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 5,410 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 68,650 68,905,000 PRN   DFND 1,2,3,4 68,905,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 43,640 318,380 SH   DFND 1,2,3,4 318,380 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 12,548 12,985,000 PRN   DFND 1,2,3,4 12,985,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 265,655 11,723,541 SH   DFND 1,2,3,4 11,723,541 0 0
ALTABA INC COMMON STOCK 021346101 28,035 483,866 SH   DFND 1,2,3,4 483,866 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 38,607 3,076,238 SH   DFND 1,2,3,4 3,076,238 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 34,116 36,338,000 PRN   DFND 1,2,3,4 36,338,000 0 0
ARCONIC INC CV SR UNSEC NT 74973WAB3 8,487 8,507,000 PRN   DFND 1,2,3,4 8,507,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAM5 25,794 25,749,000 PRN   DFND 1,2,3,4 25,749,000 0 0
ARRAY BIOPHARMA INC CV SR UNSEC NT 144A PNC 04269XAB1 3,631 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 18,854 27,855,000 PRN   DFND 1,2,3,4 27,855,000 0 0
AZUL SA-ADR ADR 05501U106 39,939 1,442,364 SH   DFND 1,2,3,4 1,442,364 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 5,886 4,700 SH   DFND 1,2,3,4 4,700 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 12,966 224,820 SH   DFND 1,2,3,4 224,820 0 0
BEL FUSE INC COMMON STOCK 077347201 985 71,613 SH   DFND 1,2,3,4 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 3,225 175,060 SH   DFND 1,2,3,4 175,060 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 1,545 3,350,000 SH   DFND 1,2,3,4 3,350,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 7,314 6,560,000 PRN   DFND 1,2,3,4 6,560,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 7,377 7,400,000 PRN   DFND 1,2,3,4 7,400,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 7,492 7,635,000 PRN   DFND 1,2,3,4 7,635,000 0 0
BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 12,926 12,878,000 PRN   DFND 1,2,3,4 12,878,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 35,548 36,346,000 PRN   DFND 1,2,3,4 36,346,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 35,142 1,700,156 SH   DFND 1,2,3,4 1,700,156 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 22,744 20,564,000 PRN   DFND 1,2,3,4 20,564,000 0 0
BRF SA-ADR ADR 10552T107 30,847 5,430,905 SH   DFND 1,2,3,4 5,430,905 0 0
BROADCOM LTD COMMON STOCK 11135F101 38,039 150,000 SH Put DFND 1,2,3,4 150,000 0 0
C&J ENERGY SERVICES INC COMMON STOCK 12674R100 17,887 1,325,000 SH   DFND 1,2,3,4 1,325,000 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 67,900 10,000,000 SH   DFND 1,2,3,4 10,000,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 3,967 4,165,000 PRN   DFND 1,2,3,4 4,165,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 6,228 6,270,000 PRN   DFND 1,2,3,4 6,270,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 1,713 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 30,637 32,947,000 PRN   DFND 1,2,3,4 32,947,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 2,562 2,620,000 PRN   DFND 1,2,3,4 2,620,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BT9 7,437 7,603,000 PRN   DFND 1,2,3,4 7,603,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 27,759 5,759,215 SH   DFND 1,2,3,4 5,759,215 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 31,396 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 2,816 4,020,000 PRN   DFND 1,2,3,4 4,020,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT PNC 165167CY1 4,343 5,380,000 PRN   DFND 1,2,3,4 5,380,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 21,062 341,630 SH   DFND 1,2,3,4 341,630 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 12,131 8,529,000 PRN   DFND 1,2,3,4 8,529,000 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 2,819 3,355,000 PRN   DFND 1,2,3,4 3,355,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 48,149 315,837 SH   DFND 1,2,3,4 315,837 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 23,759 25,578,000 PRN   DFND 1,2,3,4 25,578,000 0 0
CONTURA ENERGY INC COMMON STOCK 21241B100 23,376 355,590 SH   DFND 1,2,3,4 355,590 0 0
COWEN INC CV SR UNSEC NT 223622AB7 5,641 5,670,000 PRN   DFND 1,2,3,4 5,670,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 24,399 23,187 SH   DFND 1,2,3,4 23,187 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 15,118 15,595,000 PRN   DFND 1,2,3,4 15,595,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 5,412 5,514,000 PRN   DFND 1,2,3,4 5,514,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 18,327 22,625,000 PRN   DFND 1,2,3,4 22,625,000 0 0
DOMINION ENERGY INC 6.75% CV PFD 25746U836 25,634 535,500 SH   DFND 1,2,3,4 535,500 0 0
DTE ENERGY CO 6.5% CV PFD 233331883 11,107 215,000 SH   DFND 1,2,3,4 215,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 120,365 26,109,536 SH   DFND 1,2,3,4 26,109,536 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 9,514 9,776,000 PRN   DFND 1,2,3,4 9,776,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 36,157 37,045,000 PRN   DFND 1,2,3,4 37,045,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 8,236 9,864,000 PRN   DFND 1,2,3,4 9,864,000 0 0
ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 833 1,252,000 PRN   DFND 1,2,3,4 1,252,000 0 0
EURONAV NV COMMON STOCK B38564108 63,694 9,191,069 SH   DFND 1,2,3,4 9,191,069 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAA3 15,714 14,278,000 PRN   DFND 1,2,3,4 14,278,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 44,570 46,064,000 PRN   DFND 1,2,3,4 46,064,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 741 172,787 SH   DFND 1,2,3,4 172,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 15,993 16,347,000 PRN   DFND 1,2,3,4 16,347,000 0 0
FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 1,589 350,000 SH   DFND 1,2,3,4 350,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAP6 12,981 13,639,000 PRN   DFND 1,2,3,4 13,639,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 9,867 10,266,000 PRN   DFND 1,2,3,4 10,266,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 14,461 14,790,000 PRN   DFND 1,2,3,4 14,790,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 6,174 150,000 SH   DFND 1,2,3,4 150,000 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 2,438 3,285,000 PRN   DFND 1,2,3,4 3,285,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 4,079 5,666,000 PRN   DFND 1,2,3,4 5,666,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 29,675 32,131,000 PRN   DFND 1,2,3,4 32,131,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 11,312 11,631,000 PRN   DFND 1,2,3,4 11,631,000 0 0
GRANITE POINT MORTGAGE TRUST INC CV SR UNSEC NT 144A 38741LAB3 7,188 7,205,000 PRN   DFND 1,2,3,4 7,205,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 16,436 18,598,000 PRN   DFND 1,2,3,4 18,598,000 0 0
HALCON RESOURCES CORP COMMON STOCK 40537Q605 19,550 11,500,000 SH   DFND 1,2,3,4 11,500,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 7,988 8,769,000 PRN   DFND 1,2,3,4 8,769,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 11,049 11,054,000 PRN   DFND 1,2,3,4 11,054,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 1,425 1,405,000 PRN   DFND 1,2,3,4 1,405,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 4,458 4,806,000 PRN   DFND 1,2,3,4 4,806,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 8,438 8,893,000 PRN   DFND 1,2,3,4 8,893,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 23,690 23,704,000 PRN   DFND 1,2,3,4 23,704,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 31,772 32,260,000 PRN   DFND 1,2,3,4 32,260,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 96,790 9,406,242 SH   DFND 1,2,3,4 9,406,242 0 0
ILLUMINA INC CV SR UNSEC NT 452327AF6 21,389 17,466,000 PRN   DFND 1,2,3,4 17,466,000 0 0
INFINERA CORP COMMON STOCK 45667G103 83,692 20,975,384 SH   DFND 1,2,3,4 20,975,384 0 0
INFOSYS LTD-SP ADR ADR 456788108 31,497 3,308,499 SH   DFND 1,2,3,4 3,308,499 0 0
INNOVIVA INC CV SUB NT 88338TAB0 22,095 20,400,000 PRN   DFND 1,2,3,4 20,400,000 0 0
INPHI CORP CV SR UNSEC NT 45772FAB3 16,839 15,975,000 PRN   DFND 1,2,3,4 15,975,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 29,852 32,226,000 PRN   DFND 1,2,3,4 32,226,000 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC 6.000000 CV PFD PNC 459506309 9,608 189,500 SH   DFND 1,2,3,4 189,500 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 10,634 10,328,000 PRN   DFND 1,2,3,4 10,328,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 31,233 29,050,000 PRN   DFND 1,2,3,4 29,050,000 0 0
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 4,989 61,500 SH   DFND 1,2,3,4 61,500 0 0
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 81,040 1,000,000 SH Put DFND 1,2,3,4 1,000,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 1,110 33,300 SH   DFND 1,2,3,4 33,300 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 100,565 11,002,800 SH   DFND 1,2,3,4 11,002,800 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 2,862 2,944,000 PRN   DFND 1,2,3,4 2,944,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 32,539 32,619,000 PRN   DFND 1,2,3,4 32,619,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 14,190 570,102 SH   DFND 1,2,3,4 570,102 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAA3 48,572 48,753,000 PRN   DFND 1,2,3,4 48,753,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 3,853 4,440,000 PRN   DFND 1,2,3,4 4,440,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 20,183 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 23,221 2,220,000 SH   DFND 1,2,3,4 2,220,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 6,860 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 3,157 100,000 SH Put DFND 1,2,3,4 100,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1,429 190,307 SH   DFND 1,2,3,4 190,307 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,089 298,500 SH   DFND 1,2,3,4 298,500 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 22,495 1,927,544 SH   DFND 1,2,3,4 1,927,544 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 35,087 35,087,000 PRN   DFND 1,2,3,4 35,087,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 19,880 19,781,000 PRN   DFND 1,2,3,4 19,781,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 8,800 8,917,000 PRN   DFND 1,2,3,4 8,917,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 27,748 481,390 SH   DFND 1,2,3,4 481,390 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 101,424 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NORTHERN OIL AND GAS INC COMMON STOCK 665531109 4,045 1,789,667 SH   DFND 1,2,3,4 1,789,667 0 0
NOVAVAX INC CV SR UNSEC NT 670002AB0 4,591 7,495,000 PRN   DFND 1,2,3,4 7,495,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAK6 17,618 20,225,000 PRN   DFND 1,2,3,4 20,225,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 4,495 4,260,000 PRN   DFND 1,2,3,4 4,260,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 23,962 23,889,000 PRN   DFND 1,2,3,4 23,889,000 0 0
NXP SEMICONDUCTORS NV Common Stock N6596X109 12,919 176,300 SH   DFND 1,2,3,4 176,300 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,167 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,038 392,000 SH   DFND 1,2,3,4 392,000 0 0
OI SA COMMON STOCK ADR 670851500 3,523 2,201,646 SH   DFND 1,2,3,4 2,201,646 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 18,232 16,500,000 PRN   DFND 1,2,3,4 16,500,000 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 22,169 23,790,000 PRN   DFND 1,2,3,4 23,790,000 0 0
PACIRA PHARMACEUTICALS INC/DE CV SR UNSEC NT PNC 695127AD2 9,640 9,695,000 PRN   DFND 1,2,3,4 9,695,000 0 0
PAMPA ENERGIA SA COMMON STOCK ADR 697660207 10,768 338,500 SH   DFND 1,2,3,4 338,500 0 0
PANDORA MEDIA INC CV SR UNSEC NT PNC 698354AB3 21,714 22,887,000 PRN   DFND 1,2,3,4 22,887,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 39,151 39,622,000 PRN   DFND 1,2,3,4 39,622,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 4,213 4,140,000 PRN   DFND 1,2,3,4 4,140,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 23,730 23,874,000 PRN   DFND 1,2,3,4 23,874,000 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 64,349 5,552,116 SH   DFND 1,2,3,4 5,552,116 0 0
PG&E CORP COMMON STOCK 69331C108 28,856 1,215,000 SH   DFND 1,2,3,4 1,215,000 0 0
PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 6,740 7,965,000 PRN   DFND 1,2,3,4 7,965,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 18,706 20,300,000 PRN   DFND 1,2,3,4 20,300,000 0 0
PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1,697 1,870,000 PRN   DFND 1,2,3,4 1,870,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 2,663 2,686,000 PRN   DFND 1,2,3,4 2,686,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AA5 2,626 2,200,000 PRN   DFND 1,2,3,4 2,200,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AT4 6,401 6,400,000 PRN   DFND 1,2,3,4 6,400,000 0 0
QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 14,457 153,340 SH   DFND 1,2,3,4 153,340 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 22,144 21,993,000 PRN   DFND 1,2,3,4 21,993,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 758075AD7 13,985 14,860,000 PRN   DFND 1,2,3,4 14,860,000 0 0
ROWAN COS PLC COMMON STOCK G7665A101 11,697 1,394,146 SH   DFND 1,2,3,4 1,394,146 0 0
ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 48,914 48,549,000 PRN   DFND 1,2,3,4 48,549,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 1,027 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 23,981 25,859,000 PRN   DFND 1,2,3,4 25,859,000 0 0
SEMPRA ENERGY 6.75% CV PFD 816851505 19,578 203,010 SH   DFND 1,2,3,4 203,010 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 5,012 5,370,000 PRN   DFND 1,2,3,4 5,370,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 12,614 13,439,000 PRN   DFND 1,2,3,4 13,439,000 0 0
SOUTH JERSEY INDUSTRIES INC 7.25% CV PFD 838518116 4,366 93,000 SH   DFND 1,2,3,4 93,000 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 74,325 300,000 SH Put DFND 1,2,3,4 300,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 41,613 41,617,000 PRN   DFND 1,2,3,4 41,617,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 33,897 33,981,000 PRN   DFND 1,2,3,4 33,981,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 312,239 34,161,751 SH   DFND 1,2,3,4 34,161,751 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9,403 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 31,319 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 1,917 2,374,000 PRN   DFND 1,2,3,4 2,374,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 27,600 2,000,000 SH   DFND 1,2,3,4 2,000,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 1,474 1,525,000 PRN   DFND 1,2,3,4 1,525,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 142,050 3,848,577 SH   DFND 1,2,3,4 3,848,577 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 14,611 939,000 SH   DFND 1,2,3,4 939,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 32,767 29,105,000 PRN   DFND 1,2,3,4 29,105,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 39,378 43,393,000 PRN   DFND 1,2,3,4 43,393,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9,111 9,197,000 PRN   DFND 1,2,3,4 9,197,000 0 0
TORM PLC COMMON STOCK G89479102 319,743 47,600,172 SH   DFND 1,2,3,4 47,600,172 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 6,508 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 9,711 9,637,000 PRN   DFND 1,2,3,4 9,637,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 7,545 503,000 SH   DFND 1,2,3,4 503,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 1,795 39,551 SH   DFND 1,2,3,4 39,551 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 27,232 27,996,000 PRN   DFND 1,2,3,4 27,996,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 4,949 5,056,000 PRN   DFND 1,2,3,4 5,056,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 486 636,225 SH   DFND 1,2,3,4 636,225 0 0
US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 900 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
VALE SA-SP ADR ADR 91912E105 39,793 3,016,925 SH   DFND 1,2,3,4 3,016,925 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 73,823 850,000 SH Put DFND 1,2,3,4 850,000 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 9,639 9,575,000 PRN   DFND 1,2,3,4 9,575,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 2,402 3,164,000 PRN   DFND 1,2,3,4 3,164,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 3,929 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 21,452 22,061,000 PRN   DFND 1,2,3,4 22,061,000 0 0
VERSO CORP COMMON STOCK 92531L207 21,534 961,319 SH   DFND 1,2,3,4 961,319 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 2,671 2,700,000 PRN   DFND 1,2,3,4 2,700,000 0 0
VICI PROPERTIES INC COMMON STOCK REIT 925652109 53,736 2,861,319 SH   DFND 1,2,3,4 2,861,319 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 690,314 30,157,877 SH   DFND 1,2,3,4 30,157,877 0 0
VISTRA ENERGY CORP 7% CV PFD 92840M300 9,157 100,400 SH   DFND 1,2,3,4 100,400 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 7,296 7,660,000 PRN   DFND 1,2,3,4 7,660,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 33,414 52,462,000 PRN   DFND 1,2,3,4 52,462,000 0 0
WEIBO CORP-SPON ADR ADR 948596101 25,218 431,600 SH   DFND 1,2,3,4 431,600 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 7,343 5,819 SH   DFND 1,2,3,4 5,819 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 5,946 6,291,000 PRN   DFND 1,2,3,4 6,291,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 21,537 22,720,000 PRN   DFND 1,2,3,4 22,720,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAF8 15,528 12,658,000 PRN   DFND 1,2,3,4 12,658,000 0 0
YANDEX NV-A Common Stock N97284108 16,435 600,903 SH   DFND 1,2,3,4 600,903 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 9,408 633,938 SH   DFND 1,2,3,4 633,938 0 0
YUM CHINA HOLDINGS INC Common Stock 98850P109 30,183 900,168 SH   DFND 1,2,3,4 900,168 0 0