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
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
WILLIS TOWERS WATSON PLC LTDSHSG9662910324,224105,838SH DFND1,20105,8380
LIBERTY GLOBAL PLCSHS CL AG5480U10427,4351,069,142SH DFND1,201,069,1420
GOLDEN OCEAN GROUP LTDSHS NEWG396372051,229183,262SH DFND1,20183,2620
ACCENTURE PLC IRELANDSHS CLASS AG1151C10110,63938,512SH DFND1,2038,5120
EURONAV NVSHSB3856410851256,000SH DFND1,2056,0000
ZYNGA INCNOTE 0.250% 6/098986TAB416,49512,000,000PRN DFND1,2000
ZILLOW GROUP INCNOTE 2.750% 5/198954MAH4416200,000PRN DFND1,2000
ZILLOW GROUP INCCL C CAP STK98954M2006,09747,025SH DFND1,2047,0250
ZENDESK INCNOTE 0.250% 3/198936JAB710,8715,099,000PRN DFND1,2000
XYLEM INCCOM98419M1006,71363,818SH DFND1,2063,8180
XILINX INCCOM98391910114,447116,606SH DFND1,20116,6060
WORKDAY INCNOTE 0.250%10/098138HAF843,53425,200,000PRN DFND1,2000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP07,9227,700,000PRN DFND1,2000
WELLPOINT INCNOTE 2.750%10/194973VBG15,5371,100,000PRN DFND1,2000
WAYFAIR INCNOTE 1.000% 8/194419LAF826,82712,050,000PRN DFND1,2000
WIX COM LTDNOTE 7/092940WAB5302150,000PRN DFND1,2000
VISA INCCOM CL A92826C8392,41911,425SH DFND1,2011,4250
VIACOMCBS INCCL A92556H1076,013127,464SH DFND1,20127,4640
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB121,03316,000,000PRN DFND1,2000
URANIUM ENERGY CORPCOM9168961032,186764,341SH DFND1,20764,3410
UR-ENERGY INCCOM91688R1085,8165,277,697SH DFND1,205,277,6970
UNITEDHEALTH GROUP INCCOM91324P1028,09421,753SH DFND1,2021,7530
UNDER ARMOUR INCCL C90431120646,4842,518,158SH DFND1,202,518,1580
TRAVEL PLUS LEISURE COCOM8941641022,20236,000SH DFND1,2036,0000
TERADYNE INCNOTE 1.250%12/1880770AG731,3878,151,000PRN DFND1,2000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD8661424091,33656,653SH DFND1,2056,6530
STRYKER CORPORATIONCOM86366710110,53443,245SH DFND1,2043,2450
STORE CAP CORPCOM8621211004,070121,500SH DFND1,20121,5000
SQUARE INCNOTE 0.500% 5/1852234AD516,2125,550,000PRN DFND1,2000
SPLUNK INCNOTE 1.125% 9/1848637AD67,9946,750,000PRN DFND1,2000
SPLUNK INCNOTE 0.500% 9/1848637AC812,93911,250,000PRN DFND1,2000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG228,58516,550,000PRN DFND1,2000
SNAP INCNOTE 0.750% 8/083304AAB23,6581,550,000PRN DFND1,2000
SLACK TECHNOLOGIES INCCOM CL A83088V10223,455577,287SH DFND1,20577,2870
SIMON PPTY GROUP INC NEWCOM82880610921,673190,500SH DFND1,20190,5000
SHOPIFY INCNOTE 0.125%11/082509LAA51,1431,000,000PRN DFND1,2000
SEA LTDNOTE 1.000%12/081141RAD24,005900,000PRN DFND1,2000
RYANAIR HOLDINGS PLCSPONSORED ADS7835132033,75432,878SH DFND1,2032,8780
ROYAL DUTCH SHELL PLCSPON ADR B7802591072,09456,404SH DFND1,2056,4040
ROLLINS INCCOM7757111041,23135,774SH DFND1,2035,7740
REALPAGE INCNOTE 1.500%11/175606NAB520,99410,036,000PRN DFND1,2000
PURE STORAGE INCNOTE 0.125% 4/174624MAB83,9693,600,000PRN DFND1,2000
PROOFPOINT INCNOTE 0.250% 8/1743424AF04,7444,450,000PRN DFND1,2000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX436,77031,250,000PRN DFND1,2000
PRETIUM RES INCCOM74139C1021,109106,926SH DFND1,20106,9260
PLATINUM GROUP METALS LTDCOM72765Q8823,371883,365SH DFND1,20883,3650
PINDUODUO INCNOTE 12/0722304AC613,95613,244,000PRN DFND1,2000
PEBBLEBROOK HOTEL TRNOTE 1.750%12/170509VAA81,4161,200,000PRN DFND1,2000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD717,94413,550,000PRN DFND1,2000
OTIS WORLDWIDE CORPCOM68902V10713,861202,492SH DFND1,20202,4920
OCWEN FINL CORPCOM NEW6757466064,265150,000SH DFND1,20150,0000
NUANCE COMMUNICATIONS INCDEBT 1.500%11/067020YAG5319150,000PRN DFND1,2000
NIKE INCCL B6541061038,40063,204SH DFND1,2063,2040
NEWS CORP NEWCL B65249B20824,7731,055,985SH DFND1,201,055,9850
NEOGENOMICS INCNOTE 0.250% 1/164049MAB61,3511,300,000PRN DFND1,2000
MOODYS CORPCOM6153691056,84322,916SH DFND1,2022,9160
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF130,35013,350,000PRN DFND1,2000
MAXIM INTEGRATED PRODS INCCOM57772K10115,876173,751SH DFND1,20173,7510
MASTERCARD INCORPORATEDCL A57636Q10412,00033,703SH DFND1,2033,7030
MARRIOTT VACTINS WORLDWID CONOTE 1.500% 9/157164YAB313,18710,090,000PRN DFND1,2000
MAG SILVER CORPCOM55903Q1041,18679,000SH DFND1,2079,0000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB523,28114,510,000PRN DFND1,2000
LOWES COS INCCOM5486611076,41933,749SH DFND1,2033,7490
LIONS GATE ENTMNT CORPCL B NON VTG5359195009,346724,536SH DFND1,20724,5360
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF9890700,000PRN DFND1,2000
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB83,7872,950,000PRN DFND1,2000
LIBERTY MEDIA CORP DELCOM SER A FRMLA53122987014,400376,782SH DFND1,20376,7820
LIBERTY MEDIA CORP DELCOM C SIRIUSXM53122960718,162411,755SH DFND1,20411,7550
LIBERTY BROADBAND CORPCOM SER C53030730510,41569,357SH DFND1,2069,3570
LAUDER ESTEE COS INCCL A5184391047,14024,549SH DFND1,2024,5490
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ32,0462,000,000PRN DFND1,2000
ISHARES TRIBOXX HI YD ETF4642885133,48740,000SH DFND1,2040,0000
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM116,85615,050,000PRN DFND1,2000
ILLUMINA INCNOTE 8/1452327AK529,19524,650,000PRN DFND1,2000
ILLUMINA INCNOTE 0.500% 6/1452327AH2378250,000PRN DFND1,2000
IDEXX LABS INCCOM45168D1041,2432,540SH DFND1,202,5400
HILTON GRAND VACATIONS INCCOM43283X1051,85649,500SH DFND1,2049,5000
HEICO CORP NEWCOM4228061098,57668,173SH DFND1,2068,1730
HAWAIIAN HOLDINGS INCCOM4198791011,08040,500SH DFND1,2040,5000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA81,2401,100,000PRN DFND1,2000
GRUBHUB INCCOM4001101028,511139,441SH DFND1,20139,4410
GRIFOLS S ASP ADR REP B NVT3984384084,584271,230SH DFND1,20271,2300
GRACO INCCOM3841091048,396117,240SH DFND1,20117,2400
GOLDEN STAR RES LTD CDACOM38119T8071,649559,300SH DFND1,20559,3000
GW PHARMACEUTICALS PLCADS36197T1034,69121,629SH DFND1,2021,6290
FOX CORPCL B COM35137L20448,6601,393,063SH DFND1,201,393,0630
FOUR CORNERS PPTY TR INCCOM35086T10979529,025SH DFND1,2029,0250
FORTIVE CORPNOTE 0.875% 2/134959JAK448,19547,200,000PRN DFND1,2000
FIRST MAJESTIC SILVER CORPCOM32076V10348531,140SH DFND1,2031,1400
FLIR SYS INCCOM30244510112,815226,926SH DFND1,20226,9260
EXPEDIA GROUP INCCOM NEW30212P3031,2057,000SH DFND1,207,0000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB1684500,000PRN DFND1,2000
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL338,22433,500,000PRN DFND1,2000
ENERGY FUELS INCCOM NEW2926717082,511441,997SH DFND1,20441,9970
ECOLAB INCCOM2788651008,13638,006SH DFND1,2038,0060
DOCUSIGN INCNOTE 0.500% 9/1256163AB2567200,000PRN DFND1,2000
DISCOVERY INCCOM SER C25470F30258,2391,578,735SH DFND1,201,578,7350
DARDEN RESTAURANTS INCCOM2371941057,12850,200SH DFND1,2050,2000
CYBERARK SOFTWARE LTDNOTE 11/123248VAB11,2361,150,000PRN DFND1,2000
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC014,4698,500,000PRN DFND1,2000
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610212,505160,074SH DFND1,20160,0740
CLEARWAY ENERGY INCCL A18539C1058,053303,794SH DFND1,20303,7940
CITIGROUP INCCOM NEW17296742434,218470,358SH DFND1,20470,3580
CENTRAL GARDEN & PET COCL A NON-VTG15352720511,007212,127SH DFND1,20212,1270
CME GROUP INCCOM12572Q10512,92663,294SH DFND1,2063,2940
BOOKING HOLDINGS INCCOM09857L10812,6635,435SH DFND1,205,4350
BHP GROUP LTDSPONSORED ADS08860610844,630642,676SH DFND1,20642,6760
BHP GROUP PLCSPONSORED ADR05545E20910,378178,542SH DFND1,20178,5420
ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164BJ412,05610,000,000PRN DFND1,2000
ARCH RESOURCES INCCL A03940R1071,30231,300SH DFND1,2031,3000
ANSYS INCCOM03662Q1059,43227,777SH DFND1,2027,7770
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF958,98934,000,000PRN DFND1,2000
AMBAC FINL GROUP INCCOM NEW02313988416,7401,000,000SH DFND1,201,000,0000
ALPHABET INCCAP STK CL A02079K30511,2435,451SH DFND1,205,4510
ALPHA METALLURGICAL RESOUR ICOM02076410625320,000SH DFND1,2020,0000
ALLSCRIPTS HEALTHCARE SOLUTNNOTE 0.875% 1/001988PAF517,26113,000,000PRN DFND1,2000
ALEXION PHARMACEUTICALS INCCOM01535110923,200151,725SH DFND1,20151,7250
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL51,6341,500,000PRN DFND1,2000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ054,07444,600,000PRN DFND1,2000
ADOBE SYSTEMS INCORPORATEDCOM00724F1018,46517,809SH DFND1,2017,8090
ABBOTT LABSCOM00282410011,38494,993SH DFND1,2094,9930
ARK ETF TRINNOVATION ETF00214Q10490,323753,000SHPutDFND1,20753,0000