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
51JOB INC CV SR NT 316827AC8 18,445 12,435,000 PRN   DFND 1,2,3,4 12,435,000 0 0
ACETO CORP CV SR UNSEC NT 004446AD2 6,599 7,370,000 PRN   DFND 1,2,3,4 7,370,000 0 0
ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 14,176 15,690,000 PRN   DFND 1,2,3,4 15,690,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 9,411 9,636,000 PRN   DFND 1,2,3,4 9,636,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 1,270 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 117,848 682,345 SH   DFND 1,2,3,4 682,345 0 0
ALLERGAN PLC 5.50% MAND CV PFD SER A G0177J116 18,664 25,296 SH   DFND 1,2,3,4 25,296 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 31,494 29,488,000 PRN   DFND 1,2,3,4 29,488,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 240,013 9,893,300 SH   DFND 1,2,3,4 9,893,300 0 0
ALTABA INC COMMON STOCK 021346101 206,112 3,111,588 SH   DFND 1,2,3,4 3,111,588 0 0
ALTABA INC CV SR UNSEC NT 984332AF3 72,801 55,871,000 PRN   DFND 1,2,3,4 55,871,000 0 0
AMAG PHARMACEUTICALS INC CV SR UNSEC NT 00163UAD8 13,660 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
AMBEV SA-ADR ADR 02319V103 36,026 5,466,785 SH   DFND 1,2,3,4 5,466,785 0 0
AMERICAN TOWER CORP 5.50% MAND CV SER-B PFD REIT 03027X407 25,706 210,561 SH   DFND 1,2,3,4 210,561 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 30,072 3,237,041 SH   DFND 1,2,3,4 3,237,041 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 31,192 596,530 SH   DFND 1,2,3,4 596,530 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 18,882 17,408,000 PRN   DFND 1,2,3,4 17,408,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 18,245 17,970,000 PRN   DFND 1,2,3,4 17,970,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 19,176 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
AZUL SA-ADR ADR 05501U106 31,698 1,154,741 SH   DFND 1,2,3,4 1,154,741 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 7,808 6,000 SH   DFND 1,2,3,4 6,000 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 47,882 866,470 SH   DFND 1,2,3,4 866,470 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 10,674 3,750,000 SH   DFND 1,2,3,4 3,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 19,906 17,801,000 PRN   DFND 1,2,3,4 17,801,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 12,142 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 5,042 4,953,000 PRN   DFND 1,2,3,4 4,953,000 0 0
BLACKHAWK NETWORK HOLDINGS INC CV SR UNSEC NT 09238EAB0 52,427 47,000,000 PRN   DFND 1,2,3,4 47,000,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 4,065 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 14,189 13,540,000 PRN   DFND 1,2,3,4 13,540,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 37,846 37,560,000 PRN   DFND 1,2,3,4 37,560,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 17,358 526,173 SH   DFND 1,2,3,4 526,173 0 0
BRF SA-ADR ADR 10552T107 44,138 3,062,998 SH   DFND 1,2,3,4 3,062,998 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 17,903 17,950,000 PRN   DFND 1,2,3,4 17,950,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 17,198 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 24,835 25,750,000 PRN   DFND 1,2,3,4 25,750,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 11,429 11,750,000 PRN   DFND 1,2,3,4 11,750,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,868 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 2,146 2,335,000 PRN   DFND 1,2,3,4 2,335,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 15,109 1,663,998 SH   DFND 1,2,3,4 1,663,998 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 94,755 84,165,000 PRN   DFND 1,2,3,4 84,165,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 34,419 3,790,648 SH   DFND 1,2,3,4 3,790,648 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 36,284 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 18,337 18,354,000 PRN   DFND 1,2,3,4 18,354,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 12,358 17,814,000 PRN   DFND 1,2,3,4 17,814,000 0 0
CIT GROUP INC COMMON STOCK 125581801 4,905 100,000 SH   DFND 1,2,3,4 100,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 12,412 10,662,000 PRN   DFND 1,2,3,4 10,662,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 28,932 223,071 SH   DFND 1,2,3,4 223,071 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAA4 13,108 12,742,000 PRN   DFND 1,2,3,4 12,742,000 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAB2 9,650 9,560,000 PRN   DFND 1,2,3,4 9,560,000 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AM6 16,268 19,947,031 PRN   DFND 1,2,3,4 19,947,031 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AN4 28,560 35,498,104 PRN   DFND 1,2,3,4 35,498,104 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 6,524 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
COWEN INC CV SR UNSEC NT 223622AB7 9,668 9,180,000 PRN   DFND 1,2,3,4 9,180,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 32,041 30,000 SH   DFND 1,2,3,4 30,000 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 4,497 4,158,000 PRN   DFND 1,2,3,4 4,158,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 49,124 45,525,000 PRN   DFND 1,2,3,4 45,525,000 0 0
CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 15,034 285,066 SH   DFND 1,2,3,4 285,066 0 0
CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 37,943 28,998,000 PRN   DFND 1,2,3,4 28,998,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 932 1,255,000 PRN   DFND 1,2,3,4 1,255,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 6,617 6,660,000 PRN   DFND 1,2,3,4 6,660,000 0 0
DOMINION ENERGY INC 6.75% CV PFD 25746U836 20,503 404,000 SH   DFND 1,2,3,4 404,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 4,064 3,554,000 PRN   DFND 1,2,3,4 3,554,000 0 0
DYNEGY INC COMMON STOCK 26817R108 82,473 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
DYNEGY INC 7% CV PFD 26817R405 13,171 195,500 SH   DFND 1,2,3,4 195,500 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 3,558 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 6,246 6,486,000 PRN   DFND 1,2,3,4 6,486,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 23,263 22,293,000 PRN   DFND 1,2,3,4 22,293,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 20,948 18,196,000 PRN   DFND 1,2,3,4 18,196,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 15,919 15,931,000 PRN   DFND 1,2,3,4 15,931,000 0 0
ENERGY TRANSFER PARTNERS LP COMMON STOCK 29278N103 4,883 267,000 SH   DFND 1,2,3,4 267,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 40,435 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 19,214 18,227,000 PRN   DFND 1,2,3,4 18,227,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279501 2,750 2,051,579 SH   DFND 1,2,3,4 2,051,579 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 3,122 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 16,613 16,840,000 PRN   DFND 1,2,3,4 16,840,000 0 0
FIESTA RESTAURANT GROUP INC COMMON STOCK 31660B101 5,258 276,714 SH   DFND 1,2,3,4 276,714 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 51,378 10,034,725 SH   DFND 1,2,3,4 10,034,725 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 4,466 4,400,000 PRN   DFND 1,2,3,4 4,400,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 58,909 13,062,118 SH   DFND 1,2,3,4 13,062,118 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 40,706 45,270,000 PRN   DFND 1,2,3,4 45,270,000 0 0
GERDAU SA -SPON ADR ADR 373737105 17,167 5,005,057 SH   DFND 1,2,3,4 5,005,057 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 10,334 11,320,000 PRN   DFND 1,2,3,4 11,320,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 11,099 10,730,000 PRN   DFND 1,2,3,4 10,730,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 4,929 4,960,000 PRN   DFND 1,2,3,4 4,960,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 16,218 15,710,000 PRN   DFND 1,2,3,4 15,710,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 8,928 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 13,732 13,835,000 PRN   DFND 1,2,3,4 13,835,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 6,843 6,940,000 PRN   DFND 1,2,3,4 6,940,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 31,901 31,655,000 PRN   DFND 1,2,3,4 31,655,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 6,715 7,397,000 PRN   DFND 1,2,3,4 7,397,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 20,551 21,973,000 PRN   DFND 1,2,3,4 21,973,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 65,633 7,667,330 SH   DFND 1,2,3,4 7,667,330 0 0
ILLUMINA INC CV SR UNSEC NT 452327AF6 42,545 40,125,000 PRN   DFND 1,2,3,4 40,125,000 0 0
IMPAX LABORATORIES INC CV SR UNSEC NT 45256BAE1 16,179 17,860,000 PRN   DFND 1,2,3,4 17,860,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 463 31,701 SH   DFND 1,2,3,4 31,701 0 0
INNOVIVA INC CV SUB NT 88338TAB0 24,630 25,290,000 PRN   DFND 1,2,3,4 25,290,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 32,412 30,280,000 PRN   DFND 1,2,3,4 30,280,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 28,888 27,195,000 PRN   DFND 1,2,3,4 27,195,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 6,997 5,884,000 PRN   DFND 1,2,3,4 5,884,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 730 22,200 SH   DFND 1,2,3,4 22,200 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 126,590 9,240,139 SH   DFND 1,2,3,4 9,240,139 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 25,670 24,268,000 PRN   DFND 1,2,3,4 24,268,000 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 8,330 8,279,000 PRN   DFND 1,2,3,4 8,279,000 0 0
K HOVNANIAN ENTERPRISES INC CV SR UNSEC NT 442488BN1 4,995 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 20,804 19,675,000 PRN   DFND 1,2,3,4 19,675,000 0 0
KINDER MORGAN INC/DE 9.75& CV MAND PFD 49456B200 12,766 300,000 SH   DFND 1,2,3,4 300,000 0 0
LIBERTY INTERACTIVE LLC CV SR UNSEC NT 144A (EX: CHTR) 530610AD6 37,324 31,320,000 PRN   DFND 1,2,3,4 31,320,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (BASKET: LMCA/FWONA...) 531229AB8 16,298 13,513,000 PRN   DFND 1,2,3,4 13,513,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (EXCH: TWX) 531229AE2 37,417 35,118,000 PRN   DFND 1,2,3,4 35,118,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 24,463 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY VENTURES COMMON STOCK 53071M856 17,265 300,000 SH   DFND 1,2,3,4 300,000 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 46,727 35,207,000 PRN   DFND 1,2,3,4 35,207,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 6,721 6,641,000 PRN   DFND 1,2,3,4 6,641,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 26,559 2,340,000 SH   DFND 1,2,3,4 2,340,000 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC NT 144A 57164YAA5 15,846 15,095,000 PRN   DFND 1,2,3,4 15,095,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,225 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 15,850 1,265,000 SH   DFND 1,2,3,4 1,265,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 60,728 43,804,000 PRN   DFND 1,2,3,4 43,804,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 3,172 204,107 SH   DFND 1,2,3,4 204,107 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 3,116 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 13,703 14,120,000 PRN   DFND 1,2,3,4 14,120,000 0 0
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 25,301 3,625,000 SH   DFND 1,2,3,4 3,625,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 33,599 1,809,291 SH   DFND 1,2,3,4 1,809,291 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 5,904 5,650,000 PRN   DFND 1,2,3,4 5,650,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 8,433 7,670,000 PRN   DFND 1,2,3,4 7,670,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 25,483 21,370,000 PRN   DFND 1,2,3,4 21,370,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 9,922 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 16,420 16,445,000 PRN   DFND 1,2,3,4 16,445,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 32,093 580,525 SH   DFND 1,2,3,4 580,525 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 72,124 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 8,603 8,615,000 PRN   DFND 1,2,3,4 8,615,000 0 0
OASIS PETROLEUM INC CV SR UNSEC NT PNC 674215AJ7 10,736 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 18,878 794,183 SH   DFND 1,2,3,4 794,183 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 71,170 59,555,000 PRN   DFND 1,2,3,4 59,555,000 0 0
PALO ALTO NETWORKS INC CV SR UNSEC NT 697435AB1 28,986 21,000,000 PRN   DFND 1,2,3,4 21,000,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 21,020 20,250,000 PRN   DFND 1,2,3,4 20,250,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 4,940 4,940,000 PRN   DFND 1,2,3,4 4,940,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 7,135 6,665,000 PRN   DFND 1,2,3,4 6,665,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 26,290 26,427,000 PRN   DFND 1,2,3,4 26,427,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 2,471 246,161 SH   DFND 1,2,3,4 246,161 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 56,085 5,805,863 SH   DFND 1,2,3,4 5,805,863 0 0
POWERSHARES QQQ TRUST SERIES 1 ETF 73935A104 5,382 37,000 SH Put DFND 1,2,3,4 37,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 13,516 14,746,000 PRN   DFND 1,2,3,4 14,746,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 50,636 43,849,000 PRN   DFND 1,2,3,4 43,849,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 16,335 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 4,059 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 8,417 10,355,000 PRN   DFND 1,2,3,4 10,355,000 0 0
QUIDEL CORP CV SR UNSEC NT 74838JAA9 15,508 10,182,000 PRN   DFND 1,2,3,4 10,182,000 0 0
RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 5,043 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 20,595 19,811,000 PRN   DFND 1,2,3,4 19,811,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 758075AC9 3,986 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
REGIS CORP COMMON STOCK 758932107 4,593 321,890 SH   DFND 1,2,3,4 321,890 0 0
RENEWABLE ENERGY GROUP INC CV SR UNSEC NT 75972AAA1 1,094 1,009,000 PRN   DFND 1,2,3,4 1,009,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 36,163 35,278,000 PRN   DFND 1,2,3,4 35,278,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT 76120WAC8 60,560 58,495,000 PRN   DFND 1,2,3,4 58,495,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 40,364 36,665,000 PRN   DFND 1,2,3,4 36,665,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 2,712 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 27,202 30,397,000 PRN   DFND 1,2,3,4 30,397,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 16,789 16,035,000 PRN   DFND 1,2,3,4 16,035,000 0 0
SMART GLOBAL HOLDINGS INC COMMON STOCK G8232Y101 12,538 468,185 SH   DFND 1,2,3,4 468,185 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 25,327 26,665,000 PRN   DFND 1,2,3,4 26,665,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 5,861 4,269,000 PRN   DFND 1,2,3,4 4,269,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 28,918 28,597,000 PRN   DFND 1,2,3,4 28,597,000 0 0
SPDR S&P HOMEBUILDERS ETF ETF 78464A888 39,820 1,000,000 SH Put DFND 1,2,3,4 1,000,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 10,803 43,000 SH Put DFND 1,2,3,4 43,000 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 27,871 243,100 SH   DFND 1,2,3,4 243,100 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 316,347 32,579,506 SH   DFND 1,2,3,4 32,579,506 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 12,077 12,040,000 PRN   DFND 1,2,3,4 12,040,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT 85571BAH8 16,727 16,500,000 PRN   DFND 1,2,3,4 16,500,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9,943 1,525,000 SH   DFND 1,2,3,4 1,525,000 0 0
SUCAMPO PHARMACEUTICALS INC CV SR UNSEC NT 144A 864909AA4 6,219 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 38,216 4,392,699 SH   DFND 1,2,3,4 4,392,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 15,030 18,077,000 PRN   DFND 1,2,3,4 18,077,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 151,984 4,047,500 SH   DFND 1,2,3,4 4,047,500 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 7,793 7,356,000 PRN   DFND 1,2,3,4 7,356,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 63,019 55,865,000 PRN   DFND 1,2,3,4 55,865,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 13,116 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 12,153 12,307,000 PRN   DFND 1,2,3,4 12,307,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 15,953 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 12,086 11,583,000 PRN   DFND 1,2,3,4 11,583,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 579,599 14,184,998 SH   DFND 1,2,3,4 14,184,998 0 0
TUTOR PERINI CORP CV SR UNSEC NT PNC 901109AD0 15,335 13,090,000 PRN   DFND 1,2,3,4 13,090,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 23,527 24,830,000 PRN   DFND 1,2,3,4 24,830,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 12,961 12,130,000 PRN   DFND 1,2,3,4 12,130,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 6,834 788,166 SH   DFND 1,2,3,4 788,166 0 0
VALE SA COMMON STOCK 91912E105 13,465 1,337,000 SH   DFND 1,2,3,4 1,337,000 0 0
VALE SA-SP ADR ADR 91912E105 77,549 7,700,993 SH   DFND 1,2,3,4 7,700,993 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 14,344 12,515,000 PRN   DFND 1,2,3,4 12,515,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 7,018 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 17,106 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 4,811 4,900,000 PRN   DFND 1,2,3,4 4,900,000 0 0
VERSO CORP COMMON STOCK 92531L207 14,869 2,921,971 SH   DFND 1,2,3,4 2,921,971 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 46612JAF8 6,929 6,605,000 PRN   DFND 1,2,3,4 6,605,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 16,544 880,000 SH   DFND 1,2,3,4 880,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 939,740 50,280,227 SH   DFND 1,2,3,4 50,280,227 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 904 1,218,000 PRN   DFND 1,2,3,4 1,218,000 0 0
WAYFAIR INC CV SR UNSEC NT 144A PNC 94419LAA9 19,369 20,000,000 PRN   DFND 1,2,3,4 20,000,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 30,205 27,500,000 PRN   DFND 1,2,3,4 27,500,000 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 40,318 30,659 SH   DFND 1,2,3,4 30,659 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 10,364 10,400,000 PRN   DFND 1,2,3,4 10,400,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 5,717 6,382,000 PRN   DFND 1,2,3,4 6,382,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 13,339 250,000 SH   DFND 1,2,3,4 250,000 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 13,514 12,450,000 PRN   DFND 1,2,3,4 12,450,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 7,829 7,827,000 PRN   DFND 1,2,3,4 7,827,000 0 0
YANDEX NV COMMON STOCK N97284108 2,158 65,500 SH   DFND 1,2,3,4 65,500 0 0