,000 | PRN | DFND | 1,2,3 | 0 | 14,501,000 | 0 | |
| TELADOC HEALTH INC | NOTE 3.000% 12/1 | 87918AAB1 | 26,160 | 19,000,000 | PRN | DFND | 1,2,3 | 0 | 19,000,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 12,239 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| TRILOGY METALS INC NEW | COM | 89621C105 | 274 | 158,174 | SH | DFND | 1,2,3 | 0 | 158,174 | 0 | |
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 3,834 | 2,806,000 | PRN | DFND | 1,2,3 | 0 | 2,806,000 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 30,412 | 21,500,000 | PRN | DFND | 1,2,3 | 0 | 21,500,000 | 0 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 4,018 | 190,500 | SH | DFND | 1,2,3 | 0 | 190,500 | 0 | |
| VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 5,154 | 170,550 | SH | DFND | 1,2,3 | 0 | 170,550 | 0 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 3,954 | 164,000 | SH | DFND | 1,2,3 | 0 | 164,000 | 0 | |
| WRIGHT MED GROUP N V | RIGHT 03/01/2019 | N96617126 | 3 | 238,694 | SH | DFND | 1,2,3 | 0 | 238,694 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250% 11/1 | 98236JAB4 | 41,449 | 30,000,000 | PRN | DFND | 1,2,3 | 0 | 30,000,000 | 0 | |
| ZIONS BANCORPORATION N A | *W EXP 05/21/202 | 989701115 | 4,228 | 449,793 | SH | DFND | 1,2,3 | 0 | 449,793 | 0 | |