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 5,094 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
ALDER BIOPHARMACEUTICALS INC CV SR UNSEC NT PNC 014339AA3 9,143 8,525,000 PRN   DFND 1,2,3,4 8,525,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 15,824 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 230,443 8,712,400 SH   DFND 1,2,3,4 8,712,400 0 0
ALTABA INC COMMON STOCK 021346101 32,961 483,866 SH   DFND 1,2,3,4 483,866 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 33,527 3,907,565 SH   DFND 1,2,3,4 3,907,565 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 32,610 32,406,000 PRN   DFND 1,2,3,4 32,406,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAM5 21,402 21,319,000 PRN   DFND 1,2,3,4 21,319,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 8,286 7,155,000 PRN   DFND 1,2,3,4 7,155,000 0 0
AZUL SA-ADR ADR 05501U106 33,325 1,873,216 SH   DFND 1,2,3,4 1,873,216 0 0
BANCO BRADESCO-ADR ADR 059460303 27,871 3,936,583 SH   DFND 1,2,3,4 3,936,583 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 9,836 7,600 SH   DFND 1,2,3,4 7,600 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 42,814 655,020 SH   DFND 1,2,3,4 655,020 0 0
BEL FUSE INC COMMON STOCK 077347201 1,586 71,613 SH   DFND 1,2,3,4 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 4,639 175,060 SH   DFND 1,2,3,4 175,060 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 3,499 3,350,000 SH   DFND 1,2,3,4 3,350,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 16,527 13,720,000 PRN   DFND 1,2,3,4 13,720,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 20,150 18,865,000 PRN   DFND 1,2,3,4 18,865,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 6,074 5,950,000 PRN   DFND 1,2,3,4 5,950,000 0 0
BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 11,025 10,891,000 PRN   DFND 1,2,3,4 10,891,000 0 0
BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAD5 1,292 1,290,000 PRN   DFND 1,2,3,4 1,290,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 43,017 42,910,000 PRN   DFND 1,2,3,4 42,910,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 17,010 571,208 SH   DFND 1,2,3,4 571,208 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 36,719 30,884,000 PRN   DFND 1,2,3,4 30,884,000 0 0
BRF SA-ADR ADR 10552T107 28,043 5,117,302 SH   DFND 1,2,3,4 5,117,302 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 3,443 3,475,000 PRN   DFND 1,2,3,4 3,475,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,278 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 23,986 24,789,000 PRN   DFND 1,2,3,4 24,789,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 10,951 10,845,000 PRN   DFND 1,2,3,4 10,845,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BT9 7,447 7,370,000 PRN   DFND 1,2,3,4 7,370,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 33,853 4,808,700 SH   DFND 1,2,3,4 4,808,700 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 47,749 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 11,432 14,163,000 PRN   DFND 1,2,3,4 14,163,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT PNC 165167CY1 14,650 14,795,000 PRN   DFND 1,2,3,4 14,795,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 13,117 141,130 SH   DFND 1,2,3,4 141,130 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 21,902 14,237,000 PRN   DFND 1,2,3,4 14,237,000 0 0
CLEVELAND-CLIFFS INC CV SR UNSEC NT PNC 185899AA9 3,410 2,075,000 PRN   DFND 1,2,3,4 2,075,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 54,470 275,740 SH   DFND 1,2,3,4 275,740 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 26,984 28,505,000 PRN   DFND 1,2,3,4 28,505,000 0 0
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 33,960 1,200,000 SH Put DFND 1,2,3,4 1,200,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 34,752 32,000 SH   DFND 1,2,3,4 32,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 29,804 30,380,000 PRN   DFND 1,2,3,4 30,380,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 5,800 5,915,000 PRN   DFND 1,2,3,4 5,915,000 0 0
CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 22,048 593,153 SH   DFND 1,2,3,4 593,153 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 716 42,075 SH   DFND 1,2,3,4 42,075 0 0
DEXCOM INC CV SR UNSEC NT PNC 252131AF4 7,370 4,790,000 PRN   DFND 1,2,3,4 4,790,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 7,458 7,256,000 PRN   DFND 1,2,3,4 7,256,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 65,864 68,875,000 PRN   DFND 1,2,3,4 68,875,000 0 0
DOMINION ENERGY INC 6.75% CV PFD 25746U836 4,590 97,000 SH   DFND 1,2,3,4 97,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 4,414 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 11,382 10,900,000 PRN   DFND 1,2,3,4 10,900,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 5,662 5,730,000 PRN   DFND 1,2,3,4 5,730,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 10,795 11,536,000 PRN   DFND 1,2,3,4 11,536,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 32,692 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 43,107 43,185,000 PRN   DFND 1,2,3,4 43,185,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 5,626 5,113,000 PRN   DFND 1,2,3,4 5,113,000 0 0
EURONAV NV COMMON STOCK B38564108 79,891 9,182,915 SH   DFND 1,2,3,4 9,182,915 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAA3 32,765 26,463,000 PRN   DFND 1,2,3,4 26,463,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 38,420 38,093,000 PRN   DFND 1,2,3,4 38,093,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 47,355 47,415,000 PRN   DFND 1,2,3,4 47,415,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 1,950 172,787 SH   DFND 1,2,3,4 172,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 14,258 14,351,000 PRN   DFND 1,2,3,4 14,351,000 0 0
FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 2,158 322,142 SH   DFND 1,2,3,4 322,142 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 6,596 6,625,000 PRN   DFND 1,2,3,4 6,625,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAP6 18,660 20,316,000 PRN   DFND 1,2,3,4 20,316,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 6,484 6,773,000 PRN   DFND 1,2,3,4 6,773,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 16,928 16,928,000 PRN   DFND 1,2,3,4 16,928,000 0 0
FORTIVE CORP 5% CV PFD 34959J207 32,986 30,577 SH   DFND 1,2,3,4 30,577 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 7,650 150,000 SH   DFND 1,2,3,4 150,000 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 2,582 3,375,000 PRN   DFND 1,2,3,4 3,375,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 4,496 5,802,000 PRN   DFND 1,2,3,4 5,802,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 50,145 47,838,000 PRN   DFND 1,2,3,4 47,838,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 17,482 17,259,000 PRN   DFND 1,2,3,4 17,259,000 0 0
GRANITE POINT MORTGAGE TRUST INC CV SR UNSEC NT 144A 38741LAB3 7,148 6,895,000 PRN   DFND 1,2,3,4 6,895,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 10,606 11,058,000 PRN   DFND 1,2,3,4 11,058,000 0 0
GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 22,173 20,655,000 PRN   DFND 1,2,3,4 20,655,000 0 0
HALCON RESOURCES CORP COMMON STOCK 40537Q605 5,677 1,270,000 SH   DFND 1,2,3,4 1,270,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 2,283 2,339,000 PRN   DFND 1,2,3,4 2,339,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 10,082 10,110,000 PRN   DFND 1,2,3,4 10,110,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 3,801 3,810,000 PRN   DFND 1,2,3,4 3,810,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 6,899 6,416,000 PRN   DFND 1,2,3,4 6,416,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 20,573 21,177,000 PRN   DFND 1,2,3,4 21,177,000 0 0
HESS CORP 8% MAND CV PFD 42809H404 26,761 336,700 SH   DFND 1,2,3,4 336,700 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 41,677 41,281,000 PRN   DFND 1,2,3,4 41,281,000 0 0
HUBSPOT INC CV SR UNSEC NT 443573AB6 8,000 4,860,000 PRN   DFND 1,2,3,4 4,860,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 26,111 26,753,000 PRN   DFND 1,2,3,4 26,753,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 89,437 10,534,345 SH   DFND 1,2,3,4 10,534,345 0 0
II-VI INC CV SR UNSEC NT 902104AB4 21,035 17,865,000 PRN   DFND 1,2,3,4 17,865,000 0 0
ILLUMINA INC CV SR UNSEC NT 452327AF6 23,292 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 47,351 4,655,979 SH   DFND 1,2,3,4 4,655,979 0 0
INNOVIVA INC CV SUB NT 88338TAB0 8,942 8,805,000 PRN   DFND 1,2,3,4 8,805,000 0 0
INPHI CORP CV SR UNSEC NT 45772FAB3 17,936 15,500,000 PRN   DFND 1,2,3,4 15,500,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 43,995 43,316,000 PRN   DFND 1,2,3,4 43,316,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 12,021 10,230,000 PRN   DFND 1,2,3,4 10,230,000 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC 6.000000 CV PFD PNC 459506309 13,601 250,000 SH   DFND 1,2,3,4 250,000 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 20,494 18,561,000 PRN   DFND 1,2,3,4 18,561,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 10,706 8,215,000 PRN   DFND 1,2,3,4 8,215,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 1,030 31,700 SH   DFND 1,2,3,4 31,700 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 82,756 7,536,959 SH   DFND 1,2,3,4 7,536,959 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 19,976 15,360,000 PRN   DFND 1,2,3,4 15,360,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 15,414 14,357,000 PRN   DFND 1,2,3,4 14,357,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AD3 12,437 12,200,000 PRN   DFND 1,2,3,4 12,200,000 0 0
KAMAN CORP CV SR UNSEC NT 483548AF0 6,919 5,880,000 PRN   DFND 1,2,3,4 5,880,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 15,535 570,102 SH   DFND 1,2,3,4 570,102 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 24,153 20,625,000 PRN   DFND 1,2,3,4 20,625,000 0 0
LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 19,233 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAA3 23,446 23,597,000 PRN   DFND 1,2,3,4 23,597,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 4,178 4,636,000 PRN   DFND 1,2,3,4 4,636,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 32,175 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 16,140 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 21,828 1,640,000 SH   DFND 1,2,3,4 1,640,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 58,799 1,300,000 SH Put DFND 1,2,3,4 1,300,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1,696 190,307 SH   DFND 1,2,3,4 190,307 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,547 298,500 SH   DFND 1,2,3,4 298,500 0 0
NABORS INDUSTRIES INC CV SR UNSEC NT 62957HAB1 13,776 17,610,000 PRN   DFND 1,2,3,4 17,610,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 12,761 12,755,000 PRN   DFND 1,2,3,4 12,755,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 4,541 4,470,000 PRN   DFND 1,2,3,4 4,470,000 0 0
NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 15,184 8,895,000 PRN   DFND 1,2,3,4 8,895,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 16,474 16,292,000 PRN   DFND 1,2,3,4 16,292,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 11,181 11,175,000 PRN   DFND 1,2,3,4 11,175,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 26,700 468,855 SH   DFND 1,2,3,4 468,855 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 128,697 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NORTHERN OIL AND GAS INC COMMON STOCK 665531109 17,559 4,389,667 SH   DFND 1,2,3,4 4,389,667 0 0
NOVAVAX INC CV SR UNSEC NT 670002AB0 4,627 7,495,000 PRN   DFND 1,2,3,4 7,495,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAK6 7,285 7,700,000 PRN   DFND 1,2,3,4 7,700,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAN0 24,668 23,850,000 PRN   DFND 1,2,3,4 23,850,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 26,410 20,805,000 PRN   DFND 1,2,3,4 20,805,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 6,263 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 14,193 166,000 SH   DFND 1,2,3,4 166,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,369 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,391 392,000 SH   DFND 1,2,3,4 392,000 0 0
OASIS PETROLEUM INC CV SR UNSEC NT PNC 674215AJ7 11,119 8,265,000 PRN   DFND 1,2,3,4 8,265,000 0 0
OI SA COMMON STOCK ADR 670851500 5,610 2,054,854 SH   DFND 1,2,3,4 2,054,854 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 17,612 18,380,000 PRN   DFND 1,2,3,4 18,380,000 0 0
PACIRA PHARMACEUTICALS INC/DE CV SR UNSEC NT PNC 695127AD2 7,949 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
PAMPA ENERGIA SA COMMON STOCK ADR 697660207 7,452 240,000 SH   DFND 1,2,3,4 240,000 0 0
PANDORA MEDIA INC CV SR UNSEC NT PNC 698354AB3 24,757 25,245,000 PRN   DFND 1,2,3,4 25,245,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 25,158 25,097,000 PRN   DFND 1,2,3,4 25,097,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 4,657 4,695,000 PRN   DFND 1,2,3,4 4,695,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 25,606 25,642,000 PRN   DFND 1,2,3,4 25,642,000 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 85,096 8,135,360 SH   DFND 1,2,3,4 8,135,360 0 0
PG&E CORP COMMON STOCK 69331C108 55,903 1,215,000 SH   DFND 1,2,3,4 1,215,000 0 0
PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 9,611 9,365,000 PRN   DFND 1,2,3,4 9,365,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 24,857 25,708,000 PRN   DFND 1,2,3,4 25,708,000 0 0
PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1,753 1,990,000 PRN   DFND 1,2,3,4 1,990,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 7,205 7,135,000 PRN   DFND 1,2,3,4 7,135,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 9,454 8,200,000 PRN   DFND 1,2,3,4 8,200,000 0 0
QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 15,630 148,000 SH   DFND 1,2,3,4 148,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AA5 2,897 2,200,000 PRN   DFND 1,2,3,4 2,200,000 0 0
REALPAGE INC CV SR UNSEC NT 75606NAB5 13,241 8,080,000 PRN   DFND 1,2,3,4 8,080,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 20,743 20,452,000 PRN   DFND 1,2,3,4 20,452,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 758075AD7 16,888 17,070,000 PRN   DFND 1,2,3,4 17,070,000 0 0
RETROPHIN INC CV SR UNSEC NT PNC 761299AB2 12,352 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
ROVI CORP CV SR UNSEC NT (ACQUIRED BY: TIVO) 779376AD4 7,876 8,255,000 PRN   DFND 1,2,3,4 8,255,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 1,467 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 23,217 23,824,000 PRN   DFND 1,2,3,4 23,824,000 0 0
SEMPRA ENERGY 6% CV PFD 816851406 15,363 152,340 SH   DFND 1,2,3,4 152,340 0 0
SEMPRA ENERGY 6.75% CV PFD 816851505 16,877 166,700 SH   DFND 1,2,3,4 166,700 0 0
SERVICENOW INC CV SR UNSEC NT 81762PAC6 21,817 14,585,000 PRN   DFND 1,2,3,4 14,585,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 10,298 10,265,000 PRN   DFND 1,2,3,4 10,265,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 4,155 602,886 SH   DFND 1,2,3,4 602,886 0 0
SM ENERGY CO CV SR UNSEC NT 78454LAM2 10,445 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 739 844,000 PRN   DFND 1,2,3,4 844,000 0 0
SOUTH JERSEY INDUSTRIES INC 7.25% CV PFD 838518116 16,800 300,000 SH   DFND 1,2,3,4 300,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 17,155 17,155,000 PRN   DFND 1,2,3,4 17,155,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 23,035 23,403,000 PRN   DFND 1,2,3,4 23,403,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 1,046,592 3,600,000 SH Call DFND 1,2,3,4 3,600,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 145,360 500,000 SH Put DFND 1,2,3,4 500,000 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 13,153 120,000 SH   DFND 1,2,3,4 120,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 441,559 30,557,767 SH   DFND 1,2,3,4 30,557,767 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAB1 6,383 5,750,000 PRN   DFND 1,2,3,4 5,750,000 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 22,971 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 59,481 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 3,155 3,749,000 PRN   DFND 1,2,3,4 3,749,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 30,915 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 7,605 7,930,000 PRN   DFND 1,2,3,4 7,930,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 160,116 3,625,809 SH   DFND 1,2,3,4 3,625,809 0 0
TELADOC HEALTH INC CV SR UNSEC NT PNC 87918AAB1 7,826 3,825,000 PRN   DFND 1,2,3,4 3,825,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 12,412 712,500 SH   DFND 1,2,3,4 712,500 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 15,756 16,755,000 PRN   DFND 1,2,3,4 16,755,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 7,815 7,871,000 PRN   DFND 1,2,3,4 7,871,000 0 0
TORM PLC COMMON STOCK G89479102 285,808 47,600,172 SH   DFND 1,2,3,4 47,600,172 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 12,489 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 9,725 9,655,000 PRN   DFND 1,2,3,4 9,655,000 0 0
TRANSOCEAN INC CV SR UNSEC NT 893830BJ7 20,217 13,615,000 PRN   DFND 1,2,3,4 13,615,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 4,647 320,000 SH   DFND 1,2,3,4 320,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 209,171 5,442,870 SH   DFND 1,2,3,4 5,442,870 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 23,593 24,301,000 PRN   DFND 1,2,3,4 24,301,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 6,249 6,056,000 PRN   DFND 1,2,3,4 6,056,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 766 683,632 SH   DFND 1,2,3,4 683,632 0 0
VALE SA-SP ADR ADR 91912E105 49,012 3,302,681 SH   DFND 1,2,3,4 3,302,681 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 74,515 700,000 SH Put DFND 1,2,3,4 700,000 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 2,555 2,445,000 PRN   DFND 1,2,3,4 2,445,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 4,869 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 22,677 21,911,000 PRN   DFND 1,2,3,4 21,911,000 0 0
VERSO CORP COMMON STOCK 92531L207 32,368 961,319 SH   DFND 1,2,3,4 961,319 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 23,813 22,000,000 PRN   DFND 1,2,3,4 22,000,000 0 0
VICI PROPERTIES INC COMMON STOCK REIT 925652109 77,320 3,576,319 SH   DFND 1,2,3,4 3,576,319 0 0
VIPSHOP HOLDINGS LTD CV SR UNSEC NT 92763WAA1 10,776 10,961,000 PRN   DFND 1,2,3,4 10,961,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 888,598 35,715,343 SH   DFND 1,2,3,4 35,715,343 0 0
VISTRA ENERGY CORP 7% CV PFD 92840M300 5,986 61,700 SH   DFND 1,2,3,4 61,700 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 9,986 11,495,000 PRN   DFND 1,2,3,4 11,495,000 0 0
WAYFAIR INC CV SR UNSEC NT PNC 94419LAB7 8,114 5,365,000 PRN   DFND 1,2,3,4 5,365,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 58,420 61,872,000 PRN   DFND 1,2,3,4 61,872,000 0 0
WEIBO CORP-SPON ADR ADR 948596101 29,735 406,600 SH   DFND 1,2,3,4 406,600 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 8,124 6,293 SH   DFND 1,2,3,4 6,293 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 12,419 12,273,000 PRN   DFND 1,2,3,4 12,273,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 27,016 28,097,000 PRN   DFND 1,2,3,4 28,097,000 0 0
WMIH CORP COMMON STOCK 92936P100 32,151 23,130,531 SH   DFND 1,2,3,4 23,130,531 0 0
WRIGHT MEDICAL GROUP NV CV SR UNSEC NT 98236JAB4 17,349 11,990,000 PRN   DFND 1,2,3,4 11,990,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 11,469 11,534,000 PRN   DFND 1,2,3,4 11,534,000 0 0
YUM CHINA HOLDINGS INC COMMON STOCK 98850P109 21,575 614,500 SH   DFND 1,2,3,4 614,500 0 0