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 7,799 42,500 SH   DFND 01 02 03 0 42,500 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 17,105 17,000,000 PRN   DFND 01 02 03 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,421 40,000 SH   DFND 01 02 03 0 40,000 0
ALPHABET INC CAP STK CL A 02079K305 46,300 41,003 SH   DFND 01 02 03 0 41,003 0
ALTABA INC COM 021346101 88 1,208 SH   DFND 01 02 03 0 1,208 0
ALTABA INC COM 021346101 18,303 250,000 SH Call DFND 01 02 03 0 250,000 0
ALTICE USA INC CL A 02156K103 12,819 751,455 SH   DFND 01 02 03 0 751,455 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,773 95,090 SH   DFND 01 02 03 0 95,090 0
AMBAC FINL GROUP INC COM NEW 023139884 6,252 315,000 SH   DFND 01 02 03 0 315,000 0
ARCH COAL INC CL A 039380407 3,374 43,000 SH   DFND 01 02 03 0 43,000 0
AT&T INC COM 00206R102 819 25,500 SH   DFND 01 02 03 0 25,500 0
AVAYA HLDGS CORP COM 05351X101 9,280 462,152 SH   DFND 01 02 03 0 462,152 0
AXALTA COATING SYS LTD COM G0750C108 349 11,500 SH   DFND 01 02 03 0 11,500 0
BHP BILLITON LTD SPONSORED ADR 088606108 36,593 725,082 SH   DFND 01 02 03 0 725,082 0
BIOGEN INC COM 09062X103 7,474 25,750 SH   DFND 01 02 03 0 25,750 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 16,626 176,500 SH   DFND 01 02 03 0 176,500 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 27,763 26,000,000 PRN   DFND 01 02 03 0 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 7,779 7,860,000 PRN   DFND 01 02 03 0 0 0
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 499 30,000 SH   DFND 01 02 03 0 30,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 20,628 509,721 SH   DFND 01 02 03 0 509,721 0
CHESAPEAKE ENERGY CORP COM 165167107 2,495 476,200 SH   DFND 01 02 03 0 476,200 0
CIGNA CORPORATION COM 125509109 1,615 9,500 SH   DFND 01 02 03 0 9,500 0
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 24 2,250,000 SH   DFND 01 02 03 0 2,250,000 0
COTIVITI HLDGS INC COM 22164K101 684 15,500 SH   DFND 01 02 03 0 15,500 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 37,146 35,023,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,798 1,740,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 9,767 8,412,000 PRN   DFND 01 02 03 0 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 20,865 15,500,000 PRN   DFND 01 02 03 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 27,064 319,984 SH   DFND 01 02 03 0 319,984 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,028 8,500,000 PRN   DFND 01 02 03 0 0 0
DISCOVERY INC COM SER A 25470F104 13,657 496,600 SH Put DFND 01 02 03 0 496,600 0
DISCOVERY INC COM SER C 25470F302 69,122 2,710,658 SH   DFND 01 02 03 0 2,710,658 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 27,692 28,400,000 PRN   DFND 01 02 03 0 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 830 20,000 SH   DFND 01 02 03 0 20,000 0
ENERGY FUELS INC COM NEW 292671708 1,003 441,997 SH   DFND 01 02 03 0 441,997 0
ESSENT GROUP LTD COM G3198U102 2,687 75,000 SH   DFND 01 02 03 0 75,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19,702 16,018,000 PRN   DFND 01 02 03 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 23,544 25,766,000 PRN   DFND 01 02 03 0 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 724 95,000 SH   DFND 01 02 03 0 95,000 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 4,511 841,500 SH   DFND 01 02 03 0 841,500 0
GREENBRIER COS INC COM 393657101 5,476 103,835 SH   DFND 01 02 03 0 103,835 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 25,104 17,585,000 PRN   DFND 01 02 03 0 0 0
IAC INTERACTIVECORP COM 44919P508 10,517 68,972 SH   DFND 01 02 03 0 68,972 0
ILLUMINA INC NOTE 6/1 452327AF6 39,447 33,500,000 PRN   DFND 01 02 03 0 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 218 22,900 SH   DFND 01 02 03 0 22,900 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 14,992 15,720,000 PRN   DFND 01 02 03 0 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 23,379 20,500,000 PRN   DFND 01 02 03 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 83,586 34,670,000 PRN   DFND 01 02 03 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 33,168 27,500,000 PRN   DFND 01 02 03 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 340,320 4,000,000 SH Put DFND 01 02 03 0 4,000,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 38,257 233,600 SH Put DFND 01 02 03 0 233,600 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 47,410 35,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 2,704 63,342 SH   DFND 01 02 03 0 63,342 0
LIBERTY BROADBAND CORP COM SER A 530307107 3,430 45,354 SH   DFND 01 02 03 0 45,354 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 28,805 1,082,496 SH   DFND 01 02 03 0 1,082,496 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 114 5,949 SH   DFND 01 02 03 0 5,949 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1,953 100,770 SH   DFND 01 02 03 0 100,770 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 32,004 710,399 SH   DFND 01 02 03 0 710,399 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 18,791 414,288 SH   DFND 01 02 03 0 414,288 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 27,256 771,920 SH   DFND 01 02 03 0 771,920 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 17,091 13,738,000 PRN   DFND 01 02 03 0 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 902 38,439 SH   DFND 01 02 03 0 38,439 0
MAG SILVER CORP COM 55903Q104 378 35,000 SH   DFND 01 02 03 0 35,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 50,378 28,750,000 PRN   DFND 01 02 03 0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 10,180 8,610,000 PRN   DFND 01 02 03 0 0 0
NETEASE INC SPONSORED ADR 64110W102 3,667 14,509 SH   DFND 01 02 03 0 14,509 0
NEWS CORP NEW CL A 65249B109 3,885 250,652 SH   DFND 01 02 03 0 250,652 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 20,109 15,094,000 PRN   DFND 01 02 03 0 0 0
NRG YIELD INC CL C 62942X405 3,391 197,172 SH   DFND 01 02 03 0 197,172 0
NXP SEMICONDUCTORS N V COM N6596X109 7,157 65,500 SH   DFND 01 02 03 0 65,500 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 20,979 17,500,000 PRN   DFND 01 02 03 0 0 0
OASIS PETE INC NEW COM 674215108 9,014 694,918 SH   DFND 01 02 03 0 694,918 0
OCWEN FINL CORP COM NEW 675746309 6,202 1,566,049 SH   DFND 01 02 03 0 1,566,049 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 49,319 37,500,000 PRN   DFND 01 02 03 0 0 0
ORBOTECH LTD ORD M75253100 3,677 59,500 SH   DFND 01 02 03 0 59,500 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,765 5,910,000 PRN   DFND 01 02 03 0 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 12,167 12,632,000 PRN   DFND 01 02 03 0 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,464 22,500 SH   DFND 01 02 03 0 22,500 0
PLATINUM GROUP METALS LTD COM 72765Q601 102 984,158 SH   DFND 01 02 03 0 984,158 0
PRETIUM RES INC COM 74139C102 1,827 249,000 SH   DFND 01 02 03 0 249,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 69,672 45,000,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25,429 21,200,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 10,668 10,707,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,123 3,000,000 PRN   DFND 01 02 03 0 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 4,885 3,800,000 PRN   DFND 01 02 03 0 0 0
QUDIAN INC ADR 747798106 673 75,980 SH   DFND 01 02 03 0 75,980 0
RADIAN GROUP INC COM 750236101 1,946 120,000 SH   DFND 01 02 03 0 120,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 19,996 10,950,000 PRN   DFND 01 02 03 0 0 0
ROCKWELL COLLINS INC COM 774341101 12,189 90,500 SH   DFND 01 02 03 0 90,500 0
SCORPIO BULKERS INC COM Y7546A122 1,629 229,465 SH   DFND 01 02 03 0 229,465 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 15,996 13,050,000 PRN   DFND 01 02 03 0 0 0
SINA CORP ORD G81477104 9,492 112,070 SH   DFND 01 02 03 0 112,070 0
SKYWORKS SOLUTIONS INC COM 83088M102 532 5,500 SH   DFND 01 02 03 0 5,500 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 40,312 15,000,000 PRN   DFND 01 02 03 0 0 0
SUPERVALU INC COM NEW 868536301 1,088 53,000 SH   DFND 01 02 03 0 53,000 0
T MOBILE US INC COM 872590104 1,524 25,500 SH   DFND 01 02 03 0 25,500 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,678 182,669 SH   DFND 01 02 03 0 182,669 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 16,882 12,700,000 PRN   DFND 01 02 03 0 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 22,259 451,771 SH   DFND 01 02 03 0 451,771 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 17,484 18,000,000 PRN   DFND 01 02 03 0 0 0
U S G CORP COM NEW 903293405 1,100 25,500 SH   DFND 01 02 03 0 25,500 0
UNDER ARMOUR INC CL A 904311107 11,241 500,000 SH Put DFND 01 02 03 0 500,000 0
UNDER ARMOUR INC CL A 904311107 8,040 357,604 SH   DFND 01 02 03 0 357,604 0
UNDER ARMOUR INC CL C 904311206 3,730 176,927 SH   DFND 01 02 03 0 176,927 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 6,016 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UNITI GROUP INC COM 91325V108 5,995 299,341 SH   DFND 01 02 03 0 299,341 0
UR ENERGY INC COM 91688R108 4,466 6,664,128 SH   DFND 01 02 03 0 6,664,128 0
URANIUM ENERGY CORP COM 916896103 1,231 764,341 SH   DFND 01 02 03 0 764,341 0
UXIN LTD ADS 91818X108 2,456 271,712 SH   DFND 01 02 03 0 271,712 0
VERITONE INC COM 92347M100 2,558 152,110 SH   DFND 01 02 03 0 152,110 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,712 250,000 SH   DFND 01 02 03 0 250,000 0
WEB COM GROUP INC COM 94733A104 478 18,500 SH   DFND 01 02 03 0 18,500 0
WESTWATER RES INC COM 961684107 20 48,524 SH   DFND 01 02 03 0 48,524 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 16,570 15,100,000 PRN   DFND 01 02 03 0 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,023 17,300 SH   DFND 01 02 03 0 17,300 0