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 20,078 20,500,000 PRN   DFND 01 02 03 04 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,009 56,840 SH   DFND 01 02 03 04 0 56,840 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,255 9,000,000 PRN   DFND 01 02 03 04 0 0 0
ALTABA INC COM 021346101 11,606 213,025 SH   DFND 01 02 03 04 0 213,025 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,091 50,000 SH   DFND 01 02 03 04 0 50,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 17,466 6,750,000 PRN   DFND 01 02 03 04 0 0 0
ARCH COAL INC CL A 039380407 2,525 37,000 SH   DFND 01 02 03 04 0 37,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 12,629 11,500,000 PRN   DFND 01 02 03 04 0 0 0
ATLASSIAN CORP PLC CL A G06242104 7,186 204,285 SH   DFND 01 02 03 04 0 204,285 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 1,065 1,000,000 PRN   DFND 01 02 03 04 0 0 0
BARD C R INC COM 067383109 13,514 42,750 SH   DFND 01 02 03 04 0 42,750 0
BHP BILLITON LTD SPONSORED ADR 088606108 15,722 449,303 SH   DFND 01 02 03 04 0 449,303 0
BIOGEN INC COM 09062X103 6,988 25,750 SH   DFND 01 02 03 04 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 327 3,600 SH   DFND 01 02 03 04 0 3,600 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,902 8,000,000 PRN   DFND 01 02 03 04 0 0 0
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 1,666 140,000 SH   DFND 01 02 03 04 0 140,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 42,056 35,000,000 PRN   DFND 01 02 03 04 0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 9,678 322,399 SH   DFND 01 02 03 04 0 322,399 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 31,859 26,500,000 PRN   DFND 01 02 03 04 0 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 6,118 30,000,000 PRN   DFND 01 02 03 04 0 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 44 2,250,000 SH   DFND 01 02 03 04 0 2,250,000 0
CONSTELLIUM NV CL A N22035104 6,588 954,800 SH   DFND 01 02 03 04 0 954,800 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 35,952 31,023,000 PRN   DFND 01 02 03 04 0 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 568 400,000 PRN   DFND 01 02 03 04 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 10,850 8,812,000 PRN   DFND 01 02 03 04 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 4,481 73,329 SH   DFND 01 02 03 04 0 73,329 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 15,174 17,000,000 PRN   DFND 01 02 03 04 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 26,149 1,012,365 SH   DFND 01 02 03 04 0 1,012,365 0
DOW CHEM CO COM 260543103 1,261 20,000 SH   DFND 01 02 03 04 0 20,000 0
ENERGY FUELS INC COM NEW 292671708 705 441,997 SH   DFND 01 02 03 04 0 441,997 0
EPIZYME INC COM 29428V104 9,276 614,300 SH   DFND 01 02 03 04 0 614,300 0
EURONAV NV ANTWERPEN SHS B38564108 1,185 150,000 SH   DFND 01 02 03 04 0 150,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 45,446 35,418,000 PRN   DFND 01 02 03 04 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 32,015 35,000,000 PRN   DFND 01 02 03 04 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 1,204 145,000 SH   DFND 01 02 03 04 0 145,000 0
GENERAL MLS INC COM 370334104 332 6,000 SH   DFND 01 02 03 04 0 6,000 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 348 21,000 SH   DFND 01 02 03 04 0 21,000 0
HSBC HLDGS PLC DBCV 5.625%12/3 404280AR0 5,242 5,000,000 PRN   DFND 01 02 03 04 0 0 0
ILLUMINA INC NOTE 6/1 452327AF6 10,157 10,000,000 PRN   DFND 01 02 03 04 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 563 37,240 SH   DFND 01 02 03 04 0 37,240 0
INTEL CORP SDCV 12/1 458140AD2 22,870 17,500,000 PRN   DFND 01 02 03 04 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 17,888 10,750,000 PRN   DFND 01 02 03 04 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 36,430 30,000,000 PRN   DFND 01 02 03 04 0 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 50,556 37,000,000 PRN   DFND 01 02 03 04 0 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 9,350 4,000,000 PRN   DFND 01 02 03 04 0 0 0
LENNAR CORP CL B 526057302 253 5,621 SH   DFND 01 02 03 04 0 5,621 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,439 58,000 SH   DFND 01 02 03 04 0 58,000 0
LIBERTY BROADBAND CORP COM SER A 530307107 14,472 168,692 SH   DFND 01 02 03 04 0 168,692 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 13,240 245,095 SH   DFND 01 02 03 04 0 245,095 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2,118 98,938 SH   DFND 01 02 03 04 0 98,938 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 834 25,969 SH   DFND 01 02 03 04 0 25,969 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 10,001 191,260 SH   DFND 01 02 03 04 0 191,260 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 7,503 178,749 SH   DFND 01 02 03 04 0 178,749 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5,700 136,682 SH   DFND 01 02 03 04 0 136,682 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 15,840 452,185 SH   DFND 01 02 03 04 0 452,185 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 16,123 13,538,000 PRN   DFND 01 02 03 04 0 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,397 120,434 SH   DFND 01 02 03 04 0 120,434 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 41,458 25,000,000 PRN   DFND 01 02 03 04 0 0 0
LINE CORP SPONSORED ADR 53567X101 1,740 50,000 SH   DFND 01 02 03 04 0 50,000 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3,121 118,754 SH   DFND 01 02 03 04 0 118,754 0
MACQUARIE BK LTD MTNF 6.125%12/3 55608YAC9 15,694 15,000,000 PRN   DFND 01 02 03 04 0 0 0
MAG SILVER CORP COM 55903Q104 456 35,000 SH   DFND 01 02 03 04 0 35,000 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 6,735 300,000 SH   DFND 01 02 03 04 0 300,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 70,821 47,062,000 PRN   DFND 01 02 03 04 0 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 61,850 19,823,000 PRN   DFND 01 02 03 04 0 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,473 119,000 SH   DFND 01 02 03 04 0 119,000 0
MONSANTO CO NEW COM 61166W101 11,540 97,500 SH   DFND 01 02 03 04 0 97,500 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 476 18,145 SH   DFND 01 02 03 04 0 18,145 0
NATIONSTAR MTG HLDGS INC COM 63861C109 3,578 200,000 SH   DFND 01 02 03 04 0 200,000 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 27,225 27,500,000 PRN   DFND 01 02 03 04 0 0 0
NETEASE INC SPONSORED ADR 64110W102 6,012 20,000 SH   DFND 01 02 03 04 0 20,000 0
NRG YIELD INC CL C 62942X405 900 51,159 SH   DFND 01 02 03 04 0 51,159 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17,363 12,500,000 PRN   DFND 01 02 03 04 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 25,611 234,000 SH   DFND 01 02 03 04 0 234,000 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 17,924 15,000,000 PRN   DFND 01 02 03 04 0 0 0
OCWEN FINL CORP COM NEW 675746309 4,563 1,696,412 SH   DFND 01 02 03 04 0 1,696,412 0
OCWEN FINL CORP COM NEW 675746309 2,690 1,000,000 SH Call DFND 01 02 03 04 0 1,000,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 49,243 37,500,000 PRN   DFND 01 02 03 04 0 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 13,337 14,000,000 PRN   DFND 01 02 03 04 0 0 0
PAREXEL INTL CORP COM 699462107 869 10,000 SH   DFND 01 02 03 04 0 10,000 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 5,503 6,000,000 PRN   DFND 01 02 03 04 0 0 0
PLATINUM GROUP METALS LTD COM 72765Q601 1,712 2,048,639 SH   DFND 01 02 03 04 0 2,048,639 0
PRETIUM RES INC COM 74139C102 2,584 269,000 SH   DFND 01 02 03 04 0 269,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,756 8,000,000 PRN   DFND 01 02 03 04 0 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 2,963 1,500,000 PRN   DFND 01 02 03 04 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 11,475 11,000,000 PRN   DFND 01 02 03 04 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,182 3,000,000 PRN   DFND 01 02 03 04 0 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 4,667 3,800,000 PRN   DFND 01 02 03 04 0 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 15,041 10,850,000 PRN   DFND 01 02 03 04 0 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 272 250,000 PRN   DFND 01 02 03 04 0 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 18,204 169,094 SH   DFND 01 02 03 04 0 169,094 0
SCORPIO BULKERS INC COM Y7546A122 1,618 229,465 SH   DFND 01 02 03 04 0 229,465 0
SERVICENOW INC NOTE 11/0 81762PAB8 31,484 21,500,000 PRN   DFND 01 02 03 04 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 712 130,200 SH Put DFND 01 02 03 04 0 130,200 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,386 182,669 SH   DFND 01 02 03 04 0 182,669 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 102,230 30,000,000 PRN   DFND 01 02 03 04 0 0 0
TIME WARNER INC COM NEW 887317303 15,513 154,500 SH   DFND 01 02 03 04 0 154,500 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,628 201,921 SH   DFND 01 02 03 04 0 201,921 0
U S SILICA HLDGS INC COM 90346E103 532 15,000 SH   DFND 01 02 03 04 0 15,000 0
UNDER ARMOUR INC CL A 904311107 5,029 231,100 SH Put DFND 01 02 03 04 0 231,100 0
UNDER ARMOUR INC CL A 904311107 4,352 200,000 SH   DFND 01 02 03 04 0 200,000 0
UNDER ARMOUR INC CL C 904311206 10,190 505,449 SH   DFND 01 02 03 04 0 505,449 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,205 2,133,210 SH   DFND 01 02 03 04 0 2,133,210 0
UR ENERGY INC COM 91688R108 4,170 6,664,128 SH   DFND 01 02 03 04 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,528 964,341 SH   DFND 01 02 03 04 0 964,341 0
VCA INC COM 918194101 2,769 30,000 SH   DFND 01 02 03 04 0 30,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 40,325 14,755,000 PRN   DFND 01 02 03 04 0 0 0
VISTRA ENERGY CORP COM 92840M102 19,976 1,189,764 SH   DFND 01 02 03 04 0 1,189,764 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 861 11,000 SH   DFND 01 02 03 04 0 11,000 0
WALTER INVT MGMT CORP COM 93317W102 189 200,000 SH   DFND 01 02 03 04 0 200,000 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 44,602 35,000,000 PRN   DFND 01 02 03 04 0 0 0
WHOLE FOODS MKT INC COM 966837106 526 12,500 SH   DFND 01 02 03 04 0 12,500 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 16,398 14,600,000 PRN   DFND 01 02 03 04 0 0 0