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
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 19,813 20,000,000 PRN   DFND 01 02 03 04 0 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 22,752 22,500,000 PRN   DFND 01 02 03 04 0 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 15,640 425,000 SH   DFND 01 02 03 04 0 425,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 17,861 7,750,000 PRN   DFND 01 02 03 04 0 0 0
ARCH COAL INC CL A 039380407 3,724 54,000 SH   DFND 01 02 03 04 0 54,000 0
ATLASSIAN CORP PLC CL A G06242104 6,118 204,285 SH   DFND 01 02 03 04 0 204,285 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 1,056 1,000,000 PRN   DFND 01 02 03 04 0 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 17,958 495,799 SH   DFND 01 02 03 04 0 495,799 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1,991 63,640 SH   DFND 01 02 03 04 0 63,640 0
BIOGEN INC COM 09062X103 7,041 25,750 SH   DFND 01 02 03 04 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 351 4,000 SH   DFND 01 02 03 04 0 4,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1,137 1,000,000 PRN   DFND 01 02 03 04 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,368 350,000 SH   DFND 01 02 03 04 0 350,000 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 12,064 11,071,000 PRN   DFND 01 02 03 04 0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 23,458 20,000,000 PRN   DFND 01 02 03 04 0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 12,748 367,180 SH   DFND 01 02 03 04 0 367,180 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,487 7,600 SH   DFND 01 02 03 04 0 7,600 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 18,850 15,000,000 PRN   DFND 01 02 03 04 0 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,695 5,000,000 PRN   DFND 01 02 03 04 0 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 8,155 30,000,000 PRN   DFND 01 02 03 04 0 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 23 2,500,000 SH   DFND 01 02 03 04 0 2,500,000 0
CONSTELLIUM NV CL A N22035104 8,494 1,306,800 SH   DFND 01 02 03 04 0 1,306,800 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,583 5,023,000 PRN   DFND 01 02 03 04 0 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 527 400,000 PRN   DFND 01 02 03 04 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 10,260 8,812,000 PRN   DFND 01 02 03 04 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,740 27,152 SH   DFND 01 02 03 04 0 27,152 0
DEPOMED INC COM 249908104 157 12,500 SH   DFND 01 02 03 04 0 12,500 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,053 7,500,000 PRN   DFND 01 02 03 04 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 55,912 1,922,019 SH   DFND 01 02 03 04 0 1,922,019 0
DOW CHEM CO COM 260543103 1,175 18,500 SH   DFND 01 02 03 04 0 18,500 0
ENERGY FUELS INC COM NEW 292671708 953 441,997 SH   DFND 01 02 03 04 0 441,997 0
EPIZYME INC COM 29428V104 10,535 614,300 SH   DFND 01 02 03 04 0 614,300 0
EURONAV NV ANTWERPEN SHS B38564108 1,178 150,000 SH   DFND 01 02 03 04 0 150,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 40,902 32,158,000 PRN   DFND 01 02 03 04 0 0 0
EXPEDIA INC DEL COM NEW 30212P303 379 3,000 SH   DFND 01 02 03 04 0 3,000 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 43,205 19,635,000 PRN   DFND 01 02 03 04 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 31,641 35,000,000 PRN   DFND 01 02 03 04 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 1,177 145,000 SH   DFND 01 02 03 04 0 145,000 0
GENERAL MLS INC COM 370334104 354 6,000 SH   DFND 01 02 03 04 0 6,000 0
INTEL CORP SDCV 12/1 458140AD2 20,563 15,000,000 PRN   DFND 01 02 03 04 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 19,741 11,250,000 PRN   DFND 01 02 03 04 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 24,872 19,050,000 PRN   DFND 01 02 03 04 0 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 40,881 30,000,000 PRN   DFND 01 02 03 04 0 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 17,462 8,200,000 PRN   DFND 01 02 03 04 0 0 0
LENNAR CORP CL B 526057302 235 5,621 SH   DFND 01 02 03 04 0 5,621 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,636 98,500 SH   DFND 01 02 03 04 0 98,500 0
LIBERTY BROADBAND CORP COM SER A 530307107 13,570 159,477 SH   DFND 01 02 03 04 0 159,477 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 10,049 220,949 SH   DFND 01 02 03 04 0 220,949 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 414 18,599 SH   DFND 01 02 03 04 0 18,599 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 11,515 321,031 SH   DFND 01 02 03 04 0 321,031 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 22,057 495,875 SH   DFND 01 02 03 04 0 495,875 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 9,780 251,286 SH   DFND 01 02 03 04 0 251,286 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7,155 184,497 SH   DFND 01 02 03 04 0 184,497 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 7,828 239,393 SH   DFND 01 02 03 04 0 239,393 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 17,764 15,538,000 PRN   DFND 01 02 03 04 0 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 26,872 18,000,000 PRN   DFND 01 02 03 04 0 0 0
LINE CORP SPONSORED ADR 53567X101 1,924 50,000 SH   DFND 01 02 03 04 0 50,000 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 810 33,214 SH   DFND 01 02 03 04 0 33,214 0
MACQUARIE BK LTD MTNF 6.125%12/3 55608YAC9 15,136 15,000,000 PRN   DFND 01 02 03 04 0 0 0
MAG SILVER CORP COM 55903Q104 460 35,000 SH   DFND 01 02 03 04 0 35,000 0
MEAD JOHNSON NUTRITION CO COM 582839106 6,501 73,000 SH   DFND 01 02 03 04 0 73,000 0
MELCO CROWN ENTMT LTD ADR 585464100 11,955 644,800 SH   DFND 01 02 03 04 0 644,800 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 57,394 39,938,000 PRN   DFND 01 02 03 04 0 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 64,403 21,123,000 PRN   DFND 01 02 03 04 0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 1,197 400,000 PRN   DFND 01 02 03 04 0 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,684 60,000 SH   DFND 01 02 03 04 0 60,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9,612 7,500,000 PRN   DFND 01 02 03 04 0 0 0
MONSANTO CO NEW COM 61166W101 6,283 55,500 SH   DFND 01 02 03 04 0 55,500 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 472 18,145 SH   DFND 01 02 03 04 0 18,145 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,576 100,000 SH   DFND 01 02 03 04 0 100,000 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 22,202 22,500,000 PRN   DFND 01 02 03 04 0 0 0
NEWELL BRANDS INC COM 651229106 448 9,500 SH   DFND 01 02 03 04 0 9,500 0
NRG YIELD INC CL C 62942X405 563 31,836 SH   DFND 01 02 03 04 0 31,836 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 15,282 2,825,000 PRN   DFND 01 02 03 04 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 11,903 115,000 SH   DFND 01 02 03 04 0 115,000 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 23,215 20,000,000 PRN   DFND 01 02 03 04 0 0 0
OCWEN FINL CORP COM NEW 675746309 5,470 1,000,000 SH Call DFND 01 02 03 04 0 1,000,000 0
OCWEN FINL CORP COM NEW 675746309 9,553 1,746,412 SH   DFND 01 02 03 04 0 1,746,412 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 35,755 30,000,000 PRN   DFND 01 02 03 04 0 0 0
PAYPAL HLDGS INC COM 70450Y103 559 13,000 SH   DFND 01 02 03 04 0 13,000 0
PINNACLE FOODS INC DEL COM 72348P104 347 6,000 SH   DFND 01 02 03 04 0 6,000 0
PLATINUM GROUP METALS LTD COM 72765Q601 1,512 924,886 SH   DFND 01 02 03 04 0 924,886 0
PRETIUM RES INC COM 74139C102 3,095 289,000 SH   DFND 01 02 03 04 0 289,000 0
PRICELINE GRP INC COM NEW 741503403 3,774 2,120 SH   DFND 01 02 03 04 0 2,120 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,418 8,000,000 PRN   DFND 01 02 03 04 0 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 2,827 1,500,000 PRN   DFND 01 02 03 04 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,037 1,000,000 PRN   DFND 01 02 03 04 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 11,303 11,000,000 PRN   DFND 01 02 03 04 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,118 3,000,000 PRN   DFND 01 02 03 04 0 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 14,755 11,350,000 PRN   DFND 01 02 03 04 0 0 0
REYNOLDS AMERICAN INC COM 761713106 7,562 120,000 SH   DFND 01 02 03 04 0 120,000 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 249 250,000 PRN   DFND 01 02 03 04 0 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 4,070 49,000 SH   DFND 01 02 03 04 0 49,000 0
SCORPIO BULKERS INC COM Y7546A122 2,100 229,465 SH   DFND 01 02 03 04 0 229,465 0
SERVICENOW INC NOTE 11/0 81762PAB8 19,332 15,000,000 PRN   DFND 01 02 03 04 0 0 0
STANDARD CHARTERED PLC DEBT 7.500%12/3 G84228CQ9 10,800 10,000,000 PRN   DFND 01 02 03 04 0 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,999 182,669 SH   DFND 01 02 03 04 0 182,669 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 58,233 21,137,000 PRN   DFND 01 02 03 04 0 0 0
TESLA INC COM 88160R101 8,350 30,000 SH   DFND 01 02 03 04 0 30,000 0
TESORO CORP COM 881609101 1,256 15,500 SH   DFND 01 02 03 04 0 15,500 0
TIME WARNER INC COM NEW 887317303 11,969 122,500 SH   DFND 01 02 03 04 0 122,500 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 7,965 250,640 SH   DFND 01 02 03 04 0 250,640 0
UNDER ARMOUR INC CL A 904311107 1,744 88,145 SH   DFND 01 02 03 04 0 88,145 0
UNDER ARMOUR INC CL A 904311107 11,892 601,200 SH Put DFND 01 02 03 04 0 601,200 0
UNDER ARMOUR INC CL C 904311206 10,551 576,534 SH   DFND 01 02 03 04 0 576,534 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 4,117 2,133,210 SH   DFND 01 02 03 04 0 2,133,210 0
UR ENERGY INC COM 91688R108 4,404 6,664,128 SH   DFND 01 02 03 04 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,563 1,097,741 SH   DFND 01 02 03 04 0 1,097,741 0
VALE S A ADR 91912E105 3,661 385,341 SH   DFND 01 02 03 04 0 385,341 0
VCA INC COM 918194101 6,314 69,000 SH   DFND 01 02 03 04 0 69,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 37,761 14,755,000 PRN   DFND 01 02 03 04 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,121 13,500 SH   DFND 01 02 03 04 0 13,500 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 42,378 35,500,000 PRN   DFND 01 02 03 04 0 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 16,359 13,688,000 PRN   DFND 01 02 03 04 0 0 0