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 14,796 15,230,000 PRN   DFND 1,2,3,4 15,230,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC 00773VAB2 5,292 15,121,000 PRN   DFND 1,2,3,4 15,121,000 0 0
ALDER BIOPHARMACEUTICALS INC CV SR UNSEC NT PNC 014339AA3 8,331 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 228,875 8,712,400 SH   DFND 1,2,3,4 8,712,400 0 0
ALTABA INC COMMON STOCK 021346101 263,555 3,599,988 SH   DFND 1,2,3,4 3,599,988 0 0
ALTABA INC CV SR UNSEC NT 984332AF3 20,389 14,921,000 PRN   DFND 1,2,3,4 14,921,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ANGLOGOLD ASHANTI-SPON ADR 035128206 30,158 3,673,300 SH   DFND 1,2,3,4 3,673,300 0 0
ANI PHARMACEUTICALS INC CV SR UNSEC NT 00182CAA1 7,767 6,857,000 PRN   DFND 1,2,3,4 6,857,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 30,716 30,952,000 PRN   DFND 1,2,3,4 30,952,000 0 0
ARBOR REALTY TRUST INC CV SR UNSEC NT 038923AB4 1,475 1,327,000 PRN   DFND 1,2,3,4 1,327,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAM5 24,041 23,841,000 PRN   DFND 1,2,3,4 23,841,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 10,644 8,635,000 PRN   DFND 1,2,3,4 8,635,000 0 0
AZUL SA-ADR AZUL SA-ADR 05501U106 28,708 1,754,774 SH   DFND 1,2,3,4 1,754,774 0 0
BANCO MACRO SA-ADR BANCO MACRO SA-ADR 05961W105 1,311 22,306 SH   DFND 1,2,3,4 22,306 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 10,753 8,600 SH   DFND 1,2,3,4 8,600 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 47,423 766,720 SH   DFND 1,2,3,4 766,720 0 0
BEL FUSE INC COMMON STOCK 077347201 436 20,862 SH   DFND 1,2,3,4 20,862 0 0
BEL FUSE INC COMMON STOCK 077347300 3,658 175,060 SH   DFND 1,2,3,4 175,060 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 3,763 3,750,000 SH   DFND 1,2,3,4 3,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 10,251 9,650,000 PRN   DFND 1,2,3,4 9,650,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 5,947 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 30,887 30,500,000 PRN   DFND 1,2,3,4 30,500,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 2,208 2,160,000 PRN   DFND 1,2,3,4 2,160,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 33,382 33,879,000 PRN   DFND 1,2,3,4 33,879,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 13,574 358,456 SH   DFND 1,2,3,4 358,456 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 34,687 28,974,000 PRN   DFND 1,2,3,4 28,974,000 0 0
BRF SA-ADR BRF SA-ADR 10552T107 20,291 4,335,648 SH   DFND 1,2,3,4 4,335,648 0 0
BRISTOW GROUP INC CV SR UNSEC NT 110394AF0 6,466 5,644,000 PRN   DFND 1,2,3,4 5,644,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 7,111 7,315,000 PRN   DFND 1,2,3,4 7,315,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,506 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARBONITE INC CV SR UNSEC NT PNC 141337AB1 4,442 2,985,000 PRN   DFND 1,2,3,4 2,985,000 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 20,589 22,092,000 PRN   DFND 1,2,3,4 22,092,000 0 0
CEMEX SAB-SPONS ADR PART CER CEMEX SAB-SPONS ADR PART CER 151290889 14,230 2,169,140 SH   DFND 1,2,3,4 2,169,140 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 57,390 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 19,017 23,871,000 PRN   DFND 1,2,3,4 23,871,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT PNC 165167CY1 21,394 21,000,000 PRN   DFND 1,2,3,4 21,000,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 14,358 141,130 SH   DFND 1,2,3,4 141,130 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 30,752 21,143,000 PRN   DFND 1,2,3,4 21,143,000 0 0
CLEVELAND-CLIFFS INC CV SR UNSEC NT PNC 185899AA9 5,317 4,320,000 PRN   DFND 1,2,3,4 4,320,000 0 0
CNOOC LTD-SPON ADR CNOOC LTD-SPON ADR 126132109 45,077 263,239 SH   DFND 1,2,3,4 263,239 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 19,916 20,855,000 PRN   DFND 1,2,3,4 20,855,000 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AM6 19,240 19,522,878 PRN   DFND 1,2,3,4 19,522,878 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AN4 38,834 39,145,029 PRN   DFND 1,2,3,4 39,145,029 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 40,710 38,610,000 PRN   DFND 1,2,3,4 38,610,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAH3 5,728 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
CTRIP.COM INTERNATIONAL-ADR CTRIP.COM INTERNATIONAL-ADR 22943F100 25,473 534,800 SH   DFND 1,2,3,4 534,800 0 0
CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 9,238 6,955,000 PRN   DFND 1,2,3,4 6,955,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 15,610 19,020,000 PRN   DFND 1,2,3,4 19,020,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 8,413 8,221,000 PRN   DFND 1,2,3,4 8,221,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 27,190 28,000,000 PRN   DFND 1,2,3,4 28,000,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 5,764 4,956,000 PRN   DFND 1,2,3,4 4,956,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 4,272 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 4,499 4,330,000 PRN   DFND 1,2,3,4 4,330,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 2,699 2,725,000 PRN   DFND 1,2,3,4 2,725,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 10,433 11,251,000 PRN   DFND 1,2,3,4 11,251,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 34,570 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 44,554 47,849,000 PRN   DFND 1,2,3,4 47,849,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 10,674 10,113,000 PRN   DFND 1,2,3,4 10,113,000 0 0
EURONAV NV COMMON STOCK B38564108 87,389 9,498,769 SH   DFND 1,2,3,4 9,498,769 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAA3 22,487 21,330,000 PRN   DFND 1,2,3,4 21,330,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 38,880 38,093,000 PRN   DFND 1,2,3,4 38,093,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 48,058 47,995,000 PRN   DFND 1,2,3,4 47,995,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 2,538 172,787 SH   DFND 1,2,3,4 172,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 11,973 11,785,000 PRN   DFND 1,2,3,4 11,785,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 9,618 9,705,000 PRN   DFND 1,2,3,4 9,705,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAP6 4,387 4,821,000 PRN   DFND 1,2,3,4 4,821,000 0 0
FLEXION THERAPEUTICS INC CV SR UNSEC NT PNC 33938JAB2 8,377 6,845,000 PRN   DFND 1,2,3,4 6,845,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 15,869 15,869,000 PRN   DFND 1,2,3,4 15,869,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 6,762 150,000 SH   DFND 1,2,3,4 150,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 48,313 44,083,000 PRN   DFND 1,2,3,4 44,083,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 16,823 16,415,000 PRN   DFND 1,2,3,4 16,415,000 0 0
GRANITE POINT MORTGAGE TRUST INC CV SR UNSEC NT 144A 38741LAB3 8,180 8,025,000 PRN   DFND 1,2,3,4 8,025,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 22,637 22,763,000 PRN   DFND 1,2,3,4 22,763,000 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 23,466 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 11,007 11,038,000 PRN   DFND 1,2,3,4 11,038,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 5,486 5,585,000 PRN   DFND 1,2,3,4 5,585,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 8,860 8,467,000 PRN   DFND 1,2,3,4 8,467,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 16,255 16,278,000 PRN   DFND 1,2,3,4 16,278,000 0 0
HESS CORP 8% MAND CV PFD 42809H404 17,543 232,800 SH   DFND 1,2,3,4 232,800 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 44,449 46,262,000 PRN   DFND 1,2,3,4 46,262,000 0 0
HUBSPOT INC CV SR UNSEC NT 443573AB6 12,211 8,533,000 PRN   DFND 1,2,3,4 8,533,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 21,970 23,284,000 PRN   DFND 1,2,3,4 23,284,000 0 0
ICICI BANK LTD-SPON ADR ICICI BANK LTD-SPON ADR 45104G104 78,225 9,741,512 SH   DFND 1,2,3,4 9,741,512 0 0
ILLUMINA INC CV SR UNSEC NT 452327AF6 34,462 29,145,000 PRN   DFND 1,2,3,4 29,145,000 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 13,879 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
INFOSYS LTD-SP ADR INFOSYS LTD-SP ADR 456788108 75,250 3,872,844 SH   DFND 1,2,3,4 3,872,844 0 0
INNOVIVA INC CV SUB NT 88338TAB0 5,081 5,217,000 PRN   DFND 1,2,3,4 5,217,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 12,706 11,125,000 PRN   DFND 1,2,3,4 11,125,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 30,352 34,470,000 PRN   DFND 1,2,3,4 34,470,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 23,962 19,500,000 PRN   DFND 1,2,3,4 19,500,000 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 6,747 6,031,000 PRN   DFND 1,2,3,4 6,031,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 13,311 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
ISHARES MSCI INDIA ETF ISHARES MSCI INDIA ETF 46429B598 1,085 32,600 SH   DFND 1,2,3,4 32,600 0 0
ITAU UNIBANCO H-SPON PRF ADR ITAU UNIBANCO H-SPON PRF ADR 465562106 94,768 9,129,853 SH   DFND 1,2,3,4 9,129,853 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 23,058 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 13,127 12,034,000 PRN   DFND 1,2,3,4 12,034,000 0 0
KAMAN CORP CV SR UNSEC NT 483548AF0 14,533 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 14,743 570,102 SH   DFND 1,2,3,4 570,102 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 14,651 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAA3 20,198 20,300,000 PRN   DFND 1,2,3,4 20,300,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 33,312 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,750 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 17,581 1,640,000 SH   DFND 1,2,3,4 1,640,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 25,355 21,725,000 PRN   DFND 1,2,3,4 21,725,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 9,016 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 2,590 190,307 SH   DFND 1,2,3,4 190,307 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,636 298,500 SH   DFND 1,2,3,4 298,500 0 0
NABORS INDUSTRIES INC CV SR UNSEC NT 62957HAB1 11,952 15,145,000 PRN   DFND 1,2,3,4 15,145,000 0 0
NABORS INDUSTRIES LTD 6% CV PFD G6359F129 5,072 110,000 SH   DFND 1,2,3,4 110,000 0 0
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 10,918 1,300,000 SH   DFND 1,2,3,4 1,300,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 31,729 1,810,000 SH   DFND 1,2,3,4 1,810,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 14,438 14,337,000 PRN   DFND 1,2,3,4 14,337,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 5,233 5,065,000 PRN   DFND 1,2,3,4 5,065,000 0 0
NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 17,066 11,805,000 PRN   DFND 1,2,3,4 11,805,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 9,818 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 13,998 13,739,000 PRN   DFND 1,2,3,4 13,739,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 11,552 11,617,000 PRN   DFND 1,2,3,4 11,617,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 22,292 390,415 SH   DFND 1,2,3,4 390,415 0 0
NEXTERA ENERGY INC 6.371% CV PFD 65339F846 14,427 193,500 SH   DFND 1,2,3,4 193,500 0 0
NICE SYSTEMS INC CV SR UNSEC NT 65366HAB9 14,982 11,264,000 PRN   DFND 1,2,3,4 11,264,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 92,616 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NORTHERN OIL AND GAS INC COMMON STOCK 665531109 18,395 5,839,667 SH   DFND 1,2,3,4 5,839,667 0 0
NOVAVAX INC CV SR UNSEC NT 670002AB0 4,889 8,155,000 PRN   DFND 1,2,3,4 8,155,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 18,461 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,319 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,332 392,000 SH   DFND 1,2,3,4 392,000 0 0
OASIS PETROLEUM INC CV SR UNSEC NT PNC 674215AJ7 20,798 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 32,428 1,100,000 SH   DFND 1,2,3,4 1,100,000 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 22,178 16,825,000 PRN   DFND 1,2,3,4 16,825,000 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 10,212 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
PALO ALTO NETWORKS INC CV SR UNSEC NT 697435AB1 14,586 7,835,000 PRN   DFND 1,2,3,4 7,835,000 0 0
PANDORA MEDIA INC CV SR UNSEC NT PNC 698354AB3 27,778 28,878,000 PRN   DFND 1,2,3,4 28,878,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 23,475 23,475,000 PRN   DFND 1,2,3,4 23,475,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 13,471 12,835,000 PRN   DFND 1,2,3,4 12,835,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 4,670 5,060,000 PRN   DFND 1,2,3,4 5,060,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 25,332 25,209,000 PRN   DFND 1,2,3,4 25,209,000 0 0
PETROLEO BRASIL-SP PREF ADR PETROLEO BRASIL-SP PREF ADR 71654V101 80,630 9,121,028 SH   DFND 1,2,3,4 9,121,028 0 0
PG&E CORP COMMON STOCK 69331C108 21,280 500,000 SH   DFND 1,2,3,4 500,000 0 0
PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 20,221 18,970,000 PRN   DFND 1,2,3,4 18,970,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 24,727 25,654,000 PRN   DFND 1,2,3,4 25,654,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 7,519 5,109,000 PRN   DFND 1,2,3,4 5,109,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 2,112 2,110,000 PRN   DFND 1,2,3,4 2,110,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 3,429 3,445,000 PRN   DFND 1,2,3,4 3,445,000 0 0
QIAGEN NV CV SR UNSEC NT REG S 104647723 8,995 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
QUIDEL CORP CV SR UNSEC NT 74838JAA9 6,593 3,083,000 PRN   DFND 1,2,3,4 3,083,000 0 0
RAYONIER ADVANCED MATERIALS INC COMMON STOCK 75508B104 17,090 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
REALPAGE INC CV SR UNSEC NT 75606NAB5 13,240 9,310,000 PRN   DFND 1,2,3,4 9,310,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 23,648 23,289,000 PRN   DFND 1,2,3,4 23,289,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 758075AD7 9,917 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 2,395 135,000 SH   DFND 1,2,3,4 135,000 0 0
SCORPIO TANKERS INC CV SR UNSEC NT 80918TAB5 4,073 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 23,318 23,755,000 PRN   DFND 1,2,3,4 23,755,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT PNC 811904AN1 9,896 9,664,000 PRN   DFND 1,2,3,4 9,664,000 0 0
SEMPRA ENERGY 6% CV PFD 816851406 23,222 225,000 SH   DFND 1,2,3,4 225,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 13,839 13,420,000 PRN   DFND 1,2,3,4 13,420,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 446 75,000 SH   DFND 1,2,3,4 75,000 0 0
SILICON LABORATORIES INC CV SR UNSEC NT PNC 826919AB8 25,459 20,794,000 PRN Call DFND 1,2,3,4 20,794,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 12,524 13,424,000 PRN Put DFND 1,2,3,4 13,424,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 26,943 27,038,000 PRN   DFND 1,2,3,4 27,038,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 24,789 25,057,000 PRN   DFND 1,2,3,4 25,057,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 571,451 2,106,500 SH   DFND 1,2,3,4 2,106,500 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 54,256 200,000 SH   DFND 1,2,3,4 200,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 392,973 30,557,767 SH   DFND 1,2,3,4 30,557,767 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAB1 15,653 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
STEEL CONNECT INC CV SR UNSEC NT 60786LAB3 3,660 3,700,000 PRN   DFND 1,2,3,4 3,700,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 27,001 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 67,979 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 4,162 5,003,000 PRN   DFND 1,2,3,4 5,003,000 0 0
SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 5,987 6,030,000 PRN   DFND 1,2,3,4 6,030,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR TAIWAN SEMICONDUCTOR-SP ADR 874039100 117,025 3,200,886 SH   DFND 1,2,3,4 3,200,886 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 9,926 9,768,000 PRN   DFND 1,2,3,4 9,768,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 4,275 241,000 SH   DFND 1,2,3,4 241,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 35,009 31,000,000 PRN   DFND 1,2,3,4 31,000,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 16,379 17,577,000 PRN   DFND 1,2,3,4 17,577,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 7,728 7,791,000 PRN   DFND 1,2,3,4 7,791,000 0 0
TORM PLC COMMON STOCK 00BZ3CNK8 375,192 47,600,172 SH   DFND 1,2,3,4 47,600,172 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 10,321 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 12,298 12,163,000 PRN   DFND 1,2,3,4 12,163,000 0 0
TRANSOCEAN INC CV SR UNSEC NT 893830BJ7 26,394 18,500,000 PRN Put DFND 1,2,3,4 18,500,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 290,602 7,593,441 SH   DFND 1,2,3,4 7,593,441 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 27,090 27,867,000 PRN   DFND 1,2,3,4 27,867,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 9,083 8,650,000 PRN   DFND 1,2,3,4 8,650,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 1,637 708,459 SH   DFND 1,2,3,4 708,459 0 0
VALE SA-SP ADR VALE SA-SP ADR 91912E105 31,819 2,481,959 SH   DFND 1,2,3,4 2,481,959 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 71,869 700,000 SH   DFND 1,2,3,4 700,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 3,062 3,460,000 PRN   DFND 1,2,3,4 3,460,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 3,996 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 24,977 24,943,000 PRN   DFND 1,2,3,4 24,943,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 5,920 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
VERSO CORP COMMON STOCK 92531L207 51,483 2,365,914 SH   DFND 1,2,3,4 2,365,914 0 0
VICI PROPERTIES INC COMMON STOCK REIT 925652109 80,081 3,879,862 SH   DFND 1,2,3,4 3,879,862 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 1,054,124 44,553,037 SH   DFND 1,2,3,4 44,553,037 0 0
VISTRA ENERGY CORP 7% CV PFD 92840M300 20,535 216,950 SH   DFND 1,2,3,4 216,950 0 0
WAYFAIR INC CV SR UNSEC NT 144A PNC 94419LAA9 18,715 14,500,000 PRN   DFND 1,2,3,4 14,500,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 73,152 74,145,000 PRN   DFND 1,2,3,4 74,145,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 18,180 18,181,000 PRN   DFND 1,2,3,4 18,181,000 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 8,405 6,677 SH   DFND 1,2,3,4 6,677 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 11,795 11,658,000 PRN   DFND 1,2,3,4 11,658,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 25,848 27,010,000 PRN   DFND 1,2,3,4 27,010,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 4,528 60,000 SH   DFND 1,2,3,4 60,000 0 0
WRIGHT MEDICAL GROUP NV CV SR UNSEC NT 98236JAB4 17,368 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 12,102 12,190,000 PRN   DFND 1,2,3,4 12,190,000 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAB7 20,843 16,390,000 PRN   DFND 1,2,3,4 16,390,000 0 0