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
ACORDA THERAPEUTICS INC CONVERTIBLE BOND 00484MAA4 11,743 13,785,000 PRN   DFND 1,2,3,4 13,785,000 0 0
AEROJET ROCKETDYNE HOLDINGS INC CONVERTIBLE BOND 007800AB1 6,764 4,895,000 PRN   DFND 1,2,3,4 4,895,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAG6 61,888 61,389,000 PRN   DFND 1,2,3,4 61,389,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CONVERTIBLE BOND 01167PAE1 1,254 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA.COM COMMON STOCK 01609W102 84,702 491,227 SH   DFND 1,2,3,4 491,227 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CONVERTIBLE BOND 01988PAD0 37,809 35,233,000 PRN   DFND 1,2,3,4 35,233,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 284,601 9,760,000 SH   DFND 1,2,3,4 9,760,000 0 0
ALTABA INC COMMON STOCK 021346101 74,151 1,061,588 SH   DFND 1,2,3,4 1,061,588 0 0
ALTABA INC CONVERTIBLE BOND 984332AF3 43,788 32,421,000 PRN   DFND 1,2,3,4 32,421,000 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE BOND 00163UAD8 8,632 10,030,000 PRN   DFND 1,2,3,4 10,030,000 0 0
AMERICAN TOWER CORP CONVERTIBLE PREFERRED 03027X407 24,797 197,196 SH   DFND 1,2,3,4 197,196 0 0
ANGLOGOLD ASHANTI LTD ADR 035128206 34,343 3,370,322 SH   DFND 1,2,3,4 3,370,322 0 0
ANI PHARMACEUTICALS INC CONVERTIBLE BOND 00182CAA1 14,666 12,719,000 PRN   DFND 1,2,3,4 12,719,000 0 0
ANTHEM INC CONVERTIBLE PREFERRED 036752202 42,836 764,930 SH   DFND 1,2,3,4 764,930 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 43,626 42,850,000 PRN   DFND 1,2,3,4 42,850,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AB4 11,673 11,480,000 PRN   DFND 1,2,3,4 11,480,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAM5 8,687 8,476,000 PRN   DFND 1,2,3,4 8,476,000 0 0
ARRAY BIOPHARMA INC CONVERTIBLE BOND 04269XAB1 9,005 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 4,924 4,275,000 PRN   DFND 1,2,3,4 4,275,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BJ4 2,956 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
AZUL SA COMMON STOCK 05501U106 27,841 1,168,341 SH   DFND 1,2,3,4 1,168,341 0 0
BANCO ITAU COMMON STOCK 465562106 120,052 9,234,691 SH   DFND 1,2,3,4 9,234,691 0 0
BANK OF AMERICA CORP CONVERTIBLE PREFERRED 060505682 13,585 10,300 SH   DFND 1,2,3,4 10,300 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED 075887208 47,432 819,220 SH   DFND 1,2,3,4 819,220 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 6,434 3,750,000 SH   DFND 1,2,3,4 3,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAE1 9,549 8,786,000 PRN   DFND 1,2,3,4 8,786,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAF8 30,822 25,915,000 PRN   DFND 1,2,3,4 25,915,000 0 0
BLACKHAWK NETWORK HOLDINGS INC CONVERTIBLE BOND 09238EAB0 5,868 5,750,000 PRN   DFND 1,2,3,4 5,750,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CONVERTIBLE BOND 092533AB4 4,049 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CONVERTIBLE BOND 092533AC2 9,386 9,015,000 PRN   DFND 1,2,3,4 9,015,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 43,394 42,570,000 PRN   DFND 1,2,3,4 42,570,000 0 0
BRF - BRASIL FOODS SA COMMON STOCK 10552T107 44,790 3,977,774 SH   DFND 1,2,3,4 3,977,774 0 0
BRISTOW GROUP INC CONVERTIBLE BOND 110394AF0 4,975 4,500,000 PRN   DFND 1,2,3,4 4,500,000 0 0
BROOKDALE SENIOR LIVING INC CONVERTIBLE BOND 112463AA2 20,734 20,722,000 PRN   DFND 1,2,3,4 20,722,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AB5 16,181 15,230,000 PRN   DFND 1,2,3,4 15,230,000 0 0
CANADIAN SOLAR INC CONVERTIBLE BOND 136635AE9 12,442 12,705,000 PRN   DFND 1,2,3,4 12,705,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,752 819,228 SH   DFND 1,2,3,4 819,228 0 0
CEMEX SA-SPONSORED ADR COMMON STOCK 151290889 29,926 3,990,115 SH   DFND 1,2,3,4 3,990,115 0 0
CEMEX SAB DE CV CONVERTIBLE BOND 151290BR3 17,118 16,500,000 PRN   DFND 1,2,3,4 16,500,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 56,570 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHART INDUSTRIES INC CONVERTIBLE BOND 16115QAC4 566 565,000 PRN   DFND 1,2,3,4 565,000 0 0
CHENIERE ENERGY INC CONVERTIBLE BOND 16411RAG4 12,300 17,219,000 PRN   DFND 1,2,3,4 17,219,000 0 0
CITRIX SYSTEMS INC CONVERTIBLE BOND 177376AD2 60,431 46,643,000 PRN   DFND 1,2,3,4 46,643,000 0 0
CNOOC LIMITED ADR 126132109 31,722 220,967 SH   DFND 1,2,3,4 220,967 0 0
COLONY NORTHSTAR INC CONVERTIBLE BOND 19624RAB2 16,617 16,638,000 PRN   DFND 1,2,3,4 16,638,000 0 0
COMPANIA DE BEBIDAS DAS AME (AMBEV) COMMON STOCK 02319V103 35,582 5,508,041 SH   DFND 1,2,3,4 5,508,041 0 0
COMSTOCK RESOURCES INC CONVERTIBLE BOND 205768AM6 19,165 20,719,978 PRN   DFND 1,2,3,4 20,719,978 0 0
COMSTOCK RESOURCES INC CONVERTIBLE BOND 205768AN4 36,529 39,279,264 PRN   DFND 1,2,3,4 39,279,264 0 0
COWEN INC CONVERTIBLE BOND 223622AB7 13,296 13,020,000 PRN   DFND 1,2,3,4 13,020,000 0 0
CROWN CASTLE INTERNATIONAL CORP CONVERTIBLE PREFERRED 22822V309 47,576 42,009 SH   DFND 1,2,3,4 42,009 0 0
CSG SYSTEMS INTERNATIONAL INC CONVERTIBLE BOND 126349AF6 15,842 14,501,000 PRN   DFND 1,2,3,4 14,501,000 0 0
CTRIP.COM INTERNATIONAL LTD COMMON STOCK 22943F100 28,806 653,202 SH   DFND 1,2,3,4 653,202 0 0
CTRIP.COM INTERNATIONAL LTD CONVERTIBLE BOND 22943FAM2 21,160 20,670,000 PRN   DFND 1,2,3,4 20,670,000 0 0
CYPRESS SEMICONDUCTOR CORP CONVERTIBLE BOND 232806AM1 34,605 26,316,000 PRN   DFND 1,2,3,4 26,316,000 0 0
DEPOMED INC CONVERTIBLE BOND 249908AA2 4,456 5,255,000 PRN   DFND 1,2,3,4 5,255,000 0 0
DHT HOLDINGS INC CONVERTIBLE BOND 23335SAB2 5,779 5,901,000 PRN   DFND 1,2,3,4 5,901,000 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED 25746U836 19,723 381,800 SH   DFND 1,2,3,4 381,800 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 40,860 31,221,000 PRN   DFND 1,2,3,4 31,221,000 0 0
DYNEGY INC COMMON STOCK 26817R108 99,828 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
DYNEGY INC CONVERTIBLE PREFERRED 26817R405 19,202 242,400 SH   DFND 1,2,3,4 242,400 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 3,518 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE BOND 27875TAA9 12,590 12,135,000 PRN   DFND 1,2,3,4 12,135,000 0 0
ELECTRONICS FOR IMAGING INC CONVERTIBLE BOND 286082AC6 5,473 5,661,000 PRN   DFND 1,2,3,4 5,661,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AF9 16,015 14,396,000 PRN   DFND 1,2,3,4 14,396,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 9,938 10,141,000 PRN   DFND 1,2,3,4 10,141,000 0 0
ENERGY TRANSFER PARTNERS LP COMMON STOCK 29278N103 4,784 267,000 SH   DFND 1,2,3,4 267,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 22,446 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENSCO JERSEY FINANCE LTD CONVERTIBLE BOND 29359WAB1 5,395 6,045,000 PRN   DFND 1,2,3,4 6,045,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAA4 17,713 17,032,000 PRN   DFND 1,2,3,4 17,032,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 2,901 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CONVERTIBLE BOND 302301AB2 18,302 17,705,000 PRN   DFND 1,2,3,4 17,705,000 0 0
FIESTA RESTAURANT GROUP INC COMMON STOCK 31660B101 18,050 950,000 SH   DFND 1,2,3,4 950,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAB7 4,031 4,295,000 PRN   DFND 1,2,3,4 4,295,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 47,607 9,334,725 SH   DFND 1,2,3,4 9,334,725 0 0
FORESTAR GROUP INC CONVERTIBLE BOND 346232AB7 10,187 10,018,000 PRN   DFND 1,2,3,4 10,018,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 86,471 13,062,118 SH   DFND 1,2,3,4 13,062,118 0 0
GENERAL CABLE CORP CONVERTIBLE BOND 369300AL2 17,251 16,285,000 PRN   DFND 1,2,3,4 16,285,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 4,811 4,635,000 PRN   DFND 1,2,3,4 4,635,000 0 0
GRANITE POINT MORTGAGE TRUST INC CONVERTIBLE BOND 38741LAB3 18,054 18,100,000 PRN   DFND 1,2,3,4 18,100,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 4,822 5,100,000 PRN   DFND 1,2,3,4 5,100,000 0 0
GSV CAPITAL CORP CONVERTIBLE BOND 36191JAB7 5,003 4,960,000 PRN   DFND 1,2,3,4 4,960,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CONVERTIBLE BOND 41068XAB6 17,783 17,245,000 PRN   DFND 1,2,3,4 17,245,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAB9 7,633 7,750,000 PRN   DFND 1,2,3,4 7,750,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAG2 14,130 14,095,000 PRN   DFND 1,2,3,4 14,095,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 10,811 10,825,000 PRN   DFND 1,2,3,4 10,825,000 0 0
HERBALIFE LTD CONVERTIBLE BOND 42703MAB9 30,411 30,185,000 PRN   DFND 1,2,3,4 30,185,000 0 0
HORIZON PHARMA INVESTMENT LTD CONVERTIBLE BOND 44052TAB7 24,396 26,127,000 PRN   DFND 1,2,3,4 26,127,000 0 0
HURON CONSULTING GROUP INC CONVERTIBLE BOND 447462AB8 26,348 28,161,000 PRN   DFND 1,2,3,4 28,161,000 0 0
ICICI BANK LTD. COMMON STOCK 45104G104 85,666 8,804,316 SH   DFND 1,2,3,4 8,804,316 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AF6 53,638 49,210,000 PRN   DFND 1,2,3,4 49,210,000 0 0
IMPAX LABORATORIES INC CONVERTIBLE BOND 45256BAE1 15,356 15,750,000 PRN   DFND 1,2,3,4 15,750,000 0 0
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCK 456788108 46,496 2,866,600 SH   DFND 1,2,3,4 2,866,600 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 21,812 21,950,000 PRN   DFND 1,2,3,4 21,950,000 0 0
INPHI CORP CONVERTIBLE BOND 45772FAC1 5,973 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAF8 20,678 15,800,000 PRN   DFND 1,2,3,4 15,800,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CONVERTIBLE BOND 458118AC0 31,000 27,725,000 PRN   DFND 1,2,3,4 27,725,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 22,732 28,415,000 PRN   DFND 1,2,3,4 28,415,000 0 0
INTERDIGITAL INC/PA CONVERTIBLE BOND 458660AD9 3,585 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 464337AJ3 32,129 30,365,000 PRN   DFND 1,2,3,4 30,365,000 0 0
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE BOND 46333XAD0 9,660 8,310,000 PRN   DFND 1,2,3,4 8,310,000 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B598 920 25,500 SH   DFND 1,2,3,4 25,500 0 0
JAZZ INVESTMENTS I LTD CONVERTIBLE BOND 472145AB7 5,807 5,775,000 PRN   DFND 1,2,3,4 5,775,000 0 0
KB HOME CONVERTIBLE BOND 48666KAS8 31,879 25,945,000 PRN   DFND 1,2,3,4 25,945,000 0 0
LIBERTY MEDIA CORP CONVERTIBLE BOND 531229AB8 14,878 12,874,000 PRN   DFND 1,2,3,4 12,874,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 13,636 613,717 SH   DFND 1,2,3,4 613,717 0 0
LIBERTY VENTURES COMMON STOCK 53071M856 8,136 150,000 SH   DFND 1,2,3,4 150,000 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE BOND 538034AJ8 37,898 29,251,000 PRN   DFND 1,2,3,4 29,251,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 29,850 3,000,000 SH   DFND 1,2,3,4 3,000,000 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAA5 24,254 21,620,000 PRN   DFND 1,2,3,4 21,620,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,120 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 7,055 500,000 SH   DFND 1,2,3,4 500,000 0 0
MICRON TECHNOLOGY INC CONVERTIBLE BOND 595112AY9 20,807 14,381,000 PRN   DFND 1,2,3,4 14,381,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 3,384 204,107 SH   DFND 1,2,3,4 204,107 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK 607409109 3,041 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CONVERTIBLE BOND 60786LAB3 9,008 9,020,000 PRN   DFND 1,2,3,4 9,020,000 0 0
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 24,867 3,625,000 SH   DFND 1,2,3,4 3,625,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 35,328 1,909,645 SH   DFND 1,2,3,4 1,909,645 0 0
NAVISTAR INTERNATIONAL CORP CONVERTIBLE BOND 63934EAQ1 8,196 7,915,000 PRN   DFND 1,2,3,4 7,915,000 0 0
NAVISTAR INTERNATIONAL CORP CONVERTIBLE BOND 63934EAS7 19,530 17,980,000 PRN   DFND 1,2,3,4 17,980,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AB6 11,328 11,005,000 PRN   DFND 1,2,3,4 11,005,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 17,178 16,780,000 PRN   DFND 1,2,3,4 16,780,000 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED 65339F820 30,556 543,715 SH   DFND 1,2,3,4 543,715 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED 65339F846 12,628 181,500 SH   DFND 1,2,3,4 181,500 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 96,593 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAG5 5,692 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AG0 24,138 20,500,000 PRN   DFND 1,2,3,4 20,500,000 0 0
OASIS PETROLEUM INC CONVERTIBLE BOND 674215AJ7 17,353 16,105,000 PRN   DFND 1,2,3,4 16,105,000 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 21,284 794,183 SH   DFND 1,2,3,4 794,183 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AK1 42,313 33,025,000 PRN   DFND 1,2,3,4 33,025,000 0 0
PALO ALTO NETWORKS INC CONVERTIBLE BOND 697435AB1 26,799 19,535,000 PRN   DFND 1,2,3,4 19,535,000 0 0
PATTERN ENERGY GROUP INC CONVERTIBLE BOND 70338PAB6 24,123 23,665,000 PRN   DFND 1,2,3,4 23,665,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 6,983 7,140,000 PRN   DFND 1,2,3,4 7,140,000 0 0
PDL BIOPHARMA INC CONVERTIBLE BOND 69329YAF1 7,296 7,287,000 PRN   DFND 1,2,3,4 7,287,000 0 0
PDL BIOPHARMA INC CONVERTIBLE BOND 69329YAG9 4,834 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
PENNYMAC CORP CONVERTIBLE BOND 70932AAB9 28,426 28,732,000 PRN   DFND 1,2,3,4 28,732,000 0 0
PETROBRAS ADR 71654V101 57,801 5,880,090 SH   DFND 1,2,3,4 5,880,090 0 0
PETROBRAS ADR 71654V408 2,532 246,161 SH   DFND 1,2,3,4 246,161 0 0
PRA GROUP INC CONVERTIBLE BOND 73640QAB1 22,824 23,776,000 PRN   DFND 1,2,3,4 23,776,000 0 0
PRICELINE GROUP INC/THE CONVERTIBLE BOND 741503AX4 12,505 10,671,000 PRN   DFND 1,2,3,4 10,671,000 0 0
PROOFPOINT INC CONVERTIBLE BOND 743424AD5 11,723 9,332,000 PRN   DFND 1,2,3,4 9,332,000 0 0
PROSPECT CAPITAL CORP CONVERTIBLE BOND 74348TAQ5 6,346 6,299,000 PRN   DFND 1,2,3,4 6,299,000 0 0
PTC THERAPEUTICS INC CONVERTIBLE BOND 69366JAB7 7,417 9,510,000 PRN   DFND 1,2,3,4 9,510,000 0 0
QUIDEL CORP CONVERTIBLE BOND 74838JAA9 13,002 8,593,000 PRN   DFND 1,2,3,4 8,593,000 0 0
RAYONIER ADVANCED MATERIALS INC COMMON STOCK 75508B104 31,850 1,557,493 SH   DFND 1,2,3,4 1,557,493 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AB5 20,441 20,189,000 PRN   DFND 1,2,3,4 20,189,000 0 0
REGIS CORP COMMON STOCK 758932107 4,944 321,890 SH   DFND 1,2,3,4 321,890 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE BOND 75972AAA1 1,051 1,009,000 PRN   DFND 1,2,3,4 1,009,000 0 0
RESOURCE CAPITAL CORP CONVERTIBLE BOND 76120WAA2 35,495 34,928,000 PRN   DFND 1,2,3,4 34,928,000 0 0
RESOURCE CAPITAL CORP CONVERTIBLE BOND 76120WAC8 55,272 58,335,000 PRN   DFND 1,2,3,4 58,335,000 0 0
RTI INTERNATIONAL METALS INC CONVERTIBLE BOND 74973WAB3 23,876 20,830,000 PRN   DFND 1,2,3,4 20,830,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 2,844 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 81170YAB5 32,152 33,867,000 PRN   DFND 1,2,3,4 33,867,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 811904AM3 392 385,000 PRN   DFND 1,2,3,4 385,000 0 0
SHIP FINANCE INTERNATIONAL LTD CONVERTIBLE BOND G81075AF3 21,765 20,295,000 PRN   DFND 1,2,3,4 20,295,000 0 0
SHUTTERFLY INC CONVERTIBLE BOND 82568PAB2 3,095 3,095,000 PRN   DFND 1,2,3,4 3,095,000 0 0
SM ENERGY CO CONVERTIBLE BOND 78454LAM2 4,136 4,208,000 PRN   DFND 1,2,3,4 4,208,000 0 0
SOLARCITY CORP CONVERTIBLE BOND 83416TAC4 12,703 13,650,000 PRN   DFND 1,2,3,4 13,650,000 0 0
SPECTRUM PHARMACEUTICALS INC CONVERTIBLE BOND 84763AAB4 744 400,000 PRN   DFND 1,2,3,4 400,000 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE BOND 84860WAA0 10,276 10,238,000 PRN   DFND 1,2,3,4 10,238,000 0 0
SSR MINING INC CONVERTIBLE BOND 82823LAC0 25,952 26,482,000 PRN   DFND 1,2,3,4 26,482,000 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED 854502887 27,706 225,715 SH   DFND 1,2,3,4 225,715 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 366,845 32,579,506 SH   DFND 1,2,3,4 32,579,506 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 6,030 5,905,000 PRN   DFND 1,2,3,4 5,905,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 24,600 3,750,000 SH   DFND 1,2,3,4 3,750,000 0 0
SUCAMPO PHARMACEUTICALS INC CONVERTIBLE BOND 864909AB2 7,356 6,045,000 PRN   DFND 1,2,3,4 6,045,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 62,718 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 12,575 14,697,000 PRN   DFND 1,2,3,4 14,697,000 0 0
TAIWAN SEMI. ADR 874039100 141,407 3,566,356 SH   DFND 1,2,3,4 3,566,356 0 0
TCP CAPITAL CORP CONVERTIBLE BOND 87238QAB9 7,705 7,356,000 PRN   DFND 1,2,3,4 7,356,000 0 0
TELEVISA ADR 40049J206 28,555 1,529,453 SH   DFND 1,2,3,4 1,529,453 0 0
TERADYNE INC CONVERTIBLE BOND 880770AG7 9,345 6,538,000 PRN   DFND 1,2,3,4 6,538,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CONVERTIBLE BOND 88163VAE9 12,624 14,305,000 PRN   DFND 1,2,3,4 14,305,000 0 0
TITAN MACHINERY INC CONVERTIBLE BOND 88830RAB7 13,278 13,337,000 PRN   DFND 1,2,3,4 13,337,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 12,251 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CONVERTIBLE BOND 87265KAB8 12,565 12,163,000 PRN   DFND 1,2,3,4 12,163,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 305,146 7,184,998 SH   DFND 1,2,3,4 7,184,998 0 0
TUTOR PERINI CORP CONVERTIBLE BOND 901109AD0 11,767 10,625,000 PRN   DFND 1,2,3,4 10,625,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAB8 25,881 27,030,000 PRN   DFND 1,2,3,4 27,030,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 17,542 16,520,000 PRN   DFND 1,2,3,4 16,520,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 7,140 788,166 SH   DFND 1,2,3,4 788,166 0 0
VALE SA COMMON STOCK 91912E105 115,102 9,411,396 SH   DFND 1,2,3,4 9,411,396 0 0
VECTOR GROUP LTD CONVERTIBLE BOND 92240MBC1 13,818 11,945,000 PRN   DFND 1,2,3,4 11,945,000 0 0
VEON LTD COMMON STOCK 91822M106 6,446 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CONVERTIBLE BOND 02917TAA2 25,391 25,360,000 PRN   DFND 1,2,3,4 25,360,000 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAA8 14,829 15,190,000 PRN   DFND 1,2,3,4 15,190,000 0 0
VERSO CORP COMMON STOCK 92531L207 47,972 2,730,388 SH   DFND 1,2,3,4 2,730,388 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 46612JAF8 6,355 6,155,000 PRN   DFND 1,2,3,4 6,155,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 9,441 455,000 SH   DFND 1,2,3,4 455,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 921,133 50,280,227 SH   DFND 1,2,3,4 50,280,227 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAA9 7,323 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
WEATHERFORD INTERNATIONAL LTD CONVERTIBLE BOND 947075AH0 26,613 24,500,000 PRN   DFND 1,2,3,4 24,500,000 0 0
WELLS FARGO & CO CONVERTIBLE PREFERRED 949746804 42,020 32,077 SH   DFND 1,2,3,4 32,077 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CONVERTIBLE BOND 95790DAA3 11,754 11,873,000 PRN   DFND 1,2,3,4 11,873,000 0 0
WHITING PETROLEUM CORP CONVERTIBLE BOND 966387AL6 12,424 13,432,000 PRN   DFND 1,2,3,4 13,432,000 0 0
WPX ENERGY INC CONVERTIBLE PREFERRED 98212B202 14,726 238,100 SH   DFND 1,2,3,4 238,100 0 0
YANDEX NV CONVERTIBLE BOND 98474TAB3 13,996 14,138,000 PRN   DFND 1,2,3,4 14,138,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAB7 13,271 12,120,000 PRN   DFND 1,2,3,4 12,120,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 4,625 250,000 SH Call DFND 1,2,3,4 250,000 0 0
SPDR S&P HOMEBUILDERS ETF ETF 78462F103 44,260 1,000,000 SH Put DFND 1,2,3,4 1,000,000 0 0
SPDR S&P500 ETF TRUST ETF 78464A888 66,715 250,000 SH Put DFND 1,2,3,4 250,000 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 19,269 197,000 SH Put DFND 1,2,3,4 197,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,350 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 484 57,600 SH   DFND 1,2,3,4 57,600 0 0