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 48,616 20,000,000 PRN   DFND 01 02 03 0 20,000,000 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 14,916 15,000,000 PRN   DFND 01 02 03 0 15,000,000 0
ALPHABET INC CAP STK CL A 02079K305 47,660 45,609 SH   DFND 01 02 03 0 45,609 0
ALTICE USA INC CL A 02156K103 24,359 1,474,510 SH   DFND 01 02 03 0 1,474,510 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,130 139,198 SH   DFND 01 02 03 0 139,198 0
AMBAC FINL GROUP INC COM NEW 023139884 6,896 400,000 SH   DFND 01 02 03 0 400,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 19,600 5,400,000 PRN   DFND 01 02 03 0 5,400,000 0
ARCH COAL INC CL A 039380407 2,183 26,300 SH   DFND 01 02 03 0 26,300 0
ARCONIC INC COM 03965L100 10,705 635,000 SH   DFND 01 02 03 0 635,000 0
ARRIS INTL INC SHS G0551A103 3,531 115,500 SH   DFND 01 02 03 0 115,500 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 3,819 4,000,000 PRN   DFND 01 02 03 0 4,000,000 0
AVAYA HLDGS CORP COM 05351X101 5,243 360,171 SH   DFND 01 02 03 0 360,171 0
AXALTA COATING SYS LTD COM G0750C108 597 25,500 SH   DFND 01 02 03 0 25,500 0
BHP GROUP LIMITED SPONSORED ADS 088606108 31,537 651,169 SH   DFND 01 02 03 0 651,169 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,883 69,094 SH   DFND 01 02 03 0 69,094 0
CAESARS ENTMT CORP COM 127686103 4,990 734,840 SH   DFND 01 02 03 0 734,840 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 20,070 16,000,000 PRN   DFND 01 02 03 0 16,000,000 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,448 4,500,000 PRN   DFND 01 02 03 0 4,500,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 20,442 654,139 SH   DFND 01 02 03 0 654,139 0
CLEARWAY ENERGY INC CL C 18539C204 5,281 306,136 SH   DFND 01 02 03 0 306,136 0
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 1 1,000,000 SH   DFND 01 02 03 0 1,000,000 0
CONTURA ENERGY INC COM 21241B100 1,312 20,000 SH   DFND 01 02 03 0 20,000 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 32,321 34,523,000 PRN   DFND 01 02 03 0 34,523,000 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 6,646 6,812,000 PRN   DFND 01 02 03 0 6,812,000 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2,006 2,060,000 PRN   DFND 01 02 03 0 2,060,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 24,027 20,000,000 PRN   DFND 01 02 03 0 20,000,000 0
DISCOVERY INC COM SER A 25470F104 27,318 1,104,211 SH   DFND 01 02 03 0 1,104,211 0
DISCOVERY INC COM SER C 25470F302 92,914 4,025,703 SH   DFND 01 02 03 0 4,025,703 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 18,402 22,400,000 PRN   DFND 01 02 03 0 22,400,000 0
ENERGY FUELS INC COM NEW 292671708 1,260 441,997 SH   DFND 01 02 03 0 441,997 0
ESSENT GROUP LTD COM G3198U102 2,906 85,000 SH   DFND 01 02 03 0 85,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 26,352 18,468,000 PRN   DFND 01 02 03 0 18,468,000 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 18,290 20,000,000 PRN   DFND 01 02 03 0 20,000,000 0
FIRST MAJESTIC SILVER CORP COM 32076V103 525 89,140 SH   DFND 01 02 03 0 89,140 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 3,514 1,476,241 SH   DFND 01 02 03 0 1,476,241 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 42,907 30,000,000 PRN   DFND 01 02 03 0 30,000,000 0
IAC INTERACTIVECORP COM 44919P508 530 2,893 SH   DFND 01 02 03 0 2,893 0
ILLUMINA INC COM 452327109 3,668 12,231 SH   DFND 01 02 03 0 12,231 0
ILLUMINA INC NOTE 6/1 452327AF6 44,206 36,050,000 PRN   DFND 01 02 03 0 36,050,000 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5,545 114,500 SH   DFND 01 02 03 0 114,500 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 23,779 22,500,000 PRN   DFND 01 02 03 0 22,500,000 0
ISHARES TR IBOXX INV CP ETF 464287242 138,204 1,225,000 SH   DFND 01 02 03 0 1,225,000 0
ISHARES TR IBOXX HI YD ETF 464288513 10,138 125,000 SH   DFND 01 02 03 0 125,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 37,296 32,514,000 PRN   DFND 01 02 03 0 32,514,000 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 22,861 25,000,000 PRN   DFND 01 02 03 0 25,000,000 0
L3 TECHNOLOGIES INC COM 502413107 3,082 17,750 SH   DFND 01 02 03 0 17,750 0
LENNAR CORP CL B 526057302 2,837 90,533 SH   DFND 01 02 03 0 90,533 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,649 36,787 SH   DFND 01 02 03 0 36,787 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 11,602 296,661 SH   DFND 01 02 03 0 296,661 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,238 151,733 SH   DFND 01 02 03 0 151,733 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 2,232 153,155 SH   DFND 01 02 03 0 153,155 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 25,775 700,401 SH   DFND 01 02 03 0 700,401 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 8,600 232,577 SH   DFND 01 02 03 0 232,577 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 20,434 687,552 SH   DFND 01 02 03 0 687,552 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 16,788 15,638,000 PRN   DFND 01 02 03 0 15,638,000 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 16,112 1,082,776 SH   DFND 01 02 03 0 1,082,776 0
MAG SILVER CORP COM 55903Q104 256 35,000 SH   DFND 01 02 03 0 35,000 0
MCDERMOTT INTL INC COM 580037703 981 150,000 SH   DFND 01 02 03 0 150,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 10,146 10,360,000 PRN   DFND 01 02 03 0 10,360,000 0
MR COOPER GROUP INC COM 62482R107 4,085 350,000 SH   DFND 01 02 03 0 350,000 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3,553 250,000 SH   DFND 01 02 03 0 250,000 0
NEWS CORP NEW CL A 65249B109 3,231 284,703 SH   DFND 01 02 03 0 284,703 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 19,357 14,000,000 PRN   DFND 01 02 03 0 14,000,000 0
NUANCE COMMUNICATIONS INC COM 67020Y100 271 20,500 SH   DFND 01 02 03 0 20,500 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2,796 3,210,000 PRN   DFND 01 02 03 0 3,210,000 0
NXP SEMICONDUCTORS N V COM N6596X109 1,136 15,500 SH   DFND 01 02 03 0 15,500 0
OASIS PETE INC NEW COM 674215108 2,981 539,203 SH   DFND 01 02 03 0 539,203 0
OCWEN FINL CORP COM NEW 675746309 2,561 1,911,449 SH   DFND 01 02 03 0 1,911,449 0
OI S A SPONSORED ADR NE 670851500 756 472,535 SH   DFND 01 02 03 0 472,535 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27,093 24,500,000 PRN   DFND 01 02 03 0 24,500,000 0
ORBOTECH LTD ORD M75253100 1,498 26,500 SH   DFND 01 02 03 0 26,500 0
PLATINUM GROUP METALS LTD COM 72765Q882 640 431,715 SH   DFND 01 02 03 0 431,715 0
PRETIUM RES INC COM 74139C102 2,104 249,000 SH   DFND 01 02 03 0 249,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 35,714 26,500,000 PRN   DFND 01 02 03 0 26,500,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 29,625 26,700,000 PRN   DFND 01 02 03 0 26,700,000 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,076 3,000,000 PRN   DFND 01 02 03 0 3,000,000 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 4,976 5,000,000 PRN   DFND 01 02 03 0 5,000,000 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 5,015 4,200,000 PRN   DFND 01 02 03 0 4,200,000 0
RADIAN GROUP INC COM 750236101 2,242 137,045 SH   DFND 01 02 03 0 137,045 0
RED HAT INC COM 756577102 7,904 45,000 SH   DFND 01 02 03 0 45,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 26,378 11,050,000 PRN   DFND 01 02 03 0 11,050,000 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 12,512 12,500,000 PRN   DFND 01 02 03 0 12,500,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 80,787 57,500,000 PRN   DFND 01 02 03 0 57,500,000 0
SHIRE PLC SPONSORED ADR 82481R106 2,692 15,500 SH   DFND 01 02 03 0 15,500 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 18,747 17,600,000 PRN   DFND 01 02 03 0 17,600,000 0
SKYWORKS SOLUTIONS INC COM 83088M102 201 3,000 SH   DFND 01 02 03 0 3,000 0
SPRINT CORP COM SER 1 85207U105 294 50,500 SH   DFND 01 02 03 0 50,500 0
TAHOE RES INC COM 873868103 365 100,000 SH   DFND 01 02 03 0 100,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,742 182,669 SH   DFND 01 02 03 0 182,669 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 934 55,500 SH   DFND 01 02 03 0 55,500 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 12,434 10,450,000 PRN   DFND 01 02 03 0 10,450,000 0
TESLA INC COM 88160R101 997 3,000 SH   DFND 01 02 03 0 3,000 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,492 95,500 SH   DFND 01 02 03 0 95,500 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 13,271 277,751 SH   DFND 01 02 03 0 277,751 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 16,037 16,500,000 PRN   DFND 01 02 03 0 16,500,000 0
UNDER ARMOUR INC CL A 904311107 1,174 66,440 SH   DFND 01 02 03 0 66,440 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 3,818 2,133,210 SH   DFND 01 02 03 0 2,133,210 0
UR ENERGY INC COM 91688R108 4,761 7,340,597 SH   DFND 01 02 03 0 7,340,597 0
URANIUM ENERGY CORP COM 916896103 955 764,341 SH   DFND 01 02 03 0 764,341 0
WESTWATER RES INC COM 961684107 7 48,524 SH   DFND 01 02 03 0 48,524 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 19,063 20,000,000 PRN   DFND 01 02 03 0 20,000,000 0
WILLIAMS COS INC DEL COM 969457100 30,650 1,390,000 SH   DFND 01 02 03 0 1,390,000 0
WINDSTREAM HLDGS INC COM PAR 97382A309 4,002 1,914,861 SH   DFND 01 02 03 0 1,914,861 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 4,963 4,000,000 PRN   DFND 01 02 03 0 4,000,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 32,509 30,486,000 PRN   DFND 01 02 03 0 30,486,000 0
ZYNGA INC CL A 98986T108 238 60,500 SH   DFND 01 02 03 0 60,500 0