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 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 12,898 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 18,342 | 17,500,000 | PRN | DFND | 1,2,3 | 0 | 17,500,000 | 0 | |
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 470 | 500,000 | PRN | DFND | 1,2, 3 | 0 | 500,000 | 0 | |
| AMERICAN ELEC PWR CO INC | UNIT 99/99/9999 | 02557T307 | 2,951 | 60,000 | PRN | DFND | 1,2,3 | 0 | 60,000 | 0 | |
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 25,026 | 2,150,000 | SH | DFND | 0 | 2,150,000 | 0 | ||
| BLACKROCK CAP ALLOCATION TR | COM | 09260U109 | 2,455 | 120,000 | SH | DFND | 1,2,3 | 0 | 120,000 | 0 | |
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,989 | 1,000,000 | PRN | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 8,605 | 11,900,000 | PRN | DFND | 1, 2, 3 | 0 | 11,900,000 | 0 | |
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 6,728 | 50,000 | PRN | DFND | 1, 2, 3 | 0 | 50,000 | 0 | |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 494 | 500,000 | PRN | DFND | 1,2,3 | 0 | 500,000 | 0 | |
| CORECIVIC INC | COM | 21871N101 | 1,200 | 150,000 | SH | Call | DFND | 1,2,3 | 0 | 150,000 | 0 |
| CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 7,635 | 10,500,000 | PRN | DFND | 1,2,3 | 0 | 10,500,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,549 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 69,566 | 23,000,000 | PRN | DFND | 1,2,3 | 0 | 23,000,000 | 0 | |
| FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L107 | 11,395 | 730,000 | SH | DFND | 0 | 730,000 | 0 | ||
| GEO GROUP INC NEW | COM | 36162J106 | 102,500 | 100,000 | SH | Put | DFND | 1,2,3 | 0 | 100,000 | 0 |
| GOL LINHAS AEREAS INTLG S A | SPON ADR PFD NEW | 38045R206 | 1,050 | 172,100 | SH | DFND | 1, 2, 3 | 0 | 172,100 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 724 | 882,467 | SH | DFND | 1,2,3 | 0 | 882,467 | 0 | |
| INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 1,983 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 3,151 | 3,000,000 | PRN | DFND | 1,2,3 | 0 | 3,000,000 | 0 | |
| INSULET CORP | NOTE 1.375% 11/1 | 45784PAH4 | 12,820 | 5,000,000 | PRN | DFND | 1, 2, 3 | 0 | 5,000,000 | 0 | |
| INTEGRA RES CORP | COM NEW | 45826T301 | 782 | 235,055 | SH | DFND | 1,2,3 | 0 | 235,055 | 0 | |
| INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 3,414 | 8,550,000 | PRN | DFND | 1,2,3 | 0 | 8,550,000 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 28,894 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 4,207 | 5,250,000 | PRN | DFND | 1,2,3 | 0 | 5,250,000 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 40,753 | 48,163,000 | PRN | DFND | 1,2,3 | 0 | 48,163,000 | 0 | |
| LYFT INC | CL A COM | 55087P104 | 12,398 | 450,000 | SH | DFND | 0 | 450,000 | 0 | ||
| MAGNACHIP SEMICONDUCTOR SA | NOTE 5.00% 3/0 | 55932XAB0 | 6,802 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 19,020 | 7,500,000 | PRN | DFND | 1,2,3 | 0 | 7,500,000 | 0 | |
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 45,454 | 16,676,000 | PRN | DFND | 1,2,3 | 0 | 16,676,000 | 0 | |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 12,329 | 720,591 | SH | DFND | 1,2,3 | 0 | 720,591 | 0 | |
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 18,245 | 12,500,000 | PRN | DFND | 1,2,3 | 0 | 12,500,000 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 14,663 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 67,619 | 13,525,000 | PRN | DFND | 1,2,3 | 0 | 13,525,000 | 0 | |
| SNOWFLAKE INC | CL A | 833445109 | 20 | 80 | SH | DFND | 1,2,3 | 0 | 80 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 14,418 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | |
| SSR MNG INC | COM | 784730103 | 3,493 | 187,097 | SH | DFND | 1,2,3 | 0 | 187,097 | 0 | |
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 8,122 | 455,254 | SH | DFND | 1,2,3 | 0 | 455,254 | 0 | |
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 3,540 | 198,408 | SH | DFND | 1,2 | 0 | 198,408 | 0 | |
| TALEND S A | ADS | 874224207 | 17,521 | 448,804 | SH | DFND | 1,2,3 | 0 | 448,804 | 0 | |
| TALEND S A | ADS | 874224207 | 9,807 | 251,196 | SH | DFND | 1,2 | 0 | 251,196 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 64,000 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 311,584 | 45,000,000 | PRN | DFND | 1,2,3 | 0 | 45,000,000 | 0 | |
| TRULIA INC | NOTE 2.750%12/1 | 897888AB9 | 11,861 | 2,806,000 | PRN | DFND | 1,2,3 | 0 | 2,806,000 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,113 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
| WORLD WRESTLING ENTMT INC | NOTE 3.375% 12/1 | 98156QAB4 | 26,834 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250% 11/1 | 98236JAB4 | 36,255 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 7,273 | 3,041,000 | PRN | DFND | 1,2,3 | 0 | 3,041,000 | 0 | |