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
ABBOTT LABS COM 002824100 9,272 117,500 SH   DFND 1 2 0 117,500 0
ABBVIE INC COM 00287Y109 15,628 205,120 SH   DFND 1 2 0 205,120 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,002 30,638 SH   DFND 1 2 0 30,638 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 21,188 18,950,000 PRN   DFND 1 2 0 18,950,000 0
ALPHABET INC CAP STK CL A 02079K305 10,902 9,382 SH   DFND 1 2 0 9,382 0
AMBAC FINL GROUP INC COM NEW 023139884 4,936 400,000 SH   DFND 1 2 0 400,000 0
AMERICAS GOLD AND SILVER COR COM 03062D100 767 500,000 SH   DFND 1 2 0 500,000 0
ANSYS INC COM 03662Q105 10,033 43,158 SH   DFND 1 2 0 43,158 0
ARCH COAL INC CL A 039380407 903 31,300 SH   DFND 1 2 0 31,300 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 8,207 10,000,000 PRN   DFND 1 2 0 10,000,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,047 51,559 SH   DFND 1 2 0 51,559 0
AVAYA HLDGS CORP COM 05351X101 3,411 421,704 SH   DFND 1 2 0 421,704 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 15,223 18,500,000 PRN   DFND 1 2 0 18,500,000 0
BHP GROUP LTD SPONSORED ADS 088606108 10,496 276,064 SH   DFND 1 2 0 276,064 0
BHP GROUP PLC SPONSORED ADR 05545E209 8,796 287,064 SH   DFND 1 2 0 287,064 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,391 40,129 SH   DFND 1 2 0 40,129 0
BOOKING HLDGS INC COM 09857L108 2,383 1,771 SH   DFND 1 2 0 1,771 0
CBL & ASSOC PPTYS INC COM 124830100 280 1,400,000 SH   DFND 1 2 0 1,400,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,549 60,597 SH   DFND 1 2 0 60,597 0
CHESAPEAKE ENERGY CORP COM 165167107 69 401,390 SH   DFND 1 2 0 401,390 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 10,172 10,510,000 PRN   DFND 1 2 0 10,510,000 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 574 895,714 SH   DFND 1 2 0 895,714 0
CLEARWAY ENERGY INC CL A 18539C105 3,503 204,066 SH   DFND 1 2 0 204,066 0
CME GROUP INC COM 12572Q105 7,438 43,018 SH   DFND 1 2 0 43,018 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,445 31,104 SH   DFND 1 2 0 31,104 0
COLFAX CORP UNIT 01/15/2022T 194014205 6,915 75,000 SH   DFND 1 2 0 75,000 0
CONTURA ENERGY INC COM 21241B100 47 20,000 SH   DFND 1 2 0 20,000 0
COUPA SOFTWARE INC COM 22266L106 1,988 14,225 SH   DFND 1 2 0 14,225 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 42,940 25,000,000 PRN   DFND 1 2 0 25,000,000 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 194 105,804 SH   DFND 1 2 0 105,804 0
DISCOVERY INC COM SER C 25470F302 14,870 847,780 SH   DFND 1 2 0 847,780 0
ENERGY FUELS INC COM NEW 292671708 522 441,997 SH   DFND 1 2 0 441,997 0
EURONAV NV ANTWERPEN SHS B38564108 6,768 600,000 SH   DFND 1 2 0 600,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 27,406 30,250,000 PRN   DFND 1 2 0 30,250,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 12,453 15,780,000 PRN   DFND 1 2 0 15,780,000 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 9,154 10,000,000 PRN   DFND 1 2 0 10,000,000 0
FIRST MAJESTIC SILVER CORP COM 32076V103 781 126,140 SH   DFND 1 2 0 126,140 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 52,745 56,800,000 PRN   DFND 1 2 0 56,800,000 0
FOX CORP CL B COM 35137L204 543 23,725 SH   DFND 1 2 0 23,725 0
GCI LIBERTY INC COM CLASS A 36164V305 1,294 22,718 SH   DFND 1 2 0 22,718 0
GRACO INC COM 384109104 1,480 30,370 SH   DFND 1 2 0 30,370 0
GRIFOLS S A SP ADR REP B NVT 398438408 5,813 290,918 SH   DFND 1 2 0 290,918 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 37,303 25,000,000 PRN   DFND 1 2 0 25,000,000 0
IDEXX LABS INC COM 45168D104 9,199 37,976 SH   DFND 1 2 0 37,976 0
IHEARTMEDIA INC COM CL A 45174J509 559 76,438 SH   DFND 1 2 0 76,438 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 25,069 20,450,000 PRN   DFND 1 2 0 20,450,000 0
ILLUMINA INC NOTE 8/1 452327AK5 16,025 16,500,000 PRN   DFND 1 2 0 16,500,000 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 18,503 10,000,000 PRN   DFND 1 2 0 10,000,000 0
ISHARES TR IBOXX HI YD ETF 464288513 69,363 900,000 SH Put DFND 1 2 0 900,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 29,760 260,000 SH Call DFND 1 2 0 260,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 25,794 21,000,000 PRN   DFND 1 2 0 21,000,000 0
JOHNSON & JOHNSON COM 478160104 21,296 162,400 SH   DFND 1 2 0 162,400 0
KIMBERLY CLARK CORP COM 494368103 16,859 131,840 SH   DFND 1 2 0 131,840 0
LAUDER ESTEE COS INC CL A 518439104 4,225 26,518 SH   DFND 1 2 0 26,518 0
LENNAR CORP CL B 526057302 3,036 104,989 SH   DFND 1 2 0 104,989 0
LIBERTY BROADBAND CORP COM SER A 530307107 2,785 26,028 SH   DFND 1 2 0 26,028 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,056 9,534 SH   DFND 1 2 0 9,534 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 22,607 1,439,058 SH   DFND 1 2 0 1,439,058 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 18,400 580,628 SH   DFND 1 2 0 580,628 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 9,012 285,025 SH   DFND 1 2 0 285,025 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 7,436 287,985 SH   DFND 1 2 0 287,985 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 9,266 9,638,000 PRN   DFND 1 2 0 9,638,000 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 900 161,338 SH   DFND 1 2 0 161,338 0
LOWES COS INC COM 548661107 6,212 72,194 SH   DFND 1 2 0 72,194 0
MAG SILVER CORP COM 55903Q104 607 79,000 SH   DFND 1 2 0 79,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 8,707 11,000,000 PRN   DFND 1 2 0 11,000,000 0
MASTERCARD INC CL A 57636Q104 6,891 28,527 SH   DFND 1 2 0 28,527 0
MERCK & CO. INC COM 58933Y105 21,451 278,800 SH   DFND 1 2 0 278,800 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 15,899 15,460,000 PRN   DFND 1 2 0 15,460,000 0
MOODYS CORP COM 615369105 7,205 34,067 SH   DFND 1 2 0 34,067 0
NABORS INDUSTRIES LTD SHS G6359F103 118 301,430 SH   DFND 1 2 0 301,430 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 626 125,000 SH   DFND 1 2 0 125,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 26,598 15,000,000 PRN   DFND 1 2 0 15,000,000 0
NIKE INC CL B 654106103 8,326 100,626 SH   DFND 1 2 0 100,626 0
NOBLE CORP PLC SHS USD G65431101 10 38,500 SH   DFND 1 2 0 38,500 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,975 321,949 SH   DFND 1 2 0 321,949 0
OI SA SPONSORED ADR NE 670851500 484 1,102,721 SH   DFND 1 2 0 1,102,721 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 25,312 25,196,000 PRN   DFND 1 2 0 25,196,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 10,230 10,600,000 PRN   DFND 1 2 0 10,600,000 0
PLATINUM GROUP METALS LTD COM 72765Q882 893 681,715 SH   DFND 1 2 0 681,715 0
PRETIUM RES INC COM 74139C102 606 106,926 SH   DFND 1 2 0 106,926 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 13,904 12,500,000 PRN   DFND 1 2 0 12,500,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25,360 25,000,000 PRN   DFND 1 2 0 25,000,000 0
QIAGEN NV DEBT 1.000%11/1 N72482AT4 32,324 30,600,000 PRN   DFND 1 2 0 30,600,000 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 24,011 17,500,000 PRN   DFND 1 2 0 17,500,000 0
RINGCENTRAL INC CL A 76680R206 1,737 8,200 SH   DFND 1 2 0 8,200 0
ROLLINS INC COM 775711104 6,971 192,878 SH   DFND 1 2 0 192,878 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 15,706 286,182 SH   DFND 1 2 0 286,182 0
SERVICENOW INC NOTE 6/0 81762PAC6 34,130 16,000,000 PRN   DFND 1 2 0 16,000,000 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 19,076 17,100,000 PRN   DFND 1 2 0 17,100,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 45,106 175,000 SH Call DFND 1 2 0 175,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 25,775 100,000 SH Put DFND 1 2 0 100,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 33,566 31,200,000 PRN   DFND 1 2 0 31,200,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 4,366 3,950,000 PRN   DFND 1 2 0 3,950,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 20,051 19,350,000 PRN   DFND 1 2 0 19,350,000 0
SSR MNG INC COM 784730103 3,233 284,100 SH   DFND 1 2 0 284,100 0
STRYKER CORP COM 863667101 2,841 17,064 SH   DFND 1 2 0 17,064 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 15,834 5,450,000 PRN   DFND 1 2 0 5,450,000 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 57,641 32,080,000 PRN   DFND 1 2 0 32,080,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 34,079 18,550,000 PRN   DFND 1 2 0 18,550,000 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,086 500,643 SH   DFND 1 2 0 500,643 0
UNITEDHEALTH GROUP INC COM 91324P102 4,552 18,254 SH   DFND 1 2 0 18,254 0
URANIUM ENERGY CORP COM 916896103 428 764,341 SH   DFND 1 2 0 764,341 0
UR-ENERGY INC COM 91688R108 2,049 5,277,697 SH   DFND 1 2 0 5,277,697 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3,341 145,000 SH   DFND 1 2 0 145,000 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 3,372 120,000 SH   DFND 1 2 0 120,000 0
VIACOMCBS INC CL B 92556H206 2,232 159,362 SH   DFND 1 2 0 159,362 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 30,803 28,900,000 PRN   DFND 1 2 0 28,900,000 0
VISA INC COM CL A 92826C839 1,087 6,748 SH   DFND 1 2 0 6,748 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,473 2,350,000 PRN   DFND 1 2 0 2,350,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 8,888 9,900,000 PRN   DFND 1 2 0 9,900,000 0
WHITING PETE CORP NEW COM NEW 966387409 22 32,080 SH   DFND 1 2 0 32,080 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 25,419 22,797,000 PRN   DFND 1 2 0 22,797,000 0
XYLEM INC COM 98419M100 7,345 112,772 SH   DFND 1 2 0 112,772 0