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
WILLIS TOWERS WATSON PLC LTD SHS G96629103 17,052 74,134 SH   DFND 1,2 0 74,134 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 36,874 1,357,649 SH   DFND 1,2 0 1,357,649 0
EURONAV NV SHS B38564108 1,451 156,000 SH   DFND 1,2 0 156,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 24,867 18,000,000 PRN   DFND 1,2 0 0 0
ZSCALER INC COM 98980G102 3,695 17,100 SH   DFND 1,2 0 17,100 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 398 200,000 PRN   DFND 1,2 0 0 0
ZILLOW GROUP INC CL A 98954M101 1,287 10,505 SH   DFND 1,2 0 10,505 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 16,077 11,000,000 PRN   DFND 1,2 0 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 345 150,000 PRN   DFND 1,2 0 0 0
XILINX INC COM 983919101 26,901 185,984 SH   DFND 1,2 0 185,984 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 12,036 5,002,000 PRN   DFND 1,2 0 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 15,324 10,000,000 PRN   DFND 1,2 0 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 332 200,000 PRN   DFND 1,2 0 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 13,767 12,800,000 PRN   DFND 1,2 0 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,885 1,100,000 PRN   DFND 1,2 0 0 0
WIX COM LTD NOTE 7/0 92940WAB5 311 150,000 PRN   DFND 1,2 0 0 0
VIACOMCBS INC CL A 92556H107 2,741 56,560 SH   DFND 1,2 0 56,560 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 14,271 10,000,000 PRN   DFND 1,2 0 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 64,248 245,000 SH Put DFND 1,2 0 245,000 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 14,500 426,717 SH   DFND 1,2 0 426,717 0
URANIUM ENERGY CORP COM 916896103 2,033 764,341 SH   DFND 1,2 0 764,341 0
UR-ENERGY INC COM 91688R108 7,914 5,652,697 SH   DFND 1,2 0 5,652,697 0
UNDER ARMOUR INC CL C 904311206 36,682 1,975,341 SH   DFND 1,2 0 1,975,341 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 7,169 7,000,000 PRN   DFND 1,2 0 0 0
TRAVEL PLUS LEISURE CO COM 894164102 2,140 36,000 SH   DFND 1,2 0 36,000 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 34,494 8,151,000 PRN   DFND 1,2 0 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 18,724 16,600,000 PRN   DFND 1,2 0 0 0
TELADOC HEALTH INC COM 87918A105 1,873 11,266 SH   DFND 1,2 0 11,266 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 1,721 56,653 SH   DFND 1,2 0 56,653 0
STORE CAP CORP COM 862121100 4,193 121,500 SH   DFND 1,2 0 121,500 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 53,031 25,800,000 PRN   DFND 1,2 0 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 15,030 4,800,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 8,291 6,750,000 PRN   DFND 1,2 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 16,639 14,250,000 PRN   DFND 1,2 0 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 44,469 29,350,000 PRN   DFND 1,2 0 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 35,225 795,150 SH   DFND 1,2 0 795,150 0
SIMON PPTY GROUP INC NEW COM 828806109 10,438 80,000 SH   DFND 1,2 0 80,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 24,421 17,550,000 PRN   DFND 1,2 0 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,309 1,000,000 PRN   DFND 1,2 0 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 6,177 2,000,000 PRN   DFND 1,2 0 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 4,925 900,000 PRN   DFND 1,2 0 0 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 8,829 82,367 SH   DFND 1,2 0 82,367 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,137 53,095 SH   DFND 1,2 0 53,095 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,218 1,100,000 PRN   DFND 1,2 0 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 3,776 3,600,000 PRN   DFND 1,2 0 0 0
PROOFPOINT INC COM 743424103 9,718 55,931 SH   DFND 1,2 0 55,931 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 34,457 31,500,000 PRN   DFND 1,2 0 0 0
PRETIUM RES INC COM 74139C102 1,022 106,926 SH   DFND 1,2 0 106,926 0
PLATINUM GROUP METALS LTD COM 72765Q882 3,189 883,365 SH   DFND 1,2 0 883,365 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 52,940 33,029,000 PRN   DFND 1,2 0 0 0
PINDUODUO INC NOTE 12/0 722304AC6 16,113 15,644,000 PRN   DFND 1,2 0 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1,139 950,000 PRN   DFND 1,2 0 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,357 1,200,000 PRN   DFND 1,2 0 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 27,900 20,500,000 PRN   DFND 1,2 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 20,103 13,750,000 PRN   DFND 1,2 0 0 0
PALO ALTO NETWORKS INC COM 697435105 18,442 49,700 SH   DFND 1,2 0 49,700 0
PPD INC COM 69355F102 12,733 276,280 SH   DFND 1,2 0 276,280 0
PRA HEALTH SCIENCES INC COM 69354M108 6,367 38,543 SH   DFND 1,2 0 38,543 0
OCWEN FINL CORP COM NEW 675746606 1,394 45,000 SH   DFND 1,2 0 45,000 0
NUANCE COMMUNICATIONS INC COM 67020Y100 14,014 257,413 SH   DFND 1,2 0 257,413 0
ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 810 81,877 SH   DFND 1,2 0 81,877 0
NEWS CORP NEW CL B 65249B208 28,149 1,156,007 SH   DFND 1,2 0 1,156,007 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 785 800,000 PRN   DFND 1,2 0 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 30,196 13,500,000 PRN   DFND 1,2 0 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 32,318 306,737 SH   DFND 1,2 0 306,737 0
MAG SILVER CORP COM 55903Q104 1,653 79,000 SH   DFND 1,2 0 79,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 22,546 20,800,000 PRN   DFND 1,2 0 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 5,340 2,200,000 PRN   DFND 1,2 0 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18,184 993,647 SH   DFND 1,2 0 993,647 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 956 700,000 PRN   DFND 1,2 0 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 3,924 2,950,000 PRN   DFND 1,2 0 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 16,584 389,024 SH   DFND 1,2 0 389,024 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 27,859 600,525 SH   DFND 1,2 0 600,525 0
LIBERTY BROADBAND CORP COM SER C 530307305 13,775 79,317 SH   DFND 1,2 0 79,317 0
INVESCO QQQ TR UNIT SER 1 46090E103 5,812 16,397 SH   DFND 1,2 0 16,397 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 9,460 8,500,000 PRN   DFND 1,2 0 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 14,124 12,742,000 PRN   DFND 1,2 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 32,896 25,850,000 PRN   DFND 1,2 0 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 9,916 6,500,000 PRN   DFND 1,2 0 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 2,284 1,077,000 PRN   DFND 1,2 0 0 0
HILTON GRAND VACATIONS INC COM 43283X105 2,049 49,500 SH   DFND 1,2 0 49,500 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 13,195 12,000,000 PRN   DFND 1,2 0 0 0
HEICO CORP NEW COM 422806109 10,157 72,847 SH   DFND 1,2 0 72,847 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,471 1,250,000 PRN   DFND 1,2 0 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 4,779 271,230 SH   DFND 1,2 0 271,230 0
GOLDEN STAR RES LTD CDA COM 38119T807 1,583 559,300 SH   DFND 1,2 0 559,300 0
FOX CORP CL B COM 35137L204 43,755 1,243,022 SH   DFND 1,2 0 1,243,022 0
FOUR CORNERS PPTY TR INC COM 35086T109 801 29,025 SH   DFND 1,2 0 29,025 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 37,337 37,100,000 PRN   DFND 1,2 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 492 31,140 SH   DFND 1,2 0 31,140 0
EXPEDIA GROUP INC COM NEW 30212P303 949 5,800 SH   DFND 1,2 0 5,800 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 927 700,000 PRN   DFND 1,2 0 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 41,159 35,800,000 PRN   DFND 1,2 0 0 0
ENERGY FUELS INC COM NEW 292671708 2,674 441,997 SH   DFND 1,2 0 441,997 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 782 200,000 PRN   DFND 1,2 0 0 0
DISCOVERY INC COM SER C 25470F302 44,219 1,525,838 SH   DFND 1,2 0 1,525,838 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 4,754 1,600,000 PRN   DFND 1,2 0 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 2,094 2,000,000 PRN   DFND 1,2 0 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 8,052 6,000,000 PRN   DFND 1,2 0 0 0
DARDEN RESTAURANTS INC COM 237194105 10,686 73,200 SH   DFND 1,2 0 73,200 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 3,539 3,250,000 PRN   DFND 1,2 0 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 580 500,000 PRN   DFND 1,2 0 0 0
CLEARWAY ENERGY INC CL A 18539C105 6,811 270,074 SH   DFND 1,2 0 270,074 0
CITIGROUP INC COM NEW 172967424 40,112 566,958 SH   DFND 1,2 0 566,958 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 11,318 234,327 SH   DFND 1,2 0 234,327 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 27,721 17,350,000 PRN   DFND 1,2 0 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 3,817 2,700,000 PRN   DFND 1,2 0 0 0
BHP GROUP LTD SPONSORED ADS 088606108 8,146 113,319 SH   DFND 1,2 0 113,319 0
BHP GROUP PLC SPONSORED ADR 05545E209 4,627 78,074 SH   DFND 1,2 0 78,074 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 9,658 7,500,000 PRN   DFND 1,2 0 0 0
ARCH RESOURCES INC CL A 03940R107 2,798 49,300 SH   DFND 1,2 0 49,300 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 79,390 49,586,000 PRN   DFND 1,2 0 0 0
AMBAC FINL GROUP INC COM NEW 023139884 29,598 1,890,000 SH   DFND 1,2 0 1,890,000 0
ALPHA METALLURGICAL RESOUR I COM 020764106 512 20,000 SH   DFND 1,2 0 20,000 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 0.875% 1/0 01988PAF5 18,719 12,500,000 PRN   DFND 1,2 0 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 35,406 192,722 SH   DFND 1,2 0 192,722 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 582 500,000 PRN   DFND 1,2 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 65,966 50,300,000 PRN   DFND 1,2 0 0 0
ARK ETF TR INNOVATION ETF 00214Q104 94,816 725,000 SH Put DFND 1,2 0 725,000 0