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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
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
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 12,355 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 24,522 17,500,000 PRN   DFND 1,2,3 0 17,500,000 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 647 500,000 PRN   DFND 1,2, 3 0 500,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 3,531 4,550,000 PRN   DFND 1,2,3 0 4,550,000 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 19,221 2,150,000 SH   DFND   0 2,150,000 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 200,000 SH   DFND 1,2,3 0 200,000 0
CANOPY GROWTH CORP COM 138035100 2,001 81,300 PRN   DFND 1,2,3 0 81,300 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 5,590 7,000,000 PRN   DFND 1, 2, 3 0 7,000,000 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 64,400 32,867,000 PRN   DFND 1,2,3 0 32,867,000 0
COLFAX CORP UNIT 01/15/2022T 194014205 8,011 50,000 PRN   DFND 1, 2, 3 0 50,000 0
CORECIVIC INC COM 21871N101 1,749 267,000 SH   DFND 1,2,3 0 267,000 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 6,879 9,500,000 PRN   DFND 1,2,3 0 9,500,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 10,910 5,000,000 PRN   DFND 1,2,3 0 5,000,000 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 106,967 34,337,000 PRN   DFND 1,2,3 0 34,337,000 0
FORTUNA SILVER MINES INC SDCV 4.650%10/3 349915AA6 9,182 5,150,000 PRN   DFND 1,2,3 0 5,150,000 0
FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 13,695 750,000 SH   DFND   0 750,000 0
GEO GROUP INC NEW COM 36162J106 886 100,000 SH Put DFND 1,2,3 0 100,000 0
GEO GROUP INC NEW COM 36162J106 230 26,000 SH Call DFND 1,2,3 0 26,000 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 1,690 172,100 SH   DFND 1, 2, 3 0 172,100 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,403 882,467 SH   DFND 1,2,3 0 882,467 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 2,763 2,000,000 PRN   DFND 1,2,3 0 2,000,000 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 3,818 3,000,000 PRN   DFND 1,2,3 0 3,000,000 0
INSULET CORP NOTE 1.375% 11/1 45784PAH4 13,711 5,000,000 PRN   DFND 1, 2, 3 0 5,000,000 0
INTEGRA RES CORP COM NEW 45826T301 1,768 450,055 SH   DFND 1,2,3 0 450,055 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 7,353 8,550,000 PRN   DFND 1,2,3 0 8,550,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9,904 9,055,000 PRN   DFND 1,2,3 0 9,055,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 45,401 31,000,000 PRN   DFND 1,2,3 0 31,000,000 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 4,410 5,250,000 PRN   DFND 1,2,3 0 5,250,000 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 44,666 48,163,000 PRN   DFND 1,2,3 0 48,163,000 0
LYFT INC CL A COM 55087P104 9,826 200,000 SH   DFND   0 200,000 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.00% 3/0 55932XAB0 6,747 4,000,000 PRN   DFND 1,2,3 0 4,000,000 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 38,101 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 67,995 20,000,000 PRN   DFND 1,2,3 0 20,000,000 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 23,286 12,500,000 PRN   DFND 1,2,3 0 12,500,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 3,732 2,500,000 PRN   DFND 1,2,3 0 2,500,000 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 20,887 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 88,851 13,525,000 PRN   DFND 1,2,3 0 13,525,000 0
SNAP NOTE 0.750% 8/0 83304AAB2 68,194 30,000,000 PRN   DFND 1,2,3 0 30,000,000 0
SNOWFLAKE INC CL A 833445109 23 80 SH   DFND 1,2,3 0 80 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 20,328 15,000,000 PRN   DFND 1,2,3 0 15,000,000 0
SSR MNG INC COM 784730103 3,763 187,097 SH   DFND 1,2,3 0 187,097 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 10,727 589,390 SH   DFND 1,2,3 0 589,390 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 15,537 853,662 SH   DFND 1,2 0 853,662 0
TALEND S A ADS 874224207 27,622 720,449 SH   DFND 1,2,3 0 720,449 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 94,764 25,000,000 PRN   DFND 1,2,3 0 25,000,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 511,809 45,000,000 PRN   DFND 1,2,3 0 45,000,000 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 9,788 6,500,000 PRN   DFND 1,2,3 0 6,500,000 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2,531 1,500,000 PRN   DFND 1,2,3 0 1,500,000 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 30,454 15,000,000 PRN   DFND 1,2,3 0 15,000,000 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 9,175 3,041,000 PRN   DFND 1,2,3 0 3,041,000 0