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 65,333 20,000,000 PRN   DFND 01 02 03 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 7,207 100,500 SH   DFND 01 02 03 0 100,500 0
ALPHABET INC CAP STK CL A 02079K305 57,604 48,945 SH   DFND 01 02 03 0 48,945 0
ALTABA INC COM 021346101 7,073 95,431 SH   DFND 01 02 03 0 95,431 0
ALTICE USA INC CL A 02156K103 10,708 498,510 SH   DFND 01 02 03 0 498,510 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4,615 195,000 SH   DFND 01 02 03 0 195,000 0
AMBAC FINL GROUP INC COM NEW 023139884 7,882 435,000 SH   DFND 01 02 03 0 435,000 0
AMERISOURCEBERGEN CORP COM 03073E105 5,646 71,000 SH   DFND 01 02 03 0 71,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 18,946 4,750,000 PRN   DFND 01 02 03 0 0 0
ARCH COAL INC CL A 039380407 2,400 26,300 SH   DFND 01 02 03 0 26,300 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 10,730 10,000,000 PRN   DFND 01 02 03 0 0 0
AVAYA HLDGS CORP COM 05351X101 9,037 537,004 SH   DFND 01 02 03 0 537,004 0
BHP GROUP LTD SPONSORED ADS 088606108 28,422 519,620 SH   DFND 01 02 03 0 519,620 0
BHP GROUP PLC SPONSORED ADR 05545E209 4,643 96,327 SH   DFND 01 02 03 0 96,327 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,703 41,694 SH   DFND 01 02 03 0 41,694 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 29,020 20,000,000 PRN   DFND 01 02 03 0 0 0
CELGENE CORP COM 151020104 15,274 161,901 SH   DFND 01 02 03 0 161,901 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,976 5,000,000 PRN   DFND 01 02 03 0 0 0
CENTENE CORP DEL COM 15135B101 531 10,000 SH   DFND 01 02 03 0 10,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 19,057 819,649 SH   DFND 01 02 03 0 819,649 0
CHEGG INC COM 163092109 3,417 89,600 SH   DFND 01 02 03 0 89,600 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 4,461 3,870,000 PRN   DFND 01 02 03 0 0 0
CONTURA ENERGY INC COM 21241B100 1,158 20,000 SH   DFND 01 02 03 0 20,000 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 14,235 13,923,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 7,179 6,312,000 PRN   DFND 01 02 03 0 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2,092 2,060,000 PRN   DFND 01 02 03 0 0 0
DARLING INGREDIENTS INC COM 237266101 9,591 443,000 SH   DFND 01 02 03 0 443,000 0
DISCOVERY INC COM SER C 25470F302 113,931 4,481,943 SH   DFND 01 02 03 0 4,481,943 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 18,470 21,500,000 PRN   DFND 01 02 03 0 0 0
ENERGY FUELS INC COM NEW 292671708 1,472 441,997 SH   DFND 01 02 03 0 441,997 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,574 300,000 SH   DFND 01 02 03 0 300,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 13,976 7,068,000 PRN   DFND 01 02 03 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 14,123 15,000,000 PRN   DFND 01 02 03 0 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,954 150,500 SH   DFND 01 02 03 0 150,500 0
FIRST MAJESTIC SILVER CORP COM 32076V103 587 89,140 SH   DFND 01 02 03 0 89,140 0
FOX CORP CL B COM 35137L204 9,070 252,798 SH   DFND 01 02 03 0 252,798 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,939 1,476,241 SH   DFND 01 02 03 0 1,476,241 0
GLOBUS MED INC CL A 379577208 5,707 115,500 SH   DFND 01 02 03 0 115,500 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 87,916 48,500,000 PRN   DFND 01 02 03 0 0 0
IAC INTERACTIVECORP COM 44919P508 608 2,893 SH   DFND 01 02 03 0 2,893 0
ILLUMINA INC COM 452327109 2,612 8,407 SH   DFND 01 02 03 0 8,407 0
ILLUMINA INC NOTE 6/1 452327AF6 19,801 16,150,000 PRN   DFND 01 02 03 0 0 0
INTELSAT S A COM L5140P101 2,522 161,028 SH   DFND 01 02 03 0 161,028 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 23,667 22,500,000 PRN   DFND 01 02 03 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 810,442 6,807,000 SH   DFND 01 02 03 0 6,807,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 45,652 33,800,000 PRN   DFND 01 02 03 0 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 24,514 25,000,000 PRN   DFND 01 02 03 0 0 0
LENNAR CORP CL B 526057302 3,541 90,533 SH   DFND 01 02 03 0 90,533 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,375 36,787 SH   DFND 01 02 03 0 36,787 0
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 12,757 298,056 SH   DFND 01 02 03 0 298,056 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 12,931 534,119 SH   DFND 01 02 03 0 534,119 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 31,640 828,691 SH   DFND 01 02 03 0 828,691 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 6,569 171,796 SH   DFND 01 02 03 0 171,796 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 17,120 502,908 SH   DFND 01 02 03 0 502,908 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 17,671 15,638,000 PRN   DFND 01 02 03 0 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 11,134 737,305 SH   DFND 01 02 03 0 737,305 0
LOGMEIN INC COM 54142L109 5,687 71,000 SH   DFND 01 02 03 0 71,000 0
MAG SILVER CORP COM 55903Q104 373 35,000 SH   DFND 01 02 03 0 35,000 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,094 17,694 SH   DFND 01 02 03 0 17,694 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11,443 10,360,000 PRN   DFND 01 02 03 0 0 0
MR COOPER GROUP INC COM 62482R107 3,105 323,800 SH   DFND 01 02 03 0 323,800 0
NEW RELIC INC COM 64829B100 6,943 70,356 SH   DFND 01 02 03 0 70,356 0
NEWELL BRANDS INC COM 651229106 5,470 356,500 SH   DFND 01 02 03 0 356,500 0
NEWS CORP NEW CL B 65249B208 9,790 783,840 SH   DFND 01 02 03 0 783,840 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 23,620 15,500,000 PRN   DFND 01 02 03 0 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,491 268,500 SH   DFND 01 02 03 0 268,500 0
OASIS PETE INC NEW COM 674215108 2,263 374,569 SH   DFND 01 02 03 0 374,569 0
OCWEN FINL CORP COM NEW 675746309 3,458 1,900,000 SH   DFND 01 02 03 0 1,900,000 0
OI S A SPONSORED ADR NE 670851500 2,073 1,102,721 SH   DFND 01 02 03 0 1,102,721 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 35,189 28,317,000 PRN   DFND 01 02 03 0 0 0
PLATINUM GROUP METALS LTD COM 72765Q882 843 431,715 SH   DFND 01 02 03 0 431,715 0
PRETIUM RES INC COM 74139C102 2,130 249,000 SH   DFND 01 02 03 0 249,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 33,932 25,000,000 PRN   DFND 01 02 03 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 27,825 25,100,000 PRN   DFND 01 02 03 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 3,287 3,300,000 PRN   DFND 01 02 03 0 0 0
RED HAT INC COM 756577102 7,217 39,500 SH   DFND 01 02 03 0 39,500 0
RED HAT INC NOTE 0.250%10/0 756577AD4 4,712 1,900,000 PRN   DFND 01 02 03 0 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 10,966 11,007,000 PRN   DFND 01 02 03 0 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 5,970 80,412 SH   DFND 01 02 03 0 80,412 0
SERVICENOW INC NOTE 6/0 81762PAC6 106,376 57,500,000 PRN   DFND 01 02 03 0 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 15,993 14,700,000 PRN   DFND 01 02 03 0 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,052 8,900,000 PRN   DFND 01 02 03 0 0 0
SPRINT CORPORATION COM 85207U105 511 90,500 SH   DFND 01 02 03 0 90,500 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7,482 182,669 SH   DFND 01 02 03 0 182,669 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,131 55,500 SH   DFND 01 02 03 0 55,500 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 14,687 10,450,000 PRN   DFND 01 02 03 0 0 0
TOTAL SYS SVCS INC COM 891906109 5,748 60,500 SH   DFND 01 02 03 0 60,500 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,394 6,500,000 PRN   DFND 01 02 03 0 0 0
UNDER ARMOUR INC CL C 904311206 10,671 565,531 SH   DFND 01 02 03 0 565,531 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 3,810 2,026,844 SH   DFND 01 02 03 0 2,026,844 0
UR ENERGY INC COM 91688R108 5,257 6,382,289 SH   DFND 01 02 03 0 6,382,289 0
URANIUM ENERGY CORP COM 916896103 1,070 764,341 SH   DFND 01 02 03 0 764,341 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 1,109 1,000,000 PRN   DFND 01 02 03 0 0 0
WABCO HLDGS INC COM 92927K102 1,516 11,500 SH   DFND 01 02 03 0 11,500 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 21,421 22,000,000 PRN   DFND 01 02 03 0 0 0
WILLIAMS COS INC DEL COM 969457100 39,920 1,390,000 SH   DFND 01 02 03 0 1,390,000 0
WIX COM LTD SHS M98068105 5,002 41,400 SH   DFND 01 02 03 0 41,400 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 75,837 53,500,000 PRN   DFND 01 02 03 0 0 0
WORLDPAY INC CL A 981558109 3,348 29,500 SH   DFND 01 02 03 0 29,500 0