The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
WILLIS TOWERS WATSON PLC LTD SHS G96629103 24,224 105,838 SH   DFND 1,2 0 105,838 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 27,435 1,069,142 SH   DFND 1,2 0 1,069,142 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 1,229 183,262 SH   DFND 1,2 0 183,262 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,639 38,512 SH   DFND 1,2 0 38,512 0
EURONAV NV SHS B38564108 512 56,000 SH   DFND 1,2 0 56,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 16,495 12,000,000 PRN   DFND 1,2 0 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 416 200,000 PRN   DFND 1,2 0 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 6,097 47,025 SH   DFND 1,2 0 47,025 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 10,871 5,099,000 PRN   DFND 1,2 0 0 0
XYLEM INC COM 98419M100 6,713 63,818 SH   DFND 1,2 0 63,818 0
XILINX INC COM 983919101 14,447 116,606 SH   DFND 1,2 0 116,606 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 43,534 25,200,000 PRN   DFND 1,2 0 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 7,922 7,700,000 PRN   DFND 1,2 0 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,537 1,100,000 PRN   DFND 1,2 0 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 26,827 12,050,000 PRN   DFND 1,2 0 0 0
WIX COM LTD NOTE 7/0 92940WAB5 302 150,000 PRN   DFND 1,2 0 0 0
VISA INC COM CL A 92826C839 2,419 11,425 SH   DFND 1,2 0 11,425 0
VIACOMCBS INC CL A 92556H107 6,013 127,464 SH   DFND 1,2 0 127,464 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 21,033 16,000,000 PRN   DFND 1,2 0 0 0
URANIUM ENERGY CORP COM 916896103 2,186 764,341 SH   DFND 1,2 0 764,341 0
UR-ENERGY INC COM 91688R108 5,816 5,277,697 SH   DFND 1,2 0 5,277,697 0
UNITEDHEALTH GROUP INC COM 91324P102 8,094 21,753 SH   DFND 1,2 0 21,753 0
UNDER ARMOUR INC CL C 904311206 46,484 2,518,158 SH   DFND 1,2 0 2,518,158 0
TRAVEL PLUS LEISURE CO COM 894164102 2,202 36,000 SH   DFND 1,2 0 36,000 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 31,387 8,151,000 PRN   DFND 1,2 0 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 1,336 56,653 SH   DFND 1,2 0 56,653 0
STRYKER CORPORATION COM 863667101 10,534 43,245 SH   DFND 1,2 0 43,245 0
STORE CAP CORP COM 862121100 4,070 121,500 SH   DFND 1,2 0 121,500 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 16,212 5,550,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 7,994 6,750,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 12,939 11,250,000 PRN   DFND 1,2 0 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 28,585 16,550,000 PRN   DFND 1,2 0 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 3,658 1,550,000 PRN   DFND 1,2 0 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 23,455 577,287 SH   DFND 1,2 0 577,287 0
SIMON PPTY GROUP INC NEW COM 828806109 21,673 190,500 SH   DFND 1,2 0 190,500 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,143 1,000,000 PRN   DFND 1,2 0 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 4,005 900,000 PRN   DFND 1,2 0 0 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 3,754 32,878 SH   DFND 1,2 0 32,878 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2,094 56,404 SH   DFND 1,2 0 56,404 0
ROLLINS INC COM 775711104 1,231 35,774 SH   DFND 1,2 0 35,774 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 20,994 10,036,000 PRN   DFND 1,2 0 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 3,969 3,600,000 PRN   DFND 1,2 0 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 4,744 4,450,000 PRN   DFND 1,2 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 36,770 31,250,000 PRN   DFND 1,2 0 0 0
PRETIUM RES INC COM 74139C102 1,109 106,926 SH   DFND 1,2 0 106,926 0
PLATINUM GROUP METALS LTD COM 72765Q882 3,371 883,365 SH   DFND 1,2 0 883,365 0
PINDUODUO INC NOTE 12/0 722304AC6 13,956 13,244,000 PRN   DFND 1,2 0 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,416 1,200,000 PRN   DFND 1,2 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 17,944 13,550,000 PRN   DFND 1,2 0 0 0
OTIS WORLDWIDE CORP COM 68902V107 13,861 202,492 SH   DFND 1,2 0 202,492 0
OCWEN FINL CORP COM NEW 675746606 4,265 150,000 SH   DFND 1,2 0 150,000 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 319 150,000 PRN   DFND 1,2 0 0 0
NIKE INC CL B 654106103 8,400 63,204 SH   DFND 1,2 0 63,204 0
NEWS CORP NEW CL B 65249B208 24,773 1,055,985 SH   DFND 1,2 0 1,055,985 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 1,351 1,300,000 PRN   DFND 1,2 0 0 0
MOODYS CORP COM 615369105 6,843 22,916 SH   DFND 1,2 0 22,916 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 30,350 13,350,000 PRN   DFND 1,2 0 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 15,876 173,751 SH   DFND 1,2 0 173,751 0
MASTERCARD INCORPORATED CL A 57636Q104 12,000 33,703 SH   DFND 1,2 0 33,703 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 13,187 10,090,000 PRN   DFND 1,2 0 0 0
MAG SILVER CORP COM 55903Q104 1,186 79,000 SH   DFND 1,2 0 79,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 23,281 14,510,000 PRN   DFND 1,2 0 0 0
LOWES COS INC COM 548661107 6,419 33,749 SH   DFND 1,2 0 33,749 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 9,346 724,536 SH   DFND 1,2 0 724,536 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 890 700,000 PRN   DFND 1,2 0 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 3,787 2,950,000 PRN   DFND 1,2 0 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 14,400 376,782 SH   DFND 1,2 0 376,782 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 18,162 411,755 SH   DFND 1,2 0 411,755 0
LIBERTY BROADBAND CORP COM SER C 530307305 10,415 69,357 SH   DFND 1,2 0 69,357 0
LAUDER ESTEE COS INC CL A 518439104 7,140 24,549 SH   DFND 1,2 0 24,549 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,046 2,000,000 PRN   DFND 1,2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,487 40,000 SH   DFND 1,2 0 40,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 16,856 15,050,000 PRN   DFND 1,2 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 29,195 24,650,000 PRN   DFND 1,2 0 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 378 250,000 PRN   DFND 1,2 0 0 0
IDEXX LABS INC COM 45168D104 1,243 2,540 SH   DFND 1,2 0 2,540 0
HILTON GRAND VACATIONS INC COM 43283X105 1,856 49,500 SH   DFND 1,2 0 49,500 0
HEICO CORP NEW COM 422806109 8,576 68,173 SH   DFND 1,2 0 68,173 0
HAWAIIAN HOLDINGS INC COM 419879101 1,080 40,500 SH   DFND 1,2 0 40,500 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,240 1,100,000 PRN   DFND 1,2 0 0 0
GRUBHUB INC COM 400110102 8,511 139,441 SH   DFND 1,2 0 139,441 0
GRIFOLS S A SP ADR REP B NVT 398438408 4,584 271,230 SH   DFND 1,2 0 271,230 0
GRACO INC COM 384109104 8,396 117,240 SH   DFND 1,2 0 117,240 0
GOLDEN STAR RES LTD CDA COM 38119T807 1,649 559,300 SH   DFND 1,2 0 559,300 0
GW PHARMACEUTICALS PLC ADS 36197T103 4,691 21,629 SH   DFND 1,2 0 21,629 0
FOX CORP CL B COM 35137L204 48,660 1,393,063 SH   DFND 1,2 0 1,393,063 0
FOUR CORNERS PPTY TR INC COM 35086T109 795 29,025 SH   DFND 1,2 0 29,025 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 48,195 47,200,000 PRN   DFND 1,2 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 485 31,140 SH   DFND 1,2 0 31,140 0
FLIR SYS INC COM 302445101 12,815 226,926 SH   DFND 1,2 0 226,926 0
EXPEDIA GROUP INC COM NEW 30212P303 1,205 7,000 SH   DFND 1,2 0 7,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 684 500,000 PRN   DFND 1,2 0 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 38,224 33,500,000 PRN   DFND 1,2 0 0 0
ENERGY FUELS INC COM NEW 292671708 2,511 441,997 SH   DFND 1,2 0 441,997 0
ECOLAB INC COM 278865100 8,136 38,006 SH   DFND 1,2 0 38,006 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 567 200,000 PRN   DFND 1,2 0 0 0
DISCOVERY INC COM SER C 25470F302 58,239 1,578,735 SH   DFND 1,2 0 1,578,735 0
DARDEN RESTAURANTS INC COM 237194105 7,128 50,200 SH   DFND 1,2 0 50,200 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1,236 1,150,000 PRN   DFND 1,2 0 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 14,469 8,500,000 PRN   DFND 1,2 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,505 160,074 SH   DFND 1,2 0 160,074 0
CLEARWAY ENERGY INC CL A 18539C105 8,053 303,794 SH   DFND 1,2 0 303,794 0
CITIGROUP INC COM NEW 172967424 34,218 470,358 SH   DFND 1,2 0 470,358 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 11,007 212,127 SH   DFND 1,2 0 212,127 0
CME GROUP INC COM 12572Q105 12,926 63,294 SH   DFND 1,2 0 63,294 0
BOOKING HOLDINGS INC COM 09857L108 12,663 5,435 SH   DFND 1,2 0 5,435 0
BHP GROUP LTD SPONSORED ADS 088606108 44,630 642,676 SH   DFND 1,2 0 642,676 0
BHP GROUP PLC SPONSORED ADR 05545E209 10,378 178,542 SH   DFND 1,2 0 178,542 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 12,056 10,000,000 PRN   DFND 1,2 0 0 0
ARCH RESOURCES INC CL A 03940R107 1,302 31,300 SH   DFND 1,2 0 31,300 0
ANSYS INC COM 03662Q105 9,432 27,777 SH   DFND 1,2 0 27,777 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 58,989 34,000,000 PRN   DFND 1,2 0 0 0
AMBAC FINL GROUP INC COM NEW 023139884 16,740 1,000,000 SH   DFND 1,2 0 1,000,000 0
ALPHABET INC CAP STK CL A 02079K305 11,243 5,451 SH   DFND 1,2 0 5,451 0
ALPHA METALLURGICAL RESOUR I COM 020764106 253 20,000 SH   DFND 1,2 0 20,000 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 0.875% 1/0 01988PAF5 17,261 13,000,000 PRN   DFND 1,2 0 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 23,200 151,725 SH   DFND 1,2 0 151,725 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1,634 1,500,000 PRN   DFND 1,2 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 54,074 44,600,000 PRN   DFND 1,2 0 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 8,465 17,809 SH   DFND 1,2 0 17,809 0
ABBOTT LABS COM 002824100 11,384 94,993 SH   DFND 1,2 0 94,993 0
ARK ETF TR INNOVATION ETF 00214Q104 90,323 753,000 SH Put DFND 1,2 0 753,000 0