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 |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 4,366 | 3,992,000 | PRN | DFND | 1,2,3 | 0 | 3,992,000 | 0 | |
AURORA CANNABIS INC | COM | 05156X108 | 258 | 20,808 | SH | DFND | 1,2, 3 | 0 | 20,808 | 0 | |
AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 2,291 | 4,550,000 | PRN | DFND | 1,2,3 | 0 | 4,550,000 | 0 | |
AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 34,465 | 2,150,000 | SH | DFND | 0 | 2,150,000 | 0 | ||
BHP GROUP LTD | SPON ADS | 088606108 | 5,207 | 104,700 | SH | DFND | 1,2,3 | 0 | 104,700 | 0 | |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,708 | 1,000,000 | PRN | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 1,929 | 117,500 | SH | DFND | 1, 2, 3 | 0 | 117,500 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 9,351 | 14,447,000 | PRN | DFND | 1, 2, 3 | 0 | 14,447,000 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 6,104 | 50,000 | PRN | DFND | 1, 2, 3 | 0 | 50,000 | 0 | |
COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 456 | 500,000 | PRN | DFND | 1,2,3 | 0 | 500,000 | 0 | |
CORECIVIC INC | COM | 21871N101 | 889 | 95,000 | SH | Put | DFND | 1,2,3 | 0 | 95,000 | 0 |
CORECIVIC INC | COM | 21871N101 | 515 | 55,000 | SH | DFND | 1,2,3 | 0 | 55,000 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,535 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | |
DHT HOLDINGS INC | NOTE 4.500% 8/1 | 23335SAD8 | 29,280 | 27,000,000 | PRN | DFND | 1,2,3 | 0 | 27,000,000 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 21,924 | 9,000,000 | PRN | DFND | 1,2,3 | 0 | 9,000,000 | 0 | |
GOL LINHAS AEREAS INTLG S A | SPON ADR PFD NEW | 38045R206 | 1,167 | 172,100 | SH | DFND | 1, 2, 3 | 0 | 172,100 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 759 | 882,467 | SH | DFND | 1,2,3 | 0 | 882,467 | 0 | |
INOVIO PHARMACEUTICALS INC | NOTE 6.500% 3/0 | 45773HAB8 | 7,588 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 2,127 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | |
INSULET CORP | NOTE 1.375% 11/1 | 45784PAH4 | 10,657 | 5,000,000 | PRN | DFND | 1, 2, 3 | 0 | 5,000,000 | 0 | |
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 3,783 | 8,550,000 | PRN | DFND | 1,2,3 | 0 | 8,550,000 | 0 | |
INVACARE CORP | COM | 461203101 | 31 | 4,900 | SH | DFND | 1,2,3 | 0 | 4,900 | 0 | |
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 3,976 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 27,343 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 7,387 | 14,500,000 | PRN | DFND | 1,2,3 | 0 | 14,500,000 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 36,996 | 48,163,000 | PRN | DFND | 1,2,3 | 0 | 48,163,000 | 0 | |
LYFT INC | CL A COM | 55087P104 | 24,758 | 750,000 | SH | DFND | 0 | 750,000 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.00% 3/0 | 55932XAB0 | 5,492 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 63,508 | 28,340,000 | PRN | DFND | 1,2,3 | 0 | 28,340,000 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 34,701 | 15,081,000 | PRN | DFND | 1,2,3 | 0 | 15,081,000 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 16,430 | 1,000,000 | SH | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
PRECIGEN INC | COM | 74017N105 | 93 | 18,634 | SH | DFND | 1,2,3 | 0 | 18,634 | 0 | |
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 541 | 500,000 | PRN | DFND | 1,2,3 | 0 | 500,000 | 0 | |
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 16,151 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 44,031 | 18,525,000 | PRN | DFND | 1,2,3 | 0 | 18,525,000 | 0 | |
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 8,163 | 455,254 | SH | DFND | 1,2,3 | 0 | 455,254 | 0 | |
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 3,557 | 198,408 | SH | DFND | 1,2 | 0 | 198,408 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 67,264 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 158,124 | 45,000,000 | PRN | DFND | 1,2,3 | 0 | 45,000,000 | 0 | |
TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 6,745 | 2,806,000 | PRN | DFND | 1,2,3 | 0 | 2,806,000 | 0 | |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 1,594 | 32,146 | SH | DFND | 1,2,3 | 0 | 32,146 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375% 12/1 | 98156QAB4 | 39,249 | 21,000,000 | PRN | DFND | 1,2,3 | 0 | 21,000,000 | 0 | |
WRIGHT MED GROUP N V | NOTE 2.250% 11/1 | 98236JAB4 | 35,477 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 |