The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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 |
TRANSOCEAN LTD | REG SHS | H8817H100 | 8,506 | 3,443,766 | SH | DFND | 0 | 3,443,766 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 42,484 | 2,725,008 | SH | DFND | 0 | 2,725,008 | 0 | ||
EURONAV NV | SHS | B38564108 | 874 | 56,800 | SH | DFND | 0 | 56,800 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 1,024 | 1,050,000 | PRN | DFND | 0 | 0 | 0 | ||
WHEATON PRECIOUS METALS CORP | COM | 962879102 | 971 | 30,000 | SH | DFND | 0 | 30,000 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 15,219 | 16,000,000 | PRN | DFND | 0 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 7,142 | 1,100,000 | PRN | DFND | 0 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 6,814 | 10,076,000 | PRN | DFND | 0 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 7,225 | 11,514,000 | PRN | DFND | 0 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 2,534 | 3,000,000 | PRN | DFND | 0 | 0 | 0 | ||
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 15,053 | 624,093 | SH | DFND | 0 | 624,093 | 0 | ||
URANIUM ENERGY CORP | COM | 916896103 | 5,600 | 1,599,865 | SH | DFND | 0 | 1,599,865 | 0 | ||
UR-ENERGY INC | COM | 91688R108 | 11,724 | 10,756,553 | SH | DFND | 0 | 10,756,553 | 0 | ||
UNDER ARMOUR INC | CL C | 904311206 | 232 | 38,960 | SH | DFND | 0 | 38,960 | 0 | ||
TWITTER INC | NOTE 3/1 | 90184LAN2 | 598 | 650,000 | PRN | DFND | 0 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,478 | 1,450,000 | PRN | DFND | 0 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 18,789 | 7,901,000 | PRN | DFND | 0 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 4,664 | 6,300,000 | PRN | DFND | 0 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 21,253 | 310,000 | SH | DFND | 0 | 310,000 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 6,222 | 414,254 | SH | DFND | 0 | 414,254 | 0 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 2,958 | 3,750,000 | PRN | DFND | 0 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 11,726 | 12,850,000 | PRN | DFND | 0 | 0 | 0 | ||
BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 | 4,798 | 4,750,000 | PRN | DFND | 0 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 795 | 1,000,000 | PRN | DFND | 0 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 19,442 | 22,050,000 | PRN | DFND | 0 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 6,561 | 6,950,000 | PRN | DFND | 0 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 28,503 | 24,850,000 | PRN | DFND | 0 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 868 | 1,000,000 | PRN | DFND | 0 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 24,942 | 20,950,000 | PRN | DFND | 0 | 0 | 0 | ||
SIBANYE STILLWATER LTD | SPONSORED ADR | 82575P107 | 326 | 35,000 | SH | DFND | 0 | 35,000 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 896 | 1,100,000 | PRN | DFND | 0 | 0 | 0 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 976 | 1,350,000 | PRN | DFND | 0 | 0 | 0 | ||
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 2,892 | 2,850,000 | PRN | DFND | 0 | 0 | 0 | ||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 2,609 | 5,225,000 | PRN | DFND | 0 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 736 | 650,000 | PRN | DFND | 0 | 0 | 0 | ||
PLATINUM GROUP METALS LTD | COM | 72765Q882 | 1,431 | 883,365 | SH | DFND | 0 | 883,365 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 48,279 | 22,200,000 | PRN | DFND | 0 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 2,168 | 10,000 | SH | DFND | 0 | 10,000 | 0 | ||
PINDUODUO INC | NOTE 12/0 | 722304AC6 | 2,032 | 2,250,000 | PRN | DFND | 0 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 2,342 | 3,451,000 | PRN | DFND | 0 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 348 | 400,000 | PRN | DFND | 0 | 0 | 0 | ||
PEABODY ENGR CORP | COM | 704551100 | 3,228 | 130,000 | SH | DFND | 0 | 130,000 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 677 | 400,000 | PRN | DFND | 0 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 24,875 | 13,400,000 | PRN | DFND | 0 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 38,644 | 29,124,000 | PRN | DFND | 0 | 0 | 0 | ||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 533 | 500,000 | PRN | DFND | 0 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 461 | 550,000 | PRN | DFND | 0 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 9,164 | 606,520 | SH | DFND | 0 | 606,520 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 3,211 | 2,800,000 | PRN | DFND | 0 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 6,103 | 6,652,000 | PRN | DFND | 0 | 0 | 0 | ||
MAG SILVER CORP | COM | 55903Q104 | 2,922 | 234,000 | SH | DFND | 0 | 234,000 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,260 | 5,609,000 | PRN | DFND | 0 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 7,944 | 2,200,000 | PRN | DFND | 0 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 2,305 | 331,649 | SH | DFND | 0 | 331,649 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 2,291 | 1,900,000 | PRN | DFND | 0 | 1,900,000 | 0 | ||
LIBERTY MEDIA CORP DEL | COM SER A FRMLA | 531229870 | 14,157 | 269,547 | SH | DFND | 0 | 269,547 | 0 | ||
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 5,593 | 148,310 | SH | DFND | 0 | 148,310 | 0 | ||
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 7,292 | 98,804 | SH | DFND | 0 | 98,804 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 5,974 | 6,894,000 | PRN | DFND | 0 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 10,907 | 15,100,000 | PRN | DFND | 0 | 0 | 0 | ||
IVANHOE ELECTRIC INC | COM | 46578C108 | 3,394 | 411,331 | SH | DFND | 0 | 411,331 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 40,979 | 400,000 | SH | Put | DFND | 0 | 400,000 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 36,205 | 37,850,000 | PRN | DFND | 0 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 1,278 | 1,077,000 | PRN | DFND | 0 | 0 | 0 | ||
HEICO CORP NEW | CL A | 422806208 | 6,309 | 55,037 | SH | DFND | 0 | 55,037 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 498 | 550,000 | PRN | DFND | 0 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 1,706 | 271,230 | SH | DFND | 0 | 271,230 | 0 | ||
GOLD RESOURCE CORP | COM | 38068T105 | 525 | 315,978 | SH | DFND | 0 | 315,978 | 0 | ||
FOX CORP | CL B COM | 35137L204 | 57,065 | 2,002,277 | SH | DFND | 0 | 2,002,277 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 26,718 | 29,100,000 | PRN | DFND | 0 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 594 | 650,000 | PRN | DFND | 0 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 40,007 | 43,800,000 | PRN | DFND | 0 | 0 | 0 | ||
ENERGY FUELS INC | COM NEW | 292671708 | 3,689 | 602,697 | SH | DFND | 0 | 602,697 | 0 | ||
EOG RES INC | COM | 26875P101 | 5,150 | 46,100 | SH | DFND | 0 | 46,100 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 4,599 | 1,400,000 | PRN | DFND | 0 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 8,023 | 66,600 | SH | DFND | 0 | 66,600 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 7,165 | 6,000,000 | PRN | DFND | 0 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 743 | 650,000 | PRN | DFND | 0 | 0 | 0 | ||
COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 1,189 | 1,800,000 | PRN | DFND | 0 | 0 | 0 | ||
CLEARWAY ENERGY INC | CL A | 18539C105 | 13,977 | 480,317 | SH | DFND | 0 | 480,317 | 0 | ||
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 3,509 | 102,698 | SH | DFND | 0 | 102,698 | 0 | ||
CARNIVAL PLC | ADR | 14365C103 | 9,323 | 1,372,946 | SH | DFND | 0 | 1,372,946 | 0 | ||
CAMECO CORP | COM | 13321L108 | 9,305 | 351,000 | SH | DFND | 0 | 351,000 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 7,485 | 9,677,000 | PRN | DFND | 0 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 4,571 | 4,750,000 | PRN | DFND | 0 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 19,227 | 15,900,000 | PRN | DFND | 0 | 0 | 0 | ||
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 772 | 700,000 | PRN | DFND | 0 | 0 | 0 | ||
BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 380 | 400,000 | PRN | DFND | 0 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 7,226 | 566,717 | SH | DFND | 0 | 566,717 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 10,569 | 110,500 | SH | DFND | 0 | 110,500 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 31,128 | 30,500,000 | PRN | DFND | 0 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 1,491 | 1,800,000 | PRN | DFND | 1,2 | 0 | 0 | 0 |