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 18,675 110,500 SH   DFND 01 02 03 0 110,500 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 7,849 8,500,000 PRN   DFND 01 02 03 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,671 20,000 SH   DFND 01 02 03 0 20,000 0
ALPHABET INC CAP STK CL A 02079K305 78,863 76,039 SH   DFND 01 02 03 0 76,039 0
ALTABA INC COM 021346101 12,130 163,839 SH   DFND 01 02 03 0 163,839 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,726 65,000 SH   DFND 01 02 03 0 65,000 0
AMBAC FINL GROUP INC COM NEW 023139884 4,542 289,645 SH   DFND 01 02 03 0 289,645 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 13,680 4,500,000 PRN   DFND 01 02 03 0 0 0
APPTIO INC CL A 03835C108 836 29,500 SH   DFND 01 02 03 0 29,500 0
ARCH COAL INC CL A 039380407 3,031 33,000 SH   DFND 01 02 03 0 33,000 0
AVAYA HLDGS CORP COM 05351X101 11,536 515,008 SH   DFND 01 02 03 0 515,008 0
AXALTA COATING SYS LTD COM G0750C108 347 11,500 SH   DFND 01 02 03 0 11,500 0
BHP BILLITON LTD SPONSORED ADR 088606108 10,957 248,514 SH   DFND 01 02 03 0 248,514 0
BILIBILI INC ADS REP SHS Z 090040106 1,100 100,000 SH   DFND 01 02 03 0 100,000 0
BIOGEN INC COM 09062X103 7,051 25,750 SH   DFND 01 02 03 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,661 131,500 SH   DFND 01 02 03 0 131,500 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,322 12,000,000 PRN   DFND 01 02 03 0 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 26,836 26,000,000 PRN   DFND 01 02 03 0 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 4,378 206,987 SH   DFND 01 02 03 0 206,987 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 10,027 10,000,000 PRN   DFND 01 02 03 0 0 0
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 1,853 120,000 SH   DFND 01 02 03 0 120,000 0
CAVIUM INC COM 14964U108 1,469 18,500 SH   DFND 01 02 03 0 18,500 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 21,351 539,052 SH   DFND 01 02 03 0 539,052 0
CHESAPEAKE ENERGY CORP COM 165167107 1,591 527,000 SH   DFND 01 02 03 0 527,000 0
CIGNA CORPORATION COM 125509109 587 3,500 SH   DFND 01 02 03 0 3,500 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,070 270,000 SH   DFND 01 02 03 0 270,000 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 23 2,250,000 SH   DFND 01 02 03 0 2,250,000 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 29,219 27,023,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,399 1,340,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 20,610 17,712,000 PRN   DFND 01 02 03 0 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 31,765 22,500,000 PRN   DFND 01 02 03 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 42,943 586,583 SH   DFND 01 02 03 0 586,583 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 5,728 7,000,000 PRN   DFND 01 02 03 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 72,768 3,727,871 SH   DFND 01 02 03 0 3,727,871 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 23,852 27,000,000 PRN   DFND 01 02 03 0 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 10,855 11,200,000 PRN   DFND 01 02 03 0 0 0
ENERGY FUELS INC COM NEW 292671708 767 441,997 SH   DFND 01 02 03 0 441,997 0
ESSENT GROUP LTD COM G3198U102 2,554 60,000 SH   DFND 01 02 03 0 60,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 18,355 15,418,000 PRN   DFND 01 02 03 0 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 518 7,500 SH   DFND 01 02 03 0 7,500 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 26,652 28,401,000 PRN   DFND 01 02 03 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 582 95,000 SH   DFND 01 02 03 0 95,000 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6,244 841,500 SH   DFND 01 02 03 0 841,500 0
GREENBRIER COS INC COM 393657101 7,769 154,621 SH   DFND 01 02 03 0 154,621 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 3,506 275,000 SH   DFND 01 02 03 0 275,000 0
HOME DEPOT INC COM 437076102 13,368 75,000 SH Put DFND 01 02 03 0 75,000 0
IAC INTERACTIVECORP COM 44919P508 12,467 79,723 SH   DFND 01 02 03 0 79,723 0
ILLUMINA INC NOTE 6/1 452327AF6 35,269 31,900,000 PRN   DFND 01 02 03 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 239 30,240 SH   DFND 01 02 03 0 30,240 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 18,537 20,000,000 PRN   DFND 01 02 03 0 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 5,645 5,000,000 PRN   DFND 01 02 03 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 108,742 43,300,000 PRN   DFND 01 02 03 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 28,044 24,060,000 PRN   DFND 01 02 03 0 0 0
IQIYI INC SPONSORED ADS 46267X108 3,896 250,000 SH   DFND 01 02 03 0 250,000 0
ISHARES TR IBOXX HI YD ETF 464288513 428,200 5,000,000 SH Put DFND 01 02 03 0 5,000,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 18,979 125,000 SH Put DFND 01 02 03 0 125,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 44,931 35,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 3,020 63,342 SH   DFND 01 02 03 0 63,342 0
LIBERTY BROADBAND CORP COM SER A 530307107 3,846 45,354 SH   DFND 01 02 03 0 45,354 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1,520 38,698 SH   DFND 01 02 03 0 38,698 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 42,297 1,389,982 SH   DFND 01 02 03 0 1,389,982 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2,570 134,647 SH   DFND 01 02 03 0 134,647 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 24,058 585,322 SH   DFND 01 02 03 0 585,322 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 16,360 400,452 SH   DFND 01 02 03 0 400,452 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 22,222 758,667 SH   DFND 01 02 03 0 758,667 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 15,604 13,538,000 PRN   DFND 01 02 03 0 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,258 52,246 SH   DFND 01 02 03 0 52,246 0
LOWES COS INC COM 548661107 21,499 245,000 SH   DFND 01 02 03 0 245,000 0
LUMENTUM HLDGS INC COM 55024U109 4,736 74,231 SH   DFND 01 02 03 0 74,231 0
MAG SILVER CORP COM 55903Q104 341 35,000 SH   DFND 01 02 03 0 35,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 51,551 29,000,000 PRN   DFND 01 02 03 0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 8,686 7,310,000 PRN   DFND 01 02 03 0 0 0
MICROSEMI CORP COM 595137100 1,715 26,500 SH   DFND 01 02 03 0 26,500 0
MONSANTO CO NEW COM 61166W101 102,746 880,500 SH   DFND 01 02 03 0 880,500 0
MTGE INVT CORP COM 55378A105 4,013 224,200 SH   DFND 01 02 03 0 224,200 0
NETEASE INC SPONSORED ADR 64110W102 11,078 39,509 SH   DFND 01 02 03 0 39,509 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3,290 200,000 SH   DFND 01 02 03 0 200,000 0
NEWS CORP NEW CL A 65249B109 1,656 104,843 SH   DFND 01 02 03 0 104,843 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 17,580 14,130,000 PRN   DFND 01 02 03 0 0 0
NRG YIELD INC CL C 62942X405 3,258 191,650 SH   DFND 01 02 03 0 191,650 0
NXP SEMICONDUCTORS N V COM N6596X109 12,929 110,500 SH   DFND 01 02 03 0 110,500 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 24,890 20,000,000 PRN   DFND 01 02 03 0 0 0
NXSTAGE MEDICAL INC COM 67072V103 534 21,500 SH   DFND 01 02 03 0 21,500 0
OASIS PETE INC NEW COM 674215108 3,541 437,100 SH   DFND 01 02 03 0 437,100 0
OCWEN FINL CORP COM NEW 675746309 6,452 1,566,049 SH   DFND 01 02 03 0 1,566,049 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 35,738 25,000,000 PRN   DFND 01 02 03 0 0 0
ORBITAL ATK INC COM 68557N103 862 6,500 SH   DFND 01 02 03 0 6,500 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 9,097 10,000,000 PRN   DFND 01 02 03 0 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 37,210 22,500,000 PRN   DFND 01 02 03 0 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 18,373 19,947,000 PRN   DFND 01 02 03 0 0 0
PENNEY J C INC COM 708160106 756 250,000 SH   DFND 01 02 03 0 250,000 0
PINNACLE FOODS INC DEL COM 72348P104 568 10,500 SH   DFND 01 02 03 0 10,500 0
PLATINUM GROUP METALS LTD COM 72765Q601 288 984,158 SH   DFND 01 02 03 0 984,158 0
PRETIUM RES INC COM 74139C102 1,658 249,000 SH   DFND 01 02 03 0 249,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 34,094 21,179,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25,231 20,200,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,104 3,000,000 PRN   DFND 01 02 03 0 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 4,488 3,800,000 PRN   DFND 01 02 03 0 0 0
QUDIAN INC ADR 747798106 3,814 325,980 SH   DFND 01 02 03 0 325,980 0
RADIAN GROUP INC COM 750236101 1,904 100,000 SH   DFND 01 02 03 0 100,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 20,706 10,200,000 PRN   DFND 01 02 03 0 0 0
ROCKWELL COLLINS INC COM 774341101 14,496 107,500 SH   DFND 01 02 03 0 107,500 0
SANCHEZ ENERGY CORP COM 79970Y105 1,283 409,800 SH   DFND 01 02 03 0 409,800 0
SCORPIO BULKERS INC COM Y7546A122 1,618 229,465 SH   DFND 01 02 03 0 229,465 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17,130 14,800,000 PRN   DFND 01 02 03 0 0 0
SINA CORP ORD G81477104 33,558 321,835 SH   DFND 01 02 03 0 321,835 0
SOGOU INC ADR REPSTG A 83409V104 1,238 150,000 SH   DFND 01 02 03 0 150,000 0
SUPERVALU INC COM NEW 868536301 807 53,000 SH   DFND 01 02 03 0 53,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,994 182,669 SH   DFND 01 02 03 0 182,669 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 20,611 13,500,000 PRN   DFND 01 02 03 0 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,983 10,000,000 PRN   DFND 01 02 03 0 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4,469 4,150,000 PRN   DFND 01 02 03 0 0 0
TIME WARNER INC COM NEW 887317303 32,677 345,500 SH   DFND 01 02 03 0 345,500 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,486 40,500 SH   DFND 01 02 03 0 40,500 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 40,903 1,124,651 SH   DFND 01 02 03 0 1,124,651 0
U S SILICA HLDGS INC COM 90346E103 383 15,000 SH   DFND 01 02 03 0 15,000 0
UNDER ARMOUR INC CL A 904311107 487 29,800 SH Put DFND 01 02 03 0 29,800 0
UNDER ARMOUR INC CL C 904311206 26,625 1,855,431 SH   DFND 01 02 03 0 1,855,431 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,525 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UNITI GROUP INC COM 91325V108 19,956 1,228,000 SH   DFND 01 02 03 0 1,228,000 0
UR ENERGY INC COM 91688R108 3,992 6,664,128 SH   DFND 01 02 03 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,005 764,341 SH   DFND 01 02 03 0 764,341 0
VERITONE INC COM 92347M100 2,117 152,110 SH   DFND 01 02 03 0 152,110 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,211 18,500 SH   DFND 01 02 03 0 18,500 0
WEIBO CORP SPONSORED ADR 948596101 1,668 13,948 SH   DFND 01 02 03 0 13,948 0
WESTWATER RES INC COM 961684107 28 48,524 SH   DFND 01 02 03 0 48,524 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 14,109 14,100,000 PRN   DFND 01 02 03 0 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 198 10,000 SH   DFND 01 02 03 0 10,000 0