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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
ALGONQUIN PWR UTILS CORP COM 015857105 677 70,000 SH   DFND 1,2,3 0 70,000 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 41,799 21,756,000 PRN   DFND 1,2,3 0 21,756,000 0
ARRIS INTL INC SHS G0551A103 27,538 1,126,549 SH   DFND 1,2,3 0 1,126,549 0
ARRIS INTL INC SHS G0551A103 15,240 623,451 SH   DFND 1,2 0 623,451 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 117 14,525 SH   DFND 1,2,3 0 14,525 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 670 25,000 SH   DFND 1,2,3 0 25,000 0
B2GOLD CORP NOTE 3.250% 10/0 11777QAB6 27,107 26,874,000 PRN   DFND 1,2,3 0 26,874,000 0
CANADIAN NAT RES LTD COM 136385101 2,457 68,000 SH   DFND 1,2,3 0 68,000 0
CANOPY GROWTH CORP COM 138035100 334 11,400 SH   DFND 1,2,3 0 11,400 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 14,913 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 4,702 3,900,000 PRN   DFND 1,2,3 0 3,900,000 0
CENOVUS ENERGY INC COM 15135U109 260 25,000 SH Put DFND 1,2,3 0 25,000 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 9,809 8,447,000 PRN   DFND 1,2,3 0 8,447,000 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,432 944,885 SH   DFND 1,2,3 0 944,885 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,484 529,715 SH   DFND 1,2 0 529,715 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 4,338 192,357 SH   DFND 1,2,3 0 192,357 0
GOPRO INC CL A 38268T103 5,274 818,900 SH   DFND 1,2,3 0 818,900 0
GOPRO INC NOTE 3.500% 4/1 38268TAB9 6,141 6,500,000 PRN   DFND 1,2,3 0 6,500,000 0
HALCON RES CORP COM PAR NEW 40537Q605 439 100,000 SH   DFND 1,2,3 0 100,000 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 3,134 3,000,000 PRN   DFND 1,2,3 0 3,000,000 0
HELMERICH & PAYNE INC COM 423452101 1,849 29,000 SH   DFND 1,2,3 0 29,000 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,500 882,467 SH   DFND 1,2,3 0 882,467 0
INOTEK PHARMACEUTICALS CORP NOTE 5.750% 8/0 45780VAB8 7,875 7,700,000 PRN   DFND 1,2,3 0 7,700,000 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 12,826 9,564,000 PRN   DFND 1,2,3 0 9,564,000 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 18,455 14,000,000 PRN   DFND 1,2,3 0 14,000,000 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 23,419 14,500,000 PRN   DFND 1,2,3 0 14,500,000 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 44,909 16,710,000 PRN   DFND 1,2,3 0 16,710,000 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 13,036 20,000,000 PRN   DFND 1,2,3 0 20,000,000 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 81,249 29,500,000 PRN   DFND 1,2,3 0 29,500,000 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.00% 3/0 55932XAB0 3,198 2,230,000 PRN   DFND 1,2,3 0 2,230,000 0
MARATHON PETE CORP COM 56585A102 3,613 51,500 SH   DFND 1,2,3 0 51,500 0
MAXAR TECHNOLOGIES LTD COM 57778L103 1,805 35,737 SH   DFND 1,2,3 0 35,737 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 6,148 5,000,000 PRN   DFND 1,2,3 0 5,000,000 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 47,576 20,000,000 PRN   DFND 1,2,3 0 20,000,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 51,838 29,340,000 PRN   DFND 1,2,3 0 29,340,000 0
MICRON TECHNOLOGY INC NOTE 3.000% 11/1 595112AY9 31,480 17,500,000 PRN   DFND 1,2,3 0 17,500,000 0
NATIONAL CINEMEDIA INC COM 635309107 5,471 651,250 SH   DFND 1,2,3 0 651,250 0
NATIONAL CINEMEDIA INC COM 635309107 3,190 379,723 SH   DFND 1,2, 0 379,723 0
NEVRO CORP COM 64157F103 910 11,400 SH   DFND 1,2,3 0 11,400 0
NEWFIELD EXPL CO COM 651290108 2,692 89,000 SH   DFND 1,2,3 0 89,000 0
NEXTERA ENERGY INC COM 65339F101 3,174 19,000 SH   DFND 1,2,3 0 19,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 18,581 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 25,968 14,500,000 PRN   DFND 1,2,3 0 14,500,000 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 31,057 20,000,000 PRN   DFND 1,2,3 0 20,000,000 0
SHIRE PLC SPONSORED ADR 82481R106 23,257 137,779 SH   DFND 1,2,3 0 137,779 0
SHIRE PLC SPONSORED ADR 82481R106 10,317 61,118 SH   DFND 1,2 0 61,118 0
SIMPLY GOOD FOODS CO COM 82900L110 1,061 255,696 SH   DFND 1,2,3 0 255,696 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 12,195 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
TRILOGY METALS INC NEW COM 89621C105 282 158,174 SH   DFND 1,2,3 0 158,174 0
TRULIA INC NOTE 2.750%12/1 897888AB9 7,002 2,806,000 PRN   DFND 1,2,3 0 2,806,000 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 25,037 16,500,000 PRN   DFND 1,2,3 0 16,500,000 0
VERMILION ENERGY INC COM 923725105 1,616 44,760 SH   DFND 1,2,3 0 44,760 0
WRIGHT MED GROUP N V NOTE 2.250% 11/1 98236JAB4 17,409 13,000,000 PRN   DFND 1,2,3 0 13,000,000 0
WRIGHT MED GROUP N V RIGHT 03/01/2019 N96617126 329 238,994 SH   DFND 1,2,3 0 238,994 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 18,834 927,762 SH   DFND 1,2,3 0 927,762 0