The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ACI WORLDWIDE INC | COM | 004498101 | 9,524 | 302,442 | SH | DFND | 1 | 0 | 302,442 | 0 | |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 21,140 | 263,888 | SH | DFND | 1 | 0 | 263,888 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 3,492 | 3,600,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 36,671 | 27,850,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 10,672 | 12,500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ALPHABET INC | CAP STK CL A | 02079K305 | 15,368 | 5,525 | SH | DFND | 1 | 0 | 5,525 | 0 | |
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 21,320 | 2,050,000 | SH | DFND | 1 | 0 | 2,050,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 64,001 | 46,086,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BEAM THERAPEUTICS INC | COM | 07373V105 | 5,503 | 96,038 | SH | DFND | 1 | 0 | 96,038 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 10,595 | 12,500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 17,852 | 12,150,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,036 | 4,350,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 14,021 | 16,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| CAMECO CORP | COM | 13321L108 | 10,214 | 351,000 | SH | DFND | 1 | 0 | 351,000 | 0 | |
| CARGURUS INC | COM CL A | 141788109 | 5,706 | 134,395 | SH | DFND | 1 | 0 | 134,395 | 0 | |
| CARNIVAL PLC | ADR | 14365C103 | 2,018 | 109,878 | SH | DFND | 1 | 0 | 109,878 | 0 | |
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 10,096 | 247,583 | SH | DFND | 1 | 0 | 247,583 | 0 | |
| CERNER CORP | COM | 156782104 | 17,218 | 184,027 | SH | DFND | 1 | 0 | 184,027 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 807 | 800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| CLEARWAY ENERGY INC | CL A | 18539C105 | 13,088 | 392,787 | SH | DFND | 1 | 0 | 392,787 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 420 | 500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,120 | 900,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 10,611 | 6,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 9,130 | 66,600 | SH | DFND | 1 | 0 | 66,600 | 0 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 5,005 | 1,600,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| DOCUSIGN INC | COM | 256163106 | 300 | 2,797 | SH | DFND | 1 | 0 | 2,797 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 11,750 | 12,500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| EOG RES INC | COM | 26875P101 | 18,121 | 151,975 | SH | DFND | 1 | 0 | 151,975 | 0 | |
| EDITAS MEDICINE INC | COM | 28106W103 | 6,406 | 336,842 | SH | DFND | 1 | 0 | 336,842 | 0 | |
| ENERGY FUELS INC | COM NEW | 292671708 | 4,044 | 441,997 | SH | DFND | 1 | 0 | 441,997 | 0 | |
| ENVESTNET INC | COM | 29404K106 | 9,417 | 126,509 | SH | DFND | 1 | 0 | 126,509 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 14,485 | 9,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 9,634 | 74,026 | SH | DFND | 1 | 0 | 74,026 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 46,416 | 41,200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 707 | 750,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 410 | 31,140 | SH | DFND | 1 | 0 | 31,140 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 61,324 | 51,750,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| FOX CORP | CL B COM | 35137L204 | 80,031 | 2,205,932 | SH | DFND | 1 | 0 | 2,205,932 | 0 | |
| GLOBUS MED INC | CL A | 379577208 | 10,266 | 139,138 | SH | DFND | 1 | 0 | 139,138 | 0 | |
| GOLD RESOURCE CORP | COM | 38068T105 | 705 | 315,978 | SH | DFND | 1 | 0 | 315,978 | 0 | |
| GRIFOLS S A | SP ADR REP B NVT | 398438408 | 3,267 | 271,230 | SH | DFND | 1 | 0 | 271,230 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 946 | 900,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 8,777 | 10,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| HEICO CORP NEW | CL A | 422806208 | 958 | 7,556 | SH | DFND | 1 | 0 | 7,556 | 0 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 1,926 | 1,077,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 1,711 | 90,394 | SH | DFND | 1 | 0 | 90,394 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 35,155 | 31,850,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 18,616 | 14,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 10,578 | 10,050,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| INTELLIA THERAPEUTICS INC | COM | 45826J105 | 5,301 | 72,934 | SH | DFND | 1 | 0 | 72,934 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 8,962 | 10,500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 11,294 | 12,202,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 19,322 | 142,783 | SH | DFND | 1 | 0 | 142,783 | 0 | |
| LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 15,959 | 348,994 | SH | DFND | 1 | 0 | 348,994 | 0 | |
| LIBERTY MEDIA CORP DEL | COM SER A FRMLA | 531229870 | 16,445 | 260,495 | SH | DFND | 1 | 0 | 260,495 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,407 | 2,400,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 380 | 200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 14,060 | 935,431 | SH | DFND | 1 | 0 | 935,431 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 6,843 | 2,200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 15,430 | 13,250,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| LUMINAR TECHNOLOGIES INC | COM CL A | 550424105 | 16,180 | 1,035,143 | SH | DFND | 1 | 0 | 1,035,143 | 0 | |
| MAG SILVER CORP | COM | 55903Q104 | 3,302 | 204,000 | SH | DFND | 1 | 0 | 204,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 22,579 | 20,656,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 1,378 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| NEWS CORP NEW | CL A | 65249B109 | 12,490 | 563,870 | SH | DFND | 1 | 0 | 563,870 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 31,171 | 13,300,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 53,820 | 25,500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PEABODY ENGR CORP | COM | 704551100 | 1,840 | 75,000 | SH | DFND | 1 | 0 | 75,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 925 | 800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 755 | 800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 4,190 | 5,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 70,660 | 29,700,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| PLATINUM GROUP METALS LTD | COM | 72765Q882 | 1,864 | 883,365 | SH | DFND | 1 | 0 | 883,365 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 909 | 650,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| QUANTUMSCAPE CORP | COM CL A | 74767V109 | 10,131 | 506,820 | SH | DFND | 1 | 0 | 506,820 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 435 | 500,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 783513203 | 8,822 | 104,510 | SH | DFND | 1 | 0 | 104,510 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 2,148 | 1,350,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 10,709 | 13,300,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 2,657 | 2,800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SIBANYE STILLWATER LTD | SPONSORED ADR | 82575P107 | 568 | 35,000 | SH | DFND | 1 | 0 | 35,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 26,427 | 19,150,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 27,534 | 20,150,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 9,584 | 8,350,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 25,083 | 20,850,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 | 8,721 | 4,800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 15,914 | 12,100,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 7,395 | 8,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 5,813 | 390,654 | SH | DFND | 1 | 0 | 390,654 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 6,672 | 43,400 | SH | Call | DFND | 1 | 0 | 43,400 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 14,148 | 16,600,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 29,569 | 7,901,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3,896 | 3,800,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 1,863 | 2,200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| UR-ENERGY INC | COM | 91688R108 | 15,597 | 9,756,553 | SH | DFND | 1 | 0 | 9,756,553 | 0 | |
| URANIUM ENERGY CORP | COM | 916896103 | 6,609 | 1,439,865 | SH | DFND | 1 | 0 | 1,439,865 | 0 | |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 23,934 | 624,093 | SH | DFND | 1 | 0 | 624,093 | 0 | |
| PARAMOUNT GLOBAL | CLASS A COM | 92556H107 | 2,058 | 50,938 | SH | DFND | 1 | 0 | 50,938 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 21,242 | 25,789,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 7,598 | 1,100,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 12,692 | 13,100,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 327 | 200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 22,983 | 9,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 296 | 150,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 7,199 | 5,683,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ZILLOW GROUP INC | CL A | 98954M101 | 7,441 | 154,292 | SH | DFND | 1 | 0 | 154,292 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 229 | 200,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 17,047 | 10,000,000 | PRN | DFND | 1 | 0 | 0 | 0 | |
| ZYNGA INC | CL A | 98986T108 | 8,405 | 909,721 | SH | DFND | 1 | 0 | 909,721 | 0 | |
| EURONAV NV | SHS | B38564108 | 1,649 | 156,000 | SH | DFND | 1 | 0 | 156,000 | 0 | |
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 50,543 | 1,981,300 | SH | DFND | 1 | 0 | 1,981,300 | 0 | |
| CRISPR THERAPEUTICS AG | NAMEN AKT | H17182108 | 6,435 | 102,505 | SH | DFND | 1 | 0 | 102,505 | 0 | |