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 |
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 |