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 CV SR UNSEC NT PNC 00484MAA4 11,866 12,985,000 PRN   DFND 1,2,3,4 12,985,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC 00773VAB2 14,029 22,621,000 PRN   DFND 1,2,3,4 22,621,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 56,030 54,532,000 PRN   DFND 1,2,3,4 54,532,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 1,253 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 92,932 506,330 SH   DFND 1,2,3,4 506,330 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 16,145 16,033,000 PRN   DFND 1,2,3,4 16,033,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 236,543 8,712,400 SH   DFND 1,2,3,4 8,712,400 0 0
ALTABA INC COMMON STOCK 021346101 295,213 3,987,215 SH   DFND 1,2,3,4 3,987,215 0 0
ALTABA INC CV SR UNSEC NT 984332AF3 27,189 19,421,000 PRN   DFND 1,2,3,4 19,421,000 0 0
AMAG PHARMACEUTICALS INC CV SR UNSEC NT 00163UAD8 5,509 5,335,000 PRN   DFND 1,2,3,4 5,335,000 0 0
AMBEV SA-ADR ADR 02319V103 41,030 5,643,716 SH   DFND 1,2,3,4 5,643,716 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 32,123 3,384,965 SH   DFND 1,2,3,4 3,384,965 0 0
ANI PHARMACEUTICALS INC CV SR UNSEC NT 00182CAA1 12,987 11,857,000 PRN   DFND 1,2,3,4 11,857,000 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 10,740 200,000 SH   DFND 1,2,3,4 200,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 29,519 29,492,000 PRN   DFND 1,2,3,4 29,492,000 0 0
ARBOR REALTY TRUST INC CV SR UNSEC NT 038923AB4 10,302 10,125,000 PRN   DFND 1,2,3,4 10,125,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAM5 5,933 5,839,000 PRN   DFND 1,2,3,4 5,839,000 0 0
ARRAY BIOPHARMA INC CV SR UNSEC NT 144A PNC 04269XAB1 9,149 6,860,000 PRN   DFND 1,2,3,4 6,860,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 1,871 1,635,000 PRN   DFND 1,2,3,4 1,635,000 0 0
AZUL SA-ADR ADR 05501U106 37,171 1,069,674 SH   DFND 1,2,3,4 1,069,674 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 5,932 4,600 SH   DFND 1,2,3,4 4,600 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 34,282 586,720 SH   DFND 1,2,3,4 586,720 0 0
BEL FUSE INC COMMON STOCK 077347300 2,123 112,327 SH   DFND 1,2,3,4 112,327 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 4,072 3,750,000 SH   DFND 1,2,3,4 3,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 5,069 4,945,000 PRN   DFND 1,2,3,4 4,945,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 2,228 2,160,000 PRN   DFND 1,2,3,4 2,160,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 23,108 23,410,000 PRN   DFND 1,2,3,4 23,410,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 6,642 239,724 SH   DFND 1,2,3,4 239,724 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 36,484 29,174,000 PRN   DFND 1,2,3,4 29,174,000 0 0
BRF SA-ADR ADR 10552T107 24,893 3,597,257 SH   DFND 1,2,3,4 3,597,257 0 0
BRISTOW GROUP INC CV SR UNSEC NT 110394AF0 5,696 5,144,000 PRN   DFND 1,2,3,4 5,144,000 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 22,212 22,184,000 PRN   DFND 1,2,3,4 22,184,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 16,996 15,865,000 PRN   DFND 1,2,3,4 15,865,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 12,577 12,705,000 PRN   DFND 1,2,3,4 12,705,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,556 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 14,159 15,163,000 PRN   DFND 1,2,3,4 15,163,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 54,479 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 4,223 4,139,000 PRN   DFND 1,2,3,4 4,139,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 9,273 11,871,000 PRN   DFND 1,2,3,4 11,871,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 41,735 31,643,000 PRN   DFND 1,2,3,4 31,643,000 0 0
CLEVELAND-CLIFFS INC CV SR UNSEC NT PNC 185899AA9 4,673 4,320,000 PRN   DFND 1,2,3,4 4,320,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 33,555 226,924 SH   DFND 1,2,3,4 226,924 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AM6 19,354 20,719,978 PRN   DFND 1,2,3,4 20,719,978 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AN4 36,893 39,279,264 PRN   DFND 1,2,3,4 39,279,264 0 0
CORNERSTONE ONDEMAND INC CV SR UNSEC NT 21925YAB9 26,356 26,350,000 PRN   DFND 1,2,3,4 26,350,000 0 0
COWEN INC CV SR UNSEC NT 223622AB7 12,918 13,020,000 PRN   DFND 1,2,3,4 13,020,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 31,871 28,509 SH   DFND 1,2,3,4 28,509 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 22,527 20,406,000 PRN   DFND 1,2,3,4 20,406,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 40,303 37,350,000 PRN   DFND 1,2,3,4 37,350,000 0 0
CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 31,720 680,393 SH   DFND 1,2,3,4 680,393 0 0
CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 5,526 3,955,000 PRN   DFND 1,2,3,4 3,955,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 8,357 10,260,000 PRN   DFND 1,2,3,4 10,260,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 8,419 8,686,000 PRN   DFND 1,2,3,4 8,686,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 17,436 13,721,000 PRN   DFND 1,2,3,4 13,721,000 0 0
DYNEGY INC COMMON STOCK 26817R108 64,111 4,741,904 SH   DFND 1,2,3,4 4,741,904 0 0
DYNEGY INC 7% CV PFD 26817R405 18,812 216,950 SH   DFND 1,2,3,4 216,950 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 3,887 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 10,149 9,955,000 PRN   DFND 1,2,3,4 9,955,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 20,490 17,864,000 PRN   DFND 1,2,3,4 17,864,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 12,789 12,751,000 PRN   DFND 1,2,3,4 12,751,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 15,017 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 4,289 5,336,000 PRN   DFND 1,2,3,4 5,336,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 24,340 22,113,000 PRN   DFND 1,2,3,4 22,113,000 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAA3 3,216 3,600,000 PRN   DFND 1,2,3,4 3,600,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 2,324 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 15,332 14,515,000 PRN   DFND 1,2,3,4 14,515,000 0 0
FIESTA RESTAURANT GROUP INC COMMON STOCK 31660B101 24,512 1,325,000 SH   DFND 1,2,3,4 1,325,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 12,470 12,660,000 PRN   DFND 1,2,3,4 12,660,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 20,923 21,946,000 PRN   DFND 1,2,3,4 21,946,000 0 0
FLUIDIGM CORP CV SR UNSEC NT PNC 34385PAA6 2,599 3,045,000 PRN   DFND 1,2,3,4 3,045,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 11,688 11,688,000 PRN   DFND 1,2,3,4 11,688,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 7,929 150,000 SH   DFND 1,2,3,4 150,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 73,801 13,062,118 SH   DFND 1,2,3,4 13,062,118 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 49,199 48,033,000 PRN   DFND 1,2,3,4 48,033,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 4,197 4,135,000 PRN   DFND 1,2,3,4 4,135,000 0 0
GRANITE POINT MORTGAGE TRUST INC CV SR UNSEC NT 144A 38741LAB3 6,846 6,955,000 PRN   DFND 1,2,3,4 6,955,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 21,069 22,086,000 PRN   DFND 1,2,3,4 22,086,000 0 0
GREENBRIER COS INC/THE CV SR UNSEC NT 393657AK7 24,564 21,407,000 PRN   DFND 1,2,3,4 21,407,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 4,105 4,040,000 PRN   DFND 1,2,3,4 4,040,000 0 0
GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 22,110 22,500,000 PRN   DFND 1,2,3,4 22,500,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 8,071 8,050,000 PRN   DFND 1,2,3,4 8,050,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 13,880 14,625,000 PRN   DFND 1,2,3,4 14,625,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAJ6 3,039 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 32,130 26,468,000 PRN   DFND 1,2,3,4 26,468,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 9,423 9,290,000 PRN   DFND 1,2,3,4 9,290,000 0 0
HESS CORP 8% MAND CV PFD 42809H404 10,590 177,800 SH   DFND 1,2,3,4 177,800 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 34,517 37,487,000 PRN   DFND 1,2,3,4 37,487,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 24,676 26,112,000 PRN   DFND 1,2,3,4 26,112,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 79,349 8,966,000 SH   DFND 1,2,3,4 8,966,000 0 0
ILLUMINA INC CV SR UNSEC NT 452327AF6 41,919 37,720,000 PRN   DFND 1,2,3,4 37,720,000 0 0
IMPAX LABORATORIES INC CV SR UNSEC NT 45256BAE1 11,149 11,200,000 PRN   DFND 1,2,3,4 11,200,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 63,309 3,546,753 SH   DFND 1,2,3,4 3,546,753 0 0
INNOVIVA INC CV SUB NT 88338TAB0 23,355 21,717,000 PRN   DFND 1,2,3,4 21,717,000 0 0
INSULET CORP CV SR UNSEC NT PNC 45784PAF8 2,595 1,671,000 PRN   DFND 1,2,3,4 1,671,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 23,851 21,125,000 PRN   DFND 1,2,3,4 21,125,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 29,477 36,560,000 PRN   DFND 1,2,3,4 36,560,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 5,949 5,120,000 PRN   DFND 1,2,3,4 5,120,000 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 26,881 24,006,000 PRN   DFND 1,2,3,4 24,006,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 4,294 4,335,000 PRN   DFND 1,2,3,4 4,335,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 938 27,500 SH   DFND 1,2,3,4 27,500 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 125,129 8,021,072 SH   DFND 1,2,3,4 8,021,072 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 9,576 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 16,291 15,534,000 PRN   DFND 1,2,3,4 15,534,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 14,893 13,100,000 PRN   DFND 1,2,3,4 13,100,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 9,914 10,143,000 PRN   DFND 1,2,3,4 10,143,000 0 0
LEAR CORP COMMON STOCK 521865204 2,841 15,312 SH   DFND 1,2,3,4 15,312 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (EXCH TWX) 531229AE2 5,228 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 13,010 570,102 SH   DFND 1,2,3,4 570,102 0 0
LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 6,350 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAA3 3,474 3,495,000 PRN   DFND 1,2,3,4 3,495,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 28,800 3,000,000 SH   DFND 1,2,3,4 3,000,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,420 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MEDICINES CO/THE CV SR UNSEC NT PNC 584688AG0 15,089 15,635,000 PRN   DFND 1,2,3,4 15,635,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,600 200,000 SH   DFND 1,2,3,4 200,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 34,103 28,725,000 PRN   DFND 1,2,3,4 28,725,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 17,139 9,552,000 PRN   DFND 1,2,3,4 9,552,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 2,537 190,316 SH   DFND 1,2,3,4 190,316 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 3,400 298,500 SH   DFND 1,2,3,4 298,500 0 0
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 14,638 2,820,255 SH   DFND 1,2,3,4 2,820,255 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 32,495 1,809,291 SH   DFND 1,2,3,4 1,809,291 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 4,490 250,000 SH Call DFND 1,2,3,4 250,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 11,503 11,330,000 PRN   DFND 1,2,3,4 11,330,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 9,509 9,220,000 PRN   DFND 1,2,3,4 9,220,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 26,368 22,830,000 PRN   DFND 1,2,3,4 22,830,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 9,505 9,220,000 PRN   DFND 1,2,3,4 9,220,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 9,086 8,936,000 PRN   DFND 1,2,3,4 8,936,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 19,629 340,415 SH   DFND 1,2,3,4 340,415 0 0
NEXTERA ENERGY INC 6.371% CV PFD 65339F846 8,641 118,500 SH   DFND 1,2,3,4 118,500 0 0
NICE SYSTEMS INC CV SR UNSEC NT 65366HAB9 24,256 19,518,000 PRN   DFND 1,2,3,4 19,518,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 94,037 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NOVAVAX INC CV SR UNSEC NT 670002AB0 9,520 13,370,000 PRN   DFND 1,2,3,4 13,370,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 22,936 22,395,000 PRN   DFND 1,2,3,4 22,395,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,162 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,093 392,000 SH   DFND 1,2,3,4 392,000 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 27,753 1,100,000 SH   DFND 1,2,3,4 1,100,000 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 28,394 19,825,000 PRN   DFND 1,2,3,4 19,825,000 0 0
PALO ALTO NETWORKS INC CV SR UNSEC NT 697435AB1 14,623 8,835,000 PRN   DFND 1,2,3,4 8,835,000 0 0
PANDORA MEDIA INC CV SR UNSEC NT PNC 698354AB3 32,315 35,292,000 PRN   DFND 1,2,3,4 35,292,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 9,824 9,910,000 PRN   DFND 1,2,3,4 9,910,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 23,009 23,575,000 PRN   DFND 1,2,3,4 23,575,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 6,008 5,870,000 PRN   DFND 1,2,3,4 5,870,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 24,793 24,699,000 PRN   DFND 1,2,3,4 24,699,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 3,308 233,980 SH   DFND 1,2,3,4 233,980 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 89,500 6,889,922 SH   DFND 1,2,3,4 6,889,922 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 25,391 26,277,000 PRN   DFND 1,2,3,4 26,277,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 11,877 8,109,000 PRN   DFND 1,2,3,4 8,109,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 5,165 5,145,000 PRN   DFND 1,2,3,4 5,145,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 8,757 9,400,000 PRN   DFND 1,2,3,4 9,400,000 0 0
QIAGEN NV CV SR UNSEC NT REG S 104647723 2,360 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
QUIDEL CORP CV SR UNSEC NT 74838JAA9 5,349 3,083,000 PRN   DFND 1,2,3,4 3,083,000 0 0
RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 5,166 5,115,000 PRN   DFND 1,2,3,4 5,115,000 0 0
RAYONIER ADVANCED MATERIALS INC COMMON STOCK 75508B104 22,544 1,050,000 SH   DFND 1,2,3,4 1,050,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 24,627 24,382,000 PRN   DFND 1,2,3,4 24,382,000 0 0
REGIS CORP COMMON STOCK 758932107 4,870 321,890 SH   DFND 1,2,3,4 321,890 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 37,175 36,558,000 PRN   DFND 1,2,3,4 36,558,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT 76120WAC8 46,550 47,995,000 PRN   DFND 1,2,3,4 47,995,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 1,959 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 29,045 29,906,000 PRN   DFND 1,2,3,4 29,906,000 0 0
SEMPRA ENERGY 6% CV PFD 816851406 5,630 55,000 SH   DFND 1,2,3,4 55,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 16,350 16,195,000 PRN   DFND 1,2,3,4 16,195,000 0 0
SILICON LABORATORIES INC CV SR UNSEC NT PNC 826919AB8 31,662 27,294,000 PRN   DFND 1,2,3,4 27,294,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 6,563 7,174,000 PRN   DFND 1,2,3,4 7,174,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 20,130 20,192,000 PRN   DFND 1,2,3,4 20,192,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 25,108 25,252,000 PRN   DFND 1,2,3,4 25,252,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 62,498 237,500 SH Put DFND 1,2,3,4 237,500 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 11,570 100,417 SH   DFND 1,2,3,4 100,417 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 378,899 32,579,506 SH   DFND 1,2,3,4 32,579,506 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAB1 27,032 25,000,000 PRN   DFND 1,2,3,4 25,000,000 0 0
STEEL CONNECT INC CV SR UNSEC NT 60786LAB3 3,594 3,700,000 PRN   DFND 1,2,3,4 3,700,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 26,980 4,344,634 SH   DFND 1,2,3,4 4,344,634 0 0
SUNOPTA INC COMMON STOCK 8676EP108 57,458 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 4,419 5,521,000 PRN   DFND 1,2,3,4 5,521,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 4,548 4,800,000 PRN   DFND 1,2,3,4 4,800,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 127,142 2,905,441 SH   DFND 1,2,3,4 2,905,441 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 7,237 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
TERADYNE INC CV SR UNSEC NT 880770AG7 4,463 2,922,000 PRN   DFND 1,2,3,4 2,922,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 13,944 15,820,000 PRN   DFND 1,2,3,4 15,820,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 12,858 12,937,000 PRN   DFND 1,2,3,4 12,937,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 12,649 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 12,467 12,163,000 PRN   DFND 1,2,3,4 12,163,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 282,975 6,985,341 SH   DFND 1,2,3,4 6,985,341 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 24,724 25,645,000 PRN   DFND 1,2,3,4 25,645,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAD4 4,515 4,815,000 PRN   DFND 1,2,3,4 4,815,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 9,056 8,650,000 PRN   DFND 1,2,3,4 8,650,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 2,954 708,459 SH   DFND 1,2,3,4 708,459 0 0
VALE SA COMMON STOCK 91912E105 43,664 3,432,680 SH   DFND 1,2,3,4 3,432,680 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 20,856 200,000 SH Put DFND 1,2,3,4 200,000 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 12,753 11,570,000 PRN   DFND 1,2,3,4 11,570,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 8,649 9,475,000 PRN   DFND 1,2,3,4 9,475,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 4,432 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 24,694 24,663,000 PRN   DFND 1,2,3,4 24,663,000 0 0
VERSO CORP COMMON STOCK 92531L207 45,980 2,730,388 SH   DFND 1,2,3,4 2,730,388 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 46612JAF8 11,295 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
VICI PROPERTIES INC COMMON STOCK REIT 925652109 124,231 6,781,234 SH   DFND 1,2,3,4 6,781,234 0 0
VIPSHOP HOLDINGS LTD CV SR UNSEC NT 92763WAA1 10,580 9,810,000 PRN   DFND 1,2,3,4 9,810,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 8,463 455,000 SH   DFND 1,2,3,4 455,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 1,008,980 48,438,812 SH   DFND 1,2,3,4 48,438,812 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 35,507 39,500,000 PRN   DFND 1,2,3,4 39,500,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 4,551 4,574,000 PRN   DFND 1,2,3,4 4,574,000 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 27,319 21,177 SH   DFND 1,2,3,4 21,177 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 10,916 10,993,000 PRN   DFND 1,2,3,4 10,993,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 25,299 26,735,000 PRN   DFND 1,2,3,4 26,735,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 13,041 207,700 SH   DFND 1,2,3,4 207,700 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 16,559 16,277,000 PRN   DFND 1,2,3,4 16,277,000 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAB7 25,960 21,390,000 PRN   DFND 1,2,3,4 21,390,000 0 0