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 21,910 22,500,000 PRN   DFND 01 02 03 0 0 0
ALERE INC PFD CNV SER B 01449J204 7,930 20,000 SH   DFND 01 02 03 0 20,000 0
ALTABA INC COM 021346101 15,251 230,243 SH   DFND 01 02 03 0 230,243 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,552 60,000 SH   DFND 01 02 03 0 60,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 17,639 6,750,000 PRN   DFND 01 02 03 0 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 1,125 1,100,000 PRN   DFND 01 02 03 0 0 0
ARCH COAL INC CL A 039380407 2,367 33,000 SH   DFND 01 02 03 0 33,000 0
ATLASSIAN CORP PLC CL A G06242104 3,064 87,172 SH   DFND 01 02 03 0 87,172 0
BARD C R INC COM 067383109 5,529 17,250 SH   DFND 01 02 03 0 17,250 0
BHP BILLITON LTD SPONSORED ADR 088606108 21,470 530,320 SH   DFND 01 02 03 0 530,320 0
BHP BILLITON PLC SPONSORED ADR 05545E209 2,067 58,296 SH   DFND 01 02 03 0 58,296 0
BIOGEN INC COM 09062X103 8,063 25,750 SH   DFND 01 02 03 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,750 115,500 SH   DFND 01 02 03 0 115,500 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 35,850 32,000,000 PRN   DFND 01 02 03 0 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 10,165 10,000,000 PRN   DFND 01 02 03 0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 40,105 35,000,000 PRN   DFND 01 02 03 0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 11,160 300,068 SH   DFND 01 02 03 0 300,068 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 44,215 38,000,000 PRN   DFND 01 02 03 0 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 16,160 65,000,000 PRN   DFND 01 02 03 0 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 2,924 14,500,000 PRN   DFND 01 02 03 0 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 28 2,250,000 SH   DFND 01 02 03 0 2,250,000 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 11,171 11,000,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 51,354 45,023,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 10,736 8,812,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,447 1,340,000 PRN   DFND 01 02 03 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 10,987 142,299 SH   DFND 01 02 03 0 142,299 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,440 10,000,000 PRN   DFND 01 02 03 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 6,458 318,780 SH   DFND 01 02 03 0 318,780 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 20,023 17,800,000 PRN   DFND 01 02 03 0 0 0
ENERGY FUELS INC COM NEW 292671708 707 441,997 SH   DFND 01 02 03 0 441,997 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 48,121 35,418,000 PRN   DFND 01 02 03 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30,989 33,000,000 PRN   DFND 01 02 03 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 993 145,000 SH   DFND 01 02 03 0 145,000 0
IAC INTERACTIVECORP COM 44919P508 2,168 18,500 SH   DFND 01 02 03 0 18,500 0
ILLUMINA INC NOTE 6/1 452327AF6 30,104 28,400,000 PRN   DFND 01 02 03 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 487 37,240 SH   DFND 01 02 03 0 37,240 0
INTEL CORP SDCV 2.950%12/1 458140AD2 25,021 17,500,000 PRN   DFND 01 02 03 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 21,120 11,450,000 PRN   DFND 01 02 03 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 29,373 25,000,000 PRN   DFND 01 02 03 0 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 46,137 37,000,000 PRN   DFND 01 02 03 0 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 12,281 4,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 253 5,621 SH   DFND 01 02 03 0 5,621 0
LIBERTY BROADBAND CORP COM SER A 530307107 13,922 147,827 SH   DFND 01 02 03 0 147,827 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 6,445 121,354 SH   DFND 01 02 03 0 121,354 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,981 60,591 SH   DFND 01 02 03 0 60,591 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 4,141 177,725 SH   DFND 01 02 03 0 177,725 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 11,478 199,440 SH   DFND 01 02 03 0 199,440 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 7,623 181,933 SH   DFND 01 02 03 0 181,933 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5,455 130,276 SH   DFND 01 02 03 0 130,276 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 16,500 452,175 SH   DFND 01 02 03 0 452,175 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 16,492 13,538,000 PRN   DFND 01 02 03 0 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 47,421 26,000,000 PRN   DFND 01 02 03 0 0 0
MAG SILVER CORP COM 55903Q104 393 35,000 SH   DFND 01 02 03 0 35,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 80,263 45,812,000 PRN   DFND 01 02 03 0 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 81,054 19,823,000 PRN   DFND 01 02 03 0 0 0
MONSANTO CO NEW COM 61166W101 7,489 62,500 SH   DFND 01 02 03 0 62,500 0
NATIONSTAR MTG HLDGS INC COM 63861C109 3,714 200,000 SH   DFND 01 02 03 0 200,000 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 30,845 27,500,000 PRN   DFND 01 02 03 0 0 0
NETEASE INC SPONSORED ADR 64110W102 11,871 45,000 SH   DFND 01 02 03 0 45,000 0
NRG YIELD INC CL C 62942X405 1,243 64,425 SH   DFND 01 02 03 0 64,425 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 18,217 15,000,000 PRN   DFND 01 02 03 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 13,797 122,000 SH   DFND 01 02 03 0 122,000 0
OCEAN RIG UDW INC SHS NEW G66964118 2,247 94,611 SH   DFND 01 02 03 0 94,611 0
OCWEN FINL CORP COM NEW 675746309 5,835 1,696,412 SH   DFND 01 02 03 0 1,696,412 0
OCWEN FINL CORP COM NEW 675746309 3,440 1,000,000 SH Call DFND 01 02 03 0 1,000,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 51,632 37,500,000 PRN   DFND 01 02 03 0 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 11,759 12,500,000 PRN   DFND 01 02 03 0 0 0
PLATINUM GROUP METALS LTD COM 72765Q601 403 984,158 SH   DFND 01 02 03 0 984,158 0
PRETIUM RES INC COM 74139C102 1,657 179,000 SH   DFND 01 02 03 0 179,000 0
PRICELINE GRP INC COM NEW 741503403 5,309 2,900 SH   DFND 01 02 03 0 2,900 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 18,077 12,500,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 19,725 17,100,000 PRN   DFND 01 02 03 0 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 27,974 12,500,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 11,188 11,000,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,122 3,000,000 PRN   DFND 01 02 03 0 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 4,412 3,800,000 PRN   DFND 01 02 03 0 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 7,517 7,500,000 PRN   DFND 01 02 03 0 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 16,723 10,850,000 PRN   DFND 01 02 03 0 0 0
ROCKWELL COLLINS INC COM 774341101 2,104 16,100 SH   DFND 01 02 03 0 16,100 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,507 121,368 SH   DFND 01 02 03 0 121,368 0
RYB ED INC ADR 74979W101 2,280 80,000 SH   DFND 01 02 03 0 80,000 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 56,274 40,000,000 PRN   DFND 01 02 03 0 0 0
SCORPIO BULKERS INC COM Y7546A122 1,606 229,465 SH   DFND 01 02 03 0 229,465 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,503 17,500 SH   DFND 01 02 03 0 17,500 0
SERVICENOW INC NOTE 11/0 81762PAB8 40,141 25,000,000 PRN   DFND 01 02 03 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 719 130,200 SH Put DFND 01 02 03 0 130,200 0
STMICROELECTRONICS N V NY REGISTRY 861012102 368 18,924 SH   DFND 01 02 03 0 18,924 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,859 182,669 SH   DFND 01 02 03 0 182,669 0
TIME WARNER INC COM NEW 887317303 11,690 114,102 SH   DFND 01 02 03 0 114,102 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 11,124 431,335 SH   DFND 01 02 03 0 431,335 0
U S SILICA HLDGS INC COM 90346E103 466 15,000 SH   DFND 01 02 03 0 15,000 0
UNDER ARMOUR INC CL A 904311107 13,685 830,400 SH Put DFND 01 02 03 0 830,400 0
UNDER ARMOUR INC CL A 904311107 5,605 340,081 SH   DFND 01 02 03 0 340,081 0
UNDER ARMOUR INC CL C 904311206 8,278 551,124 SH   DFND 01 02 03 0 551,124 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,333 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UR ENERGY INC COM 91688R108 3,832 6,664,128 SH   DFND 01 02 03 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,059 764,341 SH   DFND 01 02 03 0 764,341 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 38,972 12,500,000 PRN   DFND 01 02 03 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 366 4,737 SH   DFND 01 02 03 0 4,737 0
WAYFAIR INC CL A 94419L101 911 13,500 SH   DFND 01 02 03 0 13,500 0
WESTWATER RES INC COM 961684107 70 48,524 SH   DFND 01 02 03 0 48,524 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 28,930 20,500,000 PRN   DFND 01 02 03 0 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 15,850 14,600,000 PRN   DFND 01 02 03 0 0 0