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
ROYAL CARIBBEAN GROUP COM V7780T103 23,667 316,869 SH   DFND 1,2 0 316,869 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 11,107 52,718 SH   DFND 1,2 0 52,718 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,815 240,115 SH   DFND 1,2 0 240,115 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,739 56,427 SH   DFND 1,2 0 56,427 0
EURONAV NV SHS B38564108 5,247 656,000 SH   DFND 1,2 0 656,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 2,671 2,000,000 PRN   DFND 1,2 0 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 11,078 85,345 SH   DFND 1,2 0 85,345 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 22,945 9,949,000 PRN   DFND 1,2 0 0 0
XYLEM INC COM 98419M100 8,719 85,652 SH   DFND 1,2 0 85,652 0
XILINX INC COM 983919101 6,010 42,391 SH   DFND 1,2 0 42,391 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 45,242 27,000,000 PRN   DFND 1,2 0 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 7,762 7,700,000 PRN   DFND 1,2 0 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6,291 1,400,000 PRN   DFND 1,2 0 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 16,935 10,050,000 PRN   DFND 1,2 0 0 0
VISA INC COM CL A 92826C839 2,100 9,603 SH   DFND 1,2 0 9,603 0
VIACOMCBS INC CL A 92556H107 2,467 65,225 SH   DFND 1,2 0 65,225 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 26,394 20,300,000 PRN   DFND 1,2 0 0 0
VARIAN MED SYS INC COM 92220P105 16,550 94,565 SH   DFND 1,2 0 94,565 0
URANIUM ENERGY CORP COM 916896103 1,345 764,341 SH   DFND 1,2 0 764,341 0
UR-ENERGY INC COM 91688R108 4,235 5,277,697 SH   DFND 1,2 0 5,277,697 0
UNITEDHEALTH GROUP INC COM 91324P102 9,109 25,974 SH   DFND 1,2 0 25,974 0
UNITED AIRLS HLDGS INC COM 910047109 54,062 1,250,000 SH Put DFND 1,2 0 1,250,000 0
UNDER ARMOUR INC CL C 904311206 41,880 2,814,524 SH   DFND 1,2 0 2,814,524 0
TIFFANY & CO NEW COM 886547108 16,432 125,000 SH   DFND 1,2 0 125,000 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 63,609 16,817,000 PRN   DFND 1,2 0 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 12,317 3,300,000 PRN   DFND 1,2 0 0 0
STRYKER CORPORATION COM 863667101 10,708 43,700 SH   DFND 1,2 0 43,700 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 23,438 8,350,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 3,727 2,750,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 30,098 22,950,000 PRN   DFND 1,2 0 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 3,527 1,550,000 PRN   DFND 1,2 0 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 5,510 130,434 SH   DFND 1,2 0 130,434 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5,672 4,100,000 PRN   DFND 1,2 0 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 23,784 6,000,000 PRN   DFND 1,2 0 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 17,550 300,000 SH Put DFND 1,2 0 300,000 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 2,223 20,100 SH   DFND 1,2 0 20,100 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,429 96,319 SH   DFND 1,2 0 96,319 0
ROLLINS INC COM 775711104 6,226 159,340 SH   DFND 1,2 0 159,340 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 967 750,000 PRN   DFND 1,2 0 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 25,133 12,036,000 PRN   DFND 1,2 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 22,820 19,450,000 PRN   DFND 1,2 0 0 0
PRETIUM RES INC COM 74139C102 1,228 106,926 SH   DFND 1,2 0 106,926 0
PLATINUM GROUP METALS LTD COM 72765Q882 4,086 883,365 SH   DFND 1,2 0 883,365 0
PINDUODUO INC NOTE 12/0 722304AC6 18,184 14,844,000 PRN   DFND 1,2 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 13,469 9,500,000 PRN   DFND 1,2 0 0 0
OTIS WORLDWIDE CORP COM 68902V107 10,400 153,961 SH   DFND 1,2 0 153,961 0
OCWEN FINL CORP COM NEW 675746606 5,237 181,141 SH   DFND 1,2 0 181,141 0
NIKE INC CL B 654106103 16,871 119,249 SH   DFND 1,2 0 119,249 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 37,623 11,176,000 PRN   DFND 1,2 0 0 0
NAVISTAR INTL CORP NEW COM 63934E108 14,543 330,841 SH   DFND 1,2 0 330,841 0
MOODYS CORP COM 615369105 10,442 35,979 SH   DFND 1,2 0 35,979 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 22,805 11,200,000 PRN   DFND 1,2 0 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 12,045 135,869 SH   DFND 1,2 0 135,869 0
MASTERCARD INCORPORATED CL A 57636Q104 10,640 29,809 SH   DFND 1,2 0 29,809 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 9,771 8,590,000 PRN   DFND 1,2 0 0 0
MAG SILVER CORP COM 55903Q104 1,621 79,000 SH   DFND 1,2 0 79,000 0
MFA FINL INC COM 55272X102 973 250,000 SH   DFND 1,2 0 250,000 0
LOWES COS INC COM 548661107 9,233 57,521 SH   DFND 1,2 0 57,521 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 6,988 673,219 SH   DFND 1,2 0 673,219 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 10,002 7,888,000 PRN   DFND 1,2 0 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 17,863 470,209 SH   DFND 1,2 0 470,209 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 25,817 593,344 SH   DFND 1,2 0 593,344 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 470 10,869 SH   DFND 1,2 0 10,869 0
LIBERTY BROADBAND CORP COM SER C 530307305 10,681 67,447 SH   DFND 1,2 0 67,447 0
LAUDER ESTEE COS INC CL A 518439104 8,611 32,351 SH   DFND 1,2 0 32,351 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 25,572 17,468,000 PRN   DFND 1,2 0 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 23,157 8,450,000 PRN   DFND 1,2 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 15,786 14,000,000 PRN   DFND 1,2 0 0 0
IDEXX LABS INC COM 45168D104 1,262 2,524 SH   DFND 1,2 0 2,524 0
HEICO CORP NEW COM 422806109 6,643 50,173 SH   DFND 1,2 0 50,173 0
GRUBHUB INC COM 400110102 10,838 146,741 SH   DFND 1,2 0 146,741 0
GRIFOLS S A SP ADR REP B NVT 398438408 4,985 271,230 SH   DFND 1,2 0 271,230 0
GRACO INC COM 384109104 2,471 34,159 SH   DFND 1,2 0 34,159 0
GOLDEN STAR RES LTD CDA COM 38119T807 2,075 559,300 SH   DFND 1,2 0 559,300 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 43,373 42,000,000 PRN   DFND 1,2 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 1,695 126,140 SH   DFND 1,2 0 126,140 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 28,656 25,100,000 PRN   DFND 1,2 0 0 0
ENERGY FUELS INC COM NEW 292671708 1,883 441,997 SH   DFND 1,2 0 441,997 0
ECOLAB INC COM 278865100 7,860 36,327 SH   DFND 1,2 0 36,327 0
DISCOVERY INC COM SER C 25470F302 143,472 5,478,135 SH   DFND 1,2 0 5,478,135 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 18,546 8,500,000 PRN   DFND 1,2 0 0 0
CONTURA ENERGY INC COM 21241B100 227 20,000 SH   DFND 1,2 0 20,000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,105 111,099 SH   DFND 1,2 0 111,099 0
CLEARWAY ENERGY INC CL A 18539C105 10,826 366,349 SH   DFND 1,2 0 366,349 0
CHIMERA INVT CORP COM NEW 16934Q208 958 93,500 SH   DFND 1,2 0 93,500 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6,150 169,253 SH   DFND 1,2 0 169,253 0
CME GROUP INC COM 12572Q105 10,350 56,853 SH   DFND 1,2 0 56,853 0
BOOKING HOLDINGS INC COM 09857L108 14,515 6,517 SH   DFND 1,2 0 6,517 0
BHP GROUP LTD SPONSORED ADS 088606108 35,570 546,263 SH   DFND 1,2 0 546,263 0
BHP GROUP PLC SPONSORED ADR 05545E209 13,890 262,275 SH   DFND 1,2 0 262,275 0
AVIS BUDGET GROUP COM 053774105 76,838 2,060,000 SH Put DFND 1,2 0 2,060,000 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 9,453 9,000,000 PRN   DFND 1,2 0 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,552 31,513 SH   DFND 1,2 0 31,513 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 16,625 14,500,000 PRN   DFND 1,2 0 0 0
ARCH RESOURCES INC CL A 03940R107 1,369 31,300 SH   DFND 1,2 0 31,300 0
ANSYS INC COM 03662Q105 13,750 37,798 SH   DFND 1,2 0 37,798 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 58,324 45,000,000 PRN   DFND 1,2 0 0 0
AMBAC FINL GROUP INC COM NEW 023139884 15,380 1,000,000 SH   DFND 1,2 0 1,000,000 0
ALPHABET INC CAP STK CL A 02079K305 11,340 6,470 SH   DFND 1,2 0 6,470 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,435 34,782 SH   DFND 1,2 0 34,782 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 51,824 41,850,000 PRN   DFND 1,2 0 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 14,499 28,990 SH   DFND 1,2 0 28,990 0
ABBOTT LABS COM 002824100 12,606 115,135 SH   DFND 1,2 0 115,135 0
AG MTG INVT TR INC COM 001228105 295 100,000 SH   DFND 1,2 0 100,000 0