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
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 58,242 15,000,000 PRN   DFND 01 02 03 0 0 0
AETNA INC NEW COM 00817Y108 5,122 25,250 SH   DFND 01 02 03 0 25,250 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 21,848 22,000,000 PRN   DFND 01 02 03 0 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,469 313,735 SH   DFND 01 02 03 0 313,735 0
ALPHABET INC CAP STK CL A 02079K305 65,144 53,969 SH   DFND 01 02 03 0 53,969 0
ALTABA INC COM 021346101 4,504 66,107 SH   DFND 01 02 03 0 66,107 0
ALTICE USA INC CL A 02156K103 26,182 1,443,333 SH   DFND 01 02 03 0 1,443,333 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,083 95,652 SH   DFND 01 02 03 0 95,652 0
AMBAC FINL GROUP INC COM NEW 023139884 8,168 400,000 SH   DFND 01 02 03 0 400,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 17,044 4,500,000 PRN   DFND 01 02 03 0 0 0
ARCH COAL INC CL A 039380407 3,843 43,000 SH   DFND 01 02 03 0 43,000 0
ARCONIC INC COM 03965L100 638 29,000 SH Call DFND 01 02 03 0 29,000 0
ARCONIC INC COM 03965L100 21,460 975,000 SH   DFND 01 02 03 0 975,000 0
AVAYA HLDGS CORP COM 05351X101 6,825 308,290 SH   DFND 01 02 03 0 308,290 0
AXALTA COATING SYS LTD COM G0750C108 510 17,500 SH   DFND 01 02 03 0 17,500 0
BHP BILLITON LTD SPONSORED ADR 088606108 23,629 478,038 SH   DFND 01 02 03 0 478,038 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,692 58,700 SH   DFND 01 02 03 0 58,700 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1,040 1,000,000 PRN   DFND 01 02 03 0 0 0
CA INC COM 12673P105 905 20,500 SH   DFND 01 02 03 0 20,500 0
CAESARS ENTMT CORP COM 127686103 18,577 1,812,330 SH   DFND 01 02 03 0 1,812,330 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 26,583 16,000,000 PRN   DFND 01 02 03 0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 21,130 637,607 SH   DFND 01 02 03 0 637,607 0
CHESAPEAKE ENERGY CORP COM 165167107 2,138 476,200 SH   DFND 01 02 03 0 476,200 0
CLEARWAY ENERGY INC CL C 18539C204 4,489 233,149 SH   DFND 01 02 03 0 233,149 0
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 6 1,000,000 SH   DFND 01 02 03 0 1,000,000 0
CRYOPORT INC COM PAR $0.001 229050307 2,290 178,760 SH   DFND 01 02 03 0 178,760 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 34,493 35,023,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,710 1,740,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 6,699 6,412,000 PRN   DFND 01 02 03 0 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 25,433 20,000,000 PRN   DFND 01 02 03 0 0 0
DISCOVERY INC COM SER A 25470F104 65,523 2,047,600 SH Put DFND 01 02 03 0 2,047,600 0
DISCOVERY INC COM SER C 25470F302 100,375 3,393,313 SH   DFND 01 02 03 0 3,393,313 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 25,543 26,650,000 PRN   DFND 01 02 03 0 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,494 17,500 SH   DFND 01 02 03 0 17,500 0
ENERGY FUELS INC COM NEW 292671708 1,450 441,997 SH   DFND 01 02 03 0 441,997 0
ESSENT GROUP LTD COM G3198U102 3,762 85,000 SH   DFND 01 02 03 0 85,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 22,691 16,268,000 PRN   DFND 01 02 03 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 21,657 23,500,000 PRN   DFND 01 02 03 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 539 95,000 SH   DFND 01 02 03 0 95,000 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 5,462 841,500 SH   DFND 01 02 03 0 841,500 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 32,966 20,000,000 PRN   DFND 01 02 03 0 0 0
IAC INTERACTIVECORP COM 44919P508 14,948 68,972 SH   DFND 01 02 03 0 68,972 0
ILLUMINA INC NOTE 6/1 452327AF6 47,104 32,500,000 PRN   DFND 01 02 03 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 94 12,500 SH   DFND 01 02 03 0 12,500 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,703 57,500 SH   DFND 01 02 03 0 57,500 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 25,396 11,050,000 PRN   DFND 01 02 03 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 26,520 22,500,000 PRN   DFND 01 02 03 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 503,081 5,820,000 SH Put DFND 01 02 03 0 5,820,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 42,551 32,514,000 PRN   DFND 01 02 03 0 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 25,497 25,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 2,666 69,238 SH   DFND 01 02 03 0 69,238 0
LIBERTY BROADBAND CORP COM SER A 530307107 2,213 26,246 SH   DFND 01 02 03 0 26,246 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 26,239 931,770 SH   DFND 01 02 03 0 931,770 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 29,736 684,539 SH   DFND 01 02 03 0 684,539 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 10,106 232,577 SH   DFND 01 02 03 0 232,577 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 30,092 845,775 SH   DFND 01 02 03 0 845,775 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 18,036 14,738,000 PRN   DFND 01 02 03 0 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 519 22,264 SH   DFND 01 02 03 0 22,264 0
LOVESAC COMPANY COM 54738L109 1,920 76,848 SH   DFND 01 02 03 0 76,848 0
MAG SILVER CORP COM 55903Q104 284 35,000 SH   DFND 01 02 03 0 35,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 28,207 18,572,000 PRN   DFND 01 02 03 0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 9,634 9,060,000 PRN   DFND 01 02 03 0 0 0
NAVIGATORS GROUP INC COM 638904102 1,486 21,500 SH   DFND 01 02 03 0 21,500 0
NEWELL BRANDS INC COM 651229106 2,425 119,500 SH   DFND 01 02 03 0 119,500 0
NEWS CORP NEW CL A 65249B109 7,951 602,835 SH   DFND 01 02 03 0 602,835 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 21,651 15,094,000 PRN   DFND 01 02 03 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,771 67,500 SH   DFND 01 02 03 0 67,500 0
OASIS PETE INC NEW COM 674215108 7,362 519,203 SH   DFND 01 02 03 0 519,203 0
OCWEN FINL CORP COM NEW 675746309 6,475 1,643,449 SH   DFND 01 02 03 0 1,643,449 0
OI S A SPONSORED ADR NE 670851500 1,204 441,031 SH   DFND 01 02 03 0 441,031 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 43,739 37,500,000 PRN   DFND 01 02 03 0 0 0
ORBOTECH LTD ORD M75253100 5,914 99,500 SH   DFND 01 02 03 0 99,500 0
PINNACLE FOODS INC DEL COM 72348P104 3,403 52,500 SH   DFND 01 02 03 0 52,500 0
PLATINUM GROUP METALS LTD COM 72765Q601 767 4,317,158 SH   DFND 01 02 03 0 4,317,158 0
PRETIUM RES INC COM 74139C102 1,894 249,000 SH   DFND 01 02 03 0 249,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 63,074 41,623,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 26,412 22,200,000 PRN   DFND 01 02 03 0 0 0
PROFIRE ENERGY INC COM 74316X101 1,197 375,114 SH   DFND 01 02 03 0 375,114 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 10,720 10,707,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,055 3,000,000 PRN   DFND 01 02 03 0 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 5,028 3,800,000 PRN   DFND 01 02 03 0 0 0
RADIAN GROUP INC COM 750236101 2,894 140,000 SH   DFND 01 02 03 0 140,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 21,182 11,450,000 PRN   DFND 01 02 03 0 0 0
ROCKWELL COLLINS INC COM 774341101 5,549 39,500 SH   DFND 01 02 03 0 39,500 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 8,760 8,500,000 PRN   DFND 01 02 03 0 0 0
SCORPIO BULKERS INC COM Y7546A122 1,652 229,465 SH   DFND 01 02 03 0 229,465 0
SERVICENOW INC NOTE 6/0 81762PAC6 93,204 62,500,000 PRN   DFND 01 02 03 0 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 18,126 15,800,000 PRN   DFND 01 02 03 0 0 0
SINA CORP ORD G81477104 2,968 42,728 SH   DFND 01 02 03 0 42,728 0
SKYWORKS SOLUTIONS INC COM 83088M102 567 6,250 SH   DFND 01 02 03 0 6,250 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3,505 24,500 SH   DFND 01 02 03 0 24,500 0
TAHOE RES INC COM 873868103 279 100,000 SH   DFND 01 02 03 0 100,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,067 182,669 SH   DFND 01 02 03 0 182,669 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 23,976 11,500,000 PRN   DFND 01 02 03 0 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 11,369 8,700,000 PRN   DFND 01 02 03 0 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 28,958 631,989 SH   DFND 01 02 03 0 631,989 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 16,006 16,500,000 PRN   DFND 01 02 03 0 0 0
U S G CORP COM NEW 903293405 3,486 80,500 SH   DFND 01 02 03 0 80,500 0
UNDER ARMOUR INC CL A 904311107 1,077 50,784 SH   DFND 01 02 03 0 50,784 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,504 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UR ENERGY INC COM 91688R108 4,537 5,670,597 SH   DFND 01 02 03 0 5,670,597 0
URANIUM ENERGY CORP COM 916896103 1,315 764,341 SH   DFND 01 02 03 0 764,341 0
VERITONE INC COM 92347M100 1,587 152,110 SH   DFND 01 02 03 0 152,110 0
WEB COM GROUP INC COM 94733A104 516 18,500 SH   DFND 01 02 03 0 18,500 0
WEIBO CORP SPONSORED ADR 948596101 869 11,894 SH   DFND 01 02 03 0 11,894 0
WESTWATER RES INC COM 961684107 10 48,524 SH   DFND 01 02 03 0 48,524 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 19,324 20,000,000 PRN   DFND 01 02 03 0 0 0
WILLIAMS COS INC DEL COM 969457100 37,794 1,390,000 SH   DFND 01 02 03 0 1,390,000 0
WINDSTREAM HLDGS INC COM PAR 97382A309 4,967 1,013,751 SH   DFND 01 02 03 0 1,013,751 0
WMIH CORP COM 92936P100 4,448 3,199,809 SH   DFND 01 02 03 0 3,199,809 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 17,178 15,600,000 PRN   DFND 01 02 03 0 0 0