ABBOTT LABS COM 002824100 8280 98956 SH DFND 01 02 03 0 98956 0 ABBVIE INC COM 00287Y109 4164 55000 SH Call DFND 01 02 03 0 55000 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2769 14397 SH DFND 01 02 03 0 14397 0 ADVANCED DISP SVCS INC DEL COM 00790X101 3257 100000 SH DFND 01 02 03 0 100000 0 ADVANCED MICRO DEVICES INC COM 007903107 57 1980 SH DFND 01 02 03 0 1980 0 ADVANCED MICRO DEVICES INC COM 007903107 49283 1700000 SH Put DFND 01 02 03 0 1700000 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 74485 20000000 PRN DFND 01 02 03 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3832 50000 SH Call DFND 01 02 03 0 50000 0 AGILENT TECHNOLOGIES INC COM 00846U101 1571 20500 SH DFND 01 02 03 0 20500 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3655 40000 SH Call DFND 01 02 03 0 40000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 22029 19200000 PRN DFND 01 02 03 0 0 0 ALLERGAN PLC SHS G0177J108 11360 67500 SH DFND 01 02 03 0 67500 0 ALLERGAN PLC SHS G0177J108 13463 80000 SH Put DFND 01 02 03 0 80000 0 ALPHABET INC CAP STK CL A 02079K305 68898 56421 SH DFND 01 02 03 0 56421 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4044 200000 SH DFND 01 02 03 0 200000 0 AMBAC FINL GROUP INC COM NEW 023139884 20665 1056995 SH DFND 01 02 03 0 1056995 0 AMERICAS GOLD AND SILVER COR COM 03062D100 1260 500000 SH DFND 01 02 03 0 500000 0 ANSYS INC COM 03662Q105 3999 18065 SH DFND 01 02 03 0 18065 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 8070 2400000 PRN DFND 01 02 03 0 0 0 ARCH COAL INC CL A 039380407 1951 26300 SH DFND 01 02 03 0 26300 0 AUTOMATIC DATA PROCESSING IN COM 053015103 5274 32673 SH DFND 01 02 03 0 32673 0 AVAYA HLDGS CORP COM 05351X101 6133 599402 SH DFND 01 02 03 0 599402 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 6878 8000000 PRN DFND 01 02 03 0 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 2282 153100 SH Put DFND 01 02 03 0 153100 0 BHP GROUP LTD SPONSORED ADS 088606108 5281 107301 SH DFND 01 02 03 0 107301 0 BHP GROUP PLC SPONSORED ADR 05545E209 6816 159431 SH DFND 01 02 03 0 159431 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4414 65474 SH DFND 01 02 03 0 65474 0 BOEING CO COM 097023105 45656 120000 SH Put DFND 01 02 03 0 120000 0 BOOKING HLDGS INC COM 09857L108 2587 1318 SH DFND 01 02 03 0 1318 0 CARNIVAL PLC ADR 14365C103 1176 27876 SH DFND 01 02 03 0 27876 0 CBL & ASSOC PPTYS INC COM 124830100 968 750000 SH DFND 01 02 03 0 750000 0 CDK GLOBAL INC COM 12508E101 2332 48500 SH DFND 01 02 03 0 48500 0 CDK GLOBAL INC COM 12508E101 2645 55000 SH Call DFND 01 02 03 0 55000 0 CELGENE CORP COM 151020104 1539 15500 SH DFND 01 02 03 0 15500 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 12559 452944 SH DFND 01 02 03 0 452944 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2108 3500000 PRN DFND 01 02 03 0 0 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 6474 6150000 PRN DFND 01 02 03 0 0 0 CITRIX SYS INC COM 177376100 2461 25500 SH DFND 01 02 03 0 25500 0 CITRIX SYS INC COM 177376100 2413 25000 SH Call DFND 01 02 03 0 25000 0 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 2258 895714 SH DFND 01 02 03 0 895714 0 CLEARWAY ENERGY INC CL A 18539C105 7142 411919 SH DFND 01 02 03 0 411919 0 CME GROUP INC COM 12572Q105 7548 35716 SH DFND 01 02 03 0 35716 0 COLFAX CORP UNIT 01/15/2022T 194014205 9780 75000 SH DFND 01 02 03 0 75000 0 CONCHO RES INC COM 20605P101 1087 16000 SH DFND 01 02 03 0 16000 0 CONTINENTAL RESOURCES INC COM 212015101 4043 131300 SH DFND 01 02 03 0 131300 0 CONTURA ENERGY INC COM 21241B100 560 20000 SH DFND 01 02 03 0 20000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3555 3623000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 7426 7312000 PRN DFND 01 02 03 0 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 2918 125000 SH Put DFND 01 02 03 0 125000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 27463 15654000 PRN DFND 01 02 03 0 0 0 DELL TECHNOLOGIES INC CL C 24703L202 3049 58790 SH DFND 01 02 03 0 58790 0 DISCOVERY INC COM SER A 25470F104 26631 1000000 SH Put DFND 01 02 03 0 1000000 0 DISCOVERY INC COM SER C 25470F302 135838 5517397 SH DFND 01 02 03 0 5517397 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 3697 4000000 PRN DFND 01 02 03 0 0 0 ENERGY FUELS INC COM NEW 292671708 853 441997 SH DFND 01 02 03 0 441997 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1670 500000 SH DFND 01 02 03 0 500000 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 13332 14000000 PRN DFND 01 02 03 0 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 810 89140 SH DFND 01 02 03 0 89140 0 FOX CORP CL A COM 35137L105 25472 807718 SH DFND 01 02 03 0 807718 0 GENESEE & WYO INC CL A 371559105 1492 13500 SH DFND 01 02 03 0 13500 0 GLOBUS MED INC CL A 379577208 1559 30500 SH DFND 01 02 03 0 30500 0 GLOBUS MED INC CL A 379577208 3578 70000 SH Call DFND 01 02 03 0 70000 0 HEICO CORP NEW CL A 422806208 18477 189878 SH DFND 01 02 03 0 189878 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 653 19800 SH DFND 01 02 03 0 19800 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 83791 50000000 PRN DFND 01 02 03 0 0 0 HUNTSMAN CORP COM 447011107 1524 65500 SH DFND 01 02 03 0 65500 0 HUNTSMAN CORP COM 447011107 3489 150000 SH Call DFND 01 02 03 0 150000 0 IDEXX LABS INC COM 45168D104 5401 19863 SH DFND 01 02 03 0 19863 0 IHEARTMEDIA INC COM CL A 45174J509 3011 200734 SH DFND 01 02 03 0 200734 0 ILLUMINA INC NOTE 8/1 452327AK5 43327 39100000 PRN DFND 01 02 03 0 0 0 INSULET CORP NOTE 1.375%11/1 45784PAH4 23996 13000000 PRN DFND 01 02 03 0 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6067 7000000 PRN DFND 01 02 03 0 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 20024 20000000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX INV CP ETF 464287242 344083 2699110 SH DFND 01 02 03 0 2699110 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 28628 20000000 PRN DFND 01 02 03 0 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 19300 20000000 PRN DFND 01 02 03 0 0 0 L BRANDS INC COM 501797104 588 30000 SH DFND 01 02 03 0 30000 0 LAUDER ESTEE COS INC CL A 518439104 4572 22979 SH DFND 01 02 03 0 22979 0 LENNAR CORP CL B 526057302 4563 102809 SH DFND 01 02 03 0 102809 0 LIBERTY BROADBAND CORP COM SER A 530307107 4608 44093 SH DFND 01 02 03 0 44093 0 LIBERTY BROADBAND CORP COM SER C 530307305 3851 36787 SH DFND 01 02 03 0 36787 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 39651 953842 SH DFND 01 02 03 0 953842 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7453 177628 SH DFND 01 02 03 0 177628 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 23037 581885 SH DFND 01 02 03 0 581885 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 19977 16638000 PRN DFND 01 02 03 0 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 8366 957256 SH DFND 01 02 03 0 957256 0 LIVE NATION ENTERTAINMENT IN COM 538034109 5148 77602 SH DFND 01 02 03 0 77602 0 LOGMEIN INC COM 54142L109 1809 25500 SH DFND 01 02 03 0 25500 0 LOGMEIN INC COM 54142L109 3548 50000 SH Call DFND 01 02 03 0 50000 0 MAG SILVER CORP COM 55903Q104 371 35000 SH DFND 01 02 03 0 35000 0 MASTERCARD INC CL A 57636Q104 7224 26600 SH DFND 01 02 03 0 26600 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 3671 33500 SH DFND 01 02 03 0 33500 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 13699 125000 SH Call DFND 01 02 03 0 125000 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 2740 25000 SH Put DFND 01 02 03 0 25000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 20740 16060000 PRN DFND 01 02 03 0 0 0 MOODYS CORP COM 615369105 4489 21917 SH DFND 01 02 03 0 21917 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6272 400000 SH DFND 01 02 03 0 400000 0 NEWS CORP NEW CL B 65249B208 2690 188112 SH DFND 01 02 03 0 188112 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 10042 200000 PRN DFND 01 02 03 0 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 26833 15000000 PRN DFND 01 02 03 0 0 0 NIKE INC CL B 654106103 5357 57033 SH DFND 01 02 03 0 57033 0 NOMAD FOODS LTD USD ORD SHS G6564A105 17971 876644 SH DFND 01 02 03 0 876644 0 NUTANIX INC NOTE 1/1 67059NAB4 18725 20000000 PRN DFND 01 02 03 0 0 0 OCCIDENTAL PETE CORP COM 674599105 1112 25000 SH Call DFND 01 02 03 0 25000 0 OCWEN FINL CORP COM NEW 675746309 3332 1772226 SH DFND 01 02 03 0 1772226 0 OI S A SPONSORED ADR NE 670851500 1213 1102721 SH DFND 01 02 03 0 1102721 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 37825 32000000 PRN DFND 01 02 03 0 0 0 PALO ALTO NETWORKS INC COM 697435105 4198 20600 SH DFND 01 02 03 0 20600 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 16213 15350000 PRN DFND 01 02 03 0 0 0 PLATINUM GROUP METALS LTD COM 72765Q882 1002 681715 SH DFND 01 02 03 0 681715 0 PRETIUM RES INC COM 74139C102 1772 154000 SH DFND 01 02 03 0 154000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 44918 30000000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38452 33200000 PRN DFND 01 02 03 0 0 0 PROOFPOINT INC COM 743424103 2562 19852 SH DFND 01 02 03 0 19852 0 QIAGEN NV DEBT 1.000%11/1 N72482AT4 13714 13200000 PRN DFND 01 02 03 0 0 0 ROLLINS INC COM 775711104 6950 204006 SH DFND 01 02 03 0 204006 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 23675 23500000 PRN DFND 01 02 03 0 0 0 RYANAIR HLDGS PLC SPONSORED ADS 783513203 2148 32656 SH DFND 01 02 03 0 32656 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 1976 105700 SH DFND 01 02 03 0 105700 0 SERVICENOW INC NOTE 6/0 81762PAC6 91260 47500000 PRN DFND 01 02 03 0 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 22868 17500000 PRN DFND 01 02 03 0 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 14777 13750000 PRN DFND 01 02 03 0 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4779 4350000 PRN DFND 01 02 03 0 0 0 SPRINT CORPORATION COM 85207U105 463 75000 SH Put DFND 01 02 03 0 75000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 20127 18050000 PRN DFND 01 02 03 0 0 0 SSR MNG INC COM 784730103 2751 189400 SH DFND 01 02 03 0 189400 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7398 159169 SH DFND 01 02 03 0 159169 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 955 55500 SH DFND 01 02 03 0 55500 0 TALLGRASS ENERGY LP CLASS A SHS 874696107 1007 50000 SH DFND 01 02 03 0 50000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 9455 6350000 PRN DFND 01 02 03 0 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 29505 15500000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 14698 15000000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 2515 2450000 PRN DFND 01 02 03 0 0 0 TEXTRON INC COM 883203101 4651 95000 SH Call DFND 01 02 03 0 95000 0 TEXTRON INC COM 883203101 1248 25500 SH DFND 01 02 03 0 25500 0 UNDER ARMOUR INC CL C 904311206 18627 1027412 SH DFND 01 02 03 0 1027412 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 4236 2026844 SH DFND 01 02 03 0 2026844 0 UNITEDHEALTH GROUP INC COM 91324P102 5212 23985 SH DFND 01 02 03 0 23985 0 UR ENERGY INC COM 91688R108 3204 5277697 SH DFND 01 02 03 0 5277697 0 URANIUM ENERGY CORP COM 916896103 745 764341 SH DFND 01 02 03 0 764341 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3339 125000 SH DFND 01 02 03 0 125000 0 VIACOM INC NEW CL B 92553P201 7732 321800 SH DFND 01 02 03 0 321800 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28294 23000000 PRN DFND 01 02 03 0 0 0 WABCO HLDGS INC COM 92927K102 6086 45500 SH DFND 01 02 03 0 45500 0 WELLS FARGO CO NEW COM 949746101 37830 750000 SH DFND 01 02 03 0 750000 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 15729 16300000 PRN DFND 01 02 03 0 0 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 946 38000 SH DFND 01 02 03 0 38000 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 8650 8749000 PRN DFND 01 02 03 0 0 0 WIX COM LTD SHS M98068105 4059 34774 SH DFND 01 02 03 0 34774 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 78637 60000000 PRN DFND 01 02 03 0 0 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 11804 10000000 PRN DFND 01 02 03 0 0 0 XYLEM INC COM 98419M100 6237 78336 SH DFND 01 02 03 0 78336 0 ZAYO GROUP HLDGS INC COM 98919V105 5102 150500 SH DFND 01 02 03 0 150500 0