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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

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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
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 4,366 3,992,000 PRN   DFND 1,2,3 0 3,992,000 0
AURORA CANNABIS INC COM 05156X108 258 20,808 SH   DFND 1,2, 3 0 20,808 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2,291 4,550,000 PRN   DFND 1,2,3 0 4,550,000 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 34,465 2,150,000 SH   DFND   0 2,150,000 0
BHP GROUP LTD SPON ADS 088606108 5,207 104,700 SH   DFND 1,2,3 0 104,700 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 1,708 1,000,000 PRN   DFND 1,2,3 0 1,000,000 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,929 117,500 SH   DFND 1, 2, 3 0 117,500 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9,351 14,447,000 PRN   DFND 1, 2, 3 0 14,447,000 0
COLFAX CORP UNIT 01/15/2022T 194014205 6,104 50,000 PRN   DFND 1, 2, 3 0 50,000 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 456 500,000 PRN   DFND 1,2,3 0 500,000 0
CORECIVIC INC COM 21871N101 889 95,000 SH Put DFND 1,2,3 0 95,000 0
CORECIVIC INC COM 21871N101 515 55,000 SH   DFND 1,2,3 0 55,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 4,535 2,500,000 PRN   DFND 1,2,3 0 2,500,000 0
DHT HOLDINGS INC NOTE 4.500% 8/1 23335SAD8 29,280 27,000,000 PRN   DFND 1,2,3 0 27,000,000 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 21,924 9,000,000 PRN   DFND 1,2,3 0 9,000,000 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 1,167 172,100 SH   DFND 1, 2, 3 0 172,100 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 759 882,467 SH   DFND 1,2,3 0 882,467 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 7,588 1,500,000 PRN   DFND 1,2,3 0 1,500,000 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 2,127 2,000,000 PRN   DFND 1,2,3 0 2,000,000 0
INSULET CORP NOTE 1.375% 11/1 45784PAH4 10,657 5,000,000 PRN   DFND 1, 2, 3 0 5,000,000 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 3,783 8,550,000 PRN   DFND 1,2,3 0 8,550,000 0
INVACARE CORP COM 461203101 31 4,900 SH   DFND 1,2,3 0 4,900 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 3,976 4,000,000 PRN   DFND 1,2,3 0 4,000,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 27,343 25,000,000 PRN   DFND 1,2,3 0 25,000,000 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 7,387 14,500,000 PRN   DFND 1,2,3 0 14,500,000 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 36,996 48,163,000 PRN   DFND 1,2,3 0 48,163,000 0
LYFT INC CL A COM 55087P104 24,758 750,000 SH   DFND   0 750,000 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.00% 3/0 55932XAB0 5,492 4,000,000 PRN   DFND 1,2,3 0 4,000,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 63,508 28,340,000 PRN   DFND 1,2,3 0 28,340,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 34,701 15,081,000 PRN   DFND 1,2,3 0 15,081,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 16,430 1,000,000 SH   DFND 1,2,3 0 1,000,000 0
PRECIGEN INC COM 74017N105 93 18,634 SH   DFND 1,2,3 0 18,634 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 541 500,000 PRN   DFND 1,2,3 0 500,000 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 16,151 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 44,031 18,525,000 PRN   DFND 1,2,3 0 18,525,000 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 8,163 455,254 SH   DFND 1,2,3 0 455,254 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 3,557 198,408 SH   DFND 1,2 0 198,408 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 67,264 25,000,000 PRN   DFND 1,2,3 0 25,000,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 158,124 45,000,000 PRN   DFND 1,2,3 0 45,000,000 0
TRULIA INC NOTE 2.750%12/1 897888AB9 6,745 2,806,000 PRN   DFND 1,2,3 0 2,806,000 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 1,594 32,146 SH   DFND 1,2,3 0 32,146 0
WORLD WRESTLING ENTMT INC NOTE 3.375% 12/1 98156QAB4 39,249 21,000,000 PRN   DFND 1,2,3 0 21,000,000 0
WRIGHT MED GROUP N V NOTE 2.250% 11/1 98236JAB4 35,477 25,000,000 PRN   DFND 1,2,3 0 25,000,000 0