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
AETNA INC NEW COM 00817Y108 541 3,000 SH   DFND 01 02 03 0 3,000 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 6,056 6,000,000 PRN   DFND 01 02 03 0 0 0
ALTABA INC COM 021346101 10,345 148,097 SH   DFND 01 02 03 0 148,097 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,820 65,000 SH   DFND 01 02 03 0 65,000 0
AMBAC FINL GROUP INC COM NEW 023139884 3,830 239,645 SH   DFND 01 02 03 0 239,645 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 19,282 6,250,000 PRN   DFND 01 02 03 0 0 0
ARCH COAL INC CL A 039380407 3,075 33,000 SH   DFND 01 02 03 0 33,000 0
BHP BILLITON LTD SPONSORED ADR 088606108 34,937 742,164 SH   DFND 01 02 03 0 742,164 0
BHP BILLITON PLC SPONSORED ADR 05545E209 314 7,808 SH   DFND 01 02 03 0 7,808 0
BIOGEN INC COM 09062X103 8,203 25,750 SH   DFND 01 02 03 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 11,280 126,500 SH   DFND 01 02 03 0 126,500 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 34,589 32,000,000 PRN   DFND 01 02 03 0 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 6,582 206,987 SH   DFND 01 02 03 0 206,987 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 35,991 35,000,000 PRN   DFND 01 02 03 0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 11,071 293,571 SH   DFND 01 02 03 0 293,571 0
CHESAPEAKE ENERGY CORP COM 165167107 1,334 337,000 SH   DFND 01 02 03 0 337,000 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 19 2,250,000 SH   DFND 01 02 03 0 2,250,000 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 40,394 38,062,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,377 1,340,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 19,969 17,712,000 PRN   DFND 01 02 03 0 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 27,000 20,180,000 PRN   DFND 01 02 03 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 48,458 596,182 SH   DFND 01 02 03 0 596,182 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 4,036 4,706,000 PRN   DFND 01 02 03 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 41,148 1,943,730 SH   DFND 01 02 03 0 1,943,730 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,626 17,800,000 PRN   DFND 01 02 03 0 0 0
ENERGY FUELS INC COM NEW 292671708 791 441,997 SH   DFND 01 02 03 0 441,997 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19,079 15,418,000 PRN   DFND 01 02 03 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 24,728 26,841,000 PRN   DFND 01 02 03 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 640 95,000 SH   DFND 01 02 03 0 95,000 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 5,688 841,500 SH   DFND 01 02 03 0 841,500 0
GREENBRIER COS INC COM 393657101 5,497 103,100 SH   DFND 01 02 03 0 103,100 0
IAC INTERACTIVECORP COM 44919P508 7,078 57,886 SH   DFND 01 02 03 0 57,886 0
ILLUMINA INC NOTE 6/1 452327AF6 34,167 31,400,000 PRN   DFND 01 02 03 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 386 38,040 SH   DFND 01 02 03 0 38,040 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 59,803 26,770,000 PRN   DFND 01 02 03 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 28,286 23,560,000 PRN   DFND 01 02 03 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 14,834 170,000 SH   DFND 01 02 03 0 170,000 0
ISHARES TR MORTGE REL ETF 46435G342 1,808 40,000 SH   DFND 01 02 03 0 40,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 47,109 37,800,000 PRN   DFND 01 02 03 0 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 9,153 3,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 3,273 63,342 SH   DFND 01 02 03 0 63,342 0
LIBERTY BROADBAND CORP COM SER A 530307107 13,528 159,061 SH   DFND 01 02 03 0 159,061 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 4,473 100,896 SH   DFND 01 02 03 0 100,896 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 3,420 171,972 SH   DFND 01 02 03 0 171,972 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 40,468 1,195,854 SH   DFND 01 02 03 0 1,195,854 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 22,321 562,794 SH   DFND 01 02 03 0 562,794 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5,167 130,276 SH   DFND 01 02 03 0 130,276 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 18,794 574,388 SH   DFND 01 02 03 0 574,388 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 15,598 13,538,000 PRN   DFND 01 02 03 0 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 52,234 28,500,000 PRN   DFND 01 02 03 0 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,544 104,812 SH   DFND 01 02 03 0 104,812 0
MAG SILVER CORP COM 55903Q104 433 35,000 SH   DFND 01 02 03 0 35,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 70,590 41,254,000 PRN   DFND 01 02 03 0 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 29,725 15,500,000 PRN   DFND 01 02 03 0 0 0
MONSANTO CO NEW COM 61166W101 19,327 165,500 SH   DFND 01 02 03 0 165,500 0
MTGE INVT CORP COM 55378A105 3,700 200,000 SH   DFND 01 02 03 0 200,000 0
NATIONSTAR MTG HLDGS INC COM 63861C109 931 50,327 SH   DFND 01 02 03 0 50,327 0
NETEASE INC SPONSORED ADR 64110W102 13,803 40,000 SH   DFND 01 02 03 0 40,000 0
NEWS CORP NEW CL B 65249B208 626 37,707 SH   DFND 01 02 03 0 37,707 0
NRG YIELD INC CL C 62942X405 5,101 269,885 SH   DFND 01 02 03 0 269,885 0
NXP SEMICONDUCTORS N V COM N6596X109 15,514 132,500 SH   DFND 01 02 03 0 132,500 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 37,131 30,000,000 PRN   DFND 01 02 03 0 0 0
NXSTAGE MEDICAL INC COM 67072V103 424 17,500 SH   DFND 01 02 03 0 17,500 0
OCEAN RIG UDW INC COM CL A G66964118 1,235 46,155 SH   DFND 01 02 03 0 46,155 0
OCWEN FINL CORP COM NEW 675746309 5,560 1,776,412 SH   DFND 01 02 03 0 1,776,412 0
OCWEN FINL CORP COM NEW 675746309 3,130 1,000,000 SH Call DFND 01 02 03 0 1,000,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31,053 24,210,000 PRN   DFND 01 02 03 0 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 48,400 35,393,000 PRN   DFND 01 02 03 0 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 17,802 20,000,000 PRN   DFND 01 02 03 0 0 0
PENNEY J C INC COM 708160106 790 250,000 SH   DFND 01 02 03 0 250,000 0
PLATINUM GROUP METALS LTD COM 72765Q601 299 984,158 SH   DFND 01 02 03 0 984,158 0
PRETIUM RES INC COM 74139C102 2,041 179,000 SH   DFND 01 02 03 0 179,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,171 14,602,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 23,483 19,900,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 11,279 11,000,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,171 3,000,000 PRN   DFND 01 02 03 0 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 4,397 3,800,000 PRN   DFND 01 02 03 0 0 0
QUDIAN INC ADR 747798106 2,206 175,980 SH   DFND 01 02 03 0 175,980 0
RED HAT INC NOTE 0.250%10/0 756577AD4 17,090 10,350,000 PRN   DFND 01 02 03 0 0 0
RITE AID CORP COM 767754104 2,163 1,098,094 SH   DFND 01 02 03 0 1,098,094 0
ROCKWELL COLLINS INC COM 774341101 10,375 76,500 SH   DFND 01 02 03 0 76,500 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 57,585 37,500,000 PRN   DFND 01 02 03 0 0 0
SCORPIO BULKERS INC COM Y7546A122 1,698 229,465 SH   DFND 01 02 03 0 229,465 0
SERVICENOW INC NOTE 11/0 81762PAB8 41,786 23,650,000 PRN   DFND 01 02 03 0 0 0
SINA CORP ORD G81477104 23,585 235,122 SH   DFND 01 02 03 0 235,122 0
SIRIUS XM HLDGS INC COM 82968B103 698 130,200 SH Put DFND 01 02 03 0 130,200 0
SOGOU INC ADR REPSTG A 83409V104 1,736 150,000 SH   DFND 01 02 03 0 150,000 0
SUPERVALU INC COM NEW 868536301 1,144 53,000 SH   DFND 01 02 03 0 53,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,243 182,669 SH   DFND 01 02 03 0 182,669 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 36,867 25,840,000 PRN   DFND 01 02 03 0 0 0
TIME WARNER INC COM NEW 887317303 28,127 307,500 SH   DFND 01 02 03 0 307,500 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 518 15,000 SH   DFND 01 02 03 0 15,000 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 68,311 2,002,062 SH   DFND 01 02 03 0 2,002,062 0
U S SILICA HLDGS INC COM 90346E103 488 15,000 SH   DFND 01 02 03 0 15,000 0
UNDER ARMOUR INC CL A 904311107 2,886 200,000 SH   DFND 01 02 03 0 200,000 0
UNDER ARMOUR INC CL A 904311107 11,983 830,400 SH Put DFND 01 02 03 0 830,400 0
UNDER ARMOUR INC CL C 904311206 13,188 990,082 SH   DFND 01 02 03 0 990,082 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,098 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UNITI GROUP INC COM 91325V108 15,246 857,000 SH   DFND 01 02 03 0 857,000 0
UR ENERGY INC COM 91688R108 4,539 6,664,128 SH   DFND 01 02 03 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,357 764,341 SH   DFND 01 02 03 0 764,341 0
VERITONE INC COM 92347M100 3,529 152,110 SH   DFND 01 02 03 0 152,110 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 799 11,000 SH   DFND 01 02 03 0 11,000 0
WESTWATER RES INC COM 961684107 52 48,524 SH   DFND 01 02 03 0 48,524 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 15,137 14,600,000 PRN   DFND 01 02 03 0 0 0