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
ACHAOGEN INC COM 004449104 251 90,850 SH   DFND 1 2 3 4 0 90,850 0
AETNA INC NEW COM 00817Y108 9,327 83,012 SH   DFND 1 2 3 4 0 83,012 0
AGILENT TECHNOLOGIES INC COM 00846U101 299 7,500 SH   DFND 1 2 3 4 0 7,500 0
ALLERGAN PLC SHS G0177J108 58,256 217,347 SH   DFND 1 2 3 4 0 217,347 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 29,124 28,500,000 PRN   DFND 1 2 3 4 0 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 9,105 377,025 SH   DFND 1 2 3 4 0 377,025 0
ANADARKO PETE CORP COM 032511107 932 20,000 SH   DFND 1 2 3 4 0 20,000 0
ATLASSIAN CORP PLC CL A G06242104 7,652 304,285 SH   DFND 1 2 3 4 0 304,285 0
BANCO BILBAO VIZCAYA FDIC TL DEBT 9.000%12/2 E1R845AX9 1,049 1,000,000 PRN   DFND 1 2 3 4 0 0 0
BAXALTA INC COM 07177M103 2,525 62,500 SH   DFND 1 2 3 4 0 62,500 0
BIOGEN INC COM 09062X103 6,404 24,600 SH   DFND 1 2 3 4 0 24,600 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,189 62,920 SH   DFND 1 2 3 4 0 62,920 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 2,560 3,000,000 PRN   DFND 1 2 3 4 0 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 10,617 10,900,000 PRN   DFND 1 2 3 4 0 0 0
CARNIVAL CORP PAIRED CTF 143658300 83,927 1,595,289 SH   DFND 1 2 3 4 0 1,595,289 0
CAVIUM INC COM 14964U108 262 4,289 SH   DFND 1 2 3 4 0 4,289 0
CIGNA CORPORATION COM 125509109 1,475 10,750 SH   DFND 1 2 3 4 0 10,750 0
CNA FINL CORP COM 126117100 596 18,517 SH   DFND 1 2 3 4 0 18,517 0
COMCAST CORP NEW CL A 20030N101 519 8,500 SH   DFND 1 2 3 4 0 8,500 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 18 2,500,000 SH   DFND 1 2 3 4 0 2,500,000 0
CONCHO RES INC COM 20605P101 808 8,000 SH   DFND 1 2 3 4 0 8,000 0
CONSTELLIUM NV CL A N22035104 5,761 1,110,000 SH   DFND 1 2 3 4 0 1,110,000 0
CYNAPSUS THERAPEUTICS INC COM PAR NO PAR 23257Y859 476 40,000 SH   DFND 1 2 3 4 0 40,000 0
DEVON ENERGY CORP NEW COM 25179M103 411 15,000 SH   DFND 1 2 3 4 0 15,000 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 8,860 309,480 SH   DFND 1 2 3 4 0 309,480 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,442 282,853 SH   DFND 1 2 3 4 0 282,853 0
E M C CORP MASS COM 268648102 5,509 206,700 SH   DFND 1 2 3 4 0 206,700 0
ENERGY FUELS INC COM NEW 292671708 983 441,997 SH   DFND 1 2 3 4 0 441,997 0
EURONAV NV ANTWERPEN SHS B38564108 2,149 210,000 SH   DFND 1 2 3 4 0 210,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 20,099 16,700,000 PRN   DFND 1 2 3 4 0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,626 38,800 SH   DFND 1 2 3 4 0 38,800 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 57,418 30,650,000 PRN   DFND 1 2 3 4 0 0 0
FRANKLIN RES INC COM 354613101 7,810 200,000 SH Put DFND 1 2 3 4 0 200,000 0
GRACE W R & CO DEL NEW COM 38388F108 6,923 97,265 SH   DFND 1 2 3 4 0 97,265 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 529 23,500 SH   DFND 1 2 3 4 0 23,500 0
HORIZON PHARMA PLC SHS G4617B105 994 60,000 SH   DFND 1 2 3 4 0 60,000 0
INCYTE CORP COM 45337C102 6,975 96,250 SH   DFND 1 2 3 4 0 96,250 0
INGRAM MICRO INC CL A 457153104 503 14,000 SH   DFND 1 2 3 4 0 14,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 20,757 13,000,000 PRN   DFND 1 2 3 4 0 0 0
JARDEN CORP COM 471109108 4,510 76,500 SH   DFND 1 2 3 4 0 76,500 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,178 37,576 SH   DFND 1 2 3 4 0 37,576 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 11,480 327,434 SH   DFND 1 2 3 4 0 327,434 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 14,759 383,361 SH   DFND 1 2 3 4 0 383,361 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,480 191,195 SH   DFND 1 2 3 4 0 191,195 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 8,365 219,630 SH   DFND 1 2 3 4 0 219,630 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 9,500 9,500,000 PRN   DFND 1 2 3 4 0 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 4,468 201,638 SH   DFND 1 2 3 4 0 201,638 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 12,254 13,500,000 PRN   DFND 1 2 3 4 0 0 0
MAG SILVER CORP COM 55903Q104 330 35,000 SH   DFND 1 2 3 4 0 35,000 0
MCKESSON CORP COM 58155Q103 7,142 45,416 SH   DFND 1 2 3 4 0 45,416 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8,093 7,900,000 PRN   DFND 1 2 3 4 0 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 13,010 10,300,000 PRN   DFND 1 2 3 4 0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 774 600,000 PRN   DFND 1 2 3 4 0 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 65,996 40,000,000 PRN   DFND 1 2 3 4 0 0 0
MONSANTO CO NEW COM 61166W101 6,471 73,749 SH   DFND 1 2 3 4 0 73,749 0
NATIONAL BANK OF ABU DHABI MTNF 1.000% 3/1 M7080ZTU0 3,130 3,200,000 PRN   DFND 1 2 3 4 0 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 468 18,145 SH   DFND 1 2 3 4 0 18,145 0
NATIONSTAR MTG HLDGS INC COM 63861C109 9,658 975,549 SH   DFND 1 2 3 4 0 975,549 0
NEWS CORP NEW CL A 65249B109 7,546 590,935 SH   DFND 1 2 3 4 0 590,935 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 33,000 18,450,000 PRN   DFND 1 2 3 4 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,246 27,711 SH   DFND 1 2 3 4 0 27,711 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,457 35,900 SH   DFND 1 2 3 4 0 35,900 0
OCWEN FINL CORP COM NEW 675746309 3,343 1,353,344 SH   DFND 1 2 3 4 0 1,353,344 0
OREXIGEN THERAPEUTICS INC COM 686164104 64 113,000 SH   DFND 1 2 3 4 0 113,000 0
PARSLEY ENERGY INC CL A 701877102 565 25,000 SH   DFND 1 2 3 4 0 25,000 0
PIONEER NAT RES CO COM 723787107 1,408 10,000 SH   DFND 1 2 3 4 0 10,000 0
PRETIUM RES INC COM 74139C102 802 150,000 SH   DFND 1 2 3 4 0 150,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,674 9,700,000 PRN   DFND 1 2 3 4 0 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 38,089 26,500,000 PRN   DFND 1 2 3 4 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,006 1,000,000 PRN   DFND 1 2 3 4 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 12,259 12,500,000 PRN   DFND 1 2 3 4 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 2,857 3,000,000 PRN   DFND 1 2 3 4 0 0 0
RED HAT INC COM 756577102 9,249 124,126 SH   DFND 1 2 3 4 0 124,126 0
RED HAT INC NOTE 0.250%10/0 756577AD4 12,936 10,400,000 PRN   DFND 1 2 3 4 0 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,747 62,071 SH   DFND 1 2 3 4 0 62,071 0
RITE AID CORP COM 767754104 3,484 427,500 SH   DFND 1 2 3 4 0 427,500 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 734 29,000 SH   DFND 1 2 3 4 0 29,000 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 23,334 270,714 SH   DFND 1 2 3 4 0 270,714 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 312 350,000 PRN   DFND 1 2 3 4 0 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 9,682 7,816,000 PRN   DFND 1 2 3 4 0 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 45,915 44,000,000 PRN   DFND 1 2 3 4 0 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,295 2,400,000 PRN   DFND 1 2 3 4 0 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 545 7,000 SH   DFND 1 2 3 4 0 7,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 28,090 27,500,000 PRN   DFND 1 2 3 4 0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 2,954 2,727,000 PRN   DFND 1 2 3 4 0 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,786 182,669 SH   DFND 1 2 3 4 0 182,669 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 1,725 1,900,000 PRN   DFND 1 2 3 4 0 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 2,033 1,100,000 PRN   DFND 1 2 3 4 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11,367 212,436 SH   DFND 1 2 3 4 0 212,436 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 4,071 64,300 SH   DFND 1 2 3 4 0 64,300 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 4,437 2,133,210 SH   DFND 1 2 3 4 0 2,133,210 0
UR ENERGY INC COM 91688R108 2,979 5,939,128 SH   DFND 1 2 3 4 0 5,939,128 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,630 100,000 SH   DFND 1 2 3 4 0 100,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 77,747 30,000,000 PRN   DFND 1 2 3 4 0 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 2,509 2,500,000 PRN   DFND 1 2 3 4 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 178 13,800 SH   DFND 1 2 3 4 0 13,800 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,053 12,500 SH   DFND 1 2 3 4 0 12,500 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 16,061 8,350,000 PRN   DFND 1 2 3 4 0 0 0
WESTERN DIGITAL CORP COM 958102105 567 12,000 SH   DFND 1 2 3 4 0 12,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 9,711 10,700,000 PRN   DFND 1 2 3 4 0 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 3,505 127,500 SH   DFND 1 2 3 4 0 127,500 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 536 30,000 SH   DFND 1 2 3 4 0 30,000 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,463 60,607 SH   DFND 1 2 3 4 0 60,607 0
ZOETIS INC CL A 98978V103 12,430 280,395 SH   DFND 1 2 3 4 0 280,395 0