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
AGNC INVT CORP COM 00123Q104 968 75,000 SH   DFND 1 2 0 75,000 0
CBL & ASSOC PPTYS INC COM 124830100 327 1,200,000 SH   DFND 1 2 0 1,200,000 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,458 600,000 SH   DFND 1 2 0 600,000 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 697 20,209 SH   DFND 1 2 0 20,209 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 892 857,218 SH   DFND 1 2 0 857,218 0
MASTERCARD INCORPORATED CL A 57636Q104 8,362 28,280 SH   DFND 1 2 0 28,280 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12,950 14,550,000 PRN   DFND 1 2 0 14,550,000 0
DISCOVERY INC COM SER C 25470F302 41,108 2,134,394 SH   DFND 1 2 0 2,134,394 0
QIAGEN NV DEBT 1.000%11/1 N72482AT4 20,664 19,000,000 PRN   DFND 1 2 0 19,000,000 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 205 8,750 SH   DFND 1 2 0 8,750 0
WRIGHT MED GROUP N V ORD SHS N96617118 4,904 165,000 SH   DFND 1 2 0 165,000 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 205 68,000 SH   DFND 1 2 0 68,000 0
ON SEMICONDUCTOR CORP COM 682189105 3,288 165,881 SH   DFND 1 2 0 165,881 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28,911 25,000,000 PRN   DFND 1 2 0 25,000,000 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 22,929 665,559 SH   DFND 1 2 0 665,559 0
FIRST MAJESTIC SILVER CORP COM 32076V103 1,255 126,140 SH   DFND 1 2 0 126,140 0
AMBAC FINL GROUP INC COM NEW 023139884 11,400 796,049 SH   DFND 1 2 0 796,049 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 8,378 7,888,000 PRN   DFND 1 2 0 7,888,000 0
CONTURA ENERGY INC COM 21241B100 61 20,000 SH   DFND 1 2 0 20,000 0
CATERPILLAR INC DEL COM 149123101 83,490 660,000 SH Put DFND 1 2 0 660,000 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 14,286 389,500 SH   DFND 1 2 0 389,500 0
ANSYS INC COM 03662Q105 10,392 35,622 SH   DFND 1 2 0 35,622 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 26,726 16,536,000 PRN   DFND 1 2 0 16,536,000 0
UNITED AIRLS HLDGS INC COM 910047109 43,263 1,250,000 SH Put DFND 1 2 0 1,250,000 0
WHITING PETE CORP NEW COM NEW 966387409 36 32,080 SH   DFND 1 2 0 32,080 0
AVIS BUDGET GROUP COM 053774105 47,153 2,060,000 SH Put DFND 1 2 0 2,060,000 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 812 750,000 PRN   DFND 1 2 0 750,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 7,901 8,300,000 PRN   DFND 1 2 0 8,300,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 32,607 14,176,000 PRN   DFND 1 2 0 14,176,000 0
ZENDESK INC COM 98936J101 3,665 41,400 SH   DFND 1 2 0 41,400 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 14,352 15,590,000 PRN   DFND 1 2 0 15,590,000 0
ENOVA INTL INC COM 29357K103 2,231 150,000 SH   DFND 1 2 0 150,000 0
TWO HBRS INVT CORP COM NEW 90187B408 3,024 600,000 SH   DFND 1 2 0 600,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 214 4,250 SH   DFND 1 2 0 4,250 0
STRYKER CORPORATION COM 863667101 5,659 31,404 SH   DFND 1 2 0 31,404 0
ILLUMINA INC NOTE 8/1 452327AK5 17,362 16,000,000 PRN   DFND 1 2 0 16,000,000 0
AMERICAS GOLD AND SILVER COR COM 03062D100 1,311 500,000 SH   DFND 1 2 0 500,000 0
UNITED AIRLS HLDGS INC COM 910047109 24,037 694,500 SH   DFND 1 2 0 694,500 0
BHP GROUP LTD SPONSORED ADS 088606108 24,455 494,650 SH   DFND 1 2 0 494,650 0
DATADOG INC CL A COM 23804L103 3,947 45,400 SH   DFND 1 2 0 45,400 0
NIKE INC CL B 654106103 12,618 128,691 SH   DFND 1 2 0 128,691 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 56,455 60,000,000 PRN   DFND 1 2 0 60,000,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 15,112 15,680,000 PRN   DFND 1 2 0 15,680,000 0
GRIFOLS S A SP ADR REP B NVT 398438408 5,379 290,918 SH   DFND 1 2 0 290,918 0
LIBERTY BROADBAND CORP COM SER A 530307107 3,179 26,020 SH   DFND 1 2 0 26,020 0
URANIUM ENERGY CORP COM 916896103 671 764,341 SH   DFND 1 2 0 764,341 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 76,599 28,470,000 PRN   DFND 1 2 0 28,470,000 0
ISHARES TR IBOXX HI YD ETF 464288513 10,039 123,000 SH   DFND 1 2 0 123,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,542 2,050,000 PRN   DFND 1 2 0 2,050,000 0
LOWES COS INC COM 548661107 6,778 50,158 SH   DFND 1 2 0 50,158 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 20,741 15,036,000 PRN   DFND 1 2 0 15,036,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,057 47,396 SH   DFND 1 2 0 47,396 0
BHP GROUP PLC SPONSORED ADR 05545E209 9,653 235,105 SH   DFND 1 2 0 235,105 0
UR-ENERGY INC COM 91688R108 2,681 5,277,697 SH   DFND 1 2 0 5,277,697 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 13,651 11,350,000 PRN   DFND 1 2 0 11,350,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 28,098 24,000,000 PRN   DFND 1 2 0 24,000,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 5,810 3,950,000 PRN   DFND 1 2 0 3,950,000 0
BOOKING HOLDINGS INC COM 09857L108 2,027 1,273 SH   DFND 1 2 0 1,273 0
OTIS WORLDWIDE CORP COM 68902V107 7,717 135,722 SH   DFND 1 2 0 135,722 0
AMERICAN AIRLS GROUP INC COM 02376R102 31,368 2,400,000 SH Put DFND 1 2 0 2,400,000 0
MACYS INC COM 55616P104 212 30,883 SH   DFND 1 2 0 30,883 0
ISHARES TR RUSSELL 2000 ETF 464287655 30,068 210,000 SH Call DFND 1 2 0 210,000 0
IDEXX LABS INC COM 45168D104 4,552 13,789 SH   DFND 1 2 0 13,789 0
MOODYS CORP COM 615369105 8,641 31,452 SH   DFND 1 2 0 31,452 0
XYLEM INC COM 98419M100 3,534 54,402 SH   DFND 1 2 0 54,402 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 14,820 4,150,000 PRN   DFND 1 2 0 4,150,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 31,295 29,450,000 PRN   DFND 1 2 0 29,450,000 0
UNITED STATES STL CORP NEW COM 912909108 196 27,174 SH   DFND 1 2 0 27,174 0
LENNAR CORP CL B 526057302 4,839 104,989 SH   DFND 1 2 0 104,989 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 48,556 49,350,000 PRN   DFND 1 2 0 49,350,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 62,299 17,730,000 PRN   DFND 1 2 0 17,730,000 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 12,680 12,500,000 PRN   DFND 1 2 0 12,500,000 0
ABBOTT LABS COM 002824100 9,537 104,312 SH   DFND 1 2 0 104,312 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 19,455 20,000,000 PRN   DFND 1 2 0 20,000,000 0
CME GROUP INC COM 12572Q105 6,549 40,293 SH   DFND 1 2 0 40,293 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5,714 4,700,000 PRN   DFND 1 2 0 4,700,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 10,793 10,000,000 PRN   DFND 1 2 0 10,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 57,046 185,000 SH Call DFND 1 2 0 185,000 0
ARCH RESOURCES INC CL A 03940R107 888 31,300 SH   DFND 1 2 0 31,300 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 20,115 9,450,000 PRN   DFND 1 2 0 9,450,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 202 15,450 SH   DFND 1 2 0 15,450 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,728 30,417 SH   DFND 1 2 0 30,417 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 17,897 269,554 SH   DFND 1 2 0 269,554 0
ADOBE INC COM 00724F101 10,165 23,352 SH   DFND 1 2 0 23,352 0
TIFFANY & CO NEW COM 886547108 9,633 79,000 SH   DFND 1 2 0 79,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 21,881 19,868,000 PRN   DFND 1 2 0 19,868,000 0
GENWORTH FINL INC COM CL A 37247D106 179 77,630 SH   DFND 1 2 0 77,630 0
VIACOMCBS INC CL B 92556H206 1,792 76,876 SH   DFND 1 2 0 76,876 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 23,923 24,850,000 PRN   DFND 1 2 0 24,850,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 45,382 15,118,000 PRN   DFND 1 2 0 15,118,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 20,647 13,900,000 PRN   DFND 1 2 0 13,900,000 0
VISA INC COM CL A 92826C839 1,159 6,002 SH   DFND 1 2 0 6,002 0
ROLLINS INC COM 775711104 7,357 173,535 SH   DFND 1 2 0 173,535 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 21,127 14,650,000 PRN   DFND 1 2 0 14,650,000 0
MAG SILVER CORP COM 55903Q104 1,114 79,000 SH   DFND 1 2 0 79,000 0
GCI LIBERTY INC COM CLASS A 36164V305 1,968 27,671 SH   DFND 1 2 0 27,671 0
ALPHABET INC CAP STK CL A 02079K305 1,744 1,230 SH   DFND 1 2 0 1,230 0
GRACO INC COM 384109104 1,520 31,670 SH   DFND 1 2 0 31,670 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,060 231,470 SH   DFND 1 2 0 231,470 0
ENERGY FUELS INC COM NEW 292671708 667 441,997 SH   DFND 1 2 0 441,997 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 25,968 17,450,000 PRN   DFND 1 2 0 17,450,000 0
UNITEDHEALTH GROUP INC COM 91324P102 8,022 27,197 SH   DFND 1 2 0 27,197 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 16,707 20,000,000 PRN   DFND 1 2 0 20,000,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 80,480 1,600,000 SH Put DFND 1 2 0 1,600,000 0
NOBLE CORP PLC SHS USD G65431101 12 38,500 SH   DFND 1 2 0 38,500 0
CLEARWAY ENERGY INC CL A 18539C105 2,595 123,760 SH   DFND 1 2 0 123,760 0
LAUDER ESTEE COS INC CL A 518439104 4,745 25,146 SH   DFND 1 2 0 25,146 0
PLATINUM GROUP METALS LTD COM 72765Q882 1,286 883,365 SH   DFND 1 2 0 883,365 0
PRETIUM RES INC COM 74139C102 898 106,926 SH   DFND 1 2 0 106,926 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,212 47,559 SH   DFND 1 2 0 47,559 0
EURONAV NV ANTWERPEN SHS B38564108 5,346 656,000 SH   DFND 1 2 0 656,000 0
ADVANCED DISP SVCS INC DEL COM 00790X101 23,834 790,000 SH   DFND 1 2 0 790,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 46,850 37,550,000 PRN   DFND 1 2 0 37,550,000 0